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Stokes' theorem

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, or rotor theorem is a theorem in vector calculus on three-dimensional Euclidean space and real coordinate space, . 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.

Theorem
Let \Sigma be a smooth oriented surface in \R^3, parametrized by \mathbf\Sigma(u,v), with boundary \partial \Sigma \equiv \Gamma , parametrized by \mathbf\Gamma(t). If a vector field : \mathbf{F}(x,y,z) = (F_x(x, y, z), F_y(x, y, z), F_z(x, y, z)) has continuous first-order partial derivatives in \Sigma, then \iint_\Sigma (\nabla \times \mathbf{F}) \cdot d\mathbf{\Sigma} = \oint_{\partial\Sigma} \mathbf{F} \cdot d\mathbf{\Gamma} with the shorthands for the line element d\mathbf\Gamma = \frac{d\mathbf\Gamma}{dt}dt and the surface element d\mathbf{\Sigma} = \mathbf{n} d\Sigma = \left( \frac{\partial \mathbf\Sigma}{\partial u} \times \frac{\partial \mathbf\Sigma}{\partial v} \right) du dv where \mathbf{n}(u,v) is the vector orthogonal to the surface at the point \mathbf\Sigma(u,v). The equality can be expressed in terms of differential forms, with \wedge being the wedge product and \text{d} the exterior derivative: \begin{align} &\iint_\Sigma \left(\left(\frac{\partial F_z}{\partial y}-\frac{\partial F_y}{\partial z} \right)\,\mathrm{d}y\wedge \mathrm{d}z +\left(\frac{\partial F_x}{\partial z}-\frac{\partial F_z}{\partial x}\right)\, \mathrm{d}z\wedge \mathrm{d}x +\left (\frac{\partial F_y}{\partial x}-\frac{\partial F_x}{\partial y}\right)\, \mathrm{d}x\wedge \mathrm{d}y\right) \\ & = \oint_{\partial\Sigma} \Bigl(F_x\, \mathrm{d}x+F_y\, \mathrm{d}y+F_z\, \mathrm{d}z\Bigr). \end{align} 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 \R^2. A more detailed statement will be given for subsequent discussions. Let \gamma:[a,b]\to\R^2 be a piecewise smooth Jordan plane curve: a simple closed curve in the plane. The Jordan curve theorem implies that \gamma divides \R^2 into two components, a compact one and another that is non-compact. Let D denote the compact part; then D is bounded by \gamma. It now suffices to transfer this notion of boundary along a continuous map to our surface in \R^3. But we already have such a map: the parametrization of \Sigma. Suppose \psi:D\to\R^3 is piecewise smooth at the neighborhood of D , with \Sigma=\psi(D). If \Gamma is the space curve defined by \Gamma(t)=\psi(\gamma(t)) then we call \Gamma the boundary of \Sigma, written \partial\Sigma With the above notation, if \mathbf{F} is any smooth vector field on \R^3, then\oint_{\partial\Sigma} \mathbf{F}\, \cdot\, d{\mathbf{\Gamma}} = \iint_{\Sigma} \nabla\times\mathbf{F}\, \cdot\, d\mathbf{\Sigma}. Here, the "\cdot" represents the dot product in \R^3. Special case of a more general theorem Stokes' theorem can be viewed as a special case of the following identity: \oint_{\partial\Sigma} (\mathbf{F}\, \cdot\, d{\mathbf{\Gamma}})\,\mathbf{g} = \iint_{\Sigma}\left[ d\mathbf{\Sigma}\cdot\left( \nabla\times\mathbf{F}- \mathbf{F}\times\nabla\right)\right]\mathbf{g}, where \mathbf{g} is any smooth vector or scalar field in \mathbb{R}^3. When \mathbf{g} is a uniform scalar field, the standard Stokes' theorem is recovered. == Proof ==
