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Chapter 1 Vector Analysis Problem Set #1: 1.2, 1.3, 1.9, 1.10, 1.11, 1.15, 1.18, 1.20 (Due Thursday Jan. 25th) Problem Set #2: 1.14, 1.17, 1.28, 1.29, 1.30,1.33, 1.39, 1.43, 1.46 (Due Tuesday Feb. 13th) 1.1 Vector Algebra 1.1.1 Vectors Vector quantities (or three-vectors) are denoted by boldface letters A, B, ... in contrast to scalar quantities denoted by ordinary letters A, B, .... For example, in Cartesian coordinates a vector A =(A x ,A y ,A z ) (1.1) has a length (or magnitude) A |A| = A 2 x + A 2 y + A 2 z (1.2) which is a scalar. Scalars are real numbers or elements in space R and vectors are elements in space R 3 . For vectors A, B, ... R 3 and angle θ between A and B one can define: 1. Addition: A + B (A x + B x ,A y + B y ,A z + B z ) (1.3) which is commutative A + B = B + A (1.4) 4

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Page 1: Chapter 1 Vector Analysis - University of Minnesota Duluthvvanchur/2018PHYS4011/Chapter1.pdfVECTOR ANALYSIS 5 associative (A+B)+C = A+(B+C) (1.5) and defines inverse (or minus)vector

Chapter 1

Vector Analysis

Problem Set #1: 1.2, 1.3, 1.9, 1.10, 1.11, 1.15, 1.18, 1.20 (Due ThursdayJan. 25th)

Problem Set #2: 1.14, 1.17, 1.28, 1.29, 1.30,1.33, 1.39, 1.43, 1.46 (DueTuesday Feb. 13th)

1.1 Vector Algebra

1.1.1 Vectors

Vector quantities (or three-vectors) are denoted by boldface letters A,B, ...in contrast to scalar quantities denoted by ordinary letters A,B, .... Forexample, in Cartesian coordinates a vector

A = (Ax, Ay, Az) (1.1)

has a length (or magnitude)

A ≡ |A| =√

A2x + A2

y + A2z (1.2)

which is a scalar. Scalars are real numbers or elements in space R and vectorsare elements in space R3. For vectors A,B, ... ∈ R3 and angle θ between A

and B one can define:

1. Addition:A+B ≡ (Ax +Bx, Ay +By, Az +Bz) (1.3)

which is commutativeA+B = B+A (1.4)

4

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CHAPTER 1. VECTOR ANALYSIS 5

associative(A+B) +C = A+ (B+C) (1.5)

and defines inverse (or minus) vector

A+ (−A) ≡ 0 (1.6)

where the zero vector is0 ≡ (0, 0, 0). (1.7)

Geometrically the addition is understood by parallel transporting vec-tor B so that it starts where the vector A ends. Then the vector A+B

points from the beginning of vector A to the end of vector B.

2. Multiplication by scalar:

aA ≡ (aAx, aAy, aAz) (1.8)

which is distributive

a (A+B) = aA+ aB (1.9)

where a ∈ R is the scalar.Geometrically the resulting vector aA is a vector pointing in the samedirection (or in the opposite direction if a < 0) as vector A but whosemagnitude is a times larger (or smaller if |a| < 1).

3. Dot product (or scalar product):

A ·B ≡ AB cos θ (1.10)

which is commutativeA ·B =B ·A (1.11)

and distributive

A · (B+C) = A ·B+A ·C. (1.12)

Geometrically the dot product measures the length of the vector A

when projected to the direction of B times B or equivalently the lengthof the vector B when projected to the direction of A times A.

4. Cross product (or vector product):

A×B ≡ AB sin θn (1.13)

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CHAPTER 1. VECTOR ANALYSIS 6

where the vector n has unit length (unit vector)

|n| = 1 (1.14)

which is non-commutative (or anti-commutative)

A×B =−B×A (1.15)

and distributive

A× (B+C) = A×B+A×C. (1.16)

Geometrically the magnitude of vector A×B is the area of parallelo-gram generated byA and B and points in the direction n perpendicularboth A and B using the right-hand-rule (just a convention). Notethat the cross product exist only in three and seven dimensional spaces.

