Chapter 5

Line Integrals
A basic problem in higher dimensions is the following. Suppose we are given a function
(scalar field) g on Rn and a bounded curve C in Rn , can one define a suitable integral of g
over C? We can try the following at first. Since C is bounded, we can enclose it in a closed
rectangular
box R and then define a function g on R to be g on C and 0 outside. Clearly,
R
R
g = C g, but for n > 1, this will give only zero because C will have content zero. So we
R
have to do something different. Before giving the right definition, let us review the basic
properties of a curve C in Rn , parametrized by an interval in R.
Recall that a (parametrized) curve C in Rn is the image of a continuous map : [a, b]
R , for some a < b in R. Such a curve is said to be C 1 if and only if 0 (t) exists and is
continuous everywhere on the interval. We like this condition because it implies that the
curve C has a well defined unit tangent vector T at every point, and moreover, that this
T moves continuously as we move along the curve. In practice we will be able to allow a
finite number of points where the curve develops corners. This leads to the definition of a
piecewise C 1 curve C to be a curve which is a finite union of C 1 curves C1 , C2 , . . . , Cr .
n

The arc length of a C 1 curve C parametrized by : [a, b] Rn is defined at any point

t [a, b] to be
Z t
s(t) =
k0 (t)k dt.
a

s(b) is called the arc length of the whole curve.

We will now describe the heuristic reason for this definition.
Let Q be a partition of [a, b], i.e., the datum a = t0 < t1 < < tm = b. Let Li denote

the line joining (ti1 ) to (ti ) in Rn , i 1. Put

`m =

m
X

length(Li ),

i=1

which equals

Pm

i=1

k(ti ) (ti1 )k.

Clearly, as m is very large, `m provides a good approximation for s(b), and a proper
definition must surely express s(b) as the limit of `m as m tends to infinity.
For each i, we may apply the mean value theorem to (t) restricted to [ti1 , ti ] and find
a point zi in that subinterval such that
(ti ) (ti1 ) = (ti ti1 )0 (zi ).
This yields the equality
`m =

m
X

(ti ti1 )k0 (zi )k.

i=1
0

Since by assumption is continuous, so is k0 k. Hence k0 k is integrable and we may let m

go to infinity and get
Z b
lim `m =
k0 (t)k dt.
m

Examples: (1) C = circle in R2 with radius r and center 0. It is parametrized by (t) =

(r cos t, r sin t), 0 t 2. Since sin t and cos t are p
continuously differentiable, C is C 1 .
Moreover, 0 (t) = (r sin t, r cos t), and so k0 (t)k = r ( sin t)2 + (cos t)2 = r. Hence the
R 2
arc length of C is 0 r dt = 2, as expected. (It is always good to do such a simple example
at first, because it tells us that the theory is seemingly on the right track.)
(2) C = the ellipse with minor and major semi-axes a and b, respectively. This curve is
parametrized by (t) = (a cos t, b sin t), 0 t 2, and the arc length of C is
Z 2 p
Z 2 p
2
2
2
2
a sin t + b cos t dt = b
1 k 2 sin2 t dt.
0

q
This is a so called elliptic integral. As a function of k = 1
terms of elementary functions.

a2
b2

it cannot be expressed in

(3) (Helix) Let C in R3 be parametrized by (t) = (cos t, sin

p t, t), 0 t 4. Again,
is
(certainly) C 1 , and 0 (t) = ( sin t, cos t, 1). So k0 (t)k = ( sin t)2 + (cos t)2 + 1 = 2,

R 4
and the arc length of C is 0
2 dt = 4 2.
2

(4) Let C be defined by (t) = (2t, t2 , log t) R3 for t [ 14 , 2000]. Suppose we need to find
the arc length ` between the points (2, 1, 0) and (4, 4, log 2). Note first that (2, 1, 0) = (1)
and (4, 4, log 2) = (2). So we have:
Z 2
k0 (t)k dt.
`=
1

Also, 0 (t) = (2, 2t, 1t ), so k0 (t)k = 4 + 4t2 + t12 = (2t + 1t ). (Note that since t > 0, we do
not need to take the absolute value while taking the square root.) Hence
Z
`=

