Stokes’ theorem

Area within closed boundary

August 11, 2024 math and physics play , , , , , ,

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Motivation.

On vacation I was reading some more of [1]. It was mentioned in passing that the area contained within a closed parameterized curve is given by
\begin{equation}\label{eqn:containedArea:20}
A = \inv{2} \int_{t_0}^{t_1} \lr{x y’ – y x’} dt,
\end{equation}
where \( x = x(t), y = y(t), t \in [t_0, t_1] \). This has the look of a Stokes theorem coordinate expansion (specifically, the Green’s theorem special case of Stokes’), but with somewhat mysterious looking factor of one half out in front. My aim in this post is to understand the origins of this area relationship, and play with it a bit.

Circular coordinates example.

The book suggests that the reader verify this for a circular parameterization, so we’ll do that here too.

Let
\begin{equation}\label{eqn:containedArea:40}
\begin{aligned}
x(t) &= r \cos t \\
y(t) &= r \sin t,
\end{aligned}
\end{equation}
where \( t \in [0, 2 \pi] \). Plugging in this, we have
\begin{equation}\label{eqn:containedArea:60}
\begin{aligned}
A
&= \inv{2} \int_0^{2 \pi} \lr{ r \cos t \lr{ r \cos t } – r \sin t \lr{ – r \sin t } } dt \\
&= \frac{r^2}{2} \int_0^{2 \pi} \lr{ \cos^2 t + \sin^2 t } dt \\
&= \frac{2 \pi r^2}{2} \\
&= \pi r^2.
\end{aligned}
\end{equation}
This simple example works out.

Piecewise linear parametrization example.

One parameterization of the unit parallelogram depicted in fig. 1 is

\begin{equation}\label{eqn:containedArea:340}
\begin{aligned}
(x,y) &= (t, 0),\quad t \in [0,1] \\
&= (t, t – 1),\quad t \in [1,2] \\
&= (4 – t, 1),\quad t \in [2,3] \\
&= (4 – t, 4 – t),\quad t \in [3,4]
\end{aligned}
\end{equation}

fig. 1. Parallelogram with unit area.

fig. 1. Parallelogram with unit area.

Respective evaluating of \( x y’ – y x’ \) in each of these regions gives
\begin{equation}\label{eqn:containedArea:360}
\begin{aligned}
(t) (0) – (0)(0) &= 0 \\
(t) (1) – (t-1)(1) &= 1 \\
(4-t)(0) – (1)(-1) &= 1 \\
(4-t)(-1) – (4-t)(-1) &= 0,
\end{aligned}
\end{equation}
and integrating
\begin{equation}\label{eqn:containedArea:380}
\inv{2} \int_0^4 \lr{ x y’ – y x’} dt = \frac{2}{2} = 1,
\end{equation}
as expected. In this example, the directional derivative is not continuous at the corners of the parallelogram, but that is not a requirement (as it should not be, as the area is well defined despite any corners.)

Can we discover this relationship using the Jacobian?

Graphically, I can imagine that we could find this area relationship, by considering a parameterization of a family of nested closed curves, as depicted in fig. 2.

fig. 2. Family of nested closed curves.

fig. 2. Family of nested closed curves.

For such a parameterization, calculating the area is just a Jacobian evaluation
\begin{equation}\label{eqn:containedArea:80}
\begin{aligned}
A
&= \iint \frac{\partial(x, y)}{\partial(u,t)} du dt \\
&= \iint \lr{ \PD{u}{x} \PD{t}{y} – \PD{u}{y} \PD{t}{x} } du dt \\
&= \iint \lr{ \PD{u}{x} y’ – \PD{u}{y} x’ } du dt.
\end{aligned}
\end{equation}
Let’s try to eliminate the \( u \) derivatives using integration by parts, and see what we get.
\begin{equation}\label{eqn:containedArea:100}
\begin{aligned}
A
&= \iint \lr{ \PD{u}{x} y’ – \PD{u}{y} x’ } du dt \\
&= \iint \frac{d}{du} \lr{ x y’ – y x’ } du dt – \iint \lr{ x \PD{u}{y’} – y \PD{u}{x’} } du dt \\
&= \int \lr{ x y’ – y x’ } dt – \iint \lr{ x \PD{u}{y’} – y \PD{u}{x’} } du dt.
\end{aligned}
\end{equation}
This is interesting, as we find the area equation that we are interested (times two), but we have a strange new area equation. Essentially, we have found, assuming we trust the claim in the book, that
\begin{equation}\label{eqn:containedArea:120}
A = 2 A – \iint \lr{ x \PD{u}{y’} – y \PD{u}{x’} } du dt,
\end{equation}
so it seems that the area can also be expressed as
\begin{equation}\label{eqn:containedArea:140}
A = \iint \lr{ x \frac{\partial^2 y}{\partial u \partial t} – y \frac{\partial^2 x}{\partial u \partial t} } du dt.
\end{equation}
Let’s again use the circular parameterization to verify that this works. I won’t try to prove this directly, but instead, we’ll use Stokes’ theorem to prove the stated result, from which we get this second derivative area formula as a side effect by virtue of our integration by parts expansion above.

For the circular parameterization, we have
\begin{equation}\label{eqn:containedArea:160}
\begin{aligned}
A
&= \int_{r = 0}^R dr \int_{t = 0}^{2 \pi} dt \lr{ x \frac{\partial^2 y}{\partial r \partial t} – y \frac{\partial^2 x}{\partial r \partial t} } \\
&= \int_{r = 0}^R dr \int_{t = 0}^{2 \pi} dt \lr{ r \cos t \frac{\partial \sin t}{\partial t} – r \sin t \frac{\partial \cos t}{\partial t} } \\
&= \int_{r = 0}^R r dr \int_{t = 0}^{2 \pi} dt \lr{ \cos^2 t + \sin^2 t } \\
&= \frac{R^2}{2} 2 \pi \\
&= \pi R^2.
\end{aligned}
\end{equation}
This checks out, at least for this one specific circular parameterization.