1.1.2 Components

It is convenient to write vectors in the components form

A = (Ax, Ay, Az) = Axx + Ayy + Azz (1.17)

where x, y and z are unit vectors in the direction of positive x, y and z axes.Then,

1. Addition:

A+B = (Axx+ Ayy + Azz)+(Bxx+Byy +Bzz) = (Ax +Bx) x+(Ay +By) y+(Az +Bz) z(1.18)

2. Multiplication by scalar:

aA = a (Axx + Ayy + Azz) = (aAx) x+ (aAy) y + (aAz) z (1.19)

3. Dot product:

A ·B = (Axx + Ayy + Azz) · (Bxx+Byy +Bzz) =

= Axx · (Bxx +Byy +Bzz) + Ayy · (Bxx+Byy +Bzz) + Azz · (Bxx+Byy +Bzz

= (Axx ·Bxx) + (Ayy · Byy) + (Azz · Bzz) = AxBx + AyBy + AzBz (1.20)

sincex · x = y · y = z · z = 1 (1.21)

andx · y = y · z = z · x = 0. (1.22)

Note thatA =

A2x + A2

y + A2z =

√A ·A. (1.23)

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CHAPTER 1. VECTOR ANALYSIS 7

4. Cross product:

A×B = (Axx+ Ayy + Azz)× (Bxx +Byy +Bzz) =

= Axx× (Bxx+Byy +Bzz) + Ayy × (Bxx +Byy +Bzz) + Azz× (Bxx +Byy +

= (AyBz −AzBy) x + (AzBx −AxBz) y + (AxBy − AyBx) z

= det

x y z

Ax Ay Az

Bx By Bz

sincex× x = y × y = z× z = 0 (1.25)

and (for the right-handed coordinate system)

x× y = z y × z = x z× x = y (1.26)

y × x = −z z× y = −x x× z = −y. (1.27)

It follows that the so-called scalar triple product

C · (A×B) = (AyBz −AzBy)Cx + (AzBx − AxBz)Cy + (AxBy − AyBx)Cz =

= det

Cx Cy Cz

Ax Ay Az

Bx By Bz

⎠ (1.28)

is nothing but the volume of a parallelepiped generated by A, B and C and

A · (B×C) = B · (C×A) = C · (A×B) . (1.29)

There is also a vector triple product

A× (B×C) = B (A ·C)−C (A ·B) , (1.30)

but you are not required to memorize these formulas since they can alwaysbe re-derived from the components representation of vectors.

1.1.3 Notations

Let us now introduce some notations:

1. Position vector is a vector

r = xx+ yy + zz (1.31)

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CHAPTER 1. VECTOR ANALYSIS 8

describes position of a point (x, y, z) relative to the origin (whose co-ordinates are (0, 0, 0)). Its magnitude is

r = |r| =√

x2 + y2 + z2 (1.32)

and unit vector in the direction of r is

r =r

r=

xx + yy + zz√

x2 + y2 + z2. (1.33)

2. Separation vector is a vector

s ≡ r− r′ = (x− x′) x + (y − y′) y + (z − z′) z (1.34)

describes position of a point (x, y, z) relative to the origin (whose co-ordinates are (x′, y′, z′)). Its magnitude is

s = |r− r′| =√

(x− x′)2 + (y − y′)2 + (z − z′)2 (1.35)

and unit vector in the direction of s is

s =s

s=

(x− x′) x+ (y − y′) y + (z − z′) z√

(x− x′)2 + (y − y′)2 + (z − z′)2. (1.36)

3. Displacement vector is an infinitesimal vector

dr ≡ dxx+ dyy + dzz (1.37)

describes displacement from point (x, y, z) to point (x+ dx, y+ dy, z+dz). What is the magnitude of dr? Is there a unit vector in the directionof dr?

1.2 Differential Calculus

1.2.1 Gradient

Consider a function of a single variable f(x) then one can expand it aroundsome point x0 as

f(x) = f(x0)+

(

df(x)

dx

)

x=x0

(x−x0)+1

2

(

d2f(x)

dx2

)

x=x0

(x−x0)2+.... (1.38)

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CHAPTER 1. VECTOR ANALYSIS 9

If we only keep the linear term than

f(x)− f(x0) ≈(

df(x)

dx

)

x=x0

(x− x0) (1.39)

which in differential form is simply

df =

(

df

dx

)

dx. (1.40)

Similarly the function of three variables f(x, y, z) to the linear order inexpansion is

f(x, y, z)−f(x0, y0, z0) ≈(

∂f(x, y, z)

∂x

)

x=x0

(x−x0)+

(

∂f(x, y, z)

∂y

)

y=y0

(y−y0)+

(

∂f(x, y, z)

∂z

)

x=x

(1.41)or in differential form

df =

(

∂f

∂x

)

dx+

(

∂f

∂y

)

dy +

(

∂f

∂z

)

dz. (1.42)

This can also be rewritten as a dot product of two vectors

df =

((

∂f

∂x

)

x +

(

∂f

∂y

)

y +

(

∂f

∂z

)

z

)

· (dxx + dyy+ dzz)

=

(

∂f

∂x,∂f

∂y,∂f

∂z

)

· (dx, dy, dz)

=

((

∂...

