1 00:00:00 --> 00:00:01 2 00:00:01 --> 00:00:02 The following content is provided under a Creative 3 00:00:02 --> 00:00:03 Commons license. 4 00:00:03 --> 00:00:06 Your support will help MIT OpenCourseWare continue to 5 00:00:06 --> 00:00:09 offer high-quality educational resources for free. 6 00:00:09 --> 00:00:13 To make a donation, or to view additional materials from 7 00:00:13 --> 00:00:16 hundreds of MIT courses, visit MIT OpenCourseWare 8 00:00:16 --> 00:00:19 at ocw.mit.edu. 9 00:00:19 --> 00:00:21 PROFESSOR STRANG: OK. 10 00:00:21 --> 00:00:26 So this is lecture 22, gradient and divergence, headed 11 00:00:26 --> 00:00:28 for Laplace's equation. 12 00:00:28 --> 00:00:33 So the gradient will be our operator A, the divergence, or 13 00:00:33 --> 00:00:37 minus the divergence, will be A transpose, and then A transpose 14 00:00:37 --> 00:00:40 A will be the Laplacian. 15 00:00:40 --> 00:00:43 We get to Laplace's equation Wednesday. 16 00:00:43 --> 00:00:46 Today I wanted to take them separately. 17 00:00:46 --> 00:00:50 To understand the meaning of gradient, the meaning 18 00:00:50 --> 00:00:56 of divergence, the connection between them. 19 00:00:56 --> 00:00:58 I mentioned at the end of last time that one is the 20 00:00:58 --> 00:01:03 transpose of the other, or minus the transpose. 21 00:01:03 --> 00:01:07 I'll try to keep gradient on this side, and if I could only 22 00:01:07 --> 00:01:12 transpose the blackboard, I could do divergence -- I'll 23 00:01:12 --> 00:01:15 do divergence on that side. 24 00:01:15 --> 00:01:18 And I guess if I could get a rotating blackboard, right in 25 00:01:18 --> 00:01:21 the middle I could do curl. 26 00:01:21 --> 00:01:22 That would be perfect. 27 00:01:22 --> 00:01:23 [LAUGHTER] 28 00:01:23 --> 00:01:23 OK. 29 00:01:23 --> 00:01:27 So some of this will not be new to you. 30 00:01:27 --> 00:01:30 But maybe some of the insights or the ways of looking 31 00:01:30 --> 00:01:32 at it could be new. 32 00:01:32 --> 00:01:35 This is the background of vector calculus. 33 00:01:35 --> 00:01:38 So we have things like vector fields. 34 00:01:38 --> 00:01:43 That means I have a vector, , at each 35 00:01:43 --> 00:01:44 point, (x, y). 36 00:01:44 --> 00:01:49 So I could draw a little arrow at every point to show the 37 00:01:49 --> 00:01:53 direction and magnitude of that vector. 38 00:01:53 --> 00:01:55 I have a field of vectors. 39 00:01:55 --> 00:01:58 OK, so. 40 00:01:58 --> 00:02:03 From last time, our basic setup is, the gradient is 41 00:02:03 --> 00:02:06 this first operator, A. 42 00:02:06 --> 00:02:10 The one we see at the beginning. 43 00:02:10 --> 00:02:13 One change. 44 00:02:13 --> 00:02:20 Instead of calling the result e, let me connect to velocity. 45 00:02:20 --> 00:02:23 I'll be thinking of u as a potential, I'll use the word 46 00:02:23 --> 00:02:28 potential for u, and I'll use v instead of e for the 47 00:02:28 --> 00:02:29 velocity component. 48 00:02:29 --> 00:02:31 So that's the A. 49 00:02:31 --> 00:02:36 And then on the other side, I start with a w. 50 00:02:36 --> 00:02:40 Again, it's a vector field, it's actually a momentum. 51 00:02:40 --> 00:02:44 Very often the step between here and here -- well most 52 00:02:44 --> 00:02:49 often, the step between here and here will be the identity. 53 00:02:49 --> 00:02:51 That's what gives Laplace's equation. 54 00:02:51 --> 00:02:56 So you'll have to watch, I'm sometimes confusing 55 00:02:56 --> 00:02:57 the v's with the w's. 56 00:02:57 --> 00:03:01 Because when I go to Laplace's equation and c is the 57 00:03:01 --> 00:03:03 identity, they're the same. 58 00:03:03 --> 00:03:07 But I would like, today, to try to keep this left side 59 00:03:07 --> 00:03:12 separate, the gradient, from the right side, the divergence. 60 00:03:12 --> 00:03:17 And understand what they mean, and how to work with them. 61 00:03:17 --> 00:03:21 And of course, a big connection is the divergence theorem, 62 00:03:21 --> 00:03:25 or the Gauss-Green connection, identity. 63 00:03:25 --> 00:03:26 We'll get to that. 64 00:03:26 --> 00:03:29 OK, gradient first. 65 00:03:29 --> 00:03:31 First, what does it mean? 66 00:03:31 --> 00:03:35 If I have a function u, what does it is gradient tell me? 67 00:03:35 --> 00:03:39 And then the second is kind of a backwards question. 68 00:03:39 --> 00:03:41 Suppose I have the v. 69 00:03:41 --> 00:03:44 Is it the gradient of some u? 70 00:03:44 --> 00:03:49 So one direction, from u to v, and the second direction will 71 00:03:49 --> 00:03:53 be from v back to u when possible. 72 00:03:53 --> 00:03:56 OK, meaning of the gradient. 73 00:03:56 --> 00:04:00 So the gradient is just the obvious thing, the two 74 00:04:00 --> 00:04:03 derivatives in the x and y direction. 75 00:04:03 --> 00:04:08 So of course the gradient gives you the rate of change, the 76 00:04:08 --> 00:04:10 partial derivatives of u. 77 00:04:10 --> 00:04:15 But how do you see that in a picture? 78 00:04:15 --> 00:04:18 Let me draw an important curve. 79 00:04:18 --> 00:04:22 I'll start with a very simple u. u is x 80 00:04:22 --> 00:04:23 squared plus y squared. 81 00:04:23 --> 00:04:27 So that's my example. 82 00:04:27 --> 00:04:28 Example one. 83 00:04:28 --> 00:04:32 And what I've drawn is an equipotential curve. 84 00:04:32 --> 00:04:36 Or isopotential might be a more appropriate word these days, 85 00:04:36 --> 00:04:39 but we still say equipotential. 86 00:04:39 --> 00:04:47 It means that, along this curve, u is a constant. 87 00:04:47 --> 00:04:51 And for this particular potential, this simple one to 88 00:04:51 --> 00:05:02 work with, x squared plus y squared, the curve is a circle. 89 00:05:02 --> 00:05:04 So the curve would be a circle. 90 00:05:04 --> 00:05:08 OK, now what do I learn by taking the gradient? 91 00:05:08 --> 00:05:14 So the gradient of u, this is my v, is the x derivative, 92 00:05:14 --> 00:05:19 which is 2x, and the y derivative, which is 2y. 93 00:05:20 --> 00:05:23 OK. 94 00:05:23 --> 00:05:28 Let me take a typical point on the curve and draw 95 00:05:28 --> 00:05:29 that gradient vector. 96 00:05:29 --> 00:05:36 So this is the x, y plane, this is the curve u equal constant. 97 00:05:36 --> 00:05:40 When I have a curve u equal constant and I draw the 98 00:05:40 --> 00:05:43 gradient of u, where does it point? 99 00:05:43 --> 00:05:48 This is the first and most important, simple idea 100 00:05:48 --> 00:05:50 about the gradient vector. 