Theory Supplement Section L

63

PROOFS OF LINE INTEGRAL THEOREMS

In this section we give proofs of the Fundamental Theorem of Calculus for Line Integrals and Greens Theorem.

Proof of the Fundamental Theorem of Calculus for Line Integrals

Suppose that C is a curve from point P to point Q. Then the Fundamental Theorem of Calculus for Line Integrals says
C

grad f dr = f (Q) f (P ).

The Fundamental Theorem for Line Integrals can be derived from the Fundamental Theorem for ordinary denite integrals. Suppose that (x(t), y (t)), for a t b, is a parameterization of C , with endpoints P = (x(a), y (a)) and Q = (x(b), y (b)). Thus, the values of f along C are given by the single variable function h(t) = f (x(t), y (t)). Using this parameterization of C we have
b C

grad f dr = =

a b

(fx (x(t), y (t))i + fy (x(t), y (t))j ) (x (t)i + y (t)j )dt (fx (x(t), y (t))x (t) + fy (x(t), y (t))y (t))dt.

By the chain rule f dx f dy dh = + = fx x (t) + fy y (t). dt x dt y dt By the Fundamental Theorem of Calculus, this gives us
b C

grad f dr =

h (t)dt
a

= h(b) h(a) = f (Q) f (P ).

Proof of Greens Theorem

In this section we will give a proof of Greens Theorem based on the change of variables formula for double integrals. Suppose that C is a simple closed curve surrounding a region R in the plane and oriented so that the region is on the left as we move around the curve. Assume the vector eld F , dened at every point of R, is given in components by F (x, y ) = F1 (x, y )i + F2 (x, y )j , where F1 and F2 are continuously differentiable. We wish to show that F dr = F1 F2 x y dx dy.

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Theory Supplement Section L

y d C4 c a C3

C2

x b Figure L.46: A rectangular region R with boundary C broken into C1 , C2 , C3 , and C4

C1

Proof for Rectangles

We prove Greens Theorem rst when R is a rectangular region, as shown in Figure L.46. The line integral in Greens theorem can be written as
C

F dr = =

C1 b a d

F dr +

C2

F dr +
d c

C3

F dr +
b a

C4

F dr
d

F1 (x, c) dx +

F2 (b, y ) dy
b a

F1 (x, d) dx

F2 (a, y ) dy
c

=
c

(F2 (b, y ) F2 (a, y )) dy +

(F1 (x, d) + F1 (x, c)) dx.

On the other hand, the double integral in Greens theorem can be written as an iterated integral. We evaluate the inside integral using the Fundamental Theorem of Calculus. F2 F1 x y dx dy =
R d

F2 dx dy + x
b a

F1 dx dy y
b a c d

=
c d

F2 dx dy + x

F1 dy dx y
b a

=
c

(F2 (b, y ) F2 (a, y )) dy +

(F1 (x, d) + F1 (x, c)) dx.

Since the line integral and the double integral are equal, we have proved Greens theorem for rectangles.

Proof for Regions Parameterized by Rectangles

t d D4 c a T D3 y C3

D2 C4 D1 b s

C2

C1 x

Figure L.47: A curved region R in the xy -plane corresponding to a rectangular region T in the st-plane

Now we prove Greens Theorem for a region R which can be transformed into a rectangular region. Suppose we have a smooth change of coordinates x = x(s, t), y = y (s, t).

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65

Consider a curved region R in the xy -plane corresponding to a rectangular region T in the stplane, as in Figure L.47. We suppose that the change of coordinates is one-to-one on the interior of T. We prove Greens theorem for R using Greens theorem for T and the change of variables formula for double integrals given on page 823. First we express the line integral around C F dr ,

as a line integral in the st-plane around the rectangle D = D1 + D2 + D3 + D4 . In vector notation, the change of coordinates is r = r (s, t) = x(s, t)i + y (s, t)j and so F dr = F (r (s, t)) r r ds + F (r (s, t)) dt. s t

We dene a vector eld G on the st-plane with components G1 = F r s and G2 = F r . t

Then, if u is the position vector of a point in the st-plane, we have F dr = G1 ds+G2 dt = G du . Problem 5 at the end of this section asks you to show that the formula for line integrals along parameterized paths leads to the following result: F dr = G du .

