PEP 2016 LECTURE 1

Vector Analysis
Definition
A vector in n dimension is any set of n-components that
transforms in the same manner as a displacement when you
change coordinates
Displacement is the model for the behavior of all vectors
Roughly speaking: A vector is a quantity with both direction as well as
magnitude.
On the contrary, a scalar has no direction and remains unchanged when
one changes the coordinates.
Notation: Bold face A, in handwriting A . The magnitude of the vector is
denoted by A A A
Example:
Scalars: mass, charge, density, temperature
Vectors: velocity, acceleration, force, momentum

Vector Algebra
Vector Operations
(a) Addition of two vectors
Parallelogram law: To find A+B, place the tail of B at the head of A and
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draw the vector from the tail of A to the head of B

B
A

A+B

From the definition, the addition of vectors is

(i)
Commutative
A+B=B+A
(ii) Associative
(A+B)+C=A+(B+C)
(b) Negative of a vector
The negative of a vector is defined as the vector with the same magnitude
but opposite direction

A
-A

(c) Multiplication by a scalar

Multiplication by a positive real number a multiplies the magnitude by a
times while leaving the direction unchanged.
A
A
aA
aA

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Multiplication by 0 gives the null vector 0 which satisfies

A+0=A
Multiplication by a negative real number a is defined by
aA=|a|(-A)
A
A
aA
|a|A
Multiplication is distributive, i.e.,
a(A+B)=aA+aB
(d) Subtraction of two vectors
A-B is defined by A+(-B)
(e) Dot product (scalar product, inner product) of two vectors
A B AB cos

B
Dot product is commutative:
AB BA

Dot product is distributive:

A B C A B A C

If A, B perpendicular, / 2 A B 0
If A, B point to the same direction, 0 A B AB
In particular, A A A2
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(f) Cross product (vector product, outer product) of two vectors

A B AB sin n

A
n is a unit vector ( magnitude =1 ) perpendicular to the plane spanned by

A and B, with direction ( up or down ) determined by the right-hand rule

Cross product is distributive:
A B C A B A C

(Can you prove it?)

But NOT commutative:
A B B A

In particular
A A 0

Vector Algebra: Component Form

Using Cartesian coordinate, with unit vectors x , y , z parallel to the x, y,
and z axes, respectively.
A Ax x Ay y Az z

(a) To add vectors, add like components

A B Ax x Ay y Az z Bx x By y Bz z
A B Ax Bx x Ay By y Az Bz z

(b) To multiply by a scalar, multiply each component

aA aAx x aAy y aAz z
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(c)
x x y y z z 1
x y x z y z 0
A B Ax x Ay y Az z Bx x By y Bz z
A B Ax Bx Ay By Az Bz

(d)
x x y y z z 0
x y y x z
y z z y x
z x x z y
A B Ax x Ay y Az z Bx x By y Bz z
Ay Bz Az By x Az Bx Ax Bz y Ax By Ay Bx z
x
A B Ax
Bx

y
Ay
By

z
Az
Bz

Triple Products
(a)

A B C Ax x Ay y Az z By Cz Bz C y x Bz Cx BxCz y BxC y By Cx z
Ax By Cz Bz C y Ay Bz C x BxCz Az BxC y By C x
Ax
A B C Bx
Cx

(b)

Ay
By
Cy

Az
Bz
Cz

A B C B A C C A B

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Position, Displacement, Separation

Vectors
(a) Position vector pointing from origin to x, y, z :
r xx yy zz

(b) Infinitesimal displacement vector pointing from x, y, z to

x dx, y dy, z dz :
dl dxx dyy dzz

(c) Separation vector from r to r:

r r r x x x y y y z z z
with magnitude

r r r x x 2 y y 2 z z 2
The corresponding unit vector is

r r

r r
r r

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PEP 2016 LECTURE 1

Vector Calculus
Line, Surface, and Volume Integrals
(a) Line Integrals

v dl

b
v
dl

For closed path, a = b, we use the notation

In general, the line integral depends on a, b, and the path .
In particular, if it depends only on a, b, and is independent of , we
say that the field is a conservative field.
(b) Surface Integral

v da

da
v

da Area of the infinitesimal area

Direction of da Normal to the area. Two directions, choose either one.
For closed surface, we use the notation
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v da

For closed surface, usually we take outward as the direction of da

(c) Volume Integral
(i) Volume integral of scalar field T

Td
(ii) Volume integral of vector field v

vd

The Del Operator

Define the del operator
x

y
z
x
y
z

It is an operator, without specific meaning until a function is

provided for it to act on
It is a vector operator. Though not being a vector in the usual sense, it
mimics the behavior of an ordinary vector in virtually every way
1. Acting on a scalar field T: T , the gradient
2. Acting on a vector field v, via the dot product: v , the
divergence
3. Acting on a vector field v, via the cross product: v , the curl

