1.2. DIFFERENTIAL CALCULUS B 1.2 Differential Calculus 1.2.1. “Ordinary” Derivatives Question: Suppose we have a function of one variable; f(x), What does the derivative, df dx, do for us? Answer: Ittells us how rapidly the function f(x) varies when we change the argument x by a tiny amount, dx: a= (P yas (1.33) dx Jn words: If we change x by an amount dx, then f changes by an amount d/'; the derivative is the proportionality factor. For example, in Fig. 1.17(a), the function varies slowly with x, and the derivative is correspondingly small, In Fig. 1.17(b), f increases rapidly with x, and the derivative is large, as you move away from x = 0. Geometrical Interpretation: The derivative d f /d.x is the slope of the graph of f versus x. f f aay «by Figure 1.17 1.2.2. Gradient Suppose, now, that we have a function of three variables—say, the temperature T(x, y,< ina room, (Start out in one comer, and set up a system of axes; then for each point (x, yz) in the room, T gives the temperature at that spot.) We want to generalize the notion of “derivative” to functions like T, which depend not on one but on three variables. Now a derivative is supposed to tell us how fast the function varies, if we move a litthe distance, But this time the situation is more complicated, because it depends on what direction we move: If we go straight up, then the temperature will probably increase fairly rapidly, but if we move horizontally, it may not change much at all. In fact, the question “How fast does T vary?” has an infinite number of answers, one for each direction we ‘might choose to explore, Fortunately, the problem is not as bad as it looks. A theorem on partial derivatives states that ap (aT. ar ar a (Gre+ Gy )o* (Ge ap14 CHAPTER 1, VECTOR ANALYSIS: This tells us how T changes when we alter all three variables by the infinitesimal amounts dx, dy,dz. Notice that we do not require an infinite number of derivatives—rhree will suffice: the partial derivatives along each of the three coordinate directions. Equation 1.34 is reminiscent of a dot product: (1.35) where (1.36) is the gradient of T. VT is a vector quantity, with three components; itis the generalized derivative we have been looking for. Equation 1.35 is the three-dimensional version of Eq. 1.33. Geometrical Interpretation of the Gradient: Like any vector, the gradient has magnitude and direction. To determine its geometrical meaning, let’s rewrite the dot product (1.35) in abstract form: dT = VT -dl=|VT\ldl\ cose, (137) where @ is the angle between VT and dl. Now, if we fix the magnitude |dl| and search around in various directions (that is, vary 6), the maximum change in T evidentally occurs when @ = 0 (for then cos@ = 1), That is, for a fixed distance |dll, dT is greatest when I move in the same direction as VT. Thus; The gradient VT points in the direction of maximum increase of the function T. Moreover: The magnitude \VT\ gives the slope (rate of increase) along this maximal direction. Imagine you are standing on a hillside. Look all around you, and find the direction of steepest ascent. That is the direction of the gradient. Now measure the slope in that direction (rise over run). That is the magnitude of the gradient, (Here the function we're talking about is the height of the hill, and the coordinates it depends on are positions— latitude and longitude, say. This function depends on only two variables, not three, but the geometrical meaning of the gradient is easier to grasp in two dimensions.) Notice from Eq, 1.37 that the direction of maximum descent is opposite to the direction of maximum ascent, while at right angles (9 = 90°) the slope is zero (the gradient is perpendicular to the contour lines), You can conceive of surfaces that do not have these properties, but they always have “kinks” in them and correspond to nondifferentiable functions. What would it mean for the gradient to vanish? If VT" = Oat (x,y,z) then dT =0 for small displacements about the point (x,y,z). This is, then, a stationary point of the function T(x, y, 2). It could be a maximum (a summit), a minimum (a valley), a saddle1.2, DIFFERENTIAL CALCULUS 15 point (a pass), or a “shoulder.” This is analogous to the situation for functions of one variable, where a vanishing derivative signals a maximum, a minimum, or an inflection, In particular, if you want to locate the extrema of a function of three variables, set its gradient equal to zero, Example 1.3 Find the gradient of r = yx? + y? + =? (the magnitude of the pasition vector), Solution; Vro= Doos this make sense? Well, it says that the distance from the origin increases most rapidly in the radial direction, and that its rate of increase in that direction is 1... just what you'd expect, Problem 1.11 Find the gradients of the following functions: @ feyoer 4st ©) fo ¥2) fe. +2) =e" sinty) In(z). Problem 1.12 The height of a certaia hill (in feet) is given by CX y) = WOQxy — 3x? = dy? = 18 + 28y + 12), where y is the distance (in miles) north, « the distance east of South Hadley. (a) Where is the top of the hill located? (b) How high is the hill? (c) How steep is the slope (in feet per mile) at a point I mite nosth and one mile east of South Hadley? In what direction is the slope steepest, at that point? Problem 1.13 Let be the separation vector from a fixed point (x’, y’, 2") to the point (x, y, 2), and let 2 be its length. Show that a) Ve? (b) V(L/2) = A? (©) What is the generaé formula for ¥(2")? a.16 CHAPTER |. VECTOR ANALYSIS Problem 1.14 Suppose that / is a function of two variables (y and z) only, Show that the gradient Vf = (Of/0y1$ + (Of /42)z Tansforms as a vector under rotations. Eq. 1.29. (Af /8¥) = (Af/ayMay/I¥) + (@F/42)(0z/IT), and the analogous formula for If/3 know that = ycos @ + zsing and 2 = —ysing +zcos@; “solve” these equations for y and £ (as functions of F and 2), and compute the needed derivatives dy /9¥, 32/07, ete,] 1.2.3 The Operator V The gradient has the formal appearance of a vector, V, “multiplying” a scalar T: a.,a 08 vr =(k--+9— +2—-}T. 438 (: ax +y Pra 2) € ) (For once I write the unit vectors to the left, just so no one will think this means A&/@x, and so on—which would be zero, since & is constant.) The term in parentheses is called “del”: (1.39) Of course, del is not a vector, in the usual sense. Indeed. it is without specific meaning until we provide it with a function to act upon. Furthermore, it does not “multiply” 7 rather, it is an instruction to differentiate what follows. To be precise, then, we should say that V is vector operator that acis upon T’, not a vector that multiplies T. With this qualification, though, V mimics the behavior of an ordinary vectorin virtually every way; almost anything that can be done with other vectors can also be done with V, if we merely translate “inalsiply” by “act upon.” So by all means take the vector appearance of ¥ seriously: itis a marvelous piece of notational simplification, as you will appreciate if you ever consult Maxwell's original work on electromagnetism, writien without the benefit of V. Now an ordinary vector A can multiply in three ways: 1. Multiply a sealara : Aa; 2, Multiply another veetor B, via the dot product: A - B; 3. Multiply another vector via the cross product: A x B. Correspondingly, there are three ways the operator V can act: 1. Ona scalar function T : WT (the gradient); 2. Ona vector function y, via the dot product: V - v (the divergence); 3. On a vector function v, via the cross product: V x v (the curl). We have already discussed the gradient. In the following sections we examine the other two vector derivatives: divergence and curl.