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Lecture 11 Line Integrals of Vector-Valued Functions (Cont'd)
Lecture 11 Line integrals of vector-valued functions (cont’d) In the previous lecture, we considered the following physical situation: A force, F(x), which is not necessarily constant in space, is acting on a mass m, as the mass moves along a curve C from point P to point Q as shown in the diagram below. z Q P m F(x(t)) x(t) C y x The goal is to compute the total amount of work W done by the force. Clearly the constant force/straight line displacement formula, W = F · d , (1) where F is force and d is the displacement vector, does not apply here. But the fundamental idea, in the “Spirit of Calculus,” is to break up the motion into tiny pieces over which we can use Eq. (1 as an approximation over small pieces of the curve. We then “sum up,” i.e., integrate, over all contributions to obtain W . The total work is the line integral of the vector field F over the curve C: W = F · dx . (2) ZC Here, we summarize the main steps involved in the computation of this line integral: 1. Step 1: Parametrize the curve C We assume that the curve C can be parametrized, i.e., x(t)= g(t) = (x(t),y(t), z(t)), t ∈ [a, b], (3) so that g(a) is point P and g(b) is point Q. From this parametrization we can compute the velocity vector, ′ ′ ′ ′ v(t)= g (t) = (x (t),y (t), z (t)) . (4) 1 2. Step 2: Compute field vector F(g(t)) over curve C F(g(t)) = F(x(t),y(t), z(t)) (5) = (F1(x(t),y(t), z(t), F2(x(t),y(t), z(t), F3(x(t),y(t), z(t))) , t ∈ [a, b] . -
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. -
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. -
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. -
Appendix a Short Course in Taylor Series
Appendix A Short Course in Taylor Series The Taylor series is mainly used for approximating functions when one can identify a small parameter. Expansion techniques are useful for many applications in physics, sometimes in unexpected ways. A.1 Taylor Series Expansions and Approximations In mathematics, the Taylor series is a representation of a function as an infinite sum of terms calculated from the values of its derivatives at a single point. It is named after the English mathematician Brook Taylor. If the series is centered at zero, the series is also called a Maclaurin series, named after the Scottish mathematician Colin Maclaurin. It is common practice to use a finite number of terms of the series to approximate a function. The Taylor series may be regarded as the limit of the Taylor polynomials. A.2 Definition A Taylor series is a series expansion of a function about a point. A one-dimensional Taylor series is an expansion of a real function f(x) about a point x ¼ a is given by; f 00ðÞa f 3ðÞa fxðÞ¼faðÞþf 0ðÞa ðÞþx À a ðÞx À a 2 þ ðÞx À a 3 þÁÁÁ 2! 3! f ðÞn ðÞa þ ðÞx À a n þÁÁÁ ðA:1Þ n! © Springer International Publishing Switzerland 2016 415 B. Zohuri, Directed Energy Weapons, DOI 10.1007/978-3-319-31289-7 416 Appendix A: Short Course in Taylor Series If a ¼ 0, the expansion is known as a Maclaurin Series. Equation A.1 can be written in the more compact sigma notation as follows: X1 f ðÞn ðÞa ðÞx À a n ðA:2Þ n! n¼0 where n ! is mathematical notation for factorial n and f(n)(a) denotes the n th derivation of function f evaluated at the point a. -
An Introduction to Fluid Mechanics: Supplemental Web Appendices
An Introduction to Fluid Mechanics: Supplemental Web Appendices Faith A. Morrison Professor of Chemical Engineering Michigan Technological University November 5, 2013 2 c 2013 Faith A. Morrison, all rights reserved. Appendix C Supplemental Mathematics Appendix C.1 Multidimensional Derivatives In section 1.3.1.1 we reviewed the basics of the derivative of single-variable functions. The same concepts may be applied to multivariable functions, leading to the definition of the partial derivative. Consider the multivariable function f(x, y). An example of such a function would be elevations above sea level of a geographic region or the concentration of a chemical on a flat surface. To quantify how this function changes