Vector calculus identities

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The following are important identities involving derivatives and integrals in vector calculus.

Operator notation

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Gradient

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For a function f(x,y,z) in three-dimensional Cartesian coordinate variables, the gradient is the vector field: grad(f)=f=(x, y, z)f=fx𝐢+fy𝐣+fz𝐤 where i, j, k are the standard unit vectors for the x, y, z-axes. More generally, for a function of n variables ψ(x1,,xn), also called a scalar field, the gradient is the vector field: ψ=(x1,,xn)ψ=ψx1𝐞1++ψxn𝐞n where 𝐞i(i=1,2,...,n) 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 𝐀=(A1,,An), also called a tensor field of order 1, the gradient or total derivative is the n × n Jacobian matrix:[1] 𝐉𝐀=d𝐀=(𝐀)𝖳=(Aixj)ij.

For a tensor field 𝐓 of any order k, the gradient grad(𝐓)=d𝐓=(𝐓)𝖳 is a tensor field of order k + 1.

For a tensor field 𝐓 of order k > 0, the tensor field 𝐓 of order k + 1 is defined by the recursive relation (𝐓)𝐂=(𝐓𝐂) where 𝐂 is an arbitrary constant vector.

Divergence

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In Cartesian coordinates, the divergence of a continuously differentiable vector field 𝐅=Fx𝐢+Fy𝐣+Fz𝐤 is the scalar-valued function: div𝐅=𝐅=(x, y, z)(Fx, Fy, Fz)=Fxx+Fyy+Fzz.

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 𝐓 of non-zero order k is written as div(𝐓)=𝐓, 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 products and using the identity, (𝐀𝐓)=𝐓(𝐀)+(𝐀)𝐓 where 𝐀 is the directional derivative in the direction of 𝐀 multiplied by its magnitude. Specifically, for the outer product of two vectors,[2] (𝐀𝐁𝖳)=𝐁(𝐀)+(𝐀)𝐁.

For a tensor field 𝐓 of order k > 1, the tensor field 𝐓 of order k − 1 is defined by the recursive relation (𝐓)𝐂=(𝐓𝐂) where 𝐂 is an arbitrary constant vector.

In Cartesian coordinates, for 𝐅=Fx𝐢+Fy𝐣+Fz𝐤 the curl is the vector field: curl𝐅=×𝐅=(x, y, z)×(Fx, Fy, Fz)=|𝐢𝐣𝐤xyzFxFyFz|=(FzyFyz)𝐢+(FxzFzx)𝐣+(FyxFxy)𝐤 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, the vector field 𝐅=(F1, F2, F3) has curl given by: ×𝐅=εijk𝐞iFkxj where ε = ±1 or 0 is the Levi-Civita parity symbol.

For a tensor field 𝐓 of order k > 1, the tensor field ×𝐓 of order k is defined by the recursive relation (×𝐓)𝐂=×(𝐓𝐂) where 𝐂 is an arbitrary constant vector.

A tensor field of order greater than one may be decomposed into a sum of outer products, and then the following identity may be used: ×(𝐀𝐓)=(×𝐀)𝐓𝐀×(𝐓). Specifically, for the outer product of two vectors,[3] ×(𝐀𝐁𝖳)=(×𝐀)𝐁𝖳𝐀×(𝐁).

Laplacian

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In Cartesian coordinates, the Laplacian of a function f(x,y,z) is Δf=2f=()f=2fx2+2fy2+2fz2.

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. That is, Δf=0.

For a tensor field, 𝐓, the Laplacian is generally written as: Δ𝐓=2𝐓=()𝐓 and is a tensor field of the same order.

For a tensor field 𝐓 of order k > 0, the tensor field 2𝐓 of order k is defined by the recursive relation (2𝐓)𝐂=2(𝐓𝐂) where 𝐂 is an arbitrary constant vector.

Special notations

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In Feynman subscript notation, 𝐁(𝐀𝐁)=𝐀×(×𝐁)+(𝐀)𝐁 where the notation ∇B means the subscripted gradient operates on only the factor B.[4][5][6]

More general but similar is the Hestenes overdot notation in geometric algebra.[7][8] The above identity is then expressed as: ˙(𝐀𝐁˙)=𝐀×(×𝐁)+(𝐀)𝐁 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:

(𝐀×𝐁)=𝐀(𝐀×𝐁)+𝐁(𝐀×𝐁)=(𝐀×𝐀)𝐁+(𝐁×𝐀)𝐁=(𝐀×𝐀)𝐁(𝐀×𝐁)𝐁=(𝐀×𝐀)𝐁𝐀(𝐁×𝐁)=(×𝐀)𝐁𝐀(×𝐁)

