Tut 11 Post 3
Tut 11 Post 3
Line integrals
27/4/2023
0 Modifications
• In Problem 6 in section Problems:
– Changed “path starting from (2, 0) to (1, 𝜋)”.
– Changed integral to
∫ sin 𝑦 d𝑥 + (𝑥 cos 𝑦 − sin 𝑦) d𝑦.
𝐶
1 Recap
• Most formulae are written in ℝ2 , but can be generalized to ℝ3 .
where 𝑃, 𝑄 ∶ ℝ2 → ℝ.
• E.g. gradients, for 𝑓(𝑥, 𝑦, 𝑧),
– 𝑡 is increasing.
– The path 𝐶 is the image of #»
𝑟.
• Tangent vectors:
#»
𝑟 ′ (𝑡)
#»
𝑟 ′ (𝑡) = ⟨𝑥′ (𝑡), 𝑦′ (𝑡)⟩. Unit tangent vector ∶ ‖ #»′ ‖ .
‖ 𝑟 (𝑡)‖
1
• Arc length of path:
𝑏
𝑠=∫ ‖ #»′
‖ 𝑟 (𝑡)‖
‖ d𝑡 .
𝑎
𝑥 = 𝑥(𝑡), 𝑦 = 𝑦(𝑡), 𝑎 ≤ 𝑡 ≤ 𝑏.
• Formula:
‖ #»′ ‖ d𝑥 2 d𝑦 2
∫ 𝑓(𝑥, 𝑦) d𝑠 = ∫ 𝑓(𝑥, 𝑦) ‖ 𝑟 (𝑡)‖ d𝑡 = ∫ 𝑓(𝑥, 𝑦) √( d𝑡 ) + ( d𝑡 ) d𝑡 .
𝐶 𝐶 𝐶
∫ 𝑓(𝑥, 𝑦) d𝑠 = ∫ 𝑓(𝑥, 𝑦) d𝑠 .
𝐶 −𝐶
2
Differential form of line integral
• Line integral in differential form:
∫ [𝑃 d𝑥 + 𝑄 d𝑦].
𝐶
• Represents both:
– Line integrals for vector fields.
– Line integrals for scalar functions w.r.t. 𝑥 and 𝑦.
• Does not mean integrating w.r.t. 𝑥 and 𝑦, then apply the bound.
• Need to express everything in 𝑡, e.g. find d𝑥 from
𝑥 = 𝑥(𝑡) ⟹ d𝑥 = 𝑥′ (𝑡) d𝑡 .
• Terminologies:
3
#» #»
– Conservative vector field 𝐹 : there is 𝑓 ∶ ℝ𝑛 → ℝ such that 𝐹 = ∇𝑓.
– Simply connected region: every “rubber band” can be shrinked to any point on itself.
• Theorem:
#»
– Let 𝐹 = ⟨𝑃, 𝑄⟩ be on an open, simply connected domin 𝐷.
– 𝑃, 𝑄 ∈ 𝐶 1 (𝐷).
– And
𝜕𝑄 𝜕𝑃
= in 𝐷.
𝜕𝑥 𝜕𝑦
#»
– Then 𝐹 is conservative.
• Def (Path independence):
#» #» #» #»
∫ 𝐹⋅d𝑟 =∫ 𝐹⋅d𝑟 ,
𝐶1 𝐶2
#»
– The line integral of 𝐹 is path independent, since for any closed loop with #»
𝑟 (𝑏) = #»
𝑟 (𝑎),
#» #» #» #»
∮ 𝐹 ⋅ d 𝑟 = 𝑓( 𝑟 (𝑏)) − 𝑓( 𝑟 (𝑎)) = 0.
𝐶
4
2 Problems
1 (Ex 16.2, Q 10). Evaluate
∫ 𝑦2 𝑧 d𝑠 ,
𝐶
where 𝐶 is the line segment from (3, 1, 2) to (1, 2, 5).
∫ 𝑥2 d𝑥 + 𝑦2 d𝑦 ,
𝐶
∫ 𝑥2 + 𝑦2 d𝑠 .
