Line Integrals
Motivation
If \(f\) is a non-negative function, then the integral \(\int_a^bf(x)\,dx\) represents the area below the graph of \(y=f(x)\) between the points \(a\) and \(b\). This is the area of the wall whose base is the line segment between \((a,0)\) and \((b,0)\) and whose height above any point \(x\in[a,b]\) is \(f(x)\).
We want to generalize this concept to allow us to compute the areas of those ``walls’’ whose base is a curve, and not just a line segment.
Line integrals of functions in two dimensions
Integral sums
Assume that \(\gamma\) is a curve given by parametric equations: \(\overrightarrow r(t)=\langle \phi(t),\psi(t)\rangle\), as parameter \(t\) ranges from \(a\) to \(b\).
Assume that \(f\) is a function defined on the curve \(\gamma\), i.e. \(f:\gamma\to\mathbb R\).
Consider the sequence \(a=t_0\leq t_1\leq t_2\leq\cdots\leq t_n=b\). This sequence of numbers from \([a,b]\) corresponds to the sequence of points \(\gamma_i=(\phi(t_i),\psi(t_i))\) on the curve \(\gamma\) (\(0\leq i\leq n\)). This sequence of points generates the partition of \(\gamma\). The distance between two consecutive points \(\gamma_{i-1}\) and \(\gamma_i\) in the partition is equal to \[l_i=\sqrt{\left(\phi(t_i)-\phi(t_{i-1})\right)^2+\left(\psi(t_i)-\psi(t_{i-1})\right)^2}.\]
Consider an arbitrary sequence of numbers \(c_i\in [t_i,t_{i+1}]\), for \(0\leq i\leq n-1\). This sequence of numbers corresponds to the following sequence of points on the curve \(\gamma\):
\[P_0=(\phi(c_0),\psi(c_0)),\;\;\; P_1=(\phi(c_1),\psi(c_1)),\;\;\; P_2=(\phi(c_2),\psi(c_2)),\;\;\;\dots,\;\;\;
P_{n-1}=(\phi(c_{n-1}),\psi(c_{n-1})).\]
The integral sum corresponding to the partition \(t_0\), \(t_1\), \(\dots\), \(t_n\) with the points \(P_0\), \(P_1\), \(\dots\), \(P_{n-1}\) is defined as:
\[S(f,t_0,t_1,\dots, t_n,c_0,c_1,\dots, c_{n-1})=f(P_0)\cdot l_0+f(P_1)\cdot l_1+\cdots+ f(P_{n-1})\cdot l_{n-1}.\]
The diameter of the partition \(t_0\), \(t_1\), \(\dots\), \(t_n\) is defined to be:
\[\delta(t_0,t_1,\dots, t_n)=\max\left\{l_0,l_1,\dots, l_{n-1}\right\}.\]
Definition: Line integral of a function (in 2 dimensions)
Let \(\gamma\) be the curve with the parametrization \(x=\phi(t)\), \(y=\psi(t)\), \(a\leq t\leq b\). The function \(f:\gamma\to\mathbb R\) has a line integral and its integral over the curve \(\gamma\) is equal to \(I\) if for each \(\varepsilon > 0\) there exists \(\delta > 0\) such that for every partition \(\{t_0,\dots, t_{n}\}\) with \(\delta(t_0,\dots, t_{n}) < \delta\) we have \[\left|S(f,t_0,\dots, t_{n},c_0,\dots, c_{n-1})-I\right| < \varepsilon\] for every choice of \(c_0\in [t_0,t_1]\), \(c_1\in [t_1,t_2]\), \(\dots\), \(c_{n-1}\in [t_{n-1},t_n]\).
In the case that the line integral from the previous definition exists, we write \begin{eqnarray*}I=\int_{\gamma} \mbox{ }f\,ds.\end{eqnarray*}
We will now find a way to calculate line integrals using the integrals from single variable calculus. This reduction is possible in the case when the curve \(\gamma\) is smooth, i.e. when the functions \(\phi\) and \(\psi\) are differentiable and their derivatives, \(\phi^{\prime}\) and \(\psi^{\prime}\) are continuous.
Theorem 1
Let \(\gamma\) be the curve with the parametrization \(x=\phi(t)\), \(y=\psi(t)\), \(a\leq t\leq b\). Assume that \(\phi:[a,b]\to\mathbb R\) and \(\psi:[a,b]\to\mathbb R\) are differentiable functions such that \(\phi^{\prime}\) and \(\psi^{\prime}\) are continuous on \([a,b]\). Assume that \(f:\gamma\to\mathbb R\) is a continuous function. Then \[\int_{\gamma}f\,ds=\int_a^b f(\phi(t),\psi(t))\cdot\sqrt{\phi^{\prime}(t)^2+\psi^{\prime}(t)^2}\,dt.\]
Assume that \(\varepsilon > 0\) is given. Let \(\delta_1 > 0\) be a real number such that \[\left|\int_{\gamma} f\,ds-S(f,t_0,\dots, t_n,c_0,\dots, c_{n-1}\right|\leq\frac{\varepsilon}4\quad\quad\quad\quad\quad (1)\] whenever \(\delta(t_0,\dots, t_{n-1}) < \delta_1\).