Z
2t dt +

1
dt = t2
t

2
1

2
+ log t = 3 + log 2.
1

(5) This example deals with a piecewise C 1 curve. Note that the definition of arc length goes
over in the obvious way for such curves.
Take C to be the unit (upper) semicircle C1 centered at 0, together with the flat diameter
C2 , then we can parametrize C1 in the usual way by setting 1 (t) = (cos t, sin t), for t in
[0, ]. Let us parametrize C2 by a function 2 on [, 2] as follows. Write 2 (t) = (dt + e, 0)
with the requirement 2 () = (1, 0) and 2 (2) = (1, 0). Then we need d + e = 1 and
2d + e = 1, which yields d = 2 and e = 3. So we have: 2 (t) = ( 2 t 3, 0) for t [, 2].
Clearly, 1 and 2 are both C 1 , so C is piecewise C 1 .
Suppose we want to find the arc length `(C) of the whole curve C. It is clear from
geometry that `(C1 ) = and `(C2 ) = 2, so `(C) = + 2. We can also derive this from
Calculus. Indeed, k10 (t)k = 1 and k20 (t)k = k 2 k = 2 . So
Z

`(C) =

Z
1 dt +

2
dt = + 2.

Now we are ready to give a way to integrate functions (scalar fields) over curves in
n-space.
Let g : D R be a scalar field, with C D Rn , where C is a C 1 curve parametrized
by : [a, b] Rn . Then we define the line integral of g over C with respect to arc
length to be
Z
Z
b

g((t))k0 (t)k dt.

g ds =
C

a
0

Note that by the definition of s(t), s (t) is none other than k0 (t)k; so k0 (t)k dt may be
thought of as ds.
3

There is yet another type of line integral. Suppose f : D Rn is a vector field with
D Rn . (Note that the source space and the target space of f have the same dimension.)
Then we may define the line integral of f over C to be
Z
Z b
f ((t)) 0 (t) dt.
f d =
a

These two integrals are related as follows. Let T denote the unit tangent vector to C at (t).
0 (t)
Then T = k0 (t)k
(assuming 0 (t) 6= 0). Since k0 (t)k = s0 (t), we can identify T with 0 (s)
(= d
). Put g((t)) = f ((t)) T , which defines a scalar field. Then we have
ds
Z
Z
Z
0
f d =
g((t))k (t)k dt =
g ds.
C

The following lemma is immediate from the definition.

R
R
R
Lemma 1. (i) C f1 d + C f2 d = C (f1 + f2 ) d
R
R
R
(ii) C1 f d1 + C2 f d2 = C f d, where C is the union of C1 and C2 , parametrized
by (t) defined by putting together 1 and 2 .
It is important to note that each parametrized curve C comes with an orientation (or
direction). As we traverse the interval [a, b] in the positive direction, (t) traverses the curve
C in a certain direction (which we cannot see by just looking at the image set C = ([a, b])).
This was not important when we calculated the arc length, but it is quite important to be
aware of when line integrals of vector fields are involved.
Suppose C is parametrized in two different ways, say by : [a, b] Rn and : [c, d]
Rn . We say that is equivalent to , and write , if there exists a change of parameter
C 1 function u : [a, b] [c, d] such that
(i) u is bijective, i.e. one-to-one and onto,
(ii) u0 (t) > 0 for all t [a, b], and
(iii) (u(t)) = (t), for any t [a, b].
It is not hard to see using the chain rule that
Z
Z
f d =
f d,
C

so our integral is independent of the parametrization. The condition (ii) assures that the
orientation of the parametrized curve is not changed. If u is a reparametrization with
u0 (t) < 0 for all t then we have
Z
Z
f d = f d.
C

For example, this is the case when (t) = (t + a + b), a t b.

One can view the arc length function s(t) as a particular reparametrization mapping [a, b]
onto [0, length(C)]. This gives for any parametrized curve C a canonical parametrization
where the parameter of a point x = (t) C is just the arc length along C from (a) to
x = (t).

5.1

An application

Line integrals arise all over the place. We will content ourselves with describing the example
of a thin wire W in the shape of a C 1 curve C parametrized by a 1-1 path : [a, b] Rn .
Suppose the mass density of W is given by a function g(x), x = (x1 , . . . , xn ). Then the
total mass of W is given by
Z
g ds.
M=
C

Its center of mass x = (

x1 , x2 , . . . , xn ) is given by
Z
1
xj g ds,
1 j n.
xj =
M C
When g is a constant field, W is said to be uniform and x is called the centroid.
Suppose L is any fixed line in Rn . Denote by (x) the distance from x to L. Then the
moment of inertia about L is defined to be
Z
IL =
2 g ds.
C

Example. Consider the wire W in the shape of C = C1 C2 , with C1 being parametrized

by 1 (t) = (cos t, sin t), 0 t ,
pand C2 by 2 (t) = (t, 0), 1 t 1. Suppose W has
mass density given by g(x, y) = x2 + y 2 . Then g(1 (t)) = 1 and g(2 (t)) = |t|. Also,
k10 (t)k = 1 and k20 (t)k = 1. Thus the total mass is given by
Z
Z 0
Z 1
M=
1 dt
t dt +
t dt = + 1.
0

