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Vector Calculus
J. W. Elliott
Department of Mathematics
University of Hull
1.1 Motivation
In the absence of any mean flow, viscous dissipation and heat transfer, the propagation of sound in a stationary medium of uniform mean density po and pressure
po is governed by the linearised Euler equations of motion
Here co is the uniform speed of sound, p = p(r, t ) is the acoustic pressure and
+
u = u ( r ,t ) is the fluid velocity at a point P with position vector r = O P at
a time t. In addition we have considered the presence of both an unsteady body
force f , which vanishes in the undisturbed state, and volume sources q.
We can eliminate the velocity u as follows
"
1 a2p
- - ( f o g - p o v . u ) = Po-v
C; at2
at
at
(:)
Po-
1.1.1
Velocitypotentiul
d
dt
- -- - ( V x u ) = V x
(2)
= --&V
x ( V p ) = 0.
(4)
Since the fluid is disturbed from an initial state of rest, we can set
w=Vxu=O,
so
u=Vc$(r,t),
(5)
where q5 is the velocity potential. The linearised equations of motion are then
where the momentum equation integrates to yield the linearised Bernoulli equation. Furthermore, it follows that
Outside the source region, where q = 0, the fluctuations u and p all propagate as
sound waves governed by the homogeneous wave equation, namely
The velocity u associated with the sound is called the acoustic particle velocity.
1.1.2 Plane waves
Here x measures distance in the direction of the unit vector i, which is (say) to the
right. In the absence of body forces the linearised equations of motion are
au
-ap +Po-
'
C;
dt
dx
= 0,
au = --ap
Po-
dt
dx'
It is easily seen that both p and u satisfy the classical wave equation
Vector Calculus
p ( x , t ) = F ( x - cot) G ( x cot),
1
U ( X , t ) = -[ F ( x - cot) poco
where F and G are arbitrary, known as d'hlembert's solution. This solution
represents the linear superposition of two arbitrary disturbances of invariant form
both moving with a speed c, one to the right and one to the left. In particular for a
wave simply travelling to the right
P = P o c o ~ = F ( x - c ~ t ) ~ and
P
Z=-=poco,
(13)
+ k 2 y + k3z
wt)
(14)
where A = ~ e ' 4is the complex amplitude. The points of constant phase, where
$ ( r l t ) k . r - wt = constant define a wave front, and such points satisfy
Thus at any given time t the wave-front is given by dq5 = k . dr = 0, so the
wavenumber vector is perpendicular to any wave-front (crest or trough). If we
move with a given crest (or trough) then we must have
where v+ is the phase-velocity. Thus the wave propagates in the direction of the
wavenumber vector at a wave-speed
u(r,t)P,
p = p(r, t ) ,
(19)
where r measures distance in the radial direction P. In the absence of body forces
the linearised equations of motion are
since here
where F and G correspond to waves radiating outward to infinity from the origin,
and inward to the origin from infinity respectively.
1.1.3.1
Causality
Usually when sound is generated in open space we insist that the sound must not
anticipate its cause, the so-called causality condition. Thus G(r cot) = 0
since it must have existed for an infinitely long time in the past. This condition is
indistinguishable from Sommerfeld's radiation condition, namely
Vector Calculus
1
-- poco
- I
p l ( r , t - ; )4
':I I
-
Poco
dl + ( c o / w r )
I
poco.
As r 4 oo,4 -+ 0 the pressure and velocity are very nearly in phase, with the
spherical wave acting like a plane wave with p' pocoul.
flength of OL,
y = flength of O M ,
= flength
of ON
Vector Calculus
Given vectors a = (a1,an, as), b = (bl ,bz , bg) and a scalar X E R , then
1.2.4
The scalar product of two vectors a = ( a l ,a:!,a s ) , b = ( b l ,bz, b3) is the scalar
a .b = albl
(35)
+
---+
where if a = O A and b = O B then 0 is the angle between O A and OB. Consequently
10
+
d
where the unit vector fi is perpendicular to both a = OA and b = OB. Here 8,
the angle between
and
is such that when looking along
the sense
of 8 increasing is clockwise. Two non-zero vectors a and b are parallel to each
+
other if a x b = 0. Also if a = OA, b = O B represent two adjacent sides of a
parallelogram, then la x bl = la1 Ibl sin B represents the area of the parallelogram.
d.
z,
a,
(39)
11
Vector CaIcuIus
+
An alternative notation to the above is to write x = O P as the position vector of
the point P: (xl,x2,x3),and correspondingly write
F'(t)
dF
du, dv
dw
== -1 + -j + -k
dt
dt
dt
dt
du dv dw
( d t ' dt ' dt .
(48)
12
1.3.2
+ +
Let r = O P = ZE
yj zG. A scalar function of position, or scalar field,
R : R3 + R assigns to every point P E R3,a unique scalar R = R ( r ) =
R ( x , y, z). A vector-valued function of position, or vector field, F : R3 -+ R3
assigns to every point P E R3,a unique vector F = F ( r ) = F ( x , y, z ) . If we
write
Similarly for R , = d R / d y , R , = d R / d z , F ,
=dF/dy
and F ,
= dF/dz.
curl F
=V x F =
k
d/ax d/dy 8/82 .