Area formula derivation using Stokes’ theorem.

Theorem 1.1: Green’s theorem.

\begin{equation}\label{eqn:containedArea:260}
\iint dx dy \lr{ \PD{x}{M} – \PD{y}{L} } = \oint L dx + M dy.
\end{equation}

Start proof:

We start with the general two parameter integration theorem
\begin{equation}\label{eqn:containedArea:180}
\iint F d^2 \Bx \lrpartial G = -\oint F d\Bx G,
\end{equation}
set \( F = 1, G = \Bf \), and apply scalar selection
\begin{equation}\label{eqn:containedArea:200}
\iint \gpgradezero{ d^2 \Bx \lrpartial \Bf } = -\oint d\Bx \cdot \Bf,
\end{equation}
to find the two parameter form of Stokes’ theorem
\begin{equation}\label{eqn:containedArea:220}
\iint d^2 \Bx \cdot \lr{ \spacegrad \wedge \Bf } = -\oint d\Bx \cdot \Bf,
\end{equation}

With a planar parameterization, say \( \Bf = L \Be_1 + M \Be_2 \), we have \( d\Bx \cdot \Bf = L dx + M dy \), and for the LHS
\begin{equation}\label{eqn:containedArea:240}
\begin{aligned}
\iint d^2 \Bx \cdot \lr{ \spacegrad \wedge \Bf }
&=
\iint dx dy \Be_{12}^2
\begin{vmatrix}
\partial_1 & \partial_2 \\
L & M
\end{vmatrix} \\
&=
-\iint dx dy \lr{ \PD{x}{M} – \PD{y}{L} }.
\end{aligned}
\end{equation}

End proof.

Parameterized area equation.

If we wish to evaluate an elementary area, we can pick \( L, M \) such that \( \PDi{x}{M} – \PDi{y}{L} = 1 \). One such selection is
\begin{equation}\label{eqn:containedArea:280}
\begin{aligned}
M &= \frac{x}{2} \\
L &= -\frac{y}{2},
\end{aligned}
\end{equation}
so
\begin{equation}\label{eqn:containedArea:300}
A = \inv{2} \oint -y dx + x dy = \inv{2} \int \lr{ x y’ – y x’ } dt.
\end{equation}
Clearly, there are other possible choices of \( L, M \) that we could use to find alternate area equations, but this choice seems to be independent of the shape of the region.

References

[1] F.W. Byron and R.W. Fuller. Mathematics of Classical and Quantum Physics. Dover Publications, 1992.

Corollaries to Stokes and Divergence theorems

October 12, 2016 math and physics play , , , , , , , , ,

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In [1] a few problems are set to prove some variations of Stokes theorem. He gives some cool tricks to prove each one using just the classic 3D Stokes and divergence theorems. We can also do them directly from the more general Stokes theorem \( \int d^k \Bx \cdot (\spacegrad \wedge F) = \oint d^{k-1} \Bx \cdot F \).

Question: Stokes theorem on scalar function. ([1] pr. 1.60a)

Prove
\begin{equation}\label{eqn:stokesCorollariesGriffiths:20}
\int \spacegrad T dV = \oint T d\Ba.
\end{equation}

Answer

The direct way to prove this is to apply Stokes theorem

\begin{equation}\label{eqn:stokesCorollariesGriffiths:80}
\int d^3 \Bx \cdot (\spacegrad \wedge T) = \oint d^2 \Bx \cdot T
\end{equation}

Here \( d^3 \Bx = d\Bx_1 \wedge d\Bx_2 \wedge d\Bx_3 \), a pseudoscalar (trivector) volume element, and the wedge and dot products take their most general meanings. For \(k\)-blade \( F \), and \(k’\)-blade \( F’ \), that is

\begin{equation}\label{eqn:stokesCorollariesGriffiths:100}
\begin{aligned}
F \wedge F’ &= \gpgrade{F F’}{k+k’} \\
F \cdot F’ &= \gpgrade{F F’}{\Abs{k-k’}}
\end{aligned}
\end{equation}

With \( d^3\Bx = I dV \), and \( d^2 \Bx = I \ncap dA = I d\Ba \), we have

\begin{equation}\label{eqn:stokesCorollariesGriffiths:120}
\int I dV \spacegrad T = \oint I d\Ba T.
\end{equation}

Cancelling the factors of \( I \) proves the result.

Griffith’s trick to do this was to let \( \Bv = \Bc T \), where \( \Bc \) is a constant. For this, the divergence theorem integral is

\begin{equation}\label{eqn:stokesCorollariesGriffiths:160}
\begin{aligned}
\int dV \spacegrad \cdot (\Bc T)
&=
\int dV \Bc \cdot \spacegrad T \\
&=
\Bc \cdot \int dV \spacegrad T \\
&=
\oint d\Ba \cdot (\Bc T) \\
&=
\Bc \cdot \oint d\Ba T.
\end{aligned}
\end{equation}

This is true for any constant \( \Bc \), so is also true for the unit vectors. This allows for summing projections in each of the unit directions

\begin{equation}\label{eqn:stokesCorollariesGriffiths:180}
\begin{aligned}
\int dV \spacegrad T
&=
\sum \Be_k \lr{ \Be_k \cdot \int dV \spacegrad T } \\
&=
\sum \Be_k \lr{ \Be_k \cdot \oint d\Ba T } \\
&=
\oint d\Ba T.
\end{aligned}
\end{equation}

Question: ([1] pr. 1.60b)

Prove
\begin{equation}\label{eqn:stokesCorollariesGriffiths:40}
\int \spacegrad \cross \Bv dV = -\oint \Bv \cross d\Ba.
\end{equation}

Answer

This also follows directly from the general Stokes theorem

\begin{equation}\label{eqn:stokesCorollariesGriffiths:200}
\int d^3 \Bx \cdot \lr{ \spacegrad \wedge \Bv } = \oint d^2 \Bx \cdot \Bv
\end{equation}

