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1 Triple Integrals

Definite integrals are evaluated over an interval in R. Double integrals are evaluated over regions in
R2 . Now, we are going to evaluate triple integrals over solids in R3 .
To develop the concept of triple integration, we first evaluate the integral over the simplest solid
in R3 : the rectangular box. We can then generalize to more complicated solids in R3 . Finally, we
discuss some of the applications of triple integration.

Triple Integrals Over a Rectangular Box


The motivation behind studying triple integrals is to find the volume of a solid region in the three-
dimensional coordinate system.
Consider a rectangular box S = [a1 , a2 ] [b1 , b2 ] [c1 , c2 ], and let the density function f be
defined on S. We first assume the following:
1. f is continuous on S, and
2. f (x, y, z) 0 for all (x, y, z) S.
We want to find the mass of the solid. Similar to the development of the double integral, we do
the following steps:
1. Partition S into smaller boxes by dividing [a1 , a2 ] into l subintervals, [b1 , b2 ] into m subintervals,
and [c1 , c2 ] into n subintervals. Let xi , yj and zk be the lengths of the i-th, j-th and
k-th subinterval in x, y and z, respectively.
2. There are lmn smaller boxes Bijk = [xi1 , xi ] [yj1 , yj ] [zk1 , zk ] contained in S. The
volume of each box is Vijk = xi yj zk .

3. Choose any point Pijk x?ijk , yijk
? , z?
ijk in each box Bijk . If the boxes are small enough, we can

? ? ?
assume that the density is constant in that box and it is equal to f xijk , yijk , zijk . The mass

of each small box can be approximated by Mijk f x?ijk , yijk ? , z?
ijk Vijk .

4. The total mass of the solid is approximately equal to the triple Riemann sum, defined by
l X
X m X
n
M f x?ijk , yijk
? ?
, zijk Vijk .
i=1 j=1 k=1

5. The actual mass is equal to the limit of the triple Riemann sum as the sizes of the smaller
boxes approach 0.
ZZZ l X
m X
n
X
f (x, y, z) dV = lim f x?ijk , yijk
? ?
, zijk Vijk .
kk0
S i=1 j=1 k=1

Definition. Le f be a function of x, y and z defined on S = [a1 , a2 ] [b1 , b2 ] [c1 , c2 ]. The triple


integral of f over S is defined by
ZZZ l X
m X
n
X
f (x, y, z) dV = lim f x?ijk , yijk
? ?
, zijk Vijk .
kk0
S i=1 j=1 k=1

if this limit exists.


As in the case of double integration, the limit definition is rarely used in evaluating the triple
integral. Fubinis theorem can be extended to the case of triple integration, as stated below.
Theorem. (Fubinis Theorem) If f is continuous on the rectangular box S = [a1 , a2 ] [b1 , b2 ]
[c1 , c2 ], then
ZZZ Z c Z b Z a
2 2 2
f (x, y, z) dV = f (x, y, z) dx dy dz.
c1 b1 a1
S
Remark: The order of integration can be rearranged, similar to the case of double integration.
Example: 1(a). 27/4

1
Triple Integrals Over General Bounded Regions
Similar to the double integral, the continuity condition in Fubinis theorem can be relaxed. Instead
of f being continuous on a rectangular box, we can have f be continuous on a closed and bounded
domain in R3 .

Definition. Let f be a function in x, y and z that is continuous on a closed and bounded solid G.
Consider any rectangular box S = [a1 , a2 ] [b1 , b2 ] [c1 , c2 ] that encloses G. Define a function F by
(
f (x, y, z), (x, y, z) G
F (x, y, z) =
0, (x, y, z) S\G

The triple integral of f over G is given by


ZZZ ZZZ

f (x, y, z) dV = F (x, y, z) dV.


G S

There are three methods to evaluate the triple integral, and it depends on the type of region of
G. For the following cases, we will assume that the surfaces are smooth, and the curves are piecewise
smooth.

1. G is bounded by the surfaces z = 1 (x, y) and z = 2 (x, y), where 1 (x, y) 2 (x, y) for all
points (x, y) on the region R lying on the xy-plane. Therefore,
ZZZ Z Z Z (x,y)
2
f (x, y, z) dV = f (x, y, z) dz dA
1 (x,y)
G R

2. G is bounded by the surfaces y = 1 (x, z) and y = 2 (x, z), where 1 (x, z) 2 (x, z) for all
points (x, z) on the region R lying on the xz-plane. Therefore,
ZZZ Z Z Z (x,z)
2
f (x, y, z) dV = f (x, y, z) dy dA
1 (x,z)
G R

3. G is bounded by the surfaces x = 1 (y, z) and x = 2 (y, z), where 1 (y, z) 2 (y, z) for all
points (y, z) on the region R lying on the yz-plane. Therefore,
ZZZ Z Z Z (y,z)
2
f (x, y, z) dV = f (x, y, z) dx dA
1 (y,z)
G R

Examples: 1(f). 1/20 (Use the 3 cases); 1(d)-B. 8/3; 1(i). 1/8; 1(k). 2; 3(a). 1/10

Properties of the Triple Integral


ZZZ ZZZ

1. If c is a constant, then cf (x, y, z) dV = c f (x, y, z dV ).


G G
ZZZ ZZZ ZZZ

2. (f (x, y, z) g(x, y, z)) dV = f (x, y, z) dV g(x, y, z) dV .


G G G
ZZZ

3. If G = G1 G2 such that the interiors of G1 and G2 do not overlap, then f (x, y, z) dV =


ZZZ ZZZ G
f (x, y, z) dV + f (x, y, z) dV .
G1 G2

Examples: 1(d)-A. 8/3

2
Applications
As was mentioned before, if f (x, y, z) is the density of the solid G at each point, then the triple
integral of f over G gives the mass of the object.
RRR
If we assume that the solid is homogeneous, and f (x, y, z) = 1 in G, then dV is numerically
G
equal to the volume of the solid G.
Examples: 2(a). trapezoidal prism bounded by z = 0, z = 1, y = 2x, y = 4, x = 0 and x = 2;
2(e). portion of the cylinder x2 + y 2 1 in between the planes z = 0 and z = y + 1

Homework
I, 1(c), 1(h), 2(c), 3(c).

3
2 Cylindrical and Spherical Coordinates
The Cylindrical Coordinate System
Let P be a point in R3 with rectangular coordinates (x, y, z), and let P 0 denote its projection
onto the xy-plane. Note that P 0 (x, y, 0) in rectangular coordinates. The corresponding cylindrical
coordinates P (r, , z) is obtained as follows:

1. r is the length of the ray OP 0 . Note that r 0.

2. is the nonnegative radian measure of the angle from the positive x-axis to the ray OP 0 , going
in the counter-clockwise direction. Note that [0, 2).

3. z is the same as the rectangular coordinate of P . Note that z R.

Essentially, the first two coordinates correspond to the polar coordinates of the projection of P
on the xy-plane, with the restriction that r 0 and [0, 2). So to convert from rectangular
coordinates P (x, y, z) to cylindrical coordinates P (r, , z), we have:

r = x2 + y 2
y
tan = , x 6= 0
x
z = z

For the case x = 0, we have = /2 if y > 0 and = 3/2 if y < 0.


To convert from cylindrical coordinates P (r, , z) to rectangular coordinates, P (x, y, z), we use:

x = r cos
y = r sin
z = z

Examples: 1(a). 5, tan1 2, 3 ; 1(b). 5, 2 tan1 2, 3 ; 1(c). 5, tan1 2, 3 ;
 
1(d). 5, + tan1 2, 3 ; 2(a). 23 , 3 2 3 , 4 ; 7(a). x2 + y 2 = 6y; 7(b). 3x + 2y + 6z = 0; 8(a).
r2 = z; 8(b). r2 cos 2 = z; 8(c). 4r2 + z 2 = 1; 8(d). z = r; 8(e). r2 + z 2 = 1; 8(f). r2 z 2 = 1
Remarks:

1. The graph of r = c (c > 0 is a constant) is a right circular cylinder, with the z-axis the axis
and c is the base radius of the cylinder.

