50% found this document useful (2 votes)

2K views105 pages

NUS Multivariable Calculus Guide

- The document presents lecture notes on multivariable calculus. - It covers topics like vectors in 3D space, cylindrical and spherical coordinates, vector functions, limits, derivatives and integrals of multivariable functions, line integrals, vector fields, and theorems like Green's theorem, Stokes' theorem and the divergence theorem. - The notes are written for a course on multivariable calculus at the National University of Singapore and follow closely a listed reference text.

Uploaded by

Prabha Kumar S

We take content rights seriously. If you suspect this is your content, claim it here.

Available Formats

Download as PDF, TXT or read online on Scribd

50% found this document useful (2 votes)

2K views105 pages

NUS Multivariable Calculus Guide

Uploaded by

Prabha Kumar S

We take content rights seriously. If you suspect this is your content, claim it here.

Available Formats

Download as PDF, TXT or read online on Scribd

You are on page 1/ 105

MA1104 Multivariable Calculus

Lecture Notes
1

Wong Yan Loi

Department of Mathematics, National University of Singapore, Singapore 119076

............................................................................................................................................................................
..................
.............
.............
..........
..........
........
........
.......
.
.
.
.
.
.
......
... ... ... ... ... ...... ......... ... ... ... ... ... ... ... ... ... ... ... ... ......... ... ... ... ... ... ... ... ... ... ...
.
.....
.
.
.
.
.
.
.
.....
.
.
.
.
.
.
.
... ... ...
...
.. ... .
.
.
....
.
.
.
.
.
.
.
. ... ..
...
... .
.
.
.
.
....
..
.
.
.. ...
..
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.... ......
.
.
.
.
.
.
.
.
...................
.... ....
............
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
..........
.
.
............
.........
......
.
.........
.
............ ..................
.
...... ....... .....
... .............
.
..
......... ..
..... ...... ..............
......... ............
.
.
.
.
.
...........
.
.
.
.
.
.
.
........
.
.
...............
.....
..........
.........
.
.
.
.
.
.
.
.
.
.
.
.
.
........................
.
.
.
.
.... ......
.
.
.
. ..
...............
.......................................... .....
... ..
....
..... ...
.............................................
........
. ... .
........
.. ...
...
..
.. ... ..
.. ...........
......
.. ....
.
.
.
....
.
.
. ... ... .
.
.
.
.
.
.
.
.
.
....
.
.. ..
......
.
.. ... ... ... ..
.. ...
.....
. ... ... ... ... ... ... ........... ... ... ... ... . ....... ... ... ... ... ... ........ ... ... ... ... ... ... ... ... ... .
.......
......
.
.
.
.
........
.
.
.
.
.
.
.
.
.
..
.
..........
..... ........
..........
....
............
.....
.......
............
...
.................
......
...........
................
.......................................
.........
..........................................................
.. .......................
.
.
.
.
...
.......

This notes is written exclusively for students taking the modules MA1104, Multivariable Calculus, at the
National University of Singapore. The contents follow closely the reference [1].

Contents
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
23.
24.
25.
26.
27.

Notations
Vectors in R3
Cylinders and Quadric Surfaces
Cylindrical and Spherical Coordinates
Vector Functions
Functions of several variables
Limits and Continuity
Partial Derivatives
Maximum and Minimum Values
Lagrange Multipliers
Multiple Integrals
Surface Area
Triple Integrals
Change of Variables in Multiple Integrals
Vector Fields
Line Integrals
Line Integrals of Vector Fields
The Fundamental Theorem for Line Integrals
Independence of Path
Greens Theorem
The Curl and Divergence of a Vector Field
Parametric Surfaces and their Areas
Oriented Surfaces
Surface Integrals of Vector Fields
Stokes Theorem
The Divergence Theorem
Further Exercises

Bibliography

4
5
17
20
23
27
30
34
44
48
51
59
60
65
69
70
73
74
75
79
84
88
94
95
97
100
103
105

Semester I (2013/14)

1. Notations
The collection of all real numbers is denoted by R. Thus R includes the integers

. . . , 2, 1, 0, 1, 2, 3 . . . ,
the rational numbers, p/q, where p and q are integers (q 6= 0), and the irrational numbers, like

2, , e, etc. Members of R may be visualized as points on the real-number line as shown in

Figure 1.

Figure 1

1
2

e 3

The Number Line

We write a R to mean a is a member of the set R. In other words, a is a real number.

Given two real numbers a and b with a < b, the closed interval [a, b] consists of all x such that
a x b, and the open interval (a, b) consists of all x such that a < x < b. Similarly, we may
form the half-open intervals [a, b) and (a, b].
The absolute value of a number a R is written as |a| and is defined as

|a| =

a
if a 0
a if a < 0.

For example, |2| = 2, | 2| = 2. Some properties of |x| are summarized as follows:

1.
2.
3.
4.
5.

| x| = |x| for all x R.

|x| x |x|, for all x R.
For
a fixed r > 0, |x| < r if and only if x (r, r).
x2 = |x|, x R.
(Triangle Inequality) |x + y| |x| + |y| for all x, y R.

A function f : A B is a rule that assigns to each a A one specific member f (a) of B. The
fact that the function f sends a to f (a) is denoted symbolically by a 7 f (a). For example,
f (x) = x2 /(1 x) assigns the number x2 /(1 x) to each x 6= 1 in R. We can specify a function
f by giving the rule for f (x). The set A is called the domain of f and B is the codomain of f .
The range of f is the subset of B consisting of all the values of f . That is, the range of f =
{f (x) B | x A}.
Given f : A R, it means that f assigns a value f (x) in R to each x A. Such a function
is called a real-valued function. For a real-valued function f : A R defined on a subset A
of R, the graph of f consists of all the points (x, f (x)) in the xy-plane.
c Department of Mathematics

Semester I (2013/14)

graph of f

(x, f (x))

x
A = domain of f

Figure 2

The graph of f

Exercise 1.1. Let r > 0. Prove that |x a| < r if and only if x (r + a, a + r).
Exercise 1.2. Prove the triangle inequality |x + y| |x| + |y|.
Exercise 1.3. Prove that for any x, y R, ||x| |y|| |x y|.
2. Vectors in R3
2.1. The Euclidean 3-space. The Euclidean 3-space denoted by R3 is the set
{(x, y, z) | x, y, z R}.

To specify the location of a point in R3 geometrically, we use a right-handed rectangular

coordinate system, in which three mutually perpendicular coordinate axes meet at the origin.
It is common to use the x and y axes to represent the horizontal coordinate plane and the
z-axis for the vertical height.
z..
.
........
...
....
..
.
....
....
... ..
... ..
... ..
... ...
.
...
..
....
..
..
..
..
...
..
...
.
...
..
...
..
...
..
...
..
...
..
...
..
...
..
...
..
...
..
...
..
...
..
.
.
.
.
.
.
.
.
.. ... ..........................
.
.
.
.
.. ..
.
.. ...............................
.
.
.................
..
...
..
.
.................
.
.
..
..
..
................
..
.
.
.
...
................ ...
..
..
............
..
....
..
...
...
..
.
.
.
.
.
.
.
. ..
..
.
.
.
.
.
.
.
. ..
.
.
...
.
.
.
.
.
.
.
. .. ..
..
.
..
.... ... ... ... ... ... ... .
.. ... ... .. ..... ....
...
. ... ........
....
....
...
.
.
....
....
...
..........
.....

(x, y, z)

Figure 3

(x, y)

A right-handed coordinate system

We usually denote a point P with coordinates (x, y, z) by P (x, y, z). The distance |P1 P2 |
between two points P1 (x1 , y1 , z1) and P2 (x2 , y2 , z2 ) is given by
p
(x1 x2 )2 + (y1 y2 )2 + (z1 z2 )2 .
An equation in x, y, z describes a surface in R3 .
c Department of Mathematics

Semester I (2013/14)

Example 2.1. (a) z = 3 is the equation of a horizontal plane at level 3 above the xy-plane.
(b) y = 2 is the equaton of a vertical plane parallel to the xz-coordinate plane. Every point of
this plane has y coordinate equal to 2. (c) Similarly x = 2 is the eqaution of a vertical plane
parallel to the yz-coordinate plane.
z..
z..
z..
..
..........
..
.
..............................
.
.
.
................
..
.
................
.
....
.
................
...
.
................
.
...
..
....
...
...
....
.
.
.
.
....
.
..
.
.
.
....
.
.
.
..
...
.
.
.
.
.
.
.
.
.
.................
.................
...
....
................ ...
...
.................
...
.. ................... ......
..........
....
..
...
..
....................
.
.
................
...
.
................
.
.................
...
.
.
...................
............
....
...
.
.
.
..
.
.
.
...
.
.
....
....
...
. ...
..........
.
.
.

z=3

y=2

x=2

(c)

(b)
Figure 4

(a)

Example 2.2. An equation of a sphere with centre O(a, b, c) and radius r is

(x a)2 + (y b)2 + (z c)2 = r 2 .

z..

Figure 5

r P

A sphere

Exercise 2.3. Show that x2 + y 2 + z 2 + 4x 6y + 2z + 6 = 0 is the equation of a sphere.

Describe its intersection with the plane z = 1.
Solution. Using the method of completing square, the given equation can be written as (x +
2)2 + (y 3)2 + (z + 1)2 = 8. Hence, it is the equation of a sphere centred at (2, 3, 1) with
radius 8.
c Department of Mathematics

Semester I (2013/14)
...
...
....
....
....
.
.
..
.........................................
....
........... .....
.. ...........
....
....... .......
....
..
......
.
....
...... ............. ... ... ... ... ... ... ........ . ................
.
.
.
.
.
.. .. ... ..........
...
...... ... ... ....
.. ..............
.
.....
...
.. .........
..
.....
....
.
.
...... ... ... ... ... ... ... ... ... ... ..........
......
.
.
.
.
.
.
.
.
.. .. ... .............
.
.. .................. ...
.
.
.
.
.
.
.
.
.
.
. .... ...... ....
.. ..................
.... ......
.. ................................................................
... ...
...
....
.....
.
..
..
.....
....
..
....
..
...
.
..
.
..
.
.
.....
.
..
....
.
.
.
.
.
......
.
...
.....
.
.
... .....
.
.
...
.
... ...
.
.
.
... ........
.
.
.
.
.
..... ...
... ........... ....
.. .............
.............
...
...
...............................................................
...
...
...
...
..
.
...
...
.
.
...
....
...
.
.
.
.
.
.....
.
...
.
.....
......
..
...... .....
......
........ ....
..
......
..................
... .......
.....................................

(x + 2)2 + (y 3)2 = 4,
z = 1 is a circle

Figure 6 A circle lying on a sphere

To find the intersection with the plane z = 1, set z = 1 in the above equation. We obtain
(x + 2)2 + (y 3)2 = 4. Therefore, it is a circle lying on the horizontal plane z = 1 with centre
at (2, 3, 1) and radius 2.

2.2. Vectors. A 3-dimensional vector is an ordered triple a = ha1 , a2 , a3 i of real numbers.

a1 , a2 , a3 are called the components of a . A vector a = ha1 , a2 , a3 i can be represented by an

arrow from any point P (x, y, z) to the point Q(x + a1 , y + a2 , z + a3 ) in R3 . In this case, we

say that the vector a = ha1 , a2 , a3 i has representation P Q.

Q(x + a1 , y + a2 + z + a3 )

P (x, y, z)

Figure 7

Vector

Instead of using an arrow on top of P Q or a, we shall suppress the arrow but write PQ or a

in bold to denote the vector a =P Q. If P is the origin O, a is called the position vector of the
point Q.
The position vectors of (1, 0, 0), (0, 1, 0 and (0, 0, 1) are denoted by i, j and k respectively. In
other word, i = h1, 0, 0i, j = h0, 1, 0i and k = h0, 0, 1i. i, j and k are called the standard basis
vectors. Therefore, if Q = (x, y, z), then q = hx, y, zi = xi + yj + zk.
Suppose p
P = (x1 , y1 , z1 ) and Q = (x2 , y2 , z2 ). The magnitude of a vector PQ is defined to be
|PQ| = (x2 x1 )2 + (y2 y1 )2 + (z2 z1 )2 . A vector PQ also has a direction determined
by the orientation that arrow is pointing.
The zero vector h0, 0, 0i is denoted by 0. Clearly |0| = 0. We say that two vectors are equal
if and only if they have the same direction and the same magnitude. This condition may be
expressed algebraically by saying that if v1 = hx1 , y1 , z1 i and v2 = hx2 , y2 , z2 i, then v1 = v2 if
and only if x1 = x2 , y1 = y2 and z1 = z2 .
If v1 = hx1 , y1 , z1 i and v2 = hx2 , y2 , z2 i, then define the sum v1 + v2 to be the vector hx1 +
x2 , y1 + y2 , z1 + z2 i.
If is any real number and v = hx, y, zi, then define the scalar multiple v to be the vector
hx, y, zi.
c Department of Mathematics

Semester I (2013/14)

Also v is defined to be (1)v. Clearly (v) = v, and v + v = 0. Also u v = u + (1)v.

Addition of vectors can also be described by the parallelogram law: The sum v1 + v2 is
represented by the position vector which is the diagonal of the parallelogram determined by
v1 and v2 .
... ...
... .............
... ... ... ...... .

v....2.. ............ ... ....................................

.
...
......
. ... ...
......
.......
...........
......
.
......
......
...
.
.
.
.
.
.
.
.
..
......
...
......
...
......
...
......
......
...
1
2
.
.
.
.
.
.
.
1....
....
......
...
......
......
...
.
.
.
.
.
.
.
.
..
......
...
......
...............
...
......
............. ..
...
......
.............
.............
... ...........
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.....
... ......
.............
............................
2
................

v +v

Figure 8

Vector Addition

It is straightforward to check that the set of all position vectors in R3 forms a vector space
over R.
Exercise 2.4. Prove the triangle inequality |v1 + v2 | |v1 | + |v2 |.
Proposition 2.5. Properties of vectors
1. a + b = b + a.
2. a + (b + c) = (a + b) + c.
3. a + 0 = a.
4. a + a = 0.
5. (a + b) = b + a.
6. a = a.
7. ( + )a = a + a.
8. ()a = (a).
9. 1a = a.
10. |a| = |||a|.
Definition 2.6. A unit vector is a vector whose length is 1.
a
1
a = |a|
is a unit vector that has the same direction as a. SomeFor any nonzero vector a, |a|
times, in order specify a vector a is of unit length, it is written as a.

Example 2.7. Find the unit vector in the direction of the vector 2i j 2k.

1
Solution. |2i j 2k| = 22 + (1)2 + (2)2 2 = 9. Therefore the required unit vector is
1 (2i j 2k).
9
2.3. The Dot Product.
Definition 2.8. Let a = ha1 , a2 , a3 i and b = hb1 , b2 , b3 i. The dot product or scalar product of
a and b is the number a b = a1 b1 + a2 b2 + a3 b3 .
Example 2.9. Let a = h1, 2, 3i and b = h1, 0, 1i. Find a b.
Solution. a b = (1)(1) + (2)(0) + (3)(1) = 4.
Clearly, we have
i j = i k = j k = 0 and i i = j j = k k = 1.
c Department of Mathematics

Semester I (2013/14)

Proposition 2.10. Properties of the Dot Product

1. a a = |a|2 .
2. a b = b a.
3. a (b + c) = a b + a c.
4. (a) b = (a b) = a (b).
5. 0 a = 0.
Proof. Lets prove 1. Let a = ha1 , a2 , a3 i. Then a a = a21 + a22 + a23 = |a|.
Theorem 2.11. If is the angle between the vectors a and b, then ab = |a||b| cos , 0 .
Proof. Let OA = a and OB = b, where O is the origin and = AOB.

.........
.....................
.............. ........... . A
a-b
.
.............
.....
.............
......
.............

Figure 9 Angle between two vectors

Applying cosine rule to OAB, we have

|a b|2 = |a|2 + |b2 | 2|a||b| cos .

As |a b|2 = (a b) (a b) = |a|2 2a b + |b2 |, it follows that a b = |a||b| cos or

cos =

ab
.
|a||b|

Two vectors a and b are said to be orthogonal or perpendicular if the angle between them is
90 . In other words,
a and b are orthogonal a b = 0.
Example 2.12. 2i + 2j k is orthogonal to 5i 4j + 2k because (2i + 2j k) (5i 4j + 2k) =
(2)(5) + (2)(4) + (1)(2) = 0.
Let a=ha1 , a2 , a3 i =
6 0. The angles , , in [0, ] that a makes with the x, y, z axes respectively
are called the direction angles of a.
z..
..
..........
...
..
..
..
1 2
..........
...
.
...
...
..
....
.
..
..
.
..
...
..
....
...
..
...
..
...
.
.... ....
........ ...
. ..
...................
.
.
.
.
.
..
.
.... ........ .....
... ..........................
................
... ....
................
...
.
................
.
....................
....
...
..........
.
.
.
..
.
.
.
..
.
.
.
...
.
.
.
....
...
...
.........
....

a=ha , a , a3 i

Figure 10 Direction Angles

c Department of Mathematics

Semester I (2013/14)

The cosines of these angles, cos , cos , cos are called the direction cosines of a. We may
express a vector a = ha1 , a2 , a3 i in terms of its magnitude and the direction cosines.
cos =
Similarly,

ai
ha1 , a2 , a3 i h1, 0, 0i
a1
=
=
.
|a||i|
|ha1 , a2 , a3 i||h1, 0, 0i|
|a|
cos =

Thus,

a2
a3
and cos =
.
|a|
|a|

a = |a|hcos , cos , cos i.

Next, we shall discuss the projection of a vector along another vector. Let a and b be two
vectors in R3 . Lets represent a as PQ and b as PR.
. R
...............
... ..
... ..
.. .
.. ..
.
.
.
.
..
...
..
...
..
...
..
..
.
.
.
..
.
...
..
.
..
..
.
..
..
.
.
.
..
.
..
...
.
..
..
.
..
..
.
..
..
.
.
.
..
.
..
...
.
..
.
..
..
..
.
.
.
..
.
..
...
.
.....
..
.
. ...
.
.
.
......
...................................................................................................................................................

|b| cos S

Figure 11 Vector Projection

Then
|b| cos =

a
ab
=
b.
|a|
|a|

Definition 2.13.
a
1. The scalar projection of b onto a is |b| cos = |a|
b.

ab
a
a
2. The vector projection of b onto a is |a| b |a| = |a|
2 a.

Note that the scalar projection is negative if > 90 . Moreover, in figure 11. SR = PRPS =
ab
b |a|
2 a. Thus the distance from R to the line P Q is given by

a b

a .
|RS| = b
|a|2

Example 2.14. Find the scalar and vector projection of b = h1, 1, 2i onto a = h2, 3, 1i.
p

Solution. |a| = (2)2 + 32 + 12 = 14. Thus the scalar projection of b onto a is ab

|a| =

1
((2)(1) + (3)(1) + (1)(2)) = 3/ 14.
14
The vector projection of b onto a is

3 a
14 |a|

3
14 a

9 3
= h 73 , 14
, 14 i.

Exercise 2.15. Find the angle between two long diagonals of a unit cube.
[70.5 ].
Exercise 2.16. Prove the Cauchy-Schwarz inequality: |ab| |a||b|. Determine when equality
holds.
c Department of Mathematics

Semester I (2013/14)

2.4. The Cross Product.

Definition 2.17. If a = ha1 , a2 , a3 i and b = hb1 , b2 , b3 i, then the cross product or vector
product of a and b is
a b = ha
2 b3 a3 b2 , a3 b1 a1 b3 , a1 b2 a2 b1 i
i
j k

= a1 a2 a3

b1 b2 b3

a2 a3
a1 a3
a1 a2

k.
=
i
j+
b2 b3
b1 b3
b1 b2

Example 2.4.1. Let a = h1, 3, 4i and b = h2, 7, 5i. Find a b.

Solution.

Clearly, we have

i j k

a b = 1 3 4

2 7 5

3 4

i 1 4
=

2 5
7 5
= 43i + 13j + k.

j + 1 3

2 7

i j = k, j k = i, k i = j and i i = j j = k k = 0.
Theorem 2.18. Let a = ha1 , a2 , a3 i, b = hb1 , b2 , b3 i and c = hc1 , c2 , c3 i. Then

a1 a2 a3

a (b c) = b1 b2 b3 .
c1 c2 c3

Proof. Exercise.

Corollary 2.19. b c is perpendicular to both b and c.

Proof.

b (b c) =

c (b c) =

b1 b2 b3
b1 b2 b3 = 0.
c1 c2 c3

c1 c2 c3
b1 b2 b3 = 0.
c1 c2 c3

Theorem 2.20. If is the angle between a and b, 0 , then |a b| = |a||b| sin .

Proof. First we need the following identity
(a2 b3 a3 b2 )2 +(a3 b1 a1 b3 )2 +(a1 b2 a2 b1 )2 = (a21 +a22 +a23 )(b21 +b22 +b23 )(a1 b1 +a2 b2 +a3 b3 )2
which can be easily verified by direct simplification of both sides.
Using this identity, we have
|a b|2 =
=
=
=
=
c Department of Mathematics

(a2 b3 a3 b2 )2 + (a3 b1 a1 b3 )2 + (a1 b2 a2 b1 )2

(a21 + a22 + a23 )(b21 + b22 + b23 ) (a1 b1 + a2 b2 + a3 b3 )2
|a|2 |b|2 (a b)2
|a|2 |b|2 |a|2 |b|2 cos2
|a|2 |b|2 sin2 .

Semester I (2013/14)

Since 0 , sin 0, we have |a b| = |a||b| sin .

It follows from this result that |a b| = |a||b| sin is the area of the parallelogram determined
by a and b.
....... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ....
.
..........
..
..
..
..
.
..
..
.
..
...
..
...
..
...
..
..
.
.
.
...
..
...
..
...
..
.......
.
.
.
.
... .......
..
...
..
...
...
...
..
..................................................................................................................................................

Figure 12 Area=|a||b| sin

a b is a vector perpendicular to the plane spanned by a and b with magnitude |a||b| sin ,
where 0 is the angle between a and b.
ab
.

..
..........
...
...
...
...
...
...
...
...
..
.....
.
.
...........
.
.
...
...
.
.
...
....
...
...
...
....
.
...
.
.
...
...
.
.
.
...
.
.
.
...
...
.
.
.
........
..........
.
..
......

Figure 13 ab

There are two possible choices of such a vector. It is the one determined by the right-hand
rule: a b is directed so that a right-hand rotation about a b through an angle will carry
a to the direction of b.
To see this, first observe that the cross product is independent of the choice of the coordinate
system. To determine the direction of a b, choose the x-axis along the direction of a and
choose the y-axis so that the vector b lies on the xy-plane and let z be the axis perpendicular
to the xy-plane so that x, y, z form a right-handed coordinate system. With this choice of
coordinate system, a = ha1 , 0, 0i with a1 > 0, and b = hb1 , b2 , 0i. Thus, a b = a1 b2 k.
Therefore, the direction of a b is along the z-axis and it is along the positive or negative
direction of k according to whether b2 is positive or negative respectively. This is precisely the
right-hand rule described in the last paragraph.
Corollary 2.21. a and b are parallel if and only if a b = 0.
Proposition 2.22. Properties of the Cross Product
1. a b = b a
2. (a) b = (a b) = a (b)
3. a (b + c) = a b + a c
4. (a + b) c = a c + b c
5. a (b c) = (a b) c
6. a (b c) = (a c)b (a b)c
Proof. Exercise.
The relation a (b c) = (a b) c can be proved by direct expansion in component form. Alternatively, it can be deduced by the property of the determinant: If two rows of a determinant
are switched, the determinant changes sign. Therefore,
c Department of Mathematics

Semester I (2013/14)

a1 a2 a3
a1 a2

a (b c) = b1 b2 b3 = c1 c2
c1 c2 c3
b1 b2
= c (a b) = (a b) c.

a1 a2 a3

In fact, a (b c) = b1 b2 b3 is the algebraic or
c1 c2 c3
determined by a, b, c.
bc
..

a3
c3
b3

c1 c2 c3

= a1 a2 a3

b1 b2 b3

sign volume of the parallelepiped

h = |a| cos

Area of the base

parallelogram = |b c|

Figure 14 Volume = |a||b c|| cos |= |a (b c)|.

Corollary 2.23. The vectors a,b,c are coplanar (i.e. they all lie on a plane) if and only if
a (b c) = 0.
................
.....................
...
....................
...
.....................
.
.........
...
.............
..
...
.
.
..
.
...
.
.
....
...
...
.
.
...
..
..
.
.
...
.
.
.
.
.
........
..
...
..
.
.
.
...
..
..
.
..
.
.
.
.
...
..
..
..
.
.
.
.
.
...
..
..
.
.
...
.
.
....
.
...
..
...
.
.
.
.
...
..
...
.
.
.
....
............
...
.
.. ......
.
.
.
.
.
.
.
.
.
.
.
...
.......... .
.
.
.
.
.
.. .....
.
.
.
.
.
.
.
.
.
.
....
.
.
..
.
....... ...............................
...
.
.
.......................
....
.......................
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
....................
..................................................

Figure 15 a,b,c are coplanar

Example 2.24. Show that the vectors a = h1, 4, 7i, b = h2, 1, 4i, c = h0, 9, 18i are
coplanar.

1 4 7

Solution. As a (b c) = 2 1 4 = 0, it follows from 2.22 that a, b and c are coplanar.
0 9 18

Example 2.25. Suppose a rigid body rotates with angular velocity w about an axis through
a point O. The angular velocity w is represented by a vector along . If r is the position vector
from O of a point inside the rigid body, then the velocity at this point is given by w r.

Exercise 2.26. Show that a (b c) + b (c a) + c (a b) = 0.

Exercise 2.27. Show that (a b) (c d) = (a (c d)) b (b (c d)) a
= (a (b d)) c (b (b c)) d.
Exercise 2.28. Suppose the vectors a,b,c,d are coplanar. Show that (a b) (c d) = 0.
2.5. Lines and Planes. Let L be a line passing through a point P0 (x0 , y0 , z0 ) i the
direction of the vector v = ha, b, ci. Then any point P on L has position vector r = r0 + tv for
some t R.
c Department of Mathematics

Semester I (2013/14)

hx0 , y0 , z0 i = r

Figure 16 Vector equation of a line

Vector equation of a line: r = r0 + tv

Write r = hx, y, zi. Then r = r0 + tv is equivalent to hx, y, zi = hx0 , y0 , z0 i + tha, b, ci.
Parametric equations of a line: x = x0 + at, y = y0 + bt, z = z0 + ct
Eliminating t, we obtain
zz0
0
0
Symmetric equations of a line: xx
= yy
a
a = a
The numbers a, b, c are called the direction numbers, or direction cosines of the straight line.
If a, b or c is zero, we may still write the symmetric equation of the line. For example, if a = 0,
we shall the symmetric equations as
x = x0 ,

z z0
y y0
=
,
a
a

which is a line lying on the plane x0 .

Example 2.29. Show that the lines
L1 : x = 1 + t, y = 2 + 3t, z = 4 t,
L2 : x = 2s, y = 3 + s, z = 3 + 4s,
are skew, i.e. they do not intersect. Hence they do not lie in the same plane.
Solution. The lines L1 and L2 intersect if and

1+t
2 + 3t

only if the system

= 2s
= 3+s
= 3 + 4s

has a (unique) solution in s and t. The first two equations give t = 11/5, s = 8/5. But these
values of t and s do not satisfy the last equation. Thus, L1 and L2 do not intersect.
L

...
2
....
....
...
.
.
.
....
....
.
.
.
....
....
...
....
....
....................
......................
......................
.......................
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
....................
.
...
....
...
....
.
.
.
..
....
....
....
....
.
.
.
....
....

Figure 17 Skew Lines

Consider a plane in
passing through a point P0 (x0 , y0 , z0 ) with normal vector n. Let
P (x, y, z) be a point on the plane. Let r and r0 be the position vectors of P and P0 respectively.
c Department of Mathematics

Semester I (2013/14)

z..

Figure 18 n (r r0 ) = 0

Then a vector equation of the plane is given by

n (r r0 ) = 0
If n = ha, b, ci, then the above vector equation can be written as
a(x x0 ) + b(y y0 ) + c(z z0 ) = 0
In general, a linear equation in x, y, z, i.e. ax + by + cz + d = 0 is an equation of a plane in R3 .
Example 2.30. Find an equation of the plane passing through the points P (1, 3, 2), Q(3, 1, 6)
and R(5, 2, 0).

Solution. P Q= h3 1, 1 3, 6 2i =
to the plane is given by

P Q P R=

h2, 4, 4i. P R= h4, 1, 2i. Thus a normal vector n

i j
k
2 4 4
4 1 2

= h12, 20, 14i.

Therefore, an equation of the plane is given by hx 1, y 3, z 2i h12, 20, 14i = 0. That is

6x + 10y + 7z = 50.

Exercise 2.31. (a) Find the angle , (0 90 ) between the planes x + y + z = 1 and
x 2y + 3z = 1.
(b) Find the symmetric equations for the line of intersection of the planes in (a).
Proposition 2.32. The distance from a point P1 (x1 , y1 , z1 ) to the plane ax + by + cz + d = 0
is
|ax1 + by1 + cz1 + d|

.
a2 + b2 + c2

Proof. Pick a point P0 (x0 , y0 , z0 ) on the plane. Let b =P0 P1 = hx1 x0 , y1 y0 , z1 z0 i.

c Department of Mathematics

Semester I (2013/14)

Figure 19 Distance from a point to a plane

Then

| N P1 | = |projection of b along n|
= |nb|
|n|
=

=
=

|a(x1 x0 )+b(y
1 y0 )+c(z1 z0 )|
a2 +b2 +c2
|(ax1 +by1 +cz1 )(ax0 +by0 +cz0 )|

a2 +b2 +c2
|ax1 +by1 +cz1 +d|

.
a2 +b2 +c2

Example 2.33. Find the distance between the parallel planes 10x+2y2z = 5 and 5x+yz =
1.
Solution. The planes are parallel because their normal vectors h10, 2, 2i and h5, 1, 1i are
parallel. Pick any point on the plane 10x + 2y 2z = 5. For example, (1/2, 0, 0) is a point on
10x + 2y 2z = 5. Then the distance between the two planes is

3
|5(1/2) + 0(1) + 0(1) 1|
p
=
.
2
2
2
6
5 + 1 + (1)
Example 2.34. Find the distance between the skew lines:

L1 : x = 1 + t, y = 2 + 3t, z = 4 t
L2 : x = 2s, y = 3 + s, z = 3 + 4s
Solution. As L1 and L2 are skew, they are contained in two parallel planes respectively. A
normal to these two parallel planes is given by

i j k

1 3 1 = h13, 6, 5i.

2 1 4

Let s = 0 in L2 . We get the point (0, 3, 3) on L2 . Therefore, an equation of the plane

containing L2 is hx 0, y 3, z (3)i h13, 6, 5i = 0. That is 13x 6y 5z + 3 = 0. Let
= 0 in L1 . We get the point (1, 2, 4) on L1 . Thus, the distance between L1 and L2 is give by
8
|13(1) 6(2) 5(4) + 3|
p
=
.
230
132 + (6)2 + (5)2

Exercise 2.35. Find the equation of the straight line passing through the point P0 (1, 5, 1)
and perpendicular to the lines L1 : x = 5 + t, y = 1 t, z = 2t and L2 : x = 11t, y = 7t, z =
2t.
y5
z+1
[ x1
2 = 4 = 3 .]
c Department of Mathematics

Semester I (2013/14)

3. Cylinders and Quadric Surfaces

A cylinder is a surface that consists of all lines (called rulings) that are parallel to a given line
and pass through a plane curve.
Example 3.1. A parabolic cylinder z = x2 .
....
.. ...............................
.................
..
................
..
..
........
..
.
...
.
.
.................
..
..
................
.. .......
..
..
.
.
.................. .. ...
.
..
..
.
.
.
.
.
.. .........................
..
..
.
.
.
.
.
.
.
.
.. ..
..
.
.
..
.. ..
.. ... ....
...
..
.. ..
.. .. ....
...
..
.. .
..
...
.. .
.. ... ...
..
.. ..
...
.
.
.
.
.
.
.....
.. ..
...
..
.. ..
..
..
.............
.....
..
..
.. ...........................
..
.
.
..
..................................... .......
..
...
.
.
.
.
.
.
.
.
.
.
...........
............... .. ..
..
. .
...
... ............................
......... .. ... ...
...
......... ..
.... ..................... ..... .....................................
..
.................. ................. . ..
..
..
.
.....................................
.
.
.................... ....................
..
. .......................... ......
...................
....
................
....
................ .
...
.
.
...................
.
.
...
...........
.
.
.
..