U
(56)
Vector Calculus
Y(J,V,C)
and
= z(J,7 ,C ) then
(VR)and(FxV)R=Fx(VR)butF.V#V.FandFxV#VxF.
In addition
where
1.3.6
Given scalar fields A, 0 and vector fields F, G we have the product rules
V(X0)= XVR
+ RVX,
(62)
14
1.3.7
Taylor's theorem
60
R(r
(70)
--t
= O P given
by
I/
ds
dr
where - = dt
dt
dr
SO
1
ds
dt = %T, (72)
15
Vector Calculus
where s measures the arc length along the curve C. As dsldt > 0, s = s(t) has
a unique inverse t = t(s), yielding the intrinsic equation of C,
1.4.2
Surfaces
and
z=f(x,y),
for(x,y)~D,
(74)
= z - f (x, y).
O P given by
Here Eq. (76) is a mapping r : R2 ++ R3 from D*, a region of the uv-plane, onto
S . Now r = r(u, vO),in which v = vo is fixed, but u varies, is the equation of
one of the u-coordinate curves. Similarly r = r(uo, v) is the equation of one of
the v-coordinate curves. From Eq. (72) the tangents to the coordinate curves are
= f (x, y),
we see that
+ y j + f (5, Y)&
(79)
16
+ +
6s'
1brI2 = bx2
+ by2 + 6z2,
6V = bx by bz.
(81)
x = x ( u ,0 , w ) ,
--+
Thus r = O P = xi
= y(u, u , w ) ,
= z ( u , u, w ) .
(82)
IR3, where
Assuming a one-to-one mapping then there must exist a unique inverse mapping,
such that, except at isolated points, the Jacobian J of the mapping
Given scale factors h, = Ir, 1, hv = Ir, 1 and hw = Irw 1 , the unit tangents at P
to coordinate lines are given by
e,,
1 dr
--
h, du'
1dr
e, = -h, du '
1 dr
hw dw
ew=--
17
Vector Calculus
(88)
huhw bu 6w (6, . G,)] .
A (cuboidal) volume element in uvw-space, with 6u Q,, 6v 6,, 6w 6 , representing adjacent sides, corresponds to a curvilinear volume element in xyz-space, with
volume
Finally the equations for the coordinate surfaces through P are given by
r = r(uO,v, w ) ,
r = r ( u ,v , wO).
= r ( u ,v0, w ) ,
(90)
Thus the coordinate surface, w = const, has a unit normal ii with an elementary
surface element of area bA, given by
with u , v and w chosen so that {G,, G,, 6,) is a right-handed orthonormal basis
set satisfying
6,xGw=Gwr
e , . e.
,.= e , . e , = e , ~ e , = .
A
..
e,xe,=G,,
e, x e,
= e,.
0, (93)
(94)
(95)
6V = Jbubvbw
h,h,hWSu6v6w.
and for the coordinate surface, w = const, with unit normal G,, we have
(96)
18
1S.3.l
Vector#elds
where F,, F, and Fw are the components of F along the coordinate lines. For
orthogonal curvilinear coordinates F, = F B,, F, = F . B, and Fw = F .GW so
that
In general the basis set of vectors {B,, B,, 6,) are not uniform. Indeed
Vector Calculus
1.5.4
19
+ yj + t k is given by
6,& ) we have
so ~ ~ = ( ~ R R + R ~ R ) + s ~ ~ = G R R + R G
(107)
yielding scale factors hR = 1, h$ = Rand h, = 1. Hence we have
r=RR+zk,
+ F,k then
1.5.5
so
+ yj + z k is given by
lrI2=r2.
(113)
b r = ( 6 r i . + r 6 t ) = ~ r f + r d B ~ + r s i n B b q 5 ~(114)
,
6s2 = (6r12 = 6r2 + r26d2 + r2sin2 8 6 4 ~bV~ =~r2sin 8 67- 68 64. (1 15)
20
If R = R ( r ) and F
V .F
= F ( r ) = F,f
1 a
r 2 dr
= --(r2F,)
+ ~~6+ F@$then
1 a
1 dF,
+ -(sin9 Fe) + -r sin 6 d6
r sin 6 d 4 '
1
r2 sin 6
VxF=-
1.6 Integrals
1.6.1 Line integrals
Suppose the position vector of a general point P on a curve C : A
= r ( t )= x(t)i
+ y(t)j + z ( t ) k ,
for to
B is
(120)
Then, on C, the scalar field R = R ( t ) ,and the line integral of R along C from A
to B reduces to a standard (Riemann) integral of the form
ds
C : A-B
We also write & R ( r )ds to denote a line integral around a closed curve C.
(121)
r = r ( u ,v ) = X ( U , v ) i + Y ( ~v ), j
Z(U,
v)k,
for ( u ,v ) E D.
