Differentiation of Vectors
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A Brief but Important Note on the Product Rule
A brief but important note on the product rule Peter Merrotsy The University of Western Australia [email protected] The product rule in the Australian Curriculum he product rule refers to the derivative of the product of two functions Texpressed in terms of the functions and their derivatives. This result first naturally appears in the subject Mathematical Methods in the senior secondary Australian Curriculum (Australian Curriculum, Assessment and Reporting Authority [ACARA], n.d.b). In the curriculum content, it is mentioned by name only (Unit 3, Topic 1, ACMMM104). Elsewhere (Glossary, p. 6), detail is given in the form: If h(x) = f(x) g(x), then h'(x) = f(x) g'(x) + f '(x) g(x) (1) or, in Leibniz notation, d dv du ()u v = u + v (2) dx dx dx presupposing, of course, that both u and v are functions of x. In the Australian Capital Territory (ACT Board of Senior Secondary Studies, 2014, pp. 28, 43), Tasmania (Tasmanian Qualifications Authority, 2014, p. 21) and Western Australia (School Curriculum and Standards Authority, 2014, WACE, Mathematical Methods Year 12, pp. 9, 22), these statements of the Australian Senior Mathematics Journal vol. 30 no. 2 product rule have been adopted without further commentary. Elsewhere, there are varying attempts at elaboration. The SACE Board of South Australia (2015, p. 29) refers simply to “differentiating functions of the form , using the product rule.” In Queensland (Queensland Studies Authority, 2008, p. 14), a slight shift in notation is suggested by referring to rules for differentiation, including: d []f (t)g(t) (product rule) (3) dt At first, the Victorian Curriculum and Assessment Authority (2015, p. -
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. -
A Quotient Rule Integration by Parts Formula Jennifer Switkes ([email protected]), California State Polytechnic Univer- Sity, Pomona, CA 91768
A Quotient Rule Integration by Parts Formula Jennifer Switkes ([email protected]), California State Polytechnic Univer- sity, Pomona, CA 91768 In a recent calculus course, I introduced the technique of Integration by Parts as an integration rule corresponding to the Product Rule for differentiation. I showed my students the standard derivation of the Integration by Parts formula as presented in [1]: By the Product Rule, if f (x) and g(x) are differentiable functions, then d f (x)g(x) = f (x)g(x) + g(x) f (x). dx Integrating on both sides of this equation, f (x)g(x) + g(x) f (x) dx = f (x)g(x), which may be rearranged to obtain f (x)g(x) dx = f (x)g(x) − g(x) f (x) dx. Letting U = f (x) and V = g(x) and observing that dU = f (x) dx and dV = g(x) dx, we obtain the familiar Integration by Parts formula UdV= UV − VdU. (1) My student Victor asked if we could do a similar thing with the Quotient Rule. While the other students thought this was a crazy idea, I was intrigued. Below, I derive a Quotient Rule Integration by Parts formula, apply the resulting integration formula to an example, and discuss reasons why this formula does not appear in calculus texts. By the Quotient Rule, if f (x) and g(x) are differentiable functions, then ( ) ( ) ( ) − ( ) ( ) d f x = g x f x f x g x . dx g(x) [g(x)]2 Integrating both sides of this equation, we get f (x) g(x) f (x) − f (x)g(x) = dx. -
Vector Fields
Vector Calculus Independent Study Unit 5: Vector Fields A vector field is a function which associates a vector to every point in space. Vector fields are everywhere in nature, from the wind (which has a velocity vector at every point) to gravity (which, in the simplest interpretation, would exert a vector force at on a mass at every point) to the gradient of any scalar field (for example, the gradient of the temperature field assigns to each point a vector which says which direction to travel if you want to get hotter fastest). In this section, you will learn the following techniques and topics: • How to graph a vector field by picking lots of points, evaluating the field at those points, and then drawing the resulting vector with its tail at the point. • A flow line for a velocity vector field is a path ~σ(t) that satisfies ~σ0(t)=F~(~σ(t)) For example, a tiny speck of dust in the wind follows a flow line. If you have an acceleration vector field, a flow line path satisfies ~σ00(t)=F~(~σ(t)) [For example, a tiny comet being acted on by gravity.] • Any vector field F~ which is equal to ∇f for some f is called a con- servative vector field, and f its potential. The terminology comes from physics; by the fundamental theorem of calculus for work in- tegrals, the work done by moving from one point to another in a conservative vector field doesn’t depend on the path and is simply the difference in potential at the two points. -
Introduction to a Line Integral of a Vector Field Math Insight
