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This article at Wolfram Mathworld has the following theorem on conservative vector fields:

Theorem. The following conditions are equivalent for a conservative vector field $ \mathbf{F} $ defined on an open subset $ U $ of $ \mathbb{R}^{n} $:

  1. For any oriented, simple and closed curve $ C $ whose image lies in $ U $, the contour integral of $ \mathbf{F} $ along $ C $ equals $ 0 $, i.e., $ \displaystyle \oint_{C} \mathbf{F} \cdot \mathrm{d}{\mathbf{s}} = 0 $.

  2. For any two oriented and simple curves $ C_{1} $ and $ C_{2} $ with the same endpoints whose images lie in $ U $, we have $ \displaystyle \int_{C_{1}} \mathbf{F} \cdot \mathrm{d}{\mathbf{s}} = \int_{C_{2}} \mathbf{F} \cdot \mathrm{d}{\mathbf{s}} $.

  3. There exists a differentiable function $ f: U \to \mathbb{R} $, called the scalar potential function of $ \mathbf{F} $, such that $ \mathbf{F} = \nabla f $.

However, I have read in other places that the curves $ C $, $ C_{1} $ and $ C_{2} $ must be piecewise smooth. It seems like a necessary restriction on otherwise arbitrary curves.

Hence, my question is:

Question. Is the theorem valid for non-piecewise-smooth curves? What about non-piecewise-differentiable curves? I think that the line integral might not be defined then.

jinawee
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    This kind of condition can often be relaxed considerably. 'Piecewise smooth' is convenient cause it, on the one hand side,reduces the amount of work needed to define the integral while on the other hand you are not bound to smooth curves. While I did not check I'd assume you can extend that to rectifiable curves. – Thomas May 04 '14 at 11:33
  • @Thomas But is it ok with checking just piecewise smooth curves? Because I have a proof which relies on Green's theorem to prove that every closed line integral is zero. And I wouldn't be able to prove it for non piecewise smooth curves, unless Green's theorem still holds. – jinawee May 04 '14 at 11:51
  • When you write $ds$ you at least assume the curve is rectifiable. – GEdgar May 04 '14 at 12:08
  • @jinawee: Do remember to accept any one of Berrick Fillmore’s responses as it appears that he has invested a lot of effort in answering your question. – Leonard Huang Feb 13 '15 at 04:58
  • @GEdgar, i do not think so. Here $ds$ is a "vector element", not "length element" ($|ds|$). – Alexey Mar 22 '22 at 13:43
  • Related: https://math.stackexchange.com/questions/3746192/why-do-we-need-piecewise-continuous-differentiable-contours-for-complex-integrat – mr_e_man Dec 18 '23 at 21:25

3 Answers3

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This is in response to tipshoni’s request above.


Let us first introduce some conventions and definitions.

  • For each $ n \in \mathbb{N} $, we define $ [n] \stackrel{\text{df}}{=} \{ i \in \mathbb{N}_{0} \mid 0 \leq i \leq n - 1 \} $.

  • Fix a metric space $ (X,d) $.

  • Let $ \gamma: [0,1] \to X $ be a (continuous) curve in $ X $.

  • A partition of $ [0,1] $ is defined as a finite subset of $ [0,1] $ containing $ 0 $ and $ 1 $.

  • We denote the set of all partitions of $ [0,1] $ by $ \mathbf{P} $. Observe that $ (\mathbf{P},\subseteq) $ is a directed set.

  • If $ \mathcal{P} \in \mathbf{P} $ has cardinality $ n $ and $ t^{\mathcal{P}}: [n] \to \mathcal{P} $ denotes the order-preserving enumeration of $ \mathcal{P} $, then we define $ {L_{\gamma}}(\mathcal{P}) \in [0,\infty] $ by $$ {L_{\gamma}}(\mathcal{P}) \stackrel{\text{df}}{=} \sum_{i \in [n]} d(\gamma({t^{\mathcal{P}}}(i)),\gamma({t^{\mathcal{P}}}(i + 1))). $$