Figure 20 A parabolic cylinder

Example 3.2. Circular cylinders

z..

x
2

y2 + z 2 = 1

Figure 21 x + y = 1

A quadric surface is the graph of a second degree equation in x, y, z:

Ax2 + By 2 + Cz 2 + Dxy + Eyz + F xz + Gx + Hy + Iz + J = 0.
Using translation and rotation, the equation can be expressed in one of the following two
standard forms:
Ax2 + By 2 + Cz 2 + J = 0 and Ax2 + By 2 + Iz = 0.
Example 3.3. The graph of the equation x2 +
c Department of Mathematics

y2
9

z2
4

= 1 is an ellipsoid.
17

Semester I (2013/14)

z..

..
.........
..
...
...
...
...
... (0, 0, 2)
.
.....................................................
.
.
.
.
.
.
.
.
.
.......
.....
.. ... ....
.
.
.
......
.
.
.
.
.
....
...
.
..
.
.
.
.
.
.
... ... ... ...... ... ... ........ ... ... .....
... ... ... ... ......
... ... ...
..
...
..........
...... (0, 3, 0)
.....
..
..
...
.
..................................................................................................
.....
... ......
.
............
........
.
.
.
.
.
.
.
.
.
.
.
... .............. ... ....
... .
........................................................... ....
....
..
.....
..
....
...... ....... .....
......
..
........
....
.. .................
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
(1, 0, 0)...... ...............................
....
.........
....

Figure 22 x2 +

y2
9

z2
4

=1
2

The vertical traces (or sections) in x = k are ellipses: y9 + z4 = 1 k2 , where 1 < k < 1.
2
2
The vertical traces in y = k are ellipses: x2 + z4 = 1 k9 , where 3 < k < 3.
2
2
The horizontal traces in z = k are also ellipses: x2 + y9 = 1 k4 , where 2 < k < 2.
Example 3.4. The graph of the equation z = 4x2 + y 2 is an elliptical paraboloid.
z..

Figure 23 z = 4x2 + y 2

The horizontal traces in z = k are ellipses: 4x2 + y 2 = k, where k > 0.

The vertical traces in x = k are parabolas: z = y 2 + 4k2 .
Similarly, the vertical traces in y = k are parabolas: z = 4x2 + k2 .
Example 3.5. Sketch the surface

x2
4

+ y2

The traces in z = k are ellipses:

c Department of Mathematics

= 1.

z..

Figure 24
x2

z2
4

x2
4

+ y2

+ y2 = 1 +

k2
4

z2
4

.
18

Semester I (2013/14)

The traces in x = k are hyperbolas: y 2

2
The traces in y = k are hyperbolas: x4
z

z2
4
z2
4

= 1 k4 .
= 1 k2 .

1 < k < 1

k=1
Figure 25 Vertical Traces in y = k of

x2
4

z2
4

k < 1 or k > 1
=1

Example 3.6. Identity and sketch the surface 4x2 y 2 + 2z 2 + 4 = 0.

The equation can be rewritten in the standard form: x2 +

hyperboloid of 2 sheets along the direction of the y-axis.
z..

y2
4

z2
2

= 1. It is therefore a

Figure 26 4x2 y 2 + 2z 2 + 4 = 0

Example 3.7. Classify the quadric the surface x2 + 2z 2 6x y + 10 = 0.

z..
..
........
....
...
..
...
...
...
...
...
...
......
...
............ ......
....... ..
...
...
....... ....
..
...
......
.............................. ................. ... ... ... ... ......... ... ... ..........................
.
.
.
.
... ...
.
.
.
.
.
.
.
...
...
..
.
.
.
.
.
.
.
..
..
....
...
....
....
...
..
.
.
.
.
.
.. (3, 1, 0) ...
.
.
.
...
.
...
...
..
..
.
.
.
.
.
....
...
..
..
.
.
.
.
.
.
.....
...
.
..
.
.
.
.
.
.
.
.
.
......
...
..
......
...
...
....
......
..
......
....
..
....... .....
...
........... .....
............
.
.
.
.
.
.
.
.......
.

Figure 27 x2 + 2z 2 6x y + 10 = 0

By the method of completing squares, the equation can be written as y 1 = (x 3)2 + 2z 2 .

If we make a change of coordinates: x = x 3, y = y 1, z = z so that the new origin is at
(3, 1, 0), then the equation becomes y = x2 + 2z 2 . Therefore it is an elliptic paraboloid with
vertex at (3, 1, 0).
Exercise 3.8. Describe the traces of the surface z = xy.
c Department of Mathematics

Semester I (2013/14)

Exercise 3.9. Sketch the surface y 2 + 4z 2 = 4.

Exercise 3.10. Find the equation of the surface obtained by rotating the curve y = x2 about
the y-axis.
The graphs of the quadric surfaces are summarized in the following table.
z..

z..

x2
a2

y
b2

z2
c2

= 1. The

traces are ellipses. When

a = b = c 6= 0, it is a
sphere.

x2
a2

+ yb2 . Horizontal

traces are ellipses. Vertical traces in x = k and

y = k are hyperbolas for

k 6= 0 but pairs of lines

for k = 0.

Double cone

ellipsoid
.
...
........
................ ... ........................
.......
. .......
.
.
...
.
.
.
...
...
.. .... ....
....
...
. .
.......
.. ............
.
.
.
. ..
... .......
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
... ..................................... .. ..
.. . .
..
..
..
.. .... ... ....
.. ....
.. .... ... ...
..
. ..... .. ..
.. ....
.
.. .. .. . .. .. ..
.. ... . . .. ....
.. . . .. ... ....
.. .. .. . .. ....
... ..
. . ..
... ... .. ... ........
.... ... .. .. ....
.......... ... ......
..............................................................
..
....
....
...
....
.
.
.
..
........
.......

z2
c2

z..

z
c

x2
a2

y2
.
b2

Horizontal

traces are ellipses. Vertical traces are parabolas.

Elliptic Paraboloid

x2
a2

y2
b2

x2
c2

= 1. Hori-

zontal traces are ellipses.

Vertical traces are hyperbolas.

Hyperboloid of one sheet

z
c

x
a2

y2
.
b2

Hori-

zontal traces are hyperbolas. Vertical traces are

parabolas. Here c < 0.

Hyperbolic Paraboloid

y2
b2

z2
c2

= 1. Hor-

izontal traces in z = k
are ellipses if k > c or

k < c. Vertical traces

are hyperbolas. The two

minus signs indicate two
sheets.

Hyperboloid of Two sheets

Table 1

4. Cylindrical and Spherical Coordinates

4.1. Polar Coordinates. Given a point P with Cartesian coordinates (x, y), we may use
its distance r from the origin and the angle measured in the counterclockwise sense made
with the x-axis to locate its position. This gives the polar coordinates (r, ) of P .
c Department of Mathematics

Semester I (2013/14)

(x, y)

Figure 28 Polar coordinate

The relations between Cartesian and polar coordinates are given by the following formulas:

r 2 = x2 + y 2 , tan =

y
x

x = r cos , y = r sin

The convention is that is positive if it is measured in the counterclockwise sense, and is

negative otherwise. If r < 0, the radius is measured at the same distance |r| from the origin,
but on opposite side of the origin. Notice that (r, ) represents the same point as (r, + ).
For example, for the polar coordinates of the point Q below, we may write either (1, 4 ) or
(1, 5
4 ).
P (1, 4 )

(1, 4 ) = (1,

)
Q

Figure 29

Polar coordinates of P = (1, 4 )

Exercise 4.1. Find the equation in polar coordinates of the curve x2 + y 2 = 2x.
[Answer : r = 2 cos .]
4.2. Cylindrical Coordinates. Given a point P with Cartesian coordinates (x, y, z) in
3-dimensional space, we may use the polar coordinates (r, ) for the position of the foot of the
perpendicular from P onto the xy-plane. Then the triple (r, , z) determines the position of
P , it is called the cylindrical coordinates of P .
c Department of Mathematics

Semester I (2013/14)

z..

P (r, , z)
z

(r, , 0)

Figure 30 Cylindrical coordinates

The relations between Cartesian and cylindrical coordinates are given by the following formulas:
r 2 = x2 + y 2 , tan = xy , z = z
x = r cos , y = r sin , z = z
Example 4.2. The surface whose equation in cylindrical coordinates is z = r is a double cone
with the origin as the vertex.
z..
..
.........
....
...
....
..
...
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
... .........................................
.
.
............
.
........
.
.
.
.
.
.
....
.
...
......
..
..........
......
..
...........
... ........................
.....................................................................
....
.
...
.
.
.
.
.
....
....
....
....
... ....
...
...
... ...
....
...
.. ......
...
....
... ............
....
. ..
... .... ......... ..
.... . ....
..
............
............... ..
.
.
.
.
. . ..... .
......... ..................................................
...............
.
...........
.
.
.
.
.
.
.
.
.
.
...............
... ..
... ..
....
...............
.........
...............
...
...... ....
...................
....
...........
.
.
.
.
.
........
....
.... .....
.
.
.
.
.
....
... .....
.
.
.
.
.
.
...
.... .....
.
.
.
.
.
.
...... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ............
..... ...............
......
......
.
....
......
....
..........
.....
.
.....................
..........
.
.
.
...............................................................
....
.
.
.
.
....
.
.
.
.
..
........
.........

P (r, , z)

Figure 31 A double cone

Let P be a point on this surface with cylindrical coordinates (r, , z). Since z = r, the triangle
OP Q in which OQP is a right angle is isosceles with OQ = r = z = P Q. Thus the cone
opens up an angle of 45 with the z-axis. To convert the equation to Cartesian form, we can
square both sides of z = r, thus z 2 = x2 + y 2 is the Cartesian equation of the doublepcone. If
we take positive square root on both sides, the graph of the resulting equation z = x2 + y 2
is the inverted cone on the upper half space z 0.

Exercise 4.3. Find the equation of the ellipsoid 4x2 + 4y 2 + z 2 = 1 in cylindrical coordinates.
[Answer : z 2 = 1 4r 2 .]

4.3. Spherical Coordinates. Another coordinate system in 3-dimensional space is the

spherical coordinate system. Given a point P (x, y, z) with P the foot of the perpendicular
from P onto the xy-plane, let 0 be its distance from the origin, the angle that OP makes
with the x-axis and the angle that OP makes with the z-axis. Here is measured in the
counterclockwise sense from the x-axis with 0 2, and is measured from the z-axis
with 0 . Note that OP = sin and P P = cos .
c Department of Mathematics

Semester I (2013/14)

z..

....
.........
.
....

P (, , )

P (r, , 0)

Figure 32 Spherical coordinates 0, 0

The relations between Cartesian and spherical coordinates are given by the following formulas:
p
= x2 + y 2 + z 2 ,
cos = z , 0
x
cos = sin

x = sin cos , y = sin sin , z = cos

Example 4.4. The point (0, 2 3, 2) is in Cartesian coordinates. Find the spherical coordinates of this point.
q

Solution. First, we have = 02 + (2 3)2 + (2)2 = 4. Next, cos = z/ = 1/2. As

0 , we have = 2/3. Lastly, cos = x/( sin ) = 0. Thus, = /2 or 3/2. As
y = 2 3 > 0, 6= 3/2. That is = /2. Therefore the spherical coordinates of the point is
(4, /2, 2/3).
Example 4.5. The surface whose equation in spherical coordinates is = R, where R is
positive constant, is a sphere of radius R centred at the origin.
Example 4.6. Find the Cartesian equation of the surface whose equation in spherical coordinates is = sin sin .
Solution. x2 +y 2 +z 2 = 2 = sin sin = y. Completing squares, we have x2 +(y 12 )2 +z 2 =
1
1
1
4 . Therefore, the surface is a sphere with centre (0, 2 , 0) and radius 2 .
5. Vector Functions
Definition 5.1. A vector function r(t) is a function whose domain is a set of real numbers
and whose range is a set of vectors.
In other word,
r(t) = hf (t), g(t), h(t)i = f (t)i + g(t)j + h(t)k.
f, g, h are called the component functions of r.

Example 5.2. Consider the vector function r(t) = ht3 , ln(3 t), ti.
For each of the component functions to be defined, we must have 3 t > 0 and t 0. Thus
the domain of r is [0, 3). The image of r traces out a curve in R3 .
In general if r(t) = hf (t), g(t), h(t)i is a vector function, then x = f (t), y = g(t), z = h(t) give
the parametric equations of a curve in R3 .
c Department of Mathematics

Semester I (2013/14)

z..

..........................................................................

.
........
...
...
...
.
...
...
...
...
... ....
3
. .
................... ..
..... ... ..................
... .......
..
...
.
.
.
.
.
.
.
.
.
...
..
...................................................
.
.
................. ... ................
.. .. .......
...
...
...
... ................... ...
..
....
..............
...
...
.
.
.
...............
...
.
.
...
.
.
..
.
.
.
.
....
........
......

r(t)

Figure 33 A vector function

Example 5.3. The vector function r(t) = h1 + t, 2 + 5t, 1 + 6ti defines a curve which is a
straight line in R3 .
Example 5.4. Sketch the curve whose vector equation is r(t) = hcos t, sin t, ti.
Solution. The parametric equations of the curve are x = cos t, y = sin t, z = t. Consider a point
P (x, y, z) on this curve. Since the x, y and z coordinates of P satisfy the relation x2 + y 2 = 1,
it lies on the cylinder x2 + y 2 = 1.
z

Figure 34 A helix

Moreover, P lies directly above the point (x, y, 0), which moves counterclockwise around the
circle x2 + y 2 = 1. Since z = t, the curve spirals upward around the cylinder as t increases.
The curve is a Helix.
Example 5.5. Find the vector function that represents the curve of intersection C of the
cylinder x2 + y 2 = 1 and the plane y + z = 2.
Solution. Since C lies on the cylinder which projects onto the circle x2 +y 2 = 1 on the xy-plane,
we can write x = cos t, y = sin t with 0 t 2. Since C also lies on the plane, its x, y, z
coordinates should satisfy the equation of the plane. Thus, z = 2 y = 2 sin t. Consequently,
the vector equation of C is r(t) = hcos t, sin t, 2 sin ti.
c Department of Mathematics

Semester I (2013/14)

Figure 35 An ellipse

The curve C is an ellipse with centre (0, 0, 2) and it inclines at an angle 45 to the horizontal
plane.
Let r(t) = hf (t), g(t), h(t)i. The limit of r(t) as t tends to a is defined by:
lim r(t) = hlim f (t), lim g(t), lim h(t)i.

Example 5.6. Let r(t) = h1 + t3 , tet , sint t i. Find lim r(t).

sin t
i = h1, 0, 1i.
t
Definition 5.7. A vector function r is continuous at a if lim r(t) = r(a).
Solution. lim r(t) = hlim 1 + t3 , lim tet , lim
t0

That is r(t) = hf (t), g(t), h(t)i is continuous at a if and only if f (t), g(t), h(t) are continuous
at a.
5.1. Derivative of a vector function. Given a vector function r(t). Its derivative is
defines by:
r(t + h) r(t)
dr
= r (t) = lim
h0
dt
h
z..

z..

..
........
.....
..
..
...
....
..
PQ = r(t + h) r(t)
...
....
.......................... Q
..
............
...
.
.
.
.
.
.
... P
.
.... .........................................................
.. ........ .......... ...
..
..... . ......
..............
...
.....
........ ....
.
.
.
.
.
.
.
...
.....
.... .... ....
...
.....
...
... ... r(t) ..........
...
.
.
.
.
.
r(t
+
h)
.
.
.
.
.
....
.
....
.
....................
.
.
........
.
..
...... ..........
...........
...
................................
.
.
.
..................
..
..................
....
.................
.................. ...
....
..............
...
....
.
.
.
....
.
.
.........
.
......

..
........
.....
..
..
...
....
..

...
............. r (t)
....
r(t+h)r(t)
................................ Q
.
.
.
..
.
.
.
.
.
.
.......
..
....... .
h
... P
...... ...................................................................................
..............................
...... ......
.
.
.
.
.
.
.
.
.
.
.
.
...
...
.
.... ... ...
.
.
.
.
.
...
.
.....
...
.... .... ....
.....
...
... ...
.....
...
.....
...
... ...
....
.....
....................
....... .........
...... ........
.... ......
........
... ...................................
.
.
..................
...
.
.
..................
..................
...
..................
...
....
........
...
.
.
...
.
.
..........
.
......

Figure 36 Derivative of a vector function

r (t)

If
exists and is nonzero, we call it a tangent vector to the curve defined by r(t) at the
point P . See figure 36. In this case, T(t) = r (t)/|r (t)| is called the unit tangent vector.
Theorem 5.8. Let r(t) = hf (t), g(t), h(t)i, where f, g, h are differentiable functions of t. Then
r (t) = hf (t), g (t), h (t)i = f (t)i + g (t)i + h (t)k.

c Department of Mathematics

Semester I (2013/14)

Example 5.9. Let r(t) = h1 + t3 , 2t, 1i. Find the unit tangent vector to the curve defined by
r(t) at the point where t = 0.
Solution. First we have r (t) = h3t2 , 2, 0i. Thus, r (0) = h0, 2, 0i = 2j. Therefore, T(0) =
j.

2j
2

Example 5.10. Find parametric equations for the tangent line to the helix with parametric
equations x = 2 cos t, y = sin t, z = t at t = 2 .
Solution.

Figure 37 The tangent to the helix

The vector equation of the helix is r(t) = h2 cos t, sin t, ti. Thus, r (t) = h2 sin t, cos t, 1i
and r ( 2 ) = h2, 0, 1i is a tangent vector to the helix at t = 2 . Therefore, the parametric
equations of the tangent line are given by: x = 0 + (2)t, y = 1 + (0)t, z = 2 + (1)t. That is
x = 2t, y = 1, z = 2 + t.
Given a vector function r(t), we may compute successively r (t), r (t), r (t) etc, provided they
exist.
Theorem 5.11. Let u and v be differentiable vector functions of t, c a scalar and f a realvalued function. Then we have the followings:
d
(u(t) + v(t)) = u (t) + v (t).
1. dt
d
2. dt (cu(t)) = cu (t).
d
3. dt
(f (t)u(t)) = f (t)u(t) + f (t)v (t).
d
(u(t) v(t)) = u (t) v(t) + u(t) v (t).
4. dt
d
5. dt (u(t) v(t)) = u (t) v(t) + u(t) v (t).
d
6. (Chain Rule) dt
(u(f (t))) = f (t)u (f (t)).
Exercise 5.12. Suppose |r(t)| = c, where c is a positive constant. Show that r(t) is orthogonal
to r (t) for all t.
Let r(t) = f (t)i + g(t)j + h(t)k be a continuous vector function. The definite integral of r(t)
from t = 1 to t = b is defined as:

Z b

Z b
Z b
Z b
h(t)dt k.
g(t)dt j +
f (t)dt i +
r(t)dt =
a

Example 5.13. Let r(t) = 2 cos ti + sin tj + 2tk. Find

c Department of Mathematics

r(t)dt.

Semester I (2013/14)

Solution.

2
r(t)dt = [2 sin t]02 i [cos t]02 j + t2 02 k = 2i + j + k.
4

6. Functions of several variables

6.1. Functions of 2 variables.

Definition 6.1. A function f of 2 variables is a rule that assigns to each ordered pair of
real numbers (x, y) in a set D a unique real number denoted by f (x, y). Here D is called the
domain of f . The set of values that f takes on is called the range of f . That is Range of f =
{f (x, y) | (x, y) D}.
We usually write z = f (x, y) to indicate that z is a function of x and y. Moreover, x, y are
called the independent variables and z is called the dependent variable.
y.
...
.......
....
...
...
....
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
..
.
.
.
.
.
.
.
.
.
.
............
.........
....
...
.
........
.....
....... ...
........
..
..
.............
....................................
...
.....
..............
..........
...
...
.................
........
........
...
...
.......
.......
... ......... .........
..
...... .
..
.
.
.
.
.
......
.
.
.....
..
........
......
....
..
.....
.
..
.
.....
.
...
.
(x,
y)
.
.
.
.
.
...........................................................................................................................................................................................
...................................................................................
...
.
....
...
...
...
...
...
..
f
(x, y)
..
...
..
..
.
...
.
...
....
.....
....
..
......
..
...
.......
....
.......... ....
.......
.
..................
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.....................................
.....
..
....
.

Figure 38 f : D R

Example 6.2. Find the domain of f (x, y) = x ln(y 2 x).

Solution. The expression x ln(y 2 x) is defined only when y 2 x > 0. That is y 2 > x. The
curve y 2 = x separates the plane into two regions, one satisfying the inequality y 2 > x, the
other satisfying y 2 < x. To find out which region is determined by the inequality y 2 > x. Pick
any point in one of the regions and test whether it satisfies the inequality. If it does, then by
connectivity, that whole region is the one satisfying y 2 > x, otherwise, it must be the other
region. For example, pick the point (3, 2). Since 22 > 3, the region satisfying y 2 > x is the one
containing (3, 2). Thus, domain of f is {(x, y) R2 | y 2 > x}.
y.
. . . . . . ......... . . . . . . . . . .
. . . . . . ... . . . . . . . . . .
. . .
. . . . . . . .... . . . . . . .(3,
. .
. . . . . . . . . . . . . . . 2)
. . . . . . . ... . . . . . . . . . . ...
. . . . . . . . . . . . . . . .......
. . . . . . . .... . . . . . . ... ..... ......
. . . . . . . . . . . . ...
. . . . . . . ... . . . . ....... ...
. . . . . . . . . ....
. . . . . . . .... . ..........
. . . . . . . .
. . . . . . . ... ........
. . . . . . ..
. . . . . . . ....
...............................................................................................................................................................
. . . . . . . ....
. . . . . . ..
. . . . . . . .... .......
. . . . . . . ..
. . . . . . . ... . ........ .
. . . . . . . . . ...
. . . . . . . .... . . . .... ... ...
. . . . . . . . . . . . ..
y2 =
. . . . . . . ... . . . . . . ... ..... ..... ..
. . . . . . . . . . . . . . . ....
. . . . . . . .... . . . . . . . . . . ......
. . . . . . . . . . . . . . . . .
. . . . . . . ... . . . . . . . . . .
. . . . . . . . . . . . . . . . .
. . . . . . . .... . . . . . . . . . .

x
x

Figure 39 Domain of x ln(y 2 x)

Example 6.3. Find the domain and range of g(x, y) =

9 x2 y 2 .

Solution. The domain of g is {(x, y) R2 | 9 x2 y 2 p

0} = {(x, y) R2 | x2 + y 2 32 }
which is a circular disk of radius 3. Since 0 g(x, y) = 9 x2 y 2 3, the range of g lies
in [0,3]. Clearly every number in [0,3] can be expressed as g(x, y) for certain (x, y). Therefore
the range of g is the interval [0,3].
c Department of Mathematics

Semester I (2013/14)

Definition 6.4. Let f be a function of 2 variables with domain D. The graph of f is the set
of all points (x, y, z) R3 such that z = f (x, y).
z..

..
..........
....
(x, y, f (x, y))
...
...
.......
...
..................... ..........
....... ..................................
.
.
.
...
.
.. .
......
..
....
........
..
.....
..
.. ........................... ......
......
..... ....
...
.. ......................
..... .
...
.
.
..
.
.
...
..
..
..
...
..
..
..
...
.
.
..
.
.
...
..
..
..
...
.
.
..
.
.
...
.
.
..
.
.
...
..
..
..
...
..
..
..
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.............................................
.
.
..
.
...
...
.
.
.
.
.
.
.
...
.
.
.
.
..
..
..
...
.
.
.
.
.
.
.
.
.
.
.
.
....... ....................
...
......... ...
............ ..
....
...
..
...
...... ..................................................
....
......
.....
.
.
.
.
.
D
.
.......

f (x, y)

Figure 40 The graph of f

In general, the graph of f (x, y) is a surface in R3 .

Example 6.5. The graph of f (x, y) = 6 3x 2y is a plane. See Figure 41.
z..
..
.........
....
............(0, 0, 6)
.........
................
.. .
...........
................
..................
.......................
...................
........................
..........................
..............................
..........................
..............................
................................
.....................................
.............................. ...
.................. .....................
...................................................................... (0, 3, 0)
................................................................................... ..
..................
..... ................... .................
... . ..... . . . . . . .................
(2, 0, 0) ....................................................................
..
....
.........
......

Figure 41 z = 6 3x 2y

Example 6.6. The graph of h(x, y) = 4x2 + y 2 is an elliptic paraboloid.

z..

4x2 + y 2 = k, k > 0

Figure 42 z = 4x2 + y 2

The domain of h is R2 . Since 4x2 + y 2 0, the range of h is [0,). Each horizontal trace is
an ellipse with equation given by 4x2 + y 2 = k, where k > 0.
6.2. Level Curves.
Definition 6.7. The level curves of a function of 2 variables are the curves in the xy-plane
with equation f (x, y) = K, where K is a constant. (K is in the range of f )
c Department of Mathematics

Semester I (2013/14)

z..

.
........
...
............
....
.. ....
..
..
...
45 ........ ... ... ... ... ... ... ... ... ... .................... ... ... ................
z = f (x, y)
... .................. ...
...
...... ..... ... ... ... ... ..... ........
.
.
...
.
..
..... ..
... ................
...
.............
......................... ..
.
.
.
.
.
.
.
.
.
.
...
.
.
.
.
......
..
.. ............................................. ..
...
..
.....
.
.
.
.
..
..
.....
...
..
..
..
..
.....
..
..
...
..
......
........ ..
.
.
.
.
..
.
.
...
.
.
.
.............. ..
......
.. ........................................................
...
..
..
..
..
....
..
..
..
..
..
.
..
..
..................................................... ...
.
.
O
.
. ...................................... ..
...
.
.
.
.
.
..............................
.
.
.
.
.
.
.
...
............................... ....
.
.
.
.
..
.
...............
.
...
...
...
..
..
....
.
.
.
.
.
..
.
..
..
.
...
.
.
.
.
.
. ......................................... ..
...
.
.
.
.
.
.
.
.. ...............
... ..
...
............
.
...
....... ... ................................................ ... ............
....
.....
..
.... . ....................... ......
...
..... ..........
.
.....
..
...45
....
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
................. ................ 30 ........
......
.
........
.........
..
...
................
.........................
.
.
.........
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.............................
. ...
.

f (x, y) = 20

Figure 43 Level curves

Example 6.8. Sketch the level curves of f (x, y) = 6 3x 2y for K = 6, 0, 6, 12.

Solution. The level curves are 6 3x 2y = K which are straight lines.
y

K=
6 . ........... K. = 6
...
...
... ..
...
...
...
... ..
...
...
...
.....
...
...
...
...
...
...
.....
...
...
...
.. ...
...
...
.
...
.
...
...
.
.
.
...
...
...
. .....
.
.
.
...
...
...
...
...
... ....
...
.
...
...
... ..
...
.
...
...
... ..
...
.
.
...
... .
...
...
...
......
.
.
......................................................................................................................................................................................
...
...
. ...
...
.
.
...
...
...
... .....
...
.
...
.
...
...
...
...
... .....
...
...
.
.
.
.
.
.
... .
...
...
...
... ...
.
.
...
...
...
... ..
...
.
.
...
...
... ..
...
.
.
.
...
...
...
...
...
...
...
......
...
...
...
.. ....
...
...
...
... ....
..
..
..
...
.

K = 12.

Figure 44 Level curves of f (x, y) = 6 3x 2y

Example 6.9. Sketch some level curves of h(x, y) = 4x2 + y 2 .

Solution. If k < 0, then 4x2 + y 2 = K has no solution in (x, y). Therefore, there is no level
curves for K < 0. If K = 0, then 4x2 + y 2 = 0 has only one solution (0, 0). Thus, the level
curve consists of one single point at (0, 0).
y.
..
.........
...
....
.
..........4
.
.
.
.....
.
.
.
.
..... ... ........
.
.
...
...
....
.
...
..
.
...
.
.
...
...
....
...
..
.
.
.
...
.. 2
.
.
.
.
.
.
.
...
.
...... ............
.
...
.
..
... ... .....
..
....
.
..
..
.... ...........1 ....
...
.. .. .. ... ..
..
.
..
.
..
... ... .... .... ....
....
.
.
.
.
.
.
.
.
.
.
......................................................................
................................................................................
...
... ... .. .. ..
... ... .. .. ..
...
...
..
... ... ... ... ...
...
.
... ........ ...
...
...
... ... ...
...
...
... ... ...
...
..
..... .. ....
..
...
.
.
.
.
.
.
.
.
.
.
.
...
...
....
...
...
...
...
..
...
...
...
...
.
.
.
.
....
.
.
..... .... ........
.....................
...
....
...
.

h(x, y) = 4x2 + y 2

4x2 + y 2 = k, k > 0

Figure 45 Level curves of f (x, y) = 4x2 + y 2

If K > 0, the, 4x2 + y 2 = K is an ellipse. We may write this equation in the standard form:
x2

y2
+
= 1.
( 2K )2 ( K)2

c Department of Mathematics

Semester I (2013/14)

Thus, a larger K gives rise to an ellipse with longer major and minor axes.
Exercise 6.10. Sketch the level curves of p(x, y) = xy for K = 4, 1, 0, 1, 4. The graph of
p is shown in figure 46.

Figure 46 p(x, y) = xy

6.3. Functions of three or more variables. Let f : D R3 R be a function of

three variables. We can describe f by examining the level surfaces of f . These are surfaces in
R3 given by the equations f (x, y, z) = K, where K R.
Example 6.11. Let f (x, y, z) = x2 + y 2 + z 2 . The level surfaces of f are concentric spheres
with equations of the form x2 + y 2 + z 2 = K for K > 0. If K = 0, then the level surface
reduces to a point at the origin of R3 . For K < 0, there is no level surface for f .
z..

..
........
....
...
...
.
...................................
.
.
.
.
.
.
.
.
.
.
.
.
.
.........
.
.......
.
.
.
.
.......
.
.
.
......
.
....
.
.
.
.
.
.
..... K = 2
.
.....
..
.....
...
.
.....
.
.
.
.
....
.
...
.
.
...
.
.
..
...
.
.
.
... ... ... ... ..
...
.
.
.
.
.
.
.
.
.
.
.
...
.
.
.
.
.
.
.
.
.......................................................
.
.
...
... ... ..
..........
.
.
.
.
.. ... ...
..........
.
........
.
.
.
..
.
.
.
.
.
.
.
..
.
.
.
.
.
.
.. ...
.........
......
..
.....
. ..........
.
.
.
.
.
.
.........
.
.....
.
.... ... ... .
.... .....
.....
.
......... .
...
....
.
.
.
... .....
.
.........
.. . ... ... ... ... ... ... ... .....K = 1 ..... ....
........
......
.
.
... .. ...
....
..
....
.......... .
.
....
.....
..
....
...
.
.
...........................................................................
..... ... ... ... ... ... ......... ... ... ... ... ... ... .......................................
..
..
.
......
.....
..
...
.....
............ ....
......
.......
......
... ............................................... ....
... ....
... ..
... ..
..
... .......
.... ....
.
.
.
.
.
.
.
.
.
.
.
.
.
.
... ........
...... ...
.....
........
........
...
.......
........... .... ...................................
...
..........
...
.......................................................................
...
...
....
...
.
...
.
.
... ....
...
.
.
.... ....
.
... 2
2
2
......
.....
.... ..........
..... x + y + z = 2
...
......
......
.......
......
....
.
.
.
.
.
.
.
.
.
.
.
.
...........
.....
..
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
...............
...
.........
....

Figure 47 Level surfaces of f (x, y, z) = x2 + y 2 + z 2

Exercise 6.12. Sketch the level surfaces of q(x, y, z) = x2 + y 2 z 2 for K = 4, 1, 0, 1, 4.

7. Limits and Continuity
Definition 7.1. Let f be a function of two variables whose domain D includes points arbitrarily close to (a, b). We say that the limit of f (x, y) as (x, y) approaches (a, b) is L and we write
lim f (x, y) = L if for any positive number , there is a corresponding positive number
(x,y)(a,b)

such that
(x, y) D and 0 <
c Department of Mathematics

(x a)2 + (y b)2 < = |f (x, y) L| < .

Semester I (2013/14)

z..

