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Divergence

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Topics in Calculus

Fundamental theorem
Limits of functions
Continuity
Mean value theorem

Vector calculus 

Gradient
Divergence
Curl
Laplacian
Gradient theorem
Green's theorem
Stokes' theorem
Divergence theorem

In vector calculus, the divergence is an operator that measures the magnitude of a vector field's source or sink at a given point; the divergence of a vector field is a (signed) scalar. For example, consider air as it is heated or cooled. The relevant vector field for this example is the velocity of the moving air at a point. If air is heated in a region it will expand in all directions such that the velocity field points outward from that region. Therefore the divergence of the velocity field in that region would have a positive value, as the region is a source. If the air cools and contracts, the divergence is negative and the region is called a sink. More technically, the divergence represents the volume density of the outward flux of a vector field from an infinitesimal volume around a given point.

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[edit] Definition of divergence: the source density

In physical terms, the divergence of a three dimensional vector field is the extent to which the vector field flow behaves like a source or a sink at a given point. It is a local measure of its "outgoingness"—the extent to which there is more exiting an infinitesimal region of space than entering it. If the divergence is nonzero at some point then there must be a source or sink at that position[1]. (Note that we are imagining the vector field to be like the velocity vector field of a fluid (in motion) when we use the terms flow, sink and so on.)

More rigorously, the divergence is defined as derivative of the net flow of the vector field across the surface of a small region relative to the volume of that region. Formally,

\operatorname{div}\,\mathbf{F} = 
\lim_{V \rightarrow 0}
\iint_{S(V)} {\mathbf{F}\cdot\mathbf{n} \over V } \; dS

where V is the volume of an arbitrary shaped region in R3 that includes the point p, S(V) is the surface of that volume, and the integral is a surface integral with n being the outward normal to that surface. The result, div F, is a function of the location p. From this definition it also becomes explicitly visible that div F can be seen as the source density of the flux F.

In light of the physical interpretation, a vector field with constant zero divergence is called incompressible or solenoidal – in this case, no net flow can occur across any closed surface.

The intuition that the sum of all sources minus the sum of all sinks should give the net flow outwards of a region is made precise by the divergence theorem.

[edit] Application in Cartesian coordinates

Let x, y, z be a system of Cartesian coordinates on a 3-dimensional Euclidean space, and let ijk be the corresponding basis of unit vectors.

The divergence of a continuously differentiable vector field F = Fx i + Fy j + Fz k is defined to be the scalar-valued function:

\operatorname{div}\,\mathbf{F} = \nabla\cdot\mathbf{F}
=\frac{\partial F_x}{\partial x}
+\frac{\partial F_y}{\partial y}
+\frac{\partial F_z}{\partial z
}.

Although expressed in terms of coordinates, the result is invariant under orthogonal transformations, as the physical interpretation suggests.

The common notation for the divergence ·F is a convenient mnemonic, where the dot denotes an operation reminiscent of the dot product: take the components of ∇ (see del), apply them to the components of F, and sum the results. As a result, this is considered an abuse of notation.

[edit] Decomposition theorem

It can be shown that any stationary flux \mathbf v(\mathbf r) which is at least two times continuously differentiable in  {\mathbb R}^3 and vanishes sufficiently fast for |\mathbf r|\to \infty can be decomposed into an irrotational part \mathbf E(\mathbf r) and a source-free part \mathbf B(\mathbf r)\,. Moreover, these parts are explicitly determined by the respective source-densities (see above) and circulation densities (see the article Curl):

For the irrotational part one has

 \mathbf E=-\nabla \Phi(\mathbf r)\,, with   \Phi (\mathbf r)=\int_{\mathbb R^3}\,{\rm d}^3\mathbf r'\,\frac{{\rm div}\,\mathbf v(\mathbf r')}{4\pi|\mathbf r-\mathbf r'|}\,.

The source-free part, \mathbf B, can be similarly written: one only has to replace the scalar potential \Phi (\mathbf r) by a vector potential \mathbf A(\mathbf r) and the terms -\nabla \Phi by +\nabla\times\mathbf A, and finally the source-density {\rm div}\,\mathbf v by the circulation-density \nabla \times\mathbf v\,.

This "decomposition theorem" is in fact a by-product of the stationary case of electrodynamics. It is a special case of the more general Helmholtz decomposition which works in dimensions greater than three as well.

[edit] Properties

The following properties can all be derived from the ordinary differentiation rules of calculus. Most importantly, the divergence is a linear operator, i.e.

\operatorname{div}( a\mathbf{F} + b\mathbf{G} ) 
= a\;\operatorname{div}( \mathbf{F} ) 
+ b\;\operatorname{div}( \mathbf{G} )

for all vector fields F and G and all real numbers a and b.

