Solutions To Tutorial 5 (Week 6) : Lecturers: Daniel Daners and James Parkinson

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The University of Sydney

School of Mathematics and Statistics

Solutions to Tutorial 5 (week 6)

MATH2961: Linear Algebra and Vector Calculus (Advanced) Semester 1, 2012


Lecturers: Daniel Daners and James Parkinson

Topics covered and aims

In lectures last week:

 Green’s Theorem, and area formula (and the planimeter).


 Divergence Theorem in the plane.
 Circulation along curves and flux across curves.
 Interpretations of divergence and curl.
 Setting up triple integrals.
 Change of variables for triple integrals.

After completing this tutorial sheet you will be able to:

 Apply Green’s Theorem in various contexts.


 Use Green’s Theorem to compute areas.
 Be able to sketch simple vector fields in R2 .
 Understand the geometric significance of divergence and curl in the plane.
 Compute circulation along curves and flux across curves; and relate to div and curl.
 Set up triple integrals, and be able to apply the transformation formula.
(more examples next week)

Preparation questions to do before class

1. Calculate the divergence and curl, and sketch the following vector fields.
(a) f (x, y) = (−y, x)
Solution: divf = 0 and curlf = 2.

−1

−2

−3

−4
−6 −4 −2 0 2 4 6

c 2012 The University of Sydney


Copyright 1
(b) f (x, y) = (−x, −y)
Solution: divf = −2 and curlf = 0.

−1

−2

−3

−4

−5
−5 −4 −3 −2 −1 0 1 2 3 4 5

2. Let C be the circle with radius R centred at the origin, oriented counterclockwise.
(a) Compute the circulation of f along C, where f is as in Question 1(a).
Z
Solution: By definition, the circulation along C is f · τ ds, where τ is the
C
unit tangent vector. Parametrise C by γ(t) = (R cos t, R sin t), t ∈ [0, 2π]. This is
consistent with the orientation, and

(−R sin t, R cos t)


τ (t) = = (− sin t, cos t).
R sin2 t + R cos2 t
Therefore the circulation along C is
Z Z 2π
f · τ ds = (−R sin t, R cos t) · (− sin t, cos t) kγ ′ (t)k dt = 2πR2 .
C 0

(b) Compute the flux of f across C, where f is as in Question 1(b).


Z
Solution: By definition, the flux across C is f · n ds, where n is the unit
C
normal vector (outward pointing). Parametrise C as above. Then

(γ2′ (t), −γ1′ (t))


n= = (cos t, sin t),
kγ ′ (t)k

and therefore the flux across C is


Z Z 2π
f · n ds = (−R cos t, −R sin t) · (cos t, sin t) kγ ′ (t)k dt = −2πR2
C 0

3. Let D be the domain in R3 lying above z = x2 and below z = 1 − x2 − y 2 . Determine the


limits in the iterated integral
ZZZ Z Z Z  
f (x, y, z) dx dy dz = f (x, y, z) dz dy dx.
D

2
Solution: The projection of D onto the xy-plane is 2x2 + y 2 ≤ 1. Hence
√ √
−1/ 2 ≤ x ≤ 1/ 2,
p p
− 1 − 2x2 ≤ y ≤ 1 − 2x2
x2 ≤ z ≤ 1 − x2 − y 2 .

Therefore
√ √
ZZZ Z 1/ 2 Z 1−2x2 Z 1−x2 −y 2  
f (x, y, z) dx dy dz = √ √ f (x, y, z) dz dy dx.
D −1/ 2 − 1−2x2 x2

4. Let D be the region of R3 which lies outside the cylinder x2 + y 2 = 1, inside the sphere
x2 + y 2 + z 2 = 4, and satisfies x, y, z ≥ 0. Calculate the integral
ZZZ
z dV.
D

√ In cylindrical coordinates the region is described by 0 ≤ θ ≤ π/2, 1 ≤ r ≤ 2,


Solution:
0 ≤ z ≤ 4 − r2 . The Jacobian determinant is r, and hence

π/2 Z 2 Z 4−r 2 2
π 9π
Z Z
I= rz dzdrdθ = r(4 − r2 ) dr = .
0 1 0 4 1 16

Questions to do in class

5. Let C be the unit circle x2 + y 2 = 1, traversed once counterclockwise. Evaluate


Z
−y 3 + sin(xy) + xy cos(xy) dx + x3 + x2 cos(xy) dy.
 
