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     VECTOR INTEGRATION, LINE INTEGRALS, SURFACE INTEGRALS, VOLUME INTEGRALS



Integration of vector functions. In ordinary calculus we compute integrals of real functions of a real variable; that is, we compute integrals of functions of the type


            y = f(x)


where x and y are real numbers.


In vector analysis we compute integrals of vector functions of a real variable; that is we compute integrals of functions of the type


            F(t) = f1(t) i + f2(t) j + f3(t) k


or equivalently,

 

             ole.gif


where f1(t), f2(t), and f3(t) are real functions of the real variable t.



Indefinite integral. Let F(t) = f1(t) i + f2(t) j + f3(t) k be a vector depending on a single real variable t, where f1(t), f2(t), and f3(t) are assumed to be continuous in a specified interval. By definition, the indefinite integral of F(t), if it exists, is given as


1)         ole1.gif


or equivalently,


             ole2.gif


where c1, c2 and c3 are constants. It exists if and only if there exists some vector G(t) such that


             ole3.gif  

  ole4.gif  

It will exist if the terms on the right side of 1) are integrable.


The indefinite integral can also be defined as a limit of a sum in a manner analogous to that of elementary integral calculus.


Definite integral. If the integral of the function F(t) exists, let it be denoted by G(t) + c. Then the definite integral of F(t) between the limits t = a and t = b is given by

 

2)         ole5.gif  


Example. The acceleration of a particle at any time t ole6.gif 0 is given by


            a = dv/dt = 12 cos 2t i - 8 sin 2t j + 16 t k .


Find the velocity at time t, if v = 0 at t = 0.


Integrating


             ole7.gif


                        = 6 sin 2t i + 4 cos 2t j + 8t2 k + c1


Putting v = 0 when t = 0,


            0 = 0i + 4j + 0k + c1 .


Thus


            c1 = 4j


and


            v = 6 sin 2t i + (4 cos 2t - 4) j + 8t2 k



Line integrals.

*******************


There are different types of line integrals. In general, any integral that is evaluated along a curve is called a line integral. Such integrals can be defined in terms of limits of sums as are the integrals of elementary calculus.


 


Types of line integrals.


ole8.gif


where ole9.gif is a scalar point function of x, y, z and R is a radius vector R(t) = x(t) i + y(t) j + z(t) k defining curve C.



ole10.gif


where F(x, y, z) is a vector point function of x, y, z, R is a radius vector R(t) = x(t) i + y(t) j + z(t) k defining curve C and the product is the dot product.

 



ole11.gif


where F(x, y, z) is a vector point function of x, y, z, R is the radius vector R(t) = x(t) i + y(t) j + z(t) k defining curve C and the product is the cross product.




We now define line integrals of Type 1 above in terms of a limit of sums.


Def. Line integral of type


ole12.gif

ole13.gif                                          

                                                    

where f(x, y, z) is a scalar point function of x, y, z and R is a radius vector R(t) = x(t) i + y(t) j + z(t) k defining curve C.


Let C be a rectifiable space curve (i.e. a curve of finite length) in xyz-space, let AB be an arc on C and let f(x, y, z) be a function continuous at all points on the arc. Subdivide arc AB into n parts by means of points A = P0, P1, ... , Pn = B selected arbitrarily along it and let the points be connected by chords. Let Δis be the length of the chord joining Pi -1 and Pi and let (xi, yi, zi) be an arbitrarily chosen point on the segment of curve between Pi -1 and Pi. See Fig. 1. Let Δ be the length of the longest chord. Form the sum

             ole14.gif

Let the number of subdivisions n approach infinity in such a way that the length of the longest chord approaches zero. The sum Sn will then approach a limit which does not depend on the mode of subdivision and is called the line integral of f(x, y, z) from A to B along the curve:


             ole15.gif

 

Line integrals are usually stated in the language of vectors. Curves are usually defined parametrically. Let us restate the above in terms of vectors with a parametrically defined curve. Let arc AB be defined by the radius vector R(t) = x(t) i + y(t) j + z(t)k on the interval from t = a to t = b and let f(x, y, z) be a scalar point function continuous at all points on the arc. Let {a = t0, t1, ..., tn = b} be a partition of interval [a, b]. Let ole16.gif be a point of the interval [ti -1, ti] and let Δ be the largest of the intervals [ti -1, ti]. Form the sum


             ole17.gif


where


             ole18.gif


Let the number of subdivisions n approach infinity in such a way that the length of the longest chord approaches zero. The sum Sn will then approach a limit which does not depend on the mode of subdivision and is called the line integral of f(x, y, z) from A to B along the curve: 


             ole19.gif  



Integral sc Pdx + Qdy + Rdz .


