Professional Documents
Culture Documents
October 2006
Contents
1 Mathematical background
1.1
1.2
1.3
1.1.1
1.1.2
Inner product. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.1.3
Tensors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.1.4
10
11
1.2.1
Differential operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
11
1.2.2
13
1.2.3
14
1.2.4
15
1.2.5
1.2.6
16
17
17
1.3.1
Cartesian Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
17
1.3.2
Cylindrical Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . .
19
1.3.3
Spherical Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
22
25
2.1
25
2.2
Motion Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
25
2.3
27
Chapter 1
Mathematical background
1.1
1.1.1
A real vector space is an algebraic structure consisting of a set V endowed with two operations. One of them is an internal operation denoted by + and satisfying the following properties:
i) Associativity.
a + (b + c) = (a + b) + c a, b, c.
ii) Existence of a neutral element 0 such that
a + 0 = 0 + a = a a.
iii) Existence of symmetric element: for each a there exist b such that,
a + b = b + a = 0.
iv) Commutativity.
a + b = b + a a, b.
Thus, V with the + operation is a commutative group.
The second operation is an external one, the product by real numbers, satisfying the following
properties:
v) (a + b) = a + b.
vi) (a) = ()a.
vii) ( + )a = a + a.
viii) 1a = a.
3
i ei = 0 i = 0 i {1, . . . , N },
(1.1)
i=1
a system of generators if
v V i , i = 1, . . . , N, such that v =
N
X
i ei ,
(1.2)
i=1
N
X
vi ei ,
i=1
N
X
Cli ei .
(1.3)
i=1
Now, let v be any vector in V. Let us denote by vie and viE , i = 1 . . . N , the coordinates of v with
N
e
respect to the basis {ei }N
i=1 and {Ei }i=1 , respectively. If we denote by v the column vector of
E
the former and by v the column vector of the latter, it is easy to see that
v e = [C]t v E ,
where [C] is the matrix [C]ij = Cij with Cij given in (1.3).
1.1.2
Inner product.
(1.4)
2) is symmetric:
(v, w) = (w, v).
3) is positive definite:
(v, v) > 0 v 6= 0.
Finite dimensional vector spaces with inner product are called Euclidean vector spaces.
For them we can define a norm by,
1
|v| = (v, v) 2 .
In what follows we write v w instead of (v, w).
Two vectors v and w are said to be orthogonal if v w = 0.
A basis B = {e1 , . . . , eN } is said to be orthogonal if ei ej = 0 i 6= j and is said to be
orthonormal if
ei ej = ij =
1
0
if i = j,
if i =
6 j.
1.1.3
Tensors
The endomorphisms of V, that is the linear mappings from V in V are called (second order)
tensors. We denote by Lin the set of tensors on a vector space V. In Lin we can define a vector
space structure by introducing the following operations:
i) Sum:
(S + T)(v) = Sv + Tv.
ii) Product by scalars:
(S)(v) = Sv.
(1.6)
N
X
Sij ei ej ,
i,j=1
where
Sij = S ej ei
are the coordinates of S with respect to basis B.
We notice that the coordinates of a tensor S can
S11 . . .
..
..
[S] = .
.
SN 1 . . .
be arranged as a matrix,
S1N
..
. .
SN N
Actually, this matrix is the standard matrix associated with the endomorphism S for the basis
B.
For example, the coordinate matrix of tensor a b with respect to basis B is the matrix
product
a1
a2
(1.7)
.. (b1 b2 . . . bN ),
.
aN
where a =
N
X
i=1
ai ei and b =
N
X
bi ei .
i=1
Let us see how tensor coordinates change when we change basis in the vector space. Let
S Lin a tensor. Let us denote by Seij and SE
ij , i, j = 1 . . . n, its coordinates with respect to basis
N
{ei }N
and
{E
}
,
respectively.
Then
it
is
not difficult to see that the following relation holds:
i i=1
i=1
[SE ] = [C][Se ][C]t .
(1.8)
In vector space Lin we can introduce another internal operation which is the mapping composition, namely, given two tensors S and T, ST is the tensor defined by
(ST)v = S(Tv).
It is easy to see that the matrix of coordinates of ST is the product of those corresponding to S
and T.
The transpose tensor of S is the unique tensor St satisfying,
Sa b = a St b a, b V.
A tensor is called symmetric if S = St and skew if S = St . The subspace of symmetric
tensors will be denoted by Sym and that of skew tensors by Skw.
