In this packet we study a 2D version of the Fundamental Theorem of Calculus called Green’s Theorem. The 1D integral abF(x)dx over the x-axis is upgraded to a double integral 𝒟×z𝐅d𝐬 over a 2D region 𝒟. The derivative F is replaced by a new kind of derivative ×z𝐅 called ‘curl’. The difference F(b)F(a) taken on the boundary of the 1D interval [a,b] is upgraded to the line integral 𝒞𝐅d𝐬 taken around the boundary 𝒞 of the 2D region 𝒟.

Curl

Curl as derivative operator

Start with a vector field 𝐅 with vector components 𝐅=(F1,F2), where F1(x,y) and F2(x,y) are functions of points in space.

From this 𝐅 we create a scalar field called the scalar curl of 𝐅, written ×z𝐅. This field is calculated with the formula:

×z𝐅=F2xF1y.

One way to remember this formula is to create a vector-derivative-operator with components =(x,y), and then take the cross product×𝐅”, applying x and y to the function components of 𝐅. (Interpret and 𝐅 as 3D vectors with zero z-component.) The result is a vector with only a z-component. The z subscript indicates that we are just taking the scalar value of that z-component.

Example

Computing scalar curl

Suppose 𝐅=(xy,ex). Then ×z𝐅=exx, considered as a function of (x,y,z).

Exercise 13A-01

Computing scalar curl

Compute ×z𝐅, where 𝐅=(ex+y,exy).

Exercise 13A-02

Computing scalar curl

Compute ×z𝐅, where 𝐅=(yx2+y2,xx2+y2).

Exercise 13A-03

Understanding curls

  • (a) Draw the vector field 𝐅=(y,x).
  • (b) Compute the curl ×z𝐅, where 𝐅=(y,x).
  • (b) Draw the vector field from 12A-02.
Exercise 13A-04

Line integral and vector field

What is the vector field being integrated in this line integral?

x3dyeydx

Curl as measure of circulation

The scalar curl field can be explained as a measure of circulation of the vector field around each point in space. It is good to understand how this works. Below we calculate the circulation of 𝐅 around a small box. In a Problem, you calculate the circulation of 𝐅 around a small circular loop.

Consider a small box 𝒞 with bottom left corner at a point 𝐩=(a,b) in the plane, and sides of length Δx=h and Δy=k. Label the sides with subscripts for left, right, top, bottom as in the picture: The ‘circulation’ we wish to calculate is the aligned vector line integral around this box:

𝒞𝐅d𝐬.

Break this into four integrals, one over each side of the box. Define parametric curves traversing each side, with t[0,1] for each case:

  • For side CB, take 𝐫B(t)=𝐩+th𝐞𝐢.
    • Observe that 𝐫B(t)=h𝐞𝐢 and d𝐬=(h,0)dt.
  • For side CR, take 𝐫R(t)=𝐩+h𝐞𝐢+tk𝐞𝐣.
    • Observe that 𝐫R(t)=k𝐞𝐣 and d𝐬=(0,k)dt.
  • For side CT, take 𝐫T(t)=𝐩+(1t)h𝐞𝐢+k𝐞𝐣.
    • Observe that 𝐫T(t)=h𝐞𝐢 and d𝐬=(h,0)dt.
  • For side CL, take 𝐫L(t)=𝐩+k(1t)𝐞𝐣.
    • Observe that 𝐫L(t)=k𝐞𝐣 and d𝐬=(0,k)dt.

Notice that 𝐅d𝐬=F1(𝐫B(t))hdt on CB, and the others simplify in a similar way because of the zeros in the d𝐬 vectors.

We are considering small boxes 𝒞, and we will in fact take a limit as the sides h,k go to zero. It is appropriate to use the linear approximation for each component F1 and F2 on the box, with differentials from the point 𝐩. This lets us write the circulation integral in terms of Fix and Fiy, evaluated at the point 𝐩; these appear in the curl formula we are trying to explain. Write (q1,q2) for the components of 𝐅(𝐩).

  • For side CB, we have F1(𝐫B(t))q1+F1xth.
  • For side CR, we have F2(𝐫R(t))q2+F2xh+F2ytk.
  • For side CT, we have F1(𝐫T(t))q1+F1x(1t)h+F1yk.
  • For side CL, we have F2(𝐫L(t))q2+F2y(1t)k.

Now plug everything in and compute four integrals in t:

𝒞𝐅d𝐬01(q1+F1xth)hdt+01(q2+F2xh+F2ytk)kdt+01(q1+F1x(1t)h+F1yk)(h)dt+01(q2+F2y(1t)k)(k)dt.

