Vector Calculus For Engineers

Vector Calculus for Engineers
Lecture Notes for
Jeffrey R. Chasnov
The Hong Kong University of Science and Technology
Department of Mathematics
Clear Water Bay, Kowloon
Hong Kong
Copyright © 2019 by Jeffrey Robert Chasnov
This work is licensed under the Creative Commons Attribution 3.0 Hong Kong License. To view a copy of this
license, visit http://creativecommons.org/licenses/by/3.0/hk/ or send a letter to Creative Commons, 171 Second
Street, Suite 300, San Francisco, California, 94105, USA.
Preface
View the promotional video on YouTube
These are the lecture notes for my online Coursera course, Vector Calculus for Engineers. Students
who take this course are expected to already know single-variable differential and integral calculus to
the level of an introductory college calculus course. Students should also be familiar with matrices,
and be able to compute a three-by-three determinant.
I have divided these notes into chapters called Lectures, with each Lecture corresponding to a
video on Coursera. I have also uploaded all my Coursera videos to YouTube, and links are placed at
the top of each Lecture.
There are some problems at the end of each lecture chapter. These problems are designed to
exemplify the main ideas of the lecture. Students taking a formal university course in multivariable
calculus will usually be assigned many more problems, some of them quite difficult, but here I follow
the philosophy that less is more. I give enough problems for students to solidify their understanding
of the material, but not so many that students feel overwhelmed. I do encourage students to attempt
the given problems, but, if they get stuck, full solutions can be found in the Appendix. I have also
included practice quizzes as an additional source of problems, with solutions also given.
Jeffrey R. Chasnov
Hong Kong
October 2019
iii
Contents
I Vectors 1
1 Vectors 5
2 Cartesian coordinates 7
3 Dot product 9
4 Cross product 11
Practice quiz: Vectors 13
5 Analytic geometry of lines 15
6 Analytic geometry of planes 17
Practice quiz: Analytic geometry 19
7 Kronecker delta and Levi-Civita symbol 21
8 Vector identities 23
9 Scalar triple product 25
10 Vector triple product 27
Practice quiz: Vector algebra 29
11 Scalar and vector fields 31
II Differentiation 33
12 Partial derivatives 37
13 The method of least squares 39
14 Chain rule 41
15 Triple product rule 43
v
vi CONTENTS
16 Triple product rule: example 45
Practice quiz: Partial derivatives 47
17 Gradient 49
18 Divergence 51
19 Curl 53
20 Laplacian 55
Practice quiz: The del operator 57
21 Vector derivative identities 59
22 Vector derivative identities (proof) 61
23 Electromagnetic waves 63
Practice quiz: Vector calculus algebra 65
III Integration and Curvilinear Coordinates 67
24 Double and triple integrals 71
25 Example: Double integral with triangle base 73
Practice quiz: Multidimensional integration 75
26 Polar coordinates (gradient) 77
27 Polar coordinates (divergence & curl) 79
28 Polar coordinates (Laplacian) 81
29 Central force 83
30 Change of variables (single integral) 85
31 Change of variables (double integral) 87
Practice quiz: Polar coordinates 89
32 Cylindrical coordinates 91
33 Spherical coordinates (Part A) 93
34 Spherical coordinates (Part B) 95
Practice quiz: Cylindrical and spherical coordinates 97

CONTENTS vii
IV Line and surface integrals 99
35 Line integral of a scalar field 103
36 Arc length 105
37 Line integral of a vector field 107
38 Work-Energy theorem 109
Practice quiz: Line integrals 111
39 Surface integral of a scalar field 113
40 Surface area of a sphere 115
41 Surface integral of a vector field 117
42 Flux integrals 119
Practice quiz: Surface integrals 121
V Fundamental Theorems 123
43 Gradient theorem 127
44 Conservative vector fields 129
45 Conservation of energy 131
Practice quiz: Gradient theorem 133
46 Divergence theorem 135
47 Divergence theorem: Example I 137
48 Divergence theorem: Example II 139
49 Continuity equation 141
Practice quiz: Divergence theorem 143
50 Green’s theorem 145
51 Stokes’ theorem 147
Practice quiz: Stokes’ theorem 149
52 Meaning of the divergence and the curl 151
53 Maxwell’s equations 153

viii CONTENTS
Appendix 155
A Matrix addition and multiplication 157
B Matrix determinants and inverses 159
C Problem solutions 161

Week I
Vectors
1
3
In this week’s lectures, we learn about vectors. Vectors are line segments with both length and direc-
tion, and are fundamental to engineering mathematics. We will define vectors, how to add and subtract
them, and how to multiply them using the scalar and vector products (dot and cross products). We
use vectors to learn some analytical geometry of lines and planes, and introduce the Kronecker delta
and the Levi-Civita symbol to prove vector identities. The important concepts of scalar and vector
fields are discussed.
4
Lecture 1
Vectors
View this lecture on YouTube
We define a vector in three-dimensional Euclidean space as having a length (or magnitude) and a
direction. A vector is depicted as an arrow starting at one point in space and ending at another point.
All vectors that have the same length and point in the same direction are considered equal, no matter
where they are located in space. (Variables that are vectors will be denoted in print by boldface, and
in hand by an arrow drawn over the symbol.) In contrast, scalars have magnitude but no direction.
Zero can either be a scalar or a vector and has zero magnitude. The negative of a vector reverses its
direction. Examples of vectors are velocity and acceleration; examples of scalars are mass and charge.
Vectors can be added to each other and multiplied by scalars. A simple example is a mass m acted
on by two forces F1 and F2 . Newton’s equation then takes the form ma = F1 + F2 , where a is the
acceleration vector of the mass. Vector addition is commutative and associative:
A + B = B + A, (A + B ) + C = A + (B + C );
and scalar multiplication is distributive:
k(A + B ) = kA + kB.
Multiplication of a vector by a positive scalar changes the length of the vector but not its direction.
Vector addition can be represented graphically by placing the tail of one of the vectors on the head of
the other. Vector subtraction adds the first vector to the negative of the second. Notice that when the
tail of A and B are placed at the same point, the vector B A points from the head of A to the head
of B, or equivalently, the tail of A to the head of B.
B−A
A B
A+B=B+A
A
B
B
A
Vector addition Vector subtraction
5
6 LECTURE 1. VECTORS
Problems for Lecture 1

1. Show graphically that vector addition is associative, that is, (A + B ) + C = A + (B + C ).
2. Using vectors, prove that the line segment joining the midpoints of two sides of a triangle is parallel
to the third side and half its length.
Solutions to the Problems

Lecture 2
Cartesian coordinates
To solve a physical problem, we usually impose a coordinate system. The familiar three-dimensional
x-y-z coordinate system is called the Cartesian coordinate system. Three mutually perpendicular
lines called axes intersect at a point called the origin, denoted as (0, 0, 0). All other points in three-
dimensional space are identified by their coordinates as ( x, y, z) in the standard way. The positive
directions of the axes are usually chosen to form a right-handed coordinate system. When one points
the right hand in the direction of the positive x-axis, and curls the fingers in the direction of the
positive y-axis, the thumb should point in the direction of the positive z-axis.
A vector has a length and a direction. If we impose a Cartesian coordinate system and place the
tail of a vector at the origin, then the head points to a specific point. For example, if the vector A has
head pointing to ( A1 , A2 , A3 ), we say that the x-component of A is A1 , the y-component is A2 , and
the z-component is A3 . The length of the vector A, denoted by |A|, is a scalar and is independent of
the orientation of the coordinate system. Application of the Pythagorean theorem in three dimensions
results in q
|A| = A21 + A22 + A23 .
We can define standard unit vectors i, j and k, to be vectors of length one that point along the
positive directions of the x-, y-, and z-coordinate axes, respectively. Using these unit vectors, we write
A = A1 i + A2 j + A3 k.
With also B = B1 i + B2 j + B3 k, vector addition and scalar multiplication can be expressed component-
wise and is given by
A + B = ( A1 + B1 )i + ( A2 + B2 )j + ( A3 + B3 )k, cA = cA1 i + cA2 j + cA3 k.
The position vector, r, is defined as the vector that points from the origin to the point ( x, y, z), and is
used to locate a specific point in space. It can be written in terms of the standard unit vectors as
r = xi + yj + zk.
A displacement vector is the difference between two position vectors. For position vectors r1 and r2 ,
the displacement vector that points from the head of r1 to the head of r2 is given by
r2 r1 = ( x 2 x1 )i + ( y2 y1 )j + ( z2 z1 )k.
7
8 LECTURE 2. CARTESIAN COORDINATES

1. a) Given a Cartesian coordinate system with standard unit vectors i, j, and k, let the mass m1 be
at position r1 = x1 i + y1 j + z1 k and the mass m2 be at position r2 = x2 i + y2 j + z2 k. In terms
of the standard unit vectors, determine the unit vector that points from m1 to m2 .
b) Newton’s law of universal gravitation states that two point masses attract each other along the
line connecting them, with a force proportional to the product of their masses and inversely
proportional to the square of the distance between them. The magnitude of the force acting on
each mass is therefore
m1 m2
F=G ,
r2
where m1 and m2 are the two masses, r is the distance between them, and G is the gravitational
constant. Let the masses m1 and m2 be located at the position vectors r1 and r2 . Write down the
vector form for the force acting on m1 due to its gravitational attraction to m2 .

Lecture 3
Dot product
We define the dot product (or scalar product) between two vectors A = A1 i + A2 j + A3 k and
B = B1 i + B2 j + B3 k as
A · B = A1 B1 + A2 B2 + A3 B3 .
One can prove that the dot product is commutative, distributive over addition, and associative with
respect to scalar multiplication; that is,
A · B = B · A, A · (B + C ) = A · B + A · C, A · (cB ) = (cA) · B = c(A · B ).
A geometric interpretation of the dot product is also possible. Given any two vectors A and B,
place the vectors tail-to-tail, and impose a coordinate system with origin at the tails such that A is
parallel to the x-axis and B lies in the x-y plane, as shown in the figure. The angle between the two
vectors is denoted as q.
Then in this coordinate system, A = |B| sin θ

|A|i, B = |B | cos qi + |B | sin qj, and
A · B = |A|B | cos q,
|B|
y
a result independent of the choice of co-

ordinate system. If A and B are paral-
lel, then q = 0 and A · B = |A||B | and
in particular, A · A = |A|2 . If A and
B are perpendicular, then q = p/2 and θ
A · B = 0.
|B| cos θ |A|
x
9
10 LECTURE 3. DOT PRODUCT

1. Using the definition of the dot product A · B = A1 B1 + A2 B2 + A3 B3 , prove that
a) A · B = B · A;
b) A · (B + C ) = A · B + A · C;
c) A · (kB ) = (kA) · B = k(A · B ).
2. Determine all the combinations of dot products between the standard unit vectors i, j, and k.
3. Let C = A B. Calculate the dot product of C with itself and thus derive the law of cosines.

Lecture 4
Cross product
We define the cross product (or vector product) between two vectors A = A1 i + A2 j + A3 k and
B = B1 i + B2 j + B3 k as
i j k
A ⇥ B = A1 A2 A3 = ( A2 B3 A3 B2 )i + ( A3 B1 A1 B3 )j + ( A1 B2 A2 B1 )k.
B1 B2 B3
Defining the cross product by a determinant serves to remember the formula. One can prove that
the cross product is anticommutative, distributive over addition, and associative with respect to scalar
multiplication; that is
A⇥B = B ⇥ A, A ⇥ (B + C ) = A ⇥ B + A ⇥ C, A ⇥ (cB ) = (cA) ⇥ B = c(A ⇥ B ).
|B| sin θ
|B|
y
|B| cos θ |A|

x
Right-hand rule (from Wikipedia)
A geometric interpretation of the cross product is also possible. Given two vectors A and B with
angle q between them, impose a coordinate system so that A is parallel to the x-axis and B lies in the
x-y plane. Then A = |A|i, B = |B | cos qi + |B | sin qj, and A ⇥ B = |A||B | sin qk. The coordinate-
independent relationship is
|A ⇥ B | = |A||B | sin q,
where q lies between zero and 180 . Furthermore, the vector A ⇥ B points in the direction perpendic-
ular to the plane formed by A and B, and its sign is determined by the right-hand rule. Also, observe
that |A ⇥ B | is the area of the parallelogram whose adjacent sides are the vectors A and B.
11
12 LECTURE 4. CROSS PRODUCT

1. Using properties of the determinant, prove that
a) A ⇥ B = B ⇥ A;
b) A ⇥ (B + C ) = A ⇥ B + A ⇥ C;
c) A ⇥ (kB ) = (kA) ⇥ B = k(A ⇥ B ).
2. Determine all the combinations of cross products between the standard unit vectors i, j, and k.
3. Show that the cross product is not in general associative. That is, find an example using unit vectors
such that
A ⇥ (B ⇥ C ) , (A ⇥ B ) ⇥ C.

Practice quiz: Vectors
1. Let A, B and C be any vectors. Which of the following statements is false?
a) A · B = B · A
b) A + (B + C ) = (A + B ) + C
c) A ⇥ (B ⇥ C ) = (A ⇥ B ) ⇥ C
d) A · (B + C ) = A · B + A · C
2. Let A = a1 i + a2 j + a3 k and B = b1 i + b2 j + b3 k. Then (A ⇥ B ) · j is equal to
a) a2 b3 a3 b2
b) a3 b1 a1 b3
c) a1 b2 a2 b1
d) a1 b3 a3 b1
3. Which vector is not equal to zero?
a) i ⇥ (j ⇥ k )
b) (i ⇥ j ) ⇥ k
c) (i ⇥ i) ⇥ j
d) i ⇥ (i ⇥ j )
Solutions to the Practice quiz
13
Lecture 5
Analytic geometry of lines

In two dimensions, the equation for a line in slope-intercept form is y = mx + b, and in point-slope
form is y y1 = m ( x x1 ). In three dimensions, a line is most commonly expressed as a parametric
equation.
Suppose that a line passes through a point with position vector r0 and in a direction parallel to
the vector u. Then, from the definition of vector addition, we can specify the position vector r for any
point on the line by
r = r0 + ut,
where t is a parameter that can take on any real value.

This parametric equation for a line has clear physical meaning. If r is the position vector of a
particle, then u is the velocity vector, and t is the time. In particular, differentiating r = r (t) with
respect to time results in dr/dt = u.
A nonparametric equation for the line can be obtained by eliminating t from the equations for the
components. The component equations are
x = x0 + u1 t, y = y0 + u2 t, z = z0 + u3 t;
and eliminating t results in

x x0 y y0 z z0
= = .
u1 u2 u3
Example: Find the parametric equation for a line that passes through the points (1, 2, 3) and (3, 2, 1). Determine
the intersection point of the line with the z = 0 plane.
To find a vector parallel to the direction of the line, we first compute the displacement vector between
the two given points:
u = (3 1)i + (2 2)j + (1 3)k = 2i 2k.
Choosing a point on the line with position vector r0 = i + 2j + 3k, the parametric equation for the
line is given by
r = r0 + ut = i + 2j + 3k + t(2i 2k ) = (1 + 2t)i + 2j + (3 2t)k.
The line crosses the z = 0 plane when 3 2t = 0, or t = 3/2, and ( x, y) = (4, 2).
15
16 LECTURE 5. ANALYTIC GEOMETRY OF LINES

1. Find the parametric equation for a line that passes through the points (1, 1, 1) and (2, 3, 2). Deter-
mine the intersection point of the line with the x = 0 plane, y = 0 plane and z = 0 plane.

Lecture 6
Analytic geometry of planes

A plane in three-dimensional space is determined by three non-collinear points. Two linearly indepen-
dent displacement vectors with direction parallel to the plane can be formed from these three points,
and the cross-product of these two displacement vectors will be a vector that is orthogonal to the
plane. We can use the dot product to express this orthogonality.
So let three points that define a plane be located by the position vectors r1 , r2 , and r3 , and construct
any two displacement vectors, such as s1 = r2 r1 and s2 = r3 r2 . A vector normal to the plane is
given by N = s1 ⇥ s2 , and for any point in the plane with position vector r, and for any one of the
given position vectors ri , we have N · (r ri ) = 0. With r = xi + yj + zk, N = ai + bj + ck and
d = N · ri , the equation for the plane can be written as N · r = N · ri , or
ax + by + cz = d.
Notice that the coefficients of x, y and z are the components of the normal vector to the plane.
Example: Find an equation for the plane defined by the three points (2, 1, 1), (1, 2, 1), and (1, 1, 2). Determine
the equation for the line in the x-y plane formed by the intersection of this plane with the z = 0 plane.
To find two vectors parallel to the plane, we compute two displacement vectors from the three points:
s1 = ( 1 2)i + (2 1)j + (1 1)k = i + j, s2 = ( 1 1)i + (1 2)j + (2 1)k = j + k.
A normal vector to the plane is then found from
i j k
N = s 1 ⇥ s2 = 1 1 0 = i + j + k.
0 1 1
And the equation for the plane can be found from N · r = N · r1 , or
(i + j + k ) · ( xi + yj + zk ) = (i + j + k ) · (2i + j + k ), or x + y + z = 4.
The intersection of this plane with the z = 0 plane forms the line given by y = x + 4.
17
18 LECTURE 6. ANALYTIC GEOMETRY OF PLANES

1. Find an equation for the plane defined by the three points ( 1, 1, 1), (1, 1, 1) and (1, 1, 0).
Determine the equation for the line in the x-y plane formed by the intersection of this plane with the
z = 0 plane.

Practice quiz: Analytic geometry
1. The line that passes through the points (0, 1, 1) and (1, 0, 1) has parametric equation given by
a) ti + (1 + t)j + (1 + 2t)k
b) ti + (1 t)j + (1 + 2t)k
c) ti + (1 + t)j + (1 2t)k
d) ti + (1 t )j + (1 2t)k
2. The line of Question 1 intersects the z = 0 plane at the point

1 1
a) ( , , 0)
2 2
1 1
b) ( , , 0)
2 2
1 1
c) ( , , 0)
2 2
1 1
d) ( , , 0)
2 2
3. The equation for the line in the x-y plane formed by the intersection of the plane defined by the
points (1, 1, 1), (1, 1, 2) and (2, 1, 1) and the z = 0 plane is given by
a) y = x
b) y = x + 1
c) y = x 1
d) y = 1
19
20 LECTURE 6. ANALYTIC GEOMETRY OF PLANES
Lecture 7
Kronecker delta and Levi-Civita

symbol
We define the Kronecker delta dij to be +1 if i = j and 0 otherwise, and the Levi-Civita symbol
eijk to be +1 if i, j, and k are a cyclic permutation of (1, 2, 3) (that is, one of (1, 2, 3), (2, 3, 1) or (3, 1, 2));
1 if an anticyclic permutation of (1, 2, 3) (that is, one of (3, 2, 1), (2, 1, 3) or (1, 3, 2)); and 0 if any two
indices are equal. More formally, 8
<1, if i = j;
dij =
:0, if i , j;
and 8
< +1,
> if (i, j, k) is (1, 2, 3), (2, 3, 1) or (3, 1, 2);
eijk = 1, if (i, j, k) is (3, 2, 1), (2, 1, 3) or (1, 3, 2);
>
:
0, if i = j, or j = k, or k = i.
For convenience, we will use the Einstein summation convention when working with these symbols,
where a repeated index implies summation over that index. For example, dii = d11 + d22 + d33 = 3; and
eijk eijk = 6, where we have summed over i, j, and k. This latter expression contains a total of 33 = 27
terms in the sum, where six of the terms are equal to one and the remaining terms are equal to zero.
There is a remarkable relationship between the product of Levi-Civita symbols and the Kronecker
delta, given by the determinant
dil dim din

eijk elmn = djl djm djn = dil (djm dkn djn dkm ) dim (djl dkn djn dkl ) + din (djl dkm djm dkl ).
dkl dkm dkn
Important identities that follow from this relationship are
eijk eimn = djm dkn djn dkm , eijk eijn = 2dkn .
The Kronecker delta, Levi-Civita symbol, and the Einstein summation convention are used to
derive some common vector identities. The dot-product is written as A · B = Ai Bi , and the Levi-
Civita symbol is used to write the ith component of the cross-product as [A ⇥ B ]i = eijk A j Bk , which
can be made self-evident by explicitly writing out the three components. The Kronecker delta finds
use as dij A j = Ai .
21
22 LECTURE 7. KRONECKER DELTA AND LEVI-CIVITA SYMBOL

1. Prove the following cyclic and anticyclic permutation identities:
a) eijk = e jki = ekij ;
b) eijk = e jik , eijk = ekji , eijk = eikj .
2. Verify the cross-product relation [A ⇥ B ]i = eijk A j Bk by considering i = 1, 2, 3.
3. Prove the following Kronecker-delta identities:
a) dij A j = Ai ;
b) dik dkj = dij .
4. Given the most general identity relating the Levi-Civita symbol to the Kronecker delta,
eijk elmn = dil (djm dkn djn dkm ) dim (djl dkn djn dkl ) + din (djl dkm djm dkl ),
prove the following simpler and more useful relations:
a) eijk eimn = djm dkn djn dkm ;
b) eijk eijn = 2dkn .

Lecture 8
Vector identities
Four sometimes useful vector identities are
(scalar triple product) A · (B ⇥ C ) = B · (C ⇥ A) = C · (A ⇥ B ),

(vector triple product) A ⇥ (B ⇥ C ) = (A · C )B (A · B )C
(scalar quadruple product) (A ⇥ B ) · (C ⇥ D ) = (A · C )(B · D ) (A · D )(B · C )
(vector quadruple product) (A ⇥ B ) ⇥ (C ⇥ D ) = ((A ⇥ B ) · D )C ((A ⇥ B ) · C )D
Parentheses are optional when expressions have only one possible interpretation, but for clarity they
are often written. The first and third identities equate scalars whereas the second and fourth identities
equate vectors. To prove two vectors A and B are equal, one must prove that their components are
equal, that is Ai = Bi for an arbitrary index i.
Proofs of these vector identities can make use of the Kronecker delta, the Levi-Civita symbol and
the Einstein summation convention, where repeated indices are summed over. The algebraic toolbox
that we will need contains the cyclic permutation identities for the Levi-Civita symbol:
eijk = e jki = ekij ;
the contraction of two Levi-Civita symbols:
eijk eimn = djm dkn djn dkm ;
the contraction of the Kronecker delta with a vector:
dij A j = Ai ;
and the scalar and vector products written as
A · B = Ai Bi , [A ⇥ B ]i = eijk A j Bk .
We will use the notation [. . . ]i to mean the ith component of the bracketed vector.
23
24 LECTURE 8. VECTOR IDENTITIES

1. Remove all optional parentheses from the four vector identities
(scalar triple product) A · (B ⇥ C ) = B · (C ⇥ A) = C · (A ⇥ B ),

(vector triple product) A ⇥ (B ⇥ C ) = (A · C )B (A · B )C
(scalar quadruple product) (A ⇥ B ) · (C ⇥ D ) = (A · C )(B · D ) (A · D )(B · C )
(vector quadruple product) (A ⇥ B ) ⇥ (C ⇥ D ) = ((A ⇥ B ) · D )C ((A ⇥ B ) · C )D

Lecture 9
Scalar triple product

The scalar triple product, which can be written as either A · (B ⇥ C ) or A · B ⇥ C, satisfies
A · (B ⇥ C ) = B · (C ⇥ A) = C · (A ⇥ B ),
that is, its value is unchanged under a cyclic permutation of the three vectors. This identity can be
proved using the cyclic property of the Levi-Civita symbol:
A · (B ⇥ C ) = Ai eijk Bj Ck = Bj e jki Ck Ai = B · (C ⇥ A),
and
B · (C ⇥ A) = Bj e jki Ck Ai = Ck ekij Ai Bj = C · (A ⇥ B ).
We can also write the scalar triple product as a three-by-three determinant. We have
i j k A1 A2 A3
A · (B ⇥ C ) = A · B1 B2 B3 = B1 B2 B3 .
C1 C2 C3 C1 C2 C3
The absolute value of a three-by-three determinant, and therefore that of the scalar triple product, is
the volume of the parallelepiped defined by the three row vectors A, B and C, as shown in the figure
below.
25
26 LECTURE 9. SCALAR TRIPLE PRODUCT

1. Consider the scalar triple product A · (B ⇥ C ). Prove that if any two vectors are equal, then the
scalar triple product is zero.
2. Show that swapping the positions of the operators without re-ordering the vectors leaves the scalar
triple product unchanged, that is,
A · B ⇥ C = A ⇥ B · C.

