Vector Calculus – 2014/15
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Mathematics for Dynamicists - Lecture Notes Thomas Michelitsch
Mathematics for Dynamicists - Lecture Notes Thomas Michelitsch To cite this version: Thomas Michelitsch. Mathematics for Dynamicists - Lecture Notes. Doctoral. Mathematics for Dynamicists, France. 2006. cel-01128826 HAL Id: cel-01128826 https://hal.archives-ouvertes.fr/cel-01128826 Submitted on 10 Mar 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. Mathematics for Dynamicists Lecture Notes c 2004-2006 Thomas Michael Michelitsch1 Department of Civil and Structural Engineering The University of Sheffield Sheffield, UK 1Present address : http://www.dalembert.upmc.fr/home/michelitsch/ . Dedicated to the memory of my parents Michael and Hildegard Michelitsch Handout Manuscript with Fractal Cover Picture by Michael Michelitsch https://www.flickr.com/photos/michelitsch/sets/72157601230117490 1 Contents Preface 1 Part I 1.1 Binomial Theorem 1.2 Derivatives, Integrals and Taylor Series 1.3 Elementary Functions 1.4 Complex Numbers: Cartesian and Polar Representation 1.5 Sequences, Series, Integrals and Power-Series 1.6 Polynomials and Partial Fractions -
Symmetry and Tensors Rotations and Tensors
Symmetry and tensors Rotations and tensors A rotation of a 3-vector is accomplished by an orthogonal transformation. Represented as a matrix, A, we replace each vector, v, by a rotated vector, v0, given by multiplying by A, 0 v = Av In index notation, 0 X vm = Amnvn n Since a rotation must preserve lengths of vectors, we require 02 X 0 0 X 2 v = vmvm = vmvm = v m m Therefore, X X 0 0 vmvm = vmvm m m ! ! X X X = Amnvn Amkvk m n k ! X X = AmnAmk vnvk k;n m Since xn is arbitrary, this is true if and only if X AmnAmk = δnk m t which we can rewrite using the transpose, Amn = Anm, as X t AnmAmk = δnk m In matrix notation, this is t A A = I where I is the identity matrix. This is equivalent to At = A−1. Multi-index objects such as matrices, Mmn, or the Levi-Civita tensor, "ijk, have definite transformation properties under rotations. We call an object a (rotational) tensor if each index transforms in the same way as a vector. An object with no indices, that is, a function, does not transform at all and is called a scalar. 0 A matrix Mmn is a (second rank) tensor if and only if, when we rotate vectors v to v , its new components are given by 0 X Mmn = AmjAnkMjk jk This is what we expect if we imagine Mmn to be built out of vectors as Mmn = umvn, for example. In the same way, we see that the Levi-Civita tensor transforms as 0 X "ijk = AilAjmAkn"lmn lmn 1 Recall that "ijk, because it is totally antisymmetric, is completely determined by only one of its components, say, "123. -
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. -
Matrix Calculus
Appendix D Matrix Calculus From too much study, and from extreme passion, cometh madnesse. Isaac Newton [205, §5] − D.1 Gradient, Directional derivative, Taylor series D.1.1 Gradients Gradient of a differentiable real function f(x) : RK R with respect to its vector argument is defined uniquely in terms of partial derivatives→ ∂f(x) ∂x1 ∂f(x) , ∂x2 RK f(x) . (2053) ∇ . ∈ . ∂f(x) ∂xK while the second-order gradient of the twice differentiable real function with respect to its vector argument is traditionally called the Hessian; 2 2 2 ∂ f(x) ∂ f(x) ∂ f(x) 2 ∂x1 ∂x1∂x2 ··· ∂x1∂xK 2 2 2 ∂ f(x) ∂ f(x) ∂ f(x) 2 2 K f(x) , ∂x2∂x1 ∂x2 ··· ∂x2∂xK S (2054) ∇ . ∈ . .. 