Stokes' theorem

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File:Stokes' Theorem.svg
An illustration of Stokes' theorem, with surface ΣScript error: No such module "Check for unknown parameters"., its boundary ∂ΣScript error: No such module "Check for unknown parameters". and the normal vector Template:Mvar. The direction of positive circulation of the bounding contour ∂ΣScript error: No such module "Check for unknown parameters"., and the direction Template:Mvar of positive flux through the surface ΣScript error: No such module "Check for unknown parameters"., are related by a right-hand-rule (i.e., the right hand the fingers circulate along ∂ΣScript error: No such module "Check for unknown parameters". and the thumb is directed along Template:Mvar).

Stokes' theorem,[1] also known as the Kelvin–Stokes theorem[2][3] after Lord Kelvin and George Stokes, the fundamental theorem for curls, or simply the curl theorem,[4] is a theorem in vector calculus on 3. Given a vector field, the theorem relates the integral of the curl of the vector field over some surface, to the line integral of the vector field around the boundary of the surface. The classical theorem of Stokes can be stated in one sentence:

The line integral of a vector field over a loop is equal to the surface integral of its curl over the enclosed surface.

Stokes' theorem is a special case of the generalized Stokes theorem.[5][6] In particular, a vector field on 3 can be considered as a 1-form in which case its curl is its exterior derivative, a 2-form.

Theorem

Let Σ be a smooth oriented surface in 3 with boundary ΣΓ. If a vector field 𝐅(x,y,z)=(Fx(x,y,z),Fy(x,y,z),Fz(x,y,z)) is defined and has continuous first order partial derivatives in a region containing Σ, then Σ(×𝐅)dΣ=Σ𝐅dΓ. More explicitly, the equality says that Σ((FzyFyz)dydz+(FxzFzx)dzdx+(FyxFxy)dxdy)=Σ(Fxdx+Fydy+Fzdz).

The main challenge in a precise statement of Stokes' theorem is in defining the notion of a boundary. Surfaces such as the Koch snowflake, for example, are well-known not to exhibit a Riemann-integrable boundary, and the notion of surface measure in Lebesgue theory cannot be defined for a non-Lipschitz surface. One (advanced) technique is to pass to a weak formulation and then apply the machinery of geometric measure theory; for that approach see the coarea formula. In this article, we instead use a more elementary definition, based on the fact that a boundary can be discerned for full-dimensional subsets of 2.

A more detailed statement will be given for subsequent discussions. Let γ:[a,b]2 be a piecewise smooth Jordan plane curve: a simple closed curve in the plane. The Jordan curve theorem implies that γ divides 2 into two components, a compact one and another that is non-compact. Let D denote the compact part; then D is bounded by γ. It now suffices to transfer this notion of boundary along a continuous map to our surface in 3. But we already have such a map: the parametrization of Σ.

Suppose ψ:D3 is piecewise smooth at the neighborhood of D, with Σ=ψ(D).[note 1] If Γ is the space curve defined by Γ(t)=ψ(γ(t))[note 2] then we call Γ the boundary of Σ, written Σ.

With the above notation, if 𝐅 is any smooth vector field on 3, then[7][8]Σ𝐅dΓ=Σ×𝐅dΣ.

Here, the "" represents the dot product in 3.

Special case of a more general theorem

Stokes' theorem can be viewed as a special case of the following identity:[9] Σ(𝐅dΓ)𝐠=Σ[dΣ(×𝐅𝐅×)]𝐠, where 𝐠 is any smooth vector or scalar field in 3. When 𝐠 is a uniform scalar field, the standard Stokes' theorem is recovered.

Proof

The proof of the theorem consists of 4 steps. We assume Green's theorem, so what is of concern is how to boil down the three-dimensional complicated problem (Stokes' theorem) to a two-dimensional rudimentary problem (Green's theorem).[10] When proving this theorem, mathematicians normally deduce it as a special case of a more general result, which is stated in terms of differential forms, and proved using more sophisticated machinery. While powerful, these techniques require substantial background, so the proof below avoids them, and does not presuppose any knowledge beyond a familiarity with basic vector calculus and linear algebra.[8] At the end of this section, a short alternative proof of Stokes' theorem is given, as a corollary of the generalized Stokes' theorem.

