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The normal component of the curl is the limiting circulation per unit area of shrinking discs

Statement

Let OR3 be open, let F:OR3 be C1, let pO and let nR3 have n2=1. Then there are a,bR3 with

a2=b2=1,a,b=a,n=b,n=0,a×b=n,

and a real r0>0 such that for every r with 0<rr0 the map

φr(ρ,θ):=p+ρcosθa+ρsinθb((ρ,θ)Dr:=[0,r]×[0,2π])

is a C2 patch over a finite elementary Green region whose image lies in O, with φr,ρ×φr,θ=ρn; the circulation of F around its induced boundary chain is the vector line integral of F along the circle Cr(t):=p+rcosta+rsintb on [0,2π]; and

limr0+1πr2CrFdr=curlF(p),n,

meaning: for every real ε>0 there is a real δ>0 such that every r with 0<rr0 and r<δ satisfies 1πr2CrFdrcurlF(p),nε.

Facts & Assumptions

Given: The open OR3, the C1 field F on O, the point pO, the unit vector n, and the notation Dr=[0,r]×[0,2π] of the Statement.

[F1]

For x,yRm, x,y=i<mxiyi and x2=x,x; the inner product is symmetric and bilinear, and x,x=0 only for x=0 (The Euclidean inner product x,y=k<nxkyk on Rn). The standard unit vector ek has kth coordinate 1 and the others 0 (The standard list e:nFn with ei(i)=1F and ei(j)=0F for ji is an ordered basis of Fn; hence dimFFn=n, and F0 is the zero space with basis and dimension 0).

[F2]

For u,vR3, u×v=(uyvzuzvy,uzvxuxvz,uxvyuyvx) (The cross product in R3); the curl of a C1 field is that of Divergence and curl of a C1 vector field.

[F3]

A compact Type I region is {(s,t):asb, α(s)tβ(s)} with a<b and continuous piecewise-C1 αβ, strict on (a,b); it is compact and Jordan measurable, an elementary Green region admits both descriptions, and a finite elementary Green region is a nonempty finite union of them with the stated conditions (Type I, Type II, and elementary regions for Green's theorem).

[F4]

The positive boundary of a Type I region traverses the lower graph from left to right, the right endpoint arc upward, the upper graph from right to left, and the left endpoint arc downward, omitting zero-length arcs; the boundary integral over the resulting chain is the finite sum over its arcs (Positive orientation of elementary-region boundaries).

[F5]

A regular parametrized surface patch has a compact Jordan parameter region that is the closure of its nonempty connected interior, a parametrization C1 on an open neighbourhood of it, nonvanishing parameter cross product on the interior, and no interior parameter point sharing its image with a distinct point of the region (Regular parametrized surface patches on compact Jordan parameter regions); a C2 patch over a finite elementary Green region adds the supplied elementary decomposition and the class C2 (The induced boundary chain and circulation of a C2 patch over a finite elementary Green region).

[F6]

A vector line integral along a piecewise-C1 path is ititi+1F(γ(t)),vi(t)dt, and is 0 on a degenerate parameter interval (Scalar line integrals with respect to arc length and vector-field line integrals); reversal of a path is γ(t)=γ(a+bt) and constant paths are allowed (Reversal, concatenation, closed paths, and oriented piecewise-C1 reparametrizations).

[F7]

A set is open in a metric space when each of its points has a ball around it inside the set (The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement); a map is continuous at a point when every ε>0 admits a δ>0 carrying the δ-ball into the ε-ball (Continuity of a map between metric spaces, at a point and globally, in the ε-δ form); and limxcf(x)=L has the usual meaning (The ε-δ limit limxcf(x)=L of f:AR at a limit point c of A). Integration over a bounded Jordan set is that of The Riemann integral of a bounded function over a bounded Jordan measurable set, and Ck is the componentwise class of Ck Euclidean maps and diffeomorphisms.

[L1]

The cross product is bilinear and alternating, u×v,w=det[u v w], and u×v is orthogonal to both u and v (The cross product is bilinear, alternating, and orthogonal to both factors).

[L2]

For u,vR3, u×v22=u22v22u,v2, and this is positive exactly when u and v are linearly independent (The squared cross-product norm is the Gram determinant of two vectors).

[L3]

(sint)=cost, (cost)=sint, sin0=0 and cos0=1 (The derivatives of sine and cosine are cosine and minus sine); sin2t+cos2t=1 and sin(t)=sint, cos(t)=cost (Parity and the Pythagorean identity for sine and cosine).

