Vector Calculus
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Ordinary Differential Equations
Ordinary Differential Equations for Engineers and Scientists Gregg Waterman Oregon Institute of Technology c 2017 Gregg Waterman This work is licensed under the Creative Commons Attribution 4.0 International license. The essence of the license is that You are free to: Share copy and redistribute the material in any medium or format • Adapt remix, transform, and build upon the material for any purpose, even commercially. • The licensor cannot revoke these freedoms as long as you follow the license terms. Under the following terms: Attribution You must give appropriate credit, provide a link to the license, and indicate if changes • were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. No additional restrictions You may not apply legal terms or technological measures that legally restrict others from doing anything the license permits. Notices: You do not have to comply with the license for elements of the material in the public domain or where your use is permitted by an applicable exception or limitation. No warranties are given. The license may not give you all of the permissions necessary for your intended use. For example, other rights such as publicity, privacy, or moral rights may limit how you use the material. For any reuse or distribution, you must make clear to others the license terms of this work. The best way to do this is with a link to the web page below. To view a full copy of this license, visit https://creativecommons.org/licenses/by/4.0/legalcode. -
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. -
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. -
Multivariable and Vector Calculus
Multivariable and Vector Calculus Lecture Notes for MATH 0200 (Spring 2015) Frederick Tsz-Ho Fong Department of Mathematics Brown University Contents 1 Three-Dimensional Space ....................................5 1.1 Rectangular Coordinates in R3 5 1.2 Dot Product7 1.3 Cross Product9 1.4 Lines and Planes 11 1.5 Parametric Curves 13 2 Partial Differentiations ....................................... 19 2.1 Functions of Several Variables 19 2.2 Partial Derivatives 22 2.3 Chain Rule 26 2.4 Directional Derivatives 30 2.5 Tangent Planes 34 2.6 Local Extrema 36 2.7 Lagrange’s Multiplier 41 2.8 Optimizations 46 3 Multiple Integrations ........................................ 49 3.1 Double Integrals in Rectangular Coordinates 49 3.2 Fubini’s Theorem for General Regions 53 3.3 Double Integrals in Polar Coordinates 57 3.4 Triple Integrals in Rectangular Coordinates 62 3.5 Triple Integrals in Cylindrical Coordinates 67 3.6 Triple Integrals in Spherical Coordinates 70 4 Vector Calculus ............................................ 75 4.1 Vector Fields on R2 and R3 75 4.2 Line Integrals of Vector Fields 83 4.3 Conservative Vector Fields 88 4.4 Green’s Theorem 98 4.5 Parametric Surfaces 105 4.6 Stokes’ Theorem 120 4.7 Divergence Theorem 127 5 Topics in Physics and Engineering .......................... 133 5.1 Coulomb’s Law 133 5.2 Introduction to Maxwell’s Equations 137 5.3 Heat Diffusion 141 5.4 Dirac Delta Functions 144 1 — Three-Dimensional Space 1.1 Rectangular Coordinates in R3 Throughout the course, we will use an ordered triple (x, y, z) to represent a point in the three dimensional space. -
New Dirac Delta Function Based Methods with Applications To
New Dirac Delta function based methods with applications to perturbative expansions in quantum field theory Achim Kempf1, David M. Jackson2, Alejandro H. Morales3 1Departments of Applied Mathematics and Physics 2Department of Combinatorics and Optimization University of Waterloo, Ontario N2L 3G1, Canada, 3Laboratoire de Combinatoire et d’Informatique Math´ematique (LaCIM) Universit´edu Qu´ebec `aMontr´eal, Canada Abstract. We derive new all-purpose methods that involve the Dirac Delta distribution. Some of the new methods use derivatives in the argument of the Dirac Delta. We highlight potential avenues for applications to quantum field theory and we also exhibit a connection to the problem of