C

Solution: The integration looks a bit nasty, so let’s see if Green’s Theorem eases our
pain. Let

P (x, y) = −y 3 + sin(xy) + xy cos(xy) and Q(x, y) = x3 + x2 cos(xy).

Then
∂Q ∂P
= 3x2 + 2x cos(xy) − x2 y sin(xy) and = −3y 2 + 2x cos(xy) − x2 y sin(xy)
∂x ∂y
Hence Green’s Theorem shows that our integral equals
ZZ
3(x2 + y 2 ) dx dy,
D

where D is the unit disc. Much nicer! To calculate this double integral, we use polar
coordinates x = r cos ϕ, y = r sin ϕ, 0 ≤ r ≤ 1, 0 ≤ ϕ ≤ 2π. Remembering the Jacobian
r of this change of variables, the integral becomes
Z 1 Z 2π Z 1
2
 3π
3 r r dϕ dr = 6π r3 dr = .
0 0 0 2

6. Let P be the parallelepiped spanned by (1, 1, 0), (1, −1, 0) and (0, 0, 1).

3
(a) Write down a formula for a linear transformation g : R3 → R3 which maps the unit
cube [0, 1] × [0, 1] × [0, 1] onto the parallelepiped P.
Solution: Make g map the vectors (1, 0, 0), (0, 1, 0) and (0, 0, 1) to the vectors
(1, 1, 0), (1, −1, 0), and (0, 0, 1). Then by linearity

g(u, v, w) = u(1, 1, 0) + v(1, −1, 0) + w(0, 0, 1) = (u + v, u − v, w).


ZZZ
2 2 2
(b) Calculate the triple integral (x2 − y 2 )zex +y +z dxdydz.
P
Solution: From the previous part, we should apply the transformation

x = u + v, y = u − v, and z = w.

The Jacobian determinant is


 

1 1 0
det 1 −1 0 = 2.

0 0 1

Since x2 − y 2 = 4uv and x2 + y 2 + z 2 = 2u2 + 2v 2 + w2 the integral equals


Z 1Z 1Z 1
2 2 2 1
8 uvwe2u +2v +w dudvdw = (e2 − 1)2 (e − 1).
0 0 0 4

7. Let C be any smooth simple closed curve enclosing the origin, oriented counterclockwise.
Use Green’s Theorem to compute
Z 2
x y dx − x3 dy
.
C (x2 + y 2 )2

Note that since (0, 0) is enclosed by C, and since this is a singular point of the vector
field, you cannot apply Green’s Theorem on the entire region enclosed by C.
Solution: Let
x2 y x3
P (x, y) = and Q(x, y) = − .
(x2 + y 2 )2 (x2 + y 2 )2

Notice that the origin (0, 0) is inside C. So we can choose r > 0 so small that the circle
Cr of radius r > 0 and centre (0, 0) is also inside C.

y
C

Let D be the region between Cr and C (the shaded region in the diagram). Since

∂Q ∂P x2 (x2 − 3y 2 )
= = ,
∂x ∂y (x2 + y 2 )3

4
and since ∂D = C ∪ (−Cr ) (where Cr is oriented counterclockwise), Green’s Theorem
tells us that Z 2
x y dx − x3 dy x2 y dx − x3 dy
Z
= .
C (x2 + y 2 )2 Cr (x2 + y 2 )2
This last integral is easy to calculate, using the usual parametrization:
Z 2π Z 2π
(r cos θ)2 (r sin θ)(−r sin θ) − (r cos θ)3 (r cos θ)
4
dθ = − cos2 θ dθ = −π.
0 r 0

8. Find the area enclosed by the hypocycloid given by x = a cos3 θ and y = a sin3 θ, where
a > 0 is a constant and 0 ≤ θ ≤ 2π.
Solution: Here is a sketch of the curve, and the region it encloses:

