Proof that the integral is independent from the path from A to B

In summary, the conversation discusses the proof of a theorem that states a sufficient and necessary condition for a path integral to be independent of the path. The proof involves showing that the components of the vector field $\overrightarrow{F}$ match the partial derivatives of a differentiable function $f$. This is done by taking an infinitesimal step in the x direction using $f$ and converting it to the corresponding infinitesimal path integral with $\overrightarrow{F}$, resulting in only the x component, $M$. The conversation also clarifies some notation and confirms understanding of the proof.
  • #1
mathmari
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Hey! :eek:

I am facing some troubles understanding the proof of the following theorem.

Let $\overrightarrow{F}$ be a vector field, $\overrightarrow{F}=M\hat{\imath}+N\hat{\jmath}+P\hat{k}$, where $M,N,P$:continuous at a region $D$ ($M,N,P \in C^0(D)$) . Then a suficient and necesary condition so that the integral $\int_A^B{\overrightarrow{F}d \overrightarrow{R}}$ is independent from the path from $A$ to $B$ in $D$ is that there is a differentiable function $f$ such that $\overrightarrow{F}=\nabla f= \hat{\imath} \frac{\partial{f}}{\partial{x}}+\hat{\jmath} \frac{\partial{f}}{\partial{y}}+\hat{k} \frac{\partial{f}}{\partial{z}}$ in $D$.
In this case the value of the integral is given by:
$$\int_A^B \overrightarrow{F}d \overrightarrow{R}=f(B)-f(A)$$

The proof that I am given is the following:
View attachment 2552
$$\overrightarrow{R}(t)=(x(t), y(t), z(t)), t_1 \leq t \leq t_2$$

$\displaystyle{f(x(t), y(t), z(t))}$

$\displaystyle{\frac{df}{dt}=\frac{\partial{f}}{\partial{x}} \frac{dx}{dt}+\frac{\partial{f}}{\partial{y}} \frac{dy}{dt}+ \frac{\partial{f}}{\partial{z}} \frac{dz}{dt}}$

$\displaystyle{\Rightarrow \frac{df}{dt}= \nabla f \cdot \frac{d \overrightarrow{R}}{dt}}$

$\displaystyle{\overrightarrow{F} \cdot d \overrightarrow{R}=\nabla f \cdot \frac{d \overrightarrow{R}}{dt} dt=\frac{df}{dt}dt=\overrightarrow{F} \cdot d \overrightarrow{R}}$

$\displaystyle{\int_A^B \overrightarrow{F} d \overrightarrow{R}=\int_{t_1}^{t_2} \frac{df}{dt} dt=f(B)-f(A)}$ $\ \ \ \ (*)$
$\overrightarrow{F}(x,y,z)=\hat{\imath} M(x,y,z)+\hat{\jmath} N(x,y,z)+\hat{k} P(x,y,z)$

We will show that: $$\frac{\partial{f}}{\partial{x}}=M, \frac{\partial{f}}{\partial{y}}=N, \frac{\partial{f}}{\partial{z}}=P$$

View attachment 2553

$$x=x'+t \cdot h, y=y', z=z', 0 \leq t \leq 1$$
$$\frac{f(x'+h, y', z')-f(x', y', z')}{h}=\frac{1}{h} \int_B^{B'} \overrightarrow{F} d \overrightarrow{R}=\frac{1}{h} \int_0^1 M(x'+t \cdot h, y', z') \cdot h dt= \int_0^1 M(x'+t \cdot h, y', z') dt$$
$$h \rightarrow 0$$
$$\frac{\partial{f}}{\partial{x}}=M(x,y,z)$$

In a similar way can show that
$$\frac{\partial{f}}{\partial{y}}=N(x,y,z), \frac{\partial{f}}{\partial{z}}=P(x,y,z)$$

__________________________________________________________________________

At the beginning (till the point $(*)$ ) we suppose that there is a differentiable function $f$ such that $\overrightarrow{F}=\nabla f$ and we show that the integral $\int_A^B \overrightarrow{F} d \overrightarrow{R}$ is equal to $f(B)-f(A)$. Or have I understood it wrong? (Wondering)

Then I haven't understood the proof from the point
"$\overrightarrow{F}(x,y,z)=\hat{\imath} M(x,y,z)+\hat{\jmath} N(x,y,z)+\hat{k} P(x,y,z)$
We will show that: $\frac{\partial{f}}{\partial{x}}=M, \frac{\partial{f}}{\partial{y}}=N, \frac{\partial{f}}{\partial{z}}=P$ $ \dots \dots \dots "$ (Worried)

Could you explain it to me? (Wondering)
 

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  • #2
Hey! (Blush)

mathmari said:
At the beginning (till the point $(*)$ ) we suppose that there is a differentiable function $f$ such that $\overrightarrow{F}=\nabla f$ and we show that the integral $\int_A^B \overrightarrow{F} d \overrightarrow{R}$ is equal to $f(B)-f(A)$. Or have I understood it wrong? (Wondering)

You've understood perfectly! (Happy)

Then I haven't understood the proof from the point
"$\overrightarrow{F}(x,y,z)=\hat{\imath} M(x,y,z)+\hat{\jmath} N(x,y,z)+\hat{k} P(x,y,z)$
We will show that: $\frac{\partial{f}}{\partial{x}}=M, \frac{\partial{f}}{\partial{y}}=N, \frac{\partial{f}}{\partial{z}}=P$ $ \dots \dots \dots "$ (Worried)

Could you explain it to me? (Wondering)

