The following are important
identities involving derivatives and integrals in
vector calculus
Vector calculus or vector analysis is a branch of mathematics concerned with the differentiation and integration of vector fields, primarily in three-dimensional Euclidean space, \mathbb^3. The term ''vector calculus'' is sometimes used as a ...
.
Operator notation
Gradient
For a function
in three-dimensional
Cartesian coordinate
In geometry, a Cartesian coordinate system (, ) in a plane is a coordinate system that specifies each point uniquely by a pair of real numbers called ''coordinates'', which are the signed distances to the point from two fixed perpendicular o ...
variables, the gradient is the vector field:
:
where i, j, k are the
standard unit vector
In mathematics, a unit vector in a normed vector space is a Vector (mathematics and physics), vector (often a vector (geometry), spatial vector) of Norm (mathematics), length 1. A unit vector is often denoted by a lowercase letter with a circumfle ...
s for the ''x'', ''y'', ''z''-axes. More generally, for a function of ''n'' variables
, also called a
scalar field, the gradient is the
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 ...
:
where
are mutually orthogonal unit vectors.
As the name implies, the gradient is proportional to, and points in the direction of, the function's most rapid (positive) change.
For a vector field
, also called a tensor field of order 1, the gradient or
total derivative
In mathematics, the total derivative of a function at a point is the best linear approximation near this point of the function with respect to its arguments. Unlike partial derivatives, the total derivative approximates the function with res ...
is the ''n × n''
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 ...
:
For a
tensor field
In mathematics and physics, a tensor field is a function assigning a tensor to each point of a region of a mathematical space (typically a Euclidean space or manifold) or of the physical space. Tensor fields are used in differential geometry, ...
of any order ''k'', the gradient
is a tensor field of order ''k'' + 1.
For a tensor field
of order ''k'' > 0, the tensor field
of order ''k'' + 1 is defined by the recursive relation
where
is an arbitrary constant vector.
Divergence
In Cartesian coordinates, the divergence of a
continuously differentiable
In mathematics, a differentiable function of one Real number, real variable is a Function (mathematics), function whose derivative exists at each point in its Domain of a function, domain. In other words, the Graph of a function, graph of a differ ...
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 the scalar-valued function:
As the name implies, the divergence is a (local) measure of the degree to which vectors in the field diverge.
The divergence of a
tensor field
In mathematics and physics, a tensor field is a function assigning a tensor to each point of a region of a mathematical space (typically a Euclidean space or manifold) or of the physical space. Tensor fields are used in differential geometry, ...
of non-zero order ''k'' is written as
, a
contraction of a tensor field of order ''k'' − 1. Specifically, the divergence of a vector is a scalar. The divergence of a higher-order tensor field may be found by decomposing the tensor field into a sum of
outer product
In linear algebra, the outer product of two coordinate vectors is the matrix whose entries are all products of an element in the first vector with an element in the second vector. If the two coordinate vectors have dimensions ''n'' and ''m'', the ...
s and using the identity,
where
is the
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 ...
in the direction of
multiplied by its magnitude. Specifically, for the outer product of two vectors,
For a tensor field
of order ''k'' > 1, the tensor field
of order ''k'' − 1 is defined by the recursive relation
where
is an arbitrary constant vector.
Curl
In Cartesian coordinates, for
the curl is the vector field:
where i, j, and k are the
unit vector
In mathematics, a unit vector in a normed vector space is a Vector (mathematics and physics), vector (often a vector (geometry), spatial vector) of Norm (mathematics), length 1. A unit vector is often denoted by a lowercase letter with a circumfle ...
s for the ''x''-, ''y''-, and ''z''-axes, respectively.
As the name implies the curl is a measure of how much nearby vectors tend in a circular direction.
In
Einstein notation
In mathematics, especially the usage of linear algebra in mathematical physics and differential geometry, Einstein notation (also known as the Einstein summation convention or Einstein summation notation) is a notational convention that implies ...
, the vector field
has curl given by:
where
= ±1 or 0 is the
Levi-Civita parity symbol.
For a tensor field
of order ''k'' > 1, the tensor field
of order ''k'' is defined by the recursive relation
where
is an arbitrary constant vector.
