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Vector Calculus

This document provides an overview of vector calculus, including: - Vector fields, which assign a vector to each point in space based on variables like spatial coordinates. They are commonly used in physics to describe fields. - Graphical representation of vector fields using vectors or field lines. - Calculating derivatives and integrals of vector functions by treating each component separately. - Line integrals, which quantify concepts like work by integrating a vector field over a path.
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0% found this document useful (0 votes)
47 views96 pages

Vector Calculus

This document provides an overview of vector calculus, including: - Vector fields, which assign a vector to each point in space based on variables like spatial coordinates. They are commonly used in physics to describe fields. - Graphical representation of vector fields using vectors or field lines. - Calculating derivatives and integrals of vector functions by treating each component separately. - Line integrals, which quantify concepts like work by integrating a vector field over a path.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 5 :

Vector calculus

Mathematical Modelling T1AWM2


Koen Eneman – 2022-2023
Group T Leuven Campus Mathematical Modelling
Vector calculus
Faculty of Engineering Technology 2022-2023
Content

Vector fields
• Vector fields
o Vector
• Line functions
integrals of vectorand vector fields
fields
o Graphicalvector
• Conservative representation
fields
o Derivative and integral
• Surface integrals of vector fields
• Line integrals of vector fields
• Vector operators
• Conservative vector fields
• Integral theorems
• Surface integrals of vector fields
• Vector operators
• Integral theorems

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Vector functions

": ⊆ ℝ → ⊆ ℝ ∶ ⃗ , ,…, → $ " , ,…, " ⃗


• Chapters 1, 2 and 3 (primarily) deal with scalar functions of several variables :

2 independent variables (vector) 1 dependent variable (scalar)


and more specifically with how the derivative(s) and integral of these functions can
be calculated.
• In this chapter vector functions (also called vector-valued functions) are discussed

⃗: ⊆ ℝ → ⊆ ℝ : ⃗ , ,…, → ⃗ ⃗ , ⃗ ,…, ⃗
i.e. functions for which the dependent variable is not a scalar, but a vector :

1 independent variable(s) (scalar or vector) 2 dependent variables (vector)

⃗ ⃗ ≝ ,…, ⃗ ,…, ⃗ ⋯ ,…, ⃗


where
!
basis vector in direction basis vector in direction basis vector in direction
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Vector fields

• A vector field is a vector function1 for which the number of independent and the
number of dependent variables is typically equal to 2 or 3. The independent
variables are usually spatial coordinates, possibly supplemented with time. The
concept of ‘field’ is especially used in the case of (physical) quantities that take
a specific value in each point of the 2- or 3-dimensional space. The term ‘vector
field’ is particularly used if the (physical) quantity also has a direction in addition to
a magnitude and sense, and is therefore a vector. If this is not the case, a scalar
field results (see also slide 84 of chapter 3).
• Vector fields are common in physics and in engineering applications, e.g. when
describing force fields (e.g. gravitation), fluid flows, and electric and magnetic
fields.
1In some literature the name ‘vector function’ is used for functions of ℝ → ℝ and ‘vector field’ for functions of ℝ → ℝ .
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Graphical representation
• Given that vector fields are typically functions of ℝ → ℝ or ℝ% → ℝ% , they

local field vector ⃗ ⃗) for a number of points ⃗& of the 2- or 3-dimensional space.
cannot be simply represented in a graphical way. What is often done, is to plot the

The length, thickness or color of the arrow representing


the field vector then indicates the field strength.
For example, the figure on the right shows the
airflow around an aircraft wing (in 2 dimensions).
The vectors indicate the magnitude, direction
and sense of the velocity of the air at a certain
point. This figure shows, for instance, that the air
speed at the top of the wing is (typically) higher
than at the bottom.
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Graphical representation
• As an alternative to a representation using field vectors, field lines (which,

sometimes used. The field lines2 are tangent to the local field vectors ⃗ ⃗) and in
depending on the application, are also called lines of force or streamlines) are

the case of a fluid flow show along which path the fluid moves.
1 1

0.8 0.8

0.6 0.6
Representation of a 0.4
Representation of 0.4

2-dimensional vector 0.2 the same vector 0.2

field using field field using field

'
'

0 0

vectors -0.2
lines -0.2

-0.4 -0.4

-0.6 -0.6

-0.8 -0.8

-1 -1
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1

2see also https://en.wikipedia.org/wiki/Field_line#/media/File:VFPt_cylindermagnet_field-representations.svg


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Derivative and integral

• In many technical and scientific applications a derivative or integral of a vector


function/vector field is required.
• The (partial) derivative(s) or integral of a vector function can be simply found by

vector function. For instance, for a vector function ⃗ ) ) ,…, ) of one


calculating the (partial) derivative(s) or integral of the different components of the

independent variable this leads to

0⃗
⃗/ ) ≝ /
) ,…, /
) 1 ⃗ ) 0) ≝ 1 ) 0) , … , 1 ) 0)
0)

Applications of this are found in kine(ma)tics, e.g. (⃗ ) and -⃗ )


*+⃗ *.
*, *,
, and in
the calculation of line integrals (see slide 89 of chapter 3).
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Content

• Vector fields
• Line integrals of vector fields
o Definition
o Examples
• Conservative vector fields
• Surface integrals of vector fields
• Vector operators
• Integral theorems

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Line integrals of vector fields

• In addition to the straightforward calculation of the derivative(s) or integral of the


components of a vector function (see slide 7), in many applications of physics
and engineering a number of dedicated types of integrals and vector operators
are used.
• A first type of integral specific to vector functions is the line integral of a vector

concept of work. Consider e.g. a mass point 4 on which a force field ⃗ acts. The
field. It is used for instance in physics and mechanics when it comes to the

amount of work (energy) 02 needed to displace the mass over an (infinitesimal)


distance 0 ⃗ within the force field ⃗ is (see course on Dynamics and Energy

02 ⃗ · 0⃗ ⃗ 0 ⃗ cos 8
(T1ADE2))
8
0⃗
dot product 4
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Line integrals of vector fields

• If the mass point propagates within the force field ⃗ over a curve 9 with parametric
equation ⃗ ) ) , ' ) , $ ) the total amount of work 2 can be calculated with
$
a line integral of a vector field :

2 1 ⃗ · 0⃗

$ ) 0$

: $ )
9
0⃗
⃗ ) ⃗ ) 0) ⃗ ) 0⃗
where (see slide 89 of chapter 3)
0 0' 0$
0⃗ 0 , 0', 0$ · 0), · 0), · 0)
' ) ' ) 0'
slide 9 of

0) 0) 0)
'
chapter 2

⃗ / ) 0)
slide 7 ) 0

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Line integrals of vector fields
• Given that ⃗ · 0 ⃗ ⃗ 0 ⃗ cos 8, the integral could be calculated as a line
integral of the scalar function ⃗ cos 8 along the curve 9 (see slides 89 and 90
of chapter 3). However, by applying some properties of the dot product and by


expressing the vector function as
) ,' ) ,$ ) , > ) ,' ) ,$ ) , ? ) ,' ) ,$ )

,@
0 0' 0$
one finds

2 1 ⃗ · 0⃗ 1 0 > 0' ? 0$ 1 0)
0)
B
>
0)
B
?
0)
B
: : ,A C , >C , ?C ,
where ); and )< are the values of ) in the starting point = and the end point of
the curve along which the integral is calculated, respectively.
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Line integrals of vector fields
• On the previous slides it is specifically explained how a (force) field ⃗ can be

generalized to vector functions ℝ → ℝ with 2 or H 3.


integrated along a curve in 3D. This concept can be easily extended and

• In the case of a line integral over a closed contour (and passing through the
K ⃗ · 0⃗
contour only once) one writes

:
• Mind the following properties/similarities/differences with integrals of scalar fields :
Is depending on field ? curve D ? parametric representation sense in which the curve is
of the curve ? traversed ?
Line integral of a scalar field yes yes no nee E;<"" ⃗ ⃗0F
no : :E;< E<;"" ⃗ ⃗0F
0F E<; 0F

Line integral of a vector field yes yes* no E;<⃗ ⃗· ·00⃗ ⃗ GGE<;


ja : :E;<
yes E<;⃗ ⃗· ·00⃗ ⃗
*unless the vector field is conservative, see next section

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Line integrals of vector fields

Consider the 2-dimensional vector field ⃗ G ', ' . Calculate the line
• Examples :