.
........
...
....
..
...
...................................................................................
............
.................
......
L + .............
....
. ...
....
......
...................................
....
..
......
.
..............................
.
.....
.
.
.
.
.
L ............ ... ... ... ... ... ................ ... ... ... ... ... ......................................................................................................................
...
.
.
.
.
.
.
....... ...
.
....
...
.. ...
....
L .............
...
....
.. ..
...
............................................................
...
...
............................... .. ...
...
........................
. ..
...
.. ...
.. ...
...
.. ...
...
.. ...
...
.. ...
...
..
.. ...
.
. .
......................................................
.
.
................................. ...
...
.
.
. .........................................
...
................................
.
.
.. ....
.
.............................
.
.
.
.. ...
..
...
.
.
.
.. ...
.
.
.
...
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
..... ... .. ....
radius
of the disc
...
.
.
.
.
........................ =
(x,
y)
...
.
.
.
.
.
... ...
..
....
centred at (a, b)
... ... ... ....
...
.......
.....

f (x, y)

Figure 48

lim

(x,y)(a,b)

f (x, y) = L

Note that f is not required to be defined at (a, b). The idea is that as (x, y) approaches (a, b),
f (x, y) approaches L. In other words, f (x, y) can be made as close to the number L as we
wish by requiring (x, y) sufficiently close to (a, b). This is the meaning of the above definition.
y.
...
.........
....
...
...
...
.
................................
.
.
.
.
.
.......... ...
.........
....
... ..........
...
......
..
...
......
...
...
.....
.....................................................
...
......................
.............
...
...
............
....
...
...
...........
..... .........
.
............
.
.
..
.
.
.
.
.
.
.
.
.....
............ .
.
..
.... .. .....
.
.
.
.
.
...............
.
.
..
......
..
..
.
..
.
.
..
.
.
.....
.
.
.
...
.
.
.
.
.
.
.
.
.
.
.
.
.
..... ..
..............
.....
...
b
.
.
.
.
.
.
.
.
.....
...
..
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.....................................................
.
.
.
.
....
...

....
...
.
...
. ... ... ......
...
...
...
..
..
.
...
L L L+
..
.
..
.................................................................................................................................................................................................
.
..... ..
..
...... ..
a
..
.........
...
......
.....................
........................................................................
....
..
...
....

Figure 49

lim

(x,y)(a,b)

f (x, y) = L

The implication in definition 7.1 says that all points (x, y) which are inside the disc centred at
(a, b) with radius are mapped by f into the interval (L , L + ). See Figure 49.
z..

Figure 50 f (x, y) approaches L along different paths

It can be proved from the definition that if

lim

(x,y)(a,b)

f (x, y) = L exists, then

(i) its value L is unique, and

(ii) L is independent of the choice of any path approaching (a, b).
c Department of Mathematics

Semester I (2013/14)

Proposition 7.2. Let x = (t), y = (t) be the parametric equations of a path in R2 such that
((t), (t)) lies in the domain of f (x, y) for all t in a certain open interval containing to and
lim f (x, y) = L. Then lim f ((t), (t)) = L.
lim (t) = a and lim (t) = b. Suppose
tto

tto

(x,y)(a,b)

Proof Let any positive number. Since

lim f (x, y) = L, there exists a positive number

p
such that |f (x, y) L| < whenever 0 < (x a)2 + (y b)2 < .
(x,y)(a,b)

Now because lim (t) = a and lim (t) = b, there exists a positive such that |(t) a| < /2
tto

tto

and |(t) b| < /2 for all t satisfying 0 < |t to | < .

Thus for all t satisfying 0 < |t to | < , we have

p
p
0 < ((t) a)2 + ((t) b)2 < 2 /4 + 2 /4 <
so that

|f ((t), (t)) L| < .

This shows that lim f ((t), (t)) = L.
tto

Exercise 7.3. Prove that if

lim

(x,y)(a,b)

f (x, y) exists, then there its value is unique. That is

there is only one number L satisfying the definition 7.1.

Example 7.4. Show that

x2 y 2
does not exist.
(x,y)(0,0) x2 + y 2
lim

x2 y 2
. First lets approach (0, 0) along the x-axis.
x2 + y 2
x2 02
f (x, y) = lim f (x, 0) = lim 2
lim
= lim 1 = 1.
x0
x0 x + 02
x0
(x, y) (0, 0)

Solution. Let f (x, y) =

along y = 0

Next lets approach (0, 0) along the y-axis.

lim

(x, y) (0, 0)
along x = 0

02 y 2
= lim 1 = 1.
y0
y0 02 + y 2

f (x, y) = lim f (0, y) = lim

Since f has two different limits along 2 different paths, the given limit does not exist.
xy
Example 7.5. Show that
lim
does not exist.
2
(x,y)(0,0) x + y 2
xy
. First lets approach (0, 0) along the x-axis.
Solution. Let f (x, y) = 2
x + y2
x0
f (x, y) = lim f (x, 0) = lim 2
lim
= 0.
x0
x0 x + 02
(x, y) (0, 0)
along y = 0

Next lets approach (0, 0) along the y-axis.

lim

(x, y) (0, 0)
along x = 0

f (x, y) = lim f (0, y) = lim

0y
= 0.
+ y2

y0 02

At this point, we cannot conclude anything as the limit may exist or may not exist. Now lets
approach (0, 0) along the path y = x.
x2
1
f (x, y) = lim f (x, x) = lim 2
lim
= .
2
x0
x0
x
+
y
2
(x, y) (0, 0)
along x = y

c Department of Mathematics

Semester I (2013/14)

Since f has two different limits along 2 different paths, the given limit does not exist.
Example 7.6. Let f (x, y) =

xy 2
. Show that
x2 + y 4

lim

(x,y)(0,0)

f (x, y) does not exist.

Solution. Lets approach (0, 0) along the line y = mx, where m is any real number.
x (mx)2
x3 m 2
xm2
f (x, y) = lim 2
lim
=
lim
=
lim
= 0.
x0 x + (mx)2
x0 x2 (1 + m2 x2 )
x0 1 + m2 x2
(x, y) (0, 0)
along y = mx

Thus, the limit as (x, y) approaches to the origin along any straight line is zero. However, we
still cannot conclude anything as the limit may exist or may not exist. Now lets approach
(0, 0) along the curve y = x2 .
y2 y2
= 21 .
lim
f (x, y) = lim 4
x0 y + y 4
(x, y) (0, 0)
along y = x2

Since f has two different limits along 2 different paths, the given limit does not exist.
y.
...
.........
...
....
...
.... ............
....
...
.... .......
...
...........
....
...
......
....
.
.
.
.
.
.
.
....
. ........
....
....
.......
........... ...
......
... ................. . ..............
.......
.. .... ...... .........
....
.... .... ..... ....... ..............
.... .... .... ........
... ...............
...........................................................................................................................................................
....... ... ...
.
.
.
.
.
.
..... ....... ................
.
.
.
.
.
.
. .
.... ..
.... ....... ...........
.............. ...........
... ....... .......
.....
..........
.......... ....
...
.......
...
.......
....
............
.
.
.
.
.
.......
.
.......
....
....
............
.
....
.
.
.
.... .......
.
..
.
.
.
... ........
.
.
.
....
...
..

y2 = x

Figure 51 Approach (0, 0) along y 2 = x

Example 7.7. Prove that

3x2 y
= 0.
(x,y)(0,0) x2 + y 2
lim

Solution. Let a positive number. We wish to find a positive number such that

p
3x2 y

2
2

< .
0 < x + y < = 2

0

x + y2
In order to obtain
that
enables the above implication to hold. We begin by estimating
the

3x2 y
. Note that

0
the expression 2

x + y2

2
p

3x2 y
=3 x

x2 + y 2 .

0
|y|

3|y|

3

x2 + y 2
x2 + y 2
Thus, if we choose = /3, then

p
p

3x2 y
2
2
3 x2 + y 2 < 3 = .

0
0 < x + y < = 2

x + y2

By the definition of limit, we have

3x2 y
= 0.
(x,y)(0,0) x2 + y 2
lim

Remark 7.8. We remark that the usual limit theorems hold for limits of functions of two
variables. For example
lim

(x,y)(a,b)

(f (x, y) + g(x, y)) =

c Department of Mathematics

lim

(x,y)(a,b)

f (x, y) +

lim

(x,y)(a,b)

g(x, y).
33

Semester I (2013/14)

Definition 7.9. A function f of two variables is called continuous at (a, b) if

lim

(x,y)(a,b)

f (x, y) = f (a, b).

f is said to be continuous on D R2 if f is continuous at each point (a, b) in D.

Example 7.10. Every polynomial in x, y is continuous on R2 . Each rational function is con2 +x3 y
tinuous in its domain. For instance, the rational function f (x, y) = x x+y
is continuous on
D = {(x, y) R2 | x + y 6= 0}.

3x2 y
. Where is f continuous?
x2 + y 2
(
3x2 y
if (x, y) 6= (0, 0)
x2 +y 2
Exercise 7.12. Let f (x, y) =
Show that f is continuous on R2 .
0
if (x, y) = (0, 0).
Exercise 7.11. Let f (x, y) =

Remark 7.13. One may compute limits using polar coordinates. This is especially convenient
for limits at the origin and for those expressions that are independent of . More precisely,
one can prove that
lim f (x, y) = lim f (r cos , r sin ).
r0+

(x,y)(0,0)

Example 7.14. Find

lim

(x,y)(0,0)

(x2 + y 2 ) ln(x2 + y 2 ).

Solution. We shall change to polar coordinates.

lim (x2 + y 2 ) ln(x2 + y 2 ) =
lim r 2 ln (r 2 )
(x,y)(0,0)

(x,y)(0,0)

2 ln r
using LHopitals rule
(x,y)(0,0) r 2
2(1/r)
=
lim
=
lim r 2 = 0.
(x,y)(0,0) (2)(1/r 3 )
(x,y)(0,0)

lim

Remark 7.15. For functions of three or more variables, there are similar definition of limits
and continuity. See section 15.1 of [1]. More precisely, for functions of three variables, these
are stated as follows:
Definition 7.16.

lim

(x,y,z)(a,b,c)

f (x, y, z) = L if for any > 0, there is a corresponding > 0

such that
(x, y, z) D and 0 <

(x a)2 + (y b)2 + (z c)2 < = |f (x, y, z) L| < .

Definition 7.17. A function f is called continuous at (a, b, c) if

lim

(x,y,z)(a,b,c)

f (x, y, z) = f (a, b, c).

8. Partial Derivatives
Definition 8.1. Let f be a function of two variables. The partial derivative of f with respect
to x at (a, b) is
f (a + h, b) f (a, b)
fx (a, b) = lim
.
h0
h
The partial derivative of f with respect to y at (a, b) is
fy (a, b) = lim

c Department of Mathematics

f (a, b + h) f (a, b)
.
h
34

Semester I (2013/14)

There are different notations for the partial derivative of a function. If z = f (x, y), we write

z
f
=
f (x, y) =
,
fx (x, y) = fx =
x
x
x

z
f
=
f (x, y) =
.
fy (x, y) = fy =
y
y
y
In other words, in order to find fx , we may simply regard y as constant and differentiate f (x, y)
with respect to x. Similarly, to find fy , one can simply regard x as constant and differentiate
d
d
f (x, y) with respect to y. That is fx (a, b) =
f (x, b)|x=a and fy (a, b) =
f (a, y)|y=b .
dx
dy
Example 8.2. Let f (x, y) = x3 + x2 y 3 2y 2 . Then fx = 3x2 + 2xy 3 and fy = 3x2 y 2 4y.
Thus for example, fx (1, 1) = 5 and fy (1, 1) = 1.
Geometrically, fx (a, b) measures the rate of change of f in the direction of i at the point (a, b).
If we consider the line y = b on the xy-plane parallel to the x-axis and passing through the
point (a, b), the image of this line under f is a curve C1 on the surface z = f (x, y). Then
fx (a, b) is just the gradient of the tangent line to C1 at (a, b). Similarly, fy (a, b) is just the
derivative at (a, b) of the curve C2 traced out as the image of the line x = a under f .
the tangent line to
the curve C1 has
gradient fx (a, b)

z..

f (a, b)

z..

the tangent line to

the curve C2 has
gradient fy (a, b)

f (a, b)

y
x

Figure 52 Partial derivatives

Example 8.3. Find

z
x

and

z
y

if z is defined implicitly as a function of x and y by

x3 + y 3 + z 3 + 6xyz = 1.

Solution. Take partial derivative with respect to x on both sides:

z
z
3x2 + 3z 2
+ 6y(z + x ) = 0.
x
x
z
Solving for x , we have
z
x2 + 2yz
= 2
.
x
z + 2xy
Similarly,
z
y 2 + 2xz
= 2
.
y
z + 2xy
For functions of more than two variables, as such w = f (x, y, z), we can similarly define
fx , fy , fz ,
c Department of Mathematics

w w w
f f f
,
,
, or
,
,
.
x y z
x y z
35

Semester I (2013/14)

Exercise 8.4. Let f (x, y, z) = exy ln z. Find fx , fy and fz . Show that xfx = yfy .
As in the case of function of one variable, we may also define higher order partial derivatives
of a function of several variables. Let f be a function of x and y. Then fx and fy are also
functions of x and y. Thus we may consider (fx )x , (fx )y , (fy )x and (fy )y . For convenience,
we shall simply denote them by fxx , fxy , fyx and fyy respectively. These are the second order
partial derivatives of f .
There are other notations for the higher order partial derivatives. Suppose z = f (x, y). Then
we also write:

2z
2f
f
=
=
fxx =
x x
x2
x2

f
2z
2f
fxy =
=
=
y x
yx
yx

2
f
2z
f
fyx =
=
=
x y
xy
xy

2
2z
f
f
=
=
fyy =
y y
y 2
y 2
Example 8.5. Let f (x, y) = x3 + x2 y 3 2y 2 . Find fxx , fxy , fyx and fyy .

Solution. First fx = 3x2 + 2xy 3 and fy = 3x2 y 2 4y. Thus, fxx = 6x + 2y 3 , fyy = 6x2 y 4,
fxy = (fx )y = 6xy 2 and fyx = (fy )x = 6xy 2 .
Theorem 8.6. (Clairauts Theorem) If f is defined on an open disk containing the point (a, b).
If fxy and fyx are both continuous on D, then fxy (a, b) = fyx (a, b).
As a result of the above theorem, if the function f (x, y) has continuous partial derivatives
on some open disk, then the order of partial differentiation can be changed without affecting
the result. Similar result holds for functions of 3 or more variables. For a proof of Clairauts
Theorem, see Appendix F of [1].
Exercise 8.7. Let f (x, y, z) = sin(3x + yz). Find fxxyz and fxzyx . Show that fxxyy = fxyyx .
8.1. Tangent Plane. Let f be a function of two variables. The graph of f is a surface in
R3 with equation z = f (x, y). Let P (x0 , y0 , z0 ) be a point on this surface. Thus, z0 = f (x0 , y0 ).
Assuming a tangent plane to the surface exists, we shall find its equation.
z..

f (x , y )

Figure 53 The tangent plane

c Department of Mathematics

Semester I (2013/14)

Recall that the equation of a plane passing through P (x0 , y0 , z0 ) is of the form A(x x0 ) +
B(y y0 ) + C(z z0 ) = 0. Assuming the plane is not vertical, we have C is not zero. Thus
we may write the equation of the plane as
z z0 = a(x x0 ) + b(y y0 ).
The tangent line to C1 at P is obtained by taking y = y0 in the above equation. That is
z z0 = a(x x0 ). Since fx (x0 , y0 ) is the gradient of the tangent line C1 at P , we have
a = fx (x0 , y0 ). Similarly, b = fy (x0 , y0 ). Consequently, the equation of the tangent plane to
the surface z = f (x, y) at P is
z = z0 + fx (x0 , y0 )(x x0 ) + fy (x0 , y0 )(y y0 )
Example 8.8. Find the equation of the tangent plane to the elliptic paraboloid z = 2x2 + y 2
at the point (1, 1, 3).
Solution. Let f (x, y) = 2x2 + y 2 . Then fx (x, y) = 4x and fy (x, y) = 2y so that fx (1, 1) = 4
and fx (1, 1) = 2. Hence, the equation of the tangent plane at (1, 1, 3) is given by z = 3 + 4(x
1) + 2(y 1). That is z = 4x + 2y 3.
8.2. Linear Approximation. Since the tangent plane to the surface z = f (x, y) at P
is very close to the surface at least when it is near P , we may use the function defining the
tangent plane as a linear approximation to f . Recall that the equation of the tangent plane to
the graph of f (x, y) at P (a, b, f (a, b)) is
z = f (a, b) + fx (a, b)(x a) + fy (a, b)(y b).
Definition 8.9. The linear function L whose graph is this tangent plane is given by
L(x, y) = f (a, b) + fx (a, b)(x a) + fy (a, b)(y b).
L is called the linearization of f at (a, b). The approximation
f (x, y) L(x, y) = f (a, b) + fx (a, b)(x a) + fy (a, b)(y b)
is called the linear approximation or tangent plane approximation of f at (a, b).
Example 8.10. Let f (x, y) = xexy . Find the linearization of f at (1, 0). Use it to approximate
f (1.1, 0.1).
Solution First we have fx (x, y) = exy + xyexy and fy (x, y) = x2 exy . Thus fx (1, 0) = 1 and
fy (1, 0) = 1. Then, L(x, y) = f (1, 0)+fx (1, 0)(x1)+fy (1, 0)(y0) = x+y. The corresponding
linear approximation is xexy x + y. Therefore, f (1.1, 0.1) 1.1 + (0.1) = 1. The actual
value of f (1.1, 0.1) is 0.98542 round up to 5 decimal places.
8.3. The differential. Let z = f (x, y). As in the case of functions of one variable, we
take the differentials dx and dy to be independent variables.
c Department of Mathematics

Semester I (2013/14)

z..

..
.........
....
..
...
...
...
...
...
...
...
....
..
...
....
.

z = f (x, y)

y
dy)

Figure 54 The differential

Definition 8.11. The differential dz, or the total differential, is defined to be

dz = fx (x, y)dx + fy (x, y)dy.
Consider the differential of f at the point (a, b). The tangent plane approximation of f at
(a, b) implies that for a small change dx of a and a small change dy of b, the actual change z
of z is approximately equal to dz. In other words,
z dz = fx (a, b)dx + fy (a, b)dy.

Example 8.12. Let f (x, y) = x2 + 3xy y 2 . Find dz. If x changes from 2 to 2.05 and y
changes from 3 to 2.96, compare the values of z and dz.

z
z
dx + y
dy = (2x + 3y)dx + (3x 2y)dy. At the point (2, 3), dz = ((2)(2) +
Solution. dz = x
3(3))dx + ((3)(2) (2)(3))dy. That is dz = 13dx. Now we take dx = 2.05 2 = 0.05 and
dy = 2.96 3 = 0.04. Thus, dz = 13(0.05) = 0.65. For the actual change in z, we have
z = f (2.05, 2.96) f (2, 3) = 0.6449.

Definition 8.13. Let z = f (x, y). f is said to be differentiable at (a, b) if

where

lim

(x,y)(0,0)

z = fx (a, b)x + fy (a, b)y + 1 x + 2 y,

1 = 0 and

lim

(x,y)(0,0)

2 = 0.

Example 8.14. Prove that f (x, y) = xy is differentiable at (a, b).

Solution. First fx (x, y) = y and fx (x, y) = x. At the point (a, b), we have fx (a, b) = b and
fx (a, b) = a.
z = f (a + x, b + y) f (a, b)
= (a + x)(b + y) ab
= bx + ay + xy
= fx (a, b)x + fy (a, b)y + xy.
Here 1 = 0 and 2 = x. Clearly,
lim
1 = 0 and
lim
(x,y)(0,0)

(x,y)(0,0)

2 =

lim

(x,y)(0,0)

= 0. Thus, f (x, y) = xy is differentiable at (a, b).

Note that from the definition of differentiability, if f (x, y) is differentiable at (a, b), then fx (a, b)
and fy (a, b) exist. However the converse is not necessarily true.
c Department of Mathematics

Semester I (2013/14)

xy
x2 +y 2

if (x, y) 6= (0, 0)
. Show that fx (0, 0) and fy (0, 0)
0
if (x, y) = (0, 0)
exist but f is not differentiable at (0, 0).
Exercise 8.15. Let f (x, y) =

Theorem 8.16. Suppose fx (x, y) and fy (x, y) exist in an open disk containing (a, b) and are
continuous at (a, b). Then f is differentiable at (a, b).
Proof. Write
z = f (a + x, b + y) f (a, b)
= [f (a + x, b + y) f (a + x, b)] + [f (a + x, b) f (a, b)].

By assumption, fx and fy exist near (a, b). Thus when x and y are sufficiently small, we
may apply the Mean Value Theorem to each of the above differences. Then,
z = fy (a + x, b + c1 y)y + fx (a + c2 x, b)x,

where c1 , c2 (0, 1). Moreover, by the assumption that both fx and fy are continuous at (a, b),
we have
fy (a + x, b + c1 y) = fy (a, b) + 2 ,
fx (a + c2 x, b) = fx (a, b) + 1 ,
where
lim
2 = 0 and
lim
1 = 0. Thus, z = fx (a, b)x + fy (x, y)y +
(x,y)(0,0)

(x,y)(0,0)

1 x + 2 y, with both the limit of 1 and 2 tend to 0 as x and y tend to 0. Therefore

f is differentiable at (a, b).
That fx and fy are continuous in an open disk containing the point is only a sufficient condition
for the differentiability of f at the point. It is by no means necessary. See the following exercise.
2
1
if (x, y) 6= (0, 0)
(x + y 2 ) sin x2 +y
2
. Show that f is differExercise 8.17. Let f (x, y) =
0
if (x, y) = (0, 0)
entiable at (0, 0) but fx and fy are not continuous at (0, 0).
Theorem 8.18. (The chain rule, case 1) Suppose z = f (x, y) is a differentiable function of x
and y, where x = g(t), y = h(t) are both differentiable functions of t. Then z is a differentiable
functions of t and
dz
f dx f dy
=
+
.
dt
x dt
y dt
Proof. Exercise. See also [1] on page 952.
Example 8.19. Let z = x2 y + 3xy 4 , where x = sin 2t, y = cos t. Find

dz
.
dt

Solution.
z dx z dy
dz
=
+
= (2xy + 3y 4 )(2 cos 2t) + (x2 + 12xy 3 )( sin t).
dt
x dt
y dt
Theorem 8.20. (The chain rule, case 2) Suppose z = f (x, y) is a differentiable function of x
and y, where x = g(s, t), y = h(s, t) are both differentiable functions of s and t. Then z is a
differentiable functions of s and t and
z
f x f y
=
+
,
s
x s
y s
f x f y
z
=
+
.
t
x t
y t
c Department of Mathematics

Semester I (2013/14)

Example 8.21. Let z = ex sin y, where x = st2 , y = s2 t. Find

Solution.

z
z
and
.
s
t

z
z x z y
=
+
= (ex sin y)t2 + (ex cos y)(2st).
s
x s
y s
z
z x z y
=
+
= (ex sin y)(2st) + (ex cos y)(s2 ).
t
x t
y t

Exercise 8.22. Suppose z = f (x, y) has continuous 2nd order partial derivatives and x =
z
2z
r 2 + s2 , y = 2rs. Find
and
.
r
r 2
8.4. Implicit Differentiation. Suppose F (x, y) = 0 defines y implicitly as a function of
x. That is y = f (x). Then F (x, f (x)) = 0. Now we use the chain rule(case 1) to differentiate
F with respect to x. Thus
dy
dx
+ Fy
= 0.
Fx
dx
dx
Therefore,
dy
Fx
=
.
dx
Fy
dy
if x3 + y 3 = 6xy.
dx
Solution. Let F (x, y) = x3 + y 3 6xy. The given equation is simply F (x, y) = 0. Therefore,
Example 8.23. Find

dy
Fx
3x2 6y
=
= 2
.
dx
Fy
3y 6x

Next, suppose z is given implicitly as a function of x and y by an equation F (x, y, z) = 0. In

other words, one may solve z locally in terms of x and y in the equation F (x, , y, z) = 0 to
z
z
obtain z = f (x, y). Then F (x, y, f (x, y)) = 0. We wish to find
and
in terms of Fx , Fy
x
y
and Fz . To do so, we use the chain rule to differentiate the equation F (x, y, z) = 0 keeping in
mind that z is regarded as a function of x and y. We thus obtain:
x
y
z
+ Fy
+ Fz
= 0.
x
x
x
y
z
x
= 1 and
= 0. Thus Fx + Fz
= 0. Hence,
Note that
x
x
x
Fx

Fx
z
=
.
x
Fz
Similarly,
Fy
z
=
.
y
Fz
Exercise 8.24. Three ants A, B and C crawl along the positive x, y and z axes respectively.
A and B are crawling at a constant speed of 1 cm/s, C is crawling at a constant speed of 3 cm/s
and they are all traveling away from the origin. Find the rate of change of the area of triangle
ABC when A is 2 cm away from the origin while B and C are p
1 cm away from the origin. [The
1
area of the triangle A(x, 0, 0)B(0, y, 0)C(0, 0, z) is given by 2 x2 y 2 + y 2 z 2 + z 2 x2 .]
[Answer : 4 cm2 /s.]
c Department of Mathematics

Semester I (2013/14)

8.5. Directional Derivatives and the Gradient Vector.

Definition 8.25. Let f be a function of x and y. The directional derivative of f at (x0 , y0 )
in the direction of a unit vector u = ha, bi is
Du f (x0 , y0 ) = lim

f (x0 + ha, y0 + hb) f (x0 , y0 )

if this limit exists.

z..

..
..........
....
..
.. ... ... .
z = f (x, y)
.. ... ...
..
...
... ... .. ....................................
..
................
...
.............. .... ... ... ...
...........
..
..........
...
...
... ... ...
.. ..............
... ... ... ................
...
.......
... ..
......
.
.
...
.......
.
... ..
......
.
.
..
...
.
......
..... ..........................
...
(x0 , y0 , z0 ) ....
......
..........................P
...
..
......
.
.
...
.
.
.
.
.....
.........................................................................................................................
.
...
.
.
...
.
.....
.............................................................................................. .....................
.
.
.
.
...
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
......
....................................................................................................................................................................................... ..
...
.
.......
...
.
.......
.......................................................................................................................................................................
..
.
.
.
.
...
.
.
.
....
..
...................................................................................................................................................................
.
.
.
.
...
.
.
.
.
............. .................. ...........................
....
...
...
............... ......................................................................................................................................................................................................................
.....
.. ............
...............................................................................................................................
.....
...
... .........
............................................................................................................................... ........
...
........
......................................................................................................................................................................... .....
...
............................................................................................................................................................................
...
..................................................................................................................................
...
..............................................................................................................................................................................................................
...
......................................................................................................................................................................
...
......................................................................................................................................................................
...
..............................................................................................................................
...
......................................................................................................................................................................
...
......................................................................................................................................................................
.................
.
.
.................................................................................
................................
..
.
.
.
.
.
.
.
.
.
.
.
.
.
................................................................................................................................................................................................................................
..
.
.
.
..................................................................................................................................................................................
...
........................................................................................................................................
.
.
.....................................................................................................................
...
.
.
.
....................................
.............................................................................................................................................................................................................
...
...........
.................................................................................
...
...................................................................................................
....
...................................................................................
....
..................................
.................................h
...
.
.
.
.
.
.
.
.
..
P (x0 , y0 ) ...........................................................................................................................................................
....
.... .
....
...
u
= ha, bi
....
.
.
.
..
.
.
.
.
..........
......

Figure 52 Directional Derivative

Note that Di f (x0 , y0 ) = fx (x0 , y0 ) and Dj f (x0 , y0 ) = fy (x0 , y0 ), where i and j are the standard
basis vectors in R2 .
Theorem 8.26. Let f be a differentiable function of x and y. Then f has a directional
derivative in the direction of any unit vector u = ha, bi and
Du f (x, y) = fx (x, y)a + fy (x, y)b = hfx (x, y), fy (x, y)i u.

Proof. Consider g(h) = f (x0 + ha, y0 + hb). Clearly g (0) = Du f (x0 , y0 ). By the chain
f dy
dx

rule, g (h) = f
x dh + y dh . At h = 0, we have g (0) = fx (x0 , y0 )a + fy (x0 , y0 )b. Hence,
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.
Example 8.27. Let f (x, y) = x3 3xy + 4y 2 . Find Du f (1, 2), where u is the unit vector
making an angle of 6 with the positive x-axis.
Solution.

.
...
........
..
...
...
= hcos 6 , sin 6 i
........ u
.........
...
................. ... ... ... ... ..
...
... (1, 2)
...
...
...
...
...
................................................................................................

Figure 53 Directional Derivative of f

c Department of Mathematics

Semester I (2013/14)

First, fx = 3x2 3y, fy = 3x + 8y. Thus

fx (1, 2) = 3 and fy (1, 2) = 13. Therefore,
Du f (1, 2) = h3, 13i hcos 6 , sin 6 i = (13 3 3)/2.
Definition 8.28. Let f be a differentiable function of x and y. The gradient of f is the vector
function
f (x, y) = hfx (x, y), fy (x, y)i =

f
f
i+
j.
x
y

Thus we have the following formula for the directional derivative in terms of the gradient of f .
Du f = f u,

where u is a unit vector.

Example 8.29. Let f (x, y) = x2 y 3 4y. Find the directional derivative of f at (2, 1) in the
direction 3i + 4j.
Solution. The unit vector along 3i+ 4j is u = 53 i+ 54 j. The gradient of f is f = h2xy 3 , 3x2 y 2
4i. Thus f (2, 1) = h4, 8i. Consequently, Du f (2, 1) = f (2, 1)u = h4, 8ih 35 , 45 i = 4.
Definition 8.30. Let f be a function of x, y and z. The directional derivative of f at (x0 , y0 , z0 )
in the direction of a unit vector u = ha, b, ci in R3 is
f (x0 + ha, y0 + hb, z0 + hc) f (x0 , y0 , z0 )
h0
h

Du f (x0 , y0 , z0 ) = lim

if this limit exists.

Similarly, the gradient of a differentiable function f is defined to be
f = hfx , fy , fz i =

f
f
f
i+
j+
k.
x
y
z

The formula Du f = f u is also valid for any function f of more than 2 variables.
Exercise 8.31. Let f (x, y, z) = xyz 2 . Let u be the unit vector
Du f (1, 1, 1).

1 i
6

2 i
6

1 i.
6

Find

Theorem 8.32. Let f be a differentiable function of 2 or 3 variables. Let P be a point in the

domain of f . The maximum value of Du f (P ) is |f (P )| and it occurs where u has the same
direction as the gradient vector f (P ).
Proof. First Du f (P ) = f (P ) u = |f (P )||u| cos = |f (P )| cos , where is the angle
between f (P ) and u. Therefore, Du f (P ) attains its maximum value |f (P )| when = 0,
i.e. when u has the same direction as the gradient vector f (P ).
Exercise 8.33. Let f (x, y, z) = xey , P = (2, 0) and Q = ( 21 , 2).

(b) Find the rate of change of f at P in the direction P Q. In other words, find Du f (P ).
(b) In which direction does f have the maximum rate of change? and what is this maximum
rate of change?
c Department of Mathematics

Semester I (2013/14)

y. ..

Contour of f (x, y) = xe
.... ...
....... ....
.... . ....
... ... ....
... . .... ....
... ... ... ....
........ .... ....
... ....... ... ......
.....
... ... .... ....
......
......
....... ... ....
.......
... ...... ... ......
.......
........
... ... ... .... .......
.........
......
... ... .... ....
..........
......
...........
... ... ... .....
.......
............
.......
... ... .... ......
..............
........
.
.....
................
.
... .... ....
.
.................. f
......
..................
...........
...
... ... ....
......
. .............
.......
.
... .... .....
.
.............
........
.
... .....
.
.
.
.
.
.
...
.
.
.
.
..............
...........
.....
...
.
.
...
.
.
......
...
16
... ....................
......
....
...
............
....... .....
....
.. 8
...
........
.....
...
.......
......
.. ..............
......
.
...
4
..........................................................................2
..................................................................................................