Apparently they want to show that the components of $\overrightarrow{F}$ match the partial derivatives of $f$.
But to be fair, I don't understand why they're being so difficult about it, because I believe this is obvious from the definition of $f$. (Doh)

Apparently they take an infinitesimal step in the x direction using $f$, convert it to the corresponding infinitesimal path integral with $\overrightarrow{F}$, and then convert it to the M component of $\overrightarrow{F}$, showing these are the same. (Nerd)
 
  • #3
I like Serena said:
Hey! (Blush)

You've understood perfectly! (Happy)

$\displaystyle{\int_A^B \overrightarrow{F} d \overrightarrow{R}=\int_{t_1}^{t_2} \frac{df}{dt} dt=f(B)-f(A)}$

Shouldn't it be $\displaystyle{\int_{t_1}^{t_2} \frac{df}{dt} dt=f(t_2)-f(t_1)}$

How can we get $f(B)-f(A)$ ? (Wondering)
I like Serena said:
Apparently they want to show that the components of $\overrightarrow{F}$ match the partial derivatives of $f$.
But to be fair, I don't understand why they're being so difficult about it, because I believe this is obvious from the definition of $f$. (Doh)

Apparently they take an infinitesimal step in the x direction using $f$, convert it to the corresponding infinitesimal path integral with $\overrightarrow{F}$, and then convert it to the M component of $\overrightarrow{F}$, showing these are the same. (Nerd)
Now we know that $\displaystyle{\int_B^{B'}\overrightarrow{F} d \overrightarrow{R}=f(B')-f(B)=f(x'+h, y', z')-f(x', y', z')}$$$\frac{f(x'+h, y', z')-f(x', y', z')}{h}=\frac{1}{h} \int_B^{B'} \overrightarrow{F} d \overrightarrow{R}$$
Why is this equal to $$\frac{1}{h} \int_0^1 M(x'+t \cdot h, y', z') \cdot h dt$$
where there is only $M$, and not $N$ or $P$ ? (Wondering)
 
  • #4
mathmari said:
$\displaystyle{\int_A^B \overrightarrow{F} d \overrightarrow{R}=\int_{t_1}^{t_2} \frac{df}{dt} dt=f(B)-f(A)}$

Shouldn't it be $\displaystyle{\int_{t_1}^{t_2} \frac{df}{dt} dt=f(t_2)-f(t_1)}$

How can we get $f(B)-f(A)$ ? (Wondering)

It's the same thing.
The notation is a bit sloppy.
When $f(t)$ is written, it should really be $f(\overrightarrow R(t))$.

So $f(t_1)$ is really $f(\overrightarrow R(t_1)) = f(A)$.
Now we know that $\displaystyle{\int_B^{B'}\overrightarrow{F} d \overrightarrow{R}=f(B')-f(B)=f(x'+h, y', z')-f(x', y', z')}$

$$\frac{f(x'+h, y', z')-f(x', y', z')}{h}=\frac{1}{h} \int_B^{B'} \overrightarrow{F} d \overrightarrow{R}$$
Why is this equal to $$\frac{1}{h} \int_0^1 M(x'+t \cdot h, y', z') \cdot h dt$$
where there is only $M$, and not $N$ or $P$ ? (Wondering)

The point $B'$ has been selected in such a way that it has the same y and z coordinates as $B$.
That is why only the x coordinate is changed by a small amount.
So $d\overrightarrow R$ is a vector aligned with $\hat \imath$ at every point of the path from $B$ to $B'$.
As a result the dot product with $\overrightarrow F$ shows only $M$. (Mmm)
 
  • #5
I like Serena said:
It's the same thing.
The notation is a bit sloppy.
When $f(t)$ is written, it should really be $f(\overrightarrow R(t))$.

So $f(t_1)$ is really $f(\overrightarrow R(t_1)) = f(A)$.

The point $B'$ has been selected in such a way that it has the same y and z coordinates as $B$.
That is why only the x coordinate is changed by a small amount.
So $d\overrightarrow R$ is a vector aligned with $\hat \imath$ at every point of the path from $B$ to $B'$.
As a result the dot product with $\overrightarrow F$ shows only $M$. (Mmm)

Ahaa! Ok! I got it! Thank you for explaining it to me! (Handshake) (Smile)
 

FAQ: Proof that the integral is independent from the path from A to B

What is the concept of path independence in integrals?

Path independence in integrals refers to the property where the value of an integral between two points, A and B, is the same regardless of the path taken between those points. This means that the value of the integral is not affected by the specific route taken, as long as the endpoints remain the same.

What is the significance of proving the independence of integrals from the path taken?

The proof of the independence of integrals from the path taken is important because it allows for a more efficient and simplified method of calculating integrals. It also provides a deeper understanding of the underlying mathematical principles and properties involved in integration.

How is the proof of path independence in integrals demonstrated?

The proof of path independence in integrals is typically demonstrated using the Fundamental Theorem of Calculus and properties of continuous functions. It involves showing that the value of the integral is the same for any path between the two endpoints by manipulating the integral expression.

Are there any limitations to the proof of path independence in integrals?

While the proof of path independence in integrals is valid for continuous functions, it may not hold true for discontinuous or complex functions. Additionally, it assumes that the endpoints A and B are fixed, and may not apply for integrals with variable endpoints.

What are the practical applications of path independence in integrals?

Path independence in integrals has numerous practical applications in various fields, such as physics, engineering, and economics. It is used to calculate work, energy, and other physical quantities in physics, as well as to determine the optimal path for a system in engineering and economics.

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