Gradient
Consider a scalar field T(x,y,z)
T
T
T
dT dx dy dz
x
z
y

It can be written as
T
T
T
dT
x
y
y
z
x

Recall that dl dxx dyy dzz

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z dxx dyy dzz

PEP 2016 LECTURE 1

dT T dl

Then
Geometrical meaning:

dT T dl cos

where is the angle between T and dl , the direction along which you
move
When dl points to the same direction as T , 0 and dT T dl
attains its maximum value.
The gradient T points in the direction of maximum increase of
T
The magnitude T gives the slope (rate of increase) along this
maximal direction
In particular, when dl T , dT=0 moving along the contour line
The fundamental theorem of gradient:

a T dl a
b

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dT T (b) T (a)

PEP 2016 LECTURE 1

The Divergence
To measure the flux (source/sink) density
Evaluate the flux of a vector field v through a closed surface enclosing a
point (x, y, z).
z

da

(x, y, z)

The integral is

v da .

: The closed surface

The volume enclosed by the surface
This integral measures the flux and hence the source in enclosed by the
surface.
Therefore, usually when the surface shrinks to the point (x,y, z), the limit
lim
0

v da

exists and is the flux density at that point.

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The divergence of a vector field v is defined by

v lim

v da

In Cartesian coordinate, consider an infinitesimally small box

vz(x, y, z+z/2)

vx(x-x/2, y, z)
vy(x, y-y/2, z)
vy(x, y+y/2, z)

vx(x+x/2, y, z)
vz(x, y, z-z/2)

= ( +

, , ) () + (
, , ) ()
2
2

, ) () + (,
, ) ()
2
2

+ (, , + ) () (, , ) ()
2
2

= ( +
, , ) (
, , )
2
2

+ (, +
, ) (,
, )
2
2

+ (, , + ) (, , )
2
2

+ (, +

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( +

, , ) (
, , )
2
2

(, +

, ) (,
, )
2
2

(, , +

= lim

(, , )
)
2
2

1

,,0
lim

( +

+ lim

, , ) (
, , )
2
2

(, +

, ) (,
, )
2
2

(, , )
)
2
2
+ lim
0

=
+
+

= (
+
+ ) ( + + )

(, , +

Hence the notation v

=

+
+

In other words, for a small volume element

( )

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PEP 2016 LECTURE 1

The Divergence Theorem

Consider the integral

over a closed surface enclosing a volume .

Partition the volume into a large number of small volume elements i,
enclosed by the closed surfaces Si
Consider the sum of the surface integrals

Since the integrations on adjacent surfaces cancel each other. Hence

= = ( )

When i 0

v da v d

This is called the Divergence theorem, Gausss theorem, Greens theorem

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PEP 2016 LECTURE 1

The Curl
The curl of a vector field v measures how much the vector v curls
around the point in question. Intuitively, if you place a tiny paddle wheel
probe in a flowing fluid, it determines whether it will turn and how fast
the angular velocity is.

curl v 0

curl v = 0

curl v 0

This depends on the orientation (the plane) of the paddle wheel

Consider a plane with normal vector n. Draw a small closed loop C on
the plane around the point in question, enclosing an area A. Evaluate
1

0
lim

The direction of the line integral is determined by right-hand rule

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Consider
n z

y y / 2

y y / 2

x x / 2

= (,

x x / 2

, ) + ( +
, , )
2
2

, ) (
, , )
2
2

( +
, , ) (
, , )
2
2
=

(, +

(, +

, ) (,
, )
2
2

1
1
= lim

0
,0
lim

= lim

( +

, , ) (
, , )
2
2

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PEP 2016 LECTURE 1

lim

, ) (,
, )
2
2

(, +

Similarly,
n y
1

=

lim

n x

1

=

lim

Curl v is a vector defined by:

v v
v x z y
y z
x

x
vx

y
vy

vx vz

y
z x

v y vx

z
x y

z
vz

x y z vx x v y y vz z
y
z
x

Hence the notation v

In general, for a plane with unit normal vector n
1
= ( )
0
lim

Physical meaning: curl v is a vector pointing along a direction in which a

paddle wheel will have the greatest tendency to turn
For a small loop C with area da and unit normal vector n,

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( ) = ( )

Stokes theorem
Consider the line integral along a closed loop C

Partition the loop into a large number of small loops. Since the line
integral of adjacent sides of two loops goes in opposite direction and
cancels each other, we have
= = ( )

When da 0,
= ( )

Note: If v 0 , = 0 for all closed loop, which implies the

field is conservative.

