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2A1 Vector Algebra and Calculus

David Murray
david.murray@eng.ox.ac.uk www.robots.ox.ac.uk/dwm/Courses/2VA

Michaelmas 2005

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Vector Calculus & Scalar Fields

Think about some scalar quantities mass M, length L, time t, temperature T , etc If r = [x, y, z] is a position in space, T (r) is a scalar eld T might be time-varying the eld is T (r, t) Keep y, z, t constant. What is T when you move x?
z

T =

T x

x.

But suppose you moved of in a direction n. Would you multiply T T = n ? n

x y

Does T /n exist is it a vector or a scalar?

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Vector Calculus & Vector Fields

A vector quantity v(r) that has a value at every r in a region is a vector eld. Examples are: The electric eld E(r) around stationary charges The unsteady uid velocity eld v(r, t) in a stream.

Local stream velocity v(r, t) can be viewed using: laser Doppler anemometry, or by dropping twigs in, or diving in ... Youll be interested in
weirs (acceleration), & vortices (curls)

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Contents
1 2 3 4

Revision of vector algebra, scalar product, vector product. Triple products, multiple products, applications to geometry. Differentiation of vector functions, applications to mechanics. Scalar and vector elds. Line, surface and volume integrals, curvilinear co-ordinates . Vector operators grad, div and curl. Vector Identities, curvilinear co-ordinate systems. Gauss and Stokes Theorems and extensions. Engineering Applications.

5 6 7 8

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Learning Outcomes
comfort with expressing systems using vector quantities manipulating vectors as atomic entities without recourse to underlying coordinates sound grasp of the concept of a vector eld ability to link this idea to descriptions various physical phenomena intuition of the physical meaning of the various vector calculus operators (div, grad, curl) ability to interpret the formulae describing physical systems in terms of these operators

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Reading
J Heading, "Mathematical Methods in Science and Engineering", 2nd ed., Ch.13, (Arnold). G Stephenson, "Mathematical Methods for Science Students", 2nd ed., Ch.19, (Longman). E Kreyszig, "Advanced Engineering Mathematics", 6th ed., Ch.6, (Wiley). K F Riley, M. P. Hobson and S. J. Bence, "Mathematical Methods for the Physics and Engineering" Chs. 6, 8 and 9 (CUP). A J M Spencer, et. al. "Engineering Mathematics", Vol.1, Ch.6, (Van Nostrand Reinhold). H M Schey, Div, Grad, Curl and all that, Norton

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Course WWW Pages

Pdf copies of
these oheads lecture notes (also large print), tutorial sheets (also large print) FAQs etc

will be accessible from www.robots.ox.ac.uk/dwm/Courses/2VA If something is really not clear, and you are really stuck,
email david.murray@eng.ox.ac.uk

and the reply (if generally useful) will get stuck on the web FAQs.

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Vector Algebra and Calculus

1 2 3 4

Revision of vector algebra, scalar product, vector product Triple products, multiple products, applications to geometry Differentiation of vector functions, applications to mechanics Scalar and vector elds. Line, surface and volume integrals, curvilinear co-ordinates Vector operators grad, div and curl Vector Identities, curvilinear co-ordinate systems Gauss and Stokes Theorems and extensions Engineering Applications

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Vector Algebra
In which we explore ... Free, sliding and position vectors Coord frames and Vector components Equality, magnitude, Addition, Subtraction Scalar products, Vector Projection, Inner products Vector Products

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Vectors
In Linear Algebra vectors were lists of n numbers. Often in the physical world, the numbers specify
magnitude (1 number) & direction (1 number in 2D, 2 in 3D)

There are three slightly different types of vectors:

Free vectors: Only mag & dirn are important. We can translate at will. Sliding vectors: Line of action is important (eg. forces for moments) Vector can slide with 1 degree of freedom. Bound or position vectors: Tails all originate at origin O.
r1 r
2

O Free vectors Sliding vectors Position vectors

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Coordinate frames
An advantage of vector algebra: frees analysis from arbitrarily imposed coordinate frames. Eg, two free vectors are equal if mags and dirns are equal. Can be done with a drawing that is independent of any coordinate system. Try to spot things in the notes that are independent of coordinate system. However, coordinate systems are useful, so introduce the idea of vector components.

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Vector components in a coordinate frame

k
x 2

In a Cartesian coordinate frame a = [a1 , a2 , a3 ] = [x2 x1 , y2 y1 , z2 z1 ] Dene k as unit vectors in the x, y, z dirns i, j,
j a2

a3

a
x 1

= [1, 0, 0] = [0, 1, 0] k = [0, 0, 1] i j then a = a1 + a2 + a3 k . i j

a1

NB! Vectors are not stuck in 3 dimensions!

