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6.2.14.

x = y2 + z2 , 3x = 18 y2 z2 .

 

 

6.2.15.

z = 6

x2

+ y2

,

z = x2 + y2 .

 

 

6.2.16.

y = 4 3 x2 + z2

, y = x2 + z2 .

 

 

6.2.17.

x2 + y2 + z2

= 1 ,

 

x2 + y2 + z2

= 16 ,

z =

x2 + y2 ( x 0 ).

6.2.18.

x2 + y2 + z2

= 9 ,

x2 + y2 + z2

= 25 ,

z =

3(x2 + y2 ) .

6.2.19.

x2

+ y2

+ z2

= 4 ,

 

x2 + y2 + z2

= 25 ,

3y = x2 + z2 .

6.2.20.

x2

+ y2

+ z2

= 4 ,

 

3y = x2 + z2 .

 

 

6.2.21.x2 + y2 = 4 , z = 1, z = x + 2 y + 6 .

6.2.22.x2 + y2 = 9 , z = x2 + y2 + 4 , z = 0 .

6.2.23.x2 + z2 = 1, y = −1 , y = 10 x2 z2 .

6.2.24.x2 + y2 = 2x , z = 0 , z = x + y + 5 .

6.2.25.x2 + y2 = 4y , z = 0 , z = 2x + y + 6 .

6.2.26.

z =

25 x2 y2 ,

y = − x, y =

3x

( y 0).

6.2.27.

z =

16 x2 y2 ,

3x y = 0,

x

3y = 0 (x 0, y 0).

6.2.28.

z =

4 x2 y2 ,

y = x, y = 0

(x 0, y 0).

6.2.29.

z =

9 x2 y2 ,

3x y = 0,

y = x

(x 0, y 0).

6.2.30.

x2 + y2 + z2 = 4 , x2 + y2 + z2 = 4z.

 

Micromodule 7

BASIC THEORETICAL INFORMATION. LINE INTEGRALS

Line integrals of the first and second type. Properties and evaluation. Green’s formula. Conditions for a line integral being pathindependent. Integration of total differentials. Application.

Key words: a line integral of the first type — криволінійний інтеграл першого роду, smooth — гладкий, piecewise smooth — кусково-гладкий, path-independent — незалежний від шляху, simple connected — однозв’язний, doubly connected — двозв’язний, triply connected — тризв’язний, spatial — просторовий, directrix — напрямна, generatrix — твірна, homogeneous — однорідний.

Literature: [3, part 2, item 2.4], [9, part 10, § 3], [15, part 12, item 12.3], [16, part 15, § 1—4], [17, part 3, § 9—10].

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7.1. Line Integrals of the First Type. Basic Concepts

A line integral is generalization of a definite integral in the case when any curve is a domain of integration.

Let a smooth or piecewise smooth curve L bounded by points A and B (Fig. 7.1) be given in the plane Оху, and a continuous function z = f (x, y) be determined

on this curve. It should be reminded that a continuous curve x = x(t), y = y(t) is called smooth on a definite interval if functions x = x(t), y = y(t) have continuous, simultaneously not equal to zero derivatives x(t) and y(t) on this

interval. A continuous curve consisting of a finite number of smooth curves is called piecewise smooth.

y

L

An–1 Мn

Мi

В=An

Ai–1

Ai

A1

 

 

 

М1

 

 

А = A0

 

x

О

 

Fig. 7.1

We break up the arc AB into п some parts by points

А = A0, А1, А2, ..., Ап

= В, and designate

by lk the length of the

 

 

 

 

 

arc Ak 1 Ak ( k = 1, 2, , n ). On each arc

Ak 1 Ak

 

we have to choose a point

 

n

 

 

 

Мk(хk, уk) and form the sum

Sn = f (xk ,

yk ) lk ,

called the integral sum for

 

k =1

 

lk

 

the function f (x, y) on the arc АВ. Let λ = max

be the length of the longest

 

 

1k n

 

 

 

 

 

 

elementary arc Ak 1 Ak .

 

 

 

 

Definition. If for λ → 0

the integral sum Sn

has a finite limit which does

not depend on the way of splitting the curve by points Ak

on parts, and the

choice of points Mk, then this limit is called a line integral of the first type (or a

line integral with respect to arc length) of the function f (x, y)

over the curve

АВ. It is designated as

f (x, y)dl.