Recall that the line segment between the points \(\gamma_{i-1}\) and \(\gamma_i\) has the length
\(l_i=\sqrt{\left(\phi(t_i)-\phi(t_{i-1})\right)^2+\left(\phi(t_i)-\psi(t_{i-1})\right)^2}\). According to the mean-value theorem we know that there exists a number \(\xi_{i-1}\in [t_{i-1},t_i]\) such that \(\phi(t_i)-\phi(t_{i-1})=\phi^{\prime}(\xi_{i-1})\cdot (t_i-t_{i-1})\). Similarly, there exists \(\eta_{i-1}\in [t_{i-1},t_i]\) such that \(\psi(t_i)-\psi(t_{i-1})=\psi^{\prime}(\eta_{i-1})\cdot (t_i-t_{i-1})\). Because of the continuity of \(f\), \(\phi^{\prime}\) and \(\psi^{\prime}\) on \([a,b]\), there exists a real number \(M > 1\) such that
\(\max_{[a,b]}|f|\leq M\), \(\max_{[a,b]}|\phi^{\prime}|\leq M\), and \(\max_{[a,b]}|\psi^{\prime}|\leq M\). Also, there exists
\(\delta_2 > 0\) such that \[\left|\phi^{\prime}(\xi_{i-1})-\phi^{\prime}(c_{i-1})\right|\leq \frac{\varepsilon^2}{16M^3(b-a)^2},\quad\quad\quad\mbox{ and }\quad\quad\quad
\left|\psi^{\prime}(\eta_{i-1})-\psi^{\prime}(c_{i-1})\right|\leq \frac{\varepsilon^2}{16M^3(b-a)^2}\] whenever
\(\delta(t_0,\dots, t_n) < \delta_2\).
Let us take \(\delta=\min\{\delta_1,\delta_2\}\) and assume that \(t_0,\dots, t_n\) is any partition with \(\delta(t_0,\dots, t_n) < \delta\). If \(c_0\), \(\dots\), \(c_{n-1}\) is any choice of points such that \(c_i\in[t_i,t_{i+1}]\) we have that:
\(|S(f,t_0,\dots, t_n,c_0,\dots, c_{n-1})-\int_{\gamma}f\,ds|\leq \varepsilon/4\). We also have that
\begin{eqnarray*}S(f,t_0,\dots, t_n,c_0,\dots, c_{n-1})&=&\sum_{i=0}^{n-1} f(\phi(c_i),\psi(c_i))\cdot l_i\newline &=&
\sum_{i=0}^{n-1} f(\phi(c_i),\psi(c_i))\cdot \sqrt{\phi’(c_i)^2+\psi’(c_i)^2}\cdot (t_i-t_{i-1})\\ &&+\sum_{i=0}^{n-1} f(\phi(c_i),\psi(c_i))\cdot \left(l_i-\sqrt{\phi’(c_i)^2+\psi’(c_i)^2}\cdot (t_i-t_{i-1})\right)\\
&=&
\sum_{i=0}^{n-1} f(\phi(c_i),\psi(c_i))\cdot \sqrt{\phi’(c_i)^2+\psi’(c_i)^2}\cdot (t_i-t_{i-1})\\&&+
\sum_{i=0}^{n-1} f(\phi(c_i),\psi(c_i))\cdot \left(\sqrt{\phi’(\xi_{i-1})^2+\psi’(\eta_{i-1})^2}-\sqrt{\phi’(c_i)^2+\psi’(c_i)^2}
\right)\cdot (t_i-t_{i-1}). \quad\quad\quad (2)
\end{eqnarray*}
The first sum on the right-hand side is the integral sum for \(\int_a^b f(\phi(t),\psi(t))\sqrt{\phi^{\prime}(t)^2+\psi^{\prime}(t)^2}\,dt\). Therefore there exists \(\delta_3 > 0\) such that \(\delta(t_0,\dots, t_n) < \delta_3\) implies \[\left|\sum_{i=0}^{n-1} f(\phi(c_i),\psi(c_i))\cdot \sqrt{\phi’(c_i)^2+\psi’(c_i)^2}\cdot (t_i-t_{i-1})-\int_a^b f(\phi(t),\psi(t))\sqrt{\phi^{\prime}(t)^2+\psi^{\prime}(t)^2}\,dt
\right| < \frac{\varepsilon}4.\] We will prove that the second sum in (2) is negligible. First, we notice that for \(A,B\geq 0\) the following inequality holds:
\(|\sqrt A-\sqrt B|\leq \sqrt{|A-B|}\), hence
\begin{eqnarray*}\sqrt{\phi’(\xi_{i-1})^2+\psi’(\eta_{i-1})^2}-\sqrt{\phi’(c_i)^2+\psi’(c_i)^2}&\leq& \left(\left|\phi^{\prime}(\xi_{i-1})-\phi^{\prime}(c_{i-1})\right|\cdot\left(|\phi^{\prime}(\xi_{i-1})|+|\phi^{\prime}(c_{i-1})|\right) \right.\\ &&\left .+
\left|\psi^{\prime}(\eta_{i-1})-\psi^{\prime}(c_{i-1})\right|\cdot\left(|\psi^{\prime}(\eta_{i-1})|+|\psi^{\prime}(c_{i-1})|\right)
\right)^{\frac12} \\
&\leq& \sqrt{\frac{\varepsilon^2}{16M^3(b-a)^2}\cdot (2M+2M)}\leq \frac{\varepsilon}{2M(b-a)}.\end{eqnarray*}
Therefore \begin{eqnarray*}
&\sum_{i=0}^{n-1}& f(\phi(c_i),\psi(c_i))\cdot \left(\sqrt{\phi’(\xi_{i-1})^2+\psi’(\eta_{i-1})^2}-\sqrt{\phi’(c_i)^2+\psi’(c_i)^2}
\right)\cdot (t_i-t_{i-1})\\&\leq& \frac{\varepsilon}{2M(b-a)}\cdot \sum_{i=0}^{n-1}\left|f(\phi(c_i),\psi(c_i))\right|\cdot (t_i-t_{i-1})\leq
\frac{\varepsilon}{2M(b-a)}\cdot \sum_{i=0}^{n-1}M\cdot (t_i-t_{i-1})\\
&=& \frac{\varepsilon}2.