P (2, 0)

Figure 54 f is the direction of steepest ascend

Theorem 8.32 implies that f has the maximal rate of increase at a point P when P is moving
along the direction of the gradient. In other words, f (P ) is along the direction of steepest
ascend. See figure 54 for the example in the above exercise.
8.6. Tangent Planes to Level surfaces. Let S be a surface with equation F (x, y, z) =
k, where k is a constant. That is S is a level surface of F . Let P (x0 , y0 , z0 ) be a point in S.
Lets find the equation of the tangent plane to S at P .
.............................................
.................
............
..........
..........
........
........
F......(P )
.......
........
......
.......
.
.
.
.
.
.
.
.
.......
...
.................................................................................
.
.
.
.
.
.
......
.
.
...
..
.
.
.
.
.
......
.
.
.
.
.
.
.
.
.
.
. ..P
..............
......
.
..
.
..
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.....
..
..
. ... ... . .. ... ... ... ... .....
.
.
.
.
.....
.
.
.
.
.
.
.
...
.....
.
..
.
...
.
.
.
.
.
.
.
.
.
.
.
.......
...
...................................................................................... .
.......
.
.
.
..
.......
.
.
.
.
.
.
.
.
.
.
.
.
...
.
..
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.....................
..........
.....
...
............
...............
......
.........
S.................................
.....
........
.......
.....
..
....
......
.
.
.
......
......
...
..... .....
......

F (x, y, z) = k

Figure 55 Tangent plane

Take any curve r(t) = hx(t), y(t), z(t)i on the surface S such that r(0) = (x0 , y0 , z0 ). Its
tangent vector r (0) shall lie on the tangent plane to S at P . Now if we use the chain rule to
differentiate F (x(t), y(t), z(t)) = k with respect to t, we have
Fx

dy
dz
dx
+ Fy
+ Fz
= 0.
dt
dt
dt

In other words, F r (t) = 0. At t = 0, we have F (P ) r (0) = 0. Therefore, F (P ) is

perpendicular to the tangent plane.
Equation of tangent plane:

hx x0 , y y0 , z z0 i F (x0 , y0 , z0 ) = 0.

Example 8.34. Find the equation of the tangent plane and the normal line at the point
(2, 1, 3) to the ellipsoid
x2
z2
+ y2 +
= 3.
4
9
2

Solution. Let F (x, y, z) = x4 + y 2 + z9 . Then F = hx/2, 2y, 2z/9i. Thus F (2, 1, 3) =

h1, 2, 2/3i. Therefore, the equation of the tangent plane is: hx+2, y1, z+3ih1, 2, 2/3i =
0. That is 3x 6y + 2z + 18 = 0. Also the equation of the normal line in symmetric form is
c Department of Mathematics

Semester I (2013/14)

given by

x+2
y1
z+3
.
=
=
1
2
23

In the special case in which the surface S is the graph of a function z = f (x, y), S can be
regarded as the level surface
F (x, y, z) f (x, y) z = 0.
In other words, the graph of z = f (x, y) is simply the level surface of F (x, y, z) at level 0.
In this case, F = hfx , fy , 1i is a normal vector to the tangent plane of S at (x, y, f (x, y)).
Therefore, if we consider a point P (x0 , y0 , f (x0 , y0 )) on the graph of z = f (x, y). The equation
of the tangent plane is given by
That is

hx x0 , y y0 , z f (x0 , y0 )i hfx , fy , 1i = 0.

z = f (x0 , y0 ) + fx (x0 , y0 )(x x0 ) + fy (x0 , y0 )(y y0 ).

This is the same formula obtained in 8.1.
9. Maximum and Minimum Values
Definition 9.1. f (x, y) has a local maximum (minimum) at (a, b) if f (x, y) f (a, b) (
f (x, y) f (a, b) ) for all points (x, y) in some disk with center (a, b). The number f (a, b)
is called a local maximum value (local minimum value).

Figure 56 A local maximum

A local minimum

Theorem 9.2. If f has a local maximum or a local minimum at (a, b) and fx (a, b) and fy (a, b)
exist, then fx (a, b) = 0 and fy (a, b) = 0. That is f (a, b) = 0.
Definition 9.3. A point (a, b) is called a critical point of f if fx (a, b) = 0 and fy (a, b) = 0,
or if one of these partial derivatives does not exist.

Figure 57 A critical point

Note that if f has a local minimum or a local maximum at (a, b), then (a, b) is a critical point
of f . However not all critical points of a function give rise to local maximum or local minimum.
In other words, at a critical point, a function could have a local maximum, or a local minimum
or neither.
Example 9.0.1. Let f (x, y) = x2 + y 2 2x 6y + 14. Find the local maxima and local minima
of f .
c Department of Mathematics

Semester I (2013/14)

Solution. First fx = 2x 2 and fy = 2y 6. Thus, fx = 0 and fy = 0 if and only if

(x, y) = (1, 3). Therefore f has a critical point at (1, 3). So f has a possible local maximum
or local minimum at (1, 3). As f (x, y) = 4 + (x 1)2 + (y 3)2 4, we see that f has a local
(in fact absolute) minimum at (1, 3).
Example 9.0.2. Find the local extrema (i.e. local maximum or local minimum) of f (x, y) =
y 2 x2 .
Solution. First fx = 2x and fy = 2y. Therefore, the only critical point is (0, 0). However, f
has neither a maximum nor a minimum at (0, 0). To see this, consider the function f along
y = 0, f (x, 0) = x2 < 0 for x 6= 0. So f has a local maximum along y = 0. On the other
hand, if we consider f along x = 0, we have f (0, y) = y 2 > 0 for all y 6= 0. Thus f has a local
minimum along x = 0. Therefore f has neither a maximum nor a minimum at (0, 0). Such a
point is called a saddle point.
z

y 2 x2

Figure 58 A saddle point

Definition 9.4. f is said to have a saddle point at (a, b) if there is a disk centered at (a, b)
such that f assumes its maximum value on one diameter of the disk only at (a, b), and assume
its minimum value on another diameter of the disk only at (a, b).
In other word, f has a saddle point at (a, b) if there are some directions along which f has a
local maximum at (a, b) and some directions along which f has a local minimum at (a, b).
Exercise 9.5. Let f (x, y) = x3 3xy 2 . Draw the contours of f near (0, 0). The point (0, 0)
is called a monkey saddle.
Theorem 9.6. (The Second Derivative Test) Suppose fxx , fxy , fyx and fyy are continuous on
a disk with centre (a, b) and suppose fx (a, b) = 0, fy (a, b) = 0. Let
D = fxx (a, b)fyy (a, b) fxy (a, b)2 .

(a) If D > 0 and fxx (a, b) > 0, then f has a local minimum at (a, b).
(b) If D > 0 and fxx (a, b) < 0, then f has a local maximum at (a, b).
(c) If D < 0, then f has a saddle point at (a, b).
Note that if D = 0, then no conclusion can be drawn from it. The point can be a local
maximum, a local minimum, a saddle point or neither of these. Interested readers are invited
to come up with examples for all these cases.
Proof. Consider first an example. Let f (h, k) = Ah2 + 2Bhk + Ck 2 . Suppose A 6= 0. We may
write f in the form

f (h, k) = A (h + Bk/A)2 + (AC B 2 )k2 /A2 .

Assume AC B 2 > 0 and A > 0. Then f (h, k) 0 and f (h, k) = 0 only if (h, k) = (0, 0).
Thus f has a minimum at (0, 0). Similarly, if AC B 2 > 0 and A < 0, then f has a maximum
c Department of Mathematics

Semester I (2013/14)

at (0, 0). Next suppose AC B 2 < 0 and A > 0, then f has a minimum along the line k = 0
at (0, 0) but a maximum along the line Ah + Bk = 0, thus giving a saddle point at (0, 0).
Now suppose f has continuous partial derivatives of second order. Then f has a second order
Taylor formula as follows:
f (x + h, y + k) = f (x, y) + hfx (x, y) + kfy (x, y)

+ 12 h2 fxx (x, y) + 2hkfx,y (x, y) + k 2 fyy (x, y) + R((h, k), (x, y)) ,

where R((h, k), (x, y))/(h2 + k2 ) 0 as (h, k) (0, 0).

The proof is by Taylors Theorem for function of a single variable. We shall omit the proof of
this part. Now suppose f has a critical point at (0, 0) such that fx (0, 0) = fy (0, 0) = 0. For
simplicity, we may also assume f (0, 0) = 0. Then the above Taylor formula becomes

1 2
h fxx (0, 0) + 2hkfx,y (0, 0) + k2 fyy (0, 0) + R((h, k), (0, 0)),
f (h, k) =
2
where R((h, k), (0, 0))/(h2 + k2 ) 0 as (h, k) (0, 0).
When (h, k) is sufficiently close to (0, 0), the term R is negligible and f has a maximum,
(minimum or saddle point) if and only if the function
h2 fxx (0, 0) + 2hkfx,y (0, 0) + k2 fyy (0, 0)
has a maximum, (minimum or saddle point). Thus the result follows from the discussion of
the example.
Example 9.0.3. Find the local maximum, local minimum and saddle points (if any) of f (x, y) =
x4 + y 4 4xy + 1.

Solution. First, fx = 4x3 4y and fy = 4y 3 4x. Now we proceed to solve 4x3 4y = 0 and
4y 3 4x = 0 for the critical points. The two equations are equivalent to y = x3 and x = y 3 .
Substituting one into the other, we obtain x9 x = 0. That is x(x+1)(x1)(x2 +1)(x4 +1) = 0.
Thus the real solutions are x = 0, 1, 1. Therefore, the critical points are (0, 0), (1, 1) and
(1, 1). To apply the second derivative test, we compute the second order partial derivatives.
2 = 144x2 y 2 16.
fxx = 12x2 , fyy = 12y 2 , fxy = 4. Thus D(x, y) = fxx fyy fxy

At (0, 0), D(0, 0) = 16 < 0. Hence, f has a saddle point at (0, 0). At (1, 1), D(1, 1) =
128 > 0 and fxx (1, 1) = 12 > 0. Hence f has a local minimum at (1, 1). At (1, 1),
D(1, 1) = 128 > 0 and fxx (1, 1) = 12 > 0. Hence f has a local minimum at (1, 1).

Definition 9.7. A bounded set in R2 is one that is contained in some disk. A closed set in
R2 is one that contains all its boundary points.
.........
........... . ...........
..... . . . . . ....
................ ....
.... . . . . . . . ..
................................
......................
... . . . . . . . . ...
......................
....................
...... . . . . .....
...........................

..........................................................
... . . . . . . . . ...
.......................
......................
....................................................................

Bounded sets and closed sets

...............................................
... . . . . . . . ..
....................
.... . . . . ....
.................
....... . .......
..........

not bounded

not closed

Figure 59 Sets in R2

c Department of Mathematics

Semester I (2013/14)

Theorem 9.8. (Extreme Value Theorem) If f is continuous on a closed, bounded set D in R2 ,

then f attains an absolute maximum value f (x1 , y1 ) and an absolute minimum value f (x2 , y2 )
at some points (x1 , y1 ) and (x2 , y2 ) in D.
The following is a procedure to find the absolute maximum and the absolute minimum value
of a function defined on a closed and bounded set.
1. Find the values of f at the critical points.
2. Find the extreme values of f on the boundary of D.
3. The largest of the values from 1. and and 2. is the absolute maximum value and the
smallest of the values from 1. and and 2. is the absolute minimum value
Example 9.9. Find the absolute maximum and minimum values of f (x, y) = x2 2xy + 2y
on the rectangle D = {(x, y) | 0 x 3, 0 y 2}.
Solution. First fx (x, y) = 2x 2y and fy (x, y) = 2x + 2. Thus fx (x, y) = 0 and fy (x, y) = 0
if and only if (x, y) = (1, 1). That is (1, 1) is the only critical point in the interior of the
rectangle.
y.
...
..........
...
.
(0, 2) .........................................L
(3, 2)
.......3
.......................................
......................................................
......................................
......................................
......................................
.. . . . . . . . . . . . . . . . ...
L4 ........................................................................... L2
.
..
(1, 1)
......................................................
......................................
......................................
.....................................................................................................................

(0, 0)

(3, 0)

Figure 60

Along L1 : y = 0. That is f (x, 0) = x2 for x (0, 3) which is increasing, thus giving no critical
point along L1 .
Along L2 : x = 3. That is f (3, y) = 9 6y + 2y = 9 4y for y (0, 2) which is decreasing,
thus giving no critical point along L2 .
Along L3 : y = 2. That is f (x, 2) = (x 2)2 for x (0, 3). It has a critical point (a local
minimum) at x = 2. That is at the point (2, 2).
Along L4 : x = 0. That is f (0, y) = 2y for y (0, 2) which is increasing, thus giving no critical
point along L4 .
Now lets compute the values of f at all the critical points (including the the four vertices of
the rectangle).
f (1, 1) = 1, f (2, 2) = 0, f (0, 0) = 0, f (3, 0) = 9, f (3, 2) = 1, f (0, 2) = 4. Thus the absolute
maximum value of f is 9 and the absolute minimum value is 0.
Exercise 9.10. Find the maximum and minimum values of f (x, y) = x2 + y 2 x y + 1 on
the triangular region R with vertices (0, 0), (2, 0), (0, 2). See Figure 61.
[Answer : Maximum value = 3, Minimum value = 1/2.]
y.
...
........
...
..
(0, 2) ......
..
...........
... . ....
............
.............
..............L2
L3 ......................................
.... . . . . . ....
.......................
..........R
. . . . . ...
.. . . . .................
...............................................................................................................................
.

(0, 0)

(2, 0)

Figure 61

c Department of Mathematics

Semester I (2013/14)

10. Lagrange Multipliers

In this section we consider the problem of maximizing or minimizing a function f (x, y) subject
to a constraint g(x, y) = 0.
z..
..
..........
...
..
....
.
... .... .......................
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.........
.......
.
.
.
......
.
.
....
.
...
...
z = f (x, y)
....
.....
.
..
..
....
.........
.....
.
.
.. ..........
........
..
................................................................. ....
..
..
...
...
...
...
... .
...
...
.
..........
..... ....
.
.
.
.
... ....
... .
...
....
..... ....
...
... .... ..........
..
..
.. .. .. .....
.....
.. ....
. ..........
......
... .
.
.
.
.. ......................... ... .. ... ... .............. .. ..
...
..
.
.
....
...
...
....
...
..
...
..
......... ... ........ ... ... .........
.
.
.
.
.
.
.
.
.
.
.
.
.
. . .......
... ....
...
.... .... ..........
.....
.. . ..
..
.
..........................................................................................................................................................................................
...
..
.
.
...
.....
.
.
....
........ .....
.
.
.
.
.
.
.............
.............
.... .................
....
g(x, y) = 0
...
....
.
.
.
.
...
..........
.
.
..

Figure 62

If we confine the point (x, y) to lie on the curve g(x, y) = 0 on the xy-plane, its image under
f gives a curve on the graph of z = f (x, y). We are looking for the highest and lowest points
of this curve. Suppose the extreme value of f (x, y) subject to the constraint g(x, y) = 0 is k
and is attained at the point (x0 , y0 ). By examining at the contour of f , we see that at the
extreme point, the curve g(x, y) = 0 must touch the level curve f (x, y) = k, because if the curve
g(x, y) = 0 cuts across the level curve f (x, y) = k, one can still move the point along g(x, y) = 0
so as to increase or decrease the value of f . In other words, the gradients of f and g must be
parallel at the extreme point (x0 , y0 ). Consequently, we must have f (x0 , y0 ) = g(x0 , y0 )
if g(x0 , y0 ) 6= 0.
y.
f
.

g(x, y) =

..
....
.........
.......
.....
...
..
..
... .
.
.. ...
....
...
...
..
..
... ..
...
...
...
..
..
... ...
...
...
...
....
.
.
.
... ...
.
.
...
.... ...... g
...
... ...
...... ....
...
...
.........
....
...
...
... ....
...
........ f (x, y)
....
...
...
...
...... ........................
.....
...
...
....
...
.
.
...
......
...
....
.
.
.
...
.
.
.
.
.
..
...
....
....
...
.......................
..
y0 ......
..... ............... ............................................... f (x, y)
...
...
.........
....
....
...
...
....
..................
.
.
.
.
.....
.. ..
.
.
.
.
........
....
..... .......
............
... ......
........
.................................................. f (x, y)
..
...
..
....
0 .......... ...... ............... ............ .....................
......
.
.......
.
..........
... .
....
.............
... ...........................................
..........................
.......
...
f (x, y) = 9
.......
........
....
.........
..
............
............. f (x, y) = 8
...
.
.
..........................................................................................................................................................
..
....
x0

= 12
= 11
= 10

Figure 63 Lagrange Multiplier

The same principle applied to functions of three variables. Lets state the method of Lagrange
Multiplier in this setting. The objective is to find the extreme values of f (x, y, z) subject to
the constraint g(x, y, z) = 0 (assuming that these extreme values exist). Below is an outline of
the procedure.
(a) Find all x, y, z and such that
f (x, y, z) = g(x, y, z)

()

and g(x, y, z) = 0. (Assuming at each of these solutions g 6= 0.)

(b) Evaluate f at all points (x, y, z) obtained in (a). The largest of these values is the
absolute maximum of f ; the smallest is the absolute minimum of f .
c Department of Mathematics

Semester I (2013/14)

The number is called a Lagrange Multiplier.

The equation () is equivalent to fx = gx , fy = gy , fz = gz .
Example 10.1. Find the extreme values of f (x, y) = x2 + 2y 2 on the circle x2 + y 2 = 1. See
figure 62.
Solution Since the circle is a closed and bounded set and f is a continuous function, there
is always an absolute maximum and an absolute minimum of f over it. They are among
the extreme values of f defined over the circle. To find them, first f (x, y) = h2x, 4yi and
g(x, y) = h2x, 2yi. Thus f (x, y) = g(x, y) is equivalent to

2x = 2x,
4y = 2y.

Together with the constraint x2 + y 2 = 1, we need to solve the following system of equations
in x, y and :

2x( 1) = 0,
2y( 2) = 0,
2
x + y2
= 1.
The first equation gives either x = 0 or = 1.
If x = 0, then the constraint equation gives y = 1. Thus we have the solutions (0, 1), (0, 1).
If = 1, then the second equation gives y = 0. Thus, by the constraint equation, we have the
solutions (1, 0), (1, 0).
Consequently, we have four solutions (0, 1), (0, 1), (1, 0), (1, 0). Now f (0, 1) = 2, f (0, 1) =
2, f (1, 0) = 1, f (1, 0) = 1. Therefore, the absolute maximum value is 2 and the absolute minimum value is 1.
Exercise 10.2. Find the rectangular box with the largest volume that can be inscribed in the
ellipsoid
x2 y 2 z 2
+ 2 + 2 = 1.
a2
b
c
[Answer:
z..

8abc
3

Figure 64

Exercise 10.3. Find the point on the sphere x2 + y 2 + z 2 = 4 that are closest to and farthest
from the point (3, 1, 1). (Consider the line passing through (3, 1, 1) and the centre of the
sphere, it intersects the sphere diametrically at two points.)

[Answer: Min = 11 2 at ( 611 , 211 , 2

),
Max
=
, 2
, 211 ) ]
11 + 2 at ( 6
11
11
11
Example 10.4. Find the extreme values of f (x, y) = x2 + 2y 2 on the disk
D = {(x, y) | x2 + y 2 1}.
c Department of Mathematics

Semester I (2013/14)

Solution. First we find the critical points of f in the interior of D. As fx (x, y) = 2x and
fy (x, y) = 4y, the only critical point in the interior of D is (0, 0). Next we shall find the critical
points on the boundary of D, i.e. on the circle x2 + y 2 = 1. Using the method of Lagrange
multipliers as in example 10.1, we obtain 4 critical points (1, 0), (1, 0), (0, 1), (0, 1). Now,
f (0, 0) = 0, f (0, 1) = 2, f (0, 1) = 2, f (1, 0) = 1, f (1, 0) = 1. Therefore, the absolute
maximum value is 2 and the absolute minimum value is 0.
Remark 10.5. If we define a new function L(x, y; ) = f (x, y)g(x, y). Then L
x = fx gx ,
L
L
y = fy gy and = g. Therefore, the critical points of L correspond to the extreme points
of the original problem. The L is a called a Lagrangian.
The method of Lagrange Multipliers can be applied to the case of more than one constraints.
Consider the problem of maximizing or minimizing f (x, y, z) subject to the constraints g(x, y, z)
= 0 and h(x, y, z) = 0. If f attains an extreme value at (x0 , y0 , z0 ) , then
f (x0 , y0 , z0 ) = g(x0 , y0 , z0 ) + h(x0 , y0 , z0 ).
(For this linear combination to be valid, we need to assume g(x0 , y0 , z0 ) 6= 0 and h(x0 , y0 , z0 )
6= 0 and that they are not parallel.)
Solving this vector equation and the constraint equations give all the possible extreme points.
Equating components, these equations are equivalent to the following system:

fx (x, y, z)

fy (x, y, z)
fz (x, y, z)

g(x,
y, z)

h(x, y, z)

=
=
=
=
=

gx (x, y, z) + hx (x, y, z)
gy (x, y, z) + hy (x, y, z)
gz (x, y, z) + hz (x, y, z)
0
0

In this case, we have two multipliers.

Example 10.6. Find the maximum value of f (x, y, z) = x+2y +3z on the curve of intersection
of the plane x y + z = 1 and the cylinder x2 + y 2 = 1.
Solution. We wish to maximize f (x, y, z) = x + 2y + 3z subject to the constraints g(x, y, z) =
x y + z 1 and h(x, y, z) = x2 + y 2 1.

Figure 65

c Department of Mathematics

Semester I (2013/14)

First we have f = h1, 2, 3i, g = h1, 1, 1i and h = h2x, 2y, 0i. Thus we need to solve the
system of equations: f = g + h, x y + z = 1, x2 + y 2 = 1. That is

1
= + 2x
(1)

= + 2y
(2)
2
3
= +0
(3)

y
+
z
=
1
(4)

2
x + y2
= 1
(5)

From (3), = 3. Substituting this into (1) and (2), we get x = 1 and y =
6= 0 by (2) and (3).
5
7
From (4), we have z = 1 x + y = 1 + 1 + 2
= 1 + 2
.
(6)

5
2 .

Note that

5 2
Using (5), we have ( 1 )2 + ( 2
) = 1. From this, we can solve for , giving = 229 .
Thus x = 229 or x = 229 . The corresponding values of y are 529 , 529 . Using (6), the

corresponding values of z are 1 +

7 , 1
29

7 .
29

Therefore, the two possible extreme values are at P1 = ( 229 , 529 , 1 + 729 ) and P2 =

( 229 , 529 , 1 729 ). As f (P1 ) = 3 + 29 and f (P2 ) = 3 29, the maximum value is

3 + 29 and the minimum value is 3 29.

11. Multiple Integrals
11.1. Volume and Double Integrals. Let f be a function of two variables defined over
a rectangle R = [a, b] [c, d]. We would like to define the double integral of f over R as the
(algebraic) volume of the solid under the graph of z = f (x, y) over R.
z..

z = f (x, y)

= {(x, y) R | a x b, c y d}

Figure 66

To do so, we first subdivide R into mn small rectangles Rij , each having area A, where
) inside
i = 1, , m and j = 1, , n. For each pair (i, j), pick an arbitrary point (xij , yij

Rij . We then use the value f (xij , yij ) as the height of a rectangular solid erected over Rij .
)A. The sum of the volume of all these small rectangular solids
Thus its volume is f (xij , yij
approximates the volume of the solid under the graph of z = f (x, y) over R. This sum
n
m X
X

f (xij , yij
)A

i=1 j=1

is called a Riemann sum of f . We define the double integral of f over R as the limit of the
Riemann sum as m and n tend to infinity. In other words,
c Department of Mathematics

Semester I (2013/14)

Definition 11.1. The double integral of f over R is

f (x, y) dA =
R

lim

m,n

m X
n
X

f (xij , yij
)A

i=1 j=1

if this limit exists.

Theorem 11.2. If f (x, y) is continuous on R, then

f (x, y) dA always exists.

If f (x, y) 0, then the volume V of the solid lies above the rectangle R and below the surface
z = f (x, y) is
ZZ
f (x, y) dA.
V =
R

11.2. Iterated Integrals. Let f (x, y) be a function defined on R = [a, b] [c, d]. We
Z d
f (x, y)dy to mean that x is regarded as a constant and f (x, y) is integrated with
write
c
Z d
f (x, y)dy is a function of x and we can
respect to y from y = c to y = d. Therefore,
c

integrate it with respect to x from x = a to x = b. The resulting integral

Z bZ
a

f (x, y)dydx
c

is called an iterated integral. Similarly one can define the iterated integral

Example 11.3. Evaluate the iterated integrals (a)

x2 y dydx, (b)

dZ b

f (x, y)dxdy.

2Z 3

x2 y dxdy.

3 x=3
3x2
x
dx =
= 27/2.
x y dydx =
dx =
Solution. (a)
2 y=1
2
2 x=0
0
0
0
1
2 y=2
Z 2 3 x=3
Z 2Z 3
Z 2
x y
9y
2
x y dxdy =
(b)
9y dy =
dy =
= 27/2.
3 x=0
2 y=1
1
1
0
1
Z

3Z 2

3 2 2 y=2
x y

3Z 2

Consider a positive function f (x, y) defined on a rectangle R = [a, b] [c, d]. Let V be the
volume of the solid under the graph of f over R. We may compute V by means of either one
of the iterated integrals:
Z bZ
a

c Department of Mathematics

f (x, y)dydx,

dZ b

f (x, y)dxdy.

Semester I (2013/14)

z..

..
........
z = f (x, y)
....
.........
...
......... ....
..
........ .... ..
.......
...
.. ...
.......
.
.
.
.
.
...
.
.
.
....
.. ..
...
........
.
...
.........
...
..
....
........
..........
...
...
..
............... ....
.
.. ...
.
.
.
.
.
...
.
..
.
.
.................. ...
.
.
.
.. ..
.
.
.
.
...
.
..
.
.
.
... ........................................................ ...
.
...
..
.
......................................................... ...
.
...
..
.
.. ...... ......................................... ...
.
.
...
..
.
.
.
...... .
...
........................................................... ....
..
.
............................ ..
.
...
..
.
.. . . ... . . .c. . . .... . . ...
..
.
...
.
.
...................................................................................................................................................................................d
..
.
.
......................................
.. . . .. . . .. . . . ... . . ...
.
...
.
.
.
.
..
.
........ ..................... ...
..
...
.
.
.
.
..
.
.
.............................. ...
..
.
.
.
.
.
.
.
. . .......................................................................
..
a............
...................................................... .... ......
..
...
.................................... ... .....
..
...
..............................................................................................
.
x................
... ......
.. .....
.. .....
.. .....
..
.
.
....
...........
..............................................................................
b.....
..........
.
....

Figure 67

RbRd
a

f (x, y)dydx

Figure 68

RdRb
c

f (x, y)dxdy

Theorem 11.4. (Fubinis Theorem) If f (x, y) is continuous on R = [a, b] [c, d], then
Z bZ d
Z dZ b
f (x, y)dydx =
f (x, y)dxdy.
a

More generally, this is true if f is bounded on R, f is discontinuous only at a finite number of

smooth curves, and the iterated integrals exist. Furthermore, the theorem is valid for a general
closed and bounded region as discussed in the subsequent sections.
Example 11.5. Find the volume of the solid S that is bounded by the elliptic paraboloid
x2 + 2y 2 + z = 16, the planes x = 2, y = 2, and the 3 coordinate planes. See figure 69.
Z 2Z 2
ZZ
2
2
16 x 2y dA =
16 x2 2y 2 dxdy = 48.
Solution. Volume =
0

z..

..
.........
.
........
.
.
.
.
.
... .. ................
.... ..
......
... ....
.....
.
.....
...
...
.....
....
...
...
... z = 16 x2
.
..
.
.
...
..
..
...
.
.
...
..
..
.
.
...
...
....
...
...
.................
...
...
........... ..
...
.
...........
...
...........
.
.
.
.
.
.
...
....
...
.
.. ...............
.
.
.
.
.
..
.......
....
....
....... .........
....
..
.......
....
...
..........................................................................2
...
.
.
.
. ................................
..
.
.
.
.
.
...
.
.
.
.
...
...
.
...
.
.
.
.
.
.
...
...
.
...
.
.
.
.
.
R ... ......
...
...
...
... .....
... .....
2.......................................................................................
..
.
.
...
...
....
....
...
.
.
.
.
.
..
......

2y 2

Figure 69

Example 11.6. Let R = [0, 2 ] [0, 2 ]. Evaluate

Solution.

sin x cos y dA =
R

c Department of Mathematics

16 x2 2y 2 dA

sin x cos y dA.

sin x cos y dydx =

sin x dx

cos y dy = 1 1 = 1.
53

Semester I (2013/14)

In general, if f (x, y) = g(x)h(y), then

g(x)h(y) dA =
R

g(x) dx
a

h(y) dy ,

where R = [a, b] [c, d].

11.3. Doubles Integral over General Regions. Let f (x, y) be ZaZcontinuous function
f (x, y) dA can be
defined on a closed and bounded region D in R2 . The double integral
D

defined similarly as the limit of a Riemann sum.

z..

z = f (x, y)
..
..........
....
...
...
...............................
.
......
...
..... ... ... ... ... ............
...
..... ... ...
..
.......
...
......
............................................. ..
...
..
..
...
..
..
...
..
..
...
....................................
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
..
..
..
.
.
.
.
.
..
.........................................
.
.
.
.
.
.
.
.
.
.
.
...
..
.
.
.
.
.
.
.
D
.
.
.
.
..
....
.......................................
....
. ...
.......
.... .

Figure 70 Double integral over a more general region

In particular, if D is one of the following two types of regions in R2 . We may set up the
corresponding iterated integral to compute it.
If D is the region bounded by two curves y = g1 (x) and y = g2 (x) from x = a to x = b, where
g2 (x) g1 (x) for all x [a, b], we called it a type 1 region. In this case, the double integral of
f over D can be expressed as an iterated integral as given in figure 71.
Similarly, if D is the region bounded by two curves x = h1 (y) and x = h2 (y) from y = c to
y = d, where h2 (y) h1 (y) for all y [c, d], we called it a type 2 region. In this case, the
double integral of f over D can be expressed as an iterated integral as given in figure 72.
y.

..
y = g2 (x)
..........
...
.......
...........
. ..................................... ...............
...
.
...
...
....
....
.
.
...
.
.
...
...
....
....
...
.
.
...
...
.
.
..
..
...
.
.
....
..
..
...
..
.
.
D
..
..
...
.
...
.
.. ................... ...
...
.
...
..... ..
.......
.
...
.
.
.
.... ..
..
.
....
.
...
.
.....
...
.
.
...
.
.
...................
...
...
y = g1 (x)
...
.
.
.
.
...........................................................................................................................................
.
.
.

f (x, y) dA =

Z bZ
a

g2 (x)

f (x, y) dydx
g1 (x)

Figure 71 Type 1 region

c Department of Mathematics

Semester I (2013/14)

.
...
........
...

d .............

x = h1 (y)

x = h2 (y)

................................................
.....
...
....
..
...
..
...
..
..
...
..
.
.
...
...
D
...
..
...
.
...
.
..........................................................
y ..........
.....
.
....
..
...
...
...
....
..
...
...
...
...
...
.
...
..
...
.
......................................................
c ...........
...
......................................................................................................................................

f (x, y) dA =

d Z h2 (y)

f (x, y) dxdy

h1 (y)

Figure 72 Type 2 region

Example 11.7. Evaluate

(x + 2y) dA, where D is the region bounded by the parabolas

y = 2x2 and y = 1 + x2 .

Solution. The region D is a type 1 region as shown in figure 73.

...
..
.
...
..........
..
...
...
...
..
... ....
...
.......
.....
.
.
.
.
.
......
.
.... y = 1 + x2.........
...
...
(1, 2) ..............
..... (1, 2)
...
.......
.......
.
.
.
.
.
.
.
.
.. ....
.... .
.. ......
....
..... ..
.. .....
...
...... ..
.. .......
.
...
....... ...
.........
....................................................
. y = 2x2
...
.
.
...
...
....
... D
...
.
...
...
.
.
...
...
...
....
....
...
....
.....
....
....... .... ...........
.
.
.
.
.
.
.
.
.
.
.......................................................................................................................................................................................................................
...

Figure 73

(x + 2y) dA =

Z1
1

1+x2

(x + 2y) dydx =
2x2

y=1+x2

xy + y 2 y=2x2 dx

(3x4 x3 + 2x2 + x + 1) dx = 32/15.

Exercise 11.8. Evaluate

and the parabola y 2 = 2x + 6.

xy dA, where D is the region bounded by the line y = x 1

Example 11.9. Evaluate the iterated integral I =

order of integration.

