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Section 10.2 Green's Theorem

Recall that by a smooth vector field we mean a vector field \(\vect f=(f_1,f_2)\text{,}\) where \(f_1\) and \(f_2\) have continuous partial derivatives. We will always assume that \(\vect f\) is defined on an open set \(U\text{,}\) and that \(\overline D\subset U\text{.}\)
To prove Green's Theorem we first consider very special cases and put them together to obtain the general formula.

Case 1.

Suppose that \(D\) is a domain which can be described as
\begin{equation*} D=\{(x_1,x_2)\in\mathbb R^2 \mid a\leq x_1\leq b,\varphi(x_1)\leq x_2\leq\psi(x_1)\}, \end{equation*}
where \(a<b\) are constants, and \(\varphi<\psi\) are continuously differentiable functions. Further assume that \(f_2=0\text{,}\) that is,
\begin{equation*} \vect f=(f_1,0)\text{.} \end{equation*}
To compute
\begin{equation*} \int_{\partial D}f_1\,dx_1:=\int_{\partial D}f_1\,dx_1+0\,dx_2 \end{equation*}
we determine the path integral over the curves \(C_1\)-\(C_4\) indicated in Figure 10.4, and then add them up to get the total integral.
Figure 10.4. Special Domain
We first look at \(C_1\text{,}\) which we can parametrise by \((b,t)\text{,}\) \(t\in[\varphi(b),\psi(b)]\text{.}\) According to the definition of the line integral (see Definition 7.15) we get
\begin{equation*} \int_{C_1}f_1\,dx_1 =\int_{\varphi(b)}^{\psi(b)}(f_1(b,t)\cdot 0+0\cdot 1)\,dt=0\text{.} \end{equation*}
In much the same way we compute the integral over \(C_3\text{,}\) the reverse of which we can parametrise by \((a,t)\text{,}\) \(t\in[\varphi(a),\psi(a)]\text{.}\) As before we get
\begin{equation*} \int_{C_3}f_1\,dx_1 =-\int_{\varphi(a)}^{\psi(a)}(f_1(a,t)\cdot 0+0\cdot 1)\,dt=0\text{.} \end{equation*}
We next compute the integral over \(C_2\text{.}\) We can parametrise the reverse of \(C_2\) by \((t,\psi(t))\text{,}\) \(t\in[a,b]\text{.}\) Note that this parametrisation is against the orientation of \(C_2\text{,}\) so we get
\begin{equation*} \int_{C_2}f_1\,dx_1 =-\int_a^b\bigl(f_1(t,\psi(t))\cdot 1+0\cdot\psi'(t)\bigr)\,dt =-\int_a^bf_1(t,\psi(t))\,dt\text{.} \end{equation*}
In a similar manner we get the integral over \(C_4\text{.}\) Note however, that the orientation of the parametrisation \((t,\varphi(t))\text{,}\) \(t\in[a,b]\) is consistent with the orientation. Hence we get
\begin{equation*} \int_{C_4}f_1\,dx_1 =\int_a^b\bigl(f_1(t,\varphi(t))\cdot 1+0\cdot\varphi'(t)\bigr)\,dt =\int_a^bf_1(t,\varphi(t))\,dt\text{.} \end{equation*}
Adding the four integrals together we finally get
\begin{equation} \int_{\partial D}f_1\,dx_1 =-\int_a^b\bigl(f_1(t,\psi(t))-f_1(t,\varphi(t))\bigr)\,dt\text{.}\tag{10.2} \end{equation}
We next want to rewrite the right hand side of the above equation. To do so we set for every fixed \(t\in[a,b]\)
\begin{equation*} g(x_2):=f_1(t,x_2) \end{equation*}
where \(g\) is defined for all \(x_2\in[\varphi(t),\psi(t)]\text{.}\) By the fundamental theorem of calculus we can write
\begin{equation*} g(\psi(t))-g(\varphi(t)) =\int_{\varphi(t)}^{\psi(t)}\frac{d}{dx_2}g(x_2)\,dx_2\text{.} \end{equation*}
By the definition of partial derivatives we have
\begin{equation*} \frac{d}{dx_2}g(x_2)=\frac{\partial}{\partial x_2}f_1(t,x_2)\text{.} \end{equation*}
Substituting all this into (10.2) we get
\begin{equation*} \int_{\partial D}f_1\,dx_1 =-\int_a^b\Bigl(\int_{\varphi(t)}^{\psi(t)} \frac{\partial}{\partial x_2}f_1(t,x_2)\,dx_2\Bigr)\,dt\text{.} \end{equation*}
Note that we can rename \(t\) by \(x_1\) (this was our choice for the parameter anyway). Then the formula becomes
\begin{equation*} \int_{\partial D}f_1\,dx_1 =-\int_a^b\Bigl(\int_{\varphi(x_1)}^{\psi(x_1)} \frac{\partial}{\partial x_2}f_1(x_1,x_2)\,dx_2\Bigr)\,dx_1 \end{equation*}
Applying Fubini's Theorem 5.12 we finally get
\begin{equation*} \int_{\partial D}f_1\,dx_1 =-\int_D\frac{\partial}{\partial x_2}f_1(\vect x)\,d\vect x \end{equation*}

