Imagine fluid flowing around in some large body of water – you’re going to have internal currents going in all different directions. At every point in space, attach an arrow. This arrow points in the direction the water is flowing, and the length of the arrow tells you how fast it’s flowing.
These arrows form a vector field. Every point in space points in some direction with some intensity.
Electromagnetic waves are also described by vector fields, except nothing is flowing. Space itself can point in some direction with some intensity. In fact, it can point in an electric way (the electric field) and in a magnetic way (the magnetic field) at the same time.
When people draw those diagrams, they’re taking an EM wave which has some extent in space (like a sound wave – it spreads out in all directions), and look at the electric and magnetic fields along a single line of travel. The waviness is actually depicting where the field is pointing at every step of this line. This has direct physical consequences, if you were able to walk along an electromagnetic field without it moving, and carry a compass along the line that was being graphed out, you would see the compass point in one direction, then the other direction, then back, matching up with the graph (assuming this EM wave was stronger than the Earth’s magnetic field). Likewise with the electric field, if you had an electric field sensor – it would point back and forth, but perpendicular to the magnetic direction.
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