Mathematics / Calculus Multivariable & Vector Analysis 100% Free Open Access
Chapter 7 โ€ข Theory & Derivations

Unit 7: Vector Fields, Path Integrals & Green's Theorem

Exhaustive treatment of vector differential operators (gradient, divergence, curl, vector identities), scalar and vector line integrals, path independence, conservative fields, and Green's theorem in the plane.

ยง7.1 Vector Fields, Divergence, Curl and Fundamental Identities

1. Vector Fields in Space

A vector field on $\mathbb{R}^3$ is a function $\vec{F}$ that assigns to each point $(x, y, z)$ a three-dimensional vector:

$$\vec{F}(x, y, z) = P(x, y, z)\hat{i} + Q(x, y, z)\hat{j} + R(x, y, z)\hat{k} = \langle P, Q, R \rangle$$

Physical examples include fluid velocity fields $\vec{v}(x, y, z)$, gravitational fields $\vec{F}_g = -\frac{G M m}{r^3}\vec{r}$, and electrostatic fields $\vec{E} = \frac{q}{4\pi\epsilon_0 r^3}\vec{r}$.

If there exists a scalar function $f$ such that $\vec{F} = \nabla f$, then $\vec{F}$ is called a conservative vector field, and $f$ is called a scalar potential for $\vec{F}$.


2. Divergence of a Vector Field

Definition: The divergence of a vector field $\vec{F} = \langle P, Q, R \rangle$ is the scalar field defined by the symbolic dot product with the del operator $\nabla = \langle \frac{\partial}{\partial x}, \frac{\partial}{\partial y}, \frac{\partial}{\partial z} \rangle$:

$$\mathbf{\text{div} \, \vec{F} = \nabla \cdot \vec{F} = \frac{\partial P}{\partial x} + \frac{\partial Q}{\partial y} + \frac{\partial R}{\partial z}}$$
Physical Meaning:

The divergence measures the net rate of outward fluid flux per unit volume at a given point:

  • $\text{div} \, \vec{F} > 0$: The point is a source (fluid is being produced or expanding).
  • $\text{div} \, \vec{F} < 0$: The point is a sink (fluid is draining or compressing).
  • $\text{div} \, \vec{F} = 0$: The field is incompressible or solenoidal (e.g., magnetic fields $\nabla \cdot \vec{B} = 0$).

3. Curl of a Vector Field

Definition: The curl of $\vec{F} = \langle P, Q, R \rangle$ is the vector field defined by the symbolic cross product with $\nabla$:

$$\mathbf{\text{curl} \, \vec{F} = \nabla \times \vec{F} = \begin{vmatrix} \hat{i} & \hat{j} & \hat{k} \\ \frac{\partial}{\partial x} & \frac{\partial}{\partial y} & \frac{\partial}{\partial z} \\ P & Q & R \end{vmatrix} = \left( \frac{\partial R}{\partial y} - \frac{\partial Q}{\partial z} \right)\hat{i} + \left( \frac{\partial P}{\partial z} - \frac{\partial R}{\partial x} \right)\hat{j} + \left( \frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y} \right)\hat{k}}$$
Physical Meaning:

The curl measures the tendency of particles to rotate about the axis parallel to $\text{curl} \, \vec{F}$ (vorticity). If a tiny paddle wheel is placed in a fluid flow, it rotates with angular velocity proportional to $|\text{curl} \, \vec{F}|$.

  • If $\text{curl} \, \vec{F} = \vec{0}$ everywhere, the vector field is called irrotational.

4. Fundamental Vector Differential Identities

1. Identity 1 (Curl of a Gradient is Zero):

If $f$ has continuous second partial derivatives:

$$\mathbf{\nabla \times (\nabla f) = \vec{0}}$$

Significance: Every conservative vector field is irrotational.

2. Identity 2 (Divergence of a Curl is Zero):

If $\vec{F}$ has continuous second partial derivatives:

$$\mathbf{\nabla \cdot (\nabla \times \vec{F}) = 0}$$

Significance: A vector field cannot be the curl of another field unless its divergence is identically zero.

3. The Laplacian:

$$\nabla^2 f = \Delta f = \nabla \cdot (\nabla f) = \frac{\partial^2 f}{\partial x^2} + \frac{\partial^2 f}{\partial y^2} + \frac{\partial^2 f}{\partial z^2}$$

ยง7.2 Line Integrals of Scalar and Vector Fields

1. Line Integrals of Scalar Fields

Let $C$ be a smooth space curve parameterized by $\vec{r}(t) = \langle x(t), y(t), z(t) \rangle$ for $a \le t \le b$. The line integral of a scalar function $f$ along $C$ with respect to arc length is:

$$\mathbf{\int_C f(x, y, z) \, ds = \int_a^b f(x(t), y(t), z(t)) |\vec{r}'(t)| \, dt = \int_a^b f(\vec{r}(t)) \sqrt{[x'(t)]^2 + [y'(t)]^2 + [z'(t)]^2} \, dt}$$

If $f(x, y, z) = \rho(x, y, z)$ is linear mass density, the integral gives the total mass of the wire.