\end{eqnarray*}
Therefore:\begin{eqnarray*}
\left|S(f,t_0,\dots, t_n,c_0,\dots, c_{n-1})-\int_a^b f(\phi(t),\psi(t))\sqrt{\phi^{\prime}(t)^2+\psi^{\prime}(t)^2}\,dt\right|\leq \frac{\varepsilon}2+\frac{\varepsilon}4=\frac{3\varepsilon}4.
\end{eqnarray*}
Together with (1) this gives:
\begin{eqnarray*}
\left|\int_{\gamma} f\,ds-\int_a^b f(\phi(t),\psi(t))\sqrt{\phi^{\prime}(t)^2+\psi^{\prime}(t)^2}\,dt\right|&\leq &\left|\int_{\gamma} f\,ds-S(f,t_0,\dots, t_n,c_0,\dots, c_{n-1})\right|\\&&+\left|S(f,t_0,\dots, t_n,c_0,\dots, c_{n-1})-\int_a^b f(\phi(t),\psi(t))\sqrt{\phi^{\prime}(t)^2+\psi^{\prime}(t)^2}\,dt\right|\leq \varepsilon.
\end{eqnarray*}
Since this holds for every \(\varepsilon > 0\) the required equality holds.
Remark: The previous theorem holds under weaker assumptions. One useful generalization is obtained when the assumption smoothness of \(\gamma\) is replaced by piecewise smoothness. This means that there are number \(a\leq z_0\leq z_1\leq\cdots \leq z_m=b\) such that \(\gamma\) is smooth on each of the intervals \([z_i,z_{i+1}]\).
Line integrals of functions in three dimensions
The definition of the line integral in three dimensions is analogous to the one in two dimensions. The definition of the partition and the sequence of chosen points in the partition is precisely the same.
Definition: Line integral of a function
Let \(\gamma\) be the curve with the parametrization \(x=\phi(t)\), \(y=\psi(t)\), \(z=\theta(t)\), \(a\leq t\leq b\). The function \(f:\gamma\to\mathbb R\) has a line integral and its integral over the curve \(\gamma\) is equal to \(I\) if for each \(\varepsilon > 0\) there exists \(\delta > 0\) such that for every partition \(\{t_0,\dots, t_{n}\}\) with \(\delta(t_0,\dots, t_{n}) < \delta\) we have \[\left|S(f,t_0,\dots, t_{n},c_0,\dots, c_{n-1})-I\right| < \varepsilon\] for every choice of \(c_0\in [t_0,t_1]\), \(c_1\in [t_1,t_2]\), \(\dots\), \(c_{n-1}\in [t_{n-1},t_n]\).
As in two dimensions we have the theorem that establishes the relation between the line integral and the definite integral from single-variable calculus.
Theorem 2
Let \(\gamma\) be the curve with the parametrization \(x=\phi(t)\), \(y=\psi(t)\), \(z=\theta(t)\), \(a\leq t\leq b\). Assume that \(\phi:[a,b]\to\mathbb R\), \(\psi:[a,b]\to\mathbb R\), and \(\theta:[a,b]\to\mathbb R\) are differentiable functions such that \(\phi^{\prime}\), \(\psi^{\prime}\), and \(\theta^{\prime}\) are continuous on \([a,b]\). Assume that \(f:\gamma\to\mathbb R\) is a continuous function. Then \[\int_{\gamma}f\,ds=\int_a^b f(\phi(t),\psi(t),\theta(t))\cdot\sqrt{\phi^{\prime}(t)^2+\psi^{\prime}(t)^2+ \theta^{\prime}(t)^2}\,dt.\]
Example Assume that \(\gamma\) is the upper semi-circle with center \((1,0)\) and radius \(2\). Find the integral \[\int_{\gamma} x^2y\,ds.\]
Let us first parametrize the curve \(\gamma\). We do this in the following way:
\begin{eqnarray*}
x&=&1+2\cos\theta\\
y&=&2\sin \theta\\
0\leq &\theta&\leq \pi.
\end{eqnarray*}
The integral now becomes
\begin{eqnarray*}
\int_{\gamma}f\,ds&=&\int_0^{\pi} (1+2\cos\theta)^2\cdot 2\sin\theta\cdot\sqrt{x’(\theta)^2+y’(\theta)^2}\,d\theta=
\int_0^{\pi}(1+2\cos\theta)^2\cdot2\sin\theta\cdot\sqrt{(-2\sin\theta)^2+(2\cos\theta)^2}\,d\theta\\
&=&4\int_0^{\pi}\left(1+4\cos\theta+4\cos^2\theta\right)\sin\theta\,d\theta.