∂x,∂...

∂y,∂...

∂z

)

f

)

· (dx, dy, dz). (1.43)

where in the last line a vector-like operator acts on the function f to producea vector. The vector is called a gradient of f defined as

∇f =

(

∂f

∂x,∂f

∂y,∂f

∂z

)

=

(

∂f

∂x

)

x+

(

∂f

∂y

)

y +

(

∂f

∂z

)

z. (1.44)

Geometrically gradient ∇f is a vector pointing in the direction of (a local)maximum increase of function f and its magnitude gives the rate of the in-crease. For instance at a local maxima, minima or saddle point, the gradientof a function is a zero vector.

It is also useful to define a vector-like operator known as del (or nabla)operator

∇ ≡(

∂...

∂x,∂...

∂y,∂...

∂z

)

. (1.45)

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CHAPTER 1. VECTOR ANALYSIS 10

Then the gradients can be produced by acting with nabla on functions

∇f =

(

∂...

∂x,∂...

∂y,∂...

∂z

)

f =

(

∂f

∂x,∂f

∂y,∂f

∂z

)

(1.46)

where ∇ is treated as vector quantity and f is treated as scalar quantity.

1.2.2 Divergence and Curl

One can also imagine a vector function which has three values Ax(x′, y′, z′),Ay(x′, y′, z′) and Az(x′, y′, z′) in each point in space or equivalently thereis a three-component vector v(x′, y′, z′) attached to each point (x′, y′, z′).Mathematically speaking vectors are elements of a tangent space at a givenpoint (x′, y′, z′) ∈ T(x′,y′,z′)M on a manifold (in our case a 3 dimension Eu-clidean space M = R

3) and the vector fields are elements of a tangent bundlev ∈ TM. One can also think of the nabla operator as a vector field operatoralthough it is not usually called this way

∇ ≡

(

[

∂...

∂x

]

(x′,y′,z′)

,

[

∂...

∂y

]

(x′,y′,z′)

,

[

∂...

∂z

]

(x′,y′,z′)

)

. (1.47)

(Take your time and think what it means). We shall omit writing (x′, y′, z′),but it is assumed that the scalar and vector quantities are fields.

Given scalar fields f, g, ... vector fields v,u, ... and a vector operator∇ onecan do the usual vector manipulations at each point separately to producenew fields:

Addition:A+B = (Ax +Bx, Ay +By, Az +Bz) (1.48)

1. Multiplication by scalar:

aA = (aAx, aAy, aAz) (1.49)

or

∇a =

(

∂...

∂x,∂...

∂y,∂...

∂z

)

a =

(

∂a

∂x,∂a

∂y,∂a

∂z

)

(1.50)

which is a gradient of a scalar field a which is a vector field as we havealready mentioned.

2. Dot product (or scalar product):

A ·B = AxBx + AyBy + AzBz (1.51)

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CHAPTER 1. VECTOR ANALYSIS 11

or

∇ ·A =

(

∂...

∂x,∂...

∂y,∂...

∂z

)

· (Ax, Ay, Az) = . (1.52)

which is a scalar field called divergence of a vector A. Geometricallythe divergence measures the amount by which the lines of vector fielddiverge from each other.

3. Cross product (or vector product):

A×B = det

x y z

Ax Ay Az

Bx By Bz

⎠ (1.53)

or

∇×A = det

x y z∂...∂x

∂...∂y

∂...∂z

Ax Ay Az

⎠ . (1.54)

which is a vector field called curl of a vector A. Geometrically the curlmeasures the amount by which the lines of vector field curl around agiven point.

According to Helmholtz theorem the knowledge of divergence ∇ ·A and ofcurl ∇×A of some vector field A is sufficient to determine the vector fielditself (given that both ∇ ·A and ∇×A fall off faster than 1/r2 as r → ∞).

