Mathematical Notes for E&M Gradient, Divergence, and Curl
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Arxiv:1507.07356V2 [Math.AP]
TEN EQUIVALENT DEFINITIONS OF THE FRACTIONAL LAPLACE OPERATOR MATEUSZ KWAŚNICKI Abstract. This article discusses several definitions of the fractional Laplace operator ( ∆)α/2 (α (0, 2)) in Rd (d 1), also known as the Riesz fractional derivative − ∈ ≥ operator, as an operator on Lebesgue spaces L p (p [1, )), on the space C0 of ∈ ∞ continuous functions vanishing at infinity and on the space Cbu of bounded uniformly continuous functions. Among these definitions are ones involving singular integrals, semigroups of operators, Bochner’s subordination and harmonic extensions. We collect and extend known results in order to prove that all these definitions agree: on each of the function spaces considered, the corresponding operators have common domain and they coincide on that common domain. 1. Introduction We consider the fractional Laplace operator L = ( ∆)α/2 in Rd, with α (0, 2) and d 1, 2, ... Numerous definitions of L can be found− in− literature: as a Fourier∈ multiplier with∈{ symbol} ξ α, as a fractional power in the sense of Bochner or Balakrishnan, as the inverse of the−| Riesz| potential operator, as a singular integral operator, as an operator associated to an appropriate Dirichlet form, as an infinitesimal generator of an appropriate semigroup of contractions, or as the Dirichlet-to-Neumann operator for an appropriate harmonic extension problem. Equivalence of these definitions for sufficiently smooth functions is well-known and easy. The purpose of this article is to prove that, whenever meaningful, all these definitions are equivalent in the Lebesgue space L p for p [1, ), ∈ ∞ in the space C0 of continuous functions vanishing at infinity, and in the space Cbu of bounded uniformly continuous functions. -
Line, Surface and Volume Integrals
Line, Surface and Volume Integrals 1 Line integrals Z Z Z Á dr; a ¢ dr; a £ dr (1) C C C (Á is a scalar ¯eld and a is a vector ¯eld) We divide the path C joining the points A and B into N small line elements ¢rp, p = 1;:::;N. If (xp; yp; zp) is any point on the line element ¢rp, then the second type of line integral in Eq. (1) is de¯ned as Z XN a ¢ dr = lim a(xp; yp; zp) ¢ rp N!1 C p=1 where it is assumed that all j¢rpj ! 0 as N ! 1. 2 Evaluating line integrals The ¯rst type of line integral in Eq. (1) can be written as Z Z Z Á dr = i Á(x; y; z) dx + j Á(x; y; z) dy C CZ C +k Á(x; y; z) dz C The three integrals on the RHS are ordinary scalar integrals. The second and third line integrals in Eq. (1) can also be reduced to a set of scalar integrals by writing the vector ¯eld a in terms of its Cartesian components as a = axi + ayj + azk. Thus, Z Z a ¢ dr = (axi + ayj + azk) ¢ (dxi + dyj + dzk) C ZC = (axdx + aydy + azdz) ZC Z Z = axdx + aydy + azdz C C C 3 Some useful properties about line integrals: 1. Reversing the path of integration changes the sign of the integral. That is, Z B Z A a ¢ dr = ¡ a ¢ dr A B 2. If the path of integration is subdivided into smaller segments, then the sum of the separate line integrals along each segment is equal to the line integral along the whole path. -
On the Spectrum of Volume Integral Operators in Acoustic Scattering M Costabel
On the Spectrum of Volume Integral Operators in Acoustic Scattering M Costabel To cite this version: M Costabel. On the Spectrum of Volume Integral Operators in Acoustic Scattering. C. Constanda, A. Kirsch. Integral Methods in Science and Engineering, Birkhäuser, pp.119-127, 2015, 978-3-319- 16726-8. 10.1007/978-3-319-16727-5_11. hal-01098834v2 HAL Id: hal-01098834 https://hal.archives-ouvertes.fr/hal-01098834v2 Submitted on 20 Apr 2015 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. 1 On the Spectrum of Volume Integral Operators in Acoustic Scattering M. Costabel IRMAR, Université de Rennes 1, France; [email protected] 1.1 Volume Integral Equations in Acoustic Scattering Volume integral equations have been used as a theoretical tool in scattering theory for a long time. A classical application is an existence proof for the scattering problem based on the theory of Fredholm integral equations. This approach is described for acoustic and electromagnetic scattering in the books by Colton and Kress [CoKr83, CoKr98] where volume integral equations ap- pear under the name “Lippmann-Schwinger equations”. In electromagnetic scattering by penetrable objects, the volume integral equation (VIE) method has also been used for numerical computations. -
