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In vector calculus, the divergence theorem, also known as Gauss's theorem or Ostrogradsky's theorem, [1] is a theorem relating the flux of a vector field through a closed surface to the divergence of the field in the volume enclosed.
More precisely, the divergence theorem states that the surface integral of a vector field over a closed surface, which is called the "flux" through the surface, is equal to the volume integral of the divergence over the region enclosed by the surface. Intuitively, it states that "the sum of all sources of the field in a region (with sinks regarded as negative sources) gives the net flux out of the region".
The divergence theorem is an important result for the mathematics of physics and engineering, particularly in electrostatics and fluid dynamics. In these fields, it is usually applied in three dimensions. However, it generalizes to any number of dimensions. In one dimension, it is equivalent to fundamental theorem of calculus. In two dimensions, it is equivalent to Green's theorem.
Vector fields are often illustrated using the example of the velocity field of a fluid, such as a gas or liquid. A moving liquid has a velocity—a speed and a direction—at each point, which can be represented by a vector, so that the velocity of the liquid at any moment forms a vector field. Consider an imaginary closed surface S inside a body of liquid, enclosing a volume of liquid. The flux of liquid out of the volume at any time is equal to the volume rate of fluid crossing this surface, i.e., the surface integral of the velocity over the surface.
Since liquids are incompressible, the amount of liquid inside a closed volume is constant; if there are no sources or sinks inside the volume then the flux of liquid out of S is zero. If the liquid is moving, it may flow into the volume at some points on the surface S and out of the volume at other points, but the amounts flowing in and out at any moment are equal, so the net flux of liquid out of the volume is zero.
However if a source of liquid is inside the closed surface, such as a pipe through which liquid is introduced, the additional liquid will exert pressure on the surrounding liquid, causing an outward flow in all directions. This will cause a net outward flow through the surface S. The flux outward through S equals the volume rate of flow of fluid into S from the pipe. Similarly if there is a sink or drain inside S, such as a pipe which drains the liquid off, the external pressure of the liquid will cause a velocity throughout the liquid directed inward toward the location of the drain. The volume rate of flow of liquid inward through the surface S equals the rate of liquid removed by the sink.
If there are multiple sources and sinks of liquid inside S, the flux through the surface can be calculated by adding up the volume rate of liquid added by the sources and subtracting the rate of liquid drained off by the sinks. The volume rate of flow of liquid through a source or sink (with the flow through a sink given a negative sign) is equal to the divergence of the velocity field at the pipe mouth, so adding up (integrating) the divergence of the liquid throughout the volume enclosed by S equals the volume rate of flux through S. This is the divergence theorem. [2]
The divergence theorem is employed in any conservation law which states that the total volume of all sinks and sources, that is the volume integral of the divergence, is equal to the net flow across the volume's boundary. [3]
Suppose V is a subset of (in the case of n = 3, V represents a volume in three-dimensional space) which is compact and has a piecewise smooth boundary S (also indicated with ). If F is a continuously differentiable vector field defined on a neighborhood of V, then: [4] [5]
The left side is a volume integral over the volume V, the right side is the surface integral over the boundary of the volume V. The closed manifold is oriented by outward-pointing normals, and is the outward pointing unit normal at each point on the boundary . ( may be used as a shorthand for .) In terms of the intuitive description above, the left-hand side of the equation represents the total of the sources in the volume V, and the right-hand side represents the total flow across the boundary S.
The divergence theorem follows from the fact that if a volume V is partitioned into separate parts, the flux out of the original volume is equal to the sum of the flux out of each component volume. [6] [7] This is true despite the fact that the new subvolumes have surfaces that were not part of the original volume's surface, because these surfaces are just partitions between two of the subvolumes and the flux through them just passes from one volume to the other and so cancels out when the flux out of the subvolumes is summed.
See the diagram. A closed, bounded volume V is divided into two volumes V1 and V2 by a surface S3(green). The flux Φ(Vi) out of each component region Vi is equal to the sum of the flux through its two faces, so the sum of the flux out of the two parts is
where Φ1 and Φ2 are the flux out of surfaces S1 and S2, Φ31 is the flux through S3 out of volume 1, and Φ32 is the flux through S3 out of volume 2. The point is that surface S3 is part of the surface of both volumes. The "outward" direction of the normal vector is opposite for each volume, so the flux out of one through S3 is equal to the negative of the flux out of the other
so these two fluxes cancel in the sum. Therefore
Since the union of surfaces S1 and S2 is S
This principle applies to a volume divided into any number of parts, as shown in the diagram. [7] Since the integral over each internal partition (green surfaces) appears with opposite signs in the flux of the two adjacent volumes they cancel out, and the only contribution to the flux is the integral over the external surfaces (grey). Since the external surfaces of all the component volumes equal the original surface.
