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Vector Algebra And Calculus Gauss' and Stokes' Theorems

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<strong>Vector</strong> <strong>Algebra</strong> <strong>And</strong> <strong>Calculus</strong><br />

Professor Michael Brady,<br />

8 Lectures<br />

Michaelmas Term 2000<br />

<strong>Gauss'</strong> <strong>and</strong> <strong>Stokes'</strong> <strong>Theorems</strong><br />

...whyweintroduced div; grad <strong>and</strong> curl!<br />

<strong>Gauss'</strong> Theorem: enables an integral taken overavolume<br />

! one taken over the surface bounding that volume, or vice<br />

versa<br />

) Computational eciency <strong>and</strong>/or numerical accuracy<br />

<strong>Stokes'</strong> Theorem: integral taken around a closed curve !<br />

one taken over any surface bounded by that curve<br />

1


<strong>Gauss'</strong> Theorem<br />

Suppose a(r) isavector eld.<br />

we want to compute its ux of the eld across the surface S that<br />

bounds a volume V :<br />

Z<br />

S a dS = Z S a ^ndS<br />

where ^n is the unit surface normal on S.<br />

<strong>Gauss'</strong> Theorem:<br />

ZS a ^ndS = Z<br />

V<br />

div adV<br />

2


Example of <strong>Gauss'</strong> Theorem<br />

Suppose a = z 3 k <strong>and</strong> that S is the sphere of radius R centred on<br />

the origin.<br />

On the surface of the sphere, a = R 3 cos 3 k;dS = R 2 sin dd^r<br />

<strong>and</strong> ^r k = cos . We nd:<br />

ZS adS = Z 2<br />

Z <br />

=0 =0 Z R3 cos 3 R 2 sin dd cos <br />

= 2R 5 <br />

0 cos4 sin d<br />

= 2R5 [, cos 5 ] 0<br />

5<br />

= 4R5<br />

5<br />

It was \lucky" that we arranged the angle integral to come out so<br />

nicely!<br />

3


Applying <strong>Gauss'</strong> Theorem<br />

To apply <strong>Gauss'</strong> Theorem, we need to gure out div a <strong>and</strong> decide<br />

how to compute the volume integral. The rst is easy:<br />

diva =3z 2<br />

For the second, we can divide the sphere into discs of constant z<br />

<strong>and</strong> thickness dz. Then<br />

<strong>and</strong><br />

dV = (R 2 , z 2 )dz<br />

ZV div adV = 3 Z R<br />

= 3<br />

= 4R5<br />

5<br />

2<br />

64 R2 z 3<br />

,R z2 (R 2 , z 2 )dz<br />

3<br />

, z5<br />

5<br />

3<br />

75 R ,R<br />

This is a typical example: the surface integral is rather tedious,<br />

whereas the volume integral is straightforward.<br />

imagine how complex the surface integral might become over truly<br />

hairy surfaces. Breaking up the enclosed volume into tiny elements<br />

often makes the computation far easier, faster, <strong>and</strong> better conditioned<br />

numerically.<br />

4


Extension to <strong>Gauss'</strong> Theorem<br />

Suppose a = U c but where for present purposes c is a constant<br />

vector, then<br />

div a = Udiv c + gradU c<br />

Since c is assumed constant, divc = 0 <strong>and</strong> <strong>Gauss'</strong> Theorem<br />

becomes<br />

Z<br />

S U(c dS) =Z (gradU c)dV<br />

V<br />

taking the constant c out of the integrals<br />

c Z S UdS <br />

= c <br />

Z<br />

V gradUdV <br />

This is still a scalar equation but we now note that the vector c<br />

is arbitrary so that the result must be true for any vector c. This<br />

can be true only if the vector equation<br />

ZS UdS = Z<br />

V gradUdV<br />

5


Example of extension to <strong>Gauss'</strong> Theorem<br />

Suppose that U = x 2 + y 2 + z 2 <strong>and</strong> V is the cylinder x 2 + y 2 <br />

a 2 ; 0 z h.<br />

6


evaluating the surface integral<br />

Z<br />

S UdS<br />

from symmetry that there is no contribution from the curved surface<br />

of the cylinder since for every vector surface element there<br />

exists an equal <strong>and</strong> opposite element with the same value of U.<br />

