Vector calculus or vector analysis is a branch of mathematics concerned with the
differentiation and
integration of
vector field
In vector calculus and physics, a vector field is an assignment of a vector to each point in a space, most commonly Euclidean space \mathbb^n. A vector field on a plane can be visualized as a collection of arrows with given magnitudes and dire ...
s, primarily in three-dimensional
Euclidean space
Euclidean space is the fundamental space of geometry, intended to represent physical space. Originally, in Euclid's ''Elements'', it was the three-dimensional space of Euclidean geometry, but in modern mathematics there are ''Euclidean spaces ...
,
The term ''vector calculus'' is sometimes used as a synonym for the broader subject of
multivariable calculus
Multivariable calculus (also known as multivariate calculus) is the extension of calculus in one variable to calculus with functions of several variables: the differentiation and integration of functions involving multiple variables ('' mult ...
, which spans vector calculus as well as
partial differentiation and
multiple integration. Vector calculus plays an important role in
differential geometry
Differential geometry is a Mathematics, mathematical discipline that studies the geometry of smooth shapes and smooth spaces, otherwise known as smooth manifolds. It uses the techniques of Calculus, single variable calculus, vector calculus, lin ...
and in the study of
partial differential equation
In mathematics, a partial differential equation (PDE) is an equation which involves a multivariable function and one or more of its partial derivatives.
The function is often thought of as an "unknown" that solves the equation, similar to ho ...
s. It is used extensively in physics and engineering, especially in the description of
electromagnetic field
An electromagnetic field (also EM field) is a physical field, varying in space and time, that represents the electric and magnetic influences generated by and acting upon electric charges. The field at any point in space and time can be regarde ...
s,
gravitational field
In physics, a gravitational field or gravitational acceleration field is a vector field used to explain the influences that a body extends into the space around itself. A gravitational field is used to explain gravitational phenomena, such as ...
s, and
fluid flow
In physics, physical chemistry and engineering, fluid dynamics is a subdiscipline of fluid mechanics that describes the flow of fluids – liquids and gases. It has several subdisciplines, including (the study of air and other gases in motion ...
.
Vector calculus was developed from the theory of
quaternion
In mathematics, the quaternion number system extends the complex numbers. Quaternions were first described by the Irish mathematician William Rowan Hamilton in 1843 and applied to mechanics in three-dimensional space. The algebra of quater ...
s by
J. Willard Gibbs and
Oliver Heaviside near the end of the 19th century, and most of the notation and terminology was established by Gibbs and
Edwin Bidwell Wilson
Edwin Bidwell Wilson (April 25, 1879 – December 28, 1964) was an American mathematician, statistician, physicist and general polymath. He was the sole protégé of Yale University physicist Josiah Willard Gibbs and was mentor to MIT economist ...
in their 1901 book, ''
Vector Analysis'', though earlier mathematicians such as
Isaac Newton
Sir Isaac Newton () was an English polymath active as a mathematician, physicist, astronomer, alchemist, theologian, and author. Newton was a key figure in the Scientific Revolution and the Age of Enlightenment, Enlightenment that followed ...
pioneered the field.
In its standard form using the
cross product
In mathematics, the cross product or vector product (occasionally directed area product, to emphasize its geometric significance) is a binary operation on two vectors in a three-dimensional oriented Euclidean vector space (named here E), and ...
, vector calculus does not generalize to higher dimensions, but the alternative approach of
geometric algebra, which uses the
exterior product
In mathematics, specifically in topology,
the interior of a subset of a topological space is the union of all subsets of that are open in .
A point that is in the interior of is an interior point of .
The interior of is the complement of ...
, does (see ' below for more).
Basic objects
Scalar fields
A
scalar field
In mathematics and physics, a scalar field is a function associating a single number to each point in a region of space – possibly physical space. The scalar may either be a pure mathematical number ( dimensionless) or a scalar physical ...
associates a
scalar value to every point in a space. The scalar is a mathematical number representing a
physical quantity
A physical quantity (or simply quantity) is a property of a material or system that can be Quantification (science), quantified by measurement. A physical quantity can be expressed as a ''value'', which is the algebraic multiplication of a ''nu ...