\end{eqnarray*}
Let us use the substitution \(\cos\theta=u\) in the last integral. Then the variable \(u\) ranges from \(1\) to \(-1\), and \(\sin\theta\,d\theta=-du\). Hence \[
\int_{\gamma}f\,ds=4\int_{-1}^1\left(1+4u+4u^2\right)\,du=4\cdot \left.\left(u+u^2+\frac{4u^3}3\right)\right|_{-1}^1=4\cdot \left(2+\frac{8}3\right)=\frac{56}3.
\]
Line integrals of vector fields
Assume that \(\overrightarrow{F}:\gamma\to\mathbb R^3\) is a vector field defined on the curve \(\gamma\). Let \(a=t_0\leq t_1\leq \cdots \leq t_{n-1}\leq t_n=b\) be the partition of the interval \([a,b]\). Assume that \(\overrightarrow r(t)=\langle \phi(t),\psi(t),\theta(t)\rangle\) is the parametrization of \(\gamma\) for \(a\leq t\leq b\). The partition of the interval \([a,b]\) generates the sequence of points \(E_0=(\phi(t_0),\psi(t_0),\theta(t_0))\), \(E_1=(\phi(t_1),\psi(t_1),\theta(t_1))\), \(\dots\), \(E_n=(\phi(t_n),\psi(t_n),\theta(t_n))\), and these points define the vectors \[\overrightarrow{r_0}=\overrightarrow{E_0E_1}=\overrightarrow r(t_1)-\overrightarrow r(t_0), \;\;\;
\overrightarrow{r_1}=\overrightarrow{E_1E_2}=\overrightarrow r(t_2)-\overrightarrow r(t_1), \;\;\;
\overrightarrow{r_{n-1}}=\overrightarrow{E_{n-1}E_n}=\overrightarrow r(t_n)-\overrightarrow r(t_{n-1}).\]
Let \(c_0\), \(c_1\), \(\dots\), \(c_{n-1}\) be a sequence of real numbers such that \(c_i\in[t_i,t_{i+1}]\). This sequence of real numbers generates the sequence of points on \(\gamma\):
\[P_0=(\phi(c_0),\psi(c_0),\theta(c_0)),\;\;\; P_1=(\phi(c_1),\psi(c_1),\theta(c_1)),\;\;\; \cdots,\;\;\;
P_{n-1}=(\phi(c_{n-1}),\psi(c_{n-1}),\theta(c_{n-1})).\]
The integral sum corresponding to the partition \(t_0\), \(t_1\), \(\dots\), \(t_{n}\) and the sequence of numbers \(c_0\), \(\dots\), \(c_{n-1}\) is defined as
\[S(\overrightarrow{F},t_0, \dots, t_n, c_0,\dots, c_{n-1})=\overrightarrow{F}(P_0)\cdot \overrightarrow{r_0}+\overrightarrow F(P_1)\cdot\overrightarrow{r_1}+\cdots+\overrightarrow F(P_{n-1})\cdot \overrightarrow{r_{n-1}}.\]
The diameter of the partition \(\delta(t_0,\dots, t_n)\) is defined as above to be the maximum of \(|t_i-t_{i-1}|\).
Definition: Line integral of a vector field
Assume that \(\gamma\) is a curve in space and that \(\overrightarrow F:\gamma\to\mathbb R^3\) (or \(\overrightarrow F:\gamma\to\mathbb R^2\)) is a vector field. We say that the vector field \(\overrightarrow F\) is integrable over the curve \(\gamma\) and its integral is equal to \(I\) if for every \(\varepsilon > 0\) there exists \(\delta > 0\) such that \(\delta(t_0,\dots, t_n) < \delta\) implies that \[\left|I-S(\overrightarrow{F},t_0,\dots, t_n,c_0,\dots, c_n)\right|\leq \varepsilon\] whenever \(c_0\), \(\dots\), \(c_{n-1}\) is a sequence of numbers such that \(c_i\in[t_i,t_{i+1}]\).
The value \(I\) is called the integral of \(\overrightarrow F\) with respect to \(\gamma\) and is denoted as \[I=\int_{\gamma} \overrightarrow F\cdot d\overrightarrow r.\]
Line integral of the vector field \(\overrightarrow F=\langle P, Q, R\rangle\) over the curve \(\gamma\) is often denoted using one of the following two expressions: \[I=\int_{\gamma}\overrightarrow F\cdot \overrightarrow T\,ds=\int_{\gamma}P\,dx+Q\,dy+R\,dz.\]
The following theorem establishes the relation between line integrals of vector fields and definite integrals from single-variable calculus.
Theorem 3
Assume that \(\gamma\) is a curve defined with parametric equations \(x=\phi(t)\), \(y=\psi(t)\), \(z=\theta(t)\), for \(a\leq t\leq b\). Assume that the functions \(\phi\), \(\psi\), and \(\theta\) are differentiable and that \(\phi^{\prime}\), \(\psi^{\prime}\), and \(\theta^{\prime}\) are continuous on \([a,b]\). Let \(\overrightarrow F:\gamma\to\mathbb R^3\) be a vector field that is integrable with respect to \(\gamma\). Then \[\int_{\gamma} \overrightarrow F\cdot d\overrightarrow r=\int_a^b \overrightarrow F\left(\phi(t),\psi(t),\theta(t)\right)\cdot \overrightarrow{r^{\prime}}(t)\,dt.\]
Let \(\varepsilon > 0\) be given. Since \(\overrightarrow F\) is integrable with respect to \(\gamma\) there exists \(\delta_1 > 0\) such that \[\left|S(\overrightarrow{F},t_0,\dots, t_n,c_0,\dots, c_{n-1})-\int_{\gamma}\overrightarrow F\cdot d\overrightarrow r\right| < \frac{\varepsilon}2\quad\quad\quad\quad\quad (1)\] whenever \(\delta(t_0,\dots, t_n)\leq \delta_1\).