We can also define an inner product of tensors by,
S T = tr(St T),
where tr denotes the trace operator which is the unique linear operator from Lin to R satisfying,
tr(a b) = a b.
We have,
tr(S) = tr
N
X
N
X
Sij ei ej =
i,j=1
Sij ei ej =
i,j=1
N
X
i,j=1
Sij ij =
N
X
Sii ,
i=1
and hence
ST=
N
X
Sij Tij .
i,j=1
1
S + St ,
2
1
W=
S St .
2
E=
(1.9)
(1.10)
Tensor E is called the symmetric part of of S and W is called the skew part of S. Furthermore,
this decomposition is unique, more precisely,
Lin = Sym
The following equalities can be easily proved:
Skw
(a b)t = (b a)
(1.11)
(a b)(c d) = (b c)a d
(1.12)
(1.13)
I S = tr(S)
(1.14)
S (a b) = a Sb
(1.15)
(a b) (c d) = (a c)(b d)
(1.16)
A tensor S is invertible if there exists a tensor S1 , called the inverse of S, such that
SS1 = S1 S = I.
(1.17)
(1.18)
(1.19)
Qt = Q1 .
(1.20)
which is equivalent to
In particular, det Q must be 1 or 1, where det Q := det[Q].
A rotation is an orthogonal tensor with positive determinant. The set of rotations is a subset
of Lin which will be denoted by Orth+ .
A tensor S is positive definite if
v Sv > 0
v 6= 0.
(1.21)
(1.22)
(1.23)
(1.25)
(1.26)
(1.27)
The set of principal invariants of S will be denoted by IS . Moreover, the characteristic equation
can be written as
(1.28)
det(S I) = 3 + 1 (S)2 2 (S) + 3 (S).
We have the following important results:
Proposition 1.1.1
2. Each symmetric tensor has exactly three eigenvalues accounting for their multiplicities as
roots of the characteristic equation (1.24) (called algebraic multiplicities).
3. The characteristic spaces of a symmetric tensor are mutually orthogonal.
Theorem 1.1.1 (Spectral theorem) Let S be a symmetric tensor. Then there is an orthonormal
basis in V consisting of eigenvectors of S. Furthermore:
1. S has three distinct eigenvalues if and only it has three eigenspaces which are orthogonal
lines through 0.
2. S has two distinct eigenvalues if and only if it has two eigenspaces which are a line through
0 and its orthogonal plane through 0.
3. S has one distinct eigenvalue if and only if it has one eigenspace (which is equal to V).
Moreover, when S is symmetric all the roots of the characteristic equation are real and the Vieta
relations lead to the following equalities:
1 (S) = 1 + 2 + 3 ,
(1.29)
2 (S) = 1 2 + 2 3 + 1 3 ,
(1.30)
3 (S) = 1 2 3 .
(1.31)
10
ab=
3
X
Eijk aj bk ei .
i,j,k=1
where
Eijk
1
1
=
(1.32)
1.1.4
(p, q) d(p, q) = |
pq|.
Thus (E, d) is a metric space and hence a topological space.
In an Euclidean affine space, a cartesian coordinate frame is a couple (o, {ei , i = 1, . . . , N })
where o is any fixed point in E called the origin and {ei , i = 1, . . . , N } is an orthonormal basis
11
op =
pi ei .
i=1
1.2
A field is any mapping defined in a subset of E and valued in R, V or Lin, in which case it
is called scalar, vector or tensor field, respectively.
1.2.1
Differential operators
h0
We notice that the expression in the numerator makes sense because f(x + h) f(x) V.
Examples:
1) Let be a scalar field which is differentiable at x. Then
D(x) : V R.
and the unique vector (x) V such that
D(x)a = (x) a a V,
12
V
(x)
Lin
Du(x)
R
div u(x) =: tr(u(x))
1.2.2
h0
c( + h) c()
.
h
|c()| d.
0
13
14
Z
v(x) dx =
v(c()) c () d.
0
Z
v(x) dx =
Z
(x) dx =
In particular
(c()) c ()d =
0
c (x)
d
( c)() d = (c(1)) (c(0)).
d
dx = 0 whenever c is closed.
1.2.3
15
R
vdA = R curl v dV,
R
R
5. R SndA = R div S dV,
4.
R n
dV +
dV .
1.
dA =
R
R n
R
Z
Z
Z
2.
Sn v dA =
S v dV +
v div S dV .
R
Z
3.
(Sn) v dA =
R
Z
4.
Z
v n dA =
v dV .
R
Z
w nv dA =
Z
div w v dV +
Z
6.
div S v dV .