blurring/deblurring in signal processing. We find that blurring, which can be thought of as a result of multi-path evolution, is, in Euclidean quantum field theory without spontaneous symmetry breaking, the strong coupling dual of the usual small coupling expansion in terms of the sum over Feynman graphs. arXiv:1404.0747v3 [math-ph] 23 Sep 2014 2 1. A method for generating new representations of the Dirac Delta The Dirac Delta distribution, see e.g., [1, 2, 3], serves as a useful tool from physics to engineering. Our aim here is to develop new all-purpose methods involving the Dirac Delta distribution and to show possible avenues for applications, in particular, to quantum field theory. We begin by fixing the conventions for the Fourier transform: 1 1 g(y) := g(x) eixy dx, g(x)= g(y) e−ixy dy (1) √2π √2π Z Z To simplify the notation we denote integration over the real line by the absence of e e integration delimiters. -
Calculus Terminology
AP Calculus BC Calculus Terminology Absolute Convergence Asymptote Continued Sum Absolute Maximum Average Rate of Change Continuous Function Absolute Minimum Average Value of a Function Continuously Differentiable Function Absolutely Convergent Axis of Rotation Converge Acceleration Boundary Value Problem Converge Absolutely Alternating Series Bounded Function Converge Conditionally Alternating Series Remainder Bounded Sequence Convergence Tests Alternating Series Test Bounds of Integration Convergent Sequence Analytic Methods Calculus Convergent Series Annulus Cartesian Form Critical Number Antiderivative of a Function Cavalieri’s Principle Critical Point Approximation by Differentials Center of Mass Formula Critical Value Arc Length of a Curve Centroid Curly d Area below a Curve Chain Rule Curve Area between Curves Comparison Test Curve Sketching Area of an Ellipse Concave Cusp Area of a Parabolic Segment Concave Down Cylindrical Shell Method Area under a Curve Concave Up Decreasing Function Area Using Parametric Equations Conditional Convergence Definite Integral Area Using Polar Coordinates Constant Term Definite Integral Rules Degenerate Divergent Series Function Operations Del Operator e Fundamental Theorem of Calculus Deleted Neighborhood Ellipsoid GLB Derivative End Behavior Global Maximum Derivative of a Power Series Essential Discontinuity Global Minimum Derivative Rules Explicit Differentiation Golden Spiral Difference Quotient Explicit Function Graphic Methods Differentiable Exponential Decay Greatest Lower Bound Differential -
Second Order Linear Differential Equations Y
Second Order Linear Differential Equations Second order linear equations with constant coefficients; Fundamental solutions; Wronskian; Existence and Uniqueness of solutions; the characteristic equation; solutions of homogeneous linear equations; reduction of order; Euler equations In this chapter we will study ordinary differential equations of the standard form below, known as the second order linear equations : y″ + p(t) y′ + q(t) y = g(t). Homogeneous Equations : If g(t) = 0, then the equation above becomes y″ + p(t) y′ + q(t) y = 0. It is called a homogeneous equation. Otherwise, the equation is nonhomogeneous (or inhomogeneous ). Trivial Solution : For the homogeneous equation above, note that the function y(t) = 0 always satisfies the given equation, regardless what p(t) and q(t) are. This constant zero solution is called the trivial solution of such an equation. © 2008, 2016 Zachary S Tseng B-1 - 1 Second Order Linear Homogeneous Differential Equations with Constant Coefficients For the most part, we will only learn how to solve second order linear equation with constant coefficients (that is, when p(t) and q(t) are constants). Since a homogeneous equation is easier to solve compares to its nonhomogeneous counterpart, we start with second order linear homogeneous equations that contain constant coefficients only: a y″ + b y′ + c y = 0. Where a, b, and c are constants, a ≠ 0. A very simple instance of such type of equations is y″ − y = 0 . The equation’s solution is any function satisfying the equality t y″ = y. Obviously y1 = e is a solution, and so is any constant multiple t −t of it, C1 e . -