Lecture 10
Vector triple product

The vector triple product satisfies
A ⇥ (B ⇥ C ) = (A · C )B (A · B )C.
This identity can be proved using Kronecker delta and Levi-Civita symbol identities as follows:
[A ⇥ (B ⇥ C )]i = eijk A j [B ⇥ C ]k using [A ⇥ X ]i = eijk A j Xk

= eijk A j eklm Bl Cm using [B ⇥ C ]k = eklm Bl Cm
= ekij eklm A j Bl Cm using eijk = ekij
= (dil djm dim djl ) A j Bl Cm using ekij eklm = dil djm dim djl
= A j Bi Cj A j Bj Ci using dil Bl = Bi , etc.
= [(A · C )B (A · B )C ] i . using A j Cj = A · C, etc.
27
28 LECTURE 10. VECTOR TRIPLE PRODUCT

1. Prove the Jacobi identity:
A ⇥ (B ⇥ C ) + B ⇥ (C ⇥ A) + C ⇥ (A ⇥ B ) = 0.
2. Prove that the scalar quadruple product satisfies
(A ⇥ B ) · (C ⇥ D ) = (A · C )(B · D ) (A · D )(B · C ).
3. Prove Lagrange’s identity in three dimensions:
|A ⇥ B |2 = |A|2 |B |2 (A · B )2 .
4. Prove using vector triple products that the vector quadruple product satisfies
(A ⇥ B ) ⇥ (C ⇥ D ) = ((A ⇥ B ) · D )C ((A ⇥ B ) · C )D.

Practice quiz: Vector algebra
1. The expression eijk eljm is equal to
a) djm dkn djn dkm
b) djn dkm djm dkn
c) dkm dil dkl dim
d) dkl dim dkm dil
2. The expression A ⇥ (B ⇥ C ) is always equal to
a) B ⇥ (C ⇥ A)
b) A ⇥ (C ⇥ B )
c) (A ⇥ B ) ⇥ C
d) (C ⇥ B ) ⇥ A
3. Which of the following expressions may not be zero?
a) A · (B ⇥ B )
b) A · (A ⇥ B )
c) A ⇥ (A ⇥ B )
d) B · (A ⇥ B )
29
30 LECTURE 10. VECTOR TRIPLE PRODUCT
Lecture 11
Scalar and vector fields

In physics, scalars and vectors can be functions of both space and time. We call these types of functions
fields. For example, the temperature in some region of space is a scalar field, and we can write
T (r, t) = T ( x, y, z; t),
where we use the common notation of a semicolon on the right-hand side to separate the space and
time dependence. Notice that the position vector r is used to locate the temperature in space. As
another example, the velocity vector u of a flowing fluid is a vector field, and we can write
u(r, t) = u1 ( x, y, z; t)i + u2 ( x, y, z; t)j + u3 ( x, y, z; t)k.
The equations governing a field are called the field equations, and these equations commonly take
the form of partial differential equations. For example, the equations for the electric and magnetic
vector fields are the famous Maxwell’s equations, and the equation for the fluid velocity vector field
is called the Navier-Stokes equation. The equation for the scalar field (called the wave function) in
non-relativistic quantum mechanics is called the Schrödinger equation.
There are many ways to visualize scalar and vector

fields, and one tries to make plots as informative as
possible. On the right is a simple visualization of
the two-dimensional vector field given by
yi+ xj
B ( x, y) = ,
x 2 + y2
where the vectors at each point are represented by

arrows.
31
32 LECTURE 11. SCALAR AND VECTOR FIELDS

1. List some physical examples of scalar and vector fields.

Week II
Differentiation
33
35
In this week’s lectures, we learn about the derivatives of scalar and vector fields. We define the partial
derivative and derive the method of least squares as a minimization problem. We learn how to use
the chain rule for a function of several variables, and derive the triple product rule used in chem-
istry. From the del differential operator, we define the gradient, divergence, curl and Laplacian. We
learn some useful vector derivative identities and how to derive them using the Kronecker delta and
Levi-Civita symbol. Vector identities are then used to derive the electromagnetic wave equation from
Maxwell’s equations in free space. Electromagnetic waves are fundamental to all modern communica-
tion technologies.
36
Lecture 12
Partial derivatives
For a function f = f ( x, y) of two variables, we define the partial derivative of f with respect to x
as
∂f f ( x + h, y) f ( x, y)
= lim ,
∂x h !0 h
and similarly for the partial derivative of f with respect to y. To take a partial derivative with respect
to a variable, take the derivative with respect to that variable treating all other variables as constants.
As an example, consider
f ( x, y) = 2x3 y2 + y3 .
We have
∂f ∂f
= 6x2 y2 , = 4x3 y + 3y2 .
∂x ∂y
Second derivatives are defined as the derivatives of the first derivatives, so we have
∂2 f ∂2 f
= 12xy2 , = 4x3 + 6y;
∂x2 ∂y2
and for continuous differentiable functions, the mixed second partial derivatives are independent of
the order in which the derivatives are taken,
∂2 f ∂2 f
= 12x2 y = .
∂x∂y ∂y∂x
To simplify notation, we introduce the standard subscript notation for partial derivatives,
∂f ∂f ∂2 f ∂2 f ∂2 f
fx = , fy = , f xx = , f xy = , f yy = , etc.
∂x ∂y ∂x2 ∂x∂y ∂y2
The Taylor series of f ( x, y) about the origin is developed by expanding the function in a multivariable
power series that agrees with the function value and all its partial derivatives at ( x, y) = (0, 0). We
have
1 ⇣ ⌘
f ( x, y) = f + f x x + f y y + f xx x2 + 2 f xy xy + f yy y2 + . . . .
2!
The function and all its partial derivatives on the right-hand side are evaluated at (0, 0) and are
constants. By taking partial derivatives it is evident that f (0, 0) = f , f x (0, 0) = f x , f y (0, 0) = f y , and
so on as the infinite series continues.
37
38 LECTURE 12. PARTIAL DERIVATIVES

1. Compute the three partial derivatives of
1
f ( x, y, z) = .
( x2 + y2 + z2 ) n
2. Given the function f = f (t, x ), find the Taylor series expansion of the expression
f (t + aDt, x + bDt f (t, x ))
to first order in Dt.

Lecture 13
The method of least squares

Local maxima and minima of a multivariable function can be found by computing the zeros of the
partial derivatives. These zeros are called the critical points of the function. A critical point need not
be a maximum or minimum, for example it might be a minimum in one direction and a maximum in
another (called a saddle point), but in many problems maxima or minima may be assumed to exist.
Here, we illustrate the procedure for minimizing a function by solving the least-squares problem.
Suppose there is some experimental data that you want to fit

by a straight line (illustrated on the right). In general, let the
data consist of a set of n points given by ( x1 , y1 ), . . . , ( xn , yn ).
Here, we assume that the x values are exact, and the y values
are noisy. We further assume that the best fit line to the data
y
takes the form y = b 0 + b 1 x. Although we know that the line

can not go through all the data points, we can try to find
the line that minimizes the sum of the squares of the vertical x
distances between the line and the points.

Define this function of the sum of the squares to be
n
f ( b0 , b1 ) = Â ( b 0 + b 1 xi y i )2 .
i =1
Here, the data is assumed given and the unknowns are the fitting parameters b 0 and b 1 . It should be
clear from the problem specification, that there must be values of b 0 and b 1 that minimize the function
f = f ( b 0 , b 1 ). To determine, these values, we set ∂ f /∂b 0 = ∂ f /∂b 1 = 0. This results in the equations
n n
Â ( b 0 + b 1 xi yi ) = 0, Â xi ( b 0 + b 1 xi yi ) = 0.
i =1 i =1
We can write these equations as a linear system for b 0 and b 1 as
n n n n n
b0 n + b1 Â xi = Â yi , b0 Â xi + b 1 Â xi2 = Â xi yi .
i =1 i =1 i =1 i =1 i =1
The solution for b 0 and b 1 in terms of the data is given by
Â xi2 Â yi Â xi yi Â xi n Â xi yi (Â xi )(Â yi )
b0 = , b1 = ,
n Â xi2 ( Â x i )2 n Â xi2 (Â xi )2
where the summations are from i = 1 to n.
39
40 LECTURE 13. THE METHOD OF LEAST SQUARES

1. By minimizing the sum of the squares of the vertical distance between the line and the points,
determine the least-squares line through the data points (1, 1), (2, 3) and (3, 2).

Lecture 14
Chain rule
Partial derivatives are used in applying the chain rule to a function of several variables. Consider
a two-dimensional scalar field f = f ( x, y), and define the total differential of f to be
df = f ( x + dx, y + dy) f ( x, y).
We can write df as
df = [ f ( x + dx, y + dy) f ( x, y + dy)] + [ f ( x, y + dy) f ( x, y)]

∂f ∂f
= dx + dy.
∂x ∂y
If one has f = f ( x (t), y(t)), say, then division of df by dt results in
df ∂ f dx ∂ f dy
= + .
dt ∂x dt ∂y dt
And if one has f = f ( x (r, q ), y(r, q )), say, then the corresponding chain rule is given by
∂f ∂ f ∂x ∂ f ∂y ∂f ∂ f ∂x ∂ f ∂y
= + , = + .
∂r ∂x ∂r ∂y ∂r ∂q ∂x ∂q ∂y ∂q
dx d2 x
Example: Consider the differential equation = u(t, x (t)). Determine a formula for 2 in terms of u and its
dt dt
partial derivatives.
Applying the chain rule, we have at time t,
d2 x ∂u ∂u dx
= +
dt2 ∂t ∂x dt
∂u ∂u
= +u .
∂t ∂x
The above formula is called the material derivative and in three dimensions forms a part of the Navier-
Stokes equation for fluid flow.
41
42 LECTURE 14. CHAIN RULE

1. Let f ( x, y) = e xy , with x = r cos q and y = r sin q. Compute the partial derivatives ∂ f /∂r and ∂ f /∂q
in two ways:
a) Use the chain rule on f = f ( x (r, q ), y(r, q ));
b) Eliminate x and y in favor of r and q and compute the partial derivatives directly.

Lecture 15
Triple product rule

Suppose that three variables x, y and z are related by the equation f ( x, y, z) = 0, and that it is possible
to write x = x (y, z), y = y( x, z) and z = z( x, y). Taking differentials of x and z, we have
∂x ∂x ∂z ∂z
dx = dy + dz, dz = dx + dy.
∂y ∂z ∂x ∂y
We can make use of the second equation to eliminate dz in the first equation to obtain
✓ ◆
∂x ∂x ∂z ∂z
dx = dy + dx + dy ;
∂y ∂z ∂x ∂y
or collecting terms, ✓ ◆ ✓ ◆
∂x ∂z ∂x ∂x ∂z
1 dx = + dy.
∂z ∂x ∂y ∂z ∂y
Since dx and dy can be independent variations, the terms in parentheses must be zero. The left-hand-
side results in the reciprocity relation
∂x ∂z
= 1,
∂z ∂x
which states the intuitive result that ∂z/∂x and ∂x/∂z are multiplicative inverses of each other. The
right-hand-side results in
∂x ∂x ∂z
= ,
∂y ∂z ∂y
which when making use of the reciprocity relation, yields the counterintuitive triple product rule,
∂x ∂y ∂z
= 1.
∂y ∂z ∂x
43
44 LECTURE 15. TRIPLE PRODUCT RULE
Lecture 16
Triple product rule: example

Example: Demonstrate the triple product rule using the ideal gas law.
The ideal gas law states that

PV = nRT,
where P is the pressure, V is the volume, T is the absolute temperature, n is the number of moles of
the gas, and R is the ideal gas constant. We say P, V and T are the state variables, and the ideal gas
law is a relation of the form
f ( P, V, T ) = PV nRT = 0.
We can write P = P(V, T ), V = V ( P, T ) and T = T ( P, V ), that is,
nRT nRT PV
P= , V= , T= ;
V P nR
and the partial derivatives are given by
∂P nRT ∂V nR ∂T V
= , = , = .
∂V V2 ∂T P ∂P nR
The triple product results in

✓ ◆✓ ◆✓ ◆
∂P ∂V ∂T nRT nR V nRT
= = = 1,
∂V ∂T ∂P V2 P nR PV
where we make use of the ideal gas law in the last equality.
45
46 LECTURE 16. TRIPLE PRODUCT RULE: EXAMPLE

1. Suppose the three variables x, y and z are related by the linear expression ax + by + cz = 0. Show
that x, y and z satisfy the triple product rule.
2. Suppose the four variables x, y, z and t are related by the linear expression ax + by + cz + dt = 0.
Determine a corresponding quadruple product rule for these variables.

Practice quiz: Partial derivatives
1 ∂2 f
1. Let f ( x, y, z) = . The mixed second partial derivative is equal to
( x2 + y2 + z2 )1/2 ∂x∂y
2( x + y )
a)
( x2 + y2 + z2 )5/2
( x + y )2
b)
( x2 + y2 + z2 )5/2
x 2 + y2
c)
( x2 + y2 + z2 )5/2
3xy
d)
( x2 + y2 + z2 )5/2
2. The least-squares line through the data points (0, 1), (1, 3), (2, 3) and (3, 4) is given by
7 9x
a) y = +
5 10
5 9x
b) y = +
7 10
7 10x
c) y = +
5 9
5 10x
d) y = +
7 9
3. Let f = f ( x, y) with x = r cos q and y = r sin q. Which of the following is true?
∂f ∂f ∂f
a) = x +y
∂q ∂x ∂y
∂f ∂f ∂f
b) = x +y
∂q ∂x ∂y
∂f ∂f ∂f
c) =y +x
∂q ∂x ∂y
∂f ∂f ∂f
d) = y +x
∂q ∂x ∂y
47
48 LECTURE 16. TRIPLE PRODUCT RULE: EXAMPLE
Lecture 17
Gradient
Consider the three-dimensional scalar field f = f ( x, y, z), and the differential df , given by
∂f ∂f ∂f
df = dx + dy + dz.
∂x ∂y ∂z
Using the dot product, we can write this in vector form as

✓ ◆
∂f ∂f ∂f
df = i+ j+ k · (dxi + dyj + dzk ) = r f · dr,
∂x ∂y ∂z
where in Cartesian coordinates,

∂f ∂f ∂f
rf = i+ j+ k
∂x ∂y ∂z
is called the gradient of f . The nabla symbol r is pronounced “del” and r f is pronounced “del- f ”.
Another useful way to view the gradient is to consider r as a vector differential operator which has
the form
∂ ∂ ∂
r=i +j +k .
∂x ∂y ∂z
Because of the properties of the dot product, the differential df is maximum when the infinitesimal
displacement vector dr is along the direction of the gradient r f . We then say that r f points in the
direction of maximally increasing f , and the magnitude of r f gives the slope (or gradient) of f in that
direction.
Example: Compute the gradient of f ( x, y, z) = xyz.
The partial derivatives are easily calculated, and we have
r f = yz i + xz j + xy k.
49
50 LECTURE 17. GRADIENT

p
1. Let the position vector be given by r = xi + yj + zk, with r = |r | = x2 + y2 + z2 . Compute the
gradient of the following scalar fields and write the result in terms of r and r.
a) f( x, y, z) = x2 + y2 + z2 ;
1
b) f( x, y, z) = p
x2 + y2 + z2
Lecture 18
Divergence
Consider in Cartesian coordinates the three-dimensional vector field, u = u1 ( x, y, z)i + u2 ( x, y, z)j +

u3 ( x, y, z)k. The divergence of u, denoted as r · u and pronounced “del-dot-u”, is defined as the
scalar field given by
✓ ◆
∂ ∂ ∂
r·u = i +j +k · ( u1 i + u2 j + u3 k )
∂x ∂y ∂z
∂u ∂u ∂u
= 1 + 2 + 3.
∂x ∂y ∂z
Here, the dot product is used between a vector differential operator r and a vector field u. The diver-
gence measures how much a vector field spreads out, or diverges, from a point. A more math-based
description will be given later.
Example: Let the position vector be given by r = xi + yj + zk. Find r · r.
A direct calculation gives

∂ ∂ ∂
r·r = x + y + z = 3.
∂x ∂y ∂z
r
Example: Let F = for all r , 0. Find r · F .
|r |3
Writing out the components of F , we have
x y z
F = F1 i + F2 j + F3 k = i+ 2 j+ 2 k.
( x2 + y2 + z2 )3/2 ( x + y2 + z2 )3/2 ( x + y2 + z2 )3/2
Using the quotient rule for the derivative, we have
∂F1 ( x2 + y2 + z2 )3/2 3x2 ( x2 + y2 + z2 )1/2 1 3x2

= = ,
∂x ( x 2 + y2 + z2 )3 |r |3 |r |5
and analogous results for ∂F2 /∂y and ∂F3 /∂z. Adding the three derivatives results in
3 3( x 2 + y2 + z2 ) 3 3
r·F = = = 0,
|r |3 |r | 5 |r |3 |r |3
valid as long as |r | , 0, where F diverges. In electrostatics, F is proportional to the electric field of a

point charge located at the origin.
51
52 LECTURE 18. DIVERGENCE

1. Find the divergence of the following vector fields:
a) F = xyi + yzj + zxk;
b) F = yzi + xzj + xyk.

Lecture 19
Curl
Consider in Cartesian coordinates the three-dimensional vector field u = u1 ( x, y, z)i + u2 ( x, y, z)j +

u3 ( x, y, z)k. The curl of u, denoted as r ⇥ u and pronounced “del-cross-u”, is defined as the vector
field given by
i j k ✓ ◆ ✓ ◆ ✓ ◆
∂u3 ∂u2 ∂u1 ∂u3 ∂u2 ∂u1
r ⇥ u = ∂/∂x ∂/∂y ∂/∂z = i+ j+ k.
∂y ∂z ∂z ∂x ∂x ∂y
u1 u2 u3
Here, the cross product is used between a vector differential operator and a vector field. The curl
measures how much a vector field rotates, or curls, around a point. A more math-based description
will be given later.
Example: Show that the curl of a gradient is zero, that is, r ⇥ (r f ) = 0.
We have
0 1
i j k
B C
r ⇥ (r f ) = @ ∂/∂x ∂/∂y ∂/∂z A
∂ f /∂x ∂ f /∂y ∂ f /∂z
✓ 2 ◆ ✓ 2 ◆ ✓ ◆
∂ f ∂2 f ∂ f ∂2 f ∂2 f ∂2 f
= i+ j+ k = 0,
∂y∂z ∂z∂y ∂z∂x ∂x∂z ∂x∂y ∂y∂x
using the equality of mixed partials.

Example: Show that the divergence of a curl is zero, that is, r · (r ⇥ u) = 0.
We have
✓ ◆ ✓ ◆ ✓ ◆
∂ ∂u3 ∂u2 ∂ ∂u1 ∂u3 ∂ ∂u2 ∂u1
r · (r ⇥ u) = + +
∂x ∂y ∂z ∂y ∂z ∂x ∂z ∂x ∂y
✓ 2 2 ◆ ✓ 2 2 ◆ ✓ 2 2 ◆
∂ u1 ∂ u1 ∂ u2 ∂ u2 ∂ u3 ∂ u3
= + + = 0,
∂y∂z ∂z∂y ∂z∂x ∂x∂z ∂x∂y ∂y∂x
again using the equality of mixed partials.
53
54 LECTURE 19. CURL

1. Find the curl of the following vector fields:
a) F = xyi + yzj + zxk;
b) F = yzi + xzj + xyk.
2. Consider a two-dimensional velocity field given by
u = u1 ( x, y)i + u2 ( x, y)j.
Show that the vorticity ! = r ⇥ u takes the form
! = w3 ( x, y)k.
Determine w3 in terms of u1 and u2 .

Lecture 20
Laplacian
The Laplacian is the differential operator r · r = r2 , given in Cartisian coordinates as
∂2 ∂2 ∂2
r2 = 2
+ 2 + 2.
∂x ∂y ∂z
The Laplacian can be applied to either a scalar field or a vector field. The Laplacian applied to a scalar
field, f = f ( x, y, z), can be written as the divergence of the gradient, that is,
∂2 f ∂2 f ∂2 f
r2 f = r · (r f ) = + + .
∂x2 ∂y2 ∂z2
The Laplacian applied to a vector field, acts on each component of the vector field separately. With
u = u1 ( x, y, z)i + u2 ( x, y, z)j + u3 ( x, y, z)k, we have
r2 u = r2 u1 i + r2 u2 j + r2 u3 k.
The Laplacian appears in some classic partial differential equations. The Laplace equation, wave
equation, and diffusion equation all contain the Laplacian and are given, respectively, by
∂2 F ∂F
r2 F = 0, = c2 r2 F, = D r2 F.
∂t2 ∂t
Example: Find the Laplacian of f ( x, y, z) = x2 + y2 + z2 .
We have r2 f = 2 + 2 + 2 = 6.
55
56 LECTURE 20. LAPLACIAN

✓ ◆
1 p
1. Compute r2 for r , 0. Here, r = x 2 + y2 + z2 .
r

Practice quiz: The del operator
✓ ◆
p 1
1. Let r = xi + yj + zk and r = x2 + y2 + z2 . What is the value of r ?
r2
r
a)
r3
2r
b)
r3
r
c)
r4
2r
d)
r4
r
2. Let F = . The divergence r · F is equal to
r
1
a)
r
2
b)
r
1
c)
r2
2
d)
r2
3. The curl of the position vector, r ⇥ r, is equal to
r
a)
r
b) 0
(r · r )r
c)
r
d) i j +k
57
58 LECTURE 20. LAPLACIAN
Lecture 21
Vector derivative identities

Let f = f (r ) be a scalar field and u = u(r ) and v = v (r ) be vector fields, where u = u1 i + u2 j + u3 k,

and v = v1 i + v2 j + v3 k. Here, we will change notation and define the position vector to be
r = x1 i + x2 j + x3 k (instead of using the coordinates x, y and z). We have already shown that
the curl of a gradient is zero, and the divergence of a curl is zero, that is,
r ⇥ r f = 0, r · (r ⇥ u) = 0.
Other sometimes useful vector derivative identities include
r ⇥ (r ⇥ u) = r(r · u) r2 u,
r · ( f u) = u · r f + f r · u,
r ⇥ ( f u) = r f ⇥ u + f r ⇥ u,
r(u · v ) = (u · r)v + (v · r)u + u ⇥ (r ⇥ v ) + v ⇥ (r ⇥ u),
r · (u ⇥ v ) = v · (r ⇥ u) u · (r ⇥ v ),
r ⇥ (u ⇥ v ) = u(r · v ) v (r · u) + (v · r)u (u · r)v.
Two of the identities make use of the del operator in the expression
∂ ∂ ∂
u · r = u1 + u2 + u3 ,
∂x1 ∂x2 ∂x3
which acts on a scalar field as
∂f ∂f ∂f
u · r f = u1 + u2 + u3 ,
∂x1 ∂x2 ∂x3
and acts on a vector field as
(u · r)v = (u · rv1 ) i + (u · rv2 ) j + (u · rv3 ) k.
In some of these identities, the parentheses are optional when the expression has only one possible
interpretation. For example, it is common to see (u · r)v written as u · rv. The parentheses are
mandatory when the expression can be interpreted in more than one way, for example r ⇥ u ⇥ v
could mean either r ⇥ (u ⇥ v ) or (r ⇥ u) ⇥ v, and these two expressions are usually not equal.
Proof of all of these identities is most readily done by manipulating the Kronecker delta and Levi-
Civita symbols, and I give an example in the next lecture.
59
60 LECTURE 21. VECTOR DERIVATIVE IDENTITIES
Lecture 22
Vector derivative identities (proof)

To prove the vector derivative identities, we use component notation, the Einstein summation con-
vention, the Levi-Civita symbol and the Kronecker delta. The ith component of the curl of a vector
field is written using the Levi-Civita symbol as
∂uk
(r ⇥ u)i = eijk ;
∂x j
and the divergence of a vector field is written as
∂ui
r·u = .
∂xi
We will continue to make use of the usual Kronecker delta and Levi-Civita symbol identities.
As one example, I prove here the vector derivative identity
r · (u ⇥ v ) = v · (r ⇥ u) u · (r ⇥ v ).
We have
∂ ⇣ ⌘
r · (u ⇥ v ) = eijk u j vk (write using component notation)
∂xi
∂u j ∂v
= eijk v + eijk u j k (product rule for the derivative)
∂xi k ∂xi
∂u j ∂v
= vk ekij u j e jik k (eijk = ekij , eijk = e jik )
∂xi ∂xi
= v · (r ⇥ u) u · (r ⇥ v ). (back to vector notation)
The crucial step in the proof is the use of the product rule for the derivative. The rest of the proof just
requires facility with the notation and the manipulation of the indices of the Levi-Civita symbol.
61
62 LECTURE 22. VECTOR DERIVATIVE IDENTITIES (PROOF)

1. Use the Kronecker delta, the Levi-Civita symbol and the Einstein summation convention to prove
the following identities:
a) r · ( f u) = u · r f + f r · u;
b) r ⇥ (r ⇥ u) = r(r · u) r2 u.
2. Consider the vector differential equation
dr
= u(t, r (t)),
dt
where
r = x1 i + x2 j + x3 k, u = u1 i + u2 j + u3 k.
a) Write down the differential equations for dx1 /dt, dx2 /dt and dx3 /dt;
b) Use the chain rule to determine formulas for d2 x1 /dt2 , d2 x2 /dt2 and d3 x3 /dt2 ;
c) Write your solution for d2 r/dt2 as a vector equation using the r differential operator.

