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The Divergence Theorem and Classical Stokes
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Arc Length and Rectifiable Curves
- Binary Operations, Monoids, Groups and Subgroups
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Connectedness
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Determinants of Matrices over a Commutative Ring
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Foundations of the Real Numbers for Analysis
- Fubini and Change of Variables
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Improper and Parameter-Dependent Multiple Integrals
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Line Integrals and the Gradient Theorem
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Order, Zorn's Lemma, and the Axiom of Choice
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Properties of the Integral and the Working FTC
- Regular Surfaces and Surface Integrals
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Subspaces, Products, and Quotients
- Suprema and Infima
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- The Derivative and the Mean Value Theorems
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Fundamental Theorems of Calculus
- The Inverse and Implicit Function Theorems
- The Inverse Function Theorem Completed
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Vector Spaces, Linear Subspaces, Span and Direct Sums
- Volumes of Elementary Solids and Solids of Revolution
2 · Summary
regular-surfaces-and-surface-integrals supplies regular patches, orientations, flux, finitely patched surfaces, and the graph-based surface-integral formulas that this page repeatedly reuses. Through the prerequisite closure already established on disk, the proofs also use Jordan-set change of variables, Green's theorem on elementary plane regions, line integrals, and the star-shaped equivalence between closed and conservative fields. Those inputs are exactly what let the page work with explicit Euclidean patches and explicit boundary chains, without appealing to any unbuilt manifold or homology machinery.
The page first defines divergence, curl, the Laplacian, and vector potentials, then proves the standard first-order identities and the two degree-two identities and . It next builds the coordinate-direction solid machinery needed for an honest elementary class of three-dimensional regions, proves the divergence theorem first for one elementary solid and then for finite gluings, and extracts the vector forms, Green identities, and the flux interpretation of divergence. The last block defines induced boundary chains for patches, proves classical Stokes in that setting, and recovers the planar Green formulas and the circulation interpretation of curl.
3 · Logical flowchart
4 · Definitions, theorems and proofs
Divergence and curl of a vector field
Definition
Let , let be open and let be in the componentwise Euclidean sense of Euclidean maps and diffeomorphisms. Then the divergence of is , the function whose value at is . The partial derivatives are those of Directional derivatives and partial derivatives of a map , and the sum is the finite sum used throughout The Euclidean inner product on . Since each is continuous on , so is .
Now let and let be on an open . Following The cross product in , write the three coordinates of a point and of a vector as rather than , so that means and are . With that naming, the curl of is , a map each of whose coordinates is continuous on . In this naming the divergence reads .
Both operators are defined pointwise from the first partial derivatives of the components, so no differentiability of beyond is used and no orientation or metric structure enters beyond the standard coordinates of The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case. For a scalar function on , the gradient is that of The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case; in the three-coordinate naming, .
Remarks
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Why the curl is only defined in three coordinates. If with the row-component Jacobian convention, then the curl coordinates are , and . Thus the curl is encoded, with fixed signs, by the three independent off-diagonal entries of (or by twice those entries if “antisymmetric part” means ). In coordinates there are independent entries. Only at is that number again , which is what allows the collection to be read as a vector in the same space. The divergence has no such restriction and is defined for every .
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The word "divergence" here is about vector fields. It has nothing to do with the divergence of a sequence or of a series; the two senses share only the word.
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Placement of the minus sign in the second coordinate. Some presentations write the middle coordinate as . That is the same real number as , and the form displayed above is the one whose three coordinates read off the coordinate formula of The cross product in in the same cyclic pattern.
Divergence and curl are linear and satisfy the scalar product rules
Statement
Let , let be open, let be , let be and let . Then and are on and
If moreover , then
Here , and the coordinate naming are those of Divergence and curl of a vector field, is the gradient of The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case, is the inner product of The Euclidean inner product on and is the cross product of The cross product in .
Facts & Assumptions
Given: The open set , the maps , the scalar and the reals of the Statement.
The divergence of a field on an open is , and for its curl is (Divergence and curl of a vector field).
For scalar-valued on an open subset of , the gradient is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case).
For and in , (The cross product in ).
For , (The Euclidean inner product on ).
A map is of class when each component is of class ( Euclidean maps and diffeomorphisms).
For real functions of one real variable differentiable at a point, is differentiable there with , is differentiable there with , and is differentiable there with (Sums, scalar multiples, products and quotients: , , , and when ).
Proof
A partial derivative at a point is the ordinary one-variable derivative at of , so [L1] applies to it verbatim: for scalar functions on and reals one has and pointwise on , and the right-hand sides are continuous, so and are again .
Applying 1.1 componentwise, and have components, hence are by [F5]; so all four expressions in the Statement are defined.
By [F1], , and step 1.1 rewrites each summand as ; summing gives .
By [F1], the first coordinate of is , which step 1.1 rewrites as ; the second coordinate is and the third is . The three coordinates are those of .
By [F1], , and step 1.1 rewrites each summand as . Splitting the sum gives , whose first term is by [F2] and [F4] and whose second is by [F1].
By [F1], the first coordinate of is , which step 1.1 rewrites as . By [F2] and [F3] with and , the first bracket is the first coordinate of , and the second summand is times the first coordinate of .
By [F1], the second coordinate of is , which step 1.1 rewrites as . By [F2] and [F3] the first bracket is the second coordinate of , and the second summand is times the second coordinate of .
By [F1], the third coordinate of is , which step 1.1 rewrites as . By [F2] and [F3] the first bracket is the third coordinate of , and the second summand is times the third coordinate of .
Steps 2.4, 2.5 and 2.6 give the three coordinates of , so ; with steps 2.1, 2.2 and 2.3 this is every assertion of the Statement.
Remarks
- The scalar need only be . No mixed second derivative of appears in either product rule, so nothing here needs ; the identities of The curl of the gradient of a function vanishes and The divergence of the curl of a field vanishes are where the second-order hypothesis becomes necessary.
The divergence and curl of a cross product
Statement
Let be open and let be . Then is on and
Here denotes the map whose th coordinate at is , that is, the Jacobian matrix of at applied to the vector , and is defined the same way with the roles of and exchanged. The operators are those of Divergence and curl of a vector field, the cross product is that of The cross product in , the inner product that of The Euclidean inner product on and the Jacobian matrix that of The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case.
Facts & Assumptions
Given: The open set and the maps of the Statement, with coordinates named .
For and in , (The cross product in ).
The divergence of a field on an open is (Divergence and curl of a vector field).
The curl of a field on an open is (Divergence and curl of a vector field).
For , (The Euclidean inner product on ).
If every partial derivative of exists, the Jacobian matrix is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case).
For real functions of one real variable differentiable at a point, is differentiable there and (Sums, scalar multiples, products and quotients: , , , and when ).
If is totally differentiable at then , and the matrix of is (A total derivative computes every directional derivative, and its matrix is the Jacobian).
The cross product is bilinear and alternating (The cross product is bilinear, alternating, and orthogonal to both factors).
Proof
By [F1] the three coordinates of are , and . Each is a difference of products of scalars, so by [L1] applied in each coordinate direction each has continuous first partial derivatives, given by ; hence is and both sides of both identities are defined.
Expanding by step 1.1 gives twelve terms. Those carrying a derivative of are , which is by [F3] and [F4]; those carrying a derivative of are , which is . This is the first identity.
By [F3] and step 1.1 the first coordinate of is , that is . Adding and subtracting and regroups this as , using [F2] for the two divergences and [F5] for the two bracketed sums.
The same computation in the second coordinate gives , which after adding and subtracting and is ; in the third coordinate it gives , which after adding and subtracting and is .
In steps 2.2 and 2.3 the sums and are the th coordinates of and of : by [F5] the th row of the Jacobian matrix of is , and by [L2] that matrix is the matrix of the total derivative, so applying it to the vector produces exactly that sum coordinate by coordinate.
Substituting step 3.1 into steps 2.2 and 2.3 gives the three coordinates of , which is the second identity; with step 2.1 both assertions hold at every point of , and by [L3] both sides of each are unchanged in form when and are replaced by linear combinations, since the cross product is bilinear.
Remarks
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Where the alternating law is visible. Taking makes by [L3], and both identities then read : in the first because , and in the second because the four terms cancel in pairs.
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Only first derivatives are used. Both identities hold for fields; nothing here interchanges two partial derivatives, which is why no hypothesis appears.
A field on an open subset of is closed exactly when its curl vanishes
Statement
Let be open and let be . Then a field on an open subset of is closed if and only if its curl vanishes identically: is closed in the sense of Exact and closed C1 vector fields exactly when for every .
Facts & Assumptions
Given: The open set and the field of the Statement, with the three coordinates named as on this page.
The curl of a field on an open is (Divergence and curl of a vector field).
A field on an open , with coordinates and partial derivatives indexed from , is closed when for all (Exact and closed C1 vector fields).
For one writes for (The Euclidean inner product on ).
Proof
By [F3] the coordinates of a point of are indexed , and the names used on this page are those three indices in that order; so the closedness condition of [F2] at is the system of equations ranging over all pairs drawn from .
In that system the equations with read and hold for every field, and the equation indexed is the same equation as the one indexed . Hence the system is equivalent to its three equations indexed by the unordered pairs , and .
Written out, those three equations are , and . Their left-minus-right differences , and are, by [F1], exactly the first, second and third coordinates of .
For the forward direction, suppose is closed. By steps 1.1 and 1.2 the three equations of step 2.1 hold at every , so by [F1] each of the three coordinates of is zero; hence vanishes identically on .
For the converse direction, suppose for every . By [F1] each of the three differences of step 2.1 is zero at every , so the three equations of step 2.1 hold on ; by steps 1.1 and 1.2 these are equivalent to the full system of [F2], so is closed.
Steps 3.1 and 3.2 are the two implications, so is closed if and only if its curl vanishes identically.
Remarks
- Why the count of equations matters. Closedness in is a condition on all ordered pairs of indices, and the curl in has three coordinates. Step 1.2 is what shows that these are the same amount of information: the diagonal equations are automatic and each off-diagonal equation is listed twice. In with the number of independent equations is , so there is no vector of that many coordinates in the same space to collect them into, and closedness is then stated only as the system itself.
The curl of the gradient of a function vanishes
Statement
Let be open and let be . Then is a field on and
Facts & Assumptions
Given: The open set and the function of the Statement, with the three coordinates named .
The curl of a field on an open is (Divergence and curl of a vector field).
For scalar-valued , its gradient is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case).
A scalar is of class on when, for every word of coordinate indices with , the iterated derivative exists and is continuous on ( maps and multi-index derivative notation in Euclidean space).
A map is of class when each component is of class ( Euclidean maps and diffeomorphisms).
If is on an open subset of , then for every pair of coordinate indices (Clairaut--Schwarz theorem for continuous second partial derivatives).
Proof
By [F2] the components of are the three first partial derivatives . Since is , [F3] with says that every iterated derivative exists and is continuous on ; so each component of has continuous first partial derivatives, and by [F4] the field is on and its curl is defined.
By [F1] and [F2] the first coordinate of is , and by [L1] applied to with the index pair these two iterated derivatives are equal, so this coordinate is zero at every point of .
By [F1] and [F2] the second coordinate of is , and by [L1] applied with the index pair these are equal, so this coordinate is zero at every point of .
By [F1] and [F2] the third coordinate of is , and by [L1] applied with the index pair these are equal, so this coordinate is zero at every point of .
All three coordinates vanish at every point of , so on . The hypothesis that is was used twice: in step 1.1, so that is and its curl is defined at all, and in steps 2.1 to 2.3 as the hypothesis of [L1].
Remarks
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Why would not do. With merely the field need not be differentiable, so need not be defined; the statement would have no content rather than a weaker one.
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What the converse would say. This theorem says every gradient of a function is curl-free. Which curl-free fields are gradients is a separate question, answered on a star-shaped open set by A field with vanishing curl on a star-shaped open subset of is conservative; the hypothesis on the domain there is not decorative, and the companion examples page exhibits a curl-free field with no potential.
The divergence of the curl of a field vanishes
Statement
Let be open and let be . Then is a field on and
Facts & Assumptions
Given: The open set and the field of the Statement, with the three coordinates named .
The divergence of a field on an open is (Divergence and curl of a vector field).
The curl of a field on an open is (Divergence and curl of a vector field).
A scalar is of class on when, for every word of coordinate indices with , the iterated derivative exists and is continuous on ( maps and multi-index derivative notation in Euclidean space).
A map is of class when each component is of class ( Euclidean maps and diffeomorphisms).
If is on an open subset of , then for every pair of coordinate indices (Clairaut--Schwarz theorem for continuous second partial derivatives).
Proof
By [F2] each coordinate of is a difference of two first partial derivatives of components of . Since is , [F4] and [F3] with give that every iterated derivative exists and is continuous on , so each coordinate of has continuous first partial derivatives; by [F4] again, is on and its divergence is defined.
By [F1] and [F2], , which written out is the sum of the six terms , , , , and .
Each component of is , so [L1] gives , and . Pairing the six terms of step 2.1 accordingly, cancels , cancels , and cancels .
The six terms therefore sum to zero at every point of , so on . The hypothesis that is is used in step 1.1, so that is and has a divergence, and in step 3.1 as the hypothesis of [L1].
Remarks
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Where the hypothesis bites. If is only , then is merely continuous and its partial derivatives need not exist, so is not defined; there is nothing to assert, rather than a weaker assertion.
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The converse. A divergence-free field on a star-shaped open subset of is the curl of something: that is A divergence-free field on a star-shaped open subset of has a vector potential.
The Laplacian of a function and of a vector field
Definition
Let , let be open and let be in the sense of maps and multi-index derivative notation in Euclidean space. Then is a field on by Euclidean maps and diffeomorphisms, since each of its components has continuous first partial derivatives, so its divergence is defined; the Laplacian of is
with the gradient of The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case and the divergence of Divergence and curl of a vector field. A function with on is called harmonic on .
For a map , whose components are by Euclidean maps and diffeomorphisms, is the field whose th coordinate is . In the three-coordinate naming of this page, and .
Remarks
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The vector case is componentwise by convention, and the convention is stated because sources leave it implicit. Nothing forces a single reading of on a field; the componentwise one is the one that makes the curl-of-a-curl identity of The curl of a curl is the gradient of the divergence minus the Laplacian true as written, and it is the reading in force everywhere on this page.
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Why and not . Forming consumes one degree of differentiability, so needs to be ; that is exactly being . Nothing here interchanges two partial derivatives, so no appeal to a mixed-partials theorem is made in the definition itself, and is defined by the displayed sum in the fixed order .
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The planar equation. For the condition reads . That is the equation written out in The real and imaginary parts of a holomorphic function satisfy Laplace's equation and form a harmonic-conjugate pair ↗ for the real and imaginary parts of a holomorphic function; a reader meeting the word "harmonic" in either place is meeting one notion.
The curl of a curl is the gradient of the divergence minus the Laplacian
Statement
Let be open and let be . Then , and are all defined on and
Here is the componentwise Laplacian of The Laplacian of a function and of a vector field.
Facts & Assumptions
Given: The open set and the field of the Statement, with the three coordinates named .
The curl of a field on an open is (Divergence and curl of a vector field).
The divergence of a field on an open is (Divergence and curl of a vector field).
For a map , is the field whose th coordinate is , and for a scalar (The Laplacian of a function and of a vector field).
For scalar-valued , its gradient is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case).
A scalar is of class on when, for every word of coordinate indices with , the iterated derivative exists and is continuous on ( maps and multi-index derivative notation in Euclidean space).
If is on an open subset of , then for every pair of coordinate indices (Clairaut--Schwarz theorem for continuous second partial derivatives).
Proof
Every component of is , so by [F5] every iterated derivative exists and is continuous on . Hence each coordinate of , being a difference of first partial derivatives of components of by [F1], has continuous first partial derivatives, so is and is defined; likewise is by [F2], so is defined by [F4]; and is defined by [F3].
By [F1] applied twice, the first coordinate of is , that is .
Adding and subtracting the single term rewrites step 2.1 as .
By [L1], and , so the first bracket of step 3.1 is , the first coordinate of by [F2] and [F4]; the second bracket is , the first coordinate of by [F3]. Hence the first coordinate of is that of .
