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∂ ∂ ∂ ∂P ∂N ∂M ∂P ∂N ∂M ∇× F = = − i + − j + − k. ∂x ∂y ∂z ∂y ∂z ∂z ∂x ∂x ∂y M N P
(If you don’t remember how to compute 3 × 3 determinants, don’t worry; we have a short exposition on them contained in the appendix.) Finally, the divergence of a vector field G : D → R3, which we write in the form G = S i + T j + U k, is the scalar function ∇ · G : D → R defined by ∂S ∂T ∂U ∇ · G = + + . ∂x ∂y ∂z Larson [4] provides more information on Multivariable Calculus. Marsden and Tromba [5] is also an excellent source. Hughes-Hallet et al. [3] provides a novel approach to the subject using concept-based learning.
We would like to answer the following questions: (1) Which F : D → R3 have a scalar potential f : D → R such that F = ∇f? (2) Which G : D → R3 have a vector potential F : D → R3 such that G = ∇× F? (3) Which f : D → R have a vector potential G : D → R3 such that f = ∇·G?
Relating Gradients and Curls. Let’s answer the first of our motivating ques- tions. We’ll show the following:
F = ∇f is a gradient if and only if the curl ∇× F = 0.
∂f ∂f ∂f First assume that F = ∇f. That is, F = M i + N j + P k = i + j + k. ∂x ∂y ∂z To find the curl of F, we have ∂P ∂N ∂M ∂P ∂N ∂M ∇× F = − i + − j + − k ∂y ∂z ∂z ∂x ∂x ∂y ∂2f ∂2f ∂2f ∂2f ∂2f ∂2f = − i + − j + − k ∂y∂z ∂z∂y ∂z∂x ∂x∂z ∂x∂y ∂y∂x = 0. Note that we can change the order of differentiation as long as f is continu- ously twice-differentiable: with this assumption, Clairaut’s Theorem states that the mixed partial derivatives are equal. (This theorem and its proof can be found in [6, pgs. 885 and A-48].) Now what if ∇×F = 0? Can we find an f such that F = ∇f? Well, if ∇×F = 0, then ∂P ∂N ∂M ∂P ∂N ∂M − = − = − =0. ∂y ∂z ∂z ∂x ∂x ∂y MULTIVARIABLE CALCULUS AND DIFFERENTIAL FORMS 3
Now define the scalar function f = u + v + w in terms of the definite integrals x u(x,y,z)= M(σ, y, z) dσ, Zx0 y ∂u v(x,y,z)= N(x,τ,z) − (x,τ,z) dτ, ∂y Zy0 z ∂u ∂v w(x,y,z)= P (x, y, ζ) − (x, y, ζ) − (x, y, ζ) dζ ∂z ∂z Zz0 where we have fixed a point x0 i + y0 j + z0 k ∈ D. (Here’s where we subtly use the assumption that D is simply connected: the integrals are independent of a choice of path in D which connects x0 i + y0 j + z0 k and x i + y j + z k.) Upon changing the order of differentiation and integration, we have the derivatives ∂v y ∂N ∂M = − dτ =0, ∂x ∂x ∂y Zy0 ∂w z ∂P ∂M ∂v = − − dζ =0, ∂x ∂x ∂z ∂x Zz0 ∂w z ∂P ∂ ∂u ∂v z ∂P ∂N = − + dζ = − dζ =0. ∂y ∂y ∂z ∂y ∂y ∂y ∂z Zz0 Zz0 (We can only do this if M, N, and P are continuously differentiable functions; this also follows from Clairaut’s Theorem.) It follows that F = ∇f: 0 0 0 ∂u ∂v✁✕ ∂w✓✼ ∂u ∂v ∂w✓✼ ∂u ∂v ∂w ∇f = + ✁ + ✓ i+ + + ✓ j+ + + k = M i+N j+P k. ∂x ✁∂x ✓∂x ∂y ∂y ∂y ∂z ∂z ∂z ✓ We conclude that F : D → R3 has a scalar potential f : D → R such that F = ∇f if and only if the curl ∇× F = 0.
Example. Let’s see this result in action. Consider the scalar function f(x,y,z)= x2 + y2 + z2. We compute the gradient using the Chainp Rule:
∂f 1 −1/2 x = x2 + y2 + z2 · 2 x = , ∂x 2 x2 + y2 + z2 ∂f 1 −1/2 y = x2 + y2 + z2 · 2 y = p , ∂y 2 x2 + y2 + z2 ∂f 1 −1/2 z = x2 + y2 + z2 · 2 z = p . ∂z 2 x2 + y2 + z2 This gives the vector field p x i + y j + z k F = ∇f = . x2 + y2 + z2 (See Figure 1 for a plot. To keep withp the gastronomical motif of this article, perhaps we should call this direction field a “Prickly Pear”?) Recall that the curl 4 EDRAYHERBERGOINSANDTALITHAM.WASHINGTON
Figure 1. Plot of F = ∇f for f(x,y,z)= x2 + y2 + z2 p
of this vector field is ∂2f ∂2f ∂2f ∂2f ∂2f ∂2f ∇× F = − i + − j + − k. ∂y∂z ∂z∂y ∂z∂x ∂x∂z ∂x∂y ∂y∂x We compute the mixed partial derivatives as follows:
2 ∂ f ∂ z 1 −3/2 = = − z x2 + y2 + z2 · 2 y ∂y∂z ∂y " x2 + y2 + z2 # 2 yz p = − 3/2 x2 + y2 + z2
2 ∂ f ∂ y 1 −3/2 = = − y x2 + y2 + z2 · 2 z ∂z∂y ∂z " x2 + y2 + z2 # 2 yz p = − 3/2 x2 + y2 + z2 Note that the other mixed partial derivatives give rise to a similar function. Thus, ∇× F = 0.