The volume integrand is

\begin{equation}\label{eqn:stokesCorollariesGriffiths:220}
\begin{aligned}
d^3 \Bx \cdot \lr{ \spacegrad \wedge \Bv }
&=
\gpgradeone{ I dV I \spacegrad \cross \Bv } \\
&=
-dV \spacegrad \cross \Bv,
\end{aligned}
\end{equation}

and the surface integrand is
\begin{equation}\label{eqn:stokesCorollariesGriffiths:240}
\begin{aligned}
d^2 \Bx \cdot \Bv
&=
\gpgradeone{ I d\Ba \Bv } \\
&=
\gpgradeone{ I (d\Ba \wedge \Bv) } \\
&=
I^2 (d\Ba \cross \Bv) \\
&=
-d\Ba \cross \Bv \\
&=
\Bv \cross d\Ba.
\end{aligned}
\end{equation}

Plugging these into \ref{eqn:stokesCorollariesGriffiths:200} proves the result.

Griffiths trick for the same is to apply the divergence theorem to \( \Bv \cross \Bc \). Such a volume integral is

\begin{equation}\label{eqn:stokesCorollariesGriffiths:260}
\begin{aligned}
\int dV \spacegrad \cdot (\Bv \cross \Bc)
&=
\int dV \Bc \cdot (\spacegrad \cross \Bv) \\
&=
\Bc \cdot \int dV \spacegrad \cross \Bv.
\end{aligned}
\end{equation}

This must equal
\begin{equation}\label{eqn:stokesCorollariesGriffiths:280}
\begin{aligned}
\oint d\Ba \cdot (\Bv \cross \Bc)
&=
\Bc \cdot \oint d\Ba \cross \Bv \\
&=
-\Bc \cdot \oint \Bv \cross d\Ba
\end{aligned}
\end{equation}

Again, assembling projections, we have
\begin{equation}\label{eqn:stokesCorollariesGriffiths:300}
\begin{aligned}
\int dV \spacegrad \cross \Bv
&=
\sum \Be_k \lr{ \Be_k \cdot \int dV \spacegrad \cross \Bv } \\
&=
-\sum \Be_k \lr{ \Be_k \cdot \oint \Bv \cross d\Ba } \\
&=
-\oint \Bv \cross d\Ba.
\end{aligned}
\end{equation}

Question: ([1] pr. 1.60e)

Prove
\begin{equation}\label{eqn:stokesCorollariesGriffiths:60}
\int \spacegrad T \cross d\Ba = -\oint T d\Bl.
\end{equation}

Answer

This one follows from
\begin{equation}\label{eqn:stokesCorollariesGriffiths:320}
\int d^2 \Bx \cdot \lr{ \spacegrad \wedge T } = \oint d^1 \Bx \cdot T.
\end{equation}

The surface integrand can be written
\begin{equation}\label{eqn:stokesCorollariesGriffiths:340}
\begin{aligned}
d^2 \Bx \cdot \lr{ \spacegrad \wedge T }
&=
\gpgradeone{ I d\Ba \spacegrad T } \\
&=
I (d\Ba \wedge \spacegrad T ) \\
&=
I^2 ( d\Ba \cross \spacegrad T ) \\
&=
-d\Ba \cross \spacegrad T.
\end{aligned}
\end{equation}

The line integrand is

\begin{equation}\label{eqn:stokesCorollariesGriffiths:360}
d^1 \Bx \cdot T = d^1 \Bx T.
\end{equation}

Given a two parameter representation of the surface area element \( d^2 \Bx = d\Bx_1 \wedge d\Bx_2 \), the line element representation is
\begin{equation}\label{eqn:stokesCorollariesGriffiths:380}
\begin{aligned}
d^1 \Bx
&= (\Bx_1 \wedge d\Bx_2) \cdot \Bx^1 + (d\Bx_1 \wedge \Bx_2) \cdot \Bx^2 \\
&= -d\Bx_2 + d\Bx_1,
\end{aligned}
\end{equation}

giving

\begin{equation}\label{eqn:stokesCorollariesGriffiths:400}
\begin{aligned}
-\int d\Ba \cross \spacegrad T
&=
\int
-\evalbar{\lr{ \PD{u_2}{\Bx} T }}{\Delta u_1} du_2
+\evalbar{\lr{ \PD{u_1}{\Bx} T }}{\Delta u_2} du_1 \\
&=
-\oint d\Bl T,
\end{aligned}
\end{equation}

or
\begin{equation}\label{eqn:stokesCorollariesGriffiths:420}
\int \spacegrad T \cross d\Ba
=
-\oint d\Bl T.
\end{equation}

Griffiths trick for the same is to use \( \Bv = \Bc T \) for constant \( \Bc \) in (the usual 3D) Stokes’ theorem. That is

\begin{equation}\label{eqn:stokesCorollariesGriffiths:440}
\begin{aligned}
\int d\Ba \cdot (\spacegrad \cross (\Bc T))
&=
\Bc \cdot \int d\Ba \cross \spacegrad T \\
&=
-\Bc \cdot \int \spacegrad T \cross d\Ba \\
&=
\oint d\Bl \cdot (\Bc T) \\
&=
\Bc \cdot \oint d\Bl T.
\end{aligned}
\end{equation}

Again assembling projections we have
\begin{equation}\label{eqn:stokesCorollariesGriffiths:460}
\begin{aligned}
\int \spacegrad T \cross d\Ba
&=
\sum \Be_k \lr{ \Be_k \cdot \int \spacegrad T \cross d\Ba} \\
&=
-\sum \Be_k \lr{ \Be_k \cdot \oint d\Bl T } \\
&=
-\oint d\Bl T.
\end{aligned}
\end{equation}

References

[1] David Jeffrey Griffiths and Reed College. Introduction to electrodynamics. Prentice hall Upper Saddle River, NJ, 3rd edition, 1999.