1 Curl and Divergence
Sections 15.5-15.8: Divergence, Curl, Surface Integrals, Stokes' and Divergence Theorems Reeve Garrett 1 Curl and Divergence Definition 1.1 Let F = hf; g; hi be a differentiable vector field defined on a region D of R3. Then, the divergence of F on D is @ @ @ div F := r · F = ; ; · hf; g; hi = f + g + h ; @x @y @z x y z @ @ @ where r = h @x ; @y ; @z i is the del operator. If div F = 0, we say that F is source free. Note that these definitions (divergence and source free) completely agrees with their 2D analogues in 15.4. Theorem 1.2 Suppose that F is a radial vector field, i.e. if r = hx; y; zi, then for some real number p, r hx;y;zi 3−p F = jrjp = (x2+y2+z2)p=2 , then div F = jrjp . Theorem 1.3 Let F = hf; g; hi be a differentiable vector field defined on a region D of R3. Then, the curl of F on D is curl F := r × F = hhy − gz; fz − hx; gx − fyi: If curl F = 0, then we say F is irrotational. Note that gx − fy is the 2D curl as defined in section 15.4. Therefore, if we fix a point (a; b; c), [gx − fy](a; b; c), measures the rotation of F at the point (a; b; c) in the plane z = c. Similarly, [hy − gz](a; b; c) measures the rotation of F in the plane x = a at (a; b; c), and [fz − hx](a; b; c) measures the rotation of F in the plane y = b at the point (a; b; c). -
The Matrix Calculus You Need for Deep Learning
The Matrix Calculus You Need For Deep Learning Terence Parr and Jeremy Howard July 3, 2018 (We teach in University of San Francisco's MS in Data Science program and have other nefarious projects underway. You might know Terence as the creator of the ANTLR parser generator. For more material, see Jeremy's fast.ai courses and University of San Francisco's Data Institute in- person version of the deep learning course.) HTML version (The PDF and HTML were generated from markup using bookish) Abstract This paper is an attempt to explain all the matrix calculus you need in order to understand the training of deep neural networks. We assume no math knowledge beyond what you learned in calculus 1, and provide links to help you refresh the necessary math where needed. Note that you do not need to understand this material before you start learning to train and use deep learning in practice; rather, this material is for those who are already familiar with the basics of neural networks, and wish to deepen their understanding of the underlying math. Don't worry if you get stuck at some point along the way|just go back and reread the previous section, and try writing down and working through some examples. And if you're still stuck, we're happy to answer your questions in the Theory category at forums.fast.ai. Note: There is a reference section at the end of the paper summarizing all the key matrix calculus rules and terminology discussed here. arXiv:1802.01528v3 [cs.LG] 2 Jul 2018 1 Contents 1 Introduction 3 2 Review: Scalar derivative rules4 3 Introduction to vector calculus and partial derivatives5 4 Matrix calculus 6 4.1 Generalization of the Jacobian . -
Vector Calculus and Multiple Integrals Rob Fender, HT 2018
