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1
VECTOR ANALYSIS
SOLO HERMELIN
http://www.solohermelin.com
2
Vector AnalysisSOLO
TABLE OF CONTENT
Algebras History
Vector Analysis History
Vector Algebra
Reciprocal Sets of Vectors
Vector Decomposition
The Summation Convention
The Metric Tensor or Fundamental Tensor Specified by .3321 ,, Eeee 

Change of Vector Base, Coordinate Transformation
Vector Space
Differential Geometry
Osculating Circle of C at P
Theory of Curves
Unit Tangent Vector of path C at a point P
Curvature of curve C at P
Osculating Plane of C at P
Binormal
Torsion
Seret-Frenet Equations
Involute
Evolute
Vector Identities Summary
Cartesian Coordinates
3
Vector AnalysisSOLO
TABLE OF CONTENT (continue – 1)
Differential Geometry
Conjugate Directions
Surfaces in the Three Dimensional Spaces
First Fundamental Form:
Arc Length on a Path on the Surface
Surface Area
Change of Coordinates
Second Fundamental Form
Principal Curvatures and Directions
Asymptotic Lines
Scalar and Vector Fields
Vector Differentiation
Ordinary Derivative of Scalars and Vectors
Partial Derivatives of Scalar and Vectors
Differentials of Vectors
The Vector Differential Operator Del (, Nabla)
Scalar Differential
Vector Differential
Differential Identities
4
Vector AnalysisSOLO
TABLE OF CONTENT (continue – 2)
Scalar and Vector Fields
Curvilinear Coordinates in a Three Dimensional Space
Covariant and Contravariant Components of a Vector in Base .321
,, uuu
rrr

Coordinate Transformation in Curvilinear Coordinates
Covariant Derivative
Covariant Derivative of a Vector .A

Vector Integration
Ordinary Integration of Vectors
Line Integrals
Surface Integrals
Volume Integrals
Simply and Multiply Connected Regions
Green’s Theorem in the Plane
Stoke’s Theorem
Divergence Theorem
Gauss’ Theorem Variations
Stokes’ Theorem Variations
Green’s Identities
Derivation of Nabla (  ) from Gauss’ Theorem
The Operator .
5
Vector AnalysisSOLO
TABLE OF CONTENT (continue – 3)
Scalar and Vector Fields
Fundamental Theorem of Vector Analysis for a Bounded Region V
(Helmholtz’s Theorem)
Reynolds’ Transport Theorem
Poisson’s Non-homogeneous Differential Equation
Kirchhoff’s Solution of the Scalar Helmholtz
Non-homogeneous Differential Equation
Derivation of Nabla (  ) from Gauss’ Theorem
The Operator .
Orthogonal Curvilinear Coordinates in a Three Dimensional Space
Vector Operations in Various Coordinate Systems
Applications
Laplace Fields
Harmonic Functions
Rotations
6
Synthetic Geometry
Euclid 300BC
Algebras HistorySOLO
Extensive Algebra
Grassmann 1844
Binary Algebra
Boole 1854
Complex Algebra
Wessel, Gauss 1798
Spin Algebra
Pauli, Dirac 1928
Syncopated Algebra
Diophantes 250AD
Quaternions
Hamilton 1843
Tensor Calculus
Ricci 1890
Vector Calculus
Gibbs 1881
Clifford Algebra
Clifford 1878
Differential Forms
E. Cartan 1908
First Printing
1482
http://modelingnts.la.asu.edu/html/evolution.html
Geometric Algebra
and Calculus
Hestenes 1966
Matrix Algebra
Cayley 1854
Determinants
Sylvester 1878
Analytic Geometry
Descartes 1637
Table of Content
7
Vector Analysis HistorySOLO
John Wallis
1616-1703
1673
Caspar Wessel
1745-1818
“On the Analytic Representation
of Direction; an Attempt”, 1799
bia 
Jean Robert Argand
1768-1822
1806
1i
Quaternions
1843
William Rowan Hamilton
1805-1865
3210 qkqjqiq 
Extensive Algebra
1844
Herman Günter Grassmann
1809-1877
“Elements of Vector
Analysis” 1881
Josiah Willard Gibbs
1839-1903
Oliver Heaviside
1850-1925
“Electromagnetic
Theory” 1893
3. R.S. Elliott, “Electromagnetics”,pp.564-568
http://www-groups.dcs.st-and.ac.uk/~history/index.html
Table of Content
Edwin Bidwell Wilson
1879-1964
“Vector Analysis”
1901
8
Vector AnalysisSOLO
ba


Vector Algebra
b

a

a

Addition of Vectors Parallelogram
Law of addition
Subtraction of Vectors
 baba

1
Parallelogram
Law of subtraction
b

a

b


b
 a

ba


Multiplication of Vector by a Scalar
am

a

a

am

b

a

ba


ba


b


Geometric Definition of a Vector
A Vector is defined by it’s Magnitude and Directiona
 a

a

9
Vector AnalysisSOLO








bababa

,sin
b

a

ba

,

b

a

ba

,

ba


abba


Scalar product of two vectors ba

,
Vector product of two vectors ba

,
 
2/1
2/1
,cos


















aaaaaaa
Magnitude of Vector a

Unit Vector (Vector of Unit Magnitude)aa 1ˆ  a
a
aa


1
:1:ˆ 
Zero Vector (Vector of Zero Magnitude)0

aa

0
0:0 

00 a

   ababbababa ba
  ,cos, , 







Vector Algebra (continue – 1)
10
Vector AnalysisSOLO
    n||
ˆˆˆˆ aanannana n

 
nˆ
a


n
a
n
a
ˆ
ˆ
n||





n
a
n
a
n
ˆ
ˆ





Vector decomposition in two orthogonal directions nn ,||
Vector decomposition in two given directions (geometric solution)
1
ˆn
a

2
ˆn
A B
C
Given two directions and , and the vector a

1
ˆn 2
ˆn
anBCnCA

 21
ˆˆ
1
ˆn
a

2
ˆn
A B
Draw lines parallel to those directions passing
through both ends A and B of the vector .
The vectors obtained are in the desired directions
and by rule of vector addition satisfy
a

Vector Algebra (continue – 2)
Table of Content
11
SOLO
Triple Scalar Product
Vectors & Tensors in a 3D Space
3321 ,, Eeee 

are three non-coplanar vectors, i.e.
1e

2e

3e

    0:,, 321321  eeeeee

       
      0,,
,,,,
123123213
132132132321


eeeeeeeee
eeeeeeeeeeee


Reciprocal Sets of Vectors
The sets of vectors and are called Reciprocal Sets or Systems
of Vectors if:
321 ,, eee
 321
,, eee

DeltaKroneckertheis
ji
ji
ee
j
i
j
i
j
i







1
0
Because is orthogonal to and then2e

3e
1
e

     
 321
321321
1
132
1
,,
1
,,1
eee
keeekeeekeeeeke 


and in the same way and are given by:2
e
 3
e
1
e

 
 
 
 
 
 321
213
321
132
321
321
,,,,,, eee
ee
e
eee
ee
e
eee
ee
e 







 





12
SOLO Vectors & Tensors in a 3D Space
Reciprocal Sets of Vectors (continue)
By using the previous equations we get:
   
 
     
   321
3
2
321
13323132
2
321
133221
,,,,,, eee
e
eee
eeeeeeee
eee
eeee
ee 











 
 
 
 
 
 321
213
321
132
321
321
,,,,,, eee
ee
e
eee
ee
e
eee
ee
e 







 





   
   
0
,,
1
,,
,,
321321
3
3321321



eeeeee
ee
eeeeee 


Multiplying (scalar product) this equation by we get:3
e

In the same way we can show that:
Therefore are also non-coplanar, and:321
,, eee

   1,,,, 321
321
eeeeee

 
 
 
 
 
 321
21
3321
13
2321
32
1
,,,,,, eee
ee
e
eee
ee
e
eee
ee
e 







 





1e

2e

3e

1
e

2
e

3
e

Table of Content
1e

2e

3e

13
SOLO Vectors & Tensors in a 3D Space
Vector Decomposition
Given we want to find the coefficients and such that:3
EA

321 ,, AAA 321
,, AAA






3
1
3
3
2
2
1
1
3
1
3
3
2
2
1
1
j
j
j
i
i
i
eAeAeAeA
eAeAeAeAA


3,2,1, iee i
i

are two reciprocal
vector bases
Let multiply the first row of the decomposition by :j
e

Let multiply the second row of the decomposition by :ie

j
i
j
i
i
i
j
i
ij
AAeeAeA   
3
1
3
1


i
j
i
j
j
j
i
j
ji
AAeeAeA   
3
1
3
1


Therefore:
ii
jj
eAAeAA

 &
Then:
       
       





3
1
3
3
2
2
1
1
3
1
3
3
2
2
1
1
j
j
j
i
i
i
eeAeeAeeAeeA
eeAeeAeeAeeAA


Table of Content
1e

2e

3e

14
SOLO Vectors & Tensors in a 3D Space
The Summation Convention
j
j
j
j
j
eAeAeAeAeA

 
3
1
3
3
2
2
1
1
The last notation is called the summation convention, j is called the dummy
index or the umbral index.
     
      i
i
i
i
j
j
j
j
j
j
j
j
j
i
i
i
i
i
eAeeAeeAeeA
eAeeAeeAeeAA








3
1
3
1
Instead of summation notation we shall use the shorter notation
first adopted by Einstein

3
1j
j
j
eA
 j
j eA

Table of Content
15
SOLO Vectors & Tensors in a 3D Space
Let define:
The Metric Tensor or Fundamental Tensor Specified by .3321 ,, Eeee 

jiijjiij
geeeeg 

3321 ,, Eeee 

the metric covariant tensors of
By choosing we get:
       
j
ijiii
j
jiiiii
egegegeg
eeeeeeeeeeeee




3
3
2
2
1
1
3
3
2
2
1
1
i
eA


or: j
iji ege


For i = 1, 2, 3 we have:























































3
2
1
332313
322212
312111
3
2
1
333231
232221
131211
3
2
1
e
e
e
eeeeee
eeeeee
eeeeee
e
e
e
ggg
ggg
ggg
e
e
e












1e

2e

3e

16
SOLO Vectors & Tensors in a 3D Space
We want to prove that the following determinant (g) is nonzero:
The Metric Tensor or Fundamental Tensor Specified by .3321 ,, Eeee 


























332313
322212
312111
333231
232221
131211
detdet:
eeeeee
eeeeee
eeeeee
ggg
ggg
ggg
g



g is the Gram determinant of the vectors 321 ,, eee

Jorgen Gram
1850 - 1916
Proof:
Because the vectors are non-coplanars the following equations:321 ,, eee

03
3
2
2
1
1
 eee


is true if and only if 0321
 
Let multiply (scalar product) this equation, consecutively, by :321 ,, eee












































0
0
0
0
0
0
3
2
1
332313
322212
312111
33
3
23
2
13
1
32
3
22
2
12
1
31
3
21
2
11
1






eeeeee
eeeeee
eeeeee
eeeeee
eeeeee
eeeeee






Therefore α1= α2= α3=0 if and only if g:=det {gij}≠0 q.e.d.
17
SOLO Vectors & Tensors in a 3D Space
Because g ≠ 0 we can take the inverse of gij and obtain:
The Metric Tensor or Fundamental Tensor Specified by .3321 ,, Eeee 

where Gij = minor gij having the following property: j
i
kj
ik
ggG 




















































3
2
1
333231
232221
131211
3
2
1
333231
232221
131211
3
2
1
1
e
e
e
ggg
ggg
ggg
e
e
e
GGG
GGG
GGG
g
e
e
e









and:
g
G
g
gminor
g
ij
ijij

Therefore:
g
g
g
g
G
gg
j
i
kj
ik
kj
ik 
 j
i
kj
ik
gg 
Let multiply the equation by gij and perform the summation on ij
iji ege


jj
ij
ij
i
ij
eeggeg


Therefore: i
ijj
ege


Let multiply the equation byk
kjj
ege

 i
e
 iji
k
kjijji
geegeeee 

jiijjiij
geeeeg 

i
jkj
ik
ggG 
The Operator .
18
SOLO Vectors & Tensors in a 3D Space
The Metric Tensor or Fundamental Tensor Specified by .3321 ,, Eeee 

Let find the relation between g and    321321 :,, eeeeee


We shall write the decomposition of in the vector base32 ee

 321 ,, eee

3
3
2
2
1
1
32
eeeee

 
Let find λ1, λ2, λ3. Multiply the previous equation (scalar product) by .1e

    i
i
ggggeeeeee 113
3
12
2
11
1
321321
,,  

Multiply this equation by g1i:   ii
i
ii
ggeeeg  


1
1
1321
1
,,
Therefore:  321
1
,, eeeg ii 

Let compute now:
           321
1
0
323
3
0
322
2
321
1
3232 eeeeeeeeeeeeeeee





 
    
 
  
 
    
       321
11
321
11
321
2
233322
321
3322332
321
3232
321
32321
,,,,,,,,
,,,,
eee
gg
eee
G
eee
ggg
eee
eeeeeee
eee
eeee
eee
eeee















From those equations we obtain:
 321
11
1
,, eee
gg

Finally:     geeeeee  321
2
321
1
,,,,


We can see that if are collinear than and g are zero.321 ,, eee
 321
,, eee
 Table of Content
19
SOLO Vectors & Tensors in a 3D Space
Change of Vector Base, Coordinate Transformation
Let choose another base and its reciprocal 321
,, fff

 321
,, fff

 













































3
2
1
3
2
1
3
3
2
3
1
3
3
2
2
2
1
2
3
1
2
1
1
1
3
2
1
e
e
e
L
e
e
e
f
f
f
ef j
j
ii














where j
i
j
i
ef


By tacking the inverse of those equations we obtain:
 
















































3
2
1
1
3
2
1
3
3
2
3
1
3
3
2
2
2
1
2
3
1
2
1
1
1
3
2
1
f
f
f
L
f
f
f
e
e
e
fe i
j
ij














where j
ij
i ef


Because are the coefficients of the inverse matrix with coefficients :j
i
 j
i
i
j
i
k
k
j  
20
SOLO Vectors & Tensors in a 3D Space
Change of Vector Base, Coordinate Transformation (continue – 1)
Let write any vector in those two bases:A

 



















































3
2
1
3
2
1
3
3
2
3
1
3
3
2
2
2
1
2
3
1
2
1
1
1
3
2
1
e
e
e
L
e
e
e
f
f
f
ef
ef
ji
j
i
j
j
ii
















then:
 
















































 
3
2
1
1
3
2
1
3
3
3
2
3
1
2
3
2
2
2
1
1
3
1
2
1
1
3
2
1
E
E
E
L
E
E
E
F
F
F
ef
EF T
j
ii
j
i
j
ji






i
i
j
j
fFeEA

 iijj
fAFeAE

 &
i
j
ji
i
i
j
j
j
j
i
i
EFfEeEfF  

or:
But we remember that:
We can see that the relation between the components F1, F2, F3 to E1, E2, E3 is
not similar, contravariant, to the relation between the two bases of vectors
to . Therefore we define F1, F2, F3 and E1, E2, E3 as the
contravariant components of the bases and .
 321
,, fff

 321 ,, eee

 321
,, fff

 321 ,, eee

where
21
SOLO Vectors & Tensors in a 3D Space
Change of Vector Base, Coordinate Transformation (continue – 2)
 











































3
2
1
3
2
1
3
3
2
3
1
3
3
2
2
2
1
2
3
1
2
1
1
1
3
2
1
E
E
E
L
E
E
E
F
F
F
EF j
iji




i
i
j
j fFeEA

 iijj fAFeAE

 &
then:
Let write now the vector in the two bases andA

 321
,, fff

 321
,, eee

where
and j
ij
ef
ijjjjii EfeEeEAfAF j
iji


 

We can see that the relation between the components F1, F2, F3 to E1, E2, E3 is
similar, covariant, to the relation between the two bases of vectors
to . Therefore wew define F1, F2, F3 and E1, E2, E3 as the covariant
components of the bases and .
 321
,, fff

 321
,, eee

 321
,, fff

 321
,, eee

22
SOLO Vectors & Tensors in a 3D Space
We have:
Change of Vector Base, Coordinate Transformation (continue – 3)
 
  j
j
j
j
i
i
i
i
eeAeA
eeAeAA



 Ai contravariant component
Aj covariant component
Let find the relation between covariant and the contravariant components:
j
j
j
ij
i
ege
i
i
eAegAeAA j
iji

 

i
i
i
ij
j
ege
j
j
eAegAeAA
i
ijj

 

Therefore: ij
j
i
ij
i
j gAAgAA  &
Let find the relation between gij and gij defined in the bases and to
and defined in the bases and .
ie
 i
e

i
f

i
f

ij
g ij
g
m
m
kkj
j
ii efef

  &
jm
m
k
j
imj
m
k
j
ikiik geeffg  

Hence: jm
m
k
j
iik gg 
This is a covariant relation of rank two, (similar, two times, to relation
between to .i
f

j
e

23
SOLO Vectors & Tensors in a 3D Space
Change of Vector Base, Coordinate Transformation (continue – 4)
 



















































3
2
1
3
2
1
3
3
2
3
1
3
3
2
2
2
1
2
3
1
2
1
1
1
3
2
1
e
e
e
L
e
e
e
f
f
f
ef
ef
ji
j
i
j
j
ii
















Since we have:k
iki
fgf

   m
jm
j
i
ege
j
j
i
ef
k
iki
egefgf m
jmjj
j
ii

 
 

and:     m
jm
j
i
km
kjm
j
i
gg
k
ik
egfgfg
mjm
m
k
j
iik




Therefore, by equalizing the terms that multiply we obtain:
 















































3
2
1
3
2
1
3
3
3
2
3
1
2
3
2
2
2
1
1
3
1
2
1
1
3
2
1
f
f
f
L
f
f
f
e
e
e
fe
Tkm
k
m














 jm
j
i g
We found the relation:
24
SOLO Vectors & Tensors in a 3D Space
Change of Vector Base, Coordinate Transformation (continue – 5)
Therefore:
 












































 
3
2
1
1
3
2
1
3
3
3
2
3
1
2
3
2
2
2
1
1
3
1
2
1
1
3
2
1
e
e
e
L
e
e
e
f
f
f
ef
Tmj
m
j














Let take the inverse of the relation by multiplying by and summarize on m:j
m
km
k
m
fe


jkj
k
km
k
j
m
mj
m
fffe

 
From the relation: mk
m
kjj
i
i
efef

  &
we have: jmk
m
j
i
mjk
m
j
i
kiik
geeffg  

or: jmk
m
j
i
ik
gg  This is a contravariant relation of rank two.
From the relation:
m
m
kk
jj
i
i
efef

  &
we have: m
j
m
k
i
jm
jm
k
i
j
i
kk
i
eeff  

or: This is a relation once covariant and once contravariant of
rank two.
m
j
m
k
i
j
i
k  
Table of Content
25
SOLO Vectors & Tensors in a 3D Space
Cartesian Coordinates
Three dimensional cartesian coordinates are define as coordinates in a orthonormal
basis such that:     zyxorkjieee 1,1,1ˆ,ˆ,ˆ,, 321


ix ˆ1 
jy ˆ1 
O
kz ˆ1 
x1
y1z1
0111111
1111111


zyzxyx
zzyyxx
yzxxyzzxy
yxzxzyzyx
111111111
111111111


    11111,1,12
 zyxzyxg
The reciprocal set is identical to the original set






ji
ji
ggg ij
ijj
iij
0
1

Given
  










z
y
x
zyx
A
A
A
zyxzAyAxAA 111111

 











z
y
x
A
A
A
AMatrix notation
of a vector
26
SOLO Vectors & Tensors in a 3D Space
Cartesian Coordinates (continue – 1)
ix ˆ1 
jy ˆ1 
O
kz ˆ1 
Given  











z
y
x
zyx
A
A
A
zyxzAyAxAA 111111

 











z
y
x
A
A
A
AMatrix notation
of a vector
 











z
y
x
zyx
B
B
B
zyxzByBxBB 111111

     
        ABABBABABABA
B
B
B
AAAzByBxBzAyAxABA
T
zzyyxx
T
z
y
x
zyxzyxzyx













 111111
 











z
y
x
B
B
B
B
27
SOLO Vectors & Tensors in a 3D Space
Cartesian Coordinates (continue – 2)
   
     
zyx
zyxxyyxzxxzyzzy
zyxzyx
BBB
AAA
zyx
zBABAyBABAxBABA
zByBxBzAyAxABA
111
det111
111111



         ABAB
A
A
A
BB
BB
BB
BA
B
B
B
AA
AA
AA
BA
z
y
x
xy
xz
yz
z
y
x
xy
xz
yz


















































0
0
0
0
0
0
ix ˆ1 
jy ˆ1 
O
kz ˆ1 
Given  











z
y
x
zyx
A
A
A
zyxzAyAxAA 111111

 











z
y
x
A
A
A
AMatrix notation
of a vector
 











z
y
x
zyx
B
B
B
zyxzByBxBB 111111

 











z
y
x
B
B
B
B
28
SOLO Vectors & Tensors in a 3D Space
Cartesian Coordinates (continue – 2)
Table of Content
   
     
       
        ACBACBCBACBCBACBCB
BACBACACBACACBACAC
CBABACBABACBABA
CCC
BBB
AAA
BBB
AAA
CCC
zCyCxC
BBB
AAA
zyx
CBA
zxyyxyzxxzxyzzy
zxyyxyzxxzxyzzy
zxyyxyzxxzxyzzy
zyx
zyx
zyx
zyx
zyx
zyx
zyx
zyx
zyx






 detdet111
111
det
                 ABCABCBAC
B
B
B
AA
AA
AA
CCCBAC
TT
z
y
x
xy
xz
yz
zyx


























0
0
0
Given  











z
y
x
zyx
A
A
A
zyxzAyAxAA 111111

 











z
y
x
A
A
A
A
Matrix notation
of a vector
 











z
y
x
zyx
B
B
B
zyxzByBxBB 111111

 











z
y
x
B
B
B
B
 











z
y
x
zyx
C
C
C
zyxzCyCxCC 111111

 











z
y
x
C
C
C
C
29
Vector AnalysisSOLO
           bacbacacbacbcbacba

,,,,:,, 
      cbabcacba


      
    
     cbdadbca
dcbcdba
dcbadcba






       
   adcbbdca
dcbacdbadcba


,,,,
,,,,


       2
,, cbaaccbba


           
     
     feabdcfebadc
dcefbadcfeba
fedcbafecdbafedcba



,,,,,,,,
,,,,,,,,
,,,,,,,,



Vector Identities Summary
      0 bacacbcba

Table of Content
30
SOLO
VECTOR SPACE
Given the complex numbers .C ,,
A Vector Space V (Linear Affine Space) with elements over C if its elements
satisfy the following conditions:
Vzyx 

,,
I. Exists a operation of Addition with the following properties:
xyyx

 Commutative (Abelian) Law for Addition1
   zyxzyx

 Associative Law for Addition2
xx

 0 Exists a unique vector0

3
II. Exists a operation of Multiplication by a Scalar with the following properties:
0..

 yxtsVyVx4 Inverse
xx

15
   xx

  Associative Law for Multiplication6
  xxx

  Distributive Law for Multiplication7
  yxyx

  Commutative Law for Multiplication8
   
 
 
 
00101010 3
575 
 xxxxxxxxWe can write:
Vector Analysis
31
SOLO
Scalar Product in a Vector Space
The Scalar Product of two vectors is the operation with the
symbol with the following properties:
Vyx 

,   Cyx 

,
   xyyx

,, 
   yxyx

,,  
     zyzxzyx

,,, 
    00,&0,

 xxxxx
Distance Between Two Vectors
The Distance between two Vectors is
defined by the following properties:
Vyx 

,   yxyxd

,
    00,&0,

 xxxdxxd
   xydyxd

,, 
     yzdzxdyxd

,,, 
Vector Analysis
Table of Content
32
SOLO
Differential Geometry is the study of geometric figures using the methods of Calculus.
Here we present the curves and surfaces embedded in a three dimensional space.
Properties of curves and surfaces which depend only upon points close to a particular
point of the figure are called local properties.. The study of local properties is called
differential geometry in the small.
Those properties which involve the entire geometric figure are called global properties.
The study of global properties is called differential geometry in the large.
Hyperboloid
of RotationToroyd
Mobius
Movement
Differential Geometry
Differential Geometry in the 3D Euclidean Space
Table of Content
33
SOLO
Differential Geometry in the 3D Euclidean Space
A curve C in a three dimensional space is
defined by one parameter t,  tr

 ur

rd
P
O
a
b
C
Theory of Curves
Regular Parametric Representation of a Vector Function:
parameter t, defined in the interval I and:
  Ittrr  ,

 tr

(i) is of class C1 (continuous and 1st order differentiable) in I
Arc length differential:      td
td
rd
td
td
rd
td
rd
trdtrdsd









2/1
2/1
:
We also can define      sdtrdtrdsd 
2/1*
:

(ii)
  It
td
trd
 0

  Iinconstantnottr


Arc length as a parameter: 
t
t
td
td
rd
s
0

Regular Curves:
A real valued function t = t (θ), on an interval Iθ, is an allowable change of parameter if:
(i) t (θ) is of class C1 in Iθ (ii) d t/ d θ ≠ 0 for all θ in Iθ
A representation on Is is a
representation in terms of arc length or a
natural representation
 srr


Table of Content
34
SOLO
Differential Geometry in the 3D Euclidean Space
A curve C in a three dimensional space is defined by one parameter t,  tr

 ur

rd
P
O
a
b
C
- arc length differential     td
td
rd
td
rd
trdtrdsd
2/1
2/1
: 








td
rd
td
rd
r
sd
rd
t /::   - unit tangent vector of path C at P
(tangent to C at P)
1x
2x
3x
td
rd
r '
 - tangent vector of path C at P
(tangent to C at P)
0,0,sincos 321
 baetbetaetar

Example: Circular Helix
0,0,cossin' 321
 baebetaeta
td
rd
r


  2/122
2/1
ba
td
rd
td
rd
td
rd








   321
2/122
cossin/: ebetaetaba
td
rd
td
rd
t 

Theory of Curves (continue – 1)
We also can define      sdtrdtrdsd 
2/1*
:

t
sd
rd
sd
rd 
*
Unit Tangent Vector of path C at a point P
Table of Content
35
SOLO
Differential Geometry in the 3D Euclidean Space
The earliest investigations by means of analysis were made
by René Descartes in 1637.
 tr

 ur

rd
P
O
a
b
C
René Descartes
1596 - 1650
Pierre Fermat
1601 - 1665
Christian Huyghens
1629 - 1695
Gottfried Leibniz
1646 - 1716
The general concept of tangent was introduced in
seventeenth century, in connexion with the basic concepts of
calculus. Fermat, Descartes and Huyghens made important
contributions to the tangent problem, and a complete
solution was given by Leibniz in 1677.
The first analytical representation of a tangent was given
by Monge in 1785.
Gaspard Monge
1746 - 1818
Theory of Curves (continue – 2)
36
SOLO
Differential Geometry in the 3D Euclidean Space
A curve C in a three dimensional space is defined by one parameter t,  tr

- arc length differential     td
td
rd
td
rd
trdtrdsd
2/1
2/1
: 








'/'/:: rr
td
rd
td
rd
r
sd
rd
t


- unit tangent vector of path C at P
(tangent to C at P)
Normal Plane to at P:t

  00
 trr

We also can define - arc length differential     sdtrdtrdsd 
2/1*
:

t
sd
rd
sd
rd 
*
O
a
C
t

P
r

b
0
r

NormalPlane   00
 trr

Theory of Curves (continue – 3)
Return to Table of Contents
37
SOLO
Differential Geometry in the 3D Euclidean Space
O
a
C
t

P
r

b
NormalPlane   00
 trr

0
r

Curvature of curve C at P: rt
sd
td
k 

:
Since 01  tkttt
sd
td
tt



Define nnkkkkkkn



1
/1:&/: 
ρ – radius of curvature of C at P
k – curvature of C at P
A point on C where k = 0 is called a point of inflection and the radius of curvature
ρ is infinite.
'' st
td
sd
sd
rd
td
rd
r




      "'"'"'
'
'''''
22
stskstststs
td
sd
sd
td
td
sd
ts
td
td
st
td
d
r
td
d
r






    32
'"''''' skntstskstrr


'' sr 

3
1
'''' skntrr


 3
'
'''
r
rr
k 



Let compute k as a function of and :'r

''r

Theory of Curves (continue – 4)
38
SOLO
Differential Geometry in the 3D Euclidean Space
1x
2x
3x
t

k

0,0,sincos 321
 baetbetaetar

Example 2: Circular Helix
0,0,cossin' 321
 baebetaeta
td
rd
r


    2/1222/122
2/1
bardsdba
td
rd
td
rd
td
rd









   321
2/122
cossin/: ebetaetaba
td
rd
td
rd
t 

 2122
sincos/ etet
ba
a
td
sd
td
rd
t
sd
td
k 





1
x
2x
3
x
t

k

0,sincos 21
 aetaetar

Example 1: Circular Curve
0,cossin' 21
 aetaeta
td
rd
r


    2/1222/122
2/1
bardsdba
td
rd
td
rd
td
rd









 21
cossin/: etaetaa
td
rd
td
rd
t 

 21 sincos
1
/ etet
atd
sd
td
rd
t
sd
td
k 



Theory of Curves (continue – 5)
Table of Content
39
SOLO
Differential Geometry in the 3D Euclidean Space
O
a
C
t

P
b
ntk


1

NormalPlane
Osculating
Plane
  00
 trr

0r

  00  ktrr
Osculating Plane of C at P is the plane that contains
and P:     00
 ktrr
kt

,
The name “osculating plane” was
introduced by D’Amondans
Charles de Tinseau (1748-1822) in
1780.
O
a
C
t

P
b
ntk


1

NormalPlane
Osculating
Plane
  00
 trr

0r

  00  ktrr

The osculating plane can be also defined as the limiting position of a plane passing
through three neighboring points on the curve as the points approach the given point.
If the curvature k is zero along a curve C then:
tarrconstartt

 0
0
The curve C is a straight line. Conversely if C is a straight line:
0//0
 tkaa
td
rd
td
rd
ttarr 
C a regular curve of class ≥2 (Cclass) is a straight line if and only if k = 0 on C
Theory of Curves (continue – 6)
Table of Content
40
SOLO
Differential Geometry in the 3D Euclidean Space
Osculating Circleof C at P is the plane that contains
and Pkt

,
Theory of Curves (continue – 6)
The osculating circle of a curve C at a given point P is the circle that has the same
tangent as C at point P as well as the same curvature.
Just as the tangent line is the line best approximating a curve at a point P,
the osculating circle is the best circle that approximates the curve at P.
http://mathworld.wolfram.com/OsculatingCircle.html
O
a
C
t

P
b
ntk


1

Normal Plane
Osculating
Plane
  00  trr

0r

  00  ktrr

Osculating
Circle
Osculating Circles on the Deltoid
The word "osculate" means "to kiss."
41
SOLO
Differential Geometry in the 3D Euclidean Space
Osculating Circleof C at P is the plane that contains
and P
kt

,
Theory of Curves (continue – 6a)
O
a
C
t

P
b
ntk


1

Normal Plane
Osculating
Plane
  00  trr

0r

  00  ktrr

Osculating
Circle
3
xy 
xy /1
xy cos xy sin http://curvebank.calstatela.edu/osculating/osculating.htm
xy tan
Table of Content
42
SOLO
Differential Geometry in the 3D Euclidean Space
O
a
C
t

P
b
ntk


1

NormalPlane
Osculating
Plane
  00
 trr

0r

  00  ktrr
b

Rectifying
Plane
  00  krr

Binormal ntb

:
Tangent Line:
Principal Normal Line:
Binormal Line:
Normal Plane:
Rectifying Plane:
Osculating Plane:
tmrr

 0
nmrr

 0
bmrr

 0
  00
 trr

  00  nrr

  00
 brr

The name binormal was introduced by
Saint-Venant
Jean Claude Saint-Venant
1797 - 1886
Fundamental Planes:Fundamental Lines:
Theory of Curves (continue – 7)
Table of Content
43
SOLO
Differential Geometry in the 3D Euclidean Space
Torsion
Suppose that is a regular curve of class ≥ 3 (Cclass) along which is of
class C1. then let differentiate to obtain:
 srr

  sn

     snstsb


                     snstsnstsnsnksnstsnstsb 

Since                 001  snsnsnsnsnsnsnsn 
Therefore is normal to , meaning that is in the rectifying plane,
or that is a linear combination of and .
n
n
t

b

         sbsstssn

 
                    snssbsstsstsnstsb

 
O
a
C
t

P
b
n

0r

b

The continuous function τ (s) is called the second curvature
or torsion of C at P.
     snsbs


Theory of Curves (continue – 8)
44
SOLO
Differential Geometry in the 3D Euclidean Space
Torsion (continue – 1)
Suppose that the torsion vanishes identically (τ ≡0) along a curve , then srr


        0
0 bsbsnssb

 
O
a
C
t

P
b
n

0r

0
b

Since and are orthogonal st

 sb

        constbsrbtbsr
sd
d
bsr
sd
d
 0000
0

Therefore is a planar curve confined to the plane srr

   constbsr  0

C a regular curve of class ≥3 (Cclass) is a planar curve if and only if τ = 0 on C
1x
2x
3x
t

k

0,0,sincos 321
 baetbetaetar

Example 2: Circular Helix
   321
2/122
cossin ebetaetabat 

 21
sincos etetn 

     
   321
2/122
21321
2/122
cossin
sincoscossin
eaetbetbba
etetebetaetabantb




     21
1222/122
sincos etbetbbaba
td
bd
sd
td
td
bd
sd
bd
b 



 122 
 babnb


Theory of Curves (continue – 9)
45
SOLO
Differential Geometry in the 3D Euclidean Space
Torsion (continue – 2)
Let compute τ as a function of and :'',' rr

'''r

ttr
sd
td
td
rd
sd
rd
r




 '      tbknkttrtrtr
sd
d
trtr
sd
d
r


 2
"''''
 
    tkbkbknkbktnkbktbktbkbk
trttrtrtrttrttrtrtrtr
sd
d
r





2
332
'''"3''''"2"'"'



     
        
       
             2
0
3
1
2
0
26
6
0
3
0
4
0
22
5232
32
,,,,,,'''",'
'''",'',",'''',','",','3
'''"'"''''"'3'
'''"3'"'',,
ktntkbntknntkktkbknknktrrrt
rrrtrrrttrrrttrrrtt
rrtrrttrrttrrtttr
trttrtrtrtrtrrrr



















'
1
/
1
rtdsdsd
td
t  
3
'
'''
r
rr
k 


We also found:
     6
2
2
6
'
'''
'
'''",'
,,
r
rr
k
r
rrr
rrr 



 



 
2
'''
'''",'
rr
rrr





Theory of Curves (continue – 10)
Table of Content
46
SOLO
Differential Geometry in the 3D Euclidean Space
Seret-Frenet Equations
Theory of Curves (continue – 11)
We found and      snssb

     snskst


Let differentiate      stsbsn


                             stsksbssnsbskstsnsstsbstsbsn


 
We obtain
         sbsnskstst

00 
           sbsbsnstsksn

 0
         sbsnsstsb

00  
or
 
 
 
 
   
 
 
 
 



































sb
sn
st
s
ssk
sk
sb
sn
st






00
0
00


Jean Frédéric Frenet
1816 - 1900
Those are the Serret – Frenet Equations of a curve.
Joseph Alfred Serret
1819 - 1885
47
SOLO
Let compute:
Differential Geometry in the 3D Euclidean Space
Seret-Frenet Equations (continue – 1)
Theory of Curves (continue – 12)
Let show that if two curves C and C* have the same curvature k (s) = k* (s) and
torsion τ (s) = τ*(s) for all s then C and C* are the same except for they position in
space. Assume that at some s0 the triads and
coincide.
     999
,, sbsnst

     999
*,*,* sbsnst

   ********
*
nttnknkttnktttttt
sd
d kk 


         ************
*
*
bnnbnttnkbtknnbtknnnnnn
sd
d kk 



 
   ********
*
nbbnnbbnbbbbbb
sd
d 




Adding the equations, we obtain:   0***
 bbnntt
sd
d 
Integrating we obtain:     30
******
 sbbnnttconstbbnntt

Since: and1,,1 ***
 bbnntt

  3***
 bbnntt

we obtain: 1***
 bbnntt

Finally since:         constsrsr
sd
rd
stst
sd
rd
 *
*
* 



48
SOLO
Existence Theorem for Curves
Differential Geometry in the 3D Euclidean Space
Seret-Frenet Equations (continue – 2)
Theory of Curves (continue – 13)
Let k (s) and τ (s) be continuous functions of a real variable s for s0 ≤ s ≤ sf.
Then there exists a curve , s0 ≤ s ≤ sf, of class C2 for which k is the curvature,
τ is the torsion and s is a natural parameter.
 srr


332211332211332211
,, ebebebbenenennetetett


       tnktttttt
sd
d 
 2          nbntknnnnnn
sd
d 
 22
   bnbbbbbb
sd
d 





 




  2
with:
Proof: Consider the system of nine scalar differential equations:
                      3,2,1,,,  isnssbsbsstsksnsnskst iiiiiii


and initial conditions:       302010
,, esbesnest


           btttktnkntntnt
sd
d 
           nnbbbtkbnbnbn
sd
d 






  
       ntbnkbtbtbt
sd
d 





  
and initial conditions:
            1,0,1,0,0,1 000000
 ssssss bbbnnnbtnttt

49
SOLO
Existence Theorem for Curves (continue – 1)
Differential Geometry in the 3D Euclidean Space
Seret-Frenet Equations (continue – 3)
Theory of Curves (continue – 14)
         
               
         bnbb
sd
d
ntbnkbt
sd
d
nnbbbtkbn
sd
d
btttktnknt
sd
d
nbntknn
sd
d
tnktt
sd
d









2
222
Proof (continue – 1):
and initial conditions:             1,0,1,0,0,1 000000
 ssssss bbbnnnbtnttt

We obtain:
The solution of this type of differential equations with given initial conditions has
a unique solution and since
is a solution, it is unique.
            1,0,1,0,0,1  bbbnnnbtnttt

The solution is an orthonormal triad.bnt

,,
We now define the curve:    
s
s
dtsrr
0
: 

We have: and , therefore k (s) is the curvature.1 tr

        1&  snsnskst

Finally since:       nbtttknnkntntbntb

 
Therefore τ (s) is the torsion of  srr

 q.e.d.
50
SOLO
From the previous development we can state the following theorems:
Differential Geometry in the 3D Euclidean Space
Seret-Frenet Equations (continue – 4)
Theory of Curves (continue – 15)
A curve is defined uniquely by the curvature and torsion
as functions of a natural parameter.
The equations k = k (s), τ = τ (s), which give the curvature
and torsion of a curve as functions of s are called the natural
or intrinsec equations of a curve, for they completely define
the curve. O
0s
C
t

P
n

0r

b

k
1
 f
s
Fundamental Existence and Uniqueness Theorem of Space
Curves
Let k (s) and τ (s) be arbitrary continuous functions on
s0≤s≤sf. Then there exists, for position in space, one and only
one space curve C for which k (s) is the curvature, τ (s) is the
torsion and s is a natural parameter along C. O
0s
C
t

P
n

b

f
s
*
C
0
r

*
0r

Table of Content
51
SOLO
Let consider a space curve C. We construct the tangent
lines to every point on C and define an involute Ci as any
curve which is normal to every tangent of C.
Differential Geometry in the 3D Euclidean Space
Involute
Theory of Curves (continue – 16)
From the Figure we can see that the equation of the
Involute is given by:
turr

1
Differentiating this equation we obtain:
11
1
1
1
sd
sd
t
sd
ud
nkut
sd
sd
t
sd
ud
sd
td
u
sd
rd
t
sd
rd

















Scalar multiply this equation by and use the fact that and from the
definition of involute :
t

0nt

01
tt

  
1101
10
sd
sd
tt
sd
ud
ntkutttt 







01 
sd
ud
scu 
       stscsrsr

1
C
i
C
O
r
 1r

t

1
t

s
c 
Involute
Curve
52
SOLO
Differential Geometry in the 3D Euclidean Space
Involute (continue – 1)
Theory of Curves (continue – 17)
C
i
C
O
r
 1r

t

1
t

s
c 
Involute
Curve
       stscsrsr

1

    n
sd
sd
ksc
sd
sd
t
sd
td
sc
sd
rd
sd
rd
t
t




111
1
1 











and are collinear unit vectors, therefore:1t

n

 
 kscsd
sd
sd
sd
ksc


1
1
11
The curvature of the involute, k1, is obtained from:
 
   ksc
btk
kscsd
nd
sd
sd
sd
td
nk
sd
td nt
kscsd
sd










 
11
1
1
1
1
11
1
1
Hence:
  22
22
2
1
ksc
k
k




For a planar curve (τ=0) we have:  
t
sc
nk




1
011 
53
SOLO
Differential Geometry in the 3D Euclidean Space
Involute (continue – 3)
Theory of Curves (continue – 18)
C
i
C
O
r
 1r

t

1
t

s
c 
Involute
Curve
http://mathworld.wolfram.com/Involute.html
Table of Content
54
SOLO
The curve Ce whose tangents are perpendicular to a
given curve C is called the evolute of the curve.
Differential Geometry in the 3D Euclidean Space
Evolute
Theory of Curves (continue – 19)
11
twrbvnurr


Differentiating this equation we obtain:
 
11
1
1
1
sd
sd
b
sd
vd
n
sd
ud
nvbtkut
sd
sd
b
sd
vd
n
sd
ud
sd
bd
v
sd
nd
u
sd
rd
t
sd
rd





















Scalar multiply this equation by and use the fact that and from the
definition of evolute :
t

0 btnt

01
tt

 
111
1
0
sd
sd
ttkutttt 







01  ku 
k
u
1
C
e
C
O
r

1r

t
1
t

Evolute
Curve
The tangent to Ce, , must lie in the plane of
and since it is perpendicular to . Therefore:
n

b

t
1t

1
1
sd
sd
n
sd
ud
vb
sd
vd
ut























55
SOLO
Differential Geometry in the 3D Euclidean Space
Evolute (continue – 1)
Theory of Curves (continue – 20)
   ccuv   tantan

k
u
1
C
e
C
O
r

1r

t
1
t

Evolute
Curve
We obtained:
1
1
sd
sd
n
sd
ud
vb
sd
vd
ut























    111
// wbvnuwrrt

But:
Therefore:
v
v
sd
ud
u
u
sd
vd
 


or:















 
u
v
sd
d
vu
sd
ud
v
sd
vd
u
1
22
tan
c
u
v
ds
s
s






 

1
tan
0

and:  bcnrr

  tan1
We have one parameter family that describes the evolutes to the curve C.
56
SOLO
Differential Geometry in the 3D Euclidean Space
Evolute (continue – 2)
Theory of Curves (continue – 21)
http://math.la.asu.edu/~rich/MAT272/evolute/ellipselute.html
Evolute of Ellipse
Evolute of Logarithmic Spiral
also a Logarithmic Spiral
Evolute of Parabola
Table of Content
C
e
C
O
r

1r

t
1
t

Evolute
Curve
57
SOLO
Differential Geometry in the 3D Euclidean Space
The vector defines a surface in E3
 vur ,

vu
vu
rr
rr
N 




 vur ,

 vdvudur  ,

rd 2
rd
r
udru

vdrv

d
Nd
P
O
 vudur ,

       
     22
2
22
22
2
2
,2
2
1
,
2
1
,,,
vdudOvdrvdudrudrvdrudr
vdudOrdrdvurvdvudurvur
vvvuuuvu




The vectors and define the
tangent plane to the surface at point P.
P
u
u
r
r





P
v
v
r
r





Define: Unit Normal Vector to the surface at P
vu
vu
rr
rr
N 



:
First Fundamental Form:
      2222
22: vdGvdudFudEvdrrvdudrrudrrrdrdI vvvuuu


    

0
2
0,0,00:

















GF
FEforConditionSylvester
FEGGE
vd
ud
GF
FE
vdudrdrdI
Surfaces in the Three Dimensional Spaces
Table of Contents
58
SOLO
Arc Length on a Path on the Surface:
      









b
a
b
a
vuvu
b
a
tdvdrudrvdrudrtd
td
rd
td
rd
td
td
rd
L
2/1
2/1










































































b
a
b
a
td
td
vd
td
ud
GF
FE
td
vd
td
ud
td
td
vd
G
td
vd
td
ud
F
td
ud
EL
2/1
2/1
22
2
Surface Area:
 vur ,

rd
udru

vdrv

d
P
O
 
  
vdudFGEvdud
GE
F
GE
vdud
rr
rr
rrvdudrrrr
vdudrrrrvdudrrvdrudrd
vu
vu
vuvuvu
vuvuvuvu
2
2/1
2
2/1
2
2/12
1
1,cos1
,sin






















 






  vdudFGEd 2
 vur ,

rd
udru

vdrv
P
O
a
b
Differential Geometry in the 3D Euclidean Space
Table of Contents
59
SOLO
Change of Coordinates
 vur ,

rd
udru

vdrv

d
P
O
vdrv

udru

vdrudrvdrudrd vuvu


vdudFGEvdud
vu
vu
JFGEvdudFGEd 222
,
,







   vurvurr ,,

Change of coordinates from u,v to θ,φ
 
 vuvv
vuuu
,
,

The coordinates are related by


















v
u
vv
uu
vd
ud
vu
vu
      I
vd
ud
GF
FE
vdud
vd
ud
vv
uu
GF
FE
vu
vu
vdud
vd
ud
GF
FE
vdudI
vu
vu
vv
uu





















































td
td
vd
td
ud
GF
FE
td
vd
td
ud
td
td
vd
td
ud
GF
FE
td
vd
td
ud
td
td
rd
td
rd
Ld
2/12/1
2/1
























































































































vu
vu
JFGE
vv
uu
FGE
vv
uu
GF
FE
vu
vu
GF
FE
FGE
vu
vu
vu
vu
vv
uu
,
,
detdetdetdetdet 22
**
**
2
Arc Length on a Path on the Surface and Surface Area are Invariant of the Coordinates:
First Fundamental Form is Invariant to Coordinate Transformation
Differential Geometry in the 3D Euclidean Space
Table of Contents
60
SOLO
vu
vu
rr
rr
N 




 vur ,

 vdvudur  ,

rd 2
rd
r
udru

vdrv

d
Nd
P
O
 vudur ,

Second Fundamental Form: NdrdII :
   
     
22
2
2
2
2
:
vdNvdudMudL
vdNrvdudNrNrudNr
vdNudNvdrudrNdrdII
N
vv
M
uvvu
L
uu
vuvu





  




vdNudNNdNNdNN vu

 01
 
 
 









NrNrNrNrNr
vd
d
NrNrNrNrNr
ud
d
Nr
vuvuvuvuu
uuuuuuuuu
u



0
0
0
 
 
 









NrNrNrNrNr
vd
d
NrNrNrNrNr
ud
d
Nr
vvvvvvvvv
vuuvuvvuv
v



0
0
0
Differential Geometry in the 3D Euclidean Space
61
SOLO
vu
vu
rr
rr
N 




 vur ,

 vdvudur  ,

rd 2
rd
r
udru

vdrv

d
Nd
P
O
 vudur ,

Second Fundamental Form: NdrdII :
      2
2
2
: vdNrvdudNrNrudNrNdrdII
N
vv
M
uvvu
L
uu


  




NrNr uuuu

 NrNr vuuv








NrNr
NrL
uuuu
uu











uvvu
vuuv
vuvu
NrNrM
NrNr
NrNr









NrNr
NrN
vvvv
vv


NrNr vuvu

 NrNr vvvv


22
2: vdNvdudMudLNdrdII 
NrL uu


NrM vu


NrN vv


Differential Geometry in the 3D Euclidean Space
62
SOLO
vu
vu
rr
rr
N 




 vur ,

O
 vdvudur  ,
udru

vdrv

rd
Second Fundamental Form: NdrdII :
       
   
   33
3
3223
22
33
3
32
,33
6
1
2
2
1
,
6
1
2
1
,,,
vdudOvdrvdudrvdudrudr
vdrvdudrudrvdrudr
vdudOrdrdrdvurvdvudurvur
vvvvuvvuuuuu
vvvuuuvu






 
   
    IINvdudOvdNvdudMudL
NvdudOvdNrvdudNrudNr
NvdudONrdNrdNrdNr
vvvuuu
2
1
,2
2
1
,2
2
1
,
6
1
2
1
22
2
22
22
2
22
33
3
32
0








Differential Geometry in the 3D Euclidean Space
63
SOLO
N

Second Fundamental Form: NdrdII :
N

N

(i) Elliptic Case (ii) Hyperbolic Case (iii) Parabolic Case
02
MNL 02
MNL
0
&0
222
2


MNL
MNL
Differential Geometry in the 3D Euclidean Space
64
SOLO
Differential Geometry in the 3D Euclidean Space (continue – 6a)
 vur ,

vdrv

P
O
N

1nr

2nr

udru

2
M
1
M
02
 MNL
Dupin’s Indicatrix
N

1n
r

2n
r

P
2
M
1
M
02
 MNL
N

1nr
2nr

P
1M
2M
0
0
222
2


MNL
MNL
http://www.mathcurve.com/surfaces/inicatrixdedupin/indicatrixdedupin.html
Pierre Charles François
Dupin
1784 - 1873
We want to investigate the curvature propertiesat a point P.
    IINvdudOvdNvdudMudLNr
2
1
,2
2
1 22
2
22


The expression
12
2
221
2
1
 xNxxMxL
was introduced by Charles Dupin in 1813 in “Développments
de géométrie”, to describe the local properties of a surface.
Second Fundamental Form: NdrdII :
http://www.groups.dcs.st-and.ac.uk/~history/Biographies/Dupin.html
Differential Geometry in the 3D Euclidean Space
65
SOLO
N

Second Fundamental Form: NdrdII :
N

(iv) Planar Case
0 MNL
   
 3223
33
3
3223
6
1
,33
6
1
vdDvdudCvdudBudA
vdudOvdrNvdudrNvdudrNudrNNr vvvvuvvuuuuu



DxCxBxA  23
has 3 real roots
Monkey Saddle
DxCxBxA  23
has one real root
Differential Geometry in the 3D Euclidean Space
66
SOLO
Second Fundamental Form: NdrdII :
   vurvurr ,,

Change of coordinates from u,v to θ,φ
 
 vuvv
vuuu
,
,

The coordinates are related by


















v
u
vv
uu
vd
ud
vu
vu
         2222
22 uuuuuvvuuvuuuuuu vNvuMuLNvrvururNrL 

    vuvuvuvuvuvvvuvuvuuvvuuuvu vvNvuuvMuuLNvvrvuruvruurNrM 

         2222
2 vvvvvvvvvuvvvvuvuuvv vNvuMuLNvruvrvururNrN 

Unit Normal Vector to the surface at P
vu
vu
vu
vu
rr
rr
rr
rr
N 








:
uvuuvuu
vrur
u
v
r
u
u
rr







 vvvuvuv
vrur
v
v
r
v
u
rr








      II
vd
ud
NM
ML
vdud
vd
ud
vv
uu
NM
ML
vu
vu
vdud
vd
ud
NM
ML
vdudII
vu
vu
vv
uu





















































Second Fundamental Form is Invariant (unless the sign) to Coordinate Transformation
Differential Geometry in the 3D Euclidean Space
Table of Contents
67
SOLO
N

Osculating
Plane of C
at P
Principal Normal
Line of C at P
Surface
t

P
k

n1
 vur ,

Normal Curvature
- Length differential  2/1
rdrdrdsd 
    tvturr ,

Given a path on a surface of class
Ck ( k ≥ 2) we define:
td
rd
td
rd
sd
rd
t /: 
 - unit vector of path C at P
(tangent to C at P)
td
rd
td
td
sd
td
k /: 

- curvature vector of path C at P



 

curvatureofradius
nn
nnk
sd
td
k

111
1
1
1

 NNkkn

: - normal curvature vector to C at P
 
   /coscos1
:


kNnk
Nkkn


- normal curvature to C at P
Differential Geometry in the 3D Euclidean Space
68
SOLO
N