Using definitions of gradient 1.50, divergence 1.52 and curl 1.54 it isstraight-forward to derive different product rules

∇(ab) = a∇b+ b∇a

∇(A ·B) = (A ·∇)B+ (B ·∇)A

∇ · (aA) = a∇ ·A+A ·∇a

∇ · (A×B) = B · (∇×A)−A · (∇×B)

∇× (aA) = a (∇×A)−A× (∇a)

∇× (A×B) = (B ·∇)A− (A ·∇)B+A (∇ ·B)−B (∇ ·A)(1.55)

and quotient rules

∇(a

b

)

=b∇a− a∇b

b2

∇ ·(

A

a

)

=a (∇ ·A)−A · (∇a)

a2

∇×(

A

a

)

=a (∇×A) +A× (∇a)

a2. (1.56)

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CHAPTER 1. VECTOR ANALYSIS 12

From definitions one can also derive expressions for second derivatives themost useful of which is a Laplacian operator

∇2a ≡ ∇ · (∇a) . (1.57)

It is also extremely important to remember that the curl of gradient or adivergence of curl is always zero

∇× (∇a) = (0, 0, 0)

∇ · (∇×A) = 0. (1.58)

1.2.3 Maxwell Equations

Consider a scalar field which is a single function (in three space and one timedimensions)

ρ(t′, x′, y′, z′). (1.59)

and three-vector fields which is a collection of three function (in three spaceand one time dimensions)

B ≡ (Bx, By, Bz)

E ≡ (Ex, Ey, Ez)

J ≡ (Jx, Jy, Jz) . (1.60)

It looks a bit odd and in fact (as you might suspect) there is a more naturalobject (the so-called four-vector potential) which is an element of a tangentbundle of the four dimensional manifold describing the space-time.

Then to promote these vectors to vector fields we should imagine theyare functions of spatial x′, y′, z′ and temporal t′ coordinates

B(t′, x′, y′, z′) ≡ (Bx(t′, x′, y′, z′), By(t

′, x′, y′, z′), Bz(t′, x′, y′, z′))

E(t′, x′, y′, z′) ≡ (Ex(t′, x′, y′, z′), Ey(t

′, x′, y′, z′), Ez(t′, x′, y′, z′))

J(t′, x′, y′, z′) ≡ (Jx(t′, x′, y′, z′), Jy(t

′, x′, y′, z′), Jz(t′, x′, y′, z′)) .

In writing the fields we usually omit the ugly looking (t′, x′, y′, z′) but thedependence on space and time coordinates is always implied.

Now if we think of ρ and J as the electric charge and electric currentdensity (fields) and of electric E and magnetic B fields then there are theso-called Maxwell equations which relate these fields to each other. In SIunits the famous equations take the following form

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CHAPTER 1. VECTOR ANALYSIS 13

∇ ·E =ρ

ϵ0(Gauss’s law) (1.61)

∇×B−∂E

c2∂t= µ0J (Ampere’s law) (1.62)

∇× E+∂B

∂t= 0 (Faraday’s law) (1.63)

∇ ·B = 0 (Gauss’s law) (1.64)

where c = 1√ϵ0µ0

is the speed of light. Why light? Because light is nothing

but the waves of electric E and magnetic B field (or for short electromagneticwaves) propagating in space.

These equations can be derived from variational principle and interestedstudents will be encouraged to do so at the end of the course. It turns outthat the fundamental fields are not the electric E and magnetic B fields, butthe scalar V and vector A potential (fields). In terms of these potential fields

E = −∇V −∂A

∂t(1.65)

B = ∇×A. (1.66)

The two potentials combined form a four-vector (V,A) which is the elementof the tangent bundle of our four-dimensional space-time.

And to derive (1.61,1.62,1.63,1.64) from first principles (i.e. variationalprinciple) one should start with a particular Lagrangian written in terms ofV and A and vary it with respect to V and A. We are not going to do this,but we will assume that the Maxwell equations give a correct descriptionof electricity and magnetism for macroscopic charges, currents, distances,energies, etc.

The Maxwell equations describe how charges (stationary ρ or moving J)generate the electric E and magnetic B fields, but do not describe how thecharges move due to electric and magnetic forces. For that you need anadditional equation known as Lorentz force law:

F = q (E+ v ×B) . (1.67)

Equation (1.67) together with equations (1.61,1.62,1.63,1.64) describe every-thing there is to know in this course, but before we start let us review themathematics of integral calculus.

