Lecture 7 Gauss' and Stokes' Theorems
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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] . -
General Relativity Fall 2018 Lecture 10: Integration, Einstein-Hilbert Action
General Relativity Fall 2018 Lecture 10: Integration, Einstein-Hilbert action Yacine Ali-Ha¨ımoud (Dated: October 3, 2018) σ σ HW comment: T µν antisym in µν does NOT imply that Tµν is antisym in µν. Volume element { Consider a LICS with primed coordinates. The 4-volume element is dV = d4x0 = 0 0 0 0 dx0 dx1 dx2 dx3 . If we change coordinates, we have 0 ! @xµ d4x0 = det d4x: (1) µ @x Now, the metric components change as 0 0 0 0 @xµ @xν @xµ @xν g = g 0 0 = η 0 0 ; (2) µν @xµ @xν µ ν @xµ @xν µ ν since the metric components are ηµ0ν0 in the LICS. Seing this as a matrix operation and taking the determinant, we find 0 !2 @xµ det(g ) = − det : (3) µν @xµ Hence, we find that the 4-volume element is q 4 p 4 p 4 dV = − det(gµν )d x ≡ −g d x ≡ jgj d x: (4) The integral of a scalar function f is well defined: given any coordinate system (even if only defined locally): Z Z f dV = f pjgj d4x: (5) We can only define the integral of a scalar function. The integral of a vector or tensor field is mean- ingless in curved spacetime. Think of the integral as a sum. To sum vectors, you need them to belong to the same vector space. There is no common vector space in curved spacetime. Only in flat spacetime can we define such integrals. First parallel-transport the vector field to a single point of spacetime (it doesn't matter which one). -
Line, Surface and Volume Integrals
Line, Surface and Volume Integrals 1 Line integrals Z Z Z Á dr; a ¢ dr; a £ dr (1) C C C (Á is a scalar ¯eld and a is a vector ¯eld) We divide the path C joining the points A and B into N small line elements ¢rp, p = 1;:::;N. If (xp; yp; zp) is any point on the line element ¢rp, then the second type of line integral in Eq. (1) is de¯ned as Z XN a ¢ dr = lim a(xp; yp; zp) ¢ rp N!1 C p=1 where it is assumed that all j¢rpj ! 0 as N ! 1. 2 Evaluating line integrals The ¯rst type of line integral in Eq. (1) can be written as Z Z Z Á dr = i Á(x; y; z) dx + j Á(x; y; z) dy C CZ C +k Á(x; y; z) dz C The three integrals on the RHS are ordinary scalar integrals. The second and third line integrals in Eq. (1) can also be reduced to a set of scalar integrals by writing the vector ¯eld a in terms of its Cartesian components as a = axi + ayj + azk. Thus, Z Z a ¢ dr = (axi + ayj + azk) ¢ (dxi + dyj + dzk) C ZC = (axdx + aydy + azdz) ZC Z Z = axdx + aydy + azdz C C C 3 Some useful properties about line integrals: 1. Reversing the path of integration changes the sign of the integral. That is, Z B Z A a ¢ dr = ¡ a ¢ dr A B 2. If the path of integration is subdivided into smaller segments, then the sum of the separate line integrals along each segment is equal to the line integral along the whole path. -
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. -
1 Curl and Divergence
Sections 15.5-15.8: Divergence, Curl, Surface Integrals, Stokes' and Divergence Theorems Reeve Garrett 1 Curl and Divergence Definition 1.1 Let F = hf; g; hi be a differentiable vector field defined on a region D of R3. Then, the divergence of F on D is @ @ @ div F := r · F = ; ; · hf; g; hi = f + g + h ; @x @y @z x y z @ @ @ where r = h @x ; @y ; @z i is the del operator. If div F = 0, we say that F is source free. Note that these definitions (divergence and source free) completely agrees with their 2D analogues in 15.4. Theorem 1.2 Suppose that F is a radial vector field, i.e. if r = hx; y; zi, then for some real number p, r hx;y;zi 3−p F = jrjp = (x2+y2+z2)p=2 , then div F = jrjp . Theorem 1.3 Let F = hf; g; hi be a differentiable vector field defined on a region D of R3. Then, the curl of F on D is curl F := r × F = hhy − gz; fz − hx; gx − fyi: If curl F = 0, then we say F is irrotational. Note that gx − fy is the 2D curl as defined in section 15.4. Therefore, if we fix a point (a; b; c), [gx − fy](a; b; c), measures the rotation of F at the point (a; b; c) in the plane z = c. Similarly, [hy − gz](a; b; c) measures the rotation of F in the plane x = a at (a; b; c), and [fz − hx](a; b; c) measures the rotation of F in the plane y = b at the point (a; b; c). -
The Matrix Calculus You Need for Deep Learning