Vector Calculus and Multiple Integrals Rob Fender, HT 2018 COURSE SYNOPSIS, RECOMMENDED BOOKS Course syllabus (on which exams are based): Double integrals and their evaluation by repeated integration in Cartesian, plane polar and other specified coordinate systems. Jacobians. Line, surface and volume integrals, evaluation by change of variables (Cartesian, plane polar, spherical polar coordinates and cylindrical coordinates only unless the transformation to be used is specified). Integrals around closed curves and exact differentials. Scalar and vector fields. The operations of grad, div and curl and understanding and use of identities involving these. The statements of the theorems of Gauss and Stokes with simple applications. Conservative fields. Recommended Books: Mathematical Methods for Physics and Engineering (Riley, Hobson and Bence) This book is lazily referred to as “Riley” throughout these notes (sorry, Drs H and B) You will all have this book, and it covers all of the maths of this course. However it is rather terse at times and you will benefit from looking at one or both of these: Introduction to Electrodynamics (Griffiths) You will buy this next year if you haven’t already, and the chapter on vector calculus is very clear Div grad curl and all that (Schey) A nice discussion of the subject, although topics are ordered differently to most courses NB: the latest version of this book uses the opposite convention to polar coordinates to this course (and indeed most of physics), but older versions can often be found in libraries 1 Week One A review of vectors, rotation of coordinate systems, vector vs scalar fields, integrals in more than one variable, first steps in vector differentiation, the Frenet-Serret coordinate system Lecture 1 Vectors A vector has direction and magnitude and is written in these notes in bold e.g. -
Lecture 9: Partial Derivatives
Math S21a: Multivariable calculus Oliver Knill, Summer 2016 Lecture 9: Partial derivatives ∂ If f(x,y) is a function of two variables, then ∂x f(x,y) is defined as the derivative of the function g(x) = f(x,y) with respect to x, where y is considered a constant. It is called the partial derivative of f with respect to x. The partial derivative with respect to y is defined in the same way. ∂ We use the short hand notation fx(x,y) = ∂x f(x,y). For iterated derivatives, the notation is ∂ ∂ similar: for example fxy = ∂x ∂y f. The meaning of fx(x0,y0) is the slope of the graph sliced at (x0,y0) in the x direction. The second derivative fxx is a measure of concavity in that direction. The meaning of fxy is the rate of change of the slope if you change the slicing. The notation for partial derivatives ∂xf,∂yf was introduced by Carl Gustav Jacobi. Before, Josef Lagrange had used the term ”partial differences”. Partial derivatives fx and fy measure the rate of change of the function in the x or y directions. For functions of more variables, the partial derivatives are defined in a similar way. 4 2 2 4 3 2 2 2 1 For f(x,y)= x 6x y + y , we have fx(x,y)=4x 12xy ,fxx = 12x 12y ,fy(x,y)= − − − 12x2y +4y3,f = 12x2 +12y2 and see that f + f = 0. A function which satisfies this − yy − xx yy equation is also called harmonic. The equation fxx + fyy = 0 is an example of a partial differential equation: it is an equation for an unknown function f(x,y) which involves partial derivatives with respect to more than one variables. -
Chapter 8 Change of Variables, Parametrizations, Surface Integrals
Chapter 8 Change of Variables, Parametrizations, Surface Integrals x0. The transformation formula In evaluating any integral, if the integral depends on an auxiliary function of the variables involved, it is often a good idea to change variables and try to simplify the integral. The formula which allows one to pass from the original integral to the new one is called the transformation formula (or change of variables formula). It should be noted that certain conditions need to be met before one can achieve this, and we begin by reviewing the one variable situation. Let D be an open interval, say (a; b); in R , and let ' : D! R be a 1-1 , C1 mapping (function) such that '0 6= 0 on D: Put D¤ = '(D): By the hypothesis on '; it's either increasing or decreasing everywhere on D: In the former case D¤ = ('(a);'(b)); and in the latter case, D¤ = ('(b);'(a)): Now suppose we have to evaluate the integral Zb I = f('(u))'0(u) du; a for a nice function f: Now put x = '(u); so that dx = '0(u) du: This change of variable allows us to