Elementary proof

First step of the elementary proof (parametrization of integral)

As in Template:Slink, we reduce the dimension by using the natural parametrization of the surface. Let ψScript error: No such module "Check for unknown parameters". and Template:Mvar be as in that section, and note that by change of variables Σ𝐅(𝐱)dΓ=γ𝐅(ψ(γ))dψ(γ)=γ𝐅(ψ(𝐲))J𝐲(ψ)dγ where Template:Mvar stands for the Jacobian matrix of Template:Mvar at y = γ(t)Script error: No such module "Check for unknown parameters"..

Now let {eu, ev}Script error: No such module "Check for unknown parameters". be an orthonormal basis in the coordinate directions of R2Script error: No such module "Check for unknown parameters"..[note 3]

Recognizing that the columns of JyψScript error: No such module "Check for unknown parameters". are precisely the partial derivatives of ψScript error: No such module "Check for unknown parameters". at yScript error: No such module "Check for unknown parameters"., we can expand the previous equation in coordinates as Σ𝐅(𝐱)dΓ=γ𝐅(ψ(𝐲))J𝐲(ψ)𝐞u(𝐞ud𝐲)+𝐅(ψ(𝐲))J𝐲(ψ)𝐞v(𝐞vd𝐲)=γ((𝐅(ψ(𝐲))ψu(𝐲))𝐞u+(𝐅(ψ(𝐲))ψv(𝐲))𝐞v)d𝐲

Second step in the elementary proof (defining the pullback)

The previous step suggests we define the function 𝐏(u,v)=(𝐅(ψ(u,v))ψu(u,v))𝐞u+(𝐅(ψ(u,v))ψv(u,v))𝐞v

Now, if the scalar value functions Pu and Pv are defined as follows, Pu(u,v)=(𝐅(ψ(u,v))ψu(u,v)) Pv(u,v)=(𝐅(ψ(u,v))ψv(u,v)) then, 𝐏(u,v)=Pu(u,v)𝐞u+Pv(u,v)𝐞v.

This is the pullback of FScript error: No such module "Check for unknown parameters". along ψScript error: No such module "Check for unknown parameters"., and, by the above, it satisfies Σ𝐅(𝐱)d𝐥=γ𝐏(𝐲)d𝐥=γ(Pu(u,v)𝐞u+Pv(u,v)𝐞v)d𝐥

We have successfully reduced one side of Stokes' theorem to a 2-dimensional formula; we now turn to the other side.

Third step of the elementary proof (second equation)

First, calculate the partial derivatives appearing in Green's theorem, via the product rule: Puv=(𝐅ψ)vψu+(𝐅ψ)2ψvuPvu=(𝐅ψ)uψv+(𝐅ψ)2ψuv

Conveniently, the second term vanishes in the difference, by equality of mixed partials. So,[note 4] PvuPuv=(𝐅ψ)uψv(𝐅ψ)vψu=ψv(Jψ(u,v)𝐅)ψuψu(Jψ(u,v)𝐅)ψv(chain rule)=ψv(Jψ(u,v)𝐅(Jψ(u,v)𝐅)T)ψu

But now consider the matrix in that quadratic form—that is, Jψ(u,v)𝐅(Jψ(u,v)𝐅)T. We claim this matrix in fact describes a cross product. Here the superscript "T" represents the transposition of matrices.

To be precise, let A=(Aij)ij be an arbitrary 3 × 3Script error: No such module "Check for unknown parameters". matrix and let 𝐚=[a1a2a3]=[A32A23A13A31A21A12]

Note that xa × xScript error: No such module "Check for unknown parameters". is linear, so it is determined by its action on basis elements. But by direct calculation (AAT)𝐞1=[0a3a2]=𝐚×𝐞1(AAT)𝐞2=[a30a1]=𝐚×𝐞2(AAT)𝐞3=[a2a10]=𝐚×𝐞3 Here, {e1, e2, e3}Script error: No such module "Check for unknown parameters". represents an orthonormal basis in the coordinate directions of 3.[note 5]

Thus (AAT)x = a × xScript error: No such module "Check for unknown parameters". for any xScript error: No such module "Check for unknown parameters"..