In the second coordinate, [F1] gives ; adding and subtracting and applying [L1] to and turns it into . In the third coordinate, [F1] gives ; adding and subtracting and applying [L1] to and turns it into .
All three coordinates of agree with those of at every point of , which is the asserted identity. The hypothesis that is is used in step 1.1, so that all three expressions are defined, and in steps 4.1 and 4.2 as the hypothesis of [L1].
Remarks
- The added and subtracted term is what makes the identity close. The expansion of contains no pure second derivative , while both and do; that one term belongs to both groups and cancels between them, which is why it can be inserted at will and why neither side alone matches the expansion.
A field with vanishing curl on a star-shaped open subset of is conservative
Statement
Let be open and star-shaped and let be with on . Then a field with vanishing curl on a star-shaped open subset of is exact, conservative and path-independent: there is a function with , any two piecewise- paths in with the same endpoints give the same vector line integral, and
for every closed piecewise- path in . Conversely, a field exact on such a set has vanishing curl, so on a star-shaped open subset of vanishing curl and exactness are equivalent.
Facts & Assumptions
Given: The star-shaped open set with a star centre , and the field with on .
A nonempty open set is star-shaped with respect to when for every and (Star-shaped open subsets of Euclidean space).
For a continuous field on an open , a function is a potential when ; is conservative when it has a potential, and path-independent when any two piecewise- paths in with the same initial and terminal points have equal vector line integrals (Piecewise-C1 path-connected domains, potential functions, conservative fields, and path independence).
The curl of a field on an open is (Divergence and curl of a vector field).
A field on an open subset of is closed if and only if its curl vanishes identically (A field on an open subset of is closed exactly when its curl vanishes).
Let be open and star-shaped and let be . Then the five conditions that be closed, exact, conservative, path-independent, and give every closed piecewise- path in zero integral are equivalent (On a star-shaped open domain, closed, exact, conservative, path-independent, and zero-loop are equivalent).
Proof
The field is on the open set and its curl vanishes identically, so by the reverse direction of [L1] it is closed.
By [F1] the set is nonempty, open and star-shaped with respect to its centre . With these are exactly the hypotheses [L2] places on the domain, and is as [L2] requires of the field.
By steps 1.1 and 1.2, [L2] applies and its first condition holds, so all five hold: is exact, hence there is a function on with ; is conservative, so it has a potential in the sense of [F2]; is path-independent; and every closed piecewise- path in gives integral zero.
For the converse reading, suppose instead that is exact on . Then the first condition of [L2] holds by the same equivalence, so is closed, and the forward direction of [L1] makes vanish identically. Together with step 2.1 this gives the stated equivalence between vanishing curl and exactness on a star-shaped open subset of .
Remarks
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The hypothesis on the domain is doing work. Star-shapedness is not a convenience: the companion examples page gives a field with vanishing curl on a connected open subset of that has no potential. What fails there is exactly [F1], since no point of the complement of a line is a star centre for it.
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Why the potential is and not merely . Exactness in Exact and closed C1 vector fields asks for a potential, which is what makes all mixed second partial derivatives of available and continuous; a conservative field in the sense of [F2] is only required to have a one. Step 2.1 supplies the stronger form because [L2] does.
Vector potentials of a continuous field on an open subset of
Definition
Let be open and let be continuous. Given a map , we say is a vector potential for when is on and at every point of , with the curl of Divergence and curl of a vector field and the class of Euclidean maps and diffeomorphisms. A field admitting a vector potential is said to have a vector potential on .
Remarks
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This is the curl analogue of exactness, not the same notion. A field is exact when it is the gradient of a scalar (Exact and closed C1 vector fields); it has a vector potential when it is the curl of a field. The two conditions constrain a field in different ways: on an open subset of a gradient of a function has vanishing curl and a curl of a field has vanishing divergence.
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Nonuniqueness on a nonempty domain. If is nonempty and is a vector potential for , take the coordinate function . Then is distinct from , is , and has the same curl by the linearity of curl (Divergence and curl are linear and satisfy the scalar product rules) and (The curl of the gradient of a function vanishes). On the empty open set there is only one map to , so the nonempty hypothesis is essential to this remark.
A divergence-free field on a star-shaped open subset of has a vector potential
Statement
Let be open and star-shaped with star centre , and let be with on . Then has a vector potential on in the sense of Vector potentials of a continuous field on an open subset of : the map
understood coordinatewise, is on and satisfies .
Facts & Assumptions
Given: The star-shaped open set with centre , and the field with on . Throughout, and .
Given a continuous on an open , a map is a vector potential for when is on and (Vector potentials of a continuous field on an open subset of ).
A nonempty open is star-shaped with respect to when for every and (Star-shaped open subsets of Euclidean space).
For and in , (The cross product in ).
The divergence of a field on an open is , and for its curl is (Divergence and curl of a vector field).
If every partial derivative of exists, the Jacobian matrix is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case).
For fields on an open subset of , (The divergence and curl of a cross product).
Let and , let be continuous, and suppose for every fixed that is differentiable on with derivative . Then is differentiable on with (Leibniz's rule on a compact rectangle: an interior parameter derivative with a continuous extension may be passed through a Riemann integral).
If is continuous on and differentiable on , and is Riemann integrable on with on , then (Newton–Leibniz needs only continuity on , differentiability on , and a Riemann-integrable extension of the interior derivative).
If is totally differentiable at and at , then (The chain rule for total derivatives: ).
If is totally differentiable at then for every ; in particular , and the matrix of is (A total derivative computes every directional derivative, and its matrix is the Jacobian).
If every partial derivative of exists on a neighbourhood of and is continuous at , then is totally differentiable at and is the linear map with matrix (If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative).
For real functions of one real variable differentiable at a point, is differentiable there and (Sums, scalar multiples, products and quotients: , , , and when ).
A continuous map from a compact metric space to a metric space is uniformly continuous (Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous); a closed bounded subset of is compact (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line).
If and are integrable between and and throughout the closed interval with those endpoints, then (Uniformly close integrable functions have integrals differing by at most the interval length times their uniform error); a continuous function on a closed bounded interval is Riemann integrable (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion).
Proof
Take to be the map displayed in the Statement. By [F2] every with lies in when , so is defined there; by [L9] each coordinate of the integrand, being continuous in , is integrable on , so is defined for every .
By [F3] each coordinate of is a sum of terms . The map is continuous, so each such term is continuous in ; and since is , [L6], [L4] and [L5] give , which is again continuous in , while is if and otherwise. Hence each coordinate of the integrand has, in each coordinate of , a partial derivative that is continuous in .
Fix , choose a closed box with in its interior, and fix indices . Applying [L2] with the th edge of , the other coordinates of held at those of , and , using step 1.2 for the continuity of and and for the derivative hypothesis, gives that exists at with . The set is closed and bounded in , hence compact by [L8], so the integrand of that formula is uniformly continuous on it by [L8]; given this supplies such that points of within make the two integrands differ by at most at every , and [L9] then bounds the difference of the two integrals by . So is continuous on the interior of , and as was arbitrary, is on and is defined by [F4] and [F5].
Fix with and consider the two fields and on . For the first, step 1.2 gives , so by [F5] its Jacobian matrix is and by [F4] its divergence is . For the second, is if and otherwise, so its Jacobian matrix is the identity and its divergence is ; both fields are since these derivatives are continuous.
Applying [L1] to those two fields at a fixed , and multiplying by , gives where by step 2.2 the term contributes , the term contributes , the term contributes and the term contributes . At this reads in the second and fourth terms, since there.
By [F4] each coordinate of is a difference of two of the partial derivatives produced in step 2.1, and each of those is an integral over ; subtracting the two integrals and using step 3.1 for the resulting integrand gives again coordinatewise.
For fixed , put on . The map is differentiable with derivative , and is totally differentiable by [L6], so [L4] and [L5] give ; with [L7] applied to the product of and each coordinate of this yields , the integrand of step 4.1, which is continuous on and hence integrable by [L9].
By step 5.1 the function is continuous on and differentiable there, and its derivative is the integrand of step 4.1, so [L3] applied coordinate by coordinate on evaluates that integral as , using and the factor at .
Steps 4.1 and 6.1 give on , and step 2.1 gives that is on ; by [F1] the constructed is a vector potential for .
Remarks
-
Where each hypothesis enters. Star-shapedness is used exactly once, in step 1.1, to know that the segment from the centre to stays in so that the integral is defined. The vanishing of is used exactly once, in step 2.2, to kill the term ; without it the curl of would carry an extra term and the integrand would not be an exact derivative in .
-
The potential is not unique and the formula is not canonical. Adding the gradient of any function leaves the curl unchanged by The curl of the gradient of a function vanishes, so the displayed is one witness among many; it is the one that vanishes at the star centre.
The curl measures the antisymmetric part of the total derivative
Statement
Let be open, let be and let . Then for all ,
where is the total derivative of at , whose matrix is the Jacobian matrix .
Facts & Assumptions
Given: The open set , the field , the point and vectors , with the three coordinates named .
The curl of a field on an open is (Divergence and curl of a vector field).
For and in , (The cross product in ).
For , (The Euclidean inner product on ).
If every partial derivative of exists, the Jacobian matrix is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case).
If is totally differentiable at then exists for every and equals ; in particular , and the matrix of is (A total derivative computes every directional derivative, and its matrix is the Jacobian).
If every partial derivative of exists on a neighbourhood of and is continuous at , then is totally differentiable at and is the linear map with matrix (If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative).
The cross product is bilinear and alternating (The cross product is bilinear, alternating, and orthogonal to both factors).
Proof
Since is on , its partial derivatives exist on and are continuous, so [L2] makes totally differentiable at with the linear map of matrix ; by [L1] and [F4] the entries of that matrix are , so .
Hence, by [F3] and [F4], and exchanging the names of the two summation indices in the second double sum turns it into , so the difference equals .
In the double sum of step 1.2 the terms with have coefficient , so only the six terms with contribute, that is the three unordered index pairs , and , each occurring twice.
Grouping the two terms of the pair gives , that is . The pair gives and the pair gives .
By [F1] the three coefficients in step 3.1 are the first, second and third coordinates of , and by [F2] the three bracketed factors are the first, second and third coordinates of . By [F3] their sum is therefore , which with step 1.2 is the asserted identity.
As a check on the signs, take and : the left side is and the right side is the third coordinate of , since by [F2]; the pairs and give the first and second coordinates in the same way. When both sides vanish, the left by inspection and the right because the cross product is alternating by [L3].
Remarks
- The identity is what makes the curl coordinate-free enough for Stokes. Its left side is built from the total derivative and two vectors, with no reference to a coordinate system beyond the one the inner product carries; the right side reads off the coordinates. That is exactly the form in which the curl enters The curl flux integrand of a patch is a two-dimensional curl of the pulled-back field, where and are the two parameter derivatives of a patch.
A map sends a compact set of content zero to a set of content zero
Statement
Let . Then if is on an open with values in and is compact with content zero, then is compact and has content zero.
Content zero and nullity are those of Measure zero and content zero in by countable and finite cube covers.
Facts & Assumptions
Given: The integer , the open set , the map , and the compact set of content zero.
A set is null when, for every , it is covered by a sequence of closed cubes whose nonnegative volume series converges with sum at most ; it has content zero when such a cover can be finite (Measure zero and content zero in by countable and finite cube covers).
Padding a finite cover with degenerate zero-volume cubes proves that content zero implies null (Measure zero and content zero in by countable and finite cube covers).
A map between metric spaces is Lipschitz with constant , where and , when for all (Lipschitz map, -Hölder map for rational , and contraction).
A metric space is compact when every open cover of it has a finite subcover (Open cover, subcover, compact metric space, and compact subset of a metric space).
A map is of class when each component is of class ( Euclidean maps and diffeomorphisms).
For , (The Euclidean inner product on ).
Every subset of a null subset of is null (Subsets and countable unions of null subsets of are null).
If is Lipschitz and is null, then is null (A Lipschitz map sends null sets to null sets).
If is continuous and differentiable on with there, then (The mean value inequality: if is continuous and differentiable on with , then ).
If is totally differentiable at and at , then (The chain rule for total derivatives: ).
If is totally differentiable at then exists for every and equals , and the matrix of is (A total derivative computes every directional derivative, and its matrix is the Jacobian).
If every partial derivative of exists on a neighbourhood of and is continuous at , then is totally differentiable at with the linear map of matrix (If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative).
For a continuous real-valued on a nonempty compact metric space, the image is bounded above and below (A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).
For continuous between metric spaces, if is a compact subset of , then is a compact subset of (The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset).
A closed box in is compact, and a subset is compact if and only if it is closed and bounded (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line).
A compact subset of is null if and only if it has content zero (For compact subsets of , measure zero and content zero coincide).
Proof
If then , which is covered by the single degenerate cube of volume , so it has content zero by [F1] and the assertion holds. For the rest of the proof assume .
Since has content zero, [F2] makes null.
A map is continuous, since by [F5] and [L6] each component is totally differentiable and hence continuous at every point of . So is a compact subset of by [L8].
Every point lies in the open set , so some closed cube centred at with positive edge is contained in , and the interior of contains . Those interiors form an open cover of the compact , so by [F4] and [L9] finitely many of them cover : there are closed cubes with whose union contains .
Fix with . The functions are continuous on by [F5], and is a nonempty compact subset of by [L9], so [L7] bounds each of them on : there is with for all and all . Put . For and , [L5] and [L6] give , whose th coordinate is , of absolute value at most because by [F6]; hence , again by [F6].
Let . A cube is convex, so lies in for . The map is differentiable with , and is totally differentiable on by [F5] and [L6], so [L4] and [L5] make differentiable on with derivative , of norm at most by step 3.1. Hence [L3] on gives , so the restriction is Lipschitz with constant in the sense of [F3].
Write and let be the coordinatewise clamp, . Each scalar clamp satisfies , so by [F6] and is Lipschitz with constant ; therefore is defined on all of , agrees with on since fixes pointwise, and is Lipschitz with constant by step 4.1 and [F3].
For each , the set is a subset of the null set of step 1.2, hence null by [L1]; so [L2] applied to the Lipschitz map of step 5.1 makes null, and that set is because agrees with on .
By step 2.1 the union of the contains , so . Let . By step 6.1 and [F1] each of the sets admits a sequence of closed cubes covering it with volume sum at most ; concatenating those sequences gives one sequence of closed cubes covering with volume sum at most , so is null by [F1]. The index set is finite, so only finitely many covers are named and no choice principle is used.
The set is compact by step 1.3 and null by step 7.1, so [L10] gives that it has content zero.
Remarks
-
Why the published Lipschitz theorem is not enough on its own. [L2] is stated for a Lipschitz map defined on all of , and is defined only on and need not be Lipschitz there — its derivative may be unbounded near . Steps 2.1 to 5.1 exist to manufacture, on each of finitely many cubes, a genuinely global Lipschitz map that agrees with where it matters.
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Compactness is used twice, for different things. It supplies the finite subcover in step 2.1, and in step 8.1 it converts nullity back into content zero; a null set need not have content zero without it.
Additivity of the integral over finitely many Jordan pieces that fill a Jordan set up to content zero
Statement
Let , let be bounded and Jordan measurable, let , and let be bounded Jordan measurable sets such that has content zero whenever and such that has content zero. Let be bounded, Riemann integrable over and Riemann integrable over each . Then
Facts & Assumptions
Given: The sets and with , the content-zero hypotheses on the pairwise intersections and on the residual set , and the bounded function integrable over and over each , all as in the Statement.
For bounded Jordan measurable and bounded , choosing a nondegenerate rectangle and writing for the extension of by on , the function is Riemann integrable over when is integrable over , and then (The Riemann integral of a bounded function over a bounded Jordan measurable set).
A set has content zero when it can be covered by finitely many closed cubes of arbitrarily small total volume, and both nullity and content zero pass to subsets (Measure zero and content zero in by countable and finite cube covers).
The definition of is independent of the chosen bounding rectangle (The Riemann integral over a Jordan set is independent of the bounding rectangle).