Lecture 23
Electromagnetic waves
Maxwell’s equations in free space are most simply written using the del operator, and are given by
∂B ∂E
r · E = 0, r · B = 0, r⇥E = , r ⇥ B = µ 0 e0 .
∂t ∂t
Here I use the SI units familiar to engineering students, where the constants e0 and µ0 are called the
permittivity and permeability of free space, respectively.
From the four Maxwell’s equations, we would like to obtain a single equation for the electric field
E. To do so, we can make use of the curl of the curl identity
r ⇥ (r ⇥ E ) = r(r · E ) r2 E.
To obtain an equation for E, we take the curl of the third Maxwell’s equation and commute the time
and space derivatives
∂
r ⇥ (r ⇥ E ) = (r ⇥ B ).
∂t
We apply the curl of the curl identity to obtain
∂
r(r · E ) r2 E = (r ⇥ B ),
∂t
and then apply the first Maxwell’s equation to the left-hand-side, and the fourth Maxwell’s equation
to the right-hand-side. Rearranging terms, we obtain the three-dimensional wave equation given by
∂2 E
= c2 r2 E,
∂t2
p
with c the wave speed given by c = 1/ µ0 e0 ⇡ 3 ⇥ 108 m/s. This is, of course, the speed of light in
vacuum.
63
64 LECTURE 23. ELECTROMAGNETIC WAVES

1. Derive the wave equation for the magnetic field B.

Practice quiz: Vector calculus algebra
1. Using the vector derivative identity r(u · v ) = (u · r)v + (v · r)u + u ⇥ (r ⇥ v ) + v ⇥ (r ⇥ u),
determine which of the following identities is valid?
1
a) r(u · u) = u ⇥ (r ⇥ u) + (u · r)u
2
1
b) r(u · u) = u ⇥ (r ⇥ u) (u · r)u
2
1
c) r(u · u) = (r ⇥ u) ⇥ u + (u · r)u
2
1
d) r(u · u) = (r ⇥ u) ⇥ u (u · r)u
2
2. Which of the following expressions is not always zero?
a) r ⇥ (r f )
b) r · (r ⇥ u)
c) r · (r f )
d) r ⇥ (r(r · u))
3. Suppose the electric field is given by E (r, t) = sin(z ct)i. Then which of the following is a valid
free-space solution for the magnetic field B = B (r, t)?
1
a) B (r, t) = sin (z ct)i
c
1
b) B (r, t) = sin (z ct)j
c
1
c) B (r, t) = sin ( x ct)i
c
1
d) B (r, t) = sin ( x ct)j
c
65
66 LECTURE 23. ELECTROMAGNETIC WAVES
Week III
Integration and Curvilinear

Coordinates
67
69
In this week’s lectures, we learn about multidimensional integration. The important technique of using
curvilinear coordinates, namely polar coordinates in two dimensions, and cylindrical and spherical
coordinates in three dimensions, is used to simplify problems with circular, cylindrical or spherical
symmetry. Differential operators in curvilinear coordinates are derived. The change of variables
formula for multidimensional integrals using the Jacobian of the transformation is explained.
70
Lecture 24
Double and triple integrals

Double and triple integrals, written as

ˆ " ˆ $
f dA = f ( x, y) dx dy, f dV = f ( x, y, z) dx dy dz,
A A V V
are the limits of the sums of DxDy (or DxDyDz) multiplied by the integrand. A single integral is the
area under a curve y = f ( x ); a double integral is the volume under a surface z = f ( x, y). A triple
integral is used, for example, to find the mass of an object by integrating over its density.
To perform a double or triple integral, the correct limits of the integral needs to be determined,
and the integral is performed as two (or three) single integrals. For example, an integration over a
rectangle in the x-y plane can be written as either
ˆ y1 ˆ x1 ˆ x1 ˆ y1
f ( x, y) dx dy or f ( x, y) dy dx.
y0 x0 x0 y0
In the first double integral, the x integration is done first (holding y fixed), and the y integral is done
second. In the second double integral, the order of integration is reversed. Either order of integration
will give the same result.
Example: Compute the volume of the surface z = x2 y above the x-y plane with base given by a unit square with
vertices (0, 0), (1, 0), (1, 1), and (0, 1).
To find the volume, we integrate z = x2 y over its base. The integral over the unit square is given by
either of the double integrals
ˆ 1ˆ 1 ˆ 1ˆ 1
x2 y dx dy or x2 y dy dx.
0 0 0 0
The respective calculations are

!
1ˆ 1 1 x =1 1 y =1
x3 y 1 1 y2 1
ˆ ˆ ˆ
2
x y dx dy = dy = y dy = = ;
0 0 0 3 x =0 3 0 3 2 y =0 6
!
1ˆ 1 1 y =1 1 x =1
x 2 y2 1 1 x3 1
ˆ ˆ ˆ
2
x y dy dx = dx = x2 dy = = .
0 0 0 2 y =0 2 0 2 3 x =0 6
In this case, an even simpler integration method separates the x and y dependence and writes
1ˆ 1 1 1 ✓ ◆✓ ◆
1 1 1
ˆ ˆ ˆ
2 2
x y dx dy = x dx y dy = = .
0 0 0 0 3 2 6
71
72 LECTURE 24. DOUBLE AND TRIPLE INTEGRALS

1. A cube has edge length L, with mass density increasing linearly from r1 to r2 from one face of the
cube to the opposite face. By solving a triple integral, compute the mass of the cube in terms of L, r1
and r2 .

Lecture 25
Example: Double integral with triangle

base
Example: Compute the volume of the surface z = x2 y above the x-y plane with base given by a right triangle
with vertices (0, 0), (1, 0), (0, 1).
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
The integral over the triangle (see the figures) is given by either one of the double integrals
ˆ 1ˆ 1 y ˆ 1ˆ 1 x
x2 y dx dy, or x2 y dy dx.
0 0 0 0
The respective calculations are

!
1ˆ 1 y 1 x =1 y 1 1
x3 y 1 1
ˆ ˆ ˆ ˆ
2
x y dx dy = dy = (1 y)3 y dy = (y 3y2 + 3y3 y4 ) dy
0 0 0 3 x =0 3 0 3 0
✓ ◆ 1 ✓ ◆
1 y2 3y4 5
y 1 1 3 1 1
= y3 + = 1+ = ;
3 2 4 5 0 3 2 4 5 60
!
1ˆ 1 y 1 y =1 x 1 1
x 2 y2 1 1
ˆ ˆ ˆ ˆ
2
x y dy dx = dx = x 2 (1 x )2 dx = ( x2 2x3 + x4 ) dx
0 0 0 2 y =0 2 0 2 0
✓ ◆ 1 ✓ ◆
1 x3 x4 x5 1 1 1 1 1
= + = + = .
2 3 2 5 0 2 3 2 5 60
73
74 LECTURE 25. EXAMPLE: DOUBLE INTEGRAL WITH TRIANGLE BASE

1. Compute the volume of the surface z = x2 y above the x-y plane with base given by a parallelogram
with vertices (0, 0), (1, 0), (4/3, 1) and (1/3, 1).

Practice quiz: Multidimensional
integration
1. The volume of the surface z = xy above the x-y plane with base given by a unit square with vertices
(0, 0), (1, 0), (1, 1), and (0, 1) is equal to
1
a)
5
1
b)
4
1
c)
3
1
d)
2
2. A cube has edge length of 1 cm, with mass density increasing linearly from 1 g/cm3 to 2 g/cm3
from one face of the cube to the opposite face. The mass of the cube is given by
a) 3.0 g
b) 1.5 g
c) 1.33 g
d) 1.0 g
3. The volume of the surface z = xy above the x-y plane with base given by the triangle with vertices
(0, 0), (1, 1), and (2, 0) is equal to
1
a)
6
1
b)
5
1
c)
4
1
d)
3
75
76 LECTURE 25. EXAMPLE: DOUBLE INTEGRAL WITH TRIANGLE BASE
Lecture 26
Polar coordinates (gradient)

In two dimensions, polar coordinates is the most com-
monly used curvilinear coordinate system. The relation- θ̂
y r̂
ship between Cartesian and polar coordinates is given by
y
r
x = r cos q, y = r sin q.
The unit vectors r̂ and ✓ˆ are defined to be orthogonal and θ

in the direction of increasing r and q, respectively, and the
x
position vector is given by r = rr̂.
x
The r̂-✓ˆ unit vectors are rotated an angle q from the i-j unit vectors. Trigonometry shows that
r̂ = cos qi + sin qj, ✓ˆ = sin qi + cos qj.
Notice that the direction of the unit vectors in polar coordinates are not fixed, but depend on their
position. Here, r̂ = r̂ (q ) and ✓ˆ = ✓ˆ (q ), and their derivatives are given by
dr̂ ˆ d✓ˆ
= ✓, = r̂.
dq dq
We begin by considering a two-dimensional scalar field given by f = f (r, q ) and derive the polar form
of the gradient operator. By using the definition of the two-dimensional gradient or by applying the
chain rule, the differential d f can be written as
∂f ∂f
d f = r f · dr or df = dr + dq.
∂r ∂q
Now,
dr̂ ˆ
dr = d(rr̂ ) = r̂dr + r dq = r̂dr + r✓dq,
dq
so that equating the two forms for d f results in
ˆ ) = ∂ f dr + ∂ f dq.
r f · (r̂dr + r✓dq
∂r ∂q
By inspection, we see that

∂f 1 ∂f ˆ
rf = r̂ + ✓,
∂r r ∂q
and the two-dimensional gradient operator in polar coordinates is given by
∂ 1 ∂
r = r̂ + ✓ˆ .
∂r r ∂q
77
78 LECTURE 26. POLAR COORDINATES (GRADIENT)

1. The inverse of a two-by-two matrix is given by
! 1 !
a b 1 d b
= .
c d ad bc c a
Given
r̂ = cos qi + sin qj, ✓ˆ = sin qi + cos qj,
invert a two-by-two matrix to solve for i and j.
2. Transform the Cartesian partial derivatives into polar form.
a) Let f = f ( x (r, q ), y(r, q )). Using the chain rule and the definition of polar coordinates, show that
∂f ∂f ∂f ∂f ∂f ∂f
= cos q + sin q , = r sin q + r cos q .
∂r ∂x ∂y ∂q ∂x ∂y
b) Invert the result of Part (a) to show that
∂ ∂ sin q ∂ ∂ ∂ cos q ∂
= cos q , = sin q + .
∂x ∂r r ∂q ∂y ∂r r ∂q
3. Determine expressions for rr̂ and r✓ˆ in Cartesian coordinates.

Lecture 27
Polar coordinates (divergence & curl)

Define a vector field in polar coordinates to be
ˆ
u = ur (r, q )r̂ + uq (r, q )✓.
To compute the divergence and curl in polar coordinates, we will use r̂ = r̂ (q ) and ✓ˆ = ✓ˆ (q ), and
dr̂ ˆ d✓ˆ ∂ 1 ∂
= ✓, = r̂, r = r̂ + ✓ˆ .
dq dq ∂r r ∂q
The polar unit vectors also satisfy
r̂ · r̂ = ✓ˆ · ✓ˆ = 1, r̂ · ✓ˆ = ✓ˆ · r̂ = 0, r̂ ⇥ r̂ = ✓ˆ ⇥ ✓ˆ = 0, r̂ ⇥ ✓ˆ = (✓ˆ ⇥ r̂ ) = k̂,
where k̂ is the standard Cartesian unit vector pointing along the z-axis.
The divergence is computed from
✓ ◆
∂ 1 ∂
r·u = + ✓ˆ
r̂ · ur r̂ + uq ✓ˆ
∂r r ∂q
∂ ∂ 1 ∂ 1 ∂
= r̂ · (ur r̂ ) + r̂ · u ✓ˆ + ✓ˆ · (ur r̂ ) + ✓ˆ · u ✓ˆ
∂r ∂r q r ∂q r ∂q q
∂ur 1 1 ∂uq
= + 0 + ur +
∂r r r ∂q
1 ∂ 1 ∂uq
= (rur ) + .
r ∂r r ∂q
And the curl is computed from

✓ ◆
∂ 1 ∂
r⇥u = + ✓ˆ
r̂ ⇥ ur r̂ + uq ✓ˆ
∂r r ∂q
∂ ∂ 1 ∂ 1 ∂
= r̂ ⇥ (ur r̂ ) + r̂ ⇥ uq ✓ˆ + ✓ˆ ⇥ (ur r̂ ) + ✓ˆ ⇥ u ✓ˆ
∂r ∂r r ∂q r ∂q q
∂u 1 ∂ur ˆ 1
= 0 + q r̂ ⇥ ✓ˆ + ✓ ⇥ r̂ u ✓ˆ ⇥ r̂
✓ ∂r r ∂q
◆ r q
1 ∂ 1 ∂ur
= k̂ (ruq ) .
r ∂r r ∂q
Note that the curl of a two-dimensional vector field defined in a plane points in the direction perpen-
dicular to the plane following the right-hand rule.
79
80 LECTURE 27. POLAR COORDINATES (DIVERGENCE & CURL)

1. Let u be a two-dimensional vector field given in polar coordinates by
1
u= k r̂ + k2 ✓ˆ ,
r 1
where k1 and k2 are constants. For r , 0, determine r · u and r ⇥ u.

Lecture 28
Polar coordinates (Laplacian)

The two-dimensional Laplacian operator in polar coordinates can be computed using
∂ 1 ∂
r2 = (r · r), where r = r̂ + ✓ˆ .
∂r r ∂q
We have
✓ ◆ ✓ ◆
2 ∂ ˆ 1 ∂ ∂ ˆ 1 ∂
r = r̂ + ✓ · r̂ + ✓
∂r r ∂q ∂r r ∂q
✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆
∂ ∂ ∂ ˆ1 ∂ ˆ 1 ∂ ∂ ˆ 1 ∂ ˆ 1 ∂
= r̂ · r̂ + r̂ · ✓ +✓· r̂ +✓· ✓
∂r ∂r ∂r r ∂q r ∂q ∂r r ∂q r ∂q
∂2 1 ∂ 1 ∂2
= 2
+0+ + 2 2
∂r r ∂r r ∂q
✓ ◆
1 ∂ ∂ 1 ∂2
= r + 2 2.
r ∂r ∂r r ∂q
The Laplacian operator can act on both a scalar or vector field. For the case of a vector field, one needs
to take into account the derivatives of the unit vectors with respect to q.
81
82 LECTURE 28. POLAR COORDINATES (LAPLACIAN)

1. Consider the fluid flow through a pipe of circular cross-section radius R with a constant pressure
gradient along the pipe length. Define the z-axis to be the symmetry axis down the center of the pipe
in the direction of the flowing fluid. The velocity field in a steady flow then takes the form u = u(r )k,
p
where r = x2 + y2 and u satisfies the Navier-Stokes equation given by
G
r2 u = .
nr
Here, G is the pressure gradient, n is the kinematic viscosity, and r is the fluid density, all assumed to
be constant. You may further assume that the interior surface of the pipe has no slip so that the fluid
velocity is zero when r = R. Solve for the velocity field u(r ) in the pipe’s cross section using the polar
coordinate form for the Laplacian. What is the maximum value of the velocity?

Lecture 29
Example: Central force

A central force is a force acting on a point mass and pointing directly towards a fixed point in space.
The origin of the coordinate system is chosen at this fixed point, and the axis orientated such that the
initial position and velocity of the mass lies in the x-y plane. The subsequent motion of the mass is
then two dimensional, and polar coordinates can be employed.
The position vector of the point mass in polar coordinates is given by
r = rr̂.
The velocity of the point mass is obtained by differentiating r with respect to time. The added dif-
ficulty here is that the unit vectors r̂ = r̂ (q (t)) and ✓ˆ = ✓ˆ (q (t)) are also functions of time. When
differentiating, we will need to use the chain rule in the form
dr̂ dr̂ dq dq ˆ d✓ˆ d✓ˆ dq dq

= = ✓, = = r̂.
dt dq dt dt dt dq dt dt
As is customary, here we will use the dot notation for the time derivative. For example, ẋ = dx/dt
and ẍ = d2 x/dt2 .
The velocity of the point mass is then given by
dr̂ ˆ
ṙ = ṙr̂ + r = ṙr̂ + r q̇ ✓;
dt
and the acceleration is given by
dr̂ d✓ˆ
r̈ = r̈r̂ + ṙ + ṙ q̇ ✓ˆ + r q̈ ✓ˆ + r q̇
dt dt
= (r̈ 2
r q̇ )r̂ + (2ṙ q̇ + r q̈ )✓.ˆ
A central force can be written as F = f r̂, where usually f = f (r ). Newton’s equation mr̈ = F then
becomes the two equations
m(r̈ r q̇ 2 ) = f, m(2ṙ q̇ + r q̈ ) = 0.
The second equation is usually expressed as conservation of angular momentum, and after multipli-
cation by r, is written in the form
d
(mr2 q̇ ) = 0, or mr2 q̇ = constant.
dt
83
84 LECTURE 29. CENTRAL FORCE

1. The angular momentum l of a point mass m relative to an origin is defined as
l = r ⇥ p,
where r is the position vector of the mass and p = mṙ is the momentum of the mass. Show that
|l| = mr2 |q̇ |.
2. Prove that ✓ ◆
dv d 1 2
mv · = m |v | .
dt dt 2
This result will be used to derive the conservation of energy.

Lecture 30
Change of variables (single integral)

A double (or triple) integral written in Cartesian coordinates, can sometimes be more easily computed
by changing coordinate systems. To do so, we need to derive a change of variables formula.
It is illuminating to first revisit the change-of-variables formula for single integrals. Consider the
integral ˆ xf
I= f ( x ) dx.
x0
Let u(s) be a differentiable and invertible function. We can change variables in this integral by letting
x = u(s) so that dx = u0 (s) ds. The integral in the new variable s then becomes
u 1 (x
f)
ˆ
I= f (u(s))u0 (s) ds.
u 1 (x
0)
The key piece for us here is the transformation of the infinitesimal length dx = u0 (s) ds.
We can be more concrete by examining a specific transformation. Consider the calculation of the
area of a circle of radius R, given by the integral
ˆ R p
A=4 R2 x2 dx.
0
To more easily perform this integral, we can let x = R cos q so that dx = R sin q dq. The integral then
becomes ˆ p/2 p ˆ p/2
A = 4R2 1 cos2 q sin q dq = sin2 q dq,
0 0
which can be done using the double-angle formula to yield A = pR2 .
85
86 LECTURE 30. CHANGE OF VARIABLES (SINGLE INTEGRAL)
Lecture 31
Change of variables (double integral)

We consider the double integral "
I= f ( x, y) dx dy.
A
We would like to change variables from ( x, y) to (s, t). For simplicity, we will write this change of
variables as x = x (s, t) and y = y(s, t). The region A in the x-y domain transforms into a region A0 in
the s-t domain, and the integrand becomes a function of the new variables s and t by the substitution
f ( x, y) = f ( x (s, t), y(s, t)). We now consider how to transform the infinitesimal area dx dy.
The transformation of dx dy is obtained by considering how an infinitesimal rectangle is trans-
formed into an infinitesimal parallelogram, and how the area of the two are related by the absolute
value of a determinant. The main result, which we do not derive here, is given by
dx dy = |det ( J )| ds dt,
where J is called the Jacobian of the transformation, and is defined as

!
∂( x, y) ∂x/∂s ∂x/∂t
J= = .
∂(s, t) ∂y/∂s ∂y/∂t
To be more concrete, we again calculate the area of a circle. Here, using a two-dimensional integral,
the area of a circle can be written as "
A= dx dy,
A
where the integral subscript A denotes the region in the x-y plane that defines the circle. To perform
this integral, we can change from Cartesian to polar coordinates. Let
We have
! !
∂x/∂r ∂x/∂q cos q r sin q
dx dy = det dr dq = det dr dq = r dr dq.
∂y/∂r ∂y/∂q sin q r cos q
The region in the r-q plane that defines the circle is 0  r  R and 0  q  2p. The integral then
becomes ˆ 2p ˆ R ˆ 2p ˆ R
A= r dr dq = dq r dr = pR2 .
0 0 0 0
87
88 LECTURE 31. CHANGE OF VARIABLES (DOUBLE INTEGRAL)

1. The mass density of a flat object can be specified by s = s ( x, y), with units of mass per unit area.
The total mass of the object is found from the double integral
ˆ ˆ
M= s ( x, y) dx dy.
A
Suppose a circular disk of radius R has mass density r0 at its center and r1 at its edge, and its density
is a linear function of the distance from the center. Find the total mass of the disk.
ˆ •
2
2. Compute the Gaussian integral given by I = e x dx. Use the well-known trick
•
✓ˆ • ◆2 ˆ • ˆ • ˆ • ˆ •
2 x2 x2 y2 ( x 2 + y2 )
I = e dx = e dx e dy = e dx dy.
• • • • •

Practice quiz: Polar coordinates
1. r✓ˆ is equal to
a) xi + yj
b) xi yj
c) yi + xj
d) yi + xj
d✓ˆ
2. is equal to
dq
a) r̂
b) r̂
c) ✓ˆ
d) ✓ˆ
3. Suppose a circular disk of radius 1 cm has mass density 10 g/cm2 at its center, and 1 g/cm2 at its
edge, and its density is a linear function of the distance from the center. The total mass of the disk is
equal to
a) 8.80 g
b) 10.21 g
c) 12.57 g
d) 17.23 g
89
90 LECTURE 31. CHANGE OF VARIABLES (DOUBLE INTEGRAL)
Lecture 32
Cylindrical coordinates
Cylindrical coordinates extends polar coordinates to three

dimensions by adding a Cartesian coordinate along the z-
axis. To conform to standard usage, we change notation
and define the relationship between the Cartesian and the
cylindrical coordinates to be
x = r cos f, y = r sin f, z = z;
with inverse relation
q
r= x 2 + y2 , tan f = y/x.
A spatial point ( x, y, z) in Cartesian coordinates is now
specified by (r, f, z) in cylindrical coordinates (see figure).
ˆ ˆ , and ẑ point in the direction of increasing r, f and z, respectively.