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CHAPTER 1. VECTOR ANALYSIS 14

1.3 Integral Calculus

1.3.1 Integrals

For a function of a single variable f(x) there is only one type of integral

∫ b

a

f(x)dx (1.68)

but for a function of three variables f(x, y, z) one can integrate over line (orpath) , over area (or surface) and over volume:

• Path integral∫

Pv(l) · dl (1.69)

where the integral is take over some path P from point l = a to pointl = b. (The subscript P is often dropped, but it is always implied thatthe integral is over some path.) For example, work required to move aparticle along some path is given by

W =

F(l) · dl (1.70)

where F is a force acting on the particle.

• Surface integral∫

Sv(l) · da (1.71)

where the integral is take over some surface S (also often omitted sub-script) and da is an infinitesimal patch of area with direction perpen-dicular to the surface (lousy, but common notation) with also a signambiguity in the definition. For closed surfaces

v(l) · da (1.72)

the convention is that the “infinitesimal area” vector points outwards.For example, consider a surface integral of

v(x, y, z) = 2xzx + (x+ 2)y + y(z2 − 3)z (1.73)

over a cubical box with side 2. Then there will be six contributions tothe integral

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CHAPTER 1. VECTOR ANALYSIS 15

1. x = 2 and da = dydzx implies v · da = 2xzdydz = 4zdydz, and

v · da = 4

∫ 2

0

dy

∫ 2

0

zdz = 16. (1.74)

2. x = 0 and da = −dydzx implies v · da = −2xzdydz = 0, and∫

v · da = 0. (1.75)

3. y = 2 and da = dxdzy implies v · da = (x+ 2)dxdz, and

v · da =

∫ 2

0

(x+ 2)dx

∫ 2

0

dz = 12. (1.76)

4. y = 0 and da = −dxdzy implies v · da = −(x+ 2)dxdz, and

v · da = −∫ 2

0

(x+ 2)dx

∫ 2

0

dz = −12. (1.77)

5. z = 2 and da = dxdyz implies v · da = y(z2 − 3)dxdy = ydxdy, and

v · da =

∫ 2

0

dx

∫ 2

0

ydy = 4. (1.78)

6. z = 0 and da = −dxdyz implies v · da = −y(z2 − 3)dxdy = 3ydxdy,and

v · da = 3

∫ 2

0

dx

∫ 2

0

ydy = 12. (1.79)

And the total flux is∮

v · da = 16 + 0 + 12− 12 + 4 + 12 = 32. (1.80)

• Volume integral∫

Vf dx3 =

Vf(x, y, z)dxdydz (1.81)

which is nothing but a triple integral which can be taken in any order∫(∫(∫

f(x, y, z)dx

)

dy

)

dz =

∫(∫(∫

f(x, y, z)dz

)

dx

)

dy = ...

(1.82)

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CHAPTER 1. VECTOR ANALYSIS 16

1.3.2 Exact differentials

The fundamental theorem describes how to integrate functions which areexact differentials. For example, if

F (x) =df(x)

dx(1.83)

then∫ x=b

x=a

F (x)dx = f(b)− f(a). (1.84)

In higher dimensions this results generalizes to integrating a function

F (x, y, z) = ∇f(x, y, z). (1.85)

over an arbitrary path

b

a

(∇f) · dl = f(b)− f(a) (1.86)

connecting points a and b. For example, if the force in equation(1.70) isconservative (e.g. gravitational force, but not friction force)

F = −∇V (1.87)

then the work only depend on the value of the potential in the initial andfinal points

W =

b

a

F(l) · dl = V (a)− V (b). (1.88)

and over closed paths the work is always zero

W =

F(l) · dl = 0. (1.89)

Note that it is always possible to rewrite a curl-less vector fields as a gradient

∇× F = 0 ⇔ F = −∇V (1.90)

and thus the path independence of work (1.88) and vanishing of work forclosed paths (1.89) would follow automatically. And if the vector field is notcurl-less we can still rewrite it as

∇× F = 0 ⇒ F = −∇V +∇×A.

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CHAPTER 1. VECTOR ANALYSIS 17

A straightforward generalization of the same idea leads to the Gauss’s (ordivergence) theorem

V(∇ · v) dx3 =

Sv · da (1.91)

and to Stokes’s (or curl) theorem

S(∇× v) · da =

Pv · dl. (1.92)

Roughly speaking the Gauss’s theorem (1.91) describes the two ways of cal-culate the number of (vector v) field lines entering a given volume minusthe number of field lines leaving the volume. On can calculate it either byintegrating divergence of the field lines over the volume (as on the left handside), or by integrating the flow of the field lines over the surface (as on theright hand side).