For any two values \(\tau_1,\tau_2\in[a,b]\) we have \(\overrightarrow r(\tau_2)-\overrightarrow r(\tau_1)=\langle \phi(\tau_2)-\phi(\tau_1),\psi(\tau_2)-\psi(\tau_1),\theta(\tau_2)-\theta(\tau_1)\rangle\). According to the mean-value theorem, there are numbers \(\xi\), \(\eta\), \(\zeta\in [\tau_1,\tau_2]\) such that \(\phi(\tau_2)-\phi(\tau_1)=\phi^{\prime}(\xi)\cdot (\tau_2-\tau_1)\), \(\psi(\tau_2)-\psi(\tau_1)=\psi^{\prime}(\eta)\cdot (\tau_2-\tau_1)\), and \(\theta(\tau_2)-\theta(\tau_1)=\theta^{\prime}(\zeta)\cdot (\tau_2-\tau_1)\). Because of continuity of \(\phi\), \(\psi\), \(\theta\), and \(\overrightarrow F\) there is a real number \(M > 0\) such that \[\max_{[a,b]}\left\{\left|\phi(t)\right|,\left|\psi(t)\right|,\left|\theta(t)\right|,\left|\overrightarrow F\left(\overrightarrow r(t)\right)\right|\right\} < M,\;\;\;\mbox{and }\delta_2 > 0 \mbox{ such that }\]
\[
\max_{|\mu_1-\mu_2| < \delta_2}\left\{\left|\phi^{\prime}(\mu_1)-\phi^{\prime}(\nu_1)\right|,
\left|\psi^{\prime}(\mu_1)-\psi^{\prime}(\nu_1)\right|, \left|\theta^{\prime}(\mu_1)-\theta^{\prime}(\nu_1)\right|\right\}\leq \frac{\varepsilon}{4\sqrt 3M(b-a)}.
\]
Let us now study the integral sum for the line integral \(\int_{\gamma} \overrightarrow F\cdot d\overrightarrow r\). We will use that \[\overrightarrow r(t_{i+1})-\overrightarrow r(t_i)=\langle \phi(t_{i+1})-\phi(t_i),\psi(t_{i+1})-\psi(t_i),\theta(t_{i+1})-\theta(t_i)\rangle=(t_{i+1}-t_i)
\langle \phi^{\prime}(\xi_i),\psi^{\prime}(\eta_i),\theta^{\prime}(\zeta_i)\rangle,\] for some numbers \(\xi_i,\eta_i,\zeta_i\in[t_i,t_{i+1}]\). This implies that
\begin{eqnarray*}
S(\overrightarrow{F},t_0,\dots, t_n,c_0,\dots, c_{n-1})&=&\sum_{i=0}^{n-1} \overrightarrow F(P_i)\cdot \left(\overrightarrow r(t_{i+1})-\overrightarrow r(t_i)\right)=\sum_{i=0}^{n-1}\overrightarrow F(P_i)\cdot \langle
\phi’(\xi_i),\psi’(\eta_i),\theta’(\zeta_i)\rangle (t_{i+1}-t_i)\\
&=&\sum_{i=0}^{n-1} \overrightarrow F(\phi(c_i),\psi(c_i),\theta(c_i))\cdot \langle
\phi’(c_i),\psi’(c_i),\theta’(c_i)\rangle (t_{i+1}-t_i)\\&&+\sum_{i=0}^{n-1} \overrightarrow F(P_i)\cdot \left(\langle
\phi’(\xi_i),\psi’(\eta_i),\theta’(\zeta_i)\rangle
-
\langle
\phi’(c_i),\psi’(c_i),\theta’(c_i)\rangle
\right)(t_{i+1}-t_i). \quad\quad\quad (2)
\end{eqnarray*}
The first sum on the right-hand side of (2) is the integral sum for the definite integral \(\int_a^b \overrightarrow F(\overrightarrow r(t))\cdot \overrightarrow{r^{\prime}}(t)\,dt\), hence there exists \(\delta_3 > 0\) such that \[\left|\int_a^b \overrightarrow F(\overrightarrow r(t))\cdot\overrightarrow{r^{\prime}}(t)\,dt-\sum_{i=0}^{n-1} \overrightarrow F(\phi(c_i),\psi(c_i),\theta(c_i))\cdot \langle
\phi’(c_i),\psi’(c_i),\theta’(c_i)\rangle (t_{i+1}-t_i)
\right| < \frac{\varepsilon}4\]
whenever \(\delta(t_0,\dots, t_n)\leq \delta_3\).