Using the area formula (from Green’s Theorem) the area enclosed is equal to

1
Z
−y dx + x dy
2 C
1 2π
Z
(−a sin3 θ)(3a cos2 θ)(− sin θ) + (a cos3 θ)(3a sin2 θ)(cos θ) dθ

=
2 0

The integrand equals


 sin(2θ) 2 3a2
3a2 sin2 θ cos2 θ = 3a2

= 1 − cos(4θ) ,
2 8

3a2 3a2 π
Z
and so the integral equals (1 − cos(4θ)) dθ = .
16 0 8

9. (a) Compute the circulation of the vector field f (x, y) = (y+ln(x2 +1), cos4 y) along the
circle of radius r centred at (a, b) ∈ R2 , where the circle is oriented counterclockwise.
Solution: Let D be the disc of radius r > 0 centred at (a, b). By Green’s theorem
(Stokes’s theorem in the plane) the circulation along C is

∂(cos4 y) ∂(y + ln(x2 + 1))


Z ZZ  
f · τ ds = − dxdy
C ∂x ∂y
ZD
=− 1 dx dy = −r2 π.
D

The
R reason we have appealed to Green’s Theorem here is because the integral
C f · τ ds looks horrendous to compute directly!
(b) Find the flux of the vector field f = (2x, −3y) across the boundary of the ellipse
x2 + y 2 /42 ≤ 1 (where the boundary is given the positive orientation).

5
Solution: The flux is
1
Z
f · n ds, where n(t) = (γ2′ (t), −γ1′ (t))
C kγ ′ (t)k

is the outward pointing unit normal vector (and γ is a regular parametrisation


consistent with orientation). Using the parametrisation γ(t) = (cos t, 4 sin t), direct
computation gives
Z Z 2π
f · n ds = (2 cos t, −12 sin t) · (4 cos t, sin t)dt
C 0
Z 2π Z 2π
2 2
= (8 cos t − 12 sin t)dt = (8 − 20 sin2 t)dt
0 0
= 8 × 2π − 20π = −4π.

Alternatively we can use the Divergence Theorem (in R2 ) to compute


Z ZZ ZZ ZZ
f · n ds = div f dx dy = (2 − 3) dx dy = − 1 dx dy.
C E E E

The last integral represents the area of the ellipse x2 + y 2 /16 ≤ 1, which has semi
axes of lengths 1 and 4. Hence using the formula for the area of an ellipse we
conclude that the flux is −4π.

Questions for further practice

10. Determine the limits in the iterated integral such that



Z Z Z   Z 1 Z 1−x2 Z 1  
f (x, y, z) dy dz dx = √ √ f (x, y, z) dz dy dx.
−1 − 1−x2 x2 +y 2

p
Solution: The domain is the region above the cone z = x2 + y 2 and below the plane
z = 1. The projection of the domain in the√xz-plane is the √ triangular region z ≥ |x|,
z ≤ 1. Hence −1 ≤ x ≤ 1, |x| ≤ z ≤ 1, and − z − x ≤ y ≤ z 2 − x2 . Hence the given
2 2

integral equals
Z 1 Z 1 Z √z 2 −x2  
√ f (x, y, z) dy dz dx.
−1 |x| − z 2 −x2

11. Calculate the divergence and curl, and sketch the following vector fields.
(a) f (x, y) = (x + y, 0)
Solution: divf = 1 and curlf = −1.

6
6

−2

−4

−6
−8 −6 −4 −2 0 2 4 6 8

(b) f (x, y) = (x2 , −y)


Solution: divf = 2x − 1 and curlf = 0.

−1

−2

−3

−4

−5
−6 −4 −2 0 2 4 6 8

 
12. Determine the flux of f (x, y) = x
, y
x2 +y 2 x2 +y 2
across the curves:
(a) the circle x2 + y 2 = r2 for r > 0;
Solution: The outer unit normal to the circle of radius r is
1 1 x2 + y 2 1
n(x, y) = (x, y), so f · n = 2 2
= .
r rx +y r
Using the parametrisation x = r cos t, y = r sin t with t ∈ [0, 2π] we get