Similarly the Stokes’s theorem (1.92) describes the different ways howswirling of the field lines can be calculate. One can calculate it by integratingthe curl of field lines over the area (as on the left hand side), or by theintegrating the rotation of field lines as we go around boundary (as on theright hand side).

For a vector field (1.73)

v(x, y, z) = 2xzx + (x+ 2)y + y(z2 − 3)z (1.93)

we can find∇ · v = 2z + 2yz (1.94)

∇× v = det

x y z∂...∂x

∂...∂y

∂...∂z

2xz x+ 2 y(z2 − 3)

⎠ = (z2 − 3)x+ 2xy + z. (1.95)

It is now easy to check that

∫ 2

0

∫ 2

0

∫ 2

0

(2z + 2yz) dxdydz = 16 + 16 = 32 (1.96)

is the same as total flux through the boundary (1.80) as correctly predictedby Gauss’s theorem (1.91). Moreover for the face of the cube (y = 0)

∫ 2

0

∫ 2

0

(

(z2 − 3)x+ y2x+ z)

· ydxdz =

∫ 2

0

∫ 2

0

2xdxdz = 8 (1.97)

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CHAPTER 1. VECTOR ANALYSIS 18

or∫

z=0

(2xzx · x) dx+

x=2

(

y(z2 − 3)z · z)

dz +

+

z=2

(2xzx · (−x)) dx+

x=0

(

y(z2 − 3)z · (−z))

dz =

0 + 0 +

∫ 0

2

(4xx · (−x)) dx+ 0 =

∫ 2

0

4xdx = 8 (1.98)

in agreement with Stokes’s theorem (1.92).In conclusion, let us consider an exact differential of a product of two

functions,d

dx(fg) = f

dg

dx+ g

df

dx, (1.99)

then we can integrate both sides to obtain

∫ b

a

d

dx(fg)dx =

∫ b

a

(

fdg

dx

)

dx+

∫ b

a

(

gdf

dx

)

dx,

[fg]ba =

∫ b

a

(

fdg

dx

)

dx+

∫ b

a

(

gdf

dx

)

dx, (1.100)

or∫ b

a

(

fdg

dx

)

dx = −∫ b

a

(

gdf

dx

)

dx+ [fg]ba . (1.101)

Thus we can replace integration of a function f dgdx with integrating function

−g dfdx plus a boundary term which is often set to zero. Expression (1.101) is

known as integration by parts.Although trivial the integration by parts is an extremely useful tool which

can also be generalized to more complicated integrals described above withuse of either Gauss’s or Stokes’s theorems. For example,

∇ · (fA) = f∇ ·A+A ·∇f (1.102)

implies∫

Vf (∇ ·A) dx3 = −

VA · (∇f) dx3 +

SfA · da (1.103)

and∇× (fA) = f (∇×A)−A× (∇f) (1.104)

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CHAPTER 1. VECTOR ANALYSIS 19

implies∫

Sf (∇×A) · da = −

V(A× (∇f)) · da+

PfA · dl. (1.105)

1.3.3 Generalized functions

There is a special class of functions known as generalized functions (or distri-bution functions). The most useful example of such function is the (Dirac)δ-function. Strictly speaking it is not a function as it only makes sense totalk about δ-function when it is inside of an integral. In one dimension itcan be defined by the following expression

∫ ∞

−∞δ(x− a)f(x)dx ≡ f(a) (1.106)

where f(x) is an arbitrary function.Sometimes it is convenient to expressδ-function as a derivative of the Heaviside step function, i.e.

δ(x) =d

dxH(x). (1.107)

In three dimensions it is defined as a product of three delta functions

δ(3) (r) = δ(x)δ(y)δ(z) (1.108)

so that∫ ∞

−∞

∫ ∞

−∞

∫ ∞

−∞δ(x− a)δ(y − b)δ(z − c)f(x, y, z)dxdydz = f(a, b, c) (1.109)

or∫

f(r)δ(r − a)dx3 = f(a). (1.110)

One can think of δ-function as a probability distribution for a point particlelocated at a since the integral of the entire space is exactly one

∫ ∞

−∞δ(3)(r− a)dx3 = 1. (1.111)

1.4 Transformations

1.4.1 Simple transformations

Clearly the choice of the reference frame or coordinates system (i.e. origin,axes, handedness, etc ) is arbitrary, and we want the laws of physics not

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CHAPTER 1. VECTOR ANALYSIS 20

to depend on this choice. In other words if we make predictions of how agiven system should behave in one coordinate system then we should havea rule how to make predictions in another coordinate system. For that weneed a rule how to transform different quantities from one system to another.In fact all of the quantities (such as scalars, vectors, tensors, spinors, etc)are distinguished from other by the way they transform under changes ofcoordinates.