Case 2.

We next consider the special case with \(D\) of the form
\begin{equation*} D=\{(x_1,x_2)\in\mathbb R^2\mid a<x_2<b, \varphi(x_2)<x_1<\psi(x_2)\}\text{,} \end{equation*}
where \(a<b\) are constants and \(\varphi<\psi\) two continuously differentiable functions on \([a,b]\text{.}\) Moreover, let us assume that \(f_1=0\text{,}\) so that \(\vect f=(0,f_2)\text{.}\) We can reduce this case to the previous one by interchanging the role of \(x_1\) and \(x_2\text{.}\)
Figure 10.5. Another special domain
Note however, that this changes the orientation of the boundary of \(D\text{,}\) changing the sign in the line integral. Hence
\begin{equation*} \int_{\partial D}f_2\,dx_2 =\int_D\frac{\partial}{\partial x_1}f_2(\vect x)\,d\vect x \end{equation*}

Case 3.

Let us now assume that \(D\) admits a representation of the form considered in Case 1 and Case 2 simultaneously. This is the case if every horizontal and vertical line intersect the domain in exactly two points or exactly one line segment. First we use the fact that \(D\) admits a representation considered in Case 1. Applying this to the vector field \((f_1,0)\) we get
\begin{equation*} -\int_D\frac{\partial}{\partial x_2}f_1(\vect x)\,d\vect x =\int_{\partial D}f_1\,dx_1+0\,dx_1\text{.} \end{equation*}
Next we use the fact that \(D\) admits a representation considered in Case 2. Applying this to the vector field \((0,f_2)\) we get
\begin{equation*} \int_D\frac{\partial}{\partial x_1}f_2(\vect x)\,d\vect x =\int_{\partial D}0\,dx_1-f_2\,dx_2\text{.} \end{equation*}
Adding these formluas we get equation (10.1). This proves Green's theorem for the special domains considered.

Case 4.

We now consider a general domain. It can be shown that every piecewise smooth domain can be decomposed into finitely many domains satisfying the conditions of Case 3, at least in suitably chosen coordinates. For a rigorous proof we refer to [1], Sections 10-14. We only illustrate the idea by some examples shown in Figure 10.6 and Figure 10.7.
Figure 10.6. Decomposition of some non-convex domains.
Figure 10.7. Decomposition of a domain with a hole.
Note that the line integrals along the interior boundaries appear twice in opposite directions. Hence if we add up the line integrals over the boundaries of the sub-domains they cancel. This completes the proof of Green's theorem.

Remark 10.8.

Let us emphasise the importance of the assumption that \(\vect f\) be smooth in \(D\text{!}\) If \(\vect f\) has a singularity in \(D\) then (10.1) does not need to be true. As an example consider the vector field from Example 8.12. From the calculations made there it is clear that the integral in (10.1) over \(D\) is zero, whereas the line integral is \(2\pi\text{.}\) The reason is that \(\vect f\) has a singularity at \((0,0)\text{.}\)