1 2π
Z Z
f · n ds = r dt = 2π.
C r 0
(b) the circle (x − 2)2 + (y − 1)2 = 1;
Solution: Note that
∂ x ∂ y x2 + y 2 − 2x2 x2 + y 2 − 2y 2
div f (x, y) = + = + = 0.
∂x x2 + y 2 ∂y x2 + y 2 (x2 + y 2 )2 (x2 + y 2 )2

7
As the given circle does not contain (0, 0) in its interior, D say, we can apply the
divergence theorem to get
Z ZZ
f · n ds = div f dx dy = 0.
C D

(c) an arbitrary closed smooth curve winding around (0, 0) once anticlockwise;
Solution:
We apply the divergence theorem to the domain D y
enclosed by the curve C and outside a small circle
C
C0 about the origin, contained completely in C (see
the figure). Then by the divergence theorem,
Z Z Z x
f · n ds = f · n ds − f · n ds
∂D C C0
ZZ
= div f dx dy = 0
D
We know from (a) what the integral over the circle is. Hence the flux across a

closed simple curve containing (0, 0) is


Z Z
f · n ds = f · n ds = 2π.
C C0

(d) an arbitrary closed piecewise smooth curve not enclosing (0, 0).
Solution: If C does not contain (0, 0) in its interior we can apply the divergence
theorem as in part (b) to see that the flux across C is zero.

Z 3Z 4Z x
13. Sketch the integration region of the iterated integral f (x, y, z) dzdydx.
1 2 0

Solution:
z
The domain is given by z ≥ 0, z ≤ x
where (x, y) is in the rectangle
[1, 3] × [2, 4]:

2 4 y
1

3
x

Challenging questions

14. The quadrifolium curve is given by (x2 + y 2 )3 = (x2 − y 2 )2 . Convert this to polar form
and hence sketch the curve. Compute the enclosed area.
Solution:

8
1

0.8

Writing x(θ) = r cos θ and y = r(θ) sin θ and substitut- 0.6

ing into the defining equation gives r2 = cos2 (2θ), and


0.4

0.2

so r(θ) = | cos(2θ)|. Thus r(θ) = 1 when θ = 0, π2 , π, 3π


2 , 0
π 3π 5π 7π
and r(θ) = 0 when θ = 4 , 4 , 4 , 4 . Therefore the curve −0.2

looks like a four-leaf clover (hence the name quadri- −0.4

folium). A sketch is shown to the right. −0.6

−0.8

−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1

You can make the area calculation directly, or by using Green’s Theorem. It is clear that
the enclosed area is 4 times the area enclosed by one of the ‘leaves’. Parametrise the
right-most leaf by

γ(θ) = (cos(2θ) cos θ, cos(2θ) sin θ) with θ ∈ [−π/4, π/4].

(we don’t need to take absolute values on cos(2θ) because of the parameter range). Then

γ ′ (θ) = (−2 sin 2θ cos θ − cos(2θ) sin θ, −2 sin(2θ) sin θ + cos(2θ) cos θ),

and so by Green’s Theorem the area is


π/4 π/4
1 π
Z Z Z
2
4× (−y, x) · ds = 2 cos (2θ) dθ = (1 + cos(4θ)) dθ = .
2 C −π/4 −π/4 2

It is neat that this is exactly half the area of the circumscribing circle.
The direct calculation (without Green’s Theorem) is slightly quicker: Let D be the right-
most leaf. By changing to polar coordinates we have
π/4 cos(2θ) π/4
π
ZZ Z Z Z
A=4 1 dA = 4 r drdθ = 2 cos2 (2θ) dθ = .
D −π/4 0 −π/4 2

15. Compute the area of D = {(x, y) ∈ R2 | x3 + y 3 ≤ 3xy, x ≥ 0, y ≥ 0}. The boundary


curve with equation x3 + y 3 = 3xy is the Folium of Descartes.
Solution: We first derive a parametrisation of the boundary x3 + y 3 = 3xy of the
domain, D. Here are two methods: You could use polar coordinates, writing x = r cos θ
and y = r sin θ. Then x3 + y 3 ≤ 3xy gives
3 cos θ sin θ
0 ≤ r(θ) ≤ .
cos3 θ + sin3 θ
Therefore the curve has parametrisation γ(θ) = (r(θ) cos θ, r(θ) sin θ), θ ∈ [0, π/2].
Here is another technique: We find the intersection of y = tx with that boundary. We
get x3 + t3 x3 = 3tx2 , and so x = 0 or x = 3t(1 + t3 )−1 . Hence there is a unique point of
intersection of y = tx and x3 + y 3 = 3xy with x > 0, and so