2. The graph of r = 0 is the z-axis.

3. The graph of = c is a half plane perpendicular to the xy-plane, and its edge is the z-axis.

4. The graph of z = c is a plane that is parallel to the xy-plane.

The Spherical Coordinate System


Let P be a point in R3 with rectangular coordinates (x, y, z) and let P 0 denote its projection on
the xy-plane. Note that P 0 (x, y, 0) in rectangular coordinates. Then P has spherical coordinates
(, , ), where

1. is the length of the ray OP . Note that 0.

2. is the nonnegative radian measure of the angle from the positive x-axis to the ray OP 0 , going
in the counter-clockwise direction. Note that [0, 2).

3. is the measure of the angle between the ray OP and the positive z-axis. Note that [0, ].

4
Note that in the spherical coordinate system is the same in the cylindrical coordinate system.
To convert from rectangular coordinates P (x, y, z) to spherical coordinates P (, , ), we have

= x2 + y 2 + z 2
y
tan = , x 6= 0
x

x2 + y 2
tan = , z 6= 0
z
If x = 0, then = /2 if y > 0 and = 3/2 if y < 0.
To convert from spherical coordinates to rectangular coordinates, we have

x = sin cos
y = sin sin
z = cos

It is also possible to convert from spherical coordinates to cylindrical coordinates. We make use
of the following formulas:

r = sin
=
z = cos

To convert from cylindrical coordinates to spherical coordinates, we have:

= r2 + z 2
=
r
tan =
z
 
Examples: 3(a). 4, 2 , 2
3 ; 3(b). 14, 2 tan1 32 , tan1 13 ; 4(a). 6 6
2 , 2 ,1 ; 4(b).
 
5 6 5 6 5
4 , 4 , 2 ; 9(a). z = 4; 9(b). x2 + y 2 = 16; 9(c). x2 + y 2 + z 2 = x; 10(a). = 4;
10(b). sin = cos ; 10(c). sin2 cos 2 = cos ; 10(d). 2 sin2 cos 2 2 cos2 = 1; 10(e).
2

2 cos 2 = 1
Remarks:

1. The graph of = c (c > 0 is a constant) is a sphere centered at the origin and with radius c.

2. The graph of = 0 is the origin.

3. The graph of = c is a half plane perpendicular to the xy-plane, and its edge is the z-axis.

4. The graph of = c, c 0, 2 is a half cone opening upwards, with its axis on the z-axis.


5. The graph of = c, c 2, is a half cone opening downwards, with its axis on the z-axis.

6. The graph of = 0 is the positive z-axis.



7. The graph of = 2 is the xy-plane.

8. The graph of = is the negative z-axis.

A practical application of the spherical coordinate system is in navigation. We can think of


each point on the surface of the earth having the spherical coordinates (4000, , ), where is the
longitude and as the latitude.

5
3 Triple Integrals in Cylindrical and Spherical Coordinates
Triple Integrals in Cylindrical Coordinates
We first develop the triple integral in cylindrical coordinates by considering a cylindrical wedge G
bounded by the following: r = r1 , r = r2 , = 1 , = 2 , z = z1 and z = z2 . To compute the triple
integral, we do the following steps:
1. Divide [r1 , r2 ] into l subintervals, [1 , 2 ] into m subintervals, and [z1 , z2 ] into n subintervals.
This divides G into smaller cylindrical wedges. Let ri = ri ri1 , j = j j1 , and
zk = zk zk1 .

2. There are lmn small cylindrical wedges Bijk , and the volume of each wedge is given by

Vijk = (area of base) (height)



1 2 2
= r ri1 j zk
2 i
ri + ri1
= ri j zk
2

3. Choose ri? , j? , zk? Bijk , with ri? = (ri + ri1 )/2. Evaluate the triple Riemann sum

l X
X m X
n l X
X m X
n
f ri? , j? , zk? Vi jk = f ri? , j? , zk? ri? ri j zk .
i=1 j=1 k=1 i=1 j=1 k=1

4. The triple integral is equal to the limit as the size of the wedges approach 0.
l X
m X
n Z z Z Z r
X 2 2 2
lim f ri? , j? , zk? ri? ri j zk . = f (r, , z)r dr d dz
kk0 z1 1 r1
i=1 j=1 k=1

Essentially, dV is replaced by r dr d dz.


For the more general solids, let G be a solid (Case 1), bounded above by the surface z = u1 (r, )
and below by the surface z = u2 (r, ). Suppose the projection on the r-plane is a simple polar
region R bounded by the lines = and = and two continuous polar curves r = r1 () and
r = r2 (), with 0 r1 () r2 () for all [a, b]. Suppose u1 (r, ) u2 (r, ) for all points in R.
If f is a function of r, and z that is continuous on G, then
ZZZ Z Z r () Z u (r,)
2 2
f (r, , z) dV = f (r, , z)r dz dr d
r1 () u1 (r,)
G

Examples: 1(a). 4/3; 1(b). 3/4; 2(a). 32/3

Triple Integrals in Spherical Coordinates


We first develop the triple integral in spherical coordinates by considering a spherical wedge G
bounded by the following: = 1 , = 2 , = 1 , = 2 , = 1 and = 2 . To compute the
triple integral, we do the following steps:
1. Divide [1 , 2 ] into l subintervals, [1 , 2 ] into m subintervals, and [1 , 2 ] into n subintervals.
This divides G into smaller spherical wedges. Let i = i i1 , j = j j1 , and
k = k k1 .

2. Choose i , j , k Bijk . There are lmn spherical wedges Bijk , and the volume of each
wedge is approximately

Vijk (length)(width)(height)
(i )(i k )(i sin k j )
= (i )2 sin k i j k

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3. Evaluate the triple Riemann sum
l X
m X
n Z Z Z
X 2 2 2
f i , j , k (i )2 sin k i j k = f (r, , )2 sin d d d
i=1 j=1 k=1 1 1 1

4. The triple integral is equal to the limit as the size of the wedges approach 0.
l X
m X
n Z Z Z
X 2 2 2
lim f i , j , k (i )2 sin k i j k = f (r, , )2 sin d d d
kk0 1 1 1
i=1 j=1 k=1

Essentially, dV is replaced by 2 sin d d d.


Sometimes, it is easier to evaluate the triple integral using spherical coordinates if the solid of
integration is bounded by spheres centered at the origin (where is constant) and/or cones with
vertex at the origin (where is constant).

Examples: 1(c). 3/8; 1(d). 81 3/4; 2(b). 2( 2 1)/3

Homework
III, 1(f), 2(c), 2(j).

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4 Applications of Triple Integrals
Mass of a Solid
Let f (x, y, z) be the density of a solid G at the point (x, y, z). The mass of the solid G is given by
ZZZ

M= f (x, y, z) dV.
G

Volume of a Solid
Under the assumption that the density at each point in G is f (x, y, z) = 1, the volume of a closed
and bounded solid G is given by ZZZ

V = dV.
G

Average Value
The average value or mean value of a continuous function f (x, y, z) over a solid G is defined by
ZZZ
1
fave = f (x, y, z) dV
V
G

where V is the volume of the solid G.

Center of Mass
Let f (x, y, z) be the density of the solid G at each point (x, y, z). As previously stated the mass is
equal to ZZZ

M= f (x, y, z) dV.
G

The moment of mass of G with respect to the xy-plane is equal to


ZZZ

Mxy = zf (x, y, z) dV.


G

The moment of mass of G with respect to the xz-plane is equal to


ZZZ

Mxz = yf (x, y, z) dV.


