21. Multiple Integrals in Curvilinear Coordinates

e. Integrating in 3D Curvilinear Coordinates

1. Grid Cells

Now we are going to look at curvilinear coordinates in 3D, which will be similar to their 2D counterparts. As you read, you should look back at the 2D derivation to see the parallels and for details about certain quantities, such as the definition of the tangent vectors, e.g. \(\vec{e}_u\), and of their stretched versions, e.g. \(\vec{U}\).

Cylindrical and spherical coordinates are the most common curvilinear coordinate system in 3D, but there are others. Several of their coordinate surfaces are shown below.

Cylindrical
The plot shows the cylindrical coordinates system. There is one
    surface for each coordinate. The r-surface is a vertical cylinder.
    The theta-surface is a vertical half plane. The z-surface is a
    horizontal plane.
Spherical
The plot shows the spherical coordinates system. There is one
    surface for each coordinate. The rho-surface is a sphere.
    The phi-surface is cone with vertex at the origin. The theta-surface
    is a vertical half plane.
Paraboloidal
The plot shows the paraboloidal coordinates system. There is one
    surface for each coordinate. The first surface is a paraboloid opening up.
    The second surface is a paraboloid opening down. The third surface
    is a vertical half plane.
Ellipsoidal Spherical
The plot shows the ellipsoidal spherical coordinates system. There is
    one surface for each coordinate. The rho-surface is an ellipsoid.
    The phi-surface is cone with vertex at the origin. The theta-surface is a
    vertical half plane. It looks like a squished spherical coordinate system.
Para-Cylindrical
The plot shows the paracylindrical coordinates system. There is one
    surface for each coordinate. The first surface is a parabolic cylinder
    standing up and opening backwards. The second surface is a parabolic cylinder
    standing up and opening forwards. The third surface is a horizontal plane.
HyperCylindrical
The plot shows the hypercylindrical coordinates system. There is one
    surface for each coordinate. The first surface is a hyperbolic cylinder
    standing up and opening entirely in the first quadrant (and would also be
    in the third quadrant if that part were drawn). The second surface is a
    hyperbolic cylinder standing up and opening in the first and second
    quadrants (and would also be in the third and fourth quadrant if that part
    were drawn). The third surface is a horizontal plane.

We know how to integrate in cylindrical and spherical coordinates. We would like to know how to integrate in other 3D coordinate systems as well. In the section on spherical coordinates, you were told the differential of volume was \(dV=\rho^2\sin\phi\,d\rho\,d\theta\,d\phi\) but this was not derived. Now as we discuss general curvilinear coordinates, we will use spherical coordinates as a concerete example and in the process derive the spherical differential of volume.

Coordinate System

To specify a coordinate system, we need to give the position \((x,y,z)\) as a function of the curvilinear coordinates.

Spherical coordinates are given in components by \[ x=\rho\sin\phi\cos\theta\qquad y=\rho\sin\phi\sin\theta\qquad z=\rho\cos\phi \] or as a single vector equation for the position: \[ (x,y,z)=\vec{R}(\rho,\phi,\theta) =\left\langle \rho\sin\phi\cos\theta,\rho\sin\phi\sin\theta,\rho\cos\phi\right\rangle \] Once we specify the values of \(\rho\), \(\phi\) and \(\theta\), we know the rectangular coordinates \(x\), \(y\) and \(z\).

General curvilinear coordinates are given in components by: \[ x=x(u,v,w) \qquad y=y(u,v,w) \qquad z=z(u,v,w) \] or as a single vector equation for the position: \[ (x,y,z)=\vec{R}(u,v,w) =\left\langle x(u,v,w),y(u,v,w),z(u,v,w) \right\rangle \] Once we specify the values of \(u\), \(v\) and \(w\), we know the rectangular coordinates \(x\), \(y\) and \(z\).

Coordinate Grid and Coordinate Curves

Here is the spherical coordinate grid (again) and a general 3D curvilinear coordinate grid:

Spherical Grid
The plot shows a piece of the spherical coordinate system. The rho
    curves are radial lines. The phi curves are arcs running North to South.
    The theta curves are arcs running West to East.
3D Curvilinear Grid
The plot shows  a piece of a general curvilinear coordinate system.
    The red curves are u curves and run from the back on the left to the front
    on the right. The blue curves are the v curves and run from the back on the
    right to the front on the left. The magenta curves are the w curves and run
    from the top to the bottom.

There are three families of coordinate curves that define the edges of the grid cells (or coordinate boxes).

In spherical coordinates, the radial lines (red) are called \(\rho\)-curves because \(\rho\) is changing, the circles of longitude (blue) are called \(\phi\)-curves because \(\phi\) is changing and the circles of latitude (magenta) are called \(\theta\)-curves because \(\theta\) is changing.
  The \(\rho\)-curve with \(\phi=\phi_0\) and \(\theta=\theta_0\) is \(\vec{R}(\rho,\phi_0,\theta_0) =\left\langle \rho\sin\phi_0\cos\theta_0,\rho\sin\phi_0\sin\theta_0, \rho\cos\phi_0\right\rangle\) with \(\rho\) as the parameter.
  The \(\phi\)-curve with \(\rho=\rho_0\) and \(\theta=\theta_0\) is \(\vec{R}(\rho_0,\phi,\theta_0) =\left\langle \rho_0\sin\phi\cos\theta_0,\rho_0\sin\phi\sin\theta_0, \rho_0\cos\phi\right\rangle\) with \(\phi\) as the parameter.
  The \(\theta\)-curve with \(\rho=\rho_0\) and \(\phi=\phi_0\) is \(\vec{R}(\rho_0,\phi_0,\theta) =\left\langle \rho_0\sin\phi_0\cos\theta,\rho_0\sin\phi_0\sin\theta, \rho_0\cos\phi_0\right\rangle\) with \(\theta\) as the parameter.

