Be a Continuously Differentiable Path With Length L Let F Be a Vector Field on R3
Vector Field Theory
In Table of Integrals, Series, and Products (Seventh Edition), 2007
10.71–10.72 Vector integral theorems
10.711
Gauss's divergence theorem. Let V be a volume bounded by a simple closed surface S and let f be a continuously differentiable vector field defined in V and on S. Then, if d S is the outward drawn vector element of area,
KE 39
10.712
Green's theorems. Let Φ and Ψ be scalar fields which, together with ∇2 Φ and ∇2 Ψ, are defined both in a volume V and on its surface S, which we assume to be simple and closed. Then, if d/dn denotes differentiation along the outward drawn normal to S, we have
10.713
Green's first theorem
KE 212
10.714
Green's second theorem
KE 215
10.715
Special cases
- 1.
-
- 2.
-
MV 81
10.716
Green's reciprocal theorem. If Φ and Ψ are harmonic, so that ∇2 Φ = ∇2 Ψ = 0, then
- 3.
-
MM 105
10.717
Green's representation theorem. If Φ and ∇2 Φ are defined within a volume V bounded by a simple closed surface S, and P is an interior point of V, then in three dimensions
- 4.
-
KE 219
- 5.
-
In the case of two dimensions, result (4) takes the form
- 6.
-
MM 116
where C is the boundary of the planar region S, and result (5) takes the form - 7.
-
VL 280
10.718
Green's representation theorem in Rn. If Φ is twice differentiable within a region Ω in Rn bounded by the surface Σ with outward drawn unit normal n, then for p ∉ ∑ and n > 3
where
VL 279
is the area of the unit sphere in Rn .
10.719
Green's theorem of the arithmetic mean. If Φ is harmonic in a sphere, then the value of Φat the center of the sphere is the arithmetic mean of its value on the surface.
KE 223
10.720
Poisson's integral in three dimensions. If Φ is harmonic in the interior of a spherical volume V of radius R and is continuous on the surface of the sphere on which, in terms of the spherical polar coordinates (r, θ, ϕ), it satisfies the boundary condition Φ(R, θ, ϕ) = f (θ, ϕ), then
where
KE 241
10.721
Poisson's integral in two dimensions. If Φis harmonic in the interior of a circular disk S of radius R and is continuous on the boundary of the disk on which, in terms of the polar coordinates (r, θ), it satisfies the boundary condition Φ(R, θ) = f (θ), then
10.722
Stokes' theorem. Let a simple closed curve C be spanned by a surface S. Define the positive normal n to S, and the positive sense of description of the curve C with line element d r, such that the positive sense of the contour C is clockwise when we look through the surface S in the direction of the normal. Then, if f is continuously differentiable vector field defined on S and C with vector element S = n dS,
MM 143
where the line integral around C is taken in the positive sense.
10.723
Planar case of Stokes' theorem. If a region R in the (x, y)-plane is bounded by a simple closed curve C, and f 1(x, y), f 2(x, y) are any two functions having continuous first derivatives in R and on C, then
MM 143
where the line integral is taken in the counterclockwise sense.
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Deterministic Partial Differential Equations
Jinqiao Duan , Wei WANG , in Effective Dynamics of Stochastic Partial Differential Equations, 2014
2.3 Integral Equalities
In this and the next two sections we recall some equalities and inequalities useful for estimating solutions of spdes as well as pdes.
Let us review some integral identities. For more details, see [1, Sec. 7.3], [17, Ch. 7] or [121, Appendix C].
Green's theorem in : Normal form
where is a continuously differentiable vector field, is a piecewise smooth closed curve that encloses a bounded region in , and is the unit outward normal vector to . The curve is positively oriented (i.e., if you walk along in the positive orientation, the region is to your left).
Green's theorem in : Tangential form
where is a continuously differentiable vector field, is a piecewise smooth closed curve that encloses a bounded region in , and is the unit tangential vector to . The curve is positively oriented (i.e., if you walk along in the positive orientation, the region is to your left).
Divergence theorem in
where is a continuously differentiable vector field, is a closed surface that encloses a bounded region in , and is the outward unit normal vector to . In particular, taking as a vector function with one component equal to a scalar function and the rest of components zero, we have
where is the outward unit normal vector to the boundary of the domain in .
Applying this theorem to and , we get the following two integration by parts formulas.
Integration by parts formula in
and
where is the outward unit normal vector to the boundary of the domain in .
Stokes's theorem in
where is a continuously differentiable vector field and is the boundary of an oriented surface in . The direction of is taken as counterclockwise with respect to the surface 's unit normal vector . Stokes's theorem relates the surface integral of the curl of a vector field over a surface to the line integral of the vector field over its boundary.
Green's identities in
where is the unit outward normal vector to the boundary of the domain in .
