HUT – DEPARTMENT OF MATH.
APPLIED
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           INTERNATIONAL PROGRAM
                                   GIAÛI TÍCH 2
                      LEC 05: LINE INTEGRALS
                  STEWART: PAGES 1034 – 1061
                        •    PhD. NGUYEÃN QUOÁC LAÂN (October, 2014)
                                             INTEGRAL CALCULUS
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                                                                               Double (2D) Integral ∫∫ f ( x, y )dA
                                                                                                                            D
                                                                             Triple (3D) Integral ∫∫∫ f ( x, y, z )dV
                                                                                                                        E
 Highschool :1D Integral
                                                                               Line Integral along (C) : curve
 b
 ∫   f ( x )dx , [a , b ] ⊂ R                                                 1st kind :          ∫ f ( x, y )ds
 a                                                                                               (C )
 a                                           b
                                                                               2 nd kind :           ∫ P( x, y )dx + Q( x, y )dy
                                                                                                   (C )
Surface Integral over (S) : surface.1st kind ∫∫ f ( x, y )dS , 2 nd kind                                                         ∫∫ F ⋅ ndS
                                                                                  (S)                                            (σ )
           LINE INTEGRAL ALONG THE CURVE (C): 1st KIND
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                                                                 (C) : one arc between A , B & ds : Length
  A                                            B                 ⇒ Line Int.               ∫   f ( x, y )ds (1st kind or with
                  2                  3                                                   (C )
                                                                 respect length). Note : A → B ≡ B → A
    a                                              b
⎡                                   2
                                           [           ]
⎢ y = y ( x ) ⇒ ds = 1 + y ( x ) dx, x = x( y ) ⇒ ds = 1 + x ( y ) dy
                             /                                          /   2
                                                                                                              [           ]
⎢                                         2
⎣ x = x(t ), y = y (t ) ⇒ ds = x (t ) + y (t ) dt
                                     /          /
                                                       [ ] [ ]
                                                       2
                                                                          (C) : α ≤ x ≤ β
                         β                                                       ⎡ A→β
                                                       2
                                                           [ ]
(C) : y = y ( x ) ⇒ I = ∫ f ( x, y ( x )) 1 + y / ( x ) dx; x = x( y )... Even ⎢B → α :
                                                                                 ⎣
                                      α
                                                                                                                                         β
                                       β
      ⎧ x = x(t )
(C) : ⎨
                                                    2        2
                   ⇒ I = ∫ f ( x(t ), y (t )) x (t ) + y (t ) dt
                                               /        /
                                                                       [ ] [ ]                                           ∫ ...ds = ∫ f
      ⎩ y = y (t )       α
                                                                                                                       (C )              α
                                                        EXAMPLE
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   Evaluate ∫ 2 xds, where C consists of the arc C1 of parabola y = x 2
                       C
   from (0, 0) to (1, 1) followed by vertical line C 2 from (1, 1) to (1, 2)
                                                Answer : C = C1 U C2 ⇒ ∫ fds =                                      ∫ fds + ∫ fds
                                                                                                   C               C1              C2
                                                                                                          1
                                                C1 : y = x 2 , 0 ≤ x ≤ 1 ⇒ I1 = ∫ 2 x 1 + 4 x 2 dx
                                                                                                          0
                                                  u = 1 + 4 x 2 ⇒ du = 8 xdx ⇒ I1 = (5 5 − 1) 6
                                                       ⎧ x = 1                     2
                                                  C2 : ⎨       , 1 ≤ y ≤ 2 ⇒ I 2 = ∫ 2 0 2 + 12 dy = 2
                                                       ⎩y = y                      1
Remark: Line Integral between A & B depends on path AB.
                                                         EXAMPLE
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Important: Find the “good” (suitable) equation to represent C
                            (               )
    Evaluate ∫ 2 + x 2 y ds, where C is upper half of circle x 2 + y 2 = 1
                        C
                                                                     Parametric equation : y = 1 − x 2
                                                                     → Complicated for calculation y / !
