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Lecture notes on Surface & Volume Integrals

Lecture notes on surface and volume integrals

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Lecture notes on Surface & Volume Integrals

Lecture notes on surface and volume integrals

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3.2 Line Integral of Vector Fields ‘We want to generalize line integrals to vector fields A vector field is a function defined on a region D in the plane or space that assigns a vector to each point in D. If D is a region in space, a vector field on D may be written as F(x,y,2) = MQwy,dt+ MG, F+ PDE Vectors in a gravitational field point toward the center of mass that gives the source of the field. ‘The velocity vectors on a projectile’s motion make a vector field along the trajectory. Let F(x, y, z) be a continuous vector ficld defined over a curve C given by FO =xHi+ yO J+) k for astsb ‘The line integral of F along C, also called the work done by moving a particle on C under the force field F is f PO) ?P'dt= f Je Ic is the unit tangent vector at a point on C. where T(r Example 3.7. Evaluate the line integral of the vector field F(x, y, 2) quarter unit circle in the first quadrant. — xy falong the first ‘The curve C is given by 7°(1) = cost?+ sintj, 0 <1 < x/2. Then F(?()) = cos*ti-cosrsintj, FP’ = —sinr? + cost]. = an -2 fF aP f FOP) Plat lo 8 ‘The work done is Let the vector filed be F (x, y, 2) = M(x.y,2)7+ N(x 2) 7+ PO yh Let C be the curve given by 7(1) = x(t)? + y(t) f+ z(t) k for a (inner). Assume that these boundary curves are oriented so that the region D is always on the left as the curve C is traversed, ‘Thus the positive direction is counterclockwise for the outer curve C but clockwise for the inner curve C2. Divide D into two regions D’ and D” as shown in the figure, Green's theorem on D’ and D" gives ff (Ny = Md + Sf, (Ny = My)dA Ly , [fie —My)dA ID (Mdx + Ndy) + (Mdx + Ndy) = fotax + Ndy) jab" jab" Ic ‘This is the general version of Green's Theorem. Example 3.21. Show that if C is any positively oriented simple closed path that encloses the origin, then dx + =~—dy = 2a, No idea how to show it for every such curve, So, take a positively oriented circle C’, of radius 4, around origin that lies entirely in the region bounded by C. Let D be the annular region bounded by Cand C’. Take F(x, y) = (-y? + x )/(2 + y?), Then the positively oriented boundary of D is 6D = CU (-C’). Here, F = Mi + Nj gives Ny = My = (y? — x°)/(x2 + y?)?. Green's theorem on D gives g§ ‘Mdx + Ndy) + f (Mdx + Ndy) ff (Ny — My)dA = 0. as I> 88 ‘Then tar + Ndy § (Mdx + Ndy). fe fo But C’ is parameterized by x(1) = acost, y(t) = asins, 0 <1 < 2m. So, on fi (atax+ vay) = f (Mdx + Ndy) [ F(acosti+asint f)-(acosti+asint jy'dt = 2x. Je Jo Generalize this example by taking the constraint Ny = M, on the vector field, 3.5 Curl and Divergence of a vector field If F = Mi+ Nj + Pé is a vector field in R°, where the partial derivatives of the component functions exist, then curl F is a vector field given by (A- ax Writi Mc lati “all that a-vai2 +9 + i operator nolaton, esl hat grad = V= F547 ‘Then curl F = Vx F =| = zahS Aa > zxi+xyzj—y?h, then curl F = -y(Q+x)i+xftyzk For example, if F ‘Theorem 3.8. Let F be a vector field defined over a simply connected region D whose component functions have continuous second order partial derivatives. Then Fis conservative iff curl F = 0. Proof of =>: If F is conservative, then F = Vf for some f, where f is some scalar function defined on D. Now, Fey) + Pex hye) = ‘P+ fy j oul vf=vx@p=|& lh fy ‘The converse follows from Stokes’ theorem, which we will discuss later. a Remember: The cutl of gradient of any scalar function is zero: curl grad f = 0. Example 3.22. Is the vector field F = zx?+ xyz jy? conservative? Here, curl F = -y(2 + x)i+xj-+yzk #0. So, F is not conservative. Example 3.23. Is the vector field y?2dit 2xyz? f+ 3xy2z? k conservative? 