G

The moment of mass of G with respect to the yz-plane is equal to


ZZZ

Myz = xf (x, y, z) dV.


G

The center of mass of G is at the point (x, y, z), where


RRR
xf (x, y, z) dV
Myz G
x = = RRR
M f (x, y, z) dV
G
RRR
yf (x, y, z) dV
Mxz G
y = = RRR
M f (x, y, z) dV
G
RRR
zf (x, y, z) dV
Mxy G
z = = RRR
M f (x, y, z) dV
G

8
Centroid
In the special case of a homogeneous solid, the center of mass of G is called the centroid of G.

Moment of Inertia
The tendency of a solid to resist a change in rotational motion about an axis is measured by its
moment of inertia about that axis. If a solid occupies a region G in an xyz-coordinate system, and
if its density function f (x, y, z) is continuous on G, then the moments of inertia about the x-axis,
the y-axis, and the z-axis are denoted by Ix , Iy and Iz , respectively, and are defined by
ZZZ

Ix = y 2 + z 2 f (x, y, z) dV
G
ZZZ

Iy = x2 + z 2 f (x, y, z) dV
G
ZZZ

Iz = x2 + y 2 f (x, y, z) dV
G

9
5 Change of Variables in Multiple Integrals*
Change of Variable in a Single Integral
Suppose f is an integrable function of x over the interval [a, b]. Suppose x = g(u), where g is
differentiable and is either increasing or decreasing. Then g is one-to-one and
Z b Z g 1 (b)

f (x) dx = f (g(u)) g 0 (u) du.


a g 1 (a)

If g is increasing, then g 1 (a) g 1 (b) and g 0 (x) > 0. So the integral above can be written as
Z g 1 (b) Z g 1 (b)

f (g(u)) g 0 (u) du = f (g(u)) g 0 (u) du.
g 1 (a) g 1 (a)

If g is decreasing, then g 1 (a) g 1 (b) and g 0 (x) < 0. Therefore, we can rewrite the integral above
as Z 1 Z 1 Z 1
g (b) g (a) g (a)
f (g(u)) g 0 (u) du = f (g(u)) g 0 (u) du = f (g(u)) g 0 (u) du.
g 1 (a) g 1 (b) g 1 (b)

Change of Variables in a Double Integral


Definition. If T is the transformation from the uv-plane to the xy-plane defined by the equations
x = x(u, v), y = y(u, v), then the Jacobian of T is denoted by J(u, v) or by (x, y)/(u, v) and is
defined by
(x, y) u
x x
v x y y x
J(u, v) = = y y = .
(u, v) u v u v u v
Now, if the transformation x = x(u, v), y = y(u, v) maps the region S in the uv-plane into the
region R in the xy-plane, and if the Jacobian (x, y)/(u, v) is nonzero and does not change sign
on S, then with appropriate restrictions on the transformation and the regions it follows that
ZZ ZZ
(x, y)
f (x, y) dAxy = f (x(u, v), y(u, v)) dAuv .
(u, v)
R S
ZZ ZZ

Example: f (x, y) dy dx = f (r cos , r sin )r dr d


R S

Change of Variables in a Triple Integral


Definition. If T is the transformation from the uvw-space to the xyz-space defined by the equations
x = x(u, v, w), y = y(u, v, w), z = z(u, v, w), then the Jacobian of T is denoted by J(u, v, w) or
(x, y, z)/(u, v, w) and is defined by

x x x
u v w
(x, y, z) y y y
J(u, v, w) = =
u v w
(u, v, w)
z z z

u v w
Now, if the transformation x = x(u, v, w), y = y(u, v, w), z = z(u, v, w) maps the region S in the
uvw-space into the region R in the xyz-space, and if the Jacobian (x, y, z)/(u, v, w) is nonzero
and does not change sign on S, then with appropriate restrictions on the transformation and the
region it follows that
ZZZ ZZZ
(x, y, z)
f (x, y, z) dVxyz = f (x(u, v, w), y(u, v, w), z(u, v, w)) dVuvw .

(u, v, w)
R S
Examples:
ZZZ ZZZ

1. f (x, y, z) dz dy dx = f (r cos , r sin , z) r dz dr d


R S
ZZZ ZZZ

2. f (x, y, z) dz dy dx = f ( sin cos , sin sin , cos ) 2 sin d d d


R T

10
6 Vector Fields
We are already familiar with vector-valued functions, where each real number is assigned to a vector
(two-dimensional or three-dimensional). This time, we are assigning a vector to each point in R2 or
R3 . We call these functions vector fields.

Definition. A vector field on R2 is a function F~ that assigns to a point (x, y) R2 a two-dimensional


vector F~ (x, y), that is,

F~ (x, y) = hP (x, y), Q(x, y)i = P (x, y)i + Q(x, y)j,

for some scalar fields (real-valued functions) P and Q. Similarly, a vector field on R3 is a function
F~ that assigns to a point (x, y, z) R3 a three-dimensional vector

F~ (x, y, z) = hP (x, y, z), Q(x, y, z), R(x, y, z)i ,

for some scalar fields P , Q and R. The real-valued functions P , Q and R are sometimes called the
component functions of the vector field F~ .

Representations of the vectors F~ (x, y) (respectively F~ (x, y, z)) having the points (x, y) (respec-
tively (x, y, z)) as initial points are called flowlines of the vector field.
Examples: velocity field of fluid flow (water in a pipe, air surrounding an airplane wing);
magnetic force field; gravitational force field; electric field; gradients of a function f ; 1. graph 16
points on xy-plane surrounding the origin

Definition. Let F~ (x, y, z) = hP (x, y, z), Q(x, y, z), R(x, y, z)i be a vector field in R3 such that all
partial derivatives of P , Q and R exist.

1. The divergence of F~ , denoted divF~ , is the scalar field given by

divF~ = Px (x, y, z) + Qy (x, y, z) + Rz (x, y, z).

2. The curl of F~ , denoted curlF~ , is the vector field given by

curlF~ = hRy (x, y, z) Qz (x, y, z), Pz (x, y, z) Rx (x, y, z), Qx (x, y, z) Py (x, y, z)i .

Another

way of
finding the divergence and the curl of a vector field is by using the del operator
~ =
, , . Using this, we have divF~ =
~ F~ and curlF~ = ~ F~ . Also note that the curl
x y z
may be performed only to a three-dimensional vector field. So to find the curl of a two-dimensional
vector field, it must be treated as a three-dimensional vector field whose third component is the zero
scalar function.
Examples: 5(d). divF~ = y + z + x and curlF~ = hy, z, xi; 5(c). divF~ = 6xy 6xy 2 and
curlF~ = (2y 3 + 3x2 )k

Definition. A vector field F~ is said to be conservative if it is a gradient vector field, that is, there
exists a real-valued function f such that F~ = f
~ . Such function f is called a potential function for
~
F.

Examples: use definition to show 3(a). f (x, y) = x2 + xy + y 2 + k; 4(b). not conservative;


3(g). use definition to show f (x, y, z) = xy 2 z 3 + A

Theorem. Let F~ (x, y, z) = hP (x, y, z), Q(x, y, z), R(x, y, z)i.

1. If F~ is conservative and P , Q and R have continuous partial derivatives, then curlF~ = ~0.

2. If P , Q and R have continuous second-order partial derivatives, then div curlF~ = 0.

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Proof. 1. Suppose F~ is conservative. Then there exists a real-valued function f such that
8
f (x, y, z) = P (x, y, z)
> x
<
fy (x, y, z) = Q(x, y, z)
>
:
fz (x, y, z) = R(x, y, z)

Also, if we assume that P , Q and R have continuous second-order partial derivatives, then
8
f (x, y, z) = fyx (x, y, z)
> xy
<
fxz (x, y, z) = fzx (x, y, z)
>
:
fyz (x, y, z) = fzy (x, y, z)

Therefore,

i j k
curlF~ =
x

y

z
P (x, y, z) Q(x, y, z) R(x, y, z)

i j k

= x y z
fx (x, y, z) fy (x, y, z) fz (x, y, z)
= hfzy (x, y, z) fyz (x, y, z), fxz (x, y, z) fzx (x, y, z), fyx (x, y, z) fxy (x, y, z)i
= ~0.

