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Vector Calculus 機械工程學系 白明憲 教授

Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

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Page 1: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

Vector Calculus

機械工程學系

白明憲

教授

MingsianMingsian R R BaiBai2

Vector Calculus (field theory)

Scalar field ( )Vector field ( ) in fluid mechanics (historical origin)

Key elements in this chapter + field integrals + curvilinedifferential opera ar coordinates

+ tors

integral theorem

p p tv v t==

xxr r

s potential t+ heory

MingsianMingsian R R BaiBai3

Divergence 散度

v velocityv

ˆ n outward normal

control volume piecewise smooth orientable closely connected surface

Net outflow (flux) per unit voluInterpr me per etat unio i in t t me

BS

rarr

0

ˆdiv ( ) ( ) lim the volume of

a spatial differential operator independent of coordinate system unique value

SV

n v dSv p v p V B

Vrarr

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

sdot= nabla

lowastrarr

intr

r r

MingsianMingsian R R BaiBai4

For the Cartesian coordinates

0 1 1

0

0 1 1

for some point ( ) on the - (by 2

mean valu

ˆ ˆ

ˆˆ ˆ ˆˆ ( ) ( )2

( )2

x face x front x back

x y z xx front x front

x

xx y z x front

n v dS n v dS

xn v dS i v i v j v k dS v x y z dydz

xv x y z y z

minus minus minus

minus minus

Δ+

sdot = + sdot

Δsdot = sdot + + = +

Δ= + Δ Δ

int int int

int int int

r r

r

e theorem)

j

zΔk

i

( ) P x y z center of cube=

MingsianMingsian R R BaiBai5

0 2 2

0 2 2

0

Similarly

ˆˆ ˆ ˆˆ ( ) ( )2

for some point ( ) on the - 2

Thus the net outflow per unit volume in -direction

ˆlim

x y z xx back x back

x face

V

xn v dS i v i v j v k dS v x y z y z

xx y z x back

x

n v dS

V

minus minus

minus

rarr

Δsdot = minus sdot + + = minus minus Δ Δ

Δminus

⎧ ⎫sdot⎪⎨ ⎬⎪⎩

int int

int

r

r0 0

0

( ) ( )2 2lim

x x

x y z

x xv x y z v x y z y z

Δ Δ Δ rarr

Δ Δ⎡ ⎤+ minus minus Δ Δ⎢ ⎥⎪ ⎣ ⎦=⎪⎭

x y zΔ Δ Δ

0 0

0

( ) ( )2 2 lim

Hence the net outflow per unit volume in the 3 directi

div

ons sums up to

(space operat ) or

x xx

x

yx zvv

x xv x y z v x y z vx x

vv vx y z

Δ rarr

Δ Δ+ minus minus part

=

partpart partnabla = + +

part part part

=Δ part

r r

MingsianMingsian R R BaiBai6

Gradient 梯度

g

R

r

ec

ad

all

ient

the divergence operator div

ˆˆ ˆIn Cartesian coordinates

Define the operator

a spatial differential operator

ˆˆ ˆgr

independent

ad

of coo

v v

i j kx

u u uu u i j kx y

y

z

z

part part part

=nablasdotpart part part

nabla + +part part part

rarr

nabla = + +part part part

r r

rdinates chosen ie is invariant wrt coordinates

directional derivative ( )ˆˆ ˆLet ( )

Physical interpretation

(position vector)

ˆ( ) (

u

u u x y z r xi yj zk

u u u u udu r dx dy dz ix y z x

nabla

= = + +

part part part part part= + + = +part part part part part

r

r

方向導數

ˆˆ ˆ

ˆ ˆˆ ˆ

( ) (

ˆ

)

) ( )

( )

dr r xi yj zk

uj k idx jdy kdzy z

du x u ddu r xu dr

= + +

=

part+ sdot + +part

primerarrsdot =nabla

r r

r r可視為 的推廣

MingsianMingsian R R BaiBai7

ˆ rate of change of in the direction Di

ˆ

rectional De

( )

ˆw

rivative

here

u sdu drr u u sdr dr

drsdr

=nabla sdot = nabla sdotr

r

r

s0

ˆ( ) ( )limh

du u r hs u rdr hrarr

+ minus=r r

drv

r dr+r r

rr

oNote

ˆ

ˆ )

ˆ

ˆ(

dudr

u s

s u

d sdr

s u

=nabla sdot

= sdotnabla

rArr

nabla

nabla

sdot=

sdotθ

s

s

( )0 yxx

y

u

unabla

drdu

duslopedr

=

( )yxfu =

MingsianMingsian R R BaiBai8

ˆEx Normal gradient outward normal

Note is often written as in the PDE literature

ˆˆ ˆˆPartial derivatives If then

ˆ

Physical interpretati

n

du udn n

du u u us i j kdr

du n ud

z

n

x y

partpart

part part part= rarrpart part part

sdotnabla

max

maximum rate of increase in a direction

ˆ ˆ ˆ ˆcos ( ) cos ( )

ˆ is independent of

ˆmax occurs when ( ) 0 and

points in the direction of ma

o

n

x a

du u s u s u s u u sdr

u sdu duu s udr dr

duudr

θ θ

θ ⎛ ⎞⎜ ⎟⎝ ⎠

=nabla sdot = nabla nabla = nabla nabla

nabla

there4 nabla = = nabla

rArrnabla

Q

( )max

(interpretation 1nd

gradient search steepest desce

)

nt

duudr

⎛ ⎞⎜ ⎟⎝ ⎠

nabla =

rArr minusnabla最佳化方法 的基礎

MingsianMingsian R R BaiBai9

(interpretatDirection of ion 2 normal to the level surface ( )

On the 0 ( )

ie

level surfac

o

e

n

)udu u dr

u cdu u dr

u dr u c

nabla= nabla sdot

== = nabla sdotnabla perp =

r

r

r

unabla

dr

unabla

Q

P

1cu=

2u c=

x

y

( )u x y

x

y

Hill-climbing search in optimization

MingsianMingsian R R BaiBai10

Ex Plane equationˆˆ ˆ( ) Normal vector

Ex 0 is the necessary condition for searching extrema (from multivariate Tylor expansion)

Ex Revisit of the exampl

u x y z ax by cz d u ai bj ck

u

= + + = rArr nabla = + +

nabla =v

多變數函數求極值

2 21 1 2 2

e in Linear Algebra using method of What is the maximum and minimum distance of the origin to the following curve

Lagrange multipli s

6 8

er

5 5x x x x+ + =

MingsianMingsian R R BaiBai11

1 2

2 21 2( )

2 21 1 2 2

Sol

This problem can be posed as a problemmin max ( )

constrained optimization

5 6 5 8 0 ( )which can

objectivecost function

constraint

equatioals

nx x

J x x

st g x x x x

= +

= + + minus =

2 2 2 21 2 1 1 2 2

o be converted into an unconstrained optimization problem by defining the ( ) (5 6 5 8)where is referred to as the thatLa

L

g ora

agr

nge ften h multi

angi

plie as

an

r ph

L x x x x x xλλ

= + + + + minus

ysical meaning in certain problemsThus the extreme values of will occur wh en or L J gJ nabla = nabla nabla0

MingsianMingsian R R BaiBai12

1 1 21

2 1 22

2 21 1 2 2

1 2 1 2

2 (10 6 ) 0 (1)

2 (6 10 ) 0 (2)

5 6 5 8 0 (constraint)

(1) (2) (2 16 )( ) 0 18 or (3)Substituting Eq (3) into Eqs (1) and (2) l

L x x xxL x x xxL x x x x

x x x x

λ

λ

λλ λ

part = + + =partpart = + + =partpart = + + minus =part+ + + = rArr = minus = minus

1 2 1 2eads to

and which corresponds to 14Thus minimummaximum distance 12x x x x J= = minus =

=

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
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Page 2: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai2

Vector Calculus (field theory)

Scalar field ( )Vector field ( ) in fluid mechanics (historical origin)

Key elements in this chapter + field integrals + curvilinedifferential opera ar coordinates

+ tors

integral theorem

p p tv v t==

xxr r

s potential t+ heory

MingsianMingsian R R BaiBai3

Divergence 散度

v velocityv

ˆ n outward normal

control volume piecewise smooth orientable closely connected surface

Net outflow (flux) per unit voluInterpr me per etat unio i in t t me

BS

rarr

0

ˆdiv ( ) ( ) lim the volume of

a spatial differential operator independent of coordinate system unique value

SV

n v dSv p v p V B

Vrarr

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

sdot= nabla

lowastrarr

intr

r r

MingsianMingsian R R BaiBai4

For the Cartesian coordinates

0 1 1

0

0 1 1

for some point ( ) on the - (by 2

mean valu

ˆ ˆ

ˆˆ ˆ ˆˆ ( ) ( )2

( )2

x face x front x back

x y z xx front x front

x

xx y z x front

n v dS n v dS

xn v dS i v i v j v k dS v x y z dydz

xv x y z y z

minus minus minus

minus minus

Δ+

sdot = + sdot

Δsdot = sdot + + = +

Δ= + Δ Δ

int int int

int int int

r r

r

e theorem)

j

zΔk

i

( ) P x y z center of cube=

MingsianMingsian R R BaiBai5

0 2 2

0 2 2

0

Similarly

ˆˆ ˆ ˆˆ ( ) ( )2

for some point ( ) on the - 2

Thus the net outflow per unit volume in -direction

ˆlim

x y z xx back x back

x face

V

xn v dS i v i v j v k dS v x y z y z

xx y z x back

x

n v dS

V

minus minus

minus

rarr

Δsdot = minus sdot + + = minus minus Δ Δ

Δminus

⎧ ⎫sdot⎪⎨ ⎬⎪⎩

int int

int

r

r0 0

0

( ) ( )2 2lim

x x

x y z

x xv x y z v x y z y z

Δ Δ Δ rarr

Δ Δ⎡ ⎤+ minus minus Δ Δ⎢ ⎥⎪ ⎣ ⎦=⎪⎭

x y zΔ Δ Δ

0 0

0

( ) ( )2 2 lim

Hence the net outflow per unit volume in the 3 directi

div

ons sums up to

(space operat ) or

x xx

x

yx zvv

x xv x y z v x y z vx x

vv vx y z

Δ rarr

Δ Δ+ minus minus part

=

partpart partnabla = + +

part part part

=Δ part

r r

MingsianMingsian R R BaiBai6

Gradient 梯度

g

R

r

ec

ad

all

ient

the divergence operator div

ˆˆ ˆIn Cartesian coordinates

Define the operator

a spatial differential operator

ˆˆ ˆgr

independent

ad

of coo

v v

i j kx

u u uu u i j kx y

y

z

z

part part part

=nablasdotpart part part

nabla + +part part part

rarr

nabla = + +part part part

r r

rdinates chosen ie is invariant wrt coordinates

directional derivative ( )ˆˆ ˆLet ( )

Physical interpretation

(position vector)

ˆ( ) (

u

u u x y z r xi yj zk

u u u u udu r dx dy dz ix y z x

nabla

= = + +

part part part part part= + + = +part part part part part

r

r

方向導數

ˆˆ ˆ

ˆ ˆˆ ˆ

( ) (

ˆ

)

) ( )

( )

dr r xi yj zk

uj k idx jdy kdzy z

du x u ddu r xu dr

= + +

=

part+ sdot + +part

primerarrsdot =nabla

r r

r r可視為 的推廣

MingsianMingsian R R BaiBai7

ˆ rate of change of in the direction Di

ˆ

rectional De

( )

ˆw

rivative

here

u sdu drr u u sdr dr

drsdr

=nabla sdot = nabla sdotr

r

r

s0

ˆ( ) ( )limh

du u r hs u rdr hrarr

+ minus=r r

drv

r dr+r r

rr

oNote

ˆ

ˆ )

ˆ

ˆ(

dudr

u s

s u

d sdr

s u

=nabla sdot

= sdotnabla

rArr

nabla

nabla

sdot=

sdotθ

s

s

( )0 yxx

y

u

unabla

drdu

duslopedr

=

( )yxfu =

MingsianMingsian R R BaiBai8

ˆEx Normal gradient outward normal

Note is often written as in the PDE literature

ˆˆ ˆˆPartial derivatives If then

ˆ

Physical interpretati

n

du udn n

du u u us i j kdr

du n ud

z

n

x y

partpart

part part part= rarrpart part part

sdotnabla

max

maximum rate of increase in a direction

ˆ ˆ ˆ ˆcos ( ) cos ( )