Osculating
Plane of C
at P
Principal Normal
Line of C at P
Surface
t

P
k

n1
 vur ,

Normal Curvature (continue – 1)
N
Because C is on the surface, is on the tangent
plan normal to .
t

  td
Nd
tN
td
td
td
Nd
tN
td
td
Nt
td
d
Nt






 00
and
        vdrudrvdrudrvdNudNvdrudr
td
rd
td
rd
td
Nd
td
rd
td
rd
td
Nd
td
rd
td
rd
td
Nd
t
td
rd
N
td
td
N
sd
td
Nkk
vuvuvuvu
n


















/
/
///
2
G
vd
ud
F
vd
ud
E
N
vd
ud
M
vd
ud
L
I
II
vdGvdudFudE
vdNvdudMudL
td
vd
G
td
vd
td
ud
F
td
ud
E
td
vd
N
td
vd
td
ud
M
td
ud
L
kn













































































2
2
2
2
2
2
2
2
22
22
22
22
Differential Geometry in the 3D Euclidean Space
69
SOLO
Normal Curvature (continue – 2)
G
vd
ud
F
vd
ud
E
N
vd
ud
M
vd
ud
L
I
II
vdGvdudFudE
vdNvdudMudL
td
vd
G
td
vd
td
ud
F
td
ud
E
td
vd
N
td
vd
td
ud
M
td
ud
L
kn













































































2
2
2
2
2
2
2
2
22
22
22
22
- kn is independent on dt therefore on C.
- kn is a function of the surface parameters L, M, N, E, F, G
and of the direction .
vd
ud
- Because I = E du2 + 2 F du dv + G dv2 > 0 → sign kn=sign II
- kn is independent on coordinates since I and II are independent.
 vur ,

rd
udru

vdrv
P
O
N
1C
k
2C
k

1C
2C
Differential Geometry in the 3D Euclidean Space
Table of Contents
70
SOLO
Principal Curvatures and Directions
G
vd
ud
F
vd
ud
E
N
vd
ud
M
vd
ud
L
I
II
vdGvdudFudE
vdNvdudMudL
kn




























2
2
2
2
2
2
22
22
- kn is a function of the surface parameters L, M, N, E, F, G and of the direction .vd
ud
Let find the maximum and minimum of kn as functions of the directions d u/ d v.
 vur ,

rd
udru

vdrv
P
O
N
1C
k
2C
k

1C
2C
If this occurs for d u0/ d v0 we must have:
       
0&0
00
00
0000
00
00 ,
2
,,
2
,










vdud
vdvd
vdud
n
vdud
udud
vdud
n
I
IIIIII
v
k
I
IIIIII
u
k
   
  
   
  
0&0
00
00
00
00
00
00
00
00
00
00
,
,,
0
,
,,
0


















vdud
vdnvd
vdud
vdvd
vdud
n
vdud
udnud
vdud
udud
vdud
n
IkII
I
II
III
v
k
IkIII
I
II
II
u
k
Multiply by I and use
 00 ,
0
vdud
n
I
II
k 
Differential Geometry in the 3D Euclidean Space
71
SOLO
Principal Curvatures and Directions (continue – 1)
 vur ,

rd
udru

vdrv
P
O
N
1C
k
2C
k

1C
2C
 
  
 
  
0&0
00
00
00
00
00
00
,
,
0
,
,
0






vdud
vdnvd
vdud
n
vdud
udnud
vdud
n
IkII
v
k
IkII
u
k
22
2: vdNvdudMudLNdrdII 
22
2: vdGvdudFudErdrdI 
00
220
vdFudEI ud
 00
220
vdGudFI vd

00
220
vdMudLII ud
 00
220
vdNudMII vd

 
  
0
00
00
00
,
,
0



vdud
udnud
vdud
n
IkII
u
k
 
  
0
00
00
00
,
,
0



vdud
vdnvd
vdud
n
IkII
v
k
    00000 0
 vdFudEkvdMudL n
    00000 0
 vdGudFkvdNudM n
Differential Geometry in the 3D Euclidean Space
72
SOLO
We found:
Principal Curvatures and Directions (continue – 2)
 vur ,

rd
udru

vdrv
P
O
N
1C
k
2C
k

1C
2C
   
   





0
0
0000
0000
0
0
vdGudFkvdNudM
vdFudEkvdMudL
n
n
or:






















0
0
0
0
00
00
vd
ud
GkNFkM
FkMEkL
nn
nn
This equation has non-trivial solution if:
0det
00
00











GkNFkM
FkMEkL
nn
nn
or expending:       02 222
00
 MNLkMFLGNEkFGE nn
Differential Geometry in the 3D Euclidean Space
73
SOLO
Study of the quadratic equation:
Principal Curvatures and Directions (continue – 3)
 vur ,

rd
udru

vdrv
P
O
N
1C
k
2C
k

1C
2C
The discriminant of this equation is:
      02 222
00
 MNLkMFLGNEkFGE nn
    222
42 MNLFGEMFLGNE 
   
2
22
222
2
2
2222
2
2
22222424 










 





 

E
LF
LG
E
LF
MFLGNEENLLFMELF
E
FGE
LFMELFME
E
FGE
    NLFNLGE
E
MLF
LMGF
E
LF
E
LGF
LFME
E
F
LGNELFME
E
FGE 2
3
2
24222
2
2
2
44884424 










 

E
LGF
LG
E
LGF
LMGFLG
NLGE
E
LF
E
MLF
E
LGF
NLF
E
LF
22
22
22
22
2
24322
2
2
24
84884
488444


    
    024
42
2
2
2
0
2
222





















LFME
E
F
LGNELFME
E
FGE
MNLFGEMFLGNE

Differential Geometry in the 3D Euclidean Space
74
SOLO
Study of the quadratic equation (continue – 1):
Principal Curvatures and Directions (continue – 4)
 vur ,

rd
udru

vdrv
P
O
N
1C
k
2C
k

1C
2C
The discriminant of this equation is:
      02 222
00
 MNLkMFLGNEkFGE nn
    
    024
42
2
2
2
0
2
222





















LFME
E
F
LGNELFME
E
FGE
MNLFGEMFLGNE

The discriminant is greater or equal to zero, therefore we always obtain two real solutions
that give extremum for kn: 21
, nn
kk
Those two solutions are called Principal Curvatures and the corresponding two directions
are called Principal Directions    2211 ,,, vdudvdud
0&0  LGNELFME
G
N
F
M
E
L

The discriminant can be zero if:     02&0  LFME
E
F
LGNELFME
In this case:
G
N
F
M
E
L
vdGvdudFudE
vdNvdudMudL
kn



 22
22
2
2
This point in which kn is constant
in all directions is called an
Umbilical Point.
Differential Geometry in the 3D Euclidean Space
75
SOLO
Gaussian and Mean Curvatures
Principal Curvatures and Directions (continue – 5)
 vur ,

rd
udru

vdrv
P
O
N
1C
k
2C
k

1C
2C
Rewrite the equation:
      02 222
00
 MNLkMFLGNEkFGE nn
as:
 
 
 
 
0
2
2
2
2
2
00







FGE
MNL
k
FGE
MFLGNE
k nn
We define:
 
 2
2
: 21
FGE
MFLGNE
kkH nn



 
 2
2
21
:
FGE
MNL
kkK nn



Mean Curvature
Gaussian Curvature
Karl Friederich Gauss
1777-1855
Differential Geometry in the 3D Euclidean Space
76
SOLO
Gaussian and Mean Curvatures (continue – 1)
Principal Curvatures and Directions (continue – 6)
 vur ,

rd
udru

vdrv
P
O
N
1C
k
2C
k

1C
2C
 
 2
2
21
:
FGE
MNL
kkK nn


 Gaussian Curvature
   vurvurr ,,

Change of coordinates from u,v to θ,φ
 
 vuvv
vuuu
,
,

The coordinates are related by


















v
u
vv
uu
vd
ud
vu
vu
    II
vd
ud
NM
ML
vdud
vd
ud
vv
uu
NM
ML
vu
vu
vdudII
vu
vu
vv
uu







































We found:     I
vd
ud
GF
FE
vdud
vd
ud
vv
uu
GF
FE
vu
vu
vdudI
vu
vu
vv
uu

































































vu
vu
vv
uu
vv
uu
GF
FE
vu
vu
GF
FE


























vu
vu
vv
uu
vv
uu
NM
ML
vu
vu
NM
ML
 
2
2
2
2
detdetdetdet












































vu
vu
vu
vu
vv
uu
FGE
vv
uu
GF
FE
GF
FE
FGE
 
2
2
2
2
detdetdetdet












































vu
vu
vu
vu
vv
uu
MNL
vv
uu
NM
ML
NM
ML
MNL
Therefore: invariant to coordinate changes
 
 
 
 2
2
2
2
21
:
FGE
MNL
FGE
MNL
kkK nn






Differential Geometry in the 3D Euclidean Space
77
SOLO
Principal Curvatures and Directions (continue – 7)
 vur ,

rd
udru

vdrv
P
O
N
1C
k
2C
k

1C
2CStart with:    
   





0
0
0000
0000
0
0
vdGudFkvdNudM
vdFudEkvdMudL
n
n
rewritten as :






















0
01
00000
0000
n
kvdGudFvdNudM
vdFudEvdMudL
that has a nontrivial solution (1,-kn0) only if:
0det
0000
0000








vdGudFvdNudM
vdFudEvdMudL
or:       0
2
000
2
0
 vdNFMGvdudNEGLudMEFL
or:
      0
0
0
2
0
0
















 NFMG
vd
ud
NEGL
vd
ud
MEFL
Differential Geometry in the 3D Euclidean Space
78
SOLO
Principal Curvatures and Directions (continue – 8)
 vur ,

rd
udru

vdrv
P
O
N
1C
k
2C
k

1C
2C
We obtained:
This equation will define the two Principal Directions 2211 21
& vdrudrrvdrudrr vunvun


      
 
 
 
 
021
21
2
2
1
1
2
2
1
1
2112212121





























vdvdG
MEFL
NEGL
F
MEFL
NFMG
E
vdvdG
vd
ud
vd
ud
F
vd
ud
vd
ud
E
vdvdrrvdudvdudrrududrrrr vVvuuunn

      0
0
0
2
0
0
















 NFMG
vd
ud
NEGL
vd
ud
MEFL
From the equation above we have:
 
 
 
 MEFL
NFMG
vd
ud
vd
ud
MEFL
NEGL
vd
ud
vd
ud






2
2
1
1
2
2
1
1
Let compute the scalar product of the Principal Direction Vectors:
The Principal Direction Vectors
are perpendicular.
Differential Geometry in the 3D Euclidean Space
79
SOLO
Principal Curvatures and Directions (continue – 9)
 vur ,

rd
udru

vdrv
P
O
N
1C
k
2C
k

1C
2C
Since the two Principal Directions are orthogonal
21 21
& vdrrudrr vnun


they must satisfy the equation:
Let perform a coordinate transformation to the Principal
Direction:  vu,
      0
2
000
2
0
 vdNFMGvdudNEGLudMEFL
   21 ,0&0, vdud
or:
  0
2
1
 udMEFL
  0
2
2
 vdNFMG 0 NFMG
01
ud
0 MEFL
02
vd
0E
0G
0
0


NrM
rrF
vu
vu


at P
Definition:
A Line of Curvature is a curve whose tangent at any point has a direction
coinciding with a principal direction at that point. The lines of curvature
are obtained by solving the previous differential equation
Differential Geometry in the 3D Euclidean Space
80
SOLO
Principal Curvatures and Directions (continue – 10)
 vur ,

rd
udru

vdrv
P
O
N
1C
k
2C
k

1C
2C
Suppose (du0,dv0) is a Principal Direction, then they must satisfy the equations:
Rodriguez Formula
NrNrL uuuu


NrNrNrM vuuvvu


NrNrN vvvv


   
   





0
0
0000
0000
0
0
vdGudFkvdNudM
vdFudEkvdMudL
n
n
   
   





0
0
0000
0000
0
0
vdrrudrrkvdNrudNr
vdrrudrrkvdNrudNr
vvvunvvuv
vuuunvuuu


uu rrE


vu rrF


vv rrG


    
    





0
0
0000
0000
0
0
vvunvu
uvunvu
rvdrudrkvdNudN
rvdrudrkvdNudN


 
 





0
0
0
0
vn
un
rrdkNd
rrdkNd


But are in the tangent plane at P since and are, and the vectors
and are independent, therefore:
rdkNd n

0
 Nd

rd

vr
 ur

00

 rdkNd n
The direction (du0,dv0) is a Principal Direction on a point on a surface if and only if
from some scalar k, and satisfy:00
vdNudNNd vu

 00 vdrudrrd vu


rdkNd

 Rodriguez Formula
We found:
Differential Geometry in the 3D Euclidean Space
Table of Contents
81
SOLO
Conjugate Directions
 vur ,

rd
udru

vdrv
P
O
N

Q
NdN


l
Let P (u,v) and Q (u+du,v+dv) neighboring points on a
surface. The tangent planes to the surface at p and Q
intersect along a straight line L. Now let Q approach P
along a given direction (du/ dv=const= PQ), then the line l
will approach a limit LC. The directions PQ and LC are
called Conjugate Directions.
Let be the normal at P and the normal at Q.N

NdN


Let the direction of LC be given by: vrurr vu 


Since LC is in both tangential planes at P and at Q we have:
  0&0  NdNrNr

     0 vdNudNvrurNdr vuvu


        0 vdvNrvduNrudvNruduNr vvvuuvuu


We found vvuvvuuu NrNNrNrMNrL

 &&
The previous relation becomes:   0 vdvNvduudvMuduL 
Given (du,dv) there is only one conjugate direction (δu,δv) given by the previous
equation.
Differential Geometry in the 3D Euclidean Space
Table of Contents
82
SOLO
Asymptotic Lines
The directions which are self-conjugate are called asymptotic directions.
becomes:
  0 vdvNvduudvMuduL 
We see that the asymptotic directions are those for which the second fundamental
form vanishes. Moreover, the normal curvature kn vanishes for this direction.
Those curves whose tangents are asymptotic directions are called asymptotic lines.
v
u
vd
ud


If a direction (du,dv) is self-conjugate than and the equation of
conjugate lines
02 22
 vdNvdudMudL
The conjugat and asymptotic lines were introduced by Charles
Dupin in 1813 in “Dévelopments de Géométrie”.
Pierre Charles François
Dupin
1784 - 1873
http://www.groups.dcs.st-and.ac.uk/~history/Biographies/Dupin.html
Differential Geometry in the 3D Euclidean Space
Table of Contents
83
SOLO Vectors & Tensors in a 3D Space
Scalar and Vector Fields
Let express the cartesian coordinates (x, y, z) of any point, in a three dimensional space as
a function of three curvilinear coordinates (u1, u2, u3), where:

dr
constu 3
i

j

k

1
1
ud
u
r



2
2
ud
u
r



3
3
ud
u
r



constu 1
constu 2
curveu1
curveu2
curveu3
     
     




zyxuuzyxuuzyxuu
uuuzuuuyuuuxx
,,,,,,,,
,,,,,,,,
332211
321321321
Those functions are single valued with continuous
derivatives and the correspondence between (x,y,z)
and (u1,u2,u3) is unique (isomorphism).
kzjyixr


or
3
3
2
2
1
1
ud
u
r
ud
u
r
ud
u
r
rd











   321 ,,,, uuuzyx     321
,,,, uuuAzyxAA


Assume now that the scalars Φ and vectors are functions of local
coordinates, cartesian (x,y,z) or general, curvilinear (u1,u2,u3)
A

In general ( we can not assume that Φ and are functions
of position).
A

   rAAr

 ,
Table of Contents
84
SOLO Vectors & Tensors in a 3D Space
Vector Differentiation
 tAA

Let a vector function of a single parameter tA

Ordinary Derivative of Scalars and Vectors
The Ordinary Derivative of the Vector is defined as
     
t
tAttA
td
tAd
t


 

0
lim
 tA


t
t
A

   tAttAA


If the limit exists we say that is continuous and differentiable in t. tA

Differentiation Formulas
If are differentiable vector functions of a scalar t and φ is a differentiable
scalar of t, then
CBA

,,
  td
Bd
td
Ad
BA
td
d



  td
Bd
AB
td
Ad
BA
td
d





  td
Ad
A
td
d
A
td
d




 
  td
Cd
BAC
td
Bd
ACB
td
Ad
CBA
td
d







  td
Bd
AB
td
Ad
BA
td
d




      
















td
Cd
BAC
td
Bd
ACB
td
Ad
CBA
td
d






Table of Contents
85
SOLO Vectors & Tensors in a 3D Space
Vector Differentiation
Partial Derivatives of Scalar and Vectors
   321 ,,,, uuuzyx     321
,,,, uuuAzyxAA


Assume now that the scalars Φ and vectors are functions of local
coordinates, cartesian (x,y,z) or general, curvilinear (u1,u2,u3)
A

The partial derivatives are defined as follows
     
1
3213211
0
1
321
,,,,
lim
,,
1
u
uuuuuuu
u
uuu
u







     
2
3213221
0
2
321
,,,,
lim
,,
2
u
uuuuuuu
u
uuu
u







     
3
3213321
0
3
321
,,,,
lim
,,
3
u
uuuuuuu
u
uuu
u







     
1
3213211
0
1
321 ,,,,
lim
,,
1
u
uuuAuuuuA
u
uuuA
u







     
2
3213221
0
2
321 ,,,,
lim
,,
2
u
uuuAuuuuA
u
uuuA
u







     
3
3213321
0
3
321 ,,,,
lim
,,
3
u
uuuAuuuuA
u
uuuA
u







Higher derivatives are also defined


























































































2
3
2
1
2
31
3
1212
2
2121
2
33
2
3
2
22
2
2
2
11
2
1
2
&&
&&
u
A
uuu
A
u
A
uuu
A
u
A
uuu
A
u
A
uu
A
u
A
uu
A
u
A
uu
A


Table of Contents
86
SOLO Vectors & Tensors in a 3D Space
Vector Differentiation
Differentials of Vectors
3
3
2
2
1
1
ud
u
A
ud
u
A
ud
u
A
zd
z
A
yd
y
A
xd
x
A
Ad




















If     321321 111111,,,, 321
uAuAuAzAyAxAuuuAzyxAA uuuzyx 

     321321 111111111 321321
udAudAudAuAduAduAdzAdyAdxAdAd uuuuuuzyx 

  BdABAdBAd


  BdABAdBAd


  CdBACBdACBAdCBAd


        CdBACBdACBAdCBAd


then
If are differentiable vector functions of a scalar t.CBA

,,
Table of Contents
87
SOLO Vectors & Tensors in a 3D Space
The Vector Differential Operator Del (, Nabla)
We define the Vector Differential Operator Del (, Nabla) in Cartesian Coordinates as:
z
z
y
y
x
x
111:









This operator has double properties: (a) of a vector, (b) of a differential
Gradient: Nabla operates on a Scalar or Vector Field
z
z
y
y
x
x
z
z
y
y
x
x
111111:























 
zz
z
A
yz
z
A
xz
z
A
zy
y
A
yy
y
A
xy
y
A
zx
x
A
yx
x
A
xx
x
A
zAyAxAz
z
y
y
x
x
A
zyx
zyx
zyx
zyx
111111
111111
111111
111111:











































a scalar
a dyadic
88
SOLO Vectors & Tensors in a 3D Space
The Vector Differential Operator Del (, Nabla) (continue)
We define the Vector Differential Operator in Cartesian Coordinates as:
z
z
y
y
x
x
111:









This operator has double properties: (a) of a vector, (b) of a differential
Divergence: Nabla performs a Scalar Product on a Vector Field
  z
A
y
A
x
A
zAyAxAz
z
y
y
x
x
A zyx
zyx






















 111111:

Curl (Rotor): Nabla performs a Vector Product on a Vector Field
 
z
y
A
x
A
y
x
A
z
A
x
z
A
y
A
AAA
zyx
zyx
zAyAxAz
z
y
y
x
x
A
xyzxyz
zyx
zyx
111
111
111111:

























































Table of Contents
89
SOLO Vectors & Tensors in a 3D Space
Scalar Differential
Let find the differentials of:    321 ,,,, uuuzyx 
3
3
2
2
1
1
ud
u
ud
u
ud
u
zd
z
yd
y
xd
x
d


















  rdzzdyydxxdz
z
y
y
x
x
d















 111111
Since      zyxuuzyxuuzyxuu ,,,,,,,, 332211 
We obtain rduudrduudrduud

 332211 ,,
rdu
u
u
u
u
u
ud
u
ud
u
ud
u
d



























 3
3
2
2
1
1
3
3
2
2
1
1
Comparing with we obtainrdd




























3
3
2
2
1
13
3
2
2
1
1 u
u
u
u
u
uu
u
u
u
u
u
Using the Gradient definition: z
z
y
y
x
x
111:









or
3
3
2
2
1
1
:
u
u
u
u
u
u








 in general curvilinear coordinates
Table of Contents
90
SOLO Vectors & Tensors in a 3D Space
Vector Differential
Let find the differentials of:    321
,,,, uuuAzyxAA


3
3
2
2
1
1
ud
u
A
ud
u
A
ud
u
A
zd
z
A
yd
y
A
xd
x
A
Ad




















    ArdzAyAxA
z
zd
y
yd
x
xd
zdz
z
A
y
z
A
x
z
A
ydz
y
A
y
y
A
x
y
A
xdz
x
A
y
x
A
x
x
A
Ad
zyx
zyxzyx
zyx





























































111
111111
111
  ArdA
u
u
u
u
u
urdrdu
u
A
u
u
A
u
u
A
Ad





































3
3
2
2
1
13
3
2
2
1
1
rduudrduudrduud

 332211 ,,
and
3
3
2
2
1
1
:
u
u
u
u
u
u









  ArdAd

Therefore
In Cartesian Coordinates:
In General Curvilinear Coordinates using
Table of Contents
91
Vector AnalysisSOLO
    Linearity of operator
         Differentiability of operator
  BABA

 Linearity of operator
  BABA

 Linearity of operator
  AAA

  Differentiability of operator
  AAA

  Differentiability of operator
Differential Identities
92
Vector AnalysisSOLO
Differential Identities
     
   
   BAAB
BAAB
BABABA
BA
BA






 
     
  AAA
cbacabcba  
2


0
0 


aa

   
0
0
baabaa
A






93
Vector AnalysisSOLO
Differential Identities
         ABBAABBABA


     BABABA B


     ABBAAB A


       
 
   ABBABABABAAB
BA
BA

  




         BAABABBABA


     BABABA BA


     ABABBA AAA


     BABABA BBB


94
Vector AnalysisSOLO
   
   
Differential Identities Summary
  BABA


  BABA


  AAA

 
  AAA

 
         ABBAABBABA


         BAABABBABA


     BAABBA


    AAA
 2

0

 
0 A

   AAAAA






 2/
2
Table of Contents
95
SOLO Vectors & Tensors in a 3D Space
Curvilinear Coordinates in a Three Dimensional Space
Let express the cartesiuan coordinates (x, y, z) of any point, in a three dimensional space
as a function of three curvilinear coordinates (u1, u2, u3), where:

dr
constu 3
i

j

k

1
1
ud
u
r



2
2
ud
u
r



3
3
ud
u
r



constu 1
constu 2
curveu1
curveu2
curveu3
     
     




zyxuuzyxuuzyxuu
uuuzuuuyuuuxx
,,,,,,,,
,,,,,,,,
332211
321321321
Those functions are single valued with continuous
derivatives and the correspondence between (x,y,z)
and (u1,u2,u3) is unique (isomorphism).
kzjyixr


3
3
2
2
1
1
3
333
2
222
1
111
3
3
12
2
1
1
3
3
12
2
1
1
3
3
12
2
1
1
ud
u
r
ud
u
r
ud
u
r
udk
u
z
j
u
y
i
u
x
udk
u
z
j
u
y
i
u
x
udk
u
z
j
u
y
i
u
x
kud
u
z
d
u
z
ud
u
z
jud
u
y
d
u
y
ud
u
y
iud
u
x
d
u
x
ud
u
x
kzdjydixdrd












































































































or
3
3
2
2
1
1
ud
u
r
ud
u
r
ud
u
r
rd











96
SOLO Vectors & Tensors in a 3D Space
Curvilinear Coordinates in a Three Dimensional Space (continue – 1)
3
3
2
2
1
1
ud
u
r
ud
u
r
ud
u
r
rd











Let define: 3,2,1:
1



 i
u
r
r iu


If and are linear independent (i.e. if and only if
αi = 0 i=1,2,3) then they form a base of the space E3.
21
, uu
rr

3u
r

0
3
1

i
ui i
r
We have also:   3,2,1,,1
 irdzyxuud i 
We can write:         3
1
2
1
1
11
1 321
,, udurudurudurrdzyxuud uuu 

Because du1, du2, du3 are independent increments the precedent equation requires:
001 111
321
 ururur uuu

Similarly by multiplying by and we obtain:rd
 2
u 3
u








ji
ji
uru
u
r j
i
j
u
j
i
0
1
1



Therefore and are reciprocal systems of vectors.321
,, uuu
rrr
 321
,, uuu 

dr
constu 3
i

j

k

1
1
ud
u
r



2
2
ud
u
r



3
3
ud
u
r



constu 1
constu 2
curveu1
curveu2
curveu3
97
SOLO Vectors & Tensors in a 3D Space
Curvilinear Coordinates in a Three Dimensional Space (continue – 2)
We proved that reciprocal systems of vectors are related by:
and are reciprocal systems of vectors.321
,, uuu
rrr
 321
,, uuu 
     321
21
321
13
321
32
,,
,
,,
,
,,
321
uuu
uu
uuu
uu
uuu
uu
rrr
rr
u
rrr
rr
u
rrr
rr
u 











     321
21
321
13
321
32
,,
,
,,
,
,, 321
uuu
uu
r
uuu
uu
r
uuu
uu
r uuu










and    1,,,, 321
321
 uuurrr uuu

or
1
,,
,,
,,
,, 321
321
333
222
111
333
222
111



















































zyx
uuu
J
uuu
zyx
J
z
u
y
u
x
u
z
u
y
u
x
u
z
u
y
u
x
u
u
z
u
y
u
x
u
z
u
y
u
x
u
z
u
y
u
x
where is the Jacobian of x,y,z with respect to u1, u2, u3.








321 ,,
,,
uuu
zyx
J Carl Gustav Jacob Jacobi
1804 - 1851

dr
constu 3
i

j

k

1
1
ud
u
r



2
2
ud
u
r



3
3
ud
u
r



constu 1
constu 2
curveu1
curveu2
curveu3
98
SOLO Vectors & Tensors in a 3D Space
Curvilinear Coordinates in a Three Dimensional Space (continue – 3)
  grrr
u
z
u
y
u
x
u
z
u
y
u
x
u
z
u
y
u
x
uuu
zyx
J uuu



























321
,,det:
,,
,,
333
222
111
321

If is nonsingular the transformation from x,y,z to u1, u2, u3 is unique.







321 ,,
,,
uuu
zyx
J

dr
constu 3
i

j

k

1
1
ud
u
r



2
2
ud
u
r



3
3
ud
u
r



constu 1
constu 2
curveu1
curveu2
curveu3
g
rr
u
g
rr
u
g
rr
u
uuuuuu 211332 321
,,







     211332
321
,, uugruugruugr uuu


Table of Contents
99
SOLO Vectors & Tensors in a 3D Space
Covariant and Contravariant Components of a Vector in Base .321
,, uuu
rrr

Given a vector we have: 321
,, uuuA

 
  j
u
j
j
u
i
u
i
uuu
urAuAuAuAuA
ruArArArArAA
j
ii




3
3
2
2
1
1
321
321
where:
juj
ii
rAA
uAA




:
: are the contravariant components of A

are the covariant components of A

The Element of Arc ds. The Metric Coefficients gij Riemann and Euler Spaces
Compute:       jiuujuiu ududrrudrudrrdrdsd jiji

2
Define:
jiuuuuij
grrrrg ijji


the metric coefficients
jijijiij ududgududgrdrdsd 
2
the element of arc

dr
constu 3
i

j

k

1
1
ud
u
r



2
2
ud
u
r



3
3
ud
u
r



constu 1
constu 2
curveu1
curveu2
curveu3
Leonhard Euler
1707- 1783 Georg Friedrich Bernhard
Riemann
1826 - 1866A space with the metric defined above is called a
Riemann Space. If gij = δij then the space is called an
Euler Space.
100
SOLO Vectors & Tensors in a 3D Space
Covariant and Contravariant Components of a Vector in Base (continue -1).321
,, uuu
rrr

or:
If we substitute for we obtain:A

ju
r

  j
ij
j
uu
j
ju ugurruAr jii





































3
2
1
333231
232221
131211
3
2
1
u
u
u
ggg
ggg
ggg
r
r
r
ugr
u
u
u
j
ijui




Multiplying by gik (where gik gji = δj
k) and summing on i and k:
kjk
j
j
ij
ik
u
ik
uuuggrg j
 

Changing k by j we obtain:



































3
2
1
333231
232221
131211
3
2
1
u
u
u
u
ijj
r
r
r
ggg
ggg
ggg
u
u
u
rgu i





dr
constu 3
i

j

k

1
1
ud
u
r



2
2
ud
u
r



3
3
ud
u
r



constu 1
constu 2
curveu1
curveu2
curveu3
101
SOLO Vectors & Tensors in a 3D Space
Covariant and Contravariant Components of a Vector in Base (continue -2).321
,, uuu
rrr

Multiplying equation by we get:iu
ijj
rgu

 i
u
  ij
u
iijji
gruguu i



1
jiij
uug or
Now:       j
ij
j
ij
j
ijui AguAgugArAA j


j
iji AgA 
We also found:
   321321
,,,,det
2
333231
232221
131211
uuuuuu
rrrgrrr
ggg
ggg
ggg
g














dr
constu 3
i

j

k

1
1
ud
u
r



2
2
ud
u
r



3
3
ud
u
r



constu 1
constu 2
curveu1
curveu2
curveu3
Table of Contents
102
SOLO Vectors & Tensors in a 3D Space
Coordinate Transformation in Curvilinear Coordinates
from those equations we obtain:
 
 
 
 
 
 















32133
32122
32111
32133
32122
32111
,,
,,
,,
,,
,,
,,
uuuuu
uuuuu
uuuuu
uuuuu
uuuuu
uuuuu
Let and be two general curvilinear coordinates in
an E3 space. There exists a unique transformation from one
curvilinear coordinates to the other:
 321 ,, uuu  321 ,, uuu
k
k
j
k
k
k
j
jj
j
i
j
j
j
i
i ud
u
u
ud
u
u
udud
u
u
ud
u
u
ud











  
3
1
3
1
k
k
j
j
i
j k
k
k
j
j
i
j
j
j
i
i ud
u
u
u
u
ud
u
u
u
u
ud
u
u
ud












   
3
1
3
1
3
1
Because dui and duk are independent:










ki
ki
u
u
u
u i
k
k
j
j
i
0
1

In the same way: k
k
i
i
j
i
i
j
j
ud
u
u
u
u
du
u
u
ud








therefore:










kj
kj
u
u
u
u j
k
k
i
i
j
0
1


dr
constu 3
i

j

k

1
1
ud
u
r



2
2
ud
u
r



3
3
ud
u
r



constu 1
constu 2
curveu1
curveu2
curveu3
103
SOLO Vectors & Tensors in a 3D Space
Coordinate Transformation in Curvilinear Coordinates (continue – 1)
If:    321321 ,,,, uuuruuurr


j
i
ij u
u
u
r
u
r








ij u
j
i
u
r
u
u
r




and:
i
j
ji u
u
u
r
u
r








ji u
i
j
u
r
u
u
r




Let be a given vector with respect to two curvilinear coordinates.A

ji u
j
j
ii
u
i
rA
u
u
ArAA





 
  i
j
i
ji
u
i
j
i
u
i
ji
u
i
i
j
j
uA
u
u
urA
u
u
ur
u
u
AurAuAuAA
j
ji




















i
j
ij
A
u
u
A



This is a contravariant relation with respect to the reference relation .ij u
j
i
u
r
u
u
r




j
i
j
i
A
u
u
A



This is a covariant relation with respect to the reference relation . ij u
j
i
u
r
u
u
r





dr
constu 3
i

j

k

1
1
ud
u
r



2
2
ud
u
r



3
3
ud
u
r



constu 1
constu 2
curveu1
curveu2
curveu3
104
SOLO Vectors & Tensors in a 3D Space
Coordinate Transformation in Curvilinear Coordinates (continue – 2)
Let define: j
i
j
i
i
A
u
u
AuA


 11:

By multiplying the last equation by and because
then and:
1




i
j
j
i
u
u
u
u
j
i
u
u


j
i
j
u
u
A



j
j
ij
j
i
u
u
u
uAuA 


:
 j
j
ii
u
u
u
u 



From the reference relation mjki u
j
m
uu
i
k
u
r
u
u
rr
u
u
r






 &
mkmkji uu
j
m
i
k
u
j
m
u
i
k
uuij
rr
u
u
u
u
r
u
u
r
u
u
rrg













kl
j
m
i
k
ij
g
u
u
u
u
g





This is a two order covariant relation with respect to the reference relation .ij u
j
i
u
r
u
u
r




In the same way m
m
jjk
k
ii
u
u
u
uu
u
u
u 





 &
mk
m
j
k
im
m
jk
k
ijiij
uu
u
u
u
u
u
u
u
u
u
u
uug 











km
m
j
k
iij
g
u
u
u
u
g





This is a two order contravariant relation with respect to the reference relation .ij u
j
i
u
r
u
u
r





dr
constu 3
i

j

k

1
1
ud
u
r



2
2
ud
u
r



3
3
ud
u
r



constu 1
constu 2
curveu1
curveu2
curveu3
Table of Contents
105
SOLO Vectors & Tensors in a 3D Space
Covariant Derivative
First we want to find the derivatives and .
j
u
u
r i



j
i
u
u


Because are vectors of a base in E3 we can write
as a function of this base. j
u
u
r i



3,2,1ir iu

i
i
uij
k
ijj
u
r
u
r
uu
r 
















:







ij
k
ij
kEquivalent notation
Where are the Cristoffel’s Symbols of II kind that we must determine.ij
k

Elwin Bruno Cristoffel
1829 - 1900
Because thenk
ji
k uji
k
i
u
jiijj
u
uij
k
r
u
r
u
r
uu
r
uu
r
r


































 ji
k
ij
k

Let calculate now  mjigrrr
u
r
mijkmij
k
uuij
k
u
j
u
mkm
i
,: , 

 

where are the Cristoffel’s Symbols of I kind  kmij
k
u
j
u
mij gr
u
r
mji m
i






:,,
Because andji
k
ij
k
 mkkm gg  kjikij ,,

106
SOLO Vectors & Tensors in a 3D Space
Covariant Derivative (continue – 1)
To find let perform the following calculations:kij,

  ijkjki
k
u
uu
k
u
uu
kk
ij
u
r
rr
u
r
rr
uu
g j
ij
i
ji ,, 















  ijkkji
j
u
uu
j
u
uu
jj
ik
u
r
rr
u
r
rr
uu
g k
ik
i
ki ,, 















  jikkji
i
u
uu
i
u
uu
ii
jk
u
r
rr
u
r
rr
uu
g k
jk
j
kj ,, 















From those equations we obtain:

















k
ij
i
jk
j
ik
kij
u
g
u
g
u
g
2
1
,

















k
ij
i
jk
j
ik
km
kij
km
ij
m
u
g
u
g
u
gg
g
2
,
Multiplying the equations by and summing we obtain:kmij
m
kij g ,
km
g
The Operator .
107
SOLO Vectors & Tensors in a 3D Space
Covariant Derivative (continue – 2)
Now let find .
j
i
u
u


Because are vectors of a base in E3 we can write as a function of this
base:
3,2,1 iui
j
i
u
u


Tacking the derivative with respect to uj of the equation we get:
k
i
k
u ur i


0





j
k
u
k
j
u
u
u
ru
u
r
i
i


or ij
kk
mij
mk
uij
mk
j
u
j
k
u uru
u
r
u
u
r m
i
i






 



k
jk
i
j
i
u
u
u



:
But we have also ij
k
ij
k
iuij
k
j
k
u ur
u
u
r ii



 

Therefore:
i
ij
k
j
k
u
u
u



Because we have:mu
imi
rgu

 iuij
kim
j
k
rg
u
u 



108
SOLO Vectors & Tensors in a 3D Space
Covariant Derivative (continue – 3)
We found that: m
jkim
i
kmjmikjjki
k
ij
gg
u
g



,,
Let find , where .
k
ij
u
g


jiij
uug 
j
km
iki
km
mjkj
km
ijmi
km
k
j
ij
k
i
k
ij
gguuuu
u
u
uu
u
u
u
g









j
km
iki
km
mj
k
ij
gg
u
g



We can see that:
0






j
kj
i
ki
j
jk
i
ki
j
km
ik
ij
i
km
mj
ij
m
jkim
iji
kmjm
ij
k
ijij
k
ij
ij
k
j
m
i
j
m
i
m
gggggggg
u
g
g
u
g
g


This can be proven if we take the derivative with respect to uk of the equation:
1ij
ij gg
Table of Contents
109
SOLO
or
Vectors & Tensors in a 3D Space
Covariant Derivative of a Vector .A

j
ju
i
uArAA i


iimi
i
i u
i
mk
i
u
k
i
mi
u
m
ik
i
u
k
i
k
ui
u
k
i
k
rAr
u
A
rAr
u
A
u
r
Ar
u
A
u
A 





















ji
mk
i
k
i
iju
i
mk
i
k
i
k
uA
u
A
grA
u
A
u
A
i
























 

But we have also
or ji
mk
i
k
i
ij
jm
jkj
k
j
k
uA
u
A
guA
u
A
u
A


























jm
jkj
j
k
j
jm
mj
mkj
j
k
j
k
j
j
j
k
j
k
uAu
u
A
uAu
u
A
u
u
Au
u
A
u
A


















Therefore we can write: 












 i
mk
i
k
i
ij
m
jkj
k
j
A
u
A
gA
u
A
By multiplying the equation by gij and summing we obtain:













 m
jkj
k
jiji
mk
i
k
i
A
u
A
gA
u
A
Table of Contents
110
Vector AnalysisSOLO
Dyadic Identities Summary
      CbaCabCba


     CbaCabCba


  CCC

 
  CCC

 
    CCC
 2

0 C

aCCa T 

 TT
aCCa


    BCaBaC
TT


111
SOLO
Vector Integration
Vector Analysis
Ordinary Integration of Vectors
Let be a vector depending on the single scalar variable
t, with Ax (t), Ay (t), Az (t) continuous in a specific interval, then
        ztAytAxtAtA zyx 111 

        zdttAydttAxdttAdttA zyx
111  

If there exists a vector such that then:   tS
td
d
tA

 tS

      ctSdttS
td
d
dttA

 
where is an arbitrary constant.c

The definite integral between t = a and t = b gives
          aSbSctSdttS
td
d
dttA
b
a
b
a
b
a

 
Table of Contents
112
SOLO
Vector Integration
                     


n
i
iiii
n
i
iiiiin
trzyxAtrtrzyxAS
11
1
,,,,


C
1t
n
tb 
2
t
0
ta 
1i
t
i
t
1
2
i
n
 itr

Let subdivide C into n parts by n arbitrary points
t1, t2,…,tn, and call a=t0 and b=tn. On each arc joining
ti-1 to zi choose a point ξi. Define the sum:
             


C
b
a
n
i
iiii
z
n
n
rdzyxArdzyxAtrzyxAS
i

,,,,,,limlim
1
0

Properties of Integrals
   
CCC
rdBrdArdBA

constantrdArdA
CC
  

 
a
b
b
a
rdArdA

 
b
c
c
a
b
a
rdArdArdA

Vector Analysis
Line Integrals
Let be continuous at all points on a curve C of a finite length L, defined by the
position vector . tr
 zyxA ,,

Let the number of subdivisions n increase in such a
way that the largest of approaches zero, then the sum approaches a
limit that is called the line integral (also Riemann-Stieltjes integral).
 itr


Georg Friedrich Bernhard
Riemann
1826 - 1866
Table of Contents
113
SOLO
Vector Integration
Vector Analysis
Surface Integrals
 vur ,

rd
udru

vdrv

sd
P
O
vdrv

udru

vdrudrvdrudrsd vuvu


Let be continuous at all points on a surface S of a finite area A,
defined by the position vector . vur ,

 zyxA ,,

A surface integral over the vector field is defined asA

         

S
vu
S
sdnsd
S
vdudrrvuxvuyvuxAsdnAsdA

,,,,,ˆ
ˆ
Table of Contents
114
SOLO
Vector Integration
Vector Analysis
Volume Integrals
Let be continuous at all points on a
finite volume V, defined by the position vector . 321 ,, uuur
   321
,,,, uuuAzyxA


A volume integral over the vector field is defined asA

   
V
uuu
V
udududrrruuuAdvA 321321 321
,,,,

where
    















































321
333
222
111
,,
,,
det,, 321321
uuu
zyx
J
u
z
u
y
u
x
u
z
u
y
u
x
u
z
u
y
u
x
rrrrrr uuuuuu


dr
constu 3
i

j

k

1
1
ud
u
r



2
2
ud
u
r



3
3
ud
u
r



constu 1
constu 2
curveu1
curveu2
curveu3
Table of Contents
115
SOLO
Simply and Multiply Connected Regions
A region R is called simply-connected if any simple closed curve Γ, which lies in R
can be shrunk to a point without leaving R. A region R that is not simply-connected
is called multiply-connected.
C0
x
y
R C1

C0
x
y
R
C1
C2
C3

C
x
y
R

C
x
y
R
simply-connected
multiply-connected.
Vector Integration
Vector Analysis
Table of Contents
116
SOLO
Green’s Theorem in the Plane
C
R
Let P (x,y) and Q (x,y) be continuous and have continuous partial derivatives in a
region R and on the boundary C.
Green’s Theorem states that:
   











R
dydx
y
P
x
Q
dyQdxP
C
Vector Integration
Vector Analysis
http://en.wikipedia.org/wiki/George_Green
This Theorem was first published by George Green (1793 – 1841) in 1828 in a paper
“An Essay on the Application of Mathematical Analysis to the Theories of Electricity
and Magnetism”.
117
SOLO
Green’s Theorem in the Plane
Vector Integration
Vector Analysis
Lord Kelvin rediscovered his work four years after his death and gave it wide
publicity. Kelvin, James Clerk Maxwell, George Gabriel Stokes and others built on
his pioneering work and Green gained a posthumous reputation amongst 19th- and
20th-century mathematicians and scientists. His work has had great influence and
nowadays he is remembered principally for Green’s theorem in vector analysis,
Green’s tensor (or the Cauchy-Green tensor) in elasticity theory and above all for
Green’s functions for solving differential equations.
George Green (1793-1841) was one of the most remarkable of
nineteenth century physicists, a self-taught mathematician whose
work has contributed greatly to modern physics. He was a
pioneer in the application of mathematics to physical problems.
He had very little formal education and died without achieving
any recognition among other mathematicians.
http://www.historyoftheuniverse.com/george_green/store.htm#Vol_1_paper
George Green
1793-1841
tomb stone
118
SOLO
Proof of Green’s Theorem in the Plane C
R
P
T
S
Q
a b
x
y
 xgy 2
 xgy 1
Start with a region R and the boundary curve C, defined
by S,Q,P,T, where QP and TS are parallel with y axis.
 
 
 







b
a
xgy
Xgy
dy
y
P
dxdydx
y
P
2
R
By the fundamental lemma
of integral calculus:
 
 
 
   
 
     xgxPxgxPyxPdy
y
yxP xgy
xgy
xgy
Xgy
12 ,,,
, 2
1
2


 




Therefore:       


b
a
b
a
dxxgxPdxxgxPdydx
y
P
12 ,,
R
but:       
a
bSQ
dxxgxPdxxgxP 22 ,, integral along curve SQ
      
b
aPT
dxxgxPdxxgxP 11 ,, integral along curve PT
If we add to those integrals:     00,,   dxsincedxyxPdxyxP
QPTS
we obtain:
            


CTSPTQPSQ
dxyxPdxyxPdxxgxPdxyxPdxxgxPdydx
y
P
,,,,, 12
R
Assume that PT is defined by the function y = g1 (x) and
SQ is defined by the function y = g2 (x), both smooth and
y
P


is continuous in R:
Vector Integration
Vector Analysis
119
SOLO
Proof of Green’s Theorem in the Plane (continue – 1)
  


C
dxyxPdydx
y
P
,
R
In the same way:   


C
dyyxQdydx
x
Q
,
R
Therefore we obtain:    











R
dydx
y
P
x
Q
dyQdxP
C
The line integral is evaluated by traveling C counterclockwise.
For a general single connected region, as that
described in Figure to the right, can be divided in a
finite number of sub-regions Ri, each of each are of the
type described in the Figure above. Since the adjacent
regions boundaries are traveled in opposite directions,
there sum is zero, and we obtain again:
   











R
dydx
y
P
x
Q
dyQdxP
C
C
R4
x
y
R
R3
R1
R2
C
R
P
T
S
Q
a b
x
y
 xgy 2
 xgy 1
Vector Integration
Vector Analysis
120
SOLO
Proof of Green’s Theorem in the Plane (continue – 2)
The general multiply-connected regions can be transformed in a simply
connected region by infinitesimal slits
C0
x
y
R C1
P0
P1
C0
x
y
R
C1
C2
C3
      











R
dydx
y
P
x
Q
dyQdxPdyQdxP
i CC i0
All line integrals are evaluated by traveling Ci i=0,1,… counterclockwise.
Since the slits boundaries are traveled in opposite
directions, there integral sum is zero:
    0
0
1
1
0
 
P
P
P
P
dyQdxPdyQdxP
We obtain:
Vector Integration
Vector Analysis
Table of Contents
121
SOLO
Stoke’s Theorem
C
R
Let P (x,y) and Q (x,y) be continuous and have continuous
partial derivatives in a region R and on the boundary C.
Green’s Theorem states that:
GEORGE STOCKES
1819-1903
A more general theorem was given by Stokes
   











R
dydx
y
P
x
Q
dyQdxP
C
   

































yzxzxy RRR
dzdy
z
Q
y
R
dzdx
x
R
z
P
dydx
y
P
x
Q
dzRdyQdxP
C
or in vector form:  
S
dAFdrF
C

where:
        zzyxRyzyxQxzyxPzyxF 1,,1,,1,,,, 

zdzydyxdxdr 111 
zdydxydzdxxdzdydA 111 
GEORGE GREEN
1793-1841
z
z
y
y
x
x
111









Vector Integration
Vector Analysis
122
Proof of Stoke’s Theorem
SOLO
GEORGE STOCKES
1819-1903
Vector Analysis
A
B
C
D
v
u duu 
dvv 
Constant
v curves
Constant
u curves
 vur ,

 vuA ,

C
Consider a surface in a 3 dimensional space,
defined by two parameters u and v and bounded
by a curve Γ.
Let choose four points on this surface:
 vurA ,:  vduurB ,: 
 dvvurD ,:  dvvduurC  ,:
Consider also a vector, function of the position:  vuA ,

The vector at the four points, A, B, C, D, is given by:
   vuAAA ,


               vuAdu
u
r
vuAvuArdvuAAdvuAvduuABA uu ,,,,,,











               vuAdv
v
r
vuAvuArdvuAAdvuAdvvuADA vv ,,,,,,











           vuAdv
v
r
vuAdu
u
r
vuAAdAdvuAdvvduuACA vu ,,,,,




















where du, dv are infinitesimals (differentials)
123
Proof of Stoke’s Theorem (continue – 1)
SOLO
Vector Analysis
   vuAAA ,


     vuAdu
u
r
vuABA ,,











     vuAdv
v
r
vuADA ,,











       vuAdv
v
r
vuAdu
u
r
vuACA ,,,




















A
B
C
D
v
u duu 
dvv 
Constant
v curves
Constant
u curves
 vur ,

 vuA ,

C
Let compute the path integral:
               
dvdu
u
r
Adv
v
r
v
r
A
u
r
dv
v
r
Adv
v
r
Adu
u
r
Adv
v
r
Adu
u
r
A
dv
v
r
Adv
v
r
Adu
u
r
Adu
u
r
Adu
u
r
A
dr
AADA
dr
DACA
dr
CABA
dr
BAAA
drA DACDBCAB
ABCD






































































































































































2
1
2
1
2
1
2
1
2222
124
Proof of Stoke’s Theorem (continue – 2)
SOLO
Vector Analysis
A
B
C
D
v
u duu 
dvv 
Constant
v curves
Constant
u curves
C
 vur ,

 vuA ,

Let compute:
dvdu
u
r
A
v
r
v
r
A
u
r
drA
ABCD 


















































   
u
r
A
v
r
v
r
A
u
r
v
r
u
r
AA
u
r
v
r
u
r
A
v
r
u
r
A A
































































































Therefore:     sdAdvdu
v
r
u
r
AdrA
ABCD













We identify as the vector describing the surface ABCD since
it is normal to surface and the aria is equal to
dvdu
v
r
u
r
sd 













:
dvdu
v
r
u
r












Let sum over the entire u,v network. Interior line integrals will cancel out in pairs
leaving only , and finally we obtain:
 
C
drA

  
SC
sdAdrA

Table of Contents
125
Divergence Theorem
This therem is also known as Gauss’ Theorem, Ostrogradsky’s Theorem
or Gauss-Ostrogradsky Theorem.
V
A


ds
SOLO Vector Analysis
JOSEPH-LOUIS
LAGRANGE
1736-1813
The theorem was first discovered by Lagrange in 1762, than later
rediscovered by Carl Friedrich Gauss in 1813,by George Green in
1825, and in 1831 by Michail Vasilievich Ostrogradsky who gave
the first proof.
MIKHAIL VASILIEVICH
OSTROGRADSKI
1801-1862
GEORGE GREEN
1793-1841
tomb stone
http://en.wikipedia.org/Divergence_theorem
JOHANN CARL FRIEDRICH
GAUSS
1777-1855
  
S V
dvAsdA

126
Proof of Divergence Theorem
SOLO Vector Analysis
  
S V
dvAsdA








2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u




2
,
2
,
2
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u
 321 ,, uuu
1ur

2ur

3u
r

S4
S1
S2
S5
S3
S6
F
r

 321
,, uuu
dV is any volume, that includes the point (u1,u2,u3) and
is closed by the surface S=S1+S2+S3+S4+S5+S6
 
654321 SSSSSSS
AdsAdsAdsAdsAdsAdsAds

where
32
32
3
3
2
2
41 udud
u
r
u
r
ud
u
r
ud
u
r
dsds 




















31
13
1
1
3
3
52 udud
u
r
u
r
ud
u
r
ud
u
r
dsds 




















21
21
2
2
1
1
63 udud
u
r
u
r
ud
u
r
ud
u
r
dsds 


















   
321
321
3
3
2
2
1
1
321
1
1
321
2
,,
2
,,
41
ududud
u
r
u
r
u
A
ud
u
r
ud
u
rud
u
A
uuuA
ud
u
A
uuuAAdsAds
SS


























































 





   
321
132
1
1
3
3
2
2
321
2
2
321
2
,,
2
,,
52
ududud
u
r
u
r
u
A
ud
u
r
ud
u
rud
u
A
uuuA
ud
u
A
uuuAAdsAds
SS


























































 





   
321
213
2
2
1
1
3
3
321
3
3
321
2
,,
2
,,
63
ududud
u
r
u
r
u
A
ud
u
r
ud
u
rud
u
A
uuuA
ud
u
A
uuuAAdsAds
SS






















































 





127
SOLO Vectors & Tensors in a 3D Space







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u
 321 ,, uuu
1ur

2ur

3u
r

S4
S1
S2
S5
S3
S6
F
r

 321
,, uuu
 
654321 SSSSSSS
AdsAdsAdsAdsAdsAdsAds

321
213132321
ududud
u
r
u
r
u
A
u
r
u
r
u
A
u
r
u
r
u
A
 























































321
321
ududud
u
r
u
r
u
r
vd 

















Proof of Divergence Theorem (continue – 1)
     321
21
321
13
321
32
,,
,
,,
,
,,
321
uuu
uu
uuu
uu
uuu
uu
rrr
rr
u
rrr
rr
u
rrr
rr
u 











Using the relations:
 
















VS
vd
u
A
u
u
A
u
u
A
uAds
3
3
2
2
1
1


We obtain:
We also obtained the definition of Nabla ( ):
3
3
2
2
1
1
:
u
u
u
u
u
u









from which:  
VS
vdAAds

q.e.d.
Table of Contents
128
VECTOR NOTATION CARTESIAN TENSOR NOTATION
Gauss’ Theorem Variations


A analytic inV
  
  
A C C const vector .
   