Q. The integral ∫C Pdx + Qdy + Rdz is a line integral. What does it mean? Where does it come from? How do we understand it?


A. Consider the line integral


             ole20.gif


where ole21.gif is a vector point function


             ole22.gif


defined over some region W of xyz-space, ole23.gif is a position vector


             ole24.gif


to a point P on a curve C within region W, the product is the dot product and the integral is evaluated along C. ole25.gif is given by


             ole26.gif


and


             ole27.gif


can be written as


             ole28.gif



The answer to the question is the integral ∫C Pdx + Qdy + Rdz corresponds to ∫C A1(x, y, z)dx + A2(x, y, z)dy + A3(x, y, z)dz in the above and thus represents an integral of type


             ole29.gif



Some comments on line integrals. It is important to keep in mind that line integrals are different in a basic way from the ordinary integrals we are familiar with from elementary calculus. A line integral cannot be evaluated just as is. To evaluate it we need additional information — namely, the curve over which it is to be evaluated. This curve is generally given in parametric form such as


            x = x(t)

            y = y(t)

            z = z(t) .


The integral is then altered when substituting in the parametric equivalents and is transformed into an ordinary integral in the variable t and is evaluated as any ordinary integral. There are some forms of line integrals that look a lot like ordinary integrals. For example,


             ole30.gif


ole31.gif

could be either line integrals or ordinary integrals and we would have to know which they were from context. Also, the integral


             ole32.gif  


looks a lot like an ordinary integral and we need to realize that it is a line integral and that we need to have a parametrically defined curve over which to integrate it. And realize that its appearance will change and its meaning become clearer after substituting in the parametric equivalents.



Application in physics. Line integrals of type 2 above are of special interest in the field of physics. Let C be a space curve running from some point A to another point B in some region Q. Let C be defined by the radius vector R(s) = x(s) i + y(s) j + z(s) k where s is the distance along the curve measured from point A. Let F(x, y, z) = f1(x, y, z) i + f2(x, y, z) j + f3(x, y, z) k represent a force field defined over the region. Let T denote the unit tangent to the curve at point (x, y, z). Then F∙T is the component of F in the direction of the tangent T and the integral


             ole33.gif  


represents the work done in moving a body from point A to point B along curve C. The unit vector T is equal to


            T = dR/ds = dx/ds i + dy/ds j + dz/ds k .


so


            F∙T = (f1 i + f2 k + f3 j)∙(dx/ds i + dy/ds j + dz/ds k )

                    =  f1(dx/ds) + f2(dy/ds) + f3(dz/ds)


and 


ole34.gif


Because T = dR/ds we can write

             ole35.gif


which is the form of 2] above. The quantity F∙Tds can be represented as g(x, y, z)ds where g(x, y, z) is a scalar point function that represents the component of F in the direction of the tangent of the curve. Thus


             ole36.gif


and from this we can note that type 2 above is really a special case of type 1.


From equation 3) above we state the following theorem:


Theorem 1. Let C be a space curve running from some point A to another point B in some region Q. Let curve C be defined by the radius vector R(s) = x(s) i + y(s) j + z(s) k where s is the distance along the curve measured from point A. Let F(x, y, z) = f1(x, y, z) i + f2(x, y, z) j + f3(x, y, z) k represent a force field defined over the region. Let T denote the unit tangent to the curve at point (x, y, z). Then


             ole37.gif  

where


             ole38.gif


represents the work done in moving an object along the curve from point A to point B.


● Since dR = dx i + dy j + dz k we can write


             ole39.gif

 


Suppose now that we have a space curve C defined by the parametric equations


            x = x(t)

            y = y(t)

            z = z(t),


or in vector form, R(t) = x(t) i + y(t) j + z(t) k , where t is time, and a force field defined by F(x, y, z) = f1(x, y, z) i + f2(x, y, z) j + f3(x, y, z) k , in some region Q. We wish to compute the integral of


             ole40.gif


from point A to point B on curve C. If point A corresponds to time t = t1 and point B corresponds to time t = t2, then the integral becomes


ole41.gif                                                                                                                                                                                                                                                           ole42.gif


where the primes denote derivatives with respect to t.