(122)
Then on S, the scalar field R = R(u, v ) , and the surface integral of R over S
reduces to a double integral over the region D of thejut uv-plane, of the form
Vector Calculus
where D is a domain of the xy-plane. This double integral is, in turn, evaluated by
first integrating with respect to x (or y), keeping y (or x) fixed, and then integrating
with respect to y (or x). Note that for a separable integrand, over a rectangular
domain, a multiple integral reduces to a product of standard (Riemann) integrals.
Moreover if the position vector of a general point P in C is given by
r = r ( u , u, w) = X ( U , v, w)i
Example 1.1
< <
Solution
of S is
----+
r = r($,
Z) =
( a cos $, a sin 4, z ) .
(129)
22
(130)
< <
Example 1.2
<
+ +
Here 8 and
Also
4 parameterise S
re
=a
with D : 0
(135)
(136)
or 6A = he h+68 64 = a2 sin 0 68 64. Thus the surface area of the sphere is given
by
Vector Calculus
23
<
V=
//L //L,
dV =
<
r 2 sin 8 d r do dq5
Both notations indicate that here y is the dummy vector of integration, its value
ranging over all the points of the region C.
Lemma 1.1 Consider a curve C in the xy-plane enclosing a convex simplyconnected region D in a positive anticlockwise sense, then
24
Corollary 1.1
on S, then
grad R dV =
JJ,
Rfi dA,
Corollary 1.2
on C, then
Vector Calculus
Theorem 1.3
(150)
Theorem 1.4
(v2+
where C
K')
9(r) = p(r),
for all r E C
c R3,
(152)
Here 6(r) is the 3-D Dirac delta function, which has the property
f(a)
0
i f a E C,
i f a e C.
Thus G(r; y) is the solution at the point r due to a point source placed at the point
y. By the principle of superposition we have
26
Here i =
is the imaginary unit, and the sign is fixed by the causality
Sommerfeld radiation condition. This, in turn, yields
1.7.6
( 160)
(v2+ 6')
+(r) = p(r),
for all r E C,
(161)
forallr~S,
where f or g are given scalar fields on S. From Green's 2nd identity Eq. (151) we
have
Now if
G = 0,
for all r E S,
(165)
Vector Calculus
where a = ( a l ,a2, a s ) and b = (bl ,b2, b3). It is understood that this equation
holds for all values of the free suffix i. The summation convention states that
when a suffix is repeated in a single term, we sum over all values of that suffix.
Thus
To avoid ambiguity, never use any suffix more than twice in any one term. Thus
Jij
= [ I ].. =
1 for i = j,
( )
100
w e e1=
(1")
Tr(I) = bii = d I 1 + d 2 p
+ ds3 = 3.
(172)
62.3.u3. .
- 6zlul
di2~2 di3~3,
SO
d i j ~=
j Uir
(1 73)
28
# 0 only for j
= i.
Similarly
if (i,j,lc) = (1,2,3) o r ( 2 , 3 , 1 ) o r ( 3 , 1 , 2 ) ,
if (i,j , k ) = ( l , 3 ,2) Or (2,1,3) Or ( 3 , 2 ,I ) ,
if any i ,j, k equal.
Eijk
fijk
but
fijk = -Ejik,
(176)
(177)
C) = ai
(178)
The 4relation
bjndkrn.
(Igo)
(181)
(l82)
Vector Calculus
29
-+
If r = O P is the position vector of the general point P : (xl ,x2, xs), then
r = xi$
is equivalent to
r = xlel
+ x2G2+ 5363.
(184)
For a scalar field R(r) : R3 H R the ith component of the vector field V R ( r ) is
dR
d ~1 i
[VR],
=-
d
where V = B.-.
dxj
(18 5 )
Note that, in suffix notation the chain rule for a mapping r = r(u, v, w), is simply
1.8.4.1
Here div(grad R), also known as the Laplacian of a scalar field R(r), is given by
Problems
--t
Exercise 1.1 Let r = O P = (x, y, 2) be the position vector of the general point
P and G = G(r) be the scalar field
where y = (x,, y,, 2,) is some given uniform vector. Obtain V G and show that
G is a solution to
(v2
X2) G = 0,
for all R
# 0.
Show that for the case X = * i ~ ,where K > 0, then the condition of an outward
propagating wave Ge-'"Qt, is equivalent to the Sommerfeld condition
Exercise 1.2
(9
Hence confirm the above corollary for this G by direct numerical evaluation
for the case where C is the region enclosed by spheres Ir - yl = b and
Ir - yI = E where 0 < E < b. To evaluate the volume integral you may wish
to use spherical polars
Confirm that this corollary does not hold for the case where C is the region
inside a single sphere S: Ir - y 1 = ro and explain this result.
31
Vector Calculus
Exercise 1.3
identities
(i) V . ( F x G ) = G . ( V x F ) - F . ( V x G ) ,
(ii) V x (F x G) = ( V . G ) F - ( V . F ) G + ( G . V ) F - ( F . V ) G ,
(iii) V ( F . G ) = ( F . V ) G + ( G . V ) F + Gx ( V x F ) + F x
(Vx G).