2. Line Integrals of Vector Fields (Work and Circulation)

The line integral of a vector field $\vec{F} = \langle P, Q, R \rangle$ along an oriented curve $C$ is the integral of the tangential component of $\vec{F}$:

$$\mathbf{\int_C \vec{F} \cdot d\vec{r} = \int_C \vec{F} \cdot \vec{T} \, ds = \int_a^b \vec{F}(\vec{r}(t)) \cdot \vec{r}'(t) \, dt = \int_C P \, dx + Q \, dy + R \, dz}$$
  • Work: If $\vec{F}$ is a force field, $\int_C \vec{F} \cdot d\vec{r}$ represents the total work done by the field in moving a particle along curve $C$.
  • Circulation: When $C$ is a closed curve, $\oint_C \vec{F} \cdot d\vec{r}$ is called the circulation of $\vec{F}$ around $C$.

3. The Fundamental Theorem for Line Integrals

Theorem: Let $C$ be a smooth curve parameterized by $\vec{r}(t)$ for $a \le t \le b$. If $f$ is a continuously differentiable scalar function, then:

$$\mathbf{\int_C \nabla f \cdot d\vec{r} = f(\vec{r}(b)) - f(\vec{r}(a))}$$
Proof:

By the Chain Rule:

$$\int_C \nabla f \cdot d\vec{r} = \int_a^b \nabla f(\vec{r}(t)) \cdot \vec{r}'(t) \, dt = \int_a^b \left( \frac{\partial f}{\partial x}\frac{dx}{dt} + \frac{\partial f}{\partial y}\frac{dy}{dt} + \frac{\partial f}{\partial z}\frac{dz}{dt} \right) dt = \int_a^b \frac{d}{dt}[f(\vec{r}(t))] \, dt$$

By the single-variable Fundamental Theorem of Calculus:

$$= f(\vec{r}(b)) - f(\vec{r}(a)) \quad \blacksquare$$
Fundamental Consequences:

1. Path Independence: The line integral of a conservative vector field depends only on the starting point $A = \vec{r}(a)$ and ending point $B = \vec{r}(b)$, and is completely independent of the path taken between them.

2. Closed Loops: For any closed loop $C$ ($\vec{r}(a) = \vec{r}(b)$):

$$\oint_C \nabla f \cdot d\vec{r} = 0$$

ยง7.3 Green's Theorem in the Plane

George Green (1828) discovered a profound theorem connecting a line integral around the boundary of a plane region to a double integral over the interior of the region.


1. Statement of Green's Theorem

Theorem (Green's Theorem): Let $D$ be a positively oriented, piecewise-smooth, simply connected region in the $xy$-plane, bounded by a simple closed curve $C = \partial D$. If $P(x, y)$ and $Q(x, y)$ have continuous partial derivatives on an open region containing $D$, then:

$$\mathbf{\oint_C P \, dx + Q \, dy = \iint_D \left( \frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y} \right) dA}$$

Positive Orientation: $C$ is traversed counterclockwise, so that the region $D$ always remains on the left as a traveler walks along the boundary.


2. Proof for Simple Regions

Assume $D$ is simultaneously Type I ($a \le x \le b, g_1(x) \le y \le g_2(x)$) and Type II.

We prove $\oint_C P \, dx = -\iint_D \frac{\partial P}{\partial y} \, dA$:

$$\iint_D \frac{\partial P}{\partial y} \, dA = \int_a^b \left( \int_{g_1(x)}^{g_2(x)} \frac{\partial P}{\partial y} \, dy \right) dx = \int_a^b [P(x, g_2(x)) - P(x, g_1(x))] \, dx$$

Now evaluate $\oint_C P \, dx$. The boundary consists of four paths: bottom curve $C_1$, right vertical edge $C_2$, top curve $C_3$ (traversed right-to-left), and left edge $C_4$. Along vertical edges, $dx = 0$.

$$\oint_C P \, dx = \int_{C_1} P \, dx + \int_{C_3} P \, dx = \int_a^b P(x, g_1(x)) \, dx + \int_b^a P(x, g_2(x)) \, dx = -\int_a^b [P(x, g_2(x)) - P(x, g_1(x))] \, dx$$

