1. scalar fields and vector fields the simplest possible...
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3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 1 September 12, 2000
1. Scalar Fields and Vector Fields
The simplest possible physical field is the scalar field. Itrepresents a function depending on the position in space (andtime). A scalar field is characterized at each point in space(and time) by a single number.
Examples of scalar fields: temperature, gravitationalpotential, electrostatic potential (voltage), etc.
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 2 September 12, 2000
Fig. 1. Equipotential plot of a scalar field
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A vector field is a vectorial quantity that depends on the positionin space (and time).
Fig. 2. Arrow plot of a vector field
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 4 September 12, 2000
2. Gradient
The gradient of a scalar field is a vector whose magnitudeis equal to the maximum rate of change of the field andwhose direction is equal to the direction of the fastestincrease.
Assume a scalar field ( , , )x y zΦAn infinitesimal displacement along the x-axis dx brings usto a slightly different scalar value ( , , )x dx y zΦ +
ˆ( , , ) ( , , )xd x dx y z x y z dl xdxΦ = Φ + − Φ =ˆ( , , ) ( , , )yd x y dy z x y z dl ydyΦ = Φ + − Φ =ˆ( , , ) ( , , )zd x y z dz x y z dl zdzΦ = Φ + − Φ =
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 5 September 12, 2000
An infinitesimal directional displacement
ˆ ˆ ˆdl xdx ydy zdz= + +will invoke all three changes simultaneously:
x y zd d d dΦ = Φ + Φ + Φ
d dx dy dzx y z
∂Φ ∂Φ ∂ΦΦ = + +∂ ∂ ∂
( )gradient
ˆ ˆ ˆ ˆˆ ˆ
dl
d x y z xdx ydy zdzx y z
∂Φ ∂Φ ∂ΦΦ = + + ⋅ + + ∂ ∂ ∂
Lookslike adotproduct
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 6 September 12, 2000
The directional derivative
uu
∂Φ∂
is a vector showing the direction of spatial displacement andthe corresponding rate of change of the scalar function.
In orthogonal coordinate system, the gradient is a vectorialsum of the directional derivatives of the scalar field alongthe three unit vectors of the system
ˆ ˆ ˆgrad x y zx y z
∂Φ ∂Φ ∂ΦΦ ≡ ∇Φ = + +∂ ∂ ∂
In rectangular coordinates:
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 7 September 12, 2000
Equipotential surface is the geometrical place of all points atwhich the scalar field has the same value:
( , , )x y z constΦ =In 2-D problems, the surface would collapse into a line.
x
y
1Φ =
2Φ =
4Φ =
3Φ =∇Φ
xx
∂Φ∂
yy
∂Φ∂
dτ ˆ 0ττ
∂Φ =∂
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 8 September 12, 2000
The directional derivative along the tangent of anequipotential line is zero.
The directional derivative along the normal of anequipotential line has maximum magnitude: this is thegradient.
max
|u
∂Φ∇Φ =∂
The directional derivative in any direction has amagnitude determined by the projection of the gradientonto its direction:
ˆ | | cosuu
θ∂Φ = ∇Φ ⋅ = ∇Φ∂
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 9 September 12, 2000
Gradient in cylindrical coordinate system:
1ˆ ˆ ˆ( , , )r z r z
r r zϕ ϕ
ϕ∂Φ ∂Φ ∂Φ∇Φ = + +∂ ∂ ∂
Note: Whenever an angular increment is involved, it has tobe converted to a linear element, e.g.,
rd dlϕϕ =Gradient in spherical coordinate system:
1 1ˆˆ ˆ( , , )sin
R RR R R
θ ϕ θ ϕθ θ ϕ
∂Φ ∂Φ ∂Φ∇Φ = + +∂ ∂ ∂
x
y
z
ϕ
θ R
sinr R θ=
Rdθ
rdϕ
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 10 September 12, 2000
Illustration of linear elements corresponding to angularincrements in spherical coordinate system
Lecture 2: Vector Analysis: Differential Calculus page 11 September 12, 2000
3FI4: Theory and Applications in Electromagnetics
3. Divergence
To estimate and quantify vector fields, it is often useful tomeasure their flow (or net outflow). Such a measure isthe vector field flux. The flux is the net normal flowthrough a surface
cosS S
F ds F dsθΨ = ⋅ =∫∫ ∫∫
ˆds nds=Differential surface area (surface element):
3FI4: Theory and Applications in Electromagnetics
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ds
nF
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The flux over a closed surface is a measure of the field’ssources in the enclosed volume
S
F dsΨ = ⋅∫∫
0Ψ =0Ψ > 0Ψ <
source sink
Lecture 2: Vector Analysis: Differential Calculus page 14 September 12, 2000
3FI4: Theory and Applications in Electromagnetics
The divergence is the net outward flux of a vector field perunit volume (as the volume shrinks to zero):
0div lim VSV
F ds
F FV→
⋅≡ ∇ ⋅ =
∫∫
In rectangular coordinate system:
( , , )( , , ) ( , , )( , , ) yx z
F x y zF x y z F x y zF x y x
x y z
∂∂ ∂∇ ⋅ = + +∂ ∂ ∂
The divergence is a scalar quantity!