2 2 2 ∂ f(x) ∂ f(x) ∂ f(x) 2 ∂xK ∂x1 ∂xK ∂x2 ∂x ··· K interpreted ∂f(x) ∂f(x) 2 ∂ ∂ 2 ∂ f(x) ∂x1 ∂x2 ∂ f(x) = = = (2055) ∂x1∂x2 ³∂x2 ´ ³∂x1 ´ ∂x2∂x1 Dattorro, Convex Optimization Euclidean Distance Geometry, Mεβoo, 2005, v2020.02.29. 599 600 APPENDIX D. MATRIX CALCULUS The gradient of vector-valued function v(x) : R RN on real domain is a row vector → v(x) , ∂v1(x) ∂v2(x) ∂vN (x) RN (2056) ∇ ∂x ∂x ··· ∂x ∈ h i while the second-order gradient is 2 2 2 2 , ∂ v1(x) ∂ v2(x) ∂ vN (x) RN v(x) 2 2 2 (2057) ∇ ∂x ∂x ··· ∂x ∈ h i Gradient of vector-valued function h(x) : RK RN on vector domain is → ∂h1(x) ∂h2(x) ∂hN (x) ∂x1 ∂x1 ··· ∂x1 ∂h1(x) ∂h2(x) ∂hN (x) h(x) , ∂x2 ∂x2 ··· ∂x2 ∇ . -
Matrix Calculus
D Matrix Calculus D–1 Appendix D: MATRIX CALCULUS D–2 In this Appendix we collect some useful formulas of matrix calculus that often appear in finite element derivations. §D.1 THE DERIVATIVES OF VECTOR FUNCTIONS Let x and y be vectors of orders n and m respectively: x1 y1 x2 y2 x = . , y = . ,(D.1) . xn ym where each component yi may be a function of all the xj , a fact represented by saying that y is a function of x,or y = y(x). (D.2) If n = 1, x reduces to a scalar, which we call x.Ifm = 1, y reduces to a scalar, which we call y. Various applications are studied in the following subsections. §D.1.1 Derivative of Vector with Respect to Vector The derivative of the vector y with respect to vector x is the n × m matrix ∂y1 ∂y2 ∂ym ∂ ∂ ··· ∂ x1 x1 x1 ∂ ∂ ∂ ∂ y1 y2 ··· ym y def ∂x ∂x ∂x = 2 2 2 (D.3) ∂x . . .. ∂ ∂ ∂ y1 y2 ··· ym ∂xn ∂xn ∂xn §D.1.2 Derivative of a Scalar with Respect to Vector If y is a scalar, ∂y ∂x1 ∂ ∂ y y def ∂ = x2 .(D.4) ∂x . . ∂y ∂xn §D.1.3 Derivative of Vector with Respect to Scalar If x is a scalar, ∂y def ∂ ∂ ∂ = y1 y2 ... ym (D.5) ∂x ∂x ∂x ∂x D–2 D–3 §D.1 THE DERIVATIVES OF VECTOR FUNCTIONS REMARK D.1 Many authors, notably in statistics and economics, define the derivatives as the transposes of those given above.1 This has the advantage of better agreement of matrix products with composition schemes such as the chain rule. -
CHAPTER 1 VECTOR ANALYSIS ̂ ̂ Distribution Rule Vector Components
8/29/2016 CHAPTER 1 1. VECTOR ALGEBRA VECTOR ANALYSIS Addition of two vectors 8/24/16 Communicative Chap. 1 Vector Analysis 1 Vector Chap. Associative Definition Multiplication by a scalar Distribution Dot product of two vectors Lee Chow · , & Department of Physics · ·· University of Central Florida ·· 2 Orlando, FL 32816 • Cross-product of two vectors Cross-product follows distributive rule but not the commutative rule. 8/24/16 8/24/16 where , Chap. 1 Vector Analysis 1 Vector Chap. Analysis 1 Vector Chap. In a strict sense, if and are vectors, the cross product of two vectors is a pseudo-vector. Distribution rule A vector is defined as a mathematical quantity But which transform like a position vector: so ̂ ̂ 3 4 Vector components Even though vector operations is independent of the choice of coordinate system, it is often easier 8/24/16 8/24/16 · to set up Cartesian coordinates and work with Analysis 1 Vector Chap. Analysis 1 Vector Chap. the components of a vector. where , , and are unit vectors which are perpendicular to each other. , , and are components of in the x-, y- and z- direction. 