Substituting (Jψ(u,v)𝐅) for Template:Mvar, we obtain ((Jψ(u,v)𝐅)(Jψ(u,v)𝐅)T)𝐱=(×𝐅)×𝐱,for all𝐱3

We can now recognize the difference of partials as a (scalar) triple product: PvuPuv=ψv(×𝐅)×ψu=(×𝐅)ψu×ψv

On the other hand, the definition of a surface integral also includes a triple product—the very same one! Σ(×𝐅)dΣ=D(×𝐅)(ψ(u,v))ψu(u,v)×ψv(u,v)dudv

So, we obtain Σ(×𝐅)dΣ=D(PvuPuv)dudv

Fourth step of the elementary proof (reduction to Green's theorem)

Combining the second and third steps and then applying Green's theorem completes the proof. Green's theorem asserts the following: for any region D bounded by the Jordans closed curve γ and two scalar-valued smooth functions Pu(u,v),Pv(u,v) defined on D;

γ(Pu(u,v)𝐞u+Pv(u,v)𝐞v)d𝐥=D(PvuPuv)dudv

We can substitute the conclusion of STEP2 into the left-hand side of Green's theorem above, and substitute the conclusion of STEP3 into the right-hand side. Q.E.D.

Proof via differential forms

The functions 33 can be identified with the differential 1-forms on 3 via the map Fx𝐞1+Fy𝐞2+Fz𝐞3Fxdx+Fydy+Fzdz.

Write the differential 1-form associated to a function FScript error: No such module "Check for unknown parameters". as ωFScript error: No such module "Check for unknown parameters".. Then one can calculate that ω×𝐅=dω𝐅, where Script error: No such module "Check for unknown parameters". is the Hodge star and d is the exterior derivative. Thus, by generalized Stokes' theorem,[11] Σ𝐅dγ=Σω𝐅=Σdω𝐅=Σω×𝐅=Σ×𝐅dΣ

Applications

Irrotational fields

In this section, we will discuss the irrotational field (lamellar vector field) based on Stokes' theorem.

Definition 2-1 (irrotational field). A smooth vector field FScript error: No such module "Check for unknown parameters". on an open U3 is irrotational (lamellar vector field) if ∇ × F = 0Script error: No such module "Check for unknown parameters"..

This concept is very fundamental in mechanics; as we'll prove later, if FScript error: No such module "Check for unknown parameters". is irrotational and the domain of FScript error: No such module "Check for unknown parameters". is simply connected, then FScript error: No such module "Check for unknown parameters". is a conservative vector field.

Helmholtz's theorem

In this section, we will introduce a theorem that is derived from Stokes' theorem and characterizes vortex-free vector fields. In classical mechanics and fluid dynamics it is called Helmholtz's theorem.

Theorem 2-1 (Helmholtz's theorem in fluid dynamics).[5][3]Template:Rp Let U3 be an open subset with a lamellar vector field FScript error: No such module "Check for unknown parameters". and let c0, c1: [0, 1] → UScript error: No such module "Check for unknown parameters". be piecewise smooth loops. If there is a function H: [0, 1] × [0, 1] → UScript error: No such module "Check for unknown parameters". such that

  • [TLH0] Template:Mvar is piecewise smooth,
  • [TLH1] H(t, 0) = c0(t)Script error: No such module "Check for unknown parameters". for all t ∈ [0, 1]Script error: No such module "Check for unknown parameters".,
  • [TLH2] H(t, 1) = c1(t)Script error: No such module "Check for unknown parameters". for all t ∈ [0, 1]Script error: No such module "Check for unknown parameters".,
  • [TLH3] H(0, s) = H(1, s)Script error: No such module "Check for unknown parameters". for all s ∈ [0, 1]Script error: No such module "Check for unknown parameters"..