Fundamental Theorem of Geometric Calculus

September 20, 2016 math and physics play , , , , , , , , , , , , , , , ,

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Stokes Theorem

The Fundamental Theorem of (Geometric) Calculus is a generalization of Stokes theorem to multivector integrals. Notationally, it looks like Stokes theorem with all the dot and wedge products removed. It is worth restating Stokes theorem and all the definitions associated with it for reference

Stokes’ Theorem

For blades \(F \in \bigwedge^{s}\), and \(m\) volume element \(d^k \Bx, s < k\), \begin{equation*} \int_V d^k \Bx \cdot (\boldpartial \wedge F) = \oint_{\partial V} d^{k-1} \Bx \cdot F. \end{equation*} This is a loaded and abstract statement, and requires many definitions to make it useful

  • The volume integral is over a \(m\) dimensional surface (manifold).
  • Integration over the boundary of the manifold \(V\) is indicated by \( \partial V \).
  • This manifold is assumed to be spanned by a parameterized vector \( \Bx(u^1, u^2, \cdots, u^k) \).
  • A curvilinear coordinate basis \( \setlr{ \Bx_i } \) can be defined on the manifold by
    \begin{equation}\label{eqn:fundamentalTheoremOfCalculus:40}
    \Bx_i \equiv \PD{u^i}{\Bx} \equiv \partial_i \Bx.
    \end{equation}

  • A dual basis \( \setlr{\Bx^i} \) reciprocal to the tangent vector basis \( \Bx_i \) can be calculated subject to the requirement \( \Bx_i \cdot \Bx^j = \delta_i^j \).
  • The vector derivative \(\boldpartial\), the projection of the gradient onto the tangent space of the manifold, is defined by
    \begin{equation}\label{eqn:fundamentalTheoremOfCalculus:100}
    \boldpartial = \Bx^i \partial_i = \sum_{i=1}^k \Bx_i \PD{u^i}{}.
    \end{equation}

  • The volume element is defined by
    \begin{equation}\label{eqn:fundamentalTheoremOfCalculus:60}
    d^k \Bx = d\Bx_1 \wedge d\Bx_2 \cdots \wedge d\Bx_k,
    \end{equation}

    where

    \begin{equation}\label{eqn:fundamentalTheoremOfCalculus:80}
    d\Bx_k = \Bx_k du^k,\qquad \text{(no sum)}.
    \end{equation}

  • The volume element is non-zero on the manifold, or \( \Bx_1 \wedge \cdots \wedge \Bx_k \ne 0 \).
  • The surface area element \( d^{k-1} \Bx \), is defined by
    \begin{equation}\label{eqn:fundamentalTheoremOfCalculus:120}
    d^{k-1} \Bx = \sum_{i = 1}^k (-1)^{k-i} d\Bx_1 \wedge d\Bx_2 \cdots \widehat{d\Bx_i} \cdots \wedge d\Bx_k,
    \end{equation}

    where \( \widehat{d\Bx_i} \) indicates the omission of \( d\Bx_i \).

  • My proof for this theorem was restricted to a simple “rectangular” volume parameterized by the ranges
    \(
    [u^1(0), u^1(1) ] \otimes
    [u^2(0), u^2(1) ] \otimes \cdots \otimes
    [u^k(0), u^k(1) ] \)

  • The precise meaning that should be given to oriented area integral is
    \begin{equation}\label{eqn:fundamentalTheoremOfCalculus:140}
    \oint_{\partial V} d^{k-1} \Bx \cdot F
    =
    \sum_{i = 1}^k (-1)^{k-i} \int \evalrange{
    \lr{ \lr{ d\Bx_1 \wedge d\Bx_2 \cdots \widehat{d\Bx_i} \cdots \wedge d\Bx_k } \cdot F }
    }{u^i = u^i(0)}{u^i(1)},
    \end{equation}

    where both the a area form and the blade \( F \) are evaluated at the end points of the parameterization range.

After the work of stating exactly what is meant by this theorem, most of the proof follows from the fact that for \( s < k \) the volume curl dot product can be expanded as \begin{equation}\label{eqn:fundamentalTheoremOfCalculus:160} \int_V d^k \Bx \cdot (\boldpartial \wedge F) = \int_V d^k \Bx \cdot (\Bx^i \wedge \partial_i F) = \int_V \lr{ d^k \Bx \cdot \Bx^i } \cdot \partial_i F. \end{equation} Each of the \(du^i\) integrals can be evaluated directly, since each of the remaining \(d\Bx_j = du^j \PDi{u^j}{}, i \ne j \) is calculated with \( u^i \) held fixed. This allows for the integration over a ``rectangular'' parameterization region, proving the theorem for such a volume parameterization. A more general proof requires a triangulation of the volume and surface, but the basic principle of the theorem is evident, without that additional work.

Fundamental Theorem of Calculus

There is a Geometric Algebra generalization of Stokes theorem that does not have the blade grade restriction of Stokes theorem. In [2] this is stated as

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:180}
\int_V d^k \Bx \boldpartial F = \oint_{\partial V} d^{k-1} \Bx F.
\end{equation}

A similar expression is used in [1] where it is also pointed out there is a variant with the vector derivative acting to the left

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:200}
\int_V F d^k \Bx \boldpartial = \oint_{\partial V} F d^{k-1} \Bx.
\end{equation}

In [3] it is pointed out that a bidirectional formulation is possible, providing the most general expression of the Fundamental Theorem of (Geometric) Calculus

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:220}
\boxed{
\int_V F d^k \Bx \boldpartial G = \oint_{\partial V} F d^{k-1} \Bx G.
}
\end{equation}

Here the vector derivative acts both to the left and right on \( F \) and \( G \). The specific action of this operator is
\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:240}
\begin{aligned}
F \boldpartial G
&=
(F \boldpartial) G
+
F (\boldpartial G) \\
&=
(\partial_i F) \Bx^i G
+
F \Bx^i (\partial_i G).
\end{aligned}
\end{equation}

The fundamental theorem can be demonstrated by direct expansion. With the vector derivative \( \boldpartial \) and its partials \( \partial_i \) acting bidirectionally, that is