101 00:05:50 --> 00:05:56 The gradient vector points -- does the gradient vector point, 102 00:05:56 --> 00:05:59 could it point any old way? 103 00:05:59 --> 00:06:00 No. 104 00:06:00 --> 00:06:04 The gradient vector is perpendicular to the curve. 105 00:06:04 --> 00:06:08 And we can see that, for this simple example, that vector 106 00:06:08 --> 00:06:13 , that's a vector radially outwards, right, 107 00:06:13 --> 00:06:14 if here's the origin. 108 00:06:14 --> 00:06:18 And if, at this point, I don't know its coordinates, whatever 109 00:06:18 --> 00:06:24 they are, maybe 2, 1 or something, the gradient 110 00:06:24 --> 00:06:25 vector would be . 111 00:06:25 --> 00:06:28 It would be a multiple -- here's the position 112 00:06:28 --> 00:06:29 vector, . 113 00:06:29 --> 00:06:33 The point is, the gradient vector points out. 114 00:06:33 --> 00:06:36 Perpendicular to the curve. 115 00:06:36 --> 00:06:38 That's what the gradient tells you. 116 00:06:38 --> 00:06:48 It tells you, in this situation it's telling me which direction 117 00:06:48 --> 00:06:50 is perpendicular to the curve. 118 00:06:50 --> 00:06:52 Now how do I understand that? 119 00:06:52 --> 00:06:54 How do I see that? 120 00:06:54 --> 00:06:59 I think of this -- and let me try to draw the 121 00:06:59 --> 00:07:01 whole surface, u=x+y^2. 122 00:07:03 --> 00:07:07 What would that whole surface look like? 123 00:07:07 --> 00:07:12 Let me try to put that picture -- this is a 124 00:07:12 --> 00:07:14 2-D picture right now. 125 00:07:14 --> 00:07:16 It's sort of a cross-section. 126 00:07:16 --> 00:07:20 Let me put this 2-D picture into a 3-D picture to see. 127 00:07:20 --> 00:07:24 So the 3-D picture is a picture of the whole surface. u going 128 00:07:24 --> 00:07:27 up, x and y going around. 129 00:07:27 --> 00:07:31 And what kind of a curve, what kind of a surface do I 130 00:07:31 --> 00:07:37 have for that function, x squared plus y squared. 131 00:07:37 --> 00:07:40 Well, it grows, right? 132 00:07:40 --> 00:07:44 It's sort of, I use the word bowl. 133 00:07:44 --> 00:07:48 And we've seen it before. 134 00:07:48 --> 00:07:53 It sort of goes up, right, and it goes up faster and faster as 135 00:07:53 --> 00:07:56 I go out, because of the squares. 136 00:07:56 --> 00:07:59 And now what I want to do is, suppose I take the 137 00:07:59 --> 00:08:02 cross-section, suppose I take this bowl. 138 00:08:02 --> 00:08:07 Do you see a beautiful bowl there? 139 00:08:07 --> 00:08:13 And now, I cut through it, horizontal cross-section, 140 00:08:13 --> 00:08:15 at the height c. 141 00:08:15 --> 00:08:21 What do I get if I take this surface in 3-D, and I cut 142 00:08:21 --> 00:08:31 through it by a plane, the plane at that height, c. 143 00:08:31 --> 00:08:37 So if the plane went through there, that distance was c. 144 00:08:37 --> 00:08:40 It cuts us a cross-section out of the bowl. 145 00:08:40 --> 00:08:43 And what's the cross section? 146 00:08:43 --> 00:08:44 It's the circle. 147 00:08:44 --> 00:08:45 It's this one. 148 00:08:45 --> 00:08:53 So out of the bowl, this plane is cutting this cross-section. 149 00:08:53 --> 00:08:56 This is height u equal constant. 150 00:08:56 --> 00:09:00 So I'm really intersecting one surface, the plane u equal 151 00:09:00 --> 00:09:02 constant, with the bowl. 152 00:09:02 --> 00:09:07 And the intersection of those two is the equipotential, 153 00:09:07 --> 00:09:09 the curve, u=c. 154 00:09:11 --> 00:09:12 Right? 155 00:09:12 --> 00:09:14 You see the two pictures? 156 00:09:14 --> 00:09:18 And now, what does the gradient tell me in that picture? 157 00:09:18 --> 00:09:22 What does the gradient of u tell me in that picture? 158 00:09:22 --> 00:09:26 Over here, it pointed outwards, but now we're 159 00:09:26 --> 00:09:28 going to kind of see why. 160 00:09:28 --> 00:09:35 So, it pointed outwards for this nice function, u. 161 00:09:35 --> 00:09:40 I could have made a more general function u, but let me 162 00:09:40 --> 00:09:41 just stay with this simple one. 163 00:09:41 --> 00:09:47 So suppose I'm climbing. 164 00:09:47 --> 00:09:52 This is like, I'm climbing out of a volcano or something. 165 00:09:52 --> 00:09:54 Usually, I would say a mountain, but the way I've 166 00:09:54 --> 00:09:57 drawn the thing, it's not much of a mountain. 167 00:09:57 --> 00:09:59 So OK, volcano. 168 00:09:59 --> 00:10:01 Climbing out of it. 169 00:10:01 --> 00:10:06 And I got up to this point, which was this point. 170 00:10:06 --> 00:10:09 Now, what does the gradient tell me? 171 00:10:09 --> 00:10:11 That when I'm climbing away, I reach -- duh duh duh 172 00:10:11 --> 00:10:13 duh -- I get up to here. 173 00:10:13 --> 00:10:15 What does the gradient tell me? 174 00:10:15 --> 00:10:17 It tells me which way to go. 175 00:10:17 --> 00:10:21 It tells me the steepest direction upwards, and 176 00:10:21 --> 00:10:23 it tells me how steep. 177 00:10:23 --> 00:10:23 Right. 178 00:10:23 --> 00:10:26 So it tells me those two things, direction 179 00:10:26 --> 00:10:27 and magnitude. 180 00:10:27 --> 00:10:34 Direction is, well for this special function you know the 181 00:10:34 --> 00:10:37 direction is, like, straight outwards, straight upwards. 182 00:10:37 --> 00:10:39 And how steep is it? 183 00:10:39 --> 00:10:45 What's the steepness? 184 00:10:45 --> 00:10:49 It's the size of, it's the magnitude of 185 00:10:49 --> 00:10:51 this vector, grad u. 186 00:10:51 --> 00:11:02 Which is the-- this is not -- how big is this vector? 187 00:11:02 --> 00:11:04 This is my vector, grad u. 188 00:11:04 --> 00:11:09 This is another shorthand notation for gradient. 189 00:11:09 --> 00:11:17 The size of that vector is the square root of, what? 190 00:11:17 --> 00:11:19 The length of a vector is the square root of the 191 00:11:19 --> 00:11:21 sum of the squares. 192 00:11:21 --> 00:11:24 So I have the length of v is the square root of 4x^2 + 4y^2. 193 00:11:24 --> 00:11:31 194 00:11:31 --> 00:11:33 OK. 195 00:11:33 --> 00:11:37 Now, it gets steeper and steeper, of course. 196 00:11:37 --> 00:11:45 The cross sections here would be all circles for 197 00:11:45 --> 00:11:46 this simple function. 198 00:11:46 --> 00:11:50 And the gradients would keep pointing out, and we'd have a 199 00:11:50 --> 00:11:58 function that comes from a surface like that. 200 00:11:58 --> 00:12:02 OK, this is what I wanted to say about question one, the 201 00:12:02 --> 00:12:06 meaning of the gradient. 