[Answer: 36]
Z

1Z 1

sin(y 2 ) dydx by interchanging the

Solution. The region of integration is the triangular region bounded by the lines y = x, x = 0
and y = 1.
c Department of Mathematics

Semester I (2013/14)

y.
1
x

1Z 1

sin(y 2 ) dydx

1Z y

sin(y 2 ) dxdy

y.
1
y

I=
x

Figure 74

1Z y
0

sin(y ) dxdy =

x=y
x sin(y ) x=0 dy =
2

1
1
2
y sin(y ) dy = cos(y ) = 12 (1 cos 1).
2
0

Example 11.10. Find the volume of the solid bounded by the cylinder x2 + y 2 = 1 and the
plane z = 0 and z = y. See figure 75.
z..

Figure 75

Solution. Since the plane z = y is the top face of the solid, we may use the function defining this
plane as the height function of this solid. The function whose graph is the plane z = y is simply
f (x, y) = y. Therefore, the volume of the solid can be computed by integrating this f over the
bottom face of the solid which is the semi-circular disk D = {(x, y) | x2 + y 2 1, y 0}.
Z 1
Z 1 Z 1y2
ZZ

x= 1y 2

dy
[xy]
y dxdy =
f (x, y) dA=
Volume =

2
D

c Department of Mathematics

1y 2

Semester I (2013/14)

y 2 dy

3
2
= (1 y 2 ) 2
3

= 2/3.

Properties of Double Integrals

ZZ
ZZ
ZZ
g(x, y) dA.
f (x, y) dA +
(f (x, y) + g(x, y)) dA =
(1)
D
D
ZZ
Z ZD
f (x, y) dA, where c is a constant.
cf (x, y) dA = c
(2)
D
D
ZZ
ZZ
g(x, y) dA.
f (x, y) dA
(3) If f (x, y) g(x, y) for all (x, y) D, then
D
D
ZZ
ZZ
ZZ
f (x, y) dA, where D = D1 D2 and D1 , D2
f (x, y) dA +
f (x, y) dA =
(4)
D2

do not overlap except perhaps on their boundary.

....
........... ...............................
....... ....
......
...
........
..
...
.......
.
.
.
.
.
.
.
.
..
........
...
..
.......
....
.
.
.
.
.
.
.
.
D
.
.
.
2 .......
.
....
.
.
D
.
D
.
.
.
1 ..
...
....
.
......
.......
..
......
............
.. ........
......................
.............................

(5)

dA =
D

Figure 76

1 dA = A(D), the area of D.

(6) If m f (x, y) M for all (x, y) D, then mA(D)

f (x, y) dA M A(D).

11.4. Double Integrals in Polar Coordinates. Consider a point (r, ) on the plane
in polar coordinates as in figure 77. An increment dr in r and d in give rise to an area
dA = rddr. This is the area differential in polar coordinates.
y.
y
..
........
...
....
..
...
dr .....................
...
.....
...
...
...
..
...
.....
....................................... Area
. .......
...
...
.. ........
.
...
.
....
.
.
.
...
r... rd ......................
...
.
..
.
.
...
.
.
.
..
.
.
..
...
.
.
.
.
(r, )
... ..
.....
....
... ... d
....
... ... ...........
........... ...
...................................................................................................

...
..........
...
...
...
....
........
.. ......
..
b....... .............
...
....
...
...
.
...
... .......... R ......
.....
...
...
...
...
..
.
.
...
.
...
...
...
... ............
...
..
.........
.
...
.
...
..
.
.
.
.
.
...
.
.
.
.
.....
...
..........
.......
... ..... .................. a
... ... .............
... .... ........... .... ...
. ..
.... ....
......................
..............................................................................................

dA = rddr

Figure 77

Figure 78 A polar rectangle

Let f be a continuous function defined on a polar rectangle

R = {(r, ) | 0 a r b, },
where 0 2. The double integral of f over R can be expressed in polar coordinates
as follow:
Z Z b
ZZ
f (x, y) dA =
f (r cos , r sin )rdrd.
R

Exercise 11.11. Evaluate

(3x + 4y 2 ) dA, where R is the region in the upper half-plane

bounded by the circles x2 + y 2 = 1 and x2 + y 2 = 4. See figure 79.

[Answer: 15/2]
c Department of Mathematics

Semester I (2013/14)

....
......
..... R = {(r, ) | 1 r
.
.
.
.
.
.
.
.
.
.
...... .............................
........
...........
..
.......
.......
.
.
.
.
...
...
.
.
......
..
......
.....
...
..
.....
....
.
.
.
.
.
.... ....
.
...
.
.
.
.
.
... ..
...
.....
....
...
......
............
...
........... .... .................
......... ....
...
......
.....
.
...
.
.
.
..
.
.
.
.
.
.
....
.
...
..
..
....
.
.
.
.
...
...
.
...
....
...
...
..
...
....
...
..
....
...
..
...
...
...
..
..
.
.
.
.
.............................................................................................................................................................................................

2, 0 }

Figure 79 A semi-circular annulus

In general, if f is continuous on a polar region of the form

D = {(r, ) | , h1 () r h2 ()},

then
ZZ

f (x, y) dA =

h2 ()

f (r cos , r sin )rdrd.

h1 ()

.
...
........
....
.........
...
... ...........
.....
..
...
.....
...
...
.
....
..
...
.........
... ...... D .............
...
.
...
.
.. ...
.
.
...
.
.
.
... ...... .
..
...
.
.
...
.
.
... .....
.
.......
...
...
...
....... r = h2 ()
..
...... ..... .......
...
..
...... .............
.
.
.
.
...
.
.
....
.... ......
r = h1 ()
...
... ..... ..... ......
... .... ............................
... ....
..............
... ... ........................... ....
... ...
... ............
....................................................................................................
.......................

Figure 80 A general polar region

Example 11.12. Find the volume of the solid that lies under the paraboloid z = x2 + y 2 ,
above the xy-plane, and inside the cylinder x2 + y 2 = 2x.
Solution. The cylinder x2 + y 2 = 2x lies over the circular disk D which can be described in
polar coordinates as

D = {(r, ) | , 0 r 2 cos }.
2
2
z..

Figure 81

The height of the solid is the z-value of the paraboloid. Hence the volume V of the solid is
Z Z 2 cos
ZZ
2
(x2 + y 2 ) dA =
V =
r 2 rdrd = 3/2.
D

c Department of Mathematics

Semester I (2013/14)

Exercise 11.13. Show that the volume of the solid

region bounded by the three cylinders
x2 + y 2 = 1, y 2 + z 2 = 1 and x2 + z 2 = 1 is 16 8 2.
12. Surface Area
Let f be a differentiable function of 2 variables defined on a domain
D. We wish to find the
RR
surface area of the graph of f over D. It is simply equal to D dS. Therefore we need to
express the differential of the surface area dS in terms of the differential dA of the domain. To
do so, take any point P (x, y) in D and let P be the corresponding point on the graph of f .
Consider an increment dx along the x-direction and an increment dy along the y-direction at
the point P . Thus dA = |dxdy|. These increments sweep out an increment of surface area on
the surface at P . The differential dS of this area at P is given by the corresponding area on
the tangent plane to the surface at P .
z..

z = f (x, y)

..
.........
....
.......................................................................
..
....................
.........
...
......
........
.....
...
..... .
...
.
.
...
.... ...
.
..
P
R
.
.
.
....
.
...
.
..
.
.
.
.............................. ..
...
...... . ................ ..........
...
.
...
..
.
.
.
.
.. .
...........
...
...
..
...
...... .
..
...........
..
.
........ ..
.
.
...
.
.
.
.
..
.
.. ....
.
..........
.
..
.
.
.
...
.
..
.
.
.
.
.
..
..
.................................................... .....
...
.
.
..
.
.
..
.
..
.
...
.
.
.
.
..
.
Q...................................dS
.
.
.
.
...
.
....
.
.
.
.
..
........
.
..
.
.
...
.
.
..
..
.
.
.
.
...
.
.
..
..
.
..
.
...
.
.
..
..
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
...
.
.
.
.
.
...
.
.
.
.
.
.
.
..
.......
........... ...
.
.
.
.
.
.
.
.
...
...
.
.
..
.
.
...... ..
.
.
.
.
.
.
.
...
...
.
.
.
..
..
....
.
.
.
...
.... ..............
..
.
..
.
.
.
...
.. ..........
..
.
.
.
.
.
.
...
.......
..
.
.
.
.
.
.
.
...
..
.
.
.
.
.
..
.
...
..
.
.
.
.
.
..
.
...
..
.
.
. c
d.
...
...
....
..
...
.. ..
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.................................................................................
.
.
.
.
.
...
.
.
..
.
.
.
.
..
.
.
.
.
.
.
..
.
.
.
.
.
.
.
.
.
.
.
.
.
..
.
.
.
.
.
.
.
.
.
.
.
.
..
..
...............................................................................................................
a ...................
..
..
....
....
..
..
....
..
..
....
dy

.
.
...
.
...
.
.
.
.
.
.
.
.
.
.
.
P................................................
.
...
...
..
....
.
...
....
...
..
.... ..
....
....
....
dx
..
dA .......... .... ..........
....
....
....
.
...
....
...
.
.
.
.
.
.
.
.
.
.
.
.
.
.
...
.. ......
.. ......
............................................
....
.. ....
.. ....
D
....
...............................................................................................................
b..................
..
.
.
.
....
.......
......

Figure 82 Surface Area

Let P Q be the vector on the tangent plane at P with x-component dx, and P R the vector

with y-component dy. Thus, P Q= hdx, 0, fx (x, y)dxi and P R= h0, dy, fy (x, y)dyi. The area of

the parallelogram spanned by P Q and P R is the magnitude of the cross product P Q P R.

i

j
k

P Q P R= dx 0 fx dx = hfx , fy , 1idxdy.
0
dy fy dy
q
Therefore, dS = |hfx , fy , 1idxdy| = fx2 + fy2 + 1 dA. Consequently,
ZZ q
fx2 + fy2 + 1 dA.
Surface area =
D

Example 12.1. Find the area of the part of the paraboloid z = x2 + y 2 that lies under the
plane z = 9.

Solution. The paraboloid lies above the circular disk D = {(r, ) | 0 2, 0 r 3}.

c Department of Mathematics

Semester I (2013/14)

RR q

fx2 + fy2 + 1 dA
RRD p
2
2
=
D R 1+ 4(x + y ) dA
R 2
3
2
= 0
1 + 4r rdrd
(change to polar coordinates)
0
= 6 (37 37 1).

Surface area =

13. Triple Integrals

Let f : B R3 R be a continuous function, where B = [a, b] [c, d] [r, s] is a rectangular
solid. Divide [a, b], [c, d] and [r, s] into l, m and n equal subintervals, respectively. Thus B is
divided into l m n small rectangular solids. Label each small rectangular solid by Cijk ,
, z ).
where 1 i l, 1 j m and 1 k n. Inside each such Cijk , pick a point (xijk , yijk
ijk
Denote the volume of Cijk by V . Then we may form the Riemann sum:
l X
m X
n
X

, zijk
)V.
f (xijk , yijk

i=1 j=1 k=1

The triple integral of f over B is defined to

ZZZ
f (x, y, z) dV = lim

l,m,n

z..

l X
m X
n
X

f (xijk , yijk
, zijk
)V.

i=1 j=1 k=1

..
.........
..
...
B = [a, b] [c, d] [r, s]
...
...
......................................................................................................
...
....... ..
.
.
.
.
...
......
.
...
.
..
.......
......
...
...
.......
.......
.
... .......................................................................................................
...
w = f (x, y, .z)
.. .......
.
... ...
...
.
.
. ................
............................................................
.
... ....
...
.
.. ................ V ..
... ...
...
.
.
.
.
.
.
.
.
..
.
..
... ...
.
.
... ... ... ... ... ... ... ... ..... ... ... ... ... ... ... ...........
.
.
... ....
.
...
....
... ...
.......
....
... ..
.......
... ... .. ......
..
.......
... .........................................................................................................
...
...............................................................................................................................................
........
.......
........
.......
.
.
.
.
.
.
.......
..........
............

..................................................................................

Figure 83

The limit exists if f is continuous. The triple integral of a continuous function defined on a
more general closed and bounded solid in R3 can be defined in a similar way.
Theorem 13.1. (Fubinis Theorem for triple integrals) If f (x, y, z) is continuous on B =
[a, b] [c, d] [r, s], then
Z sZ bZ d
Z sZ dZ b
ZZZ
f (x, y, z)dydxdz = etc.
f (x, y, z)dxdydz =
f (x, y, z) dV =
r

(Note that there are 3!=6 such iterated integrals involved and they are all equal.) Furthermore,
the theorem is valid for a general closed and bounded solid.
ZZZ
xyz 2 dV , where B = [0, 1] [1, 2] [0, 3].
Example 13.2. Evaluate
B

Solution.
ZZZ

c Department of Mathematics

xyz dV =

3Z 2

xyz 2 dxdydz = 27/4.

Semester I (2013/14)

13.1. Triple Integrals over a General Bounded Region. For each of the following
three types of solid regions, we may write down the triple integral as an iterated integral of a
double integral and a simple integral.
z..

z = u2 (x, y)

ZZZ

f (x, y, z) dV =

Z Z "Z

u2 (x,y)

Z Z "Z

u2 (y,z)

Z Z "Z

u2 (x,z)

f (x, y, z) dz dA

u1 (x,y)

Figure 84 Type 1 solid region

z..

..
..........
....
...
..........
................. ......................
...
......
.
.....
...
...
... .................. D ....................
...
.
.
................... ..
...
.
...
...
...
.
.
...
.
.
..
..
...
..
..
..
...
...
...
...
...
... ..................................x
... u1 (y, z)
....... =
.........
.
.
.
...
.
.
.
..
...
...
....
.....
.... ... ... ... .
...
.. ... ... ... ... .............
....
...
..
.
....
................. ......................E
.... ......................................
.
.
.
.
............ ....
... ............
..... ...
.... .......
.
.
.
.
.
.
.
.
.....
...
.....
............
...
..................................
....
...
x = u2 (y, z)
...
.
.
.
...
...
....
...
.......
......

ZZZ

f (x, y, z) dV =

f (x, y, z) dx dA

u1 (y,z)

Figure 85 Type 2 solid region

....
..........
y = u2 (x, z)
...... ... ... ... ... ...... ... ... ... ... ...........................................
... .....
. .
..
.. ..
.
.. ....
...
.
..
.
.
.....
.
.
.
.
...
.
...
.
..E....
...
..
.....
...
..
...
..
.. ..
...
..
..
...
.. ...
.....
...
.... D ...
.
..
.
.
...
.
.
. ..
..
..
.
..
.
.
.
...
.
. .
..
..
...
...
.. ....
....
....
....
...
... ...
... ...
..
....
. .
... ...
. .
.......... ... ... ... ...... ... ... ... ... ...........................................
....
=
u
(x,
z)
1
........y
.............................................................................................................
....
...
....
.
.
...
...
....
...
....
.
.
.
..
...
....
....
.....
........

ZZZ

f (x, y, z) dV =

f (x, y, z) dy dA

u1 (x,z)

Figure 86 Type 3 solid region

Note that if f (x, y, z) = 1 for all (x, y, z) E, then

Example 13.3. Evaluate

ZZZ p

ZZZ

1 dV is just the volume of E.

x2 + z 2 dV , where E is the solid region bounded by the

paraboloid y = x2 + z 2 and the plane y = 4. See figure 87.

Solution. E is a type 3 solid region whose projection onto the xz-plane is
D = {(x, z) | x2 + z 2 4} = {(r, ) | 0 2, 0 r 2}.

c Department of Mathematics

Semester I (2013/14)

ZZZ p
E

+ z 2 dV

ZZ Z

x2 + z 2 dy dA
i4
p
y x2 + z 2 2 2 dA
=
x +z
Z ZD p
=
x2 + z 2 (4 x2 z 2 ) dA
DZ
Z 2
2
=
r(4 r 2 )r drd
(change to polar coordinates)
=

Z ZD

2
2
h x +z

= 128/5.

z..

..
........ u1 (x, z) = x2 + z 2
....
.......
...
.......
....... .
...
.
.
.
.
.
.
.......... ... ... ... ... ... ... ... ... ... ... ... ... .................... ..............................................
... ... ......
...
.
............. ....
...
.. ... ...
..........
.
.
.
.
...
...... .
.
.
.
..
.
.
D..... ...... ......
.
.
...
..
.........
.
.
.
.
.
..
.
.
.
... u2 (x, z)
...
... . ..
....
....
.....
..
.
.. ............... ....
E
.
.
.
...
.
.
.
.
.
..
.
....
.
..
..
...
...
....
.. ............
...
..
..
..
..
...
... ..... ..
..
..
..
....
....
....
.......
.
..
................................................................................................................................................................................
.
.
.
...
.
.
.
.
...
.
.
.
.
...
..
..
..
... ...... ....
....
.
.
.
..
..
....
.
.. ....
.
.
.
.
.
.
.
..... .
..
......
..
.
.
.
.
.
.
.
.
.
.
.
......
...
...
.....
.......
...
..
.
...
... ...
... .............. .....
..
.... ....
...
...
......... ..
...
..
..
...
...
..........
....
..
..
.
.
.
.
.
.
.
.
.
.
.
.
.
........
...
...
...
.........
...
...
...
..
...
.............
..
...
...
. ....
.............. ....
..
...... ......
......
..... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... .............................
....

Figure 87 A type 3 solid

Exercise 13.4. Evaluate

ZZZ

z dV , where E is the solid tetrahedron bounded by the planes

x = 0, y = 0, z = 0 and x + y + z = 1.
[Answer: 1/24]
Exercise 13.5. Find the volume of the solid tetrahedron bounded by the planes x = 2y, x =
0, z = 0 and x + 2y + z = 2.
[Answer: 1/3]
13.2. Triple Integrals in Cylindrical Coordinates. Consider a rectangle in cylindrical
coordinates as in figure 88:
E = {(r, , z) | , h1 () r h2 (), u1 (r, ) z u2 (r, )}.
The triple integral of f (x, y, z) over E can be expressed as:
#
Z Z "Z u2 (r,)
ZZZ
f (x, y, z) dV =
f (r cos , r sin , z) dz dA
E

=
c Department of Mathematics

D
u1 (r,)
Z h2 () Z u2 (r,)

h1 ()

f (r cos , r sin , z) rdzdrd.

u1 (r,)

Semester I (2013/14)

z..

..
........
.....
............. z = u (r, )
....... .. .............................. 2
...
......... .....
.......
..
.............
...
........ ....
.......................
...
.
... ...................
...
...
.... .......
.....
...
. ... .........................................
...
.
.
......
..... ............................... ...
...
....
...
......
........
.
.
.
.
.
.
.
...
.
.
.
.
.
.
....
.
.
................................
.
.
.
...
.
.
.
.... ..
.....
.
.
.
.
.
.
.
...
.
.
.
.... ..
.... z = u1 (r, )
.......
...
..............
.............................
...
...
...
..
...........................................................................................................................................................................
... .................. ... ... ... ... ... ...
... ... ... ...
...
....
... ................
..
....
..................
.
.
.
...
.
...
.
.
.
.
.
.
.
.
..........
..
.....
...
...
............
.......
...
...........................
....
D ..........................r..... = u ()
....
....
....
r
=
u
()
..
...
.
.
.
1
2
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.....................
...
...
. ....
.......
.
.
.

Figure 88 A cylindrical rectangle

2 + y 2 = 1, below the plane z = 4,
Example 13.6. Let E be the solid within the cylinder
Z Z Zx p
and above the paraboloid z = 1 x2 y 2 . Evaluate
x2 + y 2 dV .
E

Solution. The solid can be described in cylindrical coordinates as:

E = {(r, , z) | 0 2, 0 r 1, 1 r 2 z 4}.
z..

z = 1 x2 y 2

Figure 89

Thus,
ZZZ p

x2 + y 2 dV =

Exercise 13.7. Evaluate

2
2

4x2

1Z 4

r rdzdrd = 12/5.

1r 2

(x2 + y 2 ) dzdydx.

x2 +y 2

[Answer=16/5]
13.3. Triple Integrals in Spherical Coordinates. Consider the volume element in
spherical coordinates. To do so, take any point P (, , ). Make an increment in each of
the coordinates. See figure 90. Lets calculate the volume of the solid arising from these
increments. The projection of OP onto the xy-plane has length sin . Thus the thickness of
this volume element is sin d. It opens up a sector of width of d. Thus, the volume is
dV = 2 sin ddd.
c Department of Mathematics

Semester I (2013/14)
....
...... .........
... .. ..........
...
... ......
.. .... ........... .......
.
..... ...
... ...
..... ...
d
.. ....
.... ...
....
.
.
.... ..
......
... ...
.... ....
... .. ..
....
... ...
.. ....
.... ..
.
...
.... ... ..
......
.
...
.... ........ sin d
........
.
.
.
.
...
.. ...........
.
......... .......
.
...
.
......... ...
.... .......
...
.... ............... ...... ............
...
.... ...... ........
....
...
....
.....................
.
.
....
...
.
.. ..
... ..........d............
P (, , )
... ...... ............. ...
... ..... ..........
.. .. .........
. ..
.......................................................................................................................................................
.
...
....
...
.... 0
...
.
.
.
.
....
...
...
dV = 2 sin ddd
....
...
.
.
..
.
.
.
...
.........
.....

Figure 90 The volume element in spherical coordinate

Now consider a spherical rectangle

E = {(, , ) | a b, , c d},

where a 0, 2, d c . The triple integral of f over E can be expressed as follow:

ZZZ

f (x, y, z) dV =
E

Example 13.8. Evaluate

z 2 1}.

ZZZ

e(x

f ( sin cos , sin sin , cos ) 2 sin ddd.

3
2 +y 2 +z 2 ) 2

dV , where B is the unit ball {(x, y, z) | x2 + y 2 +

Solution. Using spherical coordinates, we have

ZZZ
Z Z 2 Z 1
3
3
4
2
2
2
2
e(x +y +z ) 2 dV =
e( ) 2 2 sin ddd = (e 1).
3
B
0
0
0
Note that the corresponding triple integral formulated in Cartesian coordinates is very hard
to evaluate.
Exercisep13.9. Use spherical coordinates to find the volume of the solid that lies above the
cone z = x2 + y 2 and below the sphere x2 + y 2 + z 2 = z. See figure 91.
z....
..
.......
.......
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.. ...................
.
...
......
.......
...
.....
......
.
.
....
...
.
...
...
.
...
.
...
.
...
.
.
...
..
..
...
.
.
.
..
.
....
... ......... ... ... ... ... ... .. ....
.... ... ... ... ... ... ...
.
... ... ...
.....
....
.
.
......
....
.
.
..........
....
.......................... .... ..................................
.......................
.
...
...
....
.
.
.
.
.
....
..
....
....
....
....
....
..
.... ........4
....
.... ... ..........
.... .. ....
.........................................................................
.
.. .
...
....
...
.
.
...
.
.
...
...
........
.......

[Answer: /8]

Figure 91

Exercise 13.10. Let B be the solid ball in R3 of radius R centered at the origin. The 4dimensional ball H in R4 of radius R centered at the origin is the 4-dimensional solid given by
2
2
2
2
2
{(x,
Z Z Zy, z,pw) | x + y + z + w R }. The volume of H can be expressed as the triple integral
2 R2 x2 y 2 z 2 dV. Using spherical coordinates, show that this volume is 2 R4 /4.
B

c Department of Mathematics

Semester I (2013/14)

14. Change of Variables in Multiple Integrals

Let T be a transformation from the uv-plane to the xy-plane. That is (x, y) = T (u, v) or
x = x(u, v), y = y(u, v). We assume that T is a C 1 -transformation, i.e. both x(u, v) and
y(u, v) have continuous partial derivatives with respect to u and v. We also assume T is an
injective function so that its inverse T 1 exists (from the range of T back to the domain of T ).
Thus T maps a region S in the uv-plane bijectively onto a region R in the xy-plane.
y.
v.
..
..
..........
..........
...
...
...
...
...
...
...
...
...
...
...
...
.
.
.
.
.
.
.
.
.
.
.
.
....
...
.
.
.
.
...............................
.
.
.
.
.
.
.............
..............
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
...................
.
.
.
.
.
.
............
.
.
.
.
.
.
........
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
..
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
......
...................
.........
.....
.....
...................
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
...
.
.
.
.
.
.
.
...........................
.
.
....
.
.....
.
.
.......................
...
.
.
.
.
...
.
.
.
.
.
.
.
.
.
... ...........
.
.
.
.
.
.
.
.
.
...........
.
...
.......... ...
.
.
.
.
...
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
... .......
.
.
.
.
.
.............
..
..
............
...
...
..
.
.
.
.
.
.
.
.
.... ...
.
.
....
..
...
.. ...
...
......
.
.
..
.
.
.
... .....
..............
..
.
..
.
.
.
.
.
.
.
.
.
.
.
.
... .......
.
.
.
...............
..
.
.
....
.
.
.
.
.
.
.
........
.
.
.
.
.
.
.
.
.
.
.
.
...
.
.
.
.
.........................................
.......................................................................
....
....
..
...
...
...
.
...
.
....................................................................................................................................
.....................................................................................................................................
...
...
..
..

(u, v)

(x, y)

Figure 92

For example if T is the transformation to polar coordinates T (r, ) = (r cos , r sin ), then T
maps a rectangle [r1 , r2 ] [1 , 2 ] in the r-plane to a polar rectangle in the xy-plane.
y.

..
........
..
...
...
...
...
...
..
.......................................................................
.........
...
2 ...
...
...
...
....
...
..
..
...
...
...
...
...
....
...
...
..
...
...
...
...
...
.
..........................................................................
........
1 ..
..
...
.
..........................................................................................................................................
....
.

.......................................................................................................................

(r, )

.
...
........
..
...
...
...
...
...
......
...
... ..........
.....
...
...
....
..
.
...
....
.
2....
...
...
...
.
.
...
.
...
..
.
...
..
.
..
.
.....
...
.
......
.
.
.
...
.
.
...........
....
.
.
1... .......
.
.
...
.
.
.
... ............
.
...
.
. ..
...
.....
......
... ... ...... ...... ..
... .. .........
... .. ....... ...
2
.. . .
......................................1
...................................................................................................
....
.

(x, y)

Figure 93 Polar coordinates

Example 14.1. Consider T (u, v) = (u2 v 2 , 2uv).

{(u, v) | 0 u 1, 0 v 1}.

Find the image of the square S =

Solution. First lets find out the boundary of the image. Label the edges of the square S by
S1 , S2 , S3 and S4 as shown in figure 94.
v..

........

...
(1, 1)
3
(0, 1) ...............................................S
.........................................................
...
..
...
...
...
...
...
....
...
...
...
...
..
...
.......
......
....
.......
..
.
...
4 ...
2
...
...
.....
...
...
...
...
...
...
...
...
...
...
.
.
.
.
................................................................................................................................
..
..

T
.......................................................................................

u
Figure 94

c Department of Mathematics

(0, 2)

x = 1 41 y 2

x = 1 + y

(1, 0)

...
.........
.
..............
.
.
.
... . ...
... .... ......
.
.
.
..
1 2
...
...
...
...
........
..
4
...
....
....
.
...
..
........
.....
...
..
.
.
.
.. 2
3....
..
..
.
..
..
...
.
..
.
..
.
..
.
.
..
....
...
..
...
...
...
.
.
...
.
.
...
....
....
...
...
...
..
...
...
..
.
.
.
.
.
.
.
.
................................................................................................................................................
.

(1, 0) S4 0

(1, 0)

Semester I (2013/14)

S1 is described by v = 0, 0 u 1. Thus the image S1 in the xy-plane is given by x =

u2 02 = u2 , y = 2u(0) = 0. That is x = u2 for 0 u 1 and y = 0. Therefore, S1 is
described by y = 0, 0 x 1, which is just the line segment on the x-axis from (0, 0) to (1, 0).

Next S2 is described by u = 1, 0 v 1. Thus the image S2 in the xy-plane is given by

x = 1 v 2 , y = 2v. Eliminating v, we obtain x = 1 41 y 2 . As 0 v 1, we have 0 y 2.
Therefore, S2 is described by x = 1 14 y 2 for 0 y 2.
Similarly, we find out S3 as x = 1 + 41 y 2 for y from 2 to 0 and S4 as y = 0 for x from 1 to 0.

The boundary of the image of S encloses a region R. We are going to show that T maps S
bijectively onto R. We leave it the reader to verify that T is a bijective function for u, v 0.
As we traverse the boundary of S in the counterclockwise direction, the above calculation
shows that the image of the boundary of S also traverses in the counterclockwise direction.
This means that T preserves orientation. In other words, points on the left hand side of the
boundary of S go under T to points on the left hand side of the boundary of R. Therefore, T
maps S onto R. Another easy way to confirm this is to pick a point P , say (1/2, 1/2) inside S
and check that T (P ) is inside R. Then the region S must be mapped by T into R.
Before we derive the formula for change of variables in a multiple integral, lets review the
formula for functions of 1 variable. Let the continuous function f (x) be integrated over the
interval [a, b]. Suppose we make a substitution x = g(u) so that a = g(c) and b = g(d). Thus
we obtain:
Z
Z
d

f (x) dx =

f (g(u))g (u) du.

Here the formula is valid provided g is differentiable and g (u) 6= 0, except possibly at a finite
number of points. The function g is also required to be bijective so that g1 exists. Observe
that c may not be less than d. More precisely, if g (u) > 0 for all u between c and d, then
g and hence g 1 is increasing. Thus g1 preserves orientation or ordering. This means that
c < d and [c, d] is an interval. On the other hand, if g (u) < 0 for all u between c and d, then
g and hence g1 is decreasing. Thus g 1 reverses orientation or ordering. This means that
c > d and it does not make sense to write [c, d] though we could still integrate from c to d. In
this case, the formula can be rewritten as:
Z c
Z b
f (g(u))(g (u)) du,
f (x) dx =
a

so as to keep the lower limit of integration smaller than the upper limit.
Therefore, if the interval [c, d], (c < d) is mapped onto the interval [a, b] under x = g(u), then
the formula for change of variables can be stated as:
Z
Z
f (g(u))|g (u)| du.
f (x) dx =
[a,b]

[c,d]

It is this formula that we are going to generalize.

How does a change of variables affect a double integral? Let T be a transformation mapping
a point (u0 , v0 ) to a point (x0 , y0 ). Consider a small increment du and dv at the point (u0 , v0 )
along the u and v directions respectively. These increments generate a rectangle of area dudv
whose image under T is a curved parallelogram in the xy-plane. The area of this curved
parallelogram up to the first order approximation is given by the area of the parallelogram
generated by the two tangent vectors adu and bdv at (x0 , y0 ), where a is the derivative of the
curve T (u, v0 ) at (u0 , v0 ), and b is the derivative of curve T (u0 , v) at (u0 , v0 ). That is
c Department of Mathematics

Semester I (2013/14)

dT (u, v0 )
x
y
a=
= h (u0 , v0 ),
(u0 , v0 )i,

du
u
u
u=u0

x
y
dT (u0 , v)
= h (u0 , v0 ),
(u0 , v0 )i.
b=

dv
v
v
v=v0
y.

v..

T (u, v) = (x, y)

dudv

........................................................................................

(u , v ) du

(x , y )

Figure 95

Therefore, the area element dA in the xy-plane is dudv times the magnitude of

x y x y
x y
x y
, 0i h , , 0i =

k.
h ,
u u
v v
u v
v u
x y
That is dA = | u
v

x y
v u |dudv.

Definition 14.2. The Jacobian of the transformation T given by x = x(u, v), y = y(u, v) is

x
x y x y
(x, y) x
u
v
= y y =

.
(u, v)
u v
v u
u
v

Therefore,

(x, y)
dudv.

dA =
(u, v)

Theorem 14.3. Let T (u, u) be a bijective C 1 -transformation whose Jacobian is nonzero except
possibly at a finite number of points. Suppose T maps a region S in the uv-plane onto a region
R of the xy-plane. Suppose f is continuous on R. Then

ZZ
ZZ
(x, y)

dudv.
f (x(u, v), y(u, v))
f (x, y) dA =

(u,
v)
S
R
Example 14.0.1. Find the Jacobian of the transformation from polar coordinates to Cartesian
coordinates.
Solution. x = r cos and y = r sin . Thus,

x
(x, y) x
r

= y
y
(r, )
r

Therefore,

f (x, y) dA =

cos r sin
=
sin r cos

= r.

f (r cos , r sin )rdrd.

Example 14.0.2. Use the change of variables x = u2 v 2 , y = 2uv to evaluate the integral
ZZ
y dA,
R

where R is the region bounded by the parabolas y = 4 4x and y 2 = 4 + 4x, and the x-axis.

c Department of Mathematics

Semester I (2013/14)

Solution. The transformation is the one discussed in example 10.1. First, lets compute the
Jacobian of T .