2.
 

div curlF~ = , , hRy Qz , Pz Rx , Qx Py i
x y z
(Ry Qz ) (Pz Rx ) (Qx Py )
= + +
x y z
= Ryx Qzx + Pzy Rx,y + Qxz Pyz .

Now if P , Q and R have continuous second-order partial derivatives, then

fxy (x, y, z) = fyx (x, y, z)


fxz (x, y, z) = fzx (x, y, z)
fyz (x, y, z) = fzy (x, y, z).

Hence, div curlF~ = 0.

Remarks:

1. The converse of the first statement in the preceding theorem is not true in general. But it is
equivalent to saying that if curlF~ 6= ~0, then F~ is not conservative.

2. In particular,

if f is a scalar field with continuous second-order partial derivatives, then
~
curl f = 0.~

Examples: compute curl for 3(a), 3(g) and 4(b); 6. divF~ 6= 0

Definition. Consider a curve C defined in R2 or R3 . Let the region D be bounded by curve C (in
R2 ) or a surface (in R3 ).

1. C is simple if it doesnt intersect itself anywhere between its endpoints.

2. C is closed if its terminal point coincides with its initial point.

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3. D is connected if every two points in the region can be connected by a path that lies in the
region.

4. A connected plane region D is simply connected if every simple closed curve in D encloses only
points that are in D. That is, D has no holes.

Theorem. Let F~ be a three-dimensional vector field defined on a simply connected subset D of R3


and whose components have continuous partial derivatives. Then, F~ is conservative if and only if
curlF~ = ~0.

Corollary. Let F~ (x, y) = hP (x, y), Q(x, y)i be defined on a simply connected region such that P and
Q have continuous partial derivatives. Then, F~ is conservative if and only if Py (x, y) = Qx (x, y).

Examples: apply the theorem for 3(a), 3(g) and 4(b); 3(c). f (x, y) = yex xy + 5y + k; 3(h).
f (x, y, z) = x2 y + x + y 2 z 2z + k

Definition. The Laplacian operator, denoted by ~ 2 or , is the operator that results by taking the
dot product of the del operator with itself. This operator has the form
2 2 2
~2 =
~ = + +
~
x2 y 2 z 2

When applied to a function f (x, y, z), the Laplacian operator is equal to


2 2 2
~ 2f = f + f + f

x 2 y 2 z 2
Remarks:

~ 2 f can also be expressed as div f
1. The Laplacian of f denoted bt ~ .

2. The equation ~ 2 f = 0 is known as the Laplaces equation. A scalar function satisfying


Laplaces equation is said to be harmonic.

Homework
V, 3(e), 3(j), 5(a), 5(i)

13
7 Line Integrals
Previously, we have defined single integrals over an interval in R, double integrals over two-dimensional
regions in R2 , and triple integrals over three-dimensional regions in R3 . In this section, we define
an extension of the single integral, but over curves in R2 or R3 .
Before we discuss how to compute line integrals, we recall that the vector function of the line
~
segment joining two points A(x1 , y1 , z1 ) and B(x2 , y2 , z2 ) is given by R(t) = (1 t) hx1 , y1 , z1 i +
t hx2 , y2 , z2 i, t [0, 1].
It is important to determine the vector equation of the curve C in evaluating line integrals, so
one must be able to convert the equation of a curve in vector form.

Line Integrals of Scalar Fields


We first evaluate the line integral of a scalar field f over the curve C. Several types of line integrals
will be discussed in this section.

Line integrals with respect to the arclength parameter


The motivation behind studying line integrals of scalar fields is by considering the so-called curtain
~
area problem: Let C be a smooth curve defined by a vector function R(t) = hx(t), y(t)i, with t [a, b]
and suppose f is a function of x and y that is continuous on C. Find the area of the curtain whose
base is a portion of C and whose height at a point (x, y) on C is f (x, y).
To solve this problem, we do the following steps:

1. Divide [a, b] into n subintervals [ti1 , ti ], and let xi = x(ti ) and yi = y(ti ). The corresponding
points Pi (xi , yi ) divide C into n subarcs of lengths s1 , s2 , , sn .

2. In each subarc, pick a point Pi (xi , yi ). This point corresponds to a certain ti [ti1 , ti ].

3. For each i, draw a cylinder with arc P
i1 Pi as its base and height f (xi , yi ).

4. The area of each cylinder is approximately equal to f (xi , yi ) si and the area of the curtain
is approximately
n
X
f (xi , yi ) si .
i=1

5. Take the limit as the lengths of the subintervals approach 0, and hence
n
X
A = lim f (xi , yi ) si .
kk0
i=1

Definition. Let f be a function of x and y that is continuous on a smooth plane curve C defined
~
by a vector function R(t) = hx(t), y(t)i , t [a, b]. The line integral of f along C (with respect to
Z

the arclength parameter), denoted by f (x, y) ds is defined by


C
Z n
X
f (x, y) ds = lim f (xi , yi ) si ,
C kk0
i=1

if this limit exists.

Remarks:

1. If C denotes the curve C traced in the opposite direction, then


Z Z

f (x, y) ds = f (x, y) ds.


C C

Z Z b
ds ~0



~0



~0


2. Since = R (t) , then ds = R (t) dt. Hence, f (x, y) ds = f (x(t), y(t)) R (t) dt.
dt C a

14
3. The line integral with respect to the arclength parameter is independent of the parametrization
of C, i.e. if C can be described by two vector equations R(t) ~ = hx(t), y(t)i, t [a, b] and
~ = h(t), (t)i, t [c, d], then
S(t)
Z Z b Z d
~0 ~0
f (x, y) ds = f (x(t), y(t)) R (t) dt = f ((t), (t)) S (t) dt
C a c

4. If C is piecewise smooth, that is, it is a union of a finite number of smooth curves C1 , C2 , , Cn ,


then Z Z Z Z

f (x, y) ds = f (x, y) ds + f (x, y) ds + + f (x, y) ds.


C C1 C2 Cn

5. If f (x, y) denotes the linear density of a wire shaped like the curve C, then
Z

(a) m = f (x, y) ds denotes the mass of the wire, and


C
(b) the center of mass of the wire is located at (x, y), where
Z
1
x = xf (x, y) ds
m C

and Z
1
y = yf (x, y) ds.
m C
Z

(c) If f (x, y) = 1, then ds denotes the length of the curve C.


C

Examples: 1(a). 36; 1(d). (5 5 + 11)/6

Line integrals with respect to x and y


Aside from line integrals of functions of two variables with respect to the arclength parameter, we
can also talk of line integrals with respect to x and y.
~
Definition. Let f be a function of x and y that is continuous on a smooth curve C: R(t) =
hx(t), y(t)i , t [a, b].
Z n
X
1. f (x, y) dx = lim f (xi , yi ) xi
C kk0
i=1
Z n
X
2. f (x, y) dy = lim f (xi , yi ) yi
C kk0
i=1

if these limits exist.