202 00:12:06 --> 00:12:10 The thing to remember, if you remember the two pictures, 203 00:12:10 --> 00:12:13 you've really got the idea of what the gradient 204 00:12:13 --> 00:12:14 is telling you. 205 00:12:14 --> 00:12:17 For a function of one variable, the derivative 206 00:12:17 --> 00:12:19 is telling you the slope. 207 00:12:19 --> 00:12:23 Well, we've got slopes in the x direction, slopes in the y 208 00:12:23 --> 00:12:27 direction, and the gradient direction tells us 209 00:12:27 --> 00:12:29 the steepest slope. 210 00:12:29 --> 00:12:34 And it tells us -- yeah, tells us what that slope is. 211 00:12:34 --> 00:12:38 OK, so much for the meaning of the gradient. 212 00:12:38 --> 00:12:40 Now, backwards. 213 00:12:40 --> 00:12:42 Suppose I have v. 214 00:12:42 --> 00:12:46 Because these gradient fields are extremely important. 215 00:12:46 --> 00:12:50 I mean, they're wonderful fields. 216 00:12:50 --> 00:12:55 If you've got a v_1 and a v_2 that is the gradient of some 217 00:12:55 --> 00:12:59 u, you want to know that. 218 00:12:59 --> 00:13:02 I mean, that's good news. 219 00:13:02 --> 00:13:03 Most fields will not. 220 00:13:03 --> 00:13:10 So let's figure out, when is -- can I life that up now, and do 221 00:13:10 --> 00:13:12 the other gradient thing now? 222 00:13:12 --> 00:13:22 Or maybe I'll put the final gradient blackboard here, and 223 00:13:22 --> 00:13:25 then make way for divergence. 224 00:13:25 --> 00:13:29 OK, so I'm asking now question two. 225 00:13:29 --> 00:13:37 I'm given v_1 and v_2, and I want this to be du/dx for some 226 00:13:37 --> 00:13:39 u, and I want this to be du/dy. 227 00:13:39 --> 00:13:42 228 00:13:42 --> 00:13:45 So I've got two equations. 229 00:13:45 --> 00:13:47 If I'm looking for u. 230 00:13:47 --> 00:13:52 Remember, I'm now starting with these, looking for the u. 231 00:13:52 --> 00:13:53 OK. 232 00:13:53 --> 00:13:54 So, am I going to find Au? 233 00:13:56 --> 00:14:01 Am I going to find a function, u, whose x derivative is my v_1 234 00:14:01 --> 00:14:06 that was given, and the y derivative is my v_2? 235 00:14:07 --> 00:14:09 Well, chances are not good. 236 00:14:09 --> 00:14:10 Right? 237 00:14:10 --> 00:14:13 I've got two equations here, but only one unknown. 238 00:14:13 --> 00:14:17 So generally, it's like a rectangular system. 239 00:14:17 --> 00:14:21 Usually there's no solution, but sometimes there is. 240 00:14:21 --> 00:14:29 So we have to find out, what's the test for consistency for 241 00:14:29 --> 00:14:31 these to have a solution? 242 00:14:31 --> 00:14:40 And this brings us right away to the key identity from 243 00:14:40 --> 00:14:42 partial derivatives. 244 00:14:42 --> 00:14:43 OK. 245 00:14:43 --> 00:14:48 Can you see some condition that has to-- how can I connect 246 00:14:48 --> 00:14:52 these two equations, and therefore connect v_1 and v_2? 247 00:14:53 --> 00:14:59 That'll be the test for weather -- you could say, in matrix 248 00:14:59 --> 00:15:02 language, I'm asking whether is in the column 249 00:15:02 --> 00:15:06 space of the gradient. 250 00:15:06 --> 00:15:10 Is it something I can get from this tall thin matrix? 251 00:15:10 --> 00:15:16 OK, they key idea is take the y derivative of that 252 00:15:16 --> 00:15:22 equation, d second u/dydx. 253 00:15:24 --> 00:15:27 And take the x derivative of this equation. dv_2/dy. 254 00:15:28 --> 00:15:36 dx is the second derivative of u, respect to the x derivative 255 00:15:36 --> 00:15:38 of the y derivative. 256 00:15:38 --> 00:15:39 OK. 257 00:15:39 --> 00:15:45 So it's like I'm operating on the equations. 258 00:15:45 --> 00:15:48 I'm doing what I'm allowed to do, I'm doing the same thing to 259 00:15:48 --> 00:15:50 both sides of each equation. 260 00:15:50 --> 00:15:52 Now I'm going to eliminate. 261 00:15:52 --> 00:15:54 And what am I going to find? 262 00:15:54 --> 00:15:56 What's the key point here? 263 00:15:56 --> 00:16:00 The key, key point about second derivatives is 264 00:16:00 --> 00:16:02 that that equals that. 265 00:16:02 --> 00:16:04 Right? 266 00:16:04 --> 00:16:06 Take any function. 267 00:16:06 --> 00:16:09 Do we want to practice with a function, just 268 00:16:09 --> 00:16:10 to see it be true? 269 00:16:10 --> 00:16:14 Take, let u be x cubed y. 270 00:16:14 --> 00:16:16 Just for the heck of it. 271 00:16:16 --> 00:16:18 OK, I don't know what -- is that going to produce 272 00:16:18 --> 00:16:19 anything interesting? 273 00:16:19 --> 00:16:22 Then maybe I'd better make it y squared. 274 00:16:22 --> 00:16:25 I don't know why I'm doing this, it just is like an 275 00:16:25 --> 00:16:27 example, to make it believable. 276 00:16:27 --> 00:16:34 OK, so du/dx, u_x is -- and I'll often use u_x as a sort 277 00:16:34 --> 00:16:36 of shorthand -- will be what? 278 00:16:36 --> 00:16:39 3x squared y squared. 279 00:16:39 --> 00:16:44 And u_y, taking the y derivative is just, x is 280 00:16:44 --> 00:16:47 constant, 2x cubed y. 281 00:16:47 --> 00:16:53 And now let me do u_xy, the y derivative of this. 282 00:16:53 --> 00:16:56 Which is what? 283 00:16:56 --> 00:16:59 It's been a long weekend, but hey, we can do these. 284 00:16:59 --> 00:17:05 The y derivative of that is going to be 6x squared y. 285 00:17:05 --> 00:17:11 And the x derivative of this is going to be, so I should say y 286 00:17:11 --> 00:17:16 -- I've got the y derivative and now I should take the 287 00:17:16 --> 00:17:17 x derivative of that. 288 00:17:17 --> 00:17:19 And what do I get? 289 00:17:19 --> 00:17:25 The x derivative of that is 6x squared y. 290 00:17:25 --> 00:17:25 And look! 291 00:17:25 --> 00:17:27 They're the same. 292 00:17:27 --> 00:17:28 Hooray. 293 00:17:28 --> 00:17:29 OK. 294 00:17:29 --> 00:17:36 So if the function is smooth and has these derivatives, 295 00:17:36 --> 00:17:39 they'll come out the same. 296 00:17:39 --> 00:17:42 And therefore, so what do I conclude? 297 00:17:42 --> 00:17:49 What's the test on v_1 and v_2 that it must pass 298 00:17:49 --> 00:17:52 to be a gradient field? 299 00:17:52 --> 00:17:56 For there to be a function, u, that solves these equations. 300 00:17:56 --> 00:18:01 These are solvable only when what? 301 00:18:01 --> 00:18:03 Well, if these are the same, these have to be the same. 302 00:18:03 --> 00:18:16 So it's solvable only when -- I need dv_2/dx-dv_1/dy 303 00:18:16 --> 00:18:19 to be what? 304 00:18:19 --> 00:18:20 Zero. 305 00:18:20 --> 00:18:21 OK. 306 00:18:21 --> 00:18:23 That's the conclusion. 