R
div v dV +
5.
Sv dV +
R
v w n dA =
R
vw dV .
R
w curl v dV
R
v curl w dV.
R
Stokes Theorem. Let v be a smooth vector field on an open set R E. Let S be a smooth
surface in R bounded by c supposed to be a closed curve. At each point of S we choose a unit
normal vector n consistent with the direction of traversing c in that it causes a right-handed screw
to advance along n. Then,
Z
Z
curl v n dA = v dx.
S
1.2.4
f (S) n dAx
f (c) dlx =
f (S) dAx
R
S
f detF Ft m dAp ,
f kFkk dlp ,
f detFkFt mk dAp ,
16
5.
f (P) dVx
R
P
f detF dVp ,
where F denotes the gradient of f , k (resp. t) denotes a unit tangent vector to curve c (resp.
f (c)) and m (resp. n) denotes a unit normal vector to surface S (resp. f (S)).
1.2.5
Let us consider a plane closed curve c which intersect itself at most at a finite number of
points. Let c(s), s [a, b], be a parametrization of c. We denote by R the open region enclosed
by this curve and by Ri , i = 1, , N, its connected components. Each of them has a boundary
Ri which consists of pieces of c which are walked in the same sense. To each Ri we associate
a sign si which is +1 if it is walked counter-clockwise, and 1 otherwise. Then the net area of
R is defined as
N
X
net area(R) =
si area(Ri ).
i=1
net area(R) =
a
dc2
c1 (s)
(s) ds =
ds
Z
a
c2 (s)
dc1
(s) ds.
ds
(1.33)
Proof.- It is an immediate consequence of the Stokes Theorem (in fact, for plane curves it is the
Greens Theorem). For a smooth plane vector field w defined in R it says that
Z
Z
curl w si e3 dA =
w dx.
(1.34)
Ri
Ri
Let us take
w(x) = x2 e1 + x1 e2 .
(1.35)
w dx, i = 1, , N.
(1.36)
Ri
1X
net area(R) =
2
i=1
1
w dx =
2
Ri
1
w dx =
2
c
Z b
dc1
dc2
c2 (s)
(s) + c1 (s)
(s) ds.
ds
ds
a
(1.37)
1.2.6
17
Localization Theorem
1.3
1.3.1
Definition
f : = R3 R3
(1.39)
f (u1 , u2 , u3 ) = (u1 , u2 , u3 )
(1.40)
g1 = e1 ,
g2 = e2 ,
g3 = e3 .
(1.41)
g1 = e1 ,
g2 = e2 ,
g3 = e3 .
(1.42)
Basis
Contravariant
Covariant
Physical
e1 ,
Christoffel symbols of the second kind
0
1
0
jk =
0
0
2
0
jk =
0
0
3jk = 0
0
e2 ,
e3 .
0 0
0 0 ,
0 0
0 0
0 0 ,
0 0
0 0
0 0 .
0 0
(1.43)
(1.44)
(1.45)
(1.46)
18
e1 +
e2 +
e3 ,
x1
x2
x3
(1.47)
w =
(1.48)
Convective term
w1
w1
w1
e1
(w)w = w1
+ w2
+ w3
x1
x2
x3
w2
w2
w2
+ w1
+ w2
+ w3
e2
x1
x2
x3
w3
w3
w3
+ w1
+ w2
+ w3
e3 .
x1
x2
x3
(1.49)
w3 w2
e1
curl w =
x2
x3
w1 w3
+
e2
x3
x1
w2 w1
+
e3 .
x1
x2
(1.50)
w1 w2 w3
+
+
x1
x2
x3
(1.51)
(1.52)
19
2 2 2
+
+
.
x21
x22
x23
(1.53)
(1.54)
(1.55)
(1.56)
(1.57)
Surface
Volume
1.3.2
Cylindrical Coordinates
Definition
f : = (0, ) (0, 2) (, ) R3
(1.58)
(1.59)
g3 (r, , z) = e3 .
(1.60)
1
g (r, , z) = cos e1 + sin e2 ,
g2 (r, , z) = 1r sin e1 + 1r cos e2 ,
3
g (r, , z) = e3 .
(1.61)
(1.62)
Basis
Contravariant
Covariant
Physical
20
x3
r
.x
z
x32
x1
Figure 1.1: Cylindrical coordinates.
Christoffel symbols of the second kind
1jk
0 0 0
= 0 r 0 ,
0 0 0
(1.63)
0
0 0 ,
0 0
(1.64)
0 0 0
= 0 0 0 .