S V
dvsdGAUSS 

2  analytic inV  
S V k
k
dv
s
ds



    
S V
dvAsdAGAUSS

1
 
S V k
k
kk
dv
x
A
dsA


SOLO Vector Analysis
V
A


ds
Karl Friederich Gauss
1777-1855
129
VECTOR NOTATION CARTESIAN TENSOR NOTATION
       
S V
dvAsdAGAUSS

3
  
V
dvAA


 ,A

analytic inV
 
 
S V k
k
kk
dv
x
A
dsA



 








V k
k
k
k dv
x
A
x
A





   
   
B e e e  1 1 2 2 3 3
        
S V
dvABBAsdABGAUSS

4   








S V k
k
i
k
i
kkki dv
x
A
B
x
B
AdsAB




 

A analytic inV    
S V
dvAAsdGAUSS

5
   








S V j
i
i
j
ijji dv
x
A
x
A
AdsAds




SOLO Vector Analysis
Table of Contents
Gauss’ Theorem Variations (continue)
130
CS
A


ds

dr
VECTOR NOTATION CARTESIAN TENSOR NOTATION
Stokes’ Theorem Variations
 
SC
sdArdAStokes

1
 

A analytic on S  








S
k
j
i
i
j
C
ii sd
x
A
x
A
rdA




GEORGE STOCKES
1819-1903
SOLO
Vector Analysis
    
SSC
sdAAsdArdAStokes

2
 
SC
sdrdStokes 

3
    AsdsdAA const




131
SOLO
Vector Analysis
vectorconstCCAA .

    
SC
sdCArdCA

   
       CsdAnCsdAnnAC
sdACsdACArdC
SS
sdnsd
SSC








ˆˆˆ
ˆ
   
A d r A d s
C S
     
  
SC
sdAnArdStokes

ˆ4
     ACACCA
constC 




   ArdCrdCA


     
     AnnAAn
AnnAAn
A
A






ˆˆˆ
ˆˆˆ
       AnAnAnAn

 ˆˆˆˆ
         
SSC
sdAnAnAnsdAnArdStokes

ˆˆˆˆ4
Stokes’ Theorem Variations (continue - 1)
132
GAUSS’AND STOKES’ THEOREMS ARE GENERALIZATIONS OF THE
FUNDAMENTAL THEOREM OF CALCULUS
 A b A a
d A x
d x
d x
a
b
( ) ( )  
SOLO
Vector Analysis
  
SC
sdAnArdStokes

ˆ4
Use
with rA


      nnnrnrnrn r
ˆ2ˆ3ˆˆˆˆ
3




therefore
 
SC
sdnrdrStokes ˆ
2
1
5

Stokes’ Theorem Variations (continue - 2)
Table of Contents
133
SOLO
GREEN’s IDENTITIES
Start from Gauss’ Theorem that relates the integral of the flux of a union of
closed surfaces to it’s divergence.
n
i
iSS
1

     


S
GAUSS
V
dSnFGdvFG 1


n
i
iSS
1

iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


and must be continuous and twice differentiable in V.G

F

Using the identity we obtain         FGFGFG


          


S
GAUSS
V
dSnFGdvFGFG 1

First Vector Green Identity
Interchanging and we obtainG

F

          


S
GAUSS
V
dSnGFdvGFFG 1

By subtracting the second identity from the first we obtain
           


SV
dSnGFFGdvFGGF 1

Second Vector Green Identity
Vector Analysis
GEORGE GREEN
1793-1841
Table of Contents
Harmonic
134
SOLO
Derivation of Nabla (  ) from Gauss’ Theorem
Start from Gauss’ Theorem that relates the integral of the flux of a union of
closed surfaces to it’s divergence.
n
i
iSS
1


n
i
iSS
1

iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


Vector Analysis
 
 
 






















,,
1
lim:
1
lim,
1
lim,
1
lim,
0
0
0
0
S
V
S
V
F
S
VF
S
V
F
ds
V
Ads
V
trA
Ads
V
trA
ds
V
tr



 
 
 



















S
V
F
S
VF
S
V
F
Ads
V
trA
Ads
V
trA
ds
V
tr



1
lim,
1
lim,
1
lim,
0
0
0
















S
GAUSS
V
S
GAUSS
V
S
GAUSS
V
AdsvdA
AdsvdA
dsvd


5
1
2
Table of Contents
135
SOLO Vectors & Tensors in a 3D Space
The Operator .
 
 
 






















,,
1
lim:
1
lim,
1
lim,
1
lim,
0
0
0
0
S
V
S
V
F
S
VF
S
V
F
ds
V
Ads
V
trA
Ads
V
trA
ds
V
tr


We know that
where V is any volume, that includes the point and is closed by the surface SFr








2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u
 321 ,, uuu
1ur

2ur

3u
r

S4
S1
S2
S5
S3
S6
F
r

 321
,, uuu
Let apply those definitions to the infinitesimal volume
in the figure, having the point at it’s centerFr

where
321
321
3
3
2
2
1
1
ududud
u
r
u
r
u
r
ud
u
r
ud
u
r
ud
u
r
V 

































   

S
VF
ds
V
tr
1
lim,
0

Gradient
V is any volume, that includes the point (u1,u2,u3) and is closed by the surface
S=S1+S2+S3+S4+S5+S6
136
SOLO Vectors & Tensors in a 3D Space
The Operator (continue – 1)
where







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u
 321 ,, uuu
1ur

2ur

3u
r

S4
S1
S2
S5
S3
S6
F
r

 321
,, uuu
 
654321 SSSSSSS
dsdsdsdsdsdsds
32
32
3
3
2
2
41 udud
u
r
u
r
ud
u
r
ud
u
r
dsds 




















31
13
1
1
3
3
52 udud
u
r
u
r
ud
u
r
ud
u
r
dsds 




















21
21
2
2
1
1
63 udud
u
r
u
r
ud
u
r
ud
u
r
dsds 


















   
321
321
3
3
2
2
1
1
321
1
1
321
2
,,
2
,,
41
ududud
u
r
u
r
u
ud
u
r
ud
u
rud
u
uuu
ud
u
uuudsds
SS





















































 


   
321
132
1
1
3
3
2
2
321
2
2
321
2
,,
2
,,
52
ududud
u
r
u
r
u
ud
u
r
ud
u
rud
u
uuu
ud
u
uuudsds
SS





















































 


   
321
213
2
2
1
1
3
3
321
3
3
321
2
,,
2
,,
63
ududud
u
r
u
r
u
ud
u
r
ud
u
rud
u
uuu
ud
u
uuudsds
SS

















































 


137
SOLO Vectors & Tensors in a 3D Space
The Operator (continue – 2)
or







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u
 321 ,, uuu
1ur

2ur

3u
r

S4
S1
S2
S5
S3
S6
F
r

 321
,, uuu
 
654321 SSSSSSS
dsdsdsdsdsdsds
321
213132321
ududud
u
r
u
r
uu
r
u
r
uu
r
u
r
u 




















































321
321
ududud
u
r
u
r
u
r
V 








































































 
321
321213132
0
1
lim
u
r
u
r
u
r
uu
r
u
r
uu
r
u
r
uu
r
u
r
ds
V S
V


3
3
2
2
1
1
u
u
u
u
u
u









To the same result we could arrive using:
rdu
u
u
u
u
u
rdu
u
rdu
u
rdu
u
ud
u
ud
u
ud
u
rdd





































3
3
2
2
1
1
3
3
2
2
1
1
3
3
2
2
1
1
Gradient
138
SOLO Vectors & Tensors in a 3D Space
The Operator (continue – 3)
or







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u







2
,
2
,
2
3
3
2
2
1
1
ud
u
ud
u
ud
u
 321 ,, uuu
1ur

2ur

3u
r

S4
S1
S2
S5
S3
S6
F
r

 321
,, uuu























































 
321
321213132
0
1
lim
u
r
u
r
u
r
u
A
u
r
u
r
u
A
u
r
u
r
u
A
u
r
u
r
Ads
V
A
S
V



3
3
2
2
1
1
u
A
u
u
A
u
u
A
uA











By the same procedure as before:
Divergence
 

S
V
Ads
V
A
 1
lim
0
or























































 
321
321213132
0
1
lim
u
r
u
r
u
r
u
A
u
r
u
r
u
A
u
r
u
r
u
A
u
r
u
r
Ads
V
A
S
V



3
3
2
2
1
1
u
A
u
u
A
u
u
A
uA











By the same procedure as before:
Rotor
 

S
V
Ads
V
A
 1
lim
0
Summarize
3
3
2
2
1
1
u
u
u
u
u
u









139
SOLO Vectors & Tensors in a 3D Space
The Operator (continue – 4)
Let develop those equations in curvilinear coordinates:
Therefore:  
i
i
u


   
j
ij
j
iji
u
gg



We obtain:   ii u
i
ij
u
i
ij
i
i
r
u
ggr
u
gu
u
uuu 1,, 321










where:
g
r
r
r
r i
i
i
i
u
u
u
u



1
Second Proof:
     
    j
j
jij
i
j
ji
i
ud
u
udgud
u
r
u
r
u
r
u
r
ud
u
r
ud
u
r
ud
u
r
rdd







































3
32
1
1
3
3
2
2
1
1
 
j
iji
u
g


  ij
i
j
g
u



 
i
i
u
u
u
u
u
u
u
uuuu












3
3
2
2
1
1321
,,Gradient
140
SOLO Vectors & Tensors in a 3D Space
The Operator (continue – 5)
Let develop those equations in curvilinear coordinates: j
ju
i
uArAA i


Divergence    
i
ij
ju
i
u
A
uuArAA i





But j
m
m
ij
i
j
u
mj
mi
i
j
i
uA
u
A
rA
u
A
u
A
j
























 

Therefore


ij
ij
j
g
ji
m
m
ji
i
j
u
imj
im
i
j
uuA
u
A
ruA
u
A
A 























or ij
m
m
ji
i
jmi
im
i
i
gA
u
A
A
u
A
A 























141
SOLO Vectors & Tensors in a 3D Space
The Operator (continue – 6)
Divergence (continue – 1)j
ju
i
uArAA i


ij
m
m
ij
i
jmi
im
i
i
gA
u
A
A
u
A
A 























Let compute
i
im
konsummationggGggG ki
iki
jkj
ik
 
ik
ik
G
g
g



m
kiki
m
kiik
m
ki
kim u
g
gg
u
g
G
u
g
g
g
u
g

















































k
im
i
mk
m
ik
ik
mi
i
im
mj
k
ij
i
jk
j
ik
km
kij
km
ij
m
u
g
u
g
u
gg
u
g
u
g
u
gg
g
22
,Start from
But
k
miki
gg
k
imki
ki
i
mkik
u
g
g
u
g
g
u
g
g
miim







 
m
ik
ki
mi
i
u
gg



2
We found
mmm
ik
ki
mi
i
u
g
gu
g
gu
gg









1
2
1
2
 
i
i
i
ii
iim
m
mi
i
mi
im
i
i
u
Ag
g
A
u
g
gu
A
A
u
g
gu
A
A
u
A
A



















111
  ij
m
m
ij
i
jmi
im
i
i
i
i
gA
u
A
A
u
A
u
Ag
g
A 

























1
142
SOLO Vectors & Tensors in a 3D Space
The Operator (continue – 5)
Rotor    
i
ij
ju
i
u
A
uuArAA i





But
j
m
m
ij
i
j
u
mj
mi
i
j
i
uA
u
A
rA
u
A
u
A
j
























 

Therefore ji
m
m
ji
i
j
u
imj
im
i
j
uuA
u
A
ruA
u
A
A j
























j
ju
i
uArAA i


Let develop those equations in curvilinear coordinates:






otherwise
ofnpermutatiocyclicakji
ofnpermutatiocyclicakji
r
g
uu kjiu
kjiji
k
0
3,1,2,,1
3,2,1,,1
,,
,,

 
1,2,3ofnspermutatiocyclicarekj,i,
g
r
u
A
u
A
g
r
A
u
A
A
u
A
A
kji
u
j
i
i
j
kji
u
m
m
ij
j
i
m
m
ji
i
j
k
k















































,,
,,



Use the fact that and are reciprocal vectors we have
i
uju
r

143
SOLO Vectors & Tensors in a 3D Space
The Operator (continue – 6)
Laplacian Δ
j
ju
i
uArAA i


Let develop those equations in curvilinear coordinates:
  
ij
m
m
ij
ji
j
ji
ii
i
g
uuu
u
gg
ugu
g
g






























2
2 11
 
i
i
u


   
j
ij
j
iji
u
gg



Using
  ij
m
m
ij
i
jmi
im
i
i
i
i
gA
u
A
A
u
A
u
Ag
g
A 

























1
  ii u
i
ij
u
i
ij
i
i
r
u
ggr
u
gu
u
uuu 1,, 321










We found
Table of Contents
144
SOLO Vectors & Tensors in a 3D Space
Orthogonal Curvilinear Coordinates in a Three Dimensional Space
Let express the cartesiuan coordinates (x, y, z) of any point, in a three dimensional space
as a function of three curvilinear coordinates (u1, u2, u3), where:

dr
constu 3
i

j

k

1
1
111
ud
u
r
eudh





2
2
222 ud
u
r
eudh





3
3
333
ud
u
r
eudh





constu 1
constu 2
curveu1
curveu2
curveu3
     
     




zyxuuzyxuuzyxuu
uuuzuuuyuuuxx
,,,,,,,,
,,,,,,,,
332211
321321321
Those functions are single valued with continuous
derivatives and the correspondence between (x,y,z)
and (u1,u2,u3) is unique (isomorphism).
kzjyixr


kzdjydixdrd


For orthogonal coordinates we have:
3332221113
3
2
2
1
1
eudheudheudhud
u
r
ud
u
r
ud
u
r
rd



















ji
ji
ee ji
0
1
     2
3
2
3
2
2
2
2
2
1
2
1
2
udhudhudhrdrdsd 

3213213
3
2
2
1
1
udududhhhud
u
r
ud
u
r
ud
u
r
Vd 

















33
3
22
2
11
1 /:/:/:
u
r
u
r
e
u
r
u
r
e
u
r
u
r
e





















145
SOLO Vectors & Tensors in a 3D Space
Orthogonal Curvilinear Coordinates in a Three Dimensional Space
(continue – 1)

dr
constu 3
i

j

k

1
1
111
ud
u
r
eudh





2
2
222 ud
u
r
eudh





3
3
333
ud
u
r
eudh





constu 1
constu 2
curveu1
curveu2
curveu3
General Coordinates:
      3
3
321
22113
2
2
321
11332
1
1
321
33221
321
21
321
13
321
32
,,
,
,,
,
,, h
e
hhh
eheh
rrr
rr
u
h
e
hhh
eheh
rrr
rr
u
h
e
hhh
eheh
rrr
rr
u
uuu
uu
uuu
uu
uuu
uu




















33
3
22
2
11
1
321
,, eh
u
r
reh
u
r
reh
u
r
r uuu

















i
i
u
u




Orthogonal Coordinates:
i
ii
e
uh




1
Gradient:
j
ju
i
uri
 AAA

  321321
,, hhhrrrg uuu


33
3
22
2
11
1
uh
e
uh
e
uh
e










146
SOLO Vectors & Tensors in a 3D Space
Orthogonal Curvilinear Coordinates in a Three Dimensional Space
(continue – 2)

dr
constu 3
i

j

k

1
1
111
ud
u
r
eudh





2
2
222 ud
u
r
eudh





3
3
333
ud
u
r
eudh





constu 1
constu 2
curveu1
curveu2
curveu3
General Coordinates:
      3
3
321
22113
2
2
321
11332
1
1
321
33221
321
21
321
13
321
32
,,
,
,,
,
,, h
e
hhh
eheh
rrr
rr
u
h
e
hhh
eheh
rrr
rr
u
h
e
hhh
eheh
rrr
rr
u
uuu
uu
uuu
uu
uuu
uu




















33
3
22
2
11
1
321
,, eh
u
r
reh
u
r
reh
u
r
r uuu

















Orthogonal
Coordinates:
  
321 33221133
3
3
22
2
2
11
1
1
3
33
2
22
1
11
3
3
33
2
2
22
1
1
11332211
/// uuu
rhArhArhAeh
h
A
eh
h
A
eh
h
A
uhAuhAuhA
h
e
hA
h
e
hA
h
e
hAeAeAeA









321
321
AAA
AAA
A


 
i
i
u
Ag
g 


1
ADivergence:
     















3
3
21
2
2
31
1
1
32
321
1
u
Ahh
u
Ahh
u
Ahh
hhh
A
j
ju
i
uri
 AAA

  321321
,, hhhrrrg uuu


147
SOLO Vectors & Tensors in a 3D Space
Orthogonal Curvilinear Coordinates in a Three Dimensional Space
(continue – 3)
General Coordinates:
      3
3
321
22113
2
2
321
11332
1
1
321
33221
321
21
321
13
321
32
,,
,
,,
,
,, h
e
hhh
eheh
rrr
rr
u
h
e
hhh
eheh
rrr
rr
u
h
e
hhh
eheh
rrr
rr
u
uuu
uu
uuu
uu
uuu
uu




















33
3
22
2
11
1
321
,, eh
u
r
reh
u
r
reh
u
r
r uuu

















Orthogonal Coordinates:Rotor:
1,2,3ofnspermutatiocyclicarekj,i,
g
r
u
A
u
A
kji
u
j
i
i
j k
 













,,

A
j
ju
i
uri
 AAA

  
321 33221133
3
3
22
2
2
11
1
1
3
33
2
22
1
11
3
3
33
2
2
22
1
1
11332211
/// uuu
rhArhArhAeh
h
A
eh
h
A
eh
h
A
uhAuhAuhA
h
e
hA
h
e
hA
h
e
hAeAeAeA









321
321
AAA
AAA
A


  321321
,, hhhrrrg uuu


332211
321
332211
AhAhAh
uuu
eheheh








A

dr
constu 3
i

j

k

1
1
111
ud
u
r
eudh





2
2
222 ud
u
r
eudh





3
3
333
ud
u
r
eudh





constu 1
constu 2
curveu1
curveu2
curveu3
148
SOLO Vectors & Tensors in a 3D Space
Orthogonal Curvilinear Coordinates in a Three Dimensional Space
(continue – 4)
General Coordinates:
      3
3
321
22113
2
2
321
11332
1
1
321
33221
321
21
321
13
321
32
,,
,
,,
,
,, h
e
hhh
eheh
rrr
rr
u
h
e
hhh
eheh
rrr
rr
u
h
e
hhh
eheh
rrr
rr
u
uuu
uu
uuu
uu
uuu
uu




















33
3
22
2
11
1
321
,, eh
u
r
reh
u
r
reh
u
r
r uuu

















Orthogonal Coordinates:
Laplacian:
j
ju
i
uri
 AAA

  321321
,, hhhrrrg uuu



dr
constu 3
i

j

k

1
1
111
ud
u
r
eudh





2
2
222 ud
u
r
eudh





3
3
333
ud
u
r
eudh





constu 1
constu 2
curveu1
curveu2
curveu3













j
ji
i
u
gg
ug
1






ji
jih
h
e
h
e
uug i
j
j
i
ijiji
0
/1
2









































33
21
322
31
211
32
1321
1
uh
hh
uuh
hh
uuh
hh
uhhh
Table of Contents
149
Vector AnalysisSOLO
Vector Operations in Various Coordinate Systems
 
 
 
z
y
x
z
y
x









1. Gradient 
• Cartesian:
      zyx zyx 111


 
 
 
z
r
r
z
r











1
• Cylindrical:
      zr zr 111

 
 
 
 













sin
1
1
r
r
r
r
• Spherical:
        111

 rr
150
Vector AnalysisSOLO
Vector Operations in Various Coordinate Systems
2. Divergence 
• Cartesian:
z
A
y
A
x
A
A zyx










• Cylindrical: zr zr AAAA 111

 

• Spherical:
zyx zyx
AAAA 111



 
z
AA
r
Ar
rr
A z
r










11
  111

 AAAA rr

   














A
r
A
r
Ar
rr
A r
sin
1
sin
sin
11 2
2

151
Vector AnalysisSOLO
Vector Operations in Various Coordinate Systems
3. Laplacian 2

• Cartesian:
2
2
2
2
2
2
2
zyx 








• Cylindrical:
• Spherical:
2
2
2
2
22
2
2
2
2
2
2
2 1111
zrrrrzrr
r
rr 



































 2
2
222
2
2
2
sin
1
sin
sin
11























rrr
r
rr
152
Vector AnalysisSOLO
Vector Operations in Various Coordinate Systems
4. Curl 
• Cartesian:
 
 
  y
A
x
A
A
x
A
z
A
A
z
A
y
A
A
xy
z
zx
y
yz
x





















• Cylindrical:
zr zr AAAA 111

 

• Spherical:
zyx zyx
AAAA 111



  111

 AAAA rr

      zyx zyx
AAAA 111



 
 
    




























r
z
zr
z
r
A
Ar
rr
A
r
A
z
A
A
z
AA
r
A
1
1



      zr zr
AAAA 111




   
   
    






































r
r
r
A
Ar
rr
A
Ar
r
A
r
A
A
A
r
A
1
sin
1
sin
sin
1



        111

 AAAA rr

153
Vector AnalysisSOLO
Vector Operations in Various Coordinate Systems
5. Scalar Product
• Cartesian:
• Cylindrical:
zr zr AAAA 111

 

• Spherical:
zyx zyx
AAAA 111



  111

 AAAA rr

zyx zyx
BBBB 111



zzyyxx BABABABA 

zr zr BBBB 111

 

  111

 BBBB rr

zzrr
BABABABA  

 BABABABA rr 

154
Vector AnalysisSOLO
Vector Operations in Various Coordinate Systems
6. Vector Product
• Cartesian:
• Cylindrical:
zr zr AAAA 111

 

• Spherical:
zyx zyx
AAAA 111



  111

 AAAA rr

zyx zyx
BBBB 111



      zyx zyx BABABABA 111



zr zr AAAA 111

 

  111

 AAAA rr

 
 
  xyyxz
zxxzy
yzzyx
BABABA
BABABA
BABABA






      zr zr BABABABA 111




 
 
  rrz
zrrz
zzr
BABABA
BABABA
BABABA









 
 
  rr
rr
r
BABABA
BABABA
BABABA









        111

 BABABABA rr

155
Vector AnalysisSOLO
Vector Operations in Various Coordinate Systems
7. Material Derivative
• Cartesian:
• Cylindrical:
zr zr AAAA 111

 

• Spherical:
zyx zyx
AAAA 111



  111

 AAAA rr

zyx zyx
vvvv 111



z
A
v
y
A
v
x
A
v
t
A
tD
AD
z
A
v
y
A
v
x
A
v
t
A
tD
AD
z
A
v
y
A
v
x
A
v
t
A
tD
AD
z
z
z
y
z
x
z
z
y
z
y
y
y
x
y
y
x
z
x
y
x
x
x
x




























































  Av
t
A
tD
AD 





zr zr vvvv 111

 

  111

 vvvv rr

z
A
v
A
r
v
r
A
v
t
A
tD
AD
z
A
v
A
r
v
r
A
v
t
A
tD
AD
z
A
v
A
r
v
r
A
v
t
A
tD
AD
z
z
zz
r
z
z
zr
r
z
rr
r
r
r




































































































































A
r
vA
r
v
r
A
v
t
A
tD
AD
A
r
vA
r
v
r
A
v
t
A
tD
AD
A
r
vA
r
v
r
A
v
t
A
tD
AD
r
r
rrr
r
r
r
sin
sin
sin



Table of Contents
156
Vector AnalysisSOLO
Applications
Fundamental Theorem of Vector Analysis for a Bounded Region V
(Helmholtz’s Theorem)
Reynolds’ Transport Theorem
Poisson’s Non-homogeneous Differential Equation
Kirchhoff’s Solution of the Scalar Helmholtz
Non-homogeneous Differential Equation
Table of Contents
Fundamental Theorem of Vector Analysis for a Unbounded Region V
(Helmholtz’s Theorem)
Laplace Fields
Harmonic Functions
Rotations
157
ROTATIONS
Rotation of a Rigid Body
SOLO
23r
31r
12r1
3
2
P
P
1
2
331r
23r
12r
A rigid body in mechanics is defined as a system of mass points subject to the
constraint that the distance between all pair of points remains constant through
the motion.
To define a point P in a rigid body it is enough to specify the distance of this point
to three non-collinear points. This means that a rigid body is completely defined
by three of its non-collinear points. Since each point, in a three dimensional space
is defined by three coordinates, those three points are defined by 9 coordinates.
But the three points are constrained by the three distances between them:
313123231212 && constrconstrconstr 
Therefore a rigid body is completely defined by 9 – 3 = 6 degrees of freedom.
This is a part of the
Presentation “ROTATIONS”
NOTES ON
ROTATIONS
SOLO
HERMELIN
INITIAL INTERMEDIATE FINAL
158
ROTATIONS
Rotation of a Rigid Body (continue – 1)
SOLO
We have the following theorems about a rigid body:
Euler’s Theorem (1775)
The most general displacement of a rigid body with one point fixed is equivalent to
a single rotation about some axis through that point.
Chasles’ Theorem (1839)
The most general displacement of a rigid body is a translation plus a rotation.
Leonhard Euler 1707-1783
Michel Chasles 1793-1880
159
ROTATIONS
Rotation of a Rigid Body (continue – 2)
SOLO
Proof of Euler’s Theorem P
'P
OA
'A
B
'BC
C
r rr
r
r


O – Fixed point in the rigid body
A,B – Two point in the rigid body at equal
distance r from O. 





 rOBOA
__________
A’,B’ – The new position of A,B respectively.
Since the body is rigid rOBOA 
__________
''
Therefore A,B, A’,B’ are one a sphere
with center O.
 – plane passing through O such that A and A’ are at the same distance from it.
 – plane passing through O such that B and B’ are at the same distance from it.
PP’ – Intersection of the planes and 
The two spherical triangles APB and A’PB’ are equal.
The arcs AA’ and BB’ are equal. That means that rotation around PP’ that
moves A to A’ will move B to B’.
q.e.d.
160
ROTATIONS
Mathematical Computation of a Rotation
SOLO
A
B
C
O


nˆ
v

1v

We saw that every rotation is defined by three parameters:
• Direction of the rotation axis , defined by by two parameters.nˆ
• The angle of rotation , defines the third parameter.
Let rotate the vector around by a large angle , to
obtain the new vector

 OAv

nˆ 
 OBv1

From the drawing we have:

 CBACOAOBv1

vOA



  cos1ˆˆ 

vnnAC
 Since direction of is:      sinˆˆ&ˆˆ  vnnvnn

and it’s length is:
AC

  cos1sin v
  sinˆ vnCB



Since has the direction and the
absolute value
CB

vn

ˆ
sinsinv
      sinˆcos1ˆˆ1 vnvnnvv


161
ROTATIONS
Computation of the Rotation Matrix
SOLO
We have two frames of coordinates A and B defined
by the orthogonal unit vectors and AAA zyx ˆ,ˆ,ˆ  BBB zyx ˆ,ˆ,ˆ
The frame B can be reached by rotating the A frame
around some direction by an angle .nˆ 
We want to find the Rotation Matrix
that describes this rotation from A to B.
 ,ˆ33 nRC x
B
A 
    
    
     


sinˆˆcos1ˆˆˆˆˆ
sinˆˆcos1ˆˆˆˆˆ
sinˆˆcos1ˆˆˆˆˆ
AAAB
AAAB
AAAB
znznnxz
ynynnxy
xnxnnxx



Let write those equations in matrix form.
 
  
  
    

































0
0
1
sinˆ
0
0
1
cos1ˆˆ
0
0
1
ˆ  AAAA
B nnnx
  














0
0
0
ˆ
xy
xz
yz
A
nn
nn
nn
n   0ˆ ntrace
Axˆ
Azˆ
Ayˆ
Bzˆ
Byˆ
Bxˆ
O
nˆ




Rotation Matrix
162
ROTATIONS
Computation of the Rotation Matrix (continue – 1)
SOLO
Axˆ
Azˆ
Ayˆ
Bzˆ
Byˆ
Bxˆ
O
nˆ




 
  
  
    

































0
0
1
sinˆ
0
0
1
cos1ˆˆ
0
0
1
ˆ  AAAA
B nnnx
 
  
  
    

































0
1
0
sinˆ
0
1
0
cos1ˆˆ
0
1
0
ˆ  AAAA
B nnny
 
  
  
    

































1
0
0
sinˆ
1
0
0
cos1ˆˆ
1
0
0
ˆ  AAAA
B nnnz
 
    
  
    
   A
A
A
B
AAA
x
A
B xCnnnIx ˆ
0
0
1
sinˆcos1ˆˆˆ 33 










 
 
    
  
    
   A
A
A
B
AAA
x
A
B yCnnnIy ˆ
0
1
0
sinˆcos1ˆˆˆ 33 










 
 
    
  
    
   A
A
A
B
AAA
x
A
B zCnnnIz ˆ
1
0
0
sinˆcos1ˆˆˆ 33 










 
Rotation Matrix (continue – 1)
163
ROTATIONS
Computation of the Rotation Matrix (continue – 2)
SOLO
Ax
Az
Ay
Bz
By
Bx

O
nˆ




    
  
    
    ,ˆsinˆcos1ˆˆ 3333 nRnnnICC x
AAA
x
A
B
A
B

The matrix has the following properties:  A
nˆ
  
    ATA
nn  ˆˆ
  
  












































22
22
22
0
0
0
0
0
0
ˆˆ
yxzyzx
zyzxyx
zxyxyz
xy
xz
yz
xy
xz
yz
AA
nnnnnn
nnnnnn
nnnnnn
nn
nn
nn
nn
nn
nn
nn
T
x
zzyzx
zyyyx
zxyxx
nnI
nnnnn
nnnnn
nnnnn
ˆˆ
000
010
001
33
2
2
2
























   
  
  213ˆˆ 
AA
nntrace
  
    nn
nn
nn
nn
nnnnn
xy
xz
yz
zyx
AT
ˆˆ000
0
0
0
ˆˆ 














  
  
  
   
  
  
  AATAAT
x
AAA
nnnnnnnnInnn  ˆˆˆˆˆˆˆˆˆˆˆ 22
  
  
  
  
  
  
 T
x
AAAAAA
nnInnnnnn ˆˆˆˆˆˆˆˆ 33 
skew-symmetric
Rotation Matrix (continue – 2)
164
ROTATIONS
Computation of the Rotation Matrix (continue – 3)
SOLO
Ax
Az
Ay
Bz
By
Bx

O
nˆ




      
    
      
  
    
  
    
 
    B
Axx
AAA
x
TATATA
x
TA
B
CnRnR
nnnI
nnnIC






,ˆ,ˆ
sinˆcos1ˆˆ
sinˆcos1ˆˆ
3333
33
33
Note
The last term can be writen in matrix form as
Therefore
In the same way
End Note
In fact is the matrix representation of the vector product:  vnn

 ˆˆ
   vInnvvnn x
T 
33
ˆˆˆˆ 
        vvnnnnvvnnvnn

 ˆˆˆˆˆˆˆˆ
   T
x nnInn ˆˆˆˆ 33 
            nnnnvnvvnnnvnnn ˆˆˆˆˆˆˆˆˆˆˆ

              nnnnnnvnnvnnnn ˆˆˆˆˆˆˆˆˆˆˆˆ

Rotation Matrix (continue – 3)
165
ROTATIONS
Computation of the Rotation Matrix (continue – 4)
SOLO
Ax
Az
Ay
Bz
By
Bx

O
nˆ




    
    
      
  
    
  
     
  


sin0cos123
sinˆcos1ˆˆ
sinˆcos1ˆˆ
33
33



AAA
x
TATATA
x
B
A
ntracenntraceItrace
nnnItracetraceC
Therefore cos21
B
ACtrace
Let compute the trace (sum of the diagonal components
of a matrix) of
B
AC
Also we have
    
    
      
  
        
 
      
 





sinˆcos1ˆˆcos
sinˆcos1ˆˆ
sinˆcos1ˆˆ
33
3333
33
AT
x
AT
xx
TATATA
x
B
A
nnnI
nnnII
nnnIC
   sin
0
0
0
cos1cos
000
010
001
2
2
2






































xy
xz
yz
zzyzx
zyyyx
zxyxx
nn
nn
nn
nnnnn
nnnnn
nnnnn
Rotation Matrix (continue – 4)
166
ROTATIONS
Computation of the Rotation Matrix (continue – 5)
SOLO
Ax
Az
Ay
Bz
By
Bx

O
nˆ




Therefore we have
     
     
      


















cos1cossincos1sincos1
sincos1cos1cossincos1
sincos1sincos1cos1cos
2
2
2
zxzyyzx
xzyyzyx
yzxzyxx
B
A
nnnnnnn
nnnnnnn
nnnnnnn
C
We get
 1
2
1
cos 
B
AtraceC two solutions for 
If ; i.e. we obtain0sin   ,0
      sin2/2,33,2
B
A
B
Ax CCn 
      sin2/3,11,3
B
A
B
Ay CCn 
      sin2/1,22,1
B
A
B
Az CCn 
Rotation Matrix (continue – 5)
167
ROTATIONS
Consecutive Rotations
SOLO
- Perform first a rotation of the vector , according to the Rotation Matrix
to the vector .
v

 1133 ,ˆ nR x
1v

- Perform a second a rotation of the vector , according to the Rotation Matrix
to the vector .
1v

 2233 ,ˆ nR x
2v

 vnRv x

11331 ,ˆ 
       vnRvnRnRvnRv xxxx

 ,ˆ,ˆ,ˆ,ˆ 3311332233122332 
The result of those two consecutive rotation is a rotation defined as:
     1133223333 ,ˆ,ˆ,ˆ  nRnRnR xxx 
Let interchange the order of rotations, first according to the Rotation Matrix
and after that according to the Rotation Matrix .
 2233 ,ˆ nR x
 1133 ,ˆ nR x
The result of those two consecutive rotation is a rotation defined as:
   22331133 ,ˆ,ˆ  nRnR xx
Since in general, the matrix product is not commutative
       2233113311332233 ,ˆ,ˆ,ˆ,ˆ  nRnRnRnR xxxx 
Therefore, in general, the consecutive rotations are not commutative.
Rotation Matrix (continue – 6)
168
ROTATIONSSOLO
INITIALINITIAL INTERMEDIATEINITIAL INTERMEDIATE FINAL
Consecutive Rotations of a DiceRotation Matrix (continue – 7)
169
ROTATIONS
Decomposition of a Vector in Two Different Frames of Coordinates
SOLO
We have two frames of coordinate systems A and B, with the same origin O.
We can reach B from A by performing a rotation.
Let describe the vector in both frames.v

Axˆ
Azˆ
Ayˆ
Bxˆ
Bzˆ
Byˆ
v

O
xAv
zAv
yAv
xBv
zBv
yBv
BzBByBBxBAzAAyAAxA zvyvxvzvyvxvv

111111 
 











zA
yA
xA
A
v
v
v
v
  











zB
yB
xB
B
v
v
v
v

&
     
     
      BBABBABBAA
BBABBABBAA
BBABBABBAA
zzzyyzxxzz
zzyyyyxxyy
zzxyyxxxxx
ˆˆˆˆˆˆˆˆˆˆ
ˆˆˆˆˆˆˆˆˆˆ
ˆˆˆˆˆˆˆ1ˆˆ




      
      
       zABBABBABBA
yABBABBABBA
xABBABBABBA
vzzzyyzxxz
vzzyyyyxxy
vzzxyyxxxxv
ˆˆˆˆˆˆˆˆˆ
ˆˆˆˆˆˆˆˆˆ
ˆˆˆˆˆˆˆ1ˆ




from which
Rotation Matrix (continue – 8)
170
ROTATIONS
Decomposition of a Vector in Two Different Frames of Coordinates (continue – 1)
SOLO
     
     
      

































zA
yA
xA
BABABA
BABABA
BABABA
zB
yB
xB
v
v
v
zzzyzx
yzyyyx
xzxyxx
v
v
v
ˆˆˆˆˆˆ
ˆˆˆˆˆˆ
ˆˆˆˆˆˆ
Axˆ
Azˆ
Ayˆ
Bxˆ
Bzˆ
Byˆ
v

O
xAv
zAv
yAv
xBv
zBv
yBv   AB
A
B
vCv


where is the Transformation Matrix
(or Direction Cosine Matrix – DCM) from
frame A to frame B.
B
AC
     
     
     













BABABA
BABABA
BABABA
B
A
B
A
zzzyzx
yzyyyx
xzxyxx
CC
ˆˆˆˆˆˆ
ˆˆˆˆˆˆ
ˆˆˆˆˆˆ
:
In the same way  
     BA
B
BB
A
A
vCvCv


1
therefore
 1

B
A
A
B CC
Rotation Matrix (continue – 9)
171
ROTATIONS
Decomposition of a Vector in Two Different Frames of Coordinates (continue – 2)
SOLO
Axˆ
Azˆ
Ayˆ
Bxˆ
Bzˆ
Byˆ
v

O
xAv
zAv
yAv
xBv
zBv
yBv
     
     
       ATAAB
A
TB
A
TAAB
A
TAB
A
BTB
vvvCCvvCvCvvv

2
Since the scalar product is independent of the frame of
coordinates, we have
     1

B
A
TB
A
B
A
TB
A CCICC
 
     
     
     
     
     
      



































100
010
001
3,33,23,1
2,32,22,1
1,31,21,1
3,32,31,3
3,22,21,2
3,12,11,1
B
A
B
A
B
A
B
A
B
A
B
A
B
A
B
A
B
A
B
A
B
A
B
A
B
A
B
A
B
A
B
A
B
A
B
A
B
A
TB
A
CCC
CCC
CCC
CCC
CCC
CCC
CC
or    






 3,2,10
3,2,11
,,
3
1 jji
iji
kjCkiC ij
k
B
A
B
A 
Those are 9 equations in , but by interchanging i with j we get the same
conditions, therefore we have only 6 independent equations.
  3,2,1,, jijiC
B
A
We see that the Rotation Matrix is ortho-normal (having real coefficients and the
rows/columns are orthogonal to each other and of unit absolute value.
Rotation Matrix (continue – 10)
This means that the relation between the two coordinate systems is defined by
9 – 6 = 3 independent parameters.
172
ROTATIONS
Differential Equations of the Rotation Matrices
SOLO
We want to develop the differential equation of the Rotation Matrix as a function of
the Angular Velocity of the Rotation.
Let define by:
-the Rotation Matrix that defines a frame of coordinates B at the time t relative
to some frame A.
 tC
B
A
-the Rotation Matrix that defines the frame of coordinates B at the time t+Δt
relative to some frame A.
 ttC
B
A 
  ,ˆ33xR -the Rotation Matrix from the frame of coordinates B at the time t to B at time
t+Δt relative to some frame A.
     tCRttC
B
Ax
B
A   ,ˆ33
and
            
       











 





 





 


2
cos
2
sinˆ2
2
sinˆˆ2
sinˆcos1ˆˆ,ˆ
2
33
3333





x
xx
I
IR
Rotation Matrix (continue – 11)
173
ROTATIONS
Differential Equations of the Rotation Matrices (continue – 1)
SOLO
Let differentiate the Rotation Matrix
   
       
 
 
 
 
 tC
dt
dIR
tC
t
IR
tC
t
IR
t
tCtCR
t
tCttC
t
C
dt
dC
B
A
xxB
A
xx
t
B
A
xx
t
B
A
B
Ax
t
B
A
B
A
t
B
A
t
B
A






 







































3333
0
3333
0
3333
0
33
0
00
,ˆ
lim
,ˆ
lim
,ˆ
lim
,ˆ
lim
limlim
        



















 





 





 





 





 





 
















ˆ
2
cos
2
2
sin
ˆ
2
2
2
sin
ˆˆlim
,ˆ
lim 2
2
0
3333
0
xx IR
and
Therefore
 
   tC
dt
d
dt
tdC B
A
B
A 
  ˆ
Rotation Matrix (continue – 12)
174
ROTATIONS
Differential Equations of the Rotation Matrices (continue – 2)
SOLO
The final result of the Rotation Matrix differentiation is:
Since defines the unit vector of rotation and the rotation rate from B at time t
to B at time t+Δt, relative to A, then is the angular velocity vector of the frame
B relative to A, at the time t
ˆ
dt
d


ˆ
dt
d
 


 ˆ
dt
dB
AB 

     
 tCt
dt
tdC B
A
B
AB
B
A
 

By changing indixes A and B we obtain
     
 tCt
dt
tdC A
B
A
BA
A
B
 

Rotation Matrix (continue – 13)
175
ROTATIONS
Differential Equations of the Rotation Matrices (continue – 3)
SOLO
Let find the relation between and  B
AB 

  A
AB 

For any vector let perform the following computationsv

    
  
  A
AB
B
A
B
AB
BB
AB vCvv

  
    
    
    BA
B
A
AB
B
A
AB
A
A
B
A
AB
B
A
AA
AB
B
A vCCvCCCvC

  
Since this is true for any vector we havev

  
   A
B
A
AB
B
A
B
AB CC   

Pre-multiplying by and post-multiplying by we get:
A
BC
B
AC
  
   B
A
B
AB
A
B
A
AB CC   

Rotation Matrix (continue – 14)
176
ROTATIONS
Differential Equations of the Rotation Matrices (continue – 4)
SOLO
Let differentiate the equation 33x
A
B
B
A ICC 
to obtain
  
  
0 
dt
dC
C
dt
dC
CCC
dt
dC
CC
dt
dC
A
BB
A
B
AB
A
BB
A
A
B
B
A
B
AB
A
BB
A
A
B
B
A


Post-multiplying by we get
A
BC
  
  
   A
B
A
AB
A
B
B
A
B
AB
A
B
B
AB
A
B
A
B
CCCCC
dt
dC
  

We obtained for the differentiation of the Rotation Matrix
     
     
       B
AB
A
B
A
B
A
AB
A
B
A
BA
A
B
ttCtCttCt
dt
tdC
  

Note
We can see that    
   
   tttt ABBA
A
AB
A
BA   

End Note
Rotation Matrix (continue – 15)
177
ROTATIONS
Differential Equations of the Rotation Matrices (continue – 5)
SOLO
Suppose that we have a third frame of coordinates I (for example inertial) and we
have the angular velocity vectors of frames A and B relative to I.
We have
   B
I
B
IB
B
I
C
dt
dC
 

   A
I
A
IA
A
I
C
dt
dC
 
 A
I
B
A
B
I CCC 
dt
dC
CC
dt
dC
dt
dC
A
IB
A
A
I
B
A
B
I

  
   I
A
A
I
A
IA
B
A
I
A
B
I
B
IB
I
A
A
IB
A
I
A
B
I
B
A
CCCCCC
dt
dC
CC
dt
dC
dt
dC
  

or
From which we get:
  
  A
IA
B
A
B
A
B
IB
B
A
CC
dt
dC
  

Rotation Matrix (continue – 16)
178
ROTATIONSSOLO
From the equation
Computation of the Angular Velocity Vector from .AB

   nRtC x
B
A
ˆ,33 
     
 tCt
dt
tdC B
A
B
AB
B
A
 

we obtain
        TB
A
B
AB
AB tC
dt
tdC
t 

Since the Rotation Matrix is defined also by and
         sinˆcos1ˆˆcosˆ, 3333   nnnInRC T
x
B
A
 tC
B
A nˆ
we can compute as function of and their derivativesnˆAB

td
d
 
td
nd
n
ˆ
ˆ 

(this is a long procedure described in the complementary work “Notes on
Rotations”, and a simpler derivation will be given later, we give here the
final result)
     sinˆcos1ˆˆˆ

  nnnnAB

Rotation Matrix (continue – 17)
179
ROTATIONSSOLO
Computation of and as functions of .AB

td
d
 
td
nd
n
ˆ
ˆ 

Let pre-multiply the equation by and use
T
nˆ     sinˆcos1ˆˆˆ

  nnnnAB

  0ˆˆ,0ˆˆ,1ˆˆ 

nnnnnn TTT to obtain
    AB
TTTT
AB
T
nnnnnnnnn 

  

ˆsinˆˆcos1ˆˆˆˆˆˆ
Let pre-multiply the equation by and use nˆ     sinˆcos1ˆˆˆ

  nnnnAB

      

 nnInnnnnnn x
T
ˆˆˆˆˆˆˆ,0ˆˆ 33
to obtain
                sinˆˆcos1ˆsinˆˆcos1ˆˆˆˆˆˆ

  nnnnnnnnnnn AB

Let pre-multiply the equation by       sinˆˆcos1ˆˆ

  nnnn AB

 nˆ
              cos1ˆˆsinˆsinˆˆˆcos1ˆˆˆˆ 

 nnnnnnnnnn AB

Rotation Matrix (continue – 18)
180
ROTATIONS
Computation of and as functions of (continue – 1)
SOLO
AB

td
d
 
td
nd
n
ˆ
ˆ 

We have two equations:
      ABnnnn 

 

ˆsinˆˆcos1ˆ
       ABnnnnn 

 

ˆˆcos1ˆˆsinˆ
with two unknowns and

nˆ  

 nn ˆˆ
From those equations we get:
           sinˆˆcos1ˆsincos1ˆ 22
ABAB nnnn 



or
          sinˆˆcos1ˆcos1ˆ2 ABAB nnnn 



Finally we obtain:
AB
T
n  
 ˆ
     ABnnnn 













 
 
2
cotˆˆˆ
2
1
ˆ
Rotation Matrix (continue – 19)
181
ROTATIONS
Quaternions
SOLO
The quaternions method was introduced by Hamilton in
1843. It is based on Euler Theorem (1775) that states:
The most general displacement of a rigid body with one point fixed is equivalent to
a single rotation about some axis through that point.
Therefore every rotation is defined by three parameters:
• Direction of the rotation axis , defined by two parameters
• The angle of rotation , defines the third parameter
nˆ

William Rowan Hamilton
1805 - 1865
      sinˆcos1ˆˆ1 vnvnnvv


The rotation of around by angle is given by:nˆ v

A
B
C
O


nˆ
v

1v

that can be writen
       sinˆcos1ˆˆ1 vnvvnnvv


or
      sinˆcos1ˆˆcos1 vnvnnvv


182
ROTATIONS
Quaternions (continue – 1)
SOLO
Computation of the Rotation Matrix
We found the Rotation Matrix
that describes this rotation from A to B.
 ,ˆ33 nRC x
B
A 
    
    
     


sinˆˆcos1ˆˆˆˆˆ
sinˆˆcos1ˆˆˆˆˆ
sinˆˆcos1ˆˆˆˆˆ
AAAB
AAAB
AAAB
znznnxz
ynynnxy
xnxnnxx



Axˆ
Azˆ
Ayˆ
Bzˆ
Byˆ
Bxˆ
O
nˆ




 
    
  
    
   A
A
A
B
AAA
x
A
B xCnnnIx ˆ
0
0
1
sinˆcos1ˆˆˆ 33 










 
 
    
  
    
   A
A
A
B
AAA
x
A
B yCnnnIy ˆ
0
1
0
sinˆcos1ˆˆˆ 33 










 
 
    
  
    
   A
A
A
B
AAA
x
A
B zCnnnIz ˆ
1
0
0
sinˆcos1ˆˆˆ 33 










 
or
from which
    
  
    
    ,ˆsinˆcos1ˆˆ 3333 nRnnnICC x
AAA
x
A
B
A
B

183
ROTATIONS
Quaternions (continue – 2)
SOLO
Definition of the Quaternions
Axˆ
Azˆ
Ayˆ
Bzˆ
Byˆ
Bxˆ
O
nˆ




The quaternions (4 parameters) were defined by
Hamilton as a generalization of the complex numbers
  32100 , qkqjqiqqq

 
 2/cos0 q
 nˆ2/sin  

      zyx nqnqnq 2/sin&2/sin&2/sin 111  
where satisfy the relations:kji

,,
1 kkjjii

kijji


,
ijkkj


,
jkiik


1 kji

i

j

k

the complex conjugate of is defined asq
  32100
*
, qkqjqiqqq

 
184
ROTATIONS
Quaternions (continue – 3)
SOLO
Product of Quaternions
Product of two quaternions andAq Bq
     3210321000 ,, BBBBAAAABBAABA qkqjqiqqkqjqiqqqqq

 
     3210321033221100 AAABBBBABABABABA qkqjqiqqkqjqiqqqqqqqqq


     122131132332 BABABABABABA qqqqkqqqqjqqqqi 

therefore
       BAABBABABABBAABA qqqqqqqq 

 000000 ,,,
Let use this expression to find
      2
3
2
2
2
1
2
0
222
000
*
00
*
1ˆˆ
2
sin
2
cos,,,, qqqqnnqqqqqqqqq 















The quaternion product can be writen in matrix form as:
    






































A
A
BxBB
T
BB
B
B
AxAA
T
AA
BA
q
Iq
qq
Iq
q
qq
q
q










0
330
00
330
00
1 kjikkjjii

kijji

 ijkkj

 jkiik


185
ROTATIONS
Quaternions (continue – 4)
SOLO
Rotation Description Using the Quaternions
Let compute the expression:
 
   
        
  
     
   
         
  





AAAAAAAA
AAAAA
vvqvqvqvvvqqv
qvvqvqvqqvq
00
2
000
0000
*
,
,,,,0,
 
   
   
         
  
 
   
      
  
         
 A
AAAA
AAAAAAA
vqq
vvqqvv
vvqvqvqvvv









22,0
2,0
,0
0
2
0
0
2
0
00
2
0
Using the relations:
 
 
          
        














nnq
nnnn
q
n
q
ˆsinˆ2/sin2/cos22
ˆˆcos1ˆˆ2/sin22
1
ˆ2/sin
2/cos
0
2
2
0
0









and    
    
  
    
   AAAA
x
AB
A
B
vnnnIvCv

 sinˆcos1ˆˆ33 
we obtain
   
   
   
          
 AAABB
vqqvqqvqvv

  221,0,,0,,0 000
*
186
ROTATIONS
Quaternions (continue – 5)
SOLO
Rotation Description Using the Quaternions (continue – 1)
Using the fact that we obtain:
       

22 033 qIC x
B
A




















































0
0
0
0
0
0
2
0
0
0
2
100
010
001
12
13
23
12
13
23
12
13
23
0
qq
qq
qq
qq
qq
qq
qq
qq
qq
q









































2
2
2
13231
32
2
1
2
321
3121
2
2
2
3
1020
1030
2030
2222
2222
2222
022
202
220
100
010
001
qqqqqq
qqqqqq
qqqqqq
qqqq
qqqq
qqqq
















2
2
2
110323120
3210
2
1
2
33021
20312130
2
2
2
3
2212222
2222122
2222221
qqqqqqqqqq
qqqqqqqqqq
qqqqqqqqqq
1
2
3
2
2
2
1
2
0  qqqq
   
   
    















2
3
2
2
2
1
2
010323120
3210
2
3
2
2
2
1
2
03021
20312130
2
3
2
2
2
1
2
0
22
22
22
qqqqqqqqqqqq
qqqqqqqqqqqq
qqqqqqqqqqqq
C
B
A
187
ROTATIONS
Quaternions (continue – 6)
SOLO
Rotation as a Multiplication of Two Matrices
       

22 033 qIC x
B
A
        

22 033
2
0 qIq x
T
            

33033
2
0 2 x
T
x IqIq
               

33330330 x
T
xx IIqIq
For any vector we can write      

 aaaa

or in matrix notation
          T
x
T
x
T
x
TT
IIaIa 

 333333
Therefore we have
               

33330330 x
T
xx
B
A IIqIqC
           T
xx IqIq 

330330
 321
3
2
1
012
103
230
012
103
230
qqq
q
q
q
qqq
qqq
qqq
qqq
qqq
qqq






































188
ROTATIONS
Quaternions (continue – 7)
SOLO
Rotation as a Multiplication of Two Matrices (continue – 1)
    
    

























































330
330
012
103
230
321
0123
1032
2301
x
T
x
B
A
Iq
Iq
qqq
qqq
qqq
qqq
qqqq
qqqq
qqqq
C
    
    



























































330
330
012
103
230
321
0123
1032
2301
x
T
x
B
A
Iq
Iq
qqq
qqq
qqq
qqq
qqqq
qqqq
qqqq
C
    
   









 


































T
x
x
B
A
Iq
Iq
qqq
qqq
qqq
qqq
qqqq
qqqq
qqqq
C











 330
330
321
012
103
230
3012
2103
1230
    
   















































T
x
x
B
A
Iq
Iq
qqq
qqq
qqq
qqq
qqqq
qqqq
qqqq
C











 330
330
321
012
103
230
3012
2103
1230
189
ROTATIONS
Quaternions (continue – 8)
SOLO
Relation Between Quaternions and Euler Angles
   
x
A
x
B
x
qvqv
iq
*
2
sin
2
cos














 
Rotation around x axis


Ax

1
Ay

1
Az

1
Bz

1 By

1

   
y
A
y
B
y
qvqv
jq
*
2
sin
2
cos














 


Ax

1
Ay

1
Az

1
Bz

1
Bx

1

Rotation around y axis
   
z
A
z
B
z
qvqv
kq
*
2
sin
2
cos














 


Ax

1
Ay

1
Az

1
Bx

1
By

1
Rotation around z axis
190
ROTATIONS
Quaternions (continue – 9)
SOLO
Description of Successive Rotations Using Quaternions
Let describe two consecutive rotations:
- First rotation defined by the quaternion
  

















 1
11
1101
ˆ
2
sin,
2
cos, nqq



- Folowed by the second rotation defined by the quaternion
  

















 2
22
2202
ˆ
2
sin,
2
cos, nqq



After the first rotation the quaternion of the vector is transferred to 1
*
1 qvq
After the second rotation we obtain      21
*
2121
*
1
*
221
*
1
*
2 qqvqqqqvqqqqvqq 
Therefore the quaternion representing those two rotation is:
      
























































21
21
1
2
2
1
21
2121
21120210212010220110210
ˆˆ
2
sin
2
sinˆ
2
cosˆ
2
cos,ˆˆ
2
sin
2
sin
2
cos
2
cos
,,,,
nnnnnn
qqqqqqqqqq



   210 , qqqq  
 21
2121
0
ˆˆ
2
sin
2
sin
2
cos
2
cos
2
cos nnq 































21
21
1
2
2
1
ˆˆ
2
sin
2
sinˆ
2
cosˆ
2
cosˆ
2
sin nnnnn 

































191
ROTATIONS
Quaternions (continue – 10)
SOLO
Description of Successive Rotations Using Quaternions (continue – 1)
   210 , qqqq  
 21
2121
0
ˆˆ
2
sin
2
sin
2
cos
2
cos
2
cos nnq 































21
21
1
2
2
1
ˆˆ
2
sin
2
sinˆ
2
cosˆ
2
cosˆ
2
sin nnnnn 

































Two consecutive rotations, followed by , are given by:1q 2q
From those equations we can see that:
0ˆˆˆˆˆˆˆˆˆˆ 21212112211221

 nnnnnnnnnnifonlyandifqqqq
The rotations are commutative if and only if are collinear.21
ˆ&ˆ nn
In matrix form those two rotations are given by:
First Rotation:         111111331133 sinˆcos1ˆˆcosˆ,   nnnInR
T
xx
Second Rotation:         222222332233 sinˆcos1ˆˆcosˆ,   nnnInR
T
xx
Total Rotation:
             sinˆcos1ˆˆcosˆ,ˆ,ˆ, 331133223333  nnnInRnRnR T
xxxx
192
ROTATIONS
Quaternions (continue – 11)
SOLO
Description of Successive Rotations Using Quaternions (continue – 2)
Let find the quaternion that describes the Euler Rotations through the
angles respectively. Let write the rotations according to their order
123 
 ,,























































2
sin
2
cos
2
sin
2
cos
2
sin
2
cos

ijkqqqq xyz
B
A










































































2
sin
2
sin
2
cos
2
sin
2
cos
2
sin
2
cos
2
cos
2
sin
2
cos

kjik












































2
sin
2
sin
2
sin
2
cos
2
cos
2
cos












































2
cos
2
sin
2
sin
2
sin
2
cos
2
cos

i












































2
cos
2
sin
2
cos
2
sin
2
cos
2
sin

j












































2
sin
2
sin
2
cos
2
cos
2
cos
2
sin

k

193
ROTATIONS
Quaternions (continue – 12)
SOLO
Differential Equation of the Quaternions
Let define
   

,0qtq B
A 
- the quaternion that defines the position of B frame
relative to frame A at time t.
   tqqttq B
A  

,00
- the quaternion that defines the position of B frame
relative to frame A at time t+Δt.
  