For integrable on a nondegenerate rectangle and scalars , the function is integrable and its integral is (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
Let be bounded and Jordan measurable and let be bounded with of content zero. Then is Riemann integrable over if and only if is, and when they are integrable their integrals are equal (Changing a bounded integrand on a content-zero set does not change its Riemann integral).
A metric-bounded set is Jordan measurable if and only if its boundary is null, equivalently has content zero (A bounded set in is Jordan measurable iff its boundary is null, equivalently of content zero).
A continuous graph over a compact nondegenerate rectangle has content zero (The graph of a continuous function on a closed nondegenerate rectangle in has content zero in ).
Proof
Fix one nondegenerate rectangle ; since each , the same bounds every one of the sets. Write for the zero extension of from to and for the zero extension of from to . By hypothesis and [F1], with [L1] licensing the common choice of , all of these functions are integrable over , with and . If , the boundary of is the two-point set , and each point has content zero because for every it lies in a closed interval of length below ; if , the boundary of is the finite union of its coordinate faces, each a continuous graph over a compact nondegenerate rectangle, so [L5] makes every face content zero. Thus has content zero by [F2] in every dimension, and therefore is Jordan measurable by [L4].
Put on . By [L2] it is integrable over , being a finite linear combination of the integrable functions of step 1.1. It is bounded as well: if then every zero extension and hence is identically zero, while if the boundedness of supplies a real with on , and then on .
Let and let . If then and every , because , so . If then lies in some , since otherwise it would lie in the residual set, and in exactly one, since otherwise it would lie in one of the pairwise intersections; hence and again . So .
The set is the union of the pairwise intersections and the residual set, each of content zero by hypothesis. Given , cover each of those finitely many sets by finitely many closed cubes of total volume at most and take all of those cubes together: this is a finite cover of by closed cubes of total volume at most , so has content zero by [F2], and so does its subset .
By step 1.1 the set is bounded and Jordan measurable and is bounded on it, and by step 4.1 the set where differs from the zero function has content zero; so [L3] applies with the zero function and gives .
Expanding by [L2] and using step 1.1, , which is the asserted identity. For there is no pairwise intersection and is the residual set alone; the hypothesis excludes the empty index set, for which the right-hand side would be while the left need not be.
Remarks
-
An individual piece may be empty. Nothing above requires : an empty piece contributes the integral and creates no exceptional point, so the hypothesis constrains only the overlaps and the residue.
-
Why integrability over each piece is stated explicitly. For Jordan measurable , this integrability follows from the other hypotheses by restricting the zero extension of to the integrable indicator of . The proof records it as a hypothesis because step 1.1 starts from the piece integrals, rather than inserting that standard product argument into the additivity calculation.
Change of variables for a map injective and regular only on the interior of a compact Jordan set
Statement
Let , let be open, let be , and let be compact and Jordan measurable. Suppose is injective on the interior of and has nonvanishing Jacobian determinant there, and put . Then
- is compact and Jordan measurable, is bounded, open and Jordan measurable, and has content zero;
- for every continuous the three integrals below exist and
No injectivity and no invertibility of the derivative is assumed at any point of .
Facts & Assumptions
Given: The data of the Statement: , , the compact Jordan set , the injectivity and nonvanishing Jacobian determinant of on , the set , and a continuous .
A set has content zero when it can be covered by finitely many closed cubes of arbitrarily small total volume, and content zero passes to subsets (Measure zero and content zero in by countable and finite cube covers).
For a map of an open subset of into , its Jacobian determinant is (The Jacobian determinant of a square-dimensional map is the determinant of its Jacobian matrix).
For bounded Jordan measurable , bounded and a nondegenerate rectangle , the function is Riemann integrable over when its zero extension is integrable over , and then (The Riemann integral of a bounded function over a bounded Jordan measurable set).
If is on an open and is invertible, then there are open sets with and such that is bijective, and its inverse is (The Euclidean inverse function theorem).
A metric-bounded set is Jordan measurable if and only if its boundary is null, equivalently has content zero (A bounded set in is Jordan measurable iff its boundary is null, equivalently of content zero).
If is on an open with values in and is compact with content zero, then is compact and has content zero (A map sends a compact set of content zero to a set of content zero).
For a bounded, open, Jordan measurable there are compact Jordan sets , each a finite union of closed grid rectangles, such that every compact lies in some and (A bounded open Jordan set has an increasing exhaustion by compact finite unions of grid rectangles with vanishing content remainder).
Let be open, let be injective and with invertible for every , and let be compact and Jordan measurable. For bounded , integrability of on is equivalent to integrability of on , and when either holds (Change of variables for an injective map on a compact Jordan set).
Under the hypotheses of [L5], if is compact and Jordan measurable then is compact and Jordan measurable (An injective map with invertible derivative sends compact Jordan sets to compact Jordan sets).
For integrable on a nondegenerate rectangle and scalars : is integrable with integral ; if then ; and is integrable with (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
Every continuous real function on a compact Jordan measurable set is Riemann integrable over (A continuous real function on a compact Jordan measurable set is Riemann integrable over that set).
If bounded Jordan measurable have of content zero, then (Jordan content is finitely additive when the overlap has content zero).
For continuous between metric spaces, the image of a compact subset of is a compact subset of (The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset).
A metric-bounded is Jordan measurable if and only if its indicator is Riemann integrable on a fixed nondegenerate bounding rectangle , and then (A bounded set is Jordan measurable iff its indicator is Riemann integrable, and the integral is its Jordan content).
Let be bounded and Jordan measurable and let be bounded with of content zero. Then is integrable over if and only if is, and their integrals then agree (Changing a bounded integrand on a content-zero set does not change its Riemann integral).
A closed box in is compact, and a subset of is compact if and only if it is closed and bounded (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line).
For every real square matrix , if and only if is invertible (A finite square real matrix is invertible if and only if its determinant is nonzero).
Proof
Suppose first . Then and, by [F1], , which has content zero by [L2]; so by [L11], the parameter integrand is continuous on the compact Jordan and hence integrable by [L8], and [L7] with [L11] bounds its integral in absolute value by . All three integrals are then and both assertions hold. Assume for the rest of the proof.
The set is a closed subset of the compact by [F1], hence compact by [L13], and it has content zero by [L2] since is Jordan measurable. So [L3] gives that is compact and has content zero.
By [F1] the interior is open and bounded, and because . So has content zero by step 1.2 and [F2], and is Jordan measurable by [L2].
On the map is injective and , so [F3] and [L14] make each invertible, and then [L1] makes carry an open neighbourhood of each onto an open set. Hence is open, and is a bijection whose inverse is , in particular continuous, on .
By [L10] the set is compact, hence closed and bounded by [L13]. Since by [F1], , so has content zero by step 1.2 and [F2]. As is open with , we get and ; both therefore have content zero, and [L2] makes and Jordan measurable.
Apply [L4] to the bounded open Jordan set of step 2.1, obtaining compact Jordan sets with every compact subset of contained in some and . By step 2.2 the hypotheses of [L5] hold with and , so for each the set is compact and Jordan measurable by [L6] and both integrals existing because is continuous on the compact Jordan , hence integrable there by [L8].
The set is compact and Jordan measurable by step 3.1 and is continuous on it, so [L8] makes integrable over and, being compact, there for some . Fix a nondegenerate rectangle . The zero extensions of and of from differ only on , which has content zero by step 3.1, so [L12] applied on makes the first integrable too, with by [F4].
The map is continuous on the compact Jordan , hence integrable over and over each compact Jordan by [L8], and bounded there by some . Fix a nondegenerate rectangle . Because — a point outside both boundaries lies either in , whose neighbourhood misses , or outside and inside , whose neighbourhood lies in — the set is Jordan measurable by [L2] and [F1]. The two zero extensions differ only on and by at most , so [L7] and [L11] give Now is a union of two disjoint Jordan sets, having content zero by step 1.2, so [L9] gives , which tends to by step 3.2. Hence those integrals converge to .
Apply [L4] to the bounded open Jordan set of step 3.1, obtaining compact Jordan with and every compact subset of inside some . Fix . By step 2.2 the inverse of is continuous, so is a compact subset of by [L10], and step 3.2 puts it inside some ; applying gives and hence for every , the sets being increasing. Both sets are Jordan measurable by step 3.1, step 3.2 and the boundary inclusion of step 4.2, so [L7] and [L11] give ; letting grow, .
With and as in step 4.1, the zero extensions of and of differ only on and by at most , so [L7] and [L11] give , which tends to by step 5.1. Hence .
By step 3.2 the two sequences of integrals agree term by term; by step 4.2 the parameter side converges to and by step 6.1 the image side converges to , so those two numbers are equal, and step 4.1 identifies with . With step 3.1 this is both assertions of the Statement.
Remarks
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What the published compact theorem cannot do here. [L5] requires the derivative to be invertible at every point of an open set containing the compact domain. A spherical octant, parametrized by polar angle and azimuth, has vanishing projected Jacobian determinant along the parameter boundary, so no such open set exists and [L5] does not apply to it. Everything above is the work of pushing the degeneracy into , where [L3] makes its image negligible.
-
The conclusion is about the open image, and that is not a defect. The set may fold its boundary onto itself, and no injectivity is assumed there; what the identity says is that the fold contributes nothing, because has content zero.
A cyclic permutation of the coordinates of preserves Jordan measurability and integrals
Statement
For let be given by
Each is a linear bijection with everywhere. Let be compact and Jordan measurable. Then is compact and Jordan measurable, and for every bounded the function is Riemann integrable over if and only if is Riemann integrable over ; when either holds, the integral over the permuted set equals the integral of the composite with the permutation over the original set,
Facts & Assumptions
Given: The index , the map displayed in the Statement, the compact Jordan measurable set and the bounded function on .
For a commutative ring , and , , with columns indexed by and rows by (For , the determinant over a commutative ring by the Leibniz formula, and for a real matrix).
An inversion of is a pair with and , and , where is the number of inversions (Inversions, inversion number, the sign , and even and odd permutations).
For a map of an open subset of into , the Jacobian determinant is , and the change-of-variables scale factor is (The Jacobian determinant of a square-dimensional map is the determinant of its Jacobian matrix).
If every partial derivative exists, the Jacobian matrix is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case).
Integration over a bounded Jordan measurable set is integration of the zero extension over a bounding rectangle (The Riemann integral of a bounded function over a bounded Jordan measurable set).
Let be open, let be injective and with invertible for every , and let be compact and Jordan measurable. For bounded , integrability of on is equivalent to integrability of on , and when either holds (Change of variables for an injective map on a compact Jordan set).
Under those hypotheses, if is compact and Jordan measurable then is compact and Jordan measurable (An injective map with invertible derivative sends compact Jordan sets to compact Jordan sets).
Proof
Each is linear: writing coordinates as indices for , the map sends to the point with coordinates , so by [F4] its partial derivatives are the constants , and its Jacobian matrix at every point has exactly for and elsewhere. Likewise sends to , with matrix having entry exactly at , and is the identity with matrix the identity matrix. All three matrices have exactly one entry in each row and in each column, so each is a bijection of with constant and invertible.
In the Leibniz sum [F1] for , a term is nonzero only when for every , that is when , and ; exactly one permutation does this. Its inversions are , since , and , since , while is not one, since ; so and by [F2], giving .
In the Leibniz sum for , the only nonzero term has , and ; its inversions are , since , and , since , while is not one, since ; so again and by [F1] and [F2]. For the identity matrix, the only nonzero term is the identity permutation, with no inversion, so .
By steps 1.1, 1.2 and 1.3 each is a injection of the open set into whose derivative is invertible at every point, with and hence by [F3]. So [L2] applies with , and , and is compact and Jordan measurable.
With the same data, [L1] gives that is integrable over if and only if is integrable over , that is if and only if is, and that in that case , the integrals being those of [F5].
Remarks
- Why the cyclic order and not the increasing one. The three maps above send the coordinate to the last slot and keep the other two in the cyclic order . Taking instead the two surviving coordinates in increasing order would transpose them in the case , and a transposition has one inversion and hence determinant ; every identity on this page that treats the three directions alike depends on the cyclic choice.
Simple solid regions in a coordinate direction and their cyclic coordinate projection
Definition
Coordinates on are named for the indices of The Euclidean inner product on . For each the cyclic coordinate projection drops the th coordinate and keeps the other two in cyclic order:
A simple description of a solid in the direction is a quadruple in which is compact, Jordan measurable and has nonempty interior, and are continuous with on and on the interior of . The simple solid region it describes is
The set is the base, the upper graph function and the lower graph function of the description. A solid is simple in the direction when some such description of it is supplied; the description is part of the data and is not inferred from the set .
Writing for the cyclic permutation of A cyclic permutation of the coordinates of preserves Jordan measurability and integrals, so that , the image is exactly the solid between the graphs of and over the base in the sense of A solid between continuous graphs over a compact Jordan base. That set is compact and Jordan measurable by A solid between continuous graphs over a compact Jordan base is Jordan measurable and integrates by vertical sections, and is again a cyclic coordinate permutation, so is compact and Jordan measurable as well; integration over is that of The Riemann integral of a bounded function over a bounded Jordan measurable set, and interiors, closures and boundaries are those of Interior, closure, boundary, limit point, isolated point and dense subset of a metric space.
Remarks
-
Weak inequality on the base, strict inside. The graphs are allowed to meet on , so a vertical section of over a boundary point of the base may be a single point; that is what lets a ball be described in every direction, since its two hemispherical graph functions agree exactly on the equatorial circle. The strictness on the interior of is what makes the interior of nonempty and is used where the outward normal is identified.
-
The cyclic order is not cosmetic. With rather than , each has determinant and each coordinate of an oriented area vector is the Jacobian determinant of the matching projection; taking the surviving coordinates in increasing order would reverse both signs in the case and no statement on this page would hold uniformly in .
-
Nonempty interior of the base. A base with empty interior need not make a graph: a line-segment base with produces a vertical rectangle. It does, however, make three-dimensionally content zero and makes the strictness condition on the interior vacuous. Requiring nonempty interior keeps every simple solid region a genuine solid. The boundary of has content zero by A bounded set in is Jordan measurable iff its boundary is null, equivalently of content zero, which is what makes the base the closure of its interior up to a negligible set in the arguments that follow.
Each coordinate of the oriented area vector is the Jacobian determinant of the matching cyclic projection
Statement
Let be open and let be , with parameters named and , . Then at every point of ,
for each of the three coordinate directions , where is the cyclic coordinate projection of Simple solid regions in a coordinate direction and their cyclic coordinate projection.
Facts & Assumptions
Given: The open set and the map of the Statement.
For and in , (The cross product in ).
For a map of an open subset of into , its Jacobian determinant is , the determinant of its Jacobian matrix (The Jacobian determinant of a square-dimensional map is the determinant of its Jacobian matrix).
If every partial derivative of exists, the Jacobian matrix is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case).
For a commutative ring , and , , with columns indexed by and rows by (For , the determinant over a commutative ring by the Leibniz formula, and for a real matrix).
An inversion of is a pair with and , and (Inversions, inversion number, the sign , and even and odd permutations).
The cyclic coordinate projections are , and (Simple solid regions in a coordinate direction and their cyclic coordinate projection).
A map is of class when each component is of class ( Euclidean maps and diffeomorphisms).
Proof
Each is a map of the two parameters into whose two components are components of , hence by [F7], so by [F2] and [F3] it has a Jacobian matrix with and of its th component. There are exactly two elements of : the identity, with no inversion and sign , contributing , and the transposition sending to and to , with the single inversion and sign , contributing . So [F4] and [F5] give .
By [F1] with and , whose coordinates are the partial derivatives named in [F3], the oriented area vector has coordinates
By [F6] the projection retains the coordinates then , so and step 1.1 gives , which is the first coordinate computed in step 1.2.
By [F6] the projection retains the coordinates then , in that cyclic order, so and step 1.1 gives , the second coordinate computed in step 1.2. Retaining then in increasing order instead would exchange the two rows and give the opposite sign, which is why the cyclic order is part of the projection.
By [F6] the projection retains the coordinates then , so and step 1.1 gives , the third coordinate computed in step 1.2.
Steps 2.1, 2.2 and 2.3 are the three asserted identities, valid at every point of ; in particular all three determinants vanish exactly where the oriented area vector does.