Remarks:

1. We evaluate the above integrals using the following formula:


Z Z b

f (x, y) dx = f (x(t), y(t)) x0 (t) dt


C a
Z Z b

f (x, y) dy = f (x(t), y(t)) y 0 (t) dt


C a

2. The line integral is independent of the parametrization of C, i.e. if C can be described by two
~
vector equations R(t) ~ = h(t), (t)i, t [c, d], then
= hx(t), y(t)i, t [a, b] and S(t)
Z b Z d

f (x(t), y(t)) x0 (t) dt = f ((t), (t)) 0 (t) dt


a c
Z b Z d

f (x(t), y(t)) y 0 (t) dt = f ((t), (t)) 0 (t) dt


a c

15
3. If C denotes the curve C traced in the opposite direction, then
Z Z

f (x, y) dx = f (x, y) dx
C C
Z Z

f (x, y) dy = f (x, y) dy
C C

4. If C = C1 C2 Cn and each Ci , i = 1, , n is smooth, then


Z Z Z Z

f (x, y) dx = f (x, y) dx + f (x, y) dx + + f (x, y) dx.


C C1 C2 Cn

Same property applies if dx is replaced by dy.

5. It often happens that line integrals with respect to x and y occur together. In this case, we
will write Z Z Z

P (x, y) dx + Q(x, y) dy = P (x, y) dx + Q(x, y) dy.


C C C

Examples: 1(g). -27

Line integrals along three-dimensional curves


Line integrals of functions of three variables along a three-dimensional curve are defined similarly
as those of line integrals of functions of two variables along a plane curve.

Definition. Let f be a function of x, y and z that is continuous on some region containing a curve
~
C defined by a vector function R(t) = hx(t), y(t), z(t)i , t [a, b].
Z n Z b
X
~0
f (x, y, z) ds = lim f (xi , yi , zi )si = f (x(t), y(t), z(t)) R (t) dt
C kk0 a
i=1
Z n Z b
X
f (x, y, z) dx = lim f (xi , yi , zi )xi = f (x(t), y(t), z(t)) x0 (t) dt
C kk0 a
i=1
Z n Z b
X
f (x, y, z) dy = lim f (xi , yi , zi )yi = f (x(t), y(t), z(t)) y 0 (t) dt
C kk0 a
i=1
Z n Z b
X
f (x, y, z) dz = lim f (xi , yi , zi )zi = f (x(t), y(t), z(t)) z 0 (t) dt
C kk0 a
i=1

Examples: 1(e). 2 2/3; 1(l). 12

Line Integrals of Vector Fields


The motivation behind studying line integrals of vector fields is in finding the work done by a force
field F~ (x, y, z) on an object moving along curve C. We will assume that C is smooth (or at least
piecewise smooth).
Let F~ (x, y, z) = hP (x, y, z), Q(x, y, z), R(x, y, z)i and let C be a curve defined by R(t)
~ = hx(t), y(t), z(t)i,
t [a, b]. To find the work done on the object, we do the following steps.

1. Divide C into n subarcs, each with length si .

2. The work done by the force field F~ acting on the ith subarc is given by

F~ (xi , yi , zi ) T~ (ti ) si ,

where (xi , yi , zi ) is a point in the ith subarc, ti is the real number such that R(t ~ ) =
i
~
hxi , yi , zi i, T (ti ) is the unit tangent vector on curve C at the point (xi , yi , zi ), and si
is the length of the ith subarc.

16
3. The total work done is approximately
n
X
W F~ (xi , yi , zi ) T~ (ti ) si .
i=1

4. The exact value of the work done is obtained by taking the limit as the lengths of the subarcs
appproach 0.
n Z
X
W = lim F~ (xi , yi , zi ) T~ (ti ) si = F~ T~ ds.
kk0 C
i=1

This is the line integral with respect to the arclength of the tangential component of the force
field F~ .

To evaluate the line integral, recall that

~ 0 (t)
R
T~ (t) =
~0


R (t)

and therefore,

Z Z ~ 0 (t)
R ~ 0 (t)
F~ T~ ds = F~ (x(t), y(t), z(t))
~0


R dt
C C R (t)
Z

= ~ 0 (t) dt
F~ (x(t), y(t), z(t)) R
Z
C

= F~ dR
~
Z
C

= P (x, y, z) dx + Q(x, y, z) dy + R(x, y, z) dz.


C
Z

The integral F~ dR
~ is called the line integral of the vector field F~ along C.
C
Remarks:

1. Let F~ be a vector field defined on a piecewise smooth curve C: R(t),


~ t [a, b]. Then
Z Z b

F~ dR
~ = F~ R(t)
~ ~ 0 (t) dt.
R
C a

2. The line integral with respect to the arclength parameter is independent of the parametrization
of C.

3. Direction of motion is important. If C denotes the path C traversed in the opposite direction,
then Z Z

F~ dR
~ = F~ dR.~
C C

4. If C is a piecewise smooth curve, i.e. C = C1 C2 Cn for some positive integer n (Ci


is smooth for each i), then
Z Z Z Z

F~ dR
~ = F~ dR
~+ F~ dR
~ + F~ dR.
~
C C1 C2 Cn

Examples: 1(o). -4/3; 1(u). 6; 3. 88/3

Homework
VI, 1(c), 1(n), 1(t)

17
8 Independence of Path
Under certain conditions, the value of the line integral depends only on the integrand and the points
A and B and not on the path from A to B.
We first present an extension of the second fundamental theorem of calculus (single integrals)
for line integrals.

Theorem. (Fundamental Theorem for Line Integrals) Let C be a piecewise smooth curve on an
~
open region, given by a vector function R(t), a t b. Let f be a differentiable function of two or
three variables whose gradient is continuous on C. Then,
Z

~ dR
f ~ = f R(b)
~ ~
f R(a) ,
C

meaning,
Z
~ dR
f ~ = f (x2 , y2 ) f (x1 , y1 ) (2D)
C
= f (x2 , y2 , z2 ) f (x1 , y1 , z1 ) (3D)

where (x1 , y1 ) or (x1 , y1 , z1 ) is the initial point of C and (x2 , y2 ) or (x2 , y2 , z2 ) is the terminal point
of C.

Proof. We present the proof for a smooth curve C. For a piecewise smooth curve, we will do the
proof for each smooth subcurve of C. We will also present the proof for the two-dimensional case.
It is easy to extend the proof to the three-dimensional case.
Let the curve C be described by the vector function R(t) = h(t), (t)i, t [a, b]. Let the initial
point of C be A(x1 , y1 ) = ((a), (a)) and let the terminal point be B(x2 , y2 ) = ((b), (b)). Now,
Z Z b
~ dR
f ~ = fx ((t), (t)) dx + fy ((t), (t)) dy
C a
Z b

= fx ((t), (t)) 0 (t) + fy ((t), (t)) 0 (t) dt.
a

But by the general chain rule,


df ((t), (t)) f dx f dy
= +
dt x dt y dt
= fx ((t), (t)) 0 (t) + fy ((t), (t)) 0 (t)

Therefore,
Z Z b 
~ dR
~ = df ((t), (t))
f dt
C a dt
= f ((t), (t))|ba
= f (x2 , y2 ) f (x1 , y1 )

Remarks: Let C1 , C2 be two paths (piecewise smooth curves) with the same initial point A and
the same terminal point B.
Z Z

1. In general, F~ dR
~ = F~ dR.
~
C1 C2

2. If F~ is a conservative vector field (F~ = f


~ for some scalar field f ), the curve C can be anything
and only the initial and terminal points matter in evaluating the line integral.