A tensor field of order greater than one may be decomposed into a sum of
outer product
In linear algebra, the outer product of two coordinate vectors is the matrix whose entries are all products of an element in the first vector with an element in the second vector. If the two coordinate vectors have dimensions ''n'' and ''m'', the ...
s, and then the following identity may be used:
Specifically, for the outer product of two vectors,
Laplacian
In
Cartesian coordinates
In geometry, a Cartesian coordinate system (, ) in a plane is a coordinate system that specifies each point uniquely by a pair of real numbers called ''coordinates'', which are the signed distances to the point from two fixed perpendicular o ...
, the Laplacian of a function
is
The Laplacian is a measure of how much a function is changing over a small sphere centered at the point.
When the Laplacian is equal to 0, the function is called a
harmonic function
In mathematics, mathematical physics and the theory of stochastic processes, a harmonic function is a twice continuously differentiable function f\colon U \to \mathbb R, where is an open subset of that satisfies Laplace's equation, that i ...
. That is,
For a
tensor field
In mathematics and physics, a tensor field is a function assigning a tensor to each point of a region of a mathematical space (typically a Euclidean space or manifold) or of the physical space. Tensor fields are used in differential geometry, ...
,
, the Laplacian is generally written as:
and is a tensor field of the same order.
For a tensor field
of order ''k'' > 0, the tensor field
of order ''k'' is defined by the recursive relation
where
is an arbitrary constant vector.
Special notations
In ''Feynman subscript notation'',
where the notation ∇
B means the subscripted gradient operates on only the factor B.
More general but similar is the ''Hestenes'' ''overdot notation'' in
geometric algebra
In mathematics, a geometric algebra (also known as a Clifford algebra) is an algebra that can represent and manipulate geometrical objects such as vectors. Geometric algebra is built out of two fundamental operations, addition and the geometric pr ...
.
The above identity is then expressed as:
where overdots define the scope of the vector derivative. The dotted vector, in this case B, is differentiated, while the (undotted) A is held constant.
The utility of the Feynman subscript notation lies in its use in the derivation of vector and tensor derivative identities, as in the following example which uses the algebraic identity C⋅(A×B) = (C×A)⋅B:
:
An alternative method is to use the Cartesian components of the del operator as follows (with
implicit summation over the index ):
:
Another method of deriving vector and tensor derivative identities is to replace all occurrences of a vector in an algebraic identity by the del operator, provided that no variable occurs both inside and outside the scope of an operator or both inside the scope of one operator in a term and outside the scope of another operator in the same term (i.e., the operators must be nested). The validity of this rule follows from the validity of the Feynman method, for one may always substitute a subscripted del and then immediately drop the subscript under the condition of the rule.
For example, from the identity A⋅(B×C) = (A×B)⋅C
we may derive A⋅(∇×C) = (A×∇)⋅C but not ∇⋅(B×C) = (∇×B)⋅C,
nor from A⋅(B×A) = 0 may we derive A⋅(∇×A) = 0.
On the other hand, a subscripted del operates on all occurrences of the subscript in the term, so that A⋅(∇
A×A) = ∇
A⋅(A×A) = ∇⋅(A×A) = 0.
Also, from A×(A×C) = A(A⋅C) − (A⋅A)C we may derive ∇×(∇×C) = ∇(∇⋅C) − ∇
2C,
but from (A''ψ'')⋅(A''φ'') = (A⋅A)(''ψφ'') we may not derive (∇''ψ'')⋅(∇''φ'') = ∇
2(''ψφ'').
A subscript ''c'' on a quantity indicates that it is temporarily considered to be a constant. Since a constant is not a variable, when the substitution rule (see the preceding paragraph) is used it, unlike a variable, may be moved into or out of the scope of a del operator, as in the following example:
:
Another way to indicate that a quantity is a constant is to affix it as a subscript to the scope of a del operator, as follows:
For the remainder of this article, Feynman subscript notation will be used where appropriate.
First derivative identities
For scalar fields
,
and vector fields
,
, we have the following derivative identities.
Distributive properties
:
First derivative associative properties
:
Product rule for multiplication by a scalar
We have the following generalizations of the
product rule
In calculus, the product rule (or Leibniz rule or Leibniz product rule) is a formula used to find the derivatives of products of two or more functions. For two functions, it may be stated in Lagrange's notation as (u \cdot v)' = u ' \cdot v ...
in single-variable
calculus
Calculus is the mathematics, mathematical study of continuous change, in the same way that geometry is the study of shape, and algebra is the study of generalizations of arithmetic operations.
Originally called infinitesimal calculus or "the ...
.