 

 

 

AB

 

 

 

So, by definition

n

 

(7.1)

f (x, y)dl = lim f (xk , yk ) lk .

 

 

AB

λ→0 k =1

 

 

152

 

 

 

 

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f(x, y)

If the limit (7.1) exists, the function f (x, y) is called integrated over the

curve АВ, the curve АВ is a path or a contour of integration, the point A is called the initial point, and B is called the terminal point of the path of integration.

Theorem If a function f (x, y) is continuous over a smooth curve АВ then a line integral of the first type f (x, y)dl exists.

AB

Properties of a line integral of the first type are similar to corresponding properties of a definite integral (formulate them yourselves). However there is one property which essentially differs from the corresponding property of the definite integral.

The line integral of the first type does not de-

pend on the direction of integration over the con- z tour АВ, i.e.

 

f (x, y)dl = f (x, y)dl

 

О

 

 

AB

BA

 

y

 

b

a

 

 

 

 

 

M(x, y) В

whereas

f (x)dx = −f (x)dx.

x

А

 

a

b

 

 

 

Limits of integration in a line integral of the first

Fig. 7.2

type must always be taken from the smaller to the

 

greater.

 

The geometrical significance of a line integral of the first type.

The line integral of the first type f (x, y)dl , where f (x, y) 0 ,

AB

numerically is equal to the area of a part of cylindrical surface whose directrix АВ lies in the plane Оху and generatrices are parallel to the axis Оz, provided

the cylindrical surface is bounded from above by the surface z = f (x, y) , from below by the plane Оху (Fig. 7.2).

7.2. Evaluation of a Line Integral of the First Type

Evaluation of a line integral of the first type is reduced to evaluation of a definite integral. We shall formulate rules of its evaluation in cases when the curve of integration is given by an explicit equation, in parametric form and in polar coordinates.

1. If the path АВ is given by the equation y = y(x) , x [а; b] (a is the

abscissa of the point A, b is the abscissa of the point В) where the functions y(x) and y(x) are continuous in the segment [a; b], and the function f (x, y)

is continuous at each point of the path АВ, then

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b

 

 

 

 

 

 

f (x, y)dl = f (x,

2

dx.

 

(7.2)

 

y(x)) 1+ ( y (x))

 

 

 

AB

a

 

 

 

 

 

If the curve АВ is given

by the

equation x = x( y) , y [с;

d] (c is the

ordinate of the point A, d is the ordinate of the point В) where functions x( y)

and x( y) are continuous in the segment [с; d], and the function

f (x, y)

is

continuous at each point of АВ, then

 

 

 

 

 

 

 

 

 

 

 

 

 

d

 

 

 

 

 

 

 

 

 

 

 

 

f (x, y)dl = f (x( y),

y)

 

1+ (x( y))2 dy.

 

 

(7.3)

 

 

AB

c

 

 

 

 

 

 

 

 

 

 

II. If the curve АВis given by parametric equations x = x(t),

y = y(t) , t [α,

β]

and the functions

x(t) , y(t) ,

x(t) and y(t)

are continuous in [α, β] , then

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

β

 

 

 

 

 

 

 

 

 

 

 

 

f (x, y)dl =

f (x(t), y(t))

 

 

2

2

dt,

 

(7.4)

 

(x (t))

 

+ ( y (t))

 

 

 

AB

α

 

 

 

 

 

 

 

 

 

 

 

where the value of the parameter α corresponds to the point A, and β to the point B and the function f (x, y) is continuous over the path АВ.

Remark. A line integral of the first type of a function f (x, y, z) over a

spatial curve АВ is defined analogously with a line integral of the first type of a function f (x, y) .

Let the function f (x,

y, z) be determined and continuous over the space

piecewise smooth curve

АВ given by equations x = x(t),

y = y(t), z = z(t),

t [α, β] . Then there exists a line integral f (x, y, z)dl

evaluated by the

formula

AB

 

 

 

β

f (x, y, z)dl = f (x(t), y(t), z(t)) (x(t))2 + ( y(t))2 + (z(t))2 dt.

