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We need one final lemma before we can complete the general proof of Green's Theorem. This one is where the analysis shows up; there are carefullychosen ϵ 's and δ 's.

Suppose S is contained in an open set U and that ω is smooth on all of U . Then Green's Theorem is true.

Let the piecewise smooth geometric set S be determined by the interval [ a , b ] and the two bounding functions u and l . Using [link] , choose an r > 0 such that the neighborhood N r ( S ) U . Now let ϵ > 0 be given, and choose d e l t a to satisfy the following conditions:

  1. δ < r / 2 , from which it follows that the open neighborhood N δ ( S ) is a subset of the compact set N ¯ r / 2 ( S ) . (See part (f) of [link] .)
  2. δ < ϵ / 4 M , where M is a common bound for all four continuous functions | P | , | Q | , | P y | , and | Q x | on the compact set N ¯ r / 2 ( S ) .
  3. δ < ϵ / 4 M ( b - a ) .
  4. δ satisfies the conditions of [link] .

Next, using [link] , choose two piecewise linear functions p u and p l so that

  1.   | u ( x ) - p u ( x ) | < δ / 2 for all x [ a , b ] .
  2.   | l ( x ) - p l ( x ) | < δ / 2 for all x [ a , b ] .
  3.   a b | u ' ( x ) - p u ' ( x ) | d x < δ .
  4.   a b | l ' ( x ) - p l ' ( x ) | d x < δ .

Let S ^ be the geometric set determined by the interval [ a , b ] and the two bounding functions u ^ and l ^ , where u ^ = p u + δ / 2 and l ^ = p l - δ / 2 . We know that both u ^ and l ^ are piecewise linear functions. We have to be a bit careful here, since for some x 's it could be that p u ( x ) < p l ( x ) . Hence, we could not simply use p u and p l themselves as bounding functions for S ^ . We do know from (1) and (2) that u ( x ) < u ^ ( x ) and l ( x ) > l ^ ( x ) , which implies that the geometric set S is contained in the geometric set S ^ . Also S ^ is a subset of the neighborhood N δ ( s ) , which in turn is a subset of the compact set N ¯ r / 2 ( S ) .

Now, by part (d) of the preceding exercise, we know that Green's Theorem holds for S ^ . That is

C S ^ ω = S ^ ( Q x - P y ) .

We will show that Green's Theorem holds for S by showing two things: (i) | C S ω - C S ^ ω | < 4 ϵ , and (ii) | S ( Q x ) - P y ) - S ^ ( Q x - P y ) | < ϵ . We would then have, by the usual adding and subtracting business, that

| C S ω - S ( Q x - P y ) | < 5 ϵ ,

and, since ϵ is an arbitrary positive number, we would obtain

C S ω = S ( Q x - P y ) .

Let us estabish (i) first. We have from (1) above that | u ( x ) - u ^ ( x ) | < δ for all x [ a , b ] , and from (3) that

a b | u ' ( x ) - u ^ ' ( x ) | d x = a b | u ' ( x ) - p u ' ( x ) | d x < δ .

Hence, by [link] ,

graph ( u ) ω - graph ( u ^ ) ω | < ϵ .

Similarly, using (2) and (4) above, we have that

| graph ( l ) ω - graph ( l ^ ) ω | < ϵ .

Also, the difference of the line integrals of ω along the righthand boundaries of S and S ^ is less than ϵ . Thus

| C ( b , l ( b ) ) ( b , u ( b ) ) ω - C ( b , l ^ ( b ) ) ( b , u ^ ( b ) ) ω | = | l ( b ) u ( b ) Q ( b , t ) d t - l ^ ( b ) u ^ ( b ) Q ( b , t ) d t | | u ( b ) u ^ ( b ) Q ( b , t ) d t | + | l ^ ( b ) l ( b ) Q ( b , t ) d t | M ( | l ( b ) - l ^ ( b ) | + | u ( b ) - u ^ ( b ) | ) M ( δ + δ ) = 2 M δ < ϵ .

Of course, a similar calculation shows that

| C ( a , u ( a ) ) ( a , l ( a ) ) ω - C ( a , u ^ ( a ) ) ( a , l ^ ( a ) ) ω | < ϵ .

These four line integral inequalities combine to give us that

| C S ω - C S ^ ω | < 4 ϵ ,

establishing (i).

Finally, to see (ii), we just compute

0 | S ^ ( Q y - P x ) - S ( Q y - P x ) | = | a b l ^ ( t ) u ^ ( t ) ( Q x ( ( t , s ) - P y ( t , s ) ) d s d t - a b l ( t ) u ( t ) ( Q x ( t , s ) - P y ( t , s ) ) d s d t | = | a b l ^ ( t ) l ( t ) ( Q x ( t , s ) - P y ( t , s ) ) d s d t + a b u ( t ) u ^ ( t ) ( Q x ( t , s ) - P y ( t , s ) ) d s d t | 2 M ( a b | l ( t ) - l ^ ( t ) | + | u ^ ( t ) - u ( t ) | d t 4 M δ ( b - a ) < ϵ .

This establishes (ii), and the proof is complete.

At last, we can finish the proof of this remarkable result.

Proof of green's theorem

As usual, let S be determined by the interval [ a , b ] and the two bounding functions u and l . Recall that u ( x ) - l ( x ) > 0 for all x ( a , b ) . For each natural number n > 2 , let S n be the geometric set that is determined by the interval [ a + 1 / n , b - 1 / n ] and the two bounding functions u n and l n , where u n = u - ( u - l ) / n restricted to the interval [ a + 1 / n , b - 1 / n ] , and l n = l + ( u - l ) / n restricted to [ a + 1 / n , b - 1 / n ] . Then each S n is a piecewise smooth geometric set, whose boundary has finite length, and each S n is contained in the open set S 0 where by hypothesis ω is smooth. Hence, by Lemma 4, Green's Theorem holds for each S n . Now it should follow directly, by taking limits, that Green's Theorem holds for S . In fact, this is the case, and we leave the details to the exercise that follows.

Let S , ω , and the S n 's be as in the preceding proof.

  1. Using [link] , show that
    C S ω = lim C S n ω .
  2. Let f be a bounded integrable function on the geometric set S . Prove that
    S f = lim S n f .
  3. Complete the proof to Green's Theorem; i.e., take limits.

REMARK Green's Theorem is primarily a theoretical result. It is rarely usedto “compute” a line integral around a curve or an integral of a functionover a geometric set. However, there is one amusing exception to this, and that iswhen the differential form ω = x d y . For that kind of ω , Green's Theorem says that the area of the geometric set S can be computed as follows:

A ( S ) = S 1 = S t i a l Q t i a l x = C S x d y .

This is certainly a different way of computing areas of sets from the methods we developed earlier. Try this way out on circles, ellipses, and the like.

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Source:  OpenStax, Analysis of functions of a single variable. OpenStax CNX. Dec 11, 2010 Download for free at http://cnx.org/content/col11249/1.1
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