(x, y) 2u 2v
=
= 4u2 + 4v 2 .
(u, v) 2v 2u
Therefore,

Z 1Z 1
ZZ
ZZ
(x, y)

(2uv)
(2uv)4(u2 + v 2 )dudv = 2.
dudv =
y dA =

(u, v)
0

Example 14.0.3. Evaluate the double integral

with vertices (1, 0), (2, 0), (0, 2), (0, 1).

x+y

e xy dA, where R is the trapezoidal region

Solution. Under the change of variables u = x + y and v = x y, the trapezoid R = ABCD

is mapped bijective onto the trapezoid R = A B C D , where A = (2, 2), B = (2, 2), C =
(1, 1) and D = (1, 1). The inverse transformation is x = 12 (u + v) and y = 21 (u v) and its
Jacobian is

1
(x, y) 21
1
2 = .
= 1
1
(u, v)
2
2 2
y

v..

..
........
....
..

A (2, 2)

D (1, 1)

B (2, 2)

x = 21 (u + v)

y = 12 (u v)

........................................................................................

C (1, 1)

C(1, 0)

x
B(2, 0)

D(0, 1)

Figure 96

A(0, 2)

Therefore,

ZZ
Z 2Z v
ZZ
ZZ
(x, y)
1
u/v 1
dA =
dA
=
eu/v dudv
e
e(x+y)/(xy) dA =
eu/v

(u,
v)
2
2
1 v
R
RZ
RZ
1 2
1 2 h u/v iu=v
dv =
ue
v(e e1 )dv = 34 (e e1 ).
=
2 1
2 1
u=v
Note that the above transformation reverses orientation.
For the case of triple integrals, we have a completely analogous formula for change of variables.
Suppose T (u, v, w) = (x(u, v, w), y(u, v, w), z(u, v, w)) is a C 1 -transformation from R3 to R3
mapping a solid region S bijective onto the solid region R. First, the Jacobian of T is defined
to be
x x x

v
w
u
(x, y, z)
y
y
y

.
=
v
w
(u, v, w) u
z
z
z
u

If f (x, y, z) is a continuous function defined on R. Then

ZZ
ZZ
(x, y, z)
dudvdw.

f (x(u, v, w), y(u, v, w), z(u, v, w))
f (x, y, z) dV =

(u,
v,
w)
S
R

(x,y,z)
of the transformation from spherical coordiExercise 14.4. Show that the Jacobian (,,)
2
nates to Cartesian coordinates is sin .

c Department of Mathematics

Semester I (2013/14)

15. Vector Fields

Definition 15.1. Let D R2 . A vector field on D is a function F that assigns to each point
(x, y) in D a two dimensional vector F(x, y).
y.
..
........
...
....
..
...
...............................
.
...
..........
......................
.......
...
.....
...
........
...
... .......
.......
...
... ....
..
... ...
...
. .......... ..........
.
.
.
.
...
.
.
.
... ....
.
.. ..... ..
......
.
.
.
...
.
.
.
... ...
.
.
...
.. .........
...
... ....
.
...
..
... .....
....
..
.
.
.
.
.
.
.
.
.
... ........
.
.
.
...... .......................... ...
..
...
......
..
.
.
...
......
...
......
.
.
...
.
.
.......
.........
.....
...
.........................
....
.................................................................................................................................
..
...
..

F(x, y)

Figure 97

We may write F(x, y) in terms of its component functions. That is

F(x, y) = P (x, y)i + Q(x, y)j = hP (x, y), Q(x, y)i,
or simply F = P i + Qj.
Definition 15.2. Let E R3 . A vector field on E is a function F that assigns to each point
(x, y, z) in E a three dimensional vector F(x, y, z).
That is F(x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k = hP (x, y, z), Q(x, y, z), R(x, y, z)i.
Example 15.3. A vector field on R2 is defined by F(x, y) = yi + xj. Show that F(x, y) is
always perpendicular to the position vector of the point (x, y).
Solution.
y.

Figure 98

Figure 98 shows
the vector field F. Note that hx, yi F(x, y) = hx, yi hy, xi = 0. Also
p
2
|F(x, y)| = x + y 2 . The vector assigned by F to the origin is the zero vector.
15.1. Gradient Fields.

Definition 15.4. If f : R2 R is a differentiable function, then f is a vector field on R2

and it is called the gradient vector field of f .
Similarly, if f : R3 R is a differentiable function, then f is a vector field on R3 and it is
called the gradient vector field of f .
Example 15.5. Find the gradient vector field of f (x, y) = x2 y y 3 .
c Department of Mathematics

Semester I (2013/14)

Solution. f (x, y) = 2xyi + (x2 3y 2 )j. The gradient field and the contours of f are drawn
on the diagram in figure 99.
y.
....
........
...
..
..
............
...
..........
............
..........
............
...
............
...........
...
..........
.............
...............
.
.
..........
.
.
.
............
..........
....
............
..........
...
.............
.............
.............
.............
...
.................
...............
.
.
.
.
.
.
.............
........ ..
....
... ... .....
..... ... ...
... .... ......
...
..... .... ....
... ... ......
...... ... ...
...
... .... ......
...... ...... .....
.
.
.
...
... .... .......
.
.
... ... ..........
....... ... ...
...
...... .... ..
... .......... ...........
.................................................. ....... ....
... .........
.
..
.. ...............
................. ...
.
.
.
.
.
.
.
.
.
. ..
.
.
....... .
....
..
....
........ ...
...
....
...
...
.....
....
.
.
.
.
.
.....
..
...
..
.....
.... ....
......
...
............
... .. ......
...........
..................
... ... ...
..................
.............................
.. .
................................
...............................................................................................................................................................................................................................................................................
. .. ...
................................
.
.................
.
.
..................
.......................
.. ... .....
.
.
.
.
.
.
.
.
.
.
...........
.
.
.
.
.
.
.
.
...
.
..
......
......
...
...
....
.....
....
........... ....
.
.
.
.
.
.
..
...
.. .......... ...
..
....
...
....
...
...
...
....
..
f (x, y).................................... ................................................................ ....................... .......
. .
....... .... ...
.
....
....... ... ...
... .... .......
...... ... ..
.. .... ........
...
...... .... ...
... ... ......
...
...... ... ....
....................
.
.
.
...... .... ...
.
.
.
.
..... ........
..
.................
.
.
.
..... ... ...
.
..............
.
.
........ ...
.
.
.
............
............
.
.
.
.
.
............
.
.................
.
.
...........
.
.
.
...........
...........
.
.
.
.
.
.............
.
............
.
.
.
.
.
.
............
.
...............
.
...........
.
.
.
...........
............
.
.
.
.
.
.
.
...........
.
.............
.
.
..........
.
.
.
.
.......
..
....
...
...
..

-1
0

-1

Figure 99

Notice that the gradient vectors are perpendicular to the level curves as is proved in 8.6 using
the chain rule.
p
Exercise 15.6. Find the gradient vector field f of f (x, y) = x2 + y 2 . Sketch f .

Definition 15.7. A vector field F is called a conservative vector field if it is the gradient of
some scalar function, that is there exists a differentiable function f such that F = f . In this
situation, f is called a potential function for F.
For example, F(x, y) = 2xyi + (x2 3y 2 )j is conservative since it has a potential function
f (x, y) = x2 y y 3 .
Not all vector fields are conservative, but such fields do arise frequently in physics. For instance,
the gravitational field given by
mM Gy
mM Gz
mM Gx
F=
3 i +
3 j +
3 k
(x2 + y 2 + z 2 ) 2
(x2 + y 2 + z 2 ) 2
(x2 + y 2 + z 2 ) 2
is conservative because it is the gradient of the gravitational potential function
mM G
f (x, y, z) = p
,
x2 + y 2 + z 2

where G is the gravitational constant, M and m are the masses of two objects. Think of
the mass M at the origin that creates the field and f is the potential energy attained by the
mass m situated at (x, y, z). In later sections, we will derive conditions when a vector field is
conservative.
16. Line Integrals
Consider a plane curve C : x = x(t), y = y(t), z = z(t) or r(t) = x(t)i + y(t)j. We assume C
is a smooth curve, meaning that r (t) 6= 0, and r (t) is continuous for all t. Let f (x, y) be a
continuous function defined in a domain containing C.
c Department of Mathematics

Semester I (2013/14)

To define the line integral of f along C, we subdivide arc from r(a) to r(b) into n small arcs of
length si , i = 1, n. Pick an arbitrary point (xi , yj ) inside the ith small arc and form the
P
Riemann sum ni=1 f (xi , yj )si . The line integral of f along C is the limit of this Riemann
sum.
Definition 16.1. The integral of f along C is defined to be
Z
n
X
f (xi , yj )si .
f (x, y) ds = lim
n

i=1

We can pull back the integral to an integral in terms of t using the parametrization r. Recall
that the arc length differential is given by ds = |r (t)||dt|. Thus,
s
2
Z b
Z b
Z
dx 2
dy

f (x(t), y(t))
f (r)|r (t)|dt =
f (x, y) ds =
+
dt.
dt
dt
a
a
C

Note that since a t b, |dt| = dt.

Z
(2 + x2 y)ds, where C is the upper half of the unit circle traversed
Example 16.2. Evaluate
C

in the counterclockwise sense.

Z
(2 + x2 y)ds =
Solution. We may parametrize C by x = cos t, y = sin t, t [0, ]. Thus

C
Z
Z
p
1
2
2
3
2
2
(2 + cos t sin t)dt = 2t cos t = 2 + 23 .
(2 + cos t sin t) sin t + cos t dt =
3
0
0
0

Definition 16.3. A piecewise smooth curve C is a union of a finite number of smooth curves
C1 , C2 , , Cn , where the initial point of Ci+1 is the terminal point of Ci , i = 0, , n 1. In
that case, we write C = C1 + C2 + Cn .
.....
C2 .................
..

..
.....
..............
....
.
.
...
..
...
...
..
.
C1
...
...............................................
.............
.......
.
.
.
.
.
.
.
......
.....
.....
.....
....

...
...
...
...
... C3
....
.
.....
....
..................................

Figure 100 C = C1 + C2 + C3

Then the line integral f along C is defined to be

Z
Z
Z
f (x, y) ds + +
f (x, y) ds =
Exercise 16.4. Evaluate

f (x, y) ds.

2x ds, where C consists of the arc C1 of the parabola y = x2 from

(0, 0) to (1, 1) followed by the vertical line segment C2 from (1, 1) to (1, 2).
[Answer:
Next we define two more line integrals:
Definition 16.5. Given a smooth curve C: r(t) = x(t)i + y(t)j, a t b.
Z b
Z
f (x(t), y(t))x (t) dt,
f (x, y) dx =
C

c Department of Mathematics

1
6 (5

5 11)]

Semester I (2013/14)

f (x, y) dy =

f (x(t), y(t))y (t) dt,

are called the line integrals of f along C with respect to x and y.

Sometimes, we refer to the original line integral of f along C, namely,
s
2
Z b
Z
dy
dx 2
+
dt,
f (x, y) ds =
f (x(t), y(t))
dt
dt
C
a

as the line integral of f along C with respect to arc length.

We make the following abbreviation:

Z
Z
Z
Q(x, y)dy.
P (x, y)dx +
P (x, y)dx + Q(x, y)dy =
C

Example 16.6. Evaluate

y 2 dx + xdy, where

(a) C = C1 is the line segment from (5, 3) to (0, 2),

(b) C = C2 is the arc of the parabola x = 4 y 2 from (5, 3) to (0, 2).
Solution. (a) C1 : x = 5t 5, y = 5t 3, 0 t 1.
y.

...
........
...
....
..
..
.............................
.
.
...........
... ...
.
.........
.
.........
... ...
.
.
........
.
....
......
....
.....
1.........
....
...
...
.
.
.
.
.
......
.
.
.
.
.
.
...................................................................................................................................................................
.
.
.
..
...
...
.
.
.
.
.
.
....
.....
....
...
......
....
.......
....
........
..
....
.........
.
.
.
.
...
.
.
.
.
.
.
.
.
.
.
...
.. ..............
...
..............
2
....
.................
...............
....
..
.......................
...
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
........
....
.......................
....
.

(0, 2)

(5, 3)

Figure 101

Thus,

y 2 dx + xdy =

1
0

(5t 3)2 5dt +

(b) C2 : x = 4 t2 , y = t, 3 t 2.
Z
Z 2
Z
2
2
t (2t)dt +
y dx + xdy =
Thus
C2

Z
2

1
0

(5t 5)5dt = 5/6.

(4 t2 )dt = 245/6.

A parametrization r = hx(t), y(t), z(t)i, t [a, b] determines an orientation of C. In other

words, C is an oriented curve. Note that if we reverse the orientation of C, we obtain a curve
with the opposite orientation of C. We denote this oriented curve by C.
B

... B
.
...
C
.....
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
. ..

.
...

C... ...........
........................

......
....
...
...
..
.
...
...
...

..
.......
....
...
...
..
.
...
...
...

Figure 102

c Department of Mathematics

Semester I (2013/14)

For example the upper semicircle C in the xy-plane centered at the origin with radius 1 joins
the point (1, 0) to (1, 0). It has a vector equation in the form r1 (t) = hcos(t), sin(t)i,
t [0, 1]. Then C can be parametrized by r2 (t) = hcos((1 t)), sin((1 t))i, t [0, 1] and
C joins (1, 0) to (1, 0).
Note that because the sign of x (t) and y (t) reverses in C, we have
Z
Z
Z
Z
f (x, y) dy.
f (x, y) dy =
f (x, y) dx
and
f (x, y) dx =
C

But because the arclength differential is always positive,

Z
Z
f (x, y) ds.
f (x, y) ds =
C

For line integral of a function f (x, y, z) along a space curve C, we have the similar definitions:
Z

f (x, y, z) ds =
C

f (r)|r (t)|dt =
a

f (x(t), y(t), z(t))

f (x, y, z) dx =

f (x, y, z) dy =

f (x, y, z) dz =

Example 16.7. Evaluate

t [0, 2].
Solution. Z

dx
dt

dy
dt

dz
dt

dt,

f (x(t), y(t), z(t))x (t) dt,

a
b

f (x(t), y(t), z(t))y (t) dt,

a
b

f (x(t), y(t), z(t))z (t) dt.

y sin z ds, where C is the circular helix r(t) = hcos t, sin t, ti,

Z 2
p
2
2
2
(sin t)(sin t) sin t + cos t + 1 dt =
y sin z ds =
(1 cos(2t)) dt
2 0
C
0
2

2
1
=
= 2.
t sin(2t)
2
2
0
2

17. Line Integrals of Vector Fields

Definition 17.1. Let F be a continuous vector field defined on a domain containing a smooth
curve C given by a vector function r(t), t [a, b]. The line integral of F along the curve C is
Z b
Z
F(r(t)) r (t) dt.
F dr =
C

F dr =

Example 17.2. Evaluate

Note that

ht, t2 , t3 i, t [0, 1].

c Department of Mathematics

F dr as r (t) changes sign in C.

F dr, where F(x, y, z) = hxy, yz, zxi, and C is the curve r(t) =
73

Semester I (2013/14)

Solution. First r (t) = h1, 2t, 3t2 i. Thus F(r(t)) r (t) = ht t2 , t2 t3 , t3 ti h1, 2t, 3t2 i = t3 + 5t6 .
Therefore,
Z 1
Z 1
Z

t3 + 5t6 dt = 27/28.
F(r(t)) r (t) dt =
F dr =
Lets rewrite

F dr is the component form. Suppose

F(x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k,

and
C : r(t) = x(t)i + y(t)j + z(t)k,
Then
Z

F dr =
=
=
=

Za b
Za

t [a, b].

F(r(t)) r (t) dt

hP (r(t)), Q(r(t)), R(r(t))i hx (t), y (t), z (t)i dt

Z b
Z b
b

R(r(t))z (t) dt
Q(r(t))y (t) dt +
P (r(t))x (t) dt +

Za b

P dx + Qdy + Rdz.

Sometimes, it is helpful to think of F dr as hP, Q, Ri hdx, dy, dzi = P dx + Qdy + Rdz.

18. The Fundamental Theorem for Line Integrals
Lets recall the fundamental theorem for Calculus:
Z b
F (x) dx = F (b) F (a).
a

It has the following generalization in terms of line integrals:

Theorem 18.1. Let C be a smooth curve given by r(t), t [a, b]. Let f be a function of 2 or
3 variables whose gradient f is continuous. Then
Z
f dr = f (r(b)) f (r(a)).
C

Proof.

r(b)

r(a)

Figure 103

f (r(t)) r (t) dt

Z Cb
f dx f dy f dz
=
+
+
dt
x dt
y dt
z dt
a

f dr =

c Department of Mathematics

Semester I (2013/14)
b

d
f (r(t)) dt
dt
a
=f (r(b)) f (r(a)).

by Chain Rule
by Fundamental Theorem of Calculus

Example 18.2. Consider the gravitational (force) field F(r) =

mM G

mM G
r, where r = hx, y, zi.
|r|3

. Find the work done by the gravitax2 + y 2 + z 2

tional field in moving a particle of mass m from the point (3, 4, 12) to the point (1, 0, 0) along
a piecewise smooth curve C.
Z
Z
f dr = f (1, 0, 0) f (3, 4, 12) = 12mM G/13.
F dr =
Solution. W
Recall that F = f , where f (x, y, z) = p

19. Independence of Path

Let F be a continuous vector field with domain D.
Z
Z
F dr is independent of path D if
Definition 19.1. The line integral
C

F dr =

for any 2 paths C1 and C2 in D that have the same initial and terminal points.

F dr

Definition 19.2. A curve is called closed if its terminal point coincides with its initial point.
Z
Z
F dr = 0 for every
F dr is independent of path in D if and only if
Theorem 19.3.
closed path in D.

Proof. To prove the necessity, let C be a closed path starting from the point A and ending at
A. Pick any point B on C other than A. Denote the subpath along C from A to B by C1 and
the subpath along C from B to A by C2 . Then C = C1 + C2 . See figure 104. Now both C1
and C2 are paths from A and B.
C1

Figure 104

We have

F dr =

Figure 105

C = C1 + C2

F dr +

F dr =

F dr

C = C1 C2

F dr = 0, since both C1 and

C2 are paths from A and B and the line integral is by assumption independent of path.

To prove the sufficiency, consider 2 paths C1 and C2 having the same initial point
A and
Z
F dr =
terminal point B. See figure 105. Then C = C1 C2 is a closed path. Thus, 0 =
C
Z
Z
Z
Z
Z
F dr.
F dr =
F dr. Hence,
F dr
F dr =
C1 C2

Consider the following statements:

c Department of Mathematics

Semester I (2013/14)

(1) Z
F is conservative on D.
F dr is independent of path in D.
(2)
ZC
F dr = 0 for any closed path C in D.
(3)
C

By 18.3 and the fundamental theorem for line integrals, we have the following implication and
equivalence: (1) = (2) (3).
In fact, the implication (2) = (1) is true with some suitable assumptions on the domain D.
Definition 19.4. A subset D in R2 (or R3 ) is said to be open if for any point p in D, there
is a disk (ball) with center at p that lies entirely in D. (This means D does not contain any
boundary points.)
........................
......
....
....
...
...
...
...
....
................................................................................................................................................
.....................................................
.......................................................
............................................................
........................................................................
................................................
.................................................
..................................................
.................................................
............... ... ... ... ... ............................
.............
..............................
.............
...............................
.............
.. . . . . . . . . . . . . . .
............... ... ... ... ...............................................
..................................................
.................................................
.................................................
..................................................
..................................................................................................................

Figure 106

An open set D in R2

Figure 107

D is not open

Definition 19.5. A subset D in R2 (or R3 ) is said to be connected if any two points in D can
be joined by a path that lies in D.
.................................................................................................................................................
.. . . . . . . . . . . . . . . . . . . . . . . .
................................................
................................................
..................................................
............................................................................
...........................................................
............... ..........................................
.......... ..........................................
......................... .... .... ...............................
..............
................................
...............
.................................
............
..............................
.............................
............
...........................................................
................................................
................................................
................................................
.............................................................................................

Figure 108

D is connected

Figure 109

D is not connected

Theorem
19.6. Suppose F is a vector field that is continuous on an open connected region D.
Z
F dr is independent of path in D, then F is conservative. That is there exists a function
If
C

f such that f = F.

Proof. Lets prove the case in R2 . The case in R3 is similar. Fix a point A(a, b) in D. Let
Z (x,y)
F dr,
f (x, y) =
(a,b)

where (x, y) D. Since

F dr is independent of path in D, f is well-defined. As the domain

D is open, there exists a disk centered at (x, y) that lies entirely in D. Pick a point (x1 , y)
in the disk with x1 < x. Let C consist of any path C1 from (a, b) to (x1 , y) followed by the
c Department of Mathematics

Semester I (2013/14)

horizontal line segment C2 from (x1 , y) to (x, y). See figure 111. Then
Z
Z (x1 ,y)
Z
Z
F dr.
F dr +
F dr =
F dr +
f (x, y) =
C2

Thus,

=0+
x
x

(a,b)

F dr because the first line integral along C1 is independent of x.

Z
Z
P dx + Qdy. On C2 , y = constant so that
F dr =
Lets write F = P i + Qj. Then
C2
C2
Z
Qdy = 0. Hence,
C2

=
x
x

F dr =
x
C2

P dx = P (x, y).

Figure 111

Figure 110

Similarly, by considering a path from A(a, b) to a point (x, y1 ) with y1 < y inside the disk
f
followed by the vertical segment from (x, y1 ) to (x, y), we can prove that
= Q(x, y). Therey
fore,
f
f
i+
j = f.
F = P i + Qj =
x
y
The openness of D is to ensure the points (x1 , y) and (x, y1 ) exist corresponding to every (x, y)
in D.
There is an obvious necessary condition for a vector field on R2 to be conservative due to
Clairauts Theorem
Theorem 19.7. Let F(x, y) = P (x, y)i + Q(x, y)j be a vector field on D R2 , where P and Q
have continuous partial derivatives in D. If F is conservative, then
P
Q
=
.
y
x
Proof. As F is conservative in D, there exists a differentiable function f (x, y) in D such that
f = F. That is fx = P and fy = Q. By Clairauts Theorem,
2f
2f
Q
P
=
=
=
.
y
yx
xy
x

The converse is true for a special kind of domain in R2 .

c Department of Mathematics

Semester I (2013/14)

Definition 19.8. A simple curve is a curve which does not intersect itself.

.
..
..
..
....
..
...
...
..
.
.
...
...
....
....
........
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
..
.......
....
...
...
..
.
...
...
...
....
1
..
..
..

a simple curve

not a simple curve

Figure 112

Definition 19.9. A simply-connected region in the plane is a connected region such that every
simple closed curve in D encloses only points that are in D.

.................................................................................................................................................
...........................................................................................
..............................................................................................
............................................................................................
........................................................................................................................
..........................................................................................................
...........................................................................
..................................................................................................
...............................................................................................
...................................................................
.................................................................................................
................................................................................................
.....................................................................
.................................................................................................
...................................................................................................
..............................................................................
...............................................................................................................................
.........................................................................................
..............................................................
....................1
................................................
...................................................................................................................
..........................................................................................................................................

..................................................................................................................................................................................................
........................................................................................................................
..........................................................................................................................
..................................................................................................................................................
............................................................................................................................................
...................................................................................................................................
...............................................................................................
..................................................................................................................................................
....................................
....................................
...........................
..........................
........................................
...................................
....................................
...................................
............................
...........................
............ ............
...................................
.............................................................................................................................................................................
..............................................................................................
.....................................................................................................................................
...............................................................................................................................................................
..................................................................................
...................................................................
...................2
..........................................................................................................................................................
........................................................................................................................................................................................

simply-connected

not simply-connected

Figure 113

Theorem 19.10. Let F(x, y) = P (x, y)i+Q(x, y)j be a vector field on an open simply-connected
P
Q
region D R2 , where P and Q have continuous partial derivatives in D. If
=
, then
y
x
F is conservative.
This is a consequence of Greens Theorem in the next section.
Example 19.11. Determine whether the vector field F(x, y) = (3 + 2xy)i + (x2 3y 2 )j is
conservative.
Solution. As

(x2 3y 2 )
(3 + 2xy)
= 2x =
,
x
x
2
and the domain of F is R which is open and simply-connected, F is conservative by the
Theorem 18.10.
2
2
Example 19.12.
Z Let F(x, y) = (3 + 2xy)i + (x 3y )j. Find a function f such that f = F.
F dr, where C is the curve given by r(t) = et sin ti + cos tj, t [0, ].
Also evaluate
C

c Department of Mathematics

Semester I (2013/14)

Solution. As f = F, we have fx (x, y) = 3 + 2xy. Integrating with respect to x, we get

f (x, y) = 3x + x2 y + g(y), where g(y) is an integration constant, but it could be a function of
y. Thus fy (x, y) = x2 + g (y) so that x2 + g (y) = x2 3y 2 . That is g (y) = 3y 2 . Integrating
g (y) with respect to y, we obtain g(y) = y 3 + K, where K is a constant. Consequently,
f (x, y) = 3x + x2 y y 3 + K.
Z

Since F is conservative, the line integral

F dr is independent of path.

In fact, f is

a potential function for F. Thus by the fundamental theorem for line integrals, we have
Z
F dr = f (0, 1) f (0, 1) = 2.
C

Exercise 19.13. If F(x, y, z) = y 2 i + (2xy + e3z )j + 3ye3z k, Find a function f such that
f = F.

[Answer: f (x, y, z) = xy 2 + ye3z + C]

20. Greens Theorem

Greens Theorem gives the relationship between a line integral along a simple closed curve C
on the plane and the double integral over the plane region D that C bounds.
Suppose a simple closed curve C on the plane bounds a region D. The positive orientation
of C refers to the orientation of C such that as one traverses along C in the direction of this
orientation, the region D that it bounds is always on the left hand side.

.................................................................................................................................................
...............................................................
............................
..............................................................................................
............................................................................................
............................................................................................
...........................................................................................
..............................................................
............................................................................................
...........................................................................................
..............................................................
............................................................................................
...........................................................................................
..............................................................
............................................................................................
................................................................................................
................................................................
............................................................................................
...........................................................................................
..............................................................
............................................................................................
...........................................................................................
..........................................................................................................................................

.................................................................................................................................................
...............................................................
............................
..............................................................................................
............................................................................................
............................................................................................
...........................................................................................
...............................................................
............................................................................................
...........................................................................................
...............................................................
............................................................................................
...........................................................................................
...............................................................
..............................................................
............................................................................................................................
..... . . . . . . . . . . . . . . . . . . . . . . . . . . . ...
............................
..............................................................................................
...........................................................................................
...............................................................
............................................................................................
...........................................................................................
...........................................................................................................................................

positive orientation

negative orientation
Figure 114

In other words, if D is a simply connected region on the plane, then the boundary C of D
oriented in the counterclockwise sense is the positive orientation. We use the notation D to
denote the boundary of D with the positive orientation.
Theorem 20.1. (Greens Theorem) Let C be a positively oriented, piecewise-smooth, simple
closed curve in the plane and let D be the region bounded by C. If P (x, y) and Q(x, y) have
continuous partial derivatives on an open simply connected region that contains D, then

ZZ
Z
Q P

dA.
P dx + Qdy =
x
y
D
C
Z
P dx + Qdy has other notations as
The line integral
C
I
Z
Z
P dx + Qdy, or ...................... P dx + Qdy.
P dx + Qdy,
C

c Department of Mathematics

Semester I (2013/14)

They all indicate that the line integral is calculated using the positive orientation of C.
Proof. We shall first verify that Greens Theorem is true for D being a region which is both
of type I and Type II. (See figure 71 for type I and type II regions.) The general case can be
proved by cutting the region into a finite number of regions of both type I and type II and
applying the result to each of them. Lets consider a type I region. The proof for type II region
is similar.
y.

C = D
y = Y (x)

...
.........
..............
...
............ ........................
...
.......
... .......
......
..........
...
..
2
.....
3
.....
.
...
.
.....
...
....
...
...
.
....
....
..
...
.
.
....
..
..
.
...
.
.
.
...
..
...
.....
...
..
...
..
..
..
..
...
...
...
..
.
...
.
.
....
..
...
...
.
.
...
..
..
.
...
2
.
.
...
...
...
..........
.
.
...
...
...
...
.
.
..
...
.
.
.
.
...
..
.....
4 ............
..
...
..
..
...
..
...
...
..
..
.
...
.
.
.
.
...
...
.......
...
.....
...
...
...
........
....
...
....
....
..............
.
.
.
...
.
.
.
........
.. .......
............ 1
...
...........................................
...
1
...
...
...
.
...
...
.
.
.
.
.
........................................................................................................................................................................................................
...
a
x
...
b

y = Y (x)

Figure 115

In this case, the lower and upper boundaries of D consists of simple smooth curves C1 and C3
respectively, and the left and right boundaries are vertical lines C4 : x = a and C2 : x = b.
See figure 115. Let C1 and C3 be parametrized as the graphs of y = Y1 (x) and y = Y2 (x)
respectively for x [a, b]. Here we assume Y2 (x) > Y1 (x) for all x (a, b) so that C3 is higher
than C1 . Thus C1 is given the orientation which goes from left to right, whereas C3 is given
the orientation which goes from right to left so that C = C1 + C2 + C3 + C4 . Then
ZZ

Z b "Z

P
dxdy =
y
=

Y1 (x)

a
b

Za b

Y2 (x)

#
P
dy dx
y

y=Y (x)

[P (x, y)]y=Y12 (x) dx

P (x, Y2 ) P (x, Y1 ) dx
Z a
b
P (x, Y2 ) dx
P (x, Y1 ) dx
=
Z
Za
b
P dx
P dx
=
Z
Z
ZC3
ZC1
P dx
P dx
P dx
P dx
=
C4
C3
C2
ZC1
P dx.
=
=

P dx are in fact zero because C2 and C4 are vertical segments:

c Department of Mathematics

Note that

P dx and
C2

x = b and x = a, so that dx = 0.

Semester I (2013/14)

Similarly, using the fact that D is also a type II region,

ZZ
I
Q P
P dx + Qdy =

dA.
x
y
D
C

Q
dxdy =
x

Q dy. Therefore,

Now to extend this result to the general case, first consider a region D which is a union of two
regions D1 and D2 meeting along a curve L in their common boundaries. See figure 116. Thus
D1 = L1 + L, D2 = L + L2 and D = L1 + L2 . Suppose Greens Theorem holds for the
regions D1 and D2 . Then
L1.............. ............L
D............................
2
..
D

........
...
.........
...
.......
......
...
.....
.
...
.
...
..
.
.
.
.
L ......
.......
...
.....
.
....
.......
...
1
...
.....
...
..
....
.....
...
......
...
........
.
...........
....................

.............
....
...
........
...........
......
....
........
......
......
..
.....
....
.
.
.
.
.
...
...
...
.
...
.
.
..
...
.
.
...
..
....
.
...
....
.....
.
...
.
1
2 .........
...
..
.
.
...
...
.....
....
.....
..
.....
......
......
...
........
.......
.
.
.
.
.
.
...........
.
.
.
.
...........................................

.............
...
........
.......
...
.....
..
....
...
...
...
...
...
... L
..
.......
...
..
..
.......
.
...
2
..
.
.
...
..
.
.
...
..
...
....
......
...
.......
...
.........
.......................

Figure 116

Then, suppressing the terms involving P , Q etc, the following calculation shows that Greens
theorem holds for the region D.
Z
Z
Z
Z
Z
Z
Z
Z
+
+ +
=
+
=
=
L2
L
L1 Z L
L2Z
D
ZL1 +L2 Z L1
+
=
+
=
D2
ZLZ1 +L Z ZL+L2 Z Z D1
.
=
+
=
D2

Now any simple closed curve in the plane bounds a region which can be cut into regions both
of type I and type II. See figure 117. Thus, by the above consideration, Greens Theorem is
valid for any simple closed curve in the plane.
...
.................................................
.........
.......
......
.......
....
.....
......
.
.
.
.
....
.....
...
.
.
..........
.
.
.
..
.
.
....
.
.
...
.
..
.
.
.
4
3
.
.
...
........... ....................
.
.
.
...
.
.
...
.
.
...........
.....
...
.
.
....
...
...
...
.
.
...
...
...
....
....
.
...
..
...
..
..
...................................
....................................
...
.
...
.
..
...
...
..
.
...
...
...
..
..
...
..
...
...
.
.
.
.
.
...
....
...
......
....
...
........
......
...
...
............................
...
...
..
...
...
.
.
.
...
.
1
2 .........
....
....
.....
...
..
......
.....
......
...
.......
........
.
.
.
.
.
.
.
.
............ .. .............
......................