Introduction to a Line Integral of a Vector Field Math Insight A line integral (sometimes called a path integral) is the integral of some function along a curve. One can integrate a scalar-valued function1 along a curve, obtaining for example, the mass of a wire from its density. One can also integrate a certain type of vector-valued functions along a curve. These vector-valued functions are the ones where the input and output dimensions are the same, and we usually represent them as vector fields2. One interpretation of the line integral of a vector field is the amount of work that a force field does on a particle as it moves along a curve. To illustrate this concept, we return to the slinky example3 we used to introduce arc length. Here, our slinky will be the helix parameterized4 by the function c(t)=(cost,sint,t/(3π)), for 0≤t≤6π, Imagine that you put a small-magnetized bead on your slinky (the bead has a small hole in it, so it can slide along the slinky). Next, imagine that you put a large magnet to the left of the slink, as shown by the large green square in the below applet. The magnet will induce a magnetic field F(x,y,z), shown by the green arrows. Particle on helix with magnet. The red helix is parametrized by c(t)=(cost,sint,t/(3π)), for 0≤t≤6π. For a given value of t (changed by the blue point on the slider), the magenta point represents a magnetic bead at point c(t). -
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 -
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 ∇ . -
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. -
6.10 the Generalized Stokes's Theorem
6.10 The generalized Stokes’s theorem 645 6.9.2 In the text we proved Proposition 6.9.7 in the special case where the mapping f is linear. Prove the general statement, where f is only assumed to be of class C1. n m 1 6.9.3 Let U R be open, f : U R of class C , and ξ a vector field on m ⊂ → R . a. Show that (f ∗Wξ)(x)=W . Exercise 6.9.3: The matrix [Df(x)]!ξ(x) adj(A) of part c is the adjoint ma- b. Let m = n. Show that if [Df(x)] is invertible, then trix of A. The equation in part b (f ∗Φ )(x) = det[Df(x)]Φ 1 . is unsatisfactory: it does not say ξ [Df(x)]− ξ(x) how to represent (f ∗Φ )(x) as the ξ c. Let m = n, let A be a square matrix, and let A be the matrix obtained flux of a vector field when the n n [j,i] × from A by erasing the jth row and the ith column. Let adj(A) be the matrix matrix [Df(x)] is not invertible. i+j whose (i, j)th entry is (adj(A))i,j =( 1) det A . Show that Part c deals with this situation. − [j,i] A(adj(A)) = (det A)I and f ∗Φξ(x)=Φadj([Df(x)])ξ(x) 6.10 The generalized Stokes’s theorem We worked hard to define the exterior derivative and to define orientation of manifolds and of boundaries. Now we are going to reap some rewards for our labor: a higher-dimensional analogue of the fundamental theorem of calculus, Stokes’s theorem. -
Stokes' Theorem
V13.3 Stokes’ Theorem 3. Proof of Stokes’ Theorem. We will prove Stokes’ theorem for a vector field of the form P (x, y, z) k . That is, we will show, with the usual notations, (3) P (x, y, z) dz = curl (P k ) · n dS . � C � �S We assume S is given as the graph of z = f(x, y) over a region R of the xy-plane; we let C be the boundary of S, and C ′ the boundary of R. We take n on S to be pointing generally upwards, so that |n · k | = n · k . To prove (3), we turn the left side into a line integral around C ′, and the right side into a double integral over R, both in the xy-plane. Then we show that these two integrals are equal by Green’s theorem. To calculate the line integrals around C and C ′, we parametrize these curves. Let ′ C : x = x(t), y = y(t), t0 ≤ t ≤ t1 be a parametrization of the curve C ′ in the xy-plane; then C : x = x(t), y = y(t), z = f(x(t), y(t)), t0 ≤ t ≤ t1 gives a corresponding parametrization of the space curve C lying over it, since C lies on the surface z = f(x, y). Attacking the line integral first, we claim that (4) P (x, y, z) dz = P (x, y, f(x, y))(fxdx + fydy) . � C � C′ This looks reasonable purely formally, since we get the right side by substituting into the left side the expressions for z and dz in terms of x and y: z = f(x, y), dz = fxdx + fydy. -
T. King: MA3160 Page 1 Lecture: Section 18.3 Gradient Field And
Lecture: Section 18.3 Gradient Field and Path Independent Fields For this section we will follow the treatment by Professor Paul Dawkins (see http://tutorial.math.lamar.edu) more closely than our text. A link to this tutorial is on the course webpage. Recall from Calc I, the Fundamental Theorem of Calculus. There is, in fact, a Fundamental Theorem for line Integrals over certain kinds of vector fields. Note that in the case above, the integrand contains F’(x), which is a derivative. The multivariable analogy is the gradient. We state below the Fundamental Theorem for line integrals without proof. · Where P and Q are the endpoints of the path c. A logical question to ask at this point is what does this have to do with the material we studied in sections 18.1 and 18.2? • First, remember that is a vector field, i.e., the direction/magnitude of the maximum change of f. • So, if we had a vector field which we know was a gradient field of some function f, we would have an easy way of finding the line integral, i.e., simply evaluate the function f at the endpoints of the path c. → The problem is that not all vector fields are gradient fields. ← So we will need two skills in order to effectively use the Fundamental Theorem for line integrals fully. T. King: MA3160 Page 1 Lecture 18.3 1. Know how to determine whether a vector field is a gradient field. If it is, it is called a conservative vector field. For such a field, there is a function f such that .