The flux Φ out of each volume is the surface integral of the vector field F(x) over the surface
The goal is to divide the original volume into infinitely many infinitesimal volumes. As the volume is divided into smaller and smaller parts, the surface integral on the right, the flux out of each subvolume, approaches zero because the surface area S(Vi) approaches zero. However, from the definition of divergence, the ratio of flux to volume, , the part in parentheses below, does not in general vanish but approaches the divergence div F as the volume approaches zero. [7]
As long as the vector field F(x) has continuous derivatives, the sum above holds even in the limit when the volume is divided into infinitely small increments
As approaches zero volume, it becomes the infinitesimal dV, the part in parentheses becomes the divergence, and the sum becomes a volume integral over V
Since this derivation is coordinate free, it shows that the divergence does not depend on the coordinates used.
We are going to prove the following:
Theorem — Let be open and bounded with boundary. If is on an open neighborhood of , that is, , then for each ,
where is the outward pointing unit normal vector to . Equivalently,
Proof of Theorem. [8] (1) The first step is to reduce to the case where . Pick such that on . Note that and on . Hence it suffices to prove the theorem for . Hence we may assume that .
(2) Let be arbitrary. The assumption that has boundary means that there is an open neighborhood of in such that is the graph of a function with lying on one side of this graph. More precisely, this means that after a translation and rotation of , there are and and a function , such that with the notation
it holds that
and for ,
Since is compact, we can cover with finitely many neighborhoods of the above form. Note that is an open cover of . By using a partition of unity subordinate to this cover, it suffices to prove the theorem in the case where either has compact support in or has compact support in some . If has compact support in , then for all , by the fundamental theorem of calculus, and since vanishes on a neighborhood of . Thus the theorem holds for with compact support in . Thus we have reduced to the case where has compact support in some .
(3) So assume has compact support in some . The last step now is to show that the theorem is true by direct computation. Change notation to , and bring in the notation from (2) used to describe . Note that this means that we have rotated and translated . This is a valid reduction since the theorem is invariant under rotations and translations of coordinates. Since for and for , we have for each that
For we have by the fundamental theorem of calculus that
Now fix . Note that
Define by . By the chain rule,
But since has compact support, we can integrate out first to deduce that
Thus
In summary, with we have
Recall that the outward unit normal to the graph of at a point is and that the surface element is given by . Thus
This completes the proof.
We are going to prove the following:
Theorem — Let be a compact manifold with boundary with metric tensor . Let denote the manifold interior of and let denote the manifold boundary of . Let denote inner products of functions and denote inner products of vectors. Suppose and is a vector field on . Then
where is the outward-pointing unit normal vector to .
Proof of Theorem. [9] We use the Einstein summation convention. By using a partition of unity, we may assume that and have compact support in a coordinate patch . First consider the case where the patch is disjoint from . Then is identified with an open subset of and integration by parts produces no boundary terms:
In the last equality we used the Voss-Weyl coordinate formula for the divergence, although the preceding identity could be used to define as the formal adjoint of . Now suppose intersects . Then is identified with an open set in . We zero extend and to and perform integration by parts to obtain
where . By a variant of the straightening theorem for vector fields, we may choose so that is the inward unit normal at . In this case is the volume element on and the above formula reads
This completes the proof.
By replacing F in the divergence theorem with specific forms, other useful identities can be derived (cf. vector identities). [10]
Suppose we wish to evaluate
where S is the unit sphere defined by
and F is the vector field
The direct computation of this integral is quite difficult, but we can simplify the derivation of the result using the divergence theorem, because the divergence theorem says that the integral is equal to:
where W is the unit ball:
Since the function y is positive in one hemisphere of W and negative in the other, in an equal and opposite way, its total integral over W is zero. The same is true for z:
Therefore,
because the unit ball W has volume 4π/3.
As a result of the divergence theorem, a host of physical laws can be written in both a differential form (where one quantity is the divergence of another) and an integral form (where the flux of one quantity through a closed surface is equal to another quantity). Three examples are Gauss's law (in electrostatics), Gauss's law for magnetism, and Gauss's law for gravity.