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 15 September 12, 2000
x
y
z
x
y
z
0 0 0ˆ ( , , )2xx
xF x y z+
0 0 0ˆ ( , , )2xx
xF x y z− −
0 0 0ˆ ( , , )2xy
yF x y z+0 0 0ˆ ( , , )2xy
yF x y z− −
0 0 0ˆ ( , , )2xz
zF x y z +
0 0 0ˆ ( , , )2xz
zF x y z− −
Divergence in rectangular coordinates illustrated
The differential volume (volume element) is: 0V x y z= →
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 16 September 12, 2000
In general orthogonal coordinate system:
23 1 13 2 12 3
1 2 3
2 3 1 1 3 2 1 2 31 2 3 1 2 3
( , , )
1( ) ( ) ( )
S F S F S FV
F u u u
h h F h h F h h Fh h h u u u
∇ ⋅ =
∂ ∂ ∂ = + + ∂ ∂ ∂
This formula is not scary: it follows directly from thedefinition of the divergence operator
1 2 3, ,h h h are the metric coefficients of the respective OCS,
e.g., in CCS: 1
2
3
: 1:: 1
r hh r
z hϕ
===
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 17 September 12, 2000
Divergence in cylindrical coordinates:
1 1( , , ) ( ) z
r
F FF r z rF
r r r zϕϕ
ϕ∂∂ ∂∇ ⋅ = + +
∂ ∂ ∂
Divergence in spherical coordinates:
22
( , , )
1 1 1( ) ( sin )
sin sinR
F R
FR F F
R R RRϕ
θ
θ ϕ
θθ θ θ ϕ
∇ ⋅ =∂∂ ∂= + +
∂ ∂ ∂
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 18 September 12, 2000
4. The Divergence Theorem (Gauss Theorem)
The outward flux of a vector field over a closed surface Sis equal to the volume integral of this field’s divergenceover the volume confined by S.
[ ]VS V
F ds Fdv⋅ = ∇ ⋅∫∫ ∫∫∫
Adding up the individual outward fluxof all sub-cells results in a net outwardflux over the surface of the wholevolume.
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 19 September 12, 2000
5. Curl (rotor)
The flux (or the divergence) is not enough to describe avector field. It is descriptive only with regard to thecomponents of the field normal to a given surface. Thefield components tangential to a surface (or a contour of asurface) are important, too. Thus, a vector field is alsocharacterized by its circulation.
C
C F dl= ⋅∫
[ ]SCS
dln
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 20 September 12, 2000
The curl of a vector field is the circulation per unit surface (asthe contour and the surface shrink to zero):
0ˆcurl rot lim CS
F dl
F F F nS→
⋅≡ = ∇ × =
∫
The curl is a vector quantity!
0C > 0C <0C =
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 21 September 12, 2000
The curl vector has three orthogonal components in anorthogonal coordinate system. In the RCS, the circulation inthe x-y plane defines the z-component of the curl; thecirculation in the y-z plane defines the x-component; and thecirculation in the x-z plane defines the y-component of thecurl.
z
xy
0 0 0ˆ ( , , )2xy
xF x y z−
0 0 0ˆ ( , , )2xy
xF x y z− +
0 0 0ˆ ( , , )2yx
yF x y z+0 0 0ˆ ( , , )2yx
yF x y z− −
The z-component:
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 22 September 12, 2000
(curl ) y xz
F FF
x y
∂ ∂= −∂ ∂
In an analogous manner:
(curl ) x zy
F FF
z x
∂ ∂= −∂ ∂
(curl ) yzx
FFF
y z
∂∂= −∂ ∂
ˆ ˆ ˆcurl y yz x z xF FF F F F
F x y zy z z x x y
∂ ∂ ∂ ∂ ∂ ∂ = − + − + − ∂ ∂ ∂ ∂ ∂ ∂
ˆ ˆ ˆ
curl
x y z
x y z
Fx y z
F F F
∂ ∂ ∂=∂ ∂ ∂
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 23 September 12, 2000
Since the del operator can be written in vector form as:
ˆ ˆ ˆx y zx y z
∂ ∂ ∂∇ = + +∂ ∂ ∂
the curl can be written as:
curl F F= ∇ ×In any orthogonal coordinate system:
1 1 2 2 3 3
1 2 3 1 2 3
1 1 2 2 3 3
ˆ ˆ ˆ
1
h u h u h u
Fh h h u u u
h F h F h F
∂ ∂ ∂∇ × =∂ ∂ ∂
3FI4: Theory and Applications in Electromagnetics
Lecture 2: Vector Analysis: Differential Calculus page 24 September 12, 2000
6. Stokes’ Theorem
The net flux of the curl of a vector over any open surface Sis equal to the line integral of the vector along the closedcontour C enclosing the surface.
[ ]
( )SC S
F dl F ds⋅ = ∇ × ⋅∫ ∫∫
Adding up the individual circulationsof all sub-cells results in a netcirculation over the contour of thewhole surface.
Lecture 2: Vector Analysis: Differential Calculus page 25 September 12, 2000
3FI4: Theory and Applications in Electromagnetics
7. Second-order differential operators
Some important identities
0∇ × ∇Φ =
( ) 0F∇ ⋅ ∇ × =
proven by Stokes’ theorem
proven by Gauss’ theorem
2( )F F F∇ × ∇ × = ∇ ∇ ⋅ − ∇
2 2 2 2ˆ ˆ ˆ( ) ( ) ( )x y zF x F y F z F∇ = ∇ + ∇ + ∇In rectangular coordinates:
2 2 22
2 2 2( )x y z
∂ Φ ∂ Φ ∂ Φ∇ Φ = ∇ ⋅ ∇Φ = + +∂ ∂ ∂