What are the possible transformations in Euclidean three dimensionalspace (denoted by 3D)? There are:

• 3 translations (or shifts) along x, y and z directions

• 3 rotations from x to y, from y to z and from z to x.

These are linearly independent transformations (i.e. there are no non-zerolinear combinations of these six transformations which leaves the system un-transformed), but one can produce other linearly dependent transformationsby forming linear combinations of these six transformations (e.g. shift by -5meters along y, rotate by π/5 from z to x and then rotate by π/7 from x toy). How many linearly independent transformations in 1D? 2D? 4D? nD?In n dimensions there are n translations and as rotation many rotations asthere are distinct pairs of axis (rotations from x to y, from x toz, etc.)

(n− 1) + (n− 2) + .... + 2 + 1 =n(n− 1)

2.

Thus there are

n+n(n− 1)

2=

n(n+ 1)

2independent transformations.

Linear combination of translations can be described by a translation vec-tor

T = (Tx, Ty, Tz) (1.112)

of the old coordinate system (x, y, z) to new coordinate system (x′, y′, z′).Note that the translation vector is also expressed in the old (unprimed)coordinates. Then scalars (e.g. A) and vectors (e.g. A = (Ax, Ay, Az))transforms into A′ and A′ = (A′

x′, A′y′ , A

′z′) such that

A′ = A (1.113)

and

A′ = A. (1.114)

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CHAPTER 1. VECTOR ANALYSIS 21

This is just a statement of the fact that vectors parallel transported in theEuclidean space do not change.

For brevity of notations (and to confuse readers) the primes are oftendropped either for the newly transformed vector (as in books on generalrelativity) or for the new coordinates (as in book on electrodynamics) sothat

A′x = Ax

A′y = Ay

A′z = Az (1.115)

The notations are confusing, but it should always be clear from the contextwhether we are in the old (unprimed) or in the new (primed) coordinatessystem.

A composition of these rotations can be used to described an arbitraryrotation matrix, i.e.

Rxx Rxy Rxz

Ryx Ryy Ryz

Rzx Rzy Rzz

⎠ ≡ (1.116)

cosφ1 sin φ1 0− sin φ1 cosφ1 0

0 0 1

1 0 00 cosφ2 sin φ2

0 − sin φ2 cosφ2

cosφ3 0 − sinφ3

0 1 0sinφ3 0 cos φ3

⎠ .

for some angles φ1, φ2 and φ3. Then scalars and vector transform as

A′ = A (1.117)

A′i =

3∑

j=1

RijAj (1.118)

where it is assumed that i = 1, 2, 3 and it stands correspondently for ei-ther x, y, z. or using the Einstein summation convention (always sum overrepeated indices)

A′i = RijAj. (1.119)

For more complicated objects such as tensors the transformation law wouldbe written as

M ′ij =

3∑

k,l=1

RikRjlMkl (1.120)

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CHAPTER 1. VECTOR ANALYSIS 22

or (with Einstein summation convention) simply

M ′ij = RikRjlMkl. (1.121)

Clearly, the simplest transformation rule is for scalar quantities - they do notchange under coordinate transformations.

1.4.2 General transformations

So far we had been using Cartesian coordinates, but nothing can stop usfrom describing the points on different manifolds using other coordinatessystem. The two most useful examples are the so-called spherical and cylin-drical coordinates both of which are generalizations of two dimensional polarcoordinates to our three dimensional space:

• Spherical coordinates

x = r sin θ cosφ

y = r sin θ sinφ

z = r cos θ (1.122)

where r ∈ (0,∞) is the radial distance,θ ∈ (0, π) is the inclinationangle and φ ∈ [0, 2π) is azimuthal angle.

• Cylindrical coordinates

x = s cosφ

y = s sinφ

z = z (1.123)

where s ∈ (0,∞) is the radial direction projected to x − y plane andφ ∈ [0, 2π) is the same azimuthal angle as in spherical coordinates.