express the integral as Z'(b) Z I = f(x) dx = sgn('0) f(x) dx; '(a) D¤ where sgn('0) denotes the sign of '0 on D: We then get the transformation formula Z Z f('(u))j'0(u)j du = f(x) dx D D¤ This generalizes to higher dimensions as follows: Theorem Let D be a bounded open set in Rn;' : D! Rn a C1, 1-1 mapping whose Jacobian determinant det(D') is everywhere non-vanishing on D; D¤ = '(D); and f an integrable function on D¤: Then we have the transformation formula Z Z Z Z ¢ ¢ ¢ f('(u))j det D'(u)j du1::: dun = ¢ ¢ ¢ f(x) dx1::: dxn: D D¤ 1 Of course, when n = 1; det D'(u) is simply '0(u); and we recover the old formula. -
Mathematical Theorems
Appendix A Mathematical Theorems The mathematical theorems needed in order to derive the governing model equations are defined in this appendix. A.1 Transport Theorem for a Single Phase Region The transport theorem is employed deriving the conservation equations in continuum mechanics. The mathematical statement is sometimes attributed to, or named in honor of, the German Mathematician Gottfried Wilhelm Leibnitz (1646–1716) and the British fluid dynamics engineer Osborne Reynolds (1842–1912) due to their work and con- tributions related to the theorem. Hence it follows that the transport theorem, or alternate forms of the theorem, may be named the Leibnitz theorem in mathematics and Reynolds transport theorem in mechanics. In a customary interpretation the Reynolds transport theorem provides the link between the system and control volume representations, while the Leibnitz’s theorem is a three dimensional version of the integral rule for differentiation of an integral. There are several notations used for the transport theorem and there are numerous forms and corollaries. A.1.1 Leibnitz’s Rule The Leibnitz’s integral rule gives a formula for differentiation of an integral whose limits are functions of the differential variable [7, 8, 22, 23, 45, 55, 79, 94, 99]. The formula is also known as differentiation under the integral sign. H. A. Jakobsen, Chemical Reactor Modeling, DOI: 10.1007/978-3-319-05092-8, 1361 © Springer International Publishing Switzerland 2014 1362 Appendix A: Mathematical Theorems b(t) b(t) d ∂f (t, x) db da f (t, x) dx = dx + f (t, b) − f (t, a) (A.1) dt ∂t dt dt a(t) a(t) The first term on the RHS gives the change in the integral because the function itself is changing with time, the second term accounts for the gain in area as the upper limit is moved in the positive axis direction, and the third term accounts for the loss in area as the lower limit is moved. -
A Brief Tour of Vector Calculus
A BRIEF TOUR OF VECTOR CALCULUS A. HAVENS Contents 0 Prelude ii 1 Directional Derivatives, the Gradient and the Del Operator 1 1.1 Conceptual Review: Directional Derivatives and the Gradient........... 1 1.2 The Gradient as a Vector Field............................ 5 1.3 The Gradient Flow and Critical Points ....................... 10 1.4 The Del Operator and the Gradient in Other Coordinates*............ 17 1.5 Problems........................................ 21 2 Vector Fields in Low Dimensions 26 2 3 2.1 General Vector Fields in Domains of R and R . 26 2.2 Flows and Integral Curves .............................. 31 2.3 Conservative Vector Fields and Potentials...................... 32 2.4 Vector Fields from Frames*.............................. 37 2.5 Divergence, Curl, Jacobians, and the Laplacian................... 41 2.6 Parametrized Surfaces and Coordinate Vector Fields*............... 48 2.7 Tangent Vectors, Normal Vectors, and Orientations*................ 52 2.8 Problems........................................ 58 3 Line Integrals 66 3.1 Defining Scalar Line Integrals............................. 66 3.2 Line Integrals in Vector Fields ............................ 75 3.3 Work in a Force Field................................. 78 3.4 The Fundamental Theorem of Line Integrals .................... 79 3.5 Motion in Conservative Force Fields Conserves Energy .............. 81 3.6 Path Independence and Corollaries of the Fundamental Theorem......... 