In addition, using the product rule and chain rule we can show that G2 G1 = s t F2 F1 x y
x s x t y s y t

(See Problem 6 at the end of this section.) Hence, by the change of variables formula for double integrals on page 823, F1 F2 x y dx dy =
T

F1 F2 x y

x s x t

y s y t

ds dt =
T

G2 G1 s t

ds dt.

Thus we have shown that

C

F dr = dx dy =

G du G1 G2 s t ds dt.

and that
R

F1 F2 x y

The integrals on the right are equal, by Greens Theorem for rectangles; hence the integrals on the left are equal as well, which is Greens Theorem for the region R.

Pasting Regions Together

Lastly we show that Greens Theorem holds for a region formed by pasting together regions which can be transformed into rectangles. Figure L.48 shows two regions R 1 and R2 that t together

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Theory Supplement Section L

y C1 R1 C C

R2 C2 x

Figure L.48: Two regions R1 and R2 pasted together to form a region R

to form a region R. We break the boundary of R into C1 , the part shared with R1 , and C2 , the part shared with R2 . We let C be the part of the boundary of R1 which it shares with R2 . So Boundary of R = C1 + C2 , Boundary of R1 = C1 + C, Boundary of R2 = C2 + (C ).

Note that when the curve C is considered as part of the boundary of R2 , it receives the opposite orientation from the one it receives as the boundary of R1 . Thus F dr + F dr = =
C1

Boundary of R1

Boundary of R2

C1 +C

F dr +
C

C2 +(C )

F dr
C2

F dr + F dr +

F dr + F dr

F dr

F dr

=
C1

C2

=
Boundary of R

F dr .

So, applying Greens Theorem for R1 and R2 , we get F2 F1 x y dx dy =

R1

F1 F2 x y

dx dy +
R2

F1 F2 x y F dr

dx dy

=
Boundary of R1

F dr +

Boundary of R2

=
Boundary of R

F dr ,

which is Greens Theorem for R. Thus, we have proved Greens Theorem for any region formed by pasting together regions that are smoothly parameterized by rectangles.

Example 1

Let R be the annulus (ring) centered at the origin with inner radius 1 and outer radius 2. Using polar coordinates, show that the proof of Greens Theorem applies to R. See Figure L.49. In polar coordinates, x = r cos t and y = r sin t, the annulus corresponds to the rectangle in the rt-plane 1 r 2, 0 t 2 . The sides t = 0 and t = 2 are pasted together in the xy -plane along the x-axis; the other two sides become the inner and outer circles of the annulus. Thus R is formed by pasting the ends of a rectangle together.

Solution

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67

t 2

1 r=1 2

t=0 t = 2 x

r=2 r 1 2 Figure L.49: The annulus R in the xy -plane and the corresponding rectangle 1 r 2, 0 t 2 in the rt-plane

Problems for Section L

1. Let R be the annulus centered at (1, 2) with inner radius 2 and outer radius 3. Show that R can be parameterized by a rectangle. 2. Let R be the region under the rst arc of the graph of the sine function. Show that R can be parameterized by a rectangle. 3. Let f (x) and g (x) be two smooth functions, and suppose that f (x) g (x) for a x b. Let R be the region f (x) y g (x), a x b. (a) Sketch an example of such a region. (b) For a constant y0 , parameterize the horizontal line segment in R where y = y0 . Choose your parameterization so that the parameter starts at 0 and ends at 1. (c) By putting together the parameterizations in part (b) for different values of y0 , show that R can be parameterized by a rectangle. 5. Use the formula for calculating line integrals by parameterization to prove the statement on page 65: F dr = G du .

(a) Sketch an example of such a region. (b) For a constant x0 , parameterize the vertical line segment in R where x = x0 . Choose your parameterization so that the parameter starts at 0 and ends at 1. (c) By putting together the parameterizations in part (b) for different values of x0 , show that R can be parameterized by a rectangle.

6. Use the product rule and the chain rule to prove the formula on page 65: G1 G2 = s t F2 F1 x y
x s x t y s y t

4. Let f (y ) and g (y ) be two smooth functions, and suppose that f (y ) g (y ) for c y d. Let R be the region f (y ) x g (y ), c y d.