Examples: 1. (a) is 0 but (b) is 8/3; 2. (a), (b) and (c) are all equal to 3 (use definition and
theorem to compute)

18
~
Definition. A curve C described by the vector R(t), ~
t [a, b] is closed if R(a) ~
= R(b).
Theorem. If C is a piecewise smooth closed curve lying in an open region B and F~ is a conservative
Z

vector field that is continuous on B, then F~ dR


~ = 0.
C

Proof. Since F~ is conservative, we can find a scalar field f so that f ~ = F~ . Also, the initial
and terminal
Z points coincide since C is closed. By application of the fundamental theorem for line
integrals, ~ ~ = 0.
F dR
C

Remark: The theorem mentioned above implies that the work done by a conservative vector field
over a closed path is zero.
Example: 5. W = 0 since F~ is conservative
Z

Definition. The line integral F~ dR


~ is independent of the path C if
C
Z Z

F~ dR
~ = F~ dR
~
C1 C2
for all curves C1 and C2 having the same initial and terminal points.
Theorem. Let F~ be a vector field whose component functions are continuous on an open connected
region D. The following statements are equivalent:
1. F~ is a conservative vector field on D.
Z

2. F~ dR
~ is independent of the path from any point P in D to any point Q in D.
C
Z

3. F~ dR
~ = 0 for every closed path C in D.
C
Proof. Suppose the line integral is independent of the path. Let C be any closed curve in the
domain. This curve can be divided into two subcurves C1 and C2 such that C = C1 C2 . Note that
C1 and C2 will have the same initial and terminal points, interchanged. So C1 and C2 will have
the same initial and terminal points. Since the line integral is independent of the path, we have
Z Z

F~ dR
~ = F~ dR
~
C1 C2
Z

= F~ dR
~
C2
Therefore, Z Z Z

F~ dR
~ = F~ dR
~+ F~ dR
~ =0
C C1 C2
Z

Conversely, let F~ dR
~ = 0 for any closed curve C in the domain. Divide the chosen closed
C
curve C into two subcurves C1 and C2 such that C = C1 (C2 ). Then
Z Z Z

0= F~ dR
~ = F~ dR
~+ F~ dR
~
C C1 C2
Z Z

= F~ dR
~ F~ dR
~
C1 C2
Z Z

Therefore, F~ dR
~ = F~ dR,
~ which means that the line integral is independent of path.
C1 C2
R
Remark: If F~ is conservative, there are two methods to compute the line integral C F~ dR.
~
Use the potential function of F~ and use the Fundamental Theorem for Line Integrals.
Use the definition of the line integral, considering any C from the initial to the terminal point.
Examples: 4(b). -58; 4(e). 2; 4(g). -13

Homework
VII, 4(c), 4(h)

19
9 Greens Theorem
Greens theorem describes the relationship between the line integral of a vector field over a closed
curve C and the double integral over the region enclosed by C.

Greens Theorem for Simply Connected Regions


Before we discuss the theorem, we recall the following definitions.
~
Definition. Let C be a curve on R2 described by the vector-valued function R(t), t [a, b].
~
1. C is closed if the initial point and the terminal point coincide, i.e. R(a) ~
= R(b).

2. C is simple if the curve does not cross itself, i.e. for any distinct real numbers t1 , t2 (a, b),
~ 1 ) 6= R(t
we have R(t ~ 2 ).

~ 0 (t) is continuous and R


3. C is smooth if R ~ 0 (t) 6= ~0 for any t (a, b).

4. C is piecewise smooth if it can be divided into a finite number of subarcs Ci , where each Ci is
smooth.

Greens theorem is applicable to line integrals over curves C on R2 that are piecewise smooth,
simple and closed. This curve should enclose a region D that is simply connected. We say that C is
positively oriented if the direction along C is counter-clockwise. The line
I integral over a positively
oriented, piecewise smooth, simple, closed curve C will be denoted by .
C

Theorem. (Greens Theorem) Let C be a positively oriented, piecewise smooth, simple, closed curve
in the plane and let D be the simply connected region bounded by C. If P and Q have continuous
partial derivatives on an open region that contains D, then
I ZZ  
Q P
P (x, y) dx + Q(x, y) dy = dA.
C x y
D

Remark: Sometimes it is easier to evaluate the double integral, and sometimes it is easier to
evaluate the line integral.
Examples: 1(b). 1/2 (use double integral and line integral); 1(a). 64/15; 2. 3/2

Corollary. If D is a simply connected region having as its boundary a positively oriented, piecewise
smooth, simple, closed curve C, and A is the area of D, then
I

A = x dy
CI

= y dx
C
I
1
= x dy y dx
2 C

Example: 4. ab
Remark: Let C be a positively oriented, piecewise smooth, simple, closed curve enclosing a region
D. Introduce a line segment C3 in D, which divides the region into two subregions D1 and D2 . This
also divides C into two subcurves C1 and C2 . Let D1 be enclosed by C1 C3 , and D2 be enclosed
by C2 (C3 ). In effect, the line integrals over C3 will cancel out. Therefore, Greens Theorem will
still hold.
I I I

P (x, y) dx + Q(x, y) dy = P (x, y) dx + Q(x, y) dy + P (x, y) dx + Q(x, y) dy


C C1 C3 C2 C3
ZZ   ZZ   ZZ  
Q P Q P Q P
dA = dA + dA
x y x y x y
D D1 D2

20
Greens Theorem for Multiply Connected Regions
Our next objective is to extend Greens Theorem to regions D that are not simply connected, i.e.
regions with holes. We can introduce line segments Ci that will connect the outer boundary with
the boundaries enclosing holes in the region. This will again divide the region into two subregions
D1 and D2 , bounded by R1 and R2 , respectively. These boundaries will traverse the line segments
Ci in opposite directions. The line integrals over Ci will cancel out. In effect, the outer boundary
curve goes in the counter-clockwise direction, while the boundaries that enclose holes move in the
clockwise direction. This is the positive orientation of curves bounding multiply connected regions.
[ insert figure here ]
If P and Q have continuous partial derivatives on an open region containing D, then apply
Greens Theorem to both D1 and D2 to get
ZZ   ZZ   ZZ  
Q P Q P Q P
dA = dA + dA
x y x y x y
D D1 D2
I I

= P (x, y) dx + Q(x, y) dy + P (x, y) dx + Q(x, y) dy


R1 R2

Let C 0 denote the outer boundary curve going in the counter-clockwise direction, and let C ? denote
the boundaries enclosing the holes of D, going in the clockwise direction. Since the line integrals
over the Ci s will cancel out, Greens Theorem would look like this:
I I ZZ  
Q P
P (x, y) dx + Q(x, y) dy + P (x, y) dx + Q(x, y) dy = dA.
C0 C? x y
D

If there are n holes inside the multiply connected region D, then Greens Theorem will involve n + 1
line integrals. One of these integrals is taken counter-clockwise around the outer boundary, and the
rest are taken clockwise around the boundaries enclosing the holes of D.
Example: 7(a). 69

21
10 Vector Form of Greens Theorem*
Let C be a piecewise smooth, simple, closed curve in R2 , enclosing a simply connected region D.
~
Suppose it is described by the vector equation R(s) = hx(s), y(s)i, where s is the length of arc
measured in the counter-clockwise direction from a particular point P0 on C to point P on C.
Then, the tangent vector to C at any point is computed by
 
dx dy
T~ (s) = , .
ds ds
A normal vector to C is  
~ (s) = dy dx
N , .
ds ds
If the direction of C is counter-clockwise, the normal vector described above points outward from
region D bounded by curve C. We will call this the unit outward normal vector to C.
Suppose F~ (x, y) = hP (x, y), Q(x, y)i represents the velocity of a fluid flowing on an open region
containing C. We will assume that P and Q have continuous partial derivatives on an open region
containing C.
1. The quantity F~ N
~ will give the component of F~ along the unit normal vector, which can be
interpreted as the component of F~ going out of region D.

2. The quantity F~ T~ will give the component of F~ along the unit tangent vector, which can be
interpreted as the component of F~ going along the curve C.
We present two vector forms of Greens Theorem, namely Gausss Divergence Theorem and
Stokess Theorem.

Gausss Divergence Theorem


We will now give an interpretation for the line integral of F~ N
~ with respect to the arclength
parameter. We will do the following steps:
1. Divide C into n subarcs, each of length si , i = 1, , n.