0 0 0
(1.65)
2jk =
0
1
r
1
r
3jk
er +
e +
ez .
r
r
z
(1.66)
wr
1 wr
1
wr
w =
er er +
w er e +
er ez
r
r
r
z
w
w
1 w 1
+
e er +
+ wr e e +
e ez
r
r
r
z
wz
1 wz
wz
+
ez er +
ez e +
ez ez .
r
r
z
(1.67)
21
Convective term
(w )2
wr
1 wr
wr
(w)w = wr
+ w
+ wz
er
r
r
z
r
w 1 w
w wr w
+ wr
+ w
+ wz
+
e
r
r
z
r
wz
1 wz
wz
+ wr
+ w
+ wz
ez .
r
r
(1.68)
w
1 wz
curl w =
er
r
z
wz
wr
+
+
e
r
z
1
1 wr
+
(rw )
ez .
r r
r
(1.69)
1 w wz
1
(rwr ) +
+
.
r r
r
z
(1.70)
Sr
Srz
1
(rSrr ) +
+r
S er
div S =
r r
Sr
1 S Sz
1
1
+
+
+ Sr + Sr e
+
r
r
z
r
r
Sz
1
Szz
+
(rSzr ) +
+r
ez .
r r
(1.71)
=
r
+
+
r
r r
r
r
z
z
2
2
1
1
=
r
+ 2 2 + 2.
r r
r
r
z
(1.72)
1
2 w
1
2 wr
w = wr 2 wr 2
er + w 2 w + 2
e + wz ez .
r
r
r
r
(1.73)
Measure elements for integration
22
Line
dr, r d, dz.
(1.74)
(1.75)
r drddz.
(1.76)
Surface
Volume
1.3.3
Spherical Coordinates
Definition
(1.77)
x3
.
r
x32
x1
Figure 1.2: Spherical coordinates.
Basis
Contravariant
Covariant
Physical
(1.78)
1
g (r, , ) = sin cos e1 + sin sin e2 + cos e3 ,
g2 (r, , ) = 1r cos cos e1 + 1r cos sin e2 1r sin e3 ,
3
1
1
g (r, , ) = r sin
sin e1 + r sin cos e2 .
(1.79)
(1.80)
23
0 0
0
,
0
1jk = 0 r
2
0 0 r sin
0
0 1r
,
0
2jk = 1r 0
1
0 0 2 sin 2
1
0
0
r
0
cot .
3jk = 0
1
0
r cot
(1.81)
(1.82)
(1.83)
Differential operators
Gradient of a scalar field
=
1 2 3
1
1
g +
g +
g =
er +
e +
e ,
r
r
r
r sin
(1.84)
wr
1 wr
1
1 wr
1
w =
er er +
w er e +
w er e
r
r
r
r sin
r
w
1 w
1
1 w
1
+
e er +
+ wr e e +
cot w e e
r
r
r
r sin
r
w
1 w
1 w 1
1
e er +
e e +
+ wr + cot w e e .
+
r
r
r sin
r
r
(1.85)
Convective term
(w)w =
(
+
w2 + w2
w wr
wr
1 wr
wr
+ w
+
r
r
r sin
r
)
er
w2 cot
w w
w
1 w
wr w
wr
+ w
+
+
r
r
r sin
r
r
)
e
w 1 w
w w wr w w w cot
+ wr
+ w
+
+
+
e .
r
r
r sin
r
r
(1.86)
w
1
(w sin )
er
curl w =
r sin
1 wr
1
+
(rw ) e
r sin
r r
1
wr
+
(rw )
e .
r r
(1.87)
24
1
1 w
1 2
(r wr ) +
(sin w ) +
.
2
r r
r sin
r sin
(1.88)
Srr
1 Sr
1 Sr
1
div S =
+
+
+ (2Srr S S + Sr cot ) er
r
r
r sin
r
Sr
1 S
1 S 1
+
+
+
+ ((S S ) cot + 3Sr ) e
r
r
r sin
r
Sr
1 S
1 S
e .
+
+
+
(1.89)
r
r
r sin
Laplacian of a scalar field
1
2
= 2
r sin
+
sin
+
r sin r
r
sin
1
1
2
= 2 (r2
)+ 2
(sin ) + 2 2
.
r r
r
r sin
r sin 2
(1.90)
2
2
2 w
2 w
w = wr 2 wr 2
2 w cot 2
er
r
r
r
r sin
1
2 wr
2 cos w
2 2 w 2 2
e
+ w + 2
r
r sin
r sin
1
2 wr
2 cos w
+ w 2 2 w + 2
+ 2 2
e .
r sin
r sin
r sin
(1.91)
where the Laplacian operators in the right-hand side are given by (1.90).
