37336 - Vector Calculus and Partial Differential Equations


Vector Calculus

Scalar field Campo scalare

Function \(\textbf{f}: X^n \to \mathbb{R}\) that assigns a scalar to each point in a space

\(f ( \textbf{x} ) \)

Vector-valued function

Function \(\textbf{r} : X^n \to \mathbb{R}^m, m \geq 2\) that takes parameter vector or scalar as input and outputs a cartesian vector

Vector field Campo vettoriale

Vector-valued function \(\textbf{F} : X^n \to \mathbb{R}^n\) that assigns a cartesian vector with same dimension as the space, to each point in said space \(X^n\)

\(\textbf{F} ( \textbf{x} )\)

Position function

Vector valued function \(\textbf{r}: [t_0 , t_1] \to \mathbb{R}^n \) that takes a scalar parameter \(t\) as input and outputs a cartesian vector, essentially representing a path in a space

Vector operators

Nabla symbol

Differential operator \(\nabla\) used as a notation for vector operators and hints towards their methods of calculation

\( \displaystyle \nabla = \begin{pmatrix} \frac{\partial}{\partial x} \\ \frac{\partial}{\partial y} \\ \frac{\partial}{\partial z} \end{pmatrix} \)

Gradient Gradiente 勾配

Vector operator that returns the vector of maximum change of a point in a scalar field \(f\)

\(\displaystyle \nabla f = \begin{pmatrix} \frac{\partial f }{\partial x} \\ \frac{\partial f}{\partial y} \end{pmatrix}\)

See Mathematics 2

Divergence Divergenza 発散

Vector operator that returns the scalar quantity of flow in and out of a point in a vector field \(\textbf{F}\)

To calculate based on intuition, look to the top, bottom, left and right of the point and note how regarding these adjacent vectors the point absorbs and emits

\(\displaystyle \nabla \cdot \textbf{F} = \begin{pmatrix} \frac{\partial}{\partial x} \\ \frac{\partial}{\partial y} \\ \frac{\partial}{\partial z} \end{pmatrix} \cdot \textbf{F} = \frac{\partial F_{x}}{\partial x}+\frac{\partial F_{y}}{\partial y}+\frac{\partial F_{z}}{\partial z}\)

Sink

Points in vector fields with more inward flow

\((x,y) \text{ is a sink } \iff \nabla \cdot f(x,y) \lt 0\)

Source

Points in vector fields with more outward flow

\((x,y) \text{ is a source } \iff \nabla \cdot f(x,y) \gt 0\)

Curl Rotore 回転

Vector operator that returns the vector normal to the direction of counterclockwise rotation with its magnitude representing the intensity of the rotation at a point in vector field \(\textbf{F}\)

\(\nabla \times \textbf{F} = \begin{vmatrix} \hat{i} & \hat{j} & \hat{k} \\ \frac{\partial}{\partial x} & \frac{\partial}{\partial y} & \frac{\partial}{\partial z} \\ F_x & F_y & F_z \end{vmatrix} = \begin{pmatrix} \frac{\partial F_{z}}{\partial y} - \frac{\partial F_{y}}{\partial z} \\ \frac{\partial F_{z}}{\partial x} - \frac{\partial F_{x}}{\partial z} \\ \frac{\partial F_{y}}{\partial x} - \frac{\partial F_{x}}{\partial y} \end{pmatrix}\)

Laplacian Laplaciano ラプラス作用素

Vector operator that returns the scalar quantity of 'curvature' at a point in the scalar field \(f\)

This works by capturing the gradient of the scalar field and finding the divergence of this gradient at some point

\(\displaystyle \nabla^2 f = \nabla \cdot (\nabla f) = \frac{\partial^2 f}{\partial x^2} + \frac{\partial^2 f}{\partial y^2}\)

Coordinate system

System of variables used to define a set of points in a space

Point representation

Each coordinate system has a set of equations to translate points in another system to said coordinate system

Vector representation

Each coordinate system has an orthonormal basis (frame) relative to a point in space that represents any vector from that point, e see Linear Algebra

Note that some orthonormal basises may be dependent on some \(\theta\) or \(\phi\) relational to the vector's base from the origin

\(\mathbb{R}^2\)

\(\mathbb{R}^3\)

Cartesian coordinates

Ordered 3-tuple \( (x,y,z) \) that represents a point in a 3D space

Vector transform

\( \text{span}\{ \hat{i}, \hat{j}, \hat{k}\} = \mathbb{R}^3 \)

Volume element

\( dV = dxdydz \)