Let us now study the second sum on the right-hand side of (2). We have that \(\left|\overrightarrow F(P_i)\right|\leq M\) and \begin{eqnarray*}&&\left|\langle
\phi’(\xi_i),\psi’(\eta_i),\theta’(\zeta_i)\rangle
-
\langle
\phi’(c_i),\psi’(c_i),\theta’(c_i)\rangle\right|
\\ &=& \sqrt{\left(\phi’(\xi_i)-\phi’(c_i)\right)^2+
\left(\psi’(\eta_i)-\psi’(c_i)\right)^2+\left(\theta’(\zeta_i)-\theta’(c_i)\right)^2}\leq \frac{\varepsilon}{4M(b-a)}.
\end{eqnarray*}
Therefore:
\begin{eqnarray*}&&
\left|\sum_{i=0}^{n-1} \overrightarrow F(P_i)\cdot \left(\langle
\phi’(\xi_i),\psi’(\eta_i),\theta’(\zeta_i)\rangle
-
\langle
\phi’(c_i),\psi’(c_i),\theta’(c_i)\rangle
\right)(t_{i+1}-t_i)
\right|\\ &\leq& \sum_{i=0}^{n-1}\left| \overrightarrow F(P_i)\cdot \left(\langle
\phi’(\xi_i),\psi’(\eta_i),\theta’(\zeta_i)\rangle
-
\langle
\phi’(c_i),\psi’(c_i),\theta’(c_i)\rangle
\right)(t_{i+1}-t_i)\right|\\
&\leq&
\sum_{i=0}^{n-1}M\cdot \frac{\varepsilon}{4M(b-a)}\cdot (t_{i+1}-t_i)=\frac{\varepsilon}4.
\end{eqnarray*}
The inequality (2) now implies: \[\begin{eqnarray*}\end{eqnarray*}\begin{eqnarray*}&&
\left|S(\overrightarrow{F},t_0,\dots, t_n,c_0,\dots, c_{n-1})-\int_a^b \overrightarrow F\left(\phi(t),\psi(t),\theta(t)\right)\cdot \overrightarrow{r^{\prime}}(t)\,dt
\right|
&\leq&\frac{\varepsilon}4+\frac{\varepsilon}4=\frac{\varepsilon}2.
\end{eqnarray*}\]
This together with inequality (1) implies:
\begin{eqnarray*}
\left|\int_{\gamma}\overrightarrow{F}\cdot d\overrightarrow r-\int_a^b \overrightarrow F\left(\phi(t),\psi(t),\theta(t)\right)\cdot \overrightarrow{r^{\prime}}(t)\,dt\right|\leq\varepsilon.
\end{eqnarray*} Since this holds for every \(\varepsilon > 0\) the proof of the theorem is complete.
Notice that if \(\rho\) is a curve with the same range as \(\gamma\) but with opposite orientation, then \(\int_{\gamma} \overrightarrow{F}\cdot d\overrightarrow r=-\int_{\rho}\overrightarrow F\cdot d\overrightarrow r\).
Example
Let \(\overrightarrow F=\langle y,2x\rangle\), and let \(\gamma\) be the circle of radius \(3\) parametrized
counter-clockwise. Evaluate \[\int_{\gamma} \overrightarrow F\cdot d\overrightarrow r.\]
We will use the following parametrization of the circle:
\begin{eqnarray*}
x&=&3\cos\theta\\
y&=&3\sin\theta\\
0\leq&\theta&\leq 2\pi.
\end{eqnarray*}
Then we have \begin{eqnarray*}
\int_{\gamma} \overrightarrow F\cdot d\overrightarrow r&=&\int_0^{2\pi} \langle 3\sin\theta, 6\cos\theta\rangle\cdot \langle -3\sin\theta,3\cos\theta\rangle\,d\theta=\int_0^{2\pi} \left(-9\sin^2\theta+18\cos^2\theta\right)\,d\theta\\
&=&\int_0^{2\pi}\frac{-9\cdot (1-\cos(2\theta))+18(1+\cos(2\theta))}2\,d\theta=\frac 92+\frac{27}2\int_0^{2\pi}\cos(2\theta)\,d\theta=\frac92.
\end{eqnarray*}
Remark. If we are dealing with and integral in two dimensions over the curve \(\gamma\) that is closed (i.e. the starting point is the same as the ending point), we will often write \(\oint_{\gamma}\overrightarrow F\cdot d\overrightarrow r\) to emphasize that the curve is parametrized counter-clockwise.
