Finished integral theorems
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\subfile{sections/line_integrals.tex}
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\subfile{sections/surface_integrals.tex}
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\subfile{sections/integral_theorems.tex}
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\end{document}
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chapters/sections/integral_theorems.tex
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chapters/sections/integral_theorems.tex
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% !TeX root = ../../script.tex
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\documentclass[../../script.tex]{subfiles}
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\begin{document}
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\section{Integral Theorems}
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\begin{defi}
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Let $U \subset \realn^3$. We define the following mappings
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\begin{align*}
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\text{Gradient} \quad & \grad: C^1(U) \longrightarrow C^1(U, \realn^3)\\
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\text{Divergence} \quad & \div: C^1(U, \realn^3) \longrightarrow C(U)\\
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\text{Curl} \quad & \curl: C^1(U, \realn^3) \longrightarrow C^1(U, \realn^3) \\
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\text{Laplacian} \quad &\laplacian: C^2(U) \longrightarrow C(U)
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\end{align*}
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And define the operations for $f \in C^1(U)$, $g \in C^2(U)$, $E \in C^1(U, \realn^3)$
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\begin{align*}
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\grad f &:= (\partial_1 f, \partial_2 f, \partial_3 f) \\
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\div E &:= \partial_1 E_1 + \partial_2 E_2 + \partial_3 E_3 \\
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\curl E &:= (\partial_2 E_3 - \partial_3 E_2, \partial_3 E_1 - \partial_1 E_3, \partial_1 E_2 - \partial_2 E_1) \\
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\laplacian g &:= \partial_1^2 g + \partial_2^2 g + \partial_3^2 g
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\end{align*}
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$\nabla$ is called the Nabla operator and it's defined as
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\[
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\nabla = (\partial_1, \partial_2, \partial_3)
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\]
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and subsequently the Laplacian can be defined as
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\[
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\laplacian = \div \grad
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\]
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\end{defi}
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\begin{rem}
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\begin{enumerate}[(i)]
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\item All of these operations are linear. Typically they operate on everything to their right up until the next $+$ or $-$.
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\item $\grad$, $\div$, $\laplacian$ can all be extended to $\realn^n$, however because the cross product isn't sensibly defined outside of $\realn^3$, $\curl$ can't be extended to $\realn^n$.
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\item There are some identities:
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\begin{align*}
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\div (\curl E) &= 0 = \curl (\grad E) \\
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\div (\grad f) &= \laplacian f \\
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\grad (f g) &= (\grad f) g + f (\grad g) \\
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\div (f E) &= \innerproduct{\grad f}{E} + f (\div E) \\
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\curl (f E) &= (\grad f) \times E + f (\curl E) \\
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\laplacian (f E) &= (\laplacian f) g + 2 \innerproduct{\grad f}{\grad g} + f (\laplacian g)
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\end{align*}
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\end{enumerate}
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\end{rem}
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\begin{rem}
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A parametrized curve $\gamma: [0, 1] \rightarrow \realn^n$ is said to be simple closed if it doesn't intersect itself ($\gamma$ is injective on $[0, 1)$).
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In $\realn^2$ these kinds of curves split the space into a bounded part $U$ and an unbounded part. We assums $\gamma$ to be positive oriented (meaning $U$ is "left" of the curve).
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\end{rem}
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\begin{thm}[Green's Theorem]
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Let $\gamma: [0, 1] \rightarrow \realn^2$ be a simple closed curve, more specifically the boundary of $U$. Let $E: \realn^2 \rightarrow \realn^2$ be a $C^1$-vector-field. Then
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\[
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\iint_U (\partial_1 E_2 - \partial_2 E_1) \dd{\lambda^2} = \oint_{\gamma} \innerproduct{E}{\dd{s}}
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\]
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\end{thm}
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\begin{hproof}
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Consider the following special case
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\begin{center}
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\begin{tikzpicture}
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\draw (0, 0) -- node[above] {$b$} (4, 0);
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\draw (0, 0) -- node[left] {$a$} (0, -4);
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\draw (0, -4) -- node[below] {$f$} (4, 0);
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\end{tikzpicture}
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\end{center}
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So $f: [0, b] \rightarrow \realn^2$ strictly monotonically increasing, $C^1$, $f(0) = a < 0$ and $f(b) = 0$.