Remarks
- The identity holds where the patch is not regular. Nothing above uses . That matters because the lateral faces of a boundary presentation are exactly the patches whose th projected Jacobian determinant vanishes, and the identity is what turns that analytic condition into a geometric one.
The outward unit normal at a boundary point of a compact solid
Definition
Let be compact and let , the boundary of Interior, closure, boundary, limit point, isolated point and dense subset of a metric space. For a unit vector , that is one with in the norm of The Euclidean inner product on , a unit vector is outward at when there is a real with and for every with .
A plane of unit normals at is a two-dimensional linear subspace ; the two unit vectors orthogonal to are for a single , and when one of them is outward at the other is not, since replacing by exchanges the two displayed conditions. In that situation the outward one is called the outward unit normal to at .
Remarks
-
Outwardness alone does not single out one vector. Take the closed unit ball and a point of the unit sphere. Every unit vector with satisfies the definition, because is above for small with the plus sign and below with the minus sign. So the definition is a condition on a unit vector and not a construction of one; what makes "the outward unit normal" a definite object is the second paragraph, where a plane is supplied and only two candidates remain.
-
Existence is not asserted. A boundary point of an arbitrary compact set need admit no outward unit vector: if is a singleton, then for every unit vector and every . Nothing below claims outwardness at seams and edges; the claim is made at the interior parameter points of a graph face whose projection lands in the interior of the base.
-
Why the condition is one-sided on each side. Requiring only would admit a vector tangent to a spike of ; requiring only would admit a vector pointing along the surface. Both halves are used where outwardness is proved.
Boundary presentations adapted to a simple solid region in a coordinate direction
Definition
Let be a simple description of a solid in the direction (Simple solid regions in a coordinate direction and their cyclic coordinate projection), and write
for the upper and lower graph of the description. Let be a compatible finite patch presentation in the sense of Finitely patched regular surfaces, their area, scalar integrals, and flux, each a regular parametrized surface patch of Regular parametrized surface patches on compact Jordan parameter regions, whose patch images cover and are contained in . Write for the two parameter derivatives, and for the oriented area vector of Unit normal fields, orientations, and flux through a regular surface patch, whose coordinates are those of The cross product in .
The presentation is adapted to the description when the index set is partitioned into three sublists , and , supplied with the presentation, such that all of the following hold.
- Upper faces. For , the image of lies in the graph of and the th coordinate of is positive on the interior of .
- Lower faces. For , the image of lies in and the th coordinate of is negative on the interior of .
- Lateral faces. For , the th coordinate of vanishes on the interior of .
- The graph faces cover the base. Writing for the projected image of the th patch, the projected images of the upper sublist are pairwise disjoint and fill up to content zero, and the same holds for the lower sublist: for each of and the sets with in that sublist are pairwise disjoint and has content zero in the sense of Measure zero and content zero in by countable and finite cube covers.
- Both graph sublists are nonempty. and ; the lateral sublist may be empty.
The partition into the three sublists is part of the supplied data, exactly as the description is; nothing here is inferred from the set or from the unordered collection of patch images. Interiors are those of Interior, closure, boundary, limit point, isolated point and dense subset of a metric space and integrals over the projected images are those of The Riemann integral of a bounded function over a bounded Jordan measurable set.
Remarks
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The conditions are on the sign of one coordinate, not on outwardness. Clauses 1 to 3 are analytic: by Each coordinate of the oriented area vector is the Jacobian determinant of the matching cyclic projection the th coordinate of the oriented area vector is the Jacobian determinant of , so clause 1 says that the projection of an upper patch is orientation-preserving on the parameter interior and clause 3 says that a lateral patch projects with vanishing Jacobian determinant. That the induced normals of the graph faces then point out of is a theorem, At interior base points, the graph faces of an adapted presentation induce the outward unit normal, rather than part of this definition.
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A graph face is not required to be a graph patch. Clause 1 asks only that the patch image lie in ; it does not ask that be the map read in the projected coordinates. That is what admits the eight spherical octants and the four quarter-cylinders: their graph functions have unbounded gradient at the equator or at the silhouette, so they are not on a neighbourhood of the closed base and could not parametrize a patch, while the octants and quarters themselves are patches in every direction at once.
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Why the lateral condition is imposed on the interior. The parameter region of a patch is the closure of its interior, and the th coordinate of the oriented area vector is continuous on the whole region, so a vanishing condition on the interior already forces vanishing everywhere on the region. Stating it on the interior keeps the three clauses in the same form and matches where clauses 1 and 2 can be stated at all, since the oriented area vector may vanish on a parameter boundary.
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What clause 4 is for. It is the only clause that ties the presentation to the base quantitatively: without it, one tiny upper patch in together with one tiny lower patch in could satisfy clauses 1, 2, 3 and 5 while covering almost none of either graph. Pairwise disjointness and the content-zero residue are what make the sum of the graph-face fluxes an integral over the whole of .
The flux of a single-component field through a graph face is a base integral of its trace
Statement
Let be a simple description of a solid in the direction and let be a boundary presentation adapted to it, with sublists (Boundary presentations adapted to a simple solid region in a coordinate direction). Let be continuous and let be the field on whose th coordinate is and whose other two coordinates are zero. For put and , and write for the point of with -projection and th coordinate .
Then each is a bounded open Jordan measurable subset of , the displayed base integrand is integrable over , and the flux of through an upper face is the integral of the trace of on the upper graph over the projected image, and through a lower face it is the negative of the corresponding integral:
Facts & Assumptions
Given: The simple description of , the adapted presentation with its supplied sublists, the continuous , and an index in or in .
For a regular patch and a continuous vector field , the flux in the orientation induced by is (Unit normal fields, orientations, and flux through a regular surface patch).
For , , and the standard unit vector has th coordinate and the others (The Euclidean inner product on , The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ).
A simple solid region in the direction is , with the cyclic coordinate projection and continuous on the compact Jordan base (Simple solid regions in a coordinate direction and their cyclic coordinate projection).
For the image of lies in the graph of and the th coordinate of is positive on the interior of ; for the image lies in the graph of and that coordinate is negative on the interior of (Boundary presentations adapted to a simple solid region in a coordinate direction).
A regular patch has a compact Jordan parameter region that is the closure of its nonempty interior, its parametrization is on an open neighbourhood of that region, and no point of has the same image as a distinct point of (Regular parametrized surface patches on compact Jordan parameter regions).
Integration over a bounded Jordan measurable set is integration of the zero extension over a bounding rectangle (The Riemann integral of a bounded function over a bounded Jordan measurable set).
For a map of two variables into , for each of the three coordinate directions (Each coordinate of the oriented area vector is the Jacobian determinant of the matching cyclic projection).
Let be on an open with compact Jordan, and suppose is injective on the interior of and has nonvanishing Jacobian determinant there. Then is bounded, open and Jordan measurable, and for continuous on , (Change of variables for a map injective and regular only on the interior of a compact Jordan set).
Let be bounded Jordan measurable and let be bounded with of content zero. Then is integrable over if and only if is, and their integrals then agree (Changing a bounded integrand on a content-zero set does not change its Riemann integral).
A metric-bounded set is Jordan measurable if and only if its boundary has content zero (A bounded set in is Jordan measurable iff its boundary is null, equivalently of content zero).
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).
Proof
By [F2] the inner product of with any vector is , so by [F1] the flux integrand of through the patch is on .
Suppose and put for ; by [F3] the point lies in and is continuous on , being composed with a continuous map. By [F4] the image of lies in the graph of , so for the point has -projection and th coordinate ; hence and . For the same computation with in place of defines a continuous on with .
By [L1] the factor in step 1.1 is , so the flux integrand is . The map is on an open neighbourhood of by [F5], since is and is linear.
The map is injective on . Indeed let with . By step 1.2 both and are determined by their common -projection through the same graph function, so ; by [F5] no point of shares its image with a distinct point of , so .
By [F4] and step 2.1, is positive on when and negative there when ; in either case it is nonvanishing on .
By [F5] the parameter region is compact and Jordan measurable, so steps 2.2 and 3.1 put the data under the hypotheses of [L2]. Hence is bounded, open and Jordan measurable, it is contained in by step 1.2, and with the continuous of step 1.2 Both sides exist, the left by [L5] on the compact Jordan and the right as part of [L2], with integrals read as in [F6].
On the two functions and coincide, where for and for , by step 3.1. They can differ only on , which has content zero by [F5] and [L4]; both are continuous on the compact Jordan , hence bounded and integrable by [L5], so multiplying each by the bounded continuous and applying [L3] on gives
Let , so . Combining steps 1.1, 1.2 and 2.1 the flux integral is , which by step 5.1 equals and by step 4.1 equals . That is the first asserted identity.
Let , so and . Steps 1.1, 1.2 and 2.1 again make the flux integral , and step 5.1 now reads , so the flux integral is , which by step 4.1 is . This is the second asserted identity, and the sign comes from that replacement of the absolute determinant and from nothing else.
Remarks
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Injectivity of the projection is forced, not assumed. Step 2.2 uses only that the patch image lies in a graph over the base: two interior parameter points with the same projection are then carried to the same point of , which the patch definition forbids. Nothing in the adapted-presentation conditions had to say it.
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Where the absolute value is paid for. Change of variables produces , while the flux integrand carries with its sign. Step 5.1 is the whole difference between the two faces of a solid: the upper one contributes with a plus sign and the lower one with a minus, and that is what makes the two contributions add to an increment of across the solid rather than cancel.
The single-direction flux identity on a simple solid region
Statement
Let be a simple description of a solid in the direction and let be a boundary presentation adapted to it (Boundary presentations adapted to a simple solid region in a coordinate direction). Let be a real function of class on an open set containing and let be the field whose th coordinate is and whose other two coordinates are zero. Then the flux of over the presentation equals the integral of the th partial derivative of over :
Facts & Assumptions
Given: The simple description of , the adapted presentation with its supplied sublists , and the function of class on an open . Write , , for the point with -projection and th coordinate , and for .
For a compatible finite patch presentation, the oriented flux is the sum of the patch values, each patch value being (Finitely patched regular surfaces, their area, scalar integrals, and flux, Unit normal fields, orientations, and flux through a regular surface patch).
For the th coordinate of vanishes on the interior of ; the projected images of the upper sublist are pairwise disjoint and fill up to content zero, and the same holds for the lower sublist (Boundary presentations adapted to a simple solid region in a coordinate direction).
A regular patch has a compact Jordan parameter region that is the closure of its nonempty interior, and its parametrization is on an open neighbourhood of that region (Regular parametrized surface patches on compact Jordan parameter regions).
The simple solid region described by is with compact Jordan and continuous on , and carries onto the solid between the graphs of and over (Simple solid regions in a coordinate direction and their cyclic coordinate projection).
For , (The Euclidean inner product on ); a function has continuous first partial derivatives ( Euclidean maps and diffeomorphisms); and is the th partial derivative appearing in the divergence of Divergence and curl of a vector field.
Integration over a bounded Jordan measurable set is integration of the zero extension over a bounding rectangle (The Riemann integral of a bounded function over a bounded Jordan measurable set).
For the flux of through is , and for it is ; each is a bounded open Jordan measurable subset of and the base integrand is integrable over it (The flux of a single-component field through a graph face is a base integral of its trace).
Let be bounded Jordan measurable, let and let be bounded Jordan sets with pairwise intersections of content zero and with of content zero; if is bounded on and integrable over and over each , then (Additivity of the integral over finitely many Jordan pieces that fill a Jordan set up to content zero).
For compact Jordan , continuous on and , the solid is compact and Jordan measurable and every continuous satisfies (A solid between continuous graphs over a compact Jordan base is Jordan measurable and integrates by vertical sections).
For a cyclic coordinate permutation of and compact Jordan , the set is compact Jordan and for bounded integrable on either side (A cyclic permutation of the coordinates of preserves Jordan measurability and integrals).
If is differentiable at every point of with and is integrable on , then (The second fundamental theorem: if is differentiable on with and is integrable, then ).
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).
For a map of two variables into , (Each coordinate of the oriented area vector is the Jacobian determinant of the matching cyclic projection).
Proof
Let . By [F5] the flux integrand of through is , which is continuous on because is there by [F3] and is continuous. By [F2] its second factor vanishes on , and is the closure of by [F3], so a continuous function vanishing on vanishes on . Hence that patch's flux is .
By [F4] the set is compact and Jordan measurable and . The function is continuous on , since is continuous on by [F5] and is linear, and on . So [L4] applied with gives , both integrals existing by [L3] and [L6].
Fix and put , defined and differentiable for every with , with because varying moves only the th coordinate. If then is differentiable on , whose points lie in by [F4], and is continuous there hence integrable, so [L5] gives . If instead then the interval is degenerate, so the integral is , and the increment is also ; the identity holds in that case too.
The functions and are continuous on the compact Jordan base , hence bounded and integrable over by [L6] and [F6]. By [L1] each with is a bounded Jordan subset of over which is integrable, and by [F2] those sets are pairwise disjoint — so their pairwise intersections are empty and have content zero — and their union omits from only a set of content zero. So [L2] gives , and by [L1] the left side is the sum of the upper faces' fluxes.
The same argument applied to the lower sublist gives , and by [L1] each lower face's flux is , so the lower faces' fluxes sum to .
By step 1.3 the inner integral in [L3] is for every , a continuous function of ; so [L3] applied to on and step 1.2 give , the last step by linearity of the integral over .
By [F1] the flux over the presentation is the sum of the patch fluxes, which splits along the three supplied sublists. Step 1.1 makes the lateral sum zero, step 1.4 makes the upper sum and step 1.5 makes the lower sum , so the total is .
Steps 2.1 and 2.2 give the same number for the two sides of the asserted identity, so it holds.
Remarks
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The degenerate slice needs its own line. Where the two graph functions agree, the second fundamental theorem is unavailable, since it requires a nondegenerate interval; step 1.3 handles that case separately, and both sides are zero there. Folding it into the main computation would apply [L5] with .
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Nothing here says the normals point outward. The identity is proved from the sign conditions of the adapted presentation alone. Reading its right-hand side as an outward flux is At interior base points, the graph faces of an adapted presentation induce the outward unit normal and Every patch of an elementary solid region's presentation is a graph face in some direction, and at interior base points its normal is outward, and no step above depends on them.
At interior base points, the graph faces of an adapted presentation induce the outward unit normal
Statement
Let be a simple description of a solid in the direction and let be a boundary presentation adapted to it. Let , let be an interior point of the parameter region whose projection lies in the interior of the base , and put .
Then , the tangent plane is defined, and the induced unit normal of an upper or lower face is the outward unit normal: the vector
is outward at in the sense of The outward unit normal at a boundary point of a compact solid, while is not; so is the outward unit normal to at .
The displayed interior condition makes explicit the part of the base on which the strict graph separation is used below.
Facts & Assumptions
Given: The simple description of , the adapted presentation , the index , the interior parameter point with , and . Write , write for when and for when , and write for the point with -projection and th coordinate .
, with compact Jordan of nonempty interior, continuous on , on and on the interior of (Simple solid regions in a coordinate direction and their cyclic coordinate projection).
For the image of lies in the graph of and the th coordinate of is positive on the interior of ; for the image lies in the graph of and that coordinate is negative on the interior of (Boundary presentations adapted to a simple solid region in a coordinate direction).
A regular patch has a compact Jordan parameter region that is the closure of its nonempty interior, its parametrization is on an open neighbourhood of that region, and on the interior (Regular parametrized surface patches on compact Jordan parameter regions).
At an interior parameter point the tangent plane of a regular patch is , a two-dimensional subspace of (The tangent plane of a regular surface patch).
The parametrization induces on the interior the unit normal , which is orthogonal to the tangent plane (Unit normal fields, orientations, and flux through a regular surface patch).
A unit vector is outward at when there is a real with and for every with ; when a two-dimensional subspace is given and one of its two unit normals is outward at , the other is not, and the outward one is called the outward unit normal to at (The outward unit normal at a boundary point of a compact solid).
For , (The Euclidean inner product on ); the gradient of a scalar function is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case); a map is when each component is ( Euclidean maps and diffeomorphisms); and the Jacobian determinant of a square-dimensional map is (The Jacobian determinant of a square-dimensional map is the determinant of its Jacobian matrix).