with position, we consider two nearby points, f(x, y) and f(x + ∆x, y + ∆y) (Figure C.1). We will also refer to these two points as f x,y (f evaluated at the point (x, y)) and f . | |x+∆x,y+∆y In a two-dimensional function, the “rate of change” is a more complex concept than in a one-dimensional function. For a one-dimensional function, the rate of change of the function f with respect to the variable x was identified with the change in f divided by the change in x, quantified in the derivative, df/dx (see Figure 1.26). For a two-dimensional function, when speaking of the rate of change, we must also specify the direction in which we are interested. For example, if the function we are considering is elevation and we are standing near the edge of a cliff, the rate of change of the elevation in the direction over the cliff is steep, while the rate of change of the elevation in the opposite direction is much more gradual. -
How to Compute Line Integrals Scalar Line Integral Vector Line Integral
How to Compute Line Integrals Northwestern, Spring 2013 Computing line integrals can be a tricky business. First, there's two types of line integrals: scalar line integrals and vector line integrals. Although these are related, we compute them in different ways. Also, there's two theorems flying around, Green's Theorem and the Fundamental Theorem of Line Integrals (as I've called it), which give various other ways of computing line integrals. Knowing what to use when and where and why can be confusing, so hopefully this will help to keep things straight. I won't say much about what line integrals mean geometrically or otherwise. Hopefully this is something you have some idea about from class or the book, but I'm always happy to talk about this more in office hours. Here the focus is on computation. Key Point: When you are trying to apply one of these techniques, make sure the technique you are using is actually applicable! (This was a major source of confusion on Quiz 5.) Scalar Line Integral • Arises when integrating a function f over a curve C. • Notationally, is always denoted by something like Z f ds; C where the s in ds is just a normal s, as opposed to ds or d~s. • To compute, find parametric equations x(t); a ≤ t ≤ b for C and use Z Z b f ds = f(x(t)) kx0(t)k dt: C a • In the special case where f is the constant function 1, Z ds = arclength of C: C • For scalar line integrals, the orientation (i.e. -
Lecture 33 Classical Integration Theorems in the Plane
Lecture 33 Classical Integration Theorems in the Plane In this section, we present two very important results on integration over closed curves in the plane, namely, Green’s Theorem and the Divergence Theorem, as a prelude to their important counterparts in R3 involving surface integrals. Green’s Theorem in the Plane (Relevant section from Stewart, Calculus, Early Transcendentals, Sixth Edition: 16.4) 2 1 Let F(x,y) = F1(x,y) i + F2(x,y) j be a vector field in R . Let C be a simple closed (piecewise C ) curve in R2 that encloses a simply connected (i.e., “no holes”) region D ⊂ R. Also assume that the ∂F ∂F partial derivatives 2 and 1 exist at all points (x,y) ∈ D. Then, ∂x ∂y ∂F ∂F F · dr = 2 − 1 dA, (1) IC Z ZD ∂x ∂y where the line integration is performed over C in a counterclockwise direction, with D lying to the left of the path. Note: 1. The integral on the left is a line integral – the circulation of the vector field F over the closed curve C. 2. The integral on the right is a double integral over the region D enclosed by C. Special case: If ∂F ∂F 2 = 1 , (2) ∂x ∂y for all points (x,y) ∈ D, then the integrand in the double integral of Eq. (1) is zero, implying that the circulation integral F · dr is zero. IC We’ve seen this situation before: Recall that the above equality condition for the partial derivatives is the condition for F to be conservative. -
Math 132 Exam 1 Solutions
