Calculus III
Contents
3 Dimensional space
Partial derivatives
Multiple integrals
Vector Functions
Line integrals
Surface integrals
Vector operators
Applications
© The scientific sentence. 2010
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SPHERICAL COORDINATES
1. The basic relationships
The folowing figure gives the spherical coordinates of a
point P , that is of a vector in
space:
We have the following relationships:
r = [x2 + y2 + z2]1/2
tg θ = sin θ/cosθ = (ρ/r)/(z/r) = [x2 + y2]1/2/z
tg φ = y/x
r goes from : 0 to ∞ ( in the space)
θ goes from 0 to π (along the z-axis)
φ goes from 0 to 2π (over the xy-plane)
2. Unit vectors transformatins:
We have the following relationships:
ex = sinθcosφ er + cosθcosφ eθ - sinφ eφ
ey = sinθsinφ er + cosθsinφ eθ + cosφ eφ
ez = cosθ er - sinθ eθ
Writing these relations using a matrix, we obtain
[ex, ey, ez] = M [er, eθ, eφ]
Matrix M =
The transformation is obtained by using the related
inverse matrix: :
[er,eθ, eφ] = M-1[ex, ey, ez]
Matrix M-1 =
Therefore:
er = sinθcosφ ex + sinθsinφ ey + cosθ ez
eθ = cosθcosφ ex + cosθsinφ ey - sinθ ez
eφ = - sinφ ex + cosφ ey
3. The components of the gradiant ∇
We will express the components of the gradiant
(∂/∂x , ∂/∂y , ∂/∂z)
in the cartesian system according to the ones in the
spherical system:
x is a function of r, θ and φ
y is a function of r, θ and φ
z is a function of r and θ
Hence:
∂/∂x
∂/∂x = (∂/∂r) ∂r/∂x + (∂/∂θ) ∂θ /∂x + (∂/∂φ) ∂φ/∂x
∂r/∂x = (1/2) (1/r) 2. x = x/r = ρ cos φ/r = sin θ cos φ
• ∂θ /∂x =
(1/cos2 θ) ∂θ/∂x = (1/z) (1/2) (1/ρ) 2. x =
x /ρz =
cos φ /z = cos φ /r cos θ
∂θ/∂x = cos φcosθ/r
• ∂φ/∂x =
(1/cos2 φ) ∂φ/∂x = - y/x2 = -sinφ/ρcos2 φ
∂φ/∂x = - sinφ/ρ
Therefore:
∂/∂x = sin θcos φ (∂/∂r) +
cos φcosθ/r (∂/∂θ) - sinφ/ρ (∂/∂φ)
∂/∂y
∂/∂y = (∂/∂r) ∂r/∂y + (∂/∂θ) ∂θ /∂y + (∂/∂φ) ∂φ/∂y
• ∂r/∂y = (1/2) (1/r) 2. y = y/r = ρsin φ/r = sin θsin φ
∂r/∂y = sin θsin φ
• ∂θ /∂y =
(1/cos2 θ) ∂θ/∂y = (1/z) (1/2) (1/ρ) 2.y =
y /ρz = sin φ /z = sin φ /r cos θ
∂θ/∂y = sin φcosθ/r
∂φ/∂y =
(1/cos2 φ) ∂φ/∂y = 1/x = 1/ρcos φ = 1/r sinθcos φ
∂φ/∂y = cos φ/r sinθ
Therefore:
∂/∂y = sin θsin φ (∂/∂r) +
sin φcosθ/r (∂/∂θ) + cos φ/r sinθ (∂/∂φ)
∂/∂z
∂/∂z = (∂/∂r) ∂r/∂z + (∂/∂θ) ∂θ/∂z