ˆ is independent of

ˆmax occurs when ( ) 0 and

points in the direction of ma

o

n

x a

du u s u s u s u u sdr

u sdu duu s udr dr

duudr

θ θ

θ ⎛ ⎞⎜ ⎟⎝ ⎠

=nabla sdot = nabla nabla = nabla nabla

nabla

there4 nabla = = nabla

rArrnabla

Q

( )max

(interpretation 1nd

gradient search steepest desce

)

nt

duudr

⎛ ⎞⎜ ⎟⎝ ⎠

nabla =

rArr minusnabla最佳化方法 的基礎

MingsianMingsian R R BaiBai9

(interpretatDirection of ion 2 normal to the level surface ( )

On the 0 ( )

ie

level surfac

o

e

n

)udu u dr

u cdu u dr

u dr u c

nabla= nabla sdot

== = nabla sdotnabla perp =

r

r

r

unabla

dr

unabla

Q

P

1cu=

2u c=

x

y

( )u x y

x

y

Hill-climbing search in optimization

MingsianMingsian R R BaiBai10

Ex Plane equationˆˆ ˆ( ) Normal vector

Ex 0 is the necessary condition for searching extrema (from multivariate Tylor expansion)

Ex Revisit of the exampl

u x y z ax by cz d u ai bj ck

u

= + + = rArr nabla = + +

nabla =v

多變數函數求極值

2 21 1 2 2

e in Linear Algebra using method of What is the maximum and minimum distance of the origin to the following curve

Lagrange multipli s

6 8

er

5 5x x x x+ + =

MingsianMingsian R R BaiBai11

1 2

2 21 2( )

2 21 1 2 2

Sol

This problem can be posed as a problemmin max ( )

constrained optimization

5 6 5 8 0 ( )which can

objectivecost function

constraint

equatioals

nx x

J x x

st g x x x x

= +

= + + minus =

2 2 2 21 2 1 1 2 2

o be converted into an unconstrained optimization problem by defining the ( ) (5 6 5 8)where is referred to as the thatLa

L

g ora

agr

nge ften h multi

angi

plie as

an

r ph

L x x x x x xλλ

= + + + + minus

ysical meaning in certain problemsThus the extreme values of will occur wh en or L J gJ nabla = nabla nabla0

MingsianMingsian R R BaiBai12

1 1 21

2 1 22

2 21 1 2 2

1 2 1 2

2 (10 6 ) 0 (1)

2 (6 10 ) 0 (2)

5 6 5 8 0 (constraint)

(1) (2) (2 16 )( ) 0 18 or (3)Substituting Eq (3) into Eqs (1) and (2) l

L x x xxL x x xxL x x x x

x x x x

λ

λ

λλ λ

part = + + =partpart = + + =partpart = + + minus =part+ + + = rArr = minus = minus

1 2 1 2eads to

and which corresponds to 14Thus minimummaximum distance 12x x x x J= = minus =

=

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
  • 投影片編號 64
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Page 3: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai3

Divergence 散度

v velocityv

ˆ n outward normal

control volume piecewise smooth orientable closely connected surface

Net outflow (flux) per unit voluInterpr me per etat unio i in t t me

BS

rarr

0

ˆdiv ( ) ( ) lim the volume of

a spatial differential operator independent of coordinate system unique value

SV

n v dSv p v p V B

Vrarr

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

sdot= nabla

lowastrarr

intr

r r

MingsianMingsian R R BaiBai4

For the Cartesian coordinates

0 1 1

0

0 1 1

for some point ( ) on the - (by 2

mean valu

ˆ ˆ

ˆˆ ˆ ˆˆ ( ) ( )2

( )2

x face x front x back

x y z xx front x front

x

xx y z x front

n v dS n v dS

xn v dS i v i v j v k dS v x y z dydz

xv x y z y z

minus minus minus

minus minus

Δ+

sdot = + sdot

Δsdot = sdot + + = +

Δ= + Δ Δ

int int int

int int int

r r

r

e theorem)

j

zΔk

i

( ) P x y z center of cube=

MingsianMingsian R R BaiBai5

0 2 2

0 2 2

0

Similarly

ˆˆ ˆ ˆˆ ( ) ( )2

for some point ( ) on the - 2

Thus the net outflow per unit volume in -direction

ˆlim

x y z xx back x back

x face

V

xn v dS i v i v j v k dS v x y z y z

xx y z x back

x

n v dS

V

minus minus

minus

rarr

Δsdot = minus sdot + + = minus minus Δ Δ

Δminus

⎧ ⎫sdot⎪⎨ ⎬⎪⎩

int int

int

r

r0 0

0

( ) ( )2 2lim

x x

x y z

x xv x y z v x y z y z

Δ Δ Δ rarr

Δ Δ⎡ ⎤+ minus minus Δ Δ⎢ ⎥⎪ ⎣ ⎦=⎪⎭

x y zΔ Δ Δ

0 0

0

( ) ( )2 2 lim

Hence the net outflow per unit volume in the 3 directi

div

ons sums up to

(space operat ) or

x xx

x

yx zvv

x xv x y z v x y z vx x

vv vx y z

Δ rarr

Δ Δ+ minus minus part

=

partpart partnabla = + +

part part part

=Δ part

r r

MingsianMingsian R R BaiBai6

Gradient 梯度

g

R

r

ec

ad

all

ient

the divergence operator div

ˆˆ ˆIn Cartesian coordinates

Define the operator

a spatial differential operator

ˆˆ ˆgr

independent

ad

of coo

v v

i j kx

u u uu u i j kx y

y

z

z

part part part

=nablasdotpart part part

nabla + +part part part

rarr

nabla = + +part part part

r r

rdinates chosen ie is invariant wrt coordinates

directional derivative ( )ˆˆ ˆLet ( )

Physical interpretation

(position vector)

ˆ( ) (

u

u u x y z r xi yj zk

u u u u udu r dx dy dz ix y z x

nabla

= = + +

part part part part part= + + = +part part part part part

r

r

方向導數

ˆˆ ˆ

ˆ ˆˆ ˆ

( ) (

ˆ

)

) ( )

( )

dr r xi yj zk

uj k idx jdy kdzy z

du x u ddu r xu dr

= + +

=

part+ sdot + +part

primerarrsdot =nabla

r r

r r可視為 的推廣

MingsianMingsian R R BaiBai7

ˆ rate of change of in the direction Di

ˆ

rectional De

( )

ˆw

rivative

here

u sdu drr u u sdr dr

drsdr

=nabla sdot = nabla sdotr

r

r

s0

ˆ( ) ( )limh

du u r hs u rdr hrarr

+ minus=r r

drv

r dr+r r

rr

oNote

ˆ

ˆ )

ˆ

ˆ(

dudr

u s

s u

d sdr

s u

=nabla sdot

= sdotnabla

rArr

nabla

nabla

sdot=

sdotθ

s

s

( )0 yxx

y

u

unabla

drdu

duslopedr

=

( )yxfu =

MingsianMingsian R R BaiBai8

ˆEx Normal gradient outward normal

Note is often written as in the PDE literature

ˆˆ ˆˆPartial derivatives If then

ˆ

Physical interpretati

n

du udn n

du u u us i j kdr

du n ud

z

n

x y

partpart

part part part= rarrpart part part

sdotnabla

max

maximum rate of increase in a direction

ˆ ˆ ˆ ˆcos ( ) cos ( )

ˆ is independent of

ˆmax occurs when ( ) 0 and

points in the direction of ma

o

n

x a

du u s u s u s u u sdr

u sdu duu s udr dr

duudr

θ θ

θ ⎛ ⎞⎜ ⎟⎝ ⎠

=nabla sdot = nabla nabla = nabla nabla

nabla

there4 nabla = = nabla

rArrnabla

Q

( )max

(interpretation 1nd

gradient search steepest desce

)

nt

duudr

⎛ ⎞⎜ ⎟⎝ ⎠

nabla =

rArr minusnabla最佳化方法 的基礎

MingsianMingsian R R BaiBai9

(interpretatDirection of ion 2 normal to the level surface ( )

On the 0 ( )

ie

level surfac

o

e

n

)udu u dr

u cdu u dr

u dr u c

nabla= nabla sdot

== = nabla sdotnabla perp =

r

r

r

unabla

dr

unabla

Q

P

1cu=

2u c=

x

y

( )u x y

x

y

Hill-climbing search in optimization

MingsianMingsian R R BaiBai10

Ex Plane equationˆˆ ˆ( ) Normal vector

Ex 0 is the necessary condition for searching extrema (from multivariate Tylor expansion)

Ex Revisit of the exampl

u x y z ax by cz d u ai bj ck

u

= + + = rArr nabla = + +

nabla =v

多變數函數求極值

2 21 1 2 2

e in Linear Algebra using method of What is the maximum and minimum distance of the origin to the following curve

Lagrange multipli s

6 8

er

5 5x x x x+ + =

MingsianMingsian R R BaiBai11

1 2

2 21 2( )

2 21 1 2 2

Sol

This problem can be posed as a problemmin max ( )

constrained optimization

5 6 5 8 0 ( )which can

objectivecost function

constraint

equatioals

nx x

J x x

st g x x x x

= +

= + + minus =

2 2 2 21 2 1 1 2 2

o be converted into an unconstrained optimization problem by defining the ( ) (5 6 5 8)where is referred to as the thatLa

L

g ora

agr

nge ften h multi

angi

plie as

an

r ph

L x x x x x xλλ

= + + + + minus

ysical meaning in certain problemsThus the extreme values of will occur wh en or L J gJ nabla = nabla nabla0

MingsianMingsian R R BaiBai12

1 1 21

2 1 22

2 21 1 2 2

1 2 1 2

2 (10 6 ) 0 (1)

2 (6 10 ) 0 (2)

5 6 5 8 0 (constraint)

(1) (2) (2 16 )( ) 0 18 or (3)Substituting Eq (3) into Eqs (1) and (2) l

L x x xxL x x xxL x x x x

x x x x

λ

λ

λλ λ

part = + + =partpart = + + =partpart = + + minus =part+ + + = rArr = minus = minus

1 2 1 2eads to

and which corresponds to 14Thus minimummaximum distance 12x x x x J= = minus =

=

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
  • 投影片編號 64
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Page 4: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai4

For the Cartesian coordinates

0 1 1

0

0 1 1

for some point ( ) on the - (by 2

mean valu

ˆ ˆ

ˆˆ ˆ ˆˆ ( ) ( )2

( )2

x face x front x back

x y z xx front x front

x

xx y z x front

n v dS n v dS

xn v dS i v i v j v k dS v x y z dydz

xv x y z y z

minus minus minus

minus minus

Δ+

sdot = + sdot

Δsdot = sdot + + = +

Δ= + Δ Δ

int int int

int int int

r r

r

e theorem)

j

zΔk

i

( ) P x y z center of cube=

MingsianMingsian R R BaiBai5

0 2 2

0 2 2

0

Similarly

ˆˆ ˆ ˆˆ ( ) ( )2

for some point ( ) on the - 2

Thus the net outflow per unit volume in -direction

ˆlim

x y z xx back x back

x face

V

xn v dS i v i v j v k dS v x y z y z

xx y z x back

x

n v dS

V

minus minus

minus

rarr

Δsdot = minus sdot + + = minus minus Δ Δ

Δminus

⎧ ⎫sdot⎪⎨ ⎬⎪⎩

int int

int

r

r0 0

0

( ) ( )2 2lim

x x

x y z

x xv x y z v x y z y z

Δ Δ Δ rarr

Δ Δ⎡ ⎤+ minus minus Δ Δ⎢ ⎥⎪ ⎣ ⎦=⎪⎭

x y zΔ Δ Δ

0 0

0

( ) ( )2 2 lim

Hence the net outflow per unit volume in the 3 directi

div

ons sums up to

(space operat ) or

x xx

x

yx zvv

x xv x y z v x y z vx x

vv vx y z

Δ rarr

Δ Δ+ minus minus part

=

partpart partnabla = + +

part part part

=Δ part

r r

MingsianMingsian R R BaiBai6

Gradient 梯度

g

R

r

ec

ad

all

ient

the divergence operator div

ˆˆ ˆIn Cartesian coordinates

Define the operator

a spatial differential operator

ˆˆ ˆgr

independent

ad

of coo

v v

i j kx

u u uu u i j kx y

y

z

z

part part part

=nablasdotpart part part

nabla + +part part part

rarr

nabla = + +part part part

r r

rdinates chosen ie is invariant wrt coordinates

directional derivative ( )ˆˆ ˆLet ( )