We therefore need consider only the top <strong>and</strong> bottom faces.<br />

Top face:<br />

Z<br />

UdS =<br />

Z a<br />

Bottom face:<br />

U = x 2 + y 2 + h 2 = r 2 + h 2 <strong>and</strong> dS =2rdrk<br />

0 (h2 +r 2 )2rdrdk = k<br />

2<br />

4 h 2 r 2 + 1 2 r4 3 5<br />

a<br />

0<br />

= [h 2 a 2 + 1 2 a4 ]k<br />

U = r 2 <strong>and</strong> dS = ,2rdrk<br />

The contribution from this face is thus , a4 k, <strong>and</strong> the total integral<br />

is h 2 a 2 2<br />

k.<br />

7


Applying <strong>Gauss'</strong> Theorem<br />

we have to compute<br />

Z<br />

V<br />

grad UdV<br />

In this case, gradU =2r, so that the i <strong>and</strong> j components are zero<br />

by symmetry.<br />

The k component gives<br />

Z h<br />

0 2za2 dz = a 2 h 2 k<br />

8


<strong>Stokes'</strong> Theorem<br />

<strong>Stokes'</strong> Theorem relates a line integral around a closed path to a<br />

surface integral over what is called a capping surface of the path.<br />

Imagine that the closed path is a bent, originally circular, piece of<br />

wire. There is no requirement for the distorted wire to be planar.<br />

Now let a bubble hang from the wire. The surface of the bubble is<br />

a capping surface. We can choose the capping surface as we wish.<br />

<strong>Stokes'</strong> Theorem:<br />

IC a dl = Z<br />

S<br />

curl adS<br />

where S is any surface capping the curve C.<br />

9


Example of <strong>Stokes'</strong> Theorem<br />

Suppose a = x 3 j , y 3 i <strong>and</strong> C is the circle of radius R centred on<br />

the origin. We want to compute:<br />

On the circle,<br />

I<br />

C a dl<br />

<strong>and</strong><br />

a = R 3 (, sin 3 i + cos 3 j)<br />

dl = Rd(, sin i + cos j) :<br />

IC a dl = Z 2<br />

0<br />

R 4 (sin 4 + cos 4 )d = 3 2 R4 ;<br />

since<br />

Z 2<br />

0<br />

Z sin 4 2<br />

d = cos 4 d = 3 0<br />

4<br />

10


Applying <strong>Stokes'</strong> Theorem<br />

the surface integral requires that curl a be computed. This is<br />

i j k<br />

curl a =<br />

<br />

@<br />

@x<br />

@<br />

@y<br />

@<br />

@z<br />

,y 3 x 3 0<br />

<br />

=3(x 2 + y 2 )k =3r 2 k<br />

We choose area elements to be circular strips of radius r thickness<br />

dr. Then<br />

dS =2rdrk<br />

<strong>and</strong> Z S curl a dS =6 Z R<br />

0 r3 dr = 3 2 R4<br />

11


Extension to <strong>Stokes'</strong> Theorem<br />

suppose a = U c, where c is a constant vector, so that<br />

curl a = Ucurl c + gradU c<br />

Again, curl c is zero. <strong>Stokes'</strong> Theorem becomes in this case:<br />

I<br />

C U(c dl) =Z S (gradU c dS = Z S<br />

c (dS gradU)<br />

rearranging the triple scalar products <strong>and</strong> taking the constant c<br />

out of the integrals gives<br />

c I C Udl = ,c Z S<br />

gradU dS<br />

since c is arbitrary, we nd the vector equation:<br />

I<br />

C Udl = , Z S<br />

gradU dS<br />

12


Example of extension to <strong>Stokes'</strong> Theorem<br />

Consider the case where U = x 2 + y 2 + z 2 <strong>and</strong> C is the circle<br />