Polar coordinates

Ordered pair \( (r,\theta) \) that represents any point and vector in a 2D space

Point transfom

Vector transform

For some chosen angle \(\theta\)

\( \text{span}\{ \hat{r}, \hat{\theta}\} = \mathbb{R}^2 \)

\( P_{ (r,\theta) \to (x,y)} = \begin{bmatrix} \cos (\theta) & -\sin(\theta) \\ \sin (\theta) & \cos (\theta) \end{bmatrix}\)

Vector operators

Area element

\( dA = rdrd\theta \)

Cylindrical coordinates

Ordered 3-tuple \( (r,\theta,z) \) that represents any point and vector in a 3D space

Point transform

Vector transform

For some chosen angle \(\theta\)

\( \text{span}\{ \hat{r}, \hat{\theta}, \hat{z}\} = \mathbb{R}^3 \)

\( P_{ (r,\theta, z) \to (x,y,z)} = \begin{bmatrix} \cos (\theta) & -\sin(\theta) & 0 \\ \sin (\theta) & \cos (\theta) & 0 \\ 0 & 0 & 1 \end{bmatrix}\)

Vector operators

Volume element

\( dV = rdrd\theta dz \)

Spherical coordinates

Ordered 3-tuple \( (\rho,\theta,\phi) \) that represents any point and vector in a 3D space

Point transform

Vector transform

\( \forall \theta,\phi\in [0,2\pi] ,\text{span}\{ \hat{\rho}, \hat{\theta}, \hat{\varphi}\} = \mathbb{R}^3 \)

\( P_{ (\rho,\theta, \phi) \to (x,y,z)} = \begin{bmatrix} \sin (\theta) \cos (\phi) & \cos(\theta) \cos(\phi) & -\sin(\phi) \\ \sin(\theta) \sin(\phi) & \cos(\theta) \sin(\phi) & \cos( \phi ) \\ \cos(\theta) & -\sin (\theta) & 0 \end{bmatrix}\)

Vector operators

  • \(\nabla f = \frac{\partial f}{\partial \rho} \hat{\rho} + \frac{1}{\rho}\frac{\partial f}{\partial \theta} \hat{\theta}+ \frac{1}{\rho \sin (\theta)}\frac{\partial f}{\partial \varphi} \hat{\varphi}\)
  • \(\nabla \cdot \textbf{F} = \frac{1}{{\rho}^2}\frac{\partial ( {\rho} ^2 F_{\rho})}{\partial \rho}+ \frac{1}{\rho \sin (\theta) } \frac{\partial ( \sin (\theta) F_{\theta} )}{\partial \theta}+ \frac{1}{\rho \sin (\theta)} \frac{\partial F_{\varphi}}{\partial \varphi}\)
  • \(\nabla \times \textbf{F} = \frac{1}{\rho \sin (\theta)} ( \frac{\partial ( \sin (\theta) F_{\varphi}) }{\partial \theta} - \frac{\partial F_{\theta}}{\partial \varphi}) \hat{\rho} + \frac{1}{\rho} ( \frac{1}{\sin (\theta)}\frac{\partial F_{\rho}}{\partial \varphi} - \frac{\partial (\rho F_{\varphi}) }{\partial \rho}) \hat{\theta} + \frac{1}{\rho} (\frac{\partial (\rho F_{\theta})}{\partial \rho} - \frac{\partial F_{\rho}}{\partial \theta}) \hat{\varphi}\)
  • \(\nabla^2 = \frac{1}{\rho^2} \frac{\partial }{ \partial \rho } (\rho^2 \frac{\partial f}{\partial \rho}) + \frac{1}{\rho^2 \sin ( \theta )} \frac{\partial }{\partial \theta } ( \sin ( \theta ) \frac{\partial f }{\partial \theta } ) + \frac{1}{\rho^2 \sin ^2 (\theta )} \frac{\partial ^2 f }{ \partial \phi} \)
  • Volume element

    \( dV = \rho ^2 \sin ( \theta ) d\rho d\theta d\phi \)

    Arc length infinitesimal

    Scalar quantity \(ds\) representing an infinitesimal distance traversed in a space

    \( ds= \sqrt{ (\frac{d r_x}{dt})^2 + (\frac{d r_y}{dt})^2 + (\frac{d r_z}{dt})^2 } \)

    \( ds= |d\textbf{r}| = |\textbf{r}'(t)|dt \)

    Arc length

    Scalar quantity \(s\) representing total distance traversed on a curve to get from one point to another