Simplify this by cancelling some terms and combining some others:

𝒞𝐅d𝐬01h2F1x(2t1)+k2F2y(2t1)+hk(F2xF1y)dt=hk(F2xF1y)=hk(×z𝐅).

Notice that hk=ΔxΔy is the area of the box. The bigger the box, the greater the effect of circulation.

The scalar curl is the limit of the ratio of circulation to the enclosed area, for boxes shrinking to zero:

×z𝐅=F2xF1y=limh,k01Area(𝒞)𝒞𝐅d𝐬.
Exercise 13B-01 = Problem 13-02

Circulation calculated around circles

Repeat the reasoning above but going around a small circle instead of a box. You can use the single parametrization 𝐫(t)=(a+rcos(t),b+rsin(t)) for r a small constant, and (a,b) the center point of the circle.

The derivation is faster with this method, but circles do not tile the plane the way boxes do, and we need a tiling of the plane to prove Green’s Theorem.

Green’s Theorem

The main theorem of 2D calculus is called Green’s Theorem, but it could be called more expressively “The Fundamental Theorem of 2D Calculus”. It says that the integral of curl over a region is equal to the total circulation on the boundary:

Green’s Theorem

When 𝒟 is a region of the xy-plane with boundary 𝒟, then:

𝒟×z𝐅dA=𝒟𝐅d𝐬

Writing this in terms of component functions, we have:

𝒟(F2xF1y)dxdy=𝒟F1dx+F2dy.

Example

Area of a region calculated from the boundary

Set 𝐅=(0,x). Then F2x=1 while F1y=0, so the LHS of Green’s Theorem reduces to the enclosed area. We then have:

Area(𝒟)=𝒞xdy.

For example, an ellipse is given by 𝐫(t)=(acos(t),bsin(t)). Note dy=bcos(t)dt. The area of an ellipse is therefore:

Area(ellipse)=02πacos(t)bcos(t)dt=πab.

Example

Faster calculation of line integral using Green’s Theorem

Problem: Find 𝒞y2dx+3xydy, where 𝒞 is given as in the picture: Solution: The interior of the region is covered by one double integral in polar coordinates, and that is easier to compute than four line integrals, so we use Green’s Theorem to convert to a double integral. We choose the vector field 𝐅=(y2,3xy) so that 𝐅d𝐬 gives the line element. Then ×z𝐅=x(3xy)yy2=y, and we compute:

𝒞y2dx+3xydy=𝒟×z𝐅d𝐬=𝒟ydA=0π12rsin(θ)rdrdθ=143.
Exercise 13B-02

Faster calculation of line integral using Green’s Theorem

Compute 𝒯e2x+ydx+eydy, where 𝒯 is the triangle with vertices (0,0), (1,0), and (1,1) (traversed in order).

Understanding Green’s Theorem

To understand the reasoning behind Green’s Theorem, it is important to remember why the 1D version of the Fundamental Theorem of Calculus is true.

FTC derivation reminder: telescoping summation

Let F(x)=f(x). We would like to see why abf(x)dx=F(b)F(a).

If a and b are very close, we could write F(b)=F(a)+f(a)Δx+Δxε(x). Ignoring the error term, we see that F(b)F(a)f(a)Δx, and the RHS is the area of a box with base [a,b] and height f(a). This is abfdx when Δx is very small.

If a and b are farther apart, divide F(b)F(a) into intervals:

F(b)F(a)=F(b)F(xn1)+F(xn1)F(xn2)++F(x2)F(a)=i=1nF(xi+1)F(xi).

Assume for simplicity that xi+1xi=Δx for every i. Now analyze each small difference using a linear approximation:

F(xi+1)=F(xi)+f(xi)Δx+Δxεi(x).

Subtracting F(xi) from both sides and plugging into the summation, obtain:

F(b)F(a)=i=1nf(xi)Δx+i=1nΔxεi(x).

If we ignore the error term and take the limit as n with Δx0, then the first summation (a Riemann sum) becomes abfdx.

To account for the error term properly, take Δx small enough that |εi(x)|<ΔxM for some fixed positive number M. Then as n the error summation limits to zero:

|i=1nΔxεi(x)|i=1nΔx2M=nΔx2M=(ba)ΔxM0.

To summarize, the key idea is that we add up all the small differences F(xi+1)F(xi). In the sum, internal cancellation occurs, leaving just the boundary difference F(b)F(a). On the other hand, each small difference is approximated by f(xi)Δx. (The linear approximation of F using F=f.) The sum of these terms f(xi)Δx is exactly the Riemann sum for the integral abfdx.