In the general curvilinear coordinates, there are \(u\)-curves (red) on which \(u\) is changing, \(v\)-curves (blue) on which \(v\) is changing, and \(w\)-curves (magenta) on which \(w\) is changing.
  The \(u\)-curve with \(v=v_0\) and \(w=w_0\) is \(\vec{R}(u,v_0,w_0) =\left\langle x(u,v_0,w_0),y(u,v_0,w_0),z(u,v_0,w_0) \right\rangle\) with \(u\) as the parameter.
  The \(v\)-curve with \(u=u_0\) and \(w=w_0\) is \(\vec{R}(u_0,v,w_0) =\left\langle x(u_0,v,w_0),y(u_0,v,w_0),z(u_0,v,w_0) \right\rangle\) with \(v\) as the parameter.
  The\(w\)-curve with \(u=u_0\) and \(v=v_0\) is \(\vec{R}(u_0,v_0,w) =\left\langle x(u_0,v_0,w),y(u_0,v_0,w),z(u_0,v_0,w) \right\rangle\) with \(v\) as the parameter.

Since the grid is so crowded, we concentrate on one grid cell:

Spherical Grid Cell
The plot shows one cell of the spherical coordinates. The red radial
    rho curves run from the bottom left to the top right. The blue phi curves
    are lines of longitude and run from the top left to the bottom right.
    The magenta theta curves are lines of latitude and run from front on the
    left to the back on the right.
3D Curvilinear Grid Cell
The plot shows one cell of a curvilinear coordinate system.
    The red u curves run from the back left to the front right. The blue v
    curves run from the front left to the back right. The magenta w curves
    run from bottom to the top.

Coordinate Tangent Vectors

The tangent vector to a parametric curve, \(\vec r(t)\), is the derivative of the position with respect to its parameter: \[ \vec e_t=\dfrac{d\vec r}{dt} =\left\langle \dfrac{dx}{dt},\dfrac{dy}{dt},\dfrac{dz}{dt}\right\rangle \]

When dealing with a curvilinear coordinate system, the tangent vector along each coordinate curve is found by differentiating with respect to its parameter. Since the other coordinates are held fixed, these are partial derivatives.

In spherical coordinates: \[ \vec{R}(\rho,\phi,\theta) =\left\langle \rho\sin\phi\cos\theta,\rho\sin\phi\sin\theta, \rho\cos\phi\right\rangle \] The tangent vectors to the \(\rho\), \(\phi\) and \(\theta\) curves are the partial derivatives with respect to those parameters: \[\begin{aligned} \vec{e}_\rho=\dfrac{\partial\vec{R}}{\partial\rho} &=\left\langle \dfrac{\partial x}{\partial\rho}, \dfrac{\partial y}{\partial\rho},\dfrac{\partial z}{\partial\rho}\right\rangle \\ &=\left\langle \sin\phi\cos\theta,\sin\phi\sin\theta, \cos\phi\right\rangle \\ \vec{e}_\phi=\dfrac{\partial\vec{R}}{\partial\phi} &=\left\langle \dfrac{\partial x}{\partial\phi}, \dfrac{\partial y}{\partial\phi},\dfrac{\partial z}{\partial\phi}\right\rangle \\ &=\left\langle \rho\cos\phi\cos\theta,\rho\cos\phi\sin\theta, -\rho\sin\phi\right\rangle \\ \vec{e}_\theta=\dfrac{\partial\vec{R}}{\partial\theta} &=\left\langle \dfrac{\partial x}{\partial\theta}, \dfrac{\partial y}{\partial\theta},\dfrac{\partial z}{\partial\theta}\right\rangle \\ &=\left\langle -\rho\sin\phi\sin\theta,\rho\sin\phi\cos\theta, 0\right\rangle \end{aligned}\]

For general curvilinear coordinates, the coordinate tangent vectors, are: \[\begin{aligned} \vec{e}_u&=\dfrac{\partial\vec{R}}{\partial u} =\left\langle \dfrac{\partial x}{\partial u}, \dfrac{\partial y}{\partial u},\dfrac{\partial z}{\partial u}\right\rangle \\ \vec{e}_v&=\dfrac{\partial\vec{R}}{\partial v} =\left\langle \dfrac{\partial x}{\partial v}, \dfrac{\partial y}{\partial v},\dfrac{\partial z}{\partial v}\right\rangle \\ \vec{e}_w&=\dfrac{\partial\vec{R}}{\partial w} =\left\langle \dfrac{\partial x}{\partial w}, \dfrac{\partial y}{\partial w},\dfrac{\partial z}{\partial w}\right\rangle \end{aligned}\]

The coordinate tangent vectors are added to the coordinate grid plots below at the point \((r_0,\phi_0,\theta_0)\) for the spherical plot and at \((u_0,v_0,w_0)\) for the general curvilinear plot.

Spherical Grid Cell
The plot shows the spherical cell from the previous plot.
    There is also a dot at bottom left corner with 3 arrows coming out.
    The e sub rho tangent vector points along the rho curve.
    The e sub phi tangent vector points along the phi curve.
    The e sub theta tangent vector points along the theta curve.
3D Curvilinear Grid Cell
The plot shows the curvilinear cell from the previous plot.
    There is also a dot at bottom left corner with 3 arrows coming out.
    The e sub u tangent vector points along the u curve.
    The e sub v tangent vector points along the v curve.
    The e sub w tangent vector points along the w curve.

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