An alternative method is to use the Cartesian components of the del operator as follows (with implicit summation over the index i):

(𝐀×𝐁)=𝐞ii(𝐀×𝐁)=𝐞ii(𝐀×𝐁)=𝐞i(i𝐀×𝐁+𝐀×i𝐁)=𝐞i(i𝐀×𝐁)+𝐞i(𝐀×i𝐁)=(𝐞i×i𝐀)𝐁+(𝐞i×𝐀)i𝐁=(𝐞i×i𝐀)𝐁(𝐀×𝐞i)i𝐁=(𝐞i×i𝐀)𝐁𝐀(𝐞i×i𝐁)=(𝐞ii×𝐀)𝐁𝐀(𝐞ii×𝐁)=(×𝐀)𝐁𝐀(×𝐁)

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(AC) − (AA)C we may derive ∇×(∇×C) = ∇(∇⋅C) − ∇2C, but from (Aψ)⋅(Aφ) = (AA)(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:[9]

(𝐀×𝐁)=(𝐀×𝐁c)+(𝐀c×𝐁)=(𝐀×𝐁c)(𝐁×𝐀c)=(×𝐀)𝐁c(×𝐁)𝐀c=(×𝐀)𝐁(×𝐁)𝐀

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:[10] (𝐀𝐁)𝐀=𝐀×(×𝐁)+(𝐀)𝐁

For the remainder of this article, Feynman subscript notation will be used where appropriate.

First derivative identities

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For scalar fields ψ, ϕ and vector fields 𝐀, 𝐁, we have the following derivative identities.

Distributive properties

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  • (ψ+ϕ)=ψ+ϕ
  • (𝐀+𝐁)=𝐀+𝐁
  • (𝐀+𝐁)=𝐀+𝐁
  • ×(𝐀+𝐁)=×𝐀+×𝐁

First derivative associative properties

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  • (𝐀)ψ=𝐀(ψ)
  • (𝐀)𝐁=𝐀(𝐁)
  • (𝐀×)ψ=𝐀×(ψ)
  • (𝐀×)𝐁=𝐀×(𝐁)

Product rule for multiplication by a scalar

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We have the following generalizations of the product rule in single-variable calculus.

  • (ψϕ)=ϕψ+ψϕ
  • (ψ𝐀)=(ψ)𝐀𝖳+ψ𝐀=ψ𝐀+ψ𝐀
  • (ψ𝐀)=ψ𝐀+(ψ)𝐀
  • ×(ψ𝐀)=ψ×𝐀+(ψ)×𝐀
  • 2(ψϕ)=ψ2ϕ+2ψϕ+ϕ2ψ

Quotient rule for division by a scalar

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  • (ψϕ)=ϕψψϕϕ2
  • (𝐀ϕ)=ϕ𝐀ϕ𝐀ϕ2
  • (𝐀ϕ)=ϕ𝐀ϕ𝐀ϕ2
  • ×(𝐀ϕ)=ϕ×𝐀ϕ×𝐀ϕ2
  • 2(ψϕ)=ϕ2ψ2ϕ(ψϕ)ϕψ2ϕϕ2

Chain rule

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Let f(x) be a one-variable function from scalars to scalars, 𝐫(t)=(x1(t),,xn(t)) a parametrized curve, ϕ:n a function from vectors to scalars, and 𝐀:nn a vector field. We have the following special cases of the multi-variable chain rule.

  • (fϕ)=(fϕ)ϕ
  • (𝐫f)=(𝐫f)f
  • (ϕ𝐫)=(ϕ𝐫)𝐫
  • (𝐀𝐫)=𝐫(𝐀𝐫)
  • (ϕ𝐀)=(𝐀)(ϕ𝐀)
  • (𝐫ϕ)=ϕ(𝐫ϕ)
  • ×(𝐫ϕ)=ϕ×(𝐫ϕ)

For a vector transformation 𝐱:nn we have:

(𝐀𝐱)=tr((𝐱)(𝐀𝐱))

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

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(𝐀𝐁) = (𝐀)𝐁+(𝐁)𝐀+𝐀×(×𝐁)+𝐁×(×𝐀) = 𝐀𝐉𝐁+𝐁𝐉𝐀 = (𝐁)𝐀+(𝐀)𝐁

where 𝐉𝐀=(𝐀)𝖳=(Ai/xj)ij denotes the Jacobian matrix of the vector field 𝐀=(A1,,An).

Alternatively, using Feynman subscript notation,

(𝐀𝐁)=𝐀(𝐀𝐁)+𝐁(𝐀𝐁) .