 





 
 t
B
A ntq ˆ
2
sin,
2
cos
 - the quaternion that defines the position of B frame
at time t+Δt relative to frame B at time t.
We have the relation:      tqtqttq B
A
B
A
B
A 
or
                    
 


















  ,,0,1,,,,,ˆ
2
sin,
2
cos 00000000
*
qqqqqqqqttqtqntq B
A
B
At
B
A
therefore    










 





 
 tnqq ˆ
2
sin,1
2
cos,, 00



    










 





 
 tnqq ˆ
2
sin,1
2
cos,, 00



or
194
ROTATIONS
Quaternions (continue – 13)
SOLO
Differential Equation of the Quaternions (continue – 1)
    










 





 
 tnqq ˆ
2
sin,1
2
cos,, 00



Let divide both sides by and take the limit .0 tt
      





































 





 













 





 












tBttB
t
ntqnqn
tt
tq
td
d
tt
q
ˆ
2
1
,0ˆ
2
1
,0,ˆ
2
2
sin
2
1
,
2
1
2
cos
2
1
,lim 0
0
0







 

But is the instant angular velocity vector of frame B relative to frame A.tn
ˆ
 
  t
B
AB nt   ˆ 
   
    
 ttn
B
AB
B
ABt   
 ,0ˆ,0
So we can write
     
 ttqtq
td
d B
AB
B
A
B
A  
2
1
This is the Differential equation of the quaternion that defines the position of B
relative to A, at the time t as a function of the angular velocity vector of frame B relative
to frame A, .
 tq B
A
 
 t
B
AB

195
ROTATIONS
Quaternions (continue – 14)
SOLO
Differential Equation of the Quaternions (continue – 2)
Developing this equation, we get
     
 ttqtq
td
d B
AB
B
A
B
A  
2
1
   
        
 B
AB
B
AB
B
AB
B
AB qtq
dt
d
dt
dq
 






 

00
0
,
2
1
,0,
2
1
,
from which
 B
AB
dt
dq
 

2
10
   
 B
AB
B
ABq
dt
d
  
 

0
2
1
or in matrix form
   
 
 t
Iq
q
dt
d B
AB
x
T


































330
0
2
1
196
ROTATIONS
Quaternions (continue – 15)
SOLO
Differential Equation of the Quaternions (continue – 3)


















































zBAB
yBAB
xBAB
qqq
qqq
qqq
qqq
q
q
q
q
dt
d



012
103
230
321
3
2
1
0

   
 
 t
Iq
q
dt
d B
AB
x
T


































330
0
2
1
B
AAB
xBAByBABzBAB
xBABzBAByBAB
yBABzBABxBAB
zBAByBABxBAB
q
q
q
q
q
q
q
q
q
dt
d





























































2
1
0
0
0
0
2
1
3
2
1
0
3
2
1
0











After rearranging
or
 zBAByBABxBAB qqq
dt
dq
   321
0
2
1
 zBAByBABxBAB qqq
dt
dq
   230
1
2
1
 zBAByBABxBAB qqq
dt
dq
   103
2
2
1
 zBAByBABxBAB qqq
dt
dq
   012
3
2
1
197
ROTATIONS
Quaternions (continue – 16)
SOLO
Pre-multiply the equation
Computation of as a Function of the Quaternion and its Derivatives
 
 t
B
AB

   
 
 t
Iq
q
dt
d B
AB
x
T


































330
0
2
1
by      



330 xIq
         
   
 
 

























 


t
Iq
Iq
q
Iq
B
AB
x
T
xx 

















330
330
0
330
2
1
       
 
       
   
 ttIIq
tIq
B
BA
B
BAx
TT
x
T
B
BAx
T








2
1
2
1
2
1
3333
2
0
33
2
0
Therefore
 
      























0
3302
q
Iqt x
B
AB
198
ROTATIONS
Quaternions (continue – 17)
SOLO
Computation of as a Function of the Quaternion and its Derivatives (continue – 1)
But and are related. Differentiating the equation
 
 t
B
AB

we obtain

0q



1
2
0  
T
q
 
            























 








3300
0
330 22 xx
B
AB Iqq
q
Iqt
    
     







 





0
033
2
0
330
0
2
1
2
q
qIq
Iq
q
T
x
x
T
From the equation

 
 TT
q
qqq
0
000
1
0
we obtain
 
    

  
 T
x
B
AB qIq
q
033
2
0
0
2
199
ROTATIONS
Quaternions (continue – 18)
SOLO
Computation of as a Function of , and their Derivatives 
 t
B
AB
  nˆ
Differentiate the quaternion   

















 nqq ˆ
2
sin,
2
cos,0



to obtain
































nnqq ˆ
2
sinˆ
2
cos
2
,
2
sin
2
,0




Substitute this in the equation
 
      























0
3302
q
Iqt x
B
AB
 





























































nn
nIn x
ˆ
2
sinˆ
2
cos
2
2
sin
2
ˆ
2
sin
2
cosˆ
2
sin2 33







   











































 nnnnnnn ˆˆ
2
sin2ˆˆ
2
cos
2
sinˆ
2
cos
2
sin2ˆ
2
cosˆ
2
sin 222 




 
   

  nnnnAB
ˆˆcos1ˆsinˆ  
Finally we obtain
We recovered a result obtained before.
200
ROTATIONS
Quaternions (continue – 18)
SOLO
Differential Equation of the Quaternion Between Two Frames A and B Using the Angular
Velocities of a Third Frame I
The relations between the components of a vector in the frames A, B and I arev

  AB
A
IA
I
B
A
IB
I
B
vCvCCvCv


Using quaternions the same relations are given by
  B
A
A
I
IA
I
B
A
B
I
IB
I
B
qqvqqqvqv
***

Therefore
B
A
A
I
B
I qqq  B
I
A
I
B
A qqq
*

Let perform the following calculations
B
A
A
I
B
A
A
I
B
I q
dt
d
qqq
dt
d
q
dt
d

& B
IB
B
I
B
I qq
dt
d
 
2
1  A
IA
A
I
A
I qq
dt
d
 
2
1
and use
    B
A
A
I
B
A
A
IA
A
I
B
IB
B
I q
dt
d
qqqq   
2
1
2
1     B
A
A
IA
A
I
A
I
B
IB
B
I
A
I
B
A qqqqqq
dt
d
  

1
**
2
1
2
1
to obtain     B
A
A
IA
B
IB
B
A
B
A qqq
dt
d
  
2
1
2
1
201
ROTATIONS
Quaternions (continue – 19)
SOLO
Differential Equatio of the Quaternion Between Two Frames A and B Using the Angular
Velocities of a Third Frame I (continue – 1)
Using the relations
ABIAIB   

and
    B
A
A
IA
B
A
B
IA qq   
*     B
A
A
IA
B
IA
B
A qq  
we have
   
         
  
0
2
1
2
1
2
1
2
1
2
1 B
A
A
IA
B
IA
B
A
B
AB
B
A
B
A
A
IA
B
IA
B
AB
B
A
B
A qqqqqq
dt
d
  
from which     B
A
A
AB
B
AB
B
A
B
A qqq
dt
d
  
2
1
2
1
Since BAAB   

we get
        B
A
A
BA
B
BA
B
A
B
A
A
AB
B
AB
B
A
B
A qqqqq
dt
d
  
2
1
2
1
2
1
2
1
From we get1
*
 B
A
A
B
B
A
B
A qqqq A
B
B
A qq 
*
Therefore 











 B
A
A
B
B
A
A
B q
dt
d
qqq
dt
d
0
*B
A
B
A
A
B
A
B qq
dt
d
qq
dt
d












Table of Contents
202
SOLO
Laplace Fields
Vector Analysis
A vector field is said to be a Laplace Field if rAA


  0 rA

In this case we have
and
      022
00
2








AAAAA
  0 rA

Harmonic Functions
A continuous function φ with continuous first and second partial derivatives is said
to be harmonic if it satisfies Laplace’s Equation 02
 
Properties of Harmonic Functions
Pierre-Simon Laplace
1749-1827
022






 




SS
dS
n
dS
n
2
 0
0
2
1



 V
GAUSS
SS
dvdSdS
n


Proof:
1 0


S
dS
n

Proof:
  0
0
2
0
2



















 dvdS
nnS






n
i
iSS
1

iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


2nd Green’s Identity:
203
SOLO Vector Analysis
Harmonic Functions (continue 1)
A continuous function φ with continuous first and second partial derivatives is said
to be harmonic if it satisfies Laplace’s Equation 02
 
Properties of Harmonic Functions (continue – 1)

n
i
iSS
1

iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


3 A function φ harmonic in a volume V can be expressed in terms of the function
and its normal derivative on the surface S bounding V.
Proof:
Use the solution of the Poisson (Laplace) Equation: 02
 
   






















S SFSF
F
dS
rrnnrr
T
r
11
4





where VoutsidendSndS
SonF
VinF
T






 11
2
1
1
204
SOLO Vector Analysis
Harmonic Functions (continue 2)
A continuous function φ with continuous first and second partial derivatives is said
to be harmonic if it satisfies Laplace’s Equation 02
 
Properties of Harmonic Functions (continue – 2)
RS
dSn

1
V
Fr

Sr

F
SF rrR


4 If the surface S is a sphere SR of radius R with center at then   
RS
RF
dS
R
r 

 2
4
1
Fr

Proof:
0
11






  SS SF
dS
nR
dS
nrr
 1
2
11
Rrrn
RS
SF











Therefore:    























RS
R
S SFSF
F
dS
R
dS
rrnnrr
T
r 




 2
4
111
4
 3
5 If φ is harmonic in a volume V bounded by the surface S and if φ = c = constant
at every point on S, then φ = c at every point of V.
Proof:
 

 cdc
rr
dS
cdS
rrnnrr
r
S SFS
rr
SFcSF
F
SF
















































 







4
2
/1
0
4
1
4
111
4
1
2
  
 3
205
SOLO Vector Analysis
Harmonic Functions (continue 3)
A continuous function φ with continuous first and second partial derivatives is said
to be harmonic if it satisfies Laplace’s Equation 02
 
Properties of Harmonic Functions (continue – 3)
6 A non-constant function φ harmonic in a region V can have neither a maximum
nor a minimum in V.
Proof:
For any point inside the region V we can choose an infinitesimal sphere δS centered
at this point for which







 n
n
dvdSdS
n VSS
100
0





Since can not be either positive or negative inside the region V, the maximum or
minimum of the potential φ can occur only at boundary of the region.
n

S
dSn

1
V
Fr

Sr

SF
rrr

 SF
206
SOLO Vector Analysis
Harmonic Functions (continue 4)
A continuous function φ with continuous first and second partial derivatives is said
to be harmonic if it satisfies Laplace’s Equation 02
 
Properties of Harmonic Functions (continue – 4)
7 If φ is harmonic in a region V bounded by a surface S and ∂ φ/∂ n = 0 at every
point of S, then φ = constant at every point of V.
S
dSn

1
V
Fr

Sr

FSF rrr


0


S
n

Proof:
    


SVV
dSdvdv  2
Use: 0& 2
 
 










SV
dSdv 
0
2  

0
0
2



  SV
dS
n
dv


Therefore:
VinconstVin .0  
1st Green’s Identity:
207
SOLO Vector Analysis
Harmonic Functions (continue 5)
A continuous function φ with continuous first and second partial derivatives is said
to be harmonic if it satisfies Laplace’s Equation 02
 
Properties of Harmonic Functions (continue – 4)
8 If φ1 and φ2 are two solutions of Laplace’s equation in a volume V whose normal
derivatives take the same value ∂ φ1/∂ n = ∂ φ2/∂ n on the surface S bounding
V, then φ1 and φ2 can differ only by a constant.
S
dSn

1
V
Fr

Sr

FSF rrr


0


S
n

Proof:
Define:
0: 2
2
1
22
21
 
021









SSS
nnn

From it follows that φ is a constant.7
Table of Contents
208
SOLO
Fundamental Theorem of Vector Analysis for a Bounded Region V
(Helmholtz’s Theorem)
Vector Analysis
Hermann Ludwig Ferdinand
von Helmholtz
1821 - 1894
Let be a continuous vector field with continuous
divergence and curl, in a region V bounded by a surface S. Then
has a unique representation as sum of a potential field
and a solenoidal field , i.e.
 rAA


1
A



2
A
A

      

 FFFFF
rArArA 21

n
i
iSS
1

iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


     
 







S FS
S
V FS
SS
V FS
S
F dS
rr
rA
dv
rr
rA
dv
rr
rA









4
1
4
1
4
1
:
 
   
 















S FS
S
V FS
SS
V FS
SF dS
rr
rA
dv
rr
rA
dv
rr
rA 







4
1
4
11
4
1
:
 
   
   






























S FS
S
V FS
SS
F
S FS
S
V FS
SS
FF
dS
rr
rA
dv
rr
rA
dS
rr
rA
dv
rr
rA
rA











4
1
4
1
4
1
4
1
Therefore
209
SOLO
Proof of the Fundamental Theorem of Vector Analysis for a Bounded Region V
Vector Analysis
Let use the fact that (see GREEN’s FUNCTION):

n
i
iSS
1

iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr



 zzyyxxr SSSS 111


 zzyyxxr FFFF 111

where
We can write:









 z
z
y
y
x
x SSS
S 111 Sr

We define the operator that accts only on .
The operator acts only on .









 z
z
y
y
x
x FFF
F
111 Fr

 SF
FS
F rr
rr

 









 4
12
 
 
















1
0
00
dxx
x
x
x


          



















V FS
SF
V FS
FS
V
SFSF dv
rr
rAdv
rr
rAdvrrrArA 


 1
4
11
4
1 22


Using the identity we obtain:  2
FFFFFF

 
 
  



















V FS
SFF
V FS
S
FFF dv
rr
rAdv
rr
rA
rA 



 1
4
1
4
1

210
SOLO Vector Analysis
Let develop first the divergence expression:

n
i
iSS
1

iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


     
 
 
 
 



















































S FS
S
V
SS
FS
V FS
S
S
V
SS
FS
V FS
SS
V FS
FS
V FS
SF
dS
rr
rA
dvrA
rr
dv
rr
rA
dvrA
rr
dv
rr
rAdv
rr
rAdv
rr
rA

















4
11
4
1
4
11
4
1
1
4
11
4
11
4
1
Define:
   
 
 














S FS
S
V
SS
FSV FS
SF dS
rr
rA
dvrA
rr
dv
rr
rA 






4
11
4
11
4
1
:
 
 
  



















V FS
SFF
V FS
S
FFF dv
rr
rAdv
rr
rA
rA 



 1
4
1
4
1

Proof of the Fundamental Theorem of Vector Analysis for a Bounded Region V
(continue – 1)
211
SOLO Vector Analysis
Let develop now the rotor expression:

n
i
iSS
1

iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


Define:
     
 







S FS
S
V FS
SS
V FS
S
F dS
rr
rA
dv
rr
rA
dv
rr
rA









4
1
4
1
4
1
:
 
   
   





































V FS
S
S
V FS
SS
V FS
SS
V FS
FS
V FS
S
F
dv
rr
rA
dv
rr
rA
dv
rr
rAdv
rr
rAdv
rr
rA












4
1
4
1
1
4
11
4
1
4
1
but
     
   







































S FS
S
S FS
S
S FS
S
V FS
S
S
tconsC
V FS
S
S
dS
rr
rA
CdS
rr
rA
C
dS
rr
rA
Cdv
rr
rA
Cdv
rr
rA
C














 


4
1
4
1
4
1
4
1
4
1
   
 












S FS
S
GAUSS
V FS
S
S dS
rr
rA
dv
rr
rA




 4
1
4
1 5
 
 
  



















V FS
SFF
V FS
S
FFF dv
rr
rAdv
rr
rA
rA 



 1
4
1
4
1

Gauss 5
Proof of the Fundamental Theorem of Vector Analysis for a Bounded Region V
(continue – 2)
212
SOLO Vector Analysis
We found:

n
i
iSS
1

iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


Therefore:
     
 







S FS
S
V FS
SS
V FS
S
F dS
rr
rA
dv
rr
rA
dv
rr
rA









4
1
4
1
4
1
:
 
 
  



















V FS
SFF
V FS
S
FFF dv
rr
rAdv
rr
rA
rA 



 1
4
1
4
1

   
 
 














S FS
S
V
SS
FSV FS
SF dS
rr
rA
dvrA
rr
dv
rr
rA 






4
11
4
11
4
1
:
   FFF
rA 

q.e.d.
Proof of the Fundamental Theorem of Vector Analysis for a Bounded Region V
(continue – 3)
Table of Contents
213
SOLO
Fundamental Theorem of Vector Analysis for an Unbounded Region
(Helmholtz’s Theorem)
Vector Analysis
For a Bounded region V we found:
Hermann Ludwig Ferdinand
von Helmholtz
1821 - 1894
Let be a continuous vector field with continuous divergence and curl, such that
falls off at infinity like 1/r 1+ε while and fall off at infinity like 1/r 2+ε
where ε > 0. Then has a unique representation (to within constant vectors) at sum of
a potential field and a solenoidal field , i.e.
 rAA


A

A

 A


A

 rAA

11
  rAA

22

 
   
0&0
4
1
4
1






























 
UU
Udv
rr
rA
dv
rr
rA
rA
FF
V FS
SS
F
V FS
SS
FF

 
   
   






























S FS
S
V FS
SS
F
S FS
S
V FS
SS
FF
dS
rr
rA
dv
rr
rA
dS
rr
rA
dv
rr
rA
rA











4
1
4
1
4
1
4
1
3/4&4 32
RVRSRrr FS  

For an Unbounded region V:
The surface integrals are finite only if falls off at infinity like 1/r 1+ε where ε > 0. rA

The volume integrals are finite only if and fall off at infinity like 1/r 2+ε.A

 A


214
SOLO
Fundamental Theorem of Vector Analysis for an Unbounded Region
(Helmholtz’s Theorem)
Vector Analysis
    0,0 11
 rArA

Therefore
Hermann Ludwig Ferdinand
von Helmholtz
1821 - 1894
Let be a continuous vector field with continuous divergence and curl, such that
falls off at infinity like 1/r 1+ε while and fall off at infinity like 1/r 2+ε
where ε > 0. Then has a unique representation (to within constant vectors) at sum of
a potential field and a solenoidal field , i.e.
 rAA


A

A

 A


A

 rAA

11
  rAA

22

 
   
0&0
4
1
4
1






























 
UU
Udv
rr
rA
dv
rr
rA
rA
FF
V FS
SS
F
V FS
SS
FF

 
   
   






























S FS
S
V FS
SS
F
S FS
S
V FS
SS
FF
dS
rr
rA
dv
rr
rA
dS
rr
rA
dv
rr
rA
rA











4
1
4
1
4
1
4
1
Table of Contents
215
REYNOLDS’ TRANSPORT THEOREM
This is a part of the
Presentations
“FLUID DYNAMICS”
v (t)
S(t)
O
x
y
z
SflowV ,

sd

OSV ,


OSOflowSflow VVV ,,,


OSr ,

md OSV ,

OflowV ,

Or,

- any system of coordinatesOxyz
- any continuous and differentiable
functions in
   trtr OO ,,, ,,


 tandrO,

 trO ,,

 - flow density at point
and time t
Or,

SOLO
- mass flow through the element .mdsdVS


 , sd

- any control volume, changing shape, bounded by a closed surface S(t)v (t)
- flow velocity, relative to O, at point and time t trV OOflow ,,,

Or,

- position and velocity, relative to O, of an element of surface, part of the
control surface S(t).
OSOS Vr ,, ,

- area of the opening i, in the control surface S(t).iopenS
- gradient operator in O frame.O,
- flow relative to the opening i, in the control surface S(t).OSiOflowSi VVV ,,,


- differential of any vector , in O frame.
O
td
d 



FLUID DYNAMICS FLUID DYNAMICS
MATHEMATICS
SOLO HERMELIN
Updated: 5.03.07
216
Start with LEIBNIZ THEOREM from CALCULUS:
   
  
ChangeBoundariesthetodueChange
tb
ta
tb
ta td
tad
ttaf
td
tbd
ttbfdx
t
txf
dxtxf
td
d
LEIBNITZ 





  )),(()),((
),(
),(::
)(
)(
)(
)( 

and generalized it for a 3 dimensional vector space on a volume v(t) bounded by the
surface S(t).
Using LEIBNIZ THEOREM followed by GAUSS THEOREM (GAUSS 4):
   
 
 
 








tv
OSOOOSGAUSS
OpointtoRelative
dsofMovement
thetodueChange
tS
OS
tv O
LEIBNITZ
Otv
vdVV
t
GAUSS
sdVvd
t
vd
td
d
,,,,)4(
)(
,

  










This is REYNOLDS’ TRANSPORT THEOREM
OSBORNE
REYNOLDS
1842-1912
SOLO
GOTTFRIED WILHELM
von LEIBNIZ
1646-1716
REYNOLDS’ TRANSPORT THEOREM
v (t)
S(t)
O
x
y
z
SflowV ,

sd

OSV ,


OSOflowSflow VVV ,,,


OSr ,

md OSV ,

OflowV ,

Or,

FLUID DYNAMICS
1. MATHEMATICAL NOTATIONS (CONTINUE)
217
FLUID DYNAMICS
1. MATHEMATICAL NOTATIONS (CONTINUE)
1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE)
VECTOR NOTATION CARTESIAN TENSOR NOTATION
 












)(
,,,,)4(
,
)()()(
tv
OSOOOS
O
GAUSS
OS
tStv
O
LEIBNITZ
O
tv
vdVV
t
GAUSS
sdVvd
t
vd
td
d























)(
,
,
)4(
,
)()()(
tv k
kOS
i
k
i
kOS
i
GAUSS
kkOS
tS
i
tv
i
LEIBNITZ
tv
i
vd
x
V
x
V
t
GAUSS
sdVvd
t
vd
td
d











SOLO
v (t)
S(t)
O
x
y
z
SflowV ,

sd

OSV ,


OSOflowSflow VVV ,,,


OSr ,

md OSV ,

OflowV ,

Or,

218
FLUID DYNAMICS
1. MATHEMATICAL NOTATIONS (CONTINUE)
1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE)
VECTOR NOTATION CARTESIAN TENSOR NOTATION
O
OOS
td
Rd
uV


 ,,
CASE 1 (CONTROL VOLUME vF ATTACHED TO THE FLUID)
kkOS
uV ,
 












)(
,,,)4(
,
)()()(
tv
OOO
O
GAUSS
O
tStv
OO
tv
F
FFF
vduu
t
GAUSS
sduvd
t
vd
td
d
























)(
)4(
)()()(
tv k
k
I
k
I
k
I
GAUSS
kK
tS
I
tv
I
tv
I
F
FFF
vd
x
u
x
u
t
GAUSS
sduvd
t
vd
td
d











SOLO
vF (t)
SF(t)
O
x
y
z
sd
 OSV ,


0,,,  OSOflowS VVV

OSR ,
OR,

md
OSV ,

OflowV ,

219
FLUID DYNAMICS
1. MATHEMATICAL NOTATIONS (CONTINUE)
1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE)
VECTOR NOTATION CARTESIAN TENSOR NOTATION
1&,
 kkOS
uV1&,  uV OS

CASE 2 (CONTROL VOLUME vF ATTACHED TO THE FLUID AND )1
 
)(
,,
)(
,
)(
)(
tv
OO
tS
O
tv
F
FFF
vdusduvd
td
d
td
tvd 
 
)()()(
)(
tv k
k
k
tS
k
tv
F
FFF
dv
x
u
dsudv
td
d
td
tvd

















 td
tvd
tv
u F
F
tv
OO
F
)(
)(
1
lim0)(
,,
















 td
tvd
tvx
u F
F
tv
k
k
F
)(
)(
1
lim0)(

EULER 1755
SOLO
vF (t)
SF(t)
O
x
y
z
sd
 OSV ,


0,,,  OSOflowS VVV

OSR ,
OR,

md
OSV ,

OflowV ,

220
FLUID DYNAMICS
1. MATHEMATICAL NOTATIONS (CONTINUE)
1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE)
VECTOR NOTATION CARTESIAN TENSOR NOTATION
CASE 3 (CONTROL VOLUME vF ATTACHED TO THE FLUID AND )
  &, kkOS
uV  &, uV OS

 
or, since this is true for any attached volume vF(t)
 
 








)(
,,
)(
,
)( )(
)(
0
tv
OO
tS
O
tv tv
F
FF F
vdu
t
sduvd
t
vd
td
d
td
tmd









 
 








)(
)()( )(
)(
0
tv
k
k
tS
kk
tv tv
F
FF F
vdu
xt
sduvd
t
dv
td
d
td
tmd









Because the Control Volume vF is attached to the fluid and they are not sources or sinks,
the mass is constant.
  OOOOOO
uu
t
u
t
,,,,,,
0

 





 
k
k
k
k
k
x
u
x
u
t
u
xt 













0
SOLO
vF (t)
SF(t)
O
x
y
z
sd
 OSV ,


0,,,  OSOflowS VVV

OSR ,
OR,

md
OSV ,

OflowV ,

221
FLUID DYNAMICS
1. MATHEMATICAL NOTATIONS (CONTINUE)
1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE)
VECTOR NOTATION CARTESIAN TENSOR NOTATION
CASE 4 (CONTROL VOLUME WITH FIXED SHAPE C.V. )0,

OSV
Define
 
.... VC
OO
VC
vd
t
vd
td
d





 
.... VC
i
VC
i vd
t
vd
td
d



     
    
  r t r t r t, , ,        i k k i kx t x t x t, , ,
 











)(
,
)()(
tS
OS
tv
OO
tv
sdV
vd
tt
vd
td
d











k
tS
kOSi
tv
i
i
tv
i
sdV
vd
tt
vd
td
d
FF










)(
,
)()(







We have
but
   OOOO
u
t
u
t
,,,,
0








   k
k
iik
k
u
xt
u
xt











 0
CASE 5      
    
  r t r t r t, , ,
SOLO
222
FLUID DYNAMICS
1. MATHEMATICAL NOTATIONS (CONTINUE)
1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE)
VECTOR NOTATION CARTESIAN TENSOR NOTATION
We have
 
 
    
 
  




































)(
,,
)(
4
.
)(
,
)(
,,,,,,
)(
,
)(
,,
)(
tS
OOS
tv
O
MDG
DerMat
GAUSS
tS
OS
tv
OOOOOO
O
tS
OS
tv
OO
OO
tv
sduVvd
tD
D
sdV
vduuu
t
sdV
vdu
t
vd
td
d


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

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







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




  
 
   
 
  




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

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
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

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

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


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

)(
,
)(
4
.
)(
,
)(
)(
,
)()(
tS
kkkOSi
tv
i
MDG
DerMat
GAUSS
tS
kkOSi
tv k
k
i
k
i
k
k
i
k
i
tS
kkOSi
tv k
k
i
i
tv
i
sduVvd
tD
D
sdV
vd
x
u
x
u
x
u
t
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vd
x
u
t
vd
td
d


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
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
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




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


CASE 5      
    
  r t r t r t, , ,
SOLO
v (t)
S(t)
O
x
y
z
SflowV ,

sd

OSV ,


OSOflowSflow VVV ,,,


OSr ,

md OSV ,

OflowV ,

Or,

223
FLUID DYNAMICS
1. MATHEMATICAL NOTATIONS (CONTINUE)
1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE)
VECTOR NOTATION CARTESIAN TENSOR NOTATION
REYNOLDS 1
  






 

)(
,,
)(
)(
tS
OOS
tv
O
O
tv
sduVvd
tD
D
vd
td
d






  






 

)(
,
)(
)(
tS
kkkOSi
tv
i
tv
i
sduVvd
tD
D
dv
td
d



REYNOLDS 2
  











)(
)(
,,
)(
tv
O
tS
OSO
O
tv
vd
tD
D
sdVuvd
td
d





  











)(
)(
,
)(
tv
i
tS
kkOSki
tv
i
vd
tD
D
sdVuvd
td
d



CASE 5      
    
  r t r t r t, , ,
SOLO
v (t)
S(t)
O
x
y
z
SflowV ,

sd

OSV ,


OSOflowSflow VVV ,,,


OSr ,

md OSV ,

OflowV ,

Or,

224
FLUID DYNAMICS
1. MATHEMATICAL NOTATIONS (CONTINUE)
1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE)
VECTOR NOTATION CARTESIAN TENSOR NOTATION
REYNOLDS 3
CASE 1 (CONTROL VOLUME ATTACHED TO THE FLUID vF(t) )
kkOS
uV ,
 
)()( tv
OO
tv FF
vd
tD
D
vd
td
d





 
)()( tv
i
tv
i
FF
vd
tD
D
vd
td
d



SOLO
O
OOS
td
Rd
uV


 ,,
     
    
  r t r t r t, , ,
vF (t)
SF(t)
O
x
y
z
sd
 OSV ,


0,,,  OSOflowS VVV

OSR ,
OR,

md
OSV ,

OflowV ,

CASE 4 (CONTROL VOLUME WITH FIXED SHAPE C.V. )0,

OSV
REYNOLDS 4
 






 
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..
,
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..
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VC
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td
d
vd
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


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
 
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....
..
SC
kki
VC
i
VC
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sduvd
td
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vd
tD
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


Table of Contents
225
Poisson’s Non-homogeneous Differential EquationSOLO
The Poisson’s Non-homogeneous Differential Equation for the Static Electric Scalar
Potential Ve is:
We want to find the Electric Scalar Potential Ve at the point F (field) due to all the
sources (S) in the volume V, including its boundaries .
n
i
iSS
1

   SFSeS rrrV



1
,
2

iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


F inside V F on the boundary of V
Therefore is the vector from S to F.SF rrr



 zzyyxxr 111


 zzyyxxr SSSS 111


 zzyyxxr FFFF 111

Let define the operator
that acts only on the
source coordinate .









 z
z
y
y
x
x SSS
S 111
Sr

Note: See development in the Power Point
Presentation Table of Contents
226
Poisson’s Non-homogeneous Differential Equation
SOLO
To find the solution we used the following:
• GREEN’s IDENTITY
   


S
ee
V
ee
dSGVVGdvGVVG 22
• GREEN’s FUNCTION
This Green’s Function is a particlar solution of the following Poisson’s
Non-homogeneous Differential Equation:
      0;;
1
;
2


 FSSFS
SF
FS rrrr
rr
rrG



   FSFSS rrrrG

 4;2
Siméon Denis Poisson
1781-1840
GEORGE GREEN
1793-1841
227
Poisson’s Non-homogeneous Differential EquationSOLO
• GREEN’s IDENTITY
   


S
ee
V
ee
dSGVVGdvGVVG 22
Let start from the Gauss’ Identity



SV
dSAdvA

Karl Friederich Gauss
1777-1855
where is any vector field (function of position and time)
continuous and differentiable in the volume V. Let define .
A

eVGA 

  eee VGVGVGA 2


Then
    


S
e
V
ee
V
e
dSVGdvVGVGdvVG 2
If we interchange G with Ve we obtain
    


S
e
V
ee
V
e
dSGVdvGVVGdvGV 2
Subtracting the second equation from the first we obtain
First Green’s Identity
Second Green’s Identity
We have
228
SOLO
• GREEN’s FUNCTION
Define the Green’s Function is a particlar solution of the following Poisson’s
Non-homogeneous Differential Equation:
where δ (x) is the Dirac function
 
 
















1
0
00
dxx
x
x
x


Let use the Fourier Transformation to write
       
        
 
       
 
  
  









































3
3
3
exp
2
1
exp
2
1
exp
2
1
exp
2
1
exp
2
1
dkrrkj
dkdkdkzzkyykxxkj
dkzzjkdkyyjkdkxxjk
zzyyxxrr
SF
zyxSFzSFySFx
zSFzySFyxSFx
SFSFSFSF






zyx
zyx
dkdkdkdk
zkykxkk



3
111

where
   FSFSS rrrrG

 4;2
Paul Adrien Maurice
Dirac
1902 - 1984
Poisson’s Non-homogeneous Differential Equation
229
SOLO
• GREEN’s FUNCTION (continue – 1)
Let use the Fourier Transformation to write
Hence
or
        SFFS rrkjkgdkrrG

exp; 3
      
    SFSFS rrkjdkrrkjkgdk

exp
2
4
exp 3
3
32


      
    SFSFS rrkjdkrrkjkgdk

exp
2
4
exp 3
3
23


Poisson’s Non-homogeneous Differential Equation
Jean Baptiste Joseph
Fourier
1768 - 1830
230
SOLO
• GREEN’s FUNCTION (continue – 2)
Let compute:
Therefore:
Because this is true for all k, we obtain
           SFzSFySFxSSSFS zzkyykxxkjrrkj  expexp2 
       













SFzSFySFxzyxS zzkyykxxkjzjkyjkxjk exp111
       SFzSFySFxSzyx zzkyykxxkjzjkyjkxjk 







exp111
            SFSFSFS rrkjkrrkjkjkjrrkjkj

 expexpexp 2
      
    SFSF rrkjdkrrkjkkgdk

exp
2
4
exp 3
3
23


  





 22
1
2
1
k
kg


Poisson’s Non-homogeneous Differential Equation
231
SOLO
• GREEN’s FUNCTION (continue – 3)
Let use spherical coordinates relative to vector:r

















rr
r
r
kk
kk
kk
z
y
x
z
y
x
0
0
cos
sinsin
cossin



 dk sin
dk
dk
    dddkkdk sin23



r
x
y
z
        SFFS rrkjkgdkrrG

exp; 3
  





 22
1
2
1
k
kg


Poisson’s Non-homogeneous Differential Equation
232
SOLO
• GREEN’s FUNCTION (continue – 4)
   


 2
3
2
exp
2
1
;
k
rkj
dkrrG FS



 
 



0 0
2
0
2
22
sin
cosexp
2
1
 



dkddk
k
jkr
   


0 0
2
coscosexp2
2
1



dkdjkr
     

 






 




00 0
2
expexp2cosexp1
dk
kj
jkrjkr
r
dk
jkr
jkr





 
rr
dk
k
kr
r
1
2
2sin2
0
 



Poisson’s Non-homogeneous Differential Equation
 
2
sin
0



dk
k
kr
where we used (see next slide)
 
SF
FS
rrr
rrG 



11
;Therefore
















rr
r
r
kk
kk
kk
z
y
x
z
y
x
0
0
cos
sinsin
cossin



 dk sin
dk
dk
    dddkkdk sin23



r
x
y
z
233
SOLO
• GREEN’s FUNCTION (continue – 5)
Poisson’s Non-homogeneous Differential Equation
 


0
sin
dk
k
kr
Let compute:
x
y
R

A
B
C
D
E
F
G
H
Rx Rx 
For this use the integral: 0ABCDEFGHA
zi
dz
z
e
Since z = 0 is outside the region of integration
0 

 BCDEF
ziR xi
GHA
zi
R
xi
ABCDEFGHA
zi
dz
z
e
dx
x
e
dz
z
e
dx
x
e
dz
z
e

















00
0000
sin
2
sin
2
sin
lim2limlimlim dk
k
rk
idx
x
x
idx
x
x
idx
x
ee
dx
x
e
dx
x
e
R
R
R xixi
R
R xi
RR
xi
R 








 











idideidei
e
e
dz
z
e i
ii
eii
i
eiez
GHA
zi
  


00
1
0
0
00
limlimlim

  01
2
2
0
/2
/2sin
0
sin
00





 
R
RRReRii
i
eRieRz
BCDEF
zi
e
R
dedededeRi
eR
e
dz
z
e i
ii












Therefore: 0
sin
2
0
 

idk
k
rk
idz
z
e
ABCDEFGHA
zi  
2
sin
0



dk
k
kr
234
Poisson’s Non-homogeneous Differential EquationSOLO
• GREEN’s FUNCTION (continue – 6)
a Green’s Function for the Poisson’s Non-
homogeneous Differential Equation
 
SF
FS
rr
rrG 



1
;
Hence
This solution is not unique since we can add any function that satisfies the
Laplace’s Equation
  0;2
 FSS rr

Therefore we have the following Green’s Function
      0;;
1
;
2


 FSSFS
SF
FS rrrr
rr
rrG



Pierre-Simon Laplace
1749-1827
   FSFSS rrrrG

 4;2
235
Poisson’s Non-homogeneous Differential EquationSOLO
Let return to the Poisson’s Non-homogeneous Differential Equation (1812)
for the Electric Scalar Potential Ve is:
We want to find the Electric Scalar Potential Ve at the point
F (field) due to all the sources (S) in the volume V, including
its boundaries 
n
i
iSS
1

iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


F inside V F on the boundary of V
   SFSeS rrrV



1
,
2

Siméon Denis Poisson
1781-1840
236
Poisson’s Non-homogeneous Differential EquationSOLO
Let define the operator that acts only on the
source coordinate .Sr










 z
z
y
y
x
x SSS
S 111
is the vector from S to F.SF rrr



 zzyyxxr 111


 zzyyxxr SSSS 111


 zzyyxxr FFFF 111

iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


0





 r
r
r
rr
rr
rr
rr
rrr
SF
SF
SF
FS
SFSS






  30  SSSFSS rrrr

  0
1
2
 r
r
r
rr
r
dr
dG
r
dr
dG
rG SS

      003
1311
34333
2


















 r
r
r
r
r
r
r
r
r
rr
r
rGrG SSSSSS




   SFSeS rrrV



1
,
2

Since is no defined at r = 0 we define the volume V’ as the volume V minus a small
sphere of radius and surface around the point F, when F is inside V, or a
semi-sphere of radius and surface around the point F, when F is on the
boundary of V.
 rG
00 r
00 r
2
04 rSF 
2
02 rSF 
237
Poisson’s Non-homogeneous Differential EquationSOLO
let compute
   
 
    






'' '0
2
''
22
,
1
,
V
SFS
V Vin
Se
V
S
FS
V
SeeS dVrrrGdvGVdv
r
rrGdvGVVG







  




















FF S
SeeS
S
SeeS dSn
r
VV
r
dSGVVG
11





















 drn
r
VV
r
SeeS
r
2
0
11
lim
  

    
0
2
0
2
20
0
2
0
0
0
limlimlimlim  

















 drnVdrn
r
n
VdnVrdnVr Se
r
e
r
eS
r
eS
r
   





 

VoutsideF
SonF
VinF
rVdrV Fee
rr FS
0
2
4
lim 



iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


Using the Green’s Identity    


S
ee
V
ee
dSGVVGdvGVVG 22
238
Poisson’s Non-homogeneous Differential EquationSOLO
We obtain
       
    





















S
e
e
V
SSF
dSndS
n
n
S
SeeS
V
SSFFe
dS
n
G
V
n
V
G
T
dvrrrG
T
dSGVVG
T
dvrrrG
T
rV
S 





4
,
4
4
,
4
1
1


where VoutsidendSndS
SonF
VinF
T






 11
2
1
1
Note
If F is outside V from the Green’s Second Identity we obtain
End Note
    VoutsidendSndSdS
n
G
V
n
V
GdSGVVGdvGVVG
S
e
e
S
SeeS
V
SeeS












  11
22
iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


 
SF
FS
rr
rrG 



1
;
239
   



S
D
e
S
DSeFe
dS
n
G
V
T
dSGV
T
rV
 44

where VoutsidendSndS
SonF
VinF
T






 11
2
1
1
Poisson’s Non-homogeneous Differential EquationSOLO
BOUNDARY CONDITIONS
The General Green Function that is a class of bi-position function, and
contains an arbitrary harmonic function (solution of the Laplace’s Equation)
      0;;
1
;
2


 FSSFS
SF
FS rrrr
rr
rrG



Let consider the following two simple cases (Dirichlet and Neumann Problems):
1. Dirichlet Problem
Johann Peter Gustav Lejeune
Dirichlet
1805-1859
The potential is defined at the boundary S of the volume V.
  
 n
i
iFe SSongivenrV
1

In this case
Let choose such that FS rr

;   SrrrGG SSFSDirichlet 

0;
iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


240
Poisson’s Non-homogeneous Differential EquationSOLO
BOUNDARY CONDITIONS (continues – 1)
2. Neumann Problem
The potential derivative is defined at the boundary S of the volume V.
In this case
 
S
S
nSSongivennVr
n
V n
i
i
S
eSF
e




 


1&1
1


Let choose such that FS rr

;  
  SrnrrG
n
rrG
G S
S
FSS
S
FS
Neumann 



 

01;
;
where VoutsidendSndS
SonF
VinF
T






 11
2
1
1
   



S
e
N
S
eSNFe
dS
n
V
G
T
dSVG
T
rV
 44

Franz Neumann
1798-1895
iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


241
Poisson’s Non-homogeneous Differential EquationSOLO
Uniqueness of a Laplace Solution that satisfies Dirichlet or Neumann Boundary Conditions
Suppose that we have a solution Ve that satisfies the Laplace Homogeneous Differential
Equation:
  0,
2
 FSeS rrV

in the volume V, including its boundaries .
n
i
iSS
1

Suppose also that Dirichlet or Neumann conditions or a combination of those, are
specified. In this case the solution is unique (up to an additive constant).
Proof
Suppose that thee exist two solutions and , and define rVe1
 rVe 2
     rVrVr ee 21


We have
   
 
 
 
0
1
2
2
1
1
22




SS r
e
r
e rVrVr




242
Poisson’s Non-homogeneous Differential EquationSOLO
Uniqueness of a Laplace Solution that satisfies Dirichlet or Neumann Boundary Conditions
If Dirichlet conditions are satisfied:
Proof (continue)
Let use Green’s First Identity (with G = Φ)
(continue – 1)
     
   


 n
i
i
rVrV
FeFeF SSonrVrVr
FeFe
1
21
0
21



If Neumann conditions are satisfied:
     
   


 n
i
i
r
n
V
r
n
V
F
e
F
e
F SSonr
n
V
r
n
V
r
n
F
e
F
e
1
21
0
21















     



SSVV
dS
n
dSGdvdv 2
We have
  VinconstVVVindS
n
dv ee
Dirichlet
Neumann
SV



  21
00
End of Proof
243
Poisson’s Non-homogeneous Differential EquationSOLO
In the same way the solution of the Poisson’s Non-homogeneous Differential Equation for
the Vector Potential is: F
rA

 
 
   
   
 


























































S SF
S
S
SFV SF
SS
dSndS
n
n
S SF
SSSS
SFV SF
SS
F
dS
rrn
rA
n
rA
rr
T
dv
rr
rAT
dS
rr
rArA
rr
T
dv
rr
rAT
rA
S









11
44
11
44
2
1
1
2


where VoutsidendSndS
SonF
VinF
T






 11
2
1
1
iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


Table of Contents
244
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
The Helmholtz Non-homogeneous Differential Equation for the Electric Scalar Potential
Ve is:
     trtrV
tv
trV eee ,
1
,
1
, 2
2
2
2 






We want to find the Electric Scalar Potential Ve at the
point F (field) due to all the sources (S) in the volume V,
including its boundaries .
n
i
iSS
1

iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


F inside V F on the boundary of V
Therefore is the vector from S to F.SF rrr



 zzyyxxr 111


 zzyyxxr SSSS 111


 zzyyxxr FFFF 111

Let define the operator
that acts only on the
source coordinate .









 z
z
y
y
x
x SSS
S 111
Sr

This is a part of the presentation
“Electromagnetics”
SOLO HERMELIN
ELECTROMAGNETICS
245
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
To find the solution we need to prove the following:
• GREEN’s IDENTITY
   


S
ee
V
ee dSGVVGdVGVVG 22
• GREEN’s FUNCTION
 
FS
FS
FS
rr
v
rr
tt
trtrG 










 


'
',;,

This Green’s Function is a particular solution of the following Helmholtz
Non-homogeneous Differential Equation:
       '4',;,
1
',;, 2
2
2
2
ttrrtrtrG
tv
trtrG SFFSFSS 


 

(continue – 1)
iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


F inside V F on the
boundary of V
246
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
• Scalar Green’s Identities
   


S
ee
V
ee dSGVVGdVGVVG 22
(continue – 2)
Let start from the Gauss’ Divergence
Theorem



SV
dSAdVA

Karl Friederich Gauss
1777-1855
where is any vector field (function of position and time)
continuous and differentiable in the volume V. Let define .
A

eVGA 

  eee VGVGVGA 2


Then
    


S
e
Gauss
V
ee
V
e dSVGdVVGVGdVVG 2
If we interchange G with Ve we obtain
    


S
e
Gauss
V
ee
V
e dSGVdVGVVGdVGV 2
Subtracting the second equation from the first we obtain
First Green’s Identity
Second Green’s Identity
We have
GEORGE GREEN
1793-1841
247
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
• GREEN’s FUNCTION
Define the Green’s Function as a particular solution of the following Helmholtz
Non-homogeneous Differential Equation:
       '4',;,
1
',;, 2
2
2
2
ttrrtrtrG
tv
trtrG SFFSFSS 


 

(continue – 3)
where δ (x) is the Dirac function
 
 
















1
0
00
dxx
x
x
x


Let use the Fourier Transformation to write
       
        
 
       
 
  
  









































3
3
3
exp
2
1
exp
2
1
exp
2
1
exp
2
1
exp
2
1
dkrrkj
dkdkdkzzkyykxxkj
dkzzjkdkyyjkdkxxjk
zzyyxxrr
SF
zyxSFzSFySFx
zSFzySFyxSFx
SFSFSFSF






zyx
zyx
dkdkdkdk
zkykxkk



3
111

where
Paul Dirac
1902-1984
Joseph Fourier
1768-1830
248
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
• GREEN’s FUNCTION (continue – 1)
In the same way:
(continue – 4)
    


 

 dttjtt 'exp
2
1
'
Therefore
   
 
        'expexp
2
1
' 3
4
ttjrrkjddkttrr SFSF




Let use the Fourier Transformation to write
            'expexp,',;, 3
ttjrrkjkgddktrtrG SFFS 

Hence
       
 
        







 'expexp
2
4
'expexp,
1 3
4
3
2
2
2
2
ttjrrkjddkttjrrkjkgddk
tv
SFSFS 




or
             
 
      
 








'expexp
2
4
'expexp
1
exp'exp,
3
4
2
2
2
23
ttjrrkjddk
ttj
t
rrkj
v
rrkjttjkgddk
SF
SFSFS






249
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
• GREEN’s FUNCTION (continue – 2)
Let compute:
(continue – 5)
           
       
       
            SFSFSFS
SFzSFySFxSzyx
SFzSFySFxzyxS
SFzSFySFxSSSFS
rrkjkrrkjkjkjrrkjkj
zzkyykxxkjzjkyjkxjk
zzkyykxxkjzjkyjkxjk
zzkyykxxkjrrkj


























expexpexp
exp111
exp111
expexp
2
2
     'exp'exp 2
2
2
ttjttj
t




Therefore:
       
 
      
 








'expexp
2
4
'expexp,
3
4
2
2
23
ttjrrkjddk
ttjrrkj
v
kkgddk
SF
SF








Because this is true for all k and ω, we obtain
 














2
2
2
3
1
4
1
,
v
k
kg



250
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
• GREEN’s FUNCTION (continue – 3)
(continue – 6)
                  













