.

Chapter 15 Vector Calculus

.
15.2 Line Integrals
15.3 Fundamental Theorem and Independence of Path
15.3 Conservative Fields and Potential Functions
15.4 Green Theorem and its applications
15.4 Flux of vector field across simple closed curve
15.4 Vector form of Green Theorem and Divergence
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Definition. A subset D in R2 (or R3 ) is said to be
open if for any point P in D, there is a disk (ball)
with center at P that lies entirely in D, i.e. D does
not
. contain any boundary points.
.
Definition. A subset D in R2 (or R3 ) is said to be
connected if any two points in D can be joined
. a path that lies in D.
by

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Definition. A subset D in R2 (or R3 ) is said to be connected if any two points in
.D can be joined by a path that lies in D.

.
.Definition. A simple curve is a curve which does not intersect itself.
.
Definition. A simply connected region in the
plane is a connected region such that every
simple closed curve in D encloses only
points
. that are in D.

Remark. The actual definition of simply connectedness is more complicated if

the underlying space is not a plane. However, the definition above is more
intuitive.
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Definition. Suppose a simple closed curve C on the plane bounds a region D.
The positive orientation of C refers to the orientation of C such that as one
traverses along C in the direction of this orientation, the region D that it bounds
.is always on the left hand side.

In other words, if D is a simply connected region on the plane, then the

boundary C of D oriented in the counterclockwise sense is the positive
orientation. We use the notation D to denote the boundary of D with the
positive orientation.
.
The orientation of the boundary C of the region D is important, otherwise,
. . . . . .

there will be a minus sign appear, and hence

Matb 210we specify the positive
in 2014-2015
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Greens Theorem Let C be a positively oriented, piecewise-smooth, simple
closed curve in the plane and let D be the region bounded by C. If P(x, y) and
Q(x, y) have continuous partial derivatives on an (open simply)connected

Q P
region that contains D, then Pdx + Qdy = dA.
. C D x y

The line integral on the

left has other notations
as follows:
Pdx + Qdy or Pdx + Qdy.
C D
Warning. Greens theorem applies to but not to

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Suppose that F(x, y) = P(x, y)i + Q(x, y)j defined on a domain R bounded by a
curve
C on xy-plane.
In this case, the work done (integral),
C F T ds = C P dx + Q dy. In the last lecture, we discuss the notion of
conservative fields F, i.e, F(x, y) = f (x, y).
What could happen if one applies Greens theorem to conservative vector field
. defined on xy-plane?
F
.
. If F is conservative, then it follows from curl test that
1
i j k
0 = curl F(x, y) = F(x, y, z) =
x

y

z
P(x, y) Q(x, y) 0

0, Qx (x, y) Py (x, y) ) = (Qx (x, y) Py (x, y))k.

= (0,
Then D (Qx Py ) dA = 0.
. If F(x, y) = P(x, y)i + Q(x, y)j is conservative and C is a closed curve,
2

then it follows
from the
fundamental theorem of line integral that the line
integral C F Tds = C Pdx + Qdy = 0. However, Greens theorem also
applies to non-conservative vector field, and hence it simplifies the
calculation of the line integrals along some special classclosed paths,
namely simple closed ones in a plane.
.
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Greens Theorem Let C be a positively oriented, piecewise-smooth, simple
closed curve in the plane and let D be the region bounded by C. If P(x, y) and
Q(x, y) have continuous partial derivatives on an (open simply)connected

Q P
region that contains D, then Pdx + Qdy = dA.
. C D x y

.
Example. Evaluate C x4 dx + xydy, where C is the
triangular curve consisting of the line segments
from (0, 0) to (1, 0), from (1, 0) to (0, 1) and from
.(0, 1) to (0, 0).

Solution. Let D be the triangle ABC bounded by the

C. Notice that P(x, y) = x4 and Q(x, y) = xy have
partial derivatives on R .
continuous 2

It follows from Greens theorem that x4 dx + xydy

( ) C 1 1x
4 1
= (xy) (x ) dA = y dA = y dydx = .
D x y D 0 0 6
Remark. We had chosen the right orientation for the problem.
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Example. Evaluate C (3y esin x )dx + (7x + y4 + 1)dy, where C is the circle
2 2
.x + y = 9, oriented in the counterclockwise sense.
Solution. The circle C is in positive orientation, and C bounds the circular disk
D = { (x, y) | x2
+ y2 9 }. The functions P(x, y) = 3y esin x , and
derivatives on R .
Q(x, y) = (7x + y4 + 1) have continuous partial 2

By Greens Theorem, (3y esin x )dx + (7x + y4 + 1)dy

( C )

= (7x + y + 1) (3y e ) dA
4 sin x
D x y
= (7 3) dA = 4 Area ofD = 4 32 = 36.
D

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Example. The curve parameterized by r(t) = (t t2 , t2 t3 ) for 0 t 1 is a
counterclockwise
simple closed curve C enclosing a region R in R2 .
(a) Evaluate y dx.
C
. Using Greens theorem, find the area of R.
(b)