The orthogonal unit vectors ⇢,
The position vector is given by r = r⇢ˆ + zẑ. The volume element transforms as dx dy dz = r dr df dz.
The del operator can be found using the polar form of the Cartesian derivatives (see the problems).
The result is
∂ 1 ∂ ∂
r = ⇢ˆ + ˆ + ẑ .
∂r r ∂f ∂z
The Laplacian, r · r, is computed taking care to differentiate the unit vectors with respect to f:
∂2 1 ∂ 1 ∂2 ∂2
r2 = + + +
∂r2 r ∂r r2 ∂f2 ∂z2
✓ ◆ 2
1 ∂ ∂ 1 ∂ ∂2
= r + 2 2 + 2.
r ∂r ∂r r ∂f ∂z
The divergence and curl of a vector field, A = Ar (r, f, z)⇢ˆ + Af (r, f, z) ˆ + Az (r, f, z)ẑ, are given by
1 ∂ 1 ∂Af ∂Az
r·A = (rAr ) + + ,
r ∂r r ∂f ∂z
✓ ◆ ✓ ◆ ✓ ◆
1 ∂Az ∂Af ∂Ar ∂Az 1 ∂ 1 ∂Ar
r ⇥ A = ⇢ˆ + ˆ + ẑ (rAf ) .
r ∂f ∂z ∂z ∂r r ∂r r ∂f
91
92 LECTURE 32. CYLINDRICAL COORDINATES

1. Determine the del operator r in cylindrical coordinates. There are several ways to do this, but a
straightforward, though algebraically lengthy one, is to transform from Cartesian coordinates using
∂ ∂ ∂
r = x̂ + ŷ + ẑ ,
∂x ∂y ∂z
x̂ = cos f⇢ˆ sin f ˆ , ŷ = sin f⇢ˆ + cos f ˆ ,
and
∂ ∂ sin f ∂ ∂ ∂ cos f ∂
= cos f , = sin f + .
∂x ∂r r ∂f ∂y ∂r r ∂f
2. Compute r · ⇢ˆ in two ways:
a) With the divergence in cylindrical coordinates;
b) By transforming to Cartesian coordinates.
ˆ r · ˆ and r ⇥ ˆ .
3. Using cylindrical coordinates, compute r ⇥ ⇢,

Lecture 33
Spherical coordinates (Part A)

z
Spherical coordinates are useful for problems with
spherical symmetry. The relationship between the Carte- θ r̂
sian and the spherical coordinates is given by
r φ̂
x = r sin q cos f, y = r sin q sin f, z = r cos q,
θ̂
y
where 0  q  p and 0  f  2p. A spatial point
( x, y, z) in Cartesian coordinates is now specified by
(r, q, f) in spherical coordinates (see figure). The orthog- φ
onal unit vectors r̂, ✓, ˆ and ˆ point in the direction of
x
increasing r, q and f, respectively.
The position vector is given by

r = rr̂;
and the volume element transforms as
dx dy dz = r2 sin q dr dq df.
The spherical coordinate unit vectors can be written in terms of the Cartesian unit vectors by
r̂ = sin q cos f i + sin q sin f j + cos q k,

✓ˆ = cos q cos f i + cos q sin f j sin q k,
ˆ= sin f i + cos f j;
with inverse relation
i = sin q cos f r̂ + cos q cos f ✓ˆ sin f ˆ ,

j = sin q sin f r̂ + cos q sin f ✓ˆ + cos f ˆ ,
k = cos q r̂ ˆ
sin q ✓.
By differentiating the unit vectors, we can derive the sometimes useful identities
∂r̂ ˆ ∂✓ˆ ∂ˆ
= ✓, = r̂, = 0;
∂q ∂q ∂q
∂r̂ ∂✓ˆ ∂ˆ
= sin q ˆ , = cos q ˆ , = sin q r̂ ˆ
cos q ✓.
∂f ∂f ∂f
93
94 LECTURE 33. SPHERICAL COORDINATES (PART A)

1. Write the relationship between the spherical coordinate unit vectors and the Cartesian unit vectors
in matrix form. Notice that the transformation matrix Q is orthogonal and invert the relationship
using Q 1 = QT .
2. Use the Jacobian change-of-variables formula for triple integrals, given by

0 1
∂x/∂r ∂x/∂q ∂x/∂f
B C
dx dy dz = det @ ∂y/∂r ∂y/∂q ∂y/∂f A dr dq df,
∂z/∂r ∂z/∂q ∂z/∂f
to derive dx dy dz = r2 sin q dr dq df.
3. Consider a scalar field f = f (r ) that depends only on the distance from the origin. Using dx dy dz =
r2 sin q dr dq df, and an integration region V inside a sphere of radius R centered at the origin, show
that ˆ ˆ R
f dV = 4p r2 f (r ) dr.
V 0
4. Suppose a sphere of radius R has mass density r0 at its center, and r1 at its surface, and its density
is a linear function of the distance from the center. Find the total mass of the sphere. What is the
average density of the sphere?

Lecture 34
Spherical coordinates (Part B)

First, we determine the gradient in spherical coordinates. Consider the scalar field f = f (r, q, f).
Our definition of a total differential is
∂f ∂f ∂f
df = dr + dq + df = r f · dr.
∂r ∂q ∂f
In spherical coordinates,
r = r r̂ (q, f),
and using
∂r̂ ˆ ∂r̂
= ✓, = sin q ˆ ,
∂q ∂f
we have
∂r̂ ∂r̂
dr = dr r̂ + r dq + r df = dr r̂ + r dq ✓ˆ + r sin q df ˆ .
∂q ∂f
Using the orthonormality of the unit vectors, we can therefore write d f as
✓ ◆
∂f 1 ∂f ˆ 1 ∂f ˆ
df = r̂ + ✓+ · (dr r̂ + r dq ✓ˆ + r sin q df ˆ ),
∂r r ∂q r sin q ∂f
showing that
∂f 1 ∂f ˆ 1 ∂f ˆ
rf = r̂ + ✓+ .
∂r r ∂q r sin q ∂f
Some messy algebra will yield for the Laplacian
✓ ◆ ✓ ◆
2 1 ∂ 2∂f 1 ∂ ∂f 1 ∂2 f
r f = 2 r + 2 sin q + ;
r ∂r ∂r r sin q ∂q ∂q r2 sin2 q ∂f2
and for the divergence and curl of a vector field, A = Ar (r, q, f)r̂ + Aq (r, q, f)✓ˆ + Af (r, q, f) ˆ ,
1 ∂ 2 1 ∂ 1 ∂Af
r·A = (r Ar ) + (sin q Aq ) + ,
r2 ∂r r sin q ∂q r sin q ∂f
  
r̂ ∂ ∂Aq ✓ˆ 1 ∂Ar ∂ ˆ ∂ ∂Ar
r⇥A = (sin q Af ) + (rAf ) + (rAq ) .
r sin q ∂q ∂f r sin q ∂f ∂r r ∂r ∂q
95
96 LECTURE 34. SPHERICAL COORDINATES (PART B)

1. Using the formulas for the spherical coordinate unit vectors in terms of the Cartesian unit vectors,
prove that
∂r̂ ˆ ∂r̂
= ✓, = sin q ˆ .
∂q ∂f
2. Compute the divergence and curl of the spherical coordinate unit vectors.
3. Using spherical coordinates, show that for r , 0,

✓ ◆
12
r = 0.
r

Practice quiz: Cylindrical and spherical
coordinates
✓ ◆
p 1
1. With r = x2 + y2 , the function r2 is equal to
r
a) 0
1
b)
r3
2
c)
r3
3
d)
r3
ˆ ˆ ) is equal to
2. Let r = xi. Then (r̂, ✓,
a) (i, j, k )
b) (i, k, j )
c) (i, k, j )
d) (i, k, j)
3. Suppose a sphere of radius 5 cm has mass density 10 g/cm3 at its center, and 5g/cm3 at its surface,
and its density is a linear function of the distance from the center. The total mass of the sphere is given
by
a) 3927 g
b) 3491 g
c) 3272 g
d) 3142 g
97
98 LECTURE 34. SPHERICAL COORDINATES (PART B)
Week IV
Line and surface integrals
99
101
This week we learn about line integrals and surface integrals. We learn how to take the line integral
of a scalar field and use line integrals to compute arc lengths. We then learn how to take line integrals
of vector fields by taking the dot product of the vector field with tangent unit vectors to the curve.
Consideration of the line integral of a force field results in the work-energy theorem. Next, we learn
how to take the surface integral of a scalar field, and compute the surface areas of a cylinder, cone,
sphere and paraboloid. We then learn how to take the surface integral of a vector field by taking
the dot product of the vector field with normal unit vectors to the surface. The surface integral of a
velocity field is used to define the mass flux of a fluid through the surface.
102
Lecture 35
Line integral of a scalar field

Define the line integral of a scalar field f = f (r ) over a curve C by subdividing the curve into
small scalar elements of length ds, multiplying each ds by the average value of f on the element, and
summing over all elements. We write the line integral as
ˆ
f (r ) ds.
C
For simplicity, we restrict our discussion here to curves in the x-y plane. By the Pythagorean theorem,
we can write q
ds = (dx )2 + (dy)2 ,
and it is possible to convert a line integral into an ordinary one-dimensional integral in one of two
ways. First, if the curve can be specified by a one-dimensional function, such as y = y( x ) from x = x0
to x f , then dy = y0 ( x )dx and
q
ds = 1 + y0 ( x )2 dx.
We then have ˆ ˆ xf q
f ( x, y) ds = f ( x, y( x )) 1 + y0 ( x )2 dx.
C x0
Second, if the curve can be parameterized by t, such as x = x (t) and y = y(t), with t ranging from
t = t0 to t f , then dx = ẋ (t)dt and dy = ẏ(t)dt, and
q
ds = ẋ (t)2 + ẏ(t)2 dt.
The line integral then becomes

ˆ ˆ tf q
f ( x, y) ds = f ( x (t), y(t)) ẋ (t)2 + ẏ(t)2 dt.
C t0
103
104 LECTURE 35. LINE INTEGRAL OF A SCALAR FIELD

1. Suppose that a curve can be specified by the one-dimensional function y = y( x ). Parameterize the
curve to show that the two forms of the line integral are equivalent.

Lecture 36
Arc length
The arc length P of a curve C is given by ˆ

P= ds.
C
For even simple curves, this integral may not have an analytical solution. For example, consider the
circumference of an ellipse. The equation for an ellipse centered at the origin with width 2a and height
2b is given by
x2 y2
2
+ 2 = 1.
a b
Assuming a b, the eccentricity of this ellipse is defined as
q
e= 1 (b/a)2 .
To compute the circumference of an ellipse, we parameterize the ellipse using
x (q ) = a cos q, y(q ) = b sin q,
where q goes from 0 to 2p. The infinitesimal arc length ds is then given by
q q
ds = (dx )2 + (dy)2 = x 0 (q )2 + y0 (q )2 dq
p
= a2 sin2 q + b2 cos2 q dq
q
= a 1 [1 (b/a)2 ] cos2 q dq
p
= a 1 e2 cos2 q dq.
Therefore, the circumference of an ellipse — or perimeter P — is given by the line integral

ˆ ˆ 2p p
P= ds = a 1 e2 cos2 qdq
C 0
ˆ p/2 p
= 4a 1 e2 cos2 qdq,
0
where the final integral is over one-quarter of the arc length of the ellipse , and is called the complete
elliptic integral of the second kind.
105
106 LECTURE 36. ARC LENGTH

1. Compute the circumference of a circle of radius R by parameterizing the circle and performing a
line integral.

Lecture 37
Line integral of a vector field

Let u(r ) be a vector field, C a directed curve, and dr the infinitesimal displacement vector along
C. Define a unit vector t̂ such that dr = t̂ds. Then the line integral of u along C is defined to be
ˆ ˆ
u · dr = u · t̂ ds,
C C
which is a line integral of the scalar field u · t̂. If the curve is closed, sometimes a circle is written in
the middle of the integral sign.
A general method to calculate the line integral of a vector field is to parameterize the curve. Let
the curve be parameterized by the function r = r (t) as t goes from t0 to t f . Using dr = (dr/dt)dt, the
line integral becomes
tf
dr
ˆ ˆ
u · dr = u(r (t)) · dt.
C t0 dt
Sometimes the curve is simple enough that dr can be computed directly.
Example: Compute the line integral of r = xi + yj in the x-y plane along two curves from the origin to the
point ( x, y) = (1, 1). The first curve C1 consists of two line segments, the first from (0, 0) to (1, 0), and the
second from (1, 0) to (1, 1). The second curve C2 is a straight line from the origin to (1, 1).
The computation along the first curve requires two separate integrations. For the curve along the
x-axis, we use dr = dxi and for the curve at x = 1 in the direction of j, we use dr = dyj. The line
integral is therefore given by
ˆ ˆ 1 ˆ 1
r · dr = x dx + y dy = 1.
C1 0 0
For the second curve, we parameterize the line by r (t) = t(i + j ) as t goes from 0 to 1, so that
dr = dt(i + j ), and the integral becomes
ˆ ˆ 1
r · dr = 2t dt = 1.
C2 0
The two line integrals are equal, and for this case only depend on the starting and ending points of
the curve.
107
108 LECTURE 37. LINE INTEGRAL OF A VECTOR FIELD

1. In the x-y plane, calculate the line integral of the vector field u = yi + xj counterclockwise around
a square with vertices (0, 0), ( L, 0), ( L, L), and (0, L).
2. In the x-y plane, calculate the line integral of the vector field u = yi + xj counterclockwise around
the circle of radius R centered at the origin.

Lecture 38
Work-Energy theorem
Newton’s second law of motion for a mass m with velocity v acted on by a force F is given by
dv
m = F.
dt
The conservation of energy is an important concept in physics and requires a definition of work. We
first take the dot product of both sides of Newton’s law with the velocity vector and use the identity
✓ ◆
dv d 1
mv · = m |v |2
dt dt 2
to obtain ✓ ◆
d 1
m |v |2 = F · v.
dt 2
Integrating from an initial time ti to a final time t f , with v (ti ) = vi and v (t f ) = v f , we have
tf
1 1
ˆ ˆ
m |v f |2 m | vi | 2 = F · v dt = F · dr,
2 2 ti C
where we have used dr = vdt. The line integral is taken along the curve C traversed by the mass
between the times ti and t f . We define the kinetic energy T of a mass m by
1
T= m |v |2 ,
2
and the work W done by a force on a mass as it moves along a curve C as

ˆ
W= F · dr.
C
We these definitions, the work-energy theorem states that the work done on a mass by a force is equal
to the change in the kinetic energy of the mass, or in equation form,
W = Tf Ti .
109
110 LECTURE 38. WORK-ENERGY THEOREM

1. A mass m is dropped from a building of height h. Assuming the mass falls with constant accel-
eration g, calculate the work done by gravity and compute the velocity of the mass as it hits the
ground.

Practice quiz: Line integrals
1. The arc length of the parabola y = x2 for 0  x  1 is given by the integral
ˆ 1p
a) 1 + 2x dx
0
ˆ 1 p
b) 1 + 4x dx
0
ˆ 1 p
c) 1 + 2x2 dx
0
ˆ 1 p
d) 1 + 4x2 dx
0
2. The line integral of the vector field u = yi + xj counterclockwise around a triangle with vertices
(0, 0), ( L, 0), and (0, L) is equal to
a) 0
1 2
b) L
2
c) L2
d) 2L2
3. A mass m is shot upward from the ground with a speed v0 , attains a maximum height, and then
falls back to ground. Calculate the work done by gravity on the mass.
a) 0
b) v20 /4g
c) v20 /2g
d) v20 /g
111
112 LECTURE 38. WORK-ENERGY THEOREM
Lecture 39
Surface integral of a scalar field

Define the surface integral of a scalar field f = f (r ) over a surface S by subdividing the surface into
small elements dS, multiplying each element by the average value of f on the element, and summing
over all elements. We write the surface integral as
ˆ
f (r ) dS.
S
A parameterization of the surface S is given by
r (u, v) = x (u, v)i + y(u, v)j + z(u, v)k,
where the position vector r points to the surface, and the surface is spanned as the parameters u and
v vary. The surface integral is performed over u and v, and the infinitesimal surface element dS is
found from the area defined by the tangent vectors ∂r/∂u and ∂r/∂v to the surface by way of the
cross product, that is,
∂r ∂r
dS = ⇥ du dv.
∂u ∂v
If the surface lies over the x-y plane and can be describe by z = z( x, y), then we can use x and y as our
parameters and write
r ( x, y) = xi + yj + z( x, y)k.
Therefore,
∂r ∂z ∂r ∂z
= i + k, = j + k,
∂x ∂x ∂y ∂y
and the cross product is given by
i j k
∂r ∂r ∂z ∂z
⇥ = 1 0 ∂z/∂x = i j + k.
∂x ∂y ∂x ∂y
0 1 ∂z/∂y
The surface integral in this case becomes

s ✓ ◆2 ✓ ◆2
∂z ∂z
ˆ ˆ ˆ
f (r) dS = f (r ( x, y)) 1+ + dx dy.
S A ∂x ∂y
113
114 LECTURE 39. SURFACE INTEGRAL OF A SCALAR FIELD

1. Compute the lateral surface area A = dS of a cylinder (see figure) in two ways.
´
S
a) Unroll the cylinder and compute the area of the resulting rectangle.
b) Define the cylinder parametrically as
r = a cos q i + a sin q j + z k, for 0  z  b and 0  q  2p,
and compute the surface integral.
2. Compute the lateral surface area A = dS of a cone (see figure) in two ways.
´
S
a) Unroll the cone and compute the area of the resulting circular sector.
b) Define the cone parametrically as
az az
r= cos q i + sin q j + z k, for 0  z  b and 0  q  2p,
b b
and compute the surface integral.

Lecture 40
Surface area of a sphere

Surface area is given by the integral ˆ

S= dS,
S
where the integral is evaluated by parameterizing the surface. Here, we compute the surface area of a
sphere of radius R. The sphere can be parameterized using spherical coordinates as
r (q, f) = R sin q cos fi + R sin q sin fj + R cos qk, for 0  q  p and 0  f  2p.
To find the infinitesimal surface element, we compute the partial derivatives of r:
∂r ∂r
= R cos q cos f i + R cos q sin f j R sin q k, = R sin q sin f i + R sin q cos f j.
∂q ∂f
The cross product is
i j k
∂r ∂r
⇥ = R cos q cos f R cos q sin f R sin q
∂q ∂f
R sin q sin f R sin q cos f 0
= R sin q cos f i + R sin q sin f j + R2 sin q cos q k,
2 2 2 2
so that
q
∂r ∂r
⇥ = R2 sin4 q cos2 f + sin4 q sin2 f + sin2 q cos2 q
∂q ∂f
q
= R2 sin q sin2 q (sin2 f + cos2 f) + cos2 q
= R2 sin q.
Therefore,
∂r ∂r
dS = ⇥ dq df = R2 sin q dq df.
∂q ∂f
Note that for a sphere, dV = r2 sin q dr dq df, so that dSdr is equal to dV at r = R.

The surface area of a sphere can be found from the integral
ˆ ˆ 2p ˆ p ˆ 2p ˆ p
S= dS = R2 sin q dq df = R2 df sin q dq = 4pR2 .
S 0 0 0 0
115
116 LECTURE 40. SURFACE AREA OF A SPHERE

1. Compute the lateral surface area S = dS of a paraboloid (see figure), defined by
´
S
⇣ ⌘
a2 z = b x 2 + y2 , for 0  z  b.
Compute the resulting two-dimensional integral using polar coordinates.

Lecture 41
Surface integral of a vector field

Let u = u(r ) be a vector field, and let S be a surface with normal unit vector n̂. The surface in-
tegral of u over S is defined to be ˆ ˆ
u · dS = u · n̂ dS,
S S
which is a surface integral of the scalar field u · n̂. The integration surface can be either open or closed.
For an open surface, the direction of the normal vectors needs to be specified (such as up or down),
but for a closed surface, n̂ is always assumed to be in the outward direction.
Example: Compute the surface integral of r = xi + yj + zk over a cube centered at the origin with sides parallel
to the axes and side lengths equal to L .
The faces of the cube are located at x = ± L/2, y = ± L/2 and z = ± L/2, and the surface area of each
face is L2 . For the face at x = L/2, say, we have r = ( L/2)i + yj + zk and dS = idS. The integral over
this face is given by
L L3
ˆ ˆ
r · dS = dS = .
S 2 S 2
One can see that the surface integrals over all six faces of the cube are equal, and we obtain for the
surface integral over the entire cube,
L3
˛
r · dS = 6 ⇥ = 3L3 ,
S 2
equal to three times the volume of the cube. The circle notation on the integral sign signifies integration
over a closed surface.
Example: Compute the surface integral of r = xi + yj + zk over a sphere centered at the origin with radius R .
Using spherical coordinates, on the surface of a sphere of radius R centered at the origin, we have
r = Rr̂, dS = r̂dS and the surface area of the sphere is 4pR2 . Therefore,
˛ ˛
r · dS = R dS = 4pR3 ,
S S
equal to three times the volume of the sphere.
117
118 LECTURE 41. SURFACE INTEGRAL OF A VECTOR FIELD

1. Compute the surface integral of r = xi + yj + zk over a closed cylinder centered at the origin with
with radius a and length l.

Lecture 42
Flux integrals
The surface integral of a vector field is often called a flux integral. If u is the fluid velocity (length
divided by time), and r is the fluid density (mass divided by volume), then the surface integral
ˆ
ru · dS
S
computes the mass flux, that is, the mass passing through the surface S per unit time. Flux integrals
for the electric and magnetic vector fields are also defined.
Example: Find the flux of the electric field through a sphere of radius R centered at the origin, where a point
charge q is located. The electric field due to the point charge is given in spherical coordinates by Coulomb’s law,
q
E= r̂.
4pe0 r2
To compute the flux integral, we use dS = r̂ dS, where the surface area of the sphere is given by
S = 4pR2 . We have
q q
˛ ˛
E · dS = 2
dS = ,
S 4pe 0R e0
which is observed to be independent of R because of the Coulomb inverse square law.
119
120 LECTURE 42. FLUX INTEGRALS

1. Calculate the mass flux of a laminar fluid of density r, viscosity n and constant pressure gradient
G passing through a cross section of a pipe of radius R. Choosing z as the symmetry axis for the pipe,
the velocity of the fluid is given by
✓ ⇣ r ⌘2 ◆
u(r ) = um 1 k,
R
where r is the radial coordinate in the cross section and
GR2
um =
4nr
is the maximum velocity of the fluid in the center of the pipe.

Practice quiz: Surface integrals
1. The shape of a donut or bagel is called a torus. Let R be the radius from the center of the hole to the
center of the torus tube and r be the radius of the torus tube. Then the equation for a torus symmetric
about the z-axis is given by
✓ q ◆2
R x2 + y2 + z2 = r 2 .
The torus may be parameterized by
x = ( R + r cos q ) cos f, y = ( R + r cos q ) sin f, z = r sin q,
where 0  q  2p and 0  f  2p. The infinitesimal surface element dS for the torus is given by
a) R(r + R cos f) dq df
b) r ( R + r cos f) dq df
c) R(r + R cos q ) dq df
d) r ( R + r cos q ) dq df
2. Consider a right circular cylinder of radius R and length L centered on the z-axis. The surface
integral of u = xi + yj over the cylinder is given by
a) 0
b) pR2 L
c) 2pR2 L
d) 4pR2 L
3. The flux integral of u = zk over the upper hemisphere of a sphere of radius R centered at the origin
with normal vector r̂ is given by
2p 3
a) R
3
4p 3
b) R
3
c) 2pR3
d) 4pR3
121
122 LECTURE 42. FLUX INTEGRALS
Week V
Fundamental Theorems
123
125
In this week’s lectures, we learn about the fundamental theorems of vector calculus. These include
the gradient theorem, the divergence theorem, and Stokes’ theorem. We show how these theorems are
used to derive the law of conservation of energy, continuity equations, define the divergence and curl
in coordinate-free form, and convert the integral version of Maxwell’s equations to differential form.
126
Lecture 43
Gradient theorem
The gradient theorem is a generalization of the fundamental theorem of calculus for line integrals.
Let rf be the gradient of a scalar field f, and let C be a directed curve that begins at the point r1 and
ends at r2 . Suppose we can parameterize the curve C by r = r (t), where t1  t  t2 , r (t1 ) = r1 , and
r (t2 ) = r2 . Then using the chain rule in the form
d dr
f(r ) = rf(r ) · ,
dt dt
and the standard fundamental theorem of calculus, we have
t2 t2
dr d
ˆ ˆ ˆ
rf · dr = rf(r ) · dt = f(r ) dt
C t1 dt t1 dt
= f(r (t2 )) f(r (t1 )) = f(r2 ) f ( r1 ) .
A more direct way to derive this result is to write the differential
df = rf · dr,
so that ˆ ˆ
rf · dr = df = f(r2 ) f ( r1 ) .
C C
We have thus shown that the line integral of the gradient of a function is path independent, depending
only on the endpoints of the curve. In particular, we have the general result that
˛
rf · dr = 0
C
for any closed curve C.

Example: Compute the line integral of r = xi + yj in the x-y plane from the origin to the point (1, 1).
We have r = 12 r( x2 + y2 ), so that the line integral is path independent. Therefore,
(1,1)
1 1 2
ˆ ˆ
r · dr = r( x2 + y2 ) · dr = ( x + y2 ) = 1.
C 2 C 2 (0,0)
127
128 LECTURE 43. GRADIENT THEOREM

1. Let f(r ) = x2 y + xy2 + z.
a) Compute rf.
b) Compute C rf · dr from (0, 0, 0) to (1, 1, 1) using the gradient theorem.

´
c) Compute C rf · dr along the lines segments (0, 0, 0) to (1, 0, 0) to (1, 1, 0) to (1, 1, 1).
´

Lecture 44
Conservative vector fields

For a vector field u defined on R3 , except perhaps at isolated singularities, the following conditions
are equivalent:
1. r ⇥ u = 0;
2. u = rf for some scalar field f;

ˆ
3. u · dr is path independent for any curve C;
C
˛
4. u · dr = 0 for any closed curve C.
C
When these conditions hold, we say that u is a conservative vector field.

