10.1.Describe a Vector Feild
1.1.梯度(grad)
对于数量集函数\(f(x, y)\),其\(\mathbf{l}\)方向上的方向导数为:
\[
\frac{\partial f}{\partial \mathbf{l}}=\mathbf{e_l}\cdot (\frac{\partial f}{\partial x},\frac{\partial f}{\partial y})^T
\]
将\((\frac{\partial f}{\partial x},\frac{\partial f}{\partial y})^T\)记作数量集函数\(f\)的梯度:
\[
\nabla f=(\frac{\partial f}{\partial x},\frac{\partial f}{\partial y})^T
\]
有以下推论:
- 当单位向量\(\mathbf{e_l}\)与梯度\(\nabla f\)重合时,此方向上单位导数取得最大值,即\(\nabla f\)方向为函数值增长最快方向;
-
当\(\mathbf{e_l}\cdot\nabla f=0\)时,此方向上方向导数恒为\(0\),即\(\nabla f\)方向恒垂直于其等值线。
-
梯度与保守场
\(\nabla\)算子将数量集函数\(f\)映射到向量集函数\(\mathbf{F}=(P(x, y), Q(x, y))\),将向量场\(\mathbf{F}\)称为\(f\)的梯度场。
因此对于向量场\(\mathbf{F}\)分量\(P(x, y), Q(x, y)\),总能找到一个标量场\(f\),使得:
\[
P=\frac{\partial f}{\partial x}, Q=\frac{\partial f}{\partial y}
\]
假设平面曲线\(L\)可利用\(x=\lambda(t), y=\mu(t)\)参数化表示,则在曲线\(C\)上:
\[
\frac{\text{d}f}{\text{d}t}=\frac{\partial f}{\partial x}\frac{\text{d}x}{\text{d}t}+\frac{\partial f}{\partial y}\frac{\text{d}y}{\text{d}t}
\]
\[
f(\mathbf{b})-f(\mathbf{a})=\int_{\mathbf{a}}^{\mathbf{b}}\mathbf{F}\text{d}\mathbf{s}=\int_L\mathbf{F}\text{d}\mathbf{s}
\]
可以看出,梯度场\(\mathbf{F}\)从\(A\)到\(B\)的积分值与积分路径无关,只与积分的起点与终点有关,因此将\(\mathbf{F}\)称为保守场,将标量场\(f\)称为保守场\(\mathbf{F}\)的势。
由以上性质,若对保守场\(\mathbf{F}\)中的环路\(C\)积分,则有:
\[
\oint_C \mathbf{F}\text{d}\mathbf{s}=0
\]
若向量场\(\mathbf{F}(x, y)=(P, Q)\)是保守的,总能找到一个标量场\(f\),使得:
\[
P=\frac{\partial f}{\partial x}, Q=\frac{\partial f}{\partial y}
\]
由于标量场\(f\)光滑且连续,因此:
\[
\frac{\partial P}{\partial y}=\frac{\partial ^2f}{\partial x\partial y}, \frac{\partial Q}{\partial x}=\frac{\partial ^2f}{\partial x\partial y}
\]
\[
即:\frac{\partial P}{\partial y}=\frac{\partial Q}{\partial x}
\]
我们证明了其必要条件,现在证明充分条件:
定义\(\nabla\)算子:\(\nabla = (\frac{\partial}{\partial x_1}, \frac{\partial}{\partial x_2}, \cdot\cdot\cdot)\)。
对于二维标量场\(f\),\(\nabla\)算子与其作点积将\(\mathbb{R}\to\mathbb{R}^2\),即:
\[
\nabla\cdot f=(\frac{\partial f}{\partial x}, \frac{\partial f}{\partial y})
\]
对于二维向量场\(\mathbf{F}\),\(\nabla\)算子与其作叉积将\(\mathbb{R}^2\to\mathbb{R}\),即:
\[
\nabla \times \mathbf{F}=\frac{\partial Q}{\partial x}-\frac{\partial P}{\partial y}
\]
考虑到以下等式恒成立:
\[
\nabla \times (\nabla \cdot f)=0
\]
若对于二维向量场\(\mathbf{F}=(P, Q)\),有\(\frac{\partial Q}{\partial x}=\frac{\partial P}{\partial y}\),则:
\[
\nabla \times \mathbf{F}=0
\]
即必定存在一个标量场\(f\),使得\(\mathbf{F}=\nabla \cdot f\),即向量场\(\mathbf{F}\)是保守的,标量场\(f\)是该保守场的势。
因此\(\frac{\partial Q}{\partial x}=\frac{\partial P}{\partial y}\)是\(\mathbf{F}=(P, Q)\)为保守场的充要条件。