Solution. (a) By the integral formula of line integral, we have

1 1
d
y dx = (t2 t3 ) (t t2 ) dt = (t2 t3 2t3 + 2t4 ) dt
C 0 dt 0
1 3 2 1
= + = .
3 4 5 60 ( )

(b) By Greens theorem, y dx = ( (0) (y) dA = dxdy
C R x y R
= Area of R, so 60 1
= Area of R, and hence area of R = 60 1
.
Question. Could you explain why there is a minus sign?
.
Remarks. Before applying Greens theorem, one needs to check that (i) The
curve C is parameterized in the anti-clockwise direction or positive oriented.
(ii) C is a (piecewise) simple closed curve, and R is a region enclosed by C, or
D
. has a boundary C.
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Application of Greens Theorem to Find Area
.
Theorem. Let C be a positively oriented, piecewise-smooth, simple closed
curve in the
plane and let D be the region bounded by C. Then the area of D is
1
given by xdy = ydx = (ydx + xdy).
. C C 2 C

Proof. Just apply Greens theorem to (P, Q) = (y, 0), (0, x) and (y/2, x/2)
respectively.
.
2 y2
Example. Find the area of the region D bounded by the ellipse C : xa2 + b2 = 1.
.
Solution. Parameterize the ellipse C as r(t) = a cos ti + b sin tj with 0 t 2,
which makes C in positive orientated simple closed curve bounding a region D.
It follows
from the formula
above that area of D
1 1 2 ( )
= xdy ydx = a cos t(b sin t) dt b sin t(a cos t) dt
2 C 2 0
1 2 1
= ab(cos2 t + sin2 t)dt = 2ab = ab.
2 0 2

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Example. Evaluate by Greens Theorem ex sin y dx + ex cos y dy, where C
C
is the rectangle with vertices at O(0, 0), A(, 0), B(, /2), C(0, /2), oriented
.in the counterclockwise sense.
Solution. Let D be the triangular region ABC in xy-plane, and and the region D
has a boundary curve C which is a simple closed, piecewise smooth curve.
Note that P(x, y) = ex sin y and Q(x, y) = ex cos y have continuous partial
derivatives
on xy-plane. It follows from Greens theorem that
ex sin y dx + ex cos y dy
(
C )
x
= (e cos y) (ex sin y) dA
D x y
/2
= 2 ex cos y dA = 2 ex dx sin y dy = 2(e 1).
R 0 0

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Matb 210 in 2014-2015

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yi+xj
Example. Let F(x, y) = 2 2 be defined on the punctured plane
x +y

. = R \ {(0, 0)}. Show that F is not conservative on D.

D 2

Solution. Suppose contrary, i.e. there exists a potential function f defined on

D, such that f = F on D. Let C be the unit circle parameterized in
counterclockwise direction. Then by the fundamental theorem of line integral,

F Tds = 0.
C

However, well show that F Tds = 0. as follows. Let r(t) = (cos t, sin t), then
2 C
(y(t), x(t))
F Tds = (x (t), y (t)) dt
C 0 x(t)2 + y(t)2
2 2
x (t ) y (t ) y (t ) x (t )
(cos t)(sin t) (sin t)(cos t)
=
dt = dt
0 x(t)2 + y(t)2 0 cos2 t + sin2 t
2 2 2
sin t + cos t
= dt = 2, which is a contradiction,
0 1
and hence F is not conservative.
.
Remark.
. This example does not invoke Greens theorem at all.
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Matb 210 in 2014-2015

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Theorem: curl Test. Let F(x, y) = P(x, y)i + Q(x, y)j be a vector field on an
open simply-connected region D R2 , where P and Q have continuous partial
derivatives in D. If Py = Qx (i.e. curlF = 0), then F is conservative on D, i.e.
.F = f for some function f defined on D.
Proof. Want to prove that F is conservative on D, it suffices to show that the
line integral of F is path-independent in D. For this, let C1 and C2 be two
piecewise smooth paths inside D with the same initial point A and terminal
point B. Then C = C1 (C2 ) is a closed path from A to B via C1 , and back
from B to A via C2 (in reverse direction of C2 ). Assume that C is a simple,
piecewise smooth, closed curve bounding a region R; otherwise, decompose C
into disjoint loops by means of self-intersecting points. As D is simply
connected, then Ris also contained
in D. It follows
from the Greens theorem
and Py = Qx that F T ds = P dx + Q dy = (Qx Py ) dA = 0. On the
C C R
other hand, it follows
from the properties of line
integral that

0= F T ds = F T ds + F T ds = F T ds F T ds. Hence
C C1 C2 C1 C2
F T ds = F T ds. Remark. Simply connectedness is necessary.
C1 C2
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Matb 210 in 2014-2015

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Remark. Let F be a vector field defined on a region D on xy-plane, then the
previous theorem about the curl test gives the red arrow in the following
diagram:

F is conservative on D F = f for some function f

()xy = ()yx
Simply connected
F T ds = 0 = F = 0 on D
C Greens theorem
. for any closed path in D

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Definition. Let C be a positively oriented simple closed curve on plane, then
one can define a outward unit normal vector field n on C, such that the vector
. (x, y) is pointing away from the region R bounded by the curve C.
n
.
Definition. For any vector field F defined on a region containing a positively
oriented simple closed curve with outward unit normal vector field n on C. The
outward component of F at the point (x, y) on C is given by F(x, y) n(x, y).
Then integral of this outward component F(x, y) n(x, y) on C with respect to
. arc-length of C is called the outward flux of F across the curve C.
the

Remark. One needs to choose the positive orientation of the curve C.