𝐶1
𝑦
(0, 2)
𝐶2
𝐶1 ∶ 𝑥2 + 𝑦2 = 4
(−1, 1)
𝑥
0 (2, 0)
where 𝐶 is given by
#»
𝑟 (𝑡) = ⟨𝑒 𝑡 cos 𝑡, 𝑒 𝑡 sin 𝑡⟩, 0 ≤ 𝑡 ≤ 2𝜋.
5
5 (Ex 16.3, Q 14). Suppose
#»
𝐹 = ⟨sin 𝑦 + 𝑒 𝑥 , 𝑥 cos 𝑦⟩ and 𝐶 ∶ 𝑥 = 𝑡, 𝑦 = 𝑡(3 − 𝑡), 0 ≤ 𝑡 ≤ 3.
#»
(a). Show that 𝐹 is conservative and find a potential function 𝑓.
#»
(b). Using the fundamental theorem for line integrals, find ∫𝐶 𝐹 ⋅ d #»
𝑟.
#»
(c). Find ∫𝐶 𝐹 ⋅ d #»
𝑟 by replacing 𝐶 with a line segment that has the same end points.
is independent of path, and evaluate along 𝐶, which is any path starting from (2, 0) to (1, 𝜋).
6
3 Solutions
1. The line integral is defined with respect to arc length.
Step 1: Write down the integration path
The path is not explicitly given, but we are told it is the line segment from (3, 1, 2) to (1, 2, 5).
It is not difficult to write down a formula for such path
Recall that
d𝑥 2 d𝑦 2 d𝑧 2
d𝑠 = √( ) + ( ) + ( ) d𝑡 = √(−2)2 + 12 + 32 d𝑡 = √14 d𝑡 .
d𝑡 d𝑡 d𝑡
𝑦2 𝑧 = (1 + 𝑡)2 (2 + 3𝑡) = 3𝑡 3 + 8𝑡 2 + 7𝑡 + 2.
1 1
𝑦2 𝑧 d𝑠 = (3𝑡 3 + 8𝑡 2 + 7𝑡 + 2)√14 d𝑡 = √14 3 𝑡 4 + 8 𝑡 3 + 7 𝑡 2 + 2𝑡 = 107√14 .
∫ ∫ [4 3 2 ]0 12
𝐶 0
107√14
= .
12
Thus the integral is not changed when the orientation of the path is flipped.
7
2. We first handle the integral in differential form, i.e.
∫ 𝑥2 d𝑥 + 𝑦2 d𝑦 .
𝐶
Notice that here, 𝐶 is piecewise smooth, so we divide the integral into that along 𝐶1 and 𝐶2 ,
then add it back, i.e.
∫ 𝑥2 d𝑥 + 𝑦2 d𝑦 = ∫ 𝑥2 d𝑥 + 𝑦2 d𝑦 + ∫ 𝑥2 d𝑥 + 𝑦2 d𝑦 .
𝐶 𝐶1 𝐶2
∫ 𝑥2 d𝑥 + 𝑦2 d𝑦 = ∫ 𝑥2 ⋅ 𝑥′ (𝑡) + 𝑦2 ⋅ 𝑦′ (𝑡) d𝑡 .
𝐶 𝐶
Thus for 𝐶1 ,
𝜋/2
∫ 𝑥2 d𝑥 + 𝑦2 d𝑦 = ∫ 4 cos2 𝑡 ⋅ (−2 sin 𝑡) + 4 sin2 𝑡 ⋅ (2 cos 𝑡) d𝑡
𝐶1 0
𝜋/2
= 8∫ sin2 𝑡 cos 𝑡 − cos2 𝑡 sin 𝑡 d𝑡
0
1 1
= 8 ∫ 𝑢2 d𝑢 − 8 ∫ 𝑣 2 d𝑣 (𝑢 = sin 𝑡, 𝑣 = cos 𝑡)
0 0
= 0.
For 𝐶2 ,
1
∫ 𝑥2 d𝑥 + 𝑦2 d𝑦 = ∫ 𝑡 2 ⋅ (−1) + (2 − 𝑡)2 ⋅ (−1) d𝑡
𝐶1 0
1
= − ∫ 2𝑡 2 − 4𝑡 + 4 d𝑡
0
1
2
= −[ 𝑡 3 − 2𝑡 2 + 4𝑡]
3 0
2
= − +2−4
3
8
=− .