Continuity equations offer more examples of laws with both differential and integral forms, related to each other by the divergence theorem. In fluid dynamics, electromagnetism, quantum mechanics, relativity theory, and a number of other fields, there are continuity equations that describe the conservation of mass, momentum, energy, probability, or other quantities. Generically, these equations state that the divergence of the flow of the conserved quantity is equal to the distribution of sources or sinks of that quantity. The divergence theorem states that any such continuity equation can be written in a differential form (in terms of a divergence) and an integral form (in terms of a flux). [12]
Any inverse-square law can instead be written in a Gauss's law-type form (with a differential and integral form, as described above). Two examples are Gauss's law (in electrostatics), which follows from the inverse-square Coulomb's law, and Gauss's law for gravity, which follows from the inverse-square Newton's law of universal gravitation. The derivation of the Gauss's law-type equation from the inverse-square formulation or vice versa is exactly the same in both cases; see either of those articles for details. [12]
Joseph-Louis Lagrange introduced the notion of surface integrals in 1760 and again in more general terms in 1811, in the second edition of his Mécanique Analytique. Lagrange employed surface integrals in his work on fluid mechanics. [13] He discovered the divergence theorem in 1762. [14]
Carl Friedrich Gauss was also using surface integrals while working on the gravitational attraction of an elliptical spheroid in 1813, when he proved special cases of the divergence theorem. [15] [13] He proved additional special cases in 1833 and 1839. [16] But it was Mikhail Ostrogradsky, who gave the first proof of the general theorem, in 1826, as part of his investigation of heat flow. [17] Special cases were proven by George Green in 1828 in An Essay on the Application of Mathematical Analysis to the Theories of Electricity and Magnetism, [18] [16] Siméon Denis Poisson in 1824 in a paper on elasticity, and Frédéric Sarrus in 1828 in his work on floating bodies. [19] [16]
To verify the planar variant of the divergence theorem for a region :
and the vector field:
The boundary of is the unit circle, , that can be represented parametrically by:
such that where units is the length arc from the point to the point on . Then a vector equation of is
At a point on :
Therefore,
Because , we can evaluate , and because ,. Thus
Let's say we wanted to evaluate the flux of the following vector field defined by bounded by the following inequalities:
By the divergence theorem,
We now need to determine the divergence of . If is a three-dimensional vector field, then the divergence of is given by .
Thus, we can set up the following flux integral as follows:
Now that we have set up the integral, we can evaluate it.
One can use the generalised Stokes' theorem to equate the n-dimensional volume integral of the divergence of a vector field F over a region U to the (n − 1)-dimensional surface integral of F over the boundary of U:
This equation is also known as the divergence theorem.
When n = 2, this is equivalent to Green's theorem.
When n = 1, it reduces to the fundamental theorem of calculus, part 2.
Writing the theorem in Einstein notation:
suggestively, replacing the vector field F with a rank-n tensor field T, this can be generalized to: [20]
where on each side, tensor contraction occurs for at least one index. This form of the theorem is still in 3d, each index takes values 1, 2, and 3. It can be generalized further still to higher (or lower) dimensions (for example to 4d spacetime in general relativity [21] ).
In vector calculus and differential geometry the generalized Stokes theorem, also called the Stokes–Cartan theorem, is a statement about the integration of differential forms on manifolds, which both simplifies and generalizes several theorems from vector calculus. In particular, the fundamental theorem of calculus is the special case where the manifold is a line segment, Green’s theorem and Stokes' theorem are the cases of a surface in or and the divergence theorem is the case of a volume in Hence, the theorem is sometimes referred to as the Fundamental Theorem of Multivariate Calculus.
The Navier–Stokes equations are partial differential equations which describe the motion of viscous fluid substances. They were named after French engineer and physicist Claude-Louis Navier and the Irish physicist and mathematician George Gabriel Stokes. They were developed over several decades of progressively building the theories, from 1822 (Navier) to 1842–1850 (Stokes).
In physics, Gauss's law, also known as Gauss's flux theorem, is one of Maxwell's equations. It relates the distribution of electric charge to the resulting electric field.
In vector calculus, Green's theorem relates a line integral around a simple closed curve C to a double integral over the plane region D bounded by C. It is the two-dimensional special case of Stokes' theorem.
In vector calculus, a conservative vector field is a vector field that is the gradient of some function. A conservative vector field has the property that its line integral is path independent; the choice of path between two points does not change the value of the line integral. Path independence of the line integral is equivalent to the vector field under the line integral being conservative. A conservative vector field is also irrotational; in three dimensions, this means that it has vanishing curl. An irrotational vector field is necessarily conservative provided that the domain is simply connected.
In mathematical physics, scalar potential, simply stated, describes the situation where the difference in the potential energies of an object in two different positions depends only on the positions, not upon the path taken by the object in traveling from one position to the other. It is a scalar field in three-space: a directionless value (scalar) that depends only on its location. A familiar example is potential energy due to gravity.
In mathematics, the total variation identifies several slightly different concepts, related to the (local or global) structure of the codomain of a function or a measure. For a real-valued continuous function f, defined on an interval [a, b] ⊂ R, its total variation on the interval of definition is a measure of the one-dimensional arclength of the curve with parametric equation x ↦ f(x), for x ∈ [a, b]. Functions whose total variation is finite are called functions of bounded variation.