AB α

IІI. If a plane curve АВ is given by the equation ρ = ρ(ϕ) ( α ≤ ϕ ≤ β ) in polar coordinates, then

 

β

 

f (x, y)dl = f (ρ cos ϕ, ρ sin ϕ) ρ2 + (ρ′)2 dϕ.

 

AB

α

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7.3. Line Integrals of the Second Type. Basic Concepts

Let functions of two variables P(x, y) and Q(x, y) be determined and

continuous at points of the arc АВ of a smooth curve L. Unlike integrals of the first type we shall consider a curve as a directed line, for which the points A and B are respectively initial and terminal points of the arc АВ. We break up the arc АВ into n arbitrary parts by points

А =A0, А1, А2, ..., Ап = В.

 

 

 

 

 

 

We take an

arbitrary point

Mi (xi , yi )

in each

partial arc

Ai1 Ai

( i = 1, 2, , n ),

calculate values

of functions

P(Mi )

and Q(Mi )

at these

points and form the integral sum

 

 

 

 

 

 

n

(P(xi , yi )

 

yi ) , (7.5)

y

 

 

 

xi + Q(xi , yi )

yi

 

 

 

i=1

 

 

 

Мi

where

xi

and yi

are projections of a vector

∆уi

yi–1

Ai-1

 

Ai1 Ai

(lying on the line segment

Ai1 Ai ) onto

 

 

 

 

Ai L B

the axes Ox and Оу respectively (Fig. 7.3).

 

A

∆xi

x

Let

λ = max(

 

x

 

,

 

y

 

)

be the greatest

О

xi

xi–1

 

 

 

 

 

1in

 

 

i

 

 

 

i

 

 

 

 

 

 

 

 

 

 

 

 

xi

 

 

 

 

yi .

 

Fig. 7.3

 

length of projections

 

 

 

and

 

 

Definition. If for

 

λ → 0

there exists a finite limit of the integral sum (7.5)

which depends neither on the way of splitting of the path АВ, nor on a choice of

points Mi in each partial arc,

then this limit is called a line integral of the

second type of the functions

P(x, y)

and

Q(x,

y)

or a line integral with

respect to coordinates х and y over a directed curve АВ. It is designated as

 

 

P(x, y)dx + Q(x, y)dy or P(x, y)dx + Q(x, y)dy .

 

 

AB

 

 

 

L

 

 

 

 

 

So, by definition

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

n

 

i i

i

i i

i )

 

 

P(x, y)dx + Q(x, y)dy = lim

(

 

 

 

 

 

 

P(x , y )

x

+ Q(x , y )

y .

 

 

L

 

λ→0 i=1

 

 

 

 

 

 

Remark. A line integral

P(x, y, z)dx + Q(x, y, z)dy + R(x, y, z)dz

L

over a spatial curve L is defined similarly.

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Theorem If a curve АВ is smooth, and functions P(x, y) and Q(x, y) are continuous over the curve АВ, the line integral of the second type

P(x, y)dx + Q(x, y)dy exists.

AB

Functions P(x, y) and Q(x, y) can have miscellaneous mechanical meanings. In particular, if a material point moves along the curve L under action

of a variable force F = {P (x, y), Q(x, y)} , where

P(x, y)

and Q(x, y) are

coordinates of the vector of force then the line integral

P(x,

y)dx + Q(x, y)dy

 

AB

 

expresses the work done by the force F at moving a material point along the curve L from the point A to the point B.

7.4. Evaluation and Properties of Line Integrals

of the Second Type

1. Let a curve L be given by the equations x = x(t) , y = y(t), α ≤ t ≤ β , then dx = x(t) dt , dy = y(t) dt and a line integral is reduced to the definite integral

β

(P(x(t), y(t))x(t) + Q(x(t), y(t)) y(x)) dt.

 

P(x, y)dx + Q(x, y)dy =

(7.6)

AB

α

 

 

2. Let a curve L be given by the equation y = f (x) , a x b . In this case dy = f (x) dx and a line integral is evaluated by the formula

b

 

P(x, y)dx + Q(x, y)dy = (P(x, f (x)) + Q(x, f (x)) f (x))dx.