关于\(\nabla\)算子的更多性质,会在下面的章节中介绍。
1.2.通量与散度(div)
向量集函数\(\mathbf{F}(x,y)\)表示一个平面流体的速度场,其通过曲线\(L\)的通量可表示为:
\[
B=\int _L \mathbf{F}\cdot\mathbf{n}\text{d}s
\]
其中\(\mathbf{n}\)垂直于曲线\(L\)一小段弧长\(s\)的切方向\(\mathbf{s}\)。
当该速度场通过闭合曲线\(C\)时,规定向外为正方向,其通量可表示为:
\[
B=\oint_C\mathbf{F}\cdot \mathbf{n}\text{d}s
\]
假定在平面向量场\(\mathbf{F}=(P, Q)\)中一点\((x_0, y_0)\)邻域内由\((x_0+\Delta x, y_0),(x_0, y_0+\Delta y),(x_0+\Delta x, y_0+\Delta y)\)确定的矩形\(D\)围成,通过该领域的总通量为:
\[
B=(\frac{\partial P_0}{\partial x}+\frac{\partial Q_0}{\partial y})\Delta x\Delta y
\]
我们关心向量场\(\mathbf{F}\)在各区域的通量密度,因此定义向量场\(\mathbf{F}\)的散度(div)为:
\[
\text{div} \mathbf{F}=\nabla \cdot \mathbf{F}=\frac{\partial P}{\partial x}+\frac{\partial Q}{\partial y}
\]
考虑矩形\(D\)的相邻区域\(D_1, D_2, D_3\)。流入相邻区域的通量等大且反向,因此对于更大的封闭区域C我们只需要关心边界的流入与流出情况。基于上述思路,我们不加证明地给出\(\text{Green}\)公式的通量形式:
\[
\oint_C\mathbf{F}\cdot \mathbf{n}\text{d}s=\iint _C \nabla \cdot \mathbf{F}\text{d}\sigma
\]
1.3.旋度(curl)
向量集函数\(\mathbf{F}(x,y)\)表示一个平面流体的速度场,规定逆时针为正方向,其通过闭合曲线\(C\)的旋量可表示为:
\[
\oint_C \mathbf{F}\cdot \mathbf{r}\text{d}s
\]
基于上述思路,我们同样可以定义向量场\(\mathbf{F}=(P, Q)\)的旋度:
\[
\text{curl} \mathbf{F}=\nabla \times \mathbf{F}=\frac{\partial Q}{\partial x}-\frac{\partial P}{\partial y}
\]
同样有\(\text{Green}\)公式的旋量形式:
\[
\oint_C\mathbf{F}\cdot \mathbf{r}\text{d}s=\iint_C \nabla \times \mathbf{F}\text{d}\sigma
\]
根据亥姆霍兹分解(\(\text{Helmholtz Decomposition}\)),任何光滑且快速衰减的二维向量场\(\mathbf{F}\)(无调和)可分解为无旋的梯度场与无散的旋度场,即:
\[
\mathbf{F}=\nabla\cdot\phi+\nabla\times A
\]
\[
\nabla\cdot\mathbf{F}=\nabla\cdot(\nabla\cdot \phi)
\]
\[
\nabla\times\mathbf{F}=\nabla\times(\nabla\times A)
\]
由此可见,任意封闭区域\(D\)的所有散度都由梯度场\(\nabla\cdot\phi\)贡献,而旋度所有都由旋度场\(\nabla\times A\)贡献。若对向量场\(\mathbf{F}\)作正交变换:
\[
\mathbf{F}^{\perp}=\nabla\times\phi+\nabla\cdot A
\]
此时对于\(\phi\)与\(A\),他们此时分别表示\(\mathbf{F}^{\perp}\)的旋度场与梯度场的标量势,因此对\(\mathbf{F}^{\perp}\)旋量形式的\(\text{Green}\)公式:
\[
\oint_C \mathbf{F}^{\perp}\cdot \mathbf{r}\text{d}s=\iint_C\nabla \times\mathbf{F}^{\perp}\text{d}\sigma
\]
即:
\[
\oint_C\mathbf{F}\cdot\mathbf{n}\text{d}s=\iint_C\nabla\cdot \mathbf{F}\text{d}\sigma
\]
因此,散度和旋度在正交变换下是对偶的,描述向量场\(\mathbf{F}\)的同一性质。
1.4.平面场的复势
1.4.1.The Property of the VF on Complex Plane
定义复平面\(E\)区域上的函数\(w=f(z)\)在\(z_0\)处的导数:
\[
f'(z_0)=\lim_{\Delta z\to 0}\frac{f(z+\Delta z)-f(z)}{\Delta z}
\]
由此可以定义在\(\mathbb{C}\)上在\(z_0\)处的复微分:\(\text{d}f=f'(z_0)\text{d}z\)。不难证明,复微分满足以下性质:
- \(T(\lambda f)=\lambda T(f)\ \ \ \forall\lambda\in\mathbb{C}\)
- \(T(f+g)=T(f)+T(g)\)