  • If $ \mathcal{P},\mathcal{Q} \in \mathbf{P} $ and $ \mathcal{P} \subseteq \mathcal{Q} $, then by the Triangle Inequality applied to the metric $ d $, we obtain $$ {L_{\gamma}}(\mathcal{P}) \leq {L_{\gamma}}(\mathcal{Q}). $$

  • Finally, we say that $ \gamma $ is rectifiable if and only if $$ L_{\gamma} \stackrel{\text{df}}{=} \sup(\{ {L_{\gamma}}(\mathcal{P}) \in [0,\infty] \mid \mathcal{P} \in \mathbf{P} \}) < \infty. $$


Let $ \gamma $ be a rectifiable curve and $ F: X \to \mathbb{R} $ a bounded function (not assumed to be continuous yet).

For each $ \mathcal{P} \in \mathbf{P} $, define \begin{align} \mathcal{L}(\gamma,\mathcal{P};F) & \stackrel{\text{df}}{=} \sum_{i \in [\mathsf{card}(\mathcal{P})]} \left[ \inf_{t \in [{t^{\mathcal{P}}}(i),{t^{\mathcal{P}}}(i + 1)]} F(\gamma(t)) \right] \cdot d(\gamma({t^{\mathcal{P}}}(i)),\gamma({t^{\mathcal{P}}}(i + 1))); \\ \mathcal{U}(\gamma,\mathcal{P};F) & \stackrel{\text{df}}{=} \sum_{i \in [\mathsf{card}(\mathcal{P})]} \left[ \sup_{t \in [{t^{\mathcal{P}}}(i),{t^{\mathcal{P}}}(i + 1)]} F(\gamma(t)) \right] \cdot d(\gamma({t^{\mathcal{P}}}(i)),\gamma({t^{\mathcal{P}}}(i + 1))). \end{align}

Define also \begin{align} \mathcal{L}(\gamma;F) & \stackrel{\text{df}}{=} \lim_{\mathcal{P} \in \mathbf{P}} \mathcal{L}(\gamma,\mathcal{P};F), \quad \text{if the limit exists in $ \mathbb{R} $}; \\ \mathcal{U}(\gamma;F) & \stackrel{\text{df}}{=} \lim_{\mathcal{P} \in \mathbf{P}} \mathcal{U}(\gamma,\mathcal{P};F), \quad \text{if the limit exists in $ \mathbb{R} $}. \end{align}

Here, the limits are to be taken in the sense of a net. For example, if $ A \in \mathbb{R} $, then we write $$ A = \lim_{\mathcal{P} \in \mathbf{P}} \mathcal{L}(\gamma,\mathcal{P};F) $$ if and only if for every $ \epsilon > 0 $, there exists a $ \mathcal{P}_{0} \in \mathbf{P} $ such that for all $ \mathcal{P} \in \mathbf{P} $ with $ \mathcal{P}_{0} \subseteq \mathcal{P} $, we have $$ |A - \mathcal{L}(\gamma,\mathcal{P};F)| < \epsilon. $$

If $ \mathcal{L}(\gamma;F) $ and $ \mathcal{U}(\gamma;F) $ both exist and are equal, then we define the line integral of $ F $ along $ \gamma $ by $$ \int_{\gamma} F \stackrel{\text{df}}{=} \mathcal{L}(\gamma;F) = \mathcal{U}(\gamma;F). $$

If $ X = \mathbb{R}^{2} $ and $ \gamma $ is a Jordan curve, then we usually denote the line integral of $ F $ along $ \gamma $ by $ \displaystyle \oint_{\gamma} F $, if it exists.


Now, assume that $ \gamma $ is a rectifiable curve as before and that $ F $ is continuous.

Claim: The line integral of $ F $ along $ \gamma $ exists.