5 6 1 8/29/2016 Vector triple products · · · · · 8/24/16 8/24/16 · ( · Chap. 1 Vector Analysis 1 Vector Chap. Analysis 1 Vector Chap. · · · All these vector products can be verified using the vector component method. It is usually a tedious process, but not a difficult process. = - 7 8 Position, displacement, and separation vectors Infinitesimal displacement vector is given by The location of a point (x, y, z) in Cartesian coordinate ℓ as shown below can be defined as a vector from (0,0,0) 8/24/16 In general, when a charge is not at the origin, say at 8/24/16 to (x, y, z) is given by (x’, y’, z’), to find the field produced by this Chap. -
Vector Calculus Operators
Vector Calculus Operators July 6, 2015 1 Div, Grad and Curl The divergence of a vector quantity in Cartesian coordinates is defined by: −! @ @ @ r · ≡ x + y + z (1) @x @y @z −! where = ( x; y; z). The divergence of a vector quantity is a scalar quantity. If the divergence is greater than zero, it implies a net flux out of a volume element. If the divergence is less than zero, it implies a net flux into a volume element. If the divergence is exactly equal to zero, then there is no net flux into or out of the volume element, i.e., any field lines that enter the volume element also exit the volume element. The divergence of the electric field and the divergence of the magnetic field are two of Maxwell's equations. The gradient of a scalar quantity in Cartesian coordinates is defined by: @ @ @ r (x; y; z) ≡ ^{ + |^ + k^ (2) @x @y @z where ^{ is the unit vector in the x-direction,| ^ is the unit vector in the y-direction, and k^ is the unit vector in the z-direction. Evaluating the gradient indicates the direction in which the function is changing the most rapidly (i.e., slope). If the gradient of a function is zero, the function is not changing. The curl of a vector function in Cartesian coordinates is given by: 1 −! @ @ @ @ @ @ r × ≡ ( z − y )^{ + ( x − z )^| + ( y − x )k^ (3) @y @z @z @x @x @y where the resulting function is another vector function that indicates the circulation of the original function, with unit vectors pointing orthogonal to the plane of the circulation components. -
Higher Order Derivatives 1 Chapter 3 Higher Order Derivatives
Higher order derivatives 1 Chapter 3 Higher order derivatives You certainly realize from single-variable calculus how very important it is to use derivatives of orders greater than one. The same is of course true for multivariable calculus. In particular, we shall de¯nitely want a \second derivative test" for critical points. A. Partial derivatives First we need to clarify just what sort of domains we wish to consider for our functions. So we give a couple of de¯nitions. n DEFINITION. Suppose x0 2 A ½ R . We say that x0 is an interior point of A if there exists r > 0 such that B(x0; r) ½ A. A DEFINITION. A set A ½ Rn is said to be open if every point of A is an interior point of A. EXAMPLE. An open ball is an open set. (So we are fortunate in our terminology!) To see this suppose A = B(x; r). Then if y 2 A, kx ¡ yk < r and we can let ² = r ¡ kx ¡ yk: Then B(y; ²) ½ A. For if z 2 B(y; ²), then the triangle inequality implies kz ¡ xk · kz ¡ yk + ky ¡ xk < ² + ky ¡ xk = r; so that z 2 A. Thus B(y; ²) ½ B(x; r) (cf. Problem 1{34). This proves that y is an interior point of A. As y is an arbitrary point of A, we conclude that A is open. PROBLEM 3{1. Explain why the empty set is an open set and why this is actually a problem about the logic of language rather than a problem about mathematics. -
