MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

MATH 209Calculus, III

Volker Runde
University of Alberta

Edmonton, Fall 2011

Integrals of gradients, I
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

The integral of a gradient along a smoooth curve Let C be a smooth curve given by the vector function r(t ) for t [a, b ]. Let F be a continuous vector eld such that F = f for a function f (of two or three variables). Then:
b

F dr =
C a b

F(r(t )) r (t ) dt f (r(t )) r (t ) dt
a

= =

Integrals of gradients, II
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

The integral of a gradient along a smoooth curve (continued)

=
a b

f (r(t )) r (t ) dt f dx f dy f dz + + x dt y dt z dt dt

=
a b

d f (r(t )) dt dt a = f (r(b )) f (r(a)). =

(chain rule)

Integrals of gradients, III

MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Theorem Let C be a (piecewise) smooth curve given by the vector function r(t ) for t [a, b ], and let F be a continuous vector eld such that F = f for a function f . Then: F d r = f (r(b )) f (r(a)).
C

Denition A vector eld F of the form F = f is called a gradient eld or conservative with potential function f .

Examples, I
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example The gravitational eld F(x) = mM x |x|3

moves a particle from (3, 4, 12) to (2, 2, 0) along a piecewise smooth curve C . Determine W , the work done. Note that F(x , y , z ) = mM + x (x 2 + y 2 + z 2 ) 2 y (x 2 + y2 + z 2) 2
3 3

i z (x 2 + y 2 + z 2) 2
3

j+

k ,

Examples, II
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example (continued) so that F = f with f (x , y , z ) = Hence: W =

C

mM x2 + y2 + z2

F d r = f (2, 2, 0) f (3, 4, 12) = mM

1 1 2 2 13

Conservative vector elds, I

MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Question Is every vector eld conservative? Unfortunately not. . . Let C1 and C2 be given by the vector functions r1 (t ) and r2 (t ) with t [a, b ] such that r1 (a) = r2 (a) and r1 (b ) = r2 (b ). Then, for any conservative F = f : F d r = f (r1 (b )) f (r1 (a))
C1

= f (r2 (b )) f (r2 (a)) =

C2

F d r.

Examples, IV
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example The vector eld F = y 2i + x j is not conservative. Let C1 be the line segment from (5, 3) to (0, 2), and let C2 be the arc of the parabola x = 4 y 2 from (5, 3) to (0, 2). As seen: 5 5 F d r = = 40 = F d r. 6 6 C1 C2

Path independence, I
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Denition We say that C F d r is path independent in D if C1 F d r = C2 F d r for any two piecewise smooth curves C1 and C2 in D with the same initial points and the same endpoints. Denition A curve C is called closed if its initial point and its endpoint are the same. Theorem The integral C F d r is path independent in D if and only if C F d r = 0 for any closed curve C .

Path independence, II
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Important Conservative vector elds are path independent. Denition A region D (in R2 or R3 ) is called open if, for any point P in D , there is a disc centered at P that is contained in D . Denition A region D is called connected if any two points in D can be joined by a path. Theorem Let F be a continuous vector eld on an open and connected region such that C F d r is path independent in D. Then F is conservative.

Conservative vector elds, III

MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

An observation Let F(x , y ) = P (x , y )i + Q (x , y )j be a conservative vector eld with potential function f such that P and Q have continuous partial derivatives on D . As f f =P and = Q, x y we have P 2f 2f Q = = = . y y x x y x

Conservative vector elds, IV

MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Theorem Let F(x , y ) = P (x , y )i + Q (x , y )j be a conservative vector eld such that P and Q have continuous partial derivatives on D. Then P Q = . y x Example Let F(x , y ) = ye x i sin(xy )j. Then: x ye = e x y and ( sin(xy )) = y cos(xy ). x

Examples, V
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example Let D = R2 \ {(0, 0)}. Then D is open and connected. Let y x F(x , y ) = 2 i 2 j, 2 x +y x + y2 i.e., P (x , y ) = y x2 + y2 and Q (x , y ) = x . x2 + y2

Examples, VI
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example (continued) Thus: P y 2y 2 1 x2 y2 = = = y y x 2 + y 2 x 2 + y 2 (x 2 + y 2 )2 (x 2 + y 2 )2 and Q x 2x 2 1 x2 y2 + = = = , x y x 2 + y 2 x 2 + y 2 (x 2 + y 2 )2 (x 2 + y 2 )2 i.e., P Q = . y x

Examples, VII
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example (continued) Let C be given by r(t ) = cos t i + sin t j, Then C is closed. Note that r (t ) = sin t i + cos t j and F(r(t )) = cos2 t sin t cos t i j = sin t i cos t j. 2 2 + sin t cos t + sin2 t t [0, 2 ].