Part IA — Vector Calculus
Part IA | Vector Calculus Based on lectures by B. Allanach Notes taken by Dexter Chua Lent 2015 These notes are not endorsed by the lecturers, and I have modified them (often significantly) after lectures. They are nowhere near accurate representations of what was actually lectured, and in particular, all errors are almost surely mine. 3 Curves in R 3 Parameterised curves and arc length, tangents and normals to curves in R , the radius of curvature. [1] 2 3 Integration in R and R Line integrals. Surface and volume integrals: definitions, examples using Cartesian, cylindrical and spherical coordinates; change of variables. [4] Vector operators Directional derivatives. The gradient of a real-valued function: definition; interpretation as normal to level surfaces; examples including the use of cylindrical, spherical *and general orthogonal curvilinear* coordinates. Divergence, curl and r2 in Cartesian coordinates, examples; formulae for these oper- ators (statement only) in cylindrical, spherical *and general orthogonal curvilinear* coordinates. Solenoidal fields, irrotational fields and conservative fields; scalar potentials. Vector derivative identities. [5] Integration theorems Divergence theorem, Green's theorem, Stokes's theorem, Green's second theorem: statements; informal proofs; examples; application to fluid dynamics, and to electro- magnetism including statement of Maxwell's equations. [5] Laplace's equation 2 3 Laplace's equation in R and R : uniqueness theorem and maximum principle. Solution of Poisson's equation by Gauss's method (for spherical and cylindrical symmetry) and as an integral. [4] 3 Cartesian tensors in R Tensor transformation laws, addition, multiplication, contraction, with emphasis on tensors of second rank. Isotropic second and third rank tensors. -
Chap. 8. Vector Differential Calculus. Grad. Div. Curl
Chap. 8. Vector Differential Calculus. Grad. Div. Curl 8.1. Vector Algebra in 2-Space and 3-Space - Scalar: a quantity only with its magnitude; temperature, speed, mass, volume, … - Vector: a quantity with its magnitude and its direction; velocity, acceleration, force, … (arrow & directed line segment) Initial and termination point Norm of a: length of a vector a. IaI =1: unit vector Equality of a Vectors: a=b: same length and direction. Components of a Vector: P(x1,y1,z1) Q(x2,y2,z2) in Cartesian coordinates. = = []− − − = a PQ x 2 x1, y2 y1,z2 z1 [a1,a 2 ,a3 ] = 2 + 2 + 2 Length in Terms of Components: a a1 a 2 a3 Position Vector: from origin (0,0,0) point A (x,y,z): r=[x,y,z] Vector Addition, Scalar Multiplication b (1) Addition: a + b = []a + b ,a + b ,a + b 1 1 2 2 3 3 a a+b a+ b= b+ a (u+ v) + w= u+ (v+ w) a+ 0= 0+ a= a a+ (-a) = 0 = [] (2) Multiplication: c a c a 1 , c a 2 ,ca3 c(a + b) = ca + cb (c + k) a = ca + ka c(ka) = cka 1a = a 0a = 0 (-1)a = -a = []= + + Unit Vectors: i, j, k a a1,a 2 ,a 3 a1i a 2 j a3 k i = [1,0,0], j=[0,1,0], k=[0,0,1] 8.2. Inner Product (Dot Product) Definition: a ⋅ b = a b cosγ if a ≠ 0, b ≠ 0 a ⋅ b = 0 if a = 0 or b = 0; cosγ = 0 3 ⋅ = + + = a b a1b1 a 2b2 a3b3 aibi i=1 a ⋅ b = 0 (a is orthogonal to b; a, b=orthogonal vectors) Theorem 1: The inner product of two nonzero vectors is zero iff these vectors are perpendicular. -
5 Mar 2009 a Survey on the Inverse Integrating Factor
A survey on the inverse integrating factor.∗ Isaac A. Garc´ıa (1) & Maite Grau (1) Abstract The relation between limit cycles of planar differential systems and the inverse integrating factor was first shown in an article of Giacomini, Llibre and Viano appeared in 1996. From that moment on, many research articles are devoted to the study of the properties of the inverse integrating factor and its relation with limit cycles and their bifurcations. This paper is a summary of all the results about this topic. We include a list of references together with the corresponding related results aiming at being as much exhaustive as possible. The paper is, nonetheless, self-contained in such a way that all the main results on the inverse integrating factor are stated and a complete overview of the subject is given. Each section contains a different issue to which the inverse integrating factor plays a role: the integrability problem, relation with Lie symmetries, the center problem, vanishing set of an inverse integrating factor, bifurcation of limit cycles from either a period annulus or from a monodromic ω-limit set and some generalizations. 