82 3.7 Green's Theorem.................................... 84 3.8 Problems........................................ 89 4 Surface Integrals, Flux, and Fundamental Theorems 93 4.1 Surface Integrals of Scalar Fields........................... 93 4.2 Flux........................................... 96 4.3 The Gradient, Divergence, and Curl Operators Via Limits* . 103 4.4 The Stokes-Kelvin Theorem..............................108 4.5 The Divergence Theorem ...............................112 4.6 Problems........................................114 List of Figures 117 i 11/14/19 Multivariate Calculus: Vector Calculus Havens 0. -
Curl, Divergence and Laplacian
Curl, Divergence and Laplacian What to know: 1. The definition of curl and it two properties, that is, theorem 1, and be able to predict qualitatively how the curl of a vector field behaves from a picture. 2. The definition of divergence and it two properties, that is, if div F~ 6= 0 then F~ can't be written as the curl of another field, and be able to tell a vector field of clearly nonzero,positive or negative divergence from the picture. 3. Know the definition of the Laplace operator 4. Know what kind of objects those operator take as input and what they give as output. The curl operator Let's look at two plots of vector fields: Figure 1: The vector field Figure 2: The vector field h−y; x; 0i: h1; 1; 0i We can observe that the second one looks like it is rotating around the z axis. We'd like to be able to predict this kind of behavior without having to look at a picture. We also promised to find a criterion that checks whether a vector field is conservative in R3. Both of those goals are accomplished using a tool called the curl operator, even though neither of those two properties is exactly obvious from the definition we'll give. Definition 1. Let F~ = hP; Q; Ri be a vector field in R3, where P , Q and R are continuously differentiable. We define the curl operator: @R @Q @P @R @Q @P curl F~ = − ~i + − ~j + − ~k: (1) @y @z @z @x @x @y Remarks: 1. -
An Introduction to Space–Time Exterior Calculus
mathematics Article An Introduction to Space–Time Exterior Calculus Ivano Colombaro * , Josep Font-Segura and Alfonso Martinez Department of Information and Communication Technologies, Universitat Pompeu Fabra, 08018 Barcelona, Spain; [email protected] (J.F.-S.); [email protected] (A.M.) * Correspondence: [email protected]; Tel.: +34-93-542-1496 Received: 21 May 2019; Accepted: 18 June 2019; Published: 21 June 2019 Abstract: The basic concepts of exterior calculus for space–time multivectors are presented: Interior and exterior products, interior and exterior derivatives, oriented integrals over hypersurfaces, circulation and flux of multivector fields. Two Stokes theorems relating the exterior and interior derivatives with circulation and flux, respectively, are derived. As an application, it is shown how the exterior-calculus space–time formulation of the electromagnetic Maxwell equations and Lorentz force recovers the standard vector-calculus formulations, in both differential and integral forms. Keywords: exterior calculus; exterior algebra; electromagnetism; Maxwell equations; differential forms; tensor calculus 1. Introduction Vector calculus has, since its introduction by J. W. Gibbs [1] and Heaviside, been the tool of choice to represent many physical phenomena. In mechanics, hydrodynamics and electromagnetism, quantities such as forces, velocities and currents are modeled as vector fields in space, while flux, circulation, divergence or curl describe operations on the vector fields themselves. With relativity theory, it was observed that space and time are not independent but just coordinates in space–time [2] (pp. 111–120). Tensors like the Faraday tensor in electromagnetism were quickly adopted as a natural representation of fields in space–time [3] (pp. 135–144). In parallel, mathematicians such as Cartan generalized the fundamental theorems of vector calculus, i.e., Gauss, Green, and Stokes, by means of differential forms [4].