In physics and mathematics, in the area of vector calculus, Helmholtz's theorem, also known as the fundamental theorem of vector calculus, states that any sufficiently smooth, rapidly decaying vector field in three dimensions can be resolved into the sum of an irrotational (curl-free) vector field and a solenoidal (divergence-free) vector field; this is known as the Helmholtz decomposition or Helmholtz representation. It is named after Hermann von Helmholtz.
In electrodynamics, Poynting's theorem is a statement of conservation of energy for electromagnetic fields developed by British physicist John Henry Poynting. It states that in a given volume, the stored energy changes at a rate given by the work done on the charges within the volume, minus the rate at which energy leaves the volume. It is only strictly true in media which is not dispersive, but can be extended for the dispersive case. The theorem is analogous to the work-energy theorem in classical mechanics, and mathematically similar to the continuity equation.
Stokes flow, also named creeping flow or creeping motion, is a type of fluid flow where advective inertial forces are small compared with viscous forces. The Reynolds number is low, i.e. . This is a typical situation in flows where the fluid velocities are very slow, the viscosities are very large, or the length-scales of the flow are very small. Creeping flow was first studied to understand lubrication. In nature, this type of flow occurs in the swimming of microorganisms and sperm. In technology, it occurs in paint, MEMS devices, and in the flow of viscous polymers generally.
In classical electromagnetism, reciprocity refers to a variety of related theorems involving the interchange of time-harmonic electric current densities (sources) and the resulting electromagnetic fields in Maxwell's equations for time-invariant linear media under certain constraints. Reciprocity is closely related to the concept of symmetric operators from linear algebra, applied to electromagnetism.
In physics, charge conservation is the principle that the total electric charge in an isolated system never changes. The net quantity of electric charge, the amount of positive charge minus the amount of negative charge in the universe, is always conserved. Charge conservation, considered as a physical conservation law, implies that the change in the amount of electric charge in any volume of space is exactly equal to the amount of charge flowing into the volume minus the amount of charge flowing out of the volume. In essence, charge conservation is an accounting relationship between the amount of charge in a region and the flow of charge into and out of that region, given by a continuity equation between charge density and current density .
The following are important identities involving derivatives and integrals in vector calculus.
Weak formulations are important tools for the analysis of mathematical equations that permit the transfer of concepts of linear algebra to solve problems in other fields such as partial differential equations. In a weak formulation, equations or conditions are no longer required to hold absolutely and has instead weak solutions only with respect to certain "test vectors" or "test functions". In a strong formulation, the solution space is constructed such that these equations or conditions are already fulfilled.
The gradient theorem, also known as the fundamental theorem of calculus for line integrals, says that a line integral through a gradient field can be evaluated by evaluating the original scalar field at the endpoints of the curve. The theorem is a generalization of the second fundamental theorem of calculus to any curve in a plane or space rather than just the real line.
In mathematics, the trace operator extends the notion of the restriction of a function to the boundary of its domain to "generalized" functions in a Sobolev space. This is particularly important for the study of partial differential equations with prescribed boundary conditions, where weak solutions may not be regular enough to satisfy the boundary conditions in the classical sense of functions.
Stokes' theorem, also known as the Kelvin–Stokes theorem after Lord Kelvin and George Stokes, the fundamental theorem for curls or simply the curl theorem, is a theorem in vector calculus on . 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. It is illustrated in the figure, where the direction of positive circulation of the bounding contour ∂Σ, and the direction n of positive flux through the surface Σ, are related by a right-hand-rule. For the right hand the fingers circulate along ∂Σ and the thumb is directed along n.
The Leray projection, named after Jean Leray, is a linear operator used in the theory of partial differential equations, specifically in the fields of fluid dynamics. Informally, it can be seen as the projection on the divergence-free vector fields. It is used in particular to eliminate both the pressure term and the divergence-free term in the Stokes equations and Navier–Stokes equations.
In fluid dynamics, Prandtl–Batchelor theorem states that if in a two-dimensional laminar flow at high Reynolds number closed streamlines occur, then the vorticity in the closed streamline region must be a constant. A similar statement holds true for axisymmetric flows. The theorem is named after Ludwig Prandtl and George Batchelor. Prandtl in his celebrated 1904 paper stated this theorem in arguments, George Batchelor unaware of this work proved the theorem in 1956. The problem was also studied in the same year by Richard Feynman and Paco Lagerstrom and by W.W. Wood in 1957.
The streamline upwind Petrov–Galerkin pressure-stabilizing Petrov–Galerkin formulation for incompressible Navier–Stokes equations can be used for finite element computations of high Reynolds number incompressible flow using equal order of finite element space by introducing additional stabilization terms in the Navier–Stokes Galerkin formulation.