 'expexp
4
1
'expexp,',;,
2
2
2
3
3
3
ttjrrkj
v
k
d
dkttjrrkjkgddktrtrG SFSFFS 





We can see that the integral in k has to singular points for
v
k


Let consider only the progressive wave, i.e. G = 0 for t > t’.
To find the integral let change ω by ω + jδ where δ is a small negative number
 
 
   

















 rkj
v
j
k
d
dktrtrG FS





exp
4
1
',;,
2
2
2
3
3
where and .SF rrr

 'tt 
251
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
• GREEN’s FUNCTION (continue – 4)
(continue – 7)
In the plane ω we close the integration path by the semi-circle with
and the singular points on the upper side, for τ > 0 (for t > t’)
 
 
   

















 rkj
v
j
k
d
dktrtrG FS





exp
4
1
',;,
2
2
2
3
3
r
     '00exp ttdjf
UPC
 
     '00exp ttdjf
DOWNC
 
   
   
   

















 0exp
0exp
exp





DOWN
UP
C
C
djf
djf
djf
jvk  jvk 
Re
Im
252
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
• GREEN’s FUNCTION (continue – 5)
(continue – 8)
 
    
     
      









































 CC
jvkjvk
rkjv
drkj
v
j
k
d
rkj
v
j
k
d
I









 exp
expexp
2
2
2
2
2
2
2
Let use the Cauchy Integral for a complex function f (z) continuous on a
closed path C, in the complex z plane:      0
0
2lim2
0
zfjzfjdz
zz
zf
zz
C
 
 
We have:
  
  
  
  
         
k
kvrkj
v
vk
jkv
vk
jkv
rkjvj
jvk
rkjv
j
jvk
rkjv
jI
vkvk











sinexp
2
2
exp
2
exp
exp2
exp
2lim
exp
2lim
2
2
0,
2
0,





















Therefore, we can write:
        
 

















k
vkrkj
dk
v
v
k
rkj
ddktrtrG FS





sinexp
2
exp
4
1
',;, 3
2
2
2
2
3
3


253
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
• GREEN’s FUNCTION (continue – 6)
(continue – 9)
Let use spherical coordinates relative to vector:
        
 

















k
vkrkj
dk
v
v
k
rkj
ddktrtrG FS





sinexp
2
exp
4
1
',;, 3
2
2
2
2
3
3


r

















rr
r
r
kk
kk
kk
z
y
x
z
y
x
0
0
cos
sinsin
cossin



 dk sin
dk
dk
    dddkkdk sin23



r
x
y
z
254
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
• GREEN’s FUNCTION (continue – 7)
(continue – 10)
 kvd
v
r
jkv
v
r
jkv
v
r
jkv
v
r
jkv
r 




















































4
expexpexpexp
1


r
v
rr
tt
v
rr
tt SFSF





 





 



'' 
r
v
r
v
r
dx
v
r
jx
v
r
jx
r












































 





expexp
2
11
   kvd
v
r
jkv
v
r
jkv
r
v
kvd
v
r
jkv
v
r
jkv
r 
























































4
expexp
4
expexp
1




       








 





 
 dk
j
jvkjvk
j
jkrjkr
r
v
2
expexp
2
expexp 

       



 dkvkvkr
r
v
dkvkvkr
r
v




sinsinsinsin
2
0
         
 






 




00 0
sin
2
expexp2cosexp
sin dkvk
j
jkrjkr
r
v
dk
jkr
jkr
vkk
v







     


0 0
2
cossincosexp2
2



dkdvkjkrk
v
   
 



0 0
2
0
2
2
sin
sincosexp
2
 



dkddk
k
vkjkrv
     



k
vkrkj
dk
v
trtrG FS


sinexp
2
',;, 3
2


















rr
r
r
kk
kk
kk
z
y
x
z
y
x
0
0
cos
sinsin
cossin



 dk sin
dk
dk
    dddkkdk sin23



r
x
y
z
255
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
• GREEN’s FUNCTION (continue – 8)
(continue – 11)
We can see that represents a progressive wave
and represents a regressive wave:







 







 

v
rr
tt
v
rr
tt
SFSF

'' 







 







 

v
rr
tt
v
rr
tt
SFSF

'' 
Hence  
SF
SFSF
FS
rr
v
rr
tt
v
rr
tt
trtrG 










 







 


''
',;,

We shall consider only the progressive wave and use:
 
SF
SF
FS
rr
v
rr
tt
trtrG 










 


'
',;,

Retarded Green Function
The other solution is:
 
SF
SF
FS
rr
v
rr
tt
trtrG 










 


'
',;,

Advanced Green Function
256
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
(continue – 12)
Gustav Robert Kirchhoff
1824-1887
Let return to the Helmholtz Non-homogeneous Differential Equation
for the Electric Scalar Potential Ve is:
     trtrV
tv
trV eee ,
1
,
1
, 2
2
2
2 






We want to find the Electric Scalar Potential Ve at the point
F (field) due to all the sources (S) in the volume V, including
its boundaries 
n
i
iSS
1

iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


F inside V F on the boundary of V
Hermann von Helmholtz
1821-1894
257
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
(continue – 13)
Since is no defined at r = 0 we define the volume V’ as the volume V minus a small
sphere of radius and surface around the point F, when F is inside V, or a
semi-sphere of radius and surface around the point F, when F is on the
boundary of V.
 rG
00 r
00 r
2
04 rSF 
2
02 rSF 
iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


Let define the operator that acts only on the
source coordinate .Sr










 z
z
y
y
x
x SSS
S 111
Using the Green’s Identity
                  


FSS
SFSSeSeSSF
V
SFSSeSeSSF dStrtrGtrVtrVtrtrGdVtrtrGtrVtrVtrtrG ',;,',',',;,',;,',',',;,
'
22 
substitute here
     ',
1
',
'
1
', 2
2
2
2
trtrV
tv
trV SeSeSeS






        '4',;,
'
1
',;, 2
2
2
2
ttrrtrtrG
tv
trtrG FSFSFSS 


 

we obtain
       
 
 
     
        























FSS
SFSSeeSSSF
V
SFSe
S
SF
V
SFSeSeSF
dStrtrGtrVtrVtrtrG
dVttrrtrV
tr
trtrG
dVtrtrG
t
trVtrV
t
trtrG
v
',;,',',',;,
'4',
',
',;,
',;,
'
',',
'
',;,
1
'
'
2
2
2
2
2








258
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
(continue – 13)
Let integrate the equation between to and choose t such that:1' tt  2' tt  21 /' tvrttt 
       
 
 
     
  



  

2
2
1
1
2
1
''4',
',
',;,
'',;,
'
',',
'
',;,
1
'
'
2
2
2
2
2
I
t
t V
SFSe
S
SF
I
t
t V
SFSeSeSF
dtdVttrrtrV
tr
trtrG
dtdVtrtrG
t
trVtrV
t
trtrG
v























        
        
  

  

4
2
1
3
2
1
'',;,',',',;,
'',;,',',',;,
I
t
t S
SFSSeeSSSF
I
t
t S
SFSSeeSSSF
dtdStrtrGtrVtrVtrtrG
dtdStrtrGtrVtrVtrtrG
F
 





259
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
(continue – 14)
Integral I1
    0
'
',;,',;, 21 






 


SF
SF
SFSF
rr
v
rr
tt
ttrtrGttrtrG 



Since 21 /' tvrttt 
then
       
       
        0',;,
'
',',
'
',;,
1
'',;,
'
',',
'
',;,
'
1
'',;,
'
',',
'
',;,
1
'
2
'
2
'
2
2
2
2
21
2
1
2
1
2
1








































 
V
t
t
SFSeSeSF
V
t
t
SFSeSeSF
t
t V
SFSeSeSF
dVtrtrG
t
trVtrV
t
trtrG
v
dVdttrtrG
t
trVtrV
t
trtrG
tv
dVdttrtrG
t
trVtrV
t
trtrG
v
I



    0',;,
'
',;,
'
21 





ttrtrG
t
ttrtrG
t
SFSF

260
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
(continue – 15)
Integral I2
          






2
1
''4',
',
',;,
'
2
t
t V
SFSe
S
SF dtdVttrrtrV
tr
trtrGI 

 


   
        











2
1
2
1 ''
''',4'
',/'
t
t
t
t V
SFSe
V
S
FS
dVdtttrrtrVdtdV
tr
rr
vrtt


 


 
        






' /'
0
'' /'
',1
'',4
',1
V vrttFS
S
V
SFSe
V vrttFS
S
dV
rr
tr
dVttrrtrVdV
rr
tr


  








The integral is zero since in V’.    
'
/',
V
FSSe dVrrvrttrV


FS rr


iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


261
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
(continue – 16)
Integral I3
        


2
1
'',;,',',',;,3
t
t S
SFSSeSeSSF dSdttrtrGtrVtrVtrtrGI

   
























 










 


S
t
t SF
SF
SSeSeS
SF
SF
dSdt
rr
v
rr
tt
trVtrV
rr
v
rr
tt2
1
'
'
',',
'






   
























 









 


S
t
t SF
S
SF
SeSeS
SF
SF
dSdt
rrv
rr
tttrVtrV
rr
v
rr
tt2
1
'
1
'',',
'







 
























 


S
t
t SF
SF
S
Se dSdt
rr
v
rr
tt
trV
2
1
'
'
', 



262
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
(continue – 17)
Integral I3 (continue – 1)
But
   
v
rr
vrtt
t
rrvrtt
rv
rr
tt
SFS
SFS
rrr
SF
S
SF


 














 


/'
'
/'' 
and
   

















 




























 

S
t
t
SF
SF
SFS
Se
S
t
t SF
SF
S
Se dSdt
v
rr
tt
trrv
rr
trVdSdt
rr
v
rr
tt
trV
2
1
2
1
''
'
','
'
',









   

















 












 




S
t
t
SF
SF
SFS
Se
S
t
t
SF
SF
SFS
Se
partsbyegrating
dSdt
v
rr
tt
rrv
rr
trV
t
dS
v
rr
tt
rrv
rr
trV
2
1
2
1
''',
'
'',
0
int




  





263
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
(continue – 18)
Integral I3 (continue – 2)
Therefore
     









 



























S
t
t
SF
Se
SF
SFS
SF
SSe
SF
SeS
dSdt
v
rr
tttrV
trrv
rr
rr
trV
rr
trV
I
2
1
''',
'
1
',
',
3









     





























S
vrtt
Se
SF
SFS
SF
SSe
SF
SeS
dStrV
trrv
rr
rr
trV
rr
trV
/'
',
'
1
',
', 






 
   


































S
vrtt
Se
SF
SF
SF
SSe
SF
Se
dStrV
trrv
rr
n
rr
trV
rr
n
trV
/'
',
'
1
',
',







The last equality follows from dS
n
U
dSnn
n
U
dSU SS












11
264
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
(continue – 19)
Integral I4
In the same way as for integral I4 we have
         


2
1
'',;,',',',;,4
t
t S
SFSSeSeSSF
F
dSdttrtrGtrVtrVtrtrGI

     





























FS
vrtt
Se
SF
SFS
SF
SSe
SF
SeS
dStrV
trrv
rr
rr
trV
rr
trV
/'
',
'
1
',
', 






 
   


































FS
vrtt
Se
SF
SF
SF
SSe
SF
Se
dStrV
trrv
rr
n
rr
trV
rr
n
trV
/'
',
'
1
',
',







265
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
(continue – 20)
Integral I4 (continue – 1)
We use since points inside V normal to and points outside V.

 n
r
r
1
0
0

0
0
r
r

nS

n1
On the sphere or the semi-spherearound the field point F with radius
and surface or if the point F is inside V or on the boundary,
respectively, we have
 FS rrr

 00
2
04 rSF  2
02 rSF 







 n
r
r
rr
rr
rr
rr
rr
SF
SF
SF
FS
SSFS
F
1
0
0

















 n
rr
r
rrr
rr
rrrr
rr
rrrr SF
SF
SFSF
FS
SFSSF
S
F
1
11111
2
00
0
2
0
22







 ndr
r
r
drdS
FS
12
0
0
02
0

Since we can assume mean values for all field quantities in the integral00 r
iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


266
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
(continue – 21)
Integral I4 (continue – 2)
     





























FS
vrtt
Se
SF
SFS
SF
SSe
SF
SeS
dStrV
trrv
rr
rr
trV
rr
trV
I
/'
4
',
'
1
',
', 






     















 drnn
rv
trV
t
n
r
trV
r
trV
vrtt
SeSe
SeS
r
2
0
/'0
2
00
0
11
1
',
'
1
1
',
',
lim
0


       
  

  

0
0
/'
0/'0
0
0/'0
',
'
lim',lim1',lim
000

















 d
v
r
trV
t
dtrVdrntrV
vrtt
Se
rvrttSe
rvrttSeS
r
   trV
SonF
VinF
trV
SonFd
VinFd
FeFe ,
2
4
,2
0
4
0 
































iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


267
ELECTROMAGNETICSSOLO
KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION
(continue – 22)
SUMMARIZE
The Kirchhoff’s solution to the Helmholtz Non-homogeneous Differential Equation:
     trtrV
tv
trV eee ,
1
,
1
, 2
2
2
2 






is
         


































S
v
rr
tt
Se
SF
SFS
SF
SSe
SF
SeS
V
v
rr
ttSF
S
Fe dStrV
trrv
rr
rr
trV
rr
trVT
dV
rr
trT
trV
SFSF











''
',
'
1
',
',
4
',
4
,



 
 
   













































S
v
rr
tt
Se
SF
SF
SF
Se
SF
Se
V
v
rr
ttSF
S
dSndS
n
n
dStrV
trrv
rr
n
rrn
trV
rr
n
trV
T
dV
rr
trT
SF
SF
S











'
'
ˆ
ˆ
',
'
1
',
',
4
',
4 


Voutsiden
SonF
VinF
T





 1
2
1
1
iS
nS

n
i
iSS
1
dV
dSn

1
V
Fr

Sr

F
0r
SF rrr

 iS
nS
dV
dSn

1
V
Fr

Sr

F
0r SF rrr


Table of Contents
268
SOLO
References
M.R. Spiegel, “Vector Analysis and an Introduction to Tensor Analysis”,
Schaum’s Outline Series, McGraw-Hill, 1959
Vector Analysis
H.Lass, “Vector and Tensor Analysis”, McGraw Hill, 1950
J,N, Reddy & M.L. Rasmussen, “Advanced Engineering Analysis”,
John Willey, 1982, Ch.1:”Elements of Vector and Tensor Analysis”
Table of Contents
January 6, 2015 269
SOLO
Technion
Israeli Institute of Technology
1964 – 1968 BSc EE
1968 – 1971 MSc EE
Israeli Air Force
1970 – 1974
RAFAEL
Israeli Armament Development Authority
1974 – 2013
Stanford University
1983 – 1986 PhD AA