Figure 117

Lastly, the proof of Theorem 19.10 follows from Greens Theorem and Theorem 19.6.
Example 20.2. Evaluate

x4 dx + xydy, where C is the triangular curve consisting of the

line segments from (0, 0) to (1, 0), from (1, 0) to (0, 1) and from (0, 1) to (0, 0).
Solution. The functions P (x, y) = x4 and Q(x, y) = xy have continuous partial derivatives on
the whole of R2 , which is open and simply connected.
c Department of Mathematics

Semester I (2013/14)

.
...
........
....
...
.
(0, 1) .......
......
...........
................C
.....................
....................
..................
.......................................... y = 1 x
..........................
.. . . . . . . . . . ..
..........................................
.......................
...............D
..............................................................
.........................................
.
.
.
.
.
.
..........................................................................................................................................................
..
x (1, 0)
(0, 0) ....

Figure 118

By Greens Theorem,

x dx + xydy =

=
=

ZD
Z
1

(xy) x4

x
y

y dydx
1x

y dydx

0 0

= 16 .
Example 20.3. Evaluate
9.

(3y esin x )dx + (7x +

y 4 + 1)dy, where C is the circle x2 +y 2 =

Solution. C bounds the circular disk D = {(x, y) | x2 + y 2 9} and is given the positive
orientation. By Greens Theorem,
#
p
ZZ "
I
p
(7x + y 4 + 1) (3y esin x )
sin x
4
dA

(3y e
)dx + (7x + y + 1)dy =
x
y
D
C
ZZ
4 dA
=
D

= 4(32 ) = 36.

20.1. Application
of Greens Theorem to Find Area. Recall that the area of a region
ZZ
Q P
2
1 dA. Therefore, if we choose P (x, y) and Q(x, y) such that
D in R is

= 1,
x
y
D
then by Greens Theorem we have
I
ZZ
P dx + Qdy.
1 dA =
Area of D =
D

There are various choices of P and Q that satisfy this requirement. For example:
(1) P (x, y) = 0, Q(x, y) = x.
(2) P (x, y) = y, Q(x, y) = 0.
(3) P (x, y) = y/2, Q(x, y) = x/2.
Therefore,
1
y dx =
x dy =
Area of D =
2
D
D
I

Example 20.4. Find the area of the ellipse

c Department of Mathematics

x2 y 2
+ 2 = 1.
a2
b

xdy ydx.

Semester I (2013/14)

Solution. Let the parametric equations for the ellipse be x = a cos t, y = b sin t, for t [0, 2].
H
R 2
R 2
Then, Area = 12 D xdy ydx = 12 0 (a cos t)(b cos t) (b sin t)(a sin t) dt = 21 0 ab dt =
ab.
I
ex sin y dx + ex cos y dy, where C is the
Exercise 20.5. Evaluate by Greens Theorem
C

rectangle with vertices at (0, 0), (, 0), (, /2), (0, /2).

Exercise 20.6. Let F(x, y) = p

F is not conservative.

i+ p

[Answer: 2(e 1)]

x
x2

j be defined on R2 \ {(0, 0)}. Show that

20.2. Non Simply-Connected Regions. Greens Theorem is also valid for non simplyconnected regions, that is regions with holes. Consider the region D in figure 119 in which
D = C1 + C2 . We may cut the region D by two line segments L1 and L2 into two simply
connected regions D and D .
D = C = C1 + C2
......................................................................................................................................................
...............................................................
...............................................................
.............................. .
...............................................................................................
...............................................................
................................................................................................
.......
...............
.......................
......................
...............
................
...............
2
...............
...............
................................................................................................................................
...............................................................
...............................................................
...............................................................
...............................................................
..................................................................
.........................................................................................................................

Figure 119

Then

ZZ
D

Q P

x
y

dA =
=
=
=
=

Q P

x
y

Q P

x
y

dA +
D
Z
P dx + Qdy
P dx + Qdy +
Z D
ZD
P dx + Qdy
P dx + Qdy +
C2
ZC1
P dx + Qdy
ZC1 +C2
P dx + Qdy.
D

Here the third equality is obtained by re-grouping the line integrals and cancelling the line
integrals along L1 and L2 .
Z
y
x
Example 20.7. Let F(x, y) = 2
F dr = 2 for every simple
i+ 2
j. Show that
x + y2
x + y2
C
closed curve that encloses the origin.
Solution. Note that the vector field F is defined on R2 \{(0, 0)}. Let C be any closed curve that
encloses the origin. Choose a circle C centered at the origin with a small radius a such that
C lies inside C. We can parametrize C by x = a cos t, y = a sin t, t [0, 2]. Let D be the
region bounded between C and C . We give both C and C the counterclockwise orientation.
Thus D = C C is given the positive orientation with respect to the region D.
c Department of Mathematics

Semester I (2013/14)

Figure 120

By
applied toR, we
have

ZZ
ZZ
Z Greens Theorem
y 2 x2
x
y
y 2 x2

dA = 0.

dA
=
F dr =
2
2
2
2
2
2 2
2
2 2
(x
D (xZ + y )
D x
D
Z +y )
Z x + y Z y x + y
Z
F dr.
F dr =
F dr = 0. In other words,
F dr +
F dr =
Thus,
C
C
C
C Z
D Z
F dr
F dr =
Therefore,

C
ZC2
F(r(t)) r (t) dt
=
0
Z 2
(a sin t)(a sin t) + (a cos t)(a cos t)
=
dt
(a2 cos2 t + a2 sin2 t)
0
= 2.
21. The Curl and Divergence of a Vector Field
Let F = P i + Qj + Rk be a vector field on R3 . The curl of F is defined by

R Q
R
P
Q P
curl F =

i+
j+
k.
y
z
z
x
x
y
The curl of a vector field F is a vector field which measures the rotational effect of F. The
geometric meaning of curl F can be seen after we learn Stokes Theorem. At this point, lets
introduce the del operator . We let

+j
+k .
=i
x
y
z
We regard as a 3-dimensional vector consisting of the operators of partial differentiations
with respect to x, y, z. We can multiple by a scalar function (on the right), take the dot
product with a function, or the cross product with a vector field. For example, we may regard
the gradient of a function f as being the scalar multiplication of and f . That is
f
f
f
+j
+k .
grad f = f = i
x
y
z
The curl of a vector field F = P i + Qj + Rk can be regarded as the cross product between
and F.

i
j
k

curl F = F = x y
z
P Q R

R Q
R
P
Q P

=
i+
j+
k.
y
z
z
x
x
y
c Department of Mathematics

Semester I (2013/14)

Example 21.1. Let F(x, y, z) = xzi + xyzj y 2 k. Find curl F.

Solution.

i
j
k

curl F = F = x
y
z
xz xyz y 2

= (2y + xy)i + xj + yzk.

Theorem 21.2. If f (x, y, z) has continuous 2nd order partial derivatives, then curl (f ) = 0.
Proof.

i

curl f = x
f
x
=

y
f
y

k

z
f
z

2f
2f

yz zy

= 0.

2f
2f

zx xz

2f
2f

xy yx

by Clairauts Theorem

Corollary 21.3. If F is conservative (i.e. F = f ), then curl F = 0.

Remark 21.4. If F = P i + Qj is a vector field on R2 , we may regard F asthe vector field

Q P

k. Thus in this
F = P i + Qj + 0k in R3 with zero k component. Then curl F =
x
y
P
Q
=
which is 19.7.
case, if F is conservative, then
x
y
For example F(x, y, z) = xzi + xyzj y 2 k is not conservative because curl F = (2y + xy)i +
xj + yzk 6= 0.
Using Stokes Theorem in the next section, one can prove the following:
Theorem 21.5. Let F be a vector field on R3 whose component functions have continuous
partial derivatives. If curl F = 0, then F is conservative.
Exercise 21.6. Show that the vector field F = x2 i + y 2 j + z 2 k is conservative. Find a function
f such that f = F.
Let F = P i + Qj + Rk be a vector field on R3 . The divergence of F is defined by
P
Q R
+
+
x
y
z

+j
+k
= i
(P i + Qj + Rk) .
x
y
z

div F =

= F.
Example 21.7. Let F(x, y, z) = xzi + xyzj y 2 k. Find div F.

(xz) +
(xyz) +
(y 2 ) = z + xz.
x
y
z
Theorem 21.8. Let F = P i + Qj + Rk. Suppose P, Q, R have continuous 2nd order partial
derivatives. Then div curl F = 0.
Solution. div F = F =

c Department of Mathematics

Semester I (2013/14)

Proof.
div curl F=

R Q

y
z

P
R

z
x

Q P

x
y

2Q
2P
2R
2Q
2P
2R

xy xz yz yx zx zy

= 0.
because the terms cancel in pairs by Clairauts Theorem.
For a velocity vector field F, div F measures the amount of flow radiating at a point. If the
flow is uniform and without compression or expansion, then div F = 0. Thus, if div F = 0, we
say that F is incompressible. Whereas curl F measures the rotational effect of the vector field
F. Therefore, if curl F = 0, then we say that F is irrotational.
.....
............................
.......
...... . ......
........................
........ ..
.
.
.
.. .
................ ..... ......
.
.
.
.
.
.
.........
........ ...
..
..... ............. ...... ............... ...... . ...
. .....
....
........
. .... ....
...... ............
.... ....... ...
.
........ ....... .... ....
.... .. .. ..
.. .. .. ....
... ... ....... ......
.
.. ...... .... . ..
............ ......
.
.
.
.
.
.
.
..... ..
.
.
.
.
.
.
.
....... .
.
..... .... .............. ..... ............. ..........
....
.
.... ........
.... .......... .................
.
.
.
.
.
.... .........
....
.... ...
........................
.
.
.
..........
.
............................

................
................

...............
................

................
................

...............
................

................
................

...............
................

................

...............

................

...............

................

...............

................

................
................

..............
...............

................
................

..............
...............

................
................

..............
...............

curl F = 0
irrotational

curl F 6= 0

........
..................
.................
..........................
................
.................
..........

.
...............
............
.................
................
............
...............
................
...............
.............
...

..
..............
.......................
.
....
...............
..............
.................
................
..............
..............
..

.
...............

................

.............
.................
................
..............
...............
.................
...............
.............
...

................

...............

................

...............

................

...............

................

...............

................

...............

................

...............

................

...............

................

...............

div F = 0
incompressible

div F 6= 0
Figure 121

Another differential operator occurs when we compute the divergence of a gradient vector field
f . If f is a function of three variables, we have
div (f ) = (f ) =

2f
2f
2f
+
+
.
x2
y 2
z 2

We abbreviate this expression as 2 f . The operator 2 = is called the Laplace operator

because of its relation to Laplaces equation:
2 f =

2f
2f
2f
+
+
= 0.
x2
y 2
z 2

We can also apply the Laplace operator 2 to a vector field F = P i + Qj + Rk in terms of its
components:
2 F = 2 P i + 2 Qj + 2 Rk.
c Department of Mathematics

Semester I (2013/14)

Exercise 21.9. Let r =

x2 + y 2 + z 2 . Find 2 (r 3 ).

Exercise 21.10. Prove that div(f F) = f divF + F f.

21.1. Greens Theorem in Vector Forms. Let F = P i + Qj be a vector field. Greens
Theorem says that

ZZ
Z
Q P
F dr =

dA.
x
y
D
D

Q P
3

k,
Regard F as a vector field in R . That is F = P i + Qj + 0k. Then curl F =
x
y
Q P

= (curl F) k. Therefore, we may state Greens Theorem in the following

so that
x
y
form:
ZZ
Z
(curl F) k dA.
F dr =
D

To get a better meaning of this equation, let D be parametrized by the vector equation
r(t) = hx(t), y(t)i

for t [a, b].

We assume the pararmetrization gives the positive orientation of D. Then the unit tangent
vector is
r (t)
x (t) y (t)
T(t) =
=h
,
i.
|r (t)|
|r (t)| |r (t)|
Thus
Z b
Z b
Z
r (t)

F(r(t))
F(r(t)) r (t) dt =
F dr =
|r (t)| dt
|r (t)|
a
D
Z
Za
b

(F(r(t)) T(t)) |r (t)| dt =

F T ds,

where ds = |r (t)| dt is the arc length differential. Then, we can also state Greens Theorem in
the following form:
ZZ
Z
(curl F) k dA.
F T ds =
D

In this form, the equation expresses the line integral of the tangential component of F along
D as the double integral of the vertical component of curl F over the region D. This is a
special case of Stokes Theorem in which D is not necessarily a planar region but is a surface
in R3 with a boundary curve D.
We could also derive a formula involving the normal component of F along D. In that way,
Greens theorem will be stated in terms of the divergence of the vector field F. Using the above
parametrization of C, one can easily verify (by taking dot product with T) that the outward
unit normal vector to D is given by
n(t) = h

x (t)
y (t)
,

i.
|r (t)| |r (t)|

(It is the outward pointing normal because C is given the positive orientation.) Now we
consider the line integral of the normal component of F along D.
c Department of Mathematics

Semester I (2013/14)

F n ds =
=
=
=
=
=

(F(r(t)) n(t)) |r (t)| dt

Za b
P (x(t), y(t))y (t) Q(x(t), y(t))x (t)

|r (t)| dt
(t)|
(t)|
|r
|r
Za b
P (x(t), y(t))y (t)dt Q(x(t), y(t))y (t)dt
Za
P dy Qdx

ZCZ
P
Q
+
dA
by Greens Theorem
y
Z ZD x
divF dA.

Therefore,
Z

F n ds =

divF dA.
D

This version says that the line integral of the normal component of F along D is equal to
the double integral of the divergence of F over the region D. This result can be generalized to
the case of closed surface enclosing a solid region in R3 which is the content of the Divergence
Theorem.
In the next two exercises, we assume D satisfy the hypotheses of Greens Theorem and the
appropriate partial derivatives of f and g exist and are continuous. The first exercise is a
consequence of 20.10.
ZZ
Z
ZZ
2
f g dA.
f (g) n ds
f g dA =
Exercise 21.11. Prove that
Exercise 21.12. Prove that

(f 2 g g2 f ) dA =

(f (g) g(f )) n ds.

22. Parametric Surfaces and their Areas

Definition 22.1. Let r(u, v) = hx(u, v), y(u, v), z(u, v)i be a vector-valued function defined on
a region D in the uv-plane. Then
S = {(x, y, z) | x = x(u, v), y = y(u, v), z = z(u, v), (u, v) D}

is called a parametric surface. The equations: x = x(u, v), y = y(u, v), z = z(u, v) are called
the parametric equations of S.
v..

..
..........
...
...
...
...
...
D
...
.................................
...
.....
...
...
...
...
..
...
.....
..
..
...
...
..
.
...
.. (u, v) ..
...
.
.
...
.
...
........... ..................
...
.......
...
...
.
......................................................................................................

z..

..
..........
...
.................................
...
.............
.........
...
..
........
......
...
...
......
...
.
...
.....
.
r(u, v)
..
.....
.
...
.
....
..
.
.
.
...
.
.
.
.
........
...
...
.
.
.
.
...
.
.
...
........................................................
.
.
.
.
.
.
.
.
.
.
.
.
.........
.
.......................................................................
..
.
....
.
.
.
.
.
.
.
.
....
.
.
.
.......
...
...... .........
...
.....
............
.....
...
.....
.....
...
.....
.
.
.
...
.
.
... ..........
... .......
..
.......
................................................................................................................................................
.......
.
.
.
.
.
.
.
.....
.
.
.
.
.
.
......
........
...........
............

r(u, v)

Figure 122

c Department of Mathematics

Semester I (2013/14)

Example 22.2. Identity the surface with vector equation r(u, v) = h2 cos u, v, 2 sin ui.

Solution. The point (x, y, z) = (2 cos u, v, 2 sin u) lies on this surface if and only if x2 + z 2 =
4 cos2 u + 4 sin2 u = 4. Therefore, the surface is the cylinder x2 + z 2 = 4. The domain of r can
be taken as the infinite strip D = {(u, v) | 0 u 2, < v < }. The function r simply
identifies the two vertical sides of this strip to form the cylinder. Here we omit the line u = 2
so that r is injective. We could take the domain of r to be the whole xy-plane. In that case, r
takes the whole xy-plane and wraps it up around the cylinder infinitely many times.
z..

v..

..
..........
....
...
..
...
...
...
...
...
.
.
...
.
.
......................................................................
...
x2 + z 2 = 4
...
.
.
.
.
. ...............................................................................
...
.... .... .....
..
.
...
..
... .. ..
...
..
..
... ....
...
..
..
...
...
.
.....
... ...........................................................................................................................................................
.
.
..
...
............
..
..
.
.
.
.
.
.
.
.
.
.
.
.
.
...
.
..
....... .....
..
...
..
.......
.
.
.
.
.
.
.
.
.
.
.
.
.
.
...
...
...
...
.
..... .....
..........
...............................................................................
...........

r(u, v)

Figure 123

Example 22.3. Find a vector function that represents the plane that passes through the point
P0 with position vector r0 and contains two non-parallel vectors a and b.
Solution. Let O be the origin. For any point P on the plane, its position vector r can be
expressed as

r =OP0 + P0 P = r0 + ua + vb,
for some numbers u and v.

b
P0

Figure 124

Therefore, r(u, v) = r0 + ua + vb is the vector equation of the plane. If we let r0 = hx0 , y0 , z0 i,

a = ha1 , a2 , a3 i, b = hb1 , b2 , b3 i, then the parametric equations of the plane are : x = x0 +
ua1 + vb1 , y = y0 + ua2 + vb2 z = z0 + ua3 + vb3 . Here u and v are the parameters.
Example 22.4. Find a parametric representation of the sphere x2 + y 2 + z 2 = a.
Solution. We use the angles and in spherical coordinates. For a point on the sphere, = a.
Thus x = a sin cos , y = a sin sin , z = a cos . That is
r(, ) = ha sin cos , a sin sin , a cos i.
Example 22.5. Find a vector function that represents the elliptic paraboloid z = x2 + y 2 .
c Department of Mathematics

Semester I (2013/14)

Solution. We simply use x and y as the parameters. Thus, r(x, y) = hx, y, x2 + 2y 2 i.

In general, if the surface S is the graph of a function z = f (x, y), then a natural parametric
representation of S is
r(x, y) = hx, y, f (x, y)i.
p
Example 22.6. Find a parametric representation of the cone z = 2 x2 + y 2 .
p
Solution. Since the cone is the graph of the function z = 2 x2 + y 2 , we can simply take
p
r(x, y) = hx, y, 2 x2 + y 2 i.
p
Alternatively, we can consider cylindrical coordinates. The equation of the cone z = 2 x2 + y 2
in cylindrical coordinates is z = 2r. Thus if we use polar coordinates (r, ) of the xy-plane, we
can write r(r, ) = hr cos , r sin , 2ri.
22.1. Tangent Planes. Let S be a parametric surface defined by
r(u, v) = hx(u, v), y(u, v), z(u, v)i.
We shall find the equation of the tangent plane to S at a point P0 with position vector
r0 = r(u0 , v0 ).
Consider the horizontal line v = v0 in the uv-plane and within the domain of r, its image under r
is a curve C1 on S passing through the point P0 . This curve C1 has a vector equation r(u, v0 ) =
d
r(u, v0 ) |u=u0 , which
hx(u, v0 ), y(u, v0 ), z(u, v0 )i. The tangent vector to C1 at P0 is given by du
is simply
x
y
z
ru h (u0 , v0 ),
(u0 , v0 ),
(u0 , v0 )i.
u
u
u
v..
z..

..
........
....
...
..
...
...
D
...............
...
........ ... ..............
...
..
...
...
...
..
..
...
......................................................................
v0 ... ...
...
..
.
..
...
...
.
.
,.v ) .
..(u
...
.. 0 .... 0 ......
........ .. ............
...
..............
...
...
....
...
..
.........................................................................................................

r = r(u, v)

u = u0

..
........
....
1
.............................C
..........
...
..............
..
..
... ............
...
......
...
.
...
.
......
...
..
.
.
.
...
.....
.
.
P0 ....
.....
...
...
..
..........................................................................................
.
...
.
........... rv .....
... ....................... .............
.
.
...
.
.
.
......... ....
....................
..............
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.........
.................................................................. ..
.
.
.
.
.
.
.
C
r
....
.
.
.
.
.......
u
2
...... ..........
...
.......
...
...
...
...
...
.
..
..................................................................................................................................................
.
.
.
.
.
.
....
.
.
.
.
.
.
.
.....
.
.
.
.
.
.
......
C1 is the image of the line v =
.......
..........
...........

v0
C2 is the image of the line u = u0

Figure 125

Similarly, the image of the vertical line u = u0 under r is a curve C2 whose tangent vector at
P0 is given by
y
z
x
(u0 , v0 ), (u0 , v0 )i.
rv h (u0 , v0 ),
v
v
v
Both vectors ru and ru lie in the tangent plane to S at P0 . Therefore, the cross product ru rv ,
assuming it is nonzero, provides a normal vector to the tangent plane to S at P0 . Therefore,
(rr0 )(ru rv ) = 0 is the equation of the tangent plane. At this point, lets make a definition.
Definition 22.7. The surface S is said to be smooth if ru rv 6= 0 for all points (x, y) D.

c Department of Mathematics

Semester I (2013/14)

Thus a smooth surface always has a tangent plane at each of its points. Basically, a smooth
surface is one which has no corners and no breaks.

Example 22.8. Find the equation of the tangent plane to the surface with parametric equations
x = u2 , y = v 2 , z = u + 2v at the point (1, 1, 3).
Solution. The vector equation of the surface is
r(u, v) = hu2 , v 2 , u + 2vi.
Therefore, ru = h2u, 0, 1i and rv = h0, 2v, 2i. Thus, a normal vector to the tangent plane is
ru rv = h2v, 4u, 4uvi. At the point (1, 1, 3), we have (u, v) = (1, 1). Then, the normal
vector at (u, v) = (1, 1) is h2, 4, 4i. Therefore, the equation of the tangent plane to the
surface at (1, 1, 3) is (hx, y, zi h1, 1, 3i) h2, 4, 4i = 0, or equivalently, x + 2y 2z + 3 = 0.

22.2. Surface Area. If a smooth parametric surface is given by

r(u, v) = hx(u, v), y(u, v), z(u, v)i,

(u, v) D,

and r is injective except possibly on the boundary of D, then the surface area of S over D is
defined to be
ZZ
|ru rv | dA.
A(S) =
D

Example 22.9. Find the surface area of the sphere x2 + y 2 + z 2 = a2 .

Solution. A parametric representation of the sphere is given by
r(, ) = ha sin cos , a sin sin , a cos i,
where 0 and 0 2. Thus,

i
j
k

r r = a cos cos a cos sin a sin
a sin sin a sin cos
0

= ha2 sin2 cos , a2 sin2 sin , a2 sin cos i

Therefore, |r r | = a2 sin . Hence,

A(S) =

c Department of Mathematics

|ru rv | dA =

2
0

a2 sin dd = 4a2 .

Semester I (2013/14)

22.3. Surface Area of the Graph of a Function. Let S be a surface which is the graph
of a function f (x, y) defined on a domain D R2 . Then a parametric representation of S is
r(x, y) = hx, y, fq
(x, y)i. Thus, rx = h1, 0, fx i and ry = h0, 1, fy i so that rx ry = hfx , fy , 1i,

and |rx ry | =

1 + fx2 + fy2 . Therefore, the surface area of S over D is given by

ZZ q
A(S) =
1 + fx2 + fy2 dA.
D

This is the same formula derived in section 12.

Exercise 22.10. Suppose S is the surface obtained by rotating the curve y = f (x) for x [a, b]
through an angle 2 about the x-axis, where f (x) 0, and f (x) is continuous. Show that S
has a parametric representation given by r(x, ) = hx, f (x) cos , f (x) sin i, for x [a, b] and
[0, 2]. Show that the area of S is given by
Z b
p
f (x) 1 + [f (x)]2 dx.
2
a

Exercise 22.11. On the xz-plane, the circle (x b)2 + z 2 = a2 (b > a) is rotated through an
angle 2 about the z-axis to form a torus T . Find the surface area of T .

[Answer: 4 2 ab]
22.4. Surface Integrals. Let S be a parametric surface with vector equation r(u, v) =
hx(u, v), y(u, v), z(u, v)i, where (u, v) D. Let f (x, y, z) be a continuous function defined on
S.
Definition 22.12. The surface integral of f over S is
ZZ
ZZ
f (r(u, v))|ru rv | dA.
f (x, y, z) dS =
D

If S is the graph of z = g(x, y), then

ZZ
ZZ
q
f (x, y, g(x, y)) 1 + gx2 + gy2 dA.
f (x, y, z) dS =
D

Example 22.13. Evaluate

x2 dS, where S is the unit sphere x2 + y 2 + z 2 = 1.

Solution. A parametric representation of the unit sphere is given by

r(, ) = hsin cos , sin sin , cos i,

where 0 and 0 2. From example 22.9, we have |r r | = sin . Therefore,

ZZ
ZZ
2
(sin cos )2 |r r | dA
x dS =
D
S
Z 2 Z
=
sin3 cos2 dd
0
0
Z 2
Z
cos2 d
sin3 d
=
0

= 4/3.
ZZ
z dS, where S is the surface whose side face S1 is part of the
Example 22.14. Evaluate
S

cylinder x2 + y 2 = 1 bounded by the bottom face S2 which is the xy-plane and the top face
S3 which is part of the plane z = x + 1 above the xy-plane. See figure 126.
c Department of Mathematics

Semester I (2013/14)

Solution. The surface integral is the sum of three surface integrals:

ZZ
ZZ
ZZ
ZZ
z dS.
z dS +
z dS +
z dS =
S3

z..

S :z = 1+x

3
..
.....
..........
............ .........
........
...
..
......
.
...
.
.
.
..
.
.
.... ..........
....
....
.....
.....
........
.
.
.
.
.
..
.
.... .
... ..
.... ....
.. ..
.....
..
... ....
..
.
....
.
.
.
.
.
..
...
...
.....
...
...
..
....
...
..
...
...
...
...
...
..
.
.
.
.
.
.
...
.
..
...
.
.
.
.
...
.
.
..
...
...
.
...
.
.
.
.
.
..
..
.
.
.
... S1 : x2 + y 2
.
.. ........
..
.
...
.
.
........... ...
.
.
.
.
.
.
.
.
.
.
.
...
...
.
... ... ... ...
......
.. ... ...
.
.
.
.
.
.
.
... ... ... ... ... .
.. ... ...
......
.
.
.
.
.
.
.. ....
.
......
.... ...
.
.
.
.
.
.
......
...
.
...
......
.......................................................................................................................
.......
.
...
......... .....................
...
......
.........
.
.
.
.
.
.
.
.
.
.
...........
.....
.
.
.
.
.
.
........................
.
.
.
.
.
.
.
..
...............
.... .........................
...
...
S2 : z = 0
....
...
.
.
..
....
....
.........
.....

Figure 126

Lets first calculate the surface integral over S1 . The surface S1 is a cylinder. By example 22.2,
it has a parametric representation r(, z) = hcos , sin , zi, where 0 2, 0 z 1 + x =
1 + cos . Thus, r rz = hcos , sin , 0i and |r rz | = 1. Therefore,
Z 2 Z 1+cos
Z 2
ZZ
3
1
(1 + cos )2 d =
.
z dS =
z dzd =
2
2
S1
0
0
0
On S2 , we have z = 0. Thus the integrand of

z dS is zero so that the integral has value

zero. Therefore,
ZZ

z dS = 0.

The surface S3 is the graph of the function z = 1 + x. Therefore, using polar coordinates, we
have Z Z
ZZ
ZZ
q

2
2
(1 + x) 2 dA
(1 + x) 1 + zx + zy dA =
z dS=
D
D
S3
Z 2
Z 1

=
(1 + r cos ) 2 rdrd = 2.
0 0
ZZ
3
+ 2.
z dS =
Consequently,
2
S3
ZZ
p
z 2 dS, where S is the portion of the cone z = x2 + y 2 for
Exercise 22.15. Evaluate
which 1 x2 + y 2 4.

c Department of Mathematics

[Answer: 15 2/2]
93

Semester I (2013/14)

23. Oriented Surfaces

A surface S is said to be orientable if it is two-sided, otherwise it is non-orientable. For
example, a sphere is orientable because it has an inside and an outside. Whereas the Mobius
strip in figure 127 is non-orientable. When one walks on one side along the center curve of the
Mobius strip, one arrives after one turn to the same position on the opposite side. This means
the Mobius strip is only a one-side surface and is non-orientable.

Figure 127

A M
obius band

If S is orientable, then it is possible to choose a unit normal vector n at every point S so that
n varies continuously over S. In that case, S is called an oriented surface and the choice of n is
called an orientation of S. There are only two orientations of an orientable surface S, namely
one for each side of the surface S which corresponds to the choice where all the unit normal
vectors point away from that side of the surface.
n.

.
..........
....
..
n
.
....
n..
...........
.
.
.
.
.
...........................
.
.
.
.
.
.
.
.
.
.
.
.........
....
...........
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
. ...
...........
....
....
........
.. .........
.... ...........
......
...
......
. ..
....
.....
....
.......
....
.... .......
.
.
... ... ... ... ... ... ... ... ... ... ... ... ...
.
...
.
.
..
.
.
.
.
.
.
.
.
.
.
.
..
... ... ...
..
... ... ... ... ... .
.
.
.
.
... ... .....
.... ......
.......
....
.......
....
....
.
...
..
...
...
.....
...
.
.
.
.......
.
...
.
.
........
.
.
.
.
.
...
...........
...........
................
....................................................................................

S
Figure 128

There are two possible orientations of S.

If S is the graph of z = g(x, y), then

hgx , gy , 1i
n= q
gx2 + gy2 + 1

is the upward orientation of S because the k-component is positive.

If S is a smooth orientable surface given in parametric form by a vector function r = r(u, v),
then it is automatically supplied with the orientation of the unit normal vector
ru rv
n=
.
|ru rv |
The opposite orientation is denoted by n and the corresponding oriented surface is denoted
by S.
As an example, consider the unit sphere. It has a parametric representation given by
c Department of Mathematics

r(, ) = hsin cos , sin sin , cos i,

Semester I (2013/14)

where 0 and 0 2. From example 22.9, we have

r r = hsin2 cos , sin2 sin , sin cos i

and |r r | = sin .
z..

..
........
....
...
..
...
n
...
...
..
.........
.
.....................................
.
.
.
.
.
.
.
.
.
...
...
......
....
... ........
.....
...
... ........
....
...
...
...
...
...
. ....
...
.
.
...
.. ..
...
...
... ... ...... ......... ... ... ... ...
..... ... ... ... ... ...
.
... ... ....
......
........
..
....................................................................................................
....
.
.
...
.....
.
...
......
.............
..
...... ..
... ................... .. .
........... ...
...
..........................................
.
.
.
.
.
.
...
.
.
... .......
...
... ....
...
....
....
..............
.....
.
.
.
.
.
.
.
.
.
........
......................................
....
....
.......
......

z..

Figure 129

Therefore, n =
normal.

The positive orientation

r r
|r r |

The negative orientation

The sphere

= hsin cos , sin sin , cos i = r(, ), which is the outward pointing

For a closed surface (i.e. a surface which is the boundary of a solid region E), the convention
is that the positive orientation is the one for which the normal vector point outward from E,
and the inward-pointing normal give the negative orientation.
24. Surface Integrals of Vector Fields
Let F be a continuous vector field defined on an oriented surface S with unit normal vector n.
The surface integral of F over S is
ZZ
ZZ
F n dS.
F dS =
S

This integral is also called the flux of F over S.

If S is the graph of a function z = g(x, y) over a region D in the xy-plane, and F = P i+Qj+Rk,
then Z Z
ZZ
S

F dS =

Z ZS

F n dS

hgx , gy , 1i q 2
hP, Q, Ri q
gx + gy2 + 1 dA
D
gx2 + gy2 + 1
ZZ
(P gx Qgy + R) dA.
=

Example 24.1. Evaluate

F dS, where F(x, y, z) = hy, x, zi, and S is the boundary of the

solid region E enclosed by the paraboloid z = 1 x2 y 2 and the plane z = 0.

Solution. Let S1 be the paraboloid above the xy-plane and S2 the unit disk on the xy-plane.
Then S is the union of the surfaces S1 and S2 . The surface integral over S is the sum of the
surface integrals over S1 and S2 .
c Department of Mathematics

Semester I (2013/14)

z..