(7.7)

a

 

Similarly, if the curve АВ is given by the equation x = g( y) , c y d, the line integral is evaluated by the formula

 

d

(P(g( y), y))g ( y) + Q(g( y), y)) dy .

P(x, y)dx + Q(x, y)dy =

AB

c

 

 

 

3. Let functions P(x, y, z) , Q(x,

y, z) and R(x, y,

z) be determined and

continuous over a space curve АВ which is given by the equations

x = x(t) ,

y = y(t) , z = z(t) , α ≤ t ≤ β ,

where

the functions x(t) ,

y(t) , z(t)

together

with derivatives x(t) , y(t) ,

z(t) are continuous on an interval [α,

β] . Then

there exists a line integral

 

 

 

 

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P(x, y, z)dx + Q(x, y, z)dy + R(x, y, z)dz,

 

AB

defined by the formula

 

P(x, y, z)dx + Q(x, y, z)dy + R(x, y, z)dz =

β

AB

(P(x(t), y(t), z(t))x(t) + Q(x(t), y(t), z(t)) y(x) + R(x(t), y(t), z(t))z(t)) dt.

=

α

4. Let a contour of integration be a line segment lying in the plane Oxy and parallel to the axis Oy (Fig. 7.4, а). Then its equation is x = x0 , so dx = 0 . If to

take

y1 y y2 , the line integral looks as follows

 

 

 

 

 

 

 

 

 

 

 

P(x, y)dx + Q(x,

y2

 

 

 

 

 

 

y)dy =

Q(x0 , y)dy.

 

 

(7.8)

 

 

L

y1

 

 

 

 

Similarly, if the line of integration is parallel to the axis

Ox (Fig. 7.4, b),

then

y = y0 , dy = 0 , therefore

 

 

 

 

 

 

 

 

 

 

 

 

 

 

x2

 

 

 

 

P(x, y)dx + Q(x, y)dy =

P(x, y0 ) dx.

 

 

 

 

L

x1

 

 

 

 

у

у2 В

у1 А

у

у0 АВ

О

х0 х

О х1 х2 х

а b

Fig. 7.4

If the contour of integration consists of some parts which have different equations, the integral is equal to the sum of the integrals evaluated for each part.

It follows from formulas (7.6) — (7.7) that a line integral of the second type has properties similar to properties of a definite integral. In particular, we must note that if a direction of integration is reversed the line integral of the second type changes the sign by opposite:

P(x, y)dx + Q(x, y)dy = − P(x, y)dx + Q(x, y)dy,

AB BA

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while the line integral of the first type does not depend on a direction of integration. Actually, with change of a direction of integration projections of a

vector Ai1 Ai onto the axes Ox and Оу change their signs (Fig. 7.3).

If a curve of integration L is closed (Fig. 7.5) we get the line integral over the closed contour (or a contour integral) often designated as:

Pdx + Qdy.

L

The value of the contour integral depends solely on the orientation of the contour, that is, on the direction of integration. The closed contour L is termed positively oriented if the contour is traced counter-clockwise, and if otherwise then negatively oriented.

 

 

 

 

 

7.5. Green’s Formula

 

 

 

 

В y2(x)

 

Green’s formula provides

connection bet-

y

ween a line integral over a closed contour L and

 

L

 

 

a double integral over the domain D bounded by

А

 

 

 

 

this contour.

 

 

 

 

 

 

D

 

С

Let functions P(x,

y) and Q(x, y)

 

 

 

 

 

 

 

 

 

 

 

Theorem

 

 

y1(x)

K

 

 

 

be continuous together with their

О a

partial derivatives of the first order in a closed

 

 

b x

 

 

domain D, then the line integral over the closed

 

Fig. 7.5

contour L, bounded by the domain D (Fig. 7.5),

 

is connected with the double integral over the

 

 

 

 

 

 

 

 

 

 

domain D by Green’s formula

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

P

Q

 

 

(7.9)

 

 

 

 

Pdx + Qdy = ∫∫

y

dxdy

 

 

 

 

 

L

 

D x

 

 

 

 

where direction of integration along the contour L is positive (counterclockwise).