307 00:18:23 --> 00:18:28 Those have to be the same. dv_2/dx-dv_1/dy has to be zero. 308 00:18:28 --> 00:18:31 OK. 309 00:18:31 --> 00:18:35 Because those are the same. 310 00:18:35 --> 00:18:40 I guess I came to this early because it's the key identity 311 00:18:40 --> 00:18:43 of vector calculus. 312 00:18:43 --> 00:18:46 Well, the key identity behind vector calculus is this 313 00:18:46 --> 00:18:51 fact about the derivatives. 314 00:18:51 --> 00:18:58 Can I just throw out a question that you might think about? 315 00:18:58 --> 00:19:01 We already have seen, so often now, the second 316 00:19:01 --> 00:19:04 derivative, like v_xx. 317 00:19:05 --> 00:19:07 Or u_xx, suppose. 318 00:19:07 --> 00:19:09 So here's a little question to think about. 319 00:19:09 --> 00:19:13 So think. 320 00:19:13 --> 00:19:17 OK. 321 00:19:17 --> 00:19:23 I just want to bring finite differences in for a moment. 322 00:19:23 --> 00:19:26 u_xx we've got a handle on. 323 00:19:26 --> 00:19:29 We know that that's like u(x+h). 324 00:19:31 --> 00:19:36 And if there was a y, put in the y, minus 2u at x. 325 00:19:36 --> 00:19:42 And I can put in a y there, plus u(x-h,y). 326 00:19:42 --> 00:19:45 327 00:19:45 --> 00:19:47 We've seen that. 328 00:19:47 --> 00:19:52 That'll be the x derivative, second x derivative -- sorry! 329 00:19:52 --> 00:19:56 Second x difference. 330 00:19:56 --> 00:20:00 Since we're taking x derivatives and x differences, 331 00:20:00 --> 00:20:03 it's x that moves, and y doesn't move. 332 00:20:03 --> 00:20:08 Just the central idea of partial derivatives. u_yy will 333 00:20:08 --> 00:20:11 be similar with y moving. 334 00:20:11 --> 00:20:14 And my question to you is -- and we could have asked it way 335 00:20:14 --> 00:20:17 way back -- what's a finite difference approximation 336 00:20:17 --> 00:20:23 to u(x,y), to the cross derivative? 337 00:20:23 --> 00:20:27 That equals what? 338 00:20:27 --> 00:20:30 I want to go to finite differences. 339 00:20:30 --> 00:20:39 OK, what finite differences? 340 00:20:39 --> 00:20:40 Which finite differences? 341 00:20:40 --> 00:20:43 Maybe that's a question to think about. 342 00:20:43 --> 00:20:50 If I can remember, I'll include it just as a small homework 343 00:20:50 --> 00:20:55 question for the homework on this material. 344 00:20:55 --> 00:20:57 So that's looking ahead, really, today. 345 00:20:57 --> 00:21:01 We're not making things discrete. 346 00:21:01 --> 00:21:05 We're in continuous x and y. 347 00:21:05 --> 00:21:07 We have vector fields. 348 00:21:07 --> 00:21:20 And we now know the test for a gradient field. 349 00:21:20 --> 00:21:24 I'm tempted to use the word curl here. 350 00:21:24 --> 00:21:28 I'm tempted to use the word curl. 351 00:21:28 --> 00:21:32 I want to connect that test -- may I use the word curl without 352 00:21:32 --> 00:21:39 -- and I'll say why I'm not going to do everything properly 353 00:21:39 --> 00:21:40 with curl right away. 354 00:21:40 --> 00:21:45 I would describe this as curl. 355 00:21:45 --> 00:21:51 The test is, the curl of v has to be zero. 356 00:21:51 --> 00:22:01 So for me, that's the curl of v. 357 00:22:01 --> 00:22:03 You're going to say, wait a minute. 358 00:22:03 --> 00:22:06 I learned about curl, and that doesn't look 359 00:22:06 --> 00:22:10 like the curl to me. 360 00:22:10 --> 00:22:14 So I'll say wait another minute. 361 00:22:14 --> 00:22:16 It's not that far off. 362 00:22:16 --> 00:22:18 OK, what's your objection? 363 00:22:18 --> 00:22:22 Your objection is that the curl is in three dimensional space. 364 00:22:22 --> 00:22:23 Right? 365 00:22:23 --> 00:22:26 When you saw curl, and of course it comes in this 366 00:22:26 --> 00:22:33 section of the book, we had functions of x, y, z. 367 00:22:33 --> 00:22:39 And the curl had three components. 368 00:22:39 --> 00:22:42 And those three components -- do you remember curl? 369 00:22:42 --> 00:22:44 I mean, if you remember curl, you're a good person. 370 00:22:44 --> 00:22:49 Because it's got this -- you sort of remember that it 371 00:22:49 --> 00:22:54 has things like this. 372 00:22:54 --> 00:22:55 Right? 373 00:22:55 --> 00:23:00 Sort of, differences of derivatives, and the indices 374 00:23:00 --> 00:23:01 follow a certain pattern. 375 00:23:01 --> 00:23:04 I'm saying that this is the natural -- this is 376 00:23:04 --> 00:23:08 the curl in a plane. 377 00:23:08 --> 00:23:13 What do I mean by the curl in a plane? 378 00:23:13 --> 00:23:22 So in 3-D, v has components of v_1, v_2, and v_3. 379 00:23:23 --> 00:23:23 Right? 380 00:23:23 --> 00:23:27 That depend on x, y, z. 381 00:23:27 --> 00:23:33 In the plane, in 3-D, I have a vector field, v, which has 382 00:23:33 --> 00:23:38 components v_1, v_2, v_3. 383 00:23:38 --> 00:23:39 All depending on x, y, z. 384 00:23:39 --> 00:23:45 That's the general 3-D picture, where you usually see the curl. 385 00:23:45 --> 00:23:48 Now, in the plane, what's happening? 386 00:23:48 --> 00:23:52 In the plane, we have two components. 387 00:23:52 --> 00:23:56 So what's happening? 388 00:23:56 --> 00:23:58 Think of this. 389 00:23:58 --> 00:24:02 So in 3-D, our velocity field is like, the flow is 390 00:24:02 --> 00:24:03 going all over the place. 391 00:24:03 --> 00:24:04 Right? 392 00:24:04 --> 00:24:06 It's a three dimensional flow. 393 00:24:06 --> 00:24:11 But now suppose my flow stays in the plane. 394 00:24:11 --> 00:24:18 So in 2-D -- so now I have to put 2-D up above here. 395 00:24:18 --> 00:24:26 So in 2-D, a plane field is what I'm working with today. 396 00:24:26 --> 00:24:29 My v is some v_1(x,y). 397 00:24:29 --> 00:24:31 398 00:24:31 --> 00:24:39 No z, no dependence on z. v_2(x,y), the y direction of 399 00:24:39 --> 00:24:42 the velocity doesn't depend on z, because this is a plane 400 00:24:42 --> 00:24:44 field, same on every plane. 401 00:24:44 --> 00:24:47 And the third component of this plane field, the velocity 402 00:24:47 --> 00:24:52 perpendicular in the z direction, is zero. 403 00:24:52 --> 00:24:53 OK. one. 404 00:24:53 --> 00:25:01 So what I want to say is that if I look, if I specialize too 405 00:25:01 --> 00:25:05 plane fields, to fields like these, then the only 406 00:25:05 --> 00:25:08 component of the curl that survives is this one. 407 00:25:08 --> 00:25:11 See, the other components of the curl -- which I'm not even 408 00:25:11 --> 00:25:15 writing down -- the other components of a curl have 409 00:25:15 --> 00:25:19 derivatives of v_3, but v_3 is zero. 410 00:25:19 --> 00:25:21 And they also have derivatives of these guys with 411 00:25:21 --> 00:25:24 respect to z. 412 00:25:24 --> 00:25:26 But they don't depend on z. 413 00:25:26 --> 00:25:28 So that's why all the other pieces of the curl, like, 414 00:25:28 --> 00:25:31 are automatically zero for a plane field. 