' 4 G ' traversed from point = 0, 0 to


point 0, 4 .

integral over the parabolic curve
G ', '

) ) 4G)
Use the following parametric representation :

⃗ ) N with ) 0→4
' ) )
3

= 0, 0 0, 4

'
2

To calculate the integral ⃗ / ) is needed : =


1

⃗/ ) / ) , '/ ) 4 G 2), 1
0

0 1 2 3 4

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Line integrals of vector fields

The line integral of ⃗ G ', ' over ' 4 G ' from = to


• Examples :

P
then is

1 ⃗ · 0⃗ 1 0 > 0' 1 ′ ) > '′ ) 0)


;< ;< Q
P

1 ) 4 G ) G ) · 4 G 2) ) 4G) ) ·Z
1 0)
Q TUV T W> T C , TUX T Y> T> C ,

P
) P 11) % 17) 88
P
1 2) % G 11) 17) 0) G
2 3 2 Q
3
Q
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Line integrals of vector fields

An object of mass 4 is launched with a horizontal speed ( from a height ℎ above


• Examples :

the surface of the Earth. How much work (energy) must the gravitational field of

If ⃗ ) ) , ' ) is the position of the object as a function of time ) then it


the Earth do to make this happen ?

follows from Newton’s second law (Σ forces = 4-) that '

in the -direction : 4 // 0 ℎ (

in the '-direction : 4' // G4\


(neglect any possible air

4\
resistance)

These differential equations can be solved using the 0

The solution of the corresponding homogeneous differential equations is 9 9 ).


Earth’s surface
method of undetermined coefficients.

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Line integrals of vector fields

As far as the (homogeneous) differential equation 4 // 0 is concerned, 9 and 9


• Examples :

can be determined by imposing the following initial conditions :


0 0 and 0 ( 9 0 and 9 ( ) ( )
) 9 9 )
/  
For differential equation 4' // G4\ however, '] = is proposed as a particular
solution. Because this form already appears in 9 9 ), we adjust '] to =) .
Inputting into 4' G4\ gives = G . The constants of integration then follow
// ^

\)
from the initial conditions
' ) G 9 9 )
' 0 ℎ and ' / 0 0 9 ℎ and 9 0 ' ) ℎG
2 ^,
 
The object reaches the surface of the Earth when ' ) 0, i.e. at time ) 2ℎ/\.
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Line integrals of vector fields

• Examples :

2 1 ⃗ · 0⃗
De amount of work done can be expressed by the integral

:
where ⃗ 0, G4\ is the constant, vertically oriented vector field that has
to be integrated along the curve 9 with parametric equation ) ( ), ℎ G
^,

Note that in this case parameter ) represents time and therefore has a
.

concrete physical meaning. From / ) ( and ' / ) G\) it follows that


`/^ `/^
4\ )
`/^
2 1 ′ ) > '′ ) 0) 1 0·( G4\ G\) 0) 4\ℎ
→ object lands on the surface of the Earth

2 Q
Q → start of the experiment Q
difference in potential energy
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Line integrals of vector fields

Consider the 3-dimensional vector field ⃗ 2 ', $ , 4'$ . Calculate the line
• Examples :

integral over the curve with parametric equation ⃗ ) ), 2), 3) when it


is traversed from ) 0 to ) 1, i.e. from = 0, 0, 0 ⃗ 2 ', $ , 4'$

to 1, 2, 3 .
c

⃗/ ) / ) , ' / ) , $′ )
3.5
First determine 3

1, 2, 6)
2.5

$
b
1.5

Then calculate

1 ⃗ · 0⃗ 1 ′ ) > '′ ) ? $′ ) 0)
1

0.5 0

0 1

;< Q '
0
0.5
1 2
1.5
2
2.5

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Line integrals of vector fields

• Examples :
The line integral is then given by

1 ⃗ · 0⃗ 1 ′ ) > '′ ) ? $′ ) 0)
;< Q

1 2) 2) · Z
1 3) ·Z
2 4 2) 3) · 6) 0)
Q TUV T > T C , TUX T? T> C , TUd TP>? T? C ,

162) e 4) % 506
1 162) P 4) 0)
5 3 Q
15
Q
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Content

• Vector fields
• Line integrals of vector fields
• Conservative vector fields
o Definition
o Examples
o Applications
• Surface integrals of vector fields
• Vector operators
• Integral theorems

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Conservative vector fields

• As indicated in the table on slide 12, line integrals of vector fields depend on the
curve over which the integral is calculated. Hence, not only the starting point and
end point of integration are important, also the path taken to get from the starting
point to the end point is essential.
• For some types of vector fields however, the line integral is independent of the
path followed. The value of the integral then only depends on the field and on the
starting point and end point of integration. Such vector fields are called
conservative or exact vector fields.
• It follows that a line integral of a conservative vector field along a closed contour is
always equal to zero. Actually, if the starting point and end point of integration
coincide the most straightforward path between both is a curve of length zero.
Integrating over a curve of length zero leads to an integral that is zero as well.
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Conservative vector fields

• A vector field ⃗ is conservative if there exists a scalar function Φ for which


⃗ ∇Φ
In other words, for a conservative vector field ⃗ always a so-called potential
function Φ can be found which has a gradient that is equal to ⃗ :
iΦ , ', $ iΦ , ', $ iΦ , ', $
⃗ , ', $ , ', $ , , ', $ , , ', $ , ,
> ?
i i' i$
∇j ,>,?

i i Φ i Φ i > i i ? i > i ?
• Remark that it follows from slide 34 of chapter 2 that

⋯ ⋯
i' i'i i i' i i$ i i$ i'
By checking these equalities it can be verified whether the field is conservative.
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Conservative vector fields

• If ⃗ ∇Φ the line integral solely depends on the vector field and on the starting

iΦ iΦ iΦ
point and end point of integration, but not on the path followed. This is because

1 ⃗ · 0⃗ 1 0 0' 0$ 1 0 0' 0$ 1 0Φ
i i' i$
does not depend on

> ? only on ⃗ and on the


slide 11 slide 22 the path followed,

;< ;< ;< ;<


*j
starting point and end

Φ GΦ =
point of integration

total differential (see slide 36 of chapter 2)


The line integral can hence be calculated by evaluating the potential function in the
starting point and the end point of the curve over which the integral is computed.
• Again it follows that a line integral of a conservative field over a closed contour is

K · 0⃗ K ∇Φ · 0 ⃗ Φ = G Φ = 0
equal to zero : !

: ;;
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Conservative vector fields

• The question then arises how a suitable potential function Φ can be found such
that the gradient is equal to a given conservative vector field ⃗ .
• More specifically in the case of a 2-dimensional field ⃗ , > , one looks for a
scalar function Φ , ' for which it holds that 0 > 0' 0Φ. A comparison with
slides 70 and 71 of chapter 4 shows that this search for Φ bears great resemblance
to finding the solution to an exact differential equation :
1. First it must be verified whether the 2-dimensional field is conservative. To this
i i >
end, check

i' i
2. Next, the potential function Φ , ' is determined by integrating to whilst
considering ' to be a constant parameter.
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Conservative vector fields
3. When integrating to a constant of integration k ' is introduced. This can be
determined by taking the derivative of the resulting potential function Φ , '

with respect to ', and subsequently imposing i' > and integrating to '.
As an alternative, > can be integrated to ' whilst considering to be a
constant parameter. By taking the derivative of Φ , ' with respect to and

subsequently imposing i
integration k
and integrating to , the constant of
can be found.