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:260}
\begin{aligned}
\int_V F d^k \Bx \boldpartial G
&=
\int_V F d^k \Bx \Bx^i \partial_i G \\
&=
\int_V F \lr{ d^k \Bx \cdot \Bx^i + d^k \Bx \wedge \Bx^i } \partial_i G.
\end{aligned}
\end{equation}

Both the reciprocal frame vectors and the curvilinear basis span the tangent space of the manifold, since we can write any reciprocal frame vector as a set of projections in the curvilinear basis

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:280}
\Bx^i = \sum_j \lr{ \Bx^i \cdot \Bx^j } \Bx_j,
\end{equation}

so \( \Bx^i \in sectionpan \setlr{ \Bx_j, j \in [1,k] } \).
This means that \( d^k \Bx \wedge \Bx^i = 0 \), and

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:300}
\begin{aligned}
\int_V F d^k \Bx \boldpartial G
&=
\int_V F \lr{ d^k \Bx \cdot \Bx^i } \partial_i G \\
&=
\sum_{i = 1}^{k}
\int_V
du^1 du^2 \cdots \widehat{ du^i} \cdots du^k
F \lr{
(-1)^{k-i}
\Bx_1 \wedge \Bx_2 \cdots \widehat{\Bx_i} \cdots \wedge \Bx_k } \partial_i G du^i \\
&=
\sum_{i = 1}^{k}
(-1)^{k-i}
\int_{u^1}
\int_{u^2}
\cdots
\int_{u^{i-1}}
\int_{u^{i+1}}
\cdots
\int_{u^k}
\evalrange{ \lr{
F d\Bx_1 \wedge d\Bx_2 \cdots \widehat{d\Bx_i} \cdots \wedge d\Bx_k G
}
}{u^i = u^i(0)}{u^i(1)}.
\end{aligned}
\end{equation}

Adding in the same notational sugar that we used in Stokes theorem, this proves the Fundamental theorem \ref{eqn:fundamentalTheoremOfCalculus:220} for “rectangular” parameterizations. Note that such a parameterization need not actually be rectangular.

Example: Application to Maxwell’s equation

{example:fundamentalTheoremOfCalculus:1}

Maxwell’s equation is an example of a first order gradient equation

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:320}
\grad F = \inv{\epsilon_0 c} J.
\end{equation}

Integrating over a four-volume (where the vector derivative equals the gradient), and applying the Fundamental theorem, we have

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:340}
\inv{\epsilon_0 c} \int d^4 x J = \oint d^3 x F.
\end{equation}

Observe that the surface area element product with \( F \) has both vector and trivector terms. This can be demonstrated by considering some examples

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:360}
\begin{aligned}
\gamma_{012} \gamma_{01} &\propto \gamma_2 \\
\gamma_{012} \gamma_{23} &\propto \gamma_{023}.
\end{aligned}
\end{equation}

On the other hand, the four volume integral of \( J \) has only trivector parts. This means that the integral can be split into a pair of same-grade equations

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:380}
\begin{aligned}
\inv{\epsilon_0 c} \int d^4 x \cdot J &=
\oint \gpgradethree{ d^3 x F} \\
0 &=
\oint d^3 x \cdot F.
\end{aligned}
\end{equation}

The first can be put into a slightly tidier form using a duality transformation
\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:400}
\begin{aligned}
\gpgradethree{ d^3 x F}
&=
-\gpgradethree{ d^3 x I^2 F} \\
&=
\gpgradethree{ I d^3 x I F} \\
&=
(I d^3 x) \wedge (I F).
\end{aligned}
\end{equation}

Letting \( n \Abs{d^3 x} = I d^3 x \), this gives

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:420}
\oint \Abs{d^3 x} n \wedge (I F) = \inv{\epsilon_0 c} \int d^4 x \cdot J.
\end{equation}

Note that this normal is normal to a three-volume subspace of the spacetime volume. For example, if one component of that spacetime surface area element is \( \gamma_{012} c dt dx dy \), then the normal to that area component is \( \gamma_3 \).

A second set of duality transformations

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:440}
\begin{aligned}
n \wedge (IF)
&=
\gpgradethree{ n I F} \\
&=
-\gpgradethree{ I n F} \\
&=
-\gpgradethree{ I (n \cdot F)} \\
&=
-I (n \cdot F),
\end{aligned}
\end{equation}

and
\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:460}
\begin{aligned}
I d^4 x \cdot J
&=
\gpgradeone{ I d^4 x \cdot J } \\
&=
\gpgradeone{ I d^4 x J } \\
&=
\gpgradeone{ (I d^4 x) J } \\
&=
(I d^4 x) J,
\end{aligned}
\end{equation}

can further tidy things up, leaving us with

\begin{equation}\label{eqn:fundamentalTheoremOfCalculus:500}
\boxed{
\begin{aligned}
\oint \Abs{d^3 x} n \cdot F &= \inv{\epsilon_0 c} \int (I d^4 x) J \\
\oint d^3 x \cdot F &= 0.
\end{aligned}
}
\end{equation}

The Fundamental theorem of calculus immediately provides relations between the Faraday bivector \( F \) and the four-current \( J \).

References

[1] C. Doran and A.N. Lasenby. Geometric algebra for physicists. Cambridge University Press New York, Cambridge, UK, 1st edition, 2003.

[2] A. Macdonald. Vector and Geometric Calculus. CreateSpace Independent Publishing Platform, 2012.

[3] Garret Sobczyk and Omar Le\’on S\’anchez. Fundamental theorem of calculus. Advances in Applied Clifford Algebras, 21\penalty0 (1):\penalty0 221–231, 2011. URL https://arxiv.org/abs/0809.4526.

Maxwell equation boundary conditions

September 6, 2016 math and physics play , , , , , , , , , , , , , ,

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Motivation

boundaryConditionsTwoSurfacesFig1

fig 1. Two surfaces normal to the interface.