3t 3t2
x(t) = , y(t) = tx =
1 + t3 1 + t3
is a parametrisation of the boundary of the domain D. For t = 0 we get the point (0, 0),
so the parametrisation is valid also for t = 0. We stay in the first quadrant for all t ≥ 0,
so the parameter range is t ∈ [0, ∞).

9
Using the quotient rule we get

3 − 6t3 6t − 3t4
x′ (t) = , y ′ (t) = .
(1 + t3 )2 (1 + t3 )2

y
Now note that D is union of all line segments between
(0, 0) and (x(t), y(t)) as shown in the figure. Then we use y = tx
the area formula (from Green’s Theorem) to compute
(x(t), y(t))
the area of the domain.
x
The area therefore is
1 1 ∞
Z Z
x dy − y dx = x(t)y ′ (t) − y(t)x′ (t) dt
2 ∂D 2 0
1 ∞ 3t 6t − 3t4 3t2 3 − 6t3
Z
= − dt
2 0 1 + t3 (1 + t3 )2 1 + t3 (1 + t3 )2
1 ∞ 18t2 − 9t5 − 9t2 + 18t5
Z
= dt
2 0 (1 + t3 )3
1 ∞ 9t2 (1 + t3 ) 9 ∞ t2 3
Z Z
= 3 3
dt = dt = .
2 0 (1 + t ) 2 0 (1 + t3 )2 2

16. Let f : R2 → R2 be a differentiable vector field in R2 . Show that if curlf = 0 then f is


path independent. That is, Z Z
f · ds = f · ds
C1 C2

whenever C1 and C2 are smooth curves with the same start and end points.
Solution: Construct a new curve C by first traversing C1 , and then traversing C2 with
reversed orientation. Thus C = C1 ∪ (−C2 ) is a closed curve. Then C encloses a region
D in R2 (which might look like the ‘inside’ of a figure of 8 if C is not a simple curve).
Then by Green’s Theorem we have
Z ZZ
f · ds = ± curlf dA = 0,
C D

where the ± is to take into account orientation. Therefore


Z Z
f · ds − f · ds = 0.
C1 C2

Remark: We will return to this idea later in the course; it is in fact true that curlf = 0,
path independence, and being a gradient vector field are all equivalent for differentiable
vector fields in R2 or R3 .

17. Let C be the lower arc of the circle x2 + y 2 = 2 between (1, 1) and (−1, 1), oriented such
that (1, 1) is the starting point and (−1, 1) the endpoint. Compute
Z
(x − y) dx + (yesin y − 2x) dy.
C

10
Solution: y
1
This integral looks nasty: If you parametrise the curve
by
√ √
γ(t) = ( 2 cos t, 2 sin t), t ∈ [3π/4, 9π/4] −1 1 x

(which is orientation reversing) then the integral


equals
Z 9π/4 h √ i
−2 cos t sin t esin( 2 sin t) − cos t sin t + sin2 t − 2 cos2 t dt.
3π/4

Good luck! Hopefully we can get away without having to work this hard. Let’s try to use
Green’s Theorem. The problem is that the curve C does not enclose a region D. Let’s
fix this by adding the dotted line shown in the figure – call this curve C1 , it is oriented
from left to right. Now the curve C ′ = C ∪ C1 encloses a region D. Thus, by Green’s
Theorem,
Z ZZ ZZ
sin y
(x − y) dx + (ye − 2x) dy = − (−2 + 1) dxdy = 1 dxdy = Area(D).
C′ D D

(there is an extra minus sign because C does not have the positive orientation). Therefore
Z Z
(x − y) dx + (yesin y − 2x) dy = Area(D) − (x − y) dx + (yesin y − 2x) dy.
C C1