. Examples of scalar fields in applications include the
temperature
Temperature is a physical quantity that quantitatively expresses the attribute of hotness or coldness. Temperature is measurement, measured with a thermometer. It reflects the average kinetic energy of the vibrating and colliding atoms making ...
distribution throughout space, the
pressure
Pressure (symbol: ''p'' or ''P'') is the force applied perpendicular to the surface of an object per unit area over which that force is distributed. Gauge pressure (also spelled ''gage'' pressure)The preferred spelling varies by country and eve ...
distribution in a fluid, and spin-zero quantum fields (known as
scalar bosons), such as the
Higgs field
The Higgs boson, sometimes called the Higgs particle, is an elementary particle in the Standard Model of particle physics produced by the excited state, quantum excitation of the Higgs field,
one of the field (physics), fields in particl ...
. These fields are the subject of
scalar field theory.
Vector fields
A
vector field
In vector calculus and physics, a vector field is an assignment of a vector to each point in a space, most commonly Euclidean space \mathbb^n. A vector field on a plane can be visualized as a collection of arrows with given magnitudes and dire ...
is an assignment of a
vector
Vector most often refers to:
* Euclidean vector, a quantity with a magnitude and a direction
* Disease vector, an agent that carries and transmits an infectious pathogen into another living organism
Vector may also refer to:
Mathematics a ...
to each point in a
space
Space is a three-dimensional continuum containing positions and directions. In classical physics, physical space is often conceived in three linear dimensions. Modern physicists usually consider it, with time, to be part of a boundless ...
.
A vector field in the plane, for instance, can be visualized as a collection of arrows with a given
magnitude and direction each attached to a point in the plane. Vector fields are often used to model, for example, the speed and direction of a moving fluid throughout space, or the strength and direction of some
force
In physics, a force is an influence that can cause an Physical object, object to change its velocity unless counterbalanced by other forces. In mechanics, force makes ideas like 'pushing' or 'pulling' mathematically precise. Because the Magnitu ...
, such as the
magnetic or
gravitational force, as it changes from point to point. This can be used, for example, to calculate
work done over a line.
Vectors and pseudovectors
In more advanced treatments, one further distinguishes
pseudovector fields and
pseudoscalar
In linear algebra, a pseudoscalar is a quantity that behaves like a scalar, except that it changes sign under a parity inversion while a true scalar does not.
A pseudoscalar, when multiplied by an ordinary vector, becomes a '' pseudovector'' ...
fields, which are identical to vector fields and scalar fields, except that they change sign under an orientation-reversing map: for example, the
curl of a vector field is a pseudovector field, and if one reflects a vector field, the curl points in the opposite direction. This distinction is clarified and elaborated in
geometric algebra, as described below.
Vector algebra
The algebraic (non-differential) operations in vector calculus are referred to as ''vector algebra'', being defined for a vector space and then applied
pointwise In mathematics, the qualifier pointwise is used to indicate that a certain property is defined by considering each value f(x) of some Function (mathematics), function f. An important class of pointwise concepts are the ''pointwise operations'', that ...
to a vector field. The basic algebraic operations consist of:
Also commonly used are the two
triple product
In geometry and algebra, the triple product is a product of three 3- dimensional vectors, usually Euclidean vectors. The name "triple product" is used for two different products, the scalar-valued scalar triple product and, less often, the ve ...
s:
Operators and theorems
Differential operators
Vector calculus studies various
differential operator
In mathematics, a differential operator is an operator defined as a function of the differentiation operator. It is helpful, as a matter of notation first, to consider differentiation as an abstract operation that accepts a function and retur ...
s defined on scalar or vector fields, which are typically expressed in terms of the
del
Del, or nabla, is an operator used in mathematics (particularly in vector calculus) as a vector differential operator, usually represented by the nabla symbol ∇. When applied to a function defined on a one-dimensional domain, it denotes ...
operator (
), also known as "nabla". The three basic
vector operators are:
Also commonly used are the two Laplace operators:
A quantity called the
Jacobian matrix
In vector calculus, the Jacobian matrix (, ) of a vector-valued function of several variables is the matrix of all its first-order partial derivatives. If this matrix is square, that is, if the number of variables equals the number of component ...
is useful for studying functions when both the domain and range of the function are multivariable, such as a
change of variables during integration.
Integral theorems
The three basic vector operators have corresponding theorems which generalize the
fundamental theorem of calculus
The fundamental theorem of calculus is a theorem that links the concept of derivative, differentiating a function (mathematics), function (calculating its slopes, or rate of change at every point on its domain) with the concept of integral, inte ...
to higher dimensions:
In two dimensions, the divergence and curl theorems reduce to the Green's theorem:
Applications
Linear approximations
Linear approximations are used to replace complicated functions with linear functions that are almost the same. Given a differentiable function with real values, one can approximate for close to by the formula
:
The right-hand side is the equation of the plane tangent to the graph of at
Optimization
For a continuously differentiable
function of several real variables
In mathematical analysis and its applications, a function of several real variables or real multivariate function is a function with more than one argument, with all arguments being real variables. This concept extends the idea of a function o ...