Relating Curls and Divergence. Let’s return to the second of our motivating questions. We’ll show the following: MULTIVARIABLE CALCULUS AND DIFFERENTIAL FORMS 5
G = ∇× F is a curl if and only if the divergence ∇ · G =0.
First assume that G = ∇× F for some F = M i + N j + P k. That is, ∂P ∂N ∂M ∂P ∂N ∂M S i + T j + U k = − i + − j + − k. ∂y ∂z ∂z ∂x ∂x ∂y We compute the divergence as ∂S ∂T ∂U ∇ · G = + + ∂x ∂y ∂z ∂2P ∂2N ∂2M ∂2P ∂2N ∂2M = − + − + − ∂x∂y ∂x∂z ∂y∂z ∂y∂x ∂z∂x ∂z∂y =0. (Here, we assume that M, N, and P are continuously twice-differentiable so that we can interchange the order of differentiation.)
Now what if ∇ · G = 0? In this case, we write ∂S ∂T ∂U z ∂S ∂T + + =0 =⇒ U(x,y,z)= U(x,y,z ) − + dζ ∂x ∂y ∂z 0 ∂x ∂y Zz0 for any fixed point x0 i + y0 j + z0 k ∈ D. Define the function F = M i + N j + P k in terms of the definite integrals z y M(x,y,z)= T (x, y, ζ) dζ − U(x,τ,z0) dτ Zz0 Zy0 z N(x,y,z)= − S(x, y, ζ) dζ Zz0 P (x,y,z)=0. Upon changing the order of differentiation and integration, we have the derivatives ∂P ∂N − = S(x,y,z) ∂y ∂z ∂M ∂P − = T (x,y,z) ∂z ∂x ∂N ∂M z ∂S ∂T − = U(x,y,z ) − + dζ = U(x,y,z). ∂x ∂y 0 ∂x ∂y Zz0 It follows that ∇× F = G.
Exercise. Fix three real numbers a, b, and c such that a + b + c = 0, and define the function G = a x i + by j + cz k. (See Figure 2 for a plot.) Show that ∇ · G = 0. Moreover, find a function F such that G = ∇× F. (Hint: Guess a function in the form F = Ayz i + Bxz j + Cxy k for some real numbers A, B, and C.) How many such functions F do you think there are? 6 EDRAYHERBERGOINSANDTALITHAM.WASHINGTON
Figure 2. Plot of G = x i +2 y j − 3 z k
Example. Consider the vector function x i + y j + z k G = ∇f = in terms of f(x,y,z)= x2 + y2 + z2. x2 + y2 + z2 p (Remember thep “Prickly Pear”?) We will show that there is no vector potential F such that G = ∇× F. The idea is to show that the divergence of G is nonzero. To this end, we compute the higher-order partial derivatives using the Quotient Rule: ∂2f ∂ x y2 + z2 2 = = 3/2 ∂x ∂x " x2 + y2 + z2 # (x2 + y2 + z2) p ∂2f ∂ y x2 + z2 2 = = 3/2 ∂y ∂y " x2 + y2 + z2 # (x2 + y2 + z2) p ∂2f ∂ z x2 + y2 2 = = 3/2 ∂z ∂z " x2 + y2 + z2 # (x2 + y2 + z2) p (Check as an exercise!) Hence we find the divergence ∂2f ∂2f ∂2f 2 x2 +2 y2 +2 z2 2 ∇ · G = + + = = . ∂x2 ∂y2 ∂z2 (x2 + y2 + z2)3/2 f Since ∇ · G 6= 0, there cannot exist a function F such that G = ∇× F. MULTIVARIABLE CALCULUS AND DIFFERENTIAL FORMS 7
Differential Forms Naturally, the three motivating questions in the introduction are rather naive questions to ask – although a bit difficult to answer! – so let’s make them a little more interesting. We’ll rephrase the definitions above in a way using differential k-forms; this will make integration more natural.
• A 0-form is a continuously differentiable function f : D → R. These are the functions we know and love from the one-variable Differential Calculus.
• A 1-form is an arc length differential in the form η = M dx + N dy + P dz for some continuously differentiable vector field F : D → R3 in the form F = M i + N j + P k. Note that we can express this in the form η = F · dr using the dot product. We’ll use this to define path integrals later.
• A 2-form is an area differential in the form ω = S dy dz + T dx dz + U dx dy for some continuously differentiable vector field G : D → R3 in the form G = S i + T j + U k. Note that we can express this in the form ω = G · dA. As the notation suggests, we’ll use this to define surface integrals.
• 3-form is a volume differential in the form ν = f dx dy dz for some contin- uously differentiable function f : D → R. Note that we can express this in the form ν = f dV . As the notation suggests, we’ll use this to define volume integrals. We’ll denote Ωk(D) as the collection of k-forms on D for k = 0, 1, 2, and 3. Boothby [2] provides a rigorous treatment of differential forms.
We claim that each Ωk(D) these is a linear vector space. This means that the linear combination of two k-forms is another k-form. Consider, for example, 1-forms and 2-forms. Given scalars α and β, we have the identities
α M1 dx + N1 dy + P1 dz + β M2 dx + N2 dy + P2 dz