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MIT 18 02 - Gradient Fields and Exact Differentials

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MIT OpenCourseWare http://ocw.mit.edu 18.02 Multivariable CalculusFall 2007 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.V2. Gradient Fields and Exact Differentials 1. Criterion for gradient fields. Let F = M(x, y) i + N(x, y) j be a two-dimensional vector field, where M and N are continuous functions. There are three equivalent ways of saying that F is conservative, i.e., a gradient field: (1) F = Vf H R F . dr is path-independent H F .dr = 0 for any closed CUnfortunately, these equivalent formulations don't give us any effective way of deciding if a given field F is a conservative field or not. However, if we assume that F is not just continuous but is even continuously differentiable (meaning: M, ,My,N, ,Ny all exist and are continuous), then there is a simple and elegant criterion for deciding whether or not F is a gradient field in some region. Criterion. Let F = Mi + Nj be continuously differentiable in a region D. Then, in D, (2) F = Vf for some f (x,y) My = N, . Proof. Since F = Vf, this means M = f, and N = fy . Therefore, My=fxy and N,=fy,. But since these two mixed partial derivatives are continuous (since My and N, are, by hypothesis), a standard 18.02 theorem says they are equal. Thus My = N,. This theorem may be expressed in a slightly different form, if we define the scalar function called the two-dimensional curl of F by (3) curl F = N, -M, Then (2) becomes This criterion allows us to test F to see if it is a gradient field. Naturally, we would also like to know that the converse is true: if curl F = 0, then F is a gradient field. As we shall see, however, this requires some additional hypotheses on the region D. For now, we will assume D is the whole plane. Then we have Converse to Criterion. Let F = Mi + Nj be continuously differentiable for all x, y. (4) My = N, for all x, y F = V f for some differentiable f and all x, y. The proof of (4) will be postponed until we have more technique. For now we will illustrate the use of the criterion and its converse.V2. GRADIENT FIELDS AND EXACT DIFFERENTIALS 1 Example 1. For which value(s), if any of the constants a, b will axy i + (x2+ by) j be a gradient field? Solution. The partial derivatives are continuous for all x, y and My = ax, N, = 22. Thus by (2) and (4), F = Vf H a = 2; b is arbitrary. xi + yj -yi +xjExample 2. Are the fields F = + G = conservative? x2 y2 ' x2 +y2 Solution. We have (the second line follows from the first by interchanging x and y): from this, we see immediately that the two equations in the last line show respectively that F and G satisfy the criterion (2). However, neither field is defined at (O,O), so that the converse (4) is not applicable. So the question cannot be decided just on the basis of (2) and (4). In fact, it turns out that F is a gradient field, since one can check that On the other hand, G is not conservative, since if C is the unit circle x = cost, y = sin t, we have We will return later on in these notes to this example. 2. Finding the potential function. Example 2 above raises the question of how we found the function a ln(x2 +Y~).More generally, if we know that F = Vf -for example if curl F = 0 in the whole xy-plane -how do we find the function f(x,y)? There are two methods; some students prefer one, some the other. Method 1. Suppose F = V f. By the Fundamental Theorem for Line Integrals, Read from left to right, (5) gives us an easy way of finding the line integral in terms of f (x, y). But read right to left, it gives us a way of finding f (x, y) by using the line integral:2 V. VECTOR INTEGRAL CALCULUS (Here c is an arbitrary constant of integration; as (5') shows, c = f (xo, yo).) Remark. It is common to refer to f (a,y) as the (mathematical) potential function. The potential function used in physics is -f (a,y). The negative sign is used by physicists so that the potential difference will represent work done against the field F, rather than work done by the field, as the convention is in mathematics. Example 3. Let F = (x + y2)i + (2xy + 3y2)j. Verify that F satisfies the Criterion (2), and use method 1above to find the potential function f (a,y). d(Y2) Solution. We verify (2) immediately: -)d(2xy)-2y = -. dY dx We use (5'). The point (xo,yo) can be any convenient starting point; (0,O) is the usual choice, if the integrand is defined there. (We will subscript the variables to avoid confusion with the variables of integration, but you don't have to.) By (59, I Since the integral is path-independent, we can choose any path we like. The usual choice is the one on the right, as it simplifies the computations. (Most of what follows you can do mentally, with a little practice.) On Cl, we have y = 0, dy = 0, so the integral on C1 becomes I"' x dx = 1 2-x,.2 On C2, we have x = xl, dx = 0, so the integral is Adding IY1 (2xly + 3y2)dy = xlyf +y: .the integrals on C1 and C2 to get the integral along the entire path, and dropping the subscripts, we get by (6) and (5') 1f (x, y) = -x2 +xy2 +y3 + C .2 (The constant of integration is added by (59, since the choice of starting point was arbitrary. You should always confirm the answer by checking that Vf = F.) Method 2. Once again suppose F = Vf , that is M i + N j = f, i + fy j . It follows that (7) f, = M and fy = N . These are two equations involving partial derivatives, which we can solve simultaneously by integration. We illustrate using the previous example: F = (x +y2, 2xy + 3y2). Solution by Method 2. Using the first equation in (7), df -= x+y2. Hold x fixed, integrate with respect to y:dx 1(8) f=-x2 +y2x +~(y). where g(y) is an arbitrary function of y. 2 dfTo find g(y), we calculate -two ways:dY -= 2yx gl(y) by (8), while af +dY df -= 2xy +3y2 from (7), second equation.dYV2. GRADIENT FIELDS AND EXACT DIFFERENTIALS 3 Comparing these two expressions, we see that gl(y) = 3y2, so g(y) = y3 + c. Putting it all together, using (8), we get f (x, y) = $ x2 + y2x + Y3 + C, as before. In the first method, the answer is written down immediately as a line integral; the rest of the work is in evaluating the integral, which goes quickly, since on a horizontal or …


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MIT 18 02 - Gradient Fields and Exact Differentials

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