Diff Forms Vect Anal Book 2 Up 5

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University of Dammam
Mathematics Department
College of Sciences
2014-2015
Handbook
Math 443 - 7th level
Differential Forms
&
Vector Analysis
Contents
Introduction
1 Functions of several variables
1.1
Limits and continuity of functions of several variables . . . . . .
1.1.1
Introduction to functions of several variables . . . . . . .
1.1.1.1
Exercises Section 1.1.1 . . . . . . . . . . . . . .
Limits and continuity notions . . . . . . . . . . . . . . .
1.1.2
1.1.2.1
1.1.3
1.2
Some geometrical examples of functions of several variables 12

1.1.3.1
Cylinder surfaces . . . . . . . . . . . . . . . . . 12
1.1.3.2
Quadratic surfaces . . . . . . . . . . . . . . . . 13
1.1.3.3
Exercises Section 1.1.3 . . . . . . . . . . . . . . 14
Differentiable functions of several variables . . . . . . . . . . . . 17

1.2.1
Partial derivatives and differentiability . . . . . . . . . . 17

1.2.1.1
1.2.2
1.2.3
Chain rule, directional derivatives and gradient vector . . 25

1.2.2.1
1.3
Multi-variable Taylor series and Jacobian matrix . . . . . 34

1.2.3.1
Taylor series for functions with several variables 34
1.2.3.2
Jacobian matrix and determinant . . . . . . . . 36
1.2.3.3
Inversion theorem and theorem of implicit functions . . . . . . . 41

1.3.1
Inversion theorem . . . . . . . . . . . . . . . . . . . . . . 41
1.3.2
Theorem of implicit functions . . . . . . . . . . . . . . . 46
1.3.3
Exercises Section 1.3 . . . . . . . . . . . . . . . . . . . . 48
ii
CONTENTS
2 Vector Differential Calculus
2.1
Vector fields, scalar fields and gradient fields . . . . . . . . . . . 50

2.1.1
2.2
2.5
Combined operators and properties . . . . . . . . . . . . . . . . 59

2.3.1
2.4
Divergence and Curl of vector fields . . . . . . . . . . . . . . . . 55

2.2.1
2.3
50
Exercises Section 4.1.3 . . . . . . . . . . . . . . . . . . . 64
Orthogonal curvilinear coordinates . . . . . . . . . . . . . . . . 65

2.4.1
Cylindrical coordinates . . . . . . . . . . . . . . . . . . . 66
2.4.2
Spherical coordinates . . . . . . . . . . . . . . . . . . . . 68
2.4.3
Exercises Section 4.1.4 . . . . . . . . . . . . . . . . . . . 69
Differential operators in orthogonal coordinates . . . . . . . . . 70

2.5.1
The gradient in an orthogonal curvilinear coordinates

system . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
2.5.2
The divergence in an orthogonal curvilinear coordinates

system . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
2.5.3
Expression of the Laplacian in cylindrical and spherical

coordinates . . . . . . . . . . . . . . . . . . . . . . . . . 78
2.5.4
The curl operator in cylindrical and spherical coordinates 79
2.5.5
3 Multiple Integrals
3.1
3.2
81
Double integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
3.1.1
Iterated integrals . . . . . . . . . . . . . . . . . . . . . . 83
3.1.2
Double integrals on general domains . . . . . . . . . . . 84
3.1.3
Double integrals and change of variables . . . . . . . . . 85
3.1.4
Triple integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
3.2.1
4 Differential Forms
4.1
95
Differential forms in dimension 1, 2 and 3 . . . . . . . . . . . . . 96

4.1.1
Algebra of differential forms . . . . . . . . . . . . . . . . 96

4.1.1.1
4.1.2
Exercises Section 5.1 . . . . . . . . . . . . . . . 100
Exterior differential of differential forms . . . . . . . . . 101
Differential Forms & Vector Analysis
iii
CONTENTS
4.1.2.1
4.1.3
Closed and exact differential forms . . . . . . . . . . . . 105

4.1.3.1
4.1.4
Vector fields and differential forms

4.1.4.1
4.2
Integration of differential forms . . . . . . . . . . . . . . . . . . 113

4.2.1
Integrals of 0 forms . . . . . . . . . . . . . . . . . . . . 114

4.2.1.1
4.2.2
4.2.3
Integrals of 2 differential forms

4.2.3.1
4.2.4
Integrals of 1 forms . . . . . . . . . . . . . . . . . . . . 116

4.2.2.1
. . . . . . . . . . . . . 130
5 Vector Analysis and Applications
133
Green theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 133

5.1.1
5.2
. . . . . . . . . . . . . 125

4.2.4.1
5.1
. . . . . . . . . . . . 108
Gausss theorem and Stokess theorem . . . . . . . . . . . . . . 140