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Notation
We will use bold font to represent vectors a, , In written work, underline the vector a, We shall use the hat a to denote a unit vector. a denotes the transpose of a vector iff means if and only if mag and dirn are my shorthands for magnitude and direction

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Vector equality

Two free vectors are said to be equal iff their lengths and directions are the same. Using coordinates, two n-dimensional vectors are equal a = b iff a1 = b1 , a2 = b2 , ... an = bn

This does for position vectors. But for sliding vectors we must add the line of action must be the same.

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Vector magnitude and unit vectors

Provided we use an orthogonal coordinate system, the magnitude of a 3-vector is a = |a| = and of an n-vector a = |a| = ai2
i 2 2 2 a1 + a2 + a3

To nd the unit vector in the direction of a, simply divide the vector by its magnitude a a= . |a|

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Vector Addition and Subtraction

Vectors are added/subtracted by adding/subtracting corresponding components (like matrices) a + b = [a1 + b1 , a2 + b2 , a3 + b3 ]

Addition follows the parallelogram construction. Subtraction is a + (b)

a+b k a ab

c c
b

b a+b a

b+c

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Properties of addition/subtraction
The following results follow immediately from the above denition of vector addition (incl. subtraction).
1

a + b = b + a (it commutes) (a + b) + c = a + (b + c) = a + b + c (it associates) a+0=0+a=a where the zero vector is 0 = [0, 0, 0]. a + (-a) = 0

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Multiplication of a vector by a scalar

NOT the scalar product! Just as for matrices, multiplication of a vector a by a scalar c is dened as multiplication of each component by c, so that ca = [ca1 , ca2 , ca3 ]. It follows that: |ca| = (ca1 )2 + (ca2 )2 + (ca3 )2 = |c||a|.

The direction of the vector will reverse if c is negative, but otherwise is unaffected. A vector where the sign is uncertain is called a director.

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Example

The electrostatic force on charged particle Q due to another charged particle q1 is F=K Qq1 r r2 where constant K = 1 4r 0

where r is the vector from q to Q. Question: Write down an expression for the force on Q at R due to N charges qi at ri , i = 1, . . . , N. Answer: qi The vector from qi to Q is R ri . Q The unit vector in that direction is (R ri )/|R ri |, so ri N Qqi R K (R ri ) F(r) = |R ri |3
i=1

Notice that we are thinking algebraically about vectors not fussing about their components. Not a coordinate system in sight.

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Scalar product or dot product

The scalar product of two vectors results in a scalar quantity: a b = a1 b1 + a2 b2 + a3 b3 . Note that
2 2 2 a a = a1 + a2 + a3 = |a|2 = a2 .

These properties of the sprod follow immediately:

ab=ba (it commutes) a (b + c) = a b + a c (it distributes w.r.t vector addition) (a) b = (a b) = a (b) (scalar multiple of a scalar product of two vectors)

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Geometrical interpretation of scalar product

Consider the square magnitude of the vector (a b). |a b|2 = (a b) (a b) = = a a + b b 2(a b) a2 + b2 2(a b)

The cosine rule says length AB 2 is |a b|2 = a2 + b2 2ab cos Hence a b = ab cos , independent of the coord system. Conversely cos = a b/ab
O b a A

B ab

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Projection of one vector onto the other

b a
Projection of b onto direction of a

b cos is the component of b in the direction of a. a cos is the component of a in the direction of b.

Projection is v. useful when the second vector is a unit vector. a is the size of the component of a in the direction of i i. To get the vector component of b in the dirn of a (b a)a = So (a is the vector component of a in the direction of i)i i. 1 (b a)a . a2

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Orthonormal vectors and coordinates

In the particular case a b = 0, the angle between the two vectors is a right angle. The vectors are said to be orthogonal neither has a component in the direction of the other. In 3D, an orthogonal coordinate system is characterised by = = k k = 1 i i j j and = k = k = 0 i j j i

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A scalar product is an inner product

We have been writing vectors as row vectors a = [a1 , a2 , a3 ] Its convenient: it takes less space than writing column vectors In matrix algebra, vectors are column vectors. So, Ma = v means v1 a1 M11 M12 M13 M21 M22 M23 a2 = v2 v3 a3 M31 M32 M33 and row vectors are written as a (a transpose). Usually we can be relaxed but care needed sometimes. Eg, the scalar product is also the inner product used in linear algebra. The inner product is dened as a b b1 a b = [a1 , a2 , a3 ] b2 = a1 b1 + a2 b2 + a3 b3 = a b b3 What is the outer product?

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Scalar Product Example 1

Question A force F is applied to an object as it moves by a small amount r. What work is done on the object by the force?