    \( \displaystyle s(t) = \int_{\mathcal{C}} ds = \int_{t_0}^{t} |\textbf{r}'(t')|dt' \)

    Differentiable curve Curva differenziabile 可微分曲線

    Set of connected points in \(\mathbb{R}^n\) defined by the image of a differentiable position function

    Parametric

    \( \mathcal{C} = \{ \textbf{r}(t) : t \in [t_0,t_1] \}\)

    Closed curve

    \(\mathcal{C} \text{ is closed } \iff \textbf{r}(t_0) = \textbf{r}(t_1) \)

    Line integral Integrale di linea 線積分

    Class of integrals returning scalar quantities, related to weighting a curve in field

    Line integral (Scalar field)

    Line integral where each point of the curve is weighted by multiplication with the scalar field's intensity at that point

    \(\displaystyle \int_{\mathcal{C}} f(\textbf{x})ds = \int_{t_0}^{t_1} f(\textbf{r}(t))|\textbf{r}'(t)|dt\)

    Riemann sum

    \(\displaystyle \int_{\mathcal{C}} f(\textbf{x})ds = \lim_{\Delta s \to 0, n \to \infty} \sum^{n}_{i=1} f(\textbf{x}_i) \Delta s_i\)

    Line integral (Vector field)

    Line integral where each point of the curve is weighted by the dot product with the vector field at that point and the curve's tangent at that point. This is essentially the 'work' of a vector field

    \(\displaystyle \int_{\mathcal{C}} \textbf{F}(\textbf{x}) \cdot d\textbf{r} = \int_{\textbf{r}(t_0)}^{\textbf{r}(t_1)} \textbf{F}(\textbf{r}(t)) \cdot \textbf{r}'(t)dt\)

    Riemann sum

    \(\displaystyle \int_{\mathcal{C}} \textbf{F}(\textbf{x}) \cdot d\textbf{r} = \lim_{\Delta s \to 0, n \to \infty} \sum_{i=1}^{n} \textbf{F}(\textbf{x}_i) \cdot \hat{T}\Delta s_i \)

    Gradient theorem Teorema di gradiente 勾配定理

    \(\displaystyle \int_{\textbf{r}_0}^{\textbf{r}_1} \nabla f \cdot d\textbf{r} = f(\textbf{r}_1) - f(\textbf{r}_0)\)

    Conservative field

    Vector field such that the line integral result is purely dependent on the endpoints of the line

    \(\textbf{F} \text{ is conservative } \iff\)

    Potential function

    \(f \text{ is the potential function of } \textbf{F} \iff \nabla f = \textbf{F}\)

    Differentiable surface Superficie differenziabile 可微分曲面

    Set of connected points in \(\mathbb{R}^n\) defined by either:

    Explicit

    \(S = \{ (x,y,z) : z=g(x,y) \} \)

    Implicit

    \(S = \{ (x,y,z) : g(x,y,z)=0 \} \)

    Parametric

    \( S = \{ \textbf{r}(u,v) : (u,v) \in [u_0,u_1] \times [v_0 , v_1] \}\)

    Surface normal

    The normal of a level set is the gradient

    Take a level set \(g=0\), these connected points represent a path/surface where the output of \(g\) is the same, therefore there is no rate of change along the level set. the gradient therefore represents vectors perpendicular to the level set

    Explicit

    \(\textbf{n} = \nabla (z-g) \)

    Implicit

    \(\textbf{n} = \nabla g \)

    Parametric

    \(\textbf{n} = \frac{d \textbf{r}}{du} \times \frac{d \textbf{r}}{dv} \)

    Surface element infinitesimal

    Vector quantity \(d\textbf{S}\) representing an infinitesimal of surface, where it has:

    \(d\textbf{S} = \hat{n} dS\)

    \(dS = \| d\textbf{S} \| = \frac{dxdy}{|\hat{n} \cdot \hat{k}|} \)

    \(dS = \| \frac{\partial \textbf{r}}{\partial u} \times \frac{\partial \textbf{r}}{\partial v} \| du dv \)

    Surface integral Integrale di superficie 面積分

    Class of integrals returning scalar quantities, related to weighting a surface in field

    Surface integral (Scalar field)

    Surface integral where each point of the surface is weighted by multiplication with the scalar field's intensity at that point

    \( \displaystyle \iint_{S} f(\textbf{x}) dS = \iint_{S} f(\textbf{r}(u,v)) \| \frac{\partial \textbf{r}}{\partial u} \times \frac{\partial \textbf{r}}{\partial v} \| dudv \)

    Riemann sum

    \( \displaystyle \iint_{S} f(\textbf{x}) dS = \lim_{\Delta S \to 0 } \sum_{\forall \Delta S} f(\textbf{x}) \Delta S \)

    Flux integral Flusso 流束

    Surface integral where each point of the curve is weighted by the dot product with the vector field at that point and the surface's normal at that point.