Example: Let u( x, y) = x2 (1 + y3 )i + y2 (1 + x3 )j. Show that u is a conservative vector field, and determine
f = f( x, y) such that u = rf.
To show that u is a conservative vector field, we can prove r ⇥ u = 0:
i j k
r⇥u = ∂/∂x ∂/∂y ∂/∂z = (3x2 y2 3x2 y2 )k = 0.
x 2 (1 + y3 ) y2 (1 + x 3 ) 0
To find the scalar field f, we solve
∂f ∂f
= x 2 (1 + y3 ), = y2 (1 + x 3 ).
∂x ∂y
Integrating the first equation with respect to x holding y fixed, we find
1 3
ˆ
f= x2 (1 + y3 ) dx = x (1 + y3 ) + f ( y ),
3
where f = f (y) is a function that depends only on y. Differentiating f with respect to y and using the
second equation, we obtain
x 3 y2 + f 0 ( y ) = y2 (1 + x 3 ) or f 0 ( y ) = y2 .
One more integration results in f (y) = y3 /3 + c, with c constant, and the scalar field is given by
1 3
f( x, y) = ( x + x3 y3 + y3 ) + c.
3
129
130 LECTURE 44. CONSERVATIVE VECTOR FIELDS

1. Let u = (2xy + z2 )i + (2yz + x2 )j + (2zx + y2 )k.
a) Show that u is a conservative vector field.
b) Calculate the scalar field f such that u = rf.

Lecture 45
Conservation of energy
The work-energy theorem states that the work done on a mass by a force is equal to the change
in the kinetic energy of the mass, or ˆ
F · dr = T f Ti ,
C
where the kinetic energy of a mass m moving with velocity v is given by
1
T= m |v |2 .
2
If F is a conservative vector field, then we can write
F = rV,
where V is called the potential energy. Using the gradient theorem, we have
ˆ
Tf Ti = rV · dr = Vi Vf ,
C
where Vi and Vf are the initial and final potential energies of the mass. Rearranging terms, we have
Ti + Vi = T f + Vf .
In other words, the sum of the kinetic and potential energy is conserved.
Example: Find the potential energy of a mass m in the gravitational field of a mass M.
We place the origin of our coordinate system on the mass M. The gravitational force on m at position
r is then given by the inverse square law, written as
mMr
F = G .
r3
In the problems of Lecture 17, we have shown that r(1/r ) = r/r3 . Therefore, the potential energy
of m is given by
mM
V= G .
r
131
132 LECTURE 45. CONSERVATION OF ENERGY

1. The escape velocity is the smallest initial velocity for a mass on the Earth’s surface to escape from
the Earth’s gravitational field. Using the conservation of energy, determine the escape velocity of a
mass m. Define M to be the mass of the Earth, and R its radius. The gravitational constant G and the
acceleration due to gravity on the surface of the Earth g are related by
GM
g= .
R2
Write the escape velocity in terms of g and R.

Practice quiz:ˆ Gradient theorem
1. Let f(r ) = xyz. The value of rf · dr from (0, 0, 0) to (1, 1, 1) is equal to
C
a) 0
b) 1
c) 2
d) 3
˛
2. Let u = yi + xj. The value of u · dr, where C is the unit circle centered at the origin, is given by
C
a) 0
b) 1
c) 2
d) 3
3. Let u = (2x + y)i + (2y + x )j + k. If u = rf, then f can be equal to
a) ( x + y)2 + z
b) ( x y )2 + z
c) x2 + xy + y2 + z
d) x2 xy + y2 + z
133
134 LECTURE 45. CONSERVATION OF ENERGY
Lecture 46
Divergence theorem
Let u be a differentiable vector field defined inside and on a smooth closed surface S enclosing a
volume V. The divergence theorem states that the integral of the divergence of u over the enclosed
volume is equal to the flux of u through the bounding surface; that is,
ˆ ˛
(r · u) dV = u · dS.
V S
We first prove the divergence theorem for a rectangular solid with sides parallel to the axes. Let
the rectangular solid be defined by a  x  b, c  y  d, and e  z  f . With u = u1 i + u2 j + u3 k,
the volume integral over V becomes
f dˆ b ✓ ◆
∂u1 ∂u ∂u
ˆ ˆ ˆ
(r · u) dV = + 2+ 3 dx dy dz.
V e c a ∂x ∂y ∂z
The three terms in the integral can be integrated separately using the fundamental theorem of calculus.
Each term in succession is integrated as
!
f d b f d
∂u1
ˆ ˆ ˆ ˆ ˆ
dx dy dz = (u1 (b, y, z) u1 ( a, y, z)) dy dz;
e c a ∂x e c
!
f b d ˆ fˆ b
∂u2
ˆ ˆ ˆ
dy dx dz = (u2 ( x, d, z) u2 ( x, c, z)) dx dz;
e a c ∂y e a
!
dˆ b f ˆ dˆ b
∂u3
ˆ ˆ
dz dx dy = (u3 ( x, y, f ) u3 ( x, y, e)) dx dy.
c a e ∂z c a
The integrals on the right-hand-sides correspond exactly to flux integrals over opposite sides of the
rectangular solid. For example, the side located at x = b corresponds with dS = i dy dz and the side
located at x = a corresponds with dS = i dy dz. Summing all three integrals yields the divergence
theorem for the rectangular solid.
Now, given any volume enclosed by a smooth surface, we can subdivide the volume by a very fine
three-dimensional rectangular grid and apply the above result to each rectangular solid in the grid. All
the volume integrals over the rectangular solids add. The internal rectangular solids, however, share
connecting side faces through which the flux integrals cancel, and the only flux integrals that remain
are those from the rectangular solids on the boundary of the volume with outward facing surfaces.
The result is the divergence theorem for any volume V enclosed by a smooth surface S.
135
136 LECTURE 46. DIVERGENCE THEOREM

1. Prove the divergence theorem for a sphere of radius R centered at the origin. Use spherical coordi-
nates.

Lecture 47
Divergence theorem: Example I

The divergence theorem is given by ˆ ˛

(r · u) dV = u · dS.
V S
Test the divergence theorem using u = xy i + yz j + zx k for a cube of side L lying in the first octant with a
vertex at the origin.
Here, Cartesian coordinates are appropriate and we use r · u = y + z + x. We have for the left-hand
side of the divergence theorem,
ˆ ˆ Lˆ Lˆ L
(r · u) dV = ( x + y + z) dx dy dz
V 0 0 0
= L /2 + L /2 + L4 /2
4 4
= 3L4 /2.
For the right-hand side of the divergence theorem, the flux integral only has nonzero contributions
from the three sides located at x = L, y = L and z = L. The corresponding unit normal vectors are i,
j and k, and the corresponding integrals are
˛ ˆ Lˆ L ˆ Lˆ L ˆ Lˆ L
u · dS = Ly dy dz + Lz dx dz + Lx dx dy
S 0 0 0 0 0 0
= L /2 + L4 /2 + L4 /2
4
= 3L4 /2.
137
138 LECTURE 47. DIVERGENCE THEOREM: EXAMPLE I

1. Test the divergence theorem using u = x2 y i + y2 z j + z2 x k for a cube of side L lying in the first
octant with a vertex at the origin.
2. Compute the flux integral of r = xi + yj + zk over a square box with side lengths equal to L by
applying the divergence theorem to convert the flux integral into a volume integral.

Lecture 48
Divergence theorem: Example II

The divergence theorem is given by ˆ ˛

(r · u) dV = u · dS.
V S
Test the divergence theorem using u = r2 r̂ for a sphere of radius R centered at the origin.
To compute the left-hand-side of the divergence theorem, we recall the formula for the divergence of
a vector field u in spherical coordinates:
1 ∂ 2 1 ∂ 1 ∂uf
r·u = 2
(r ur ) + (sin quq ) + .
r ∂r r sin q ∂q r sin q ∂f
Here, ur = r2 is the only nonzero component of u, and we have
1 d ⇣ 4⌘
r·u = r = 4r.
r2 dr
Therefore, using dV = r2 sin q dr dq df, we have

ˆ ˆ 2p ˆ p ˆ R
(r · u) dV = 4r3 sin q dr dq df
V 0 0 0
ˆ 2p ˆ p ˆ R
= df sin q dq 4r3 dr = 4pR4 .
0 0 0
For the right-hand-side of the divergence theorem, we have u = R2 r̂ and dS = r̂R2 sin q dq df, so that
˛ ˆ 2p ˆ p
u · dS = R4 sin q dq df = 4pR4 .
S 0 0
139
140 LECTURE 48. DIVERGENCE THEOREM: EXAMPLE II

1. Test the divergence theorem using u = r̂/r for a sphere of radius R centered at the origin.
2. Compute the flux integral of r = xi + yj + zk over a sphere of radius R by applying the divergence
theorem to convert the flux integral into a volume integral.
3. Consider the volume integral ✓ ◆

1
ˆ
r2 dV.
V r
By computing r2 (1/r ) when r , 0, show that the volume integral equals zero when the volume V
does not include the origin. When V includes the orgin, compute the integral by using the divergence
theorem to convert the volume integral into a flux integral.

Lecture 49
Continuity equation
The divergence theorem is often used to derive a continuity equation, which expresses the local con-
servation of some physical quantity such as mass or electric charge. Here, we derive the continuity
equation for a compressible fluid such as a gas. Let r(r, t) be the fluid density at position r and time
t, and u(r, t) be the fluid velocity. We will assume no sources or sinks of fluid. We place a small test
volume V in the fluid flow and consider the change in the fluid mass M inside V.
The fluid mass M in V varys because of the mass flux through the surface S surrounding V, and
one has
dM
˛
= ru · dS.
dt S
Now the fluid mass is given in terms of the fluid density by

ˆ
M= r dV,
V
and application of the divergence theorem to the surface integral results in
d
ˆ ˆ
r dV = r · (ru) dV.
dt V V
Taking the time derivative inside the integral on the left-hand side, and combining the two integrals
yields ˆ ✓ ◆
∂r
+ r · (ru) dV = 0.
V ∂t
Since this integral vanishes for any test volume placed in the fluid, the integrand itself must be zero,
and we have derived the continuity equation
∂r
+ r · (ru) = 0.
∂t
For an incompressible fluid for which the density r is uniform and constant, the continuity equation
reduces to
r · u = 0.
A vector field with zero divergence is called incompressible or solenoidal.
141
142 LECTURE 49. CONTINUITY EQUATION

1. Show that the continuity equation can be written as
∂r
+ u · rr + rr · u = 0.
∂t
2. The electric charge density (charge per unit volume) is give by r(r, t) and the volume current
density (current per unit area) is given by J (r, t). Local conservation of charge states that the time
rate of change of the total charge within a volume is equal to the negative of the charge flowing out of
that volume, resulting in the equation
d
ˆ ˛
r(r, t) dV = J · dS.
dt V S
From this law of charge conservation, derive the electrodynamics continuity equation.

Practice quiz: Divergence theorem
1. The integral of u = yzi + xzj + xyk over the closed surface of a right circular cone with radius R
and length L and base in the x-y plane is given by
a) 0
p
b) pRL R2 + L2
p
c) 2pRL R2 + L2
p
d) 3pRL R2 + L2
˛
2. The surface integral r · dS over a right circular cylinder of radius R and length L is equal to
S
a) 0
b) pR2 L
c) 2pR2 L
d) 3pR2 L
3. Which velocity field is not incompressible (r · u , 0)?

1 2
a) u = xyi y j
2
b) u = (1 + x )i + (1 y )j
✓ ◆
2 1 2
c) u = ( x xy)i + y 2xy j
2
d) u = ( x + y)2 i + ( x y )2 j
143
144 LECTURE 49. CONTINUITY EQUATION
Lecture 50
Green’s theorem
Green’s theorem is a two-dimensional version of Stokes’ theorem, and serves as a simpler introduction.
Let u = u1 ( x, y)i + u2 ( x, y)j be a differentiable two-dimensional vector field defined on the x-y plane.
Green’s theorem relates an area integral over S in the plane to a line integral around C surrounding
this area, and is given by ˆ ✓ ◆
∂u2 ∂u1
˛
dS = (u1 dx + u2 dy).
S ∂x ∂y C
We will first prove Green’s theorem for a rectangle with sides d

parallel to the axes. Let the rectangle be defined by a <=
x <= b and c <= y <= d, as pictured here. The area integral
y
is given by
ˆ ✓ ◆ dˆ b bˆ d
∂u2 ∂u1 ∂u2 ∂u1
ˆ ˆ
c
dS = dx dy dy dx.
S ∂x ∂y c a ∂x a c ∂y
a b
x
The inner integrals can be done using the fundamental theorem of calculus, and we obtain
ˆ ✓ ◆ d b
∂u2 ∂u1
ˆ ˆ ˛
dS = [u2 (b, y) u2 ( a, y)] dy + [u1 ( x, c) u1 ( x, d)] dx = (u1 dx + u2 dy).
S ∂x ∂y c a C
Note that the line integral is done so that the bounded area is always to the left, which means coun-
terclockwise.
Now, given any closed smooth curve in the x-y plane enclosing an area, we can subdivide the
area by a very fine two-dimensional rectangular grid and apply the above result to each rectangle
in the grid. All the area integrals over the internal rectangles add. The internal rectangles share
connecting sides over which the line integrals cancel, and the only line integrals that remain are those
that approximate the given bounding curve. The result is Green’s theorem for any area S in the plane
bounded by a curve C.
145
146 LECTURE 50. GREEN’S THEOREM

1. Test Green’s theorem using u = yi + xj for a square of side L lying in the first quadrant with
vertex at the origin.
2. Test Green’s theorem using u = yi + xj for a circle of radius R centered at the origin.

Lecture 51
Stokes’ theorem
Green’s theorem for a differentiable two-dimensional vector field u = u1 ( x, y) i + u2 ( x, y) j and a

smooth curve C in the x-y plane surrounding an area S is given by
ˆ ✓ ◆
∂u2 ∂u1
˛
dS = (u1 dx + u2 dy).
S ∂x ∂y C
Green’s theorem can be extended to three dimensions. With u = u1 ( x, y, z) i + u2 ( x, y, z) j, we see that
∂u2 ∂u1
= (r ⇥ u) · k;
∂x ∂y
and with dS = k dS and u1 dx + u2 dy = u · dr, Green’s theorem can be rewritten in the form
ˆ ˛
(r ⇥ u) · dS = u · dr.
S C
This three-dimensional extension of Green’s theorem is called Stokes’ theorem. Here, S is a general
three-dimensional surface bounded by a closed spatial curve C. A simple example would be a hemi-
sphere located anywhere in space bounded by a circle. The orientation of the closed curve and the
normal vector to the surface should follow the right-hand rule. If your fingers of your right hand point
in the direction of the line integral, your thumb should point in the direction of the normal vector to
the surface.
147
148 LECTURE 51. STOKES’ THEOREM

1. From Stokes’ theorem, determine the form of Green’s theorem for a curve lying in the
a) y-z plane;
b) z-x plane.
2. Test Stokes’ theorem using u = yi + xj for a hemisphere of radius R with z > 0 bounded by a
circle of radius R lying in the x-y plane with center at the origin.

Practice quiz: Stokes’ Theorem
R
˛
1. Let u = yi + xj. Compute u · dr for the quarter circle
y
C
of radius R as illustrated. Here, it is simpler to apply Stokes’
theorem to compute an area integral. The answer is 0
a) 0 0
x
R
1 2
b) 2 pR
c) pR2
d) 2pR2
y x
ˆ
2. Let u = i + j. Compute the value of (r ⇥ u) · dS over a circle of radius R centered
x 2 + y2 x 2 + y2 S
at the origin in the x-y plane with normal vector k. Here, because u is singular at r = 0, it is necessary
to apply Stokes’ theorem and compute a line integral. The answer is
a) 0
b) p
c) 2p
d) 4p
˛
3. Let u = x2 yi + xy2 j. Compute u · dr for a unit square in the first quadrant with vertex at the
C
origin. Here, it is simpler to compute an area integral. The answer is
a) 0
1
b)
3
2
c)
3
d) 1
149
150 LECTURE 51. STOKES’ THEOREM
Lecture 52
Meaning of the divergence and the curl

With u a differentiable vector field defined inside and on a smooth closed surface S enclosing a
volume V, the divergence theorem states
ˆ ˛
r · u dV = u · dS.
V S
We can limit this expression by shrinking the integration volume down to a point to obtain a coordinate-
free representation of the divergence as
1
˛
r · u = lim u · dS.
V !0 V S
Picture V as the volume of a small sphere with surface S and u as the velocity field of some fluid of
constant density. Then if the flow of fluid into the sphere is equal to the flow of fluid out of the sphere,
the surface integral will be zero and r · u = 0. However, if more fluid flows out of the sphere than in,
then r · u > 0 and if more fluid flows in than out, r · u < 0. Positive divergence indicates a source
of fluid and negative divergence indicates a sink of fluid.
Now consider a surface S bounded by a curve C. Stokes’ theorem states that
ˆ ˛
(r ⇥ u) · dS = u · dr.
S C
We can limit this expression by shrinking the integration surface down to a point. With n a unit
normal vector to the surface, with direction given by the right-hand rule, we obtain
1
˛
(r ⇥ u) · n = lim u · dr.
S !0 S C
Picture S as the area of a small disk bounded by a circle C and again picture u as the velocity field
of a fluid. The line integral of u · dr around the circle C is called the flow’s circulation and measures
the swirl of the fluid around the center of the circle. The vector field ! = r ⇥ u is called the vorticity
of the fluid. The vorticity is most decidedly nonzero in a wirling (say, turbulent) fluid, composed of
eddies of all different sizes.
151
152 LECTURE 52. MEANING OF THE DIVERGENCE AND THE CURL

1. The incompressible Navier-Stokes equation governing fluid flow is given by
∂u 1
+ (u · r)u = rp + nr2 u,
∂t r
with r · u = 0. Here, r and n are fluid density and viscosity.
a) By taking the divergence of the Navier-Stokes equation, derive the following equation for the
pressure in terms of the velocity field:
∂ui ∂u j
r2 p = r .
∂x j ∂xi
b) By taking the curl of the Navier-Stokes equation, and defining the vorticity as ! = r ⇥ u, derive
the vorticity equation
∂!
+ (u · r)! = (! · r)u + nr2 !.
∂t
You can use all the vector identities presented in these lecture notes, but you will need to prove
that
1
u ⇥ (r ⇥ u) = r(u · u) (u · r)u.
2

Lecture 53
Maxwell’s equations
Maxwell’s equations in SI units and in integral form are given by
qenc
˛
E · dS = , (Gauss’s law for electric fields)
#0
˛S
B · dS = 0, (Gauss’s law for magnetic fields)
˛S
d
ˆ
E · dr = B · dS, (Faraday’s law)
C dt S
✓ ◆
d
˛ ˆ
B · dr = µ0 Ienc + # 0 E · dS , (Ampère-Maxwell law)
C dt S
where E and B are the electric and magnetic fields, qenc and Ienc are the charge or current enclosed
by the bounding surface or curve, and # 0 and µ0 are dimensional constants called the permittivity and
permeability of free space.
The transformation from integral to differential form is a straightforward application of both the
divergence and Stokes’ theorem. The charge q and the current I are related to the charge density r
and the current density J by ˆ ˆ
q= r dV, I= J · dS.
V S
We apply the divergence theorem to the surface integrals and Stokes’ theorem to the line integrals,
replace qenc and Ienc by integrals, and combine results into single integrals to obtain
ˆ ✓ ◆ ˆ ✓ ◆
r ∂B
r·E dV = 0, r⇥E+ · dS = 0,
V #0 S ∂t
ˆ ✓ ✓ ◆◆
∂E
ˆ
(r · B ) dV = 0, r⇥B µ0 J + # 0 · dS = 0.
V S ∂t
Since the integration volumes and surfaces are of arbitrary size and shape, the integrands must vanish
and we obtain the aesthetically appealing differential forms for Maxwell’s equations given by
r ∂B
r·E = , r⇥E = ,
#0 ∂t
✓ ◆
∂E
r · B = 0, r ⇥ B = µ0 J + # 0 .
∂t
153
154 LECTURE 53. MAXWELL’S EQUATIONS

1. Using Gauss’s law for the electric field given by
qenc
˛
E · dS = ,
S #0
determine the electric field of a point charge q at the origin. Assume the electric field is spherically
symmetric.
2. Using Ampère’s law given by ˛

B · dr = µ0 Ienc ,
C
determine the magnetic field of a current carrying infinite wire placed on the z-axis. Assume the
magnetic field has cylindrical symmetry.

Appendix
155
Appendix A
Matrix addition and multiplication

Two-by-two matrices A and B, with two rows and two columns, can be written as
! !
a11 a12 b11 b12
A= , B= .
a21 a22 b21 b22
The first row of matrix A has elements a11 and a12 ; the second row has elements a21 and a22 . The
first column has elements a11 and a21 ; the second column has elements a12 and a22 . Matrices can be
multiplied by scalars and added. This is done element-by-element as follows:
! !
ka11 ka12 a11 + b11 a12 + b12
kA = , A+B = .
ka21 ka22 a21 + b21 a22 + b22
Matrices can also be multiplied. Matrix multiplication does not commute, and two matrices can be
multiplied only if the number of columns of the matrix on the left equals the number of rows of the
matrix on the right. One multiplies matrices by going across the rows of the first matrix and down the
columns of the second matrix. The two-by-two example is given by
! ! !
a11 a12 b11 b12 a11 b11 + a12 b21 a11 b12 + a12 b22
= .
a21 a22 b21 b22 a21 b11 + a22 b21 a21 b12 + a22 b22
Making use of the definition of matrix multiplication, a system of linear equations can be written
in matrix form. For instance, a general system with two equations and two unknowns is given by
a11 x1 + a12 x2 = b1 , a21 x1 + a22 x2 = b2 ;
and the matrix form of this equation is given by

! ! !
a11 a12 x1 b1
= .
a21 a22 x2 b2
In short, this matrix equation is commonly written as
Ax = b.
157
158 APPENDIX A. MATRIX ADDITION AND MULTIPLICATION
Appendix B
Matrix determinants and inverses

We denote the inverse of an n-by-n matrix A as A 1, where
1 1
AA =A A = I,
and where I is the n-by-n identity matrix satisfying IA = AI = A. In particular, if A is an invertible

matrix, then the unique solution to the matrix equation Ax = b is given by x = A 1 b.
It can be shown that a matrix A is invertible if and only if its determinant is not zero. Here, we only
need two-by-two and three-by-three determinants. The two-by-two determinant, using the vertical bar
notation, is given by
a11 a12
= a11 a22 a12 a21 ;
a21 a22
that is, multiply the diagonal elements and subtract the product of the off-diagonal elements.
The three-by-three determinant is given in terms of two-by-two determinants as
a11 a12 a13

a22 a23 a21 a23 a21 a22
a21 a22 a23 = a11 a12 + a13 .
a32 a33 a31 a33 a31 a32
a31 a32 a33
The rule here is to go across the first row of the matrix, multiplying each element in the row by the
determinant of the matrix obtained by crossing out that element’s row and column, and adding the
results with alternating signs.
We will need to invert two-by-two and three-by-three matrices, but this will mainly be simple
because our matrices will be orthogonal. The rows (or columns) of an orthogonal matrix, considered
as components of a vector, are orthonormal. For example, the following two matrices are orthogonal
matrices: 0 1
! sin q cos f sin q sin f cos q
cos q sin q B C
, @cos q cos f cos q sin f sin q A .
sin q cos q
sin f cos f 0
For the first matrix, the row vectors r̂ = cos qi + sin qj and ✓ˆ = sin qi + cos qj have unit length and
are orthogonal, and the same can be said for the rows of the second matrix.
The inverse of an orthogonal matrix is simply given by its transpose, obtained by interchanging
the matrices rows and columns. For example,
! 1 !
cos q sin q cos q sin q
= .
sin q cos q sin q cos q
159
160 APPENDIX B. MATRIX DETERMINANTS AND INVERSES
For more general two-by-two matrices, the inverse can be found from
! 1 !
a b 1 d b
= .
c d ad bc c a
In words, switch the diagonal elements, negate the off-diagonal elements, and divide by the determi-
nant.
Appendix C
Problem solutions
161
162 APPENDIX C. PROBLEM SOLUTIONS
Solutions to the Problems for Lecture 1
1. We show the associative law graphically:
C
A
B+
+B C
A
(A + B) + C = A + (B + C)
2. Draw a triangle with sides composed of the vectors A, B, and C, with C = A + B. Then draw the
vector X pointing from the midpoint of C to the midpoint of B.
B
A
From the figure, we see that

1 1
C + X = A + B.
2 2
Using C = A + B, this equation becomes
1 1
(A + B ) + X = A + B,
2 2
and solving for X yields X = 12 A. Therefore X is parallel to A and one-half its length.
163
1.
a) The unit vector that points from m1 to m2 is given by
r2 r1 (x x1 )i + ( y2 y1 )j + ( z2 z1 )k
= p2 .
| r2 r1 | ( x2 x1 )2 + ( y2 y1 )2 + ( z2 z1 )2
b) The force acting on m1 with position vector r1 due to the mass m2 with position vector r2 is
written as
r2 r1 ( x2 x1 )i + ( y2 y1 )j + ( z2 z1 )k
F = Gm1 m2 = Gm1 m2 .
| r2 r1 | 3 [( x2 x1 )2 + (y2 y1 )2 + (z2 z1 )2 ]3/2
1.
a) A · B = A1 B1 + A2 B2 + A3 B3 = B1 A1 + B2 A2 + B3 A3 = B · A;
b) A · (B + C ) = A1 ( B1 + C1 ) + A2 ( B2 + C2 ) + A3 ( B3 + C3 ) = A1 B1 + A1 C1 + A2 B2 + A2 C2 +
A3 B3 + A3 C3 = ( A1 B1 + A2 B2 + A3 B3 ) + ( A1 C1 + A2 C2 + A3 C3 ) = A · B + A · C;
c) A · (kB ) = A1 (kB1 ) + A2 (kB2 ) + A3 (kB3 ) = (kA1 ) B1 + (kA2 ) B2 + (kA3 ) B3 = k( A1 B1 ) + k ( A2 B2 ) +

k ( A3 B3 ) = (kA) · B = k(A · B )
2. The dot product of a unit vector with itself is one, and the dot product of a unit vector with one
perpendicular to itself is zero. That is,
i · i = j · j = k · k = 1; i · j = i · k = j · k = 0; j · i = k · i = k · j = 0.
3. Consider the triangle composed of three vectors pictured below.