Answer The work done is equal to the component of force in the direction of the displacement multiplied by the displacement itself. This is just a scalar product: W = F r . Later we will see how to integrate such elements over particular paths as line integrals.

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Scalar Product Example 2

Question A cube has four diagonals, connecting opposite vertices. What is the angle between an adjacent pair? Answer The directions of the diagonals are [1,1,1] [1,1,1] [1, 1, 1]. The ones shown in the gure are [1, 1, 1] and [1, 1, 1]. The k angle is thus
j i

= =

[1, 1, 1] [1, 1, 1] cos1 2 + 12 + 12 12 + 12 + 12 1 cos1 (1/3)

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Scalar Product Example 3

Question: Pinball with velocity s bounces (elastically) from a bafe whose endpoints are p and q. Find the velocity vector after bounce. Answer Refer to coord frame with principal q directions along and perpendicular to the ^ u bafe:
p ^ v s

[ux , uy ] =

v = u = [uy , ux ] Before impact: velocity is sbefore = (s.u)u + (s.v)v After impact: component of velocity in dirn of bafe u is same . component normal to the bafe along v is reversed safter = (s.u)u (s.v)v

qp |q p|

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Scalar Product Example 3

Worth reecting on this example ... Using vectors as complete entities (ie, not thinking about components) has made a tricky problem trivial to solve. Several languages (including Matlab) allow one to declare vector objects
q

^ u p ^ v

p=[3;4] q=[1;-1] s=[1;2] diff = q-p uhat = diff/norm(diff) s vhat = [-uhat(2);uhat(1)] safter = dot(s,uhat)*uhat - dot(s,vhat)* You think in vectors, while built in routines handle the detail of components ... Reection over.

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Direction cosines use projection

The quantities = a i , a = a j , a = ak a

are the cosines of the angles which the vector a makes with the coordinate vectors k i,j, They are the direction cosines of the vector a. Since a = a1 etc, it follows i immediately that a = a( + + k) i j 1 2 2 2 2 +2 + 2 = 2 [a1 +a2 +a3 ] = 1 a Used in crystallography anywhere else?

j i

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Vector or cross product

The vector product of two vectors a and b is a b = (a2 b3 a3 b2 ) + (a3 b1 a1 b3 ) + (a1 b2 a2 b1 )k. i j You cannot remember the above! Instead use the pseudo determinant k i j a b = a1 a2 a3 b1 b2 b3 where the top row consists of vectors not scalars. A determinant with two equal rows has value zero, so aa=0 It is also easily veried that (a b) a = (a b) b = 0 so that a b is orthogonal to both a and b.

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Vector product
The magnitude of the vector product can be obtained by showing that |a b|2 + (a b)2 = a2 b2 from which it follows (independent of the coord system) |a b| = ab sin , Proof? The vector product does not commute It anti-commutes: a b = b a. The vector product does not associate: a (b c) = (a b) c.

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Vector Products
The vector product is orthogonal to both the vectors. Need to specify the sense w.r.t these vectors. Sense of the right handed screw ... Also = i j
axb
in righthand screw sense

b a
Plane of vectors a and b

i 1 0

k j 0 0 1 0

=k .

k = And in full: = k, i j j i, Note the cycle ordering here.

i j. and k =

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Geometrical interpretation of vector product

The magnitude of the vector product (a b) is equal to the area of the parallelogram whose sides are parallel to, and have lengths equal to the magnitudes of, the vectors a and b. Its direction is perpendicular to the parallelogram.

ax b

b
bsin

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Example

Question g is vector from A [1,2,3] to B [3,4,5]. is the unit vector in dirn from O to A. l Find m, a UNIT vector along g l Verify that m is is perpendicular to l. Find n, the third member of a r-h coord set m, n. l, Answer 1) g = [3 1, 4 2, 5 3] = [2, 2, 2]. 2) = [1, 2, 3]/ 14 l 3) g l = i 2 1 k j 2 2 2 3 =

[1,2,3] A l

B [3,4,5]

[2, 4, 2] m = [1, 2, 1]/ 6

4) m = l (1.1 + 2. 2 + 1.3)/(.) = 0 l 5) n = m = k i j 1 1 2 3 6 14 1 2 1

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Random question
Q: If and g are two unit vectors, f what is the magnitude of the vector product g f

fxg

f
A: Magnitude is sin .

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Summary
Weve revised and discussed ... Free, sliding and position vectors Coord frames and Vector components Equality, magnitude, Addition, Subtraction Scalar products, Vector Projection, Inner products Vector Products In Lecture 2 ... Vector multiple products: Geometry of Lines and Planes Solving vector equations Angular velocity and moments Then the calculus starts