The Matrix Calculus You Need For Deep Learning Terence Parr and Jeremy Howard July 3, 2018 (We teach in University of San Francisco's MS in Data Science program and have other nefarious projects underway. You might know Terence as the creator of the ANTLR parser generator. For more material, see Jeremy's fast.ai courses and University of San Francisco's Data Institute in- person version of the deep learning course.) HTML version (The PDF and HTML were generated from markup using bookish) Abstract This paper is an attempt to explain all the matrix calculus you need in order to understand the training of deep neural networks. We assume no math knowledge beyond what you learned in calculus 1, and provide links to help you refresh the necessary math where needed. Note that you do not need to understand this material before you start learning to train and use deep learning in practice; rather, this material is for those who are already familiar with the basics of neural networks, and wish to deepen their understanding of the underlying math. Don't worry if you get stuck at some point along the way|just go back and reread the previous section, and try writing down and working through some examples. And if you're still stuck, we're happy to answer your questions in the Theory category at forums.fast.ai. Note: There is a reference section at the end of the paper summarizing all the key matrix calculus rules and terminology discussed here. arXiv:1802.01528v3 [cs.LG] 2 Jul 2018 1 Contents 1 Introduction 3 2 Review: Scalar derivative rules4 3 Introduction to vector calculus and partial derivatives5 4 Matrix calculus 6 4.1 Generalization of the Jacobian . -
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. -
Chapter 8 Change of Variables, Parametrizations, Surface Integrals
Chapter 8 Change of Variables, Parametrizations, Surface Integrals x0. The transformation formula In evaluating any integral, if the integral depends on an auxiliary function of the variables involved, it is often a good idea to change variables and try to simplify the integral. The formula which allows one to pass from the original integral to the new one is called the transformation formula (or change of variables formula). It should be noted that certain conditions need to be met before one can achieve this, and we begin by reviewing the one variable situation. Let D be an open interval, say (a; b); in R , and let ' : D! R be a 1-1 , C1 mapping (function) such that '0 6= 0 on D: Put D¤ = '(D): By the hypothesis on '; it's either increasing or decreasing everywhere on D: In the former case D¤ = ('(a);'(b)); and in the latter case, D¤ = ('(b);'(a)): Now suppose we have to evaluate the integral Zb I = f('(u))'0(u) du; a for a nice function f: Now put x = '(u); so that dx = '0(u) du: This change of variable allows us to express the integral as Z'(b) Z I = f(x) dx = sgn('0) f(x) dx; '(a) D¤ where sgn('0) denotes the sign of '0 on D: We then get the transformation formula Z Z f('(u))j'0(u)j du = f(x) dx D D¤ This generalizes to higher dimensions as follows: Theorem Let D be a bounded open set in Rn;' : D! Rn a C1, 1-1 mapping whose Jacobian determinant det(D') is everywhere non-vanishing on D; D¤ = '(D); and f an integrable function on D¤: Then we have the transformation formula Z Z Z Z ¢ ¢ ¢ f('(u))j det D'(u)j du1::: dun = ¢ ¢ ¢ f(x) dx1::: dxn: D D¤ 1 Of course, when n = 1; det D'(u) is simply '0(u); and we recover the old formula. -
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. -
Curl, Divergence and Laplacian
Curl, Divergence and Laplacian What to know: 1. The definition of curl and it two properties, that is, theorem 1, and be able to predict qualitatively how the curl of a vector field behaves from a picture. 2. The definition of divergence and it two properties, that is, if div F~ 6= 0 then F~ can't be written as the curl of another field, and be able to tell a vector field of clearly nonzero,positive or negative divergence from the picture. 3. Know the definition of the Laplace operator 4. Know what kind of objects those operator take as input and what they give as output. The curl operator Let's look at two plots of vector fields: Figure 1: The vector field Figure 2: The vector field h−y; x; 0i: h1; 1; 0i We can observe that the second one looks like it is rotating around the z axis. We'd like to be able to predict this kind of behavior without having to look at a picture. We also promised to find a criterion that checks whether a vector field is conservative in R3. Both of those goals are accomplished using a tool called the curl operator, even though neither of those two properties is exactly obvious from the definition we'll give. Definition 1. Let F~ = hP; Q; Ri be a vector field in R3, where P , Q and R are continuously differentiable. We define the curl operator: @R @Q @P @R @Q @P curl F~ = − ~i + − ~j + − ~k: (1) @y @z @z @x @x @y Remarks: 1.