(x , a) 2 + y 2 = a 2 ;z =0. We have to compute:<br />

I<br />

C Udl<br />

Doing this directly, we note the i component is zero by symmetry<br />

<strong>and</strong> there is no k component. On the circle<br />

U = a 2 (1 + cos ) 2 + a 2 sin 2 =2a 2 (1 + cos )<br />

dl<br />

= ad(cos j , sin i);<br />

so that<br />

I<br />

Udl =2a<br />

3 Z 2<br />

0<br />

(1 + cos )(cos j , sin i)d =2a 3 j<br />

13


applying <strong>Stokes'</strong> Theorem<br />

On the other h<strong>and</strong>, over the area of the circle dS = rdrdk, since<br />

r 2 =(x , a) 2 + y 2 ) <strong>and</strong><br />

so that<br />

gradU =2r =2(a + r cos )i +2r sin j<br />

dS gradU =[,2r sin i +2(a + r cos )j]rdrd<br />

<strong>and</strong><br />

ZS dS gradU =4j Z a<br />

r=0<br />

Z 2<br />

=0 2ardrd =2a3 j<br />

14


Fluid Mechanics - The Continuity Equation<br />

Expression of conservation of mass in a uid ow. The continuity<br />

principle applied to any volume (called a control volume) may<br />

be expressed in words as follows:<br />

" The net rate of mass ow of uid out of the control<br />

volume must equal the rate of decrease of the mass of<br />

uid within the control volume"<br />

denote the velocity of the uid at each point of the ow by q(r),<br />

the density by (r), then rate of ow of mass out of the control<br />

volume is given by the integral over the surface S of the control<br />

volume<br />

Z<br />

S<br />

q dS:<br />

15


The Continuity equation<br />

using <strong>Gauss'</strong> Theorem, this is<br />

Z<br />

div(q)dV<br />

V<br />

rate of decrease of mass contained in the control volume is:<br />

, @ @t<br />

Z<br />

V dV<br />

Assuming volume of interest is xed, this is equal to<br />

, Z V<br />

@<br />

@t dV:<br />

The two volume integrals can be equal for any control volume V<br />

only if the two integr<strong>and</strong>s are equal at each point of the ow.<br />

the Continuity Equation:<br />

div(q) =, @<br />

@t<br />

for a uid of constant density, div q =0:<br />

16


The Heat Conduction Equation<br />

Flow of heat similar to uid ow, so heat ow satises a similar<br />

continuity equation.<br />

heat ow ischaracterized by its \current density" q(r) (heat<br />

ow per unit area <strong>and</strong> time)<br />

assuming no mass ow across the boundary of the control volume,<br />

<strong>and</strong> no source of heat inside it, the rate of ow of heat<br />

out of the control volume by conduction must equal the rate<br />

of decrease of internal energy (constant volume) or enthalpy<br />

(constant pressure) within it<br />

div q = ,c @T<br />

@t ;<br />

where is the density of the conducting medium, c its specic heat<br />

(both are assumed constant) <strong>and</strong> T is the temperature.<br />

17


the heat conduction equation<br />

to solve for the temperature eld another equation is required,<br />

linking q to the temperature gradient. This is<br />

q = ,kgrad T;<br />

where k is the thermal conductivity of the medium. Combining<br />

the two equations gives<br />

heat conduction equation:<br />

,divq = kdiv grad T = kr 2 T = c @T<br />

@t<br />

where it has been assumed that k is a constant. In steady ow the<br />

temperature eld satises Laplace's Equation r 2 T =0.<br />

18


Conservative elds of force<br />

A conservative eld of force dened as one for which the work<br />

done in moving between two points in the eld is independent of<br />

the path taken.<br />

the work done is:<br />

Z B<br />

A<br />

F dl;<br />

where A <strong>and</strong> B are the initial <strong>and</strong> nal points <strong>and</strong> F(r) is the force<br />