Proof of Claim

As $ F \circ \gamma $ is a continuous function defined on the closed and bounded interval $ [0,1] $, its range lies in the interval $ [- M,M] $ for some finite $ M > 0 $. Then we clearly have $$ \forall \mathcal{P} \in \mathbf{P}: \quad |\mathcal{L}(\gamma,\mathcal{P};F)| \leq \sum_{i \in [\mathsf{card}(\mathcal{P})]} M \cdot d(\gamma({t^{\mathcal{P}}}(i)),\gamma({t^{\mathcal{P}}}(i + 1))) \leq M \cdot L_{\gamma}. $$

Furthermore, observe that if $ \mathcal{P},\mathcal{Q} \in \mathbf{P} $ and $ \mathcal{P} \subseteq \mathcal{Q} $, then by the Triangle Inequality, we get $$ \mathcal{L}(\gamma,\mathcal{P};F) \leq \mathcal{L}(\gamma,\mathcal{Q};F). $$ Hence, the net $ \{ \mathbf{P} \to \mathbb{R}; \mathcal{P} \mapsto \mathcal{L}(\gamma,\mathcal{P};F) \} $ is bounded and monotone, which implies that $$ \mathcal{L}(\gamma;F) = \lim_{\mathcal{P} \in \mathbf{P}} \mathcal{L}(\gamma,\mathcal{P};F) = \sup_{\mathcal{P} \in \mathbf{P}} \mathcal{L}(\gamma,\mathcal{P};F) \in \mathbb{R}. $$

Next, we will show that $$ \lim_{\mathcal{P} \in \mathbf{P}} \mathcal{U}(\gamma,\mathcal{P};F) = \mathcal{L}(\gamma;F). $$

Let $ \epsilon > 0 $. As $ F \circ \gamma $ is uniformly continuous on $ [0,1] $, we can find a $ \mathcal{P}_{0} \in \mathbf{P} $ sufficiently fine so that for all $ \mathcal{P} \in \mathbf{P} $ with $ \mathcal{P}_{0} \subseteq \mathcal{P} $, we have $$ \mathcal{L}(\gamma;F) - \epsilon < \mathcal{L}(\gamma,\mathcal{P};F) \leq \mathcal{L}(\gamma;F) \qquad (\clubsuit) $$ and $$ \forall i \in [\mathsf{card}(\mathcal{P})]: \quad \left[ \sup_{t \in [{t^{\mathcal{P}}}(i),{t^{\mathcal{P}}}(i + 1)]} F(\gamma(t)) \right] - \left[ \inf_{t \in [{t^{\mathcal{P}}}(i),{t^{\mathcal{P}}}(i + 1)]} F(\gamma(t)) \right] < \frac{\epsilon}{L_{\gamma} + 1}. $$ Let $ \mathcal{P} \in \mathbf{P} $ satisfy $ \mathcal{P}_{0} \subseteq \mathcal{P} $. It follows immediately from the preceding inequality that $$ 0 \leq \mathcal{U}(\gamma,\mathcal{P};F) - \mathcal{L}(\gamma,\mathcal{P};F) \leq \frac{\epsilon}{L_{\gamma} + 1} \cdot L_{\gamma} < \epsilon. \qquad (\spadesuit) $$ Adding the inequalities $ (\clubsuit) $ and $ (\spadesuit) $ yields $$ \mathcal{L}(\gamma;F) - \epsilon < \mathcal{U}(\gamma,\mathcal{P};F) < \mathcal{L}(\gamma;F) + \epsilon, $$ or equivalently, $$ |\mathcal{U}(\gamma,\mathcal{P};F) - \mathcal{L}(\gamma;F)| < \epsilon. $$ Therefore, as $ \epsilon $ is arbitrary, we obtain $ \mathcal{U}(\gamma;F) = \mathcal{L}(\gamma;F) $. This concludes the proof. $ \quad \blacksquare $


Concluding remarks: As it is not required for $ X $ to be equipped with a smooth structure, it is not necessary to invoke the notion of ‘smoothness’ in order to discuss line integrals. However, in the context of $ X = \mathbb{R}^{2} $, where a canonical smooth structure exists, it would certainly be profitable to restrict one’s attention to the class of positively oriented and piecewise-smooth Jordan curves so as to exploit powerful results like Green’s Theorem.

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The general contour integral is defined as follows.