A
θ
B
With C = A B, we have
|C |2 = C · C = (A B ) · (A B) = A · A + B · B 2A · B = |A|2 + |B |2 2|A||B | cos q,
where q is the angle between vectors A and B. In the usual notation, if A, B and C are the lengths of
the sides of a triangle, and q is the angle opposite side C, then
C 2 = A2 + B2 2AB cos q.
165
1.
a)
i j k i j k
A ⇥ B = A1 A2 A3 = B1 B2 B3 = B ⇥ A.
B1 B2 B3 A1 A2 A3
b)
i j k
A ⇥ (B + C ) = A1 A2 A3
B1 + C1 B2 + C2 B3 + C3
i j k i j k
= A1 A2 A3 + A1 A2 A3 = A ⇥ B + A ⇥ C.
B1 B2 B3 C1 C2 C3
c)
i j k i j k i j k
A ⇥ (kB ) = A1 A2 A3 = k A1 A2 A3 = kA1 kA2 kA3
kB1 kB2 kB3 B1 B2 B3 B1 B2 B3
= k(A ⇥ B ) = (kA) ⇥ B.
2. The cross product of a unit vector with itself is equal to the zero vector, the cross product of a unit
vector with another (keeping the order cyclical in i, j, k) is equal to the third unit vector, and reversing
the order of multiplication changes the sign. That is,
i ⇥ i = 0, j ⇥ j = 0, k ⇥ k = 0;
i ⇥ j = k, j ⇥ k = i, k ⇥ i = j;
k⇥j = i, j ⇥i = k, i⇥k = j.
3. One such example is
i ⇥ (i ⇥ k ) = i⇥j = k,
(i ⇥ i) ⇥ k = 0 ⇥ k = 0.
Solutions to the Practice quiz: Vectors
1. c. As an example, i ⇥ (i ⇥ j ) , (i ⇥ i) ⇥ j.
2. b.
i j k
(A ⇥ B ) · j = a1 a2 a3 · j = a3 b1 a1 b3 .
b1 b2 b3
3. d.
i ⇥ (j ⇥ k ) = i ⇥ i = 0, (i ⇥ j ) ⇥ k = k ⇥ k = 0, (i ⇥ i) ⇥ j = 0 ⇥ j = 0, i ⇥ (i ⇥ j ) = i ⇥ k = j.
167
1. We first compute the displacement vector between (1, 1, 1) and (2, 3, 2):
u = (2 1)i + (3 1)j + (2 1)k = i + 2j + k.
Choosing a point on the line to be (1, 1, 1), the parametric equation for the line is given by
r = r0 + ut = (i + j + k ) + (i + 2j + k )t = (1 + t)i + (1 + 2t)j + (1 + t)k.
The line crosses the x = 0 and z = 0 planes when t = 1 at the intersection point (0, 1, 0), and
crosses the y = 0 plane when t = 1/2 at the intersection point (1/2, 0, 1/2).
1. We find two vectors parallel to the plane defined by the three points, ( 1, 1, 1), (1, 1, 1), and
(1, 1, 0):
s1 = (1 + 1)i + (1 + 1)j + (1 + 1)k = 2i + 2j + 2k, s2 = ( 1 1)i + ( 1 1)j + (0 1)k = 2j k.
We can divide s1 by 2 to construct a normal vector from
i j k
1
N = s 1 ⇥ s2 = 1 1 1 = i+j 2k.
2
0 2 1
The equation for the plane can be found from N · (r r2 ) = 0, or N · r = N · r2 , or
(i + j 2k ) · ( xi + yj + zk ) = (i + j 2k ) · (i + j + k ), or x+y 2z = 0.
The intersection of this plane with the z = 0 plane forms the line given by y = x.
169
Solutions to the Practice quiz: Analytic geometry
1. d. Write the parametric equation as r = r0 + ut. Using the point (0, 1, 1), we take r0 = j + k and
from both points (0, 1, 1) and (1, 0, 1), we have u = (1 0)i + (0 1)j + ( 1 1)k = i j 2k.
Therefore r = j + k + (i j 2k )t = ti + (1 t )j + (1 2t)k.
2. a. The line is parameterized as r = ti + (1 t)j + (1 2t)k. The intersection with the z = 0 plane
1 1 1 1
occurs when t = 1/2 so that r = i + j. The intersection point is therefore ( , , 0).
2 2 2 2
3. d. We first find the parametric equation for the plane. From the points (1, 1, 1), (1, 1, 2) and (2, 1, 1),
we construct the two displacement vectors
s1 = ( 1 1)i + (1 1)j + (2 1)k = k

s2 = ( 2 1)i + (1 1)j + (1 2)k = i k.
The normal vector to the plane can be found from
N = s1 ⇥ s2 = k ⇥ ( i k) = k ⇥ i k ⇥ k = j.
Therefore, the parametric equation for the plane, given by N · (r r1 ) = 0, is determined to be
j · (( x 1)i + ( y 1)j + ( z 1)k ) = 0,
or y = 1. This plane is parallel to the x-z plane and when z = 0 is simply the line y = 1 for all values
of x. Note now that we could have guessed this result because all three points defining the plane are
located at y = 1.
1.
a) If ijk is a cyclic permutation of (1, 2, 3), then eijk = e jki = ekij = 1. If ijk is an anticyclic per-
mutation of (1, 2, 3), then eijk = e jki = ekij = 1. And if any two indices are equal, then
eijk = e jki = ekij = 0. The use is that we can cyclically permute the indices of the Levi-Civita
tensor without changing its value.
b) If ijk is a cyclic permutation of (1, 2, 3), then eijk = 1 and e jik = ekji = eikj = 1. If ijk is an
anticyclic permutation of (1, 2, 3), then eijk = 1 and e jik = ekji = eikj = 1. And if any two
indices are equal, then eijk = e jik = eikj = 0. The use is that we can swap any two indices of the
Levi-Civita symbol if we change its sign.
2. We have
e1jk A j Bk = e123 A2 B3 + e132 A3 B2 = A2 B3 A3 B2 = [A ⇥ B ]1 ,

e2jk A j Bk = e231 A3 B1 + e213 A1 B3 = A3 B1 A1 B3 = [A ⇥ B ]2 ,
e3jk A j Bk = e312 A1 B2 + e321 A2 B1 = A1 B2 A2 B1 = [A ⇥ B ]3 .
3.
a) Now, dij A j = di1 A1 + di2 A2 + di3 A3 . The only nonzero term has the index of A equal to i,
therefore dij A j = Ai .
b) Now, dik dkj = di1 d1j + di2 d2j + di3 d3j . If i , j, then every term in the sum is zero. If i = j, then only
one term is nonzero and equal to one. Therefore, dik dkj = dij . This result could also be viewed as
an application of Part (a).
4. We make use of the identities dii = 3 and dik djk = dij . For the Kronecker delta, the order of the
indices doesn’t matter. We also use
eijk elmn = dil (djm dkn djn dkm ) dim (djl dkn djn dkl ) + din (djl dkm djm dkl ).
a)
eijk eimn = dii (djm dkn djn dkm ) dim (dji dkn djn dki ) + din (dji dkm djm dki )
= 3(djm dkn djn dkm ) (djm dkn djn dkm ) + (djn dkm djm dkn )
= djm dkn djn dkm .
b) We use the result of a) and find
eijk eijn = djj dkn djn dkj = 3dkn dkn = 2dkn .

171
1. We need take care only that the vector product is not associative. We can write without any
ambiguity,
(scalar triple product) A · B ⇥ C = B · C ⇥ A = C · A ⇥ B,

(vector triple product) A ⇥ (B ⇥ C ) = A · CB A · BC
(scalar quadruple product) A ⇥ B · C ⇥ D = A · CB · D A · DB · C
(vector quadruple product) (A ⇥ B ) ⇥ (C ⇥ D ) = A ⇥ B · DC A ⇥ B · CD
1. Consider A · (B ⇥ C ). If A = B, then A · (B ⇥ C ) = A · (A ⇥ C ) = 0 since A ⇥ C is orthogonal

to A. A similar results holds for A = C. If B = C, then A · (B ⇥ C ) = A · (B ⇥ B ) = 0 since
B ⇥ B = 0.
2. We use the fact that the value of the scalar triple product is unchanged under a cyclic permutation
of the three vectors, and that the dot product is commutative. We have
A · B ⇥ C = C · A ⇥ B = A ⇥ B · C.
173
1. We prove the Jacobi identity:
A ⇥ (B ⇥ C ) + B ⇥ (C ⇥ A) + C ⇥ (A ⇥ B )
= [(A · C )B (A · B )C ] + [(B · A)C (B · C )A] + [(C · B )A (C · A)B ]
= [(A · C )B (C · A)B ] + [(B · A)C (A · B )C ] + [(C · B )A (B · C )A]
= 0.
2. We want to prove that the scalar quadruple product satisfies
(A ⇥ B ) · (C ⇥ D ) = (A · C )(B · D ) (A · D )(B · C ).
We have
(A ⇥ B ) · (C ⇥ D ) = [A ⇥ B ] i [C ⇥ D ] i using X · Y = Xi Yi
= eijk A j Bk eilm Cl Dm using [X ⇥ Y ]i = eijk X j Yk
= eijk eilm A j Bk Cl Dm
= (djl dkm djm dkl ) A j Bk Cl Dm using eijk eilm = djl dkm djm dkl
= A j Cj Bk Dk A j D j Bk Ck using djl Cl = Cj , etc.
= (A · C )(B · D ) (A · D )(B · C ). using A j Cj = A · C, etc.
3. We can prove Lagrange’s identity using the scalar quadruple product identity (A ⇥ B ) · (C ⇥ D ) =
(A · C )(B · D ) (A · D )(B · C ). We have
|A ⇥ B |2 = (A ⇥ B ) · (A ⇥ B ) = (A · A)(B · B ) (A · B )(B · A) = |A|2 |B |2 (A · B )2 .
An alternative proof uses
|A ⇥ B |2 = |A|2 |B |2 sin2 q = |A|2 |B |2 (1 cos2 q ) = |A|2 |B |2 |A|2 |B |2 cos2 q = |A|2 |B |2 (A · B )2 .
4. We want to prove that the vector quadruple product satisfies
(A ⇥ B ) ⇥ (C ⇥ D ) = ((A ⇥ B ) · D )C ((A ⇥ B ) · C )D.
We will make use of the vector triple product identity given by
A ⇥ (B ⇥ C ) = (A · C )B (A · B )C.
Let X = A ⇥ B. Then using the vector triple product identity, we have
(A ⇥ B ) ⇥ (C ⇥ D ) = X ⇥ (C ⇥ D )
= (X · D )C (X · C )D
= ((A ⇥ B ) · D )C ((A ⇥ B ) · C )D.
Solutions to the Practice quiz: Vector algebra
1. c. The relevant formula from the lecture is eijk eilm = djl dkm djm dkl . To directly apply this formula,
we permute the indices of the Levi-Civita symbols without changing their cyclic order:
eijk eljm = e jki e jml = dkm dil dkl dim .
2. d. The other expressions can be shown to be false using A ⇥ B = B ⇥ A and, in general,

A ⇥ (B ⇥ C ) , (A ⇥ B ) ⇥ C.
3. c. Use the facts that A ⇥ B is orthogonal to both A and B, A · B is zero if A and B are orthogonal,
and A ⇥ B is zero if A and B are parallel.
175
1. Scalar fields: electrostatic potential, gravitational potential, temperature, humidity, concentration,

density, pressure, wavefunction of quantum mechanics.
Vector fields: electric and magnetic fields, magnetic vector potential, velocity, force fields such as gravity.
1. Using the chain rule,
∂f 2nx ∂f 2ny ∂f 2nz

= 2 , = 2 , = 2 .
∂x ( x + y2 + z2 ) n +1 ∂y ( x + y2 + z2 ) n +1 ∂z ( x + y2 + z2 ) n +1
2. Define
f (t + e, x + d) = g(e, d).
Then the first-order Taylor series expansion of g is given by
g(e, d) = g(0, 0) + egt (0, 0) + dgx (0, 0),
which in terms of f becomes
f (t + e, x + d) = f (t, x ) + e f t (t, x ) + d f x (t, x ).
Applying this expansion to f (t + aDt, x + bDt f (t, x )), we have to first-order in Dt,
f (t + aDt, x + bDt f (t, x )) = f (t, x ) + aDt f t (t, x ) + bDt f (t, x ) f x (t, x ).

177
1. The formulas derived in the text are
b0 = , b1 = ,
where the sum is from i = 1 to 3. Here, x1 = 1, x2 = 2, x3 = 3, and y1 = 1, y2 = 3 and y3 = 2. We

have
(14)(6) (13)(6) (3)(13) (6)(6)
b0 = = 1, b1 = = 1/2.
(3)(14) (6)2 (3)(14) (6)2
The best fit line is therefore y = 1 + x/2. The graph of the data and the line are shown below.
2
y
1 2 3
x
1.
a) With f ( x, y) = e xy , x = r cos q, and y = r sin q, application of the chain rule results in
∂f ∂ f ∂x ∂ f ∂y
= +
∂r ∂x ∂r ∂y ∂r
= ye xy cos q + xe xy sin q
2 cos q sin q 2 cos q sin q
= r sin q cos qer + r sin q cos qer
2 cos q sin q
= 2r sin q cos qer ,
and
∂f ∂ f ∂x ∂ f ∂y
= +
∂q ∂x ∂q ∂y ∂q
= ye xy ( r sin q ) + xe xy (r cos q )
2 cos q sin q 2 cos q sin q
= r2 sin2 qer + r2 cos2 qer
2 cos q sin q
= r2 (cos2 q sin2 q )er .
2 cos q sin q
b) Substituting for x and y, we have f = er . Then
∂f 2
= 2r cos q sin qer cos q sin q ,
∂r
∂f 2
= r2 (cos2 q sin2 q )er cos q sin q .
∂q
179
1. Suppose ax + by + cz = 0. We have the relations
by cz ax cz ax by
x= , y= , z= .
a b c
The partial derivatives are

∂x b ∂y c ∂z a
= , = , = ;
∂y a ∂z b ∂x c
and the triple product is ✓ ◆⇣
∂x ∂y ∂z b c⌘ ⇣ a⌘
= = 1.
∂y ∂z ∂x a b c
2. Suppose ax + by + cz + dt = 0. We have the relations
by cz dt ax cz dt ax by dt ax by cz
x= , y= , z= , t= .
a b c d
∂x b ∂y c ∂z d ∂t a
= , = , = , = ;
∂y a ∂z b ∂t c ∂x d
and the quadruple product is

✓ ◆⇣ ✓ ◆⇣
∂x ∂y ∂z ∂t b c⌘ d a⌘
= = 1.
∂y ∂z ∂t ∂x a b c d
Apparently an odd number of products yields 1 and an even number of products yields +1.
Solutions to the Practice quiz: Partial derivatives
1. d. The partial derivative with respect to x is given by
∂f x
= 2 ;
∂x ( x + y2 + z2 )3/2
and the mixed second partial derivative is then given by
∂2 f 3xy
= 2
∂x∂y ( x + y2 + z2 )5/2
2. a. From the data points (0, 1), (1, 3), (2, 3) and (3, 4), we compute
Â xi = 6, Â xi2 = 14, Â yi = 11, Â xi yi = 21.

Then using
b0 = , b1 = ,
we have
(14)(11) (21)(6) 154 126 28 7

b0 = 2
= = = ,
(4)(14) (6) 56 36 20 5
(4)(21) (6)(11) 84 66 18 9
b1 = = = = .
(4)(14) (6)2 56 36 20 10
The least-squares line is therefore given by y = 7/5 + 9x/10.
3. d. Let f = f ( x, y) with x = r cos q and y = r sin q. Then application of the chain rule results in
∂f ∂ f ∂x ∂ f ∂y
= +
∂q ∂x ∂q ∂y ∂q
∂f ∂f
= r sin q + r cos q
∂x ∂y
∂f ∂f
= y +x .
∂x ∂y
181
1.
a) Let f( x, y, z) = x2 + y2 + z2 . The gradient is given by
rf = r( x2 + y2 + z2 ) = 2xi + 2yj + 2zk.
In terms of the position vector, we have
r(r2 ) = 2r.
1
b) Let f( x, y, z) = p . The gradient is given by
x2 + y2 + z2
!
1
rf = r p
x 2 + y2 + z2
x y z
= i j k.
( x + y + z2 )3/2
2 2 ( x2 + y2+ z2 )3/2 ( x2 + y2+ z2 )3/2
In terms of the position vector, we have

✓ ◆
1 r
r = .
r r3
1.
a) With F = xyi + yzj + zxk, we have
∂ ∂ ∂
r·F = ( xy) + (yz) + (zx )
∂x ∂y ∂z
= y + z + x = x + y + z.
b) With F = yzi + xzj + xyk, we have
∂ ∂ ∂
r·F = (yz) + ( xz) + ( xy) = 0.
∂x ∂y ∂z
183
1.
a) With F = xyi + yzj + zxk, we have
i j k
r ⇥ F = ∂/∂x ∂/∂y ∂/∂z = yi zj xk.
xy yz zx
b) With F = yzi + xzj + xyk, we have
i j k
r ⇥ F = ∂/∂x ∂/∂y ∂/∂z = ( x x )i + ( y y )j + ( z z)k = 0.
yz xz xy
2. With u = u1 ( x, y)i + u2 ( x, y)j, we have
i j k ✓ ◆
∂u2 ∂u1
! = r⇥u = ∂/∂x ∂/∂y ∂/∂z = 0i + 0j + k = w3 k.
∂x ∂y
u1 ( x, y) u2 ( x, y) 0
Therefore, w3 = ∂u2 /∂x ∂u1 /∂y.

1. We have
✓ ◆ ! ! !
1
2 ∂2 1 ∂2 1 ∂2 1
r = 2 p + 2 p + 2 p .
r ∂x x 2 + y2 + z2 ∂y x 2 + y2 + z2 ∂z x 2 + y2 + z2
We can compute the derivatives with respect to x and use symmetry to find the other two terms. We
have !
∂ 1 x
p = ;
∂x x 2 + y2 + z2 ( x2 + y2 + z2 )3/2
and
✓ ◆
∂ x ( x2 + y2 + z2 )3/2 + 3x2 ( x2 + y2 + z2 )1/2
=
∂x ( x2 + y2 + z2 )3/2 ( x 2 + y2 + z2 )3
1 3x2
= + .
( x2 + y2 + z2 )3/2 ( x2 + y2 + z2 )5/2
It is easy to guess the derivative with respect to y and z, and we have

✓ ◆
21 3 3( x 2 + y2 + z2 )
r = +
r ( x2 + y2 + z2 )3/2 ( x2 + y2 + z2 )5/2
3 3
= + = 0,
( x2 + y2 + z2 )3/2 ( x2 + y2 + z2 )3/2
a result only valid for r , 0.

185
Solutions to the Practice quiz: The del operator
1. d. We have
✓ ◆ ✓ ◆
1 1
r =r
r2 x 2 + y2 + z2
2x 2y 2z
= 2 i+ 2 j+ 2 k
( x + y2 + z2 )2 ( x + y2 + z2 )2 ( x + y2 + z2 )2
2r
= .
r4
2. b. We use !
xi + yj + zk
r·F = r· p .
x 2 + y2 + z2
Now,
! p
∂ x x 2 + y2 + z2 x 2 ( x 2 + y2 + z2 ) 1/2
p =
∂x x 2 + y2 + z2 x 2 + y2 + z2
1 x2
= ,
r r3
and similarly for the partial derivatives with respect to y and z. Adding all three partial derivatives
results in
3 x 2 + y2 + z2 3 1 2
r·F = = = .
r r3 r r r
3.
b. We have
i j k
r ⇥ r = ∂/∂x ∂/∂y ∂/∂z = 0.
x y z
1.
a) To prove r · ( f u) = u · r f + f r · u, we compute
∂
r · ( f u) = ( f ui ) (divergence in component notation)
∂xi
∂f ∂u
= u +f i (product rule for the derivative)
∂xi i ∂xi
= u · r f + f r · u. (back to vector notation)
b) To prove r ⇥ (r ⇥ u) = r(r · u) r2 u, we compute for the ith component:

✓ ◆
∂ ∂um
[r ⇥ (r ⇥ u)]i = eijk eklm (curl in component notation)
∂x j ∂xl
∂2 u m
= eijk eklm (eklm doesn’t depend on x j )
∂x j ∂xl
∂2 u m
= ekij eklm (eijk = ekij )
∂x j ∂xl
∂2 u m
= (dil djm dim djl ) (ekij eklm = dil djm djl dim )
∂x j ∂xl
∂2 u j ∂2 u i ∂2 u m ∂2 u m
= (dil = , etc.)
∂x j ∂xi ∂x j ∂x j ∂x j ∂xl ∂x j ∂xi
= [r(r · u)]i [r2 u]i . (back to vector notation)
Therefore, r ⇥ (r ⇥ u) = r(r · u) r2 u.
2.
a) With dr/dt = u(t, r (t)), the component equations are given by
dx1 dx2 dx3

= u1 (t; x1 , x2 , x3 ), = u2 (t; x1 , x2 , x3 ), = u3 (t; x1 , x2 , x3 ).
dt dt dt
b) Using the chain rule, we can compute the second derivative of x1 as
d2 x1 ∂u ∂u dx ∂u dx ∂u dx
2
= 1+ 1 1+ 1 2+ 1 3
dt ∂t ∂x1 dt ∂x2 dt ∂x3 dt
∂u1 ∂u1 ∂u1 ∂u1
= + u1 + u2 + u3 .
∂t ∂x1 ∂x2 ∂x3
Similarly for x2 and x3 , we have
d2 x2 ∂u ∂u ∂u ∂u d2 x3 ∂u ∂u ∂u ∂u
2
= 2 + u1 2 + u2 2 + u3 2 , 2
= 3 + u1 3 + u2 3 + u3 3 .
dt ∂t ∂x1 ∂x2 ∂x3 dt ∂t ∂x1 ∂x2 ∂x3
c) Using the operator