Hopefully the calculations on the right hand side are manageable. Indeed, as an exercise
you can show that Area(D) = 3π 1
2 + 2 . To calculate the integral along C1 we use the
parametrisation γ(t) = (t, 1) with t ∈ [−1, 1]. Then
Z Z 1
sin y
(x − y) dx + (ye − 2x) dy = (t − 1) dt = −2.
C1 −1

Therefore
3π 5
Z
(x − y) dx + (yesin y − 2x) dy = + .
C 2 2

18. In this question you use Green’s Theorem to prove Cauchy’s Theorem. This illustrates
how vector calculus can be applied to complex analysis. This question is mainly for
students doing MATH2962 (who will see Cauchy’s Theorem later in the semester).
(a) A function f : C → C is called differentiable at α = a + ib if the limit
f (z) − f (α)
f ′ (α) = lim exists.
z→α z−α
Write z = x + iy and f (z) = P (x, y) + Q(x, y)i where P : R2 → R and Q : R2 → R.
Then the above limit as a 2-variable limit (x, y) → (a, b). Considering paths of
approach along y = b, and along x = a, show that if f is differentiable then
∂P ∂Q ∂P ∂Q
= and =− .
∂x ∂y ∂y ∂x
These formulae are called the Cauchy-Riemann equations.
Solution: The definition differentiability can be written as
P (x, y) − P (a, b) + i(Q(x, y) − Q(a, b))
f ′ (α) = lim .
(x,y)→(a,b) (x − a) + i(y − b)

11
Approaching along the path (x, y) = (x, b) we see that
   
′ P (x, b) − P (a, b) Q(x, b) − Q(a, b) ∂P ∂Q
f (α) = lim +i = +i
x→a x−a x−a ∂x ∂x (a,b)
Similarly, approaching along the path (x, y) = (a, y) we see that
   
′ P (a, y) − P (a, b) Q(a, y) − Q(a, b) ∂Q ∂P
f (α) = lim −i + = −i
y→b y−b y−b ∂y ∂y (a,b)
The result follows by equating real and imaginary parts of these expressions.
(b) Let C be a smooth oriented curve in C with orientation preserving parametrisation
γ(t) : [a, b] → C. The contour integral of f (z) along C is defined by
Z Z b
f (z) dz = f (γ(t))γ ′ (t) dt.
C a
Note the similarity with the definition of the integral of a vector field along a curve.
Indeed, show that
Z Z Z
f (z) dz = P dx − Qdy + i Qdx + P dy,
C C C
where the integrals on the right are integrals of vector fields along curves.
Solution: Let γ(t) = x(t) + iy(t). Then γ ′ (t) = x′ (t) + iy ′ (t), and so
Z Z b
 ′
x (t) + iy ′ (t) dt
 
f (z) dz = P x(t), y(t) + iQ x(t), y(t)
C a
Z b 
P x(t), y(t) x′ (t) − Q x(t), y(t) y ′ (t) dt
 
=
a
Z b 
Q x(t), y(t) x′ (t) + P x(t), y(t) y ′ (t) dt
 
+i
a
Z b

P x(t), y(t) , −Q x(t), y(t) · (x′ (t), y ′ (t)) dt

=
a
Z b

Q x(t), y(t) , P x(t), y(t) · (x′ (t), y ′ (t)) dt

+i
Z a Z
= P dx − Qdy + i Qdx + P dy.
C C
(c) Let C be a simple closed piecewise smooth curve in the complex plane C. Prove
Cauchy’s Theorem: If f is differentiable, then
Z
f (z) dz = 0.
C
Hint: Apply Green’s Theorem, and then use the Cauchy-Riemann equations.
Solution: Let f (z) = P (x, y) + iQ(x, y). Let D be the region enclosed by D, so
that C = ∂D. By Green’s Theorem we have
ZZ  
∂(−Q) ∂P
Z
P dx − Qdy = ± − dxdy,
C D ∂x ∂y
and by the Cauchy-Riemann equations this is equal to zero (the + sign is if C has
the positive orientation, and the − sign otherwise). Similarly,
ZZ  
∂P ∂Q
Z
Qdx + P dy = ± − dxdy = 0.
C D ∂x ∂y
R
Therefore by (b) we have C f (z) dz = 0.

12

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