.
Definition. Let r(t) = ( x(t), y(t) ) be a parametrization of C in positive
x (t)i+y (t)j
orientation, then T = , then it follows from the positive orientation
x (t )2 +y (t)2
x (t)i+y (t)j
y (t)ix (t)j
that n is given by T k = 2 2 k = 2 2 .
. x ( t ) + y ( t ) x (t) +y (t)

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Matb 210 in 2014-2015

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Proposition. Let F = Pi + Qj be differentiable vector field defined in a plane
region D. Let C be a positive oriented curve inside the domain D,
parameterized by r(t) = (x(t), y(t)) for a t b. Let R be the region bounded
by the curve C. Then the flux of F across ) C is given
the curve by
(
P Q
F n ds = Q dx + P dy = + dA = F dA.
.C C R x y R

Solution. Recall (P, Q, R) = Px + Qy + Rz . Itfollows from the Green

theorem that the flux of F across the curve C is F n ds
b C
y (t )i x (t )j
= (P(r(t))i + Q(r(t))j) x (t)2 + y (t)2 dt =
a x (t)2 + y (t)2
b
( P(r(t))i + Q(r(t))j) ) (y (t)i x (t)j) dt
a
b
= ( Q(r(t))x (t) + P(r(t))y (t) ) dt = Q dx + P dy
(
a ) C
P Q
= + dx = F dA.
R x y R

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Theorem. Let C be a positively oriented, piecewise-smooth, simple closed
curve in the plane and let D be the region bounded by C. Suppose F is a
continuously differentiable vector field defined in a region contains D, then we
have the following Greens theorem:

. F T ds =
1 curl F k dA, (the circulation of F along C.)
C R
. F n ds =
2 div F dA, (flux of F across C.)
. C R

.
Remark. These two theorem will not be included in the final, you )
just need to
(
Q P
remember the following version: Pdx + Qdy = dA.
. C D x y

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Proposition. Suppose that F is a continuously differentiable vector field on an
open region D. Let B(a, b) be a point in D, and Cr be a positive oriented circle
(i.e. in counterclockwise direction) centered at B with radius
r. Then the
1
divergence F of F is given by F(a, b) = lim F n ds.
. r0 r2 Cr

Proof. As F = Pi + Qj is continuously differentiable vector field, then

divF(x, y) = F(x, y) is a continuous function on R. For any > 0, there
exists > 0 such that |divF(x, y) divF(a, b)| < for all (x, y) in an open
circular disk R centered at B(a, b) of radius . So for any 0 < r < , then both
the circle Cr and the circular disk Dr bounded  by Cr are contained R , it follows
   
1 1
from that divF(a, b) 2 F n ds = divF(a, b) 2 divF(x, y) dA
 r Cr  r Dr
 1 

= 2 (divF(a, b) divF(x, y)) dA 
r Dr

1 1 r2
2 |divF(a, b) divF(x, y)| dA 2 dA = = .
r Dr r Dr r2
.
Remark. Later on, one can apply divergence theorem to prove that
Sr (a,b,c) F n dS for sphere
3
divF(a, b, c) = lim 4r 3
r0
. r (a, b, c) = { (x, y, z) R | (x a) + (y b) + (z c) = r }.
S 3 2 2 2 2. . . . . .

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Example. Evaluate the flux C F n ds of F(x, y) = yi + xj across any simple
.closed curve C.
Solution. Let C be a simple closed curve bounding a plane region R. Note that
the vector field F has continuous partial derivative on R, and that

divF = x (y) + y (x) = 0. Hence, the flux of F(x, y) = yi + xj across the

curve C is given by F n ds = divF dA = 0.
C R
.
y
Example. Let F(x, y) = x2 +y2 i + x
x2 + y2
j.
(i) Check that divF(x, y) = 0 on D = R \ {(0, 0)}.
2

. Evaluate the flux C F n ds of F(x, y) = yi + xj across C : x + y = 1.

(ii) 2 2
( ) ( )
y 2xy 2xy
Solution. (i) divF(x, y) = x x2 +y2
+ y x
x2 +y2
= (x+
2 +y2 )2 + (x2 +y2 )2 = 0 on

D. (ii) Let r(t) = cos ti + sin tj, (0 t 2 ), then n(t) = (cos t, sin t) is the unit
outward normal field on C. Then F(r(t)) = F(cos t, sin t) = ( sin t, cos t) and
F n(t) = ( sin t, cos t) (cos t, sin t) = 0. Hence, the flux of F across the curve
2
C is F n ds = 0 dt = 0.
C 0
Remark. As F is not continuous at (0, 0) which is in the region bounded by C,
so one can not apply Greens theorem as in previous example. . . . . . .

Matb 210 in 2014-2015