The following are important
identities involving derivatives and integrals in
vector calculus.
Operator notation
Gradient
For a function
in three-dimensional
Cartesian coordinate variables, the gradient is the vector field:
where i, j, k are the
standard unit vectors 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:
where
are orthogonal unit vectors in arbitrary directions.
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
written as a 1 × ''n'' row vector, also called a tensor field of order 1, the gradient or
covariant derivative
In mathematics, the covariant derivative is a way of specifying a derivative along tangent vectors of a manifold. Alternatively, the covariant derivative is a way of introducing and working with a connection on a manifold by means of a different ...
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. When this matrix is square, that is, when the function takes the same number of variables as ...
:
For a
tensor field of any order ''k'', the gradient
is a tensor field of order ''k'' + 1.
Divergence
In Cartesian coordinates, the divergence of a
continuously differentiable
In mathematics, a differentiable function of one real variable is a function whose derivative exists at each point in its domain. In other words, the graph of a differentiable function has a non-vertical tangent line at each interior point in its ...
vector field is the scalar-valued function:
As the name implies the divergence is a measure of how much vectors are diverging.
The divergence of a
tensor field of non-zero order ''k'' is written as
, a
contraction to 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 products and using the identity,
where
is the
directional derivative in the direction of
multiplied by its magnitude. Specifically, for the outer product of two vectors,
Curl
In Cartesian coordinates, for
the curl is the vector field:
where i, j, and k are the
unit vectors 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, Einstein notation (also known as the Einstein summation convention or Einstein summation notation) is a notational convention that implies summation over a set of ...
, the vector field
has curl given by:
where
= ±1 or 0 is the
Levi-Civita parity symbol.
Laplacian
In
Cartesian coordinates
A Cartesian coordinate system (, ) in a plane is a coordinate system that specifies each point uniquely by a pair of numerical coordinates, which are the signed distances to the point from two fixed perpendicular oriented lines, measured in t ...
, 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.
For a
tensor field,
, the Laplacian is generally written as:
and is a tensor field of the same order.
When the Laplacian is equal to 0, the function is called a
harmonic function. That is,
Special notations
In ''Feynman subscript notation'',
where the notation ∇
B means the subscripted gradient operates on only the factor B.
Less general but similar is the ''Hestenes'' ''overdot notation'' in
geometric algebra
In mathematics, a geometric algebra (also known as a real Clifford algebra) is an extension of elementary algebra to work with geometrical objects such as vectors. Geometric algebra is built out of two fundamental operations, addition and the ge ...
.
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.
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
:
Product rule for multiplication by a scalar
We have the following generalizations of the
product rule in single variable
calculus.
:
In the second formula, the transposed gradient
is an ''n'' × 1 column vector,
is a 1 × ''n'' row vector, and their product is an ''n × n'' matrix (or more precisely, a
dyad); This may also be considered as the
tensor product of two vectors, or of a covector and a vector''.''
Quotient rule for division by a scalar
:
Chain rule
Let
be a one-variable function from scalars to scalars,
a
parametrized curve, and
a function from vectors to scalars. We have the following special cases of the multi-variable
chain rule.
:
For a
coordinate parametrization we have:
:
Here we take the
trace of the product of two ''n × n'' matrices: the gradient of A and the Jacobian of
.
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. When this matrix is square, that is, when the function takes the same number of variables as ...
of the vector field
.
Alternatively, using Feynman subscript notation,
:
See these notes.
As a special case, when ,
:
The generalization of the dot product formula to Riemannian manifolds is a defining property of a
Riemannian connection, which differentiates a vector field to give a vector-valued
1-form
In differential geometry, a one-form on a differentiable manifold is a smooth section of the cotangent bundle. Equivalently, a one-form on a manifold M is a smooth mapping of the total space of the tangent bundle of M to \R whose restriction to ea ...
.
Cross product rule
:
Note that the matrix
is antisymmetric.
Second derivative identities
Divergence of curl is zero
The
divergence of the curl of ''any''
vector field 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 res ...
in the
De Rham chain complex.
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 the ...
of a scalar field is the divergence of its gradient:
The result is a scalar quantity.
Divergence of divergence is not defined
Divergence of a vector field A is a scalar, and you cannot take the divergence of a scalar quantity. Therefore:
Curl of gradient is zero
The
curl
cURL (pronounced like "curl", UK: , US: ) is a computer software project providing a library (libcurl) and command-line tool (curl) for transferring data using various network protocols. The name stands for "Client URL".
History
cURL was fi ...
of the
gradient of ''any'' continuously twice-differentiable
scalar field
In mathematics and physics, a scalar field is a function (mathematics), function associating a single number to every point (geometry), point in a space (mathematics), space – possibly physical space. The scalar may either be a pure Scalar ( ...
(i.e.,
differentiability class ) is always the
zero vector:
It can be easily proved by expressing
in a
Cartesian coordinate system
A Cartesian coordinate system (, ) in a plane is a coordinate system that specifies each point uniquely by a pair of numerical coordinates, which are the signed distances to the point from two fixed perpendicular oriented lines, measured in t ...
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 res ...
in the
De Rham chain complex.
Curl of curl
Here ∇
2 is the
vector Laplacian operating on the vector field A.
Curl of divergence is not defined
The
divergence of a vector field A is a scalar, and you cannot take curl of a scalar quantity. Therefore
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)
*
*
*
*
*
(
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 which relates the ''flux'' of a vector field through a closed surface to the ''divergence'' of the field in the vol ...
)
*
* (
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 ...
)
* (
Green's second identity)
* (
integration by parts)
* (
integration by parts)
* (
integration by parts)
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's theorem, also known as the Kelvin–Stokes theorem Nagayoshi Iwahori, et al.:"Bi-Bun-Seki-Bun-Gaku" Sho-Ka-Bou(jp) 1983/12Written in Japanese)Atsuo Fujimoto;"Vector-Kai-Seki Gendai su-gaku rekucha zu. C(1)" :ja:培風館, Bai-Fu-Kan( ...
)
*
Integration around a closed curve in the
clockwise 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 assigns numbers to functions in a way that describes displacement, area, volume, and other concepts that arise by combining infinitesimal data. The process of finding integrals is called integration. Along with di ...
):
:
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).
See also
*
*
*
*
*
*
*
*
References
Further reading
*
*
*
{{Refend
Mathematical identities
Mathematics-related lists
Vector calculus
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