Even more briefly, the integral adds up many microscopic differences in F which are written in the form f(xi)Δx.

Green’s Theorem can be explained with exactly the same process, except that instead of differences, we have circulations, and instead of f(xi)Δx that approximates a small difference, we have ×z𝐅dA that approximates a small circulation. To add up circulations, we collect 2D squares, but there is still internal cancellation leaving only the terms on the boundary curve of the region.

Derivation of Green’s Theorem

We need to divide the region 𝒟 into microscopic squares. Let each square be identified by its bottom-left corner at point (xi,yj), where i,j1,,n. Each square has width and height Δx=Δy=h. Let 𝓃 denote the set of squares fully contained inside 𝒟 (specifically, the set of ordered pairs (i,j) identifying the bottom-left corner of a square contained in 𝒟).

The circulation around the square at (xi,yj) is approximated by h2(×z𝐅)(xi,yj). The error terms need to be collected as well; the exact circulation differs by an error term with magnitude less than h2ε(h), where ε(h) is a positive function of h satisfying ε(h)Mh, for some M, as h0. (Notice that this ε(h) can be chosen so it doesn’t depend on (i,j) by taking the biggest one of those used for any of the squares in n.)

Now we add up all the circulations. The internal sides of boxes, which are shared between two boxes, will have a component of the integral traversed in each direction. These traversals contribute the same number with opposite signs, and therefore cancel. So, the total sum of circulations is equal to the circulation around the outer edges of the shape made by all squares of width h which fit entirely in the domain. This is a 2D version of the cancellation in 1D that occurs between F(xi+1)F(xi) and F(xi)F(xi1), for example.

Considering now the sum of approximations, we have the sum of the values h2(×z𝐅)(xi,yj) multiplied by the area of the squares, h2. This is a Riemann sum that limits to 𝒟×z𝐅dA as h0 and the number of boxes n2 goes to . So the circulations add up to the boundary circulation around the squares contained in 𝒟, and the sum of approximations using ×z𝐅 adds up to the integral of ×z𝐅 over the region.

Now let’s address the error term. Each small square has an error less than h2ε(h), which is less than Mh3 for some positive number M based on the guarantees on the behavior of ε. The number of boxes is n2. Let’s say the total area of the region is A. The area covered by the boxes is n2h2 so n2h2A, and thus n2Ah2. The total error with all n2 boxes is less than Mh3n2MhA. But MhA0 as h0. So the total error goes to zero.

Going deeper

One remaining issue should be addressed. Does the boundary converge to the boundary 𝒟=𝒞 of 𝒟? Or, at least, does the circulation on the boundary of the collection of squares converge to the circulation on 𝒞?

This question is difficult to address using the concepts in this course. Instead of addressing it fully, we just explain how the circulation on a squared boundary can approximate the correct circulation on an angled boundary. Strictly speaking, this kind of explanation will then work for polygons, but by considering linear approximations of boundaries, the explanation is also good for smooth boundaries that have first derivatives.

Consider an angled line segment 𝒞 parametrized by 𝐫(t)=(t,2t) for t[0,1]. Approximate this by rectangular stair steps, two vertical for every one horizontal, of width h. Consider the bottom step C1, with horizontal piece CH1 and vertical piece CV1. The line integral over this step, horizontal and vertical, is:

C1F1dx+F2dy=CH1F1dx+F2dy+CV1F1dx+F2dy=0hF1(t,0)dt+0hF2(h,2t)2dt=0hF1(t,0)+2F2(h,2t)dt,

whereas the line integral over the corresponding segment of 𝒞, written 𝒞1, is:

𝒞1F1dx+F2dy=0hF1(t,2t)+2F2(t,2t)dt.

If we assume h is small enough that 𝐅=(F1,F2) is (nearly) constant on the square containing 𝒞h and C1, then these two values are nearly equal. One can then take the sums over all Ci=CH1CV1 on one hand, and 𝒞i on the other hand, and track errors as before, and find that as h0 they converge to the same thing.

Interior boundary curves

Some shapes have boundary lines on the inside. Do not forget to include these lines as part of the total boundary in Green’s Theorem! The orientation of these lines should be consistent with counter-clockwise circulation around infinitesimal boxes near the boundary. In the figure below, 𝒞3 and 𝒞4 are oriented correctly, while 𝒞5 has the wrong orientation. The boundary 𝒟2 is therefore 𝒞3+𝒞4𝒞5.

Path dependence

Green’s Theorem expresses a relationship between circulation around the boundary and infinitesimal circulation in the interior. (Infinitesimal circulation is the curl times dA). It says that adding up all the infinitesimal circulations gives the boundary circulation.