The coordinates of the center of mass are given by

Z

Z 0
Z 1
1
2
2
cos t dt
t dt +
t dt = 0,
x =
+1
0
1
0
and

1
y =
+1

Z


sin t dt + 0

2
.
+1

The distance from (x, y) to the x-axis (resp. y-axis) is simply |y| (resp. |x|). Hence the
moment of inertia about the x-axis is

Z
Z 
1 cos 2t

2
Ix =
sin t dt + 0 =
dt = .
2
2
0
0
The moment of inertia about the y-axis is
Z
Z 0
Z
3
2
t dt +
cos t dt
Iy =
1

5.2

t3 dt =

1
+ .
2 2

Gradient fields

In one-variable calculus one has the following basic relationship between the integral and the
derivative. If g(t) is a continuously differentiable function on some open interval containing
a and b, then
Z
b

g 0 (t)dt = g(b) g(a).

This is sometimes called the second fundamental theorem of calculus.

Here we will be concerned with a generalization of this fact to line integrals. Given a
differentiable scalar field g on an open set D in Rn , we may of course consider its gradient
Rfield g. It turns out, if this gradient is a continuous function of x D, the line integrals
g d can be evaluated simply.
C
Theorem 1. (Second fundamental theorem of calculus for line integrals) Let g be a differentiable scalar field with continuous gradient g on an open set D in Rn . Then, for any
two points P, Q D joined by a piecewise C 1 path C completely lying in D and parametrized
by : [a, b] D with (a) = P and (b) = Q, we have
Z
g d = g(Q) g(P ).
C

Remark. The stunning thing about this result is that the integral depends only on the end
points P and Q, and not on the path C connecting them. This is pretty revolutionary, if
you think about it!
Corollary 1. Let g, D be as in the Theorem. Then, for any point P in D, and any piecewise
C 1 path C connecting P to itself, i.e., with (a) = P = (b), we have
Z
g d = 0.
C

Such a path C whose beginning and end points are the same is called a closed
path, and
H
the line integral of a vector field f over a closed path C is usually denoted C f d.
Proof of Theorem. We will prove it for C a C 1 curve, and leave the piecewise C 1 extension,
which is routine, to the reader. By definition,
Z b
Z
g((t)) 0 (t) dt.
g d =
a

Put h(t) = g((t)), for all t [a, b]. Then by the chain rule, which we can apply since both
and g are differentiable, we have h0 (t) = g((t)) 0 (t). So
Z b
Z
h0 (t) dt.
g d =
a

Note that h0 (t) is Rcontinuous on (a, b) by the continuity hypothesis on g. For each u
u
[a, b], set G(u) = a h0 (t) dt. Then by one variable calculus, G is continuous on [a, b] and
differentiable on (a, b) with G0 (u) = h0 (u) there. So G h is constant on (a, b) and hence
also on [a, b] by continuity. To find this constant we set u = a and use G(a) = 0 to conclude
G(u) h(u) = h(a).
Consequently we have
Z
g d = G(b) = h(b) h(a) = g((b)) g((a))
C

as needed.

5.3

Criterion for path independence

Let D be an open set in Rn . The natural question raised by the result of the previous section
is to what extent we can characterize vector fields on f on D whose line integrals are path
7

independent, i.e., depend only on the end points. In this section we give the (extremely
satisfying) answer, sometimes called the first fundamental theorem of calculus for line
integrals. Recall that in one-variable calculus, given any continuous function f (t) and
defining
Z
t

f (s)ds,

F (t) =
a

the first fundamental theorem says that F 0 (t) = f (t).

Before stating and proving the result, we need to introduce an important concept called
connectivity. We need to discuss when two points x, y in our open set D can be joined by a
path : [a, b] D with (a) = x and (b) = y. Even for n = 1 this is only always possible
when D is an open interval but not in general. Given an open set D Rn we say x, y D
lie in the same path component of D if there is a (piecewise C 1 ) path : [a, b] D
with (a) = x and (b) = y.
Lemma 2. Let D Rn be an open set. Lying in the same path component is an equivalence relation on D. The equivalence classes, which are called the path components of D,
are themselves open sets.
Proof. We need to check the axioms for an equivalence relation. Clearly x is joined to x by
the constant path : [0, 1] D with value x (this path is C 1 with derivative 0 (t) 0).
Reversing the orientation of a path (as in the example at the end of section 5.1) gives
us symmetry. Transitivity follows by joining two paths (recall our paths only need to be
piecewise C 1 ). In any open ball Ba (r) we have the straight line from the center to any other
point in Ba (r). So if y lies in the path component of x, any open ball around y which lies in
D then also lies in the path component of x. So this path component is open.
In general D might have several (even infinitely many) path components. We say D is
(path) connected if it has only one path component. For any two points x, y D there is
then a path in D joining them. Any open set can be written in a unique way as the disjoint
union of connected open sets.
Examples. Any open ball Ba (r), any open box (a, b), Rn , Rn \ {0} for n > 1 are connected.
The set R2 \ x-axis is not connected. It has two path components.
Theorem 2. (First fundamental theorem of calculus for line integrals) Let D be an open
set in Rn , and let f : D Rn be a continuous vector field. Suppose the line integral of f
over any piecewise C 1 path C in D depends only on the end points of C. Then there exists
a differentiable scalar field on D, called a potential function of f , such that f =
on D. Moreover, the potential function can be explicitly defined as follows. In each path

