Multivariate Calculus - Bruce E. Shapiro
Multivariate Calculus - Bruce E. Shapiro Multivariate Calculus - Bruce E. Shapiro
184 LECTURE 22. LINE INTEGRALS Recall from integral calculus the following statement of the fundamental theorem of calculus: If f is differentiable and f ′ (t) is integrable on some interval (a, b) then ∫ b a f ′ (t)dt = f(b) − f(a) (22.20) In the generalization to line integrals, the derivative becomes a directional derivative, but otherwise the statement of the theorem remains almost unchanged. Theorem 22.1 Fundamental Theorem of Calculus for Line Integrals Suppose that C is a piecewise smooth curve that can be parameterized as for some open set S ⊂ R 3 , and let C = {r(t), a ≤ t ≤ b} ⊂ S (22.21) A = r(a) (22.22) B = r(b) (22.23) Then if f : S ↦→ R 3 is continuously differentiable on S, ∫ ∇f(r) · dr = f(B) − f(A) (22.24) C Since the directional derivative in the direction of v(t) is D v f(r) = ∇f(r(t)) · v(t) = ∇f(r(t)) · dr(t) dt then the left-hand side of equation 22.24 can be rewritten to give ∫ ∫ b ∇f(r) · r = D v f(r(t))dt (22.25) C and the fundamental theorem of calculus for line integrals becomes ∫ b Proof. Expanding the directional derivative, a a D v f(r(t))dt = f(B) − f(A) (22.26) D v f(r(t)) = ∇f(r(t)) · v ( ∂f(r(t)) = , ∂f(r(t)) , ∂f(r(t)) ∂x ∂y ∂z = ∂f(r(t)) dx ∂x dt + ∂f(r(t)) dy ∂y dt + ∂f(r(t)) ∂z = df(r(t)) dt ) ( dx · dt , dy dt , dz dt Revised December 6, 2006. Math 250, Fall 2006 dz dt )
LECTURE 22. LINE INTEGRALS 185 where the last step follows from the chain rule. By the fundamental theorem of calculus, ∫ ∫ b ∇f(r) · r = D v f(r(t))dt (22.27) C = a ∫ b a df(r(t)) dt (22.28) dt = f(r(b)) − f(r(a)) (22.29) = f(B) − f(A) (22.30) Theorem 22.2 Path Independence Theorem. Let D be an open connected set, and suppose that F : D ↦→ R 2 3 is continous on D. Then F is a gradient field, i.e, there exists some scalar function f such that F = ∇f, if and only if ∫ C F(r) · dr is independent of path, i.e., ∫ F(r) · dr = f(B) − f(A) for all smooth paths C in D, with A = r(a) and B = r(b). C C = {r(t), a ≤ t ≤ b} ⊂ S Proof. Suppse that F = ∇f, i.e., that F is a gradient field. Then ∫ ∫ F(r) · dr = ∇f(r) · dr C C = f(B) − f(A) by the fundamental theorem of calculus for line integrals. Hence the line integral depends only its path. Now suppose that the line integral depends only on its path. To complete the proof we need to show that there exists some function f such that F = ∇f. Let A = (x a , y a , z a ) and let B = (x, y, z) denote the end points of C. Then ∫ f(x, y, z) − f(A) = f(B) − f(A) = Define the components of F as C F · dr = ∫ (x,y,z) (x a,y a,z a) F · dr F(x, y, z) = (M(x, y, z), N(x, y, z), P (x, y, z)) (22.31) Since the domain is connected we can pick a point (x 1 , y, z) (close to (x, y, z)) so that f(x, y, z) − f(A) = ∫ (x1 ,y,z) (x a,y a,z a) F · dr + ∫ (x,y,z) (x 1 ,y,z) F · dr Math 250, Fall 2006 Revised December 6, 2006.
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LECTURE 22. LINE INTEGRALS 185<br />
where the last step follows from the chain rule. By the fundamental theorem of<br />
calculus,<br />
∫<br />
∫ b<br />
∇f(r) · r = D v f(r(t))dt (22.27)<br />
C<br />
=<br />
a<br />
∫ b<br />
a<br />
df(r(t))<br />
dt (22.28)<br />
dt<br />
= f(r(b)) − f(r(a)) (22.29)<br />
= f(B) − f(A) (22.30)<br />
Theorem 22.2 Path Independence Theorem. Let D be an open connected set,<br />
and suppose that F : D ↦→ R 2 3 is continous on D. Then F is a gradient field, i.e,<br />
there exists some scalar function f such that F = ∇f, if and only if ∫ C<br />
F(r) · dr is<br />
independent of path, i.e.,<br />
∫<br />
F(r) · dr = f(B) − f(A)<br />
for all smooth paths C in D,<br />
with A = r(a) and B = r(b).<br />
C<br />
C = {r(t), a ≤ t ≤ b} ⊂ S<br />
Proof. Suppse that F = ∇f, i.e., that F is a gradient field. Then<br />
∫<br />
∫<br />
F(r) · dr = ∇f(r) · dr<br />
C<br />
C<br />
= f(B) − f(A)<br />
by the fundamental theorem of calculus for line integrals. Hence the line integral<br />
depends only its path.<br />
Now suppose that the line integral depends only on its path. To complete the<br />
proof we need to show that there exists some function f such that F = ∇f. Let<br />
A = (x a , y a , z a ) and let B = (x, y, z) denote the end points of C. Then<br />
∫<br />
f(x, y, z) − f(A) = f(B) − f(A) =<br />
Define the components of F as<br />
C<br />
F · dr =<br />
∫ (x,y,z)<br />
(x a,y a,z a)<br />
F · dr<br />
F(x, y, z) = (M(x, y, z), N(x, y, z), P (x, y, z)) (22.31)<br />
Since the domain is connected we can pick a point (x 1 , y, z) (close to (x, y, z)) so<br />
that<br />
f(x, y, z) − f(A) =<br />
∫ (x1 ,y,z)<br />
(x a,y a,z a)<br />
F · dr +<br />
∫ (x,y,z)<br />
(x 1 ,y,z)<br />
F · dr<br />
Math 250, Fall 2006 Revised December 6, 2006.