Thus:

$$\oint_C P \, dx = -\iint_D \frac{\partial P}{\partial y} \, dA$$

An identical argument treating $D$ as a Type II region proves $\oint_C Q \, dy = \iint_D \frac{\partial Q}{\partial x} \, dA$. Adding the two equations yields Green's Theorem. $\blacksquare$


3. Planar Area via Boundary Line Integrals

If we choose functions $P, Q$ such that $\frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y} = 1$:

  1. $P = 0, Q = x \implies \text{Area} = \oint_C x \, dy$
  2. $P = -y, Q = 0 \implies \text{Area} = -\oint_C y \, dx$
  3. $P = -\frac{y}{2}, Q = \frac{x}{2} \implies \mathbf{A(D) = \frac{1}{2}\oint_C (x \, dy - y \, dx)}$

This formula allows exact calculation of enclosed area solely by integrating along the outer boundary perimeter.

TIERED UNIVERSITY HONORS PROBLEMS

Step-by-Step Solved Examination Problems

Comprehensive analytical derivations, multi-tier solutions (Foundational, Intermediate Exam, and Honors/Proof Challenge) with complete line-by-line verification.

Solved Problem Example 7.1: Work Done by a 3D Force Field along a Helical Path

Find the work done by the force field:

$$\vec{F}(x, y, z) = y\hat{i} - x\hat{j} + z\hat{k}$$

in moving a particle along the helical curve:

$$\vec{r}(t) = \langle \cos t, \; \sin t, \; t \rangle \quad \text{from } t = 0 \text{ to } t = 2\pi$$

Step 1: Parametrize the components and compute $d\vec{r}$ From $\vec{r}(t) = \langle \cos t, \; \sin t, \; t \rangle$:

$$x(t) = \cos t \implies dx = -\sin t \, dt$$
$$y(t) = \sin t \implies dy = \cos t \, dt$$
$$z(t) = t \implies dz = dt$$

Step 2: Express $\vec{F}$ in terms of the parameter $t$

$$\vec{F}(\vec{r}(t)) = \langle \sin t, \; -\cos t, \; t \rangle$$

Step 3: Evaluate the dot product $\vec{F} \cdot \vec{r}'(t)$

$$\vec{r}'(t) = \langle -\sin t, \; \cos t, \; 1 \rangle$$
$$\vec{F} \cdot \vec{r}'(t) = (\sin t)(-\sin t) + (-\cos t)(\cos t) + (t)(1)$$
$$= -\sin^2 t - \cos^2 t + t = -(\sin^2 t + \cos^2 t) + t = -1 + t$$

Step 4: Integrate from $t = 0$ to $t = 2\pi$

$$W = \int_C \vec{F} \cdot d\vec{r} = \int_0^{2\pi} (t - 1) \, dt$$
$$= \left[ \frac{t^2}{2} - t \right]_0^{2\pi} = \left( \frac{(2\pi)^2}{2} - 2\pi \right) - 0 = \frac{4\pi^2}{2} - 2\pi = \mathbf{2\pi^2 - 2\pi}$$

Numerically, $W \approx 2(9.8696) - 2(3.1416) = 19.739 - 6.283 = \mathbf{13.456} \text{ Joules}$.

Solved Problem Example 7.2: Finding a Scalar Potential and Path-Independent Line Integral

Consider the vector field:

$$\vec{F}(x, y, z) = (2xy + z^3)\hat{i} + (x^2 + 2yz)\hat{j} + (3xz^2 + y^2)\hat{k}$$

(a) Prove that $\vec{F}$ is a conservative vector field. (b) Find a scalar potential function $f(x, y, z)$ such that $\nabla f = \vec{F}$. (c) Evaluate $\int_C \vec{F} \cdot d\vec{r}$ along any path $C$ from $A(1, 0, 2)$ to $B(2, 1, 3)$.

Part (a): Verify $\nabla \times \vec{F} = \vec{0}$ Let $P = 2xy + z^3$, $Q = x^2 + 2yz$, $R = 3xz^2 + y^2$. Compute the curl:

$$\frac{\partial R}{\partial y} - \frac{\partial Q}{\partial z} = 2y - 2y = 0$$
$$\frac{\partial P}{\partial z} - \frac{\partial R}{\partial x} = 3z^2 - 3z^2 = 0$$
$$\frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y} = 2x - 2x = 0$$

Since $\nabla \times \vec{F} = \vec{0}$ throughout $\mathbb{R}^3$ (a simply connected domain), $\vec{F}$ is strictly conservative. $\blacksquare$


Part (b): Construct the Potential Function $f$ We require $\nabla f = \langle f_x, f_y, f_z \rangle = \vec{F}$:

  1. $f_x = 2xy + z^3 \implies f(x, y, z) = x^2 y + x z^3 + g(y, z)$
  2. Differentiate with respect to $y$:
$$f_y = x^2 + \frac{\partial g}{\partial y}$$

Equate to $Q = x^2 + 2yz$:

$$x^2 + \frac{\partial g}{\partial y} = x^2 + 2yz \implies \frac{\partial g}{\partial y} = 2yz \implies g(y, z) = y^2 z + h(z)$$

Thus: $f(x, y, z) = x^2 y + x z^3 + y^2 z + h(z)$.