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Vector analysis

  • 2. 2 Vector AnalysisSOLO TABLE OF CONTENT Algebras History Vector Analysis History Vector Algebra Reciprocal Sets of Vectors Vector Decomposition The Summation Convention The Metric Tensor or Fundamental Tensor Specified by .3321 ,, Eeee   Change of Vector Base, Coordinate Transformation Vector Space Differential Geometry Osculating Circle of C at P Theory of Curves Unit Tangent Vector of path C at a point P Curvature of curve C at P Osculating Plane of C at P Binormal Torsion Seret-Frenet Equations Involute Evolute Vector Identities Summary Cartesian Coordinates
  • 3. 3 Vector AnalysisSOLO TABLE OF CONTENT (continue – 1) Differential Geometry Conjugate Directions Surfaces in the Three Dimensional Spaces First Fundamental Form: Arc Length on a Path on the Surface Surface Area Change of Coordinates Second Fundamental Form Principal Curvatures and Directions Asymptotic Lines Scalar and Vector Fields Vector Differentiation Ordinary Derivative of Scalars and Vectors Partial Derivatives of Scalar and Vectors Differentials of Vectors The Vector Differential Operator Del (, Nabla) Scalar Differential Vector Differential Differential Identities
  • 4. 4 Vector AnalysisSOLO TABLE OF CONTENT (continue – 2) Scalar and Vector Fields Curvilinear Coordinates in a Three Dimensional Space Covariant and Contravariant Components of a Vector in Base .321 ,, uuu rrr  Coordinate Transformation in Curvilinear Coordinates Covariant Derivative Covariant Derivative of a Vector .A  Vector Integration Ordinary Integration of Vectors Line Integrals Surface Integrals Volume Integrals Simply and Multiply Connected Regions Green’s Theorem in the Plane Stoke’s Theorem Divergence Theorem Gauss’ Theorem Variations Stokes’ Theorem Variations Green’s Identities Derivation of Nabla (  ) from Gauss’ Theorem The Operator .
  • 5. 5 Vector AnalysisSOLO TABLE OF CONTENT (continue – 3) Scalar and Vector Fields Fundamental Theorem of Vector Analysis for a Bounded Region V (Helmholtz’s Theorem) Reynolds’ Transport Theorem Poisson’s Non-homogeneous Differential Equation Kirchhoff’s Solution of the Scalar Helmholtz Non-homogeneous Differential Equation Derivation of Nabla (  ) from Gauss’ Theorem The Operator . Orthogonal Curvilinear Coordinates in a Three Dimensional Space Vector Operations in Various Coordinate Systems Applications Laplace Fields Harmonic Functions Rotations
  • 6. 6 Synthetic Geometry Euclid 300BC Algebras HistorySOLO Extensive Algebra Grassmann 1844 Binary Algebra Boole 1854 Complex Algebra Wessel, Gauss 1798 Spin Algebra Pauli, Dirac 1928 Syncopated Algebra Diophantes 250AD Quaternions Hamilton 1843 Tensor Calculus Ricci 1890 Vector Calculus Gibbs 1881 Clifford Algebra Clifford 1878 Differential Forms E. Cartan 1908 First Printing 1482 http://modelingnts.la.asu.edu/html/evolution.html Geometric Algebra and Calculus Hestenes 1966 Matrix Algebra Cayley 1854 Determinants Sylvester 1878 Analytic Geometry Descartes 1637 Table of Content
  • 7. 7 Vector Analysis HistorySOLO John Wallis 1616-1703 1673 Caspar Wessel 1745-1818 “On the Analytic Representation of Direction; an Attempt”, 1799 bia  Jean Robert Argand 1768-1822 1806 1i Quaternions 1843 William Rowan Hamilton 1805-1865 3210 qkqjqiq  Extensive Algebra 1844 Herman Günter Grassmann 1809-1877 “Elements of Vector Analysis” 1881 Josiah Willard Gibbs 1839-1903 Oliver Heaviside 1850-1925 “Electromagnetic Theory” 1893 3. R.S. Elliott, “Electromagnetics”,pp.564-568 http://www-groups.dcs.st-and.ac.uk/~history/index.html Table of Content Edwin Bidwell Wilson 1879-1964 “Vector Analysis” 1901
  • 8. 8 Vector AnalysisSOLO ba   Vector Algebra b  a  a  Addition of Vectors Parallelogram Law of addition Subtraction of Vectors  baba  1 Parallelogram Law of subtraction b  a  b   b  a  ba   Multiplication of Vector by a Scalar am  a  a  am  b  a  ba   ba   b   Geometric Definition of a Vector A Vector is defined by it’s Magnitude and Directiona  a  a 
  • 9. 9 Vector AnalysisSOLO         bababa  ,sin b  a  ba  ,  b  a  ba  ,  ba   abba   Scalar product of two vectors ba  , Vector product of two vectors ba  ,   2/1 2/1 ,cos                   aaaaaaa Magnitude of Vector a  Unit Vector (Vector of Unit Magnitude)aa 1ˆ  a a aa   1 :1:ˆ  Zero Vector (Vector of Zero Magnitude)0  aa  0 0:0   00 a     ababbababa ba   ,cos, ,         Vector Algebra (continue – 1)
  • 10. 10 Vector AnalysisSOLO     n|| ˆˆˆˆ aanannana n    nˆ a   n a n a ˆ ˆ n||      n a n a n ˆ ˆ      Vector decomposition in two orthogonal directions nn ,|| Vector decomposition in two given directions (geometric solution) 1 ˆn a  2 ˆn A B C Given two directions and , and the vector a  1 ˆn 2 ˆn anBCnCA   21 ˆˆ 1 ˆn a  2 ˆn A B Draw lines parallel to those directions passing through both ends A and B of the vector . The vectors obtained are in the desired directions and by rule of vector addition satisfy a  Vector Algebra (continue – 2) Table of Content
  • 11. 11 SOLO Triple Scalar Product Vectors & Tensors in a 3D Space 3321 ,, Eeee   are three non-coplanar vectors, i.e. 1e  2e  3e      0:,, 321321  eeeeee                0,, ,,,, 123123213 132132132321   eeeeeeeee eeeeeeeeeeee   Reciprocal Sets of Vectors The sets of vectors and are called Reciprocal Sets or Systems of Vectors if: 321 ,, eee  321 ,, eee  DeltaKroneckertheis ji ji ee j i j i j i        1 0 Because is orthogonal to and then2e  3e 1 e         321 321321 1 132 1 ,, 1 ,,1 eee keeekeeekeeeeke    and in the same way and are given by:2 e  3 e 1 e             321 213 321 132 321 321 ,,,,,, eee ee e eee ee e eee ee e               
  • 12. 12 SOLO Vectors & Tensors in a 3D Space Reciprocal Sets of Vectors (continue) By using the previous equations we get:                321 3 2 321 13323132 2 321 133221 ,,,,,, eee e eee eeeeeeee eee eeee ee                        321 213 321 132 321 321 ,,,,,, eee ee e eee ee e eee ee e                        0 ,, 1 ,, ,, 321321 3 3321321    eeeeee ee eeeeee    Multiplying (scalar product) this equation by we get:3 e  In the same way we can show that: Therefore are also non-coplanar, and:321 ,, eee     1,,,, 321 321 eeeeee             321 21 3321 13 2321 32 1 ,,,,,, eee ee e eee ee e eee ee e                1e  2e  3e  1 e  2 e  3 e  Table of Content 1e  2e  3e 
  • 13. 13 SOLO Vectors & Tensors in a 3D Space Vector Decomposition Given we want to find the coefficients and such that:3 EA  321 ,, AAA 321 ,, AAA       3 1 3 3 2 2 1 1 3 1 3 3 2 2 1 1 j j j i i i eAeAeAeA eAeAeAeAA   3,2,1, iee i i  are two reciprocal vector bases Let multiply the first row of the decomposition by :j e  Let multiply the second row of the decomposition by :ie  j i j i i i j i ij AAeeAeA    3 1 3 1   i j i j j j i j ji AAeeAeA    3 1 3 1   Therefore: ii jj eAAeAA   & Then:                      3 1 3 3 2 2 1 1 3 1 3 3 2 2 1 1 j j j i i i eeAeeAeeAeeA eeAeeAeeAeeAA   Table of Content 1e  2e  3e 
  • 14. 14 SOLO Vectors & Tensors in a 3D Space The Summation Convention j j j j j eAeAeAeAeA    3 1 3 3 2 2 1 1 The last notation is called the summation convention, j is called the dummy index or the umbral index.             i i i i j j j j j j j j j i i i i i eAeeAeeAeeA eAeeAeeAeeAA         3 1 3 1 Instead of summation notation we shall use the shorter notation first adopted by Einstein  3 1j j j eA  j j eA  Table of Content
  • 15. 15 SOLO Vectors & Tensors in a 3D Space Let define: The Metric Tensor or Fundamental Tensor Specified by .3321 ,, Eeee   jiijjiij geeeeg   3321 ,, Eeee   the metric covariant tensors of By choosing we get:         j ijiii j jiiiii egegegeg eeeeeeeeeeeee     3 3 2 2 1 1 3 3 2 2 1 1 i eA   or: j iji ege   For i = 1, 2, 3 we have:                                                        3 2 1 332313 322212 312111 3 2 1 333231 232221 131211 3 2 1 e e e eeeeee eeeeee eeeeee e e e ggg ggg ggg e e e             1e  2e  3e 
  • 16. 16 SOLO Vectors & Tensors in a 3D Space We want to prove that the following determinant (g) is nonzero: The Metric Tensor or Fundamental Tensor Specified by .3321 ,, Eeee                            332313 322212 312111 333231 232221 131211 detdet: eeeeee eeeeee eeeeee ggg ggg ggg g    g is the Gram determinant of the vectors 321 ,, eee  Jorgen Gram 1850 - 1916 Proof: Because the vectors are non-coplanars the following equations:321 ,, eee  03 3 2 2 1 1  eee   is true if and only if 0321   Let multiply (scalar product) this equation, consecutively, by :321 ,, eee                                             0 0 0 0 0 0 3 2 1 332313 322212 312111 33 3 23 2 13 1 32 3 22 2 12 1 31 3 21 2 11 1       eeeeee eeeeee eeeeee eeeeee eeeeee eeeeee       Therefore α1= α2= α3=0 if and only if g:=det {gij}≠0 q.e.d.
  • 17. 17 SOLO Vectors & Tensors in a 3D Space Because g ≠ 0 we can take the inverse of gij and obtain: The Metric Tensor or Fundamental Tensor Specified by .3321 ,, Eeee   where Gij = minor gij having the following property: j i kj ik ggG                                                      3 2 1 333231 232221 131211 3 2 1 333231 232221 131211 3 2 1 1 e e e ggg ggg ggg e e e GGG GGG GGG g e e e          and: g G g gminor g ij ijij  Therefore: g g g g G gg j i kj ik kj ik   j i kj ik gg  Let multiply the equation by gij and perform the summation on ij iji ege   jj ij ij i ij eeggeg   Therefore: i ijj ege   Let multiply the equation byk kjj ege   i e  iji k kjijji geegeeee   jiijjiij geeeeg   i jkj ik ggG  The Operator .
  • 18. 18 SOLO Vectors & Tensors in a 3D Space The Metric Tensor or Fundamental Tensor Specified by .3321 ,, Eeee   Let find the relation between g and    321321 :,, eeeeee   We shall write the decomposition of in the vector base32 ee   321 ,, eee  3 3 2 2 1 1 32 eeeee    Let find λ1, λ2, λ3. Multiply the previous equation (scalar product) by .1e      i i ggggeeeeee 113 3 12 2 11 1 321321 ,,    Multiply this equation by g1i:   ii i ii ggeeeg     1 1 1321 1 ,, Therefore:  321 1 ,, eeeg ii   Let compute now:            321 1 0 323 3 0 322 2 321 1 3232 eeeeeeeeeeeeeeee                                321 11 321 11 321 2 233322 321 3322332 321 3232 321 32321 ,,,,,,,, ,,,, eee gg eee G eee ggg eee eeeeeee eee eeee eee eeee                From those equations we obtain:  321 11 1 ,, eee gg  Finally:     geeeeee  321 2 321 1 ,,,,   We can see that if are collinear than and g are zero.321 ,, eee  321 ,, eee  Table of Content
  • 19. 19 SOLO Vectors & Tensors in a 3D Space Change of Vector Base, Coordinate Transformation Let choose another base and its reciprocal 321 ,, fff   321 ,, fff                                                 3 2 1 3 2 1 3 3 2 3 1 3 3 2 2 2 1 2 3 1 2 1 1 1 3 2 1 e e e L e e e f f f ef j j ii               where j i j i ef   By tacking the inverse of those equations we obtain:                                                   3 2 1 1 3 2 1 3 3 2 3 1 3 3 2 2 2 1 2 3 1 2 1 1 1 3 2 1 f f f L f f f e e e fe i j ij               where j ij i ef   Because are the coefficients of the inverse matrix with coefficients :j i  j i i j i k k j  
  • 20. 20 SOLO Vectors & Tensors in a 3D Space Change of Vector Base, Coordinate Transformation (continue – 1) Let write any vector in those two bases:A                                                       3 2 1 3 2 1 3 3 2 3 1 3 3 2 2 2 1 2 3 1 2 1 1 1 3 2 1 e e e L e e e f f f ef ef ji j i j j ii                 then:                                                     3 2 1 1 3 2 1 3 3 3 2 3 1 2 3 2 2 2 1 1 3 1 2 1 1 3 2 1 E E E L E E E F F F ef EF T j ii j i j ji       i i j j fFeEA   iijj fAFeAE   & i j ji i i j j j j i i EFfEeEfF    or: But we remember that: We can see that the relation between the components F1, F2, F3 to E1, E2, E3 is not similar, contravariant, to the relation between the two bases of vectors to . Therefore we define F1, F2, F3 and E1, E2, E3 as the contravariant components of the bases and .  321 ,, fff   321 ,, eee   321 ,, fff   321 ,, eee  where
  • 21. 21 SOLO Vectors & Tensors in a 3D Space Change of Vector Base, Coordinate Transformation (continue – 2)                                              3 2 1 3 2 1 3 3 2 3 1 3 3 2 2 2 1 2 3 1 2 1 1 1 3 2 1 E E E L E E E F F F EF j iji     i i j j fFeEA   iijj fAFeAE   & then: Let write now the vector in the two bases andA   321 ,, fff   321 ,, eee  where and j ij ef ijjjjii EfeEeEAfAF j iji      We can see that the relation between the components F1, F2, F3 to E1, E2, E3 is similar, covariant, to the relation between the two bases of vectors to . Therefore wew define F1, F2, F3 and E1, E2, E3 as the covariant components of the bases and .  321 ,, fff   321 ,, eee   321 ,, fff   321 ,, eee 
  • 22. 22 SOLO Vectors & Tensors in a 3D Space We have: Change of Vector Base, Coordinate Transformation (continue – 3)     j j j j i i i i eeAeA eeAeAA     Ai contravariant component Aj covariant component Let find the relation between covariant and the contravariant components: j j j ij i ege i i eAegAeAA j iji     i i i ij j ege j j eAegAeAA i ijj     Therefore: ij j i ij i j gAAgAA  & Let find the relation between gij and gij defined in the bases and to and defined in the bases and . ie  i e  i f  i f  ij g ij g m m kkj j ii efef    & jm m k j imj m k j ikiik geeffg    Hence: jm m k j iik gg  This is a covariant relation of rank two, (similar, two times, to relation between to .i f  j e 
  • 23. 23 SOLO Vectors & Tensors in a 3D Space Change of Vector Base, Coordinate Transformation (continue – 4)                                                      3 2 1 3 2 1 3 3 2 3 1 3 3 2 2 2 1 2 3 1 2 1 1 1 3 2 1 e e e L e e e f f f ef ef ji j i j j ii                 Since we have:k iki fgf     m jm j i ege j j i ef k iki egefgf m jmjj j ii       and:     m jm j i km kjm j i gg k ik egfgfg mjm m k j iik     Therefore, by equalizing the terms that multiply we obtain:                                                  3 2 1 3 2 1 3 3 3 2 3 1 2 3 2 2 2 1 1 3 1 2 1 1 3 2 1 f f f L f f f e e e fe Tkm k m                jm j i g We found the relation:
  • 24. 24 SOLO Vectors & Tensors in a 3D Space Change of Vector Base, Coordinate Transformation (continue – 5) Therefore:                                                 3 2 1 1 3 2 1 3 3 3 2 3 1 2 3 2 2 2 1 1 3 1 2 1 1 3 2 1 e e e L e e e f f f ef Tmj m j               Let take the inverse of the relation by multiplying by and summarize on m:j m km k m fe   jkj k km k j m mj m fffe    From the relation: mk m kjj i i efef    & we have: jmk m j i mjk m j i kiik geeffg    or: jmk m j i ik gg  This is a contravariant relation of rank two. From the relation: m m kk jj i i efef    & we have: m j m k i jm jm k i j i kk i eeff    or: This is a relation once covariant and once contravariant of rank two. m j m k i j i k   Table of Content
  • 25. 25 SOLO Vectors & Tensors in a 3D Space Cartesian Coordinates Three dimensional cartesian coordinates are define as coordinates in a orthonormal basis such that:     zyxorkjieee 1,1,1ˆ,ˆ,ˆ,, 321   ix ˆ1  jy ˆ1  O kz ˆ1  x1 y1z1 0111111 1111111   zyzxyx zzyyxx yzxxyzzxy yxzxzyzyx 111111111 111111111       11111,1,12  zyxzyxg The reciprocal set is identical to the original set       ji ji ggg ij ijj iij 0 1  Given              z y x zyx A A A zyxzAyAxAA 111111               z y x A A A AMatrix notation of a vector
  • 26. 26 SOLO Vectors & Tensors in a 3D Space Cartesian Coordinates (continue – 1) ix ˆ1  jy ˆ1  O kz ˆ1  Given              z y x zyx A A A zyxzAyAxAA 111111               z y x A A A AMatrix notation of a vector              z y x zyx B B B zyxzByBxBB 111111                ABABBABABABA B B B AAAzByBxBzAyAxABA T zzyyxx T z y x zyxzyxzyx               111111              z y x B B B B
  • 27. 27 SOLO Vectors & Tensors in a 3D Space Cartesian Coordinates (continue – 2)           zyx zyxxyyxzxxzyzzy zyxzyx BBB AAA zyx zBABAyBABAxBABA zByBxBzAyAxABA 111 det111 111111             ABAB A A A BB BB BB BA B B B AA AA AA BA z y x xy xz yz z y x xy xz yz                                                   0 0 0 0 0 0 ix ˆ1  jy ˆ1  O kz ˆ1  Given              z y x zyx A A A zyxzAyAxAA 111111               z y x A A A AMatrix notation of a vector              z y x zyx B B B zyxzByBxBB 111111               z y x B B B B
  • 28. 28 SOLO Vectors & Tensors in a 3D Space Cartesian Coordinates (continue – 2) Table of Content                           ACBACBCBACBCBACBCB BACBACACBACACBACAC CBABACBABACBABA CCC BBB AAA BBB AAA CCC zCyCxC BBB AAA zyx CBA zxyyxyzxxzxyzzy zxyyxyzxxzxyzzy zxyyxyzxxzxyzzy zyx zyx zyx zyx zyx zyx zyx zyx zyx        detdet111 111 det                  ABCABCBAC B B B AA AA AA CCCBAC TT z y x xy xz yz zyx                           0 0 0 Given              z y x zyx A A A zyxzAyAxAA 111111               z y x A A A A Matrix notation of a vector              z y x zyx B B B zyxzByBxBB 111111               z y x B B B B              z y x zyx C C C zyxzCyCxCC 111111               z y x C C C C
  • 29. 29 Vector AnalysisSOLO            bacbacacbacbcbacba  ,,,,:,,        cbabcacba                    cbdadbca dcbcdba dcbadcba                  adcbbdca dcbacdbadcba   ,,,, ,,,,          2 ,, cbaaccbba                          feabdcfebadc dcefbadcfeba fedcbafecdbafedcba    ,,,,,,,, ,,,,,,,, ,,,,,,,,    Vector Identities Summary       0 bacacbcba  Table of Content
  • 30. 30 SOLO VECTOR SPACE Given the complex numbers .C ,, A Vector Space V (Linear Affine Space) with elements over C if its elements satisfy the following conditions: Vzyx   ,, I. Exists a operation of Addition with the following properties: xyyx   Commutative (Abelian) Law for Addition1    zyxzyx   Associative Law for Addition2 xx   0 Exists a unique vector0  3 II. Exists a operation of Multiplication by a Scalar with the following properties: 0..   yxtsVyVx4 Inverse xx  15    xx    Associative Law for Multiplication6   xxx    Distributive Law for Multiplication7   yxyx    Commutative Law for Multiplication8           00101010 3 575   xxxxxxxxWe can write: Vector Analysis
  • 31. 31 SOLO Scalar Product in a Vector Space The Scalar Product of two vectors is the operation with the symbol with the following properties: Vyx   ,   Cyx   ,    xyyx  ,,     yxyx  ,,        zyzxzyx  ,,,      00,&0,   xxxxx Distance Between Two Vectors The Distance between two Vectors is defined by the following properties: Vyx   ,   yxyxd  ,     00,&0,   xxxdxxd    xydyxd  ,,       yzdzxdyxd  ,,,  Vector Analysis Table of Content
  • 32. 32 SOLO Differential Geometry is the study of geometric figures using the methods of Calculus. Here we present the curves and surfaces embedded in a three dimensional space. Properties of curves and surfaces which depend only upon points close to a particular point of the figure are called local properties.. The study of local properties is called differential geometry in the small. Those properties which involve the entire geometric figure are called global properties. The study of global properties is called differential geometry in the large. Hyperboloid of RotationToroyd Mobius Movement Differential Geometry Differential Geometry in the 3D Euclidean Space Table of Content
  • 33. 33 SOLO Differential Geometry in the 3D Euclidean Space A curve C in a three dimensional space is defined by one parameter t,  tr   ur  rd P O a b C Theory of Curves Regular Parametric Representation of a Vector Function: parameter t, defined in the interval I and:   Ittrr  ,   tr  (i) is of class C1 (continuous and 1st order differentiable) in I Arc length differential:      td td rd td td rd td rd trdtrdsd          2/1 2/1 : We also can define      sdtrdtrdsd  2/1* :  (ii)   It td trd  0    Iinconstantnottr   Arc length as a parameter:  t t td td rd s 0  Regular Curves: A real valued function t = t (θ), on an interval Iθ, is an allowable change of parameter if: (i) t (θ) is of class C1 in Iθ (ii) d t/ d θ ≠ 0 for all θ in Iθ A representation on Is is a representation in terms of arc length or a natural representation  srr   Table of Content
  • 34. 34 SOLO Differential Geometry in the 3D Euclidean Space A curve C in a three dimensional space is defined by one parameter t,  tr   ur  rd P O a b C - arc length differential     td td rd td rd trdtrdsd 2/1 2/1 :          td rd td rd r sd rd t /::   - unit tangent vector of path C at P (tangent to C at P) 1x 2x 3x td rd r '  - tangent vector of path C at P (tangent to C at P) 0,0,sincos 321  baetbetaetar  Example: Circular Helix 0,0,cossin' 321  baebetaeta td rd r     2/122 2/1 ba td rd td rd td rd            321 2/122 cossin/: ebetaetaba td rd td rd t   Theory of Curves (continue – 1) We also can define      sdtrdtrdsd  2/1* :  t sd rd sd rd  * Unit Tangent Vector of path C at a point P Table of Content
  • 35. 35 SOLO Differential Geometry in the 3D Euclidean Space The earliest investigations by means of analysis were made by René Descartes in 1637.  tr   ur  rd P O a b C René Descartes 1596 - 1650 Pierre Fermat 1601 - 1665 Christian Huyghens 1629 - 1695 Gottfried Leibniz 1646 - 1716 The general concept of tangent was introduced in seventeenth century, in connexion with the basic concepts of calculus. Fermat, Descartes and Huyghens made important contributions to the tangent problem, and a complete solution was given by Leibniz in 1677. The first analytical representation of a tangent was given by Monge in 1785. Gaspard Monge 1746 - 1818 Theory of Curves (continue – 2)
  • 36. 36 SOLO Differential Geometry in the 3D Euclidean Space A curve C in a three dimensional space is defined by one parameter t,  tr  - arc length differential     td td rd td rd trdtrdsd 2/1 2/1 :          '/'/:: rr td rd td rd r sd rd t   - unit tangent vector of path C at P (tangent to C at P) Normal Plane to at P:t    00  trr  We also can define - arc length differential     sdtrdtrdsd  2/1* :  t sd rd sd rd  * O a C t  P r  b 0 r  NormalPlane   00  trr  Theory of Curves (continue – 3) Return to Table of Contents
  • 37. 37 SOLO Differential Geometry in the 3D Euclidean Space O a C t  P r  b NormalPlane   00  trr  0 r  Curvature of curve C at P: rt sd td k   : Since 01  tkttt sd td tt    Define nnkkkkkkn    1 /1:&/:  ρ – radius of curvature of C at P k – curvature of C at P A point on C where k = 0 is called a point of inflection and the radius of curvature ρ is infinite. '' st td sd sd rd td rd r           "'"'"' ' ''''' 22 stskstststs td sd sd td td sd ts td td st td d r td d r           32 '"''''' skntstskstrr   '' sr   3 1 '''' skntrr    3 ' ''' r rr k     Let compute k as a function of and :'r  ''r  Theory of Curves (continue – 4)
  • 38. 38 SOLO Differential Geometry in the 3D Euclidean Space 1x 2x 3x t  k  0,0,sincos 321  baetbetaetar  Example 2: Circular Helix 0,0,cossin' 321  baebetaeta td rd r       2/1222/122 2/1 bardsdba td rd td rd td rd             321 2/122 cossin/: ebetaetaba td rd td rd t    2122 sincos/ etet ba a td sd td rd t sd td k       1 x 2x 3 x t  k  0,sincos 21  aetaetar  Example 1: Circular Curve 0,cossin' 21  aetaeta td rd r       2/1222/122 2/1 bardsdba td rd td rd td rd           21 cossin/: etaetaa td rd td rd t    21 sincos 1 / etet atd sd td rd t sd td k     Theory of Curves (continue – 5) Table of Content
  • 39. 39 SOLO Differential Geometry in the 3D Euclidean Space O a C t  P b ntk   1  NormalPlane Osculating Plane   00  trr  0r    00  ktrr Osculating Plane of C at P is the plane that contains and P:     00  ktrr kt  , The name “osculating plane” was introduced by D’Amondans Charles de Tinseau (1748-1822) in 1780. O a C t  P b ntk   1  NormalPlane Osculating Plane   00  trr  0r    00  ktrr  The osculating plane can be also defined as the limiting position of a plane passing through three neighboring points on the curve as the points approach the given point. If the curvature k is zero along a curve C then: tarrconstartt   0 0 The curve C is a straight line. Conversely if C is a straight line: 0//0  tkaa td rd td rd ttarr  C a regular curve of class ≥2 (Cclass) is a straight line if and only if k = 0 on C Theory of Curves (continue – 6) Table of Content
  • 40. 40 SOLO Differential Geometry in the 3D Euclidean Space Osculating Circleof C at P is the plane that contains and Pkt  , Theory of Curves (continue – 6) The osculating circle of a curve C at a given point P is the circle that has the same tangent as C at point P as well as the same curvature. Just as the tangent line is the line best approximating a curve at a point P, the osculating circle is the best circle that approximates the curve at P. http://mathworld.wolfram.com/OsculatingCircle.html O a C t  P b ntk   1  Normal Plane Osculating Plane   00  trr  0r    00  ktrr  Osculating Circle Osculating Circles on the Deltoid The word "osculate" means "to kiss."
  • 41. 41 SOLO Differential Geometry in the 3D Euclidean Space Osculating Circleof C at P is the plane that contains and P kt  , Theory of Curves (continue – 6a) O a C t  P b ntk   1  Normal Plane Osculating Plane   00  trr  0r    00  ktrr  Osculating Circle 3 xy  xy /1 xy cos xy sin http://curvebank.calstatela.edu/osculating/osculating.htm xy tan Table of Content
  • 42. 42 SOLO Differential Geometry in the 3D Euclidean Space O a C t  P b ntk   1  NormalPlane Osculating Plane   00  trr  0r    00  ktrr b  Rectifying Plane   00  krr  Binormal ntb  : Tangent Line: Principal Normal Line: Binormal Line: Normal Plane: Rectifying Plane: Osculating Plane: tmrr   0 nmrr   0 bmrr   0   00  trr    00  nrr    00  brr  The name binormal was introduced by Saint-Venant Jean Claude Saint-Venant 1797 - 1886 Fundamental Planes:Fundamental Lines: Theory of Curves (continue – 7) Table of Content
  • 43. 43 SOLO Differential Geometry in the 3D Euclidean Space Torsion Suppose that is a regular curve of class ≥ 3 (Cclass) along which is of class C1. then let differentiate to obtain:  srr    sn       snstsb                        snstsnstsnsnksnstsnstsb   Since                 001  snsnsnsnsnsnsnsn  Therefore is normal to , meaning that is in the rectifying plane, or that is a linear combination of and . n n t  b           sbsstssn                        snssbsstsstsnstsb    O a C t  P b n  0r  b  The continuous function τ (s) is called the second curvature or torsion of C at P.      snsbs   Theory of Curves (continue – 8)
  • 44. 44 SOLO Differential Geometry in the 3D Euclidean Space Torsion (continue – 1) Suppose that the torsion vanishes identically (τ ≡0) along a curve , then srr           0 0 bsbsnssb    O a C t  P b n  0r  0 b  Since and are orthogonal st   sb          constbsrbtbsr sd d bsr sd d  0000 0  Therefore is a planar curve confined to the plane srr     constbsr  0  C a regular curve of class ≥3 (Cclass) is a planar curve if and only if τ = 0 on C 1x 2x 3x t  k  0,0,sincos 321  baetbetaetar  Example 2: Circular Helix    321 2/122 cossin ebetaetabat    21 sincos etetn            321 2/122 21321 2/122 cossin sincoscossin eaetbetbba etetebetaetabantb          21 1222/122 sincos etbetbbaba td bd sd td td bd sd bd b      122   babnb   Theory of Curves (continue – 9)
  • 45. 45 SOLO Differential Geometry in the 3D Euclidean Space Torsion (continue – 2) Let compute τ as a function of and :'',' rr  '''r  ttr sd td td rd sd rd r      '      tbknkttrtrtr sd d trtr sd d r    2 "''''       tkbkbknkbktnkbktbktbkbk trttrtrtrttrttrtrtrtr sd d r      2 332 '''"3''''"2"'"'                                        2 0 3 1 2 0 26 6 0 3 0 4 0 22 5232 32 ,,,,,,'''",' '''",'',",'''',','",','3 '''"'"''''"'3' '''"3'"'',, ktntkbntknntkktkbknknktrrrt rrrtrrrttrrrttrrrtt rrtrrttrrttrrtttr trttrtrtrtrtrrrr                    ' 1 / 1 rtdsdsd td t   3 ' ''' r rr k    We also found:      6 2 2 6 ' ''' ' '''",' ,, r rr k r rrr rrr            2 ''' '''",' rr rrr      Theory of Curves (continue – 10) Table of Content
  • 46. 46 SOLO Differential Geometry in the 3D Euclidean Space Seret-Frenet Equations Theory of Curves (continue – 11) We found and      snssb       snskst   Let differentiate      stsbsn                                stsksbssnsbskstsnsstsbstsbsn     We obtain          sbsnskstst  00             sbsbsnstsksn   0          sbsnsstsb  00   or                                                        sb sn st s ssk sk sb sn st       00 0 00   Jean Frédéric Frenet 1816 - 1900 Those are the Serret – Frenet Equations of a curve. Joseph Alfred Serret 1819 - 1885
  • 47. 47 SOLO Let compute: Differential Geometry in the 3D Euclidean Space Seret-Frenet Equations (continue – 1) Theory of Curves (continue – 12) Let show that if two curves C and C* have the same curvature k (s) = k* (s) and torsion τ (s) = τ*(s) for all s then C and C* are the same except for they position in space. Assume that at some s0 the triads and coincide.      999 ,, sbsnst       999 *,*,* sbsnst     ******** * nttnknkttnktttttt sd d kk             ************ * * bnnbnttnkbtknnbtknnnnnn sd d kk          ******** * nbbnnbbnbbbbbb sd d      Adding the equations, we obtain:   0***  bbnntt sd d  Integrating we obtain:     30 ******  sbbnnttconstbbnntt  Since: and1,,1 ***  bbnntt    3***  bbnntt  we obtain: 1***  bbnntt  Finally since:         constsrsr sd rd stst sd rd  * * *    
  • 48. 48 SOLO Existence Theorem for Curves Differential Geometry in the 3D Euclidean Space Seret-Frenet Equations (continue – 2) Theory of Curves (continue – 13) Let k (s) and τ (s) be continuous functions of a real variable s for s0 ≤ s ≤ sf. Then there exists a curve , s0 ≤ s ≤ sf, of class C2 for which k is the curvature, τ is the torsion and s is a natural parameter.  srr   332211332211332211 ,, ebebebbenenennetetett          tnktttttt sd d   2          nbntknnnnnn sd d   22    bnbbbbbb sd d               2 with: Proof: Consider the system of nine scalar differential equations:                       3,2,1,,,  isnssbsbsstsksnsnskst iiiiiii   and initial conditions:       302010 ,, esbesnest              btttktnkntntnt sd d             nnbbbtkbnbnbn sd d                  ntbnkbtbtbt sd d          and initial conditions:             1,0,1,0,0,1 000000  ssssss bbbnnnbtnttt 
  • 49. 49 SOLO Existence Theorem for Curves (continue – 1) Differential Geometry in the 3D Euclidean Space Seret-Frenet Equations (continue – 3) Theory of Curves (continue – 14)                                    bnbb sd d ntbnkbt sd d nnbbbtkbn sd d btttktnknt sd d nbntknn sd d tnktt sd d          2 222 Proof (continue – 1): and initial conditions:             1,0,1,0,0,1 000000  ssssss bbbnnnbtnttt  We obtain: The solution of this type of differential equations with given initial conditions has a unique solution and since is a solution, it is unique.             1,0,1,0,0,1  bbbnnnbtnttt  The solution is an orthonormal triad.bnt  ,, We now define the curve:     s s dtsrr 0 :   We have: and , therefore k (s) is the curvature.1 tr          1&  snsnskst  Finally since:       nbtttknnkntntbntb    Therefore τ (s) is the torsion of  srr   q.e.d.
  • 50. 50 SOLO From the previous development we can state the following theorems: Differential Geometry in the 3D Euclidean Space Seret-Frenet Equations (continue – 4) Theory of Curves (continue – 15) A curve is defined uniquely by the curvature and torsion as functions of a natural parameter. The equations k = k (s), τ = τ (s), which give the curvature and torsion of a curve as functions of s are called the natural or intrinsec equations of a curve, for they completely define the curve. O 0s C t  P n  0r  b  k 1  f s Fundamental Existence and Uniqueness Theorem of Space Curves Let k (s) and τ (s) be arbitrary continuous functions on s0≤s≤sf. Then there exists, for position in space, one and only one space curve C for which k (s) is the curvature, τ (s) is the torsion and s is a natural parameter along C. O 0s C t  P n  b  f s * C 0 r  * 0r  Table of Content
  • 51. 51 SOLO Let consider a space curve C. We construct the tangent lines to every point on C and define an involute Ci as any curve which is normal to every tangent of C. Differential Geometry in the 3D Euclidean Space Involute Theory of Curves (continue – 16) From the Figure we can see that the equation of the Involute is given by: turr  1 Differentiating this equation we obtain: 11 1 1 1 sd sd t sd ud nkut sd sd t sd ud sd td u sd rd t sd rd                  Scalar multiply this equation by and use the fact that and from the definition of involute : t  0nt  01 tt     1101 10 sd sd tt sd ud ntkutttt         01  sd ud scu         stscsrsr  1 C i C O r  1r  t  1 t  s c  Involute Curve
  • 52. 52 SOLO Differential Geometry in the 3D Euclidean Space Involute (continue – 1) Theory of Curves (continue – 17) C i C O r  1r  t  1 t  s c  Involute Curve        stscsrsr  1      n sd sd ksc sd sd t sd td sc sd rd sd rd t t     111 1 1             and are collinear unit vectors, therefore:1t  n     kscsd sd sd sd ksc   1 1 11 The curvature of the involute, k1, is obtained from:      ksc btk kscsd nd sd sd sd td nk sd td nt kscsd sd             11 1 1 1 1 11 1 1 Hence:   22 22 2 1 ksc k k     For a planar curve (τ=0) we have:   t sc nk     1 011 
  • 53. 53 SOLO Differential Geometry in the 3D Euclidean Space Involute (continue – 3) Theory of Curves (continue – 18) C i C O r  1r  t  1 t  s c  Involute Curve http://mathworld.wolfram.com/Involute.html Table of Content
  • 54. 54 SOLO The curve Ce whose tangents are perpendicular to a given curve C is called the evolute of the curve. Differential Geometry in the 3D Euclidean Space Evolute Theory of Curves (continue – 19) 11 twrbvnurr   Differentiating this equation we obtain:   11 1 1 1 sd sd b sd vd n sd ud nvbtkut sd sd b sd vd n sd ud sd bd v sd nd u sd rd t sd rd                      Scalar multiply this equation by and use the fact that and from the definition of evolute : t  0 btnt  01 tt    111 1 0 sd sd ttkutttt         01  ku  k u 1 C e C O r  1r  t 1 t  Evolute Curve The tangent to Ce, , must lie in the plane of and since it is perpendicular to . Therefore: n  b  t 1t  1 1 sd sd n sd ud vb sd vd ut                       
  • 55. 55 SOLO Differential Geometry in the 3D Euclidean Space Evolute (continue – 1) Theory of Curves (continue – 20)    ccuv   tantan  k u 1 C e C O r  1r  t 1 t  Evolute Curve We obtained: 1 1 sd sd n sd ud vb sd vd ut                            111 // wbvnuwrrt  But: Therefore: v v sd ud u u sd vd     or:                  u v sd d vu sd ud v sd vd u 1 22 tan c u v ds s s          1 tan 0  and:  bcnrr    tan1 We have one parameter family that describes the evolutes to the curve C.
  • 56. 56 SOLO Differential Geometry in the 3D Euclidean Space Evolute (continue – 2) Theory of Curves (continue – 21) http://math.la.asu.edu/~rich/MAT272/evolute/ellipselute.html Evolute of Ellipse Evolute of Logarithmic Spiral also a Logarithmic Spiral Evolute of Parabola Table of Content C e C O r  1r  t 1 t  Evolute Curve
  • 57. 57 SOLO Differential Geometry in the 3D Euclidean Space The vector defines a surface in E3  vur ,  vu vu rr rr N       vur ,   vdvudur  ,  rd 2 rd r udru  vdrv  d Nd P O  vudur ,               22 2 22 22 2 2 ,2 2 1 , 2 1 ,,, vdudOvdrvdudrudrvdrudr vdudOrdrdvurvdvudurvur vvvuuuvu     The vectors and define the tangent plane to the surface at point P. P u u r r      P v v r r      Define: Unit Normal Vector to the surface at P vu vu rr rr N     : First Fundamental Form:       2222 22: vdGvdudFudEvdrrvdudrrudrrrdrdI vvvuuu         0 2 0,0,00:                  GF FEforConditionSylvester FEGGE vd ud GF FE vdudrdrdI Surfaces in the Three Dimensional Spaces Table of Contents
  • 58. 58 SOLO Arc Length on a Path on the Surface:                 b a b a vuvu b a tdvdrudrvdrudrtd td rd td rd td td rd L 2/1 2/1                                                                           b a b a td td vd td ud GF FE td vd td ud td td vd G td vd td ud F td ud EL 2/1 2/1 22 2 Surface Area:  vur ,  rd udru  vdrv  d P O      vdudFGEvdud GE F GE vdud rr rr rrvdudrrrr vdudrrrrvdudrrvdrudrd vu vu vuvuvu vuvuvuvu 2 2/1 2 2/1 2 2/12 1 1,cos1 ,sin                                 vdudFGEd 2  vur ,  rd udru  vdrv P O a b Differential Geometry in the 3D Euclidean Space Table of Contents
  • 59. 59 SOLO Change of Coordinates  vur ,  rd udru  vdrv  d P O vdrv  udru  vdrudrvdrudrd vuvu   vdudFGEvdud vu vu JFGEvdudFGEd 222 , ,           vurvurr ,,  Change of coordinates from u,v to θ,φ    vuvv vuuu , ,  The coordinates are related by                   v u vv uu vd ud vu vu       I vd ud GF FE vdud vd ud vv uu GF FE vu vu vdud vd ud GF FE vdudI vu vu vv uu                                                      td td vd td ud GF FE td vd td ud td td vd td ud GF FE td vd td ud td td rd td rd Ld 2/12/1 2/1                                                                                                                         vu vu JFGE vv uu FGE vv uu GF FE vu vu GF FE FGE vu vu vu vu vv uu , , detdetdetdetdet 22 ** ** 2 Arc Length on a Path on the Surface and Surface Area are Invariant of the Coordinates: First Fundamental Form is Invariant to Coordinate Transformation Differential Geometry in the 3D Euclidean Space Table of Contents
  • 60. 60 SOLO vu vu rr rr N       vur ,   vdvudur  ,  rd 2 rd r udru  vdrv  d Nd P O  vudur ,  Second Fundamental Form: NdrdII :           22 2 2 2 2 : vdNvdudMudL vdNrvdudNrNrudNr vdNudNvdrudrNdrdII N vv M uvvu L uu vuvu             vdNudNNdNNdNN vu   01                NrNrNrNrNr vd d NrNrNrNrNr ud d Nr vuvuvuvuu uuuuuuuuu u    0 0 0                NrNrNrNrNr vd d NrNrNrNrNr ud d Nr vvvvvvvvv vuuvuvvuv v    0 0 0 Differential Geometry in the 3D Euclidean Space
  • 61. 61 SOLO vu vu rr rr N       vur ,   vdvudur  ,  rd 2 rd r udru  vdrv  d Nd P O  vudur ,  Second Fundamental Form: NdrdII :       2 2 2 : vdNrvdudNrNrudNrNdrdII N vv M uvvu L uu          NrNr uuuu   NrNr vuuv         NrNr NrL uuuu uu            uvvu vuuv vuvu NrNrM NrNr NrNr          NrNr NrN vvvv vv   NrNr vuvu   NrNr vvvv   22 2: vdNvdudMudLNdrdII  NrL uu   NrM vu   NrN vv   Differential Geometry in the 3D Euclidean Space
  • 62. 62 SOLO vu vu rr rr N       vur ,  O  vdvudur  , udru  vdrv  rd Second Fundamental Form: NdrdII :                33 3 3223 22 33 3 32 ,33 6 1 2 2 1 , 6 1 2 1 ,,, vdudOvdrvdudrvdudrudr vdrvdudrudrvdrudr vdudOrdrdrdvurvdvudurvur vvvvuvvuuuuu vvvuuuvu                 IINvdudOvdNvdudMudL NvdudOvdNrvdudNrudNr NvdudONrdNrdNrdNr vvvuuu 2 1 ,2 2 1 ,2 2 1 , 6 1 2 1 22 2 22 22 2 22 33 3 32 0         Differential Geometry in the 3D Euclidean Space
  • 63. 63 SOLO N  Second Fundamental Form: NdrdII : N  N  (i) Elliptic Case (ii) Hyperbolic Case (iii) Parabolic Case 02 MNL 02 MNL 0 &0 222 2   MNL MNL Differential Geometry in the 3D Euclidean Space
  • 64. 64 SOLO Differential Geometry in the 3D Euclidean Space (continue – 6a)  vur ,  vdrv  P O N  1nr  2nr  udru  2 M 1 M 02  MNL Dupin’s Indicatrix N  1n r  2n r  P 2 M 1 M 02  MNL N  1nr 2nr  P 1M 2M 0 0 222 2   MNL MNL http://www.mathcurve.com/surfaces/inicatrixdedupin/indicatrixdedupin.html Pierre Charles François Dupin 1784 - 1873 We want to investigate the curvature propertiesat a point P.     IINvdudOvdNvdudMudLNr 2 1 ,2 2 1 22 2 22   The expression 12 2 221 2 1  xNxxMxL was introduced by Charles Dupin in 1813 in “Développments de géométrie”, to describe the local properties of a surface. Second Fundamental Form: NdrdII : http://www.groups.dcs.st-and.ac.uk/~history/Biographies/Dupin.html Differential Geometry in the 3D Euclidean Space
  • 65. 65 SOLO N  Second Fundamental Form: NdrdII : N  (iv) Planar Case 0 MNL      3223 33 3 3223 6 1 ,33 6 1 vdDvdudCvdudBudA vdudOvdrNvdudrNvdudrNudrNNr vvvvuvvuuuuu    DxCxBxA  23 has 3 real roots Monkey Saddle DxCxBxA  23 has one real root Differential Geometry in the 3D Euclidean Space
  • 66. 66 SOLO Second Fundamental Form: NdrdII :    vurvurr ,,  Change of coordinates from u,v to θ,φ    vuvv vuuu , ,  The coordinates are related by                   v u vv uu vd ud vu vu          2222 22 uuuuuvvuuvuuuuuu vNvuMuLNvrvururNrL       vuvuvuvuvuvvvuvuvuuvvuuuvu vvNvuuvMuuLNvvrvuruvruurNrM            2222 2 vvvvvvvvvuvvvvuvuuvv vNvuMuLNvruvrvururNrN   Unit Normal Vector to the surface at P vu vu vu vu rr rr rr rr N          : uvuuvuu vrur u v r u u rr         vvvuvuv vrur v v r v u rr               II vd ud NM ML vdud vd ud vv uu NM ML vu vu vdud vd ud NM ML vdudII vu vu vv uu                                                      Second Fundamental Form is Invariant (unless the sign) to Coordinate Transformation Differential Geometry in the 3D Euclidean Space Table of Contents
  • 67. 67 SOLO N  Osculating Plane of C at P Principal Normal Line of C at P Surface t  P k  n1  vur ,  Normal Curvature - Length differential  2/1 rdrdrdsd      tvturr ,  Given a path on a surface of class Ck ( k ≥ 2) we define: td rd td rd sd rd t /:   - unit vector of path C at P (tangent to C at P) td rd td td sd td k /:   - curvature vector of path C at P       curvatureofradius nn nnk sd td k  111 1 1 1   NNkkn  : - normal curvature vector to C at P      /coscos1 :   kNnk Nkkn   - normal curvature to C at P Differential Geometry in the 3D Euclidean Space
  • 68. 68 SOLO N  Osculating Plane of C at P Principal Normal Line of C at P Surface t  P k  n1  vur ,  Normal Curvature (continue – 1) N Because C is on the surface, is on the tangent plan normal to . t    td Nd tN td td td Nd tN td td Nt td d Nt        00 and         vdrudrvdrudrvdNudNvdrudr td rd td rd td Nd td rd td rd td Nd td rd td rd td Nd t td rd N td td N sd td Nkk vuvuvuvu n                   / / /// 2 G vd ud F vd ud E N vd ud M vd ud L I II vdGvdudFudE vdNvdudMudL td vd G td vd td ud F td ud E td vd N td vd td ud M td ud L kn                                                                              2 2 2 2 2 2 2 2 22 22 22 22 Differential Geometry in the 3D Euclidean Space
  • 69. 69 SOLO Normal Curvature (continue – 2) G vd ud F vd ud E N vd ud M vd ud L I II vdGvdudFudE vdNvdudMudL td vd G td vd td ud F td ud E td vd N td vd td ud M td ud L kn                                                                              2 2 2 2 2 2 2 2 22 22 22 22 - kn is independent on dt therefore on C. - kn is a function of the surface parameters L, M, N, E, F, G and of the direction . vd ud - Because I = E du2 + 2 F du dv + G dv2 > 0 → sign kn=sign II - kn is independent on coordinates since I and II are independent.  vur ,  rd udru  vdrv P O N 1C k 2C k  1C 2C Differential Geometry in the 3D Euclidean Space Table of Contents
  • 70. 70 SOLO Principal Curvatures and Directions G vd ud F vd ud E N vd ud M vd ud L I II vdGvdudFudE vdNvdudMudL kn                             2 2 2 2 2 2 22 22 - kn is a function of the surface parameters L, M, N, E, F, G and of the direction .vd ud Let find the maximum and minimum of kn as functions of the directions d u/ d v.  vur ,  rd udru  vdrv P O N 1C k 2C k  1C 2C If this occurs for d u0/ d v0 we must have:         0&0 00 00 0000 00 00 , 2 ,, 2 ,           vdud vdvd vdud n vdud udud vdud n I IIIIII v k I IIIIII u k               0&0 00 00 00 00 00 00 00 00 00 00 , ,, 0 , ,, 0                   vdud vdnvd vdud vdvd vdud n vdud udnud vdud udud vdud n IkII I II III v k IkIII I II II u k Multiply by I and use  00 , 0 vdud n I II k  Differential Geometry in the 3D Euclidean Space
  • 71. 71 SOLO Principal Curvatures and Directions (continue – 1)  vur ,  rd udru  vdrv P O N 1C k 2C k  1C 2C           0&0 00 00 00 00 00 00 , , 0 , , 0       vdud vdnvd vdud n vdud udnud vdud n IkII v k IkII u k 22 2: vdNvdudMudLNdrdII  22 2: vdGvdudFudErdrdI  00 220 vdFudEI ud  00 220 vdGudFI vd  00 220 vdMudLII ud  00 220 vdNudMII vd       0 00 00 00 , , 0    vdud udnud vdud n IkII u k      0 00 00 00 , , 0    vdud vdnvd vdud n IkII v k     00000 0  vdFudEkvdMudL n     00000 0  vdGudFkvdNudM n Differential Geometry in the 3D Euclidean Space
  • 72. 72 SOLO We found: Principal Curvatures and Directions (continue – 2)  vur ,  rd udru  vdrv P O N 1C k 2C k  1C 2C              0 0 0000 0000 0 0 vdGudFkvdNudM vdFudEkvdMudL n n or:                       0 0 0 0 00 00 vd ud GkNFkM FkMEkL nn nn This equation has non-trivial solution if: 0det 00 00            GkNFkM FkMEkL nn nn or expending:       02 222 00  MNLkMFLGNEkFGE nn Differential Geometry in the 3D Euclidean Space
  • 73. 73 SOLO Study of the quadratic equation: Principal Curvatures and Directions (continue – 3)  vur ,  rd udru  vdrv P O N 1C k 2C k  1C 2C The discriminant of this equation is:       02 222 00  MNLkMFLGNEkFGE nn     222 42 MNLFGEMFLGNE      2 22 222 2 2 2222 2 2 22222424                      E LF LG E LF MFLGNEENLLFMELF E FGE LFMELFME E FGE     NLFNLGE E MLF LMGF E LF E LGF LFME E F LGNELFME E FGE 2 3 2 24222 2 2 2 44884424               E LGF LG E LGF LMGFLG NLGE E LF E MLF E LGF NLF E LF 22 22 22 22 2 24322 2 2 24 84884 488444            024 42 2 2 2 0 2 222                      LFME E F LGNELFME E FGE MNLFGEMFLGNE  Differential Geometry in the 3D Euclidean Space
  • 74. 74 SOLO Study of the quadratic equation (continue – 1): Principal Curvatures and Directions (continue – 4)  vur ,  rd udru  vdrv P O N 1C k 2C k  1C 2C The discriminant of this equation is:       02 222 00  MNLkMFLGNEkFGE nn          024 42 2 2 2 0 2 222                      LFME E F LGNELFME E FGE MNLFGEMFLGNE  The discriminant is greater or equal to zero, therefore we always obtain two real solutions that give extremum for kn: 21 , nn kk Those two solutions are called Principal Curvatures and the corresponding two directions are called Principal Directions    2211 ,,, vdudvdud 0&0  LGNELFME G N F M E L  The discriminant can be zero if:     02&0  LFME E F LGNELFME In this case: G N F M E L vdGvdudFudE vdNvdudMudL kn     22 22 2 2 This point in which kn is constant in all directions is called an Umbilical Point. Differential Geometry in the 3D Euclidean Space
  • 75. 75 SOLO Gaussian and Mean Curvatures Principal Curvatures and Directions (continue – 5)  vur ,  rd udru  vdrv P O N 1C k 2C k  1C 2C Rewrite the equation:       02 222 00  MNLkMFLGNEkFGE nn as:         0 2 2 2 2 2 00        FGE MNL k FGE MFLGNE k nn We define:    2 2 : 21 FGE MFLGNE kkH nn       2 2 21 : FGE MNL kkK nn    Mean Curvature Gaussian Curvature Karl Friederich Gauss 1777-1855 Differential Geometry in the 3D Euclidean Space
  • 76. 76 SOLO Gaussian and Mean Curvatures (continue – 1) Principal Curvatures and Directions (continue – 6)  vur ,  rd udru  vdrv P O N 1C k 2C k  1C 2C    2 2 21 : FGE MNL kkK nn    Gaussian Curvature    vurvurr ,,  Change of coordinates from u,v to θ,φ    vuvv vuuu , ,  The coordinates are related by                   v u vv uu vd ud vu vu     II vd ud NM ML vdud vd ud vv uu NM ML vu vu vdudII vu vu vv uu                                        We found:     I vd ud GF FE vdud vd ud vv uu GF FE vu vu vdudI vu vu vv uu                                                                  vu vu vv uu vv uu GF FE vu vu GF FE                           vu vu vv uu vv uu NM ML vu vu NM ML   2 2 2 2 detdetdetdet                                             vu vu vu vu vv uu FGE vv uu GF FE GF FE FGE   2 2 2 2 detdetdetdet                                             vu vu vu vu vv uu MNL vv uu NM ML NM ML MNL Therefore: invariant to coordinate changes        2 2 2 2 21 : FGE MNL FGE MNL kkK nn       Differential Geometry in the 3D Euclidean Space
  • 77. 77 SOLO Principal Curvatures and Directions (continue – 7)  vur ,  rd udru  vdrv P O N 1C k 2C k  1C 2CStart with:              0 0 0000 0000 0 0 vdGudFkvdNudM vdFudEkvdMudL n n rewritten as :                       0 01 00000 0000 n kvdGudFvdNudM vdFudEvdMudL that has a nontrivial solution (1,-kn0) only if: 0det 0000 0000         vdGudFvdNudM vdFudEvdMudL or:       0 2 000 2 0  vdNFMGvdudNEGLudMEFL or:       0 0 0 2 0 0                  NFMG vd ud NEGL vd ud MEFL Differential Geometry in the 3D Euclidean Space
  • 78. 78 SOLO Principal Curvatures and Directions (continue – 8)  vur ,  rd udru  vdrv P O N 1C k 2C k  1C 2C We obtained: This equation will define the two Principal Directions 2211 21 & vdrudrrvdrudrr vunvun                  021 21 2 2 1 1 2 2 1 1 2112212121                              vdvdG MEFL NEGL F MEFL NFMG E vdvdG vd ud vd ud F vd ud vd ud E vdvdrrvdudvdudrrududrrrr vVvuuunn        0 0 0 2 0 0                  NFMG vd ud NEGL vd ud MEFL From the equation above we have:        MEFL NFMG vd ud vd ud MEFL NEGL vd ud vd ud       2 2 1 1 2 2 1 1 Let compute the scalar product of the Principal Direction Vectors: The Principal Direction Vectors are perpendicular. Differential Geometry in the 3D Euclidean Space
  • 79. 79 SOLO Principal Curvatures and Directions (continue – 9)  vur ,  rd udru  vdrv P O N 1C k 2C k  1C 2C Since the two Principal Directions are orthogonal 21 21 & vdrrudrr vnun   they must satisfy the equation: Let perform a coordinate transformation to the Principal Direction:  vu,       0 2 000 2 0  vdNFMGvdudNEGLudMEFL    21 ,0&0, vdud or:   0 2 1  udMEFL   0 2 2  vdNFMG 0 NFMG 01 ud 0 MEFL 02 vd 0E 0G 0 0   NrM rrF vu vu   at P Definition: A Line of Curvature is a curve whose tangent at any point has a direction coinciding with a principal direction at that point. The lines of curvature are obtained by solving the previous differential equation Differential Geometry in the 3D Euclidean Space
  • 80. 80 SOLO Principal Curvatures and Directions (continue – 10)  vur ,  rd udru  vdrv P O N 1C k 2C k  1C 2C Suppose (du0,dv0) is a Principal Direction, then they must satisfy the equations: Rodriguez Formula NrNrL uuuu   NrNrNrM vuuvvu   NrNrN vvvv                0 0 0000 0000 0 0 vdGudFkvdNudM vdFudEkvdMudL n n              0 0 0000 0000 0 0 vdrrudrrkvdNrudNr vdrrudrrkvdNrudNr vvvunvvuv vuuunvuuu   uu rrE   vu rrF   vv rrG                  0 0 0000 0000 0 0 vvunvu uvunvu rvdrudrkvdNudN rvdrudrkvdNudN            0 0 0 0 vn un rrdkNd rrdkNd   But are in the tangent plane at P since and are, and the vectors and are independent, therefore: rdkNd n  0  Nd  rd  vr  ur  00   rdkNd n The direction (du0,dv0) is a Principal Direction on a point on a surface if and only if from some scalar k, and satisfy:00 vdNudNNd vu   00 vdrudrrd vu   rdkNd   Rodriguez Formula We found: Differential Geometry in the 3D Euclidean Space Table of Contents
  • 81. 81 SOLO Conjugate Directions  vur ,  rd udru  vdrv P O N  Q NdN   l Let P (u,v) and Q (u+du,v+dv) neighboring points on a surface. The tangent planes to the surface at p and Q intersect along a straight line L. Now let Q approach P along a given direction (du/ dv=const= PQ), then the line l will approach a limit LC. The directions PQ and LC are called Conjugate Directions. Let be the normal at P and the normal at Q.N  NdN   Let the direction of LC be given by: vrurr vu    Since LC is in both tangential planes at P and at Q we have:   0&0  NdNrNr       0 vdNudNvrurNdr vuvu           0 vdvNrvduNrudvNruduNr vvvuuvuu   We found vvuvvuuu NrNNrNrMNrL   && The previous relation becomes:   0 vdvNvduudvMuduL  Given (du,dv) there is only one conjugate direction (δu,δv) given by the previous equation. Differential Geometry in the 3D Euclidean Space Table of Contents
  • 82. 82 SOLO Asymptotic Lines The directions which are self-conjugate are called asymptotic directions. becomes:   0 vdvNvduudvMuduL  We see that the asymptotic directions are those for which the second fundamental form vanishes. Moreover, the normal curvature kn vanishes for this direction. Those curves whose tangents are asymptotic directions are called asymptotic lines. v u vd ud   If a direction (du,dv) is self-conjugate than and the equation of conjugate lines 02 22  vdNvdudMudL The conjugat and asymptotic lines were introduced by Charles Dupin in 1813 in “Dévelopments de Géométrie”. Pierre Charles François Dupin 1784 - 1873 http://www.groups.dcs.st-and.ac.uk/~history/Biographies/Dupin.html Differential Geometry in the 3D Euclidean Space Table of Contents
  • 83. 83 SOLO Vectors & Tensors in a 3D Space Scalar and Vector Fields Let express the cartesian coordinates (x, y, z) of any point, in a three dimensional space as a function of three curvilinear coordinates (u1, u2, u3), where:  dr constu 3 i  j  k  1 1 ud u r    2 2 ud u r    3 3 ud u r    constu 1 constu 2 curveu1 curveu2 curveu3                 zyxuuzyxuuzyxuu uuuzuuuyuuuxx ,,,,,,,, ,,,,,,,, 332211 321321321 Those functions are single valued with continuous derivatives and the correspondence between (x,y,z) and (u1,u2,u3) is unique (isomorphism). kzjyixr   or 3 3 2 2 1 1 ud u r ud u r ud u r rd               321 ,,,, uuuzyx     321 ,,,, uuuAzyxAA   Assume now that the scalars Φ and vectors are functions of local coordinates, cartesian (x,y,z) or general, curvilinear (u1,u2,u3) A  In general ( we can not assume that Φ and are functions of position). A     rAAr   , Table of Contents
  • 84. 84 SOLO Vectors & Tensors in a 3D Space Vector Differentiation  tAA  Let a vector function of a single parameter tA  Ordinary Derivative of Scalars and Vectors The Ordinary Derivative of the Vector is defined as       t tAttA td tAd t      0 lim  tA   t t A     tAttAA   If the limit exists we say that is continuous and differentiable in t. tA  Differentiation Formulas If are differentiable vector functions of a scalar t and φ is a differentiable scalar of t, then CBA  ,,   td Bd td Ad BA td d      td Bd AB td Ad BA td d        td Ad A td d A td d         td Cd BAC td Bd ACB td Ad CBA td d          td Bd AB td Ad BA td d                            td Cd BAC td Bd ACB td Ad CBA td d       Table of Contents
  • 85. 85 SOLO Vectors & Tensors in a 3D Space Vector Differentiation Partial Derivatives of Scalar and Vectors    321 ,,,, uuuzyx     321 ,,,, uuuAzyxAA   Assume now that the scalars Φ and vectors are functions of local coordinates, cartesian (x,y,z) or general, curvilinear (u1,u2,u3) A  The partial derivatives are defined as follows       1 3213211 0 1 321 ,,,, lim ,, 1 u uuuuuuu u uuu u              2 3213221 0 2 321 ,,,, lim ,, 2 u uuuuuuu u uuu u              3 3213321 0 3 321 ,,,, lim ,, 3 u uuuuuuu u uuu u              1 3213211 0 1 321 ,,,, lim ,, 1 u uuuAuuuuA u uuuA u              2 3213221 0 2 321 ,,,, lim ,, 2 u uuuAuuuuA u uuuA u              3 3213321 0 3 321 ,,,, lim ,, 3 u uuuAuuuuA u uuuA u        Higher derivatives are also defined                                                                                           2 3 2 1 2 31 3 1212 2 2121 2 33 2 3 2 22 2 2 2 11 2 1 2 && && u A uuu A u A uuu A u A uuu A u A uu A u A uu A u A uu A   Table of Contents
  • 86. 86 SOLO Vectors & Tensors in a 3D Space Vector Differentiation Differentials of Vectors 3 3 2 2 1 1 ud u A ud u A ud u A zd z A yd y A xd x A Ad                     If     321321 111111,,,, 321 uAuAuAzAyAxAuuuAzyxAA uuuzyx        321321 111111111 321321 udAudAudAuAduAduAdzAdyAdxAdAd uuuuuuzyx     BdABAdBAd     BdABAdBAd     CdBACBdACBAdCBAd           CdBACBdACBAdCBAd   then If are differentiable vector functions of a scalar t.CBA  ,, Table of Contents
  • 87. 87 SOLO Vectors & Tensors in a 3D Space The Vector Differential Operator Del (, Nabla) We define the Vector Differential Operator Del (, Nabla) in Cartesian Coordinates as: z z y y x x 111:          This operator has double properties: (a) of a vector, (b) of a differential Gradient: Nabla operates on a Scalar or Vector Field z z y y x x z z y y x x 111111:                          zz z A yz z A xz z A zy y A yy y A xy y A zx x A yx x A xx x A zAyAxAz z y y x x A zyx zyx zyx zyx 111111 111111 111111 111111:                                            a scalar a dyadic
  • 88. 88 SOLO Vectors & Tensors in a 3D Space The Vector Differential Operator Del (, Nabla) (continue) We define the Vector Differential Operator in Cartesian Coordinates as: z z y y x x 111:          This operator has double properties: (a) of a vector, (b) of a differential Divergence: Nabla performs a Scalar Product on a Vector Field   z A y A x A zAyAxAz z y y x x A zyx zyx                        111111:  Curl (Rotor): Nabla performs a Vector Product on a Vector Field   z y A x A y x A z A x z A y A AAA zyx zyx zAyAxAz z y y x x A xyzxyz zyx zyx 111 111 111111:                                                          Table of Contents
  • 89. 89 SOLO Vectors & Tensors in a 3D Space Scalar Differential Let find the differentials of:    321 ,,,, uuuzyx  3 3 2 2 1 1 ud u ud u ud u zd z yd y xd x d                     rdzzdyydxxdz z y y x x d                 111111 Since      zyxuuzyxuuzyxuu ,,,,,,,, 332211  We obtain rduudrduudrduud   332211 ,, rdu u u u u u ud u ud u ud u d                             3 3 2 2 1 1 3 3 2 2 1 1 Comparing with we obtainrdd                             3 3 2 2 1 13 3 2 2 1 1 u u u u u uu u u u u u Using the Gradient definition: z z y y x x 111:          or 3 3 2 2 1 1 : u u u u u u          in general curvilinear coordinates Table of Contents