2. Choose one point Pi (xi , yi ) on each subarc. We approximate the velocity of the fluid flowing
on the ith subarc is F~ (xi , yi ) and the outward normal vector to the curve on the ith subarc is
~ (si ) (where R(s
N ~ i ) = hxi , yi i).

3. The amount of fluid flowing out on the ith subarc per unit time is approximately F~ (xi , yi )
~ (si )si . Therefore, the total amount of fluid going out of region D is given by
N
n
X
F~ (xi , yi ) N
~ (si )si .
i=1

4. Take the limit as the lengths of the subarcs approach zero:


n I
X
lim F~ (xi , yi ) N
~ (si )si = F~ N
~ ds
kk0 C
i=1

This quantity is the flux of F~ across C.


Application of Greens theorem gives us an interesting theorem, named after Karl Gauss.
Theorem. (Gausss Divergence Theorem) Let C be a positively oriented, piecewise smooth, simple,
closed curve in the plane and let D be a simply connected region bounded by C. Let F~ be a vector
field whose component functions have continuous partial derivatives on an open region that contains
D. Let N ~ (s) be the unit outward normal vector at point P on C (s is the arclength parameter).
Then I ZZ

F~ N
~ ds = divF~ dA.
C
D

22

dy
Proof. If F~ (x, y) = hP (x, y), Q(x, y)i and N
~ (s) = dx
ds , ds , then
 
dy dx
F~ N
~ ds = hP (x, y), Q(x, y)i , ds
ds ds
= P (x, y) dy Q(x, y) dx
= Q(x, y) dx + P (x, y) dy

The assumptions of Greens Theorem are satisfied. Applying it to our problem will give us
I I

F~ N
~ ds = Q(x, y) dx + P (x, y) dy
C C
ZZ  
P (Q)
= dA
x y
D
ZZ  
P Q
= + dA
x y
D
ZZ

= divF~ dA
D

Remarks:

1. If divF~ (x, y) > 0, the fluid is said to have a source at (x, y). If divF~ (x, y) < 0, the fluid is said
to have a sink at (x, y)

2. If F~ is a vector field such that divF~ = 0, then F~ is said to be divergence free. In hydrodynamics,
if F~ is the velocity of a fluid and it is divergence free, the fluid is said to be incompressible. In
the study of electricity and magnetism, a divergence free vector field is said to be solenoidal.

Stokess Theorem
We will now give an interpretation for the line integral of F~ T~ with respect to the arclength
parameter. We will do the following steps.

1. Divide C into n subarcs, each of length si , i = 1, , n.

2. Choose one point Pi (xi , yi ) on each subarc. We approximate the velocity of the fluid flowing
on the ith subarc is F~ (xi , yi ) and the unit tangent vector to the curve on the ith subarc is
T~ (si ) (where R(s
~ i ) = hxi , yi i).

3. The amount of fluid flowing along the ith subarc is given by F~ (xi , yi ) T~ (si )si . The total
amount of fluid circulating around C is given by
n
X
F~ (xi , yi ) T~ (si )si .
i=1

4. Take the limit as the lengths of the subarcs approach zero:


n I
X
lim F~ (xi , yi ) T~ (si )si = F~ T~ ds.
kk0 C
i=1

This quantity is the circulation of F~ around C.

Applying Greens Theorem to this problem gives rise to the following theorem named after
George Stokes.

23
Theorem. (Stokess Theorem) Let C be a positively oriented, piecewise smooth, simple, closed curve
in the plane and let D be a simply connected region bounded by C. Let F~ be a vector field whose
component functions have continuous partial derivatives on an open region that contains D. Let
T~ (s) be the unit tangent vector at point P on C (s is the arclength parameter). Then
I ZZ

F~ T~ ds = curlF~ k dA.
C
D

dx dy
Proof. If F~ (x, y) = hP (x, y), Q(x, y)i and T~ (s) = ds , ds , then
 
dx dy
F~ T~ ds = hP (x, y), Q(x, y)i , ds
ds ds
= P (x, y) dx + Q(x, y) dy

The assumptions of Greens Theorem are satisfied. Applying it to our problem will give us
I I

F~ T~ ds = P (x, y) dx + Q(x, y) dy
C C
ZZ  
Q P
= dA
x y
D
ZZ

= curlF~ k dA
D

Remarks:
H H
1. If C F~ T~ ds > 0, the fluid is circulating in the counter-clockwise direction. If C F~ T~ ds < 0,
the fluid is circulating in the clockwise direction.

2. If curlF~ = ~0, then F~ is said to be irrotational.

24
11 Surface Integrals
One can think of the surface integral as the extension of the line integral in three dimensions.

Surface Integrals of Scalar Fields


We will first tackle the surface integrals of functions in three variables defined over surfaces in R3 .
Let G be a continuous function in x, y and z defined over a surface S. To define the surface integral,
we do the following steps.

1. Divide S into patches S1 , S2 , Sn with areas 1 , 2 , n .

2. Choose an arbitrary point (xi , yi , zi ) on the ith subpatch.

3. Compute the sum


n
X
G (xi , yi , zi ) i
i=1

4. Take the limit as the sizes of the subpatches approach zero. This limit is the surface integral
of G over the surface S (if it exists).
ZZ n
X
G(x, y, z) d = lim G (xi , yi , zi ) i
kk0
S i=1

The formula for evaluating the surface integral will depend on how the surface S is described.

Surface Integrals Over Parametric Surfaces


Consider a surface S described by the vector function R(u,~ v) = hx(u, v), y(u, v), z(u, v)i, where
(u, v) D. To get the surface area , we use the formula
ZZ
~ v (u, v)
~ u (u, v) R
= R dA.

Now consider a function G(x, y, z) defined on the surface S. To evaluate the surface integral of G
over S,
ZZ ZZ

~ ~ v (u, v)
~ u (u, v) R
G(x, y, z) d = G R(u, v) R dA

S D
ZZ
~ ~
= G (x(u, v), y(u, v), z(u, v)) R u (u, v) Rv (u, v) dA.
D

Example: 1(e). 4/3

Surface Integrals Over Cartesian Surfaces


We consider a surface S lying over a closed region D on the xy-plane. Recall that if this surface
is described by the equation z = f (x, y), (x, y) D, the measure of the area of the surface S is
given by ZZ q

= (fx (x, y))2 + (fy (x, y))2 + 1 dA.


D

We now generalize this integral by considering a function G in three variables x, y and z defined on
the surface S as described previously. To evaluate the surface integral of G over S,
ZZ ZZ q
G(x, y, z) d = G (x, y, f (x, y)) (fx (x, y))2 + (fy (x, y))2 + 1 dA.
S D

25
If the surface is described by the Cartesian equation y = f (x, z) for points (x, z) D on the
xz-plane, then the surface integral can be evaluated by
ZZ ZZ
G(x, y, z) d = G (x, f (x, z), z) (fx (x, z))2 + (fz (x, z))2 + 1 dA.
S D

If the surface is described by the Cartesian equation x = f (y, z) for points (y, z) D on the
yz-plane, then the surface integral can be evaluated by
ZZ ZZ q
G(x, y, z) d = G (f (y, z), y, z) (fy (y, z))2 + (fz (y, z))2 + 1 dA.
S D

Examples: 1(a). 3/24; 1(b). 21/ 2
Remarks:

1. If G(x, y, z) denotes the mas density of a curved lamina in the shape of the surface S, then
the surface integral of G over S gives the mass of that lamina.

2. If G(x, y, z) = 1, the mass is numerically equal to the surface area of the surface S.

Surface Integrals of Vector Fields


Surface integrals of vector fields are used in studying flow fields, which are vector fields studying
the flow of a certain substance (fluid flow, flow of charged particles, among others). The goal is to
study flows of vector fields through permeable surfaces placed in the vector field. To do this, we
first establish certain properties of the surface.