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Then define the curves
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\begin{align}
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C_1 = [0, b] \times \set{0} && C_2 = \set{0} \times [0, a]
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\end{align}
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And $C_3$ the graph of $f$ parametrized by
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\begin{equation}
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t \longmapsto (t, f(t))
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\end{equation}
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Since $f$ is monotonically increasing, there exists an inverse function $g$ that us continuously differentiable. Then
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\begin{equation}
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\begin{split}
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&\iint_U (\partial_1 E_2 - \partial_2 E_1) \dd{\lambda^2} \\
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= &\int_a^0 \int_0^{g(y)} \partial_1 E_2(x, y) \dd{x}\dd{y} - \int_0^b \int_{f(x)}^0 \partial_2 E_1(x, y) \dd{y}\dd{x} \\
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= &\int_0^a (E_2(g(y), y))- E_2(0, y)) \dd{y} - \int_0^b (E_1(t, f(t)) - E(x, f(x))) \dd{x} \\
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= &\underbrace{-\int_0^b E_1(t, 0) \dd{t}}_{\int_{C_1}\innerproduct{E}{\dd{s}}} + \underbrace{\int_0^a E_2(0, t) \dd{t}}_{\int_{C_2}\innerproduct{E}{\dd{s}}} + \underbrace{\int_0^b (E_1(t, f(t)) + E_2(t, f(t))) f'(t) \dd{t}}_{\int_{C_3} \innerproduct{E}{\dd{s}}} \\
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= &\oint_{C_1C_2C_3} \innerproduct{E}{\dd{s}}
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\end{split}
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\end{equation}
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\end{hproof}
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\begin{cor}[Divergence Theorem in 2D]
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Let $E \in C^1(\realn^2, \realn^2)$ and define $\gamma: [0, 1] \rightarrow \realn^2$ simple closed to be the boundary of $U$.
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We set
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\[
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\sigma(t) = (\gamma'(t), - \gamma'(t))
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\]
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Then
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\[
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\iint_U \div E \dd{\lambda^2} = \oint_{\gamma} \innerproduct{E}{\dd{s}} = \int_0^1 \innerproduct{E(\gamma(t))}{\sigma(t)} \dd{t}
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\]
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\end{cor}
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\begin{proof}
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Set $\tilde{E} = (-E_2, E_1)$ and apply Green's theorem:
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\begin{equation}
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\begin{split}
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\iint_U \div E \dd{\lambda^2} = \iint_U (\partial_1 E_2 - \partial_2 E_1) \dd{\lambda^2} &= \oint_{\gamma} \innerproduct{E}{\dd{s}} \\
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&= \int_0^1 \innerproduct{E(\gamma(t))}{\sigma(t)} \dd{t}
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\end{split}
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\end{equation}
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\end{proof}
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\begin{cor}[Stokes' Theorem in the $x$-$y$-plane]
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Let $\tilde{E}: \realn^3 \rightarrow \realn^3$ be a vector field, $\gamma: [0, 1] \rightarrow \realn^2$ the simple closed boundary of $U$.
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Set $\tilde{\gamma(t)} = (\gamma(t), 0)$ and $\tilde{U} = U \times \set{0}$
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\[
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\iint_{\tilde{U}} \innerproduct{\curl E}{\dd{\sigma}} = \oint_{\tilde{\gamma}} \innerproduct{\tilde{E}}{\dd{s}}
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\]
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\end{cor}
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\begin{proof}
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Choose
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\[
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(x, y) \longmapsto (x, y, 0)
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\]
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as a parametrization of $\tilde{U}$ with $\sigma = (0, 0, 1)$. Set
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\[
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E(x, y) = (\tilde{E}_1(x, y, 0), \tilde{E}_2(x, y, 0))
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\]
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Then
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\begin{equation}
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\begin{split}
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\iint_{\tilde{U}} \innerproduct{\curl \tilde{E}}{\dd{\sigma}} &= \iint_U \innerproduct{\curl \tilde{E}(x, y, 0)}{(0, 0, 2)} \dd{\lambda^2(x, y)} \\
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&= \iint_U \partial_1 E_2(x, y) - \partial_2 E_1(x, y) \dd{\lambda(x, y)} \\
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&= \oint_{\gamma} \innerproduct{E}{\dd{s}} = \oint_{\tilde{\gamma}} \innerproduct{\tilde{E}}{\dd{s}}
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\end{split}
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\end{equation}
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\end{proof}
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\begin{rem}
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A set $U \subset \realn^n$ is said to be simply connected, if for every closed curve $\gamma: [0, 1] \rightarrow U$ there exists
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a continuous mapping $\vartheta: [0, 1]^2 \rightarrow U$, such that
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\begin{align*}
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\vartheta(1, t) = \gamma(t) \quad \vartheta(0, t) = \gamma(0) && \forall t \in [0, 1]
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\end{align*}
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$\vartheta$ is said to be a homotopy.
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\end{rem}
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\begin{thm}[Stokes' Theorem]
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Let $U \subset \realn^3$ be a simply connected, orientable surface whose boundary is a closed curve $\gamma$.
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For $U$ let there be an orientation (so a continuous normal vector field),
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and orientate $\gamma$ such that $U$ is to the left of $\gamma$ relative to the normal direction.