∂ ∂ ∂
u · r = u1 + u2 + u3 ,
∂x1 ∂x2 ∂x3
187
the three components can be combined into the vector expression
d2 r ∂u
2
= + u · ru.
dt ∂t
This expression is called the material acceleration, and is found in the Navier-Stokes equation of
fluid mechanics.
1. Start with Maxwell’s equations:
∂B ∂E
r · E = 0, r · B = 0, r⇥E = , r ⇥ B = µ 0 e0 .
∂t ∂t
Take the curl of the fourth Maxwell’s equation, and commute the time and space derivatives to obtain
∂
r ⇥ ( r ⇥ B ) = µ 0 e0 (r ⇥ E ).
∂t
Apply the curl of the curl identity to obtain
∂
r(r · B ) r 2 B = µ 0 e0 (r ⇥ E ).
∂t
Apply the second Maxwell’s equation to the left-hand-side, and the third Maxwell’s equation to the
right-hand-side. Rearranging terms, we obtain the three-dimensional wave equation given by
∂2 B
= c2 r2 B,
∂t2
p
where c = 1/ µ 0 e0 .
189
Solutions to the Practice quiz: Vector calculus algebra
1. a. We make use of the vector identity
r(u · v ) = (u · r)v + (v · r)u + u ⇥ (r ⇥ v ) + v ⇥ (r ⇥ u).
Setting v = u, we have
r(u · u) = 2(u · r)u + 2u ⇥ (r ⇥ u).
Therefore,
1
r(u · u) = u ⇥ (r ⇥ u) + (u · r)u.
2
2. c. The curl of a gradient (a. and d.) and the divergence of a curl (b.) are zero. The divergence of a
gradient (c) is the Laplacian and is not always zero.
3. b. With E (r, t) = sin(z ct)i, we have r · E = 0, and
i j k
r⇥E = ∂/∂x ∂/∂y ∂/∂z = cos (z ct)j.
sin (z ct) 0 0
∂B
Maxwell’s equation r ⇥ E = then results in
∂t
∂B
= cos (z ct)j,
∂t
which can be integrated (setting the constant to zero) to obtain
1
B= sin (z ct)j.
c
1. In general, the mass of a solid with mass density r = r( x, y, z) is given by

$
M= r( x, y, z) dx dy dz.
V
To determine the mass of the cube, we place our coordinate system so that one corner of the cube is at
the origin and the adjacent corners are on the positive x, y and z axes. We assume that the density of
the cube is only a function of z, with
z
r ( z ) = r1 + ( r2 r1 ).
L
The mass of the cube is then given by

ˆ Lˆ Lˆ L h z i ˆ L ˆ L ˆ L h z i
M= r1 + ( r2 r1 ) dx dy dz = dx dy r1 + ( r2 r1 ) dz
0 0 0 L 0 0 0 L
 L 
z2 1 1 3
= L2 r1 z + ( r2 r1 ) = L3 r1 + ( r2 r1 ) = L ( r1 + r2 ).
2L 0 2 2
191
1.
1
x = y/3
0.8
0.6
y
0.4
0.2
x = 1 + y/3
0
0 0.2 0.4 0.6 0.8 1 1.2
x
The integral over the parallelogram (see the figure) is given by
1 ˆ 1+y/3 1 x =1+y/3
x3 y
ˆ ˆ
x2 y dx dy = dy
0 y/3 0 3 x =y/3
1 ✓ ◆3 ✓ ◆3 !
1 1 1
ˆ
= y 1+ y y dy
3 0 3 3
1 ✓ ◆
1 1
ˆ
= y 1 + y + y2 dy
3 0 3
✓ ◆ 1
1 1 2 1 3 1 4
= y + y + y
3 2 3 12 0
✓ ◆
1 1 1 1 11
= + + = .
3 2 3 12 36
Solutions to the Practice quiz: Multidimensional integration
1. b. To find the volume, we integrate z = xy over its base. We have

!2 ✓ ◆2
1ˆ 1 1 1 1
1 1
ˆ ˆ ˆ ˆ
xy dx dy = x dx y dy = x dx = = .
0 0 0 0 0 2 4
2. b. To determine the mass of the cube, we place our coordinate system so that one corner of the
cube is at the origin and the adjacent corners are on the positive x, y and z axes. We assume that the
density of the cube is only a function of z, with
r(z) = (1 + z) g/cm3 .
The mass of the cube in grams is then given by
1ˆ 1ˆ 1 1 1 1
1
ˆ ˆ ˆ ˆ
1
M= (1 + z) dx dy dz = dx dy (1 + z) dz = (z + z2 ) 0
= 1.5 g.
0 0 0 0 0 0 2
3. d. We draw a picture of the triangle and illustrate the chosen direction of integration.
0.8 x=y x=2−y
0.6
y
0.4
0.2
0 0.5 1 1.5 2
x
Integrating first along x and then along y, the volume is given by
1ˆ 2 y 1 2 y 1 h i
1 2 1
ˆ ˆ ˆ
xy dx dy = x y dy = y (2 y )2 y2 dy
0 y 0 2 y 2 0
1 ✓ ◆
1 1 1
ˆ
=2 (y y2 ) dy = 2 = .
0 2 3 3
193
1. The matrix form for the relationship between r̂, ✓ˆ and i, j is given by
! ! !
r̂ cos q sin q i
= .
✓ˆ sin q cos q j
Inverting the two-by-two matrix, we have

! ! !
i cos q sin q r̂
= .
j sin q cos q ✓ˆ
Therefore,
i = cos q r̂ ˆ
sin q ✓, ˆ
j = sin q r̂ + cos q ✓.
2.
a) We use
With f = f ( x (r, q ), y(r, q )), we have using the chain rule,
∂f ∂ f ∂x ∂ f ∂y ∂f ∂f
= + = cos q + sin q ,
∂r ∂x ∂r ∂y ∂r ∂x ∂y
∂f ∂ f ∂x ∂ f ∂y ∂f ∂f
= + = r sin q + r cos q .
∂q ∂x ∂q ∂y ∂q ∂x ∂y
b) We can write the result of Part (a) in matrix form as

! ! !
∂ f /∂r cos q sin q ∂ f /∂x
= .
∂ f /∂q r sin q r cos q ∂ f /∂y
Inverting the two-by-two matrix results in

! ! !
∂ f /∂x 1 r cos q sin q ∂ f /∂r
= ,
∂ f /∂y r r sin q cos q ∂ f /∂q
or
∂f ∂f sin q ∂ f ∂f ∂f cos q ∂ f
= cos q , = sin q + .
∂x ∂r r ∂q ∂y ∂r r ∂q
The Cartesian partial derivatives in polar form are therefore
∂ ∂ sin q ∂ ∂ ∂ cos q ∂
= cos q , = sin q + .
∂x ∂r r ∂q ∂y ∂r r ∂q
3. We have
rr̂ = r cos q i + r sin q j = xi + yj,
and
r✓ˆ = r sin q i + r cos q j = yi + xj.
1. We have
1
u= k r̂ + k2 ✓ˆ = ur r̂ + uq ✓,
ˆ
r 1
so that
k1 k2
ur = , uq = .
r r
The divergence is given by
1 ∂ 1 ∂uq
r·u = (rur ) +
r ∂r ✓ ✓ ◆◆ r ∂q ✓ ◆
1 ∂ k1 1 ∂ k2
= r +
r ∂r r r ∂q r
= 0;
and the curl is given by

✓ ◆
1 ∂ 1 ∂ur
r⇥u = k (ruq ) +
r ∂r r ∂q
✓ ✓ ✓ ◆◆ ✓ ◆◆
1 ∂ k2 1 ∂ k1
=k r +
r ∂r r r ∂q r
= 0.
It is important to emphasis that these results are only valid for r , 0. The vector field is singular when
r = 0 and is not differentiable in the usual sense.
195
1. With u = u(r ), we solve

G
r2 u = ,
nr
with boundary condition u( R) = 0. Writing the Laplacian in polar coordinates, we have
✓ ◆
1 d du G
r = .
r dr dr nr
We multiply by r and integrate from 0 to r:
r ✓ ◆ r
d du G
ˆ ˆ
r dr = r dr,
0 dr dr nr 0
or
du Gr2
r = .
dr 2nr
We now divide by r and integrate from r to R:
R R
du G
ˆ ˆ
dr = r dr,
r dr 2nr r
or
G
u( R) u (r ) = ( R2 r 2 ).
4nr
Applying the no-slip boundary condition at r = R, we obtain
✓ ⇣ r ⌘2 ◆
GR2
u (r ) = 1 .
4nr R
The maximum velocity occurs in the center of the pipe and is given by
GR2
um = ,
4nr
so we can write the velocity field as

✓ ⇣ r ⌘2 ◆
u (r ) = um 1 .
R
1. We have
l = r ⇥ p = r ⇥ (mṙ ) = mrr̂ ⇥ (ṙr̂ + r q̇ ✓ˆ ) = mr2 q̇ (r̂ ⇥ ✓ˆ ).
Now, r̂ and ✓ˆ are perpendicular unit vectors so that |r̂ ⇥ ✓ˆ | = 1, and
|l| = mr2 |q̇ ||r̂ ⇥ ✓ˆ | = mr2 |q̇ |.
2. Using the Einstein summation convention, we have

✓ ◆
d 1 1 d
m |v |2 = m (v v )
dt 2 2 dt i i
✓ ◆
1 dvi dv
= m vi + vi i
2 dt dt
dv
= mvi i
dt
dv
= mv · .
dt
197
1. The mass density of the disk is given by
s (r ) = r0 + ( r1 r0 )(r/R).
Integrating the mass density in polar coordinates to find the total mass of the disk, we have
ˆ 2p ˆ R
M= [ r0 + ( r1 r0 )(r/R)] r dr dq
0 0
 r=R
r0 r 2 (r r0 )r 3
= 2p + 1
2 3R r =0
1
= pR2 (r0 + 2r1 ).
3
2. It is simplest to do this integral by transforming to polar coordinates. With x2 + y2 = r2 and

dx dy = r dr dq, we have
ˆ 2p ˆ • ˆ 2p ˆ • ˆ •
r2 r2 r2
I2 = e r dr dq = dq re dr = 2p re dr.
0 0 0 0 0
Let u = r2 and du = 2r dr. Then the integral transforms to

ˆ • •
I2 = p e u
du = pe u
= p.
0 0
Therefore, ˆ • p
x2
I= e dx = p.
•
Solutions to the Practice quiz: Polar coordinates
1. d. Using ✓ˆ = sin qi + cos qj, we have
r✓ˆ = r sin qi + r cos qj = yi + xj.
2. b. With r̂ = cos qi + sin qj and ✓ˆ = sin qi + cos qj, we have
d✓ˆ
= cos qi sin qj = r̂.
dq
3. The mass density of the disk is given in polar coordinates by
s = s (r ) = (10 9r ) g/cm2 .
The mass is found by integrating in polar coordinates using dx dy = r dr dq. Calculating in grams, we
have
ˆ 2p ˆ 1
M= (10 9r )r dr dq
0 0
ˆ 2p ˆ 1
= dq (10 9r )r dr
0 0
1
= 2p (5r2 3r3 ) = 4p ⇡ 12.57 g.
0
199
1. We have
∂ ∂ ∂
r = x̂ + ŷ + ẑ
∂x ∂y ∂z
✓ ◆ ✓ ◆
ˆ ∂ sin f ∂ ˆ ∂ cos f ∂ ∂
= cos f⇢ˆ sin f cos f + sin f⇢ˆ + cos f sin f + + ẑ
∂r r ∂f ∂r r ∂f ∂z
✓ ◆
2 ∂ cos f sin f ∂ 2 ∂ sin f cos f ∂
= ⇢ˆ cos f + sin f +
∂r r ∂f ∂r r ∂f
!
2 2f ∂
∂ sin f ∂ ∂ cos ∂
+ ˆ sin f cos f + + cos f sin f + + ẑ
∂r r ∂f ∂r r ∂f ∂z
∂ 1 ∂ ∂
= ⇢ˆ + ˆ + ẑ .
∂r r ∂f ∂z
2. The calculations are
a)
1 ∂ 1
r · ⇢ˆ = (r) = ;
r ∂r r
b)
r · ⇢ˆ = r · (cos fi + sin fj )
!
x y
= r· p i+ p j
x 2 + y2 x 2 + y2
! !
∂ x ∂ y
= p + p
∂x x 2 + y2 ∂y x 2 + y2
p p
x2 + y2 x2 ( x2 + y2 ) 1/2 x 2 + y2 y2 ( x 2 + y2 ) 1/2
= +
x 2 + y2 x 2 + y2
p p
2 x 2 + y2 x 2 + y2
= 2 2
x +y
1 1
= p = .
2
x +y 2 r
3. r ⇥ ⇢ˆ = 0, r · ˆ = 0 and
1 ∂ 1
r ⇥ ˆ = ẑ (r) = ẑ.
r ∂r r
1. The spherical coordinate unit vectors can be written in terms of the Cartesian unit vectors by

ˆ= sin f i + cos f j.
In matrix form, this relationship is written as

0 1 0 10 1
r̂ sin q cos f sin q sin f cos q i
B ˆC B CB C
@ ✓ A = @cos q cos f cos q sin f sin q A @ j A .
ˆ sin f cos f 0 k
The columns (and rows) of the transforming matrix Q are observed to be orthonormal so that Q is an
orthogonal matrix. We have Q 1 = QT so that
0 1 0 10 1
i sin q cos f cos q cos f sin f r̂
B C B CB C
@ j A = @ sin q sin f cos q sin f cos fA @ ✓ˆ A ;
k cos q sin q 0 ˆ
or in expanded form
i = sin q cos f r̂ + cos q cos f ✓ˆ sin f ˆ ,

j = sin q sin f r̂ + cos q sin f ✓ˆ + cos f ˆ ,
k = cos q r̂ ˆ
sin q ✓.
2. We need the relationship between the Cartesian and the spherical coordinates, given by
x = r sin q cos f, y = r sin q sin f, z = r cos q.
The Jacobian to compute is
∂x/∂r ∂x/∂q ∂x/∂f sin q cos f r cos q cos f r sin q sin f

∂y/∂r ∂y/∂q ∂y/∂f = sin q sin f r cos q sin f r sin q cos f
∂z/∂r ∂z/∂q ∂z/∂f cos q r sin q 0
sin q cos f cos q cos f sin f
2
= r sin q sin q sin f cos q sin f cos f
cos q sin q 0
⇣ ⌘
= r2 sin q sin2 q cos2 f + cos2 q cos2 f + sin2 q sin2 f + cos2 q sin2 f
⇣ ⌘⇣ ⌘
= r2 sin q sin2 q + cos2 q sin2 f + cos2 f
= r2 sin q.
Therefore, dx dy dz = r2 sin q dr dq df.

201
3. We have
ˆ ˆ 2p ˆ p ˆ R
f dV = f (r )r2 sin q dr dq df
V 0 0 0
ˆ 2p ˆ p ˆ R
= df sin q dq r2 f (r ) dr
0 0 0
ˆ R
= 4p r2 f (r ) dr,
0
´ 2p ´p p
where we have used 0 df = 2p and 0 sin q dq = cos q 0
= 2.
4. To find the mass, we use the result

$
M= r( x, y, z) dx dy dz,
V
where r is the object’s mass density. Here, the density r is given by
r (r ) = r0 + ( r1 r0 )(r/R),
and the total mass of the sphere is given by

ˆ 2p ˆ p ˆ R
M= [ r0 + ( r1 r0 )(r/R)] r2 sin q dr dq df
0 0 0
R 
r3 r0 R3 (r r0 ) R3
ˆ
= 4p r0 r 2 + ( r1 r0 ) dr = 4p + 1
0 R 3 4
✓ ◆
4 1 3
= pR3 r0 + r1 .
3 4 4
The average density of the sphere is its mass divided by its volume, given by
1 3
r= r0 + r1 .
4 4
1. We begin with

ˆ= sin f i + cos f j.
Differentiating,
∂r̂ ˆ
= cos q cos f i + cos q sin f j sin q k = ✓;
∂q
and
∂r̂
= sin q sin f i + sin q cos f j = sin q ˆ .
∂f
2. The computations are
1 ∂ 2 2
r · r̂ = 2
(r ) = , r ⇥ r̂ = 0;
r ∂r r
1 ∂ cos q ˆ ∂ ˆ
r · ✓ˆ = (sin q ) = , r ⇥ ✓ˆ = (r ) = ;
r sin q ∂q r sin q r ∂r r
r̂ ∂ ˆ
✓ ∂ r̂ cos q ✓ˆ
r · ˆ = 0, r⇥ ˆ = (sin q ) (r ) = .
r sin q ∂q r ∂r r sin q r
3. Using spherical coordinates, for r , 0 for which 1/r diverges, we have

✓ ◆ ✓ ✓ ◆◆
2 1 1 ∂ 2 ∂ 1 1 ∂
r = 2 r = 2 ( 1) = 0.
r r ∂r ∂r r r ∂r
203
Solutions to the Practice quiz: Cylindrical and spherical coordinates
1. b. We compute using the Laplacian in cylindrical coordinates:

✓ ◆ ✓ ◆ ✓ ◆ ✓ ◆
1 1 ∂ ∂ 1 1 ∂ 1 1 ∂ 1 1
r2 = r = r = = 3.
r r ∂r ∂r r r ∂r r2 r ∂r r r
2. c. When r = xi, the position vector points along the x-axis. Then r̂ also points along the x-axis, ✓ˆ
points along the negative z-axis and ˆ points along the y-axis. We have (r̂, ✓,
ˆ ˆ ) = (i, k, j ).
3. c. To find the mass, we use the result

$
M= r( x, y, z) dx dy dz,
V
where r is the object’s mass density. Here, with the density r in units of g/cm3 , we have
r = r(r ) = 10 r.
The integral is easiest to do in spherical coordinates, and using dx dy dz = r2 sin q dr dq df, and com-
puting in grams, we have
ˆ 2p ˆ p ˆ 5
M= (10 r ) r2 sin q dr dq df
0 0 0
ˆ 5
= 4p (10r2 r3 ) dr
0
✓ ◆ 5
10 3 1 4 3125p
= 4p r r = g
3 4 0 3
⇡ 3272 g ⇡ 3.3 kg.
1. Let y = y( x ). On the one hand, the line integral over a curve C is given by
ˆ ˆ xf q
f ( x, y) ds = f ( x, y( x )) 1 + y0 ( x )2 dx.
C x0
On the other hand, we can parametrize the curve by x = t and y = y(t). Then,
ˆ ˆ tf q
f ( x, y) ds = f ( x (t), y(t)) ẋ (t)2 + ẏ(t)2 dt
C t0
ˆ tf q
= f (t, y(t)) 1 + ẏ(t)2 dt
t
ˆ 0x f q
= f ( x, y( x )) 1 + y0 ( x )2 dx.
x0
205
1. We parameterize a circle of radius R by
x (q ) = R cos q, y(q ) = R sin q,
where the angle q goes from 0 to 2p. The infinitesimal arc length ds is given by
q
ds = (dx )2 + (dy)2
q
= x 0 (q )2 + y0 (q )2 dq
p
= R2 sin2 q + R2 cos2 q dq
= R dq.
The circumference of a circle — or perimeter P — is then given by the line integral

ˆ ˆ 2p
P= ds = Rdq = 2pR.
C 0
1. We integrate u = yi + xj counterclockwise around the square. We write

˛ ˆ ˆ ˆ ˆ
u · dr = u · dr + u · dr + u · dr + u · dr,
C C1 C2 C3 C4
where the curves Ci represent

ˆ the four sides of the square. On C1 from (0, 0) to ( L, 0), we have y = 0
and dr = dxi so that u · dr = 0. On C2 from ( L, 0) to ( L, L), we have x = L and dr = dyj so
C1
ˆ ˆ L
that u · dr = Ldy = L2 . On C3 from ( L, L) to (0, L), we have y = L and dr = dxi so that
ˆ C2
ˆ 0 0
u · dr = Ldx = L2 . The sign of this term is tricky, but notice that the curve is going in
C3 L
the -i direction and so is the x-component of the vector field so the
ˆ dot product should be positive.
On C4 from (0, L) to (0, 0), we have x = 0 and dr = dyj so that u · dr = 0. Summing the four
C4
contributions, we found ˛
u · dr = 2L2 ,
C
which is twice the area of the square.
2. We integrate u = yi + xj counterclockwise around a unit circle. To parameterize a circle with

radius R, we write
x = R cos q, y = R sin q.
Therefore, u = R sin qi + R cos qj and dr = ( R sin qi + R cos qj )dq. We have u · dr = R2 dq and

˛ ˆ 2p
u · dr = R2 dq = 2pR2 ,
C 0
which is twice the area of the circle.

207
1. We define our coordinate system with the x-axis pointing downward and the origin at the initial
position of the mass. With
F = mgi, dr = dxi,
the work done by gravity as the mass falls a distance h is given by

ˆ ˆ h
W= F · dr = mg dx = mgh.
C 0
With v f the final velocity of the mass, and with the initial velocity equal to zero, we have from the
work-energy theorem,
1
mgh = m |v f |2 ,
2
or
p
|v f | = 2gh.
Solutions to the Practice quiz: Line integrals
1. d. We have q q q
ds = (dx )2 + (dy)2 = 1 + (dy/dx )2 dx = 1 + (2x )2 dx.
Therefore, the arc length is given by

ˆ 1 p
1 + 4x2 dx.
0
2. c. We integrate u = yi + xj counterclockwise around the right triangle. We write

˛ ˆ ˆ ˆ
u · dr = u · dr + u · dr + u · dr,
C C1 C2 C3
where the curves Ci represent

ˆ the three sides of the triangle. On C1 from (0, 0) to ( L, 0), we have y = 0
and dr = dxi so that u · dr = 0. On C2 from ( L, 0) to (0, L), we parameterize the line segment by
C1
r = (L s)i + sj as s goes from zero to L so that dr = dsi + dsj. Therefore, on this line segment,
ˆ ˆ L
u · dr = ( x + y)ds = L ds. We have u · dr = L ds = L2 . On C3 from (0, L) to (0, 0), we have
ˆ C2 0
x = 0 and dr = dyj so that u · dr = 0. Summing the three contributions, we found

C4
˛
u · dr = L2 ,
C
which is twice the area of the triangle.
3. a. Define the x-axis to point vertically upward. The gravitational force is given by F = mgi and
the work done by gravity on the way up is mgxmax and the work done by gravity on the way down
is mgxmax , where xmax is the maximum height attained by the mass. The total work done is zero.
209
1.
a) The unrolled cylinder is a rectangle with dimensions as shown on the figure below:
The lateral surface area is A = 2pab.
b) Define the cylinder parametrically as
r = a cos q i + a sin q j + z k, for 0  z  b and 0  q  2p.
∂r ∂r
= a sin q i + a cos q j, = k.
∂q ∂z
i j k
∂r ∂r
⇥ = a sin q a cos q 0 = a cos q i + a sin q j,
∂q ∂z
0 0 1
so that
∂r ∂r p
⇥ = a2 cos2 q + a2 sin2 q = a.
∂q ∂z
The surface area is given by

ˆ ˆ b ˆ 2p
A= dS = a dq dz = 2pab.
S 0 0
2.
a) The unrolled cone is a circular sector with dimensions as shown on the figure below:
p
The lateral surface area is the sector of a circle of radius a2 + b2 . Its area is found from
arc length of sector

A= ⇥ area of circle
circumference of circle
2pa
= p ⇥ p ( a2 + b2 )
2
2p a + b 2
r ⇣ a ⌘2
p
2 2
= pa a + b = pab 1 + .
b
b) Define the cone parametrically as
az az
r= cos q i + sin q j + z k, for 0  z  b and 0  q  2p,
b b
∂r az az ∂r a a
= sin q i + cos q j, = cos q i + sin q + k.
∂q b b ∂z b b
i j k
∂r ∂r az az az az a2 z
⇥ = b sin q b cos q 0 = cos q i + sin q j k,
∂q ∂z a a
b b b2
b cos q b sin q 1
so that
s
∂r ∂r a2 z2 a2 z2 a4 z2
⇥ = 2
cos2 q + 2 sin2 q + 4
∂q ∂z b b b
r
az a 2
= 1+ 2.
b b

r
b ˆ 2p
az a2
ˆ ˆ
A= dS = 1 + 2 dq dz
S 0 0 b b
r ˆ b ˆ 2p
a a 2
= 1+ 2 z dz dq
b b 0 0
r ⇣ a ⌘2
= pab 1 + .
b
211
1. For the paraboloid, we have

b ⇣ 2 2
⌘
z( x, y) = x + y
a2
s ✓ ◆2 ✓ ◆2
∂z ∂z
ˆ ˆ
S= dS = 1+ + dx dy.
S S ∂x ∂y
Here,
∂z 2bx ∂z 2by
= 2 , = 2 ,
∂x a ∂y a
so that
ˆ q
S= 1 + 4b2 x2 /a4 + 4b2 y2 /a4 dx dy
S
ˆ r 4
2b a
= 2 + ( x2 + y2 ) dx dy.
a S 4b2
We integrate in polar coordinates. Let
x = r cos q, y = r sin q,
and dx dy = r dr dq. The integral becomes

r
2p a
2b a4
ˆ ˆ
S= 2 + r2 r dr dq
a 0 0 4b2
a2 + a4 /4b2
2pb
ˆ
= u1/2 du
a2 a4 /4b2
✓ ◆3/2 ✓ ◆3/2 !
4pb 2 a4 a4
= 2 a + 2
3a 4b 4b2
✓ ◆3/2 !
4 a2 ⇣ a ⌘3
= pab 1+ 2 .
3 4b 2b
1. Using cylindrical coordinates with the z-axis down the center of the cylinder of length l and radius
a, we have for the surface integral on the lateral surface,
r = a⇢ˆ + zẑ, ˆ
dS = ⇢dS,
and for the total surface area of the lateral surface, S = 2pal. Therefore,
ˆ ˆ
r · dS = a dS = 2pa2 l.
S S
On the top disk of the cylinder, we have
l
r = r⇢ˆ + ẑ, dS = ẑ dS,
2
and for the total surface area of the top disk, S = pa2 . Therefore,
l pa2 l
ˆ ˆ
r · dS = dS = .
S 2 S 2
The bottom disk of the cylinder will yield the same result, so that
pa2 l
˛
r · dS = 2pa2 l + 2 ⇥ = 3pa2 l,
S 2
which is three times the volume of the cylinder.