Physical interpretation

(position vector)

ˆ( ) (

u

u u x y z r xi yj zk

u u u u udu r dx dy dz ix y z x

nabla

= = + +

part part part part part= + + = +part part part part part

r

r

方向導數

ˆˆ ˆ

ˆ ˆˆ ˆ

( ) (

ˆ

)

) ( )

( )

dr r xi yj zk

uj k idx jdy kdzy z

du x u ddu r xu dr

= + +

=

part+ sdot + +part

primerarrsdot =nabla

r r

r r可視為 的推廣

MingsianMingsian R R BaiBai7

ˆ rate of change of in the direction Di

ˆ

rectional De

( )

ˆw

rivative

here

u sdu drr u u sdr dr

drsdr

=nabla sdot = nabla sdotr

r

r

s0

ˆ( ) ( )limh

du u r hs u rdr hrarr

+ minus=r r

drv

r dr+r r

rr

oNote

ˆ

ˆ )

ˆ

ˆ(

dudr

u s

s u

d sdr

s u

=nabla sdot

= sdotnabla

rArr

nabla

nabla

sdot=

sdotθ

s

s

( )0 yxx

y

u

unabla

drdu

duslopedr

=

( )yxfu =

MingsianMingsian R R BaiBai8

ˆEx Normal gradient outward normal

Note is often written as in the PDE literature

ˆˆ ˆˆPartial derivatives If then

ˆ

Physical interpretati

n

du udn n

du u u us i j kdr

du n ud

z

n

x y

partpart

part part part= rarrpart part part

sdotnabla

max

maximum rate of increase in a direction

ˆ ˆ ˆ ˆcos ( ) cos ( )

ˆ is independent of

ˆmax occurs when ( ) 0 and

points in the direction of ma

o

n

x a

du u s u s u s u u sdr

u sdu duu s udr dr

duudr

θ θ

θ ⎛ ⎞⎜ ⎟⎝ ⎠

=nabla sdot = nabla nabla = nabla nabla

nabla

there4 nabla = = nabla

rArrnabla

Q

( )max

(interpretation 1nd

gradient search steepest desce

)

nt

duudr

⎛ ⎞⎜ ⎟⎝ ⎠

nabla =

rArr minusnabla最佳化方法 的基礎

MingsianMingsian R R BaiBai9

(interpretatDirection of ion 2 normal to the level surface ( )

On the 0 ( )

ie

level surfac

o

e

n

)udu u dr

u cdu u dr

u dr u c

nabla= nabla sdot

== = nabla sdotnabla perp =

r

r

r

unabla

dr

unabla

Q

P

1cu=

2u c=

x

y

( )u x y

x

y

Hill-climbing search in optimization

MingsianMingsian R R BaiBai10

Ex Plane equationˆˆ ˆ( ) Normal vector

Ex 0 is the necessary condition for searching extrema (from multivariate Tylor expansion)

Ex Revisit of the exampl

u x y z ax by cz d u ai bj ck

u

= + + = rArr nabla = + +

nabla =v

多變數函數求極值

2 21 1 2 2

e in Linear Algebra using method of What is the maximum and minimum distance of the origin to the following curve

Lagrange multipli s

6 8

er

5 5x x x x+ + =

MingsianMingsian R R BaiBai11

1 2

2 21 2( )

2 21 1 2 2

Sol

This problem can be posed as a problemmin max ( )

constrained optimization

5 6 5 8 0 ( )which can

objectivecost function

constraint

equatioals

nx x

J x x

st g x x x x

= +

= + + minus =

2 2 2 21 2 1 1 2 2

o be converted into an unconstrained optimization problem by defining the ( ) (5 6 5 8)where is referred to as the thatLa

L

g ora

agr

nge ften h multi

angi

plie as

an

r ph

L x x x x x xλλ

= + + + + minus

ysical meaning in certain problemsThus the extreme values of will occur wh en or L J gJ nabla = nabla nabla0

MingsianMingsian R R BaiBai12

1 1 21

2 1 22

2 21 1 2 2

1 2 1 2

2 (10 6 ) 0 (1)

2 (6 10 ) 0 (2)

5 6 5 8 0 (constraint)

(1) (2) (2 16 )( ) 0 18 or (3)Substituting Eq (3) into Eqs (1) and (2) l

L x x xxL x x xxL x x x x

x x x x

λ

λ

λλ λ

part = + + =partpart = + + =partpart = + + minus =part+ + + = rArr = minus = minus

1 2 1 2eads to

and which corresponds to 14Thus minimummaximum distance 12x x x x J= = minus =

=

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
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Page 5: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai5

0 2 2

0 2 2

0

Similarly

ˆˆ ˆ ˆˆ ( ) ( )2

for some point ( ) on the - 2

Thus the net outflow per unit volume in -direction

ˆlim

x y z xx back x back

x face

V

xn v dS i v i v j v k dS v x y z y z

xx y z x back

x

n v dS

V

minus minus

minus

rarr

Δsdot = minus sdot + + = minus minus Δ Δ

Δminus

⎧ ⎫sdot⎪⎨ ⎬⎪⎩

int int

int

r

r0 0

0

( ) ( )2 2lim

x x

x y z

x xv x y z v x y z y z

Δ Δ Δ rarr

Δ Δ⎡ ⎤+ minus minus Δ Δ⎢ ⎥⎪ ⎣ ⎦=⎪⎭

x y zΔ Δ Δ

0 0

0

( ) ( )2 2 lim

Hence the net outflow per unit volume in the 3 directi

div

ons sums up to

(space operat ) or

x xx

x

yx zvv

x xv x y z v x y z vx x

vv vx y z

Δ rarr

Δ Δ+ minus minus part

=

partpart partnabla = + +

part part part

=Δ part

r r

MingsianMingsian R R BaiBai6

Gradient 梯度

g

R

r

ec

ad

all

ient

the divergence operator div

ˆˆ ˆIn Cartesian coordinates

Define the operator

a spatial differential operator

ˆˆ ˆgr

independent

ad

of coo

v v

i j kx

u u uu u i j kx y

y

z

z

part part part

=nablasdotpart part part

nabla + +part part part

rarr

nabla = + +part part part

r r

rdinates chosen ie is invariant wrt coordinates

directional derivative ( )ˆˆ ˆLet ( )

Physical interpretation

(position vector)

ˆ( ) (

u

u u x y z r xi yj zk

u u u u udu r dx dy dz ix y z x

nabla

= = + +

part part part part part= + + = +part part part part part

r

r

方向導數

ˆˆ ˆ

ˆ ˆˆ ˆ

( ) (

ˆ

)

) ( )

( )

dr r xi yj zk

uj k idx jdy kdzy z

du x u ddu r xu dr

= + +

=

part+ sdot + +part

primerarrsdot =nabla

r r

r r可視為 的推廣

MingsianMingsian R R BaiBai7

ˆ rate of change of in the direction Di

ˆ

rectional De

( )

ˆw

rivative

here

u sdu drr u u sdr dr

drsdr

=nabla sdot = nabla sdotr

r

r

s0

ˆ( ) ( )limh

du u r hs u rdr hrarr

+ minus=r r

drv

r dr+r r

rr

oNote

ˆ

ˆ )

ˆ

ˆ(

dudr

u s

s u

d sdr

s u

=nabla sdot

= sdotnabla

rArr

nabla

nabla

sdot=

sdotθ

s

s

( )0 yxx

y

u

unabla

drdu

duslopedr

=

( )yxfu =

MingsianMingsian R R BaiBai8

ˆEx Normal gradient outward normal

Note is often written as in the PDE literature

ˆˆ ˆˆPartial derivatives If then

ˆ

Physical interpretati

n

du udn n

du u u us i j kdr

du n ud

z

n

x y

partpart

part part part= rarrpart part part

sdotnabla

max

maximum rate of increase in a direction

ˆ ˆ ˆ ˆcos ( ) cos ( )

ˆ is independent of

ˆmax occurs when ( ) 0 and

points in the direction of ma

o

n

x a

du u s u s u s u u sdr

u sdu duu s udr dr

duudr

θ θ

θ ⎛ ⎞⎜ ⎟⎝ ⎠

=nabla sdot = nabla nabla = nabla nabla

nabla

there4 nabla = = nabla

rArrnabla

Q

( )max

(interpretation 1nd

gradient search steepest desce

)

nt

duudr

⎛ ⎞⎜ ⎟⎝ ⎠

nabla =

rArr minusnabla最佳化方法 的基礎

MingsianMingsian R R BaiBai9

(interpretatDirection of ion 2 normal to the level surface ( )

On the 0 ( )

ie

level surfac

o

e

n

)udu u dr

u cdu u dr

u dr u c

nabla= nabla sdot

== = nabla sdotnabla perp =

r

r

r

unabla

dr

unabla

Q

P

1cu=

2u c=

x

y

( )u x y

x

y

Hill-climbing search in optimization

MingsianMingsian R R BaiBai10

Ex Plane equationˆˆ ˆ( ) Normal vector

Ex 0 is the necessary condition for searching extrema (from multivariate Tylor expansion)

Ex Revisit of the exampl

u x y z ax by cz d u ai bj ck

u

= + + = rArr nabla = + +

nabla =v

多變數函數求極值

2 21 1 2 2

e in Linear Algebra using method of What is the maximum and minimum distance of the origin to the following curve

Lagrange multipli s

6 8

er

5 5x x x x+ + =

MingsianMingsian R R BaiBai11

1 2

2 21 2( )

2 21 1 2 2

Sol

This problem can be posed as a problemmin max ( )

constrained optimization

5 6 5 8 0 ( )which can

objectivecost function

constraint

equatioals

nx x

J x x

st g x x x x

= +

= + + minus =

2 2 2 21 2 1 1 2 2

o be converted into an unconstrained optimization problem by defining the ( ) (5 6 5 8)where is referred to as the thatLa

L

g ora

agr

nge ften h multi

angi

plie as

an

r ph

L x x x x x xλλ

= + + + + minus

ysical meaning in certain problemsThus the extreme values of will occur wh en or L J gJ nabla = nabla nabla0

MingsianMingsian R R BaiBai12

1 1 21

2 1 22

2 21 1 2 2

1 2 1 2

2 (10 6 ) 0 (1)

2 (6 10 ) 0 (2)

5 6 5 8 0 (constraint)

(1) (2) (2 16 )( ) 0 18 or (3)Substituting Eq (3) into Eqs (1) and (2) l

L x x xxL x x xxL x x x x

x x x x

λ

λ

λλ λ

part = + + =partpart = + + =partpart = + + minus =part+ + + = rArr = minus = minus

1 2 1 2eads to

and which corresponds to 14Thus minimummaximum distance 12x x x x J= = minus =

=

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
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Page 6: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai6

Gradient 梯度

g

R

r

ec

ad

all

ient

the divergence operator div

ˆˆ ˆIn Cartesian coordinates

Define the operator

a spatial differential operator

ˆˆ ˆgr

independent

ad

of coo

v v

i j kx

u u uu u i j kx y

y

z

z

part part part

=nablasdotpart part part

nabla + +part part part

rarr

nabla = + +part part part

r r

rdinates chosen ie is invariant wrt coordinates

directional derivative ( )ˆˆ ˆLet ( )

Physical interpretation

(position vector)

ˆ( ) (

u

u u x y z r xi yj zk

u u u u udu r dx dy dz ix y z x

nabla

= = + +

part part part part part= + + = +part part part part part

r

r

方向導數

ˆˆ ˆ

ˆ ˆˆ ˆ

( ) (

ˆ

)

) ( )

( )

dr r xi yj zk

uj k idx jdy kdzy z

du x u ddu r xu dr

= + +

=

part+ sdot + +part

primerarrsdot =nabla

r r

r r可視為 的推廣

MingsianMingsian R R BaiBai7

ˆ rate of change of in the direction Di

ˆ

rectional De

( )