There is a product rule of the following type: if \varphi is a scalar valued function and F is a vector field, then

\operatorname{div}(\varphi \mathbf{F}) 
= \operatorname{grad}(\varphi) \cdot \mathbf{F} 
+ \varphi \;\operatorname{div}(\mathbf{F}),

or in more suggestive notation

\nabla\cdot(\varphi \mathbf{F}) 
= (\nabla\varphi) \cdot \mathbf{F} 
+ \varphi \;(\nabla\cdot\mathbf{F}).

Another product rule for the cross product of two vector fields F and G in three dimensions involves the curl and reads as follows:

\operatorname{div}(\mathbf{F}\times\mathbf{G}) 
= \operatorname{curl}(\mathbf{F})\cdot\mathbf{G} 
\;-\; \mathbf{F} \cdot \operatorname{curl}(\mathbf{G}),

or

\nabla\cdot(\mathbf{F}\times\mathbf{G})
= (\nabla\times\mathbf{F})\cdot\mathbf{G}
- \mathbf{F}\cdot(\nabla\times\mathbf{G}).

The Laplacian of a scalar field is the divergence of the field's gradient.

The divergence of the curl of any vector field (in three dimensions) is equal to zero:

\nabla\cdot(\nabla\times\mathbf{F})=0

If a vector field F with zero divergence is defined on a ball in R3, then there exists some vector field G on the ball with F = curl(G). For regions in R3 more complicated than balls, this latter statement might be false (see Poincaré lemma). The degree of failure of the truth of the statement, measured by the homology of the chain complex

    \{\mbox{scalar fields on }U\} \;
 \to\{\mbox{vector fields on }U\} \;
 \to\{\mbox{vector fields on }U\} \;
 \to\{\mbox{scalar fields on }U\} \;

(where the first map is the gradient, the second is the curl, the third is the divergence) serves as a nice quantification of the complicatedness of the underlying region U. These are the beginnings and main motivations of de Rham cohomology.

[edit] Relation with the exterior derivative

One can establish a parallel between the divergence and a particular case of the exterior derivative, when it takes a 2-form to a 3-form in R3. If we define:

\alpha=F_1\ dy\wedge dz + F_2\ dz\wedge dx + F_3\ dx\wedge dy

its exterior derivative dα is given by

d\alpha = \left( \frac{\partial F_1}{\partial x}
+\frac{\partial F_2}{\partial y}
+\frac{\partial F_3}{\partial z} \right) dx\wedge dy\wedge dz

See also Hodge star operator.

[edit] Generalizations

The divergence of a vector field can be defined in any number of dimensions. If

\mathbf{F}=(F_1, F_2, \dots, F_n),

in a Euclidean coordinate system where \mathbf{x}=(x_1, x_2, \dots, x_n) and d\mathbf{x}=(dx_1, dx_2, \dots, dx_n), define

\operatorname{div}\,\mathbf{F} = \nabla\cdot\mathbf{F}
=\frac{\partial F_1}{\partial x_1}
+\frac{\partial F_2}{\partial x_2}+\cdots 
+\frac{\partial F_n}{\partial x_n}.

The appropriate expression is more complicated in curvilinear coordinates.

For any n, the divergence is a linear operator, and it satisfies the "product rule"

\nabla\cdot(\varphi \mathbf{F}) 
= (\nabla\varphi) \cdot \mathbf{F} 
+ \varphi \;(\nabla\cdot\mathbf{F}).

for any scalar-valued function φ.

The divergence can be defined on any manifold of dimension n with a volume form (or density) μ e.g. a Riemannian or Lorentzian manifold. Generalising the construction of a two form for a vectorfield on  \mathbb{R}^3, on such a manifold a vectorfield X defines a n-1 form j = iXμ obtained by contracting X with μ. The divergence is then the function defined by

 d j = \operatorname{div}(X) \mu

Standard formulas for the Lie derivative allow us to reformulate this as

 \mathcal{L}_X \mu = \operatorname{div}(X) \mu

This means that the divergence measures the rate of expansion of a volume element as we let it flow with the vectorfield.

On a Riemannian or Lorentzian manifold the divergence with respect to the metric volume form can be computed in terms of the Levi Civita connection \nabla

 \operatorname{div}(X) = \nabla\cdot X = X^a_{;a}

where the second expression is the contraction of the vectorfield valued 1 -form  \nabla X with itself and the last expression is the traditional coordinate expression used by physicists.

Divergence can also be generalised to tensors. In Einstein notation, the divergence of a contravariant vector Fμ is given by

 \nabla\cdot\mathbf{F}=\partial_\mu F^\mu

where \partial_\mu is the covariant derivative.

[edit] See also

[edit] Notes

[edit] References

  1. Brewer, Jess H. (1999-04-07). "DIVERGENCE of a Vector Field". Vector Calculus. http://musr.phas.ubc.ca/~jess/hr/skept/Gradient/node4.html. Retrieved on 2007-09-28. 
  2. Theresa M. Korn; Korn, Granino Arthur. Mathematical Handbook for Scientists and Engineers: Definitions, Theorems, and Formulas for Reference and Review. New York: Dover Publications. pp. 157–160. ISBN 0-486-41147-8. 

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