Proof. Let a domain D, called regular (Fig. 7.5), be bounded by a positively oriented contour L having at most two common points with every straight line parallel to the axis Ox or Oy. We can prove, that

 

 

Pdx = ∫∫

P

dxdy.

 

 

 

 

 

y

 

 

 

We have

 

L

 

 

D

 

 

 

 

 

 

 

 

 

 

 

 

 

 

∫∫

 

b

y

(x)

 

 

 

b

y

 

(x)

Pdxdy = dx

 

2

P dy =P(x, y)

 

2

dx =

D

y

a

y1 (x)

y

 

 

a

y1 (x)

 

 

 

 

 

 

 

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b

 

 

b

= (P(x, y2 (x)) P(x, y1 (x)))dx = P(x, y2 (x))dx

a

 

 

a

b

 

 

 

P(x, y1 (x))dx = P(x, y)dx P(x, y)dx =

a

ABC

 

AKC

= − P(x, y)dx P(x, y)dx = −

P(x, y)dx = −P(x, y)dx.

CBA

AKC

AKCBA

L

By analogy, it is possible to prove that

Qdy = ∫∫ Qx dxdy.

 

 

L

D

Taking into account linearity of a line integral of the second type, the statement of the theorem turns to be true.

Remark. Green’s formula is valid for any domain which can be split into a finite number of regular domains.

7.6. Independence of a Line Integral of a Path of Integration

If a value of a line integral of the second type remains constant over all possible curves connecting initial and terminal points of integration, then the line integral is said to be independent of the form of a path of integration.

Let us remind the concept of simple and multiple connected domains.

A domain is said to be simple connected if it is bounded by one closed without points of self-intersection continuous piecewise smooth curve. So, shown on Fig. 7.6: a) is a simple connected domain; b) is a doubly connected domain; c) is a triply connected domain.

 

а

b

c

 

Fig. 7.6

 

 

Let the functions P(x,

y) and Q(x,

y) be continuous together

Theorem

with their partial derivatives of the first order in a simply connected domain D. Then, for the line integral P(x, y)dx + Q(x, y)dy, to be

L

independent of the path of integration lying within the domain D it is necessary and sufficient that for all the points of the domain D the condition

P

=

Q

(7.10)

y

 

x

 

should hold.

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In conditions of this theorem the following statements are valid:

а) the expression under the integral sign is the total differential of a function u(x, y) , i.e.

P(x, y)dx + Q(x, y)dy = du(x, y) ;

b) P(x, y)dx + Q(x, y)dy = u(xB , yB ) u(xA , yA ),

L

where A(xA , yA ) and B(xB , yB ) are initial and terminal points of the path of

integration;

c) the line integral taken round any closed contour L lying entirely within the domain D is equal to zero:

P(x, y)dx + Q(x, y)dy = 0.

L

It is possible to prove that the statement of the theorem and the statements а) — c) are equivalent, i.e. each of them implies three others.

Let the condition Py = Qx be valid, then, after using Green’s formula (7.9), we receive

 

Q

P

P(x, y)dx + Q(x, y)dy = ∫∫

x

dxdy = 0.

L

D

 

y

So, it follows from the theorem that the condition c) is fulfilled.

Let us assume, that the condition b) is fulfilled, i.e. the expression under the integral sign is the total differential of the function u(x, y) :

P(x, y)dx + Q(x, y) = du(x, y),

on the other hand, by definition of differential

 

 

 

 

du =

u dx + u dy.

 

 

 

 

 

 

 

 

 

 

x

 

y

 

 

 

 

 

 

Thus,

u = P(x, y),

u

= Q(x, y).

 

Then

by the

theorem

of mixed

 

 

x

y

 

 

 

 

 

 

 

 

 

 

 

derivatives

the equalities

2u

 

=

P

,

2u

=

Q

are

fulfilled,

therefore

xy

y

yx

x

 

 

 

 

 

 

 

 

 

 

P

= Q .

 

 

 

 

 

 

 

 

 

 

 

 

 

y

x

 

 

 

 

 

 

 

 

 

 

 

 

 

 

If the line integral P(x,

y)dx + Q(x,

y)dy is path-independent, its value is

 

 

L

 

 

 

 

 

 

 

 

 

 

 

 

defined by initial and terminal points of integration.

 

 

 

160

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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