  • Let $ (X,d) $ be a metric space.
  • Let $ C: [0,1] \to X $ be a simple closed curve in $ X $.
  • As $ X $ may not be a differentiable manifold, the smoothness of $ C $ may not make sense.
  • Let $ F: X \to \mathbb{R} $ be a (not necessarily continuous) function.
  • For all sequences $ (t_{n,0},\ldots,t_{n,n};s_{n,1},\ldots,s_{n,n})_{n \in \mathbb{N}} $ of tagged partitions of $ [0,1] $ whose corresponding sequence of meshes goes to $ 0 $, suppose that the limit $$ \lim_{n \to \infty} \sum_{i = 0}^{n - 1} F(C(s_{n,i + 1})) \cdot d(C(t_{n,i + 1}),C(t_{n,i})) $$ exists and is the same.
  • We then denote this limit by $ \displaystyle \oint_{C} F $ and call it the contour integral of $ F $ with respect to the simple closed curve $ C $.

If $ F $ is continuous and $ C $ is rectifiable, then $ \displaystyle \oint_{C} F $ exists. The concept of smoothness is not mentioned at all.

Smoothness ― more generally, differentiability ― only comes into the picture when $ X $ is a differentiable manifold, e.g. when $ X $ is a Euclidean space or a Riemannian manifold (actually, every differentiable manifold possesses a Riemannian metric, but there is no canonical one).

  • Note: We say that the $ (2 n + 1) $-tuple $ \mathcal{P} = (t_{n,0},\ldots,t_{n,n};s_{n,1},\ldots,s_{n,n}) $ of real numbers is a tagged partition of the interval $ [0,1] $ iff $$ 0 = t_{n,0} < t_{n,1} < \ldots < t_{n,n - 1} < t_{n,n} = 1 $$ and $ s_{n,i} \in [t_{n,i - 1},t_{n,i}] $ for each $ i \in { 1,\ldots,n } $. The mesh $ | \mathcal{P} | $ of $ \mathcal{P} $ is defined to be $ \displaystyle \max_{1 \leq i \leq n} (t_{n,i} - t_{n,i - 1}) $. – Berrick Caleb Fillmore May 04 '14 at 18:37
  • Could you please supply a reference to the fact you stated, that the line integral of a continuous function on a rectifiable curve always exists ? Thanks. – tipshoni Aug 19 '14 at 19:29
  • @tipshoni: I don’t know a reference, but I’ve provided a proof below. – Berrick Caleb Fillmore Feb 08 '15 at 18:59
  • @tipshoni Check Apostol's Mathematical Analysis. – Pedro Feb 09 '15 at 03:42
  • Are we assuming that $C$ is continuous? – Joshua Meyers Apr 29 '18 at 06:04
  • Your answer is about integrating a scalar field (line integral of the first kind), but the question is about integrating a (conservative) vector field (line integral of the second kind). – Alexey Mar 22 '22 at 13:47
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I'm afraid Berrick Fillmore did not address the original poster's questions. His discussion pertains to line integrals of scalar fields, whereas the original question concerns line integrals of vector fields. These can not be defined in metric spaces -- one needs a vector space with an inner product.

Let me give a quick answer to the original poster's question. You can define a line integral of a continuous vector field over a rectifiable (continuous) curves. It is a sum of Riemann-Stieltjes integrals of the vector field components with respect to the corresponding components of the curve. The crucial point is that a curve in n-dimensional Euclidean spaces is rectifiable iff its components are functions of bounded variation. A standard theorem about Riemann-Stieltjes integrals states that the integral exists when one integrates a continuous function with respect to a function of bounded variation. If the vector field has a potential, then this line integral only depends on the endpoints. To see this observe that a line integral of a conservative vector field over a rectifiable curve can be approximated arbitrarily closely by the same line integral over the piecewise linear curve specified by an appropriate partition. Since that line integral only depends on the endpoints, the same must be true for the line integral over the rectifiable curve.

There is a standard counter-example showing that the Riemann-Stieltjes integral of a continuous function over a continuous function of non-bounded variation need not be defined. It involves wild sine/cosine functions. I believe this example can be tweaked to show that a line integral of continuous vector field need not be defined when the curve in non-rectifiable, even when the vector field is conservative. However I have not checked that this works.

If there is interest, I can provide additional details. If there is intere

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    If for an arbitrary curve the integral is defined as the limit of integrals over its rectifiable approximations, then for a conservative field the integral over an arbitrary continuous curve will be defined. – Alexey Mar 22 '22 at 13:53