  1. Differentiate with respect to $z$:
$$f_z = 3x z^2 + y^2 + h'(z)$$

Equate to $R = 3x z^2 + y^2$:

$$3x z^2 + y^2 + h'(z) = 3x z^2 + y^2 \implies h'(z) = 0 \implies h(z) = C$$

Choosing $C = 0$, the scalar potential is:

$$\mathbf{f(x, y, z) = x^2 y + x z^3 + y^2 z}$$

Part (c): Evaluate the Line Integral By the Fundamental Theorem for Line Integrals:

$$\int_C \vec{F} \cdot d\vec{r} = f(B) - f(A) = f(2, 1, 3) - f(1, 0, 2)$$

Evaluate at $B(2, 1, 3)$:

$$f(2, 1, 3) = (2^2)(1) + 2(3^3) + (1^2)(3) = 4 + 2(27) + 3 = 4 + 54 + 3 = 61$$

Evaluate at $A(1, 0, 2)$:

$$f(1, 0, 2) = (1^2)(0) + 1(2^3) + (0^2)(2) = 0 + 8 + 0 = 8$$

Thus:

$$\int_C \vec{F} \cdot d\vec{r} = 61 - 8 = \mathbf{53}$$
Solved Problem Example 7.3: Enclosed Area of an Astroid via Green's Theorem Line Integral

Use Green's Theorem line integral area formula:

$$A = \frac{1}{2}\oint_C (x \, dy - y \, dx)$$

to calculate the exact area enclosed by the astroid (hypocycloid with four cusps) parameterized by:

$$\vec{r}(t) = \langle a\cos^3 t, \; a\sin^3 t \rangle \quad (0 \le t \le 2\pi, \; a > 0)$$

Step 1: Compute $x, y, dx, dy$

$$x(t) = a\cos^3 t \implies dx = 3a\cos^2 t (-\sin t) \, dt = -3a\cos^2 t \sin t \, dt$$
$$y(t) = a\sin^3 t \implies dy = 3a\sin^2 t (\cos t) \, dt = 3a\sin^2 t \cos t \, dt$$

Step 2: Evaluate the integrand $x \, dy - y \, dx$

$$x \, dy = (a\cos^3 t)(3a\sin^2 t \cos t) \, dt = 3a^2 \cos^4 t \sin^2 t \, dt$$
$$y \, dx = (a\sin^3 t)(-3a\cos^2 t \sin t) \, dt = -3a^2 \sin^4 t \cos^2 t \, dt$$

Subtracting:

$$x \, dy - y \, dx = [3a^2 \cos^4 t \sin^2 t - (-3a^2 \sin^4 t \cos^2 t)] \, dt$$
$$= 3a^2 \sin^2 t \cos^2 t (\cos^2 t + \sin^2 t) \, dt$$

Since $\cos^2 t + \sin^2 t = 1$:

$$x \, dy - y \, dx = 3a^2 \sin^2 t \cos^2 t \, dt$$

Recall the double-angle identity: $\sin t \cos t = \frac{1}{2}\sin 2t$:

$$\sin^2 t \cos^2 t = \frac{1}{4}\sin^2(2t)$$

Therefore:

$$x \, dy - y \, dx = \frac{3a^2}{4}\sin^2(2t) \, dt$$

Step 3: Integrate along $0 \le t \le 2\pi$

$$A = \frac{1}{2}\oint_C (x \, dy - y \, dx) = \frac{1}{2} \int_0^{2\pi} \frac{3a^2}{4}\sin^2(2t) \, dt = \frac{3a^2}{8} \int_0^{2\pi} \sin^2(2t) \, dt$$

Using $\sin^2(2t) = \frac{1 - \cos 4t}{2}$:

$$\int_0^{2\pi} \sin^2(2t) \, dt = \int_0^{2\pi} \frac{1 - \cos 4t}{2} \, dt = \left[ \frac{t}{2} - \frac{\sin 4t}{8} \right]_0^{2\pi} = \frac{2\pi}{2} - 0 = \pi$$

Step 4: Compute Final Enclosed Area

$$A = \frac{3a^2}{8} \cdot \pi = \mathbf{\frac{3\pi}{8} a^2}$$

This demonstrates the extraordinary elegance of Green's theorem: a complicated non-convex planar region with four cusps is integrated around its boundary in closed form. $\blacksquare$