                                                                                      ⎧ x = cos t
                                                                    Better (polar!) : ⎨           , t ∈ [0, π ]
                                                                                      ⎩ y = sin t
                                                                            π
                                                                                 (                           )
                                                                     I = ∫ 2 + cos 2 t sin t sin 2 t + cos 2 t dt
                                                                             0
        π              π                                                                       1
                                                                   2
 I = ∫ 2dt + ∫ cos t sin tdt. Change u = cos t → ∫ u du ⇒ I = 2π +
                                 2                                                                  2
     0       0                                   −1
                                                                   3
                                     LINE INTEGRAL IN SPACE
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(C): space curve x = x(t), y = y(t), z = z(t), a ≤ t ≤ b. Along (C):
                                                                            [x (t )] + [y (t )] + [z (t )]
                                    b
                                                                                         2                   2                   2
    ∫ f ( x, y, z )ds = ∫ f ( x(t ), y(t ), z(t ))
                                                                                 /                   /                  /
                                                                                                                                     dt
   C                                a
  Evaluate ∫ y sin zds, where C is x = cos t , y = sin t , z = t , t ∈ [0, 2π ]
                      C
                                                                           2π
                              Answer : ∫ y sin zds =                        ∫ sin t ⋅ sin t ⋅ sin 2
                                                                                                    t + cos 2
                                                                                                              t + 1dt
                                                 C                          0
                                            2π                                                                   2π
                                       2                                         2⎡ 1          ⎤ = 2π
                               =
                                      2      ∫ [1 − cos 2t ]dt =                    t
                                                                                2 ⎢⎣ 2
                                                                                      − sin 2t ⎥⎦
                                                                                                  0
                                             0
 LINE INTEGRAL WITH RESPECT TO x AND TO y: 2nd KIND
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                                                                     Given two functions of two variables
                                                                     P( x, y ), Q( x, y ) & (C ) from A to B ⇒
                                                                    ⇒ Line Integral of 2 nd kind along (C)
                                                   B
    A
                             Δxi                                     from A to B :                  ∫ P( x, y )dx + Q( x, y )dy
                                                                                                (C )
 Distinguish with ∫ f ( x, y )ds : Line integral with respect to arc length
                                     C
                   A→x=a
                                                                                                [                                        ]
                                          b
(C) : y = y ( x ),        ⇒ ∫ Pdx + Qdy = ∫ P( x, y ( x )) + Q K y / dx
                   B→ x=b  C:A →B         a
              (  )
          =            →   =
                                                                                           (                                                     )
                                               b
      ⎧ x   x  t     A   t   a
(C) : ⎨            ,           ⇒ ∫ Pdx + Qdy = ∫ P( x(t ), y (t )) ⋅ x / + Q K ⋅ y / dt
      ⎩ y = y (t ) B → t = b     C             a
                                                          EXAMPLE
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    Evaluate ∫ y 2 dx + xdy : (a) C = C1 is the line segment from (− 5,−3)
                        C
    to (0,2 ) and (b) : C = C 2 is the arc of x = 4 − y 2 from (− 5,−3) to (0,2 )
                                                                                ⎧ y (− 5) = −3
                                                              (a) y = ax + b ⇒ ⎨               ⇒ y = x+2
                                                                                ⎩ y (0 ) = 2
                                                                   ⎧y = x + 2
                                                                                                                [                               ]
                                                                                          0
                                                              C1 : ⎨            ⇒ I1 = ∫ ( x + 2 )2 + x ⋅1 dx
                                                                   ⎩ x : −5 → 0           −5
                                                           Result : I1 = − 5 6
           ⎧x = 4 − y 2
                                                          [                          (             )]
                                2
                                                                                                                       245
 (b) C 2 : ⎨            ⇒ I 2 = ∫ y 2 ⋅ (− 2 y ) + 4 − y 2 dy =
           ⎩ y : −3 → 2         −3
                                                                                                                        6
The value of a line integral depends on the endpoints and path!
