Vector Analysis

EE 141 Lecture Notes

Topic 2
Professor K. E. Oughstun
School of Engineering
College of Engineering & Mathematical Sciences
University of Vermont

2014

Motivation

First published in 1901.

Gradient of a Scalar Field

Let F (P) = F (r) = F (x, y , z) be a scalar function of position (or
point function) with value F (P1 ) at the point P1 = (x, y , z) and
value F (P2 ) at a neighboring point P2 = (x + dx, y + dy , z + dz).

The two points are separated by the differential distance vector

x dx + 1
y dy + 1
z dz
d ~` = 1
x d ~`, dy = 1
y d ~`, and dz = 1
z d ~`.
where dx = 1

(1)

Gradient of a Scalar Field

The Total Differential of F (P)
F
F
F
dF =
dx +
dy +
dz
x
y
z
is then given by
F
F
F
dF =
1x d ~` +
1y d ~` +
1z d ~`
x
y
z


F F F

=
1x
+ 1y
+ 1z
d ~`
x
y
z

(2)

(3)

The Gradient of the scalar field F (r) is then defined as the vector field
x F + 1
y F + 1
z F
grad F (r) F (r) 1
x
y
z

(4)

so that Eq. (3) for the total differential may then be expressed as
dF = F d ~`

(5)

Vector Differential Operator

The vector differential operator or del is defined as
x + 1
y + 1
z
1
x
y
z

(6)

Notice that this is not a vector! It is an operator.

Explicit expressions for the various differential operations (gradient,
divergence, curl, Laplacian) need to be derived in the various
orthogonal curvilinear coordinate systems that naturally arise in
engineering problems with specific geometric symmetries, e.g.:
cylindrical polar coordinates with axial symmetry
spherical polar coordinates with point symmetry.

Directional Derivative
The directional derivative of the scalar field F (r) along the direction
` with d ~` = 1
` d` then follows from the
specified by the unit vector 1
relation (5), viz.
` d`
dF = F d ~` = F 1
as

dF
` F .
=1
(7)
d`
` is along
It then follows that dF /d` has its maximum value when 1
the direction specified by F . The streamlines of the vector field F
are then orthogonal to the isotimic surfaces F (r) = constant.
The path integral of Eq. (5) then gives
Z P2
F (P2 ) F (P1 ) =
F d ~`
P1

independent of the path taken.

(8)

Properties of the Gradient Operator

For any two scalar point functions U(r) and V (r),
Distributive Law over Addition:


U(r) + V (r) = U(r) + V (r)

(9)

Product Rule:


U(r)V (r) = U(r)V (r) + V (r)U(r)

(10)

Power Rule: For any n,

V n (r) = nV n1 (r)V (r)

(11)

Problem 2: Derive each of these properties in rectangular coordinates.

Example: Gradient of the Plane Wave Propagation

Factor e jkr
Consider the plane wave propagation factor U(r) = e jkr with fixed
x kx + 1
y ky + 1
z kz , where r = 1
x x + 1
y y + 1
z z is
wave vector k = 1
the variable position vector. Then
j(kx x+ky y +kz z)
e jkr = e



x
y
z
=
1
+1
+1
e j(kx x+ky y +kz z)
x
y
z


x jkx + 1
y jky + 1
z jkz e j(kx x+ky y +kz z)
= 1

= jke jkr
Note that

d jt
e = je jt
dt
Hence, just as one has one-dimensional Fourier analysis in -space,
one also has three-dimensional Fourier analysis in k-space.

Divergence of a Vector Field

A vector field F(r) = F(x, y , z) may be described graphically by its
field lines, flux lines, or streamlines.

The flux density of F(r) passing through a differential element of

ds whose directed orientation in space is specified by
surface ds = n
, is defined as the amount of flux crossing a
the unit surface normal n
unit surface element of area, viz.
ds
Fn

flux density
=Fn
(12)
ds

Divergence of a Vector Field

The total flux crossing a closed surface S with outward unit normal
is then given by the surface integral
vector n

I
F ds =

total flux =
S

ds
Fn

(13)

A positive value means that more flux leaves the region enclosed
by the surface S than enters, indicating that S encloses a source.
A negative value means that more flux enters the region
enclosed by S than exits, indicating that S encloses a sink.

Divergence of a Vector Field

Consider determining the total outward flux of the vector field
x Fx (x, y , z) + 1
y Fy (x, y , z) + 1
z Fz (x, y , z)
F(r) = 1

(14)

passing through the closed surface S comprised of the rectangular

j parallel to
surface elements Sj with outward unit normal vectors n
the Cartesian coordinate axes.