The line integral sc f(x, y) dx.


Q. An integral of type ∫C f(x, y) dx or ∫C f(x, y) dy is regarded as a line integral and requires a curve for evaluation but it is different than other line integrals. What does it mean? Where does arise? How do we understand it?


A. One important place where this integral arises is in connection with evaluating the right member of the line integral


             ole43.gif


where ole44.gif is a vector point function


             ole45.gif


defined over some region R of the xy plane, ole46.gif is a position vector


             ole47.gif


to a point P on a curve C within region R, the product is the dot product and the integral is evaluated along C. ole48.gif is given by


             ole49.gif


ole50.gif

The integral ∫C f(x, y) dx is evaluated over an interval [a, b] of the x axis. The function f(x, y) is a scalar point function whose value varies with positions along the curve. To evaluate this integral it is tacitly assumed that the curve C is expressed as a single-valued function y = f(x) on the interval [a, b]. If the curve is like that shown in Fig. 3, it would have to be broken into two parts, one part expressed as y = f1(x) [shown in blue in the figure] and the other expressed as y = f2(x) [shown in red], and each part would have to be evaluated separately. What is the quantity that this integral computes? If we subdivide the interval [a, b] into n equal parts and let xi correspond to the midpoint of the i-th subdivision, the integral is given by


             ole51.gif


where the general term is f(xi, yi)Δxi. What intuitive meaning does this quantity have (this general term)? Why would one be interested in computing a sum of these quantities? The answer: It is an abstract quantity that arises in different contexts.




Surface integrals.

************************


Let S be a surface and let ole52.gif (P) be a point function defined on S. Divide S into a number of surface elements ΔS1, ΔS2, ... , ΔSn of areas ΔA1, ΔA2, ... , ΔAn. Let Pi be some point in the element ΔSi. Then the surface integral of ole53.gif over S is defined as


             ole54.gif

where the limit is taken as the maximum of the dimensions of the elements ΔSi approaches zero.

                                                

ole55.gif

If ole56.gif (P) is expressed as a function F(x, y, z), where (x, y, z) are the coordinates of P, the surface integral becomes


             ole57.gif


                                                 

Unit normal, n. Let S be a two-sided surface such as the one shown in Fig. 4. Let one side of S be considered arbitrarily as the positive side (if S is a closed surface this is taken as the outer side). A unit normal n to any point of the positive side of S is called a positive or outward drawn normal. 

 

Def. Vector dS = n dS. Let us associate with the differential of surface area dS a vector which we define as dS = n dS, whose magnitude is dS and whose direction is that of n.



Types of surface integrals. Let ole58.gif be a scalar point function and A be a vector point function. The following are types of surface integrals:


ole59.gif


ole60.gif


ole61.gif  


ole62.gif



The integral of type 3 is of particular interest. It represents an integral of the flux A over a surface S.


To evaluate surface integrals we express them as double integrals taken over the projected area of the surface S on one of the coordinate planes. It is possible to do this if any line perpendicular to the coordinate plane chosen meets the surface in no more than one point. In general, this does not pose a problem since we can generally subdivide S into surfaces which do satisfy the restriction.



Volume integrals.

*************************


Consider a closed surface in space enclosing a volume V. Volume integrals can be defined in terms of limits of sums in the same way as was done with surface integrals above.


Let S be a closed surface enclosing a volume V. Let ole63.gif (P) be a point function defined on V. Divide V into a number of volume elements ΔV1, ΔV2, ... , ΔVn of volumes Δv1, Δv2, ... , Δvn . Let Pi be some point in the element ΔVi. Then the volume integral of ole64.gif over V is defined as


             ole65.gif


where the limit is taken as the maximum of the dimensions of the elements ΔVi approaches zero.



Types of volume integrals. Let ole66.gif be a scalar point function and A be a vector point function. The following are types of volume integrals:


ole67.gif


ole68.gif



References.

  Spiegel. Vector Analysis.

  Hsu. Vector Analysis.

  Wylie. Advanced Engineering Mathematics.

  Taylor. Advanced Calculus.





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