component E of D fix any point P E and set

Z x
(x) =
f d,
P

where the integral is taken over any piecewise C 1 path C in D connecting P to x. Then is
well defined and represents a potential function for f .
Putting the first and second fundamental theorems for line integrals together, we easily
obtain the following useful
Corollary 2. Let D be an open set in Rn , and let f : D Rn be a continuous vector field.
Then the following properties are equivalent:
(i) f = , for some potential function
(ii) The line integrals of f over piecewise C 1 curves in D are path independent.
(iii) The line integrals of f over closed, piecewise C 1 curves in D are zero.
Definition. A vector field f satisfying any of the (equivalent) properties of Corollary is said
to be conservative.
In the textbook the theorem and its corollary are stated only for connected open sets.
Clearly the two versions are equivalent by treating each path component separately.
Proof of Theorem. Let be defined as in Theorem. That it is well defined is a consequence
of the path independence hypothesis for line integrals of f in D. Write f = (f1 , f2 , . . . , fn ),
where fj is, for each j n, the j-th component (scalar) field of f . We have to show: (j)

exists and equals fj .

xj

()

For each x in D, r > 0 such that the vector x + hej lies in D whenever |h| (0, r). We
may write
Z x+hej
(x + hej ) (x) =
f d,
x

where the integral is taken over the line segment C connecting x to x + hej , parametrized
by (t) = x + thej , for t [0, 1]. Since 0 (t) = hej , we get
(x + hej ) (x)
=
h

f (x + thej ) ej dt,
0

which equals
Z
0

Z
1 h
fj (x + thej ) dt =
fj (x + uej ) du
h 0
1
= (g(h) g(0)),
h

Rt
where g(t) = 0 fj (x + uej ) du, t (r, r). Letting h go to zero, we then get the limit

g 0 (0). Thus x
(x) exists and equals g 0 (0). But by construction, g 0 (0) = fj (x), and so we are
j
done.

5.4

A necessary condition to be conservative

Not all vector fields f are conservative. It is also quite hard (except in special cases) to check
that f is conservative. Luckily, we at least have a test which can be used in many cases to
rule out some f from being conservative.
fi
exist
Theorem 3. Let f = (f1 , . . . , fn ) be a C 1 vector field on an open set D in Rn , i.e. x
j
and are continuous for all 1 i, j n. Suppose f is a conservative field. Then we must
have (everywhere on D)
fi
fj
=
,
for all i, j.
xj
xi

, for all j n.
Proof. Suppose f = , for a potential function on D, so that fj = x
j
Since f is differentiable, all the partial derivatives of each fj exist, and we get ( i, j)


fj

2
=
=
,
xi
xi xj
xi xj

and

fi

=
xj
xj

xi

2
=
.
xj xi

Since f is C 1 , each partial derivative of fi is continuous for every i. Then the mixed partial
2
2
derivatives xi x
and
are also continuous, and must be equal by an earlier theorem.
x
j
j xi
Examples. (1) Let f : R3 R3 be the vector field given by f (x, y, z) = (y, x, 0). Denote
by C the orientedR curve parametrized by (t) = (tet , cos t, sin t), for t [0, ]. Compute the
line integral I = C f d.
10

By definition this line integral I is

Z
Z
0
f ((t)) (t) dt =
(cos t, tet , 0) ((1 + t)et , sin t, cos t) dt
0
Z0
=
[(1 + t) cos t et t sin t et ] dt.
0