89 Here, F is defined on R? and 7 j k oF =| £ & |= y?z? 2xyz?_ 3xy?z?| Hence F is conservative. In fact, F = grad f, where f(x, y, 2) = xy2z?. The name game: curl F’ measures how quickly a tiny peddle (at a point) in some fluid in a vector field moves around itself. If curl ¥ = 0, then there is no rotation of such a tiny peddle. If F = Mi+.Nj+ Pk is a vector field defined on a region, where its component functions have first order partial derivatives, then div Fay. Fa OM, aN , oP ax * ay | az ‘The divergence is also called flux or flux density. For example, if F = zx?+ xyz j—y? &, then div F = 2+ xz. ‘The divergence of the vector field F = (x? - y)? + (xy — y?) jis 02 -y) , (xy 2G"), BOY=¥") 3, ay ox ay aoe Intuitively, div ¥ measures the tendency of the fluid to diverge from the point (a, b). When the gas (Guid) is expanding, divergence is positive; and when it is compressing, the divergence is negative The fluid is said to be incompressible iff div F = 0. Theorem 3.9. Let F = Mi+ Nj+ Pk be a vector field defined on a simply connected region DRS, where M,N, P have continuous second order partial derivatives. Then div cutl F = 0. = * oP aN Proof. div curl F = V-(V x = —(—-=— of: div cur Ox P= AS - F This is equal to zero, due to Clairaut’s Theorem. a Example 3.24. Does there exist a vector field G such that F = zx? + xyzj—y?k = curl G? div F = 2 + xz #0. Hence there is no such G Divergence of grad / is the Laplacian of a scalar function f since 2p ap at div gd f=V-(VF)= 24 2L OL yay ax? * ay? ae tae The operator V2 = + & is called the Laplacian. Green’s Theorem - Tangent form Let D be a simply connected region whose boundary is the simple closed curve C. Let F = Mi+N jbe a vector field defined on D 90 Let C be parameterized by 7°(t) = x()7+ y() 7. Let F°(1) be the unit tangent vector to C at the point (x(t), y(¢)). Then F- Pinds = Fd? = Mdx + Nay. ‘The line integral of F over C is far N dy). p. Consider F as a vector field on R? with P = 0. Then cul F = (Ny - My) k= cul Fk = Np - My. a= {f (cut F- Baa. Shs ® ‘Thus Green's theorem takes the form ¢ Fids = g Green’s Theorem - Normal form Let C be given by 7°(t) = x(r)i+ y(t) j. Then yo xo) i Ol Then F A= (My) -NxOUIF "Ol 2 be Now, §,F > fds =f) F- al? ()|dt = $(Mdy - Ndx) Also, ff, div F dA = [f(y + Ny dA. Hence Green's theorem takes the form fF fds [[owFa. c D ‘The tangent form of Green's theorem is also called the circulation-curl form and the normal form is called flux-divergence form, Both the tangent form and the normal form of Green's theorem are together referred to as vector forms of Green's theorem. 3.6 Surface Area of solids of Revolution Suppose a smooth curve is given by y = f(x), where f(x) 2 0. Its arc when a < x < bis revolved about the x-axis to generate a solid. How do we compute the area of the surface of this solid? We follow a strategy similar to computing the volume of revolution. Partition [a, b] into n subin- tervals [xi-1, xx]. When each Ax, is small, the surface area corresponding to this subinterval is approximately same as the area on the frustum of a right circular cone. a1 If a right circular cone has base radius R and slant height ¢, then its surface area is given by RC Now, for the frustum, we subtract the smaller cone surface area from the larger. Look at the figure. ¢ area of the frustum is A= mrr(l, +0) — ares = allrz — ne + 26) G&_ote Using similarity of triangles, we have — = ~ non This gives ro€) =e, +16 = (2 — rier = 16. Therefore, ntn 2 use this this formula on the frustum obtained on the subinterval [x11, x,], we notice that the slant height ¢ is approximated by (xy)? + (Ayn), where Arg = xy—xy-1 and Ayg = f(xy)— f(re-1). Next, the average radius r = 14 jg f1U}/) Thus the area of the frustum is, As n(r€+ ne) =2nré, where r= y= agli + FO) (Axx)? + (Aye)? Due to MVT, we have cx € [xx-1, +x] such that Aye = fOr) — fOr) = fen Ore = 4-1) = fen Are. So, ¥(Oxe + Ayn? = VI+ Gen) Axe. The surface of revolution is approximated by Sia a2 LED UOD I Gea at 2 Its limit as n + oo is the Riemann sum of an integral, which is the required area: [2m re9, 1+ ("Coy dx = [2 1+) ar. ‘We summarize. 