Then, c0𝐅dc0=c1𝐅dc1

Some textbooks such as Lawrence[5] call the relationship between c0Script error: No such module "Check for unknown parameters". and c1Script error: No such module "Check for unknown parameters". stated in theorem 2-1 as "homotopic" and the function H: [0, 1] × [0, 1] → UScript error: No such module "Check for unknown parameters". as "homotopy between c0Script error: No such module "Check for unknown parameters". and c1Script error: No such module "Check for unknown parameters".". However, "homotopic" or "homotopy" in above-mentioned sense are different (stronger than) typical definitions of "homotopic" or "homotopy"; the latter omit condition [TLH3]. So from now on we refer to homotopy (homotope) in the sense of theorem 2-1 as a tubular homotopy (resp. tubular-homotopic).Template:Refn

Proof of Helmholtz's theorem
File:Domain of singular 2 cube.svg
The definitions of γ1, ..., γ4Script error: No such module "Check for unknown parameters".

In what follows, we abuse notation and use "" for concatenation of paths in the fundamental groupoid and "" for reversing the orientation of a path.

Let D = [0, 1] × [0, 1]Script error: No such module "Check for unknown parameters"., and split DScript error: No such module "Check for unknown parameters". into four line segments γjScript error: No such module "Check for unknown parameters".. γ1:[0,1]D;γ1(t)=(t,0)γ2:[0,1]D;γ2(s)=(1,s)γ3:[0,1]D;γ3(t)=(1t,1)γ4:[0,1]D;γ4(s)=(0,1s) so that D=γ1γ2γ3γ4

By our assumption that c0Script error: No such module "Check for unknown parameters". and c1Script error: No such module "Check for unknown parameters". are piecewise smooth homotopic, there is a piecewise smooth homotopy H: DMScript error: No such module "Check for unknown parameters". Γi(t)=H(γi(t))i=1,2,3,4Γ(t)=H(γ(t))=(Γ1Γ2Γ3Γ4)(t)

Let Template:Mvar be the image of Template:Mvar under Template:Mvar. That S×𝐅dS=Γ𝐅dΓ follows immediately from Stokes' theorem. FScript error: No such module "Check for unknown parameters". is lamellar, so the left side vanishes, i.e. 0=Γ𝐅dΓ=i=14Γi𝐅dΓ

As Template:Mvar is tubular(satisfying [TLH3]),Γ2=Γ4 and Γ2=Γ4. Thus the line integrals along Γ2(s)Script error: No such module "Check for unknown parameters". and Γ4(s)Script error: No such module "Check for unknown parameters". cancel, leaving 0=Γ1𝐅dΓ+Γ3𝐅dΓ

On the other hand, c1 = Γ1Script error: No such module "Check for unknown parameters"., c3=Γ3, so that the desired equality follows almost immediately.

Conservative forces

Above Helmholtz's theorem gives an explanation as to why the work done by a conservative force in changing an object's position is path independent. First, we introduce the Lemma 2-2, which is a corollary of and a special case of Helmholtz's theorem.

Lemma 2-2.[5][6] Let U3 be an open subset, with a Lamellar vector field FScript error: No such module "Check for unknown parameters". and a piecewise smooth loop c0: [0, 1] → UScript error: No such module "Check for unknown parameters".. Fix a point pUScript error: No such module "Check for unknown parameters"., if there is a homotopy H: [0, 1] × [0, 1] → UScript error: No such module "Check for unknown parameters". such that

  • [SC0] Template:Mvar is piecewise smooth,
  • [SC1] H(t, 0) = c0(t)Script error: No such module "Check for unknown parameters". for all t ∈ [0, 1]Script error: No such module "Check for unknown parameters".,
  • [SC2] H(t, 1) = pScript error: No such module "Check for unknown parameters". for all t ∈ [0, 1]Script error: No such module "Check for unknown parameters".,
  • [SC3] H(0, s) = H(1, s) = pScript error: No such module "Check for unknown parameters". for all s ∈ [0, 1]Script error: No such module "Check for unknown parameters"..