Divergence, Gradient and Curl Based on Lecture Notes by James
Divergence, gradient and curl Based on lecture notes by James McKernan One can formally define the gradient of a function 3 rf : R −! R; by the formal rule @f @f @f grad f = rf = ^{ +| ^ + k^ @x @y @z d Just like dx is an operator that can be applied to a function, the del operator is a vector operator given by @ @ @ @ @ @ r = ^{ +| ^ + k^ = ; ; @x @y @z @x @y @z Using the operator del we can define two other operations, this time on vector fields: Blackboard 1. Let A ⊂ R3 be an open subset and let F~ : A −! R3 be a vector field. The divergence of F~ is the scalar function, div F~ : A −! R; which is defined by the rule div F~ (x; y; z) = r · F~ (x; y; z) @f @f @f = ^{ +| ^ + k^ · (F (x; y; z);F (x; y; z);F (x; y; z)) @x @y @z 1 2 3 @F @F @F = 1 + 2 + 3 : @x @y @z The curl of F~ is the vector field 3 curl F~ : A −! R ; which is defined by the rule curl F~ (x; x; z) = r × F~ (x; y; z) ^{ |^ k^ = @ @ @ @x @y @z F1 F2 F3 @F @F @F @F @F @F = 3 − 2 ^{ − 3 − 1 |^+ 2 − 1 k:^ @y @z @x @z @x @y Note that the del operator makes sense for any n, not just n = 3. So we can define the gradient and the divergence in all dimensions. However curl only makes sense when n = 3. Blackboard 2. The vector field F~ : A −! R3 is called rotation free if the curl is zero, curl F~ = ~0, and it is called incompressible if the divergence is zero, div F~ = 0. -
De Vectores Al´Algebra Geométrica
De Vectores al Algebra´ Geom´etrica Sergio Ramos Ram´ırez, Jos´eAlfonso Ju´arezGonz´alez, Volkswagen de M´exico 72700 San Lorenzo Almecatla, Cuautlancingo, Pue., M´exico Garret Sobczyk Universidad de las Am´ericas-Puebla Departamento de F´ısico-Matem´aticas 72820 Puebla, Pue., M´exico February 4, 2018 Abstract El Algebra´ Geom´etricaes la extensi´onnatural del concepto de vector y de la suma de vectores. Despu´esde revisar las propiedades de la suma vec- torial, definimos la multiplicaci´onde vectores de tal manera que respete el famoso Teorema de Pit´agoras. Varias demostraciones sint´eticasde teo- remas en geometr´ıaeuclidiana pueden as´ıser reemplazadas por elegantes demostraciones algebraicas. Aunque en este art´ıculonos limitamos a 2 y 3 dimensiones, el Algebra´ Geom´etricaes aplicable a cualquier dimensi´on, tanto en geometr´ıaseuclidianas como no-euclidianas. 0 Introducci´on La evoluci´ondel concepto de n´umero,el cual es una noci´oncentral en Matem´aticas, tiene una larga y fascinate historia, la cual abarca muchos siglos y ha sido tes- tigo del florecimiento y ca´ıdade muchas civilizaciones [4]. En lo que respecta a la introducci´onde los conceptos de n´umerosnegativos e imaginarios, Gauss hac´ıala siguiente observaci´onen 1831: \... este tipo de avances, sin embargo, siempre se han hecho en primera instancia con pasos t´ımidosy cautelosos". En el presente art´ıculo,presentamos al lector las ideas y m´etodos m´aselementales del Algebra´ Geom´etrica,la cual fue descubierta por William Kingdon Clifford (1845-1879) poco antes de su muerte [1], y constituye la generalizaci´onnatural de los sistemas de n´umerosreales y complejos, a trav´esde la introducci´onde nuevos entes matem´aticosdenominados n´umeros con direcci´on. -