Then any vector in Cartesian coordinates (x, y, z)

A = Axx+ Ayy + Azz (1.124)

can be expressed in terms of the new coordinates (r, θ,φ)

A = Arr+ Aθθ + Aφφ (1.125)

or (s,φ, z)A = Arr+ Aφφ+ Azz (1.126)

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CHAPTER 1. VECTOR ANALYSIS 23

and vise versa. The transformation matrix is called Jacobian an can becalculated for any transformation.

For example, using the inverse Jacobian matrix

J−1 =

∂x∂r

∂x∂θ

∂x∂φ

∂y∂r

∂y∂θ

∂y∂φ

∂z∂r

∂z∂θ

∂z∂φ

⎠=

sin θ cosφ r cos θ cosφ −r sin θ sinφsin θ sinφ r cos θ sin φ r sin θ cos φ

cos θ −r sin θ 0

(1.127)one can expressed vectors in new coordinates

A ∝

100

⎠ , B ∝

010

⎠ , C ∝

001

⎠ (1.128)

in terms of old coordinates

J−1A ∝

sin θ cosφsin θ sin φ

cos θ

⎠ = sin θ cosφx+ sin θ sin φy + cos θz.

J−1B ∝

r cos θ cosφr cos θ sin φ−r sin θ

⎠ = r cos θ cosφx+ r cos θ sinφy − r sin θz.

J−1C ∝

−r sin θ sinφr sin θ cos φ

0

⎠ = −r sin θ sinφx+ r sin θ cos φy. (1.129)

which can be normalized to define

r ≡ sin θ cosφx+ sin θ sin φy + cos θz

θ ≡ cos θ cosφx+ cos θ sinφy − sin θz.

φ ≡ − sinφx+ cos φy. (1.130)

In fact these normalization constants (1, r and r sin θ) are important as theyappears in a general infinitesimal displacement

dl = drr+ rdθθ + r sin θdφφ (1.131)

often written in terms of the so-called metric tensor

dl2 = dr2 + rdθ2 + dφ2 =

1 0 00 r2 00 0 r2 sin2 θ

⎠ (1.132)

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CHAPTER 1. VECTOR ANALYSIS 24

Similarly for cylindrical coordinates

x = s cosφ

y = s sinφ

z = z (1.133)

the inverse Jacobian matrix is

J−1 =

∂x∂s

∂x∂φ

∂x∂z

∂y∂s

∂y∂φ

∂y∂z

∂z∂s

∂z∂φ

∂z∂z

⎠=

cosφ −s sinφ 0sinφ s cosφ 00 0 1

⎠ (1.134)

and

J−1A ∝

cosφsinφ0

⎠ = cosφx+ sinφy

J−1B ∝

−s sin φs cosφ

0

⎠ = −s sin φx+ s cosφy

J−1C ∝

001

⎠ = z. (1.135)

which can be normalized to define

s ≡ cos φx+ sinφy

φ ≡ − sin φx+ cosφy

z ≡ z. (1.136)

with infinitesimal displacement

dl = dss+ sdφφ+ dzz (1.137)

and metric tensor

dl2 = ds2 + s2dφ2 + dz2 =

1 0 00 s2 00 0 1

⎠ . (1.138)

Note that to transform from cartesian coordinates to spherical or cylin-drical coordinates one should starts with

r =√

x2 + y2 + z2

θ = arccos

(

z√

x2 + y2 + z2

)

φ = arctan(y

x

)

(1.139)

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CHAPTER 1. VECTOR ANALYSIS 25

or

s =√

x2 + y2

φ = arctan(y

x

)

z = z (1.140)

and calculates the Jacobian matrix

J =

∂r∂x

∂r∂y

∂r∂z

∂θ∂x

∂θ∂y

∂θ∂z

∂φ∂x

∂φ∂y

∂φ∂z

⎠(1.141)

but the logic is exactly the same.One can also rewrite gradients, divergencies and curls in terms of new

coordinates, and the simplest of all is the gradient:

∇f =∂f

∂rr+

∂f

r∂θθ +

∂f

r sin θ∂φφ (1.142)

or

∇f =∂f

∂ss+

∂f

s∂φφ+

∂f

∂zz. (1.143)

When transforming divergence and curl we must transform both the nablaoperator and the vector which is a tedious but straightforward exercise whichleads to the formulas listed in any Electrodynamics book.