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Local derivative with new parameter
Abdon Atangana , in Derivative with a New Parameter, 2016
2.4 Definition of partial derivative with new parameter
In this section, we present some useful definition of partial β-derivatives.
Definition 2.4.1
Let f be a function of two variables x and y, then, the β-derivative of f respect to x is defined as follows:
(2.69)
Definition 2.4.2
Let x, y be a system of Cartesian coordinates in two-dimensional Euclidean space, and let i, j be the corresponding basis of unit vectors. The β -divergence of a continuously differentiable vector field F = Ui + V j is equal to the scalar-valued function:
(2.70)
Although expressed in terms of coordinates, the result is invariant under orthogonal transformations, as the physical interpretation suggests. The mixed (β,α)-divergence of F is defined as:(2.71)
Definition 2.4.3
Let x, y be a system of Cartesian coordinates in two-dimensional Euclidean space, and let i, j be the corresponding basis of unit vectors. The β-gradient of a continuously differentiable function f is equal to the vector field:
(2.72)
The mixed (β,α)-grad of f is defined as:(2.73)
Definition 2.4.4
The β-Laplace operator in two dimensions of a function f is given by
(2.74)
where x and y are the standard Cartesian coordinates of the xy-plane. The mixed (β,α)-Laplace transform method is defined as:(2.75)
Definition 2.4.5
In Cartesian coordinates, the β-curl of a continuously vector field F is, for F, composed of [Fx,Fy,Fz]:
where i, j, and k are the unit vectors for the x-, y-, and z-axes, respectively. This expands as follows:
(2.76)
Although expressed in terms of coordinates, the result is invariant under proper rotations of the coordinate axes but the result inverts under reflection.Read full chapter
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Modern Map Methods in Particle Beam Physics
Martin Berz , in Advances in Imaging and Electron Physics, 1999
1.5.2 Scalar and Vector Potentials
In this section, we introduce a new set of scalar and vector fields called potentials that allow the determination of the electric and magnetic fields by differentiation and that allow a simplification of many electrodynamics problems. We begin with some definitions.
We call ψ a scalar potential for the n-dimensional vector field if .
We call a vector potential for the three-dimensional vector field if .
The question now arises under what condition a given vector field on Rn has a scalar potential or a vector potential. We first address the case of the scalar potential and answer this question for the general n-dimensional case. For the purposes of electrodynamics, the case n = 3 is usually sufficient, but for many questions connected to Lagrangian and Hamiltonian dynamics, the general case is needed.
In the following, we study the existence and uniqueness of scalar potentials. Let be a continuously differentiable vector field on Rn .
- 1.
-
If , then
(1.300)
- 2.
-
If for all i, j = l,…, n, then there exists a scalar potential ψ such that
(1.301)
- 3.
-
A scalar potential ψ for the vector is uniquely specified up to a constant.
Note the difference of (1) and (2), which are actually the converses of each other. We also note that in the three-dimensional case, the condition is equivalent to the more readily recognized condition .
For the proof, we proceed as follows.
- 1.
-
If there exists a twice continuously differentiable ψ such that , then and , and thus
(1.302)
- 2.
-
Now assume that is continuously differentiable and
(1.303)
Define ψ as a path integral of from (0,…,0) to (x1, x2,…xn ) along a path that first is parallel to the x 1 axis from (0,0,…,0) to (x 1,0,…,0), then parallel to the x 2 axis from (x1,0,…,0) to ( ), and so on, and finally parallel to the xn axis from ( ) to ( ). Then we have(1.304)
In the following, we show that ψ indeed satisfies the requirement . We first differentiate with respect to x 1 and obtain
where Eq. (1.303) was used for moving from the first to the second line. Similarly, we have
We continue in the same way for and , and ultimately we derive the following for :(1.305)
which shows that indeed the scalar field ψ defined by Eq. (1.304) satisfies . - 3.
-
Assume that there exist two scalars ψ1 and ψ2 which satisfy
Then , which can only be the case if
Therefore, a scalar potential ψ is specified up to a constant, which concludes the proof.
We note that in the three-dimensional case, the peculiar-looking integration path in the definition of the potential ψ in Eq. (1.304) can be replaced by any other path connecting the origin and (x, y, z), because ensures path independence of the integral according to the Stokes theorem (Eq. 1.298). Furthermore, the choice of the origin as the starting point is by no means mandatory; indeed, any other starting point leads to the addition of a constant to the potential, because due to path independence the integral from to can be replaced by one from to and one from to , and the first one always produces a constant contribution.
Next we study the existence and uniqueness of vector potentials. Let be a continuously differentiable vector field.
- 1.
-
If , then
(1.306)
- 2.
-
If , there exists a vector potential such that
(1.307)
- 3.