Kronecker Products and Matrix Calculus in System Theory
772 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS, VOL. CAS-25, NO. 9, ISEFTEMBER 1978 Kronecker Products and Matrix Calculus in System Theory JOHN W. BREWER I Absfrucr-The paper begins with a review of the algebras related to and are based on the developments of Section IV. Also, a Kronecker products. These algebras have several applications in system novel and interesting operator notation will ble introduced theory inclluding the analysis of stochastic steady state. The calculus of matrk valued functions of matrices is reviewed in the second part of the in Section VI. paper. This cakuhs is then used to develop an interesting new method for Concluding comments are placed in Section VII. the identification of parameters of linear time-invariant system models. II. NOTATION I. INTRODUCTION Matrices will be denoted by upper case boldface (e.g., HE ART of differentiation has many practical ap- A) and column matrices (vectors) will be denoted by T plications in system analysis. Differentiation is used lower case boldface (e.g., x). The kth row of a matrix such. to obtain necessaryand sufficient conditions for optimiza- as A will be denoted A,. and the kth colmnn will be tion in a.nalytical studies or it is used to obtain gradients denoted A.,. The ik element of A will be denoted ujk. and Hessians in numerical optimization studies. Sensitiv- The n x n unit matrix is denoted I,,. The q-dimensional ity analysis is yet another application area for. differentia- vector which is “I” in the kth and zero elsewhereis called tion formulas. In turn, sensitivity analysis is applied to the the unit vector and is denoted design of feedback and adaptive feedback control sys- tems. -
Spherical Coordinates
Spherical Coordinates z r^ Transforms ^ " r The forward and reverse coordinate transformations are ! ^ ! r = x2 + y2 + z 2 r x = rsin! cos" y arctan" x2 y2 , z$ y r sin sin ! = # + % = ! " z = rcos! & = arctan(y,x) x " where we formally take advantage of the two argument arctan function to eliminate quadrant confusion. Unit Vectors The unit vectors in the spherical coordinate system are functions of position. It is convenient to express them in terms of the spherical coordinates and the unit vectors of the rectangular coordinate system which are not themselves functions of position. ! r xxˆ + yyˆ + zzˆ rˆ = = = xˆ sin! cos" + yˆ sin! sin " + zˆ cos! r r zˆ #rˆ "ˆ = = $ xˆ sin " + yˆ cos" sin! !ˆ = "ˆ # rˆ = xˆ cos! cos" + yˆ cos! sin " $ zˆ sin! Variations of unit vectors with the coordinates Using the expressions obtained above it is easy to derive the following handy relationships: !rˆ = 0 !r !rˆ = xˆ cos" cos# + yˆ cos" sin # $ zˆ sin " = "ˆ !" !rˆ = $xˆ sin" sin # + yˆ sin " cos# = ($ xˆ sin # + yˆ cos #)sin" = #ˆ sin" !# !"ˆ = 0 !r !"ˆ = 0 !# !"ˆ = $xˆ cos" $ yˆ sin " = $ rˆ sin # + #ˆ cos# !" ( ) !"ˆ = 0 !r !"ˆ = # xˆ sin " cos$ # yˆ sin" sin $ # zˆ cos" = #rˆ !" !"ˆ = # xˆ cos" sin $ + yˆ cos" cos$ = $ˆ cos" !$ Path increment ! We will have many uses for the path increment d r expressed in spherical coordinates: ! $ !rˆ !rˆ !rˆ ' dr = d(rrˆ ) = rˆ dr + rdrˆ = rˆ dr + r& dr + d" + d#) % !r !" !# ( = rˆ dr +"ˆ rd " + #ˆr sin "d# Time derivatives of the unit vectors We will also have many uses for the time derivatives of the unit vectors