ˆw

rivative

here

u sdu drr u u sdr dr

drsdr

=nabla sdot = nabla sdotr

r

r

s0

ˆ( ) ( )limh

du u r hs u rdr hrarr

+ minus=r r

drv

r dr+r r

rr

oNote

ˆ

ˆ )

ˆ

ˆ(

dudr

u s

s u

d sdr

s u

=nabla sdot

= sdotnabla

rArr

nabla

nabla

sdot=

sdotθ

s

s

( )0 yxx

y

u

unabla

drdu

duslopedr

=

( )yxfu =

MingsianMingsian R R BaiBai8

ˆEx Normal gradient outward normal

Note is often written as in the PDE literature

ˆˆ ˆˆPartial derivatives If then

ˆ

Physical interpretati

n

du udn n

du u u us i j kdr

du n ud

z

n

x y

partpart

part part part= rarrpart part part

sdotnabla

max

maximum rate of increase in a direction

ˆ ˆ ˆ ˆcos ( ) cos ( )

ˆ is independent of

ˆmax occurs when ( ) 0 and

points in the direction of ma

o

n

x a

du u s u s u s u u sdr

u sdu duu s udr dr

duudr

θ θ

θ ⎛ ⎞⎜ ⎟⎝ ⎠

=nabla sdot = nabla nabla = nabla nabla

nabla

there4 nabla = = nabla

rArrnabla

Q

( )max

(interpretation 1nd

gradient search steepest desce

)

nt

duudr

⎛ ⎞⎜ ⎟⎝ ⎠

nabla =

rArr minusnabla最佳化方法 的基礎

MingsianMingsian R R BaiBai9

(interpretatDirection of ion 2 normal to the level surface ( )

On the 0 ( )

ie

level surfac

o

e

n

)udu u dr

u cdu u dr

u dr u c

nabla= nabla sdot

== = nabla sdotnabla perp =

r

r

r

unabla

dr

unabla

Q

P

1cu=

2u c=

x

y

( )u x y

x

y

Hill-climbing search in optimization

MingsianMingsian R R BaiBai10

Ex Plane equationˆˆ ˆ( ) Normal vector

Ex 0 is the necessary condition for searching extrema (from multivariate Tylor expansion)

Ex Revisit of the exampl

u x y z ax by cz d u ai bj ck

u

= + + = rArr nabla = + +

nabla =v

多變數函數求極值

2 21 1 2 2

e in Linear Algebra using method of What is the maximum and minimum distance of the origin to the following curve

Lagrange multipli s

6 8

er

5 5x x x x+ + =

MingsianMingsian R R BaiBai11

1 2

2 21 2( )

2 21 1 2 2

Sol

This problem can be posed as a problemmin max ( )

constrained optimization

5 6 5 8 0 ( )which can

objectivecost function

constraint

equatioals

nx x

J x x

st g x x x x

= +

= + + minus =

2 2 2 21 2 1 1 2 2

o be converted into an unconstrained optimization problem by defining the ( ) (5 6 5 8)where is referred to as the thatLa

L

g ora

agr

nge ften h multi

angi

plie as

an

r ph

L x x x x x xλλ

= + + + + minus

ysical meaning in certain problemsThus the extreme values of will occur wh en or L J gJ nabla = nabla nabla0

MingsianMingsian R R BaiBai12

1 1 21

2 1 22

2 21 1 2 2

1 2 1 2

2 (10 6 ) 0 (1)

2 (6 10 ) 0 (2)

5 6 5 8 0 (constraint)

(1) (2) (2 16 )( ) 0 18 or (3)Substituting Eq (3) into Eqs (1) and (2) l

L x x xxL x x xxL x x x x

x x x x

λ

λ

λλ λ

part = + + =partpart = + + =partpart = + + minus =part+ + + = rArr = minus = minus

1 2 1 2eads to

and which corresponds to 14Thus minimummaximum distance 12x x x x J= = minus =

=

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
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Page 7: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai7

ˆ rate of change of in the direction Di

ˆ

rectional De

( )

ˆw

rivative

here

u sdu drr u u sdr dr

drsdr

=nabla sdot = nabla sdotr

r

r

s0

ˆ( ) ( )limh

du u r hs u rdr hrarr

+ minus=r r

drv

r dr+r r

rr

oNote

ˆ

ˆ )

ˆ

ˆ(

dudr

u s

s u

d sdr

s u

=nabla sdot

= sdotnabla

rArr

nabla

nabla

sdot=

sdotθ

s

s

( )0 yxx

y

u

unabla

drdu

duslopedr

=

( )yxfu =

MingsianMingsian R R BaiBai8

ˆEx Normal gradient outward normal

Note is often written as in the PDE literature

ˆˆ ˆˆPartial derivatives If then

ˆ

Physical interpretati

n

du udn n

du u u us i j kdr

du n ud

z

n

x y

partpart

part part part= rarrpart part part

sdotnabla

max

maximum rate of increase in a direction

ˆ ˆ ˆ ˆcos ( ) cos ( )

ˆ is independent of

ˆmax occurs when ( ) 0 and

points in the direction of ma

o

n

x a

du u s u s u s u u sdr

u sdu duu s udr dr

duudr

θ θ

θ ⎛ ⎞⎜ ⎟⎝ ⎠

=nabla sdot = nabla nabla = nabla nabla

nabla

there4 nabla = = nabla

rArrnabla

Q

( )max

(interpretation 1nd

gradient search steepest desce

)

nt

duudr

⎛ ⎞⎜ ⎟⎝ ⎠

nabla =

rArr minusnabla最佳化方法 的基礎

MingsianMingsian R R BaiBai9

(interpretatDirection of ion 2 normal to the level surface ( )

On the 0 ( )

ie

level surfac

o

e

n

)udu u dr

u cdu u dr

u dr u c

nabla= nabla sdot

== = nabla sdotnabla perp =

r

r

r

unabla

dr

unabla

Q

P

1cu=

2u c=

x

y

( )u x y

x

y

Hill-climbing search in optimization

MingsianMingsian R R BaiBai10

Ex Plane equationˆˆ ˆ( ) Normal vector

Ex 0 is the necessary condition for searching extrema (from multivariate Tylor expansion)

Ex Revisit of the exampl

u x y z ax by cz d u ai bj ck

u

= + + = rArr nabla = + +

nabla =v

多變數函數求極值

2 21 1 2 2

e in Linear Algebra using method of What is the maximum and minimum distance of the origin to the following curve

Lagrange multipli s

6 8

er

5 5x x x x+ + =

MingsianMingsian R R BaiBai11

1 2

2 21 2( )

2 21 1 2 2

Sol

This problem can be posed as a problemmin max ( )

constrained optimization

5 6 5 8 0 ( )which can

objectivecost function

constraint

equatioals

nx x

J x x

st g x x x x

= +

= + + minus =

2 2 2 21 2 1 1 2 2

o be converted into an unconstrained optimization problem by defining the ( ) (5 6 5 8)where is referred to as the thatLa

L

g ora

agr

nge ften h multi

angi

plie as

an

r ph

L x x x x x xλλ

= + + + + minus

ysical meaning in certain problemsThus the extreme values of will occur wh en or L J gJ nabla = nabla nabla0

MingsianMingsian R R BaiBai12

1 1 21

2 1 22

2 21 1 2 2

1 2 1 2

2 (10 6 ) 0 (1)

2 (6 10 ) 0 (2)

5 6 5 8 0 (constraint)

(1) (2) (2 16 )( ) 0 18 or (3)Substituting Eq (3) into Eqs (1) and (2) l

L x x xxL x x xxL x x x x

x x x x

λ

λ

λλ λ

part = + + =partpart = + + =partpart = + + minus =part+ + + = rArr = minus = minus

1 2 1 2eads to

and which corresponds to 14Thus minimummaximum distance 12x x x x J= = minus =

=

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
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Page 8: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai8

ˆEx Normal gradient outward normal

Note is often written as in the PDE literature

ˆˆ ˆˆPartial derivatives If then

ˆ

Physical interpretati

n

du udn n

du u u us i j kdr

du n ud

z

n

x y

partpart

part part part= rarrpart part part

sdotnabla

max

maximum rate of increase in a direction

ˆ ˆ ˆ ˆcos ( ) cos ( )

ˆ is independent of

ˆmax occurs when ( ) 0 and

points in the direction of ma

o

n

x a

du u s u s u s u u sdr

u sdu duu s udr dr

duudr

θ θ

θ ⎛ ⎞⎜ ⎟⎝ ⎠

=nabla sdot = nabla nabla = nabla nabla

nabla

there4 nabla = = nabla

rArrnabla

Q

( )max

(interpretation 1nd

gradient search steepest desce

)

nt

duudr

⎛ ⎞⎜ ⎟⎝ ⎠

nabla =

rArr minusnabla最佳化方法 的基礎

MingsianMingsian R R BaiBai9

(interpretatDirection of ion 2 normal to the level surface ( )

On the 0 ( )

ie

level surfac

o

e

n

)udu u dr

u cdu u dr

u dr u c

nabla= nabla sdot

== = nabla sdotnabla perp =

r

r

r

unabla

dr

unabla

Q

P

1cu=

2u c=

x

y

( )u x y

x

y

Hill-climbing search in optimization

MingsianMingsian R R BaiBai10

Ex Plane equationˆˆ ˆ( ) Normal vector

Ex 0 is the necessary condition for searching extrema (from multivariate Tylor expansion)

Ex Revisit of the exampl

u x y z ax by cz d u ai bj ck

u

= + + = rArr nabla = + +

nabla =v

多變數函數求極值

2 21 1 2 2

e in Linear Algebra using method of What is the maximum and minimum distance of the origin to the following curve

Lagrange multipli s

6 8

er

5 5x x x x+ + =

MingsianMingsian R R BaiBai11

1 2

2 21 2( )

2 21 1 2 2

Sol

This problem can be posed as a problemmin max ( )

constrained optimization

5 6 5 8 0 ( )which can

objectivecost function

constraint

equatioals

nx x

J x x

st g x x x x

= +

= + + minus =

2 2 2 21 2 1 1 2 2

o be converted into an unconstrained optimization problem by defining the ( ) (5 6 5 8)where is referred to as the thatLa

L

g ora

agr

nge ften h multi

angi

plie as

an

r ph

L x x x x x xλλ

= + + + + minus

ysical meaning in certain problemsThus the extreme values of will occur wh en or L J gJ nabla = nabla nabla0

MingsianMingsian R R BaiBai12

1 1 21

2 1 22

2 21 1 2 2

1 2 1 2

2 (10 6 ) 0 (1)

2 (6 10 ) 0 (2)

5 6 5 8 0 (constraint)

(1) (2) (2 16 )( ) 0 18 or (3)Substituting Eq (3) into Eqs (1) and (2) l

L x x xxL x x xxL x x x x

x x x x

λ

λ

λλ λ

part = + + =partpart = + + =partpart = + + minus =part+ + + = rArr = minus = minus

1 2 1 2eads to

and which corresponds to 14Thus minimummaximum distance 12x x x x J= = minus =

=

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
  • 投影片編號 64
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Page 9: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai9

(interpretatDirection of ion 2 normal to the level surface ( )

On the 0 ( )

ie

level surfac

o

e

n

)udu u dr

u cdu u dr

u dr u c

nabla= nabla sdot

== = nabla sdotnabla perp =

r

r

r

unabla

dr

unabla

Q

P

1cu=

2u c=

x

y

( )u x y

x

y

Hill-climbing search in optimization

MingsianMingsian R R BaiBai10

Ex Plane equationˆˆ ˆ( ) Normal vector

Ex 0 is the necessary condition for searching extrema (from multivariate Tylor expansion)

Ex Revisit of the exampl

u x y z ax by cz d u ai bj ck

u

= + + = rArr nabla = + +

nabla =v

多變數函數求極值

2 21 1 2 2

e in Linear Algebra using method of What is the maximum and minimum distance of the origin to the following curve

Lagrange multipli s

6 8

er

5 5x x x x+ + =

MingsianMingsian R R BaiBai11

1 2

2 21 2( )