:
Quotient rule for division by a scalar
:
Chain rule
Let
be a one-variable function from scalars to scalars,
a
parametrized curve,
a function from vectors to scalars, and
a vector field. We have the following special cases of the multi-variable
chain rule
In calculus, the chain rule is a formula that expresses the derivative of the Function composition, composition of two differentiable functions and in terms of the derivatives of and . More precisely, if h=f\circ g is the function such that h ...
.
:
For a vector transformation
we have:
:
Here we take the
trace of the dot product of two second-order tensors, which corresponds to the product of their matrices.
Dot product rule
:
where
denotes 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 ...
of the vector field
.
Alternatively, using Feynman subscript notation,
:
See these notes.
As a special case, when ,
:
The generalization of 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 ...
formula to
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 ...
s is a defining property of a
Riemannian connection
In mathematics, a metric connection is a connection in a vector bundle ''E'' equipped with a bundle metric; that is, a metric for which the inner product of any two vectors will remain the same when those vectors are parallel transported along ...
, which differentiates a vector field to give a vector-valued
1-form
In differential geometry, a one-form (or covector field) on a differentiable manifold is a differential form of degree one, that is, a smooth section of the cotangent bundle. Equivalently, a one-form on a manifold M is a smooth mapping of the t ...
.
Cross product rule
:
Note that the matrix
is antisymmetric.
Second derivative identities
Divergence of curl is zero
The
divergence
In vector calculus, divergence is a vector operator that operates on a vector field, producing a scalar field giving the rate that the vector field alters the volume in an infinitesimal neighborhood of each point. (In 2D this "volume" refers to ...
of the curl of ''any'' continuously twice-differentiable
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 ...
A is always zero:
This is a special case of the vanishing of the square of 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 ...
in the
De Rham chain complex
In mathematics, a chain complex is an algebraic structure that consists of a sequence of abelian groups (or modules) and a sequence of homomorphisms between consecutive groups such that the image of each homomorphism is contained in the kernel o ...
.
Divergence of gradient is Laplacian
The
Laplacian
In mathematics, the Laplace operator or Laplacian is a differential operator given by the divergence of the gradient of a scalar function on Euclidean space. It is usually denoted by the symbols \nabla\cdot\nabla, \nabla^2 (where \nabla is th ...
of a scalar field is the divergence of its gradient:
The result is a scalar quantity.
Divergence of divergence is not defined
The divergence of a vector field A is a scalar, and the divergence of a scalar quantity is undefined. Therefore,
Curl of gradient is zero
The
curl
cURL (pronounced like "curl", ) is a free and open source computer program for transferring data to and from Internet servers. It can download a URL from a web server over HTTP, and supports a variety of other network protocols, URI scheme ...
of the
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 ...
of ''any'' continuously twice-differentiable
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 ...
(i.e.,
differentiability class
In mathematical analysis, the smoothness of a function is a property measured by the number of continuous derivatives (''differentiability class)'' it has over its domain.
A function of class C^k is a function of smoothness at least ; t ...
) is always the
zero vector
In mathematics, a zero element is one of several generalizations of the number zero to other algebraic structures. These alternate meanings may or may not reduce to the same thing, depending on the context.
Additive identities
An '' additive id ...
:
It can be easily proved by expressing
in a
Cartesian coordinate system
In geometry, a Cartesian coordinate system (, ) in a plane (geometry), plane is a coordinate system that specifies each point (geometry), point uniquely by a pair of real numbers called ''coordinates'', which are the positive and negative number ...
with
Schwarz's theorem (also called Clairaut's theorem on equality of mixed partials). This result is a special case of the vanishing of the square of 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 ...
in the
De Rham chain complex
In mathematics, a chain complex is an algebraic structure that consists of a sequence of abelian groups (or modules) and a sequence of homomorphisms between consecutive groups such that the image of each homomorphism is contained in the kernel o ...
.
Curl of curl
Here ∇
2 is the
vector Laplacian
In mathematics, the Laplace operator or Laplacian is a differential operator given by the divergence of the gradient of a scalar function on Euclidean space. It is usually denoted by the symbols \nabla\cdot\nabla, \nabla^2 (where \nabla is the ...
operating on the vector field A.
Curl of divergence is not defined
The
divergence
In vector calculus, divergence is a vector operator that operates on a vector field, producing a scalar field giving the rate that the vector field alters the volume in an infinitesimal neighborhood of each point. (In 2D this "volume" refers to ...
of a vector field A is a scalar, and the curl of a scalar quantity is undefined. Therefore,
Second derivative associative properties
:
A mnemonic
The figure to the right is a mnemonic for some of these identities. The abbreviations used are:
* D: divergence,
* C: curl,
* G: gradient,
* L: Laplacian,
* CC: curl of curl.