Math 132, Exam 1, Fall 2017 Solutions You may have a single 3x5 notecard (two-sided) with any notes you like. Otherwise you should have only your pencils/pens and eraser. No calculators are allowed. No consultation with any other person or source of information (physical or electronic) is allowed during the exam. All electronic devices should be turned off. Part I of the exam contains questions 1-14 (multiple choice questions, 5 points each) and true/false questions 15-19 (1 point each). Your answers in Part I should be recorded on the “scantron” card that is provided. If you need to make a change on your answer card, be sure your original answer is completely erased. If your card is damaged, ask one of the proctors for a replacement card. Only the answers marked on the card will be scored. Part II has 3 “written response” questions worth a total of 25 points. Your answers should be written on the pages of the exam booklet. Please write clearly so the grader can read them. When a calculation or explanation is required, your work should include enough detail to make clear how you arrived at your answer. A correct numeric answer with sufficient supporting work may not receive full credit. Part I 1. Suppose that If and , what is ? A) B) C) D) E) F) G) H) I) J) so So and therefore 2. What are all the value(s) of that make the following equation true? A) B) C) D) E) F) G) H) I) J) all values of make the equation true For any , 3. -
Introduction to Theoretical Methods Example
Differentiation of integrals and Leibniz rule • We are interested in solving problems of the type d Z v(x) f (x; t)dt dx u(x) • Notice in addition to the limits depending on x, the function f (x; t) also depends on x • First lets take the case where the limits are constants (u(x) = b and v(x) = a) • In most instances we can take the derivative inside the integral (as a partial derivative) d Z b Z b @f (x; t) f (x; t)dt = dt dx a a @x Patrick K. Schelling Introduction to Theoretical Methods Example R 1 n −kt2 • Find 0 t e dt for n odd • First solve for n = 1, 1 Z 2 I = te−kt dt 0 • Use u = kt2 and du = 2ktdt, so 1 1 Z 2 1 Z 1 I = te−kt dt = e−udu = 0 2k 0 2k dI R 1 3 −kt2 1 • Next notice dk = 0 −t e dt = − 2k2 • We can take successive derivatives with respect to k, so we find Z 1 2n+1 −kt2 n! t e dt = n+1 0 2k Patrick K. Schelling Introduction to Theoretical Methods Another example... the even n case R 1 n −kt2 • The even n case can be done of 0 t e dt • Take for I in this case (writing in terms of x instead of t) 1 Z 2 I = e−kx dx −∞ • We can write for I 2, 1 1 Z Z 2 2 I 2 = e−k(x +y )dxdy −∞ −∞ • Make a change of variables to polar coordinates, x = r cos θ, y = r sin θ, and x2 + y 2 = r 2 • The dxdy in the integrand becomes rdrdθ (we will explore this more carefully in the next chapter) Patrick K. -
Chapter 3: Mathematics of the Poisson Equations
3 Mathematics of the Poisson Equation 3.1 Green functions and the Poisson equation (a) The Dirichlet Green function satisfies the Poisson equation with delta-function charge 2 3 − r GD(r; ro) = δ (r − ro) (3.1) and vanishes on the boundary. It is the potential at r due to a point charge (with unit charge) at ro in the presence of grounded (Φ = 0) boundaries The simplest free space green function is just the point charge solution 1 Go = (3.2) 4πjr − roj In two dimensions the Green function is −1 G = log jr − r j (3.3) o 2π o which is the potential from a line of charge with charge density λ = 1 (b) With Dirichlet boundary conditions the Laplacian operator is self-adjoint. The dirichlet Green function is symmetric GD(r; r0) = GD(r0; r). This is known as the Green Reciprocity Theorem, and appears in many clever ways. The intuitive way to understand this is that for grounded boundary b.c. −∇2 is a real self adjoint 2 3 operator (i.e. a real symmetric matrix). Now −∇ GD(r; r0) = δ (r − r0), so in a functional sense 2 GD(r; r0) is the inverse matrix of −∇ . The inverse of a real symmetric matrix is also real and sym- metric. If the Laplace equation with Dirichlet b.c. is discretized for numerical work, these statements become explicitly rigorous. (c) The Poisson equation or the boundary value problem of the Laplace equation can be solved once the Dirichlet Green function is known. Z Z 3 Φ(r) = d xo GD(r; ro)ρ(ro) − dSo no · rro GD(r; ro)Φ(ro) (3.4) V @V where no is the outward directed normal.