, a point (that is, a set of values for the input variables, which is viewed as a point in ) is critical if all of the
partial derivative
In mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary). P ...
s of the function are zero at , or, equivalently, if its
gradient
In vector calculus, the gradient of a scalar-valued differentiable function f of several variables is the vector field (or vector-valued function) \nabla f whose value at a point p gives the direction and the rate of fastest increase. The g ...
is zero. The critical values are the values of the function at the critical points.
If the function is
smooth, or, at least twice continuously differentiable, a critical point may be either a
local maximum, a
local minimum or a
saddle point
In mathematics, a saddle point or minimax point is a Point (geometry), point on the surface (mathematics), surface of the graph of a function where the slopes (derivatives) in orthogonal directions are all zero (a Critical point (mathematics), ...
. The different cases may be distinguished by considering the
eigenvalue
In linear algebra, an eigenvector ( ) or characteristic vector is a vector that has its direction unchanged (or reversed) by a given linear transformation. More precisely, an eigenvector \mathbf v of a linear transformation T is scaled by a ...
s of the
Hessian matrix
In mathematics, the Hessian matrix, Hessian or (less commonly) Hesse matrix is a square matrix of second-order partial derivatives of a scalar-valued Function (mathematics), function, or scalar field. It describes the local curvature of a functio ...
of second derivatives.
By
Fermat's theorem, all local
maxima and minima
In mathematical analysis, the maximum and minimum of a function are, respectively, the greatest and least value taken by the function. Known generically as extremum, they may be defined either within a given range (the ''local'' or ''relative ...
of a differentiable function occur at critical points. Therefore, to find the local maxima and minima, it suffices, theoretically, to compute the zeros of the gradient and the eigenvalues of the Hessian matrix at these zeros.
Generalizations
Vector calculus can also be generalized to other
3-manifolds and
higher-dimensional spaces.
Different 3-manifolds
Vector calculus is initially defined for
Euclidean 3-space,
which has additional structure beyond simply being a 3-dimensional real vector space, namely: a
norm (giving a notion of length) defined via an
inner product
In mathematics, an inner product space (or, rarely, a Hausdorff pre-Hilbert space) is a real vector space or a complex vector space with an operation called an inner product. The inner product of two vectors in the space is a scalar, ofte ...
(the
dot product
In mathematics, the dot product or scalar productThe term ''scalar product'' means literally "product with a Scalar (mathematics), scalar as a result". It is also used for other symmetric bilinear forms, for example in a pseudo-Euclidean space. N ...
), which in turn gives a notion of angle, and an
orientation, which gives a notion of left-handed and right-handed. These structures give rise to a
volume form
In mathematics, a volume form or top-dimensional form is a differential form of degree equal to the differentiable manifold dimension. Thus on a manifold M of dimension n, a volume form is an n-form. It is an element of the space of sections of t ...
, and also the
cross product
In mathematics, the cross product or vector product (occasionally directed area product, to emphasize its geometric significance) is a binary operation on two vectors in a three-dimensional oriented Euclidean vector space (named here E), and ...
, which is used pervasively in vector calculus.
The gradient and divergence require only the inner product, while the curl and the cross product also requires the handedness of the
coordinate system
In geometry, a coordinate system is a system that uses one or more numbers, or coordinates, to uniquely determine and standardize the position of the points or other geometric elements on a manifold such as Euclidean space. The coordinates are ...
to be taken into account (see ' for more detail).
Vector calculus can be defined on other 3-dimensional real vector spaces if they have an inner product (or more generally a symmetric
nondegenerate form) and an orientation; this is less data than an isomorphism to Euclidean space, as it does not require a set of coordinates (a frame of reference), which reflects the fact that vector calculus is invariant under rotations (the
special orthogonal group ).
More generally, vector calculus can be defined on any 3-dimensional oriented
Riemannian manifold
In differential geometry, a Riemannian manifold is a geometric space on which many geometric notions such as distance, angles, length, volume, and curvature are defined. Euclidean space, the N-sphere, n-sphere, hyperbolic space, and smooth surf ...