Measure elements for integration
Line
dr, r d, r sin d
(1.92)
(1.93)
r2 sin drdd.
(1.94)
Surface
Volume
Chapter 2
2.1
It is given by
+ div(v) = 0,
t
(2.1)
(2.2)
1
1 (v ) (vz )
+
(rvr ) +
+
= 0.
t
r r
r
z
(2.3)
1
1
1 (v )
+ 2 (r2 vr ) +
(sin v ) +
= 0.
t
r r
r sin
r sin
(2.4)
Cylindrical coordinates
Spherical coordinates
2.2
Motion Equation
v
+ (grad v)v) = div T + b,
t
(2.5)
26
Cartesian coordinates
v1
t
+
=
v2
t
+
=
v3
t
+
=
v1
v1
v1
+ v2
+ v3
v1
x1
x2
x3
v2
v2
v2
+ v2
+ v3
v1
x1
x2
x3
v3
v3
v3
+ v2
+ v3
v1
x1
x2
x3
(2.6)
(2.7)
(2.8)
(2.9)
Cylindrical coordinates
vr
t
+
=
v
t
+
=
vz
t
+
=
v2
vr
v vr
vr
vr
+
+ vz
r
r
z
r
1
Tr
Trz
1
(rTrr ) +
+r
T + br ,
r r
z
r
v
v v
v
vr v
vr
+
+ vz
+
r
r
z
r
Tr
1 T
Tz
1
1
+
+
+ Tr + Tr + b ,
r
r
z
r
r
vz
v vz
vz
vr
+
+ vz
r
r v
z
1
Tz
Tzz
(rTzr ) +
+r
+ bz .
r r
(2.10)
(2.11)
(2.12)
27
Spherical coordinates
vr
t
Trr
=
r
v2 + v2
v vr
vr
1 vr
vr
+ v
+
r
r
r sin
r
1 Tr
1 Tr
1
+
+ (2Trr T T + Tr cot ) + br ,
r
r sin
r
(2.13)
v
t
Tr
r
v2 cot
v v
v
1 v
vr v
vr
+ v
+
+
r
r
r sin
r
r
1 T
1 T 1
+
+ ((T T ) cot + 3Tr ) + b ,
r
r sin
r
(2.14)
Tr
=
r
+
+
v 1 v
v v vr v v v cot
vr
+ v
+
+
+
r
r
r sin
r
r
1 T
1 T
+
+ b .
r
r sin
(2.15)
2.3
T = 2D + div vI,
(2.16)
1
D = (grad v + grad vt ).
2
(2.17)
where
28
Cylindrical coordinates
v1
,
x1
v2
T22 = div v + 2
,
x2
v3
T33 = div v + 2
,
x3
v1
v2
T12 = T21 =
+
,
x2 x1
v3
v1
+
,
T13 = T31 =
x3 x1
v3
v2
+
,
T23 = T32 =
x3 x2
T11 = div v + 2
(2.18)
(2.19)
(2.20)
(2.21)
(2.22)
(2.23)
with
div v =
v2
v3
v1
+
+
.
x1 x2 x3
(2.24)
Cylindrical coordinates
vr
Trr = div v + 2
,
r
1 v
vr
T = div v + 2
+
,
r
r
vz
Tzz = div v + 2
,
z
1 vr
v
Tr = Tr =
+r
,
r
r r
vr
vz
Trz = Tzr =
+
,
z
r
v
1 vz
Tz = Tz =
+
,
z
r
(2.25)
(2.26)
(2.27)
(2.28)
(2.29)
(2.30)
with
div v =
1
1 v
vz
(rvr ) +
+
.
r r
r
z
(2.31)
29
Spherical coordinates
vr
Trr = div v + 2
,
r
1 v
vr
T = div v + 2
+
,
r
r
v cot
1 v vr
+
+
,
T = div v + 2
r sin
r
r
1 vr
v
Tr = Tr =
+r
,
r
r r
v
1 vr
Tr = Tr = r
+
,
r r
r sin
1 v
sin v
,
T = T =
+
r sin
r sin
with
div v =
1 2
1
1 v
(r vr ) +
(sin v ) +
.
r2 r
r sin
r sin
(2.32)
(2.33)
(2.34)
(2.35)
(2.36)
(2.37)
(2.38)