213
1. To find the mass flux, we use ✓ ⇣ r ⌘2 ◆

u(r ) = um 1 k.
R
With dS = k r dr dq, the mass flux through a cross section of the pipe is given by
ˆ ˆ 2p ˆ R ✓ ⇣ r ⌘2 ◆
ru · dS = rum 1 r dr dq
S 0 0 R
ˆ 1 ⇣ ⌘
2
= 2pR rum 1 s2 s ds
0
1
= pR2 rum .
2
This is one-half of what it would be if the entire fluid was moving with velocity um . Using the formula
for um , we have
pGR4
ˆ
ru · dS = .
S 8n
This result is called the Hagen-Poiseuille equation, which relates the pressure gradient to the radius
of the pipe for a fixed mass flux.
Solutions to the Practice quiz: Surface integrals
1. d. The parameterization of the torus is given by
x = ( R + r cos q ) cos f, y = ( R + r cos q ) sin f, z = r sin q,
so that the position vector is given by
r = ( R + r cos q ) cos f i + ( R + r cos q ) sin f j + r sin q k.
∂r
= r sin q cos f i r sin q sin f j + r cos q k,
∂q
∂r
= ( R + r cos q ) sin f i + ( R + r cos q ) cos f j,
∂f
and
i j k
∂r ∂r
⇥ = r sin q cos f r sin q sin f r cos q
∂q ∂f
( R + r sin q ) sin f ( R + r cos q ) cos f 0
= r ( R + r cos q ) cos q cos f i r ( R + r cos q ) cos q sin f j r ( R + r cos q ) sin q k.
Therefore,
∂r ∂r h i1/2
⇥ = r2 ( R + r cos q )2 cos2 q (cos2 f + sin2 f) + r2 ( R + r cos q )2 sin2 q
∂q ∂f
h i1/2
= r2 ( R + r cos q )2 (cos2 q + sin2 q ) = r ( R + r cos q ),
and
dS = r ( R + r cos q ) dq df.
2. c. In cylindrical coordinates, u = xi + yj = r⇢.

ˆ The cylinder ends have normal vectors ẑ and ẑ,
which are perpendicular to u. On the side of the cylinder, we have u = R⇢ˆ and dS = ⇢dS,
ˆ so that
˛ ˆ
u · dS = R dS = R(2pRL) = 2pR2 L.
S
3. a. We perform the flux integral in spherical coordinates. On the surface of the sphere of radius R,
we have
u = zk = ( R cos q )(cos q r̂ sin q ✓ˆ ),
and
dS = r̂ R2 sin q dq df.
215
Therefore, the surface integral over the upper hemisphere becomes

ˆ ˆ 2p ˆ p/2
u · dS = R3 cos2 q sin q dq df
S 0 0
p/2 1
2p 3
ˆ ˆ
= 2pR3 cos2 q sin q dq = 2pR3 w2 dw = R .
0 0 3
1. With f(r ) = x2 y + xy2 + z:
a) rf = (2xy + y2 )i + ( x2 + 2xy)j + k
b) Using the gradient theorem, C rf · dr = f(1, 1, 1) f(0, 0, 0) = 3.

´
c) Integrating over the three directed line segments given by (1) (0, 0, 0) to (1, 0, 0); (2) (1, 0, 0) to
(1, 1, 0), and; (3) (1, 1, 0) to (1, 1, 1):
ˆ ˆ ˆ ˆ
rf · dr = rf · dr + rf · dr + rf · dr
C C1 C2 C3
ˆ 1 ˆ 1
= 0+ (1 + 2y) dy + dz
0 0
= 3.
217
1. With u = (2xy + z2 )i + (2yz + x2 )j + (2zx + y2 )k:
a)
i j k
r⇥u = ∂/∂x ∂/∂y ∂/∂z
2xy + z2 2yz + x2 2zx + y2
= (2y 2y)i + (2z 2z)j + (2x 2x )k
= 0.
b) We need to satisfy
∂f ∂f ∂f
= 2xy + z2 , = 2yz + x2 , = 2zx + y2 .
∂x ∂y ∂z
Integrate the first equation to get

ˆ
f= (2xy + z2 ) dx = x2 y + xz2 + f (y, z).
Take the derivative with respect to y and satsify the second equation:
∂f ∂f
x2 + = 2yz + x2 or = 2yz.
∂y ∂y
Integrate this equation for f to get

ˆ
f = 2yz dy = y2 z + g(z).
Take the derivative of f = x2 y + xz2 + y2 z + g(z) with respect to z and satisfy the last gradient
equation:
2xz + y2 + g0 (z) = 2zx + y2 or g0 (z) = 0.
Therefore, g(z) = c where c is a constant, and f = x2 y + y2 z + z2 x + c.

1. Let vescape be the magnitude of the escape velocity for a mass launched perpendicular to the Earth’s
surface. When the mass reaches infinity, its velocity should be exactly zero. Conservation of energy
results in
1 2 mM
mv G = 0,
2 escape R
or
GM
v2escape = 2 R = 2gR.
R2
Therefore, we have
p
vescape = 2gR.
219
Solutions to the Practice quiz: Gradient theorem

ˆ
1. b. rf · dr = f(1, 1, 1) f(0, 0, 0) = 1.
C
2. a. Since r ⇥ u = r ⇥ (yi + xj ) = 0, the line integral u around any closed curve is zero. By
inspection, we can also observe that u = rf, where f = xy.
3. c. To solve the multiple choice question, we can always take the gradients of the four choices.
Without the advantage of multiple choice, however, we need to compute f and we do so here. We
solve
∂f ∂f ∂f
= 2x + y, = 2y + x, = 1.
∂x ∂y ∂z
Integrating the first equation with respect to x holding y and z fixed, we find
ˆ
f= (2x + y) dx = x2 + xy + f (y, z).
Differentiating f with respect to y and using the second equation, we obtain
∂f ∂f
x+ = 2y + x or = 2y.
∂y ∂y
Another integration results in f (y, z) = y2 + g(z). Finally, differentiating f with respect to z yields
g0 (z) = 1, or g(z) = z + c. The final solution is
f( x, y, z) = x2 + xy + y2 + z + c.
Answer c. is correct with the constant c = 0.

1. Using spherical coordinates, let u = ur (r, q, f)r̂ + uq (r, q, f)✓ˆ + uf (r, q, f) ˆ . Then the volume
integral becomes
2p p R ✓ ◆
1 ∂ 2 1 ∂ 1 ∂uf
ˆ ˆ ˆ ˆ
(r · u) dV = (r ur ) + (sin q uq ) + r2 sin q dr dq df.
V 0 0 0 r2 ∂r r sin q ∂q r sin q ∂f
Each term in the integrand can be integrated once. The first term is integrated as
✓ ◆ !
2p p R 2p p R
1 ∂ 2 ∂ 2
ˆ ˆ ˆ ˆ ˆ ˆ
2
(r ur ) r sin q dr dq df = (r ur ) dr sin q dq df
0 0 0 r2 ∂r 0 0 0 ∂r
ˆ 2p ˆ p
= ur ( R, q, f) R2 sin q dq df.
0 0
The second term is integrated as
2p p R ✓ ◆ 2p R ✓ˆ p ◆
1 ∂ ∂
ˆ ˆ ˆ ˆ ˆ
2
(sin q uq ) r sin q dr dq df = (sin q uq ) dq r dr df
0 0 0 r sin q ∂q 0 0 0 ∂q
ˆ 2p ˆ R
= (sin (p ) uq (r, p, f) sin (0) uq (r, 0, f)) r dr df
0 0
= 0,
since sin (p ) = sin (0) = 0. Similarly, the third term is integrated as

✓ ◆ !
2p p R p R 2p
1 ∂uf ∂uf
ˆ ˆ ˆ ˆ ˆ ˆ
2
r sin q dr dq df = df r dr dq
0 0 0 r sin q ∂f 0 0 0 ∂f
ˆ p ˆ R
= uf (r, q, 2p ) uf (r, q, 0) r dr dq
0 0
= 0,
since uf (r, q, 2p ) = uf (r, q, 0) because f is a periodic variable with same physical location at 0 and 2p.
Therefore, we have
ˆ ˆ 2p ˆ p ˛
2
(r · u) dV = ur ( R, q, f) R sin q dq df = u · dS,
V 0 0 S
where S is a sphere of radius R located at the origin, with unit normal vector given by r̂, and infinites-
imal surface area given by dS = R2 sin q dq df.
221
1. With u = x2 y i + y2 z j + z2 x k, we use r · u = 2xy + 2yz + 2zx. We have for the left-hand side of
the divergence theorem,
ˆ ˆ Lˆ Lˆ L
(r · u) dV = 2 ( xy + yz + zx ) dx dy dz
V 0 0 0
"ˆ #
L ˆ L ˆ L ˆ L ˆ L ˆ L ˆ L ˆ L ˆ L
=2 x dx y dy dz + dx y dy z dz + x dx dy z dz
0 0 0 0 0 0 0 0 0
= 2( L5 /4 + L5 /4 + L5 /4)
= 3L5 /2.
For the right-hand side of the divergence theorem, the flux integral only has nonzero contributions
from the three sides located at x = L, y = L and z = L. The corresponding unit normal vectors are i,
j and k, and the corresponding integrals are
˛ ˆ Lˆ L ˆ Lˆ L ˆ Lˆ L
2 2
u · dS = L y dy dz + L z dx dz + L2 x dx dy
S 0 0 0 0 0 0
= L /2 + L5 /2 + L5 /2
5
= 3L5 /2.
2. With r = xi + yj + zk, we have r · r = 3. Therefore, from the divergence theorem we have

ˆ ˆ ˆ
r · dS = r · r dV = 3 dV = 3L3 .
S V V
Note that the integral is equal to three times the volume of the box and is independent of the placement
and orientation of the coordinate system.

1. With u = r̂/r, we use spherical coordinates to compute
1 d 1
r·u = (r ) = 2 .
r2 dr r
Therefore, for the left-hand side of the divergence theorem we have
R ✓ ◆
1
ˆ ˆ
(r · u) dV = 4p r2 dr = 4pR.
V 0 r2
For the right-hand side of the divergence theorem, we have for a sphere of radius R centered at the
origin, dS = r̂ dS and
1 4pR2
˛ ˛
u · dS = dS = = 4pR.
S S R R
2. With r = xi + yj + zk, we have r · r = 3. Therefore, from the divergence theorem we have

✓ ◆
4
ˆ ˆ ˆ
r · dS = r · r dV = 3 dV = 3 pR3 = 4pR3 .
S V V 3
Note that the integral is equal to three times the volume of the sphere and is independent of the
placement and orientation of the coordinate system.
3. Computing in spherical coordinates, the Laplacian of 1/r is given by

✓ ◆ ✓ ✓ ◆◆
21 1 d 2 d 1 1 d
r = 2 r = 2 ( 1) = 0,
r r dr dr r r dr
provided r , 0 where f is singular. Therefore, if the volume V does not contain the origin, then
✓ ◆
1
ˆ
2
r dV = 0, (0, 0, 0) < V.
V r
However, if V contains the origin, we need only integrate over a small sphere of volume V 0 2 V
centered at the origin, since r2 (1/r ) = 0 outside of V 0 . We therefore have from the divergence
theorem ✓ ◆ ✓ ◆ ✓ ◆
1 2 1 1
ˆ ˆ ˛
2
r dV = r dV = r · dS,
V r V0 r S0 r
where the surface S0 is now the surface of a sphere of radius R, say, centered at the origin. Using
spherical coordinates, ✓ ◆ ✓ ◆
1 d 1 r̂
r = r̂ = ,
r dr r r2
and since dS = r̂dS, we have
✓ ◆
1 1
˛ ˛
r · dS = dS = 4p,
S0 r R2 S0
since the surface area of the sphere is 4pR2 . Therefore,

8
✓ ◆ < 0,
1 (0, 0, 0) < V;
ˆ
r2 dV =
V r : 4p, (0, 0, 0) 2 V.
223
For those of you familar with the Dirac delta function, say from my course Differential Equations for
Engineers, what we have here is ✓ ◆
1
r2 = 4pd(r ),
r
where d(r ) is the three-dimensional Dirac delta function satisfying
d(r ) = 0, when r , 0,
and ˆ
d(r ) dV = 1, provided the origin is in V.
V
1. The continuity equation as derived in the lecture is given by
∂r
+ r · (ru) = 0.
∂t
Using the vector identity r · (ru) = u · rr + rr · u, the continuity equation becomes
∂r
+ u · rr + rr · u = 0.
∂t
2. We begin with
d
ˆ ˛
r(r, t) dV = J · dS.
dt V S
The divergence theorem applied to the right-hand side results in

˛ ˆ
J · dS = r · J dV;
S V
and combining both sides of the equation and bringing the time derivative inside the integral results
in ˆ ✓ ◆
∂r
+r·J dV = 0.
V ∂t
Since the integral is zero for any volume V, we obtain the electrodynamics continuity equation given
by
∂r
+ r · J = 0.
∂t
225
Solutions to the Practice quiz: Divergence theorem
1. a. With u = yzi + xzj + xyk, we have r · u = 0. Therefore,

˛ ˆ
u · dS = (r · u) dV = 0.
S V
2. d. ˛ ˆ ˆ
r · dS = (r · r ) dV = 3 dV = 3pR2 L.
S V V
3. d. Computing the divergences, we have


1 2
r · xyi y j =y y = 0,
2
r · [(1 + x )i + (1 y)j ] = 1 1 = 0,
 ✓ ◆
2 1 2
r · (x xy)i + y 2xy j = (2x y) + (y 2x ) = 0,
2
h i
r · ( x + y)2 i + ( x y)2 j = 2( x + y) 2( x y) = 4y.
1. With u = yi + xj, we use ∂u2 /∂x ∂u1 /∂y = 2. For a square of side L, we have for the left-hand
side of Green’s theorem ˆ ✓ ◆
∂u2 ∂u1
ˆ
dA = 2 dA = 2L2 .
A ∂x ∂y A
When the square lies in the first quadrant with vertex at the origin, we have for the right-hand side of
Green’s theorem,
˛ ˆ L ˆ 0 ˆ 0 ˆ L
(u1 dx + u2 dy) = 0 dx + ( L) dx + 0 dy + L dy = 2L2 .
C 0 L L 0
2. With u = yi + xj, we use ∂u2 /∂x ∂u1 /∂y = 2. For a circle of radius R, we have for the left-hand
side of Green’s theorem, ˆ ✓ ◆
∂u2 ∂u1
ˆ
dA = 2 dA = 2pR2 .
A ∂x ∂y A
For a circle of radius R centered at the origin, we change variables to x = R cos q and y = R sin q. Then
dx = R sin q and dy = R cos q, and we have for the right-hand side of Green’s theorem,
˛ ˛ ˆ 2p
(u1 dx + u2 dy) = ( y dx + x dy) = ( R2 sin2 q + R2 cos2 q )dq = 2pR2 .
C C 0
227
1. Let u = u1 ( x, y, z) i + u2 ( x, y, z) j + u3 ( x, y, z) k. Then
✓ ◆ ✓ ◆ ✓ ◆
∂u3 ∂u2 ∂u1 ∂u3 ∂u2 ∂u1
r⇥u = i+ j+ k.
∂y ∂z ∂z ∂x ∂x ∂y
a) For an area lying in the y-z plane bounded by a curve C, the normal vector to the area is i.
Therefore, Green’s theorem is given by
ˆ ✓ ◆
∂u3 ∂u2
˛
dA = (u2 dy + u3 dz);
A ∂y ∂z C
b) For an area lying in the z-x plane bounded by a curve C, the normal vector to the area is j.
Therefore, Green’s theorem is given by
ˆ ✓ ◆
∂u1 ∂u3
˛
dA = (u3 dz + u1 dx );
A ∂z ∂x C
The correct orientation of the curves are determined by the right-hand rule, using a right-handed
coordinate system.
2. We have u = yi + xj. The right-hand side of Stokes’ theorem was computed in an earlier problem
on Green’s theorem and we repeat the solution here. For a circle of radius R lying in the x-y plane
with center at the origin, we change variables to x = R cos f and y = R sin f. Then dx = R sin f and
dy = R cos f, and we have for the right-hand side of Stokes’ theorem,
˛ ˛ ˛ ˆ 2p
u · dr = (u1 dx + u2 dy) = ( y dx + x dy) = ( R2 sin2 f + R2 cos2 f)dq = 2pR2 .
C C C 0
The left-hand side of Stokes’ theorem uses
i j k
r ⇥ u = ∂/∂x ∂/∂y ∂/∂z = 2k;
y x 0
so that with dS = r̂R2 sin q dq df, we have

ˆ ˆ 2p ˆ p/2
(r ⇥ u) · dS = 2R2 k · r̂ sin q dq df.
S 0 0
With
k = cos q r̂ ˆ
sin q ✓,
we have
k · r̂ = cos q;
and
ˆ ˆ 2p ˆ p/2
2
(r ⇥ u) · dS = 2R df cos q sin q dq
S 0 0
p/2
= 2pR2 sin2 q 0
= 2pR2 .
Solutions to the Practice quiz: Stokes’ theorem
1. b. With u = yi + xj, we have r ⇥ u = 2k and we use Stokes’ theorem to write
1
˛ ˆ ˆ
u · dr = (r ⇥ u) · dS = 2 dA = pR2 ,
C S 2
1
where we have used dS = k dA and the area of the quarter circle is pR2 .
4
y x
2. c. With u = i+ 2 j, one can show by differentiating that r ⇥ u = 0 provided
x 2 + y2 x + y2
( x, y) , (0, 0). However, the integration region contains the origin so the integral is best done by
applying Stokes’ theorem. We use cylindrical coordinates to write
y x ˆ
u= i + j = .
x 2 + y2 x 2 + y2 r
Then, ✓ ◆
ˆ ˛ ˆ 2p ˆ ˆ 2p
(r ⇥ u) · dS = u · dr = · ˆ r df = df = 2p.
S C 0 r 0
3. c. With u = x2 yi + xy2 j, we have r ⇥ u = ( x2 + y2 )k. Therefore,
1ˆ 1 1 1 1 1
2
˛ ˆ ˆ ˆ ˆ ˆ ˆ
2 2 2
u · dr = (r ⇥ u) · dS = ( x + y ) dx dy = x dx dy + dx y2 dy = ,
C S 0 0 0 0 0 0 3
where we have used dS = k dx dy.

229
1.
a) The Navier-Stokes equation and the continuity equation are given by
∂u 1
+ (u · r)u = rp + nr2 u, r · u = 0.
∂t r
Taking the divergence of the Navier-Stokes equation and using the continuity equation results in
1 2
r · ((u · r)u) = r p.
r
Now, !
∂ ∂u ∂ui ∂u j
r · ((u · r)u) = uj i = .
∂xi ∂x j ∂x j ∂xi
Therefore,
∂ui ∂u j
r2 p = r .
∂x j ∂xi
b) Taking the curl of the Navier-Stokes equation, and using ! = r ⇥ u and r ⇥ rp = 0, we obtain
∂!
+ r ⇥ (u · r)u = nr2 !.
∂t
To simplify the second term, we first prove the identity
1
u ⇥ (r ⇥ u) = r(u · u) (u · r)u.
2
We prove by considering the ith component of the left-hand side:
∂um ∂um
[u ⇥ (r ⇥ u)]i = eijk u j eklm = ekij eklm u j
∂xl ∂xl
∂um ∂u j ∂ui
= (dil djm dim djl )u j = uj uj
∂xl ∂xi ∂x j
1 ∂ ∂ui
= (u u ) uj
2 ∂xi j j ∂x j

1
= r(u · u) [(u · r)u]i .
2 i
Therefore, using that the curl of a gradient and the divergence of a curl is equal to zero, and
! = r ⇥ u and r · u = 0, we have
✓ ◆
1
r ⇥ (u · r)u = r ⇥ r(u · u) u ⇥ (r ⇥ u)
2
= r ⇥ (u ⇥ ! )
= [u(r · ! ) ! (r · u) + (! · r)u (u · r)! ]
= (! · r)u + (u · r)!.
Putting it all together gives us the vorticity equation, given by
∂!
+ (u · r)! = (! · r)u + nr2 !.
∂t
1. The electric field from a point charge at the origin should be spherically symmetric. We therefore
write using spherical coordinates, E (r ) = E(r )r̂. Integrating Gauss’s law over a spherical shell of
radius r, we have
q
˛ ˛
E · dS = E(r ) dS = 4pr2 E(r ) = .
S S #0
Therefore, the electric field is given by
q
E (r ) = r̂.
4p# 0 r2
2. The magnetic field from a current carrying infinite wire should have cylindrical symmetry. We
therefore write using cylindrical coordinates, B (r ) = B(r) ˆ . Integrating Ampère’s law over a circle
of radius r in the x-y plane in the counterclockwise direction, we obtain
˛ ˛
B · dr = B(r) dr = 2prB(r) = µ0 I,
C C
where I is the current in the wire. Therefore,
µ0 I ˆ
B (r ) = .
2pr

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Vector Calculus for Engineers

Lecture Notes for

Copyright © 2019 by Jeffrey Robert Chasnov

Practice quiz: Vectors 13

5 Analytic geometry of lines 15

6 Analytic geometry of planes 17

Practice quiz: Analytic geometry 19

7 Kronecker delta and Levi-Civita symbol 21

9 Scalar triple product 25

10 Vector triple product 27

Practice quiz: Vector algebra 29

11 Scalar and vector fields 31

13 The method of least squares 39

15 Triple product rule 43

16 Triple product rule: example 45

Practice quiz: Partial derivatives 47

Practice quiz: The del operator 57

21 Vector derivative identities 59

22 Vector derivative identities (proof) 61

Practice quiz: Vector calculus algebra 65

III Integration and Curvilinear Coordinates 67

24 Double and triple integrals 71

25 Example: Double integral with triangle base 73

Practice quiz: Multidimensional integration 75

26 Polar coordinates (gradient) 77

27 Polar coordinates (divergence & curl) 79

28 Polar coordinates (Laplacian) 81

30 Change of variables (single integral) 85

31 Change of variables (double integral) 87

Practice quiz: Polar coordinates 89

33 Spherical coordinates (Part A) 93

34 Spherical coordinates (Part B) 95

Practice quiz: Cylindrical and spherical coordinates 97

IV Line and surface integrals 99

35 Line integral of a scalar field 103

36 Arc length 105

37 Line integral of a vector field 107

38 Work-Energy theorem 109

Practice quiz: Line integrals 111

39 Surface integral of a scalar field 113

40 Surface area of a sphere 115

41 Surface integral of a vector field 117

42 Flux integrals 119

Practice quiz: Surface integrals 121

V Fundamental Theorems 123

43 Gradient theorem 127

44 Conservative vector fields 129

45 Conservation of energy 131

Practice quiz: Gradient theorem 133

46 Divergence theorem 135

47 Divergence theorem: Example I 137

48 Divergence theorem: Example II 139

49 Continuity equation 141

Practice quiz: Divergence theorem 143

50 Green’s theorem 145

51 Stokes’ theorem 147

Practice quiz: Stokes’ theorem 149

52 Meaning of the divergence and the curl 151

53 Maxwell’s equations 153