Most electrodynamics textbooks either start with or contain a treatment of boundary value conditions. These typically involve evaluating Maxwell’s equations over areas or volumes of decreasing height, such as those illustrated in fig. 1, and fig. 2. These represent surfaces and volumes where the height is allowed to decrease to infinitesimal levels, and are traditionally used to find the boundary value constraints of the normal and tangential components of the electric and magnetic fields.

boundaryConditionsPillBoxFig2

fig 2. A pillbox volume encompassing the interface.

More advanced topics, such as evaluation of the Fresnel reflection and transmission equations, also rely on similar consideration of boundary value constraints. I’ve wondered for a long time how the Fresnel equations could be attacked by looking at the boundary conditions for the combined field \( F = \BE + I c \BB \), instead of the considering them separately.

A unified approach.

The Geometric Algebra (and relativistic tensor) formulations of Maxwell’s equations put the electric and magnetic fields on equal footings. It is in fact possible to specify the boundary value constraints on the fields without first separating Maxwell’s equations into their traditional forms. The starting point in Geometric Algebra is Maxwell’s equation, premultiplied by a stationary observer’s timelike basis vector

\begin{equation}\label{eqn:maxwellBoundaryConditions:20}
\gamma_0 \grad F = \inv{\epsilon_0 c} \gamma_0 J,
\end{equation}

or

\begin{equation}\label{eqn:maxwellBoundaryConditions:40}
\lr{ \partial_0 + \spacegrad} F = \frac{\rho}{\epsilon_0} – \frac{\BJ}{\epsilon_0}.
\end{equation}

The electrodynamic field \(F = \BE + I c \BB\) is a multivector in this spatial domain (whereas it is a bivector in the spacetime algebra domain), and has vector and bivector components. The product of the spatial gradient and the field can still be split into dot and curl components \(\spacegrad M = \spacegrad \cdot M + \spacegrad \wedge M \). If \(M = \sum M_i \), where \(M_i\) is an grade \(i\) blade, then we give this the Hestenes’ [1] definitions

\begin{equation}\label{eqn:maxwellBoundaryConditions:60}
\begin{aligned}
\spacegrad \cdot M &= \sum_i \gpgrade{\spacegrad M_i}{i-1} \\
\spacegrad \wedge M &= \sum_i \gpgrade{\spacegrad M_i}{i+1}.
\end{aligned}
\end{equation}

With that said, Maxwell’s equation can be rearranged into a pair of multivector equations

\begin{equation}\label{eqn:maxwellBoundaryConditions:80}
\begin{aligned}
\spacegrad \cdot F &= \gpgrade{-\partial_0 F + \frac{\rho}{\epsilon_0} – \frac{\BJ}{\epsilon_0 c}}{0,1} \\
\spacegrad \wedge F &= \gpgrade{-\partial_0 F + \frac{\rho}{\epsilon_0} – \frac{\BJ}{\epsilon_0 c}}{2,3},
\end{aligned}
\end{equation}

The latter equation can be integrated with Stokes theorem, but we need to apply a duality transformation to the latter in order to apply Stokes to it

\begin{equation}\label{eqn:maxwellBoundaryConditions:120}
\begin{aligned}
\spacegrad \cdot F
&=
-I^2 \spacegrad \cdot F \\
&=
-I^2 \gpgrade{\spacegrad F}{0,1} \\
&=
-I \gpgrade{I \spacegrad F}{2,3} \\
&=
-I \spacegrad \wedge (IF),
\end{aligned}
\end{equation}

so

\begin{equation}\label{eqn:maxwellBoundaryConditions:100}
\begin{aligned}
\spacegrad \wedge (I F) &= I \lr{ -\inv{c} \partial_t \BE + \frac{\rho}{\epsilon_0} – \frac{\BJ}{\epsilon_0 c} } \\
\spacegrad \wedge F &= -I \partial_t \BB.
\end{aligned}
\end{equation}

Integrating each of these over the pillbox volume gives

\begin{equation}\label{eqn:maxwellBoundaryConditions:140}
\begin{aligned}
\oint_{\partial V} d^2 \Bx \cdot (I F)
&=
\int_{V} d^3 \Bx \cdot \lr{ I \lr{ -\inv{c} \partial_t \BE + \frac{\rho}{\epsilon_0} – \frac{\BJ}{\epsilon_0 c} } } \\
\oint_{\partial V} d^2 \Bx \cdot F
&=
– \partial_t \int_{V} d^3 \Bx \cdot \lr{ I \BB }.
\end{aligned}
\end{equation}

In the absence of charges and currents on the surface, and if the height of the volume is reduced to zero, the volume integrals vanish, and only the upper surfaces of the pillbox contribute to the surface integrals.

\begin{equation}\label{eqn:maxwellBoundaryConditions:200}
\begin{aligned}
\oint_{\partial V} d^2 \Bx \cdot (I F) &= 0 \\
\oint_{\partial V} d^2 \Bx \cdot F &= 0.
\end{aligned}
\end{equation}

With a multivector \(F\) in the mix, the geometric meaning of these integrals is not terribly clear. They do describe the boundary conditions, but to see exactly what those are, we can now resort to the split of \(F\) into its electric and magnetic fields. Let’s look at the non-dual integral to start with

\begin{equation}\label{eqn:maxwellBoundaryConditions:160}
\begin{aligned}
\oint_{\partial V} d^2 \Bx \cdot F
&=
\oint_{\partial V} d^2 \Bx \cdot \lr{ \BE + I c \BB } \\
&=
\oint_{\partial V} d^2 \Bx \cdot \BE + I c d^2 \Bx \wedge \BB \\
&=
0.
\end{aligned}
\end{equation}