415 00:25:31 --> 00:25:36 So that the only component that's significant, the test 416 00:25:36 --> 00:25:40 curl v equals zero, boils down to a test not on three 417 00:25:40 --> 00:25:41 things, but just on one. 418 00:25:41 --> 00:25:44 And that's the one. 419 00:25:44 --> 00:25:51 So because I want to stay mostly with plane fields and 420 00:25:51 --> 00:25:54 two dimensional problems, I just had to comment that, 421 00:25:54 --> 00:25:59 if the curl was to get in here, it would fit fine. 422 00:25:59 --> 00:26:03 And if I restrict the curl to the fields I'm working with, 423 00:26:03 --> 00:26:07 plane fields, then there's only one component I'll have to 424 00:26:07 --> 00:26:11 think about, it has to be zero to have a gradient field. 425 00:26:11 --> 00:26:15 OK, now I guess I should just do an example or two. 426 00:26:15 --> 00:26:19 Can I give you a v_1 and v_2, and you tell me, is it a 427 00:26:19 --> 00:26:22 gradient field or is it not a gradient field. 428 00:26:22 --> 00:26:27 Let me give you a different, let me just change these guys. 429 00:26:27 --> 00:26:33 Suppose I change that to y and x. 430 00:26:33 --> 00:26:38 So there is a v, a different v. 431 00:26:38 --> 00:26:39 That's a vector field. 432 00:26:39 --> 00:26:44 At every point x, y, I've got a little vector. 433 00:26:44 --> 00:26:47 I could try, even, to draw them. 434 00:26:47 --> 00:26:50 And I'm going to ask you, is it the gradient of any u. 435 00:26:50 --> 00:26:53 And if it is, what's that u? 436 00:26:53 --> 00:26:57 So let me show you what I mean by a vector field. 437 00:26:57 --> 00:27:04 I mean, at a typical point like x=1, y=0, the vector -- let's 438 00:27:04 --> 00:27:11 see, if x is one and y is zero, then what's the gradient at 439 00:27:11 --> 00:27:19 that point? , am I right? 440 00:27:19 --> 00:27:22 I won't draw it too big, or you won't be able 441 00:27:22 --> 00:27:24 to see a darn thing. 442 00:27:24 --> 00:27:31 OK, what about at the point (1, 1)? 443 00:27:31 --> 00:27:37 Which way is my vector field going? . 444 00:27:37 --> 00:27:41 So what's that look like? 445 00:27:41 --> 00:27:45 Plotting the vector field, v, at a bunch of points. 446 00:27:45 --> 00:27:51 So you get like a map of little arrows. 447 00:27:51 --> 00:27:53 So here it would go that way. 448 00:27:53 --> 00:27:55 Is that right? 449 00:27:55 --> 00:27:56 Huh. 450 00:27:56 --> 00:28:00 I wasn't expecting that, to tell the truth. 451 00:28:00 --> 00:28:05 Let's see, so can I get some more points? 452 00:28:05 --> 00:28:06 Let's see. 453 00:28:06 --> 00:28:09 What if I have, there. 454 00:28:09 --> 00:28:12 What's -- at (1/2, 0). 455 00:28:12 --> 00:28:20 Then, v is . 456 00:28:20 --> 00:28:24 Where is this flow going? 457 00:28:24 --> 00:28:30 See, if the point is along this line, where y is equal to x, 458 00:28:30 --> 00:28:34 then the flow was going out along this line. 459 00:28:34 --> 00:28:36 Can you give me some other point here, just so we 460 00:28:36 --> 00:28:38 get some handle on this? 461 00:28:38 --> 00:28:42 There's the point (2, 1), let's say. 462 00:28:42 --> 00:28:43 Let me put it over a little bit. 463 00:28:43 --> 00:28:46 How about the point (2, 1). 464 00:28:46 --> 00:28:48 What's the vector if I just want to draw -- 465 00:28:48 --> 00:28:50 I'm just drawing here. 466 00:28:50 --> 00:28:55 And of course, code would do it much better than I'm doing. (2, 467 00:28:55 --> 00:28:59 1), that gives me , right? 468 00:28:59 --> 00:29:04 So at (2, 4) is over two and up, it's like this. 469 00:29:04 --> 00:29:11 I think -- but I don't swear to it -- that if I connect all 470 00:29:11 --> 00:29:14 this -- see, now you have to take a big leap of faith. 471 00:29:14 --> 00:29:19 Imagine, like at every point we've got these little arrows, 472 00:29:19 --> 00:29:24 and I want to connect them up. 473 00:29:24 --> 00:29:26 Let me do something. 474 00:29:26 --> 00:29:30 I'll do that, but let me come back to the question I should 475 00:29:30 --> 00:29:32 have asked you first. 476 00:29:32 --> 00:29:35 Is this a gradient field? 477 00:29:35 --> 00:29:38 Does it satisfy the curl zero condition that 478 00:29:38 --> 00:29:40 we put in a box here? 479 00:29:40 --> 00:29:45 Does that satisfy dv -- there is v_2 and there's v_1. 480 00:29:45 --> 00:29:54 Is dv_2/dx, whatever that test was, minus dv_1/dy equal zero? 481 00:29:54 --> 00:29:57 Yes, no? 482 00:29:57 --> 00:30:05 Yes, right? dv_2/dx is two, and dv_1/dy is two. 483 00:30:05 --> 00:30:09 So what's the conclusion then? 484 00:30:09 --> 00:30:13 It satisfied my little test, so this must be 485 00:30:13 --> 00:30:16 the gradient of some u. 486 00:30:16 --> 00:30:18 Right? 487 00:30:18 --> 00:30:20 That's the question we have. 488 00:30:20 --> 00:30:23 Which vector fields -- and we found that this is one of 489 00:30:23 --> 00:30:25 them, it passes the test. 490 00:30:25 --> 00:30:26 It's the gradient of some u. 491 00:30:26 --> 00:30:28 What's the u? 492 00:30:28 --> 00:30:33 What's the function, u, which is supposed to exist, 493 00:30:33 --> 00:30:37 whose gradient is that. 494 00:30:37 --> 00:30:38 2xy. 495 00:30:38 --> 00:30:40 Did everybody spot that one? 496 00:30:40 --> 00:30:41 2xy. 497 00:30:41 --> 00:30:43 498 00:30:43 --> 00:30:46 Because the x derivative has to be 2y. 499 00:30:48 --> 00:30:51 So I just integrate with respect to x. 500 00:30:51 --> 00:30:53 This is the x derivative. 501 00:30:53 --> 00:30:53 It's 2y. 502 00:30:54 --> 00:30:56 Take the integral with respect to x, and I get 2xy. 503 00:30:57 --> 00:31:05 And there could be some term that depended only on y. 504 00:31:05 --> 00:31:11 Anyway, this works. 505 00:31:11 --> 00:31:21 I think that this, maybe gives me somehow -- oh, yeah. 506 00:31:21 --> 00:31:24 What's the equipotential curve now? 507 00:31:24 --> 00:31:28 Oh, yeah, this picture's going to come together. 508 00:31:28 --> 00:31:34 What is the equipotential curve for this potential? 509 00:31:34 --> 00:31:38 It was a circle for the first guy, but circles are out now. 510 00:31:38 --> 00:31:40 I changed v. 511 00:31:40 --> 00:31:42 I've got a new potential function. 