    \( \displaystyle \iint_{S} \textbf{F}(\textbf{x}) \cdot d\textbf{S} = \iint_{S} \textbf{F}(\textbf{x}) \cdot \hat{n} dS \)

    Riemann sum

    \( \displaystyle \iint_{S} f(\textbf{x}) dS = \lim_{\Delta S \to 0 } \sum_{\forall \Delta S} \textbf{F}(\textbf{x}) \cdot \hat{n} \Delta S \)

    Integral form of curl

    \(\displaystyle \nabla \times \textbf{F} = \hat{n} \lim_{\Delta s \to 0}\frac{1}{\Delta s} \oint_{\mathcal{C}} \textbf{F} \cdot d\textbf{r}\)

    Integral form of divergence

    \(\displaystyle \nabla \cdot \textbf{F} = \lim_{\Delta V \to 0}\iint_{S} \textbf{F} \cdot d\textbf{S}\)

    Gauss' theorem Teorema di Gauss 発散定理

    Theorem asserting that the divergence of all points in a volume equals the flux integral of the volume's closed surface.

    Intuitively, this is because by thinking of the divergence of each infinitesimal volume element bounded by the surface, each infinitesimal volume elements has its flux 'cancelled out' by adjacent volume elements

    \(\displaystyle \iiint_{V} (\nabla \cdot \textbf{F}) dV = \iint_{S} \textbf{F} \cdot d\textbf{S} \)

    Stoke's theorem

    Theorem asserting that the curl of all points on an open surface equals the line integral of the open surface's edge.

    Intuitively, this is because by thinking of the curl of each infinitesimal surface element, each infinitesimal volume elements has its curl 'cancelled out' by adjacent surface elements

    \(\displaystyle \iint_{S} (\nabla \times \textbf{F}) \cdot d\textbf{S} = \oint_{\mathcal{C}} \textbf{F} \cdot d\textbf{r} \)

    Green's theorem

    Corrolary of Stoke's theorem, form of Stoke's theorem of a function projected in the xy-plane.

    \(\displaystyle \iint_{S} ( \frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y} ) dxdy = \oint_{\mathcal{\partial S}} P(x,y)dx + Q(x,y)dy \)

    Maxwell equations

    Set of differential equations governing classical electromagnetism by stating the properties of electic and magnetic fields that are either derived from Coulomb's law and Biot-Savart law and an empirical observation (Faraday's law).

    Differential

    Integral

    Partial Differential Equations

    Inner product space

    See Lebesgue integration fourier analysis

    \(L^2\) space

    Hilbert space of functions whose square are integrable on some domain, the space has infinite dimension. The \(L^2\) space defines the iner product and norm as such.

    Inner product

    \( \displaystyle \langle f, g \rangle = \int_{D} \overline{f(x)} g(x) w(x) dx\)

    Norm

    \( \| f \| = \sqrt{ \langle f,f \rangle }\)

    Differential operator

    See Differential Equations

    Strum-Liouville Operator

    Differential operator \( \mathcal{L} \) of the following form

    \(\mathcal{L}f = -\frac{1}{w(x)} [ \frac{d}{dx} p(x) \frac{d f}{dx} -q(x)f ] \)

    Strum-Liouville Eigenvalue Problem

    \(\mathcal{L} \phi = \lambda \phi \)

    Boundary conditions applies to this problem determine the interval of the \(L^2\) space

    Properties

    Generalized Fourier series

    Expansion of some function \(f\) for some weighted \(L^2\) space \( L^2_{w}([a,b])\) as the linear combination of an orthogonal basis' functions

    \( f(x) = \sum^{\infty}_{n=0} c_n \phi_n (x) \)

    \( f(x) = \sum^{\infty}_{m=0} \frac{ \langle \phi_m , f \rangle}{\| \phi_m \|^2 } \phi_m (x) \)

    The constant \( c_m = \frac{ \langle \phi_m , f \rangle}{\| \phi_m \|^2} \) is derived by noting that \( \langle \phi_m , f \rangle = \sum^{\infty}_{n=0} c_n \langle \phi_m , \phi_n \rangle = c_m \langle \phi_m , \phi_m \rangle = c_m \| \phi_m \|^2\)