Examples, VIII
MATH 209 Calculus, III Volker Runde

Example (continued) Thus:

The fundamental theorem for line integrals Conservation of energy

F dr =
C 0

(sin t i cos t j) ( sin t i + cos t j) dt

2

=
0 2

sin2 t + cos2 t dt dt
0

= = 2 = 0.

Therefore, F is not conservative.

Conservative vector elds, V

MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Denition A region D in R2 is called simply connected if it is connected and has no holes. Theorem Let D R2 be open and simply connected, and let F(x , y ) = P (x , y )i + Q (x , y )j be a continuous vector eld such that P and Q have continuous partial derivatives on D and satisfy P Q = . y x Then F is conservative.

Examples, IX
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example Let F(x , y ) = (3 + 2xy )i + (x 2 3y 2 )j, and let C be given by r(t ) = e t sin t i + e t cos t j, Since t [0, ].

2 (3 + 2xy ) = 2x = (x + 3y 2 ), y x

and since R2 is simply connected, F is conservative: there is a function f such that F = f , i.e., fx (x , y ) = 3 + 2xy and fy ( x , y ) = x 2 3 y 2 .

Examples, X
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example (continued) As fy (x , y ) = x 2 3y 2 , there is g (x ) such that () f (x , y ) = x 2 y y 3 + g (x ).

Dierentiate () with respect to x : 3 + 2xy = fx (x , y ) = 2xy + g (x ). Hence, g (x ) = 3, and thus g (x ) = 3x + C .

Examples, XI
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example (continued) It follows that f (x , y ) = x 2 y y 3 + 3x + C . Without loss of generality: C = 0. Thus: F d r = f (r( )) f (r(0)) = f (0, e ) f (0, 1) = e 3 + 1.
C

Examples, XII
MATH 209 Calculus, III Volker Runde

Example The vector eld

The fundamental theorem for line integrals Conservation of energy

F(x , y , z ) = y 2 i + (2xy + e 3z )j + 3ye 3z k is conservative. How can we nd f (x , y , z ) such that F = f ? We have: fx = y 2 , fy = 2xy + e 3z , fz = 3ye 3z .

Examples, XIII
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example (continued) As fx = y 2 , there is g (y , z ) such that f (x , y , z ) = xy 2 + g (y , z ). Dierentiate with respect to y : 2xy + e 3z = fy (x , y , z ) = 2xy + gy (y , z ). so that gy (y , z ) = e 3z and g (y , z ) = ye 3z + h(z ).

Examples, XIV
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example (continued) It follows that f (x , y , z ) = xy 2 + g (y , z ) = xy 2 + ye 3z + h(z ). Dierentiate with respect to z : 3ye 3z = fz (x , y , z ) = 3ye 3z + h (z ), so that h (z ) = 0 and h(z ) = C . We obtain: f (x , y , z ) = xy 2 + ye 3y + C .

Examples, XV
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example A continuous force eld F moves an object of mass m along a piecewise smooth curve given by r(t ) for t [a, b ] with initial point A = r(a) and endpoint B = r(b ). Newtons second law of motion: F(r(t )) = mr (t ) (r (t ) = acceleration)

Examples, XVI
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example (continued) The work done:

b b

W =
C

F dr =
a

F(r(t )) r (t ) dt = m
a

r (t ) r (t ) dt

m 2

b a

d m b d r (t ) r (t ) dt = |r (t )|2 dt dt 2 a dt t =b m m = |r (t )|2 = (|r (b )|2 |r (a)|2 ). 2 2 t =a

Examples, XVII
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example (continued) Set v(t ) := r (t ) (velocity). Then W = m (|v(b )|2 |v(a)|2 ). 2

The kinetic energy of the object at r(t ): K (r(t )) = Thus: W = K (B ) K (A). m |v(t )|2 . 2

Examples, XVIII
MATH 209 Calculus, III Volker Runde The fundamental theorem for line integrals Conservation of energy

Example (continued) Suppose that F is conservative with potential function f . The potential energy of the object at (x , y , z ): P (x , y , z ) = f (x , y , z ). Then F = P , and K (B ) K (A) = W =
C

F dr

= (P (r(b )) P (r(a))) = P (A) P (B ).

We obtain the law of conservation of energy: P (A) + K (A) = P (B ) + K (B ).