Each arrow is labeled with the result of an identity, specifically, the result of applying the operator at the arrow's tail to the operator at its head. The blue circle in the middle means curl of curl exists, whereas the other two red circles (dashed) mean that DD and GG do not exist.
Summary of important identities
Differentiation
Gradient
*
*
*
*
Divergence
*
*
*
Curl
*
*
*
*
Vector-dot-Del Operator
*
*
*
Second derivatives
*
*
*
(
scalar Laplacian)
*
(
vector Laplacian
In mathematics, the Laplace operator or Laplacian is a differential operator given by the divergence of the gradient of a scalar function on Euclidean space. It is usually denoted by the symbols \nabla\cdot\nabla, \nabla^2 (where \nabla is the ...
)
*
*
*
*
*
*
(
Green's vector identity)
Third derivatives
*
*
*
Integration
Below, the
curly symbol ∂ means "
boundary of" a surface or solid.
Surface–volume integrals
In the following surface–volume integral theorems, ''V'' denotes a three-dimensional volume with a corresponding two-dimensional
boundary ''S'' = ∂''V'' (a
closed surface):
*
* (
divergence theorem
In vector calculus, the divergence theorem, also known as Gauss's theorem or Ostrogradsky's theorem, reprinted in is a theorem relating the '' flux'' of a vector field through a closed surface to the ''divergence'' of the field in the volume ...
)
*
* (
Green's first identity
In mathematics, Green's identities are a set of three identities in vector calculus relating the bulk with the boundary of a region on which differential operators act. They are named after the mathematician George Green, who discovered Green's t ...
)
* (
Green's second identity)
* (
integration by parts
In calculus, and more generally in mathematical analysis, integration by parts or partial integration is a process that finds the integral of a product of functions in terms of the integral of the product of their derivative and antiderivati ...
)
* (
integration by parts
In calculus, and more generally in mathematical analysis, integration by parts or partial integration is a process that finds the integral of a product of functions in terms of the integral of the product of their derivative and antiderivati ...
)
* (
integration by parts
In calculus, and more generally in mathematical analysis, integration by parts or partial integration is a process that finds the integral of a product of functions in terms of the integral of the product of their derivative and antiderivati ...
)
*
*
Curve–surface integrals
In the following curve–surface integral theorems, ''S'' denotes a 2d open surface with a corresponding 1d boundary ''C'' = ∂''S'' (a
closed curve
In mathematics, a curve (also called a curved line in older texts) is an object similar to a line (geometry), line, but that does not have to be Linearity, straight.
Intuitively, a curve may be thought of as the trace left by a moving point (ge ...
):
*
(
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 ...
)
*
*
*
*
Integration around a closed curve in the
clockwise
Two-dimensional rotation can occur in two possible directions or senses of rotation. Clockwise motion (abbreviated CW) proceeds in the same direction as a clock's hands relative to the observer: from the top to the right, then down and then to ...
sense is the negative of the same line integral in the counterclockwise sense (analogous to interchanging the limits in a
definite integral
In mathematics, an integral is the continuous analog of a sum, which is used to calculate areas, volumes, and their generalizations. Integration, the process of computing an integral, is one of the two fundamental operations of calculus,Int ...
):
Endpoint-curve integrals
In the following endpoint–curve integral theorems, ''P'' denotes a 1d open path with signed 0d boundary points
and integration along ''P'' is from
to
:
*
(
gradient theorem
The gradient theorem, also known as the fundamental theorem of calculus for line integrals, says that a line integral through a gradient field can be evaluated by evaluating the original scalar field at the endpoints of the curve. The theorem is ...
)
*
*
Tensor integrals
A tensor form of a vector integral theorem may be obtained by replacing the vector (or one of them) by a tensor, provided that the vector is first made to appear only as the right-most vector of each integrand. For example, Stokes' theorem becomes
[Wilson, p. 409.]
:
.
A scalar field may also be treated as a vector and replaced by a vector or tensor. For example, Green's first identity becomes
:.
Similar rules apply to algebraic and differentiation formulas. For algebraic formulas one may alternatively use the left-most vector position.
See also
*
*
*
*
*
*
*
*
References
Further reading
*
*
*
{{Refend
Mathematical identities
Mathematics-related lists
Vector calculus
eo:Vektoraj identoj
zh:向量恆等式列表