2 21 1 2 2

Sol

This problem can be posed as a problemmin max ( )

constrained optimization

5 6 5 8 0 ( )which can

objectivecost function

constraint

equatioals

nx x

J x x

st g x x x x

= +

= + + minus =

2 2 2 21 2 1 1 2 2

o be converted into an unconstrained optimization problem by defining the ( ) (5 6 5 8)where is referred to as the thatLa

L

g ora

agr

nge ften h multi

angi

plie as

an

r ph

L x x x x x xλλ

= + + + + minus

ysical meaning in certain problemsThus the extreme values of will occur wh en or L J gJ nabla = nabla nabla0

MingsianMingsian R R BaiBai12

1 1 21

2 1 22

2 21 1 2 2

1 2 1 2

2 (10 6 ) 0 (1)

2 (6 10 ) 0 (2)

5 6 5 8 0 (constraint)

(1) (2) (2 16 )( ) 0 18 or (3)Substituting Eq (3) into Eqs (1) and (2) l

L x x xxL x x xxL x x x x

x x x x

λ

λ

λλ λ

part = + + =partpart = + + =partpart = + + minus =part+ + + = rArr = minus = minus

1 2 1 2eads to

and which corresponds to 14Thus minimummaximum distance 12x x x x J= = minus =

=

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
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Page 10: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai10

Ex Plane equationˆˆ ˆ( ) Normal vector

Ex 0 is the necessary condition for searching extrema (from multivariate Tylor expansion)

Ex Revisit of the exampl

u x y z ax by cz d u ai bj ck

u

= + + = rArr nabla = + +

nabla =v

多變數函數求極值

2 21 1 2 2

e in Linear Algebra using method of What is the maximum and minimum distance of the origin to the following curve

Lagrange multipli s

6 8

er

5 5x x x x+ + =

MingsianMingsian R R BaiBai11

1 2

2 21 2( )

2 21 1 2 2

Sol

This problem can be posed as a problemmin max ( )

constrained optimization

5 6 5 8 0 ( )which can

objectivecost function

constraint

equatioals

nx x

J x x

st g x x x x

= +

= + + minus =

2 2 2 21 2 1 1 2 2

o be converted into an unconstrained optimization problem by defining the ( ) (5 6 5 8)where is referred to as the thatLa

L

g ora

agr

nge ften h multi

angi

plie as

an

r ph

L x x x x x xλλ

= + + + + minus

ysical meaning in certain problemsThus the extreme values of will occur wh en or L J gJ nabla = nabla nabla0

MingsianMingsian R R BaiBai12

1 1 21

2 1 22

2 21 1 2 2

1 2 1 2

2 (10 6 ) 0 (1)

2 (6 10 ) 0 (2)

5 6 5 8 0 (constraint)

(1) (2) (2 16 )( ) 0 18 or (3)Substituting Eq (3) into Eqs (1) and (2) l

L x x xxL x x xxL x x x x

x x x x

λ

λ

λλ λ

part = + + =partpart = + + =partpart = + + minus =part+ + + = rArr = minus = minus

1 2 1 2eads to

and which corresponds to 14Thus minimummaximum distance 12x x x x J= = minus =

=

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
  • 投影片編號 64
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Page 11: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai11

1 2

2 21 2( )

2 21 1 2 2

Sol

This problem can be posed as a problemmin max ( )

constrained optimization

5 6 5 8 0 ( )which can

objectivecost function

constraint

equatioals

nx x

J x x

st g x x x x

= +

= + + minus =

2 2 2 21 2 1 1 2 2

o be converted into an unconstrained optimization problem by defining the ( ) (5 6 5 8)where is referred to as the thatLa

L

g ora

agr

nge ften h multi

angi

plie as

an

r ph

L x x x x x xλλ

= + + + + minus

ysical meaning in certain problemsThus the extreme values of will occur wh en or L J gJ nabla = nabla nabla0

MingsianMingsian R R BaiBai12

1 1 21

2 1 22

2 21 1 2 2

1 2 1 2

2 (10 6 ) 0 (1)

2 (6 10 ) 0 (2)

5 6 5 8 0 (constraint)

(1) (2) (2 16 )( ) 0 18 or (3)Substituting Eq (3) into Eqs (1) and (2) l

L x x xxL x x xxL x x x x

x x x x

λ

λ

λλ λ

part = + + =partpart = + + =partpart = + + minus =part+ + + = rArr = minus = minus

1 2 1 2eads to

and which corresponds to 14Thus minimummaximum distance 12x x x x J= = minus =

=

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 12: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai12

1 1 21

2 1 22

2 21 1 2 2

1 2 1 2

2 (10 6 ) 0 (1)

2 (6 10 ) 0 (2)

5 6 5 8 0 (constraint)

(1) (2) (2 16 )( ) 0 18 or (3)Substituting Eq (3) into Eqs (1) and (2) l

L x x xxL x x xxL x x x x

x x x x

λ

λ

λλ λ

part = + + =partpart = + + =partpart = + + minus =part+ + + = rArr = minus = minus

1 2 1 2eads to

and which corresponds to 14Thus minimummaximum distance 12x x x x J= = minus =

=

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
  • 投影片編號 64
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Page 13: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai13

22 2

1

1 1

2 2

The result above is identical to the previously obtained result in Linear Algebr

ellipse

45 rotatio

a

1 ( )4

1 11 1

n12

xx

x xx x

deg⎛ ⎞⎛ ⎞ ⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠⎝ ⎠ ⎝ ⎠

prime+ =prime

primeminus= rArr

prime2x prime

2x

1x prime

1x

2

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 14: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai14

Curl 旋度

curl curl In Cartesian coordinates

spatial operator indep

ˆˆ ˆ

ˆˆ ˆ( )

ende

(

nt of coordi

) (

D

nates

ef

)

x y z

y x x xz z

i j k

vx y z

v v v

v v v vv vi j ky z x z x y

v v

part part partnablatimes =part part part

part part part partpart part= minus minus minus + minuspart

times

part part part part part

nabla

rarr

r

r r

0vnablatimes =rr 0vnablatimes ne

rr

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
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  • Integral Theorems
  • 投影片編號 37
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 15: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai15

circulaPhysica

tion o spin ol interpretati

f fluidr or vortion

y

citΓ

( )0 0x dx y dy+ +

( )0 0x y ( )0 0x dx y+

Γ

1

2

3

4

( )0 0x y dy+

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
  • 投影片編號 37
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  • Potential Theory
  • 投影片編號 53
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  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
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Page 16: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai16

yy

vv dy

ypart

+part

Γdyminus

dyyvv x

x partpart

+

dy

dx

dxminus

y yy

v vv dx dy

x ypart part

+ +part part

x xx

v vv dx dyx y

part part+ +part part

yy

vv dx

xpart

+part

xx

vv dxx

part+part

xv

yv

vv

dλ paddle weel

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
  • 投影片編號 37
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  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
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Page 17: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai17

contour

1 2 3 4

circulation

x x y y x x y y

x

v d

v d v d v d v d

v

λ

λ λ λ λrarr

Γ sdot

= + + +

asymp

intint int int int

vv

12

xv dxx

part+part ydx v

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

+ 12

y yv vdx dy

x ypart part

+ +part part

x

dy

v

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

+

12

xv dxx

part+part

( )xy

v dy dx vy

⎡ ⎤⎢ ⎥⎢ ⎥⎣ ⎦

part+ minus +part

12

yvdy

ypart

+part

( )

( )

Similar process can be applied to the circulation in the and directionsThus the total circulation per unit area i curl s

y xz

dy

v v dxdy v dxdyx y

xv v

y

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

minus

part part= minus = nablatimespart part

=nablatimes

v

v v

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • 投影片編號 21
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  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
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  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
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  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
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  • 投影片編號 56
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
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Page 18: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai18

Identities of differential operators ( p380 Greenberg )

( )

( ) ( )( )( )

( ) ( )( ) is required

Example of deriv

ˆ ˆˆ ˆ ˆ ˆ

ation

x y z

x y z

v v vx y z

uv u v u v

uv i j k uv i uv j uv kx y z

uv u v u v

u v v u u v

u v u vv v u u

+ +part part partpart part part

⎛ ⎞⎜ ⎟⎝ ⎠

nablasdot = nabla sdot + nablasdot

part part partnablasdot = + + sdot + + =part part part

nablatimes =nabla times + nablatimes

nablasdot times = sdotnablatimes minus sdotnablatimes

nablatimes times = nabla minus + minusnablanablasdot sdotsdot678 678

v

v v v

vL

v v v

v v v v v v

v v v v v v v v( )( ) ( ) ( ) ( ) ( )( ) ( ) ( ) ( ) ( )2 cf

x y zu u ux y z

A B C A

u v

v w v w w v v w w v

v v v C B A B C

+ +part part partpart part part

sdotnabla

nabla sdot = sdotnabla + sdotnabla + times nablatimes + times

times

nablatimes

nablatimes nablatimes =nabla nabla times = sdot minussdot sdotminusnabla

678v

v v v

v v v v v vv v

v v v v v v

v v

v

v v

ˆ ˆˆ ˆ ˆ ˆ( ) ( ) ( )x y z x y zv i v j v k i j k u v v v ux y z x y zpart part part part part part+ + sdot + + = + +part part part part part part

v v

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
  • 投影片編號 37
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  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 19: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai19

2 2 22

2 2 2

0 (dc direct current) solenoidal0 (cg center of gravity) conservative potent

Laplacia

Zero identitie

n

s

ial

x y z

vu

⎧⎪⎨⎪⎩

part part partΔ =nabla nablasdotnabla = + +part part part

nablasdotnablatimes = rarr

nablatimesnabla = rarr

v

v

These differential operators will take more complicated and irregular form for the other coordinate systems

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
  • 投影片編號 37
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  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
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  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
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  • 投影片編號 66
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Page 20: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai20

2 2 3

2 2

ˆˆ ˆEx 2

ˆ ˆˆ ˆ ˆ ˆ ˆ ˆ 2 0 2

2 0 0 2yx z

u x y v x yi z j k

u i j k u xyi x j k xyi x jx y z

vv vv xy xyx y z

⎛ ⎞⎜ ⎟⎝ ⎠

= = minus +

part part partnabla = + + = + + = +part part part

partpart partnablasdot = + + = + minus =part part part

v

v

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 21: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai21

( ) ( ) ( )

( ) ( )

2 2 2 2

2 2 22

2 2 2

2

ˆˆ ˆ

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ 0 3 0 0 0 3

2 0 0 2

ˆˆ ˆ

y yx xz z

x y z

i j kv vv vv vv i j k

x y z y z x z x yv v v

z i j x k z i x k

u u uu y yx y zv v v

i j kx y z

⎛ ⎞ ⎛ ⎞⎛ ⎞⎜ ⎟ ⎜ ⎟⎜ ⎟

⎝ ⎠⎝ ⎠ ⎝ ⎠

part partpart partpart partpart part partnablatimes = = minus minus minus + minuspart part part part part part part part part

= + minus minus + minus = minus

part part partnabla = + + = + + =part part part

nablatimes nablatimes =nabla nablasdot minusnabla

part part part= + +part part part

v

v v v

( ) ( )( ) ( ) ( ) ( )

( )

2 2 22 3

2 2 2ˆˆ ˆ2 2

ˆ ˆˆ ˆ ˆ ˆ 2 2 0 2 0 0 0 0 6 0 0 0

ˆ 2 6

xy x yi z j kx y z

yi xj k y i z j k

x z j

⎛ ⎞⎞⎜ ⎟⎜ ⎟

⎠ ⎝ ⎠⎡ ⎤⎣ ⎦

part part partminus + + minus +part part part

= + + minus + + + + minus + + minus

= +

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • 投影片編號 21
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  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
  • 投影片編號 37
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  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
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  • 投影片編號 56
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
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Page 22: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai22

( )v w r w r r wnablatimes =nablatimes times = nablasdot minus nablasdotv v v v v v v ( )r w+ sdotnablav v ( ) constant w

w rminus sdotnablav

v v

Q

Ex Rigid body rotation

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 23: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai23

( )( ) ( )

( ) ( )