    Fourier series

    \( ( \cos (nx) )_{n\in \mathbb{N}} \) is an orthogonal basis for periodic \(L^{2}([-\pi,\pi])\)

    \( ( \sin (nx) )_{n\in \mathbb{N}} \) is an orthogonal basis for periodic \(L^{2}([-\pi,\pi])\)

    \( L^2 ([-\pi,\pi]) \implies \| \sin (nx) \|^2 = \| \cos( n x ) \|^2 = \pi \)

    Helmholtz equation

    Second order linear PDE that is an SL eigenvalue problem in \(\mathbb{R}\), it usually models time independent waves as well as other natural phenomenon. it can be solved using

    \( \nabla^2 f = -k^2 f \)

    \(\mathbb{R}\) cartesian solution

    \( f (x) = e^{i k x} \)

    \(\mathbb{R}^2\) polar solution

    \( f (r, \theta ) = J_m( k r) e^{i m x} \)

    Second order linear partial differential equation

    \( A(x,y) \frac{\partial^2 f}{\partial x^2} + 2B(x,y) \frac{\partial^2 f}{\partial x \partial y} + C(x,y) \frac{\partial^2 f}{\partial y^2} = F(x,y,f,\frac{\partial f}{\partial x} , \frac{\partial f}{\partial y} )\)

    Wave equation

    Second order linear PDE, it models mechanical waves

    \(\nabla^2 \psi - \frac{1}{c^2} \frac{\partial^2 \psi}{\partial t^2} = 0 \)

    Laplace's equation

    Second order linear PDE that is an SL eigenvalue problem in \(\mathbb{R}\), it models static electromagnetic fields with no charges

    \(\nabla^2 f = 0 \)

    \(\mathbb{R}^2\) cartesian solution

    \( f_{k}(x, y ) = (e^{i k x} + e^{-i k x})(e^{ k y} + e^{- k y}) \)

    \( k \) is a constant in terms of the eigenvalue

    \(\mathbb{R}^2\) polar solution

    \( f_{k}(r, \theta ) = e^{i k \theta } \begin{cases} A + B \ln |r| \\ A r^{k} \end{cases}\)

    \( k \) is a constant in terms of the eigenvalue

    \(\mathbb{R}^3\) spherical solution

    \( f_{m, \ell}(\rho, \theta , \phi ) = Y_{\ell , m} (\theta , \phi) [ r^{\ell} + r^{-\ell -1 } ]\)

    \( m \) is a constant in terms of the primary eigenvalue

    \( \ell \) is a constant in terms of the secondary eigenvalue

    Heat equation

    Second order linear PDE, it models heat distribution in a medium

    \(\frac{\partial^2 u}{\partial x^2} = \frac{1}{\kappa} \frac{\partial u}{\partial t} \)

    Boundary conditions

    In \(\mathbb{R}^2\), a domain boundary may be parametrized as \(\textbf{r}(u)\), and conditions of this boundary may take several forms

    Separation of variables

    See Differential Equations

    Cauchy-Euler equation

    \( \sum^{n}_{i=0} k_i x^{i} y^{(i)} = 0\)

    1. We assume the answer has form \(y = cx^{m}\) (where differentiation is with respect to \(x\))
    2. Substitute into the equation, divide by \(cx^m\)and resolve the roots of the polynomial \(m_1,m_2,..m_n\)
    3. Use boundary conditions to resolve coefficients \(c_1, c_2,...,c_n\)

    \( y(x)= \sum^{n}_{i=1} c_i x^{m_i} \)

    Bessel's equation

    See Differential Equations

    Associated Legendre polynomials

    Sequence polynomials that satisfy the following ODE

    \( (1-x^2)y''-2xy'+[\ell (\ell +1)-\frac{m^2}{1-x^2}]y=0 \)

    \(P^{m}_{\ell}(x)\)

    They form an orthonormal basis for \(L^2 [-1,1]\)

    Spherical harmonics

    Complete set of functions representing the 'angular' separated term from solving Laplace's eqaution in spherical coordinates by separatio of variables

    \( Y_{\ell, m} (\theta , \phi ) = e^{i m \phi } P^{m}_{\ell} ( \cos ( \theta )) \)

    Derivation

    By separation of variables, the following 3 ODEs are formed:

    \( \frac{d }{dr}(r^2 \frac{d R}{d r}) = -k^2 R \)

    \( R(r) = \frac{e^{i k r} }{ r }\)