512 00:31:42 --> 00:31:50 And now I want to draw, in this graph, the equipotentials. 513 00:31:50 --> 00:31:53 Suppose u is one. 514 00:31:53 --> 00:32:00 Suppose I draw the curve 2xy=1 in that picture. 515 00:32:00 --> 00:32:02 What kind of a curve is it? 516 00:32:02 --> 00:32:04 Do you recognize this? 517 00:32:04 --> 00:32:06 The Greeks would. 518 00:32:06 --> 00:32:07 Recognize 2xy=1. 519 00:32:08 --> 00:32:10 Or you could say y=1/2x. 520 00:32:11 --> 00:32:14 That gives you a quick handle on the curve. 521 00:32:14 --> 00:32:19 It comes down like that. 522 00:32:19 --> 00:32:20 Right? 523 00:32:20 --> 00:32:25 And what's the Greek name for that curve? 524 00:32:25 --> 00:32:28 Oh, come on. 525 00:32:28 --> 00:32:30 It's a hyperbola. 526 00:32:30 --> 00:32:32 It's a hyperbola. 527 00:32:32 --> 00:32:35 Hyperbolas -- you remember the Greeks, they had 528 00:32:35 --> 00:32:37 these conic sections. 529 00:32:37 --> 00:32:41 They had ellipses, they had parabolas, the marginal case, 530 00:32:41 --> 00:32:43 and then they had hyperbolas. 531 00:32:43 --> 00:32:47 And they all come from second degree things. 532 00:32:47 --> 00:32:54 If I have a x squared and 2bxy and cy squared equal one, 533 00:32:54 --> 00:32:57 that's one of those curves. 534 00:32:57 --> 00:33:01 And if it was x squared plus y squared equal 535 00:33:01 --> 00:33:02 one, it was a circle. 536 00:33:02 --> 00:33:05 If it was x squared plus 7y squared equal one, 537 00:33:05 --> 00:33:11 it would be an ellipse. 538 00:33:11 --> 00:33:14 The positive definite -- it all comes down to linear 539 00:33:14 --> 00:33:18 algebra, of course. 540 00:33:18 --> 00:33:22 If that little matrix is positive definite, so that 541 00:33:22 --> 00:33:26 means a and c are positive, and a c is bigger than b squared, 542 00:33:26 --> 00:33:29 you know the test for positive definite. 543 00:33:29 --> 00:33:32 What kind of curve do the Greeks have? 544 00:33:32 --> 00:33:35 What kind of equipotential -- what kind of a curve 545 00:33:35 --> 00:33:36 have we got here? 546 00:33:36 --> 00:33:38 An ellipse. 547 00:33:38 --> 00:33:45 If this curve, if that little matrix is indefinite, 548 00:33:45 --> 00:33:48 as, for example, here. 549 00:33:48 --> 00:33:53 So with this one, what would be the matrix, what's the matrix 550 00:33:53 --> 00:33:58 that goes with 2xy, if I match this with this. 551 00:33:58 --> 00:33:59 That's the matrix. 552 00:33:59 --> 00:34:02 There's no a squareds, there's no x squareds, there's 553 00:34:02 --> 00:34:04 no y squareds. 554 00:34:04 --> 00:34:08 And there are 2xy's, I think the matrix is that. 555 00:34:08 --> 00:34:11 So it's this nice symmetric matrix. 556 00:34:11 --> 00:34:14 Is that a positive definite matrix? 557 00:34:14 --> 00:34:16 Certainly not. 558 00:34:16 --> 00:34:17 It's indefinite. 559 00:34:17 --> 00:34:20 It's Eigenvalues are plus one and minus one, adding 560 00:34:20 --> 00:34:22 to the trace zero. 561 00:34:22 --> 00:34:29 So indefinite matrices correspond to hyperbolas. 562 00:34:29 --> 00:34:34 And later on, definite matrices will correspond to elliptic 563 00:34:34 --> 00:34:36 partial differential equations. 564 00:34:36 --> 00:34:40 And indefinite matrices -- like Laplace -- and indefinite 565 00:34:40 --> 00:34:45 matrices will correspond to hyperbolic partial differential 566 00:34:45 --> 00:34:48 equations, like the wave equation. 567 00:34:48 --> 00:34:50 What's the -- now we're here. 568 00:34:50 --> 00:34:57 I didn't expect to get here -- what's the marginal case? 569 00:34:57 --> 00:35:02 What's the marginal case between positive definite and 570 00:35:02 --> 00:35:05 indefinite is -- semidefinite. 571 00:35:05 --> 00:35:05 Great. 572 00:35:05 --> 00:35:08 And what kind of a curve do you think comes when this little 573 00:35:08 --> 00:35:12 matrix is semidefinite. 574 00:35:12 --> 00:35:18 It's the one in between ellipses and hyperbolas. 575 00:35:18 --> 00:35:23 The marginal guy is a parabola. 576 00:35:23 --> 00:35:24 Right. 577 00:35:24 --> 00:35:27 So semidefinite would correspond to a parabola. 578 00:35:27 --> 00:35:28 Right. 579 00:35:28 --> 00:35:28 OK. 580 00:35:28 --> 00:35:29 Good. 581 00:35:29 --> 00:35:35 Anyway, all I was going to say is, this u=2xy, 582 00:35:35 --> 00:35:37 that's our potential. 583 00:35:37 --> 00:35:43 If I draw equipotential curves, they're hyperbolas. 584 00:35:43 --> 00:35:47 And now, what's the point about these little arrows 585 00:35:47 --> 00:35:53 that I got started on. 586 00:35:53 --> 00:35:57 What was the very first point about the answer to the meaning 587 00:35:57 --> 00:36:00 of the gradient was what? 588 00:36:00 --> 00:36:07 These are the gradients of u, so those arrows point where? 589 00:36:07 --> 00:36:10 Perpendicular to the hyperbolas. 590 00:36:10 --> 00:36:12 Perpendicular to the hyperbola. 591 00:36:12 --> 00:36:18 We're trying to see the geometry -- it's beautiful 592 00:36:18 --> 00:36:21 geometry -- behind the gradient. 593 00:36:21 --> 00:36:29 So if v is a gradient, then it comes from some u. 594 00:36:29 --> 00:36:33 I can plot the u equal constant, the equipotential, 595 00:36:33 --> 00:36:36 and then the gradients will be perpendicular. 596 00:36:36 --> 00:36:42 So they really are a little -- OK, good. 597 00:36:42 --> 00:36:49 OK, those are pieces of information that you have, but 598 00:36:49 --> 00:36:51 always need saying again. 599 00:36:51 --> 00:36:55 And to get the picture in your mind -- I suppose, finally, I 600 00:36:55 --> 00:37:01 should choose a v which is not a gradient. 601 00:37:01 --> 00:37:04 Just to finish. 602 00:37:04 --> 00:37:06 How shall I adjust that v? 603 00:37:06 --> 00:37:07 This v was a gradient. 604 00:37:07 --> 00:37:11 Can you just change it a little bit -- practically anything you 605 00:37:11 --> 00:37:18 do will screw it up -- to make it not a gradient? 606 00:37:18 --> 00:37:23 So I just changed this two, what shall I change the two to? 607 00:37:23 --> 00:37:26 To three. 608 00:37:26 --> 00:37:28 That would totally foul it up. 609 00:37:28 --> 00:37:32 So that vector field, which I could draw little pictures of, 610 00:37:32 --> 00:37:36 but there would be no u that it's coming from. 611 00:37:36 --> 00:37:37 There would be no u. 612 00:37:37 --> 00:37:40 These little arrows would not line up perpendicular to 613 00:37:40 --> 00:37:45 some beautiful curves. 