ˆˆ ˆ

ˆ ˆˆ ˆ ˆ ˆ 1 1 1 3

ˆˆ ˆ

ˆˆ ˆ

Thus 3 2 is linked directly

x y z

x y z

r xi yj zk

r i j k xi yj zkx y z

w r w w w xi yj zkx y z

w i w j w k w

w r w r w r w w wv

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎝ ⎠

= + +

part part partnablasdot = + + + + = + + =part part part

part part partsdotnabla = + + + +part part part

= + + =

nablatimes times == nablasdot minus sdotnabla = minus =rArrnablatimes

v

v

v v

v

v v v v v v v v v

v spinn to ing

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
  • 投影片編號 64
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Page 24: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai24

Line surface and volume integrals

x

yC

B

A

isΔ

( )ii ηξ

Piecewise smooth curve

Line integral

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
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  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
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  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
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Page 25: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai25

0 1lim ( ) ( ) or ( )

Intepretation of a line integral as an area ( )

i

Bn

i i isA

C

i C

F s F x y ds F x y d

x

s

F y ds

ξ ηΔ rarr =

Δ =sum int

int

int

x

y

z

C

( )z F x y=

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • 投影片編號 58
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
Page 26: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai26

the area is always on the left of an obs

Positive dierver trave

rection of irsing on the

ntegrationcurve

RC

CCW CW

If is a regular closed curve piecewise smo

( ) ( )

(contou

oth simple ( )

r integral)

x y zC C

x y zC

F dR F F F dx dy dz

F dx F dy

C

F dz

sdot = + + + +

= + +

lowast

int int

int

i j k i j kv v

無交叉

work dW F dR= sdotv v

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
  • 投影片編號 64
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Page 27: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai27

0 1

Surface integral

lim ( ) ( )i

n

i i i iS i S

F S F x y z dSξ η ζΔ rarr =

Δ =sum intint( ) i i iξ η ζ

iSΔ

0 1

mass density

lim ( ) ( )

Ex

Volume integral

( )

i

n

i i i iV i V

V

F V F x y z dV

M x y z dV

ξ η ζ

ρ

Δ rarr =Δ =

=

sum intintint

intintint( ) i i iξ η ζ

iVΔ

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 28: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai28

Ref (1)Hildebrand advanced Calculus for application Prentice-Hall 1976 p306-313(2) Greenberg p383-389 (3) Arfken ch2

1 2 3

1 2 3

1 2 3

1 2 3

(

Orthogonal coordinate systems base vectors are not constant in s

) ( )( )( )( )

ˆˆ ˆ

pacep x y z p u u ux x u u uy y u u uz z u u u

r xi yj zk

primerarr

= +

rarr

===

+v

1uv

2uv3uv

1u

2u

3uP coord curve

xy

z

O

X Curvilinear Coordinates

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
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  • Integral Theorems
  • 投影片編號 37
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 29: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai29

1

11

1 1 1

1

1

1 1 1

11 1

1 1

2 2 2 3 3 3

Tangent vector to the at

where is the arc length

1

where unit vector

Similarly

curv

e

u psr rU

u s us

rs

U h uds rh udu sU h u U h u

partpart part= =part part part

part =part

there4 =part= =part

= =

v vv

vQ

v v

vv

v vv v

1u cood curve

1uv

1du 1dS

drv

P

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 30: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai30

3 31 2 1 21 2 3

1 2 32

curv

In summary scale factor

If is the arc length along a in any directione

k k k

kk k

k k

k k k

U h u

ds rh Udu u

ds h dus

du dudu du du dudr r r r U U Uds u ds u ds u ds ds ds ds

dr drds ds

=

part= = =part

=

part part part= + + = + +part part part

= sdot

v v

v v

v v v v v v v

v v 3 3

1 1

23 3 32 2

21 1 1

2 2 2 2 2 2 2 2 2 21 1 2 2 3 3 1 2 3

1 (for orthogonal coord)

jii j

i j

ji ii j i

i j i

dududr U Uds ds ds

dudu duU U hds ds ds

ds h du h du h du ds ds ds

= =

= = =

⎛ ⎞⎛ ⎞⎜ ⎟⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

= sdot

rarr = sdot =

rarr = + + = + +

sum sum

sumsum sum

v v v

v v

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 31: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai31

1 1 2 2 3 3

1 2 3

are mutually vectors having with arc length

k k k k kds h du U du

U du U du U duds ds ds

= =

rArr perp

v

v v v

1uv

2uv

3uv

1dS

2dS

3dS

dS

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 32: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai32

( ) ( )

( ) ( )

1 1 2 2 3 3 1 2 3 1 2 3 1 2 3

1 2 3 1 2 3

1

1 2 2 3 3 2 2 2 3 3 3 2 3 2 3 1

Differential volume

Differential On const coord surface

area

Gradi t

en

d U du U du U du u u u h h h du du du

d h h h du du du

ud U du U du h u du h u du h h du du u

df

τ

τ

σ

= times sdot = times sdot

=

=

= times = times =

= nabla

v v v v v v

v vv v v v

1 2 31 2 3

1 2 3 1 1 2 2 3 31 2 3

1 1 1 2 2 2 3 3 3

f f ff dr df du du duu u u

r r rdr du du du U du U du U duu u u

h u du h u du h u du

part part partsdot rarr = + +part part part

part part part= + + = + +part part part

= + +

v

v v v v v vv

v v v

=1 (right hand rule)

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • 投影片編號 61
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  • HW (Wylie)
  • 投影片編號 64
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Page 33: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai33

Rectangular Cartesian Coordinates

ij

k

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
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  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
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  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
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  • 投影片編號 58
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
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Page 34: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai34

Circular Cylindrical Coordinatescossin

xyz z

ρ ϕρ ϕ

===

Ref Arfken

( )P zρ ϕ

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
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Page 35: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai35

Polar Spherical Coordinatessin cossin sincos

x ry rz r

θ ϕθ ϕθ

===

Ref Arfken

0

0

0

sin cos sin sin coscos cos cos sin sin

sin cos

θ ϕ θ ϕ θθ ϕ θ ϕ θϕ ϕ

= + +

= + minus= minus +

r i j kθ i j kφ i j

2

2

sinsin

dS r d ddV r dr d d

θ θ ϕ

θ θ ϕ

=

=( )P r θ ϕ

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
  • 投影片編號 64
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Page 36: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai36

Integral TheoremsHeart of this chapter

Interchange of dimensionality Div Curl Grad in integrals High-dimensional integration

rarr

1

Thm1 Divergence theorem Let be a closed region bounded by piecewise smooth orientable surface and let (con

I Divergence theor

tinuous derivatives up to the first order

em (Gauss theorem)

)

VS v Cisin

r

ˆ If denotes the outward unit normal on

the ˆn V S

v dV n v dS

n S

nablasdot = sdotint intr r

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 37: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai37

jS

jP

jV

S

0

ˆBy definition ( ) lim

ˆ( )

ˆ( )

j

j

j

j

Sj V

j

j j S

j j Sj j

n v dSv P

V

v P V n v dS

v P V n v dS

Δ rarr

⎧ ⎫sdot⎪ ⎪nabla sdot ⎨ ⎬Δ⎪ ⎪⎩ ⎭

nabla sdot Δ asymp sdot

nabla sdot Δ = sdot

int

intsum sumint

rr

r r

r r

Pf

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
  • 投影片編號 64
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Page 38: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai38

0

After interior surfaces cancel out only exterior surface (Why Opposite normal vectors)

ˆ( )

volumes exterior surfaces

ˆlim

QE

survive

j

j

j j Sj j

V SV

v p V n v dS

v dV n v dSΔ rarr

nabla sdot Δ = sdot

rArr nablasdot = sdot

sum sumint

int int

r r

r r

D

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
  • 投影片編號 64
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Page 39: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai39

( )

scalar variable constant vectorvector variable

Alternative formsLet be a an arbitrary and

a

ˆ

1 Le

(

ˆt

V

V S

S

V

v ap

v d

v dV vn d

V n v dS

v va

va dV v a v a

S

nablasdot = sdot

= rArr

nablasdot = nabla sdot + nabla

=

sdot

nablaint intint int

int

r

v

r r

r r

r r rQ ( )

( )

ˆ)

2 Let ˆV S

V

V S

dV n va dS

v a p

a p

p dV n p d

d p

S

V a

⎛ ⎞= sdot⎜ ⎟

⎝ ⎠

= times rArr

nablasdot times = sdot nabla

times

times

nabla = times

int int

int int

int

r

r r r

r r v

r

vQ

r

( ) ( ) ( )

( ) ( )

ˆ

ˆV S

V S

a p dV n a p dS

a p dV a n p dS

⎛ ⎞⎡ ⎤minus sdot nablatimes = sdot times⎣ ⎦⎜ ⎟⎜ ⎟⎜ ⎟rArr minus sdot nablatimes = minus sdot times⎜ ⎟⎝ ⎠

int int

int int

r rv v

r rv v

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 40: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai40

( )

( )

From Leibnitzs rule

(1-D) ( )

( ) ( )

B t

A t

d f x t dxdt

f x t dx B ttpart prime= +part

int( )

( )( ( ) ) ( )

B t

A tf B t t A tprimeminusint ( ( ) )

(assume ( ) ( ) )

f A t t

A t B t const= =

ContinuityEx The Equation

rate of increase of mass

mass densityV

dM d dVdt dt

ρ

ρ

= int

flow velocityvv

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
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Page 41: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai41

ˆ ˆ ( )

(

Conservation

) ( Divergence theorem)

of mass

( ) 0

V S S

V

V

dV n v dS n v dSt

v dV

v dVt

ρ ρ ρ

ρ

ρ ρ⎡ ⎤⎢ ⎥⎣ ⎦

part = minus sdot = minus sdotpart

= minus nablasdot

partrArr +nablasdot =part

int int int

int

int

v v

vQ

v

ˆOn the other hand rate influof mass through n ox i t

Extended to 3-D for time-independent fixed boundary

(3-D) ( ) ( )

Thus

S

V V

V

S V n v dS

Sd f x y z t dV f x y z t dVdt tdM dVdt t

ρ

ρ

= minus sdot

part=part

part=part

int

int int

intv

Fixed control volume (Eulerian coordinates)Otherwise Raynoldrsquos transport theoremMoving control volume Lagrangian coordinates

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
  • 投影片編號 64
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Page 42: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai42

But the control volime is only arbitrary

In particular for flow

( ) 0

con

(continuity equati

stant

on)

Divergence the

0 incompress

Note is t

ible

orem h

V

v

vt

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

e mother of the other integral theorems

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
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Page 43: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai43

Ex Archimedes principle ( ) The buoyant force ( ) on a body with volume immersed in a fluid is equal to the weight of the fluid

ˆ displaced by the object ie In the followin

B

V

gVρ= minusf k

阿基米德原理

浮力

ˆg figure the ˆ with and being the fluid density gravitational

acceleration depth and outward normal unit vector to the surface

fhydraulic pressure g z

g z

S

ρ

ρ

= minusp n

n

1

the modified divergence theorem

ˆ

Hint

scalar fuctionV S

vdV v dS v Cnabla = isinint int n

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • 投影片編號 58
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
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  • 投影片編號 77
Page 44: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai44

Levelsurfacefluid

V

S

airyx

z

ˆf g zρ= minusp n

ˆPf ( ) ( )

ˆ ˆ ˆ ˆ ˆ (0 0 ) v v

B fS S V

V V

g z g zdS dS dV

g dV g dV gV

ρ ρ

ρ ρ ρ

= = minus = minus nabla

= minus + + = minus = minus

int int int

int int

f p n

i j k k k

k

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 45: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai45

Note This can also be thought of as simple balance of forces (resultant force that acts on and weight of filled with fluid)S V

2

~ a little history about George Green Recall the diveregence theorem

ˆ

Let

II th

e Green

are arbitrary fun

s identiti

ctions

es

V S

v dV n v dS

v u vu v C

nablasdot = sdot

= nablaisin

int intv v

v

ˆ ( ) ( )

ˆ ( )V S

V S

u v dV n u v dS

u v u v dV un v dS

nablasdot nabla = sdot nabla

nabla sdotnabla + nablasdotnabla = sdotnabla

int int

int int

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
  • 投影片編號 37
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 46: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai46

2 -( ) -(1)V S

vu v u v dV u dSnpart

nabla sdotnabla + nabla =partint int firs(Greens identt ity)

2

If

( ) --(2)