[L4]

sin(s+t)=sinscost+cosssint and cos(s+t)=cosscostsinssint (The addition formulas for sine and cosine).

[L5]

sinx=0 if and only if x=mπ for some integer m, and both sine and cosine have period 2π (The zero sets of sine and cosine and the least positive common period 2 pi); sinπ=0 and cosπ=1 (Quarter-turn values and shifts by pi/2 and pi).

[L6]

For a bounded Jordan set ERp+q and integrable g whose sections are integrable outside a content-zero set, Eg=h(x)dx with h(x)=Exgx (Fubini over a bounded Jordan set when all but a content-zero family of sections are integrable).

[L8]

For integrable f,g on a nondegenerate rectangle and scalars α,β: αf+βg is integrable with integral αf+βg; if fg then fg; and f is integrable with ff (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in Rm).

[L9]

Every continuous real function on a compact Jordan measurable set is Riemann integrable over it (A continuous real function on a compact Jordan measurable set is Riemann integrable over that set).

[L10]

Vector line integrals negate under reversal (Line integrals under reversal and concatenation).

[L11]

For a C2 patch over a finite elementary Green region and a C1 field on an open set containing the patch image, the circulation around the induced boundary chain equals the flux of the curl in the induced orientation (The classical Stokes theorem for a C2 patch over a finite elementary Green region).

Proof

technique · constructive
1.1

Since knk2=n22=1 by [F1], not all three coordinates can have nk2>1/3; fix k with nk21/3. Then n and ek are linearly independent: a relation ek=λn would force λ=1 by comparing norms, hence n=±ek and nk2=1, contradicting nk21/3; and n0.

givenF1construct
1.2

For all u,v,wR3, expanding by [F1] and [F2] gives u×v,w=(uyvzuzvy)wx+(uzvxuxvz)wy+(uxvyuyvx)wz, w×u,v=(wyuzwzuy)vx+(wzuxwxuz)vy+(wxuywyux)vz, and the six signed monomials of the first expression are those of the second, matched as uyvzwx with wxuyvz, uzvywx with wxuzvy, uzvxwy with wyuzvx, uxvzwy with wyuxvz, uxvywz with wzuxvy and uyvxwz with wzuyvx. Hence u×v,w=w×u,v.

F1F2algebra
1.3

The set O is open and pO, so by [F7] there is a real r0>0 with every q satisfying qp2r0 lying in O; take such an r0.

givenF7choose
1.4

Fix r with 0<rr0. The function (ρ,θ)ρ is continuous on the compact Jordan rectangle Dr, hence integrable by [L9] and [F3]. Its sections in θ are the continuous functions ρρ on [0,r], so [L6] gives Drρ=02π(0rρdρ)dθ; by [L7] with G(ρ)=ρ2/2 the inner integral is r2/2, and again by [L7] with G(θ)=r2θ/2 the outer integral is πr2. So Drρ=πr2.

givenF3L6L7L9
2.1

By step 1.1 and [L2] the number n×ek22 is positive, so n×ek0; put a:=n×ekn×ek2. Then a2=1 by [F1], and a,n=0 because n×ek is orthogonal to n by [L1].

step 1.1F1L1L2construct
3.1

Put b:=n×a. By [L1] it is orthogonal to n and to a, so b,n=b,a=0; and by [L2] with step 2.1, b22=n22a22n,a2=1, so b2=1.

step 2.1F1L1L2construct
4.1

By step 1.2 with u=a, v=b and w=n, and then step 3.1, a×b,n=n×a,b=b,b=1. By [L2] and steps 2.1 and 3.1, a×b22=a22b22a,b2=1. Hence a×bn22=a×b222a×b,n+n22=12+1=0 by [F1], and positive definiteness in [F1] gives a×b=n.

step 1.2step 2.1step 3.1F1L2
4.2

By [L3] and [L7] the map φr is differentiable in each parameter with φr,ρ=cosθa+sinθb and φr,θ=ρ(sinθa+cosθb), and all its iterated parameter derivatives of order at most 2 exist and are continuous, so φr is C2 on the whole plane by [F7]. Expanding by bilinearity and the alternating law in [L1], φr,ρ×φr,θ=ρ(cos2θ(a×b)sin2θ(b×a))=ρ(cos2θ+sin2θ)(a×b), which is ρ(a×b) by [L3].

step 2.1step 3.1F7L1L3L7
5.1

Combining steps 4.1 and 4.2, φr,ρ×φr,θ=ρn, which is nonzero exactly when ρ>0.