The boundary of is (Interior, closure, boundary, limit point, isolated point and dense subset of a metric space), and is the limit of the difference quotient at (The derivative of at a point that is a limit point of , and differentiability on a set).
If is on an open and is invertible, then there are open with and such that is bijective with inverse (The Euclidean inverse function theorem).
For a map of two variables into , (Each coordinate of the oriented area vector is the Jacobian determinant of the matching cyclic projection).
If is totally differentiable at then exists for every and equals , and the matrix of is (A total derivative computes every directional derivative, and its matrix is the Jacobian).
If is totally differentiable at and at , then (The chain rule for total derivatives: ).
If every partial derivative of exists on a neighbourhood of and is continuous at , then is totally differentiable at with the linear map of matrix (If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative).
If then there is with for every in the domain with ; if then there (If then on a punctured neighbourhood of ; in particular if then there).
Proof
By [F3] the map is on an open neighbourhood of , so is there by [F7], and by [F2] and [L2] its Jacobian determinant at is nonzero, hence is invertible. So [L1] supplies open sets and with bijective and with inverse ; shrinking and , which stays possible because and are open and contain and , we may take and .
Let . By [F2] the point lies in the graph of over , and its -projection is , so . Reading the th coordinate, on , a composite of maps and therefore on by [F7] and [L4]; by [L5] it is totally differentiable at , and by [L3] and [F7] its total derivative there acts by with .
The map on equals by step 2.1, and its two parameter derivatives at are for . By [L4] the derivative with invertible, so and are the same subspace, namely the tangent plane of [F4].
By [F3] and [F5] the vector is defined at , has norm and is orthogonal to . Write with and ; since merely permutes coordinates, [F7] gives . Orthogonality to of step 3.1 therefore reads for , that is . If were then and , contradicting ; so , and by [F2] and [L2] the number has the sign of , hence for and for .
For real near the projection lies in the open , so is defined there, using from step 2.1. Then , and by step 2.1 and [L3] the function is differentiable at with , using from step 4.1. Since , the difference quotient at is , so [F8] and [L6] give such that has the sign of for every with ; hence has the sign of there.
Suppose , so and by step 4.1. Shrink so that for and so that, and being continuous with by [F1], one also has there. For , step 5.1 gives , that is , so by [F1]; and , that is , while by the choice of , so by [F1]. Hence is outward at by [F6].
Suppose instead , so and by step 4.1. Shrink so that for and so that there, which is possible since by [F1] and tends to . For , step 5.1 gives , that is , so by [F1]; and , that is , while by the choice of , so by [F1]. Hence is outward at by [F6].
In both cases while for arbitrarily small , so is not interior to and therefore by [F8]. Replacing by exchanges the two conditions of [F6], which then fail, so is not outward at ; since are the only unit vectors orthogonal to the two-dimensional , the vector is the outward unit normal to at .
Remarks
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Why the projection is interior here. The nonzero projected Jacobian at the interior parameter point makes a local diffeomorphism. Its local image is open and, because the patch image lies in the graph over , is contained in ; hence is automatically an interior point of . The Statement records the condition explicitly because steps 6.1 and 6.2 use the strict inequality attached to it.
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The excluded points are the seams and the edges. Nothing is claimed at a parameter-boundary point of a patch, nor at a point whose projection lies on . Those points form a set of content zero in every parameter region, which is why no integral identity on this page is affected by them; but a pointwise claim about the normal there would be false in general and is not made.
Elementary solid regions: one boundary presentation adapted in all three coordinate directions
Definition
An elementary solid region is a compact set supplied with a simple description in each of the three coordinate directions (Simple solid regions in a coordinate direction and their cyclic coordinate projection) together with one compatible finite patch presentation of that is adapted to a simple description of in each of the three coordinate directions (Boundary presentations adapted to a simple solid region in a coordinate direction, Finitely patched regular surfaces, their area, scalar integrals, and flux).
Explicitly, the data are: three simple descriptions , and , each describing the same set ; one compatible finite patch presentation whose patch images cover and are contained in ; and, for each of the three directions , a partition of into sublists making adapted to the th description. The boundary is that of Interior, closure, boundary, limit point, isolated point and dense subset of a metric space.
One presentation, three partitions. The patch list is the same in all three directions; only the sorting of its indices into upper, lower and lateral changes with . That is what makes the three single-direction flux identities statements about one and the same boundary integral, and it is the whole content of the word "elementary" here.
Remarks
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The descriptions and the presentation are supplied data. Nothing above is inferred from the set : a compact set may admit several simple descriptions in a given direction, several compatible presentations of its boundary, and several sortings of a presentation, and no claim is made that any of these exists for an arbitrary compact set or that it is unique when it does. The convention matches the one Type I, Type II, and elementary regions for Green's theorem uses in the plane, where the decomposition is likewise part of the data.
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A patch may be lateral in one direction and a face in another. The six faces of a box illustrate both: the top and bottom faces are the upper and lower sublists for and lateral for and . What cannot happen is a patch lateral in all three directions, and that is Every patch of an elementary solid region's presentation is a graph face in some direction, and at interior base points its normal is outward.
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What is not assumed. The solid need not be convex, its boundary need not be connected, and no patch is required to be a graph over a coordinate plane. Conversely, nothing here asserts that every compact solid with a piecewise smooth boundary can be presented this way; What the classical divergence and Stokes theorems here do and do not cover states what is and is not covered.
Every patch of an elementary solid region's presentation is a graph face in some direction, and at interior base points its normal is outward
Statement
Let be an elementary solid region with presentation and sublists for (Elementary solid regions: one boundary presentation adapted in all three coordinate directions). Then every patch of the presentation is an upper or a lower face in at least one coordinate direction: for each there is with .
Moreover, for such a and and for every interior parameter point whose projection lies in the interior of the base of the th description, the induced unit normal is the outward unit normal to the tangent plane at .
Facts & Assumptions
Given: The elementary solid region with its presentation , its three simple descriptions and the three partitions of into sublists.
For the th coordinate of vanishes on the interior of , and the three sublists partition (Boundary presentations adapted to a simple solid region in a coordinate direction, Elementary solid regions: one boundary presentation adapted in all three coordinate directions).
A regular patch has at every point of the interior of its parameter region, and that interior is nonempty (Regular parametrized surface patches on compact Jordan parameter regions).
For , , so if and only if all three of are zero (The Euclidean inner product on , The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ).
The parametrization induces on the interior the unit normal (Unit normal fields, orientations, and flux through a regular surface patch).
A unit vector is outward at when for some one has and for every with ; with a two-dimensional subspace supplied, the outward one of its two unit normals is the outward unit normal to at (The outward unit normal at a boundary point of a compact solid).
Under the hypotheses of an adapted presentation, for and an interior parameter point whose projection lies in the interior of the base, the induced unit normal at is the outward unit normal to the tangent plane at (At interior base points, the graph faces of an adapted presentation induce the outward unit normal).
Proof
Fix and, by [F2], a point ; then , so by [F3] at least one of its three coordinates is nonzero at . Fix a direction for which the th coordinate is nonzero at .
By [F1], if belonged to then that th coordinate would vanish at every point of , in particular at , which step 1.1 excludes. The three sublists partition the index set by [F1], so . This is the first assertion; equivalently, by [F3] and [F4], a patch lateral in all three directions would have an induced unit normal orthogonal to , and and hence equal to , which no unit vector is.
Let and be as in the second assertion and let have in the interior of . The presentation is adapted to the th description by [F1] and , so [L1] applies and gives that of [F4] is the outward unit normal to the tangent plane at in the sense of [F5].
Remarks
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The claim is qualified, and the qualification is real. Outwardness is asserted only at interior parameter points whose projection lands in the interior of the relevant base. The excluded points are the parameter-boundary points of a patch and the points sitting over the boundary of the base — the seams and the edges — and at those a normal need not exist or need not be outward. That is not a defect of the presentation: no integral on this page sees a set of content zero in a parameter region.
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Why one direction suffices. A patch may be a graph face in one direction and lateral in the other two, as the top face of a box is; the corollary asserts existence of one such direction for each patch, not the same direction for all patches.
The divergence theorem on an elementary solid region
Statement
Let be an elementary solid region with presentation (Elementary solid regions: one boundary presentation adapted in all three coordinate directions) and let be a vector field on an open set containing . Then
where the left side is the integral of over and the right side is the flux of over the presentation , that is . At every interior parameter point whose projection lies in the interior of the relevant base, the orientation in which that flux is taken is the outward one, by Every patch of an elementary solid region's presentation is a graph face in some direction, and at interior base points its normal is outward.
Facts & Assumptions
Given: The elementary solid region with its three simple descriptions, its presentation and the three partitions of into sublists, and the field on an open .
For a compatible finite patch presentation the oriented flux is the sum of the patch values, each being (Finitely patched regular surfaces, their area, scalar integrals, and flux, Unit normal fields, orientations, and flux through a regular surface patch).
The divergence of a field on an open subset of is (Divergence and curl of a vector field).
For , , and has th coordinate and the others ; so a vector is (The Euclidean inner product on , The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ).
An elementary solid region carries one presentation adapted to a simple description of in each of the three coordinate directions (Elementary solid regions: one boundary presentation adapted in all three coordinate directions, Simple solid regions in a coordinate direction and their cyclic coordinate projection).
Integration over a bounded Jordan measurable set is integration of the zero extension over a bounding rectangle (The Riemann integral of a bounded function over a bounded Jordan measurable set).
Let be a simple description of in the direction , let be adapted to it, and let be on an open set containing . Then the flux of over the presentation equals the integral of the th partial derivative of over (The single-direction flux identity on a simple solid region).
For integrable on a nondegenerate rectangle and scalars , the function is integrable with integral (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
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).
Proof
By [F3] the field splits as on , each being a real function there. For each patch, [F1] and [F3] make the flux integrand , a sum of three continuous functions on the compact Jordan parameter region ; each is integrable by [L3], so [L2] and [F5] split that patch's flux into the three corresponding patch fluxes of the fields . Summing over and using [F1] again, the flux of over is the sum over of the fluxes of over .
Fix a direction . By [F4] the same presentation is adapted to the th simple description of , and is on the open , so [L1] applies and gives that the flux of over equals . This holds for each of the three directions, with the one presentation and the three descriptions supplied with .
Adding the three identities of step 1.2 and substituting into step 1.1, the flux of over equals . Each is continuous on the compact Jordan set , hence integrable over it by [L3], so [L2] and [F5] combine those three integrals into , which is by [F2].
Step 2.1 is the asserted identity. The requirement that one presentation be adapted in all three directions is used exactly once, in step 1.2, where the three applications of [L1] must be to the same boundary integral; and the outward reading of the normals is Every patch of an elementary solid region's presentation is a graph face in some direction, and at interior base points its normal is outward, on which no step above depends.
Remarks
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The field must be on an open set containing all of , not only on . Step 1.2 integrates over the whole solid, so the partial derivatives must exist there. The companion examples page records the failure that quietly weakening this hypothesis produces.
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Nothing is asserted for a solid presented without the data. The three descriptions, the presentation and the three sortings are hypotheses. A compact set with a piecewise smooth boundary may admit them, may admit them only after being cut into pieces — which is what The divergence theorem for finite gluings of elementary solid regions is for — or may not be shown to admit them by anything on this page.
Finite gluings of elementary solid regions and their outward boundary presentation
Definition
A finite gluing of elementary solid regions consists of the following supplied data.
- An integer and elementary solid regions with pairwise disjoint interiors whose union is (Elementary solid regions: one boundary presentation adapted in all three coordinate directions, Interior, closure, boundary, limit point, isolated point and dense subset of a metric space). Each carries its own three simple descriptions, its own presentation and its own three sortings.
- For each , a designation of every patch of as internal or outer.
- An involution without fixed points on the set of all internal patches of all the pieces, under which each internal patch is paired with an internal patch of a different piece that is an orientation-reversing regular reparametrization of it in the sense of Surface reparametrizations and their orientation sign: for paired patches and there is a diffeomorphism between open neighbourhoods of and with , and .
- A requirement that the list of all outer patches of all the pieces, taken together, be a compatible finite patch presentation in the sense of Finitely patched regular surfaces, their area, scalar integrals, and flux whose patch images cover and are contained in . That list is the outer boundary presentation of the gluing, written where an integral is taken over it.
Each patch is a regular parametrized surface patch of Regular parametrized surface patches on compact Jordan parameter regions, and the flux of a continuous field over the outer boundary presentation is the sum of the flux over its patches.
Remarks
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The pairing is a condition on parametrizations, not on images. Clause 3 asks for an orientation-reversing reparametrization, so the two paired patches have the same image and induced normals that are negatives of each other where both are defined. Two patches whose images merely coincide as sets do not satisfy it, and neither do two patches one of whose images is strictly larger: a reparametrization is a bijection between the parameter regions. A face of one piece that meets a smaller face of its neighbour must therefore be subdivided before it can be paired, and the companion examples page shows a case where that is unavoidable.
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Everything is supplied. As with an elementary solid region, nothing here is inferred from the set : neither the decomposition, nor the internal-or-outer designation, nor the pairing, nor the fact that the outer patches present . No claim is made that an arbitrary compact solid admits such data.
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is allowed and carries no internal patch. Then the involution of clause 3 is the empty map, the outer presentation is the piece's own presentation, and a finite gluing of one piece is the elementary solid region itself. The pieces themselves are indexed by a nonempty finite set: is part of clause 1.
Internal faces cancel and volume integrals add when elementary solid regions are glued
Statement
Let a finite gluing of elementary solid regions be given, with pieces , presentations , union and outer boundary presentation (Finite gluings of elementary solid regions and their outward boundary presentation). Then is compact and Jordan measurable, and the sum of the piece fluxes is the flux over the outer presentation, and the sum of the piece volume integrals is the integral over the union:
both integrals in the second identity existing.
Facts & Assumptions
Given: The finite gluing with its pieces, presentations, internal-or-outer designations and pairing involution, together with the continuous and the continuous .
For a compatible finite patch presentation the oriented flux is the sum of the flux over its patches (Finitely patched regular surfaces, their area, scalar integrals, and flux, Unit normal fields, orientations, and flux through a regular surface patch).
In a finite gluing the pieces are elementary solid regions with pairwise disjoint interiors whose union is ; every patch of every is designated internal or outer; each internal patch is paired with an internal patch of a different piece that is an orientation-reversing regular reparametrization of it; and the outer patches together form a compatible finite patch presentation of (Finite gluings of elementary solid regions and their outward boundary presentation, Elementary solid regions: one boundary presentation adapted in all three coordinate directions).
A regular reparametrization is orientation-reversing when its parameter Jacobian determinant is negative (Surface reparametrizations and their orientation sign).
The simple solid region described by a simple description is compact and Jordan measurable (Simple solid regions in a coordinate direction and their cyclic coordinate projection).
The boundary of is (Interior, closure, boundary, limit point, isolated point and dense subset of a metric space); a set has content zero when it admits finite cube covers of arbitrarily small total volume, and content zero passes to subsets (Measure zero and content zero in by countable and finite cube covers).
Integration over a bounded Jordan measurable set is integration of the zero extension over a bounding rectangle (The Riemann integral of a bounded function over a bounded Jordan measurable set).
An orientation-preserving reparametrization preserves flux and an orientation-reversing reparametrization negates it (Flux is invariant under orientation-preserving reparametrization and changes sign under reversal).
Let be bounded Jordan measurable, let and let be bounded Jordan sets with pairwise intersections of content zero and with of content zero; if is bounded on and integrable over and over each , then (Additivity of the integral over finitely many Jordan pieces that fill a Jordan set up to content zero).
A metric-bounded set is Jordan measurable if and only if its boundary has content zero (A bounded set in is Jordan measurable iff its boundary is null, equivalently of content zero).
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).
A continuous real function on a nonempty compact metric space has bounded image (A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).
A subset of is compact if and only if it is closed and bounded (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line).
Proof
By [F1] the sum is the sum of the flux of over every patch of every , a finite list of real numbers. By [F2] each entry of that list is designated internal or outer.