Example :

i ! i >
Check whether the following 2-dimensional vector field is conservative
⃗ , > 2 ', 1 ⇒ 2
i' i
 yes, conservative field

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Conservative vector fields

Calculate the line integral of ⃗ , 2 ', 1 from = 0, 0 to 1, 1


• Example :
>
1. along the line '
) ) ′ ) 1
⃗ ) N with ) 0→1 ⇒ N
' ) ) '′ ) 1
= 0, 0 1, 1
'

⇒ 1 ⃗ · 0⃗ 1 2)) · 1 ) 1 · 1 0) 1 3) 1 0)
;< Q Q

)% ) Q 2 =

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Conservative vector fields

Calculate the line integral of ⃗ , 2 ', 1 from = 0, 0 to 1, 1


• Example :
>
2. along the parabola '
) ) ′ ) 1
⃗ ) N with ) 0→1 ⇒ N
' ) ) '′ ) 2)
= 0, 0 1, 1
'

⇒ 1 ⃗ · 0⃗ 1 2)) · 1 ) 1 · 2) 0) 1 4) % 2) 0)
;< Q Q

)P ) Q 2 =

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Conservative vector fields

Calculate the line integral of ⃗ , > 2 ', 1 from = 0, 0 to 1, 1


• Example :

3. along the circle 'G1 1


) cos ) ′ ) G sin )
⃗ ) N with ) G →0 ⇒ N /
m
' ) 1 sin ) ' ) cos )
= 0, 0 1, 1
⇒ 1 ⃗ · 0⃗ '

;< Q

1 2 cos ) 1 sin ) · G sin ) cos ) 1 · cos ) 0)


m =
W

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Conservative vector fields

Calculate the line integral of ⃗ , > 2 ', 1 from = 0, 0 to 1, 1


• Example :

'G1 1
Q
3. along the circle

⇒ 1 ⃗ · 0⃗ 1 2 cos ) 1 sin ) · G sin ) cos ) 1 · cos ) 0)


;< m
W
Q Q

1 G2 sin ) G 2sin ) cos ) 1 cos ) 0) 1 G2 sin ) G 3sin ) 2 0 sin )


m m
W W

Gsin ) G sin% ) 2 sin ) Q


W
m 2

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Conservative vector fields

Calculate the line integral of ⃗ , > 2 ', 1 from = 0, 0 to 1, 1


• Example :

4. by using the potential function Φ , ' :


integrate to and consider ' to be a constant parameter :
Φ ,' 1 2 '0 k ' ' k '
take the derivative of Φ , ' with respect to ', impose > and integrate to ' :
pj
p>

k/ ' 1 ⇒ k/ ' 1 ⇒ k ' ' q
i'

⇒ Φ ,' ' ' q ⇒ 1 ⃗ · 0 ⃗ Φ 1, 1 G Φ 0, 0 2


⃗ has an infinite number of potential functions, i.e. one for each value of q ;< is independent of q

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Conservative vector fields
• In the case of a 3-dimensional field ⃗ , >, ?

i i > i i ? i > i ?
1. check whether the following three conditions are satisfied

i' i i$ i i$ i'
2. find the potential function Φ , ', $ , e.g. by integrating to whilst
considering ' and $ to be constant parameters and hence, introducing3 a
constant of integration k ', $
3. next3, take the derivative of the resulting Φ , ', $ with respect to ',
> and integrate to ' whilst considering $ to be a constant

impose i'
parameter and hence, introducing a new constant of integration r $
4. finally3, take the derivative with respect to $, impose i$ ? and integrate to $

3if desired the order of integration or taking derivatives can be changed, e.g. by first integrating to ' or $
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Conservative vector fields

Consider the 3-dimensional field ⃗ , >, ? 2', 2 G $ , G2'$ 1 . Calculate


• Example :

the line integral over the curve ⃗ ) ) % , ), 3) from = 0, 0, 0 to 1, 1, 3 .


) )% ′ ) 3)
⃗ ) t' ) ) with ) 0→1 ⇒ t' / ) 1
$ ) 3) $/ ) 3
= 0, 0, 0 1, 1, 3

⇒ 1 ⃗ · 0⃗ 1 2) · 3) 2) % G 9) ·1 G2) 3) 1 · 3 0) 1 8) % G 27) 3 0)
;< Q Q

2) P G 9) % 3) Q G4
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Conservative vector fields

Consider the 3-dimensional field ⃗ , >, ? 2', 2 G $ , G2'$ 1 . Calculate


• Example :

the line integral over the curve ⃗ ) ) % , ), 3) from = 0, 0, 0 to 1, 1, 3 .

i i > i i ? i > i ?
Given that
2 0 G2$
i' i i$ i i$ i'
the vector field is conservative and hence, the integral from = 0, 0, 0 to 1, 1, 3

calculated in an alternative way using the potential function Φ , ', $ .


will be independent of the path followed. The line integral can therefore also be

In order to do so, a suitable potential function needs to be found, e.g.3 by


integrating to .
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Conservative vector fields

Consider the 3-dimensional field ⃗ , >, ? 2', 2 G $ , G2'$ 1 . Calculate


• Example :

the line integral over the curve ⃗ ) ) % , ), 3) from = 0, 0, 0 to 1, 1, 3 .


Integrate to and consider ' and $ to be constant parameters :

Φ , ', $ 1 2'0 k ', $ 2 ' k ', $


Take the derivative of Φ , ', $ with respect to ', impose and integrate to ' :
pj
p> >
iΦ ik ik
2 2 G$ ⇒ G$ ⇒ k ', $ G'$ r $
i' i' i'

⇒ Φ , ', $ 2 ' G '$ r $


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Conservative vector fields

Consider the 3-dimensional field ⃗ , >, ? 2', 2 G $ , G2'$ 1 . Calculate


• Example :

the line integral over the curve ⃗ ) ) % , ), 3) from = 0, 0, 0 to 1, 1, 3 .


Finally, take the derivative with respect to $, impose and integrate to $ :
pj
p? ?

G2'$ r/ $ G2'$ 1 ⇒ r/ $ 1 ⇒ r $ $ q
i$

⇒ Φ , ', $ 2 ' G '$ $ q


The requested line integral then is

⇒ 1 ⃗ · 0⃗ Φ 1, 1, 3 G Φ 0, 0, 0 G4
;<
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Conservative vector fields

• Conservative vector fields and the corresponding potential function are common
in physics, e.g. in the form of conservation laws4, and hence, find their way to

• For example, constant vector fields are of the type ⃗ -, u, v with -, u and v
applications in engineering.

the gradient of the potential function Φ - u' v$. An example of a constant


constant parameters. They are conservative because they can be expressed as

vector field is the gravitational field ⃗ 0, G4\ in the neighborhood of the


'

followed by the object of mass 4 to go from point = to point


surface of the Earth (see also slides 15-17). Whatever the path path 3


=
path 1

(when neglecting friction) is always equal to 4\ℎ Φ GΦ = .


(path 1, path 2 or path 3), the work done by the gravitational field path 2
4\ 0
4instead of ⃗ ∇Φ, often ⃗ G∇Φ is used in physics as a definition for the potential function Earth’s surface

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Conservative vector fields

• Apart from constant vector fields also central vector fields are examples of
conservative fields. A central vector field is a vector field for which all vectors are
pointing towards (or away from) a central point and for which the field strength only
depends on the distance to the central point. A central vector field can be

⃗ , w, 8 " ⃗x ⇒ Φ , w, 8 1" 0
compactly described in spherical coordinates :

~ ~ (see also slide 76


• Gravitational fields and electrostatic fields4 are examples of central vector fields :
\⃗ , w, 8 G , 0, 0 G∇• with • , w, 8 G

z z
of chapter 4)

y , w, 8 , 0, 0 G∇} } , w, 8
4{|Q 4{|Q
(see also slide 61
with of chapter 2)

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Content

• Vector fields
• Line integrals of vector fields
• Conservative vector fields
• Surface integrals of vector fields
o Definition
o Examples
• Vector operators
• Integral theorems

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Surface integrals of vector fields
• A second type of integral specific to vector functions is the surface integral of a
vector field. It is used to calculate the flux of a vector field through a surface and

Consider e.g. a fluid that flows through an (imaginary) infinitesimal surface 0~ of


finds its application in fluid mechanics and in the study of electromagnetic fields.

surface area 0€ 0 0'. If the movement of the fluid near the surface 0~ is
represented in size, sense and direction by the fluid velocity vector (⃗, the amount
of fluid 0} (in m% ) that flows through 0~ in the time interval 0), and hence the
volumetric flow rate 0r (in m% /s) are equal to5
0}
0} (⃗ 0) 0 cos 8 0' ⇒ 0r (⃗ 0 0' cos 8
0=
(⃗
*;
0) 0
*+ *‚
8 0~ 0'
5where 0~ is oriented here in such a way that (⃗ is perpendicular to the side of length 0'
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Surface integrals of vector fields

• Using the normal vector 0€⃗ that is perpendicular to the surface 0~ and that has a
length equal to the surface area 0€ the volumetric flow rate can be expressed in the
0=
0r (⃗ 0€ cos 8 (⃗ · 0€⃗
more general case as dot product