..
..........
....
...
...
...
.
........................... S : z = 1 x2 y 2
.
.
.
.
.
.
.
.
...... 1
....
.
.
.
.....
.
....
.
...
....
.
.
...
.
...
..
...
...
...
...
.
..
.
.
...
..
..
.
.
...
..
..
.
.
...
..
..
.
.
...
..
..
...
.
.
..
..
...
.
.
.
...
.
..
.
.
.. ... ... ... ..... ... ... ... ... ... ... ...
.... . ... ...... ... .
... ... .....
......
........
....
....
..
.
.
.
.......................................................................................................................
....
..
.....
...
..
.......
.....
.
.
.
...
.
...........
.
.
.
.........................
............
. ......................................
....
....
S2 : x 2 + y 2 1
...
.
.
.
..
....
....
....
........
.
.
.
..

Figure 130

First lets compute the surface integral over S1 . The surface S1 is the graph of the function
g(x, y) = 1 x2 y 2 over the disk D = {(x, y) | x2 + y 2 1}. We have gx = 2x and gy = 2y.
ZZ

Therefore,

F dS =
=

Z ZD

(P gx Qgy + R) dA
[(y)(2x) x(2y) + (1 x2 y 2 )] dA

(1 + 4xy x2 y 2 ) dA
DZ
Z 2
1

=
(1 + 4r 2 cos sin r 2 ) rdrd = .
2
0
0
=

The disk S2 is oriented downward, so its unit normal vector is k. Then,

ZZ
ZZ
z dS = 0, since z = 0 on S2 .
F (k) dS =

F dS =

If S is a parametric surface defined by a vector function r = r(u, v) : D R3 , then

F dS =

Therefore,
ZZ

F dS =

F(r(u, v)) (ru rv ) dA.

Example 24.2. Let F(x, y, z) = hz, y, xi. Evaluate

x2 + y 2 + z 2 = 1.

c Department of Mathematics

F dS, where S is the unit sphere

Semester I (2013/14)

Solution. A parametric representation of the unit sphere is given by

r(, ) = hsin cos , sin sin , cos i,
where 0 and 0 2. We have
r r = hsin2 cos , sin2 sin , sin cos i, and F(r(, )) = hcos , sin sin , sin cos i.
Thus, F (r r ) = 2 sin2 cos cos + sin3 sin2 . Therefore,

F dS =

2
0Z

(2 sin2 cos cos + sin3 sin2 ) dd

Z
Z
Z 2

3
2
sin d
cos d +
sin cos d
0

= 0 + 4/3.

sin2 d

25. Stokes Theorem

Theorem 25.1. (Stokes Theorem) Let S be an oriented piecewise-smooth surface that is
bounded by a simple, closed, piecewise-smooth boundary curve C with positive orientation.
Let F be a vector field whose components have continuous partial derivatives on an open region
in R3 that contains S. Then
ZZ
Z
(curl F) dS.
F dr =
S

...
..........
....
n
...
.
n..
.......
...........
.
.
.
.
.
.
........................
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
..........
.
.
.
.
........... ........
.........
.
.
.
.....
.
.
.
.
.
.
.
.
.
.
....
.. .......
......
.... ...........
.... ............
......
.......
....
.....
....
........
....
... .....
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
. ... ... ... ...
...
.. ... ... ...
.
.
.
.
.
.
...
...
.
.
.
.
.
.
.
. ... ...
.. .. ... ... ...
.
.. ... ....
.
.
.......
..........
.....
.....
....
....
...
...
....
..
.
......
....
.
.
.
.
......
.
....
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.....................
.
.....
............
.............................
.......
.............................................................................
.............
.........
.
..
..........

Figure 131

Stokes Theorem

F dr =

(curl F) dS

Proof of a special case of Stokes Theorem.

Assume S is the graph of z = g(x, y), over a region D which is of type I and II in the xy-plane,
and g has continuous 2nd order partial derivatives.
c Department of Mathematics

Semester I (2013/14)

z = g(x, y)

z..

..
..
.........
........
....... .....
n.
.
.......
....
.....
....
.......
...... ....................
....
...
.
..
............
..
.. .
.................
.. ..
...
.
.
.
...
.. .
...
....
...
...
S ...... ....
...
.
....
...
.. .
.... ...
.
.. ..
.
.
.
.
...
.
.
.
.
.
. .
.......... ..
...
..
... .. .... .............
...
..
... .....................
...
.......................
...
..
..
C
..
...
..
.
.
.
.
..
...
..
..
.
.
..
...
..
..
.
.
..
...
..
..
.
.
..
...
.
..
.
....................................................................................................................................................................................
.
.
.
.
..
....
.
.
.
.
.
.
..
.
.
.
...
.
.
.
.
.
..
.
.
.
..
.
....
...
..............................................................................
.
.
.
.
.
.
.
.
.
.
..
.. ......
... .......
....
D
.
.......
....
..........................................................................
....
...
.
.
.
........
C1
......

Figure 132

Let F = P i + Qj + Rk. Then

ZZ
ZZ
(Ry Qz )gx (Pz Rx )gy + (Qx Py ) dA.
(curl F) dS =
D

Let x = x(t), y = y(t), t [a, b] be a parametric representation of the boundary curve C1 of

D. Then x = x(t), y = y(t), z = g(x(t), y(t)) is a parametric representation of C. Therefore
Z

Z b

dx
dy
dz
F dr =
P
+Q +R
dt
dt
dt
C

Za b dt
dy
dx
dy
dx
+ Q + R(gx
+ gy ) , dt
=
P
dt
dt
dt
Za b dt
dy
dx
=
+ (Q + Rgy )
(P + Rgx )
dt
dt
dt
Za

(P + Rgx )dx + (Q + Rgy )dy

ZCZ1

(Q + Rgy )
(P + Rgx ) dA by Greens Theorem on D
=
y
D x

z
z
ZZ
Qx + Qz x
+ (Rx + Rz x
)gy + Rgyx
dA

=
z
z
D

(R
+
R
)g

Rg
P

P
y
z y x
xy
y
z y
ZZ
=

(Ry Qz )gx (Pz Rx )gy + (Qx Py ) dA

Z ZD
(curl F) dS.
=
=

Note that Q(x, y, z) = Q(x, y, g(x, y)) is a function of x and y in D. By chain rule, we have
Q
x
y
z
Q
z
= Qx
+ Qy
+ Qz . That is
= Qx + Qz
= Qx + Qz gx . Similarly, we have
x
x
x
x
x
x
R
= Rx + Rz gx .
x
Z
F dr, where F = y 2 i+xj+z 2 k and C is the curve of intersection
Example 25.2. Evaluate
C

of the plane y + z = 2 and the cylinder x2 + y 2 = 1. (C is oriented in the counterclockwise

sense when viewed from above.)
c Department of Mathematics

Semester I (2013/14)

Solution. Let S be the surface enclosed by C on the plane y + z = 2. S is the graph of

z = g(x, y) = 2 y over the disk D = {(x, y) | x2 + y 2 1}.
z..
....................
...
...
.
....... .......
.....
...... .....
.......
..
.......
....
............
.......
... ...
... ......
...
... ....
...
....
...
... ......C
...
....
.
... .........
..
...
...
.
...
...
....
..
...
...
...
.
....
.
...
...
.... ..
...
..... .
...
...
......
...
.. y + z =
.......
..
.
...
.
.. ............
...
S ... ............... .......
...
..............
.
...
..
..
.
...
..
..
...
. ... ... ... ... ........ ... ... ... ... ... ...
... ........ ..
..... ..
..
...
.....
...
...........................................................................................
.
.
......
.
......
..
.........
.........
.......................... D
...................
... .............. 2
2
....
.
.
x +y =1
....
...
....
.......
......

Figure 133

i

j
k

Also curl F = x y z = (1 + 2y)k. By Stokes Theorem,
y 2 x z 2
Z 2 Z 1
ZZ
ZZ
Z
(1 + 2y) dA =
curl F dS =
(1 + 2r sin )rdrd
F dr =
D
0
S
0
C
Z 2
1 2
( + sin ) d = .
=
2 3
0
Example 25.3. Use Stokes Theorem to compute

curl F dS, where F(x, y, z) = yzi +

xzj + xyk and S is the part of the sphere x2 + y 2 + z 2 = 4 that lies above the cylinder
x2 + y 2 = 1 and above the xy-plane.
p
Solution. The cylinderx2 + y 2 = 1 intersects the upper hemisphere z = 4 x2 + y 2 in
a
equation given by r(t) = hcos t, sin t, 3i
curve C at height z = 3. The curve C has avector
and r (t) = h sin t, cos t, 0i. Also F(r(t)) = h 3 sin t, 3 cos t, cos t sin ti. By Stokes Theorem,
z..
..
..........
....
...
...
S
.....
.
.
.
.
.
.
.
.
.
.
.
............. ... .......................................
.
.
.
.
.
.
.
.
.
...........
.
.
.
.
..........
.
.
.... .... ....................................................... .... ........
.
.
.
.
..
....
....
C ...... ........
.
...
.
.
.
.
.
.
...
..
....
...
...
...
. ... ... ... ... ...... ... ... ... ... ...
..
.
....
...........
.
.. ...
.. ... ... ....
... ... ... . ....
..
.
.
... ..
... ......
..
.
.
........ ... ... ... ..................................................................................................................
.....
.
..
..
...........
...
...
....
...............................................
....
.......
..
.......
..........
..........
.......................
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
...............................
....
....
....
....
...
.
.
...
...
....
.........
....

Figure 134

curl F dS =

F dr =

F(r(t)) r (t) dt =

( 3 sin2 t + 3 cos2 t) dt = 0.

Corollary 25.4. If curl F = 0 on all of R3 , then F is conservative.

c Department of Mathematics

Semester I (2013/14)

Proof. By Stokes Theorem,

F dr =

curl F dS = 0 for all simple closed curve C in

R3 . By cutting any closed curve into a finite number of simple closed curves, the line integral
is zero for any closed curve. Thus F is conservative by 19.6.

Exercise 25.5. Let S be the capped cylindrical surface shown in figure 135. S is the union of
the surfaces S1 and S2 where S1 = {(x, y, z) | x2 + y 2 = 1, 0 z 1} and S2 = {(x, y, z) | x2 +
yZ2Z+ (z 1)2 = 1, z 1}. Let F(x, y, z) = (zx + z 2 y + x)i + (z 2 yx + y)j + z 4 x2 k. Evaluate
curl F dS.

[Answer. 0]

..........................
.......
...........
......
.......
.....
......
....
....
.
.
.
...
..
.
.
...
..
.
...
.
2 ...
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.. ... ...
.
... ...
... ... ....
... ... ... ...
......
......
..
....
...
............
.......
......... ....
... .....................
...............................................
...
...
..
...
...
1 ......
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
..
.
.
.. ... ...
.. ...
... ... ...
.... ... ... ... .
......
......
..
...
.
..
.....
....
........
........
..............
....................................................

Figure 135

26. The Divergence Theorem

Theorem 26.1. (The Divergence Theorem or Gauss Theorem) Let E be a solid region which
is both of type I, II and III, and let S be the boundary of E, given with the positive (outward) orientation. Let F be a vector field whose component functions have continuous partial
derivatives on an open region containing E. Then
ZZZ
ZZ
div F dV.
F dS =
E

Proof. Let F = P i + Qj + Rk. Then div F = Px + Qy + Rz . Thus,

ZZZ

div F dV =

ZZZ

Px dV +

ZZZ

Qx dV +
E

ZZZ

Rx dV.
E

Let n be the unit outward normal of S. Then

F dS =

(P i + Qj + Rk) n dS =

P i n dS +

Qj n dS +

Rk n dS.

We shall show
ZZ

P i n dS =

ZZZ

Px dV ,

c Department of Mathematics

Qj n dS =

ZZZ

Qy dV , and
E

Rk n dS =

ZZZ

Rz dV .

100

Semester I (2013/14)

z..

..
S : z = u2 (x, y)
..........
.................................................2
..
........
...
......
.
...
...
.......
................
.
........................................ ....
....
...
..
.. S
..
....
... ... ... ... ..E
..
. ... ... ... ... ... .... 3
.......
.. ....
....
.......
.
..
.
......
..................
...
....................................... ..
..
....
.
.. S1 : z = u1 (x, y)
..
..
..
..
...
..
..
....
..
..
..
..
..
...
..
..
...
..
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
...................................
.
...
..
.
.
.
.
..
.
.
.
..
.
..
..
.
.
.
.
.
.
...
.. ............................................ ..
........
....
......
..
....
......
....
..
D
.......
...
.
....................................................
.
...
.
.
..........
.
....

Figure 136 Type 1 solid region

To prove the third equation, we use the fact that E is a type I solid region:
E = {(x, y, z) | u1 (x, y) z u2 (x, y), (x, y) D},

where D is the projection of E onto the xy-plane. The boundary of E consists of S1 , S2 , and
S3 .
ZZ
Rk n dS = 0.
On S3 , n is perpendicular to k. Thus
S

The surface S2 is given as the graph of z = u2 (x, y) with (x, y) D. The outward normal n
points upward. Thus,
ZZ
ZZ
R(x, y, u2 (x, y)) dA.
Rk n dS =
D

The surface S1 is given as the graph of z = u1 (x, y) with (x, y) D. The outward normal n
points downward. Thus,
ZZ
ZZ
R(x, y, u1 (x, y)) dA.
Rk n dS =
D

Therefore,

Rk n dS =

ZZZ

R(x, y, u2 (x, y)) R(x, y, u1 (x, y)) dA

z=u (x,y)
[R(x, y, z)]z=u12 (x,y)

dA =

ZZ Z
D

u2 (x,y)

u1 (x,y)

R
dz dA
z

Rz dV .
E

Similarly, using the fact that E is a type II and III solid region, one can prove the second and
first equation. Combining the three equations, we get the Divergence Theorem.
Example 26.2. Let F(x, y, z) = zi + yj + xk. Evaluate
x2 + y 2 + z 2 = 1.
c Department of Mathematics

F dS, where S is the unit sphere

101

Semester I (2013/14)

Solution. By the Divergence Theorem,

of the unit ball = 4/3.
Example 26.3. Evaluate

F dS =

ZZZ

div F dV =

ZZZ

1 dV = volume

F dS, where F = xyi + (y 2 + exz )j + sin(xy)k and S is the

surface of the region E bounded by the parabolic cylinder z = 1x2 and the planes z = 0, y = 0
and y + z = 2.
Solution. The solid region E can be described as
E = {(x, y, z) | 1 x 1, 0 z 1 x2 , 0 y 2 z}.
z..

(1,

..
..........
....
...
...
...
y = 2z
(0, 0, 1) ...... ........................ .......
.............
.
.
.
...
.
........ .....................
.
.
.
........ .....
.... ... ....... .........
.
.
.
........
...
...
.
....
......
..
..............
.
.
.
.
.
.
.
.
.
.
......
.
...
... .....
......
.....
....
...
... ..
.....
...
...
.....
... ...
..
...
...
.. ...
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ............
....
...
... ....
..
...
...
...
....
.
.
.
...
...
... ..
....
..
...
.. .....
...
.
.
.
....
... ....
.
...
..
...
...
......
..
....
......................................................................................................................................................
...
...
...
.
..
...
...
... (0, 2, 0)
.
.
..
.
.
.
.
.
...
..
..
....
...
.
.
.
.
.
.
.
.
....
.. .....
.. .....
.........
0, 0)..........................................................................................................
.
...
.
.
.........
z = 1 x2
.......

Figure 137

By the Divergence Theorem, we have

F dS =

ZZZ

div F dV =

ZZZ

3y dV = 3
E

1
1

1x2
0

y dydzdx =
0

184
.
35

Exercise 26.4. Let S be the surface of a solid region E. Show that

ZZ
r dS = 3 volume (E),
S

where r(x, y, z) = xi + yj + zk.

Exercise 26.5. Let
Z Z S be a surface and let F be perpendicular to the tangent to the boundary
curl F dS = 0.
of S. Show that
S

Exercise 26.6. Let S be a closed surface and let F a vector field onZ Z
R3 whose component
curl F dS = 0.
functions have continuous second order partial derivatives. Show that
S

Exercise 26.7. Prove that

Dn (f ) dS =

ZZZ

2 f dV , where Dn (f ) is the directional

derivative of f along the direction of the unit normal n to the surface E.

c Department of Mathematics

102

Semester I (2013/14)

27. Further Exercises

1. Let L be a line with vector equation r(t) = ha, b, ci + th, , i, where h, , i is a unit
vector and P = (x0 , y0 , z0 ) a point in R3 . Show that if d is the distance from P to L, then
d2 = (x0 a)2 + (y0 b)2 + (z0 c)2 [(x0 a) + (y0 b) + (z0 c)]2 .

2. Find the distance between the surface z = x2 + y 2 and the plane x + y 2z = 8.

3. Let C1 : 1 = 1 () and C2 : 1 = 1 (), 0 2 be two simple closed curves on the
planes z = 0 and z = h, (h > 0) respectively such that each encloses the z axis in its
interior. Let A1 and A2 be the areas of the regions R1 and R2 enclosed by C1 and C2
respectively. Suppose E is a solid with bottom and top faces R1 and R2 such that any
vertical plane through the z-axis intersects the boundary of E in a quadrilateral. Show
that the volume of E is given by
Z
h
h 2
(A1 + A2 )
(1 () 2 ())2 d.
2
12 0
4. Let f be a continuous function. Show that
Z
Z xZ yZ z
1 x
(x t)2 f (t) dt.
f (t) dtdzdy =
2 0
0
0
0
5. Let u be a unit vector. Prove that for any vectors v and w,

u [u (u v)] w = u (v w).

6. Prove that if a, b, c are vectors in R3 , then

(a b) [(b c) (c a)] = [a (b c)]2 .

7. Suppose
p r = r(t) is a parametrization of the curve which is the intersection of the surfaces
z = 4 2 x2 y 2 and x = sin y. Let J = r r . Show that r = (J r )/|r|2 .
8. Let a, b, c be linearly independent vectors in R3 , and r = hx, y, zi. Let E be the solid
defined by the inequalities 0 a r , 0 b r , 0 c r . Show that
ZZZ
()2
(a r)(b r)(c r) dV =
.
8|a (b c)|
E
Z 1Z 1
2 2
emax{x ,y } dydx.
9. Evaluate
0

12x3 y 5 + 4x4 y 4
exists. Justify your answer.
x6 + 4y 8
(x,y)(0,0)
12x3 y 4 + 4x4 y 4
exists. Justify your answer.
(ii) Determine if
lim
x6 + 4y 8
(x,y)(0,0)
11. Suppose that the function h : R2 R has continuous partial derivatives and satisfies the
equation
h
h
h(x, y) = a (x, y) + b (x, y)
x
y
for some constants a, b. Prove that if there is a constant M such that |h(x, y)| M for
all (x, y) R2 , then h is identically zero.
12. Find the volume of the region of points (x, y, z) such that

10. (i) Determine if

lim

(x2 + y 2 + z 2 + 8)2 36(x2 + y 2 ).

c Department of Mathematics

103

Semester I (2013/14)

13. Let ha1 , a2 , a3 i be a unit vector. Let B be the solid ball in R3 centred at the original with
radius . Show that
ZZZ
cos(a1 x + a2 y + a3 z) dxdydz = 4 2 .
B

14. Let D be the region on the xy-plane bounded by the curves y = x, y = 2 x, x2 + y 2 = 1

and x2 + y 2 = 4. Evaluate the double integral
ZZ
2x2 + y 2
dA.
xy
D
15. Suppose that f (x, y) is a continuous real-valued function on the unit square 0 x 1, 0
y 1. Show that
2
2
Z 1 Z 1
Z 1 Z 1
f (x, y)dy dx
f (x, y)dx dy +
0

0
1Z 1
0

f (x, y)dx dy

0
1Z 1

(f (x, y))2 dx dy.

0
2
y

16. Let H be the unit hemisphere {(x, y, z) :

+
+ z 2 = 1, z 0}, C the unit circle
2
2
{(x, y, 0) : x + y = 1}, and P the regular pentagon inscribed in C. Determine the
surface area of that portion of H lying over the planar region inside P , and write your
answer in the form A sin + B cos , where A, B, , are real numbers.
17. Let S be the closed surface in the xyz-plane defined using cylindrical coordinates (r, , z)
by r = 2 + cos u, = t, z = sin u, where 0 t 2, 0 u 2. Show that the volume of
the solid bounded by S is 4 2 .
18. Let C be a simple closed curve in the plane ax + by + cz + d = 0. Let R be the region
enclosed by C and oriented by n = ha, b, ci. Prove that the area of R is
I
1
(bz cy)dx + (cx az)dy + (ay bx)dz,
2|n| C
where C is the positively oriented boundary of R.
3
1
19. Consider the vector field F(x, y, z) = (z 2 ), where = (x2 + y 2 + z 2 ) 2 . Let S be a
closed
surface enclosing the origin of R3 oriented with the outward normal vector. Evaluate
RR
S F dS.
20. Suppose f1 (x1 , x2 , x3 ), f2 (x1 , x2 , x3 ), f3 (x1 , x2 , x3 ) are functions on R3 with continuous
f
fi
xji is a constant function for all i and j.
second order partial derivatives such that x
j
Prove that there is a function g(x1 , x2 , x3 ) such that fi +

c Department of Mathematics

g
xi

is linear for i = 1, 2, 3.

104

Bibliography
[1] Stewart,J., Calculus, Brooks/Cole., 5th edition, 2003

[2]

105

Continue: Calculus 3rd Edition Strauss Bradley Smith PDF
No ratings yet
Continue: Calculus 3rd Edition Strauss Bradley Smith PDF
2 pages
Numerical Methods for MCA Students
No ratings yet
Numerical Methods for MCA Students
3 pages
Unit - I Discrete Mathematics: Dr. Krishna Keerthi Chennam
No ratings yet
Unit - I Discrete Mathematics: Dr. Krishna Keerthi Chennam
105 pages
Advanced Calculus for Math Majors
No ratings yet
Advanced Calculus for Math Majors
273 pages
AST-V57-Sem1-S24014 Differential Equations
100% (1)
AST-V57-Sem1-S24014 Differential Equations
209 pages
Poly Refer Book
0% (1)
Poly Refer Book
3 pages
Lecture Slides For Introduction To Applied Linear Algebra: Vectors, Matrices, and Least Squares
No ratings yet
Lecture Slides For Introduction To Applied Linear Algebra: Vectors, Matrices, and Least Squares
470 pages
Iit-Jam Mathematics Test: Modern Algebra Time: 60 Minutes Date: 08-10-2017 M.M.: 45
No ratings yet
Iit-Jam Mathematics Test: Modern Algebra Time: 60 Minutes Date: 08-10-2017 M.M.: 45
6 pages
Multi Variable Calculus
No ratings yet
Multi Variable Calculus
55 pages
Advanced Sampling Theory
No ratings yet
Advanced Sampling Theory
1,242 pages
Analysis and Linear Algebra For Finance Part II
100% (1)
Analysis and Linear Algebra For Finance Part II
156 pages
Linear Algebra
No ratings yet
Linear Algebra
3 pages
Linear Algebra for Engineers
No ratings yet
Linear Algebra for Engineers
2 pages
Differential Geometry Kaushef Salamat
100% (1)
Differential Geometry Kaushef Salamat
241 pages
2.5: Numerical Integration - Midpoint, Trapezoid, Simpson's Rule
No ratings yet
2.5: Numerical Integration - Midpoint, Trapezoid, Simpson's Rule
8 pages
Engineering Mathematics-I For RTU (Subject Code 102) (Babu Ram) (Z-Library)
No ratings yet
Engineering Mathematics-I For RTU (Subject Code 102) (Babu Ram) (Z-Library)
369 pages
Chapter 8 - Optimization For Engineering Systems - Ralph W. Pike
No ratings yet
Chapter 8 - Optimization For Engineering Systems - Ralph W. Pike
35 pages
MAT503 - Ordinary Differential Equations
100% (1)
MAT503 - Ordinary Differential Equations
156 pages
Contour Integration - Wikipedia
No ratings yet
Contour Integration - Wikipedia
79 pages
MSC Maths II Yr Complex Analysis MASTER
No ratings yet
MSC Maths II Yr Complex Analysis MASTER
452 pages
Functional Analysis and Applications 1st Ed Abul Hasan Siddiqi Download
No ratings yet
Functional Analysis and Applications 1st Ed Abul Hasan Siddiqi Download
89 pages
Engineering Math Thesis Analysis
No ratings yet
Engineering Math Thesis Analysis
105 pages
Real Multivariable Functions Guide
100% (1)
Real Multivariable Functions Guide
14 pages
(Ch4) - Interpolation-Material
No ratings yet
(Ch4) - Interpolation-Material
59 pages
Linear Algebra by Nayak
0% (1)
Linear Algebra by Nayak
490 pages
Linear Algebra Lec - 11 Iit - Jam Math Crash Course 2023
No ratings yet
Linear Algebra Lec - 11 Iit - Jam Math Crash Course 2023
39 pages
Functional Analysis D - Somasundaram
No ratings yet
Functional Analysis D - Somasundaram
197 pages
Complex Analysis
No ratings yet
Complex Analysis
180 pages
Complex Numbers for Math Students
100% (4)
Complex Numbers for Math Students
144 pages
Advance Calculus Paper 1 Unit 3 Maths
No ratings yet
Advance Calculus Paper 1 Unit 3 Maths
170 pages
DIPS Previous Yeare Chapterwise
No ratings yet
DIPS Previous Yeare Chapterwise
250 pages
Sample 8118
No ratings yet
Sample 8118
11 pages
Vector Calculus
100% (3)
Vector Calculus
108 pages
Inner Product Space
100% (1)
Inner Product Space
56 pages
Further Linear Algebra. Chapter V. Bilinear and Quadratic Forms
No ratings yet
Further Linear Algebra. Chapter V. Bilinear and Quadratic Forms
14 pages
Mathematics 1st Year & 2nd Year
No ratings yet
Mathematics 1st Year & 2nd Year
17 pages
Calculus: Limits and Series Basics
No ratings yet
Calculus: Limits and Series Basics
20 pages
3 1 Space Curves and Their Tangents
No ratings yet
3 1 Space Curves and Their Tangents
10 pages
Linear Algebra Cambridge Mathematical Tripos Part IB
No ratings yet
Linear Algebra Cambridge Mathematical Tripos Part IB
58 pages
Scilab Codes Sem III
No ratings yet
Scilab Codes Sem III
15 pages
ComplexAnalysis Notes
100% (2)
ComplexAnalysis Notes
119 pages
Linear Algebra
100% (1)
Linear Algebra
245 pages
Sequences and Series - Jim Fowler and Bart Snapp
No ratings yet
Sequences and Series - Jim Fowler and Bart Snapp
147 pages
Annamalai University: M.Sc. Mathematics
No ratings yet
Annamalai University: M.Sc. Mathematics
152 pages
Graph Theory Essentials
No ratings yet
Graph Theory Essentials
78 pages
Graph Theory - S A Chodum
No ratings yet
Graph Theory - S A Chodum
289 pages
Engineering Mathematics Vol I 2nd Edition P. Sivaramakrishna Das All Chapters Available
No ratings yet
Engineering Mathematics Vol I 2nd Edition P. Sivaramakrishna Das All Chapters Available
115 pages
Application of Residue Theorem To Solve Several Re
No ratings yet
Application of Residue Theorem To Solve Several Re
7 pages
BSC SY Real A II Riemann Integral and Improper Integral
No ratings yet
BSC SY Real A II Riemann Integral and Improper Integral
109 pages
B.sc. Statistics
No ratings yet
B.sc. Statistics
63 pages
Measure Theory Notes Anwar Khan PDF
100% (2)
Measure Theory Notes Anwar Khan PDF
171 pages
M.sc. Mathemetics
No ratings yet
M.sc. Mathemetics
52 pages
(Roger A.horn.) Matrix Analysis 2nd Edition
No ratings yet
(Roger A.horn.) Matrix Analysis 2nd Edition
27 pages
Fundamental of Mathematical Statistics-S C Gupta & V K Kapoor - 1 - 1
No ratings yet
Fundamental of Mathematical Statistics-S C Gupta & V K Kapoor - 1 - 1
25 pages
M.SC Mathematics
0% (1)
M.SC Mathematics
30 pages
Department of Mathematics, IIT Madras MA2031-Linear Algebra For Engineers Assignment-II
No ratings yet
Department of Mathematics, IIT Madras MA2031-Linear Algebra For Engineers Assignment-II
2 pages
PART I: Ordinary Differential Equations
No ratings yet
PART I: Ordinary Differential Equations
5 pages
Wong Yo Fei
No ratings yet
Wong Yo Fei
105 pages
Multi Variable Calculus Notes
100% (1)
Multi Variable Calculus Notes
105 pages
Lecture Notes For Math 417-517 Multivariable Calculus
No ratings yet
Lecture Notes For Math 417-517 Multivariable Calculus
141 pages
MCQ Class 11 Chapter 3
100% (2)
MCQ Class 11 Chapter 3
5 pages
MaintainX Quote Document
No ratings yet
MaintainX Quote Document
8 pages
Vocabulary Exercises for Students
No ratings yet
Vocabulary Exercises for Students
2 pages
Annual Master Circular MGNREGA 2020-21 English
No ratings yet
Annual Master Circular MGNREGA 2020-21 English
181 pages
ARP Interview Question and Answers - Networker Interview
No ratings yet
ARP Interview Question and Answers - Networker Interview
2 pages
How To Do Your Homework Right After School
100% (1)
How To Do Your Homework Right After School
9 pages
Green and Yellow Simple Product Research Proposal Presentation
No ratings yet
Green and Yellow Simple Product Research Proposal Presentation
15 pages
Dualband Antenna Specs
0% (1)
Dualband Antenna Specs
3 pages
Unit 9
No ratings yet
Unit 9
11 pages
Corona Phenomena From Water Conductors Under High Direct: Drops On Smooth Voltage
No ratings yet
Corona Phenomena From Water Conductors Under High Direct: Drops On Smooth Voltage
8 pages
Critique Paper Guidelines
No ratings yet
Critique Paper Guidelines
13 pages
IAPSOP-nd BSRF Psychic Self-Defense Part 3
No ratings yet
IAPSOP-nd BSRF Psychic Self-Defense Part 3
74 pages
Marine Ecology Exam Guide
No ratings yet
Marine Ecology Exam Guide
6 pages
Divisibility Rule
No ratings yet
Divisibility Rule
20 pages
Managing Calibration Risk For Medical Devices
No ratings yet
Managing Calibration Risk For Medical Devices
7 pages
Advt Annexure1 02 2025
No ratings yet
Advt Annexure1 02 2025
2 pages
Parents' Views on Genetic Counseling
No ratings yet
Parents' Views on Genetic Counseling
7 pages
Markovian Queueing Models Guide
No ratings yet
Markovian Queueing Models Guide
46 pages
Unit - I - Strategic Human Resource Management - : School of Management Studies
No ratings yet
Unit - I - Strategic Human Resource Management - : School of Management Studies
162 pages
Project Standard Specification: Packaged Booster Pumps 15444 - Page 1/6
No ratings yet
Project Standard Specification: Packaged Booster Pumps 15444 - Page 1/6
6 pages
Mechanics 1: Projectiles, Constrained Motion & Friction
No ratings yet
Mechanics 1: Projectiles, Constrained Motion & Friction
7 pages
66and 220KV Line Dessi - Latest 10.7.24
No ratings yet
66and 220KV Line Dessi - Latest 10.7.24
5 pages
Rules in Conversion, Obversion, Contraposition and Inversion
88% (26)
Rules in Conversion, Obversion, Contraposition and Inversion
13 pages
Improve-Your-Gas-Plant's-Performance-in-the Middle East-Part-I-The-Amine-Plant
No ratings yet
Improve-Your-Gas-Plant's-Performance-in-the Middle East-Part-I-The-Amine-Plant
17 pages
Skema Kertas 2 NS
No ratings yet
Skema Kertas 2 NS
10 pages
Submitted To: A Project Synopsis On Stress Management of Indian Bank Employees
No ratings yet
Submitted To: A Project Synopsis On Stress Management of Indian Bank Employees
49 pages
The Time Dimension of Management
No ratings yet
The Time Dimension of Management
1 page
SPD ERAN7.0 RAN Sharing Feature Introduction
100% (1)
SPD ERAN7.0 RAN Sharing Feature Introduction
62 pages
Cummins Isx QSX Disassembly and Assembly Abby PDF
100% (10)
Cummins Isx QSX Disassembly and Assembly Abby PDF
514 pages
Logical Framework Approach Wiki
No ratings yet
Logical Framework Approach Wiki
3 pages