Each is compact and Jordan measurable by [F4], so is closed and bounded, hence compact by [L6], and each has content zero by [L3]. If then , so for some , and cannot lie in , since would then put in ; so and . Concatenating the finite covers shows that union has content zero, so is Jordan measurable by [L3] and [F5].
Let and be a paired internal pair, so by [F2] and [F3] there is a diffeomorphism between neighbourhoods of and with , and ; that is an orientation-reversing regular reparametrization. So [L1] gives that the flux of over is the negative of its flux over , and the two contributions to the sum of step 1.1 add to . The pairing of [F2] is an involution without fixed points, so the internal entries of the list are exhausted by such pairs.
By [L5] the continuous is bounded on the nonempty compact , and by [L4] it is integrable over and over each compact Jordan . If and then lies in at most one of the two interiors, so , which has content zero by step 1.2 and [F5]; and is empty, hence of content zero. So [L2] applies with and and gives , the integrals being those of [F6].
Deleting the cancelling internal pairs of step 2.1 from the finite sum of step 1.1 leaves exactly the outer entries, whose sum is by [F1] and [F2]. This is a rearrangement of finitely many reals, so it needs no connectedness of or of its boundary; for there is no internal patch and the two lists coincide.
Steps 3.1 and 2.2 are the two asserted identities, and step 1.2 is the assertion that is compact and Jordan measurable.
Remarks
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The cancellation is between parametrizations, not between images. [L1] compares the flux of two patches related by a reparametrization; two patches with the same image but no such relation are not covered, and neither are two patches whose images overlap only partly. That is why the gluing data asks for the reparametrization explicitly, and why a face meeting a smaller neighbouring face has to be cut first.
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The sign condition is pointwise and needs no connectedness argument. The gluing data requires everywhere, so the reparametrization is orientation-reversing in the sense of [F3] at every parameter point. A regular reparametrization of a connected parameter region has a constant orientation sign says that on a connected parameter region the sign cannot change, so the requirement costs nothing beyond one sign check per pair.
The divergence theorem for finite gluings of elementary solid regions
Statement
Let a finite gluing of elementary solid regions be given, with pieces , union and outer boundary presentation (Finite gluings of elementary solid regions and their outward boundary presentation), and let be a vector field on an open set containing . Then
the right-hand side being the flux of over .
The decomposition into pieces, the internal-or-outer designation of the patches and the pairing of the internal patches are hypotheses supplied with the gluing; nothing is asserted about a solid presented without them.
Facts & Assumptions
Given: The finite gluing with its pieces , their presentations , the internal-or-outer designations, the pairing involution, the union , the outer presentation , and the field on an open .
In a finite gluing the pieces are elementary solid regions with pairwise disjoint interiors whose union is , and the outer patches together form a compatible finite patch presentation of (Finite gluings of elementary solid regions and their outward boundary presentation).
The divergence of a field on an open subset of is (Divergence and curl of a vector field).
For a compatible finite patch presentation the oriented flux is the sum of the flux over its patches (Finitely patched regular surfaces, their area, scalar integrals, and flux), and (The Euclidean inner product on ).
For an elementary solid region with presentation and a field on an open set containing , (The divergence theorem on an elementary solid region).
For a finite gluing, is compact and Jordan measurable; for a continuous vector field on the union of the piece boundaries, the sum of the piece fluxes is the flux over the outer presentation; and for a continuous scalar function on , the sum of the piece volume integrals is the integral over the union (Internal faces cancel and volume integrals add when elementary solid regions are glued).
Proof
By [F1] each is an elementary solid region contained in , so is an open set containing and is on it; hence [L1] applies to each piece and gives for .
The function is continuous on by [F2], since a field has continuous first partial derivatives, and in particular continuous on .
Summing the identities of step 1.1 over and applying [L2] to each side — the volume clause with , continuous on by step 1.2, and the flux clause with , continuous on and on every — turns the left sum into and the right sum into , which by [F1] and [F3] is the flux over the outer boundary presentation of .
Step 2.1 is the asserted identity. The field is required to be on an open set containing the whole union, because step 1.1 applies the piecewise identity with that same field on each piece and step 2.1 integrates over .
Remarks
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What the gluing clause buys. A solid need not be simple in every coordinate direction: a U-shaped prism has sections in one direction that are unions of two disjoint intervals, so it admits no simple description there, and yet it is a gluing of three boxes. The companion examples page carries that computation.
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No connectedness is used. The pieces need not touch and the boundary need not be connected: step 2.1 rearranges finitely many real numbers and integrates over a finite union.
Vector forms: the boundary integrals of and of
Statement
Let a finite gluing of elementary solid regions be given, with union and outer boundary presentation . Vector-valued integrals below are taken coordinatewise, so that for a continuous -valued on the symbol denotes the vector whose th coordinate is , and for a continuous -valued on the boundary the symbol denotes the vector whose th coordinate is , where inside such an integrand is read as the oriented area vector of the patch, exactly as in the scalar flux.
Then, for of class on an open set containing and of class on an open set containing ,
Facts & Assumptions
Given: The finite gluing with union and outer presentation , the scalar and the field , both on open sets containing , and the coordinatewise reading of the vector integrals fixed in the Statement.
The divergence of a field is and the curl of a field on an open subset of is (Divergence and curl of a vector field).
For and in , (The cross product in ).
For , , and has th coordinate and the others , so (The Euclidean inner product on , The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ).
For scalar-valued the gradient is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case).
In a finite gluing the outer patches form a compatible finite patch presentation of , over which flux is the sum of the patch values (Finite gluings of elementary solid regions and their outward boundary presentation, Finitely patched regular surfaces, their area, scalar integrals, and flux).
For fields and a scalar on an open subset of , (Divergence and curl are linear and satisfy the scalar product rules).
For fields on an open subset of , (The divergence and curl of a cross product).
For a finite gluing with union and outer presentation and a field on an open set containing , (The divergence theorem for finite gluings of elementary solid regions).
Proof
Let and let be the constant field with value on the open set where is . Its partial derivatives all vanish, so it is with and by [F1]. The field is and [L1] gives , while its flux integrand against a vector is by [F3].
For all , expanding both sides by [F2] and [F3] gives and the six monomials of the first list are the six of the second with the same signs, matched as with , with , with , with , with and with . Hence .
With as in step 1.1 on the open set where is , the field is and [L2] gives .
Apply [L3] to the field of step 1.1: , using [F5] to read the right side patch by patch. Take : by [F3] and [F4] the left side becomes , the th coordinate of , and the right side becomes , the th coordinate of . As ranges over the three directions this is the first identity.
Apply [L3] to the field of step 2.1: . Step 1.2 with , and rewrites each integrand as . Take : by [F3] the left side becomes and the right side becomes , so as ranges over the three directions this is the second identity.
Steps 2.2 and 3.1 are the two asserted identities.
Remarks
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Why a constant vector is the right device. Both clauses assert an equality of vectors, and the divergence theorem produces only scalars. Pairing with a fixed turns each vector identity into a scalar one; running over the standard basis recovers the vector identity coordinate by coordinate, and nothing else about is used.
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The triple-product identity of step 1.2 is the determinant identity in disguise. By The cross product is bilinear, alternating, and orthogonal to both factors each of and is the determinant of the matrix with the three vectors as columns, in the orders and ; those two orders differ by a cyclic permutation of three columns. The coordinate expansion above is the same fact written out, and it is what the proof uses.
The volume of a glued elementary solid is a third of the outward flux of the position field
Statement
Let a finite gluing of elementary solid regions be given, with union and outer boundary presentation , and let be the position field on . Then the content of the solid is a third of the outward flux of the position field through its boundary:
Moreover each of the three single-coordinate fields , and satisfies
Facts & Assumptions
Given: The finite gluing with union and outer presentation , and the position field .
The divergence of a field is (Divergence and curl of a vector field).
For , , and has th coordinate and the others (The Euclidean inner product on , The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ).
For a finite gluing with union and outer presentation and a field on an open set containing , (The divergence theorem for finite gluings of elementary solid regions).
For a finite gluing, is compact and Jordan measurable (Internal faces cancel and volume integrals add when elementary solid regions are glued, Finite gluings of elementary solid regions and their outward boundary presentation).
For integrable on a nondegenerate rectangle and scalars , the function is integrable with integral (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
Proof
The position field has , so is when and otherwise; these are continuous on , so is there and [F1] gives at every point. By [L2] the set is compact and Jordan measurable, so by [F2].
For each the field has th coordinate and the other two coordinates by [F3], so its only nonvanishing first partial derivative is ; it is therefore on with divergence by [F1].
Applying [L1] with , which is on the open set , gives , and by [L3] with , and step 1.1 this is . Dividing by gives the first identity.
Applying [L1] with the field of step 1.2 gives by step 1.1, for each of the three directions .
Steps 2.1 and 2.2 are the asserted identities.
Remarks
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The solid is Jordan measurable because its pieces are, not by assumption. Step 1.1 takes that from [L2]; without it the symbol would not denote anything and would not exist.
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The orientation is what fixes the sign. Reversing every patch of the presentation negates the right-hand sides and would give a negative content. That the presentation of a glued elementary solid carries the outward normal is Every patch of an elementary solid region's presentation is a graph face in some direction, and at interior base points its normal is outward applied to each piece, and the companion examples page checks the sign against the known volume of a ball.
A field with vanishing divergence has zero outward flux through the boundary of a glued elementary solid
Statement
Let a finite gluing of elementary solid regions be given, with union and outer boundary presentation , and let be a vector field on an open set containing . If the divergence vanishes on an open set containing the solid then the outward boundary flux is zero: if at every point of , then
The hypothesis is that is with vanishing divergence on an open set containing the whole of , not merely on and not merely wherever happens to be defined.
Facts & Assumptions
Given: The finite gluing with union and outer presentation , the open set , and the field on with throughout .
The divergence of a field is (Divergence and curl of a vector field).
Integration over a bounded Jordan measurable set is integration of the zero extension over a bounding rectangle (The Riemann integral of a bounded function over a bounded Jordan measurable set).
For a finite gluing with union and outer presentation and a field on an open set containing , (The divergence theorem for finite gluings of elementary solid regions).
For a finite gluing, is compact and Jordan measurable (Internal faces cancel and volume integrals add when elementary solid regions are glued).
For integrable on a nondegenerate rectangle and scalars , the function is integrable with integral (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
Proof
By [L2] the set is compact and Jordan measurable, and by hypothesis and [F1] the function is identically zero on . Its zero extension to a bounding rectangle is the zero function, which by [L3] with is integrable with integral ; so by [F2].
The field is on the open , so [L1] applies and gives , which is by step 1.1.
Remarks
- The hypothesis is about an open set containing , and that is exactly what fails in the standard counterexample. The inverse-square field has vanishing divergence at every point where it is defined, yet its outward flux through the unit sphere is ; the field is not defined at the origin, so no open set containing the closed unit ball carries it. The companion examples page states the false weakening and carries the computation.
The flux of a curl through the boundary of a glued elementary solid vanishes
Statement
Let a finite gluing of elementary solid regions be given, with union and outer boundary presentation , and let be a vector field of class on an open set containing . Then
The hypothesis is , not : with only the field need not have a divergence at any point, so neither the degree-two identity nor the divergence theorem has a hypothesis to consume.
Facts & Assumptions
Given: The finite gluing with union and outer presentation , the open , and the field on .
The curl of a field on an open subset of is , and the divergence of a field is (Divergence and curl of a vector field).
A scalar is of class on when, for every word of coordinate indices with , the iterated derivative exists and is continuous on ( maps and multi-index derivative notation in Euclidean space).
In a finite gluing the outer patches form a compatible finite patch presentation of , over which flux is the sum of the patch values, with (Finite gluings of elementary solid regions and their outward boundary presentation, Finitely patched regular surfaces, their area, scalar integrals, and flux, The Euclidean inner product on ).
For open and of class , the field is on and on (The divergence of the curl of a field vanishes).
For a finite gluing with union and a field on an open set containing whose divergence vanishes there, (A field with vanishing divergence has zero outward flux through the boundary of a glued elementary solid).
Proof
Each coordinate of is a difference of two first partial derivatives of components of by [F1]. Since is on , [F2] makes every iterated derivative exist and be continuous on , so each coordinate of has continuous first partial derivatives; hence is a field on , which is what [L1] asserts and which is exactly the regularity [L2] requires of the field it is applied to.
By [L1] the divergence of vanishes at every point of , and is an open set containing . So [L2] applied to , a field on by step 1.1 with vanishing divergence there, gives , the flux being read over the outer presentation as in [F3].
Remarks
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Where is spent. It is used once, in step 1.1, to make a field. Everything after that is the divergence-free corollary applied to that field. The identity is itself a statement, so the hypothesis cannot be weakened by rearranging the argument.
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The converse is false. A field with zero outward flux through the boundary of every glued elementary solid need not be a curl on the whole of : the divergence-free field is a curl on a star-shaped open set by A divergence-free field on a star-shaped open subset of has a vector potential, and on a general open set that theorem's hypothesis is unavailable. Nothing here asserts otherwise.
The divergence at a point is the limit of outward flux per unit volume
Statement
Let be open, let be and let . For each let a finite gluing of elementary solid regions be given whose union satisfies , and , and suppose . Then
that is: for every rational there is such that every satisfies
Positive content is required only so that the quotient is defined; no relation between the content and the diameter is assumed.
Facts & Assumptions
Given: The open , the field on , the point , and for each the finite gluing with union containing , of positive content, with .
The divergence of a field is ; a map has continuous first partial derivatives, so is continuous (Divergence and curl of a vector field, Euclidean maps and diffeomorphisms).
For a nonempty bounded in a metric space, (Bounded subset, diameter, distance from a point to a set, and distance between two sets in a metric space), the metric on being (The Euclidean inner product on ).
A map between metric spaces is continuous at a point when for every real there is a real such that points within of it have images within (Continuity of a map between metric spaces, at a point and globally, in the - form).
A sequence of reals converges to when for every rational there is with for all (Limits and Cauchy sequences of reals).
For a finite gluing with union and outer presentation and a field on an open set containing , (The divergence theorem for finite gluings of elementary solid regions).
For a finite gluing, is compact and Jordan measurable (Internal faces cancel and volume integrals add when elementary solid regions are glued, Finite gluings of elementary solid regions and their outward boundary presentation).
For integrable on a nondegenerate rectangle and scalars : is integrable with integral ; if then ; and is integrable with (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
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).
Proof
For each the set is compact and Jordan measurable by [L2], and is continuous on by [F1], hence integrable over by [L4]. Since is on the open , [L1] gives .
Let be rational. The function is continuous at by [F1], so [F4] with the real number supplies such that every with satisfies . Since , there is with for every .
Fix . Since , every has by [F3], so step 1.2 bounds by on . By [L3] and [F2], , and
Dividing the estimate of step 2.1 by the positive number and substituting step 1.1 gives for every . As was an arbitrary positive rational, [F5] gives the asserted limit.
Remarks
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No shape hypothesis is needed. The content cancels between the estimate and the quotient, so nothing forces the solids to be balls, cubes or comparable to their diameters. What is needed is that each carries the gluing data, that each contains , and that the diameters vanish.
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Positive content is a hypothesis about the quotient, not about the estimate. Step 2.1 holds whatever is; step 3.1 divides by it. A solid of content zero would make the left-hand side undefined rather than make the estimate fail.
Green's first identity on a glued elementary solid region
Statement
Let a finite gluing of elementary solid regions be given, with union and outer boundary presentation , let be an open set containing , let be and let be . Then
the right-hand side being the flux of the field over .
No symmetry between and is claimed: the hypotheses on them differ.
Facts & Assumptions
Given: The finite gluing with union and outer presentation , the open , the function and the function on .
For scalar-valued the gradient is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case).
For a function on an open subset of , (The Laplacian of a function and of a vector field).
A scalar is of class on when every iterated derivative of length at most exists and is continuous on ( maps and multi-index derivative notation in Euclidean space), and a map is when each component is ( Euclidean maps and diffeomorphisms).
For , (The Euclidean inner product on ), and the divergence of a field is (Divergence and curl of a vector field).
Let be open, let be and let be . Then is on and (Divergence and curl are linear and satisfy the scalar product rules).