Divergence of a Vector Field

The outward flux F1 through the surface element S1 with outward
x is given by
1 = 1
unit normal vector n
ZZ
ds
F1 =
Fn
S1
ZZ 
 

x Fx + 1
y Fy + 1
z F z 1
x dydz = Fx (r1 )y z,
=
1
S1

where Fx (r1 ) is the value of Fx at the center of surface element S1 .

Similarly, the outward flux F2 through the surface element S2 with
x is given by
2 = 1
outward unit normal vector n
ZZ
ds
F2 =
Fn
S2
ZZ 
  
x Fx + 1
y Fy + 1
z Fz 1
x dydz = Fx (r2 )y z,
=
1
S2

where Fx (r2 ) is the value of Fx at the center of surface element S2 .

Divergence of a Vector Field

x x, then one has the Taylor series expansion
Because r2 = r1 + 1
Fx (r2 ) = Fx (r1 ) +



Fx
x + O (x)2 .
x

With this substitution, the expression for the outward flux F2 through
the surface element S2 becomes


Fx
x y z,
F2 = Fx (r1 ) +
x
plus higher-order terms that are of the order of O {(x)2 y z} as
x 0, y 0, z 0.


Notation: f (x) = O g (x) as x x0 means that |f (x)/g (x)| K
as x x0 , where K > 0 is some positive constant.

Divergence of a Vector Field

The sum of the outward fluxes of the vector field F(r) through the
two surface elements S1 and S2 is then given by
Fx
xy z.
x
Similarly, the sum of the outward fluxes of F(r) through the two
surface elements S3 and S4 is given by
F1 + F2 =

F3 + F4 =

Fy
xy z,
y

and the sum of the outward fluxes of F(r) through the two surface
elements S5 and S6 is given by
F5 + F6 =

Fz
xy z,
z

plus higher-order terms of order O {(x)2 y z}, O {x(y )2 z}

or O {xy (z)2 }, respectively.

Divergence of a Vector Field

The total outward flux of the
P vector field F(r) through the closed
surface S is then given by 6j=1 Fj , so that


I
F ds =
S

Fx
Fy
Fz
+
+
x
y
z


V,

(15)

where V = xy z is the element of volume enclosed by S.

The divergence of a vector field is then defined as the scalar field

div F(r) lim

V0

1
V


F ds

(16)

where V is the volume element enclosed by the simply-connected

ds with outward
surface S containing the point r, and where ds = n
to the surface S.
unit normal n

Divergence of a Vector Field

x + 1
y + 1
z , then the divergence operation in
Because 1
x
y
z
rectangular coordinates is given by
div F(r) = F(r) =

Fx
Fy
Fz
+
+
x
y
z

(17)

The vector field F(r) has a positive divergence at a point r if the

net flux out of an infinitesimally small surface S surrounding
that point is positive; V then contains a flux source.
The vector field F(r) has a negative divergence at a point r if
the net flux out of an infinitesimally small surface S surrounding
that point is negative; V then contains a flux sink.
The vector field F(r) has a zero divergence at a point r if the
net flux out of an infinitesimally small surface S surrounding
that point vanishes; the field is then said to be divergenceless or
solenoidal at that point.

Properties of the Divergence Operator

Solenoidal Vector Field F(r) = 0

H
S

F ds = 0.

For any two vector functions F(r) and G(r) and scalar function (r),
Distributive Law over Vector Addition:


F(r) + G(r) = F(r) + G(r)
(18)
Product Rule for Scalar Multiplication:


(r)F(r) = (r) F(r) + F(r) (r)

(19)

Problem 3: Derive each of these properties in rectangular coordinates.

x x + 1
y y + 1
z z is the
Problem 4: Show that r = 3, where r 1
position vector.

Divergence Theorem
From Eq. (15), for each volume element
Vj with closed surface SJ
P
of a simply connected region V = j Vj ,
I


F(r) Vj =
F(r) ds.
Sj

Summing over all of the volume elements Vj in V and taking the

limit as Vj 0, this becomes
I
X
XI


F(r) Vj =
F(r) ds =
F(r) ds,
j

Sj

where S is the surface enclosing V. In this limit as Vj 0, the

summation on the left goes over to the volume integral over V,
resulting in the Divergence Theorem
ZZZ
I

3
F(r) d r =
F(r) ds
(20)
V

Example: Divergence of the Vector Plane Wave

Propagation Factor Ae jkr
Consider the vector plane wave propagation factor Ae jkr with fixed
x kx + 1
y ky + 1
z kz and variable position vector
wave vector k = 1
x x + 1
y y + 1
z z. Here A is a constant vector which describes
r=1
the fixed orientation of the vector wave field in space (Polarization).
Then

Ae jkr =
Ax e jkr +
Ay e jkr +
Az e jkr
x
y
z
jkr
jkr
= jkx Ax e + jky Ay e + jkz Az e jkr
= jk Ae jkr ,
or, using the product rule (19) for scalar multiplication and the fact
that A = 0,
Ae jkr = ( A) e jkr + A e jkr = jk Ae jkr .