Definition. A surface S is called an orientable surface if it has two sides. A surface S is nonori-
entable if it has only one side.

Examples: sphere (orientable); Mobius strip (nonorientable)


Remark: If S is a smooth, orientable surface, it is always possible to choose the direction of the
unit normal vector N~ at each point so that N
~ =N ~ (x, y, z) varies continuously over the surface S.
These unit vectors form an orientation of the surface.

Orientation of a Surface
Suppose a smooth orientable surface S is described by the vector function
~
R(u, v) = hx(u, v), y(u, v), z(u, v)i ,

for points (u, v) D. A unit normal vector to the surface S is given by

~ ~
~ (u, v) = Ru (u, v) Rv (u, v) .
N ~ ~ v (u, v)
Ru (u, v) R

This is continuous over D, so it describes an orientation of the surface. We will call this the positive
orientation of the surface S, and say that each N ~ (x, y, z) points in the positive direction from the
surface. The other unit normal vector is given by N ~ (x, y, z), and we say that it points in the
negative direction from the surface.
If surface S is described by the Cartesian equation z = g(x, y), its vector form can be written as
~
R(x, y) = hx, y, g(x, y)i. Then R~ x (x, y) = h1, 0, gx (x, y)i and R ~ x Ry =
~ y (x, y) = h0, 1, gy (x, y)i, so R
hgx (x, y), gy (x, y), 1i. Therefore, a unit normal vector (pointing upwards) is given by

~ (x, y) = gx (x, y)i gy (x, y)j + k


N .
1 + (gx (x, y))2 + (gy (x, y))2

26
If surface S is described by the Cartesian equation y = g(z, x), then its vector form is given
~ x) = hx, g(z, x), zi. We have R
by R(z, ~z R
~ x = hgx (z, x), 1, gz (z, x)i and a unit normal vector
(pointing to the right) is given by

~ (z, x) = gx (z, x)i + j gz (z, x)k


N .
1 + (gx (z, x))2 + (gz (z, x))2
If surface S is described by the Cartesian equation x = g(y, z), then its vector form is given
~ z) = hg(y, z), y, zi. We have R
by R(y, ~y R~ z = h1, gy (y, z), gz (y, z)i and a unit normal vector
(pointing forward) is given by

~ (y, z) = i gy (y, z)j gz (y, z)k


N .
1 + (gy (y, z))2 + (gz (y, z))2

Flux
For the following discussion, we will consider vector fields that do not vary in time. These vector
fields are said to be in steady-state. We will also assume that the fluid is incompressible, which
means that the fluid has a uniform density that cannot be changed by external forces.
Suppose that an oriented surface S is immersed in an incompressible, steady-state fluid flow.
Assume that this surface is permeable so that the fluid can flow through the surface freely in both
directions. We want to find the net volume of fluid that passes through the surface S per unit
time. (By net volume, we mean the volume that passes through S in the positive direction minus
the volume that passes through the negative direction.) This quantity is called the flux of F~
across S.
Now consider F~ (x, y, z) = hP (x, y, z), Q(x, y, z), R(x, y, z)i be a vector field flowing through a
surface S. Let N ~ (x, y, z) be the unit normal vector to the surface S. To evaluate the flux, we do
the following steps.
1. Divide the surface S into patches S1 , S2 , , Sn , with areas 1 , 2 , , n .
2. Choose an arbitrary point (xi , yi , zi ) on the ith subpatch.
3. The component of the vector field F~ that flows through each subpatch per unit time is given
by F~ (xi , yi , zi ) N
~ (x , y , z ), so the approximate volume of fluid that flows through the
i i i
subpatch per unit time is
F~ (xi , yi , zi ) N
~ (xi , yi , zi ) i .

4. The total flux across the surface S can be approximated by


n
X
F~ (xi , yi , zi ) N
~ (xi , yi , zi ) i .
i=1

5. The exact value of the flux is computed by taking the limit as the size of the subpatches
approach zero.
n
X
= lim F~ (xi , yi , zi ) N
~ (xi , yi , zi ) i
kk0
i=1
ZZ

= F~ (x, y, z) N
~ (x, y, z) d.
S

Computation of the flux depends on how the surface S is described. If S is described by the
~
vector function R(u, v) = hx(u, v), y(u, v), z(u, v)i for (u, v) D, then

ZZ ZZ ~ u (u, v) R
~ v (u, v)
R ~ v (u, v)
F~ N
~ d = F~ R(u,
~ v)
~
~ u (u, v) R
R dA
Ru (u, v) R ~ v (u, v)

S D
ZZ

= F~ (x(u, v), y(u, v), z(u, v)) R
~ u (u, v) R
~ v (u, v) dA.
D

27
where N~ is the unit normal vector pointing in the positive direction of the surface.
If S is described by the Cartesian equation z = g(x, y) for (x, y) D, then
ZZ ZZ q
gx (x, y)i gy (x, y)j + k
F~ N
~ d = F~ (x, y, g(x, y)) 1 + (gx )2 + (gy )2 dA
S D
1 + (gx )2 + (gy )2
ZZ

= F~ (x, y, g(x, y)) gx (x, y)i gy (x, y)j + k dA
D
ZZ

= (P (x, y, g(x, y)) gx (x, y) Q (x, y, g(x, y)) gy (x, y) + R (x, y, g(x, y))) dA.
D

where N~ is the unit normal vector pointing upwards.


If S is described by the Cartesian equation y = g(z, x) for (x, z) D, then
ZZ ZZ
gx (z, x)i + j gz (z, x)k
F~ N
~ d = F~ (x, g(z, x), z) 1 + (gx )2 + (gz )2 dA
2 2
S D
1 + (gx ) + (gz )
ZZ

= F~ (x, g(z, x), z) gx (z, x)i + j gz (z, x)k dA
D
ZZ

= (P (x, g(z, x), z) gx (z, x) + Q (x, g(z, x), z) R (x, g(z, x), z) gz (z, x)) dA.
D

where N~ is the unit normal vector pointing to the right.


If S is described by the Cartesian equation x = g(y, z) for (y, z) D, then
ZZ ZZ q
i gy (y, z)j gz (y, z)k
F~ N
~ d = F~ (g(y, z), y, z) 1 + (gy )2 + (gz )2 dA
S D
1 + (gy )2 + (gz )2
ZZ

= F~ (g(y, z), y, z) i gy (y, z)j gz (y, z)k dA
D
ZZ

= (P (g(y, z), y, z) Q (g(y, z), y, z) gy (y, z) R (g(y, z), y, z) gz (y, z)) dA.
D

where N~ is the unit normal vector pointing towards the front.


Remark: The formulas for the flux presented above make use of the assumption that the unit
normal vector points in the positive direction. If one wants to compute the flux where N~ points in
the negative direction, one just needs to take the negative of the formulas mentioned above.
Examples: 3(a). 32; 3(e). 8; 5. 1280/3

28
12 Gausss Divergence Theorem and Stokess Theorem in R3 *
Theorem. (Gausss Divergence Theorem) Let G be a solid whose surface S is oriented outward. If

F~ (x, y, z) = hf (x, y, z), g(x, y, z), h(x, y, z)i


~
where f , g and h have continuous first partial derivatives on some open set containing G, and if N
is the outward unit normal vector on S, then
ZZ ZZZ

F~ N
~ d = divF~ dV.
S G

Theorem. (Stokess Theorem) Let S be a piecewise smooth oriented surface that is bounded by a
piecewise smooth, simple, closed curve C with positive orientation. If the components of the vector
field
F~ (x, y, z) = hf (x, y, z), g(x, y, z), h(x, y, z)i
are continuous and have continuous first partial derivatives on some open set containing S, and if
T~ is the unit tangent vector to C, then
I ZZ

F~ T~ ds = curlF~ N
~ d.
C
S

29

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