For a finite gluing with union and outer presentation and a field on an open set containing , (The divergence theorem for finite gluings of elementary solid regions).
Proof
Since is on , [F1] and [F3] make each component of a function with continuous first partial derivatives, so is a field on .
The function is on and is a field there by step 1.1, so [L1] with and makes a field on with the last equality by [F2] and [F4].
Applying [L2] to the field on the open and substituting step 2.1 on the left gives , and by [F4] the boundary integrand is . That is the asserted identity.
Remarks
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The regularity is asymmetric because the identity is. The left-hand side applies to and only to , so must be and need only be . Interchanging them is a different statement and needs to be as well; that is Green's second identity on a glued elementary solid region.
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The boundary integrand is the normal derivative of , weighted by . The quantity is the derivative of in the direction of the boundary normal, and the identity says that its -weighted boundary integral is controlled by and by the pairing of the two gradients inside the solid. Taking identically makes the first volume term vanish, which is the form used on the companion examples page.
Green's second identity on a glued elementary solid region
Statement
Let a finite gluing of elementary solid regions be given, with union and outer boundary presentation , let be an open set containing , and let both be . Then
Both functions are required to be , which is a stronger hypothesis than the first identity places on either of them.
Facts & Assumptions
Given: The finite gluing with union and outer presentation , the open , and the functions on .
For scalar-valued the gradient is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case), and for (The Laplacian of a function and of a vector field).
For , ; in particular (The Euclidean inner product on ).
A scalar is of class on when every iterated derivative of length at most exists and is continuous on ; in particular a function is ( maps and multi-index derivative notation in Euclidean space).
The flux over a finite patch presentation is a finite sum of parameter integrals of continuous integrands (The divergence theorem for finite gluings of elementary solid regions).
Under the hypotheses above with of class and of class , (Green's first identity on a glued elementary solid region).
For integrable on a nondegenerate rectangle and scalars , the function is integrable with integral (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
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), and for a finite gluing is compact and Jordan measurable (Internal faces cancel and volume integrals add when elementary solid regions are glued).
Proof
Both and are on , hence also there by [F3]. So [L1] applies as it stands and gives ; and it applies again with the roles of the two functions exchanged, which is legitimate exactly because both are , giving .
All the integrands appearing in step 1.1 are continuous: and have continuous components by [F1] and [F3], and are continuous by [F1] and [F3], and each boundary integrand is a continuous function on a compact Jordan parameter region by [F4]. So every one of them is integrable over the relevant set by [L3], and differences of them may be taken inside the integrals by [L2].
Subtract the second identity of step 1.1 from the first, using step 2.1 to combine the integrals. By the symmetry of the inner product in [F2] the two terms and are equal and cancel, leaving on the left and on the right.
Remarks
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What the extra hypothesis buys. The first identity needs only one of the two functions to be ; using it twice with the roles exchanged needs both. That is the whole difference between the two identities, and it is why the second is stated separately rather than as a rearrangement of the first.
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The cancellation is the symmetry of the inner product, nothing more. No integration by parts and no mixed-partials theorem enters here: the term that cancels is literally the same function written two ways.
The induced boundary chain and circulation of a patch over a finite elementary Green region
Definition
A patch over a finite elementary Green region is a regular parametrized surface patch in the sense of Regular parametrized surface patches on compact Jordan parameter regions whose parameter region is supplied, in addition, with a decomposition making it a finite elementary Green region in the sense of Type I, Type II, and elementary regions for Green's theorem, and whose parametrization is of class on an open neighbourhood of ( Euclidean maps and diffeomorphisms). Both requirements on are part of the data: it is a compact Jordan parameter region, so it is the closure of its nonempty connected interior, and it carries a supplied elementary decomposition.
Let be the positive boundary chain of that decomposition, the finite list of oriented piecewise- arcs of Positive orientation of elementary-region boundaries. Then the induced boundary chain is the list of arcs obtained by composing the positive boundary chain of the parameter region with the parametrization, namely
each entry a piecewise- path in in the sense of Reversal, concatenation, closed paths, and oriented piecewise-C1 reparametrizations. For a continuous vector field on a set containing , the circulation of around the induced boundary chain is the finite sum
with the vector line integrals of Scalar line integrals with respect to arc length and vector-field line integrals. The value does not depend on the order of the list, a finite sum of reals being independent of its order.
If instead is defined on an open set containing , continuity of and compactness of give an open neighbourhood of in the domain of with . On , the pulled-back functions are the inner products of the field along the parametrization with the two parameter derivatives:
with the inner product of The Euclidean inner product on . The oriented area vector and the flux it computes are those of Unit normal fields, orientations, and flux through a regular surface patch. A merely continuous field on an arbitrary set containing is enough for circulation, but not for these neighbourhood-defined pullbacks.
Remarks
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The orientation of the boundary is defined mechanically, not by a hand rule. Which way the induced boundary chain runs is decided entirely by Positive orientation of elementary-region boundaries in the parameter plane and then transported by . The informal descriptions in the literature — walking along the curve with the head pointing along the normal and the surface on the left, or the right-hand rule — agree with this, but none of them is used here as a definition, and none of them is quoted as one. What makes the sign agreement a fact rather than a convention is that Green's theorem is proved on the parameter region.
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A closed disc is not a legal parameter region here. An elementary Green region is bounded by continuous piecewise- graphs over a nondegenerate interval, and the two semicircular graphs of a disc are not piecewise at the endpoints. Every parameter region used with this definition on this page is a rectangle; a disc-shaped patch image is obtained instead by a polar parametrization over a rectangle, whose induced boundary chain then has two radial edges that cancel and one degenerate edge.
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Why and where the elementary decomposition is spent. When is on the open set , the class makes the parameter derivatives of class , so the pullback coefficients are differentiable on a neighbourhood of ; then The curl flux integrand of a patch is a two-dimensional curl of the pulled-back field uses once more to exchange the mixed second parameter derivatives of . The elementary decomposition of is what lets Green's theorem be applied on the parameter region, and the positive boundary chain it carries is what the induced chain is the image of.
A vector line integral along an image arc is the parameter line integral of the pulled-back field
Statement
Let be open, let be , let be a piecewise- path, and let be a continuous vector field on a set containing . Put and where these are defined. Then is a piecewise- path in and the vector line integral of the field along the image arc equals the parameter line integral of the pulled-back pair:
Facts & Assumptions
Given: The open , the map , the piecewise- path , and the continuous field on a set containing the image of the trace of under .
For a piecewise- path with , an admissible partition and continuous derivative extensions on the pieces, ; if the integral is (Scalar line integrals with respect to arc length and vector-field line integrals).
For , (The Euclidean inner product on ).
A piecewise- path admits a partition on whose pieces its derivative has a continuous extension, and constant paths are allowed (Reversal, concatenation, closed paths, and oriented piecewise-C1 reparametrizations).
The pulled-back functions of a patch and a field are and (The induced boundary chain and circulation of a patch over a finite elementary Green region).
A map is when each component is ( Euclidean maps and diffeomorphisms), and the Jacobian matrix of has columns (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case); a regular patch's parametrization is on an open neighbourhood of its parameter region (Regular parametrized surface patches on compact Jordan parameter regions).
If is totally differentiable at and at , then (The chain rule for total derivatives: ).
If is totally differentiable at then for every , and the matrix of is (A total derivative computes every directional derivative, and its matrix is the Jacobian).
If every partial derivative of exists on a neighbourhood of and is continuous at , then is totally differentiable at with the linear map of matrix (If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative).
A continuous function on a closed bounded interval is Riemann integrable (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion).
Proof
If then both line integrals are by [F1] and the identity holds. Assume , and by [F3] fix an admissible partition and continuous extensions of on the pieces .
Fix and let be interior to . By [F5] and [L3] the map is totally differentiable at , so [L1] and [L2] give that is differentiable at with the second equality because by [L2] and [F5] the matrix of has columns and . The right-hand side is continuous in on the whole of , since are continuous by [F5] and is continuous; so it is a continuous extension of on that piece, and is a piecewise- path with that admissible partition.
On each piece, pairing the extension of step 2.1 with and using [F2] gives which by [F4] is . Both sides are continuous on the piece, hence integrable by [L4].
Summing the integrals of step 3.1 over the pieces and reading each side by [F1] — the left as the vector line integral of along with the partition of step 2.1, the right as the vector line integral of along with the partition of step 1.1 — gives the asserted identity. A piece on which is constant has and contributes to both sides.
Remarks
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No regularity of the patch is used. The parametrization need only be near the trace of ; nothing here asks that be nonzero, and nothing asks to be injective or the trace to avoid the parameter boundary. That matters because the arcs of a positive boundary chain lie exactly on the parameter boundary, where a patch is allowed to be irregular.
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The identity is an equality of two integrals, not a reparametrization statement. The path traverses a curve in and traverses one in the parameter plane; what is being compared is the integral of along the first with the integral of a different field, , along the second.
The curl flux integrand of a patch is a two-dimensional curl of the pulled-back field
Statement
Let be open, let be , let be open with and let be . Put and on . Then and are on and, at every point of , the difference of the two pulled-back partial derivatives equals the curl flux integrand:
No regularity of the patch is used: the identity holds also at parameter points where .
Facts & Assumptions
Given: The open sets and , the map with , and the field .
In the present local setting, define the pulled-back functions directly by and on . For a regular patch over a finite elementary Green region these agree with the notation of The induced boundary chain and circulation of a patch over a finite elementary Green region.
For , (The Euclidean inner product on ).
For , (The cross product in ), and the curl of a field is (Divergence and curl of a vector field).
A map is of class when each component is ( Euclidean maps and diffeomorphisms), and a scalar is when every iterated derivative of length at most exists and is continuous ( maps and multi-index derivative notation in Euclidean space).
If every partial derivative exists, the Jacobian matrix is (The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case).
For a field on an open , a point and , (The curl measures the antisymmetric part of the total derivative).
If is on an open subset of , then for every pair of coordinate indices (Clairaut--Schwarz theorem for continuous second partial derivatives).
If is totally differentiable at and at , then (The chain rule for total derivatives: ).
If is totally differentiable at then for every , and the matrix of is (A total derivative computes every directional derivative, and its matrix is the Jacobian).
If every partial derivative of exists on a neighbourhood of and is continuous at , then is totally differentiable at with the linear map of matrix (If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative).
For real functions of one real variable differentiable at a point, is differentiable there with and is differentiable there with (Sums, scalar multiples, products and quotients: , , , and when ).
Proof
Since is on , [F4] makes each and a function on ; and since is on with , [L3], [L4] and [L5] make each differentiable in each parameter with both continuous on , so is there. By [F1], [F2] and [L6], and are then on .
Differentiating with respect to by [L6] and substituting step 1.1, and by [F2], [F5] and [L4] the first double sum is while the second is .
The same computation for with respect to gives
Each component is on by [F4], so [L2] gives for every ; hence the two terms and of steps 2.1 and 2.2 are equal. This is the only place where being rather than is used.
Subtracting step 2.2 from step 2.1 and cancelling by step 3.1 leaves , which by [L1] applied at the point with the vectors and is , the coordinates being those of [F3]. No step used .
Remarks
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The right-hand side is a flux integrand, but the identity is not about flux. It is a pointwise equality of two continuous functions on . Reading its right side as the flux integrand of through the patch requires the patch to be regular; the identity itself does not, which is why it also holds along the parameter boundary, where a regular patch is allowed to degenerate.
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What each hypothesis is for. being makes exist and makes the chain rule of step 1.1 available; being makes and differentiable, so that steps 2.1 and 2.2 can be written at all, and makes the two mixed second derivatives equal in step 3.1.
The classical Stokes theorem for a patch over a finite elementary Green region
Statement
Let be a patch over a finite elementary Green region (The induced boundary chain and circulation of a patch over a finite elementary Green region), with positive boundary chain and induced boundary chain , and let be a vector field on an open set containing . Then the circulation around the induced boundary chain equals the flux of the curl in the induced orientation:
The right-hand side is the flux of through the patch in the orientation induced by , in the sense of Unit normal fields, orientations, and flux through a regular surface patch.
Facts & Assumptions
Given: The patch over a finite elementary Green region with its supplied decomposition and positive boundary chain, and the field on the open .
A patch over a finite elementary Green region is a regular patch whose parameter region carries a supplied elementary decomposition and whose parametrization is on an open neighbourhood of that region; the induced boundary chain is the list of arcs obtained by composing the positive boundary chain of the parameter region with the parametrization, and the circulation around it is the finite sum of the vector line integrals along those arcs; the pulled-back functions are and (The induced boundary chain and circulation of a patch over a finite elementary Green region).
For a finite elementary Green region the boundary integral over the positive boundary chain is the finite sum , and likewise for the field (Positive orientation of elementary-region boundaries, Scalar line integrals with respect to arc length and vector-field line integrals).
A finite elementary Green region is a nonempty finite union of elementary Green regions with pairwise disjoint interiors and the stated shared-arc conditions, supplied as data (Type I, Type II, and elementary regions for Green's theorem).
For a regular patch and a continuous field , the flux in the orientation induced by is , with the inner product of The Euclidean inner product on (Unit normal fields, orientations, and flux through a regular surface patch).
A regular patch's parametrization is defined and on an open neighbourhood of its compact Jordan parameter region (Regular parametrized surface patches on compact Jordan parameter regions), and a map is when each component is ( Euclidean maps and diffeomorphisms); the curl of a field is that of Divergence and curl of a vector field.
Let be open, be , a piecewise- path in , and continuous on a set containing the image of its trace. Then (A vector line integral along an image arc is the parameter line integral of the pulled-back field).
Let be open, be with and be . Then are on and (The curl flux integrand of a patch is a two-dimensional curl of the pulled-back field).
Let be a finite elementary Green region with its supplied decomposition, oriented positively, and let be on an open neighbourhood of . Then (Green's theorem for finite unions of elementary regions).
Proof
By [F1] and [F5] there is an open on which is defined and . The set is open, since is continuous and is open, and it contains because ; call it . Then is an open neighbourhood of with of class on and .
By [L2] applied on , the pulled-back functions and of [F1] are on , an open neighbourhood of , and satisfy there.
The region is a finite elementary Green region with its supplied decomposition by [F1] and [F3], and are on the open neighbourhood of by step 2.1. So [L3] applies with the parameter names in place of and gives
By [F2] the left-hand side of step 3.1 is . Each is a piecewise- path with trace in , and is continuous on , so [L1] rewrites each summand as ; summing and using [F1] identifies the left-hand side with .
By step 2.1 the right-hand side of step 3.1 is , which by [F4] and [F5] is the flux of the field through in the orientation induced by . With step 4.1 this is the asserted identity.
Remarks
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The identity needs no regularity of the patch; the flux reading does. Steps 3.1 and 4.1 use only that is near and that carries an elementary decomposition. What the regularity of the patch supplies is the right to call a flux in an orientation, which is [F4]; at parameter points where the oriented area vector vanishes there is no orientation to speak of and the equality still holds.
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What the surface is allowed to be. Nothing requires the patch image to be a graph over a coordinate plane, and nothing requires it to be embedded: the companion examples page checks the theorem on a lateral cylinder, which is a graph over no coordinate plane. What is required is that the parameter region be a finite elementary Green region, a hypothesis about the parameter plane and not about the image.
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The two sides depend on the parametrization in the same way. Replacing by a reparametrization that reverses orientation negates the oriented area vector and reverses the positive boundary chain's image, so both sides change sign together; nothing here asserts independence of the presentation, which is why the theorem is stated for a patch with its parametrization rather than for a surface.
A curl-free field has zero circulation around the induced boundary chain of a patch
Statement
Let be a patch over a finite elementary Green region and let be a vector field on an open set containing , with at every point of . Then
The curl must vanish on an open set containing the whole patch image, not merely along the induced boundary chain. Equivalently, by A field on an open subset of is closed exactly when its curl vanishes, the hypothesis is that be closed on .
Facts & Assumptions
Given: The patch over a finite elementary Green region, the open , and the field on with throughout .
The curl of a field on an open subset of is (Divergence and curl of a vector field).