1. If the arc of the curve y = f(x) for a < x < b is revolved about the x-axis, then write ds = J1+ (f'@))dx. The area of the surface of the solid of revolution is given by b s= f ayas= f ay Jl + (fC)? dx 92 2. If the arc of the curve x = g(y) for ¢ < y < d is revolved about the y-axis, then write ds = y1¥ (@O)) dy. The area of the surface of the solid of revolution is given by 4 [omcas f 2nx Jl + (9'(y))? dy, Ve For parameterized curves, suppose the smooth curve is given by x = x(t), y = y(t) fora <1 L. Revolution about the x-axis (y > 0): sf 2m yO) YO")? + OO)? at a ——- 2. Revolution about the y-axis (x > 0): $= f 2m x(t) fr OY? + O'())? at. Example 3.25. Find the surface area of the solid obtained by revolving about x-axis, the arc of the curve y = 2y%,1 Example 3.35. Find the flux of F = yz +2? f outward through the surface S which is cut from the cylinder y? + 2 = 1, 2 O by the planes x = Oand x= 1 Sis given by g(x,y, 2) := y? +c? — 1 = 0, defined over the rectangle R = Ry, as in the figure. ‘The outward unit normal is A ae I; Here, f= fk. $0, do = M8 ga IVg- kl F fon Sisy2z+ 23 = 2? +22) =z. Therefore, outward flux through S is [[ Fae [fese Se Area of R = 2. Example 3.36. Find the fiux of the vector field F = 27+ y j-+.x k across the unit sphere. If no direction of the normal vector is given and the surface is a closed surface, we take fi in the positive direction, which is directed outward. 104 Using the spherical coordinates, the unit sphere S is parametrized by F(d, 0) = sing cos 67+ sind sind f+ cos pk, where 0 < $ < mand < 6 < 2n give the region D. Then F(7(G,0)) = cos 6+ sin 6 sin 0 7 + sin @ cos 0k. 74X Po = sin’ $cos 07 + sin” sind j + sin gcos 0k. Consequently, {fF Wdo = Sf? (Fox Fo) deao s PB Sen fo [es lo Jo Example 3.37. Find the surface integral of the vector field 4 cos $ cos 0 + sin? sin? 0) dé dd = =. over the portion of the parabolic cylinder given by yer, 0. Since S is a closed surface, we consider its outward unit normal A, Projections of both 1 and S$; on xy-plane are D, the unit disk By the simplified formula for the flux, we have ff Fe ide [fom —Nfy + P)dxdy IS, D Sf [-y(-2x) = x(-2y) +1 = D an pl f f (1+ 4r? cos @ sin @ — 7?) r dr do lo Jo any © f (j + e0s@sino) ao = 5 ‘The disk Sy has positive direction, when # = — &, Thus Sh? nar [{ CF bar= [f comay =o since on D = $3, z = 0. Then WF aac= {| Feados {fF fide = Is JJs, Ss 2 3.10 Stokes’ Theorem y]dxdy Consider an oriented surface with a unit normal vector #, Call the boundary curve of § as C. The orientation of § induces an orientation on C. ‘We say that C is positively oriented iff whenever you walk in the positive direction of C keeping your head pointing towards A, S will be to your left Recall that Green’s theorem relates a double integral in the plane to a line integral over its boundary. ‘We will have a generalization of this to 3 dimensions. Write the boundary curve of a given smooth surface as S. The boundary is assumed to be a closed curve, positively oriented unless specified otherwise. 106 Theorem 3.10. (Stokes’ Theorem) Let S be an oriented piecewise-smooth surface that is bounded by a simple, closed, piecewise-smooth boundary curve 8S with positive orientation. Let F = Mi+Nj+ Pk be a vector field with M, N, P having continuous partial derivatives on an ‘open region in space that contains S. Then GF are [feu F Ade. In particular, if $ is a bounded region D in the xy-plane, 4S = C, the smooth boundary of D, then f= kand do = dA. We obtain far [fen kaA= [[s- a acay fc Jo JJo as Green's theorem states. In fact, we can use Green's theorem to prove Stokes’ theorem in case is the graph of a smooth function f(%,y) with a smooth boundary, and the vector field F is smooth, Proof. Let Mi+Nj+P&. We see that § F. §. M dx +Ndy +Pdz fas And {fon Fado = [femurs fide + f[[onorn far [feu ip fide. We show that the M-, N- and P- components in both are equal. Suppose S is given by z = f(x,y) for (x,y) € D. Orient AD positively, ic., counter-clock-wise. Choose a parameterization for this. Suppose 4D is given by FO =xi+yQF for acess. ‘Then AS has the parameterization as FO =XOMMVOF+ ICO YO)F for ase sb. 107 Thus ° dx fae yodx f [email protected]. 