eld.<br />

Since any two dierent paths between A <strong>and</strong> B together make up<br />

a closed curve C, we see that a conservative eld must satisfy the<br />

condition<br />

using <strong>Stokes'</strong> theorem:<br />

I<br />

Z<br />

C<br />

S<br />

F dl =0;<br />

curlF dS =0;<br />

where S is any surface bounded by C.<br />

The only way this equation can be satised for any C is for the<br />

integr<strong>and</strong> to be zero at every point:<br />

So: curlF =0: aconservative eld of force must be irrotational.<br />

the only way is for the force eld to be the gradient of a scalar<br />

eld U, called the potential function, i.e F = ,rU.<br />

19


Inverse Square Law of force<br />

One reason why there are lots of inverse square laws in nature<br />

may be because it is the only central force eld which has zero<br />

divergence:<br />

If F = f(r)r have zero divergence,<br />

Since div F =0we conclude<br />

divF =3f(r) +rf 0 (r):<br />

r df<br />

dr +3f = 0<br />

df<br />

f +3dr = 0<br />

r<br />

Integrating wrt r gives fr 3 = const = A, so that<br />

F = Ar<br />

r 3 ; jFj = A r 2:<br />

note, by symmetry, that any central eld of force is also irrotational.<br />

20


down the plughole...<br />

div F = 0 applies everywhere except at the origin, where the<br />

divergence is innite.<br />

illustration: calculate the outward normal ux out of a sphere of<br />

radius R centered on the origin. This is clearly equal to 4R 2 F =<br />

4A , i.e. a constant, independent of radius. Since this ux must<br />

be equal to<br />

Z R<br />

0 divF 4r2 dr;<br />

so: no contribution to integral from any point except the origin,<br />

<strong>and</strong> by letting R tend to zero we see that divF must be innite at<br />

the origin.<br />

21


Gravitational eld due to distributed mass<br />

Poisson's Equation<br />

gravitational eld: A = Gm, where m is the mass at the origin<br />

<strong>and</strong> G the universal gravitational constant.<br />

mass in volume element dV is dV , giving ,4GdV to the ux<br />

integral from the control volume<br />

Z<br />

S F dS = ,4GZ dV: V<br />

<strong>Gauss'</strong> Theorem gives:<br />

Z<br />

div FdV = ,4GZ dV<br />

V V<br />

true for any V ,so<br />

,div F =4G:<br />

Since gravitational eld is also conservative (i.e. irrotational) it<br />

must have an associated potential function U, so that F = gradU.<br />

So:<br />

Poisson's equation:<br />

r 2 U =4G<br />

22


gravitational eld inside a spherical body<br />

recall that:<br />

Z<br />

S F dS = ,4GZ V dV:<br />

can calculate the gravitational eld inside a spherical body whose<br />

density is a function of radius only.<br />

where F = jFj, or<br />

4R 2 F =4G Z R<br />

0 4r2 dr;<br />

jF j = G R 2 Z R<br />

0 4r2 dr = MG<br />

R 2 ;<br />

where M is the total mass inside radius R. For the case of uniform<br />

density, this is equal to M = 4 3 R3 <strong>and</strong> jF j = 4 3 GR.<br />

23


Pressure forces in non-uniform ows<br />

a body immersed in a ow experiences a net pressure force<br />

Z<br />

F p = , pdS; S<br />

where S is the surface of the body. If the pressure p is non-uniform,<br />

this integral is not zero.<br />

transforming using <strong>Gauss'</strong> Theorem:<br />

F p = , Z V<br />

gradp dV;<br />

In the simple hydrostatic case p + gz = constant:<br />

gradp = ,gk<br />

<strong>and</strong> the net pressure force is simply<br />

F p = gk<br />

Z<br />

V dV<br />

which, in agreement with Archimedes' principle, is equal to the<br />

weight of uid displaced.<br />

24

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