-
A vector potential for the vector is uniquely determined up to a gradient of a scalar.
For the proof, we proceed as follows.
- 1.
-
If there exists such that , then
as direct evaluation of the components reveals. - 2.
-
Since ,
(1.308)
Considering
define as(1.309)
Then indeed satisfies the requirement , as shown by computing the curl:
where Eq. (1.308) was used in moving from the second to the third line of the z component. Indeed, there exists a vector which satisfies . - 3.
-
Assume that there exist two vectors and which satisfy
then
Thus, according to the previous theorems about the existence of scalar potentials, there exists ξ which is unique up to a constant such that
So, the scalar potential is unique up to the additional , which concludes the proof.
A closer study of the proof reveals that instead of having , by symmetry it is possible to construct vector potentials that satisfy either or .
We now address the question of nonuniqueness of scalar and vector potentials in more detail. As was shown, different choices of the integration constant in the case of the scalar potential and specific choices of ξ in the case of the vector potential all lead to valid potentials. These transformations between potentials are simple examples of so-called gauge transformations which lead to the same physical system via different potentials. The various possible choices that yield the same field are called different gauges. We will discuss the matter in detail after developing a more complete understanding of the electrodynamics expressed in terms of potentials.
It is illuminating to note that the different gauges based on the non-uniqueness of the potentials, which at first may appear somewhat disturbing, can be accounted for very naturally with the concept of an equivalence relation. An equivalence relation is a relationship "˜" between two elements of a given set that for all elements of the set satisfies
(1.310)
For the case of scalar potentials, the relationship ˜ s on the set of scalar functions is that if is a constant. For the case of vector potentials, the relationship ˜ν on the set of vector functions is that if and only if can be written as the gradient of a scalar. In terms of gauges, in both cases potentials are related if one can be obtained from the other via a gauge transformation. One can quite readily verify that both these relations satisfy the condition in Eq. (1.310).
For a fixed element a, all elements related to it constitute the equivalence class of a, denoted by [a]; therefore,
(1.311)
Apparently, the equivalence classes [] s of scalar potentials and []υ of vector potentials describe the collection of all functions ψ, satisfying and , respectively, which are those that can be obtained through valid gauge transformations from one another. The concept of classes allows the description of scalar and vector potentials in a very natural way; indeed, we can say that the scalar potential ψ to a vector function is really an equivalence class under the relationship ∼ s of all those functions whose divergence is , and the vector potential to is the equivalence class under ˜ν of all those whose curl is . Within this framework, both scalar and vector potentials are unique, while the underlying freedom of gauge is maintained and accounted for.
The theorems on the existence of scalar and vector potentials allow us to simplify the equations of electrodynamics and make them more compact. Suppose we are given and ρ, and the task is to describe the system in its entirety. Utilizing Maxwell's equations, we can find and of the system, and for the description of the electrodynamic phenomena we need a total of six components.
By using scalar and vector potentials, we can decrease the number of variables in the electromagnetic system. The Maxwell equation implies that there exists such that . On the other hand, Faraday's law can then be written as
(1.312)
This ensures that there is a scalar potential Φ for that satisfies
(1.313)
Thus, the two homogeneous Maxwell's equations are satisfied automatically by setting
(1.314)
The other two inhomogeneous Maxwell equations determine the space-time behavior of and Φ. Using the constitutive relations, and , we express these two Maxwell equations in terms of and Φ. The Ampère–Maxwell law takes the form
(1.315)
On the other hand, Coulomb's law appears as
(1.316)
Altogether, we have obtained a coupled set of two equations. To summarize, the following set of equations are equivalent to the set of Maxwell's equations:
(1.317)
(1.318)
(1.319)
(1.320)
The fields and can be determined by the solutions and Φ of Eqs. (1.319) and (1.320). However, as seen in the theorems in the beginning of this section, the potentials have the freedom of gauge in that is unique up to the gradient of a scalar field u, and Φ is unique up to a constant. For the coupled situation, it is possible to formulate a general gauge transformation that simultaneously affects and Φ without influence on the fields. Indeed, if u is an arbitrary smooth scalar field depending on space and time, then the transformation
(1.321)
(1.322)
does not affect the fields and and the two inhomogeneous equations. Equation (1.317) for the magnetic field has the form
whereas the corresponding one (Eq. 1.318) for the electric field has the form
Furthermore, Eq. (1.319) transforms as
and Eq. (1.320) reads
and altogether the situation is the same as before.