Circulation of a Vector Field around a Closed

Contour
The circulation of a vector field F(r) around a closed contour C is
defined by the contour integral
I
Circulation F(r) d ~`
(21)
C

where d ~` denotes the differential element of arc length tangent to the

contour C at the point r.
For example, the circulation of a uniform vector field F(r) = K is
zero, as
I
I
~
K d ` = K d ~` = 0
C

for any closed contour C.

Greens Theorem for Regular Regions

RR u(x,y )
Consider evaluating the surface integral
dxdy over a plane
y
region in the xy -plane that is bounded below and above by the
regular arcs AB and CD, respectively, and on the sides by straight
lines parallel to the y -axis, as illustrated.

This surface integral may be directly evaluated by integrating first

with respect to y between the two points P 0 (x, y ) and P 00 (x, y ) on
the lower and upper curves, respectively, and then with respect to x
between the extreme limits a and b, as follows:

Greens Theorem for Regular Regions

ZZ

u(x, y )
dxdy =
y



u(x, y 00 ) u(x, y 0 ) dx
a
Z C
Z B
Z D
Z
=
udx
udx =
udx
D

udx.

Along the straight line segments BC and DA, x is constant so that

Z C
Z D
udx =
udx = 0.
B

Adding these two path integrals to the above expression then gives
I
ZZ
u(x, y )
dxdy = u(x, y )dx,
y
the closed contour integral on the right hand side being taken in the
counterclockwise direction.

Greens Theorem for Regular Regions

If a plane region S can be partitioned into a finite number of parts,
each of the type just considered, then an equation of the above type
is valid for each of them. It then follows that
ZZ
I
u(x, y )
dxdy = u(x, y )dx,
(22)
y
S
C
where C is the entire boundary of S.
In a similar manner, if the plane region S can be partitioned into a
finite number of subregions, each bounded on the sides by regular
arcs with respect to the y -axis and above and below by straight line
segments parallel to the x-axis, then
ZZ
I
v (x, y )
dxdy = v (x, y )dy .
(23)
x
S
C

Greens Theorem for Regular Regions

The sum of Eqs. (22) and (23) then gives Greens Theorem for
Regular Regions
ZZ 
S

v
u

x
y

I
dxdy =

udx + vdy

(24)

to the plane surface

Notice that if the positive unit normal vector n

S in the xy -plane is taken along the 1z direction, then the positive

sense of integration around the contour C enclosing the region S is
determined by the right-hand rule.
Unless otherwise specifically stated, this sign convention determined
by the right-hand rule is adopted here.

George Green (1793 1841)

Curl of a Vector Field

In Cartesian coordinates, the curl of a continuous vector field
x u(x, y , z) + 1
y v (x, y , z) + 1
z w (x, y , z)
F(r) = 1
with continuous first partial derivatives is defined as



x
y
z
F(r) =
1
+1
+1
x
y
z



1x u(x, y , z) + 1y v (x, y , z) + 1z w (x, y , z)



 1

x
y
z
1
1



=  /x
/y
/z 
u(x, y , z) v (x, y , z) w (x, y , z)






v
u w
v
u
w

+ 1y

+ 1z

.
= 1x
y
z
z
x
x
y
(25)

Curl of a Vector Field, Greens Theorem

With this definition, the integrand appearing on the left-hand side of
Eq. (24) is seen to be the z-component of the curl of F(r) and the
integrand appearing on the right-hand side of that equation is seen to
be F dr in the xy -plane. Consequently, Greens theorem for regular
regions in the plane (24) is equivalent to
ZZ

I
F d~a =
S

F dr

(26)

z dxdy and dr = 1
x dx + 1
y dy taken to be tangent to the
with d~a = 1
contour C, the positive direction of integration about the contour C
being determined by the right-hand rule. Analogous expressions are
obtained in the xz- and yz-planes.

Curl of a Vector Field, Stokes Theorem

The generalization of Greens theorem (26) to R3 then leads to
Stokes Theorem
ZZ
I
2
d r = F dr
Fn
(27)
S

denotes the unit normal vector to the surface S, the positive

where n
direction of integration about the contour C being determined by the
.
right-hand rule with respect to n

G. G. Stokes, 1st Baronet (18191903)

Curl of a Vector Field

Application of Stokes theorem to a regular surface element S
containing the point P in its interior gives
ZZ
I
2
d r = F(r) dr,
( F(r)) n
S
C
|
{z
}
(F(r))
nS

is
where, by the mean value theorem for integrals, ( F(r)) n
some intermediate value between the maximum and minimum values
on S. Hence, in the limit as S
of the quantity ( F(r)) n
shrinks to the point P,
I
1
= lim
( F(P)) n
F(r) dr
(28)
S0 S C
This Integral Definition of the Curl shows that the normal component
of the curl of a vector field at a point P is given by the circulation
.
per unit area about that point in the plane orthogonal to n

Properties of the Curl Operator

Irrotational Vector Field F(r) = 0

H
C

F d ~` = 0.