No component of \(\BE\) that is normal to the surface contributes to \(d^2 \Bx \cdot \BE \), whereas only components of \(\BB\) that are normal contribute to \(d^2 \Bx \wedge \BB \). That means that we must have tangential components of \(\BE\) and the normal components of \(\BB\) matching on the surfaces

\begin{equation}\label{eqn:maxwellBoundaryConditions:180}
\begin{aligned}
\lr{\BE_2 \wedge \ncap} \ncap – \lr{\BE_1 \wedge (-\ncap)} (-\ncap) &= 0 \\
\lr{\BB_2 \cdot \ncap} \ncap – \lr{\BB_1 \cdot (-\ncap)} (-\ncap) &= 0 .
\end{aligned}
\end{equation}

Similarly, for the dot product of the dual field, this is

\begin{equation}\label{eqn:maxwellBoundaryConditions:220}
\begin{aligned}
\oint_{\partial V} d^2 \Bx \cdot (I F)
&=
\oint_{\partial V} d^2 \Bx \cdot (I \BE – c \BB) \\
&=
\oint_{\partial V} I d^2 \Bx \wedge \BE – c d^2 \Bx \cdot \BB.
\end{aligned}
\end{equation}

For this integral, only the normal components of \(\BE\) contribute, and only the tangential components of \(\BB\) contribute. This means that

\begin{equation}\label{eqn:maxwellBoundaryConditions:240}
\begin{aligned}
\lr{\BE_2 \cdot \ncap} \ncap – \lr{\BE_1 \cdot (-\ncap)} (-\ncap) &= 0 \\
\lr{\BB_2 \wedge \ncap} \ncap – \lr{\BB_1 \wedge (-\ncap)} (-\ncap) &= 0.
\end{aligned}
\end{equation}

This is why we end up with a seemingly strange mix of tangential and normal components of the electric and magnetic fields. These constraints can be summarized as

\begin{equation}\label{eqn:maxwellBoundaryConditions:260}
\begin{aligned}
( \BE_2 – \BE_1 ) \cdot \ncap &= 0 \\
( \BE_2 – \BE_1 ) \wedge \ncap &= 0 \\
( \BB_2 – \BB_1 ) \cdot \ncap &= 0 \\
( \BB_2 – \BB_1 ) \wedge \ncap &= 0
\end{aligned}
\end{equation}

These relationships are usually expressed in terms of all of \(\BE, \BD, \BB\) and \(\BH \). Because I’d started with Maxwell’s equations for free space, I don’t have the \( \epsilon \) and \( \mu \) factors that produce those more general relationships. Those more general boundary value relationships are usually the starting point for the Fresnel interface analysis. It is also possible to further generalize these relationships to include charges and currents on the surface.

References

[1] D. Hestenes. New Foundations for Classical Mechanics. Kluwer Academic Publishers, 1999.

Stokes integrals for Maxwell’s equations in Geometric Algebra

September 4, 2016 math and physics play , , , , , , , , , ,

[Click here for a PDF of this post with nicer formatting]

Recall that the relativistic form of Maxwell’s equation in Geometric Algebra is

\begin{equation}\label{eqn:maxwellStokes:20}
\grad F = \inv{c \epsilon_0} J.
\end{equation}

where \( \grad = \gamma^\mu \partial_\mu \) is the spacetime gradient, and \( J = (c\rho, \BJ) = J^\mu \gamma_\mu \) is the four (vector) current density. The pseudoscalar for the space is denoted \( I = \gamma_0 \gamma_1 \gamma_2 \gamma_3 \), where the basis elements satisfy \( \gamma_0^2 = 1 = -\gamma_k^2 \), and a dual basis satisfies \( \gamma_\mu \cdot \gamma^\nu = \delta_\mu^\nu \). The electromagnetic field \( F \) is a composite multivector \( F = \BE + I c \BB \). This is actually a bivector because spatial vectors have a bivector representation in the space time algebra of the form \( \BE = E^k \gamma_k \gamma_0 \).

Previously, I wrote out the Stokes integrals for Maxwell’s equation in GA form using some three parameter spacetime manifold volumes. This time I’m going to use two and three parameter spatial volumes, again with the Geometric Algebra form of Stokes theorem.

Multiplication by a timelike unit vector transforms Maxwell’s equation from their relativistic form. When that vector is the standard basis timelike unit vector \( \gamma_0 \), we obtain Maxwell’s equations from the point of view of a stationary observer

\begin{equation}\label{eqn:stokesMaxwellSpaceTimeSplit:40}
\lr{\partial_0 + \spacegrad} \lr{ \BE + c I \BB } = \inv{\epsilon_0 c} \lr{ c \rho – \BJ },
\end{equation}

Extracting the scalar, vector, bivector, and trivector grades respectively, we have
\begin{equation}\label{eqn:stokesMaxwellSpaceTimeSplit:60}
\begin{aligned}
\spacegrad \cdot \BE &= \frac{\rho}{\epsilon_0} \\
c I \spacegrad \wedge \BB &= -\partial_0 \BE – \inv{\epsilon_0 c} \BJ \\
\spacegrad \wedge \BE &= – I c \partial_0 \BB \\
c I \spacegrad \cdot \BB &= 0.
\end{aligned}
\end{equation}

Each of these can be written as a curl equation

\begin{equation}\label{eqn:stokesMaxwellSpaceTimeSplit:80}
\boxed{
\begin{aligned}
\spacegrad \wedge (I \BE) &= I \frac{\rho}{\epsilon_0} \\
\inv{\mu_0} \spacegrad \wedge \BB &= \epsilon_0 I \partial_t \BE + I \BJ \\
\spacegrad \wedge \BE &= -I \partial_t \BB \\
\spacegrad \wedge (I \BB) &= 0,
\end{aligned}
}
\end{equation}

a form that allows for direct application of Stokes integrals. The first and last of these require a three parameter volume element, whereas the two bivector grade equations can be integrated using either two or three parameter volume elements. Suppose that we have can parameterize the space with parameters \( u, v, w \), for which the gradient has the representation

\begin{equation}\label{eqn:stokesMaxwellSpaceTimeSplit:100}
\spacegrad = \Bx^u \partial_u + \Bx^v \partial_v + \Bx^w \partial_w,
\end{equation}

but we integrate over a two parameter subset of this space spanned by \( \Bx(u,v) \), with area element

\begin{equation}\label{eqn:stokesMaxwellSpaceTimeSplit:120}
\begin{aligned}
d^2 \Bx
&= d\Bx_u \wedge d\Bx_v \\
&=
\PD{u}{\Bx}
\wedge
\PD{v}{\Bx}
\,du dv \\
&=
\Bx_u
\wedge
\Bx_v
\,du dv,
\end{aligned}
\end{equation}

as illustrated in fig. 1.