可见,复微分是\(f\)在\(z_0\)处从\(\mathbb{C}\to\mathbb{C}\)的复线性映射,由于极限存在的唯一性,\(z_0\)处的复线性映射在唯一。不妨令\(f'(z_0)=a+b\text{i}\),有:
\[
(ax-by)+(bx+ay)\text{i}=f'(z_0)(x+\text{i}y)
\]
在\(\mathbb{R}^2\)上,向量\((x,y)\)可描述\(\mathbb{C}\)上任意的\(x+\text{i}y\)。定义运算\(\boldsymbol{J}^2=-\boldsymbol{I}\),使得\(\boldsymbol{J}(x,y)=(-y,x)\)。相应地在\(\mathbb{C}\)上,有\(\text{i}(x+\text{i}y)=-y+\text{i}x\),此时被视为在\(\mathbb{R}^2\)上\(\begin{pmatrix}x\\y\end{pmatrix}\to\begin{pmatrix}-y\\x\end{pmatrix}\)的线性映射。对于复微分,
\[
\text{d}
\begin{pmatrix}
u \\
v
\end{pmatrix}=
\begin{pmatrix}
a & -b\\
b & a
\end{pmatrix}\begin{pmatrix}
\text{d}x \\
\text{d}y
\end{pmatrix}
\]
对于\(\mathbb{R}^2\)上的向量场\(\mathbf{f}(x,y)=\begin{pmatrix}u\\v\end{pmatrix}\),有以下结论:
\[
\text{d}\begin{pmatrix}u\\v\end{pmatrix}=
\begin{pmatrix}
\frac{\partial u}{\partial x} & \frac{\partial u}{\partial y}\\
\frac{\partial v}{\partial x} & \frac{\partial v}{\partial y}
\end{pmatrix}\begin{pmatrix}
\text{d}x \\
\text{d}y
\end{pmatrix}
\]
对于\(f(x,y)=u(x,y)+\text{i}v(x,y)\)在\(\mathbb{R}^2\)上表示的向量场\(\mathbf{f}(x,y)=\begin{pmatrix}u\\v\end{pmatrix}\),满足\(\text{Cauchy–Riemann}\)方程:
\[
\frac{\partial u}{\partial x}=\frac{\partial v}{\partial y}
\]
\[
\frac{\partial v}{\partial x}=-\frac{\partial u}{\partial y}
\]
即:\(f'(z)=\frac{\partial u}{\partial x}+\text{i}\frac{\partial v}{\partial x}=\frac{\partial v}{\partial y}-\text{i}\frac{\partial u}{\partial y}\)。
在极坐标的形式之下,我们令:\(x=\rho\cos{\phi}, y=\rho\sin{\phi}\),利用链式法则:
\[
\begin{pmatrix}
\text{d} \rho \\
\text{d} \phi
\end{pmatrix}\stackrel{\boldsymbol{J_1}}{\longrightarrow}
\begin{pmatrix}
\text{d}x \\
\text{d}y
\end{pmatrix}
\stackrel{\boldsymbol{J_2}}{\longrightarrow}
\begin{pmatrix}
\text{d} u \\
\text{d} v
\end{pmatrix}
\]
即\(\boldsymbol{J}=\boldsymbol{J_2}\boldsymbol{J_1}\):
\[
\begin{pmatrix}
\frac{\partial u}{\partial \rho} & \frac{\partial u}{\partial \phi}\\
\frac{\partial v}{\partial \rho} & \frac{\partial v}{\partial \phi}
\end{pmatrix}=
\begin{pmatrix}
\frac{\partial u}{\partial x} & \frac{\partial u}{\partial y}\\
\frac{\partial v}{\partial x} & \frac{\partial v}{\partial y}
\end{pmatrix}
\begin{pmatrix}
\frac{\partial x}{\partial \rho} & \frac{\partial x}{\partial \phi}\\
\frac{\partial y}{\partial \rho} & \frac{\partial y}{\partial \phi}
\end{pmatrix}
\]
又\(\boldsymbol{J_2}\)满足\(\text{Cauchy–Riemann}\)方程,故有其在极坐标下的形式:
\[
\frac{\partial u}{\partial \rho}=\frac{1}{\rho}\frac{\partial v}{\partial \phi}
\]
\[
\frac{\partial v}{\partial \rho}=-\frac{1}{\rho}\frac{\partial u}{\partial \phi}
\]