                                       INDEPENDENCE OF PATH
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        C1                        Definition : ∫ Pdx + Qdy is INDEPENDENT OF PATH
A
         C2
                    B             if   ∫ Pdx + Qdy = ∫ Pdx + Qdy for any two path C1, C2
                                       C1                            C2
                                  with the same initial point A and terminal point B
Theorem : ∫ Pdx + Qdy is independent of path in D ⇔ ∫ Pdx + Qdy = 0
                                                                                                              C
for every closed path C in D ⇔ Py = Qx in D. In this case, if we find
u ( x, y ) : u x = P & u y = Q ⇒                             ∫ Pdx + Qdy = [u ]B
                                                                                A = u ( B ) − u ( A)
                                                          A→ B
                                                                 ⎧u x = P ⇒ u = ∫ Pdx = L + C ( y )
                                                                 ⎪
                                               Find u ( x, y ) : ⎨
                                                                 ⎪⎩ y
                                                                   u  = Q ⇒ C /
                                                                                ( y) = L ⇒ C( y) = L
                                                       EXAMPLE
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                                                              (
  a/ Show that ∫ (3 + 2 xy )dx + x 2 − 3 y 2 dy is independent of path           )
   b/ Find a function u ( x, y ) : u x = 3 + 2 xy & u y = x 2 − 3 y 2
                                                ⎧    =
                                                         (                   )
                                                         t
                                                ⎪  x   e   sin t
  c/ Evaluate ∫ (3 + 2 xy )dx + x − 3 y dy, C : ⎨
                                 2     2
                                                                 ,t :0 →π
              C                                 ⎪⎩ y = e cos t
                                                         t
                                        ∂P        ∂Q
Answer : a/ P = 3 + 2 xy, Q = x − 3 y ⇒    = 2x &    = 2 x : OK
                                                             2           2
                                        ∂y        ∂x
b/ u x = 3 + 2 xy. Integrate res. to x : u = ∫ (3 + 2 xy )dx = 3 x + yx 2 + C ( y )
Differentiate u with respect to y : u y = x 2 + C / ( y ) = x 2 − 3 y 2
⇒ C ( y ) = − ∫ 3 y 2 dy = − y 3 + C ⇒ u ( x, y ) = 3 x + x 2 y − y 3
                                                          (
c/ t = 0 ⇒ A(0, 1), t = π ⇒ B 0,−eπ ⇒ I = u 0,−eπ − u (0,1) = e3π + 1   )                 (             )
                                              GREEN’S THEOREM
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                                                     Consider a simple closed curve C which
                                                     bounds the plane region D. Convention:
                                                     The positive orientation of the curve C is
                                                     counterclockwise direction of C. It means
                                                     the region D is always on the left.
                                                     Green theorem: C - positively oriented,
                                                     simple closed curve; D – bounded by C
                                                                                          ⎡ ∂Q ∂P ⎤
                                                        ∫ P( x, y )dx + Q( x, y )dy = ∫∫ ⎢⎣ ∂x − ∂y ⎥⎦ dA
                                                        C                             D
If C is closed & Line integral along C: difficult → Double Integral
                                                            EXAMPLE
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     Evaluate ∫ x 4 dx + xydy, where C is the triangular curve consisting
                          C
     of the line segments from (0, 0) → (1, 0) → (0, 1) → (0, 0)
      B
                                                                                ⎡
                                                   Green : ∫ x 4 dx + xydy = ∫∫ ⎢
                                                                                  ∂ ( xy )
                                                                                           −
                                                                                             ∂  x 4
                                                                                                                             ( )⎤⎥ dxdy
                                                           C                 D⎣
                                                                                    ∂x         ∂y                                    ⎦
                                                       1 1− x                       1
                                                                     1                 1
                                                   =∫      ∫ ydydx = 2 ∫ (1 − x ) dx = 6
                                                                                 2
                           A
                                                       0   0           0
                          (                    ) (
     Evaluate ∫ 3 y − esin x dx + 7 x + y 4 + 1 dy, C is circle x 2 + y 2 = 9        )
                      C
I=     ∫∫            ⎢
                          (
                     ⎡ ∂ 7 x + y 4 + 1 ∂ 3 y − esin x
                                      −
                                                     ) (                           )⎤⎥ dxdy =
                                                                                                      ∫∫ 4dxdy = 4S D = 36π
      2 2            ⎢⎣       ∂x             ∂y                                     ⎥⎦
     x + y ≤9                                                                                         D