100.905 a os ai Or that M(x, y, 2) d fas lav Next, we apply Green’s theorem on the integral on the right to obtain: M(x, y, 2) dx. ) M(x, y,z) dx = -{f Myx y, FO y)) dA. Jp Jas [Apply Chain rule on the right side integrand to obtain G Momnadr=— ff [ator sams Melos Serf] s > We now compute ff, curl (M i)dor. For this, notice that $ has the parameterization: FI) =x + VO F+ [UWE xhetm fy 5+ k So, fi , where ¢ =|- fy? - fy 7+ kl. Then curl (Mi). A= (07+ M,j+M,B)-A = [-M.f, — My]/e ff curl (Mi) «ido = - ff, [My y. FO, dy + MLC y, £06 y)]/e (ed), Is ID since ¢ = |V(z ~ f(x, y)I/IV(z — f(y) - K]. Therefore, f[fomuen ft Gf Mesy 2) ae Similarly, other components become respectively equal. Example 3.39. Consider S as the hemisphere x? + y? + 27 =9, z > 0. Let F(7’) =y?-xj. ‘The bounding curve for S in the xy-plane is JS given by x? + y? = 9, 2 =0. Parameterization of 3S is (8) = 3c0s@7+3sin@j for 0 <6 < 2m. Then Fea? Jas an [ [sin 8)? - G cos 6) f]- [(-3 sin)? + (3 cos) j]de Jo f [-9 sin? 6 - 9 cos” @] dé = -181. a is is the line integral in Stokes’ theorem. For the surface integral, we have curl F = (Py — N)? + (Mz - Px) f+ (Nx — My) = -28. Since on the surface g := x? + y? +z? — 9, we have ae St ley . IWgl 3 as [Vel 2x3 3 =k do = 8 ga = aa = aa, , "We Fl 2 Ae where dA is the differential in the projected area D : x? + y? < 9. Then ff a, fi 22 fi 223 ff oul Fado = do = x? + Hence on the given surface, ‘Therefore, WF Ader = [fader = ax area ot S = Ana? s s 112 Now, for the triple integral, div P= M+, +P. = 4% 4% 23 Y ax ay” ‘Therefore, with D as the ball bounded by S, [ffpawFav= [ff sav =3xvotume oD = Ana’. b Ib Example 3.44. Find the outward flux of the vector field xy?+ yz j+ zx & through the surface cut from the first octant by the planes x = 1, y= land z The solid D is a cube having six faces. Call the surface of the cube as S. Instead of computing the surface integral, we use Divergence theorem. With F = xyi+yzj+ zx k, we have Therefore the required flux is Sh? ade {[[avFav= [f° Porernduirae=} Example 3.45. Evaluate {fF -fido, where F = xyi+y? + e* j+sin(xy) & and Sis the surface of the solid D bounded by the parabolic cylinder z = 1 — x*, and the planes y = 0, z = 0, and yea? Shas four sides, Instead of computing the surface integrals, we use Divergence theorem. We have div F = (xy)x + (y? +e )y + (sin(xy)), = 3y. And Dis given by -1 0. The gradient computed from f= x? + y? + 22 — a? gives the outward unit normal to $ as Qxi+2yf+2zk xityj+zk Vat ray? 442 a 2 4 29912, ‘Therefore, on the sphere § with F = (x?+yj+zh/(2 + ‘Then 4 3.12 Review Problems Problem 1: Compute the line integral of the vector function x°?+ 3zy" j—.x?y & along the straight line segment L from the point (3,2, 1) to (0, 0,0) The parametric equation of the line segment joining these points is, x=-3t, y=-24 2=-tfor -1<1<0. ‘The derivatives of these with respect to f are yan yard Then the required line integral is 3 2. ao? 2 2, 87 det Reytdy—wyde =f [(-3)°(-3)4+M-N-20-2)— C32 dt = Jt Ja Problem 2: Let C be the portion of the curve y = x° from (1, 1) to (2,8). Compute [srraes 10xy? dy). Cis parametrized as x » y=, L0. ‘Therefore, the required area is CI ee Problem 12: A torus is generated by rotating a circle C about a straight line L in space so that C does not intersect or touch L. If L is the z-axis and C has radius b and its centre has distance a (> b) from L, then compute the surface atea of the torus, dz] dx=8a | dx = 8a" lo ‘The surface S of the torus is