0
• The volumetric flow rate r through an arbitrary (curved) surface ~ 8 0~
0'
8 (⃗
0€⃗
is then given by the following surface integral of a vector field :

r ƒ (⃗ · 0€⃗

• Given that (⃗ · 0€⃗ (⃗ 0€ cos 8, the flow rate r can be calculated as a surface
integral of the scalar function (⃗ cos 8 (see slide 115 of chapter 3). In practice
however, r is calculated by applying some properties of the dot product.
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Surface integrals of vector fields

• If the surface ~ can be described by the parametric equation


…, (
⃗ …, ( ˆ' …, (
$
0€⃗
$ …, (
$ …& , (&
0 ⃗.
0~
~
0 ⃗†
⃗ …& , (&
it follows from slides 112-115 of chapter 3 and
' …& , (&
from equation (3.31) of part 1 of the course on
'
vector 0€⃗ in an arbitrary point ⃗ …& , (& can be
Fundamentals of Mathematics that the normal
…& , (&

vectors 0 ⃗† and 0 ⃗. :
expressed as the cross product of the direction

0€⃗ 0 ⃗† ‡ 0 ⃗.
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Surface integrals of vector fields

• Since 0€⃗ 0 ⃗† ‡ 0 ⃗. is perpendicular to 0~ and 0 ⃗† ‡ 0 ⃗. 0€ is the surface


area of 0~ the requested normal vector needed in the surface integral is 0€⃗.
$ 0€⃗
( ⃗
$ … ,(
i⃗ i⃗
From slides 113-114 of chapter 3 it follows that
& &
( 0(

0€⃗ 0 ⃗† ‡ 0 ⃗. 0… ‡ 0(
& 0 ⃗.
(& 0~
i… i(
~
…& …& 0… … 0 ⃗†

The surface integral of a vector field ⃗ on a


⃗ …& , (&
' …& , (&
surface ~ with parametric equation ⃗ …, ( can hence be '
calculated with the following double integral : …& , (&

i⃗ i⃗
ƒ ⃗ · 0€⃗ 11 ⃗ …, ( , ' …, ( , $ …, ( · ‡ 0(0…
i… i(
„ † .
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Surface integrals of vector fields
• Given the parametric equation on slide 41 and because ⃗ , >, ?
product ⃗ · 0€⃗ can be calculated as
the dot

⃗ ⃗> ⃗? > ?
i i' i$ i i' i$
previous slides +

⃗ · 0€⃗ , > , ? · i… i… i… 0…0( i… i… i… 0…0(


slide 117 of
chapter 3

i i' i$ i i' i$
i( i( i( i( i( i(
• If the vector field is integrated over a closed surface ~, the surface integral is

‰ ⃗ · 0€⃗
written as


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Surface integrals of vector fields
• Note that the surface ~ over which the integral is calculated only sets the direction
and the length of 0€⃗, but not the sense. As a matter of fact, there are two normal
vectors that are perpendicular to 0~ and that have a length equal to the surface
area 0€, more precisely 0 ⃗† ‡ 0 ⃗. and G0 ⃗† ‡ 0 ⃗. 0 ⃗. ‡ 0 ⃗† . 0 ⃗† ‡ 0 ⃗.

It follows e.g. that if the variables … and ( change position in the


parametric representation of the surface, the sense of 0€⃗ is
0 ⃗.
0~
~
0 ⃗†

that ∬„ ⃗ · 0€⃗ only defines the surface integral up to a sign


reversed and hence also the integral changes sign. This means

reversal and that the sense of 0€⃗ and the sign of the integral can be freely chosen.
0 ⃗. ‡ 0 ⃗†

Depending on the application one can opt for a normal vector pointing upwards or
downwards. In the case of an integral over a closed surface one decides in this
way whether the outgoing or the incoming flux is calculated.
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Surface integrals of vector fields

Integrate ⃗ ', , ' 4 over the surface ~ defined by the equation $ 3 G 4'
• Examples :

and bounded by the planes 0, 2, ' 0 and ' 2.


The following parametric equation is put forward :

ˆ' ( with 0 ‹ … ‹ 2 and 0 ‹ ( ‹ 2


~
⃗ …, (
$ 3… G 4(
i⃗ i i' i$ i⃗ i i' i$
⇒ , , ⇒ , ,

$
i… i… i… i… i( i( i( i(
'
1, 0, 3 0, 1, G4
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Surface integrals of vector fields

Integrate ⃗ ', , ' 4 over the surface ~ defined by the equation $ 3 G 4'
• Examples :

and bounded by the planes 0, 2, ' 0 and ' 2.

⃗ ⃗> ⃗?
Hence,
i⃗ i⃗
0€⃗ 0… ‡ 0( 1 0 3 0…0( ⃗ · G3 G ⃗> · G4 ⃗? · 1 0…0(
i… i(
0 1 G4
Note that vector 0€⃗ G3, 4, 1 0…0( is pointing upwards because the $-coordinate
is positive (assuming one integrates from low to high values of … and ( such
that 0…, 0( H 0). If desired, one can choose ( and … ' as parameters such
that 0€⃗ 3, G4, G1 0…0( is pointing downwards.
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Surface integrals of vector fields

Integrate ⃗ ', , ' 4 over the surface ~ defined by the equation $ 3 G 4'
• Examples :

and bounded by the planes 0, 2, ' 0 and ' 2.


The dot product then is

⃗ · 0€⃗ (, …, ( 4 · G3, 4, 1 0…0( ( · G3 …·4 ( 4 · 1 0…0(


4… G 2( 4 0…0(

⇒ ƒ ⃗ · 0€⃗ 1 1 4… G 2( 4 0(0… 1 4…( G ( 4( .TQ 0… 1 8… G 4 8 0…


„ †TQ .TQ †TQ †TQ
4… 4… Q 16 8 24
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Surface integrals of vector fields

Consider a fluid flowing with a velocity (⃗ -$, u' , v


• Examples :

' 0 bounded by the planes $ 0 and $ ℎ and


through an (imaginary)

by ' 0. Calculate the volumetric flow rate.


cylindrical surface

If 0, ℎ 0 the following parametric representation can (⃗ 2$, 5' , 3


~∶ ' 9, ℎ 2

0 cos …
be put forward for the cylindrical surface :

⃗ …, ( ˆ ' 0 sin … with 0 ‹ … ‹ { and 0 ‹ ( ‹ ℎ


$ (

$
i⃗ i⃗
⇒ G0 sin … , 0 cos … , 0 ⇒ 0, 0, 1
i… i(
'

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Surface integrals of vector fields

Consider a fluid flowing with a velocity (⃗ -$, u' , v


• Examples :

' 0 bounded by the planes $ 0 and $ ℎ and


through an (imaginary)

by ' 0. Calculate the volumetric flow rate.


cylindrical surface

i⃗ i⃗ ⃗ ⃗> ⃗?
Hence,

0€⃗ 0… ‡ 0( G0 sin … 0 cos … 0 0…0(


i… i(
0 0 1
⃗ · 0 cos … G ⃗> · G0 sin … ⃗? · 0 0…0(
Note that 0€⃗ 0 cos … , 0 sin … , 0 0…0( is pointing outwards, i.e. away from the
center of the coordinate system because 0 0 and 0 ‹ … ‹ { (if 0…, 0( H 0).
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Surface integrals of vector fields

Consider a fluid flowing with a velocity (⃗ -$, u' , v


• Examples :

' 0 bounded by the planes $ 0 and $ ℎ and


through an (imaginary)

by ' 0. Calculate the volumetric flow rate.


cylindrical surface

The dot product becomes


⃗ · 0€⃗ -(, u0 sin …, v0 cos … · 0 cos … , 0 sin … , 0 0…0(

-( · 0 cos … u0 sin … · 0 sin … v0 cos … · 0 0…0(


-0( cos … u0 % sin% … 0…0(

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Surface integrals of vector fields

Consider a fluid flowing with a velocity (⃗ -$, u' , v


• Examples :

' 0 bounded by the planes $ 0 and $ ℎ and


through an (imaginary)

by ' 0. Calculate the volumetric flow rate.


cylindrical surface

` m
The volumetric flow rate is

⇒ ƒ ⃗ · 0€⃗ 1 1 -0( cos … u0 % sin% … 0…0(


„ .TQ †TQ
1 sin% … 0… ` `
u0 % cos % … 4u0 % 4u0 % ℎ
m
1 -0( sin … G u0 % cos … 0( 1 0(
3 3 3
G 1 1 G cos … 0 cos …