This integral can be calculated, but with some trouble. It would have been better had we
,
first checked to see if f could be conservative, i.e., if there is a function such that y =
x

x = y and 0 = z . The last equation says that is independent of z, and the first two can
be satisfied by taking (x, y, z) = xy, for all (x, y, z) R3 . Thus f = everywhere on
R3 , and so by the second fundamental theorem for line integrals, I = (()) ((0)) =
(e , 1, 0) (0, 1, 0) = e .
Find
(2) (Physics example) Consider the force field f (x, y, z) = (x, y, z) (=xi + yj + z k).
3
2
the work done in moving a particle along the parabola C = {(x, y, z) R | y = x , z = 0}
from x = 1 to x = 2.
We can parametrize C by the C 1 function (t) = (t, t2 , 0). We are interested in those t
lying in the interval [1, 2]. The work done is given by
Z
Z 2
W =
f d =
f ((t)) 0 (t) dt
C
1
Z 2
Z 2
2
(t + 2t3 ) dt
(t, t , 0) (1, 2t, 0) dt =
=
1
2

1
4

t
t
+
2
2

2
= 9.
1

Alternatively, as in example (1), we could have looked for a potential function satisfying
2
2
2

= x,
= y and
= z. An immediate solution is given by (x, y, z) = x +y2 +z . So, by
x
y
z
the second fundamental theorem for line integrals,
W = ((2)) ((1)) = (2, 4, 0) (1, 1, 0)
22 + 42 (1)2 + 12

= 9.
=
2
2
(3) Let f : R3 R3 be the vector field sending (x, y, z) to (x2 , xy, 1). Determine its line
integral over the curve C parametrized by (t) = (1, t, et ), for t [0, 1].
First let us see if f could be conservative. Since f is differentiable with continuous partial
derivatives, we can apply the necessary criterion proved in the previous section. Then, for f
11

to be conservative, we would need

fi
xj

fj
,
xi

for all i, j. Here f1 (x, y, z) = x2 , f2 (x, y, z) = xy

1
= 0, while
and f3 (x, y, z) = 1. (As usual, we are writing (x, y, z) for (x1 , x2 , x3 ).) But f
y
f2
= y. So the criterion fails, and f cannot be conservative. We could have also seen this
x
directly by trying to find a potential function (x, y, z). We would have needed
= x2 ,
x
3

= xy and
= 1. The first equation gives (by integrating): (x, y, z) = x3 + (y, z),
y
z
, which is
, to equal xy,
with independent of x. Then the second equation forces
y
y
implying that is not independent of x. So there is no potential function and f is not
conservative.

In any case, we can certainly compute the line integral from first principles:
Z 1
Z
f (1, t, et ) (0, 1, et ) dt
f d =
C
Z 1
Z0 1
t
(t + et ) dt
(1, t, 1) (0, 1, e ) dt =
=
0
0
 2
1
t
1
1
=
= +e1=e .
+ e2
2
2
2
0

The question arises whether the condition of Theorem 3 is also sufficient to ensure that f
is conservative. It turns out that it is under further assumptions on D. Any path component
of D should be not only connected but what is called simply connected, a notion that will
be discussed in the next chapter for n = 2. Intuitively it means that such a region has no
holes in the sense that any closed curve in D can be contracted inside D to a point. An
example of a connected but not simply connected set is D = R2 \ {0}. On this D we have
the following
Examples. Let

f (x, y) =
Then

y
x
, 2
2
2
x + y x + y2


.

f1
2xy
f2
= 2
=
y
(x + y 2 )2
x

and the criterion of Theorem 3 is satisfied. Indeed, the vector field f is conservative and has
the potential function
p
(x, y) = log( x2 + y 2 ).
Now let


g(x, y) =

y
x
, 2
2
2
x + y x + y2
12


.

Then

g1
y 2 x2
g2
= 2
=
2
2
y
(x + y )
x

and the criterion of Theorem 3 is again satisfied. However, if C is the closed path parametrized
by (t) = (cos(t), sin(t)), 0 t 2 we have
Z 2
Z
Z 2
1 dt = 2.
( sin(t), cos(t)) ( sin(t), cos(t))dt =
g d =
C

So the vector field g is not conservative. One might think that the function
(x, y) = arctan(y/x)
is a potential function since we have
 y

1
y
=
2 = 2
2
x
1 + (y/x)
x
x + y2
and

1
=
y
1 + (y/x)2

 
1
x
.
= 2
x
x + y2

The problem is that isnt defined at any point on the y-axis, i.e. where x = 0. Noting that
arctan(z) approaches 2 as z tends to , we can extend to the region R2 \ {(0, y)|y 0} as
a differentiable function by setting (0, y) = 2 for y > 0. But we cannot extend to all of
D = R2 \ {0} even as a continuous function since (x, y) is of course just the angle spanned
by the line through (x, y) and (0, 0) and the x-axis which picks up the summand 2 as (x, y)
moves around the unit circle.

13