3
8
Therefore
8
∫ 𝑥2 d𝑥 + 𝑦2 d𝑦 = ∫ 𝑥2 d𝑥 + 𝑦2 d𝑦 + ∫ 𝑥2 d𝑥 + 𝑦2 d𝑦 = − 3 .
𝐶 𝐶1 𝐶2
∫ 𝑥2 d𝑥 + 𝑦2 d𝑦 ≠ ∫ 𝑥2 + 𝑦2 d𝑠 .
𝐶1 𝐶1
This suggests they are indeed two different quantities, despite the line integrals of very
similar functions.
𝐶3 ∶ #»
𝑟 (𝑡) = (1 − 𝑡)⟨−1, 1⟩ + 𝑡⟨0, 2⟩ = ⟨𝑡 − 1, 𝑡 + 1⟩, 0 ≤ 𝑡 ≤ 1,
𝐶 ∶ #»
𝑟 (𝑡) = ⟨𝑒 𝑡 cos 𝑡, 𝑒 𝑡 sin 𝑡⟩, 0 ≤ 𝑡 ≤ 2𝜋,
#»
𝑟 ′ (𝑡) = ⟨𝑒 𝑡 (cos 𝑡 − sin 𝑡), 𝑒 𝑡 (sin 𝑡 + cos 𝑡)⟩.
9
Step 2: Express the integrand in terms of 𝑡
Again, along 𝐶
𝑥 𝑦 𝑒 𝑡 cos 𝑡 𝑡
𝑡 (cos 𝑡 − sin 𝑡) + 𝑒 sin 𝑡 ⋅ 𝑒 𝑡 (sin 𝑡 + cos 𝑡)
d𝑥 + d𝑦 = ⋅ [ 𝑒 ] [ ]
𝑥 2 + 𝑦2 𝑥 2 + 𝑦2 𝑒 2𝑡 𝑒 2𝑡
= cos2 𝑡 − cos 𝑡 sin 𝑡 + sin2 𝑡 + sin 𝑡 cos 𝑡
= 1.
#»
5. (a). One of the theorems tells us that on a simply connected domain 𝐷, for 𝐹 = ⟨𝑃, 𝑄⟩
and 𝑃, 𝑄 ∈ 𝐶 1 (𝐷), if
𝜕𝑄 𝜕𝑃
= ,
𝜕𝑥 𝜕𝑦
#»
then 𝐹 is conservative.
Thus there are three things we need to show:
#»
• The domain of 𝐹 , 𝐷 is open and simply connected,
• 𝑃, 𝑄 ∈ 𝐶 1 (𝐷),
𝜕𝑄
• 𝜕𝑥
= 𝜕𝑃
𝜕𝑦
.
#»
The first two are simple. The domain of 𝐹 is ℝ which is open and simply connected, and
obviously for
𝑃 = sin 𝑦 + 𝑒 𝑦 and 𝑄 = 𝑥 cos 𝑦
10
are 𝐶 1 . It remains to check that
𝜕𝑄 𝜕𝑃
= cos 𝑦 = .
𝜕𝑥 𝜕𝑦
#»
Thus all criteria are met, and we can conclude that 𝐹 is conservative.
#»
A consequent of conservativeness is that there exists 𝑓 such that ∇𝑓 = 𝐹 . To find the formula
of 𝑓 it is common to “guess” by solving a system of differential equations. By assumption
for some constant 𝐶. This time it is really a constant since 𝑔 depends only on 𝑥. Hence all
function of the form
𝑓(𝑥, 𝑦) = 𝑥 sin 𝑦 + 𝑒 𝑥 + 𝐶
#»
satisfies ∇𝑓 = 𝐹 . But since we are only asked to find one, for simplicity we can just take
𝑓(𝑥, 𝑦) = 𝑥 sin 𝑦 + 𝑒 𝑥 ,
i.e. 𝐶 = 0.
(b). The fundamental theorem of line integral states that if ∇𝑓 is continuous on 𝐶 then
#» #» #»
∫ ∇𝑓 ⋅ d 𝑟 = 𝑓( 𝑟 (𝑏)) − 𝑓( 𝑟 (𝑎)).