614 00:37:45 --> 00:37:47 I don't get a u from that. 615 00:37:47 --> 00:37:51 Because the y derivative of that is three, and it doesn't 616 00:37:51 --> 00:37:53 equal the x derivative of that. 617 00:37:53 --> 00:37:54 So that's a no good one. 618 00:37:54 --> 00:37:57 Let's go back to the good one. 619 00:37:57 --> 00:37:58 OK. 620 00:37:58 --> 00:38:00 OK, good. 621 00:38:00 --> 00:38:03 Is that OK for gradients? 622 00:38:03 --> 00:38:05 We got the meaning of gradients. 623 00:38:05 --> 00:38:09 They point perpendicular to equipotentials. 624 00:38:09 --> 00:38:12 They tell how steeply those -- they tell the 625 00:38:12 --> 00:38:15 separation between the equipotentials, right. 626 00:38:15 --> 00:38:18 It's like, if you're a mountain climber, you're looking at your 627 00:38:18 --> 00:38:23 map, your contour map, and that's all I'm drawing here. 628 00:38:23 --> 00:38:26 I'm drawing a contour map that every guy who goes climbing in 629 00:38:26 --> 00:38:29 New Hampshire is going to have. 630 00:38:29 --> 00:38:33 And it shows little circles, those are level heights, right? 631 00:38:33 --> 00:38:36 Those are level contours. 632 00:38:36 --> 00:38:42 And if you want to climb as fast as possible, you go 633 00:38:42 --> 00:38:44 perpendicular to those contours. 634 00:38:44 --> 00:38:47 And the distance between contours tells you 635 00:38:47 --> 00:38:48 how steep it is. 636 00:38:48 --> 00:38:52 So it's all nice geometry. 637 00:38:52 --> 00:38:53 OK. 638 00:38:53 --> 00:38:57 I've got to get to divergence here. 639 00:38:57 --> 00:39:02 Divergence. 640 00:39:02 --> 00:39:04 I should have said though, -- damn. 641 00:39:04 --> 00:39:08 There's more to say about gradients. 642 00:39:08 --> 00:39:17 That question of whether , the vector field, 643 00:39:17 --> 00:39:18 is this question. 644 00:39:18 --> 00:39:21 The question of is it the gradient of some u. 645 00:39:21 --> 00:39:24 So we now have a test. 646 00:39:24 --> 00:39:28 We now have a test. 647 00:39:28 --> 00:39:32 This is our test, right? 648 00:39:32 --> 00:39:34 That's our test. 649 00:39:34 --> 00:39:41 But I have to connect it with Kirchhoff's voltage law. 650 00:39:41 --> 00:39:44 Do you remember, we haven't talked so much about 651 00:39:44 --> 00:39:46 Kirchhoff's voltage law, but I'm connecting it with the 652 00:39:46 --> 00:39:51 discrete case, to add in a little more insight. 653 00:39:51 --> 00:39:56 What did Kirchhoff's voltage law say? 654 00:39:56 --> 00:40:01 In that case, a was a difference matrix. 655 00:40:01 --> 00:40:05 It was the incidence matrix for our graph. 656 00:40:05 --> 00:40:12 And the question was -- I have to take two moments 657 00:40:12 --> 00:40:14 to think about that. 658 00:40:14 --> 00:40:18 So Kirchhoff's voltage law. 659 00:40:18 --> 00:40:22 For a graph. a is an incidence matrix. 660 00:40:22 --> 00:40:30 You know, the minus one, one guys, one for every edge? 661 00:40:30 --> 00:40:38 And let me call it v again, or e. 662 00:40:38 --> 00:40:40 I called it e at that time. 663 00:40:40 --> 00:40:44 Let's just look at an x. 664 00:40:44 --> 00:40:45 Right. 665 00:40:45 --> 00:40:58 A is this long thin matrix, times -- sorry, u's. u's. 666 00:40:58 --> 00:41:04 Let me say it all at once. 667 00:41:04 --> 00:41:06 Which vectors have the form Au? 668 00:41:07 --> 00:41:13 Which vectors are combinations of the columns of A? 669 00:41:13 --> 00:41:19 The test is, Kirchhoff's voltage law, that if I go 670 00:41:19 --> 00:41:25 around any loop in the graph -- so if I have a u_1 here, u_2 671 00:41:25 --> 00:41:33 here, u_5 here, and u_7 here -- then a u will produce 672 00:41:33 --> 00:41:35 u_1-u_7 on that edge. 673 00:41:35 --> 00:41:39 It'll produce a u_2-u_1 on that edge. 674 00:41:39 --> 00:41:42 It'll produce a u_5-u_2 on that edge, if the edges 675 00:41:42 --> 00:41:45 are all going that way. 676 00:41:45 --> 00:41:49 And it'll produce a u_7-u_5 on that edge. 677 00:41:49 --> 00:41:56 So I've got four components of Au, four differences. 678 00:41:56 --> 00:41:59 And what does Kirchhoff's voltage law tell me about 679 00:41:59 --> 00:42:00 those four differences? 680 00:42:00 --> 00:42:04 Which I can certainly see directly. 681 00:42:04 --> 00:42:09 Those four differences, u_1-u_7, u_2-u_1, 682 00:42:09 --> 00:42:11 u_5-u_2 and u_7-u_5. 683 00:42:12 --> 00:42:16 What's the obvious fact about those four guys? 684 00:42:16 --> 00:42:21 They add to zero. 685 00:42:21 --> 00:42:27 The total drop around a loop is zero. 686 00:42:27 --> 00:42:31 You see, if I cancel those, if I add them, the u_1's cancel, 687 00:42:31 --> 00:42:34 the u_2's cancel, the u_5's cancel, the u_7's cancel. 688 00:42:34 --> 00:42:36 We know this. 689 00:42:36 --> 00:42:36 OK. 690 00:42:36 --> 00:42:38 So that's Kirchhoff's voltage law. 691 00:42:38 --> 00:42:46 It's got to have a continuous form. 692 00:42:46 --> 00:42:53 This tells me, this is the test on v at a point. 693 00:42:53 --> 00:42:57 What's the test on v around a loop? 694 00:42:57 --> 00:43:00 I just want to connect that -- I have to connect 695 00:43:00 --> 00:43:06 that to a second test. 696 00:43:06 --> 00:43:10 I'll just mention it, and you'll find it in the book. 697 00:43:10 --> 00:43:12 That's the pointwise test. 698 00:43:12 --> 00:43:14 That was the easy test. 699 00:43:14 --> 00:43:17 We applied it to this and we got the answer yes. 700 00:43:17 --> 00:43:21 If it was 3y, 2x, we got the answer no. 701 00:43:21 --> 00:43:26 Now let me give you a test that looks like 702 00:43:26 --> 00:43:28 Kirchhoff's voltage law. 703 00:43:28 --> 00:43:32 So I'm going to integrate around a closed loop. 704 00:43:32 --> 00:43:33 What am I going to integrate? 705 00:43:33 --> 00:43:38 I think I integrate v -- oh boy, I'd better look. 706 00:43:38 --> 00:43:41 It's easy to get these wrong. 707 00:43:41 --> 00:43:41 Yeah. 708 00:43:41 --> 00:43:45 So I would call this the vorticity. 709 00:43:45 --> 00:43:47 And then I would say the vorticity is zero for 710 00:43:47 --> 00:43:49 a gradient field. 711 00:43:49 --> 00:43:53 Now my integral guy is going to be the circulation. 