step 4.1step 4.2
6.1

The rectangle Dr is a Type I and a Type II region with 0<r and constant graphs 0<2π, hence an elementary Green region and a nonempty finite elementary Green region with the one-piece decomposition, compact and Jordan measurable, and it is the closure of its nonempty convex, hence connected, interior (0,r)×(0,2π) ([F3], [F5]). The cross product of step 5.1 is nonzero on that interior. For injectivity, let (ρ,θ) be interior and (ρ,θ)Dr have the same image; pairing ρcosθa+ρsinθb=ρcosθa+ρsinθb with a and with b and using steps 2.1 and 3.1 gives ρcosθ=ρcosθ and ρsinθ=ρsinθ; squaring and adding with [L3] gives ρ2=ρ2, so ρ=ρ>0 and cosθ=cosθ, sinθ=sinθ. Then [L4] and [L3] give cos(θθ)=cosθcosθ+sinθsinθ=cos2θ+sin2θ=1, so sin2(θθ)=0 and θθ=mπ for an integer m by [L3] and [L5]; since θ(0,2π) and θ[0,2π] we have θθ<2π, so m{1,0,1}, and cos(±π)=11 by [L5], leaving θ=θ. Finally φr(ρ,θ)p2=ρrr0 by [F1], steps 2.1 and 3.1 and [L3], so the image lies in O by step 1.3. Hence (Dr,φr) is a C2 patch over a finite elementary Green region with image in O.

step 1.3step 2.1step 3.1step 5.1F1F3F5L3L4L5
7.1

By [F4] the positive boundary chain of Dr in its Type I description, with ρ horizontal, is the four arcs σ1(t)=(t,0) on [0,r], σ2(t)=(r,t) on [0,2π], σ3(t)=(rt,2π) on [0,r] and σ4(t)=(0,2πt) on [0,2π]. Composing with φr and using cos0=cos2π=1, sin0=sin2π=0 from [L3] and [L5]: φrσ1(t)=p+ta, φrσ2(t)=Cr(t), φrσ3(t)=p+(rt)a and φrσ4(t)=p. The third is the reversal of the first in the sense of [F6], so [L10] makes their integrals cancel; the fourth is constant, so its derivative extension is 0 and its integral is 0 by [F6]. Hence the circulation of F around the induced boundary chain of (Dr,φr) is CrFdr.

step 6.1F4F6L3L5L10
8.1

By step 6.1 the pair (Dr,φr) satisfies the hypotheses of [L11], and F is C1 on the open O containing φr[Dr]. So [L11] and step 7.1 give CrFdr=Dr(curlF)φr, φr,ρ×φr,θ=Drρgr,gr(ρ,θ):=(curlF)(φr(ρ,θ)),n, using step 5.1 and the bilinearity of the inner product in [F1]; the integrand is continuous on the compact Jordan Dr, hence integrable by [L9].

step 5.1step 6.1step 7.1F1L9L11
9.1

Let ε>0 be real. The field curlF is continuous on O and ,n is continuous, so [F7] gives δ0>0 such that curlF(q),ncurlF(p),nε for every qO with qp2<δ0; put δ:=δ0. Let 0<rr0 with r<δ. Every point of φr[Dr] is within r<δ0 of p by step 6.1, so grcurlF(p),nε on Dr; hence by [L8] and step 1.4 DrρgrcurlF(p),nπr2=Drρ(grcurlF(p),n)εDrρ=επr2. Dividing by πr2>0 and substituting step 8.1 gives 1πr2CrFdrcurlF(p),nε, which by [F7] is the asserted limit; with steps 4.1, 6.1 and 7.1 every clause of the Statement is established.

step 1.4step 4.1step 6.1step 7.1step 8.1F7L8discharge-construct: the polar patch

Remarks

  • The orthonormal pair is built, not chosen by an extension theorem. Steps 1.1, 2.1 and 3.1 write a and b down from n and one standard basis vector, and step 4.1 fixes the sign of a×b by a computation rather than by replacing b with b after the fact. No choice principle and no basis-extension theorem is used, which matters because the general extension of an independent set to a basis in this library assumes the Axiom of Choice and would be a disproportionate hypothesis for a statement about R3.

  • The two radial edges are what make the chain a circle. The induced boundary chain of a polar patch has four arcs, and only one of them is the circle: the two radial ones are reverses of each other and the fourth is the constant path at the centre. That is why a disc-shaped patch may be used at all, since a closed disc is not an elementary Green region and cannot be a parameter region here.

  • No area comparison between the disc and its diameter is needed. The factor πr2 appears on both sides of the estimate in step 9.1 and cancels; what drives the limit is the continuity of curlF at p alone.

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