2000 AMS Subject Classification: 34C07, 37G15, 34-02. Key words and phrases: inverse integrating factor, bifurcation, Poincar´emap, limit cycle, Lie symmetry, integrability, monodromic graphic. arXiv:0903.0941v1 [math.DS] 5 Mar 2009 1 The Euler integrating factor The method of integrating factors is, in principle, a means for solving ordinary differential equations of first order and it is theoretically important. The use of integrating factors goes back to Leonhard Euler. Let us consider a first order differential equation and write the equation in the Pfaffian form ω = P (x, y) dy Q(x, y) dx =0 . -
General Vector Calculus*
GENERALVECTOR CALCULUS* BY JAMES BYRNIE SHAW Introduction This paper presents results from various papers read before the Society during a period of several years. These are indicated in the footnotes. The calculus is independent of the number of dimensions of the space in which the vectors are supposed to be placed. Indeed the vectors are for the most part supposed to be imbedded in a space of an infinity of dimensions, this infinity being denumerable sometimes but more often non-denumerable. In the sense in which the term is used every vector is an infinite vector as regards its dimen- sionality. The reader may always make the development concrete by thinking of a vector as a function of one or more variables, usually one, and involving a parameter whose values determine the " dimensionality " of the space. The values the parameter can assume constitute its "spectrum." It must be emphasized however that no one concrete representation is all that is meant, for the vector is in reality an abstract entity given by its definition, that is to say, postulationally. The case is analogous to that of " group " in which the "operators" are generally not operators at all, since they have nothing to operate upon, but are abstract entities, defined by postulates. Always to interpret vectors as directed line-segments or as expansions of functions is to limit the generality of the subject to no purpose, and actually to interfere with some of the processes. It is sufficient to notice that in any case the theorems may be tested out in any concrete representation. -
Calculus III Refresher for Vector Calculus
Calculus III Refresher for Vector Calculus Jiˇr´ıLebl August 21, 2019 This class, Vector Calculus, is really the vector calculus that you haven't really gotten to in Calculus III. We will be using the book: H. M. Schey, Div, Grad, Curl, and All That: An Informal Text on Vector Calculus (Fourth Edition) Let us start with a very quick review of the concepts from Calculus III that we will need and that are not covered in Schey|a crash course if you will. We won't cover nearly everything that you may have seen in Calculus III in this quick overview, just the very basics. We will also go over a couple of things that you may not have seen in Calculus III, but that we will need for this class. You should look back at your Calculus III textbook. If you no longer have that or need another source, there is a wonderful free textbook: Gregory Hartman, APEX Calculus, http://www.apexcalculus.com. You can download a PDF online, or buy a very cheap printed copy. Especially Volume 3, that is, chapters 9{14. 1 Vectors In basic calculus, one deals with R, the real numbers, a one-dimensional space, or the line. In 2 vector calculus, we consider the two dimensional cartesian space R , the plane; three dimensional 3 n 2 3 n space R ; and in general the n-dimensional cartesian space R .A point in R ; R , or R is simply a tuple, a 3-tuple, or an n-tuple (respectively) of real numbers. For example, the following are points 2 in R (1; −2); (0; 1); (−1; 10); etc.