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Let $E \in C^1(\realn^3, \realn^3)$ be a vector field, then
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\[
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\iint_U \innerproduct{\curl E}{\dd{\sigma}} = \oint_{\gamma} \innerproduct{E}{\dd{s}}
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\]
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\end{thm}
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\begin{proof}
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Without proof.
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\end{proof}
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\begin{eg}
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The condition that $U$ is simply connected is necessary:
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\[
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(x, y, z) \longmapsto \left(\frac{-y}{x^2 + y^2}, \frac{x}{x^2 + y^2}, 0\right)
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\]
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is free of curl. Curve integrals "around the $z$-axis" can be non-zero.
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\end{eg}
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\begin{rem}
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Let $U \subset \realn^3$ be simply connected, $E \in C^1(U, \realn^3)$. Then
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\[
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E \text{ conservative} \iff \curl E = 0
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\]
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If $\curl E = 0$, $U$ is simply connected and $\gamma$ is a closed curve in $U$, then there exists a surface in $U$ that is bounded by $\gamma$.
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Using Stokes' theorem one can then see that
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\[
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\oint_{\gamma} \innerproduct{E}{\dd{s}} = 0 ~~\forall \gamma \text{ closed}
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\]
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And thus $E$ is conservative.
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A surface $A$ is said to be closed, if it splits $\realn^3$ into a bounded and an unbounded part.
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The bounded part shall be named $U$ and is oriented such that the normals point outwards.
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\end{rem}
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\begin{thm}[Divergence Theorem]
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Let $M$ be a closed surface and $E \in C^1(\realn^3, \realn^3)$. Then
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\[
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\iiint_U \div E \dd{\lambda^3} = \oiint_M \innerproduct{E}{\dd{\sigma}}
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\]
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\end{thm}
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\begin{proof}
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Without proof.
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\end{proof}
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\begin{cor}[Green's Identities]
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Let $M$ be a closed surface, let $f, g \in C^2(U, \realn)$, and $n$ an orientation (continuous normal vector field). Then
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\begin{align*}
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\iiint_U f \laplacian g + \innerproduct{\grad f}{\grad g} \dd{\lambda^3} &= \oiint_M \innerproduct{f \grad g}{\dd{\sigma}} \\
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\iiint_U f \grad g - g \grad f \dd{\lambda^3} &= \oiint_M \innerproduct{f \grad g - g \grad f}{\dd{\sigma}} \\
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&= \oiint_M (f \partial_n g - g \partial_n f) \dd{\sigma}
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\end{align*}
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\end{cor}
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\begin{proof}
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Apply the divergence theorem to $f \grad g$:
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\begin{equation}
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\div(f \grad g) = \innerproduct{\grad f}{\grad g} + f \laplacian g
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\end{equation}
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Swapping and subtracting $f$ and $g$ yields the second equation.
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Let $\phi: V \rightarrow M$ be a parametrization. Then
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\begin{equation}
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\begin{split}
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\oiint_{\phi} \innerproduct{f \grad g}{\dd{\sigma}} &= \iint_V \innerproduct{f(\phi(t)) \grad g(\phi(t))}{\sigma_{\phi}(t)} \dd{\lambda^2(t)} \\
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&= \iint_V f(\phi(t)) \underbrace{\innerproduct{\grad g(\phi(t))}{n(\phi(t))}}_{\partial_n g(\phi(t))} \norm{\sigma_{\phi}(t)} \\
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&= \oiint_M f \partial_n g \dd{\sigma}
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\end{split}
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\end{equation}
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\end{proof}
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\begin{eg}
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Let $U \subset \realn^3$ be bounded with a given volume $V$, and a "nice" boundary $M$ with area $A$. Set
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\[
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R = \sup\set[(x, y, z) \in M]{\norm{(x, y, z)}}
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\]
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Let $E(x, y, z) = (x, y, z)$ and $\phi: W \rightarrow M$ a parametrization. Then
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\begin{align*}
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3V &= \iiint_U E \dd{\lambda^3} = \oiint_M \innerproduct{E}{\dd{\sigma}} \\
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&= \iint_W \innerproduct{E(\phi(t))}{\sigma_{\phi}(t)} \dd{\lambda^2(t)} \\
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&\le \iint_W \abs{\langle \cdots \rangle} \dd{\lambda^2(t)} \\
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&\le \iint_W \underbrace{\norm{E(\phi(t))}}_{\le R} \norm{\sigma_{\phi}(t)} \dd{\lambda^2(t)} \le R \cdot A
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\end{align*}
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For the sphere with radius $R$ we have equality.
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\end{eg}
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\end{document}
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\documentclass[11pt]{report}
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\usepackage{amsmath, amssymb, amstext}
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\usepackage{amsmath, amssymb, amstext, esint}
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\usepackage{amsthm, stackrel, xifthen, mathtools, graphicx}
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\usepackage[makeroom]{cancel}
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\usepackage{hyperref, cleveref, bbm}
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