  • 90. 90 SOLO Vectors & Tensors in a 3D Space Vector Differential Let find the differentials of:    321 ,,,, uuuAzyxAA   3 3 2 2 1 1 ud u A ud u A ud u A zd z A yd y A xd x A Ad                         ArdzAyAxA z zd y yd x xd zdz z A y z A x z A ydz y A y y A x y A xdz x A y x A x x A Ad zyx zyxzyx zyx                                                              111 111111 111   ArdA u u u u u urdrdu u A u u A u u A Ad                                      3 3 2 2 1 13 3 2 2 1 1 rduudrduudrduud   332211 ,, and 3 3 2 2 1 1 : u u u u u u            ArdAd  Therefore In Cartesian Coordinates: In General Curvilinear Coordinates using Table of Contents
  • 91. 91 Vector AnalysisSOLO     Linearity of operator          Differentiability of operator   BABA   Linearity of operator   BABA   Linearity of operator   AAA    Differentiability of operator   AAA    Differentiability of operator Differential Identities
  • 92. 92 Vector AnalysisSOLO Differential Identities              BAAB BAAB BABABA BA BA                 AAA cbacabcba   2   0 0    aa      0 0 baabaa A      
  • 93. 93 Vector AnalysisSOLO Differential Identities          ABBAABBABA        BABABA B        ABBAAB A                ABBABABABAAB BA BA                  BAABABBABA        BABABA BA        ABABBA AAA        BABABA BBB  
  • 94. 94 Vector AnalysisSOLO         Differential Identities Summary   BABA     BABA     AAA      AAA             ABBAABBABA            BAABABBABA        BAABBA       AAA  2  0    0 A     AAAAA        2/ 2 Table of Contents
  • 95. 95 SOLO Vectors & Tensors in a 3D Space Curvilinear Coordinates in a Three Dimensional Space Let express the cartesiuan coordinates (x, y, z) of any point, in a three dimensional space as a function of three curvilinear coordinates (u1, u2, u3), where:  dr constu 3 i  j  k  1 1 ud u r    2 2 ud u r    3 3 ud u r    constu 1 constu 2 curveu1 curveu2 curveu3                 zyxuuzyxuuzyxuu uuuzuuuyuuuxx ,,,,,,,, ,,,,,,,, 332211 321321321 Those functions are single valued with continuous derivatives and the correspondence between (x,y,z) and (u1,u2,u3) is unique (isomorphism). kzjyixr   3 3 2 2 1 1 3 333 2 222 1 111 3 3 12 2 1 1 3 3 12 2 1 1 3 3 12 2 1 1 ud u r ud u r ud u r udk u z j u y i u x udk u z j u y i u x udk u z j u y i u x kud u z d u z ud u z jud u y d u y ud u y iud u x d u x ud u x kzdjydixdrd                                                                                                             or 3 3 2 2 1 1 ud u r ud u r ud u r rd           
  • 96. 96 SOLO Vectors & Tensors in a 3D Space Curvilinear Coordinates in a Three Dimensional Space (continue – 1) 3 3 2 2 1 1 ud u r ud u r ud u r rd            Let define: 3,2,1: 1     i u r r iu   If and are linear independent (i.e. if and only if αi = 0 i=1,2,3) then they form a base of the space E3. 21 , uu rr  3u r  0 3 1  i ui i r We have also:   3,2,1,,1  irdzyxuud i  We can write:         3 1 2 1 1 11 1 321 ,, udurudurudurrdzyxuud uuu   Because du1, du2, du3 are independent increments the precedent equation requires: 001 111 321  ururur uuu  Similarly by multiplying by and we obtain:rd  2 u 3 u         ji ji uru u r j i j u j i 0 1 1    Therefore and are reciprocal systems of vectors.321 ,, uuu rrr  321 ,, uuu   dr constu 3 i  j  k  1 1 ud u r    2 2 ud u r    3 3 ud u r    constu 1 constu 2 curveu1 curveu2 curveu3
  • 97. 97 SOLO Vectors & Tensors in a 3D Space Curvilinear Coordinates in a Three Dimensional Space (continue – 2) We proved that reciprocal systems of vectors are related by: and are reciprocal systems of vectors.321 ,, uuu rrr  321 ,, uuu       321 21 321 13 321 32 ,, , ,, , ,, 321 uuu uu uuu uu uuu uu rrr rr u rrr rr u rrr rr u                  321 21 321 13 321 32 ,, , ,, , ,, 321 uuu uu r uuu uu r uuu uu r uuu           and    1,,,, 321 321  uuurrr uuu  or 1 ,, ,, ,, ,, 321 321 333 222 111 333 222 111                                                    zyx uuu J uuu zyx J z u y u x u z u y u x u z u y u x u u z u y u x u z u y u x u z u y u x where is the Jacobian of x,y,z with respect to u1, u2, u3.         321 ,, ,, uuu zyx J Carl Gustav Jacob Jacobi 1804 - 1851  dr constu 3 i  j  k  1 1 ud u r    2 2 ud u r    3 3 ud u r    constu 1 constu 2 curveu1 curveu2 curveu3
  • 98. 98 SOLO Vectors & Tensors in a 3D Space Curvilinear Coordinates in a Three Dimensional Space (continue – 3)   grrr u z u y u x u z u y u x u z u y u x uuu zyx J uuu                            321 ,,det: ,, ,, 333 222 111 321  If is nonsingular the transformation from x,y,z to u1, u2, u3 is unique.        321 ,, ,, uuu zyx J  dr constu 3 i  j  k  1 1 ud u r    2 2 ud u r    3 3 ud u r    constu 1 constu 2 curveu1 curveu2 curveu3 g rr u g rr u g rr u uuuuuu 211332 321 ,,             211332 321 ,, uugruugruugr uuu   Table of Contents
  • 99. 99 SOLO Vectors & Tensors in a 3D Space Covariant and Contravariant Components of a Vector in Base .321 ,, uuu rrr  Given a vector we have: 321 ,, uuuA      j u j j u i u i uuu urAuAuAuAuA ruArArArArAA j ii     3 3 2 2 1 1 321 321 where: juj ii rAA uAA     : : are the contravariant components of A  are the covariant components of A  The Element of Arc ds. The Metric Coefficients gij Riemann and Euler Spaces Compute:       jiuujuiu ududrrudrudrrdrdsd jiji  2 Define: jiuuuuij grrrrg ijji   the metric coefficients jijijiij ududgududgrdrdsd  2 the element of arc  dr constu 3 i  j  k  1 1 ud u r    2 2 ud u r    3 3 ud u r    constu 1 constu 2 curveu1 curveu2 curveu3 Leonhard Euler 1707- 1783 Georg Friedrich Bernhard Riemann 1826 - 1866A space with the metric defined above is called a Riemann Space. If gij = δij then the space is called an Euler Space.
  • 100. 100 SOLO Vectors & Tensors in a 3D Space Covariant and Contravariant Components of a Vector in Base (continue -1).321 ,, uuu rrr  or: If we substitute for we obtain:A  ju r    j ij j uu j ju ugurruAr jii                                      3 2 1 333231 232221 131211 3 2 1 u u u ggg ggg ggg r r r ugr u u u j ijui     Multiplying by gik (where gik gji = δj k) and summing on i and k: kjk j j ij ik u ik uuuggrg j    Changing k by j we obtain:                                    3 2 1 333231 232221 131211 3 2 1 u u u u ijj r r r ggg ggg ggg u u u rgu i      dr constu 3 i  j  k  1 1 ud u r    2 2 ud u r    3 3 ud u r    constu 1 constu 2 curveu1 curveu2 curveu3
  • 101. 101 SOLO Vectors & Tensors in a 3D Space Covariant and Contravariant Components of a Vector in Base (continue -2).321 ,, uuu rrr  Multiplying equation by we get:iu ijj rgu   i u   ij u iijji gruguu i    1 jiij uug or Now:       j ij j ij j ijui AguAgugArAA j   j iji AgA  We also found:    321321 ,,,,det 2 333231 232221 131211 uuuuuu rrrgrrr ggg ggg ggg g               dr constu 3 i  j  k  1 1 ud u r    2 2 ud u r    3 3 ud u r    constu 1 constu 2 curveu1 curveu2 curveu3 Table of Contents
  • 102. 102 SOLO Vectors & Tensors in a 3D Space Coordinate Transformation in Curvilinear Coordinates from those equations we obtain:                            32133 32122 32111 32133 32122 32111 ,, ,, ,, ,, ,, ,, uuuuu uuuuu uuuuu uuuuu uuuuu uuuuu Let and be two general curvilinear coordinates in an E3 space. There exists a unique transformation from one curvilinear coordinates to the other:  321 ,, uuu  321 ,, uuu k k j k k k j jj j i j j j i i ud u u ud u u udud u u ud u u ud               3 1 3 1 k k j j i j k k k j j i j j j i i ud u u u u ud u u u u ud u u ud                 3 1 3 1 3 1 Because dui and duk are independent:           ki ki u u u u i k k j j i 0 1  In the same way: k k i i j i i j j ud u u u u du u u ud         therefore:           kj kj u u u u j k k i i j 0 1   dr constu 3 i  j  k  1 1 ud u r    2 2 ud u r    3 3 ud u r    constu 1 constu 2 curveu1 curveu2 curveu3
  • 103. 103 SOLO Vectors & Tensors in a 3D Space Coordinate Transformation in Curvilinear Coordinates (continue – 1) If:    321321 ,,,, uuuruuurr   j i ij u u u r u r         ij u j i u r u u r     and: i j ji u u u r u r         ji u i j u r u u r     Let be a given vector with respect to two curvilinear coordinates.A  ji u j j ii u i rA u u ArAA          i j i ji u i j i u i ji u i i j j uA u u urA u u ur u u AurAuAuAA j ji                     i j ij A u u A    This is a contravariant relation with respect to the reference relation .ij u j i u r u u r     j i j i A u u A    This is a covariant relation with respect to the reference relation . ij u j i u r u u r      dr constu 3 i  j  k  1 1 ud u r    2 2 ud u r    3 3 ud u r    constu 1 constu 2 curveu1 curveu2 curveu3
  • 104. 104 SOLO Vectors & Tensors in a 3D Space Coordinate Transformation in Curvilinear Coordinates (continue – 2) Let define: j i j i i A u u AuA    11:  By multiplying the last equation by and because then and: 1     i j j i u u u u j i u u   j i j u u A    j j ij j i u u u uAuA    :  j j ii u u u u     From the reference relation mjki u j m uu i k u r u u rr u u r        & mkmkji uu j m i k u j m u i k uuij rr u u u u r u u r u u rrg              kl j m i k ij g u u u u g      This is a two order covariant relation with respect to the reference relation .ij u j i u r u u r     In the same way m m jjk k ii u u u uu u u u        & mk m j k im m jk k ijiij uu u u u u u u u u u u uug             km m j k iij g u u u u g      This is a two order contravariant relation with respect to the reference relation .ij u j i u r u u r      dr constu 3 i  j  k  1 1 ud u r    2 2 ud u r    3 3 ud u r    constu 1 constu 2 curveu1 curveu2 curveu3 Table of Contents
  • 105. 105 SOLO Vectors & Tensors in a 3D Space Covariant Derivative First we want to find the derivatives and . j u u r i    j i u u   Because are vectors of a base in E3 we can write as a function of this base. j u u r i    3,2,1ir iu  i i uij k ijj u r u r uu r                  :        ij k ij kEquivalent notation Where are the Cristoffel’s Symbols of II kind that we must determine.ij k  Elwin Bruno Cristoffel 1829 - 1900 Because thenk ji k uji k i u jiijj u uij k r u r u r uu r uu r r                                    ji k ij k  Let calculate now  mjigrrr u r mijkmij k uuij k u j u mkm i ,: ,      where are the Cristoffel’s Symbols of I kind  kmij k u j u mij gr u r mji m i       :,, Because andji k ij k  mkkm gg  kjikij ,, 
  • 106. 106 SOLO Vectors & Tensors in a 3D Space Covariant Derivative (continue – 1) To find let perform the following calculations:kij,    ijkjki k u uu k u uu kk ij u r rr u r rr uu g j ij i ji ,,                   ijkkji j u uu j u uu jj ik u r rr u r rr uu g k ik i ki ,,                   jikkji i u uu i u uu ii jk u r rr u r rr uu g k jk j kj ,,                 From those equations we obtain:                  k ij i jk j ik kij u g u g u g 2 1 ,                  k ij i jk j ik km kij km ij m u g u g u gg g 2 , Multiplying the equations by and summing we obtain:kmij m kij g , km g The Operator .
  • 107. 107 SOLO Vectors & Tensors in a 3D Space Covariant Derivative (continue – 2) Now let find . j i u u   Because are vectors of a base in E3 we can write as a function of this base: 3,2,1 iui j i u u   Tacking the derivative with respect to uj of the equation we get: k i k u ur i   0      j k u k j u u u ru u r i i   or ij kk mij mk uij mk j u j k u uru u r u u r m i i            k jk i j i u u u    : But we have also ij k ij k iuij k j k u ur u u r ii       Therefore: i ij k j k u u u    Because we have:mu imi rgu   iuij kim j k rg u u    
  • 108. 108 SOLO Vectors & Tensors in a 3D Space Covariant Derivative (continue – 3) We found that: m jkim i kmjmikjjki k ij gg u g    ,, Let find , where . k ij u g   jiij uug  j km iki km mjkj km ijmi km k j ij k i k ij gguuuu u u uu u u u g          j km iki km mj k ij gg u g    We can see that: 0       j kj i ki j jk i ki j km ik ij i km mj ij m jkim iji kmjm ij k ijij k ij ij k j m i j m i m gggggggg u g g u g g   This can be proven if we take the derivative with respect to uk of the equation: 1ij ij gg Table of Contents
  • 109. 109 SOLO or Vectors & Tensors in a 3D Space Covariant Derivative of a Vector .A  j ju i uArAA i   iimi i i u i mk i u k i mi u m ik i u k i k ui u k i k rAr u A rAr u A u r Ar u A u A                       ji mk i k i iju i mk i k i k uA u A grA u A u A i                            But we have also or ji mk i k i ij jm jkj k j k uA u A guA u A u A                           jm jkj j k j jm mj mkj j k j k j j j k j k uAu u A uAu u A u u Au u A u A                   Therefore we can write:               i mk i k i ij m jkj k j A u A gA u A By multiplying the equation by gij and summing we obtain:               m jkj k jiji mk i k i A u A gA u A Table of Contents
  • 110. 110 Vector AnalysisSOLO Dyadic Identities Summary       CbaCabCba        CbaCabCba     CCC      CCC        CCC  2  0 C  aCCa T    TT aCCa       BCaBaC TT  
  • 111. 111 SOLO Vector Integration Vector Analysis Ordinary Integration of Vectors Let be a vector depending on the single scalar variable t, with Ax (t), Ay (t), Az (t) continuous in a specific interval, then         ztAytAxtAtA zyx 111           zdttAydttAxdttAdttA zyx 111    If there exists a vector such that then:   tS td d tA   tS        ctSdttS td d dttA    where is an arbitrary constant.c  The definite integral between t = a and t = b gives           aSbSctSdttS td d dttA b a b a b a    Table of Contents
  • 112. 112 SOLO Vector Integration                         n i iiii n i iiiiin trzyxAtrtrzyxAS 11 1 ,,,,   C 1t n tb  2 t 0 ta  1i t i t 1 2 i n  itr  Let subdivide C into n parts by n arbitrary points t1, t2,…,tn, and call a=t0 and b=tn. On each arc joining ti-1 to zi choose a point ξi. Define the sum:                 C b a n i iiii z n n rdzyxArdzyxAtrzyxAS i  ,,,,,,limlim 1 0  Properties of Integrals     CCC rdBrdArdBA  constantrdArdA CC       a b b a rdArdA    b c c a b a rdArdArdA  Vector Analysis Line Integrals Let be continuous at all points on a curve C of a finite length L, defined by the position vector . tr  zyxA ,,  Let the number of subdivisions n increase in such a way that the largest of approaches zero, then the sum approaches a limit that is called the line integral (also Riemann-Stieltjes integral).  itr   Georg Friedrich Bernhard Riemann 1826 - 1866 Table of Contents
  • 113. 113 SOLO Vector Integration Vector Analysis Surface Integrals  vur ,  rd udru  vdrv  sd P O vdrv  udru  vdrudrvdrudrsd vuvu   Let be continuous at all points on a surface S of a finite area A, defined by the position vector . vur ,   zyxA ,,  A surface integral over the vector field is defined asA             S vu S sdnsd S vdudrrvuxvuyvuxAsdnAsdA  ,,,,,ˆ ˆ Table of Contents
  • 114. 114 SOLO Vector Integration Vector Analysis Volume Integrals Let be continuous at all points on a finite volume V, defined by the position vector . 321 ,, uuur    321 ,,,, uuuAzyxA   A volume integral over the vector field is defined asA      V uuu V udududrrruuuAdvA 321321 321 ,,,,  where                                                     321 333 222 111 ,, ,, det,, 321321 uuu zyx J u z u y u x u z u y u x u z u y u x rrrrrr uuuuuu   dr constu 3 i  j  k  1 1 ud u r    2 2 ud u r    3 3 ud u r    constu 1 constu 2 curveu1 curveu2 curveu3 Table of Contents
  • 115. 115 SOLO Simply and Multiply Connected Regions A region R is called simply-connected if any simple closed curve Γ, which lies in R can be shrunk to a point without leaving R. A region R that is not simply-connected is called multiply-connected. C0 x y R C1  C0 x y R C1 C2 C3  C x y R  C x y R simply-connected multiply-connected. Vector Integration Vector Analysis Table of Contents
  • 116. 116 SOLO Green’s Theorem in the Plane C R Let P (x,y) and Q (x,y) be continuous and have continuous partial derivatives in a region R and on the boundary C. Green’s Theorem states that:                R dydx y P x Q dyQdxP C Vector Integration Vector Analysis http://en.wikipedia.org/wiki/George_Green This Theorem was first published by George Green (1793 – 1841) in 1828 in a paper “An Essay on the Application of Mathematical Analysis to the Theories of Electricity and Magnetism”.
  • 117. 117 SOLO Green’s Theorem in the Plane Vector Integration Vector Analysis Lord Kelvin rediscovered his work four years after his death and gave it wide publicity. Kelvin, James Clerk Maxwell, George Gabriel Stokes and others built on his pioneering work and Green gained a posthumous reputation amongst 19th- and 20th-century mathematicians and scientists. His work has had great influence and nowadays he is remembered principally for Green’s theorem in vector analysis, Green’s tensor (or the Cauchy-Green tensor) in elasticity theory and above all for Green’s functions for solving differential equations. George Green (1793-1841) was one of the most remarkable of nineteenth century physicists, a self-taught mathematician whose work has contributed greatly to modern physics. He was a pioneer in the application of mathematics to physical problems. He had very little formal education and died without achieving any recognition among other mathematicians. http://www.historyoftheuniverse.com/george_green/store.htm#Vol_1_paper George Green 1793-1841 tomb stone
  • 118. 118 SOLO Proof of Green’s Theorem in the Plane C R P T S Q a b x y  xgy 2  xgy 1 Start with a region R and the boundary curve C, defined by S,Q,P,T, where QP and TS are parallel with y axis.              b a xgy Xgy dy y P dxdydx y P 2 R By the fundamental lemma of integral calculus:                  xgxPxgxPyxPdy y yxP xgy xgy xgy Xgy 12 ,,, , 2 1 2         Therefore:          b a b a dxxgxPdxxgxPdydx y P 12 ,, R but:        a bSQ dxxgxPdxxgxP 22 ,, integral along curve SQ        b aPT dxxgxPdxxgxP 11 ,, integral along curve PT If we add to those integrals:     00,,   dxsincedxyxPdxyxP QPTS we obtain:                CTSPTQPSQ dxyxPdxyxPdxxgxPdxyxPdxxgxPdydx y P ,,,,, 12 R Assume that PT is defined by the function y = g1 (x) and SQ is defined by the function y = g2 (x), both smooth and y P   is continuous in R: Vector Integration Vector Analysis
  • 119. 119 SOLO Proof of Green’s Theorem in the Plane (continue – 1)      C dxyxPdydx y P , R In the same way:      C dyyxQdydx x Q , R Therefore we obtain:                R dydx y P x Q dyQdxP C The line integral is evaluated by traveling C counterclockwise. For a general single connected region, as that described in Figure to the right, can be divided in a finite number of sub-regions Ri, each of each are of the type described in the Figure above. Since the adjacent regions boundaries are traveled in opposite directions, there sum is zero, and we obtain again:                R dydx y P x Q dyQdxP C C R4 x y R R3 R1 R2 C R P T S Q a b x y  xgy 2  xgy 1 Vector Integration Vector Analysis
  • 120. 120 SOLO Proof of Green’s Theorem in the Plane (continue – 2) The general multiply-connected regions can be transformed in a simply connected region by infinitesimal slits C0 x y R C1 P0 P1 C0 x y R C1 C2 C3                   R dydx y P x Q dyQdxPdyQdxP i CC i0 All line integrals are evaluated by traveling Ci i=0,1,… counterclockwise. Since the slits boundaries are traveled in opposite directions, there integral sum is zero:     0 0 1 1 0   P P P P dyQdxPdyQdxP We obtain: Vector Integration Vector Analysis Table of Contents
  • 121. 121 SOLO Stoke’s Theorem C R Let P (x,y) and Q (x,y) be continuous and have continuous partial derivatives in a region R and on the boundary C. Green’s Theorem states that: GEORGE STOCKES 1819-1903 A more general theorem was given by Stokes                R dydx y P x Q dyQdxP C                                      yzxzxy RRR dzdy z Q y R dzdx x R z P dydx y P x Q dzRdyQdxP C or in vector form:   S dAFdrF C  where:         zzyxRyzyxQxzyxPzyxF 1,,1,,1,,,,   zdzydyxdxdr 111  zdydxydzdxxdzdydA 111  GEORGE GREEN 1793-1841 z z y y x x 111          Vector Integration Vector Analysis
  • 122. 122 Proof of Stoke’s Theorem SOLO GEORGE STOCKES 1819-1903 Vector Analysis A B C D v u duu  dvv  Constant v curves Constant u curves  vur ,   vuA ,  C Consider a surface in a 3 dimensional space, defined by two parameters u and v and bounded by a curve Γ. Let choose four points on this surface:  vurA ,:  vduurB ,:   dvvurD ,:  dvvduurC  ,: Consider also a vector, function of the position:  vuA ,  The vector at the four points, A, B, C, D, is given by:    vuAAA ,                  vuAdu u r vuAvuArdvuAAdvuAvduuABA uu ,,,,,,                           vuAdv v r vuAvuArdvuAAdvuAdvvuADA vv ,,,,,,                       vuAdv v r vuAdu u r vuAAdAdvuAdvvduuACA vu ,,,,,                     where du, dv are infinitesimals (differentials)
  • 123. 123 Proof of Stoke’s Theorem (continue – 1) SOLO Vector Analysis    vuAAA ,        vuAdu u r vuABA ,,                 vuAdv v r vuADA ,,                   vuAdv v r vuAdu u r vuACA ,,,                     A B C D v u duu  dvv  Constant v curves Constant u curves  vur ,   vuA ,  C Let compute the path integral:                 dvdu u r Adv v r v r A u r dv v r Adv v r Adu u r Adv v r Adu u r A dv v r Adv v r Adu u r Adu u r Adu u r A dr AADA dr DACA dr CABA dr BAAA drA DACDBCAB ABCD                                                                                                                                                                       2 1 2 1 2 1 2 1 2222
  • 124. 124 Proof of Stoke’s Theorem (continue – 2) SOLO Vector Analysis A B C D v u duu  dvv  Constant v curves Constant u curves C  vur ,   vuA ,  Let compute: dvdu u r A v r v r A u r drA ABCD                                                        u r A v r v r A u r v r u r AA u r v r u r A v r u r A A                                                                                                 Therefore:     sdAdvdu v r u r AdrA ABCD              We identify as the vector describing the surface ABCD since it is normal to surface and the aria is equal to dvdu v r u r sd               : dvdu v r u r             Let sum over the entire u,v network. Interior line integrals will cancel out in pairs leaving only , and finally we obtain:   C drA     SC sdAdrA  Table of Contents
  • 125. 125 Divergence Theorem This therem is also known as Gauss’ Theorem, Ostrogradsky’s Theorem or Gauss-Ostrogradsky Theorem. V A   ds SOLO Vector Analysis JOSEPH-LOUIS LAGRANGE 1736-1813 The theorem was first discovered by Lagrange in 1762, than later rediscovered by Carl Friedrich Gauss in 1813,by George Green in 1825, and in 1831 by Michail Vasilievich Ostrogradsky who gave the first proof. MIKHAIL VASILIEVICH OSTROGRADSKI 1801-1862 GEORGE GREEN 1793-1841 tomb stone http://en.wikipedia.org/Divergence_theorem JOHANN CARL FRIEDRICH GAUSS 1777-1855    S V dvAsdA 
  • 126. 126 Proof of Divergence Theorem SOLO Vector Analysis    S V dvAsdA         2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u     2 , 2 , 2 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u  321 ,, uuu 1ur  2ur  3u r  S4 S1 S2 S5 S3 S6 F r   321 ,, uuu dV is any volume, that includes the point (u1,u2,u3) and is closed by the surface S=S1+S2+S3+S4+S5+S6   654321 SSSSSSS AdsAdsAdsAdsAdsAdsAds  where 32 32 3 3 2 2 41 udud u r u r ud u r ud u r dsds                      31 13 1 1 3 3 52 udud u r u r ud u r ud u r dsds                      21 21 2 2 1 1 63 udud u r u r ud u r ud u r dsds                        321 321 3 3 2 2 1 1 321 1 1 321 2 ,, 2 ,, 41 ududud u r u r u A ud u r ud u rud u A uuuA ud u A uuuAAdsAds SS                                                                      321 132 1 1 3 3 2 2 321 2 2 321 2 ,, 2 ,, 52 ududud u r u r u A ud u r ud u rud u A uuuA ud u A uuuAAdsAds SS                                                                      321 213 2 2 1 1 3 3 321 3 3 321 2 ,, 2 ,, 63 ududud u r u r u A ud u r ud u rud u A uuuA ud u A uuuAAdsAds SS                                                             
  • 127. 127 SOLO Vectors & Tensors in a 3D Space        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u  321 ,, uuu 1ur  2ur  3u r  S4 S1 S2 S5 S3 S6 F r   321 ,, uuu   654321 SSSSSSS AdsAdsAdsAdsAdsAdsAds  321 213132321 ududud u r u r u A u r u r u A u r u r u A                                                          321 321 ududud u r u r u r vd                   Proof of Divergence Theorem (continue – 1)      321 21 321 13 321 32 ,, , ,, , ,, 321 uuu uu uuu uu uuu uu rrr rr u rrr rr u rrr rr u             Using the relations:                   VS vd u A u u A u u A uAds 3 3 2 2 1 1   We obtain: We also obtained the definition of Nabla ( ): 3 3 2 2 1 1 : u u u u u u          from which:   VS vdAAds  q.e.d. Table of Contents
  • 128. 128 VECTOR NOTATION CARTESIAN TENSOR NOTATION Gauss’ Theorem Variations   A analytic inV       A C C const vector .     S V dvsdGAUSS   2  analytic inV   S V k k dv s ds         S V dvAsdAGAUSS  1   S V k k kk dv x A dsA   SOLO Vector Analysis V A   ds Karl Friederich Gauss 1777-1855
  • 129. 129 VECTOR NOTATION CARTESIAN TENSOR NOTATION         S V dvAsdAGAUSS  3    V dvAA    ,A  analytic inV     S V k k kk dv x A dsA              V k k k k dv x A x A              B e e e  1 1 2 2 3 3          S V dvABBAsdABGAUSS  4            S V k k i k i kkki dv x A B x B AdsAB        A analytic inV     S V dvAAsdGAUSS  5             S V j i i j ijji dv x A x A AdsAds     SOLO Vector Analysis Table of Contents Gauss’ Theorem Variations (continue)
  • 130. 130 CS A   ds  dr VECTOR NOTATION CARTESIAN TENSOR NOTATION Stokes’ Theorem Variations   SC sdArdAStokes  1    A analytic on S           S k j i i j C ii sd x A x A rdA     GEORGE STOCKES 1819-1903 SOLO Vector Analysis      SSC sdAAsdArdAStokes  2   SC sdrdStokes   3     AsdsdAA const    
  • 131. 131 SOLO Vector Analysis vectorconstCCAA .       SC sdCArdCA             CsdAnCsdAnnAC sdACsdACArdC SS sdnsd SSC         ˆˆˆ ˆ     A d r A d s C S          SC sdAnArdStokes  ˆ4      ACACCA constC         ArdCrdCA              AnnAAn AnnAAn A A       ˆˆˆ ˆˆˆ        AnAnAnAn   ˆˆˆˆ           SSC sdAnAnAnsdAnArdStokes  ˆˆˆˆ4 Stokes’ Theorem Variations (continue - 1)
  • 132. 132 GAUSS’AND STOKES’ THEOREMS ARE GENERALIZATIONS OF THE FUNDAMENTAL THEOREM OF CALCULUS  A b A a d A x d x d x a b ( ) ( )   SOLO Vector Analysis    SC sdAnArdStokes  ˆ4 Use with rA         nnnrnrnrn r ˆ2ˆ3ˆˆˆˆ 3     therefore   SC sdnrdrStokes ˆ 2 1 5  Stokes’ Theorem Variations (continue - 2) Table of Contents
  • 133. 133 SOLO GREEN’s IDENTITIES Start from Gauss’ Theorem that relates the integral of the flux of a union of closed surfaces to it’s divergence. n i iSS 1          S GAUSS V dSnFGdvFG 1   n i iSS 1  iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   and must be continuous and twice differentiable in V.G  F  Using the identity we obtain         FGFGFG                S GAUSS V dSnFGdvFGFG 1  First Vector Green Identity Interchanging and we obtainG  F               S GAUSS V dSnGFdvGFFG 1  By subtracting the second identity from the first we obtain               SV dSnGFFGdvFGGF 1  Second Vector Green Identity Vector Analysis GEORGE GREEN 1793-1841 Table of Contents Harmonic
  • 134. 134 SOLO Derivation of Nabla (  ) from Gauss’ Theorem Start from Gauss’ Theorem that relates the integral of the flux of a union of closed surfaces to it’s divergence. n i iSS 1   n i iSS 1  iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   Vector Analysis                             ,, 1 lim: 1 lim, 1 lim, 1 lim, 0 0 0 0 S V S V F S VF S V F ds V Ads V trA Ads V trA ds V tr                             S V F S VF S V F Ads V trA Ads V trA ds V tr    1 lim, 1 lim, 1 lim, 0 0 0                 S GAUSS V S GAUSS V S GAUSS V AdsvdA AdsvdA dsvd   5 1 2 Table of Contents
  • 135. 135 SOLO Vectors & Tensors in a 3D Space The Operator .                             ,, 1 lim: 1 lim, 1 lim, 1 lim, 0 0 0 0 S V S V F S VF S V F ds V Ads V trA Ads V trA ds V tr   We know that where V is any volume, that includes the point and is closed by the surface SFr         2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u  321 ,, uuu 1ur  2ur  3u r  S4 S1 S2 S5 S3 S6 F r   321 ,, uuu Let apply those definitions to the infinitesimal volume in the figure, having the point at it’s centerFr  where 321 321 3 3 2 2 1 1 ududud u r u r u r ud u r ud u r ud u r V                                        S VF ds V tr 1 lim, 0  Gradient V is any volume, that includes the point (u1,u2,u3) and is closed by the surface S=S1+S2+S3+S4+S5+S6
  • 136. 136 SOLO Vectors & Tensors in a 3D Space The Operator (continue – 1) where        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u  321 ,, uuu 1ur  2ur  3u r  S4 S1 S2 S5 S3 S6 F r   321 ,, uuu   654321 SSSSSSS dsdsdsdsdsdsds 32 32 3 3 2 2 41 udud u r u r ud u r ud u r dsds                      31 13 1 1 3 3 52 udud u r u r ud u r ud u r dsds                      21 21 2 2 1 1 63 udud u r u r ud u r ud u r dsds                        321 321 3 3 2 2 1 1 321 1 1 321 2 ,, 2 ,, 41 ududud u r u r u ud u r ud u rud u uuu ud u uuudsds SS                                                              321 132 1 1 3 3 2 2 321 2 2 321 2 ,, 2 ,, 52 ududud u r u r u ud u r ud u rud u uuu ud u uuudsds SS                                                              321 213 2 2 1 1 3 3 321 3 3 321 2 ,, 2 ,, 63 ududud u r u r u ud u r ud u rud u uuu ud u uuudsds SS                                                     
  • 137. 137 SOLO Vectors & Tensors in a 3D Space The Operator (continue – 2) or        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u  321 ,, uuu 1ur  2ur  3u r  S4 S1 S2 S5 S3 S6 F r   321 ,, uuu   654321 SSSSSSS dsdsdsdsdsdsds 321 213132321 ududud u r u r uu r u r uu r u r u                                                      321 321 ududud u r u r u r V                                                                            321 321213132 0 1 lim u r u r u r uu r u r uu r u r uu r u r ds V S V   3 3 2 2 1 1 u u u u u u          To the same result we could arrive using: rdu u u u u u rdu u rdu u rdu u ud u ud u ud u rdd                                      3 3 2 2 1 1 3 3 2 2 1 1 3 3 2 2 1 1 Gradient
  • 138. 138 SOLO Vectors & Tensors in a 3D Space The Operator (continue – 3) or        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u        2 , 2 , 2 3 3 2 2 1 1 ud u ud u ud u  321 ,, uuu 1ur  2ur  3u r  S4 S1 S2 S5 S3 S6 F r   321 ,, uuu                                                          321 321213132 0 1 lim u r u r u r u A u r u r u A u r u r u A u r u r Ads V A S V    3 3 2 2 1 1 u A u u A u u A uA            By the same procedure as before: Divergence    S V Ads V A  1 lim 0 or                                                          321 321213132 0 1 lim u r u r u r u A u r u r u A u r u r u A u r u r Ads V A S V    3 3 2 2 1 1 u A u u A u u A uA            By the same procedure as before: Rotor    S V Ads V A  1 lim 0 Summarize 3 3 2 2 1 1 u u u u u u         
  • 139. 139 SOLO Vectors & Tensors in a 3D Space The Operator (continue – 4) Let develop those equations in curvilinear coordinates: Therefore:   i i u       j ij j iji u gg    We obtain:   ii u i ij u i ij i i r u ggr u gu u uuu 1,, 321           where: g r r r r i i i i u u u u    1 Second Proof:           j j jij i j ji i ud u udgud u r u r u r u r ud u r ud u r ud u r rdd                                        3 32 1 1 3 3 2 2 1 1   j iji u g     ij i j g u      i i u u u u u u u uuuu             3 3 2 2 1 1321 ,,Gradient
  • 140. 140 SOLO Vectors & Tensors in a 3D Space The Operator (continue – 5) Let develop those equations in curvilinear coordinates: j ju i uArAA i   Divergence     i ij ju i u A uuArAA i      But j m m ij i j u mj mi i j i uA u A rA u A u A j                            Therefore   ij ij j g ji m m ji i j u imj im i j uuA u A ruA u A A                         or ij m m ji i jmi im i i gA u A A u A A                        
  • 141. 141 SOLO Vectors & Tensors in a 3D Space The Operator (continue – 6) Divergence (continue – 1)j ju i uArAA i   ij m m ij i jmi im i i gA u A A u A A                         Let compute i im konsummationggGggG ki iki jkj ik   ik ik G g g    m kiki m kiik m ki kim u g gg u g G u g g g u g                                                  k im i mk m ik ik mi i im mj k ij i jk j ik km kij km ij m u g u g u gg u g u g u gg g 22 ,Start from But k miki gg k imki ki i mkik u g g u g g u g g miim          m ik ki mi i u gg    2 We found mmm ik ki mi i u g gu g gu gg          1 2 1 2   i i i ii iim m mi i mi im i i u Ag g A u g gu A A u g gu A A u A A                    111   ij m m ij i jmi im i i i i gA u A A u A u Ag g A                           1
  • 142. 142 SOLO Vectors & Tensors in a 3D Space The Operator (continue – 5) Rotor     i ij ju i u A uuArAA i      But j m m ij i j u mj mi i j i uA u A rA u A u A j                            Therefore ji m m ji i j u imj im i j uuA u A ruA u A A j                         j ju i uArAA i   Let develop those equations in curvilinear coordinates:       otherwise ofnpermutatiocyclicakji ofnpermutatiocyclicakji r g uu kjiu kjiji k 0 3,1,2,,1 3,2,1,,1 ,, ,,    1,2,3ofnspermutatiocyclicarekj,i, g r u A u A g r A u A A u A A kji u j i i j kji u m m ij j i m m ji i j k k                                                ,, ,,    Use the fact that and are reciprocal vectors we have i uju r 
  • 143. 143 SOLO Vectors & Tensors in a 3D Space The Operator (continue – 6) Laplacian Δ j ju i uArAA i   Let develop those equations in curvilinear coordinates:    ij m m ij ji j ji ii i g uuu u gg ugu g g                               2 2 11   i i u       j ij j iji u gg    Using   ij m m ij i jmi im i i i i gA u A A u A u Ag g A                           1   ii u i ij u i ij i i r u ggr u gu u uuu 1,, 321           We found Table of Contents
  • 144. 144 SOLO Vectors & Tensors in a 3D Space Orthogonal Curvilinear Coordinates in a Three Dimensional Space Let express the cartesiuan coordinates (x, y, z) of any point, in a three dimensional space as a function of three curvilinear coordinates (u1, u2, u3), where:  dr constu 3 i  j  k  1 1 111 ud u r eudh      2 2 222 ud u r eudh      3 3 333 ud u r eudh      constu 1 constu 2 curveu1 curveu2 curveu3                 zyxuuzyxuuzyxuu uuuzuuuyuuuxx ,,,,,,,, ,,,,,,,, 332211 321321321 Those functions are single valued with continuous derivatives and the correspondence between (x,y,z) and (u1,u2,u3) is unique (isomorphism). kzjyixr   kzdjydixdrd   For orthogonal coordinates we have: 3332221113 3 2 2 1 1 eudheudheudhud u r ud u r ud u r rd                    ji ji ee ji 0 1      2 3 2 3 2 2 2 2 2 1 2 1 2 udhudhudhrdrdsd   3213213 3 2 2 1 1 udududhhhud u r ud u r ud u r Vd                   33 3 22 2 11 1 /:/:/: u r u r e u r u r e u r u r e                     
  • 145. 145 SOLO Vectors & Tensors in a 3D Space Orthogonal Curvilinear Coordinates in a Three Dimensional Space (continue – 1)  dr constu 3 i  j  k  1 1 111 ud u r eudh      2 2 222 ud u r eudh      3 3 333 ud u r eudh      constu 1 constu 2 curveu1 curveu2 curveu3 General Coordinates:       3 3 321 22113 2 2 321 11332 1 1 321 33221 321 21 321 13 321 32 ,, , ,, , ,, h e hhh eheh rrr rr u h e hhh eheh rrr rr u h e hhh eheh rrr rr u uuu uu uuu uu uuu uu                     33 3 22 2 11 1 321 ,, eh u r reh u r reh u r r uuu                  i i u u     Orthogonal Coordinates: i ii e uh     1 Gradient: j ju i uri  AAA    321321 ,, hhhrrrg uuu   33 3 22 2 11 1 uh e uh e uh e          
  • 146. 146 SOLO Vectors & Tensors in a 3D Space Orthogonal Curvilinear Coordinates in a Three Dimensional Space (continue – 2)  dr constu 3 i  j  k  1 1 111 ud u r eudh      2 2 222 ud u r eudh      3 3 333 ud u r eudh      constu 1 constu 2 curveu1 curveu2 curveu3 General Coordinates:       3 3 321 22113 2 2 321 11332 1 1 321 33221 321 21 321 13 321 32 ,, , ,, , ,, h e hhh eheh rrr rr u h e hhh eheh rrr rr u h e hhh eheh rrr rr u uuu uu uuu uu uuu uu                     33 3 22 2 11 1 321 ,, eh u r reh u r reh u r r uuu                  Orthogonal Coordinates:    321 33221133 3 3 22 2 2 11 1 1 3 33 2 22 1 11 3 3 33 2 2 22 1 1 11332211 /// uuu rhArhArhAeh h A eh h A eh h A uhAuhAuhA h e hA h e hA h e hAeAeAeA          321 321 AAA AAA A     i i u Ag g    1 ADivergence:                      3 3 21 2 2 31 1 1 32 321 1 u Ahh u Ahh u Ahh hhh A j ju i uri  AAA    321321 ,, hhhrrrg uuu  
  • 147. 147 SOLO Vectors & Tensors in a 3D Space Orthogonal Curvilinear Coordinates in a Three Dimensional Space (continue – 3) General Coordinates:       3 3 321 22113 2 2 321 11332 1 1 321 33221 321 21 321 13 321 32 ,, , ,, , ,, h e hhh eheh rrr rr u h e hhh eheh rrr rr u h e hhh eheh rrr rr u uuu uu uuu uu uuu uu                     33 3 22 2 11 1 321 ,, eh u r reh u r reh u r r uuu                  Orthogonal Coordinates:Rotor: 1,2,3ofnspermutatiocyclicarekj,i, g r u A u A kji u j i i j k                ,,  A j ju i uri  AAA     321 33221133 3 3 22 2 2 11 1 1 3 33 2 22 1 11 3 3 33 2 2 22 1 1 11332211 /// uuu rhArhArhAeh h A eh h A eh h A uhAuhAuhA h e hA h e hA h e hAeAeAeA          321 321 AAA AAA A     321321 ,, hhhrrrg uuu   332211 321 332211 AhAhAh uuu eheheh         A  dr constu 3 i  j  k  1 1 111 ud u r eudh      2 2 222 ud u r eudh      3 3 333 ud u r eudh      constu 1 constu 2 curveu1 curveu2 curveu3
  • 148. 148 SOLO Vectors & Tensors in a 3D Space Orthogonal Curvilinear Coordinates in a Three Dimensional Space (continue – 4) General Coordinates:       3 3 321 22113 2 2 321 11332 1 1 321 33221 321 21 321 13 321 32 ,, , ,, , ,, h e hhh eheh rrr rr u h e hhh eheh rrr rr u h e hhh eheh rrr rr u uuu uu uuu uu uuu uu                     33 3 22 2 11 1 321 ,, eh u r reh u r reh u r r uuu                  Orthogonal Coordinates: Laplacian: j ju i uri  AAA    321321 ,, hhhrrrg uuu    dr constu 3 i  j  k  1 1 111 ud u r eudh      2 2 222 ud u r eudh      3 3 333 ud u r eudh      constu 1 constu 2 curveu1 curveu2 curveu3              j ji i u gg ug 1       ji jih h e h e uug i j j i ijiji 0 /1 2                                          33 21 322 31 211 32 1321 1 uh hh uuh hh uuh hh uhhh Table of Contents
  • 149. 149 Vector AnalysisSOLO Vector Operations in Various Coordinate Systems       z y x z y x          1. Gradient  • Cartesian:       zyx zyx 111         z r r z r            1 • Cylindrical:       zr zr 111                       sin 1 1 r r r r • Spherical:         111   rr
  • 150. 150 Vector AnalysisSOLO Vector Operations in Various Coordinate Systems 2. Divergence  • Cartesian: z A y A x A A zyx           • Cylindrical: zr zr AAAA 111     • Spherical: zyx zyx AAAA 111      z AA r Ar rr A z r           11   111   AAAA rr                    A r A r Ar rr A r sin 1 sin sin 11 2 2 
  • 151. 151 Vector AnalysisSOLO Vector Operations in Various Coordinate Systems 3. Laplacian 2  • Cartesian: 2 2 2 2 2 2 2 zyx          • Cylindrical: • Spherical: 2 2 2 2 22 2 2 2 2 2 2 2 1111 zrrrrzrr r rr                                      2 2 222 2 2 2 sin 1 sin sin 11                        rrr r rr
  • 152. 152 Vector AnalysisSOLO Vector Operations in Various Coordinate Systems 4. Curl  • Cartesian:       y A x A A x A z A A z A y A A xy z zx y yz x                      • Cylindrical: zr zr AAAA 111     • Spherical: zyx zyx AAAA 111      111   AAAA rr        zyx zyx AAAA 111                                         r z zr z r A Ar rr A r A z A A z AA r A 1 1          zr zr AAAA 111                                                        r r r A Ar rr A Ar r A r A A A r A 1 sin 1 sin sin 1            111   AAAA rr 
  • 153. 153 Vector AnalysisSOLO Vector Operations in Various Coordinate Systems 5. Scalar Product • Cartesian: • Cylindrical: zr zr AAAA 111     • Spherical: zyx zyx AAAA 111      111   AAAA rr  zyx zyx BBBB 111    zzyyxx BABABABA   zr zr BBBB 111       111   BBBB rr  zzrr BABABABA     BABABABA rr  
  • 154. 154 Vector AnalysisSOLO Vector Operations in Various Coordinate Systems 6. Vector Product • Cartesian: • Cylindrical: zr zr AAAA 111     • Spherical: zyx zyx AAAA 111      111   AAAA rr  zyx zyx BBBB 111          zyx zyx BABABABA 111    zr zr AAAA 111       111   AAAA rr        xyyxz zxxzy yzzyx BABABA BABABA BABABA             zr zr BABABABA 111           rrz zrrz zzr BABABA BABABA BABABA                rr rr r BABABA BABABA BABABA                  111   BABABABA rr 
  • 155. 155 Vector AnalysisSOLO Vector Operations in Various Coordinate Systems 7. Material Derivative • Cartesian: • Cylindrical: zr zr AAAA 111     • Spherical: zyx zyx AAAA 111      111   AAAA rr  zyx zyx vvvv 111    z A v y A v x A v t A tD AD z A v y A v x A v t A tD AD z A v y A v x A v t A tD AD z z z y z x z z y z y y y x y y x z x y x x x x                                                               Av t A tD AD       zr zr vvvv 111       111   vvvv rr  z A v A r v r A v t A tD AD z A v A r v r A v t A tD AD z A v A r v r A v t A tD AD z z zz r z z zr r z rr r r r                                                                                                                                     A r vA r v r A v t A tD AD A r vA r v r A v t A tD AD A r vA r v r A v t A tD AD r r rrr r r r sin sin sin    Table of Contents
  • 156. 156 Vector AnalysisSOLO Applications Fundamental Theorem of Vector Analysis for a Bounded Region V (Helmholtz’s Theorem) Reynolds’ Transport Theorem Poisson’s Non-homogeneous Differential Equation Kirchhoff’s Solution of the Scalar Helmholtz Non-homogeneous Differential Equation Table of Contents Fundamental Theorem of Vector Analysis for a Unbounded Region V (Helmholtz’s Theorem) Laplace Fields Harmonic Functions Rotations
  • 157. 157 ROTATIONS Rotation of a Rigid Body SOLO 23r 31r 12r1 3 2 P P 1 2 331r 23r 12r A rigid body in mechanics is defined as a system of mass points subject to the constraint that the distance between all pair of points remains constant through the motion. To define a point P in a rigid body it is enough to specify the distance of this point to three non-collinear points. This means that a rigid body is completely defined by three of its non-collinear points. Since each point, in a three dimensional space is defined by three coordinates, those three points are defined by 9 coordinates. But the three points are constrained by the three distances between them: 313123231212 && constrconstrconstr  Therefore a rigid body is completely defined by 9 – 3 = 6 degrees of freedom. This is a part of the Presentation “ROTATIONS” NOTES ON ROTATIONS SOLO HERMELIN INITIAL INTERMEDIATE FINAL
  • 158. 158 ROTATIONS Rotation of a Rigid Body (continue – 1) SOLO We have the following theorems about a rigid body: Euler’s Theorem (1775) The most general displacement of a rigid body with one point fixed is equivalent to a single rotation about some axis through that point. Chasles’ Theorem (1839) The most general displacement of a rigid body is a translation plus a rotation. Leonhard Euler 1707-1783 Michel Chasles 1793-1880
  • 159. 159 ROTATIONS Rotation of a Rigid Body (continue – 2) SOLO Proof of Euler’s Theorem P 'P OA 'A B 'BC C r rr r r   O – Fixed point in the rigid body A,B – Two point in the rigid body at equal distance r from O.        rOBOA __________ A’,B’ – The new position of A,B respectively. Since the body is rigid rOBOA  __________ '' Therefore A,B, A’,B’ are one a sphere with center O.  – plane passing through O such that A and A’ are at the same distance from it.  – plane passing through O such that B and B’ are at the same distance from it. PP’ – Intersection of the planes and  The two spherical triangles APB and A’PB’ are equal. The arcs AA’ and BB’ are equal. That means that rotation around PP’ that moves A to A’ will move B to B’. q.e.d.
  • 160. 160 ROTATIONS Mathematical Computation of a Rotation SOLO A B C O   nˆ v  1v  We saw that every rotation is defined by three parameters: • Direction of the rotation axis , defined by by two parameters.nˆ • The angle of rotation , defines the third parameter. Let rotate the vector around by a large angle , to obtain the new vector   OAv  nˆ   OBv1  From the drawing we have:   CBACOAOBv1  vOA      cos1ˆˆ   vnnAC  Since direction of is:      sinˆˆ&ˆˆ  vnnvnn  and it’s length is: AC    cos1sin v   sinˆ vnCB    Since has the direction and the absolute value CB  vn  ˆ sinsinv       sinˆcos1ˆˆ1 vnvnnvv  
  • 161. 161 ROTATIONS Computation of the Rotation Matrix SOLO We have two frames of coordinates A and B defined by the orthogonal unit vectors and AAA zyx ˆ,ˆ,ˆ  BBB zyx ˆ,ˆ,ˆ The frame B can be reached by rotating the A frame around some direction by an angle .nˆ  We want to find the Rotation Matrix that describes this rotation from A to B.  ,ˆ33 nRC x B A                    sinˆˆcos1ˆˆˆˆˆ sinˆˆcos1ˆˆˆˆˆ sinˆˆcos1ˆˆˆˆˆ AAAB AAAB AAAB znznnxz ynynnxy xnxnnxx    Let write those equations in matrix form.                                               0 0 1 sinˆ 0 0 1 cos1ˆˆ 0 0 1 ˆ  AAAA B nnnx                  0 0 0 ˆ xy xz yz A nn nn nn n   0ˆ ntrace Axˆ Azˆ Ayˆ Bzˆ Byˆ Bxˆ O nˆ     Rotation Matrix
  • 162. 162 ROTATIONS Computation of the Rotation Matrix (continue – 1) SOLO Axˆ Azˆ Ayˆ Bzˆ Byˆ Bxˆ O nˆ                                                   0 0 1 sinˆ 0 0 1 cos1ˆˆ 0 0 1 ˆ  AAAA B nnnx                                               0 1 0 sinˆ 0 1 0 cos1ˆˆ 0 1 0 ˆ  AAAA B nnny                                               1 0 0 sinˆ 1 0 0 cos1ˆˆ 1 0 0 ˆ  AAAA B nnnz                   A A A B AAA x A B xCnnnIx ˆ 0 0 1 sinˆcos1ˆˆˆ 33                                A A A B AAA x A B yCnnnIy ˆ 0 1 0 sinˆcos1ˆˆˆ 33                                A A A B AAA x A B zCnnnIz ˆ 1 0 0 sinˆcos1ˆˆˆ 33              Rotation Matrix (continue – 1)
  • 163. 163 ROTATIONS Computation of the Rotation Matrix (continue – 2) SOLO Ax Az Ay Bz By Bx  O nˆ                      ,ˆsinˆcos1ˆˆ 3333 nRnnnICC x AAA x A B A B  The matrix has the following properties:  A nˆ        ATA nn  ˆˆ                                                   22 22 22 0 0 0 0 0 0 ˆˆ yxzyzx zyzxyx zxyxyz xy xz yz xy xz yz AA nnnnnn nnnnnn nnnnnn nn nn nn nn nn nn nn T x zzyzx zyyyx zxyxx nnI nnnnn nnnnn nnnnn ˆˆ 000 010 001 33 2 2 2                                  213ˆˆ  AA nntrace        nn nn nn nn nnnnn xy xz yz zyx AT ˆˆ000 0 0 0 ˆˆ                                     AATAAT x AAA nnnnnnnnInnn  ˆˆˆˆˆˆˆˆˆˆˆ 22                    T x AAAAAA nnInnnnnn ˆˆˆˆˆˆˆˆ 33  skew-symmetric Rotation Matrix (continue – 2)
  • 164. 164 ROTATIONS Computation of the Rotation Matrix (continue – 3) SOLO Ax Az Ay Bz By Bx  O nˆ                                              B Axx AAA x TATATA x TA B CnRnR nnnI nnnIC       ,ˆ,ˆ sinˆcos1ˆˆ sinˆcos1ˆˆ 3333 33 33 Note The last term can be writen in matrix form as Therefore In the same way End Note In fact is the matrix representation of the vector product:  vnn   ˆˆ    vInnvvnn x T  33 ˆˆˆˆ          vvnnnnvvnnvnn   ˆˆˆˆˆˆˆˆ    T x nnInn ˆˆˆˆ 33              nnnnvnvvnnnvnnn ˆˆˆˆˆˆˆˆˆˆˆ                nnnnnnvnnvnnnn ˆˆˆˆˆˆˆˆˆˆˆˆ  Rotation Matrix (continue – 3)
  • 165. 165 ROTATIONS Computation of the Rotation Matrix (continue – 4) SOLO Ax Az Ay Bz By Bx  O nˆ                                            sin0cos123 sinˆcos1ˆˆ sinˆcos1ˆˆ 33 33    AAA x TATATA x B A ntracenntraceItrace nnnItracetraceC Therefore cos21 B ACtrace Let compute the trace (sum of the diagonal components of a matrix) of B AC Also we have                                              sinˆcos1ˆˆcos sinˆcos1ˆˆ sinˆcos1ˆˆ 33 3333 33 AT x AT xx TATATA x B A nnnI nnnII nnnIC    sin 0 0 0 cos1cos 000 010 001 2 2 2                                       xy xz yz zzyzx zyyyx zxyxx nn nn nn nnnnn nnnnn nnnnn Rotation Matrix (continue – 4)
  • 166. 166 ROTATIONS Computation of the Rotation Matrix (continue – 5) SOLO Ax Az Ay Bz By Bx  O nˆ     Therefore we have                                      cos1cossincos1sincos1 sincos1cos1cossincos1 sincos1sincos1cos1cos 2 2 2 zxzyyzx xzyyzyx yzxzyxx B A nnnnnnn nnnnnnn nnnnnnn C We get  1 2 1 cos  B AtraceC two solutions for  If ; i.e. we obtain0sin   ,0       sin2/2,33,2 B A B Ax CCn        sin2/3,11,3 B A B Ay CCn        sin2/1,22,1 B A B Az CCn  Rotation Matrix (continue – 5)
  • 167. 167 ROTATIONS Consecutive Rotations SOLO - Perform first a rotation of the vector , according to the Rotation Matrix to the vector . v   1133 ,ˆ nR x 1v  - Perform a second a rotation of the vector , according to the Rotation Matrix to the vector . 1v   2233 ,ˆ nR x 2v   vnRv x  11331 ,ˆ         vnRvnRnRvnRv xxxx   ,ˆ,ˆ,ˆ,ˆ 3311332233122332  The result of those two consecutive rotation is a rotation defined as:      1133223333 ,ˆ,ˆ,ˆ  nRnRnR xxx  Let interchange the order of rotations, first according to the Rotation Matrix and after that according to the Rotation Matrix .  2233 ,ˆ nR x  1133 ,ˆ nR x The result of those two consecutive rotation is a rotation defined as:    22331133 ,ˆ,ˆ  nRnR xx Since in general, the matrix product is not commutative        2233113311332233 ,ˆ,ˆ,ˆ,ˆ  nRnRnRnR xxxx  Therefore, in general, the consecutive rotations are not commutative. Rotation Matrix (continue – 6)
  • 168. 168 ROTATIONSSOLO INITIALINITIAL INTERMEDIATEINITIAL INTERMEDIATE FINAL Consecutive Rotations of a DiceRotation Matrix (continue – 7)
  • 169. 169 ROTATIONS Decomposition of a Vector in Two Different Frames of Coordinates SOLO We have two frames of coordinate systems A and B, with the same origin O. We can reach B from A by performing a rotation. Let describe the vector in both frames.v  Axˆ Azˆ Ayˆ Bxˆ Bzˆ Byˆ v  O xAv zAv yAv xBv zBv yBv BzBByBBxBAzAAyAAxA zvyvxvzvyvxvv  111111               zA yA xA A v v v v               zB yB xB B v v v v  &                   BBABBABBAA BBABBABBAA BBABBABBAA zzzyyzxxzz zzyyyyxxyy zzxyyxxxxx ˆˆˆˆˆˆˆˆˆˆ ˆˆˆˆˆˆˆˆˆˆ ˆˆˆˆˆˆˆ1ˆˆ                          zABBABBABBA yABBABBABBA xABBABBABBA vzzzyyzxxz vzzyyyyxxy vzzxyyxxxxv ˆˆˆˆˆˆˆˆˆ ˆˆˆˆˆˆˆˆˆ ˆˆˆˆˆˆˆ1ˆ     from which Rotation Matrix (continue – 8)
  • 170. 170 ROTATIONS Decomposition of a Vector in Two Different Frames of Coordinates (continue – 1) SOLO                                                     zA yA xA BABABA BABABA BABABA zB yB xB v v v zzzyzx yzyyyx xzxyxx v v v ˆˆˆˆˆˆ ˆˆˆˆˆˆ ˆˆˆˆˆˆ Axˆ Azˆ Ayˆ Bxˆ Bzˆ Byˆ v  O xAv zAv yAv xBv zBv yBv   AB A B vCv   where is the Transformation Matrix (or Direction Cosine Matrix – DCM) from frame A to frame B. B AC                                BABABA BABABA BABABA B A B A zzzyzx yzyyyx xzxyxx CC ˆˆˆˆˆˆ ˆˆˆˆˆˆ ˆˆˆˆˆˆ : In the same way        BA B BB A A vCvCv   1 therefore  1  B A A B CC Rotation Matrix (continue – 9)
  • 171. 171 ROTATIONS Decomposition of a Vector in Two Different Frames of Coordinates (continue – 2) SOLO Axˆ Azˆ Ayˆ Bxˆ Bzˆ Byˆ v  O xAv zAv yAv xBv zBv yBv                    ATAAB A TB A TAAB A TAB A BTB vvvCCvvCvCvvv  2 Since the scalar product is independent of the frame of coordinates, we have      1  B A TB A B A TB A CCICC                                                                           100 010 001 3,33,23,1 2,32,22,1 1,31,21,1 3,32,31,3 3,22,21,2 3,12,11,1 B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A B A TB A CCC CCC CCC CCC CCC CCC CC or            3,2,10 3,2,11 ,, 3 1 jji iji kjCkiC ij k B A B A  Those are 9 equations in , but by interchanging i with j we get the same conditions, therefore we have only 6 independent equations.   3,2,1,, jijiC B A We see that the Rotation Matrix is ortho-normal (having real coefficients and the rows/columns are orthogonal to each other and of unit absolute value. Rotation Matrix (continue – 10) This means that the relation between the two coordinate systems is defined by 9 – 6 = 3 independent parameters.
  • 172. 172 ROTATIONS Differential Equations of the Rotation Matrices SOLO We want to develop the differential equation of the Rotation Matrix as a function of the Angular Velocity of the Rotation. Let define by: -the Rotation Matrix that defines a frame of coordinates B at the time t relative to some frame A.  tC B A -the Rotation Matrix that defines the frame of coordinates B at the time t+Δt relative to some frame A.  ttC B A    ,ˆ33xR -the Rotation Matrix from the frame of coordinates B at the time t to B at time t+Δt relative to some frame A.      tCRttC B Ax B A   ,ˆ33 and                                                   2 cos 2 sinˆ2 2 sinˆˆ2 sinˆcos1ˆˆ,ˆ 2 33 3333      x xx I IR Rotation Matrix (continue – 11)
  • 173. 173 ROTATIONS Differential Equations of the Rotation Matrices (continue – 1) SOLO Let differentiate the Rotation Matrix                      tC dt dIR tC t IR tC t IR t tCtCR t tCttC t C dt dC B A xxB A xx t B A xx t B A B Ax t B A B A t B A t B A                                                3333 0 3333 0 3333 0 33 0 00 ,ˆ lim ,ˆ lim ,ˆ lim ,ˆ lim limlim                                                                                  ˆ 2 cos 2 2 sin ˆ 2 2 2 sin ˆˆlim ,ˆ lim 2 2 0 3333 0 xx IR and Therefore      tC dt d dt tdC B A B A    ˆ Rotation Matrix (continue – 12)
  • 174. 174 ROTATIONS Differential Equations of the Rotation Matrices (continue – 2) SOLO The final result of the Rotation Matrix differentiation is: Since defines the unit vector of rotation and the rotation rate from B at time t to B at time t+Δt, relative to A, then is the angular velocity vector of the frame B relative to A, at the time t ˆ dt d   ˆ dt d      ˆ dt dB AB          tCt dt tdC B A B AB B A    By changing indixes A and B we obtain        tCt dt tdC A B A BA A B    Rotation Matrix (continue – 13)
  • 175. 175 ROTATIONS Differential Equations of the Rotation Matrices (continue – 3) SOLO Let find the relation between and  B AB     A AB   For any vector let perform the following computationsv            A AB B A B AB BB AB vCvv                   BA B A AB B A AB A A B A AB B A AA AB B A vCCvCCCvC     Since this is true for any vector we havev        A B A AB B A B AB CC     Pre-multiplying by and post-multiplying by we get: A BC B AC       B A B AB A B A AB CC     Rotation Matrix (continue – 14)
  • 176. 176 ROTATIONS Differential Equations of the Rotation Matrices (continue – 4) SOLO Let differentiate the equation 33x A B B A ICC  to obtain       0  dt dC C dt dC CCC dt dC CC dt dC A BB A B AB A BB A A B B A B AB A BB A A B B A   Post-multiplying by we get A BC          A B A AB A B B A B AB A B B AB A B A B CCCCC dt dC     We obtained for the differentiation of the Rotation Matrix                    B AB A B A B A AB A B A BA A B ttCtCttCt dt tdC     Note We can see that            tttt ABBA A AB A BA     End Note Rotation Matrix (continue – 15)
  • 177. 177 ROTATIONS Differential Equations of the Rotation Matrices (continue – 5) SOLO Suppose that we have a third frame of coordinates I (for example inertial) and we have the angular velocity vectors of frames A and B relative to I. We have    B I B IB B I C dt dC       A I A IA A I C dt dC    A I B A B I CCC  dt dC CC dt dC dt dC A IB A A I B A B I        I A A I A IA B A I A B I B IB I A A IB A I A B I B A CCCCCC dt dC CC dt dC dt dC     or From which we get:      A IA B A B A B IB B A CC dt dC     Rotation Matrix (continue – 16)
  • 178. 178 ROTATIONSSOLO From the equation Computation of the Angular Velocity Vector from .AB     nRtC x B A ˆ,33         tCt dt tdC B A B AB B A    we obtain         TB A B AB AB tC dt tdC t   Since the Rotation Matrix is defined also by and          sinˆcos1ˆˆcosˆ, 3333   nnnInRC T x B A  tC B A nˆ we can compute as function of and their derivativesnˆAB  td d   td nd n ˆ ˆ   (this is a long procedure described in the complementary work “Notes on Rotations”, and a simpler derivation will be given later, we give here the final result)      sinˆcos1ˆˆˆ    nnnnAB  Rotation Matrix (continue – 17)
  • 179. 179 ROTATIONSSOLO Computation of and as functions of .AB  td d   td nd n ˆ ˆ   Let pre-multiply the equation by and use T nˆ     sinˆcos1ˆˆˆ    nnnnAB    0ˆˆ,0ˆˆ,1ˆˆ   nnnnnn TTT to obtain     AB TTTT AB T nnnnnnnnn       ˆsinˆˆcos1ˆˆˆˆˆˆ Let pre-multiply the equation by and use nˆ     sinˆcos1ˆˆˆ    nnnnAB           nnInnnnnnn x T ˆˆˆˆˆˆˆ,0ˆˆ 33 to obtain                 sinˆˆcos1ˆsinˆˆcos1ˆˆˆˆˆˆ    nnnnnnnnnnn AB  Let pre-multiply the equation by       sinˆˆcos1ˆˆ    nnnn AB   nˆ               cos1ˆˆsinˆsinˆˆˆcos1ˆˆˆˆ    nnnnnnnnnn AB  Rotation Matrix (continue – 18)