.TQ †TQ .TQ

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Content

• Vector fields
• Line integrals of vector fields
• Conservative vector fields
• Surface integrals of vector fields
• Vector operators
o Gradient
o Divergence
o Curl
o Laplace operator
• Integral theorems
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Vector operators

• As was the case with the integration of vector functions, also when calculating

nations of (partial) derivatives are often defined based on the del operator ∇ (see
derivatives of vector functions specific operators are frequently used. Such combi-

o Gradient ∇" grad "


slide 50 of chapter 2) and are commonly referred to as vector operators :

o Divergence ∇ · ⃗ div "


o Curl ∇ ‡ ⃗ curl "
o Laplace operator ∇ " ∆" or ∇ ⃗ ∆ ⃗
• Vector operators find their application in vector calculus, i.e. in the study of vector
functions. Thanks to their specific, concrete physical meaning they can be found in
all kinds of technical and scientific applications.
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Gradient

• The gradient of a scalar field " is defined as


grad " ≝ ∇"
where ∇ is the so-called del operator (also called nabla operator), which operates
on ". In the case of Cartesian coordinates in dimensions it holds that
i i
∇ ,…,
i i
For a scalar field " , ', $ of 3 independent (Cartesian) variables (e.g. a

i" i" i"


temperature field that varies over a 3-dimensional space) one obtains

∇" , , = meaning of the notation ∇"


i i' i$ in Cartesian coordinates

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Gradient

• Remark that the gradient operates on a scalar field and outputs a vector, i.e. a
vector field.
• The concept of ‘gradient’ has already been introduced on slide 50 of chapter 2 in

which a scalar field " increases the fastest in a particular point of the domain of ".
the context of directional derivatives. In fact, the gradient indicates the direction in

If the gradient is zero a stationary point of " is found (see slide 105 of chapter 2).
The gradient is therefore used in (applied) mathematics to find extrema, both
analytically and numerically (e.g. ‘gradient descent’ optimization6).
• Previously in this chapter it was explained how the gradient is connected with the
concept of potential function and with conservative vector fields.

6see e.g. https://en.wikipedia.org/wiki/Gradient_descent


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Gradient

tial 0" (i.e. the increase) of a scalar function " can be expressed as the dot
• From slides 47 and 51 of chapter 2 it furthermore follows that the total differen-

product of the gradient and the displacement vector 0 ⃗ (step of length 0F in the
direction of …) :
0" "†/ · 0F ∇" · … 0F
∇" · 0 ⃗

i.e. 0" ∇" · 0 ⃗, and from the definition of total differential (see slide 36 of
• In fact, it follows from this (alternative) formulation of the gradient operator,

chapter 2) that ∇" is the vector containing the partial derivatives (as on slide 54).
If the gradient is expressed in polar, cylindrical or spherical coordinates however,

chapter) since only for Cartesian coordinates it holds that 0 ⃗ 0 , 0', 0$ .


an adjusted formula is applicable (see slide 58 of chapter 2 or slides 85-87 of this

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Gradient

• The gradient can be found in all kinds of technical and scientific applications. It
was previously indicated (see slide 37 of this chapter and slide 60 of chapter 2)
that gravitational fields and electrostatic fields can be expressed as the gradient

\⃗ G∇•
of a potential function :

y G∇}
gravitational acceleration = −gradient of the gravitational potential

electrostatic field = −gradient of the electric potential

• Another example (from thermodynamics) is Fourier’s law of heat conduction :


z⃗ G—∇˜
” ”
• •·–
heat flux = − thermal conductivity


× gradient of the temperature field

On slide 3 of chapter 4 a 1-dimensional variant of this law can be found.


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Divergence

• The divergence of a vector field ⃗ is defined as


div ⃗ ≝ ∇ · ⃗
where ∇ is the del operator. For a 3-dimensional field ⃗ , >, ? in Cartesian

i i i
coordinates this comes down to

∇· ⃗ , , · , >, ?
i i' i$
i i > i ?
= meaning of the notation ∇ · ⃗
i i' i$
• Note that although ∇ is an operator you can do calculations with it as if it were a
in Cartesian coordinates

vector, e.g. as in the ‘dot product’ above. Strictly speaking, ∇ · ⃗ is not a dot
product : the notation ∇ · ⃗ only serves as a mnemonic.
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Divergence

• Remark that the divergence operator operates on a vector field and returns a scalar,

Example : if ⃗ 2 ' , ' $, 4 then ∇ · ⃗ 2' 2 '$.


i.e. a scalar field. This is just the opposite of what happens with the gradient.

vector field ⃗ , ', $ , ', $ , > , ', $ , ? , ', $ scalar field div ⃗ , ', $

• To the concept of divergence the following physical meaning can be given : the
divergence indicates how a vector field varies in space. For an (incompressible)
fluid e.g. this means that if the divergence of the velocity field (i.e. of the fluid
velocity) is positive at a specific point fluid is added to the flow at that location, i.e.
there is a source of fluid at that point. The more positive the divergence, the more
fluid is added. Whenever the divergence is negative, fluid is withdrawn from the
flow and hence, there is a sink at that location.
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Divergence

field (⃗ in every point of the 3-dimensional space.


• This can be understood as follows. Consider a fluid flow described by the velocity

$ 0€⃗ (⃗
∆} ∆ · ∆' · ∆$ around the point & , '& , $& . What is the net $&
Assume there is a cuboid-shaped volume element of volume
D C

∆$
A
volumetric flow rate flowing out of this volume element ? B


First consider the plane ABCD. The outflow of fluid through ∆'

'&
'
the plane ABCD is given by (see also slide 40)

∆r™š›œ ƒ (⃗ · 0€⃗ &

™š›œ
where 0€⃗ is a vector perpendicular to the plane ABCD
and pointing away from the volume element.
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Divergence
$ 0€⃗ (⃗
$&
• Around the point ⃗ & , '& , $&
∆? D C

∆$
the plane ABCD can be A
B


∆ ∆
∆'
described by the following parametric equation :
… with & G ‹…‹ & '&
2 2
ˆ' ( ∆$
'
⃗ …, (
$ $& ∆' ∆'
2 and '& G ‹ ( ‹ '&
2 2
&

⃗ ⃗> ⃗?
such that 0€⃗ 1 0 0 0…0( ⃗? 0…0( points upwards (as in the figure) and
0 1 0 ∆ ∆>
•Y >• Y
∆$
∆r™š›œ ƒ (⃗ · 0€⃗ ( , (> , (? · 0,0,1 0…0( 1 1 (? …, (, $& 0(0…
2
™š›œ ∆ ∆>
†T • W .T>• W
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Divergence
• If ∆ and ∆' are sufficiently small, (? …, (, $&
∆?

point ⃗ , ' , $
∆?
can be approximated around the

& & &
∆$ i(? i(?
by (see slide 119 of chapter 2)
$ 0€⃗ (⃗
(? …, (, $& ž (? ⃗ ⃗ · …G ⃗ · ( G '& $&
2 i &
i' D C

∆$
A

∆ ∆>
B


•Y >• Y ∆'

∆$
such that

∆r™š›œ 1 1 (? …, (, $& 0(0…


'&

2
'
∆ ∆>
†T • W .T>• W &

∆$
ž (? & , '& , $& ∆ ∆' = $-component of the velocity vector (⃗ in the neighborhood
2 of the plane ABCD × area of the plane ABCD
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Divergence

$
• In a similar way, the outflow of fluid through the plane EFGH can be calculated. It
(⃗
∆$
$&
is equal to

ƒ (⃗ · 0€⃗ ž G(? & , '& , $& G


∆'
∆rŸ ¡¢ ∆ ∆'

2
∆$

Ÿ ¡¢
Note there is a minus sign in front now because 0€⃗ is point-
H G

0€⃗
E

'&
F

ing downwards (since we want to know the outgoing flux). '


&

the $-direction is thus equal to


The net volumetric flow rate leaving the volume element in

∆$ ∆$
∆r? ∆r™š›œ ∆rŸ ž (? & , '& , $& G (? & , '& , $& G ∆ ∆'
¡¢
2 2

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Divergence
$ (⃗
• If ∆$ is sufficiently small this expression can be further $&
D C

i(?
simplified with the formula on slide 18 of chapter 2 : A

∆r? ž & , '& , $& ∆ ∆'∆$


B
H

i$
G
E

'&
F

• A similar type of calculation can be done for the net '

the - and the '-direction. The total net outflow is then


volumetric flow rate leaving the volume element in &

i( i(> i(?
∆r ‰ (⃗ · 0€⃗ ž & , '& , $& & , '& , $& & , '& , $& ∆ ∆'∆$
i i' i$
™š›œ
Ÿ ¡¢
ž div (⃗£ ∆ ∆'∆$
• ,>• ,?•
∆¤
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Divergence