Product Rules Involving the Del Operator

fg f g gf

A B A B B A A B B A
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Ay
Az Bx x By y Bz z
y
z
x
B
B
B
x Ax x Ay x Az x
x
y
z

A B Ax
Note:

By
By
By
y Ax
Ay
Az

x
y
z

B
B
B
z Ax z Ay z Az z
x
y
z

fA f A A f

A B B A A B

fA f A A f

A B B A A B A B B A

The proof is straightforward but clumsy, e.g.,

fA

fAx fAy fAz

x
y
z

f A
f Az
f
A
f x Ax f y Ay
Az
f

x y
y z
z
x
Ax Ay Az
f
f
f
Ax
Ay
Az

f
y
z
y
z
x
x
f A f A

Second Derivatives
Laplacian Divergence of gradient
2T T

T
T
T
x y
z x
y
z

y
z x
y
z
x
2T 2T 2T
2 2 2
x
y
z

The Laplacian of a scalar T is a scalar.

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PEP 2016 LECTURE 1

The Laplacian of a vector v is similarly defined by:

2 v x 2vx y 2v y z 2vz

Curl of gradient
The curl of a gradient is always zero
T 0

Gradient of divergence
v

Seldom occurs in physics

Divergence of curl
The divergence of a curl is always zero
v 0

Curl of Curl
v v 2 v

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PEP 2016 LECTURE 1

Curvilinear Coordinates
Spherical Polar Coordinates

Spherical Polar Coordinates r , ,

r: Distance from the origin
: Polar angle angle down from the z axis
: Azimuthal angle angle around from the x axis (right-hand rule)

Relation between Cartesian and Spherical Polar Coordinates:

2
2
2
r x y z
x r sin cos

1
y r sin sin cos
x2 y 2 z 2
z r cos

tan 1
x

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PEP 2016 LECTURE 1

Basis vectors
x sin cos r cos cos sin
r sin cos x sin sin y cos z

cos cos x cos sin y sin z y sin sin r cos sin cos

sin x cos y
z cos r sin

The direction of the basis vectors is along the direction of

increase of the corresponding coordinates, keeping others fixed.
They constitute an orthogonal basis set
r r 1
r r 0
r
r
r

A vector A can be expressed in component form as

A Ar r A A

The same basis vector associated with different points are along
different directions

0
r r r

r
sin

cos

sin r cos

Infinitesimal displacement

dl drr rd r sin d

Infinitesimal volume element

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d r 2 sin drd d

Infinitesimal area element on a spherical surface with radius r

da r 2 sin d d r

The gradient, divergence, curl, Laplacian etc. in spherical polar

coordinate can be derived by the relations between the coordinates and
the basis vectors. For example:
T

T
T
T
x
y
z
x
y
z

T r T T

sin cos r cos cos sin

The expressions are:

Gradient
T

T
1 T
1 T
r

r
r
r sin

Divergence
v

1 2
1

1 v
r vr
sin v

2
r r
r sin
r sin

Curl
v

v
1
1 1 vr
1
sin v r
rv rv r

r sin

r sin r
r r

Hence
Laplacian
2T T

1 2
1

1 T
r

sin

r 2 r
r sin
r sin

1 2 T
1

1 T
1
1 T
r

sin

2
r r r r sin
r r sin r sin
1 T
1

T
1
2T
2T 2 r 2

sin

r r r r 2 sin
r 2 sin 2 2

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PEP 2016 LECTURE 1

Cylindrical Coordinates

s, , z
s

Cylindrical Coordinates s, , z
s: Distance from the z axis
: Angle around from the x axis (right-hand rule)

z: Distance from the x-y plane

Relation between Cartesian and Spherical Polar Coordinates:
s x2 y 2

x s cos

1 y
y s sin tan
x
zz

zz

Basis vectors
s cos x sin y
x cos s sin

sin x cos y y sin s cos

z z
z z

The direction of the basis vectors is along the direction of

increase of the corresponding coordinates, keeping others fixed.
They constitute an orthogonal basis set
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PEP 2016 LECTURE 1

s s z z 1
s s z z 0
s z
z s
z s

A vector A can be expressed in component form as

Az z
A Ass A

The same basis vector associated with different points are along
different directions

z z z s s

0
s z s z s z

Infinitesimal displacement
dl dss sd dzz

Infinitesimal volume element

d sdsd dz

Infinitesimal area element on a cylindrical surface with radius s

da sd dzs

The gradient, divergence, curl, Laplacian etc. in cylindrical coordinate

can be derived by the relations between the coordinates and the basis
vectors. For example:
T

T
T
T
x
y
z
x
y
z

T s T T z

cos s sin

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PEP 2016 LECTURE 1

The expressions are:

Gradient
T

T
1 T
T
s

z
s
s
z

Divergence
v

1
1 v v
svs z
s s
s z

Curl
1 vz v vs vz
v
1
v

sv s z

s s

s z z s

Hence
Laplacian
2T T

1
1 T T z
s T s

s s
s
z

z z
2
2
1 T 1 T T
2T

s s s s 2 2 z 2

1 T
s
s s s

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1 1 T

s s