  • 180. 180 ROTATIONS Computation of and as functions of (continue – 1) SOLO AB  td d   td nd n ˆ ˆ   We have two equations:       ABnnnn      ˆsinˆˆcos1ˆ        ABnnnnn      ˆˆcos1ˆˆsinˆ with two unknowns and  nˆ     nn ˆˆ From those equations we get:            sinˆˆcos1ˆsincos1ˆ 22 ABAB nnnn     or           sinˆˆcos1ˆcos1ˆ2 ABAB nnnn     Finally we obtain: AB T n    ˆ      ABnnnn                   2 cotˆˆˆ 2 1 ˆ Rotation Matrix (continue – 19)
  • 181. 181 ROTATIONS Quaternions SOLO The quaternions method was introduced by Hamilton in 1843. It is based on Euler Theorem (1775) that states: The most general displacement of a rigid body with one point fixed is equivalent to a single rotation about some axis through that point. Therefore every rotation is defined by three parameters: • Direction of the rotation axis , defined by two parameters • The angle of rotation , defines the third parameter nˆ  William Rowan Hamilton 1805 - 1865       sinˆcos1ˆˆ1 vnvnnvv   The rotation of around by angle is given by:nˆ v  A B C O   nˆ v  1v  that can be writen        sinˆcos1ˆˆ1 vnvvnnvv   or       sinˆcos1ˆˆcos1 vnvnnvv  
  • 182. 182 ROTATIONS Quaternions (continue – 1) SOLO Computation of the Rotation Matrix We found the Rotation Matrix that describes this rotation from A to B.  ,ˆ33 nRC x B A                    sinˆˆcos1ˆˆˆˆˆ sinˆˆcos1ˆˆˆˆˆ sinˆˆcos1ˆˆˆˆˆ AAAB AAAB AAAB znznnxz ynynnxy xnxnnxx    Axˆ Azˆ Ayˆ Bzˆ Byˆ Bxˆ O nˆ                       A A A B AAA x A B xCnnnIx ˆ 0 0 1 sinˆcos1ˆˆˆ 33                                A A A B AAA x A B yCnnnIy ˆ 0 1 0 sinˆcos1ˆˆˆ 33                                A A A B AAA x A B zCnnnIz ˆ 1 0 0 sinˆcos1ˆˆˆ 33              or from which                  ,ˆsinˆcos1ˆˆ 3333 nRnnnICC x AAA x A B A B 
  • 183. 183 ROTATIONS Quaternions (continue – 2) SOLO Definition of the Quaternions Axˆ Azˆ Ayˆ Bzˆ Byˆ Bxˆ O nˆ     The quaternions (4 parameters) were defined by Hamilton as a generalization of the complex numbers   32100 , qkqjqiqqq     2/cos0 q  nˆ2/sin          zyx nqnqnq 2/sin&2/sin&2/sin 111   where satisfy the relations:kji  ,, 1 kkjjii  kijji   , ijkkj   , jkiik   1 kji  i  j  k  the complex conjugate of is defined asq   32100 * , qkqjqiqqq   
  • 184. 184 ROTATIONS Quaternions (continue – 3) SOLO Product of Quaternions Product of two quaternions andAq Bq      3210321000 ,, BBBBAAAABBAABA qkqjqiqqkqjqiqqqqq         3210321033221100 AAABBBBABABABABA qkqjqiqqkqjqiqqqqqqqqq        122131132332 BABABABABABA qqqqkqqqqjqqqqi   therefore        BAABBABABABBAABA qqqqqqqq    000000 ,,, Let use this expression to find       2 3 2 2 2 1 2 0 222 000 * 00 * 1ˆˆ 2 sin 2 cos,,,, qqqqnnqqqqqqqqq                 The quaternion product can be writen in matrix form as:                                            A A BxBB T BB B B AxAA T AA BA q Iq qq Iq q qq q q           0 330 00 330 00 1 kjikkjjii  kijji   ijkkj   jkiik  
  • 185. 185 ROTATIONS Quaternions (continue – 4) SOLO Rotation Description Using the Quaternions Let compute the expression:                                               AAAAAAAA AAAAA vvqvqvqvvvqqv qvvqvqvqqvq 00 2 000 0000 * , ,,,,0,                                                   A AAAA AAAAAAA vqq vvqqvv vvqvqvqvvv          22,0 2,0 ,0 0 2 0 0 2 0 00 2 0 Using the relations:                                       nnq nnnn q n q ˆsinˆ2/sin2/cos22 ˆˆcos1ˆˆ2/sin22 1 ˆ2/sin 2/cos 0 2 2 0 0          and                     AAAA x AB A B vnnnIvCv   sinˆcos1ˆˆ33  we obtain                         AAABB vqqvqqvqvv    221,0,,0,,0 000 *
  • 186. 186 ROTATIONS Quaternions (continue – 5) SOLO Rotation Description Using the Quaternions (continue – 1) Using the fact that we obtain:          22 033 qIC x B A                                                     0 0 0 0 0 0 2 0 0 0 2 100 010 001 12 13 23 12 13 23 12 13 23 0 qq qq qq qq qq qq qq qq qq q                                          2 2 2 13231 32 2 1 2 321 3121 2 2 2 3 1020 1030 2030 2222 2222 2222 022 202 220 100 010 001 qqqqqq qqqqqq qqqqqq qqqq qqqq qqqq                 2 2 2 110323120 3210 2 1 2 33021 20312130 2 2 2 3 2212222 2222122 2222221 qqqqqqqqqq qqqqqqqqqq qqqqqqqqqq 1 2 3 2 2 2 1 2 0  qqqq                             2 3 2 2 2 1 2 010323120 3210 2 3 2 2 2 1 2 03021 20312130 2 3 2 2 2 1 2 0 22 22 22 qqqqqqqqqqqq qqqqqqqqqqqq qqqqqqqqqqqq C B A
  • 187. 187 ROTATIONS Quaternions (continue – 6) SOLO Rotation as a Multiplication of Two Matrices          22 033 qIC x B A           22 033 2 0 qIq x T               33033 2 0 2 x T x IqIq                  33330330 x T xx IIqIq For any vector we can write         aaaa  or in matrix notation           T x T x T x TT IIaIa    333333 Therefore we have                  33330330 x T xx B A IIqIqC            T xx IqIq   330330  321 3 2 1 012 103 230 012 103 230 qqq q q q qqq qqq qqq qqq qqq qqq                                      
  • 188. 188 ROTATIONS Quaternions (continue – 7) SOLO Rotation as a Multiplication of Two Matrices (continue – 1)                                                                    330 330 012 103 230 321 0123 1032 2301 x T x B A Iq Iq qqq qqq qqq qqq qqqq qqqq qqqq C                                                                      330 330 012 103 230 321 0123 1032 2301 x T x B A Iq Iq qqq qqq qqq qqq qqqq qqqq qqqq C                                                       T x x B A Iq Iq qqq qqq qqq qqq qqqq qqqq qqqq C             330 330 321 012 103 230 3012 2103 1230                                                         T x x B A Iq Iq qqq qqq qqq qqq qqqq qqqq qqqq C             330 330 321 012 103 230 3012 2103 1230
  • 189. 189 ROTATIONS Quaternions (continue – 8) SOLO Relation Between Quaternions and Euler Angles     x A x B x qvqv iq * 2 sin 2 cos                 Rotation around x axis   Ax  1 Ay  1 Az  1 Bz  1 By  1      y A y B y qvqv jq * 2 sin 2 cos                   Ax  1 Ay  1 Az  1 Bz  1 Bx  1  Rotation around y axis     z A z B z qvqv kq * 2 sin 2 cos                   Ax  1 Ay  1 Az  1 Bx  1 By  1 Rotation around z axis
  • 190. 190 ROTATIONS Quaternions (continue – 9) SOLO Description of Successive Rotations Using Quaternions Let describe two consecutive rotations: - First rotation defined by the quaternion                      1 11 1101 ˆ 2 sin, 2 cos, nqq    - Folowed by the second rotation defined by the quaternion                      2 22 2202 ˆ 2 sin, 2 cos, nqq    After the first rotation the quaternion of the vector is transferred to 1 * 1 qvq After the second rotation we obtain      21 * 2121 * 1 * 221 * 1 * 2 qqvqqqqvqqqqvqq  Therefore the quaternion representing those two rotation is:                                                                21 21 1 2 2 1 21 2121 21120210212010220110210 ˆˆ 2 sin 2 sinˆ 2 cosˆ 2 cos,ˆˆ 2 sin 2 sin 2 cos 2 cos ,,,, nnnnnn qqqqqqqqqq       210 , qqqq    21 2121 0 ˆˆ 2 sin 2 sin 2 cos 2 cos 2 cos nnq                                 21 21 1 2 2 1 ˆˆ 2 sin 2 sinˆ 2 cosˆ 2 cosˆ 2 sin nnnnn                                  
  • 191. 191 ROTATIONS Quaternions (continue – 10) SOLO Description of Successive Rotations Using Quaternions (continue – 1)    210 , qqqq    21 2121 0 ˆˆ 2 sin 2 sin 2 cos 2 cos 2 cos nnq                                 21 21 1 2 2 1 ˆˆ 2 sin 2 sinˆ 2 cosˆ 2 cosˆ 2 sin nnnnn                                   Two consecutive rotations, followed by , are given by:1q 2q From those equations we can see that: 0ˆˆˆˆˆˆˆˆˆˆ 21212112211221   nnnnnnnnnnifonlyandifqqqq The rotations are commutative if and only if are collinear.21 ˆ&ˆ nn In matrix form those two rotations are given by: First Rotation:         111111331133 sinˆcos1ˆˆcosˆ,   nnnInR T xx Second Rotation:         222222332233 sinˆcos1ˆˆcosˆ,   nnnInR T xx Total Rotation:              sinˆcos1ˆˆcosˆ,ˆ,ˆ, 331133223333  nnnInRnRnR T xxxx
  • 192. 192 ROTATIONS Quaternions (continue – 11) SOLO Description of Successive Rotations Using Quaternions (continue – 2) Let find the quaternion that describes the Euler Rotations through the angles respectively. Let write the rotations according to their order 123   ,,                                                        2 sin 2 cos 2 sin 2 cos 2 sin 2 cos  ijkqqqq xyz B A                                                                           2 sin 2 sin 2 cos 2 sin 2 cos 2 sin 2 cos 2 cos 2 sin 2 cos  kjik                                             2 sin 2 sin 2 sin 2 cos 2 cos 2 cos                                             2 cos 2 sin 2 sin 2 sin 2 cos 2 cos  i                                             2 cos 2 sin 2 cos 2 sin 2 cos 2 sin  j                                             2 sin 2 sin 2 cos 2 cos 2 cos 2 sin  k 
  • 193. 193 ROTATIONS Quaternions (continue – 12) SOLO Differential Equation of the Quaternions Let define      ,0qtq B A  - the quaternion that defines the position of B frame relative to frame A at time t.    tqqttq B A    ,00 - the quaternion that defines the position of B frame relative to frame A at time t+Δt.                        t B A ntq ˆ 2 sin, 2 cos  - the quaternion that defines the position of B frame at time t+Δt relative to frame B at time t. We have the relation:      tqtqttq B A B A B A  or                                            ,,0,1,,,,,ˆ 2 sin, 2 cos 00000000 * qqqqqqqqttqtqntq B A B At B A therefore                         tnqq ˆ 2 sin,1 2 cos,, 00                             tnqq ˆ 2 sin,1 2 cos,, 00    or
  • 194. 194 ROTATIONS Quaternions (continue – 13) SOLO Differential Equation of the Quaternions (continue – 1)                          tnqq ˆ 2 sin,1 2 cos,, 00    Let divide both sides by and take the limit .0 tt                                                                                        tBttB t ntqnqn tt tq td d tt q ˆ 2 1 ,0ˆ 2 1 ,0,ˆ 2 2 sin 2 1 , 2 1 2 cos 2 1 ,lim 0 0 0           But is the instant angular velocity vector of frame B relative to frame A.tn ˆ     t B AB nt   ˆ            ttn B AB B ABt     ,0ˆ,0 So we can write        ttqtq td d B AB B A B A   2 1 This is the Differential equation of the quaternion that defines the position of B relative to A, at the time t as a function of the angular velocity vector of frame B relative to frame A, .  tq B A    t B AB 
  • 195. 195 ROTATIONS Quaternions (continue – 14) SOLO Differential Equation of the Quaternions (continue – 2) Developing this equation, we get        ttqtq td d B AB B A B A   2 1               B AB B AB B AB B AB qtq dt d dt dq            00 0 , 2 1 ,0, 2 1 , from which  B AB dt dq    2 10      B AB B ABq dt d       0 2 1 or in matrix form        t Iq q dt d B AB x T                                   330 0 2 1
  • 196. 196 ROTATIONS Quaternions (continue – 15) SOLO Differential Equation of the Quaternions (continue – 3)                                                   zBAB yBAB xBAB qqq qqq qqq qqq q q q q dt d    012 103 230 321 3 2 1 0         t Iq q dt d B AB x T                                   330 0 2 1 B AAB xBAByBABzBAB xBABzBAByBAB yBABzBABxBAB zBAByBABxBAB q q q q q q q q q dt d                                                              2 1 0 0 0 0 2 1 3 2 1 0 3 2 1 0            After rearranging or  zBAByBABxBAB qqq dt dq    321 0 2 1  zBAByBABxBAB qqq dt dq    230 1 2 1  zBAByBABxBAB qqq dt dq    103 2 2 1  zBAByBABxBAB qqq dt dq    012 3 2 1
  • 197. 197 ROTATIONS Quaternions (continue – 16) SOLO Pre-multiply the equation Computation of as a Function of the Quaternion and its Derivatives    t B AB         t Iq q dt d B AB x T                                   330 0 2 1 by          330 xIq                                                t Iq Iq q Iq B AB x T xx                   330 330 0 330 2 1                        ttIIq tIq B BA B BAx TT x T B BAx T         2 1 2 1 2 1 3333 2 0 33 2 0 Therefore                                 0 3302 q Iqt x B AB
  • 198. 198 ROTATIONS Quaternions (continue – 17) SOLO Computation of as a Function of the Quaternion and its Derivatives (continue – 1) But and are related. Differentiating the equation    t B AB  we obtain  0q    1 2 0   T q                                                 3300 0 330 22 xx B AB Iqq q Iqt                          0 033 2 0 330 0 2 1 2 q qIq Iq q T x x T From the equation     TT q qqq 0 000 1 0 we obtain             T x B AB qIq q 033 2 0 0 2
  • 199. 199 ROTATIONS Quaternions (continue – 18) SOLO Computation of as a Function of , and their Derivatives   t B AB   nˆ Differentiate the quaternion                      nqq ˆ 2 sin, 2 cos,0    to obtain                                 nnqq ˆ 2 sinˆ 2 cos 2 , 2 sin 2 ,0     Substitute this in the equation                                 0 3302 q Iqt x B AB                                                                nn nIn x ˆ 2 sinˆ 2 cos 2 2 sin 2 ˆ 2 sin 2 cosˆ 2 sin2 33                                                        nnnnnnn ˆˆ 2 sin2ˆˆ 2 cos 2 sinˆ 2 cos 2 sin2ˆ 2 cosˆ 2 sin 222               nnnnAB ˆˆcos1ˆsinˆ   Finally we obtain We recovered a result obtained before.
  • 200. 200 ROTATIONS Quaternions (continue – 18) SOLO Differential Equation of the Quaternion Between Two Frames A and B Using the Angular Velocities of a Third Frame I The relations between the components of a vector in the frames A, B and I arev    AB A IA I B A IB I B vCvCCvCv   Using quaternions the same relations are given by   B A A I IA I B A B I IB I B qqvqqqvqv ***  Therefore B A A I B I qqq  B I A I B A qqq *  Let perform the following calculations B A A I B A A I B I q dt d qqq dt d q dt d  & B IB B I B I qq dt d   2 1  A IA A I A I qq dt d   2 1 and use     B A A I B A A IA A I B IB B I q dt d qqqq    2 1 2 1     B A A IA A I A I B IB B I A I B A qqqqqq dt d     1 ** 2 1 2 1 to obtain     B A A IA B IB B A B A qqq dt d    2 1 2 1
  • 201. 201 ROTATIONS Quaternions (continue – 19) SOLO Differential Equatio of the Quaternion Between Two Frames A and B Using the Angular Velocities of a Third Frame I (continue – 1) Using the relations ABIAIB     and     B A A IA B A B IA qq    *     B A A IA B IA B A qq   we have                  0 2 1 2 1 2 1 2 1 2 1 B A A IA B IA B A B AB B A B A A IA B IA B AB B A B A qqqqqq dt d    from which     B A A AB B AB B A B A qqq dt d    2 1 2 1 Since BAAB     we get         B A A BA B BA B A B A A AB B AB B A B A qqqqq dt d    2 1 2 1 2 1 2 1 From we get1 *  B A A B B A B A qqqq A B B A qq  * Therefore              B A A B B A A B q dt d qqq dt d 0 *B A B A A B A B qq dt d qq dt d             Table of Contents
  • 202. 202 SOLO Laplace Fields Vector Analysis A vector field is said to be a Laplace Field if rAA     0 rA  In this case we have and       022 00 2         AAAAA   0 rA  Harmonic Functions A continuous function φ with continuous first and second partial derivatives is said to be harmonic if it satisfies Laplace’s Equation 02   Properties of Harmonic Functions Pierre-Simon Laplace 1749-1827 022             SS dS n dS n 2  0 0 2 1     V GAUSS SS dvdSdS n   Proof: 1 0   S dS n  Proof:   0 0 2 0 2                     dvdS nnS       n i iSS 1  iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   2nd Green’s Identity:
  • 203. 203 SOLO Vector Analysis Harmonic Functions (continue 1) A continuous function φ with continuous first and second partial derivatives is said to be harmonic if it satisfies Laplace’s Equation 02   Properties of Harmonic Functions (continue – 1)  n i iSS 1  iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   3 A function φ harmonic in a volume V can be expressed in terms of the function and its normal derivative on the surface S bounding V. Proof: Use the solution of the Poisson (Laplace) Equation: 02                             S SFSF F dS rrnnrr T r 11 4      where VoutsidendSndS SonF VinF T        11 2 1 1
  • 204. 204 SOLO Vector Analysis Harmonic Functions (continue 2) A continuous function φ with continuous first and second partial derivatives is said to be harmonic if it satisfies Laplace’s Equation 02   Properties of Harmonic Functions (continue – 2) RS dSn  1 V Fr  Sr  F SF rrR   4 If the surface S is a sphere SR of radius R with center at then    RS RF dS R r    2 4 1 Fr  Proof: 0 11         SS SF dS nR dS nrr  1 2 11 Rrrn RS SF            Therefore:                            RS R S SFSF F dS R dS rrnnrr T r       2 4 111 4  3 5 If φ is harmonic in a volume V bounded by the surface S and if φ = c = constant at every point on S, then φ = c at every point of V. Proof:     cdc rr dS cdS rrnnrr r S SFS rr SFcSF F SF                                                          4 2 /1 0 4 1 4 111 4 1 2     3
  • 205. 205 SOLO Vector Analysis Harmonic Functions (continue 3) A continuous function φ with continuous first and second partial derivatives is said to be harmonic if it satisfies Laplace’s Equation 02   Properties of Harmonic Functions (continue – 3) 6 A non-constant function φ harmonic in a region V can have neither a maximum nor a minimum in V. Proof: For any point inside the region V we can choose an infinitesimal sphere δS centered at this point for which         n n dvdSdS n VSS 100 0      Since can not be either positive or negative inside the region V, the maximum or minimum of the potential φ can occur only at boundary of the region. n  S dSn  1 V Fr  Sr  SF rrr   SF
  • 206. 206 SOLO Vector Analysis Harmonic Functions (continue 4) A continuous function φ with continuous first and second partial derivatives is said to be harmonic if it satisfies Laplace’s Equation 02   Properties of Harmonic Functions (continue – 4) 7 If φ is harmonic in a region V bounded by a surface S and ∂ φ/∂ n = 0 at every point of S, then φ = constant at every point of V. S dSn  1 V Fr  Sr  FSF rrr   0   S n  Proof:        SVV dSdvdv  2 Use: 0& 2               SV dSdv  0 2    0 0 2      SV dS n dv   Therefore: VinconstVin .0   1st Green’s Identity:
  • 207. 207 SOLO Vector Analysis Harmonic Functions (continue 5) A continuous function φ with continuous first and second partial derivatives is said to be harmonic if it satisfies Laplace’s Equation 02   Properties of Harmonic Functions (continue – 4) 8 If φ1 and φ2 are two solutions of Laplace’s equation in a volume V whose normal derivatives take the same value ∂ φ1/∂ n = ∂ φ2/∂ n on the surface S bounding V, then φ1 and φ2 can differ only by a constant. S dSn  1 V Fr  Sr  FSF rrr   0   S n  Proof: Define: 0: 2 2 1 22 21   021          SSS nnn  From it follows that φ is a constant.7 Table of Contents
  • 208. 208 SOLO Fundamental Theorem of Vector Analysis for a Bounded Region V (Helmholtz’s Theorem) Vector Analysis Hermann Ludwig Ferdinand von Helmholtz 1821 - 1894 Let be a continuous vector field with continuous divergence and curl, in a region V bounded by a surface S. Then has a unique representation as sum of a potential field and a solenoidal field , i.e.  rAA   1 A    2 A A           FFFFF rArArA 21  n i iSS 1  iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr                  S FS S V FS SS V FS S F dS rr rA dv rr rA dv rr rA          4 1 4 1 4 1 :                        S FS S V FS SS V FS SF dS rr rA dv rr rA dv rr rA         4 1 4 11 4 1 :                                         S FS S V FS SS F S FS S V FS SS FF dS rr rA dv rr rA dS rr rA dv rr rA rA            4 1 4 1 4 1 4 1 Therefore
  • 209. 209 SOLO Proof of the Fundamental Theorem of Vector Analysis for a Bounded Region V Vector Analysis Let use the fact that (see GREEN’s FUNCTION):  n i iSS 1  iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr     zzyyxxr SSSS 111    zzyyxxr FFFF 111  where We can write:           z z y y x x SSS S 111 Sr  We define the operator that accts only on . The operator acts only on .           z z y y x x FFF F 111 Fr   SF FS F rr rr              4 12                     1 0 00 dxx x x x                                 V FS SF V FS FS V SFSF dv rr rAdv rr rAdvrrrArA     1 4 11 4 1 22   Using the identity we obtain:  2 FFFFFF                            V FS SFF V FS S FFF dv rr rAdv rr rA rA      1 4 1 4 1 
  • 210. 210 SOLO Vector Analysis Let develop first the divergence expression:  n i iSS 1  iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr                                                                    S FS S V SS FS V FS S S V SS FS V FS SS V FS FS V FS SF dS rr rA dvrA rr dv rr rA dvrA rr dv rr rAdv rr rAdv rr rA                  4 11 4 1 4 11 4 1 1 4 11 4 11 4 1 Define:                       S FS S V SS FSV FS SF dS rr rA dvrA rr dv rr rA        4 11 4 11 4 1 :                           V FS SFF V FS S FFF dv rr rAdv rr rA rA      1 4 1 4 1  Proof of the Fundamental Theorem of Vector Analysis for a Bounded Region V (continue – 1)
  • 211. 211 SOLO Vector Analysis Let develop now the rotor expression:  n i iSS 1  iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   Define:                S FS S V FS SS V FS S F dS rr rA dv rr rA dv rr rA          4 1 4 1 4 1 :                                                V FS S S V FS SS V FS SS V FS FS V FS S F dv rr rA dv rr rA dv rr rAdv rr rAdv rr rA             4 1 4 1 1 4 11 4 1 4 1 but                                                  S FS S S FS S S FS S V FS S S tconsC V FS S S dS rr rA CdS rr rA C dS rr rA Cdv rr rA Cdv rr rA C                   4 1 4 1 4 1 4 1 4 1                   S FS S GAUSS V FS S S dS rr rA dv rr rA      4 1 4 1 5                           V FS SFF V FS S FFF dv rr rAdv rr rA rA      1 4 1 4 1  Gauss 5 Proof of the Fundamental Theorem of Vector Analysis for a Bounded Region V (continue – 2)
  • 212. 212 SOLO Vector Analysis We found:  n i iSS 1  iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   Therefore:                S FS S V FS SS V FS S F dS rr rA dv rr rA dv rr rA          4 1 4 1 4 1 :                           V FS SFF V FS S FFF dv rr rAdv rr rA rA      1 4 1 4 1                        S FS S V SS FSV FS SF dS rr rA dvrA rr dv rr rA        4 11 4 11 4 1 :    FFF rA   q.e.d. Proof of the Fundamental Theorem of Vector Analysis for a Bounded Region V (continue – 3) Table of Contents
  • 213. 213 SOLO Fundamental Theorem of Vector Analysis for an Unbounded Region (Helmholtz’s Theorem) Vector Analysis For a Bounded region V we found: Hermann Ludwig Ferdinand von Helmholtz 1821 - 1894 Let be a continuous vector field with continuous divergence and curl, such that falls off at infinity like 1/r 1+ε while and fall off at infinity like 1/r 2+ε where ε > 0. Then has a unique representation (to within constant vectors) at sum of a potential field and a solenoidal field , i.e.  rAA   A  A   A   A   rAA  11   rAA  22        0&0 4 1 4 1                                 UU Udv rr rA dv rr rA rA FF V FS SS F V FS SS FF                                          S FS S V FS SS F S FS S V FS SS FF dS rr rA dv rr rA dS rr rA dv rr rA rA            4 1 4 1 4 1 4 1 3/4&4 32 RVRSRrr FS    For an Unbounded region V: The surface integrals are finite only if falls off at infinity like 1/r 1+ε where ε > 0. rA  The volume integrals are finite only if and fall off at infinity like 1/r 2+ε.A   A  
  • 214. 214 SOLO Fundamental Theorem of Vector Analysis for an Unbounded Region (Helmholtz’s Theorem) Vector Analysis     0,0 11  rArA  Therefore Hermann Ludwig Ferdinand von Helmholtz 1821 - 1894 Let be a continuous vector field with continuous divergence and curl, such that falls off at infinity like 1/r 1+ε while and fall off at infinity like 1/r 2+ε where ε > 0. Then has a unique representation (to within constant vectors) at sum of a potential field and a solenoidal field , i.e.  rAA   A  A   A   A   rAA  11   rAA  22        0&0 4 1 4 1                                 UU Udv rr rA dv rr rA rA FF V FS SS F V FS SS FF                                          S FS S V FS SS F S FS S V FS SS FF dS rr rA dv rr rA dS rr rA dv rr rA rA            4 1 4 1 4 1 4 1 Table of Contents
  • 215. 215 REYNOLDS’ TRANSPORT THEOREM This is a part of the Presentations “FLUID DYNAMICS” v (t) S(t) O x y z SflowV ,  sd  OSV ,   OSOflowSflow VVV ,,,   OSr ,  md OSV ,  OflowV ,  Or,  - any system of coordinatesOxyz - any continuous and differentiable functions in    trtr OO ,,, ,,    tandrO,   trO ,,   - flow density at point and time t Or,  SOLO - mass flow through the element .mdsdVS    , sd  - any control volume, changing shape, bounded by a closed surface S(t)v (t) - flow velocity, relative to O, at point and time t trV OOflow ,,,  Or,  - position and velocity, relative to O, of an element of surface, part of the control surface S(t). OSOS Vr ,, ,  - area of the opening i, in the control surface S(t).iopenS - gradient operator in O frame.O, - flow relative to the opening i, in the control surface S(t).OSiOflowSi VVV ,,,   - differential of any vector , in O frame. O td d     FLUID DYNAMICS FLUID DYNAMICS MATHEMATICS SOLO HERMELIN Updated: 5.03.07
  • 216. 216 Start with LEIBNIZ THEOREM from CALCULUS:        ChangeBoundariesthetodueChange tb ta tb ta td tad ttaf td tbd ttbfdx t txf dxtxf td d LEIBNITZ         )),(()),(( ),( ),(:: )( )( )( )(   and generalized it for a 3 dimensional vector space on a volume v(t) bounded by the surface S(t). Using LEIBNIZ THEOREM followed by GAUSS THEOREM (GAUSS 4):                   tv OSOOOSGAUSS OpointtoRelative dsofMovement thetodueChange tS OS tv O LEIBNITZ Otv vdVV t GAUSS sdVvd t vd td d ,,,,)4( )( ,               This is REYNOLDS’ TRANSPORT THEOREM OSBORNE REYNOLDS 1842-1912 SOLO GOTTFRIED WILHELM von LEIBNIZ 1646-1716 REYNOLDS’ TRANSPORT THEOREM v (t) S(t) O x y z SflowV ,  sd  OSV ,   OSOflowSflow VVV ,,,   OSr ,  md OSV ,  OflowV ,  Or,  FLUID DYNAMICS 1. MATHEMATICAL NOTATIONS (CONTINUE)
  • 217. 217 FLUID DYNAMICS 1. MATHEMATICAL NOTATIONS (CONTINUE) 1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE) VECTOR NOTATION CARTESIAN TENSOR NOTATION               )( ,,,,)4( , )()()( tv OSOOOS O GAUSS OS tStv O LEIBNITZ O tv vdVV t GAUSS sdVvd t vd td d                        )( , , )4( , )()()( tv k kOS i k i kOS i GAUSS kkOS tS i tv i LEIBNITZ tv i vd x V x V t GAUSS sdVvd t vd td d            SOLO v (t) S(t) O x y z SflowV ,  sd  OSV ,   OSOflowSflow VVV ,,,   OSr ,  md OSV ,  OflowV ,  Or, 
  • 218. 218 FLUID DYNAMICS 1. MATHEMATICAL NOTATIONS (CONTINUE) 1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE) VECTOR NOTATION CARTESIAN TENSOR NOTATION O OOS td Rd uV    ,, CASE 1 (CONTROL VOLUME vF ATTACHED TO THE FLUID) kkOS uV ,               )( ,,,)4( , )()()( tv OOO O GAUSS O tStv OO tv F FFF vduu t GAUSS sduvd t vd td d                         )( )4( )()()( tv k k I k I k I GAUSS kK tS I tv I tv I F FFF vd x u x u t GAUSS sduvd t vd td d            SOLO vF (t) SF(t) O x y z sd  OSV ,   0,,,  OSOflowS VVV  OSR , OR,  md OSV ,  OflowV , 
  • 219. 219 FLUID DYNAMICS 1. MATHEMATICAL NOTATIONS (CONTINUE) 1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE) VECTOR NOTATION CARTESIAN TENSOR NOTATION 1&,  kkOS uV1&,  uV OS  CASE 2 (CONTROL VOLUME vF ATTACHED TO THE FLUID AND )1   )( ,, )( , )( )( tv OO tS O tv F FFF vdusduvd td d td tvd    )()()( )( tv k k k tS k tv F FFF dv x u dsudv td d td tvd                   td tvd tv u F F tv OO F )( )( 1 lim0)( ,,                  td tvd tvx u F F tv k k F )( )( 1 lim0)(  EULER 1755 SOLO vF (t) SF(t) O x y z sd  OSV ,   0,,,  OSOflowS VVV  OSR , OR,  md OSV ,  OflowV , 
  • 220. 220 FLUID DYNAMICS 1. MATHEMATICAL NOTATIONS (CONTINUE) 1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE) VECTOR NOTATION CARTESIAN TENSOR NOTATION CASE 3 (CONTROL VOLUME vF ATTACHED TO THE FLUID AND )   &, kkOS uV  &, uV OS    or, since this is true for any attached volume vF(t)             )( ,, )( , )( )( )( 0 tv OO tS O tv tv F FF F vdu t sduvd t vd td d td tmd                      )( )()( )( )( 0 tv k k tS kk tv tv F FF F vdu xt sduvd t dv td d td tmd          Because the Control Volume vF is attached to the fluid and they are not sources or sinks, the mass is constant.   OOOOOO uu t u t ,,,,,, 0           k k k k k x u x u t u xt               0 SOLO vF (t) SF(t) O x y z sd  OSV ,   0,,,  OSOflowS VVV  OSR , OR,  md OSV ,  OflowV , 
  • 221. 221 FLUID DYNAMICS 1. MATHEMATICAL NOTATIONS (CONTINUE) 1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE) VECTOR NOTATION CARTESIAN TENSOR NOTATION CASE 4 (CONTROL VOLUME WITH FIXED SHAPE C.V. )0,  OSV Define   .... VC OO VC vd t vd td d        .... VC i VC i vd t vd td d                 r t r t r t, , ,        i k k i kx t x t x t, , ,              )( , )()( tS OS tv OO tv sdV vd tt vd td d            k tS kOSi tv i i tv i sdV vd tt vd td d FF           )( , )()(        We have but    OOOO u t u t ,,,, 0            k k iik k u xt u xt             0 CASE 5              r t r t r t, , , SOLO
  • 222. 222 FLUID DYNAMICS 1. MATHEMATICAL NOTATIONS (CONTINUE) 1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE) VECTOR NOTATION CARTESIAN TENSOR NOTATION We have                                                   )( ,, )( 4 . )( , )( ,,,,,, )( , )( ,, )( tS OOS tv O MDG DerMat GAUSS tS OS tv OOOOOO O tS OS tv OO OO tv sduVvd tD D sdV vduuu t sdV vdu t vd td d                                                                        )( , )( 4 . )( , )( )( , )()( tS kkkOSi tv i MDG DerMat GAUSS tS kkOSi tv k k i k i k k i k i tS kkOSi tv k k i i tv i sduVvd tD D sdV vd x u x u x u t sdV vd x u t vd td d                      CASE 5              r t r t r t, , , SOLO v (t) S(t) O x y z SflowV ,  sd  OSV ,   OSOflowSflow VVV ,,,   OSr ,  md OSV ,  OflowV ,  Or, 
  • 223. 223 FLUID DYNAMICS 1. MATHEMATICAL NOTATIONS (CONTINUE) 1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE) VECTOR NOTATION CARTESIAN TENSOR NOTATION REYNOLDS 1             )( ,, )( )( tS OOS tv O O tv sduVvd tD D vd td d                   )( , )( )( tS kkkOSi tv i tv i sduVvd tD D dv td d    REYNOLDS 2               )( )( ,, )( tv O tS OSO O tv vd tD D sdVuvd td d                    )( )( , )( tv i tS kkOSki tv i vd tD D sdVuvd td d    CASE 5              r t r t r t, , , SOLO v (t) S(t) O x y z SflowV ,  sd  OSV ,   OSOflowSflow VVV ,,,   OSr ,  md OSV ,  OflowV ,  Or, 
  • 224. 224 FLUID DYNAMICS 1. MATHEMATICAL NOTATIONS (CONTINUE) 1.11 REYNOLDS’ TRANSPORT THEOREM (CONTINUE) VECTOR NOTATION CARTESIAN TENSOR NOTATION REYNOLDS 3 CASE 1 (CONTROL VOLUME ATTACHED TO THE FLUID vF(t) ) kkOS uV ,   )()( tv OO tv FF vd tD D vd td d        )()( tv i tv i FF vd tD D vd td d    SOLO O OOS td Rd uV    ,,              r t r t r t, , , vF (t) SF(t) O x y z sd  OSV ,   0,,,  OSOflowS VVV  OSR , OR,  md OSV ,  OflowV ,  CASE 4 (CONTROL VOLUME WITH FIXED SHAPE C.V. )0,  OSV REYNOLDS 4            .. , .. .. SC O O VC VC O sduvd td d vd tD D                 .... .. SC kki VC i VC i sduvd td d vd tD D    Table of Contents
  • 225. 225 Poisson’s Non-homogeneous Differential EquationSOLO The Poisson’s Non-homogeneous Differential Equation for the Static Electric Scalar Potential Ve is: We want to find the Electric Scalar Potential Ve at the point F (field) due to all the sources (S) in the volume V, including its boundaries . n i iSS 1     SFSeS rrrV    1 , 2  iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   F inside V F on the boundary of V Therefore is the vector from S to F.SF rrr     zzyyxxr 111    zzyyxxr SSSS 111    zzyyxxr FFFF 111  Let define the operator that acts only on the source coordinate .           z z y y x x SSS S 111 Sr  Note: See development in the Power Point Presentation Table of Contents
  • 226. 226 Poisson’s Non-homogeneous Differential Equation SOLO To find the solution we used the following: • GREEN’s IDENTITY       S ee V ee dSGVVGdvGVVG 22 • GREEN’s FUNCTION This Green’s Function is a particlar solution of the following Poisson’s Non-homogeneous Differential Equation:       0;; 1 ; 2    FSSFS SF FS rrrr rr rrG       FSFSS rrrrG   4;2 Siméon Denis Poisson 1781-1840 GEORGE GREEN 1793-1841
  • 227. 227 Poisson’s Non-homogeneous Differential EquationSOLO • GREEN’s IDENTITY       S ee V ee dSGVVGdvGVVG 22 Let start from the Gauss’ Identity    SV dSAdvA  Karl Friederich Gauss 1777-1855 where is any vector field (function of position and time) continuous and differentiable in the volume V. Let define . A  eVGA     eee VGVGVGA 2   Then        S e V ee V e dSVGdvVGVGdvVG 2 If we interchange G with Ve we obtain        S e V ee V e dSGVdvGVVGdvGV 2 Subtracting the second equation from the first we obtain First Green’s Identity Second Green’s Identity We have
  • 228. 228 SOLO • GREEN’s FUNCTION Define the Green’s Function is a particlar solution of the following Poisson’s Non-homogeneous Differential Equation: where δ (x) is the Dirac function                     1 0 00 dxx x x x   Let use the Fourier Transformation to write                                                                             3 3 3 exp 2 1 exp 2 1 exp 2 1 exp 2 1 exp 2 1 dkrrkj dkdkdkzzkyykxxkj dkzzjkdkyyjkdkxxjk zzyyxxrr SF zyxSFzSFySFx zSFzySFyxSFx SFSFSFSF       zyx zyx dkdkdkdk zkykxkk    3 111  where    FSFSS rrrrG   4;2 Paul Adrien Maurice Dirac 1902 - 1984 Poisson’s Non-homogeneous Differential Equation
  • 229. 229 SOLO • GREEN’s FUNCTION (continue – 1) Let use the Fourier Transformation to write Hence or         SFFS rrkjkgdkrrG  exp; 3            SFSFS rrkjdkrrkjkgdk  exp 2 4 exp 3 3 32              SFSFS rrkjdkrrkjkgdk  exp 2 4 exp 3 3 23   Poisson’s Non-homogeneous Differential Equation Jean Baptiste Joseph Fourier 1768 - 1830
  • 230. 230 SOLO • GREEN’s FUNCTION (continue – 2) Let compute: Therefore: Because this is true for all k, we obtain            SFzSFySFxSSSFS zzkyykxxkjrrkj  expexp2                       SFzSFySFxzyxS zzkyykxxkjzjkyjkxjk exp111        SFzSFySFxSzyx zzkyykxxkjzjkyjkxjk         exp111             SFSFSFS rrkjkrrkjkjkjrrkjkj   expexpexp 2            SFSF rrkjdkrrkjkkgdk  exp 2 4 exp 3 3 23            22 1 2 1 k kg   Poisson’s Non-homogeneous Differential Equation
  • 231. 231 SOLO • GREEN’s FUNCTION (continue – 3) Let use spherical coordinates relative to vector:r                  rr r r kk kk kk z y x z y x 0 0 cos sinsin cossin     dk sin dk dk     dddkkdk sin23    r x y z         SFFS rrkjkgdkrrG  exp; 3          22 1 2 1 k kg   Poisson’s Non-homogeneous Differential Equation
  • 232. 232 SOLO • GREEN’s FUNCTION (continue – 4)        2 3 2 exp 2 1 ; k rkj dkrrG FS           0 0 2 0 2 22 sin cosexp 2 1      dkddk k jkr       0 0 2 coscosexp2 2 1    dkdjkr                      00 0 2 expexp2cosexp1 dk kj jkrjkr r dk jkr jkr        rr dk k kr r 1 2 2sin2 0      Poisson’s Non-homogeneous Differential Equation   2 sin 0    dk k kr where we used (see next slide)   SF FS rrr rrG     11 ;Therefore                 rr r r kk kk kk z y x z y x 0 0 cos sinsin cossin     dk sin dk dk     dddkkdk sin23    r x y z
  • 233. 233 SOLO • GREEN’s FUNCTION (continue – 5) Poisson’s Non-homogeneous Differential Equation     0 sin dk k kr Let compute: x y R  A B C D E F G H Rx Rx  For this use the integral: 0ABCDEFGHA zi dz z e Since z = 0 is outside the region of integration 0    BCDEF ziR xi GHA zi R xi ABCDEFGHA zi dz z e dx x e dz z e dx x e dz z e                  00 0000 sin 2 sin 2 sin lim2limlimlim dk k rk idx x x idx x x idx x ee dx x e dx x e R R R xixi R R xi RR xi R                       idideidei e e dz z e i ii eii i eiez GHA zi      00 1 0 0 00 limlimlim    01 2 2 0 /2 /2sin 0 sin 00        R RRReRii i eRieRz BCDEF zi e R dedededeRi eR e dz z e i ii             Therefore: 0 sin 2 0    idk k rk idz z e ABCDEFGHA zi   2 sin 0    dk k kr
  • 234. 234 Poisson’s Non-homogeneous Differential EquationSOLO • GREEN’s FUNCTION (continue – 6) a Green’s Function for the Poisson’s Non- homogeneous Differential Equation   SF FS rr rrG     1 ; Hence This solution is not unique since we can add any function that satisfies the Laplace’s Equation   0;2  FSS rr  Therefore we have the following Green’s Function       0;; 1 ; 2    FSSFS SF FS rrrr rr rrG    Pierre-Simon Laplace 1749-1827    FSFSS rrrrG   4;2
  • 235. 235 Poisson’s Non-homogeneous Differential EquationSOLO Let return to the Poisson’s Non-homogeneous Differential Equation (1812) for the Electric Scalar Potential Ve is: We want to find the Electric Scalar Potential Ve at the point F (field) due to all the sources (S) in the volume V, including its boundaries  n i iSS 1  iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   F inside V F on the boundary of V    SFSeS rrrV    1 , 2  Siméon Denis Poisson 1781-1840
  • 236. 236 Poisson’s Non-homogeneous Differential EquationSOLO Let define the operator that acts only on the source coordinate .Sr            z z y y x x SSS S 111 is the vector from S to F.SF rrr     zzyyxxr 111    zzyyxxr SSSS 111    zzyyxxr FFFF 111  iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   0       r r r rr rr rr rr rrr SF SF SF FS SFSS         30  SSSFSS rrrr    0 1 2  r r r rr r dr dG r dr dG rG SS        003 1311 34333 2                    r r r r r r r r r rr r rGrG SSSSSS        SFSeS rrrV    1 , 2  Since is no defined at r = 0 we define the volume V’ as the volume V minus a small sphere of radius and surface around the point F, when F is inside V, or a semi-sphere of radius and surface around the point F, when F is on the boundary of V.  rG 00 r 00 r 2 04 rSF  2 02 rSF 
  • 237. 237 Poisson’s Non-homogeneous Differential EquationSOLO let compute                  '' '0 2 '' 22 , 1 , V SFS V Vin Se V S FS V SeeS dVrrrGdvGVdv r rrGdvGVVG                               FF S SeeS S SeeS dSn r VV r dSGVVG 11                       drn r VV r SeeS r 2 0 11 lim          0 2 0 2 20 0 2 0 0 0 limlimlimlim                     drnVdrn r n VdnVrdnVr Se r e r eS r eS r             VoutsideF SonF VinF rVdrV Fee rr FS 0 2 4 lim     iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   Using the Green’s Identity       S ee V ee dSGVVGdvGVVG 22
  • 238. 238 Poisson’s Non-homogeneous Differential EquationSOLO We obtain                                   S e e V SSF dSndS n n S SeeS V SSFFe dS n G V n V G T dvrrrG T dSGVVG T dvrrrG T rV S       4 , 4 4 , 4 1 1   where VoutsidendSndS SonF VinF T        11 2 1 1 Note If F is outside V from the Green’s Second Identity we obtain End Note     VoutsidendSndSdS n G V n V GdSGVVGdvGVVG S e e S SeeS V SeeS               11 22 iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr     SF FS rr rrG     1 ;
  • 239. 239        S D e S DSeFe dS n G V T dSGV T rV  44  where VoutsidendSndS SonF VinF T        11 2 1 1 Poisson’s Non-homogeneous Differential EquationSOLO BOUNDARY CONDITIONS The General Green Function that is a class of bi-position function, and contains an arbitrary harmonic function (solution of the Laplace’s Equation)       0;; 1 ; 2    FSSFS SF FS rrrr rr rrG    Let consider the following two simple cases (Dirichlet and Neumann Problems): 1. Dirichlet Problem Johann Peter Gustav Lejeune Dirichlet 1805-1859 The potential is defined at the boundary S of the volume V.     n i iFe SSongivenrV 1  In this case Let choose such that FS rr  ;   SrrrGG SSFSDirichlet   0; iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr  
  • 240. 240 Poisson’s Non-homogeneous Differential EquationSOLO BOUNDARY CONDITIONS (continues – 1) 2. Neumann Problem The potential derivative is defined at the boundary S of the volume V. In this case   S S nSSongivennVr n V n i i S eSF e         1&1 1   Let choose such that FS rr  ;     SrnrrG n rrG G S S FSS S FS Neumann        01; ; where VoutsidendSndS SonF VinF T        11 2 1 1        S e N S eSNFe dS n V G T dSVG T rV  44  Franz Neumann 1798-1895 iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr  
  • 241. 241 Poisson’s Non-homogeneous Differential EquationSOLO Uniqueness of a Laplace Solution that satisfies Dirichlet or Neumann Boundary Conditions Suppose that we have a solution Ve that satisfies the Laplace Homogeneous Differential Equation:   0, 2  FSeS rrV  in the volume V, including its boundaries . n i iSS 1  Suppose also that Dirichlet or Neumann conditions or a combination of those, are specified. In this case the solution is unique (up to an additive constant). Proof Suppose that thee exist two solutions and , and define rVe1  rVe 2      rVrVr ee 21   We have           0 1 2 2 1 1 22     SS r e r e rVrVr    
  • 242. 242 Poisson’s Non-homogeneous Differential EquationSOLO Uniqueness of a Laplace Solution that satisfies Dirichlet or Neumann Boundary Conditions If Dirichlet conditions are satisfied: Proof (continue) Let use Green’s First Identity (with G = Φ) (continue – 1)              n i i rVrV FeFeF SSonrVrVr FeFe 1 21 0 21    If Neumann conditions are satisfied:              n i i r n V r n V F e F e F SSonr n V r n V r n F e F e 1 21 0 21                         SSVV dS n dSGdvdv 2 We have   VinconstVVVindS n dv ee Dirichlet Neumann SV      21 00 End of Proof
  • 243. 243 Poisson’s Non-homogeneous Differential EquationSOLO In the same way the solution of the Poisson’s Non-homogeneous Differential Equation for the Vector Potential is: F rA                                                                          S SF S S SFV SF SS dSndS n n S SF SSSS SFV SF SS F dS rrn rA n rA rr T dv rr rAT dS rr rArA rr T dv rr rAT rA S          11 44 11 44 2 1 1 2   where VoutsidendSndS SonF VinF T        11 2 1 1 iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   Table of Contents
  • 244. 244 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION The Helmholtz Non-homogeneous Differential Equation for the Electric Scalar Potential Ve is:      trtrV tv trV eee , 1 , 1 , 2 2 2 2        We want to find the Electric Scalar Potential Ve at the point F (field) due to all the sources (S) in the volume V, including its boundaries . n i iSS 1  iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   F inside V F on the boundary of V Therefore is the vector from S to F.SF rrr     zzyyxxr 111    zzyyxxr SSSS 111    zzyyxxr FFFF 111  Let define the operator that acts only on the source coordinate .           z z y y x x SSS S 111 Sr  This is a part of the presentation “Electromagnetics” SOLO HERMELIN ELECTROMAGNETICS
  • 245. 245 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION To find the solution we need to prove the following: • GREEN’s IDENTITY       S ee V ee dSGVVGdVGVVG 22 • GREEN’s FUNCTION   FS FS FS rr v rr tt trtrG                ' ',;,  This Green’s Function is a particular solution of the following Helmholtz Non-homogeneous Differential Equation:        '4',;, 1 ',;, 2 2 2 2 ttrrtrtrG tv trtrG SFFSFSS       (continue – 1) iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   F inside V F on the boundary of V
  • 246. 246 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION • Scalar Green’s Identities       S ee V ee dSGVVGdVGVVG 22 (continue – 2) Let start from the Gauss’ Divergence Theorem    SV dSAdVA  Karl Friederich Gauss 1777-1855 where is any vector field (function of position and time) continuous and differentiable in the volume V. Let define . A  eVGA     eee VGVGVGA 2   Then        S e Gauss V ee V e dSVGdVVGVGdVVG 2 If we interchange G with Ve we obtain        S e Gauss V ee V e dSGVdVGVVGdVGV 2 Subtracting the second equation from the first we obtain First Green’s Identity Second Green’s Identity We have GEORGE GREEN 1793-1841
  • 247. 247 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION • GREEN’s FUNCTION Define the Green’s Function as a particular solution of the following Helmholtz Non-homogeneous Differential Equation:        '4',;, 1 ',;, 2 2 2 2 ttrrtrtrG tv trtrG SFFSFSS       (continue – 3) where δ (x) is the Dirac function                     1 0 00 dxx x x x   Let use the Fourier Transformation to write                                                                             3 3 3 exp 2 1 exp 2 1 exp 2 1 exp 2 1 exp 2 1 dkrrkj dkdkdkzzkyykxxkj dkzzjkdkyyjkdkxxjk zzyyxxrr SF zyxSFzSFySFx zSFzySFyxSFx SFSFSFSF       zyx zyx dkdkdkdk zkykxkk    3 111  where Paul Dirac 1902-1984 Joseph Fourier 1768-1830
  • 248. 248 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION • GREEN’s FUNCTION (continue – 1) In the same way: (continue – 4)            dttjtt 'exp 2 1 ' Therefore               'expexp 2 1 ' 3 4 ttjrrkjddkttrr SFSF     Let use the Fourier Transformation to write             'expexp,',;, 3 ttjrrkjkgddktrtrG SFFS   Hence                            'expexp 2 4 'expexp, 1 3 4 3 2 2 2 2 ttjrrkjddkttjrrkjkgddk tv SFSFS      or                                  'expexp 2 4 'expexp 1 exp'exp, 3 4 2 2 2 23 ttjrrkjddk ttj t rrkj v rrkjttjkgddk SF SFSFS      
  • 249. 249 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION • GREEN’s FUNCTION (continue – 2) Let compute: (continue – 5)                                         SFSFSFS SFzSFySFxSzyx SFzSFySFxzyxS SFzSFySFxSSSFS rrkjkrrkjkjkjrrkjkj zzkyykxxkjzjkyjkxjk zzkyykxxkjzjkyjkxjk zzkyykxxkjrrkj                           expexpexp exp111 exp111 expexp 2 2      'exp'exp 2 2 2 ttjttj t     Therefore:                            'expexp 2 4 'expexp, 3 4 2 2 23 ttjrrkjddk ttjrrkj v kkgddk SF SF         Because this is true for all k and ω, we obtain                 2 2 2 3 1 4 1 , v k kg   
  • 250. 250 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION • GREEN’s FUNCTION (continue – 3) (continue – 6)                                  'expexp 4 1 'expexp,',;, 2 2 2 3 3 3 ttjrrkj v k d dkttjrrkjkgddktrtrG SFSFFS       We can see that the integral in k has to singular points for v k   Let consider only the progressive wave, i.e. G = 0 for t > t’. To find the integral let change ω by ω + jδ where δ is a small negative number                           rkj v j k d dktrtrG FS      exp 4 1 ',;, 2 2 2 3 3 where and .SF rrr   'tt 
  • 251. 251 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION • GREEN’s FUNCTION (continue – 4) (continue – 7) In the plane ω we close the integration path by the semi-circle with and the singular points on the upper side, for τ > 0 (for t > t’)                           rkj v j k d dktrtrG FS      exp 4 1 ',;, 2 2 2 3 3 r      '00exp ttdjf UPC        '00exp ttdjf DOWNC                                 0exp 0exp exp      DOWN UP C C djf djf djf jvk  jvk  Re Im
  • 252. 252 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION • GREEN’s FUNCTION (continue – 5) (continue – 8)                                                               CC jvkjvk rkjv drkj v j k d rkj v j k d I           exp expexp 2 2 2 2 2 2 2 Let use the Cauchy Integral for a complex function f (z) continuous on a closed path C, in the complex z plane:      0 0 2lim2 0 zfjzfjdz zz zf zz C     We have:                       k kvrkj v vk jkv vk jkv rkjvj jvk rkjv j jvk rkjv jI vkvk            sinexp 2 2 exp 2 exp exp2 exp 2lim exp 2lim 2 2 0, 2 0,                      Therefore, we can write:                             k vkrkj dk v v k rkj ddktrtrG FS      sinexp 2 exp 4 1 ',;, 3 2 2 2 2 3 3  
  • 253. 253 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION • GREEN’s FUNCTION (continue – 6) (continue – 9) Let use spherical coordinates relative to vector:                             k vkrkj dk v v k rkj ddktrtrG FS      sinexp 2 exp 4 1 ',;, 3 2 2 2 2 3 3   r                  rr r r kk kk kk z y x z y x 0 0 cos sinsin cossin     dk sin dk dk     dddkkdk sin23    r x y z
  • 254. 254 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION • GREEN’s FUNCTION (continue – 7) (continue – 10)  kvd v r jkv v r jkv v r jkv v r jkv r                                                      4 expexpexpexp 1   r v rr tt v rr tt SFSF                  ''  r v r v r dx v r jx v r jx r                                                    expexp 2 11    kvd v r jkv v r jkv r v kvd v r jkv v r jkv r                                                          4 expexp 4 expexp 1                               dk j jvkjvk j jkrjkr r v 2 expexp 2 expexp               dkvkvkr r v dkvkvkr r v     sinsinsinsin 2 0                         00 0 sin 2 expexp2cosexp sin dkvk j jkrjkr r v dk jkr jkr vkk v                0 0 2 cossincosexp2 2    dkdvkjkrk v          0 0 2 0 2 2 sin sincosexp 2      dkddk k vkjkrv          k vkrkj dk v trtrG FS   sinexp 2 ',;, 3 2                   rr r r kk kk kk z y x z y x 0 0 cos sinsin cossin     dk sin dk dk     dddkkdk sin23    r x y z
  • 255. 255 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION • GREEN’s FUNCTION (continue – 8) (continue – 11) We can see that represents a progressive wave and represents a regressive wave:                    v rr tt v rr tt SFSF  ''                     v rr tt v rr tt SFSF  ''  Hence   SF SFSF FS rr v rr tt v rr tt trtrG                         '' ',;,  We shall consider only the progressive wave and use:   SF SF FS rr v rr tt trtrG                ' ',;,  Retarded Green Function The other solution is:   SF SF FS rr v rr tt trtrG                ' ',;,  Advanced Green Function
  • 256. 256 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION (continue – 12) Gustav Robert Kirchhoff 1824-1887 Let return to the Helmholtz Non-homogeneous Differential Equation for the Electric Scalar Potential Ve is:      trtrV tv trV eee , 1 , 1 , 2 2 2 2        We want to find the Electric Scalar Potential Ve at the point F (field) due to all the sources (S) in the volume V, including its boundaries  n i iSS 1  iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   F inside V F on the boundary of V Hermann von Helmholtz 1821-1894
  • 257. 257 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION (continue – 13) Since is no defined at r = 0 we define the volume V’ as the volume V minus a small sphere of radius and surface around the point F, when F is inside V, or a semi-sphere of radius and surface around the point F, when F is on the boundary of V.  rG 00 r 00 r 2 04 rSF  2 02 rSF  iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   Let define the operator that acts only on the source coordinate .Sr            z z y y x x SSS S 111 Using the Green’s Identity                      FSS SFSSeSeSSF V SFSSeSeSSF dStrtrGtrVtrVtrtrGdVtrtrGtrVtrVtrtrG ',;,',',',;,',;,',',',;, ' 22  substitute here      ', 1 ', ' 1 ', 2 2 2 2 trtrV tv trV SeSeSeS               '4',;, ' 1 ',;, 2 2 2 2 ttrrtrtrG tv trtrG FSFSFSS       we obtain                                                   FSS SFSSeeSSSF V SFSe S SF V SFSeSeSF dStrtrGtrVtrVtrtrG dVttrrtrV tr trtrG dVtrtrG t trVtrV t trtrG v ',;,',',',;, '4', ', ',;, ',;, ' ',', ' ',;, 1 ' ' 2 2 2 2 2        
  • 258. 258 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION (continue – 13) Let integrate the equation between to and choose t such that:1' tt  2' tt  21 /' tvrttt                              2 2 1 1 2 1 ''4', ', ',;, '',;, ' ',', ' ',;, 1 ' ' 2 2 2 2 2 I t t V SFSe S SF I t t V SFSeSeSF dtdVttrrtrV tr trtrG dtdVtrtrG t trVtrV t trtrG v                                                  4 2 1 3 2 1 '',;,',',',;, '',;,',',',;, I t t S SFSSeeSSSF I t t S SFSSeeSSSF dtdStrtrGtrVtrVtrtrG dtdStrtrGtrVtrVtrtrG F       
  • 259. 259 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION (continue – 14) Integral I1     0 ' ',;,',;, 21            SF SF SFSF rr v rr tt ttrtrGttrtrG     Since 21 /' tvrttt  then                         0',;, ' ',', ' ',;, 1 '',;, ' ',', ' ',;, ' 1 '',;, ' ',', ' ',;, 1 ' 2 ' 2 ' 2 2 2 2 21 2 1 2 1 2 1                                           V t t SFSeSeSF V t t SFSeSeSF t t V SFSeSeSF dVtrtrG t trVtrV t trtrG v dVdttrtrG t trVtrV t trtrG tv dVdttrtrG t trVtrV t trtrG v I        0',;, ' ',;, ' 21       ttrtrG t ttrtrG t SFSF 
  • 260. 260 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION (continue – 15) Integral I2                  2 1 ''4', ', ',;, ' 2 t t V SFSe S SF dtdVttrrtrV tr trtrGI                               2 1 2 1 '' ''',4' ',/' t t t t V SFSe V S FS dVdtttrrtrVdtdV tr rr vrtt                        ' /' 0 '' /' ',1 '',4 ',1 V vrttFS S V SFSe V vrttFS S dV rr tr dVttrrtrVdV rr tr              The integral is zero since in V’.     ' /', V FSSe dVrrvrttrV   FS rr   iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr  
  • 261. 261 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION (continue – 16) Integral I3            2 1 '',;,',',',;,3 t t S SFSSeSeSSF dSdttrtrGtrVtrVtrtrGI                                              S t t SF SF SSeSeS SF SF dSdt rr v rr tt trVtrV rr v rr tt2 1 ' ' ',', '                                                  S t t SF S SF SeSeS SF SF dSdt rrv rr tttrVtrV rr v rr tt2 1 ' 1 '',', '                                      S t t SF SF S Se dSdt rr v rr tt trV 2 1 ' ' ',    
  • 262. 262 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION (continue – 17) Integral I3 (continue – 1) But     v rr vrtt t rrvrtt rv rr tt SFS SFS rrr SF S SF                       /' ' /''  and                                                       S t t SF SF SFS Se S t t SF SF S Se dSdt v rr tt trrv rr trVdSdt rr v rr tt trV 2 1 2 1 '' ' ',' ' ',                                                   S t t SF SF SFS Se S t t SF SF SFS Se partsbyegrating dSdt v rr tt rrv rr trV t dS v rr tt rrv rr trV 2 1 2 1 ''', ' '', 0 int            
  • 263. 263 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION (continue – 18) Integral I3 (continue – 2) Therefore                                             S t t SF Se SF SFS SF SSe SF SeS dSdt v rr tttrV trrv rr rr trV rr trV I 2 1 ''', ' 1 ', ', 3                                             S vrtt Se SF SFS SF SSe SF SeS dStrV trrv rr rr trV rr trV /' ', ' 1 ', ',                                                S vrtt Se SF SF SF SSe SF Se dStrV trrv rr n rr trV rr n trV /' ', ' 1 ', ',        The last equality follows from dS n U dSnn n U dSU SS             11
  • 264. 264 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION (continue – 19) Integral I4 In the same way as for integral I4 we have             2 1 '',;,',',',;,4 t t S SFSSeSeSSF F dSdttrtrGtrVtrVtrtrGI                                     FS vrtt Se SF SFS SF SSe SF SeS dStrV trrv rr rr trV rr trV /' ', ' 1 ', ',                                                FS vrtt Se SF SF SF SSe SF Se dStrV trrv rr n rr trV rr n trV /' ', ' 1 ', ',       
  • 265. 265 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION (continue – 20) Integral I4 (continue – 1) We use since points inside V normal to and points outside V.   n r r 1 0 0  0 0 r r  nS  n1 On the sphere or the semi-spherearound the field point F with radius and surface or if the point F is inside V or on the boundary, respectively, we have  FS rrr   00 2 04 rSF  2 02 rSF          n r r rr rr rr rr rr SF SF SF FS SSFS F 1 0 0                   n rr r rrr rr rrrr rr rrrr SF SF SFSF FS SFSSF S F 1 11111 2 00 0 2 0 22         ndr r r drdS FS 12 0 0 02 0  Since we can assume mean values for all field quantities in the integral00 r iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr  
  • 266. 266 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION (continue – 21) Integral I4 (continue – 2)                                    FS vrtt Se SF SFS SF SSe SF SeS dStrV trrv rr rr trV rr trV I /' 4 ', ' 1 ', ',                              drnn rv trV t n r trV r trV vrtt SeSe SeS r 2 0 /'0 2 00 0 11 1 ', ' 1 1 ', ', lim 0                   0 0 /' 0/'0 0 0/'0 ', ' lim',lim1',lim 000                   d v r trV t dtrVdrntrV vrtt Se rvrttSe rvrttSeS r    trV SonF VinF trV SonFd VinFd FeFe , 2 4 ,2 0 4 0                                  iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr  
  • 267. 267 ELECTROMAGNETICSSOLO KIRCHHOFF’s SOLUTION OF THE SCALAR HELMHOLTZ NONHOMOGENEOUS DIFFERENTIAL EQUATION (continue – 22) SUMMARIZE The Kirchhoff’s solution to the Helmholtz Non-homogeneous Differential Equation:      trtrV tv trV eee , 1 , 1 , 2 2 2 2        is                                             S v rr tt Se SF SFS SF SSe SF SeS V v rr ttSF S Fe dStrV trrv rr rr trV rr trVT dV rr trT trV SFSF            '' ', ' 1 ', ', 4 ', 4 ,                                                         S v rr tt Se SF SF SF Se SF Se V v rr ttSF S dSndS n n dStrV trrv rr n rrn trV rr n trV T dV rr trT SF SF S            ' ' ˆ ˆ ', ' 1 ', ', 4 ', 4    Voutsiden SonF VinF T       1 2 1 1 iS nS  n i iSS 1 dV dSn  1 V Fr  Sr  F 0r SF rrr   iS nS dV dSn  1 V Fr  Sr  F 0r SF rrr   Table of Contents
  • 268. 268 SOLO References M.R. Spiegel, “Vector Analysis and an Introduction to Tensor Analysis”, Schaum’s Outline Series, McGraw-Hill, 1959 Vector Analysis H.Lass, “Vector and Tensor Analysis”, McGraw Hill, 1950 J,N, Reddy & M.L. Rasmussen, “Advanced Engineering Analysis”, John Willey, 1982, Ch.1:”Elements of Vector and Tensor Analysis” Table of Contents
  • 269. January 6, 2015 269 SOLO Technion Israeli Institute of Technology 1964 – 1968 BSc EE 1968 – 1971 MSc EE Israeli Air Force 1970 – 1974 RAFAEL Israeli Armament Development Authority 1974 – 2013 Stanford University 1983 – 1986 PhD AA