Fundamental theorem for line integrals
Theorem (Fundamental theorem for line integrals)
Assume that \(\gamma\) is a smooth curve parametrized by \(\overrightarrow r(t)\) for \(a\leq t\leq b\). Assume that \(D\) is a domain in \(\mathbb R^2\) that contains the curve \(\gamma\) in its interior. Assume that \(f:D\to\mathbb R\) is a differentiable function. Then the following equality holds: \[\int_{\gamma}\nabla f\cdot d\overrightarrow r=f(\overrightarrow r(b))-f(\overrightarrow r(a)).\]
According to the chain rule we have that the function \[\phi(t)=f\left(\overrightarrow r(t)\right)\] satisfies: \[\phi^{\prime}(t)=\nabla f(\overrightarrow r(t))\cdot \overrightarrow{r^{\prime}}(t)=\overrightarrow F(\overrightarrow r(t))\cdot \overrightarrow{r^{\prime}}(t),\] hence the fundamental theorem of calculus implies:
\[f(\overrightarrow r(b))-f(\overrightarrow r(a))=\phi(b)-\phi(a)=\int_a^b \phi^{\prime}(t)\,dt=\int_a^b \nabla f(\overrightarrow r(t))\cdot\overrightarrow{r^{\prime}}(t)\,dt=\int_{\gamma}\nabla f\cdot d\overrightarrow r.\]
Practice problems
Problem 1. Let \(C\) be the curve that consists of the arc of the circle \(x^2+y^2=1\) between the points \((1,0,0)\) and \((0,1,0)\) in the \(xy\)-plane, followed by the arc of the circle \(y^2+z^2=1\) between \((0,1,0)\) and \((0,0,1)\) in the \(yz\)-plane. Evaluate \[\int_{\gamma} \langle xy,y^2, x+y+z\rangle\cdot \,d\overrightarrow r.\]
We start by writing the integral as the sum of two integrals \[\int_C\langle xy,y^2, x+y+z\rangle\cdot \,d\overrightarrow r=\int_{C_1}
\langle xy,y^2, x+y+z\rangle\cdot \,d\overrightarrow r+\int_{C_2}\langle xy,y^2, x+y+z\rangle\cdot \,d\overrightarrow r,\] where \(C_1\) is the arc between \((1,0,0)\) and \((0,1,0)\) and \(C_2\) is the arc between \((0,1,0)\) and \((0,0,1)\).
We will first evaluate the integral over \(C_1\). The parametrization of the curve \(C_1\) is:
\begin{eqnarray*}
x&=&\cos \theta\\
y&=&\sin\theta\\
z&=&0\\
0\leq&\theta&\leq \frac{\pi}2.
\end{eqnarray*}
We now have \(d\overrightarrow r=\langle -\sin\theta,\cos\theta,0\rangle\,d\theta\) and the integral becomes: \begin{eqnarray*}\int_{C_1}\langle xy,y^2, x+y+z\rangle\cdot \,d\overrightarrow r&=&\int_0^{\frac{\pi}2}\langle \sin\theta\cos\theta,\sin^2\theta,\sin\theta+\cos\theta\rangle\cdot \langle -\sin\theta,\cos\theta,0\rangle\,d\theta\\&=&
\int_0^{\frac{\pi}2}\left(-\sin^2\theta\cos\theta+\sin^2\theta\cos\theta\right)\,d\theta=0.
\end{eqnarray*}
A parametrization of the curve \(C_2\) is:
\begin{eqnarray*}
x&=&0\\
y&=&\cos\theta\\
z&=&\sin\theta\\
0\leq&\theta&\leq\frac{\pi}2.
\end{eqnarray*}
For this parametrization we have \(d\overrightarrow r=\langle 0,-\sin\theta,\cos\theta\rangle\,d\theta\) and the integral is:
\begin{eqnarray*}
\int_{C_2}\langle xy,y^2,x+y+z\rangle\cdot\,d\overrightarrow r
&=&
\int_0^{\frac{\pi}2}\langle 0,\cos^2\theta,\cos^2\theta+\sin\theta\rangle\cdot\langle 0,-\sin\theta,\cos\theta\rangle\,d\theta\\&=&
\int_0^{\frac{\pi}2}-\cos^2\theta\sin\theta\,d\theta+\int_0^{\frac{\pi}2}\left(1-\sin^2\theta+\sin\theta\right)\cos\theta\,d\theta.
\end{eqnarray*}
The first integral on the right-hand side can be solved using the substitution \(\cos\theta=u\) and the second one using the substitution \(\sin\theta=v\). In the first integral the new variable \(u\) ranges from \(1\) to \(0\). We also have \(-\sin\theta\,d\theta=du\). Therefore \[\int_0^{\frac{\pi}2}-\cos^2\theta\sin\theta\,d\theta=-\int_0^1u^2\,du=-\frac13.\]
Similarly,
\[\int_0^{\frac{\pi}2}\left(1-\sin^2\theta+\sin\theta\right)\cos\theta\,d\theta=\int_0^1\left(1-v^2+v\right)\,dv=\frac76.\]
Thus \(\int_{C_2}\langle xy,y^2,x+y+z\rangle\cdot\,d\overrightarrow r=\frac76-\frac13=\frac56\) and \[\int_C\langle xy,y^2,x+y+z\rangle\cdot\,d\overrightarrow r=\frac56.\]
Problem 2. Let \(C\) be the curve obtained as the intersection of the paraboloid \(z=x^2+4y^2\) and the plane \(6x+4y+z=6\). Assume that the curve is oriented clockwise when viewed from the origin. Let \(\overrightarrow F=\langle y,y,y\rangle\). Evaluate \[\int_{\gamma}\overrightarrow F\cdot d\overrightarrow r.\]
We first want to parametrize the curve. The curve consists of all those points \((x,y,z)\) that satisfy both equations. Since both \(z=x^2+4y^2\) and \(z=6-6x-4y\) must be satisfied, we must have
\(6-6x-4y=x^2+4y^2\) which is equivalent to \[(x+3)^2+(2y+1)^2=1.\quad\quad\quad\quad\quad (1)\] This means that all points \((x,y,z)\) on the described curve must satisfy (1). The curve can be parametrized in the following way:
\begin{eqnarray*}
x&=&4\cos\theta-3\\
y&=&2\sin\theta-\frac12\\
z&=&26-24\cos\theta-8\sin\theta\\
0\leq &\theta&\leq 2\pi.