, or more generally
pseudo-Riemannian manifold
In mathematical physics, a pseudo-Riemannian manifold, also called a semi-Riemannian manifold, is a differentiable manifold with a metric tensor that is everywhere nondegenerate. This is a generalization of a Riemannian manifold in which the ...
. This structure simply means that the
tangent space
In mathematics, the tangent space of a manifold is a generalization of to curves in two-dimensional space and to surfaces in three-dimensional space in higher dimensions. In the context of physics the tangent space to a manifold at a point can be ...
at each point has an inner product (more generally, a symmetric nondegenerate form) and an orientation, or more globally that there is a symmetric nondegenerate
metric tensor
In the mathematical field of differential geometry, a metric tensor (or simply metric) is an additional structure on a manifold (such as a surface) that allows defining distances and angles, just as the inner product on a Euclidean space allows ...
and an orientation, and works because vector calculus is defined in terms of tangent vectors at each point.
Other dimensions
Most of the analytic results are easily understood, in a more general form, using the machinery of
differential geometry
Differential geometry is a Mathematics, mathematical discipline that studies the geometry of smooth shapes and smooth spaces, otherwise known as smooth manifolds. It uses the techniques of Calculus, single variable calculus, vector calculus, lin ...
, of which vector calculus forms a subset. Grad and div generalize immediately to other dimensions, as do the gradient theorem, divergence theorem, and Laplacian (yielding
harmonic analysis), while curl and cross product do not generalize as directly.
From a general point of view, the various fields in (3-dimensional) vector calculus are uniformly seen as being -vector fields: scalar fields are 0-vector fields, vector fields are 1-vector fields, pseudovector fields are 2-vector fields, and pseudoscalar fields are 3-vector fields. In higher dimensions there are additional types of fields (scalar, vector, pseudovector or pseudoscalar corresponding to , , or dimensions, which is exhaustive in dimension 3), so one cannot only work with (pseudo)scalars and (pseudo)vectors.
In any dimension, assuming a nondegenerate form, grad of a scalar function is a vector field, and div of a vector field is a scalar function, but only in dimension 3 or 7
[Lizhong Peng & Lei Yang (1999) "The curl in seven dimensional space and its applications", ''Approximation Theory and Its Applications'' 15(3): 66 to 80 ] (and, trivially, in dimension 0 or 1) is the curl of a vector field a vector field, and only in 3 or
7 dimensions can a cross product be defined (generalizations in other dimensionalities either require
vectors to yield 1 vector, or are alternative
Lie algebra
In mathematics, a Lie algebra (pronounced ) is a vector space \mathfrak g together with an operation called the Lie bracket, an alternating bilinear map \mathfrak g \times \mathfrak g \rightarrow \mathfrak g, that satisfies the Jacobi ident ...
s, which are more general antisymmetric bilinear products). The generalization of grad and div, and how curl may be generalized is elaborated at ''
Curl § Generalizations''; in brief, the curl of a vector field is a
bivector field, which may be interpreted as the
special orthogonal Lie algebra of infinitesimal rotations; however, this cannot be identified with a vector field because the dimensions differ – there are 3 dimensions of rotations in 3 dimensions, but 6 dimensions of rotations in 4 dimensions (and more generally
dimensions of rotations in dimensions).
There are two important alternative generalizations of vector calculus. The first,
geometric algebra, uses
-vector fields instead of vector fields (in 3 or fewer dimensions, every -vector field can be identified with a scalar function or vector field, but this is not true in higher dimensions). This replaces the cross product, which is specific to 3 dimensions, taking in two vector fields and giving as output a vector field, with the
exterior product
In mathematics, specifically in topology,
the interior of a subset of a topological space is the union of all subsets of that are open in .
A point that is in the interior of is an interior point of .
The interior of is the complement of ...
, which exists in all dimensions and takes in two vector fields, giving as output a bivector (2-vector) field. This product yields
Clifford algebra
In mathematics, a Clifford algebra is an algebra generated by a vector space with a quadratic form, and is a unital associative algebra with the additional structure of a distinguished subspace. As -algebras, they generalize the real number ...
s as the algebraic structure on vector spaces (with an orientation and nondegenerate form). Geometric algebra is mostly used in generalizations of physics and other applied fields to higher dimensions.
The second generalization uses
differential form
In mathematics, differential forms provide a unified approach to define integrands over curves, surfaces, solids, and higher-dimensional manifolds. The modern notion of differential forms was pioneered by Élie Cartan. It has many applications ...
s (-covector fields) instead of vector fields or -vector fields, and is widely used in mathematics, particularly in
differential geometry
Differential geometry is a Mathematics, mathematical discipline that studies the geometry of smooth shapes and smooth spaces, otherwise known as smooth manifolds. It uses the techniques of Calculus, single variable calculus, vector calculus, lin ...