• The divergence of a vector field ⃗ in a point , ', $ can hence be defined in more

‰ ⃗ · 0€⃗
general terms in the following (alternative) way :

div ⃗ ≡ ∇ · ⃗ ≝ lim
∆„
∆} ∆¤→Q
where ∆~ is the closed boundary surface that encloses a volume element of
volume ∆} around the point , ', $ and ∯ ⃗ · 0€⃗ is the net outgoing flux ∆r
leaving the volume element.
• The divergence can be found in (all kinds of applications of) physics, more
specifically when describing fluid flows, gravitational fields and electromagnetic
fields.
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Divergence

• Examples of the use of the divergence operator in (applications of) physics :


o From Newton’s law of universal gravitation it follows that
\⃗ , ', $ : gravitational acceleration
∇ · \⃗ G4{~§ ~ : gravitational constant
§ , ', $ : local density of mass

o Maxwell’s equations form a system of 4 coupled partial differential equations


describing the fundamentals of electromagnetism (see slide 12 of chapter 4).
Two of these equations use the divergence operator :
∇· 0 , ', $, ) : magnetic field

§
y , ', $, ) : electric veld
∇·y § , ', $, ) : electric charge density
|Q |Q : vacuum permittivity
Gauss’s law :

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Curl

• The curl of a vector field ⃗ is defined as


curl ⃗ ≝ ∇ ‡ ⃗
where ∇ is the del operator. For a 3-dimensional field ⃗ , >, ? in Cartesian

⃗ ⃗> ⃗?
coordinates this comes down to

i i i i i i
∇‡ ⃗ , , ‡ , >, ?
i i' i$ i i' i$
> ?

i ? i > i i ? i > i
G , G , G = meaning of the notation ∇ ‡ ⃗
i' i$ i$ i i i' in Cartesian coordinates
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Curl

• Note that the curl operator operates on a vector field and returns a vector, i.e. a
⃗ ⃗> ⃗?
vector field.

⃗ ⃗ i i i
2 ' , ' $, 4 then ∇ ‡
i i' i$
Example : if
vector field ⃗ , ', $ , ', $ , > , ', $ , ? , ', $ 2 ' ' $ 4
G ' , 0, ' $ G 4 '
vector field curl ⃗ , ', $ , ', $ , > , ', $ , ? , ', $

• To the concept of curl the following physical meaning can be given : the curl
indicates how a vector field rotates, i.e. spirals around at a specific point in space.
This finds its application, for example, in the study of fluid flows.
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Curl

field (⃗ in every point of the 3-dimensional space.


• This can be understood as follows. Consider a fluid flow described by the velocity

$
(⃗
area ∆€? ∆ · ∆' around the point & , '& , $& . What is then $
Assume that there is a rectangular surface element of
&

the (fluid) circulation in the neighborhood of the point & , '& , $&
around a line parallel to the $-axis ?

D C

A
∆' B

'&
of fluid around a line parallel to the $-axis can then be obtained '
Consider the trajectory A → B → C → D → A. The circulation

∆Γ? K (⃗ · 0 ⃗
from (cf. slide 10) &

;<:©;
where ⃗ is a parametric representation for the trajectory A → B → C → D → A.
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Curl
Curl curl (⃗ ? and circulation ∆Γ? of rotational and irrotational (2-dimensional) fields :
(⃗ 0.05, 0 (⃗ G0.1', 0.1 (⃗ 0.1', G0.1
1 1 1

0.8 0.8 0.8

0.6 0.6 0.6

0.4 0.4 0.4


C B C B C B

∆'
0.2 0.2 0.2

'
'
'

0 0 0


-0.2 -0.2 -0.2

-0.4
D A -0.4
D A -0.4
D A
-0.6 -0.6 -0.6

-0.8 -0.8 -0.8

-1 -1 -1
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1

i(> i( i(> i( i(> i(


irrotational rotational
curl (⃗ G 0 curl (⃗ G 0.2 curl (⃗ G G0.2
?
i i' i i' i i'
field
? ?
fields

∆Γ? K (⃗ · 0⃗ 0 · ∆' G 0.05 · ∆ 0 · ∆' 0.05 · ∆ 0 ∆Γ? K (⃗ · 0 ⃗ H 0 ∆Γ? K (⃗ · 0 ⃗ ª 0


;<:©; ;<:©; ;<:©;

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$
Curl
(⃗
$&

• If (⃗ ( , (> , (? the circulation ∆Γ? can be expressed as D



C

∆'

∆Γ? 1 (⃗ · 0 ⃗ 1 (⃗ · 0 ⃗ 1 (⃗ · 0 ⃗ 1 (⃗ · 0 ⃗
A B

'&
'
;< <: :© ©;
&
The first integral e.g. can be calculated by defining a


parametric equation for the trajectory A → B :
∆> ∆>
) >• Y >• Y
&
2 ∆
⃗;< ) t' ) ) ⇒ 1 (⃗ · 0 ⃗ 1 (⃗ · 0, 1, 0 0) 1 (> , ), $& 0)
&
2
$ ) $& ;< ∆> ∆>
>• W >• W

with '& G ‹ ) ‹ '&


∆> ∆>

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Vector calculus 71
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Curl

• If ∆' is sufficiently small the expression can be further $


(⃗
$&


simplified as on slide 62 :

1 (⃗ · 0 ⃗ ž (> & , '& , $& ∆'



D C

2
A
∆' B

;< '&
For the other trajectories a similar reasoning applies (if ∆ '

and ∆' are sufficiently small) such that &

∆ ∆'
∆Γ? ž (> , ' , $ ∆' G ( & , '& ,$ ∆
&
2 & & 2 &
∆ ∆'
G (> &G , ' , $ ∆' ( & , '& G ,$ ∆
2 & & 2 &
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Vector calculus 72
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Curl

• If ∆ and ∆' are sufficiently small it follows from slide 18 of

point & , '& , $& around a line parallel to the $-axis is given by
chapter 2 that the (fluid) circulation in the neighborhood of the
$
i(>
(⃗
i( $&
∆Γ? ž & , '& , $& ∆ ∆' G & , '& , $& ∆ ∆'
i i' ∆
C

ž curl (⃗ ? £ ∆ ∆'
D
A
∆' B

• ,>• ,?• '&


∆‚d
'
&
Notice that the trajectory A → B → C → D → A is traversed

head in the positive direction of the $-axis, the surface


in such a way that if one walks along the trajectory with the

element is always located on the left.


Group T Leuven Campus Mathematical Modelling
Vector calculus 73
Faculty of Engineering Technology 2022-2023
Curl

• By defining rectangular surface elements parallel to the '$-


plane and the $-plane one finds in a similar way
$
(⃗
i(? i(>
$&

∆Γ K (⃗ · 0 ⃗ ž & , '& , $& ∆'∆$ G & , '& , $& ∆'∆$


i' i$
C’’
D’’
C’ B’

ž curl (⃗ £ ∆'∆$
=/ 9
/ / /=′
A’
D’ B’’

'&
• ,>• ,?•
A’’

∆‚V '
i( i(?
∆Γ> K (⃗ · 0 ⃗ ž & , '& , $& ∆ ∆$ G & , '& , $& ∆ ∆$
i$ i
&

ž curl (⃗ > £ ∆ ∆$
=// ′9 =′′
/ // //

• ,>• ,?• ∆‚X


Group T Leuven Campus Mathematical Modelling
Vector calculus 74
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Curl

• The component of the curl of a vector field ⃗ in a direction … can hence be


defined in more general terms in the following (alternative) way :
K ⃗ · 0⃗
curl ⃗ ≡ ∇‡ ⃗ ≝ lim
∆:
† ∆€ † ∆‚→Q

where ∆9 is the closed contour of a surface element of surface area ∆€ around


the point , ', $ that is perpendicular to … and where ∮ ⃗ · 0 ⃗ is integrated along
the contour ∆9 following the right-hand rule. This means that if one walks along
the contour with the head in the positive direction of the …-axis (i.e. in the
direction indicated by the arrow on the -axis, '-axis or $-axis), the surface is
always located on the left.
Group T Leuven Campus Mathematical Modelling
Vector calculus 75
Faculty of Engineering Technology 2022-2023
Curl