(1) (2) V S

u vuv u v u dV v dSn

harrpart

nabla sdotnabla + nabla =part

minus

int int

( )2 2

V S

dv duu v v u dV u v dSdn dn

⎛ ⎞nabla minus nabla = minus⎜ ⎟⎝ ⎠int int

second(Greens identity)

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
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Page 47: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai47

( )

( )

( ) ( )

1st id ( )

Greens identities in the 1D case integration by parts

b b bb ba a

a a ab

ba

ab

ba

a

v udx v u v u dx u v uv dx uv

u v u v vu dx vu

uv vu dx uv vu

primeprime prime prime prime prime prime primeprime prime= minus rArr + =

prime prime primeprime primeharr + =

primeprime primeprime prime primerArr minus = minus

int int int

int

2

2nd id ( )

Good for any adjoint operators in addition to Good also for and integration by parts Important for theory amp reciprocity

From th

Gree

e 1s

2-

t

ns functi

identity

D 1-

tak 1

D

e

on

u

nablararr

=

int

2

V S

vv dV dSnpartnabla =part

rArr int int2Ex 0 st 0 on the boundary 0 ( 1st id u u unabla = = rArr equiv 以 証)

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
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  • Integral Theorems
  • 投影片編號 37
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 48: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai48

1

Thm1 Stokes theorem Let be defined in Let be a piecewise-smooth orientable surface bounded by a piec

III Stokes theorem and

ewise-smooth simple clos

Greens

ed curve Then

theore

m

v C R S

C

isinv

( )

ˆwhere is a unit normal to according t right hand rulo the e

ˆS C

n S

n v dS v dRsdot nablatimes = sdotint intvv v

(not necessarily planar)S

Cn vnablatimes v vv

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
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Page 49: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai49

Pf

( )( )

circulatioWe have shown in deriving thatthe in -direction

ˆor

ˆ

n

z

z

j j j j j

j j j j jj j

vz v dx dy

v dR n v S

v dR n v S

nablatimes

=nablatimes

sdot = sdot nablatimes Δ

sdot = sdot nablatimes Δ

intsum sumint

v

v

vv v

vv v

C

S

jS

jC

jP

ˆ jn

jSΔ

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
  • 投影片編號 64
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Page 50: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai50

( )

( )ext surface

After the interior boundaries cancel out only the exterior boundaries (Why)

ˆ

ˆ0 QED

Alternative forms scalar

survive

va

j

j j j j jC

jC S

v dR n v S

S v dR n v dS

φ

sdot = sdot nablatimes Δ

Δ rarr rArr sdot = sdot nablatimes

sum sumint

int int

vv v

vv v

( )

riable constant vector vector variable

1 Let

2 Let

ˆ

ˆ S C

S C

a p

v n dR dR

n p dS dR p

a

v a p

φ φφ= rArr timesnabla =

timesnabla times= rArr timestimes =

int int

int int

v v

v v

v

v v

vv vv v

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
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  • HW (Wylie)
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Page 51: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai51

( ) ( )

( )

( )

( ) ( )

1

Thm2 Greens theorem ( planar version of Stokes theorem)ˆ ˆ Let

pf By Stokes theoremˆ

ˆ ˆ ˆ ˆ ˆ ˆ

S C

S C

S C

v P x y i Q x y j C

n v dS v dR

k Pi Qj dS Pi Qj dx i dy

Q P dS Pdx Qdyx y

⎛ ⎞part partminus = +⎜ ⎟

= + isin

sdot nablatimes = sdot

⎡ ⎤sdot nablatimes + =

part part⎝ ⎠

+ sdot +⎣ ⎦

int int

int

int

int

int

v

vv v

( )

( )

( )

ˆ

ˆˆ ˆ

ˆˆ ˆ ˆ ˆ( ) ( )

0

QEDS C

j

i j kQ PPi Qj i j k

x y z x yP Q

Q P dS Pdx Qdyx y

⎛ ⎞part part part part partnablatimes + = = + + minus⎜ ⎟part part part part part⎝ ⎠

⎛ ⎞part partrArr minus = +⎜ ⎟part part⎝ ⎠int int

L L

S

C

i

j

x

y

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
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  • Line surface and volume integrals
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  • Integral Theorems
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 52: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai52

Potential TheorypotentiGeorge Green coined the term (l

a )

rarr 位能 勢能

例子 重力場 電磁場 流場 聲場 彈性力學

1

2

Thm1 If is in a simply connected region then the following statements are equivalent(i) There exists a scala

Conservative Field

potential functior such that

(ii

n

) 0

v

C

C

v

v R

φφ=nabla

nablatimes

isin

isin

=r

r

r

r in (Irrotational field curl-free)

cf 0 st solenoidal field divergence-free

0

(iii) in (Conservative field)C

Rv w v w

v R Rd

nablasdot = exist nabla

sdot =

= times

int

r r r

r

r

r

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
  • 投影片編號 37
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  • 投影片編號 50
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  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
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Page 53: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai53

(iv) is connecting and

independent o

Ex Think

f the pa

of dynamics is the force

thB

A

v dR A B

v

sdotintrr

r

1 2

1

0

Pf

(i) (ii) ( ) 0 (zero identity cg rule) irrotational

ˆ(ii) (iii) ( ) 0 (Stokes theorem)

(iii) (iv) ( ) 0

C S

C C C

C

v

v dR n v dS

v dR v dR

v dR

φ

=

rarr nablatimes = nablatimes nabla =

rarr sdot = sdot nablatimes =

rarr sdot = minus sdot =

rArr sdot =

int int

int int int

int

r

rr

rr r

r rr r

rr r

2

independent of pathC

v dRsdotintr

A

B

1C

2C

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
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  • Integral Theorems
  • 投影片編號 37
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  • Potential Theory
  • 投影片編號 53
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  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
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Page 54: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai54

1 2

(iv) (i) constant ( ) ( )

--(1)

But (2)

(1) (2) QED

Note on application

Check

B

C C A

v dR v dR B A d

v dR d

d dx dy dz dRx y z

v dR dR v R

φ φ φ

φφ φ φφ φ

φ φ

rarr sdot = sdot = = minus =

rArr sdot =part part part

= + + = nabla sdot minus minus minus minus minuspart part part

sdot = nabla sdot rArr = nabla forall

int int intr rr r

rr

r

r r rr r

use simpler path (iv)if 0

find (i)v

φ⎧

nablatimes = ⎨⎩

rr

A

B

x

y

Cz

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
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  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
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  • Potential Theory
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  • HW (Wylie)
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Page 55: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai55

Ex Irrotational incompressible flowLet be the flow velocity For irrotational flow 0 ( 0) velocity potentialIf in addition the fluid i

inviscid

incos

mpres b

si le

vv

v

v

μφ φ

nablatimes = =rArr =nabla

nablasdot

v

vv

v

v

2

0Thus 0 (Laplace equation) potential flow

v φ φ

=

nablasdot = nablasdotnabla = nabla =v

x

y

n

ˆv Uiasympv

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
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  • 投影片編號 30
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  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
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  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
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  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
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Page 56: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai56

incomp

Recall

ressib

(

le

For flow

) 0 (continuity e

constant 0

quatio

n)v

v

t

ρ

ρ ρpart +nablasdot =part

=nablasdot =

v

v

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
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  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
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  • 投影片編號 40
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  • 投影片編號 46
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  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • 投影片編號 58
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
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  • 投影片編號 77
Page 57: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai57

2 2

2 2

2 2

ˆBC as

ˆ ˆ ˆ

0 as

(with a constant) as --(1) on the wall

ˆ ˆ 0 --(2

v Ui x y

v i j Uix y

U x yx y

Ux x y

v n v nn

φ φφ

φ φ

φ

φφperp

asymp + rarrinfinpart part

= nabla = + asymppart part

part partrArr asymp asymp + rarrinfin

part part

rArr = + rarrinfin

part= sdot = sdotnabla = =

part

v

v

v )

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
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  • Integral Theorems
  • 投影片編號 37
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  • 投影片編號 50
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  • Potential Theory
  • 投影片編號 53
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
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Page 58: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai58

2 22

2 2

2 2

PDE 0work on scalar instead of vector

BC as pricecomplicated BCs 0 on the wall

In summary

x yUx x y

n

φ φφ

φφ

⎫part partnabla = + = ⎪part part ⎪⎪

⎬+ rarrinfin rarr⎪part ⎪=⎪part ⎭

( )

2

Ex Evaluate if 11 0 2 4

ˆˆ ˆ and where sin cos 2 2 2

B

A

d A B

ui vj wku z y x v x z w xz z y

π π⎛ ⎞= =⎜ ⎟⎝ ⎠

= + +

= minus = minus = + minus

intF R

F

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
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  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
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  • 投影片編號 45
  • 投影片編號 46
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  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
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  • 投影片編號 58
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
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Page 59: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai59

( ) ( ) ( )

2

2 21

sin cos 2 2 2Sol ˆˆ ˆ

ˆˆ ˆ2 2 2 2 sin sin

conservative fieldThus there exists a scalar potential function such that

sin cos (

u z y x v x z w xz z y

i j k

i z z j x x kx y z

u v w

z y x xz y x cx

φ φφ φ

= minus = minus = + minus

part part partnablatimes = = minus + + minus + minus + =part part part

rArr=nabla

part = minus rArr = + +part

F 0

F

)

cos

y z

xyφpart =part

2 cosz xminus = 1 1 2

22

( ) ( ) 2 ( )

cos 2 ( )

2

c y z c y z yz c zy

xz y x yz c z

xzz

φφ

part+ rArr = minus +part

= + minus +part =part

2z y+ minus 2xz= 2yminus2

2 2 3( ) ( )2zc z c z cprime+ rArr = +

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 8
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  • 投影片編號 13
  • 投影片編號 14
  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
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  • 投影片編號 31
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  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
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  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
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Page 60: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai60

( )

( )

32

2

Since the choice of is immaterial let 0

cos 22

( ) ( ) 02 114

2 1 15 7 2 4 2 22 4 2 4 2 2

Alternatively knowing that

da

is

tum

d

in

B

A

B

A

czxz y x yz

d B A

d

φ

πφ φ φ π φ

π ππ

⎛ ⎞⎜ ⎟⎝ ⎠

⎛ ⎞⎜ ⎟⎜ ⎟⎝ ⎠

=

rArr = + minus +

= minus = minus

= + minus + minus + = + minus

int

int

F R

F R

( ) ( ) ( )

ependent of the

path connecting and choose an easy integration path

11 11 01 024

A Bπ π π π⎛ ⎞⎜ ⎟⎝ ⎠

rarr rarr rarr

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
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  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
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  • 投影片編號 46
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  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • 投影片編號 58
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
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Page 61: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai61

( ) ( ) ( ) ( )

( ) ( )

( )

( )

( )

( )

( ) ( ) ( )

2

02 11 01 02

11 0111 114 4

02

111 1

4

411 11 01 0

sin cos

2

2 2 2

sin | cos 2 | 2 2 |

B

A

x xyzz

u z y x v x z w xz z y

d udx vdy wdz udx vdy wdz

z y x dx x z dy xz z y

π π π π

π π π π

π

ππ

π π π π

⎛ ⎞ ⎛ ⎞⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠

====

= minus = minus = +

rarr rarr

minus

rarr

= + + = + + + +

= minus + minus + + minus

int int int int int

int int

F R

( ) ( ) ( )

( )

2

01

0 2

1 14

22

2

4 1

1 sin 1 2 2

15 7 2cos 32 4 2 2

ydz

x dx dy z z dz

zx x z

π

π

π

ππ

π

ππ

==

⎛ ⎞⎜ ⎟⎝ ⎠

= minus + minus minus + +

= + + + + = + minus

int

int int int

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
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  • Line surface and volume integrals
  • 投影片編號 25
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  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
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  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 62: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai62

( ) ( ) ( ) ( )

( )( )

( )

( )

( )

( )

( )

( )

( )

( )

( )

2

000 000

00 0

000 00 0

sin cos 2

Yet another approach choose an integration path

0 0 0 0

0 0 x y z x y z

x x y x y z

x x y

u z y x v x z w

x y z d udx vdy wdz

u

x x y x y z

dx vdy wdz

φ

= minus = minus

= = + +

= + + +

rarr

+

rarr rarr

int int

int int int

F R

( )

( )