represented by F (uv) = (a+ bcos v) cosui + (a + bcos) sinu j+bsinv k. u7 Here, v is the angle in describing the circle and w is the angle of rotation. Thus 0 < u,v < 2r. Projection onto the uv-plane shows that Fw FW) = -bsinvcosui—bsinvsinu 7+ beosv k Pu) x PW) -(a + boos) sinui + (a+ beosv) cosu j bla + beos v)(cosu cos vi + sinucosv j+sinv k) Hence |"(u) x 7°(v)| = b(a + boos v) and the area is ff IF x FO) duds le Problem 13: Let S be the closed surface consisting of the cylinder x? + y? = a?, 0 < z < band the circular disks x? + y < a? one with z = 0 and the other with z = b. By transforming to a triple integral evaluate J = [[,(x° dy dz + x°y dz dx + x72 dx dy) F = Mi+Nj+P&, where M = x3, N = xy, P = x22, Then div F bounded by S. In cylindrical coordinates, using Gauss’ divergence theorem, b pa pan 54 I [f[fjsew sf Lf cos? Or dr d0 dz = Sna‘b. ID lo Jo Jo 4 Problem 14: Compute the flux of the vector field F = (2? + xy”)? + cos(x + 2) 7+ (e% —zy*)k through the boundary of the surface given in the following figure: f f b(a + boos y) du dv = 4n*ab. 0 x, Let D be the solid a 0s(x +2) + FE -zy) Let D be the region enclosed by S. By the Divergence theorem, Flux through 5 = f (f div F dv =0. Ib Problem 15: Let a closed smooth surface § be such that any straight line parallel to the z-axis cuts it in no more than two points, Let ns denote the z-component of the unit outward normal fi to the surface $. Then what is ff, 2n3 dor? In this case, $ has an upper part and a lower part. Suppose they are given, respectively, by the equations = fay) 2 = fol y) 118 Let D be the projection of S on the xy-plane. Then [hen do = [fn y)dA— SS, Soy) dA. ‘This is equal to the volume of the solid B bounded by S. Alternatively, take F = zk. Then div F = 1. By the Divergence theorem, [emac= [fF ade ~ [ff av Fav = vorume of 2 s s Jo Problem 16: Prove that the integral of the Laplacian over a planar region is the same as the integral, over the boundary curve, of the directional derivative in the direction of the unit normal to the boundary curve. ‘We rephrase: Let f(x, y) be a function defined over a simply connected region D in the xy-plane. Let C be the boundary curve of D. Denote by D,.f(x, y) the directional derivative of f in the direction of the unit outer normal fi to C. Show that {f,(fer + fuy)dA = [Daf ds Let 6 be the angle between fi and 7, the x-axis. Then f 08 07+ sind j. Ifa is the angle between the tangent line to C and the x-axis, then cos a = ~ sin and sina = cos 9. Then dx = cosa ds = ~sin@ ds and dy = sina ds = cos@ ds. Consequently, the directional derivative D, f is given by DrfQiy) = (fit + fy DA = fr cos + fy sind For the vector function F = f,7 + f, j, by Green’s theorem, we obtain f (fe + fy) [fear te fu cos@ + fy sin 8)ds ID le Je Problem 17: Let f and g be functions with continuous partial derivatives up to second order on a region D in space, which has a smooth boundary 8D. Denote by Af and Ag their Laplacians. Prove the Green's formula: [[fesr-sanar ff, (e212) ae Let F = Mi+.Nj+P&. Gauss’ divergence theorem says that Show Fav= t Fide. Suppose the unit normal # has the components a, b,c in the x, y, z-directions, respectively. Then [fom +N, +P)dV= {neem +bN + cP) do. Substitute M = gfe — feo. N= 8fy- 8 P= gfe - Sgs. Then + Ny + Pz = (fox + fy + fez) — F(Bxx + Byy + Bez) = BAS - FAR- aM + bN + cP = glafy + bfy + ef:) — Flage + bay + 82) = eff ‘Now Green’s formula follows from Gauss’ divergence theorem. 119 Bibliography U1] Advanced Engineering Mathematics, 10th Ed., E. Kreyszig, John Willey & Sons, 2010. [2] Basic Multivariable Calculus, JE. Marsden, AJ. Tromba, A. Weinstein, Springer Verlag, 193. [3] Differential and Integral Calculus, Vol. I and IT, N. Piskunov, Mir Publishers, 1974. [4] Calculus, G, Strang, Wellesley-Cambridge Press, 2010. [5] Thomas Calculus, G.B. Thomas, Jr, M.D. Weir, J.R. Hass, Pearson, 2009. 120

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