• The curl operator can be found in (all kinds of applications of) physics, more
specifically when describing fluid flows, electromagnetic fields, … .
Besides the two Maxwell equations using the divergence operator (see slide 66)
there are two additional equations that express the curl of the electric and the
magnetic field as a function of a number of other parameters (see also slide 12
of chapter 4) :

i y , ', $, ) : electric field


∇‡y G
Faraday’s law of
i) , ', $, ) : magnetic field
induction :
-⃗ , ', $, ) : current density
iy
¬Q -⃗
|Q : vacuum permittivity
∇‡ |Q
i) ¬Q : vacuum permeability
Ampère’s circuital law :

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Curl

• Vector fields ⃗ for which it holds that ∇ ‡ ⃗ 0 in each point in space, are called

solenoidal or incompressible if it holds that ∇ · ⃗ 0 in each point in space.


irrotational fields (see also slide 70). In a similar way, a field is said to be

for a conservative field ⃗ it holds that one can find a potential function Φ such
• It can easily be shown that conservative vector fields are irrotational. In fact,

that ⃗ ∇Φ (see slide 22). Hence,


⃗ ⃗> ⃗?
i i i
i Φ i Φ i Φ i Φ i Φ i Φ
∇‡ ⃗ ∇ ‡ ∇Φ i i' i$ G , G , G
i'i$ i$i' i$i i i$ i i' i'i
iΦ iΦ iΦ
i i' i$ 0, 0, 0
slide 34 of
chapter 2

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Vector calculus 77
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Laplace operator

• The Laplace operator (also called Laplacian) maps a scalar field " on
∆" ∇ " ≝ ∇ · ∇" div grad "
where ∇ is the del operator. For a scalar field " , ', $ of 3 independent Cartesian

i i i i" i" i"


variables this comes down to

∇ " , , · , ,
i i' i$ i i' i$
i " i " i "
= meaning of the notation ∇ "
i i' i$ in Cartesian coordinates
• Note that unlike the gradient, divergence and curl, the Laplace operator is based
on second-order derivatives.
Group T Leuven Campus Mathematical Modelling
Vector calculus 78
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Laplace operator

• Remark that the Laplace operator operates on a scalar field and outputs a scalar
field. Although the Laplace operator is in fact a scalar operator, it is placed here

the operators, e.g. ∇ " div grad " .


alongside other (vector) operators given the interrelationship that exists between

Example : if " 3 ' ' % $ % 1 then ∇ " 6 6' $ % 1 6' % $


scalar field " , ', $ scalar field ∇ " , ', $
• There exists also a vectorial variant of the Laplace operator. It maps a vector field

Laplace operator on each component of ⃗ , >, ? :


on a vector field. In Cartesian coordinates it comes down to applying the scalar

i i i i > i > i > i ? i ? i ?


∇ ≝⃗ , ,
i i' i$ i i' i$ i i' i$
Group T Leuven Campus Mathematical Modelling
Vector calculus 79
Faculty of Engineering Technology 2022-2023
Laplace operator

• The Laplace operator can be found in (all kinds of applications of) physics, more
specifically when describing fluid flows, gravitational fields, electromagnetic
fields, diffusion equations, wave equations, in quantum mechanics, …, but it is
for instance also used in digital image processing. The use of the Laplace
operator typically gives rise to a (system of) partial differential equation(s).
Some examples :

§
o Poisson’s equation for electrostatics

Gauss’s law : ∇ · y
y , ', $, ) : electric field
§
|Q ® ⇒ ∇ } G § , ', $, ) : electric charge density
y G∇} |Q |Q : vacuum permittivity
} , ', $, ) : electric potential
definition potential :

Group T Leuven Campus Mathematical Modelling


Vector calculus 80
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Laplace operator

• Examples of the use of the Laplace operator :

\⃗ , ', $ : gravitational acceleration


∇ · \⃗ G4{~§
o Poisson’s equation for gravity
§ , ', $ : local density of mass
®⇒ ∇ • 4{~§
\⃗ G∇•
~ : gravitational constant
• , ', $ : gravitational potential

i¯ ¯ , ', $, ) : particle density/


o Diffusion equation
∇ ¯
i)
chemical concentration
: diffusion coefficient

˜ , ', $, ) : temperature
o Heat equation (for a homogeneous, isotropic medium)
— i˜ § : density of mass
∇ ˜ v : specific heat capacity
§v i) — : thermal conductivity
Group T Leuven Campus Mathematical Modelling
Vector calculus 81
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Laplace operator

• Examples of the use of the Laplace operator :


o Navier-Stokes equation for (homogeneous, isotropic, incompressible,
(⃗ , ', $, ) : velocity field
0(⃗
Newtonian) fluids
\⃗ , ', $, ) : external force field per unit mass,
§ ∇° G ¬∇ (⃗ §\⃗
0) ° , ', $, ) : pressure
e.g. gravitational acceleration

§ : density of mass
¬ : dynamic viscosity
vectorial variant of the Laplace operator

i …
o Wave equation (mechanical waves) → e.g. vibration of a membrane (slide 29 of chapter 1)

… , ', $, ) : displacement of material parts


v ∇ …
i) v : wave velocity
= extension to 3 dimensions of the 1-dimensional wave equation on slide 32 of chapter 2

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Vector calculus 82
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Laplace operator

• Examples of the use of the Laplace operator :


o Wave equation (electromagnetic waves) → e.g. electric field propagation in free space

y , ', $, ) : electric field


(vacuum without charges or currents)
§
∇·y = i ∇‡
, ', $, ) : magnetic field
|Q ⇒∇‡ ∇‡y =−
|Q : vacuum permittivity
i
i)
∇‡y = −
i) i y = 8.854188 ∙ 10−12 F/m
iy = −¬Q |Q ¬Q : vacuum permeability
∇‡ = ¬Q -⃗ ¬Q |Q i) = 4π ∙ 10−7 N/A2

By using the identity ∇ ‡ ∇ ‡ y ∇ ∇º


· y G ∇ y the following wave equation
i)

TQ
free space
is found :
i y
is v = µ · = 299792 ¹
¸•
→ the wave velocity of electric waves in vacuum
∇ y = ¬Q |Q
vectorial variant of the Laplace operator i) ¶ ¶

Group T Leuven Campus Mathematical Modelling


Vector calculus 83
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Laplace operator

• Examples of the use of the Laplace operator :


o Schrödinger equation in quantum mechanics :
Ψ , ', $ : wave function
ℏ } , ', $ : potential energy
G ∇ Ψ }Ψ yΨ
24 y : eigenvalue (energy of

4 : mass of the particle


the systeem)

ℏ : Planck constant
divided by 2{

o Detection of edges in digital images :


https://homepages.inf.ed.ac.uk/rbf/HIPR2/log.htm
https://www.owlnet.rice.edu/~elec539/Projects97/morphjrks/laplacian.html
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Summary overview vector operators
• Remark that other, more complex formulas are applicable when the operators are
expressed in cylindrical or spherical coordinates :
Cartesian coordinates (½, ¾, ¿) Cylindrical coordinates (À, Á, ¿)
i" i" i" i" 1 i" i"
Operator Input Output

Gradient ∇Â , , , ,
scalar vector i i' i$ i i8 i$
i i > i ? 1i
1i Å i ?
Divergence ∇ · Ã
x
vector scalar i i' i$ i i8 i$
i ? i > i i ? i > i 1i ? i Å i x i ? 1i Å 1i x
Curl ∇ ‡ Ã G , G , G G , G , G
vector vector i' i$ i$ i i i' i8 i$ i$ i i i8
i " i " i " 1 i i" 1i " i "
ÄÂ
Laplace operator ∇ scalar scalar i i' i$ i i i8 i$
2i Å 2i x
∇ G G ,∇ G ,∇
x Å
Laplace operator ∇Ä Ã vector vector ∇ ,∇ >, ∇ ? x
i8 Å
i8 ?