Then, c0𝐅dc0=0

Above Lemma 2-2 follows from theorem 2–1. In Lemma 2-2, the existence of Template:Mvar satisfying [SC0] to [SC3] is crucial;the question is whether such a homotopy can be taken for arbitrary loops. If Template:Mvar is simply connected, such Template:Mvar exists. The definition of simply connected space follows:

Definition 2-2 (simply connected space).[5][6] Let Mn be non-empty and path-connected. Template:Mvar is called simply connected if and only if for any continuous loop, c: [0, 1] → MScript error: No such module "Check for unknown parameters". there exists a continuous tubular homotopy H: [0, 1] × [0, 1] → MScript error: No such module "Check for unknown parameters". from Template:Mvar to a fixed point pcScript error: No such module "Check for unknown parameters".; that is,

  • [SC0'] Template:Mvar is continuous,
  • [SC1] H(t, 0) = c(t)Script error: No such module "Check for unknown parameters". for all t ∈ [0, 1]Script error: No such module "Check for unknown parameters".,
  • [SC2] H(t, 1) = pScript error: No such module "Check for unknown parameters". for all t ∈ [0, 1]Script error: No such module "Check for unknown parameters".,
  • [SC3] H(0, s) = H(1, s) = pScript error: No such module "Check for unknown parameters". for all s ∈ [0, 1]Script error: No such module "Check for unknown parameters"..

The claim that "for a conservative force, the work done in changing an object's position is path independent" might seem to follow immediately if the M is simply connected. However, recall that simple-connection only guarantees the existence of a continuous homotopy satisfying [SC1-3]; we seek a piecewise smooth homotopy satisfying those conditions instead.

Fortunately, the gap in regularity is resolved by the Whitney's approximation theorem.[6]Template:Rp[12] In other words, the possibility of finding a continuous homotopy, but not being able to integrate over it, is actually eliminated with the benefit of higher mathematics. We thus obtain the following theorem.

Theorem 2-2.[5][6] Let U3 be open and simply connected with an irrotational vector field FScript error: No such module "Check for unknown parameters".. For all piecewise smooth loops c: [0, 1] → UScript error: No such module "Check for unknown parameters". c0𝐅dc0=0

Maxwell's equations

Script error: No such module "Labelled list hatnote". In the physics of electromagnetism, Stokes' theorem provides the justification for the equivalence of the differential form of the Maxwell–Faraday equation and the Maxwell–Ampère equation and the integral form of these equations. For Faraday's law, Stokes theorem is applied to the electric field, 𝐄: Σ𝐄dl=Σ×𝐄d𝐒.

For Ampère's law, Stokes' theorem is applied to the magnetic field, 𝐁: Σ𝐁dl=Σ×𝐁d𝐒.

Notes

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  1. Σ=ψ(D) represents the image set of D by ψ
  2. Γ may not be a Jordan curve if the loop γ interacts poorly with ψ. Nonetheless, Γ is always a loop, and topologically a connected sum of countably many Jordan curves, so that the integrals are well-defined.
  3. In this article, 𝐞u=[10],𝐞v=[01]. Note that, in some textbooks on vector analysis, these are assigned to different things. For example, in some text book's notation, {eu, ev}Script error: No such module "Check for unknown parameters". can mean the following {tu, tv}Script error: No such module "Check for unknown parameters". respectively. In this article, however, these are two completely different things. 𝐭u=1huφu,𝐭v=1hvφv. Here, hu=φu,hv=φv, and the "" represents Euclidean norm.
  4. For all a,bn, for all A;n×n square matrix, aAb=aTAb and therefore aAb=bATa.
  5. In this article, 𝐞1=[100],𝐞2=[010],𝐞3=[001]. Note that, in some textbooks on vector analysis, these are assigned to different things.

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References

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  1. Script error: No such module "citation/CS1".
  2. Script error: No such module "citation/CS1".
  3. a b Script error: No such module "citation/CS1".
  4. Script error: No such module "citation/CS1".
  5. a b c d e f Script error: No such module "citation/CS1".
  6. a b c d e Script error: No such module "citation/CS1".
  7. Script error: No such module "citation/CS1".
  8. a b Robert Scheichl, lecture notes for University of Bath mathematics course
  9. Script error: No such module "Citation/CS1".
  10. Script error: No such module "citation/CS1".
  11. Script error: No such module "citation/CS1".
  12. Script error: No such module "Citation/CS1". See theorems 7 & 8.

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