This relationship, considered from another angle, is connected to the idea of path independence. Consider two particle paths travelling between the same start and end points. Write C1 for the first path, parametrized by 𝐫1(t), and C2 for the second path, parametrized by 𝐫2. Write P1=𝐫1(0)=𝐫2(0) for the starting point, and P2=𝐫1(1)=𝐫2(1) for the ending point. Now consider the question: do the line integrals C1𝐅d𝐬 and C2𝐅d𝐬 have the same value for these two paths?

The vector field 𝐅 is said to be conservative or path independent if the answer is yes, and path dependent or non-conservative if the answer is no.

Consider the question more quantitatively. What is the value of the difference C2𝐅d𝐬C1𝐅d𝐬? In fact, this difference is the same as the sum of line integrals around a closed loop starting and ending at P1. The complete path is written as C2C1: (Here the path C1 is the same path as C1 but traversed in the opposite direction.)

By Green’s Theorem, the integral of ×z𝐅 over the region between the two paths gives the difference C2𝐅d𝐬C1𝐅d𝐬. In particular, if ×z𝐅=0 (in some region), then by Green’s Theorem the line integral from P1 to P2 does not depend at all on the path taken! (Provided the path remains in the region where ×z𝐅=0.)

Path independence is also connected to the gradient:

Exercise 13B-03

Gradient fields are conservative

Suppose 𝐅=f for some scalar field f. Show that ×z𝐅=0.

Challenge problem

(not for presentation)

Conservative fields are gradients

Suppose that ×z𝐅=0. Find a scalar field f such that 𝐅=f. (Hint: define it using line integrals along paths!)

Simply connected regions

Path independence is equivalent to ×z𝐅=0 only for simply connected domains. These are domains without any holes, meaning that any loop can be tightened down to a point in the domain.

If there are holes, then it is possible to construct a field 𝐅 in the part of the domain outside the hole, such that ×z𝐅=0 there, but path independence is no longer strictly valid. Paths that wrap around the missing hole can have different line integrals. In fact, the line integral measures the number of times a path wraps around the hole. Two paths that wrap the same number of times differ by some enclosed region outside the hole where ×z𝐅=0, so the line integrals on these paths must agree!

Exercise 13B-04

Gradient of angle

Let f(x,y)=θ=tan1(yx). Show that:

𝐅=f=(yx2+y2,xx2+y2).

We saw above that ×z𝐅=0 for (x,y)(0,0). Compute the integral 𝒞𝓃𝐅d𝐬, where 𝒞n is a path that winds n-times around a circle of radius R. (For example, 𝐫(t)=(Rcos(t),Rsin(t)) with t[0,2πn].)

Notice that 𝐅 is not defined at (x,y). So the applicable domain for Green’s Theorem has a ‘hole’ containing (0,0).

Problems

Problem 13-01

Biggest rectangle inscribed in ellipse

A rectangle is inscribed in the ellipse given by x2a2+y2b2=1. The four points of this rectangle are given in coordinates by the four possibilities for (±x,±y). Using the method of Lagrange multipliers, find the largest possible area of such a rectangle in terms of the constants a,b.

Problem 13-02

See above: Exercise 13B-01.

Problem 13-03

Shoelace Formula

Let 𝐅=(12y,12x) give the components of a vector field in the plane. Observe that 𝒟×z𝐅dA=Area(𝒟).

  • (a) Let C1 be a line segment from (x1,y1) to (x2,y2). Show that:
C1𝐅d𝐬=12(x1y2x2y1).
  • (b) Let 𝒞 be the path traversing a polygon with vertices at (x1,y1),,(xn,yn), with Ci, i=1,,n1 the edge segment connecting (xi,yi) to (xi+1,yi+1). Show that the area of this polygon is given by:
Area=12i=1nxiyi+1xi+1yi.
  • (c) Use the previous formula to find the area of this polygon:
Problem 13-04

Green’s Theorem Puzzle

Consider the following region and its boundary with circles of radius 1, 1, and 5: Suppose we know 𝒞2𝐅d𝐬=3π and 𝒞3𝐅d𝐬=4π. Suppose we know that F2xF1y=9 on the tan region. Calculate 𝒞1𝐅d𝐬.

Problem 13-05

Path independence

  • (a) Show that the line integral 𝒞sin(y)dx+(xcos(y)sin(y))dy does not depend on the path taken from (1,0) to (1,π).
  • (b) Find a function f(x,y) such that f gives the vector field that is integrated in (a).
Problem 13-06

Submit exercises A-02, -03; B-01, -02, -04, ‘challenge problem’.