See these notes.[11]

As a special case, when A = B,

12(𝐀𝐀) = 𝐀𝐉𝐀 = (𝐀)𝐀 = (𝐀)𝐀+𝐀×(×𝐀) = AA.

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.

Cross product rule

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  • (𝐀×𝐁) = (𝐀)×𝐁(𝐁)×𝐀
  • (𝐀×𝐁) = (×𝐀)𝐁𝐀(×𝐁)
  • ×(𝐀×𝐁) = 𝐀(𝐁)𝐁(𝐀)+(𝐁)𝐀(𝐀)𝐁 = 𝐀(𝐁)+(𝐁)𝐀(𝐁(𝐀)+(𝐀)𝐁) = (𝐁𝐀𝖳)(𝐀𝐁𝖳) = (𝐁𝐀𝖳𝐀𝐁𝖳)
  • 𝐀×(×𝐁) = 𝐁(𝐀𝐁)(𝐀)𝐁 = 𝐀𝐉𝐁(𝐀)𝐁 = (𝐁)𝐀𝐀(𝐁) = 𝐀(𝐉𝐁𝐉𝐁𝖳)
  • (𝐀×)×𝐁 = (𝐁)𝐀𝐀(𝐁) = 𝐀×(×𝐁)+(𝐀)𝐁𝐀(𝐁)
  • (𝐀×)𝐁 = 𝐀(×𝐁)

Note that the matrix 𝐉𝐁𝐉𝐁𝖳 is antisymmetric.

Second derivative identities

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Divergence of curl is zero

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The divergence of the curl of any continuously twice-differentiable vector field A is always zero: (×𝐀)=0

This is a special case of the vanishing of the square of the exterior derivative in the De Rham chain complex.

Divergence of gradient is Laplacian

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The Laplacian of a scalar field is the divergence of its gradient: Δψ=2ψ=(ψ) The result is a scalar quantity.

Divergence of divergence is not defined

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The divergence of a vector field A is a scalar, and the divergence of a scalar quantity is undefined. Therefore, (𝐀) is undefined.

Curl of gradient is zero

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The curl of the gradient of any continuously twice-differentiable scalar field φ (i.e., differentiability class C2) is always the zero vector: ×(φ)=𝟎.

It can be easily proved by expressing ×(φ) in a Cartesian coordinate system 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 in the De Rham chain complex.

Curl of curl

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×(×𝐀) = (𝐀)2𝐀

Here ∇2 is the vector Laplacian operating on the vector field A.

Curl of divergence is not defined

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The divergence of a vector field A is a scalar, and the curl of a scalar quantity is undefined. Therefore, ×(𝐀) is undefined.

Second derivative associative properties

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  • ()ψ=(ψ)=2ψ
  • ()𝐀=(𝐀)=2𝐀
  • (×)ψ=×(ψ)=𝟎
  • (×)𝐀=×(𝐀)=𝟎
DCG chart: Some rules for second derivatives.

A mnemonic

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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

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Differentiation

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Gradient

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  • (ψ+ϕ)=ψ+ϕ
  • (ψϕ)=ϕψ+ψϕ
  • (ψ𝐀)=ψ𝐀+ψ𝐀
  • (𝐀𝐁)=(𝐀)𝐁+(𝐁)𝐀+𝐀×(×𝐁)+𝐁×(×𝐀)

Divergence

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  • (𝐀+𝐁)=𝐀+𝐁
  • (ψ𝐀)=ψ𝐀+𝐀ψ
  • (𝐀×𝐁)=(×𝐀)𝐁(×𝐁)𝐀
  • ×(𝐀+𝐁)=×𝐀+×𝐁
  • ×(ψ𝐀)=ψ(×𝐀)(𝐀×)ψ=ψ(×𝐀)+(ψ)×𝐀
  • ×(ψϕ)=ψ×ϕ
  • ×(𝐀×𝐁)=𝐀(𝐁)𝐁(𝐀)+(𝐁)𝐀(𝐀)𝐁 [12]

Vector-dot-Del Operator

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  • (𝐀)𝐁=12[(𝐀𝐁)𝐁(𝐀)+𝐀(𝐁)]12[×(𝐀×𝐁)+𝐁×(×𝐀)+𝐀×(×𝐁)] [13]
  • (𝐀)𝐀=12|𝐀|2𝐀×(×𝐀)=12|𝐀|2+(×𝐀)×𝐀
  • 𝐀(𝐁𝐂)=𝐁(𝐀)𝐂+𝐂(𝐀)𝐁