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). 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. Recognizing that the columns of are precisely the partial derivatives of at , we can expand the previous equation in coordinates as \begin{align} \oint_{\partial\Sigma}{\mathbf{F}(\mathbf{x})\cdot\,\mathrm{d}\mathbf{\Gamma}} &= \oint_{\gamma}{\mathbf{F}(\boldsymbol{\psi}(\mathbf{y}))\cdot J_{\mathbf{y}}(\boldsymbol{\psi})\mathbf{e}_u(\mathbf{e}_u\cdot\,\mathrm{d}\mathbf{y}) + \mathbf{F}(\boldsymbol{\psi}(\mathbf{y}))\cdot J_{\mathbf{y}}(\boldsymbol{\psi})\mathbf{e}_v(\mathbf{e}_v\cdot\,\mathrm{d}\mathbf{y})} \\ &=\oint_{\gamma}{\left(\left(\mathbf{F}(\boldsymbol{\psi}(\mathbf{y}))\cdot\frac{\partial\boldsymbol{\psi}}{\partial u}(\mathbf{y})\right)\mathbf{e}_u + \left(\mathbf{F}(\boldsymbol{\psi}(\mathbf{y}))\cdot\frac{\partial\boldsymbol{\psi}}{\partial v}(\mathbf{y})\right)\mathbf{e}_v\right)\cdot\,\mathrm{d}\mathbf{y}} \end{align} Second step in the elementary proof (defining the pullback) The previous step suggests we define the function \mathbf{P}(u,v) = \left(\mathbf{F}(\boldsymbol{\psi}(u,v))\cdot\frac{\partial\boldsymbol{\psi}}{\partial u}(u,v)\right)\mathbf{e}_u + \left(\mathbf{F}(\boldsymbol{\psi}(u,v))\cdot\frac{\partial\boldsymbol{\psi}}{\partial v}(u,v) \right)\mathbf{e}_v Now, if the scalar value functions P_u and P_v are defined as follows, {P_u}(u,v) = \left(\mathbf{F}(\boldsymbol{\psi}(u,v))\cdot\frac{\partial\boldsymbol{\psi}}{\partial u}(u,v)\right) {P_v}(u,v) =\left(\mathbf{F}(\boldsymbol{\psi}(u,v))\cdot\frac{\partial\boldsymbol{\psi}}{\partial v}(u,v) \right) then, \mathbf{P}(u,v) = {P_u}(u,v) \mathbf{e}_u + {P_v}(u,v) \mathbf{e}_v . This is the pullback of along , and, by the above, it satisfies \oint_{\partial\Sigma}{\mathbf{F}(\mathbf{x})\cdot\,\mathrm{d}\mathbf{l}}=\oint_{\gamma}{\mathbf{P}(\mathbf{y})\cdot\,\mathrm{d}\mathbf{l}} =\oint_{\gamma}{( {P_u}(u,v) \mathbf{e}_u + {P_v}(u,v) \mathbf{e}_v)\cdot\,\mathrm{d}\mathbf{l}} 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: \begin{align} \frac{\partial P_u}{\partial v} &= \frac{\partial (\mathbf{F}\circ \boldsymbol{\psi})}{\partial v}\cdot\frac{\partial \boldsymbol\psi}{\partial u} + (\mathbf{F}\circ \boldsymbol\psi) \cdot\frac{\partial^2 \boldsymbol\psi}{\partial v \, \partial u} \\[5pt] \frac{\partial P_v}{\partial u} &= \frac{\partial (\mathbf{F}\circ \boldsymbol{\psi})}{\partial u}\cdot\frac{\partial \boldsymbol\psi}{\partial v} + (\mathbf{F}\circ \boldsymbol\psi) \cdot\frac{\partial^2 \boldsymbol\psi}{\partial u \, \partial v} \end{align} Conveniently, the second term vanishes in the difference, by equality of mixed partials. So, \begin{align} \frac{\partial P_v}{\partial u} - \frac{\partial P_u}{\partial v} &= \frac{\partial (\mathbf{F}\circ \boldsymbol\psi)}{\partial u}\cdot\frac{\partial \boldsymbol\psi}{\partial v} - \frac{\partial (\mathbf{F}\circ \boldsymbol\psi)}{\partial v}\cdot\frac{\partial \boldsymbol\psi}{\partial u} \\[5pt] &= \frac{\partial \boldsymbol\psi}{\partial v}\cdot(J_{\boldsymbol\psi(u,v)}\mathbf{F})\frac{\partial \boldsymbol\psi}{\partial u} - \frac{\partial \boldsymbol\psi}{\partial u}\cdot(J_{\boldsymbol\psi(u,v)}\mathbf{F})\frac{\partial \boldsymbol\psi}{\partial v} && \text{(chain rule)}\\[5pt] &= \frac{\partial \boldsymbol\psi}{\partial v}\cdot\left(J_{\boldsymbol\psi(u,v)}\mathbf{F}-{(J_{\boldsymbol\psi(u,v)}\mathbf{F})}^{\mathsf{T}}\right)\frac{\partial \boldsymbol\psi}{\partial u} \end{align} But now consider the matrix in that quadratic form—that is, J_{\boldsymbol\psi(u,v)}\mathbf{F}-(J_{\boldsymbol\psi(u,v)}\mathbf{F})^{\mathsf{T}}. We claim this matrix in fact describes a cross product. Here the superscript " {}^{\mathsf{T}} " represents the transposition of matrices. To be precise, let A=(A_{ij})_{ij} be an arbitrary matrix and let \mathbf{a}= \begin{bmatrix}a_1 \\ a_2 \\ a_3\end{bmatrix} = \begin{bmatrix}A_{32}-A_{23} \\ A_{13}-A_{31} \\ A_{21}-A_{12}\end{bmatrix} Note that is linear, so it is determined by its action on basis elements. But by direct calculation \begin{align} \left(A-A^{\mathsf{T}}\right)\mathbf{e}_1 &= \begin{bmatrix} 0 \\ a_3 \\ -a_2 \end{bmatrix} = \mathbf{a}\times\mathbf{e}_1\\ \left(A-A^{\mathsf{T}}\right)\mathbf{e}_2 &= \begin{bmatrix} -a_3 \\ 0 \\ a_1 \end{bmatrix} = \mathbf{a}\times\mathbf{e}_2\\ \left(A-A^{\mathsf{T}}\right)\mathbf{e}_3 &= \begin{bmatrix} a_2 \\ -a_1 \\ 0 \end{bmatrix} = \mathbf{a}\times\mathbf{e}_3 \end{align} Here, {{math|{e1, e2, e3}}} represents an orthonormal basis in the coordinate directions of \R^3. Thus for any . Substituting {(J_{\boldsymbol\psi(u,v)}\mathbf{F})} for , we obtain \left({(J_{\boldsymbol\psi(u,v)}\mathbf{F})} - {(J_{\boldsymbol\psi(u,v)}\mathbf{F})}^{\mathsf{T}} \right) \mathbf{x} =(\nabla\times\mathbf{F})\times \mathbf{x}, \quad \text{for all}\, \mathbf{x}\in\R^{3} We can now recognize the difference of partials as a (scalar) triple product: \begin{align} \frac{\partial P_v}{\partial u} - \frac{\partial P_u}{\partial v} &= \frac{\partial \boldsymbol\psi}{\partial v}\cdot(\nabla\times\mathbf{F}) \times \frac{\partial \boldsymbol\psi}{\partial u} = (\nabla\times\mathbf{F})\cdot \frac{\partial \boldsymbol\psi}{\partial u} \times \frac{\partial \boldsymbol\psi}{\partial v} \end{align} On the other hand, the definition of a surface integral also includes a triple product—the very same one! \begin{align} \iint_\Sigma (\nabla\times\mathbf{F})\cdot \, d\mathbf{\Sigma} &=\iint_D {(\nabla\times\mathbf{F})(\boldsymbol\psi(u,v))\cdot\frac{\partial \boldsymbol\psi}{\partial u}(u,v)\times \frac{\partial \boldsymbol\psi}{\partial v}(u,v)\,\mathrm{d}u\,\mathrm{d}v} \end{align} So, we obtain \iint_\Sigma (\nabla\times\mathbf{F})\cdot \,\mathrm{d}\mathbf{\Sigma } = \iint_D \left( \frac{\partial P_v}{\partial u} - \frac{\partial P_u}{\partial v} \right) \,\mathrm{d}u\,\mathrm{d}v 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 P_u(u,v), P_v(u,v) defined on D; \oint_{\gamma}{( {P_u}(u,v) \mathbf{e}_u + {P_v}(u,v) \mathbf{e}_v)\cdot\,\mathrm{d}\mathbf{l}} = \iint_D \left( \frac{\partial P_v}{\partial u} - \frac{\partial P_u}{\partial v} \right) \,\mathrm{d}u\,\mathrm{d}v 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 \R^3\to\R^3 can be identified with the differential 1-forms on \R^3 via the map F_x\mathbf{e}_1+F_y\mathbf{e}_2+F_z\mathbf{e}_3 \mapsto F_x\,\mathrm{d}x + F_y\,\mathrm{d}y + F_z\,\mathrm{d}z . Write the differential 1-form associated to a function as . Then one can calculate that \star\omega_{\nabla\times\mathbf{F}}=\mathrm{d}\omega_{\mathbf{F}}, where is the Hodge star and \mathrm{d} is the exterior derivative. Thus, by generalized Stokes' theorem, \oint_{\partial\Sigma}{\mathbf{F}\cdot\,\mathrm{d}\mathbf{\gamma}} =\oint_{\partial\Sigma}{\omega_{\mathbf{F}}} =\int_{\Sigma}{\mathrm{d}\omega_{\mathbf{F}}} =\int_{\Sigma}{\star\omega_{\nabla\times\mathbf{F}}} =\iint_{\Sigma}{\nabla\times\mathbf{F}\cdot\,\mathrm{d}\mathbf{\Sigma}} == Applications ==
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 on an open U\subseteq\R^3 is irrotational (lamellar vector field) if . This concept is very fundamental in mechanics; as we'll prove later, if is irrotational and the domain of is simply connected, then 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).''' 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. Let U\subseteq\R^3 be open and simply connected with an irrotational vector field . For all piecewise smooth loops \int_{c_0} \mathbf{F} \, \mathrm{d}c_0 = 0 Maxwell's equations 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, \mathbf{E}: \oint_{\partial\Sigma} \mathbf{E} \cdot \mathrm{d}\boldsymbol{l}= \iint_\Sigma \mathbf{\nabla}\times \mathbf{E} \cdot \mathrm{d} \mathbf{S} . For Ampère's law, Stokes' theorem is applied to the magnetic field, \mathbf{B}: \oint_{\partial\Sigma} \mathbf{B} \cdot \mathrm{d}\boldsymbol{l}= \iint_\Sigma \mathbf{\nabla}\times \mathbf{B} \cdot \mathrm{d} \mathbf{S} . == Notes ==
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