• ∂r/∂z = (1/2) (1/r) 2. z = z/r = cos θ
∂r/∂z = cos θ
• ∂θ/∂z =
(1/cos2 θ) = - ρ/z2 =
- ρ/r2 cos2θ
∂θ/∂z = - ρ/r2 = - sinθ/r
Therefore:
∂/∂z = cos θ (∂/∂r) - sinθ/r (∂/∂θ)
To recap:
∂/∂x =
sin θcos φ (∂/∂r) +
cos φcosθ/r (∂/∂θ)
- sinφ/ρ (∂/∂φ)
∂/∂y =
sin θsin φ (∂/∂r) + sin φcosθ/r (∂/∂θ) +
cos φ/r sinθ (∂/∂φ)
∂/∂z =
cos θ (∂/∂r) - sinθ/r (∂/∂θ)
4. The Laplacien: Δ
∂2/∂x2 = (∂/∂x)(∂/∂x) =
[sin θcos φ (∂/∂r) + cos φcosθ/r (∂/∂θ) -
sinφ/ρ (∂/∂φ)]
[sin θcos φ (∂/∂r) + cos φcosθ/r (∂/∂θ) -
sinφ/ρ (∂/∂φ)]
= (sin θcos φ)[∂/∂r][sin θcos φ (∂/∂r) +
cosφcosθ/r (∂/∂θ) - sinφ/ρ (∂/∂φ)]
+ (cosφcosθ/r)[∂/∂θ][sin θcos φ (∂/∂r) +
cosφcosθ/r (∂/∂θ) - sinφ/ρ (∂/∂φ)]
- (sinφ/ρ)[∂/∂φ][sin θcos φ (∂/∂r) +
cosφcosθ/r (∂/∂θ) - sinφ/ρ (∂/∂φ)]
= (sin2 θcos2 φ)(∂2/∂r2) -
(sin θcos2 φcosθ/r2) (∂/∂θ) +
(cos φsinφ/r2) (∂/∂φ) +
+ (cos2φcos 2θ/r) (∂/∂r) -
cos2φsinθcosθ/r2 (∂/∂θ) +
cos2φcos2θ/r2
(∂2/∂θ2) +
cosφsinφcos2θ/r2sin2θ)
∂/∂φ +(sinθ sin2φ/rsinθ)∂/∂r +
(sin2φcosθ/r2sinθ) ∂/∂θ +
(sinφcosφ/r2sin2θ)∂/∂φ +
(sin2φ/r2sin2θ)∂2/
∂φ2
∂2/∂y2 = ∂/∂y(∂/∂y) =
[sin θsin φ (∂/∂r) + sin φcosθ/r (∂/∂θ) +
cos φ/r sinθ (∂/∂φ)]
[sin θsin φ (∂/∂r) + sin φcosθ/r (∂/∂θ) +
cos φ/r sinθ (∂/∂φ)]
= (sin2 θcos2 φ)(∂2/∂r2) -
(cosθsin2 φsinθ/r2) (∂/∂θ) -
(cos φsinφ/r2) (∂/∂φ) +
+ (sin2φcos 2θ/r) (∂/∂r) -
sin2φsinθcosθ/r2 (∂/∂θ) +
sin2φcos2θ/r2(∂2/
∂θ2) -
sinφcosφcos2θ/r2sin2θ)
∂/∂φ +(sinθ cos2φ/rsinθ)∂/∂r +
(cos2φcosθ/r2sinθ) ∂/∂θ -
(sinφcosφ/r2sin2θ)∂/∂φ +
(cos2φ/r2sin2θ)∂2/
∂φ2
∂2/∂z2 =
[∂/∂z][∂/∂z]= [cos θ (∂/∂r) - sinθ/r
(∂/∂θ)]
[cos θ (∂/∂r) - sinθ/r (∂/∂θ)] =
cos2θ∂2/∂r2 +
(sinθcosθ/r2)∂/∂θ
+ (sin2/r)∂/∂r + (sin2/r2)
∂2/∂θ2 +
(sinθcosθ/r2)∂/∂θ
Therefore:
Δ = ∂2/∂r2 +(2/r) ∂/∂r +
(1/r2)(sinθ/cosθ)∂/∂θ + (1/r2)
∂2/∂θ2 +
(1/r2sin2 θ)∂2/∂φ2
Or:
Δ = (1/r2)∂/∂r(r2 ∂/∂r) +
(1/r2sinθ)∂/∂θ(sinθ∂/∂θ) +
(1/r2sin2θ)∂2/∂φ2)
5. Volume element:
From the following figure:
We obtain:
dV = r2drsinθdθdφ
6. The solid angle:
The related solid angle is, by definition, equal to
the lateral surface over the square of fthe radius. That is:
dΩ = rdθ rsinθdφ /r2 =
sinθdθdφ
dΩ =sinθdθdφ
Ω = ∫dΩ = 2π∫sinθdθ =
2π∫[-cosθ] ( from 0 to π)
= 4π
7. The operator DEL
We have:
∇ = ∂/∂x ex +
∂/∂y ey + ∂/∂z ez.