5.2.1
References
147
Introduction
This handbook represents the detailed course DIFFERENTIAL FORMS AND
VECTOR ANALYSIS, Math 443. The intention of the author through this
handbook is to enable students to discover this course with more details, examples and applications, without getting lost in the details of a book that does
not cover the entire program required. To help the student the comprehension
of the given definitions and theorems, we add in each section multi-varied examples which are solved and commented with geometrical graphs. Moreover,
at the end of each section, we propose a series of exercises adapted to the
definitions and results studied.
This handbook is divided into five chapters: FUNCTIONS OF SEVERAL
VARIABLES, VECTOR DIFFERENTIAL CALCULUS, MULTIPLE INTEGRALS, DIFFERENTIAL FORMS, and finally VECTOR ANALYSIS AND
APPLICATIONS.
CHAPTER 1: FUNCTIONS OF SEVERAL VARIABLES
We propose in chapter 1 to generalize properties of a 1 variable function to
a multi-variable function. Particularly, examples of functions with 2 variables
and 3 variables will be considered in this chapter. The goal of this chapter is
to review and generalize some essential notions that we will be used in chapter
2, chapter 3 and chapter 4. More precisely, this chapter is divided into three
sections:
Section 1 concerns limits and continuity of functions of several variables.
Several examples will be studied and some applications to graphic surfaces will be also given.
Section 2 is devoted to differentiable functions of several variables. First,

1
CONTENTS
we propose to study partial derivatives, directional derivatives and the

chain rule for derivatives. Then, we propose some applications as the use
of the Jacobian matrix and its determinant.
Two important results are given in Section 3: the inversion theorem and
theorem of implicit functions.
CHAPTER 2: VECTOR DIFFERENTIAL CALCULUS

We propose in this chapter to study some differential operators and differential operators in orthogonal coordinates. Several notions will be introduced in
this chapter which will be devoted to vector fields, scalar fields, gradient fields,
the divergence of a vector field, the curl of a vector field, combined operations
and properties and vector operations in orthogonal curvilinear coordinates.
CHAPTER 3: MULTIPLE INTEGRALS
We propose in this chapter to review double and triple integrals. Some
methods of calculus will be studied. In particular Fubini theorem, iterated
integrals and change of variables method will be used in this chapter.
CHAPTER 4: DIFFERENTIAL FORMS
The contents of this chapter will cover the following subjects: Differential
forms: elementary definitions and examples, Degree of differential forms, Exact
and closed differential forms, Exterior differential of differential forms, Vector
fields and differential forms and finally Integrals of differential forms.
CHAPTER 5: VECTOR ANALYSIS AND APPLICATIONS
The purpose of this chapter is to study classical theorems in vector analysis.
More precisely, Green theorem, Divergence theorem and Stokes theorem will
be proposed in this chapter.
Chapter 1
Functions of several variables
1.1
Limits and continuity of functions of several variables
1.1.1
Introduction to functions of several variables
Definition 1.1.1 Let D R2 and let f : D R. Then the relation (x, y)

which gives a unique f (x, y) defines a 2 variables function, where D is the
domain of f. The range of f is given by {f (x, y); (x, y) D}.
Example 1.1.2 Let f (x, y) = x2 ey . Then f : R2 R is well defined on R2
(Df = R2 ) and its range is R+ .
Remark 1.1.3 If the domain D is not given then it is necessary to determine

it by considering the set of elements (x, y) for which the expression of f (x, y)
is well defined. For example
f : R2
R
1 defines a function with 2 variables, such that its do(x, y) 7
xy
main D = R R .
Exercise 1.1.4 Determine the domains of the following functions
x+y+1
1. f (x, y) =
.
x1
2. f (x, y) = x ln(y 2 x).
Exercise 1.1.5 Give the range of f (x, y) =

3
4 x2 y 2 . Find its domain?
1.1. LIMITS AND CONTINUITY OF FUNCTIONS OF SEVERAL

VARIABLES
Graph of f(x,y)=sinx+siny
Graph of f(x,y)=(x+y)exp(xy)
0.4
0.3
0.2
0.1
2
5
0
5
5
0
0
5
5
0
0
5
Figure 1.1: Graphs of some functions
Definition 1.1.6 Let f be a function with 2 variables defined on a domain

D. We define the graph of f by {(x, y, f (x, y)); (x, y) D}.
Remark 1.1.7 The graph of f (a function with 2 variables) is a subset of R 3 .
In fact, if f is a 1 variable function then its graph is a curve of equation
y = f (x). However, if f is a function with 2 variables then its graph is a
surface of equation z = f (x, y), and this definition can be generalized in the
same way, to a function with 3 variables.
Figure 1.1 shows examples of graphs of some functions.
Example 1.1.8 The graph of the function f defined by f (x, y) = 3 4x 2y
is the plane of equation z = 3 4x 2y. Take its intersection with the three
3
coordinate axis. Take x = y = 0 z = 3, x = z = 0 y =
and
2
3
y = z = 0 x = . Then, the graph is the plane which passes through the
4
3
3
points A = (0, 0, 3), B = ( , 0, 0) and C = (0, , 0).
4
2
Exercise 1.1.9 Give the graph of the following functions
1. f (x, y) = 6 x y,
2. f (x, y) =
4 x2 y 2 .
Definition 1.1.10 Let f be a 2 variables function. We define the level

curves of f by {(x, y) R2 ; f (x, y) = k}.