712 00:43:53 --> 00:43:53 Oh yeah. 713 00:43:53 --> 00:43:55 Because I'm following the path. 714 00:43:55 --> 00:44:03 So it's just v_1*dx+v_2*dy should be zero. 715 00:44:03 --> 00:44:08 Around every closed loop -- that's idea of this thing, that 716 00:44:08 --> 00:44:12 it tells me the integral goes around a closed loop -- if I 717 00:44:12 --> 00:44:23 follow the velocity field, the total circulation is zero. 718 00:44:23 --> 00:44:28 I put this up here as a fact in vector calculus that's 719 00:44:28 --> 00:44:29 connected to that. 720 00:44:29 --> 00:44:32 These, one is zero and the other is zero. 721 00:44:32 --> 00:44:36 There's a Stokes' theorem that tells me that this integral is 722 00:44:36 --> 00:44:38 found from a double integral of this. 723 00:44:38 --> 00:44:41 So if one is zero, the other is zero. 724 00:44:41 --> 00:44:46 I'm just saying, here is the natural analog of 725 00:44:46 --> 00:44:48 Kirchhoff's voltage law. 726 00:44:48 --> 00:44:49 OK. 727 00:44:49 --> 00:44:52 I had to say something about voltage law, because for the 728 00:44:52 --> 00:44:59 divergence, which I'm now going to get to -- whatever. 729 00:44:59 --> 00:45:03 Let me ask about divergence of w=0. 730 00:45:05 --> 00:45:10 What does that mean? 731 00:45:10 --> 00:45:14 That's going to be the equivalent of who's law. 732 00:45:14 --> 00:45:16 Please tell me. 733 00:45:16 --> 00:45:20 Which law is going to be the equivalent of -- divergence 734 00:45:20 --> 00:45:24 of w=0 is going to mean there's no source. 735 00:45:24 --> 00:45:27 Whatever goes in, comes out. 736 00:45:27 --> 00:45:30 Whose law is that? 737 00:45:30 --> 00:45:31 That's Kirchhoff again. 738 00:45:31 --> 00:45:33 Well, yeah, other people in physics. 739 00:45:33 --> 00:45:33 Right. 740 00:45:33 --> 00:45:38 But in our little world, it's the other Kirchhoff law. 741 00:45:38 --> 00:45:41 It's Kirchhoff's current law. 742 00:45:41 --> 00:45:46 It's the one, it's the A transpose Right? 743 00:45:46 --> 00:45:49 This is what we're thinking of as A transpose w equal zero. 744 00:45:49 --> 00:45:55 Kirchhoff's current law, in equals out. 745 00:45:55 --> 00:46:00 How will I translate that in equal out for functions? 746 00:46:00 --> 00:46:07 Now I don't have -- on a graph, I just had the total flow, 747 00:46:07 --> 00:46:09 the net flow at every node. 748 00:46:09 --> 00:46:12 Notice the divergence is at every node. 749 00:46:12 --> 00:46:17 The circulation was around every loop. 750 00:46:17 --> 00:46:18 OK. 751 00:46:18 --> 00:46:21 So in equals out was just the sum of four things. 752 00:46:21 --> 00:46:27 OK, here I'm going to have in equal out -- how am I going 753 00:46:27 --> 00:46:31 to express in equal out? 754 00:46:31 --> 00:46:32 Divergence of w equals 0. 755 00:46:33 --> 00:46:37 Yeah, what I need is the divergence theorem. 756 00:46:37 --> 00:46:41 Let's just face it, we've got to have that. 757 00:46:41 --> 00:46:45 So I have a region here. 758 00:46:45 --> 00:46:51 I have a w everywhere, w, . 759 00:46:52 --> 00:46:54 Then the divergence theorem. 760 00:46:54 --> 00:46:58 This is the great identity, which of course has 761 00:46:58 --> 00:47:01 a discrete form. 762 00:47:01 --> 00:47:01 OK. 763 00:47:01 --> 00:47:05 The divergence theorem says that if I integrate over the 764 00:47:05 --> 00:47:13 region, over this region, R, the divergence, that's 765 00:47:13 --> 00:47:14 (dw_1/dx+dw_2/dy)dxdy. 766 00:47:14 --> 00:47:23 767 00:47:23 --> 00:47:27 So that's like telling me the source, I'm integrating over 768 00:47:27 --> 00:47:30 the source at every point. 769 00:47:30 --> 00:47:38 At every point here, this measures in minus out. 770 00:47:38 --> 00:47:44 But now, when I put the whole thing together by integrating, 771 00:47:44 --> 00:47:47 what's the right hand side of this equation? 772 00:47:47 --> 00:47:49 Do you know the divergence theorem? 773 00:47:49 --> 00:47:55 And let's remember it and see why it's so. 774 00:47:55 --> 00:48:01 What I'm doing is in equals out for the whole region at once. 775 00:48:01 --> 00:48:02 Right? 776 00:48:02 --> 00:48:05 When I this is like in equal out at a point. 777 00:48:05 --> 00:48:08 But now I'm putting all the points together. 778 00:48:08 --> 00:48:15 So the only way out will be out through the boundary. 779 00:48:15 --> 00:48:19 And so I'll need to say how much flows out. 780 00:48:19 --> 00:48:25 This is the total source, the total in equal out inside. 781 00:48:25 --> 00:48:28 The only way to get out is through the boundary. 782 00:48:28 --> 00:48:35 So this is the integral around the boundary of -- 783 00:48:35 --> 00:48:39 so what's the flow out? 784 00:48:39 --> 00:48:45 It's, yeah, it's somehow -- think now what should go there. 785 00:48:45 --> 00:48:49 This is flux I'm talking about. 786 00:48:49 --> 00:48:53 Flux is short word for the total flow out. 787 00:48:53 --> 00:48:57 OK. 788 00:48:57 --> 00:49:02 So now I've got to get this right. 789 00:49:02 --> 00:49:10 In vector notation, it would be -- w tells me the flow. 790 00:49:10 --> 00:49:16 But flow outwards, see, suppose w points that way. 791 00:49:16 --> 00:49:20 Then the actual flow out is not all that. 792 00:49:20 --> 00:49:22 Because a lot of that is just going sideways. 793 00:49:22 --> 00:49:24 It's this part. 794 00:49:24 --> 00:49:26 It's the flow perpendicular to the boundary. 795 00:49:26 --> 00:49:33 So it's w dot n, the normal component of flow. 796 00:49:33 --> 00:49:42 And I integrate that around the boundary. 797 00:49:42 --> 00:49:46 There you have a key, key theorem. 798 00:49:46 --> 00:49:46 In 2-D. 799 00:49:47 --> 00:49:51 And it's an equation for the flux. 800 00:49:51 --> 00:49:53 It's like the fundamental theorem of calculus, but now 801 00:49:53 --> 00:49:58 we're in two dimensions. 802 00:49:58 --> 00:50:00 And this is what it looks like. 803 00:50:00 --> 00:50:04 OK, so I'm obviously not going to finish with the 804 00:50:04 --> 00:50:07 divergence theorem today. 805 00:50:07 --> 00:50:10 So what's the conclusion? 806 00:50:10 --> 00:50:15 If the divergence is zero, then what? 807 00:50:15 --> 00:50:21 If the divergence is zero, if this is zero at every 808 00:50:21 --> 00:50:35 point, then this is zero across every loop. 809 00:50:35 --> 00:50:38 Can I call this thing a loop? 810 00:50:38 --> 00:50:42 That closed loop. 811 00:50:42 --> 00:50:49 That's the conclusion that we want to reach. 812 00:50:49 --> 00:50:52 So this is the divergence theorem. 813 00:50:52 --> 00:51:00 The text gives a proof, not to repeat in class, but it's 814 00:51:00 --> 00:51:03 a crucial formula to know. 815 00:51:03 --> 00:51:08 That the integral of the divergence is the flux. 816 00:51:08 --> 00:51:09 OK. 817 00:51:09 --> 00:51:11 Let's come back to that Wednesday, and I'll have 818 00:51:11 --> 00:51:13 lots of homework for you. 819 00:51:13 --> 00:51:18 Thanks for turning in these today.