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Vector calculus 85
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Summary overview vector operators
• Remark that other, more complex formulas are applicable when the operators are
expressed in cylindrical or spherical coordinates :
Spherical coordinates (À, Æ, Á)
i" 1 i" 1 i"
Operator Input Output

Gradient ∇Â , ,
scalar vector i sin 8 iw i8
1i 1 i Ç x 1 i Å sin 8
Divergence ∇ · Ã vector scalar i sin 8 iw sin 8 i8
1 i Ç sin 8 i Å 1 i Å i x 1 1 i x i
G , G , G
Ç
Curl ∇ ‡ Ã vector vector sin 8 i8 iw i i8 sin 8 iw i
1 i i" 1 i " 1 i i"
Laplace operator ∇ ÄÂ sin 8
scalar scalar i i sin 8 iw sin 8 i8 i8
2 2 i Å sin 8 2 i Ç 2 i x
È∇ G G G ,∇ Ç G
x Ç
Laplace operator ∇Ä Ã x
sin 8 i8 sin 8 iw sin 8 sin 8 iw
2 cos 8 i Å 2 i x 2 cos 8 i Ç
vector vector

,∇ G G É
Å
sin 8 iw Å
sin 8 i8 sin 8 iw

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Summary overview vector operators
• In the case of 2-dimensional fields the formulas of slide 85 for Cartesian
coordinates and cylindrical coordinates reduce to

Cartesian coordinates (½, ¾) Polar coordinates (À, Á)


i" i" i" 1 i"
Operator Input Output

Gradient ∇Â , ,
scalar vector i i' i i8
i i > 1i 1i Å
Divergence ∇ · Ã
x
vector scalar i i' i i8
i > i 1i 1i x
Curl ∇ ‡ Ã G Å
G
vector scalar7 i i' i i8
i " i " 1 i i" 1i "
ÄÂ
Laplace operator ∇ scalar scalar i i' i i i8

that the curl ∇ ‡ ⃗ now consists of only 1 component and is thus a scalar. In line with slide 73 this scalar
represents the magnitude and sense of a vector in an (imaginary) third dimension perpendicular to the '-plane.
7Remark

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Content

• Vector fields
• Line integrals of vector fields
• Conservative vector fields
• Surface integrals of vector fields
• Vector operators
• Integral theorems
o Gauss’s divergence theorem
o Green’s and Stokes’ theorems

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Integral theorems
• Previously in this chapter two types of integrals were discussed that are specific to
vector functions, namely the line integral and the surface integral of a vector field.
Also a number of vector operators were proposed to calculate derivatives of
(vector) functions.
• These integrals and vector operators are linked to each other through the
following integral theorems :

1 ∇Φ · 0 ⃗ Φ GΦ =
o For a conservative vector field it holds that (see slide 23)

;<
o Gauss’s divergence theorem provides a link between the surface integral of
a vector field over a closed surface and the divergence operator
o Green’s and Stokes’ theorems connect the line integral of a vector field along
a closed contour with the curl
Group T Leuven Campus Mathematical Modelling
Vector calculus 89
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Gauss’s divergence theorem

• On slides 60-65 it was explained that the divergence of a vector field ⃗ can be

‰ ⃗ · 0€⃗
calculated as

∆r
∇· ⃗ lim lim
∆„
∆¤→Q ∆} ∆¤→Q ∆}
where ∆~ is the closed boundary surface that encloses a volume element ∆ℛ of
volume ∆} and ∯ ⃗ · 0€⃗ is the net outgoing flux ∆r leaving ∆ℛ.
• If now an arbitrary domain ℛ is partitioned into (non-overlapping) subdomains ∆ℛ&
of volume ∆}& , the total outgoing flux leaving ℛ is given by

r lim Ë ∆r & , '& , $& lim Ë ∇ · ⃗ £ ∆}& Ì ∇ · ⃗ 0}


slide 34
slide 64 chapter 3

∆¤• →Q ∆¤• →Q • ,>• ,?•


& & ℛ
Group T Leuven Campus Mathematical Modelling
Vector calculus 90
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Gauss’s divergence theorem

• This leads to Gauss’s divergence theorem (formulated here without a formal

a domain ℛ is equal to the outgoing flux, i.e. equal to the surface integral of the
proof), which states that the triple integral of the divergence of a vector field over

vector field over the closed boundary surface ~ that encloses ℛ :

Ì ∇ · ⃗ 0} ‰ ⃗ · 0€⃗
ℛ „

flow rate) of fluid from a 3D domain ℛ (= surface integral over the boundary
• For an (incompressible) fluid flow this means that the net outflow (volumetric

surface ~) is equal to the sum of all fluid added net to the flow through sources

domain ℛ).
located inside that domain (= triple integral of the divergence over the 3D

Group T Leuven Campus Mathematical Modelling


Vector calculus 91
Faculty of Engineering Technology 2022-2023
Green’s theorem
• On slides 69-75 it was explained that the $-component of the curl of a vector
field ⃗ can be calculated as K ⃗ · 0⃗
∆Γ?
∇‡ ⃗
lim lim ∆:
? ∆‚→Q ∆€ ∆‚→Q ∆€
where ∆9 is the closed contour that encloses a surface element ∆~ of surface
area ∆€ parallel to the '-plane, and ∮ ⃗ · 0 ⃗ is the circulation ∆Γ? calculated

• If now an arbitrary surface ~ parallel to/within the '-plane is partitioned into


following the right-hand rule (see slide 75).

(non-overlapping) sub-surfaces ∆~& of surface area ∆€& , the total circulation in


the $-direction is given by
Γ? lim Ë ∆Γ? & , '& , $ lim Ë ∇ ‡ ⃗ ? £ ∆€& ƒ ∇ ‡ ⃗ ? 0€
slide 7/slide 110
slide 73 chapter 3

∆‚• →Q ∆‚• →Q • ,>• ,?


& & „
Group T Leuven Campus Mathematical Modelling
Vector calculus 92
Faculty of Engineering Technology 2022-2023
Green’s theorem

states that the double integral of the $-component of the curl7 of a 2-dimensional
• This leads to Green’s theorem (formulated here without a formal proof), which

vector field over a domain ~ in the '-plane is equal to the circulation in the $-

contour 9 (traversed in counterclockwise direction) that encloses the 2-dimen-


direction, i.e. corresponds to the line integral of the vector field along the closed

sional domain ~ :
K ⃗ · 0 ⃗ ƒ ∇ ‡ ⃗ ? 0€
: „

i > i

K ,' 0 , ' 0' ƒ G 0€


>
i i'
: „
Group T Leuven Campus Mathematical Modelling
Vector calculus 93
Faculty of Engineering Technology 2022-2023
Stokes’ theorem

• Green’s theorem can be extended to three dimensions, which leads to Stokes’

surface integral of the curl of a 3-dimensional vector field over a surface ~ is


theorem (formulated here without a formal proof). This theorem states that the

equal to the line integral of the vector field over the closed contour 9 that
encloses the surface ~ :

K ⃗ · 0⃗ ƒ ∇ ‡ ⃗ · 0€⃗
: „

in line with the sense of the normal vector on the surface ~. More precisely, if
When calculating the line integral the contour is traversed in a direction that is

the contour 9 is traversed with the head in the direction of the normal vector
the surface is located on the left.
Group T Leuven Campus Mathematical Modelling
Vector calculus 94
Faculty of Engineering Technology 2022-2023
Integral theorems
• Illustration : Maxwell’s equations in a vacuum

z
‰ y · 0€⃗
z Ì §0}
in differential form : in integral form : where

§ |Q
∇·y

|Q „
ΦÎ ƒ y · 0€⃗
Gauss’s law

∇· 0 ‰ · 0€⃗ 0
→ closed boundary surface
of a domain ℛ
„C
divergence theorem/

i Φ< ƒ · 0€⃗
Stokes’ theorem

∇‡y G iΦ<

i) K y · 0⃗ G
„C

i)
Faraday’s law of

ƒ -⃗ · 0€⃗
iy
Í
induction

¬Q -⃗
: C → closed contour of a surface ~′
∇‡ |Q iΦÎ
i)
„C

K · 0⃗ ¬Q Í ¬Q |Q
Ampère’s

i)
circuital law

:C
Group T Leuven Campus Mathematical Modelling
Vector calculus 95
Faculty of Engineering Technology 2022-2023
References

• List of the main sources used in the creation of the slides :


 Course materials for the course on “Calculus”, mathematics department of (KU Leuven –
Campus) Group T
 Textbook on “Wiskundige modellen”, Dirk Keppens, KU Leuven – Technology campus Gent
 “Single and Multivariable Calculus”, David Guichard, Whitman College
 Course materials for the course on “Fundamentals of Mathematics”, Toon van Waterschoot,
KU Leuven – Campus Group T
 https://en.wikipedia.org/wiki/Del_in_cylindrical_and_spherical_coordinates

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