Second derivatives

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  • (×𝐀)=0
  • ×(ψ)=𝟎
  • (ψ)=2ψ (scalar Laplacian)
  • (𝐀)×(×𝐀)=2𝐀 (vector Laplacian)
  • [𝐀+(𝐀)𝖳]=2𝐀+(𝐀)
  • (ϕψ)=ϕ2ψ+ϕψ
  • ψ2ϕϕ2ψ=(ψϕϕψ)
  • 2(ϕψ)=ϕ2ψ+2(ϕ)(ψ)+(2ϕ)ψ
  • 2(ψ𝐀)=𝐀2ψ+2(ψ)𝐀+ψ2𝐀
  • [(𝐀)𝐁]=(𝐀)(𝐁)+(𝐀):(𝐁)
  • ×[(𝐀)𝐀]+[(×𝐀)]𝐀=[(𝐀)+(𝐀)](×𝐀)
  • 2(𝐀𝐁)=𝐀2𝐁𝐁2𝐀+2((𝐁)𝐀+𝐁×(×𝐀)) (Green's vector identity)

Third derivatives

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  • 2(ψ)=((ψ))=(2ψ)
  • 2(𝐀)=((𝐀))=(2𝐀)
  • 2(×𝐀)=×(×(×𝐀))=×(2𝐀)

Integration

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Below, the curly symbol ∂ means "boundary of" a surface or solid.

Surface–volume integrals

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In the following surface–volume integral theorems, V denotes a three-dimensional volume with a corresponding two-dimensional boundary S = ∂V (a closed surface):

  • \oiintV ψd𝐒 = VψdV
  • \oiintV 𝐀d𝐒 = V𝐀dV (divergence theorem)
  • \oiintV 𝐀×d𝐒 = V×𝐀dV
  • \oiintV ψφd𝐒 = V(ψ2φ+φψ)dV (Green's first identity)
  • \oiintV (ψφφψ)d𝐒 =  \oiintV (ψφnφψn)dS  = V(ψ2φφ2ψ)dV (Green's second identity)
  • V𝐀ψdV =  \oiintV ψ𝐀d𝐒Vψ𝐀dV (integration by parts)
  • Vψ𝐀dV =  \oiintV ψ𝐀d𝐒V𝐀ψdV (integration by parts)
  • V𝐀(×𝐁)dV =  \oiintV (𝐀×𝐁)d𝐒+V(×𝐀)𝐁dV (integration by parts)
  • \oiintV 𝐀×(d𝐒(𝐁𝐂𝖳)) = V𝐀×((𝐁𝐂𝖳))dV+V𝐁(𝐀)×𝐂dV [14]
  • V(𝐁+𝐁)𝐀dV =  \oiintV (𝐁d𝐒)𝐀 [15]

Curve–surface integrals

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In the following curve–surface integral theorems, S denotes a 2d open surface with a corresponding 1d boundary C = ∂S (a closed curve):

  • S𝐀d = S(×𝐀)d𝐒 (Stokes' theorem)
  • Sψd = Sψ×d𝐒
  • S𝐀×d = S(𝐀(𝐀)𝟏)d𝐒 = S(d𝐒×)×𝐀
  • S𝐀×(𝐁×d) = S(×(𝐀𝐁𝖳))d𝐒+S((𝐁𝐀𝖳))×d𝐒 [16]
  • S(𝐁d)𝐀=S(d𝐒[×𝐁𝐁×])𝐀 [17]

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):

\ointclockwiseS 𝐀d= \ointctrclockwiseS 𝐀d.

Endpoint-curve integrals

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In the following endpoint–curve integral theorems, P denotes a 1d open path with signed 0d boundary points 𝐪𝐩=P and integration along P is from 𝐩 to 𝐪:

  • ψ|P=ψ(𝐪)ψ(𝐩)=Pψd (gradient theorem)
  • 𝐀|P=𝐀(𝐪)𝐀(𝐩)=P(d)𝐀
  • 𝐀|P=𝐀(𝐪)𝐀(𝐩)=P(𝐀)d+P(×𝐀)×d

Tensor integrals

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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[18]

Sd𝐓 = Sd𝐒(×𝐓).

A scalar field may also be treated as a vector and replaced by a vector or tensor. For example, Green's first identity becomes

\oiintV ψd𝐒𝐀 = V(ψ2𝐀+ψ𝐀)dV.

Similar rules apply to algebraic and differentiation formulas. For algebraic formulas one may alternatively use the left-most vector position.

See also

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References

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  1. ^ Wilson, p. 404.
  2. ^ Wilson, p. 407.
  3. ^ Wilson, p. 407.
  4. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  5. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  6. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  7. ^ Coffin, pp. 227–228.
  8. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  9. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  10. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  11. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  12. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  13. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  14. ^ Page and Adams, pp. 65–66.
  15. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  16. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  17. ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  18. ^ Wilson, p. 409.

Further reading

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  • Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  • Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  • Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).