For any two vector functions F(r) and G(r) and scalar function (r),
Distributive Law over Vector Addition:


F(r) + G(r) = F(r) + G(r)
(29)
Product Rule for Scalar Multiplication:


(r)F(r) = (r) F(r) + (r) F(r)

(30)

Product Rule for Vector Multiplication

(F G) = G F F G + F( G) G( F) (31)
The curl of the gradient of a scalar field vanishes
() = 0

(32)

The divergence of the curl of a vector field vanishes

( F) = 0

(33)

Additional Vector Differentiation Properties

Problem 5: Derive Properties (32) and (33).
x x + 1
y y + 1
z z.
Problem 6: Show that r = 0,where r = 1
Problem 7: Show that
F(r) r = F(r)

(34)

For any two vector functions F(r) and G(r),

(F G) = F G + G F + F ( G) + G ( F) (35)
Notice that, for example
F G = (F )G,
where

+ Fy
+ Fz
(36)
x
y
z
is the projection of the vector differential operator onto vector F.
F = Fx

Example: Curl of the Vector Plane Wave

Propagation Factor Ae jkr
Consider the vector plane wave propagation factor Ae jkr with fixed
x kx + 1
y ky + 1
z kz and A a constant vector. Then
wave vector k = 1



jkr
jkr
jkr

Ae
= 1x Az
e
Ay
e
y
z



jkr
jkr

+1y Ax
e
Az
e
z
x



jkr
jkr
z Ay
+1
e
Ax
e
x
y

x (Az ky Ay kz ) + 1
y (Ax kz Az kx )
= j 1

z (Ay kx Ax ky ) e jkr = jk Ae jkr ,
+1
or, using the product rule (30) with A = 0,
Ae jkr = ( A) e jkr + e jkr A = jk Ae jkr .

The Laplacian Operator

Consider a scalar field (r) = (x, y , z) with gradient
x (r) + 1
y (r) + 1
z (r) ,
(r) = 1
x
y
z
which in turn is a vector field with divergence




+ 1y
+ 1z
1x
+ 1y
+ 1z
(r) =
1x
x
y
z
x
y
z
2
2
2

=
+
+
.
x 2 y 2 z 2
The Laplacian operator is then defined as
2 =

2
2
2
+
+
x 2 y 2 z 2

(37)

The Laplacian & CurlCurl Operators

x Fx (r) + 1
y Fy (r) + 1
z Fz (r) is
The Laplacian of a vector field F(r) = 1
given by
x 2 Fx + 1
y 2 Fy + 1
z 2 Fz .
2 F(r) = 1
(38)
Through direct substitution, it is found that the curlcurl operator is
given by
( F) = ( F) 2 F
(39)
when operating on a continuous vector field F with continuous firstand second-order partial derivatives.
Problem 8: Verify Eq. (39) for the curlcurl operator in Cartesian
coordinates.

Pierre-Simon Laplace (1749 1827)

Greens Integral Identities

Begin with the divergence theorem [see Eq. (20)]
I
ZZZ


F ds =
F d 3r .
S

With F(r) = (r)(r), one obtains Greens First Integral Identity

I
ZZZ




ds =
2 + d 3 r
(40)
S

Interchanging and in this equation gives

I
ZZZ




ds =
2 + d 3 r .
S

Subtracting this result from the expression given in Eq. (40) yields
Greens Second Integral Identity
I
ZZZ




ds =
2 2 d 3 r
(41)
S

Problem 9

H
R
d 2 r = V Fd 3 r ),
Beginning with the divergence theorem ( S F n
where the closed surface S forms the complete boundary of the
, show that, for any
region V with outward unit normal vector n
sufficiently continuous vector field G = G(r) and scalar field f = f (r):
I
Z


2
f (r)
nd r =
f (r) d 3 r ,
(42)
S
V
I
Z


2
G(r)d r =
n
G(r) d 3 r .
(43)
S

Problem 10

H
R
d 2 r ),
Beginning with the Stokes theorem ( C F dr = S ( F) n
where the closed contour C forms the complete boundary of the
taken in the positive direction,
surface S with unit normal vector n
show that, for any sufficiently continuous vector field G = G(r) and
scalar field f = f (r):
I
Z


G(r)d 2 r ,
dr G(r) =
n
(44)
C I
S
Z


f (r) d 2 r .
f (r)dr =
n
(45)
C