And:
ex = sinθcosφer + cosθcosφeθ -
sinφ eφ
ey = sinθsinφ er + cosθsinφeθ +
cosφeφ
ez = cosθer - sinθeθ
And:
∂/∂x = sin θcos φ (∂/∂r) + cos φcosθ/r
(∂/∂θ)
- sinφ/ρ (∂/∂φ)
∂/∂y = sin θsin φ (∂/∂r) + sin φcosθ/r
(∂/∂θ) +
cos φ/r sinθ (∂/∂φ)
∂/∂z = cos θ (∂/∂r) - sinθ/r (∂/∂θ)
Therefore:
∇ =
sin θ cos φ (∂/∂r) ex + cos φ cos θ /r (∂/∂ θ ) ex -
sinφ /ρ (∂/∂φ )ex
+ sin θ sin φ (∂/∂r) ey + sin φ cos θ /r (∂/∂ θ ) ey +
cos φ /r sin θ (∂/∂φ )ey
+ cos θ (∂/∂r) ez - sin θ /r (∂/∂ θ )ez
=
[sin θ cos φ ex + sin θ sin φ ey +
cos θ ez ](∂/∂r)
+ [cos φ cos θ /r ex + sin φ cos θ /r ey -
sin θ /r ez](∂/∂ θ )
+ [- sinφ /ρ ex + cos φ /r sin θ ey ](∂/∂φ )
= [sin θ cos φ (sin θ cosφ er + cos θ cosφ e θ - sinφ eφ ) +
sin θ sinφ (sin θ sinφ er + cos θ sinφ e θ + cosφ eφ ) +
cos θ (cos θ er - sin θ e θ ) ](∂/∂r)
+ [cos φ cos θ /r (sin θ cosφ er + cos θ cosφ e θ - sinφ eφ ) +
sin φ cos θ /r (sin θ sinφ er + cos θ sinφ e θ + cosφ eφ ) -
sin θ /r (cos θ er - sin θ e θ )](∂/∂ θ )
+ [- sinφ /ρ (sin θ cosφ er + cos θ cosφ e θ - sinφ eφ ) +
cos φ /r sin θ (sin θ sinφ er + cos θ sinφ e θ + cosφ eφ ) ](∂/∂φ )
= [(sin θ cos φ sin θ cosφ + sin θ sin φ sin θ sinφ + cos θ cos θ )(∂/∂r) +
(cos φ cos θ /r sin θ cosφ - sin φ cos θ /r sin θ sinφ + sin θ /r cos θ )(∂/∂ θ ) -
sinφ /ρ sin θ cosφ + cos φ /r sin θ sin θ sinφ )(∂/∂φ )]er
+[(sin θ cos φ cos θ cosφ + sin θ sin φ cos θ sinφ - cos θ sin θ )(∂/∂r) +
(cosφ cos θ /r cos θ cosφ + cos θ sinφ /r cos θ sinφ + sin θ /r sin θ )(∂/∂ θ ) +
(- sinφ /ρ cos θ cosφ + cos φ /r sin θ cos θ sinφ )(∂/∂φ )]eθ
+ [(- cos φ sin θ /r sinφ + cosφ sin θ sin φ )(∂/∂r) +
(- sinφ cos φ cos θ /r + cosφ sinφ cos θ /r)(∂/∂ θ ) + (sinφ sinφ /ρ +