\end{eqnarray*}
The following equality holds for this parametrization: \[d\overrightarrow r=\langle -4\sin\theta, 2\cos\theta, 24\sin\theta-8\cos\theta\rangle\,d\theta.\]
The integral now becomes:
\begin{eqnarray*}
\int_{\gamma}\overrightarrow F\cdot d\overrightarrow r&= & \int_0^{2\pi}\left(2\sin\theta-\frac12\right)\cdot\left(20\sin\theta-6\cos\theta\right)\,d\theta=40\pi.
\end{eqnarray*}
Problem 3. Let \(C\) be the curve given by the parametrization \begin{eqnarray*}
x&=&\theta^2+\cos^2\theta\\
y&=&\theta+\sin\theta\\
z&=&\theta^3\\
0\leq &\theta&\leq \pi.
\end{eqnarray*}
Let \(f:\mathbb R^3\to\mathbb R\) be the function defined as \(f(x,y,z)=xyz+z\). Evaluate the integral \[\int_{\gamma}\nabla f\cdot d\overrightarrow r.\]
According to the fundamental theorem for line integrals we have \(\int_{\gamma} \nabla f\cdot d\overrightarrow r=f(E)-f(S),\) where \(E=\left(\pi^2+1,\pi,\pi^3\right)\) is the ending point, and \(S=\left(1,0,0\right)\) is the starting point. We now have \[f(E)-f(S)=\pi^6+\pi^4+\pi^3-0=\pi^6+\pi^4+\pi^3.\]
Problem 4. Let \(C\) be the curve that consists of a line segment from \((0,0)\) to \((1,1)\) and an arc of the circle of radius \(\sqrt 2\) that connects the point \((1,1)\) with \((2,0)\). Evaluate the integral \[\int_C\left(x^2+y\right)\,ds.\]
We start by writing the integral as the sum of two integrals \[\int_C\left(x^2+y\right)\,ds=\int_{C_1}
\left(x^2+y\right)\,ds+\int_{C_2}\left(x^2+y\right)\,ds,\] where \(C_1\) is the line segment between \((0,0)\) and \((1,1)\), and \(C_2\) is the portion of the circle between \((1,1)\) and \((2,0)\).
We will first evaluate the integral over the line segment. The parametrization of the line segment is \(x=t\), \(y=t\), \(0\leq t\leq 1\). Then we have \(ds=\sqrt{x^{\prime}(t)^2+y^{\prime}(t)^2}\,dt=\sqrt2\,dt\). The integral becomes
\[\int_{C_1}\left(x^2+y\right)\,ds=\int_0^1\left(t^2+t\right)\cdot \sqrt 2\,dt=\sqrt2\cdot \left(\frac13+\frac 12\right)=\frac{5\sqrt 2}6.\]
Let us now parametrize the curve \(C_2\). We can do this in the following way:
\begin{eqnarray*}
x&=&\sqrt2\sin \theta\\
y&=&\sqrt2\cos\theta\\
\frac{\pi}4\leq&\theta&\leq \frac{\pi}2.
\end{eqnarray*}
We now have \(ds=\sqrt{x^{\prime}(t)^2+y^{\prime}(t)^2}\,dt=\sqrt{2}\,d\theta\). The integral becomes: \begin{eqnarray*}\int_{C_2}\left(x^2+y\right)\,ds&=&\sqrt2\int_{\frac{\pi}4}^{\frac{\pi}2}\left(\sin^2\theta+\cos\theta\right)\,d\theta=\sqrt 2\int_{\pi/4}^{\pi/2}\frac{1-\cos(2\theta)}2\,d\theta+\sqrt 2\int_{\pi/4}^{\pi/2}\cos\theta\,d\theta\\&=&\frac{\pi\sqrt2}8-\frac{\sqrt2}4\left(\sin\pi-\sin\frac{\pi}2\right)+\sqrt2\cdot\left(\sin\frac{\pi}2-\sin\frac{\pi}4\right)\\
&=& \frac{\pi\sqrt 2}8+\frac{\sqrt 2}4+\sqrt 2-1=\frac{\pi\sqrt 2}8+\frac{5\sqrt 2}{4}-1.
\end{eqnarray*}
Thus \[\int_C\left(x^2+y\right)\,ds=\frac{5\sqrt 2}6+\frac{\pi\sqrt 2}8+\frac{5\sqrt 2}{4}-1=
\frac{\pi\sqrt 2}8+\frac{25\sqrt 2}{12}-1.\]
Problem 5. Evaluate the line integral \(\int_{\gamma} \left(2x+y+3z^{2 }\right)\,ds\), where \(\gamma\) is the curve with parametrization \(\vec r(t)=\langle 2\cos t+\sin t, \cos t-2\sin t, 2t\rangle\) for \(0\leq t\leq \pi\).
We first find \(d\vec r=\langle -2\sin t+\cos t, -\sin t-2\cos t, 2\rangle dt\) and \[ds=|d\vec r|=\sqrt{\left(-2\sin t+\cos t\right)^2+\left(-\sin t-2\cos t\right)^2+2^2}\,dt=3dt.
\]
Thus: \begin{eqnarray*}
\int_{\gamma}\left(2x+y+3z^{2}\right)\,ds&=&\int_0^{\pi}\left(5\cos t+2^{2}\cdot 3 t^{2}\right)\cdot 3dt=12\pi^3.
\end{eqnarray*}