,
geometric topology
In mathematics, geometric topology is the study of manifolds and Map (mathematics)#Maps as functions, maps between them, particularly embeddings of one manifold into another.
History
Geometric topology as an area distinct from algebraic topo ...
, and
harmonic analysis, in particular yielding
Hodge theory on oriented pseudo-Riemannian manifolds. From this point of view, grad, curl, and div correspond to the
exterior derivative
On a differentiable manifold, the exterior derivative extends the concept of the differential of a function to differential forms of higher degree. The exterior derivative was first described in its current form by Élie Cartan in 1899. The re ...
of 0-forms, 1-forms, and 2-forms, respectively, and the key theorems of vector calculus are all special cases of the general form of
Stokes' theorem
Stokes' theorem, also known as the Kelvin–Stokes theorem after Lord Kelvin and George Stokes, the fundamental theorem for curls, or simply the curl theorem, is a theorem in vector calculus on \R^3. Given a vector field, the theorem relates th ...
.
From the point of view of both of these generalizations, vector calculus implicitly identifies mathematically distinct objects, which makes the presentation simpler but the underlying mathematical structure and generalizations less clear.
From the point of view of geometric algebra, vector calculus implicitly identifies -vector fields with vector fields or scalar functions: 0-vectors and 3-vectors with scalars, 1-vectors and 2-vectors with vectors. From the point of view of differential forms, vector calculus implicitly identifies -forms with scalar fields or vector fields: 0-forms and 3-forms with scalar fields, 1-forms and 2-forms with vector fields. Thus for example the curl naturally takes as input a vector field or 1-form, but naturally has as output a 2-vector field or 2-form (hence pseudovector field), which is then interpreted as a vector field, rather than directly taking a vector field to a vector field; this is reflected in the curl of a vector field in higher dimensions not having as output a vector field.
See also
*
Vector calculus identities
The following are important identities involving derivatives and integrals in vector calculus.
Operator notation
Gradient
For a function f(x, y, z) in three-dimensional Cartesian coordinate variables, the gradient is the vector field:
:
...
*
Vector algebra relations
*
Directional derivative
In multivariable calculus, the directional derivative measures the rate at which a function changes in a particular direction at a given point.
The directional derivative of a multivariable differentiable (scalar) function along a given vect ...
*
Conservative vector field
In vector calculus, a conservative vector field is a vector field that is the gradient of some function. A conservative vector field has the property that its line integral is path independent; the choice of path between two points does not chan ...
*
Solenoidal vector field
*
Laplacian vector field
*
Helmholtz decomposition
*
Tensor
In mathematics, a tensor is an algebraic object that describes a multilinear relationship between sets of algebraic objects associated with a vector space. Tensors may map between different objects such as vectors, scalars, and even other ...
*
Geometric calculus
References
Citations
Sources
* Sandro Caparrini (2002)
The discovery of the vector representation of moments and angular velocity, Archive for History of Exact Sciences 56:151–81.
*
*
*
* Barry Spain (1965
Vector Analysis 2nd edition, link from
Internet Archive
The Internet Archive is an American 501(c)(3) organization, non-profit organization founded in 1996 by Brewster Kahle that runs a digital library website, archive.org. It provides free access to collections of digitized media including web ...
.
* Chen-To Tai (1995).
A historical study of vector analysis'. Technical Report RL 915, Radiation Laboratory, University of Michigan.
External links
*
*
*
ttps://deepblue.lib.umich.edu/handle/2027.42/7869 A survey of the improper use of ∇ in vector analysis(1994) Tai, Chen-To
Vector Analysis:A Text-book for the Use of Students of Mathematics and Physics, (based upon the lectures of
Willard Gibbs
Josiah Willard Gibbs (; February 11, 1839 – April 28, 1903) was an American mechanical engineer and scientist who made fundamental theoretical contributions to physics, chemistry, and mathematics. His work on the applications of thermodynami ...
) by
Edwin Bidwell Wilson
Edwin Bidwell Wilson (April 25, 1879 – December 28, 1964) was an American mathematician, statistician, physicist and general polymath. He was the sole protégé of Yale University physicist Josiah Willard Gibbs and was mentor to MIT economist ...
, published 1902.
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Mathematical physics