cosφ cos φ /r sin θ )(∂/∂φ )]eφ
= [(∂/∂r)]er + [(1 /r )(∂/∂ θ )]eθ +
[(1/ρ )(∂/∂φ )]eφ
∇ = [(∂/∂r)]er +
[(1 /r )(∂/∂ θ )]eθ +
[(1/rsinθ )(∂/∂φ )]eφ
8. The divergence in spherical coordinates:
Let: A = (Ar, Aθ, Aφ)
Now we will apply ∂/∂x on Ax , ∂/∂y on Ay
and ∂/∂z on Az and sum them:
∇ . A = ∂Ax/∂x + ∂Ay/∂y +
∂Az/∂z
= sin θ cos φ (∂/∂r)[sin θ cosφ Ar + cos θ cosφ A θ - sinφ Aφ ] +
cos φ cos θ /r(∂/∂ θ )[sin θ cosφ Ar + cos θ cosφ A θ - sinφ Aφ ] -
sinφ /ρ(∂/∂φ )[sin θ cosφ Ar + cos θ cosφ A θ - sinφ Aφ ]
+
sin θ sin φ (∂/∂r)[sin θ sinφ Ar + cos θ sinφ A θ + cosφ Aφ ] +
sin φ cos θ /r (∂/∂ θ )[sin θ sinφ Ar + cos θ sinφ A θ + cosφ Aφ ] +
cos φ /r sin θ (∂/∂φ )[sin θ sinφ Ar + cos θ sinφ A θ + cosφ Aφ ]
+
cos θ (∂/∂r)[cos θ Ar - sin θ A θ ] - sin θ /r (∂/∂ θ )[cos θ Ar - sin θ A θ ]
= [sin2 θ cos2φ + sin2 θ sin2φ +
cos2 θ ] (∂Ar/∂r) + [cos2φ cos2 θ /r +
sin2φ /ρ + sin2φ cos2 θ /r +
sin θ cos2φ /ρ + sin2 θ /r] Ar
+ [- cos2φ cos θ sinθ/r + cos θ sin2φ /ρ
- sin2φcos θ sin θ /r + cos θ cos2φ /ρ +
cos θ sin θ /r]A θ + cos2φ cos2 θ /r +
sin2φ cos2 θ /r +
sin2 θ /r]∂A θ /∂θ
+ [sinφ cosφ /ρ - cosφ sinφ /ρ ]Aφ + [sin2φ /ρ +
cos2φ /ρ]∂Aφ /∂φ
= (2/r) Ar + ∂Ar/∂r + cosφ /ρ A θ + (1/r)∂A θ /∂θ +
(1/ρ)∂Aφ /∂φ
= (1/r2) ∂[r2Ar]/∂r +
(1/r sinθ)&part[sinθAθ]/∂θ +
1/r sinθ)∂[Aφ]/∂φ
∇ . A =
(1/r2) ∂[r2Ar]/∂r +
(1/r sinθ)∂[sinθAθ]/∂θ +
1/r sinθ)∂[Aφ]/∂φ
9. The curl of a vector in spherical
coordinates:
Let A = (Ar, Aθ, Aφ)
We can calculate Curl A this way:
Curl (A) = ∇ x A =
ex ey ez
∂/∂x ∂/∂y ∂/∂z
Ax Ay Az
= (∂[Az]/∂y - ∂[Ay]/∂z)ex +
∂[Ax]/∂z - ∂[Az]/∂x) ey +
∂[Ay]/∂x - ∂[Ax]/∂y) ez
And write all the related expressions. But its too long.