 

twoParameterAreaElementFig1

fig. 1. Two parameter manifold.

Our curvilinear coordinates \( \Bx_u, \Bx_v, \Bx_w \) are dual to the reciprocal basis \( \Bx^u, \Bx^v, \Bx^w \), but we won’t actually have to calculate that reciprocal basis. Instead we need only know that it can be calculated and is defined by the relations \( \Bx_a \cdot \Bx^b = \delta_a^b \). Knowing that we can reduce (say),

\begin{equation}\label{eqn:stokesMaxwellSpaceTimeSplit:140}
\begin{aligned}
d^2 \Bx \cdot ( \spacegrad \wedge \BE )
&=
d^2 \Bx \cdot ( \Bx^a \partial_a \wedge \BE ) \\
&=
(\Bx_u \wedge \Bx_v) \cdot ( \Bx^a \wedge \partial_a \BE ) \,du dv \\
&=
(((\Bx_u \wedge \Bx_v) \cdot \Bx^a) \cdot \partial_a \BE \,du dv \\
&=
d\Bx_u \cdot \partial_v \BE \,dv
-d\Bx_v \cdot \partial_u \BE \,du,
\end{aligned}
\end{equation}

Because each of the differentials, for example \( d\Bx_u = (\PDi{u}{\Bx}) du \), is calculated with the other (i.e.\( v \)) held constant, this is directly integrable, leaving

\begin{equation}\label{eqn:stokesMaxwellSpaceTimeSplit:160}
\begin{aligned}
\int d^2 \Bx \cdot ( \spacegrad \wedge \BE )
&=
\int \evalrange{\lr{d\Bx_u \cdot \BE}}{v=0}{v=1}
-\int \evalrange{\lr{d\Bx_v \cdot \BE}}{u=0}{u=1} \\
&=
\oint d\Bx \cdot \BE.
\end{aligned}
\end{equation}

That direct integration of one of the parameters, while the others are held constant, is the basic idea behind Stokes theorem.

The pseudoscalar grade Maxwell’s equations from \ref{eqn:stokesMaxwellSpaceTimeSplit:80} require a three parameter volume element to apply Stokes theorem to. Again, allowing for curvilinear coordinates such a differential expands as

\begin{equation}\label{eqn:stokesMaxwellSpaceTimeSplit:180}
\begin{aligned}
d^3 \Bx \cdot (\spacegrad \wedge (I\BB))
&=
(( \Bx_u \wedge \Bx_v \wedge \Bx_w ) \cdot \Bx^a ) \cdot \partial_a (I\BB) \,du dv dw \\
&=
(d\Bx_u \wedge d\Bx_v) \cdot \partial_w (I\BB) dw
+(d\Bx_v \wedge d\Bx_w) \cdot \partial_u (I\BB) du
+(d\Bx_w \wedge d\Bx_u) \cdot \partial_v (I\BB) dv.
\end{aligned}
\end{equation}

Like the two parameter volume, this is directly integrable

\begin{equation}\label{eqn:stokesMaxwellSpaceTimeSplit:200}
\int
d^3 \Bx \cdot (\spacegrad \wedge (I\BB))
=
\int \evalbar{(d\Bx_u \wedge d\Bx_v) \cdot (I\BB) }{\Delta w}
+\int \evalbar{(d\Bx_v \wedge d\Bx_w) \cdot (I\BB)}{\Delta u}
+\int \evalbar{(d\Bx_w \wedge d\Bx_u) \cdot (I\BB)}{\Delta v}.
\end{equation}

After some thought (or a craft project such as that of fig. 2) is can be observed that this is conceptually an oriented surface integral

threeParameterSurfaceFig2

fig. 2. Oriented three parameter surface.

Noting that

\begin{equation}\label{eqn:stokesMaxwellSpaceTimeSplit:221}
\begin{aligned}
d^2 \Bx \cdot (I\Bf)
&= \gpgradezero{ d^2 \Bx I B } \\
&= I (d^2\Bx \wedge \Bf)
\end{aligned}
\end{equation}

we can now write down the results of application of Stokes theorem to each of Maxwell’s equations in their curl forms

\begin{equation}\label{eqn:stokesMaxwellSpaceTimeSplit:220}
\boxed{
\begin{aligned}
\oint d\Bx \cdot \BE &= -I \partial_t \int d^2 \Bx \wedge \BB \\
\inv{\mu_0} \oint d\Bx \cdot \BB &= \epsilon_0 I \partial_t \int d^2 \Bx \wedge \BE + I \int d^2 \Bx \wedge \BJ \\
\oint d^2 \Bx \wedge \BE &= \inv{\epsilon_0} \int (d^3 \Bx \cdot I) \rho \\
\oint d^2 \Bx \wedge \BB &= 0.
\end{aligned}
}
\end{equation}

In the three parameter surface integrals the specific meaning to apply to \( d^2 \Bx \wedge \Bf \) is
\begin{equation}\label{eqn:stokesMaxwellSpaceTimeSplit:240}
\oint d^2 \Bx \wedge \Bf
=
\int \evalbar{\lr{d\Bx_u \wedge d\Bx_v \wedge \Bf}}{\Delta w}
+\int \evalbar{\lr{d\Bx_v \wedge d\Bx_w \wedge \Bf}}{\Delta u}
+\int \evalbar{\lr{d\Bx_w \wedge d\Bx_u \wedge \Bf}}{\Delta v}.
\end{equation}

Note that in each case only the component of the vector \( \Bf \) that is projected onto the normal to the area element contributes.