𝐶
𝐶 ∶ #»
𝑟 (𝑡) = ⟨𝑡, 𝑡(3 − 𝑡)⟩, 0 ≤ 𝑡 ≤ 3,
⟹ 𝑟 (0) = ⟨0, 0⟩ and #»
#» 𝑟 (3) = ⟨3, 0⟩,
we have
#» #» #»
∫ ∇𝑓 ⋅ d 𝑟 = 𝑓( 𝑟 (3)) − 𝑓( 𝑟 (0)) = 𝑒 3 − 1.
𝐶
(c). Another consequence for conservativeness is that for any closed loop Γ ∶ 𝛾(𝑡), 𝑎 ≤ 𝑡 ≤ 𝑏
with 𝛾(𝑎) = 𝛾(𝑏),
#» #» #»
∮ ∇𝑓 ⋅ d 𝑟 = 𝑓( 𝛾 (𝑏)) − 𝑓( 𝛾 (𝑎)) = 0.
𝐶
Thus the line integral of a conservative field is independent of path. As a result, instead of
the given path, we can opt for an easier one to get the integral.
11
The obvious choice here is off course the line segment joining the end points (0, 0) and (3, 0),
for instance
𝐶1 ∶ #»
𝑟 1 (𝑡) = ⟨𝑡, 0⟩, 0 ≤ 𝑡 ≤ 3.
Then
#» #» #» #»
∫ 𝐹 ⋅ d 𝑟 = ∫ 𝐹 ⋅ d 𝑟1
𝐶 𝐶1
3
= ∫ ⟨𝑒 𝑡 , 𝑡⟩ ⋅ ⟨1, 0⟩ d𝑡
0
3
= ∫ 𝑒 𝑡 d𝑡
0
3
|
= 𝑒𝑡|
|0
= 𝑒 3 − 1.
Remark 4. The first method, i.e. find ∇𝑓 then substituting the end points is more commonly
used for such problems. Nonetheless, you should keep in mind the second method, as it
can be handy if you cannont find ∇𝑓.
6. This problem is virtually the same as the last one, except it is in differential form. Still,
we can extract the integrand vector field,
𝑡1
∫ sin 𝑦 d𝑥 + (𝑥 cos 𝑦 − sin 𝑦) d𝑦 = ∫ sin 𝑦 ⋅ 𝑥′ (𝑡) + (𝑥 cos 𝑦 − sin 𝑦) ⋅ 𝑦′ (𝑡) d𝑡
𝐶 𝑡0
𝑡1
= ∫ ⟨sin 𝑦, 𝑥 cos 𝑦 − sin 𝑦⟩ ⋅ #»
𝑟 ′ (𝑡) d𝑡 .
𝑡0
Thus
#»
𝐹(𝑥, 𝑦) = ⟨𝑃, 𝑄⟩ = ⟨sin 𝑦 , 𝑥 cos 𝑦 − sin 𝑦⟩
is the vector field to be integrated.
#» #»
To show that the integral of 𝐹 is path independent, it suffices to show that 𝐹 is conservative.
The starting point is the equality
𝜕𝑄 𝜕𝑃
= cos 𝑦 = ,
𝜕𝑥 𝜕𝑦
#»
which gives us an idea that 𝐹 should be conservative. We still need to justify the remaining
#»
conditions, but in this case the domain of 𝐹 is ℝ2 which is open and simply connected,
#»
and 𝑃, 𝑄 are clearly 𝐶 1 . Therefore, we can conclude that 𝐹 is conservative, in turns has its
integral independent of path.
#»
To evaluate the line integral knowing 𝐹 is conservative, it is often easier to apply the funda-
#»
mental theorem of line integrals. We know there is 𝑓 such that ∇𝑓 = 𝐹 , in particular
12
Differentiating 𝑓 w.r.t. 𝑦 and comparing with 𝑓𝑦 gives
The given path has end points (2, 0) and (1, 𝜋). So, by the fundamental theorem of line
integrals,
#» #» #»
∫ 𝐹 ⋅ d 𝑟 = ∫ ∇𝑓 ⋅ d 𝑟 = 𝑓(1, 𝜋) − 𝑓(2, 0) = −1 − 1 = −2.
𝐶 𝐶
13