We will, instead use the DEL operator, which is:
∇ = [(∂/∂r)]er + [(1 /r )(∂/∂ θ )]e θ +
[(1/rsin θ )(∂/∂φ )]eφ
er = sin θ cosφ ex + sin θ sinφ ey +
cos θ ez
eθ = cos θ cosφ ex + cos θ sinφ ey - sin θ ez
eφ = - sinφ ex + cosφ ey
We will use:
∂er/∂r = 0 | ∂er/∂ θ = e θ | ∂er/∂φ = sin θ eφ |
∂e θ /∂r = 0 | ∂e θ /∂ θ = - er ∂e θ | ∂φ = cos θ eφ |
∂eφ /∂r = 0 | ∂eφ /∂ θ = 0 | ∂eφ /∂φ = - (sin θ er + cos θ e θ ) |
er x er = 0 | e θ x e θ = 0 | eφ x eφ = 0 |
er x e θ = eφ | eφ x er = e θ | e θ x eφ = er |
Then:
Curl A = ∇ x A = [(∂/∂r) er +
(1 /r )(∂/∂ θ ) e θ +
(1/rsin θ )(∂/∂φ )eφ ] x [ Ar er + A θ e θ + Aφ eφ ]
= [(∂/∂r) er + (1 /r )(∂/∂ θ ) e θ + (1/rsin θ )(∂/∂φ )eφ ] x [ Ar er +
A θ e θ + Aφ eφ ]
=
er x [(∂/∂r) Ar er + (∂/∂r) A θ e θ + (∂/∂r) Aφ eφ ] +
(e θ /r) x [(∂/∂ θ )Ar er + (∂/∂ θ )A θ e θ + (∂/∂ θ )Aφ eφ ] +
(1/rsin θ ) eφ x [(∂/∂φ )Ar er + (∂/∂φ )A θ e θ + (∂/∂φ )Aφ eφ ]
=
(∂Ar /∂r) er x er + (∂A θ /∂r) er x e θ + (∂Aφ /∂r) er x eφ +
Ar er x(∂er/∂r) + A θ er x(∂e θ /∂r) + Aφ er x(∂eφ /∂r) +
(∂Ar/∂ θ )(e θ /r) x er + (∂A θ /∂ θ )(e θ /r) x e θ + (∂Aφ /∂ θ )(e θ /r) x eφ +
Ar(e θ /r) x (∂er /∂ θ ) + A θ (e θ /r) x (∂e θ /∂ θ ) + Aφ (e θ /r) x (∂eφ /∂ θ ) +
(1/rsin θ )(∂Ar/∂φ ) eφ x er + (1/rsin θ )(∂A θ /∂φ ) eφ x e θ +
(1/rsin θ ) (∂Aφ /∂φ ) eφ x eφ
Ar(1/rsin θ ) eφ x [(∂er/∂φ ) + A θ (1/rsin θ ) eφ x (∂e θ /∂φ ) +
Aφ (1/rsin θ ) eφ x (∂eφ /∂φ )
= 0 + (∂A θ /∂r)eφ - (∂Aφ /∂r)e θ +
0 + 0 + 0 +
- (∂Ar/∂ θ )(eφ /r) + 0 + (∂Aφ /∂ θ )(er /r)+
0 + (1/r)A θ eφ + 0 +
(1/rsin θ )(∂Ar/∂φ ) e θ - (1/rsin θ )(∂A θ /∂φ ) er + 0
0 + 0 - Aφ (1/rsin θ ) (sin θ e θ - cos θ er) ]
= (1/r)(∂Aφ /∂ θ ) er - (1/rsin θ )(∂A θ /∂φ ) er + Aφ ( cos θ /rsin θ ) er
+ (1/rsin θ )(∂Ar/∂φ ) e θ - Aφ (sin θ /rsin θ ) e θ - (∂Aφ /∂r)e θ
+ (1/r)A θ eφ + (∂A θ /∂r)eφ - (1/r)(∂Ar/∂ θ ) eφ
A = (Ar, A θ , Aφ )
∇ x A =
[(1/r)(∂Aφ /∂ θ ) - (1/rsin θ )(∂A θ /∂φ ) +
Aφ (cos θ /rsin θ )] er + [ (1/rsin θ )(∂Ar/∂φ ) -
(1/r)Aφ - (∂Aφ /∂r)] e θ +
[(1/r) A θ + (∂A θ /∂r) - (1/r)(∂Ar/∂ θ )]eφ
Or:
∇ x A =
(1/rsin θ )[(∂(sin θ Aφ )/∂ θ ) - (∂A θ /∂φ )] er +
(1/rsin θ )[(∂Ar/∂φ ) - sin θ (∂(r Aφ )/∂r)] e θ +
(1/r)[∂(r A θ )/∂r - ∂Ar/∂ θ ]eφ
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