In the gauge transformation (Eqs. 1.321 and 1.322), the freedom of choosing u is left for the convenience depending on the problem. When and Φ satisfy the so-called Lorentz condition,
(1.323)
then the gauge is called the Lorentz gauge. Suppose there are solutions and Φ0 to Eqs. (1.319) and (1.320), then
(1.324)
(1.325)
are also solutions as shown previously. Now,
By choosing uL as a solution of
(1.326)
obviously the Lorentz gauge condition
(1.327)
is satisfied. Then the two inhomogeneous equations are decoupled, and we obtain two symmetric inhomogeneous wave equations
(1.328)
(1.329)
Another useful gauge is the Coulomb gauge, which satisfies the Coulomb condition
(1.330)
Supposing and Φ0 are solutions to Eqs. (1.319) and (1.320), then
(1.331)
(1.332)
are also solutions. Now observe
By choosing uc as a solution of
(1.333)
we obtain that
(1.334)
holds. Then the two inhomogeneous equations read
(1.335)
(1.336)
and while there is no symmetry, it is convenient that the scalar potential Φ c is the "instantaneous" Coulomb potential due to the time-dependent charge density .
Sometimes a gauge where Az , the z component of , is set to 0, is useful. In the proof of the existence of vector potentials we saw that it is possible to choose in such a way; we now assume A does not satisfy this condition outright, and we attempt to bring it to this form. The gauge condition in this case is
(1.337)
Supposing and Φ0 are solutions of Eqs. (1.319) and (1.320), then
(1.338)
(1.339)
are also solutions. In particular, we have
and by choosing us as a solution of
(1.340)
we obtain that, as needed,
(1.341)
In a similar way we can of course also construct vector potentials in which the x or y component vanishes.
We conclude the discussion of potentials with the special case of time-independent free space, in which the whole argument becomes very simple. With the constitutive relations and , Maxwell's equations are
(1.342)
(1.343)
From the curl equations we infer that there are scalar potentials Φ and Φ M for and , respectively, such that we have
(1.344)
(1.345)
Applying the divergence equations leads to Laplace equations for the electric and magnetic scalar potential:
(1.346)
(1.347)
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Vector Calculus
James R. Kirkwood , in Mathematical Physics with Partial Differential Equations, 2013
Stokes' Theorem
Stokes' Theorem is a generalization of Green's Theorem to ℝ3. In Stokes' Theorem we relate an integral over a surface to a line integral over the boundary of the surface. We assume that the surface is two-sided that consists of a finite number of pieces, each of which has a normal vector at each point. This allows us to consider surfaces such as cubes that do not have normal vectors at the edges. We assume an orientation of the surface, which means we agree on the direction of the unit normal vector. This is necessary because there will be two unit normal vectors at each point p on the surface, and . This induces an orientation for the boundary of the surface.
Theorem (Stokes' Theorem):
Let S be an oriented surface, and let ∂S denote the oriented boundary of S. If is a continuously differentiable vector field on S, then
We give a sketch of the central idea in the proof of Stokes' Theorem, which is simply Green's Theorem. We begin by dividing the surface S into small squares, and focus on one square, which we call S ij (see Figure 2-3-8).
Figure 2-3-8.
Let be a vector field and so that We compute
by which we mean the line integral around the boundary of S ij . We choose the axes so that S ij is perpendicular to the z-axis. Then
Consider S ij as shown in Figure 2-3-9. We have
Figure 2-3-9.
and
so
Also,
and
so
By Green's Theorem we have
Recall that
so that in this special case
In the general case, the square will not be in the xy-plane, but if we replace by the unit normal vector , we get
For a second way to get the same result, note that
and
Now we put the squares together. Figure 2-3-10 describes the idea.
Figure 2-3-10.
For adjoining squares, the contributions at the common boundary cancel one another because they are in opposite directions. Thus, when we sum over all squares the only pieces that do not cancel are those on the boundary of S. Thus, we get
Example:
We verify Stokes' Theorem in the case , where S is the upper half of the hemisphere x 2+y 2+z 2=1.
Now ∂S is x 2+y 2=1, so we let
and then on ∂S,
We then have
We next compute
We have
We parameterize S with spherical coordinates
so that
and
is normal to the surface. Then
and
Note that we could have computed the normal vector using T φ×T θ instead of T θ ×T φ, in which case we would have
To make the signs of the integrals agree in Stokes' Theorem, we must follow the "right-hand rule" that determines the outward pointing normal for a surface that is not closed according to the direction of the line integral of the boundary. If the signs are opposite, you should have taken the cross product in the reverse order.
The following theorem gives results that will be important in the solution of partial differential equations.
Theorem (Green's Identities):
- a.
-
(Green's First Identity): If f and g are scalar functions with continuous partial derivatives in a region R, and if V is a region within R with surface S, then
where the directional derivative of g in the direction that is outward normal to the surface S. - b.
-
(Green's Second Identity): If f and g are scalar functions with continuous partial derivatives in a region R, and if V is a region within R with surface S, then
We leave the proof of the theorem as exercises 13 and 14.
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