0 0 02

2

2 2

0 cos 2 2

cos 2215 7 2 0 2 11

4 4 2 2

yx z

B

A

xz z y

dx x dy xz z y dz

zxz y x yz

d π πφ π φ

= + minus

⎛ ⎞⎜ ⎟⎝ ⎠

= + + + minus

= + minus +

= minus = + minus

int int int

int F R

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
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  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
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  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
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Page 63: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai63

HW (Wylie)

155 3(b) 4 25(d) 57156 21 23 41 47157 1(b) 2(c) 9 14 18 41 46

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
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  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
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  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
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Page 64: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai64

Ex a general framework to unify amp

(vectors) electric field in

electric flux density

tensity magnetic field intensi

Maxwells Electromagnetic Wave Equat

t

ion

s

yD E

EH

ε= =

rarr

=

=

Defv

v

v

v電通量密度

電 磁

2 current density ( ) conductivity ( ) (scalars)

permi

(electric displmagnetic flux

ttivity

ac

( ) permeability (

densitement)

y

)

J AB H

m Eμ

σ σ

εμ

⎧ ⎫⎪ ⎪⎨ ⎬⎪ ⎪⎩ ⎭

⎧ ⎫⎨ ⎬⎩ ⎭

= =

==

= =

Def

v v

v v磁通量密度

導電

介電

導磁

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
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  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
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  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
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Page 65: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai65

8 12 70 0

0 0

1 3 10 ms 8854 10 Fm 4 10 Hm

This prompts Maxwell to think magnetic field and electric field are related and light is an electromagnetic wave

Note

c ε μ πε μ

minus minus= = times = times = times

rarr

charge density

total electric charge

( total magnetic flux)

( total electric flux)

(total current)

V

M MS

E E ES S

S

Q

q QdV

N B dS

N D dS N E dS

i N J dS

φ φ

ε φ φ φ

=

=

sdot =

sdot = rArr sdot =

= sdot

int

int

int int

int

v v

v v v v

v v

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 14
  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
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  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
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  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
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Page 66: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai66

Faradays law (1)

Amperes law (2)

Gauss law for electric fields

(3)

Electromagnetic

Gauss law for magnetic fiel

laws

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

εφ

part⎧ sdot = minus⎪ part⎪nablatimes⎨ part⎪ sdot = = +⎪ part⎩

sdot = =

nablasdot

int

int

int

v v

v v

v v

ds

0 (4)MS

N B dS φ

⎧⎪⎪⎪⎨⎪⎪ sdot = =⎪⎩

intv v

電生磁

磁生電

EMF (voltage)

(故磁極不可能為單極)

iMφ

i

C

S

q

Nv

Dv

out fluxS

Nv

Bv

out flux

H

C

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
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  • Line surface and volume integrals
  • 投影片編號 25
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  • Integral Theorems
  • 投影片編號 37
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  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 67: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai67

Apply theorem to Faradays law in

0 ( is the surface bounded by )

-------(5)

(D

Stokes Eq (

i

1)

M

C S S S

S

BE dR N EdS N BdS N

BEt

dSt t t

BN E dS S Ct

S

φ

⎛ ⎞⎜ ⎟⎝ ⎠

part part partsdot = sdotnablatimes = minus = minus sdot

partnablatimes = minus

= minus sdotpart part part

partrArr sdot nablatimes +

part

=part

rArr forall

int int int int

int

vv v v v v v

v

v

v v

v

v

Eqff

eren

(2)tial form of Faradays law)

Apply theorem to Amperes law in

Stok

(6)

es

C S S

H dR N H dS i N J dS

H J S

sdot = sdotnablatimes = = sdot

rArrnablatimes = forall

int int intv v v v v v

v v

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
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  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
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  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
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  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
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  • HW (Wylie)
  • 投影片編號 64
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Page 68: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai68

The current density consists of two parts ie a density due to the flow of electric charg displaceme

c

n

on

t

duct

curr

ion curr

e and a density due

e

ntto time variat

ent

i

c

J

J Eσ=

v

v v

on of the electric field eg a capacitor電容器

Two ways of setting up a magnetic field

Thus

d

c d

EJt

EJ J J Et

ε

σ ε

part=

part

part= + = +

part

vv

vv v v v

It can be shown that

+ -

Eq(2)

i

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
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  • 投影片編號 31
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  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
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  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
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Page 69: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai69

( )

Giancoli p788For a capacitor with area and gap

( ) (displacement curre

X

nt)

( )

Ed

Ed d

S S S

d

A dAq CV Ed AEd

q AEit t t

Ei N J dS N E dS N dSt t t

EJ MMFt

ε ε

φε ε

φ εε ε

ε

⎛ ⎞= = =⎜ ⎟⎝ ⎠

partpart part= = =part part part

part part part= sdot = = sdot = sdot

part part part

partrArr = rarr

part

int int intv

v v v v v

vv

cf MEMFtφpart

= minuspart

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
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  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
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  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
  • 投影片編號 41
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  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
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  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
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Page 70: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai70

Hence Eq (6) becomes

--(7) (Differential form of Amperes law)

Next apply the divergence theorem to the Gauss EF law in Eq (3)

----- -(8S V V

N D dS D dV q Q dV

V

EH Et

D Q

σ ε partnablatimes = +part

nabla

sdot = nablasdot = =

rArr forallsdot =

int int int

v

v

v

v v

v

v)

(Differential form of Gauss EF law)

Similarly apply the divergence theorem to Gauss MF law in Eq (4)

0 ( is a closed surface)

(9)(Differential from of

0

MS V

B

N B dS B dV S

V

φ = sdot = nablasdot =

rArr forall minusminusminusnablasdot = minusminus

int intr

rv v

Gauss MF law)

電生磁

(Helmholtz Decomposition)v φ ψ= nabla +nablatimes vv

irrotational source-free solenoidal

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
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  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
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  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
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  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
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Page 71: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai71

2

Eq(7)

Take the curl of Eq (5) D-form of Faradays law

( )

( ) ( ) by vector identity

( ) ( ) --(10)

Consider a free space where there are n

BEt

E E Bt

EH Et t t

μ μ σ ε

partnablatimes nablatimes = minusnablatimespart

partrArrnabla nablasdot minusnabla = minus nablatimespart

part part part= minus nablatimes = minus +part part part

Q

vr

r r r

rr r

o charges nor conduction current ie 0 0 0Recall Eq (8) D-form of Gauss EF law ( ) 0 --(11)

cQ J E

D E E Q

σ σ

ε ε

= = = =

nablasdot =nablasdot = nablasdot = =

vv v

r r r

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • 投影片編號 10
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • 投影片編號 58
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
Page 72: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai72

8

22 2

2

1 3 10

( Maxwells wave equation electric field

Eqs (10) and (11) lead to --(12)

Similarly take the curl of Eq (7) D-form of Amperes law

( ) (

for the )

E

Ec Et

c

H

m sμε

σ

partnabla =part

nablatimes nablatimes

=

nabla

times

times

=

=r

rr

r

光速

2

) ( ) ( free space)

( ) ( ) by vector identity

From Eq (9) D-form of Gauss MF law 0

Also from Eq (5) D-form of Faradays law

E Et t

H H Et

B HBEt

ε ε

ε

μ

part part+ = nablatimespart part

partrArrnabla nablasdot minusnabla = nablatimespart

nablasdot = nablasdot =

partnablatimes = minuspart

rr

Q

r r r

r r

rr

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • 投影片編號 10
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • 投影片編號 58
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
Page 73: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai73

22 2

2

22

2

( )

--(1

(Maxw for t

3)

ells wave equation magnetic fiehe )l

ds

B H

Bc

BH Et

t

t

B

μ

ε ε

=

part part

partnabla =part

nabla = minus nablatimes =part part

there4

v vQ

v

r

v

r r

Ev

Bv

Change of magnetic field generates electric field and vice versa

Travels with speed of light c

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • 投影片編號 10
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • 投影片編號 58
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
Page 74: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai74

Good dielectric ( 0)σ =

Good conductor ( )σ rarrinfin

22

2

22

2

(wave equation)

EEtHHt

με

με

partnabla =partpartnabla =part

rr

rr

2

2

(heat equation)

EEtHHt

μσ

μσ

partnabla =partpartnabla =part

rr

rr

X

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • 投影片編號 10
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • 投影片編號 58
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
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  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
Page 75: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai75

By divergence thm

( ) 0

For arbitrary 0

For steady current

Ex Continuity eq

S V V

V

S V

QJ NdS JdV dVt

QJ dVt

QV Jt

dq dI J NdS QdVdt dt

partsdot = nabla sdot = minus

part

partnabla sdot + =

part

part+nabla sdot =

partpart

= sdot = minus = minus

int int int

int

int int

r r r

r

r

r r

電磁學補充

0 0

0 (KCL)iiV S

Q Jt

JdV J NdS I

= rarrnablasdot =partnabla sdot = sdot = =sumint int

r

r r r

X

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • 投影片編號 10
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • 投影片編號 58
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
Page 76: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai76

Faradays law (1)

Amperes law

Maxwells equati

(2)

Gauss law for electric fields

(3

ons (integral form)

)

Gauss law for

M

C

EC

C

ES

E dRt

H dR i it

N D dS q

φ

φ

φ

⎧⎪⎪⎨⎪⎪⎩

partsdot = minuspart

nablatimespartsdot = = +part

sdot = =nablasdot

int

int

int

v v

v v

v v

magnetic fields

0 (4)S

N B dS

⎧⎪⎪⎪⎨⎪⎪⎪⎩

sdot =intv v

X

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • 投影片編號 10
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • 投影片編號 58
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77
Page 77: Ordinary Differential Equations (ODE)ocw.nctu.edu.tw/course/engineeringmathematicsII/ch05.pdf · Scalar field: ( , ) Vector field: ... objective/cost function constraint equatio als

MingsianMingsian R R BaiBai77

Faradays law

Amperes law

Gauss law for electric fields Gauss law for magnet

Maxwells equations (differential form

ic fields 0

)

BEt

EH EtD Q

B

σ ε

partnablatimes = minuspart

partnablatimes = +part

nablasdot =

nablasdot =

vv

vv v

v

r

X

  • Vector Calculus
  • Vector Calculus (field theory)
  • 投影片編號 3
  • 投影片編號 4
  • 投影片編號 5
  • 投影片編號 6
  • 投影片編號 7
  • 投影片編號 8
  • 投影片編號 9
  • 投影片編號 10
  • 投影片編號 11
  • 投影片編號 12
  • 投影片編號 13
  • 投影片編號 14
  • 投影片編號 15
  • 投影片編號 16
  • 投影片編號 17
  • Identities of differential operators( p380 Greenberg )
  • 投影片編號 19
  • 投影片編號 20
  • 投影片編號 21
  • 投影片編號 22
  • 投影片編號 23
  • Line surface and volume integrals
  • 投影片編號 25
  • 投影片編號 26
  • 投影片編號 27
  • 投影片編號 28
  • 投影片編號 29
  • 投影片編號 30
  • 投影片編號 31
  • 投影片編號 32
  • 投影片編號 33
  • 投影片編號 34
  • 投影片編號 35
  • Integral Theorems
  • 投影片編號 37
  • 投影片編號 38
  • 投影片編號 39
  • 投影片編號 40
  • 投影片編號 41
  • 投影片編號 42
  • 投影片編號 43
  • 投影片編號 44
  • 投影片編號 45
  • 投影片編號 46
  • 投影片編號 47
  • 投影片編號 48
  • 投影片編號 49
  • 投影片編號 50
  • 投影片編號 51
  • Potential Theory
  • 投影片編號 53
  • 投影片編號 54
  • 投影片編號 55
  • 投影片編號 56
  • 投影片編號 57
  • 投影片編號 58
  • 投影片編號 59
  • 投影片編號 60
  • 投影片編號 61
  • 投影片編號 62
  • HW (Wylie)
  • 投影片編號 64
  • 投影片編號 65
  • 投影片編號 66
  • 投影片編號 67
  • 投影片編號 68
  • 投影片編號 69
  • 投影片編號 70
  • 投影片編號 71
  • 投影片編號 72
  • 投影片編號 73
  • 投影片編號 74
  • 投影片編號 75
  • 投影片編號 76
  • 投影片編號 77