The circulation of around the induced boundary chain is the finite sum of the vector line integrals along the arcs (The induced boundary chain and circulation of a patch over a finite elementary Green region), and integration over a bounded Jordan measurable set is integration of the zero extension over a bounding rectangle (The Riemann integral of a bounded function over a bounded Jordan measurable set).
For a patch over a finite elementary Green region and a 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 patch over a finite elementary Green region).
A field on an open subset of is closed if and only if its curl vanishes identically (A field on an open subset of is closed exactly when its curl vanishes).
For integrable on a nondegenerate rectangle and scalars , the function is integrable with integral (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
Proof
Since and vanishes at every point of by hypothesis and [F1], the integrand is identically zero on . Its zero extension to a bounding rectangle is the zero function, which by [L3] with is integrable with integral , so by [F2].
By [L1] the circulation around the induced boundary chain equals that integral, hence is . By [L2] the hypothesis on is the same as being closed on , so the corollary may be read either way.
Remarks
- A closed field can still have nonzero circulation around a loop. What this corollary rules out is a nonzero circulation around the induced boundary chain of a patch whose whole image lies where the curl vanishes. A closed field on a domain that carries no such patch spanning the loop may circulate: the companion examples page gives a field with circulation around a circle encircling the excluded axis, and no patch over a finite elementary Green region has image inside that domain and that circle as its induced boundary.
The normal component of the curl is the limiting circulation per unit area of shrinking discs
Statement
Let be open, let be , let and let have . Then there are with
and a real such that for every with the map
is a patch over a finite elementary Green region whose image lies in , with ; the circulation of around its induced boundary chain is the vector line integral of along the circle on ; and
meaning: for every real there is a real such that every with and satisfies .
Facts & Assumptions
Given: The open , the field on , the point , the unit vector , and the notation of the Statement.
For , and ; the inner product is symmetric and bilinear, and only for (The Euclidean inner product on ). The standard unit vector has th coordinate and the others (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ).
For , (The cross product in ); the curl of a field is that of Divergence and curl of a vector field.
A compact Type I region is with and continuous piecewise- , strict on ; 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).
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).
A regular parametrized surface patch has a compact Jordan parameter region that is the closure of its nonempty connected interior, a parametrization 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 patch over a finite elementary Green region adds the supplied elementary decomposition and the class (The induced boundary chain and circulation of a patch over a finite elementary Green region).
A vector line integral along a piecewise- path is , and is on a degenerate parameter interval (Scalar line integrals with respect to arc length and vector-field line integrals); reversal of a path is and constant paths are allowed (Reversal, concatenation, closed paths, and oriented piecewise-C1 reparametrizations).
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 admits a carrying the -ball into the -ball (Continuity of a map between metric spaces, at a point and globally, in the - form); and has the usual meaning (The - limit of at a limit point of ). Integration over a bounded Jordan set is that of The Riemann integral of a bounded function over a bounded Jordan measurable set, and is the componentwise class of Euclidean maps and diffeomorphisms.
The cross product is bilinear and alternating, , and is orthogonal to both and (The cross product is bilinear, alternating, and orthogonal to both factors).
For , , and this is positive exactly when and are linearly independent (The squared cross-product norm is the Gram determinant of two vectors).
if and only if for some integer , and both sine and cosine have period (The zero sets of sine and cosine and the least positive common period 2 pi); and (Quarter-turn values and shifts by pi/2 and pi).
For a bounded Jordan set and integrable whose sections are integrable outside a content-zero set, with (Fubini over a bounded Jordan set when all but a content-zero family of sections are integrable).
If is differentiable at every point of with and is integrable there, then (The second fundamental theorem: if is differentiable on with and is integrable, then ); sums, scalar multiples and products of differentiable functions differentiate by the usual rules (Sums, scalar multiples, products and quotients: , , , and when ).
For integrable on a nondegenerate rectangle and scalars : is integrable with integral ; if then ; and is integrable with (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
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).
Vector line integrals negate under reversal (Line integrals under reversal and concatenation).
For a patch over a finite elementary Green region and a 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 patch over a finite elementary Green region).
Proof
Since by [F1], not all three coordinates can have ; fix with . Then and are linearly independent: a relation would force by comparing norms, hence and , contradicting ; and .
For all , expanding by [F1] and [F2] gives and the six signed monomials of the first expression are those of the second, matched as with , with , with , with , with and with . Hence .
The set is open and , so by [F7] there is a real with every satisfying lying in ; take such an .
Fix with . The function is continuous on the compact Jordan rectangle , hence integrable by [L9] and [F3]. Its sections in are the continuous functions on , so [L6] gives ; by [L7] with the inner integral is , and again by [L7] with the outer integral is . So .
By step 1.1 and [L2] the number is positive, so ; put Then by [F1], and because is orthogonal to by [L1].
Put . By [L1] it is orthogonal to and to , so ; and by [L2] with step 2.1, , so .
By step 1.2 with , and , and then step 3.1, . By [L2] and steps 2.1 and 3.1, . Hence by [F1], and positive definiteness in [F1] gives .
By [L3] and [L7] the map is differentiable in each parameter with and , and all its iterated parameter derivatives of order at most exist and are continuous, so is on the whole plane by [F7]. Expanding by bilinearity and the alternating law in [L1], which is by [L3].
Combining steps 4.1 and 4.2, , which is nonzero exactly when .
The rectangle is a Type I and a Type II region with and constant graphs , 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 ([F3], [F5]). The cross product of step 5.1 is nonzero on that interior. For injectivity, let be interior and have the same image; pairing with and with and using steps 2.1 and 3.1 gives and ; squaring and adding with [L3] gives , so and , . Then [L4] and [L3] give , so and for an integer by [L3] and [L5]; since and we have , so , and by [L5], leaving . Finally by [F1], steps 2.1 and 3.1 and [L3], so the image lies in by step 1.3. Hence is a patch over a finite elementary Green region with image in .
By [F4] the positive boundary chain of in its Type I description, with horizontal, is the four arcs on , on , on and on . Composing with and using , from [L3] and [L5]: , , and . 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 and its integral is by [F6]. Hence the circulation of around the induced boundary chain of is .
By step 6.1 the pair satisfies the hypotheses of [L11], and is on the open containing . So [L11] and step 7.1 give using step 5.1 and the bilinearity of the inner product in [F1]; the integrand is continuous on the compact Jordan , hence integrable by [L9].
Let be real. The field is continuous on and is continuous, so [F7] gives such that for every with ; put . Let with . Every point of is within of by step 6.1, so on ; hence by [L8] and step 1.4 Dividing by and substituting step 8.1 gives , which by [F7] is the asserted limit; with steps 4.1, 6.1 and 7.1 every clause of the Statement is established.
Remarks
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The orthonormal pair is built, not chosen by an extension theorem. Steps 1.1, 2.1 and 3.1 write and down from and one standard basis vector, and step 4.1 fixes the sign of by a computation rather than by replacing with 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 .
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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.
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No area comparison between the disc and its diameter is needed. The factor appears on both sides of the estimate in step 9.1 and cancels; what drives the limit is the continuity of at alone.
Green's theorem is the curl statement for a planar field lifted to
Statement
Let be a finite elementary Green region with its supplied decomposition, positively oriented, and let be on an open containing . Define the lift
a field on the open set . Then is , its curl has first and second coordinates identically and third coordinate at every point, independent of , and the circulation of the planar field around the positive boundary chain equals the integral of the third coordinate of the curl of the lift:
Facts & Assumptions
Given: The finite elementary Green region with its supplied decomposition and positive orientation, the functions on the open , and the lift of the Statement.
The curl of a field on an open subset of is (Divergence and curl of a vector field).
A map is of class when each component is, a scalar component being when its first partial derivatives exist and are continuous ( Euclidean maps and diffeomorphisms).
For a finite elementary Green region the positive boundary integral is the finite sum over the surviving oriented arcs, and and denote that sum for the field (Positive orientation of elementary-region boundaries, Scalar line integrals with respect to arc length and vector-field line integrals).
A finite elementary Green region is a nonempty finite union of elementary Green regions with pairwise disjoint interiors and the stated shared-arc conditions, supplied as data (Type I, Type II, and elementary regions for Green's theorem).
For , , and has th coordinate and the others (The Euclidean inner product on , The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ).
Let be a finite elementary Green region with its supplied decomposition, oriented positively, and let be on an open neighbourhood of . Then (Green's theorem for finite unions of elementary regions).
Proof
The three components of are , and the constant . Their first partial derivatives are , , ; , , ; and all three of , , are . Each of these exists and is continuous on because and are on , so is there by [F2].
By [F1] and step 1.1 the three coordinates of are , then , and then . All three are computed, and the third depends only on , so its value at is its value at .
By [F4] the region carries its supplied decomposition and are on the open neighbourhood of , so [L1] gives ; by [F3] the left side is , and by step 2.1 the integrand on the right is . That is the asserted identity, and step 2.1 is the assertion about the three curl coordinates.
Remarks
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This is a dictionary, not a new theorem. Both sides are the two sides of Green's theorem, rewritten. What the corollary records is that the planar integrand is a curl, so that the planar and the spatial developments on this page speak about one operator rather than two unrelated ones.
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The route is deliberately one-way. The classical Stokes theorem for a patch over a finite elementary Green region is proved from Green's theorem, so re-deriving Green's theorem from it would be circular. Nothing above uses Stokes' theorem.
The planar divergence theorem: the flux form of Green's theorem
Statement
Let be a finite elementary Green region with its supplied decomposition, positively oriented, and let be on an open containing . Then
the right-hand integrand being the divergence of as a field on an open subset of .
Moreover, if is one of the arcs of the positive boundary chain and its derivative is nowhere zero on a piece with continuous derivative extension , then on that piece
where is the unit vector obtained from the tangent by a quarter turn clockwise.
Facts & Assumptions
Given: The finite elementary Green region with its supplied decomposition and positive orientation, and the field on the open .
The divergence of a field on an open subset of is ; for and coordinates named this is (Divergence and curl of a vector field).
For a finite elementary Green region the positive boundary integral is the finite sum over the surviving oriented arcs, written for the field (Positive orientation of elementary-region boundaries).
For a piecewise- path with admissible partition and continuous derivative extensions , and (Scalar line integrals with respect to arc length and vector-field line integrals, Reversal, concatenation, closed paths, and oriented piecewise-C1 reparametrizations).
A finite elementary Green region is a nonempty finite union of elementary Green regions with pairwise disjoint interiors and the stated shared-arc conditions, supplied as data (Type I, Type II, and elementary regions for Green's theorem).
For , and (The Euclidean inner product on ); a map is when each component is ( Euclidean maps and diffeomorphisms).
Let be a finite elementary Green region with its supplied decomposition, oriented positively, and let be on an open neighbourhood of . Then (Green's theorem for finite unions of elementary regions).
Proof
Put and on . These are on by [F5], since the components of are, so [L1] applies with the supplied decomposition of [F4] and gives .
Fix such an arc of the positive boundary chain, a piece of it carrying a continuous derivative extension with nowhere zero there, and set . By [F5] the vector has norm , since , and . Writing for the direction of is not needed: the map is the quarter turn clockwise, as it carries to and to .
By step 1.1 and [F1], on ; substituting into step 1.1 and reading the left side by [F2] gives the first asserted identity.
By [F3] the integral of over that piece of is , while by step 1.2 and [F5] . The two integrands are equal, so by [F3] the two integrals over that piece agree, which is the second asserted identity.
Remarks
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The first identity needs no regularity of the boundary arcs; the second does. The positive boundary chain of an elementary Green region is built from continuous piecewise- graphs, whose derivative may vanish, and where it vanishes there is no unit tangent and hence no . That is why the normal reading is a separate clause under an extra hypothesis, and why the identity that Green's theorem actually delivers is stated in the form.
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Outwardness of is not claimed here. For a positively oriented boundary the quarter turn clockwise of the tangent does point out of the region, but establishing that at a boundary point requires the same kind of local analysis that At interior base points, the graph faces of an adapted presentation induce the outward unit normal carries out in space, and it is not carried out for plane regions on this page. What is proved is the equality of the two integrals for the stated .
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Why this is called a divergence theorem. The right-hand integrand is the divergence of a field on an open subset of , and the left-hand side is the boundary integral of the normal component. The three-dimensional statement of The divergence theorem for finite gluings of elementary solid regions has the same shape; neither is derived from the other on this page.
What the classical divergence and Stokes theorems here do and do not cover
The decomposition is a hypothesis, not a conclusion. The divergence theorem for finite gluings of elementary solid regions applies to a solid supplied with its three simple descriptions per piece, its boundary presentation, its internal-or-outer designation and its pairing of internal patches (Finite gluings of elementary solid regions and their outward boundary presentation). It does not say that a compact set with a piecewise smooth boundary admits such data, and it does not construct the interior of a given closed surface. The same convention governs The classical Stokes theorem for a patch over a finite elementary Green region, whose hypothesis is that the parameter region be a finite elementary Green region with a supplied decomposition; the plane case is stated the same way, and Limitation: arbitrary Jordan domains are not covered by the elementary Green theorem records the corresponding limitation there.
What that excludes. Two kinds of statement are outside the reach of these theorems as proved.
- A theorem of the form "every closed surface bounds a solid to which the divergence theorem applies" would need a separation result for surfaces in space, which is not among this page's declared prerequisites. Nothing here proves that a given closed surface bounds anything.
- A theorem of the form "the flux and the volume integral do not depend on the presentation" would need a comparison of two different presentations of the same boundary. Flux over a finite patch presentation is defined as a sum over the supplied list (Finitely patched regular surfaces, their area, scalar integrals, and flux), and no independence-of-presentation result is asserted or used.
The surface side is a single patch. The classical Stokes theorem for a patch over a finite elementary Green region is a statement about one patch and the boundary chain its parametrization induces (The induced boundary chain and circulation of a patch over a finite elementary Green region). It says nothing about a surface presented by several patches whose induced boundary arcs are meant to cancel in pairs: that pairing is exactly the gluing data the divergence theorem receives explicitly, and no analogue of it is supplied for surfaces here.
No differential form appears among this page's declared prerequisites. The general statement that unifies the gradient theorem, Green's theorem, the divergence theorem and the classical Stokes theorem is an identity between the integral of a differential form over the boundary of a chain and the integral of its exterior derivative over the chain. No differential form, no exterior derivative and no manifold is available among the prerequisites this page declares, so no such unification is stated or used; every theorem above is proved from Jordan content, Fubini, change of variables, line integrals, patch flux and Green's theorem, and each is stated in the vector-field language those tools supply.
What is genuinely established. The divergence theorem holds for every finite gluing of elementary solid regions and every field on an open set containing it, and the classical Stokes theorem holds for every patch over a finite elementary Green region and every field on an open set containing the patch image. Those classes are wide enough to contain boxes, balls, right circular cylinders and finite gluings of boxes, and wide enough for the flat disc, the hemisphere and the lateral surface of a cylinder on the Stokes side; the companion page carries each of those as a worked case.
5 · Examples, counterexamples and false statements
None yet.
Sources
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), Definition 4.1.1
- M. Corral, Vector Calculus, chapter 4 (LibreTexts)
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), Theorems 4.1.4 and 4.1.5
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), Theorem 4.1.5
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), section 4.1
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), Theorem 4.1.7
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), Theorem 4.1.16
- G. Strang and E. Herman, Calculus Volume 3 (OpenStax), section 6.7
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), ch. 4
- G. Strang and E. Herman, Calculus Volume 3 (OpenStax), section 6.8
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), section 4.2
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), Theorem 4.2.2
- G. Strang and E. Herman, Calculus Volume 3 (OpenStax), Theorem 6.20
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), Theorem 4.2.9
- M. Corral, Vector Calculus, chapter 4 (LibreTexts), Example 4.2
- M. Corral, Vector Calculus, chapter 4 (LibreTexts), Corollary 4.18
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), Lemma 4.1.20
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), Theorem 4.4.1
- G. Strang and E. Herman, Calculus Volume 3 (OpenStax), Theorem 6.19
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), section 4.4
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), Lemma 4.1.25
- J. Feldman, A. Rechnitzer and E. Yeager, CLP-4 Vector Calculus (University of British Columbia), section 4.3