VARIABLES
The graph of x+y and its level curves
Some values of f(x,y)

5
4
30
22
.72
73
40
13.6364
4.54
4.5455
20
55
3
81
.1
18
50
.72
73
10
22
0
5
27
.2
7
27
0
5
5
5
Figure 1.2: The graph of f (x, y) = x2 + y 2 and its level curves
5
4
0.5
3
2
1
0
0
1
2
0.5
5
3
5
4
0
5
Figure 1.3: The graph of f (x, y) =
5
5
x2
x
and its level curves
+ y2 + 1
Remark 1.1.11 The level curves of a 2 variables function f are defined by

curves of equation f (x, y) = k where k is a constant.
Example 1.1.12 Figure 1.2 illustrates the graph of the function f (x, y) =
x2 + y 2 and its level curves. Using the level curves, we can estimate some
values of f (x, y) as it is shown in the figure.
Example 1.1.13 Figure 1.3 shows the graph of the function f (x, y) =
and its level curves.
x2
x
+ y2 + 1
0, 1, 2.
Exercise 1.1.14 Draw the level curves of f (x, y) =
4 x2 y 2 for k =

VARIABLES
Graphical representation of level surfaces

100
6
90
80
70
60
50
40
30
6
5
20
5
0
0
5
Remarks 1.1.15
10
1. Previous definitions can be generalized to functions
with 3 variables. However, the graphs cannot be represented. The equation f (x, y, z) = k defines level surfaces. As example, let f : R3 R
defined by f (x, y, z) = x2 + y 2 + z 2 , then its level surfaces are shown by
Figure 1.
2. Sometimes we use a vector notation with functions of several variables.
More precisely, if f is a linear function in (x1 , x2 , .., xn ) then f is rep
resented by the scalar product f (

x) =
.
x =
t
x , where
t =
(1 , 2 , .., n ). Here the first product denoted by the dot represents the
scalar product, however the second product

t
x is a matrix product. So
be careful to each representation. As the scalar product is commutative,
then we can write

.
x as well as
x .
. But, be careful, the product of
matrices is not commutative!

x
t has no meaning here! More gener-
ally, if f is a quadratic function then f can represented by a generalized

matrix representation, as we can see it in the following example.
Let f (x, y, z, t) = x + y 3z + 2t. Then f : R4 R
x

y
such that X =
z and X = (x, y, z, t). So, f ( X ) = . X = X ,

t
t
with = (1, 1, 3, 2).
Examples 1.1.16

VARIABLES
Let f (x, y) = x2 2xy + y 2 . Then f : R2 R such that X =
7
x
and X = (x, y). So, f ( X!) = X A X , where A is the symmetric matrix

1 1
given by A =
.
1 1
To generalize the vector form of a given function, let us consider the following
proposition.
Proposition 1.1.17 Let f : R2 R defined on a domain Df R2 . For
(x, y) Df . Set f (x, y) = ax2 + by 2 + cxy + x + y + , where a, b, c, , and
are real constants. Then, there exists a symmetric matrix A of order 2 and
there exists a vector V in R2 , such that
f (x, y) = X t AX + V t X + ,
x
with X =
In fact, to obtain the

! standard vector form!given in Proposition 1.1.17, one
a
c/2
can take V =
and A =
.
c/2 b
More generally, Proposition 1.1.17, can be easily generalized to functions
with 3 variables, as following
Proposition 1.1.18 Let f : R3 R defined on a domain Df R3 . For
(x, y, z) Df . Set f (x, y, z) = ax2 + by 2 + cz 2 + hxy + kxz + tyz + x + y +
z + , where a, b, c, h, k, t, , , and are real constants. Then, there exists

a symmetric matrix A of order 3 and there exists a vector V in R3 , such that
f (x, y, z) = X t AX + V t X + ,
with X =
y .
z
The symmetric matrix A is given by
a
h/2 k/2
A=
t/2
h/2 b
,
h/2 t/2 c

VARIABLES
and V =
.
Exercise 1.1.19 Use a vector representation for the following functions of

several variables
1. f (x, y, z) = 4x 5y + z,
1
1
2. f (x, y, z) = x2 y 2 + z 2 xy + 2xz yz.
4
2
1.1.1.1
Exercises Section 1.1.1
1. Let f (x, y) = x2 e3xy .

(a) Give f (2, 1).
(b) Find the domain of f.
(c) Determine the range of f.
2 2
2. Let f (x, y, z) = e zx y .
(a) Evaluate f (2, 1, 6).
(b) Determine the domain and the range of f.
3. Let f (x, y) =
x + y.
(a) Determine the domain of f.

(b) Make a graphical representation of the domain of f.
4. Let f (x, y) = ln(4 x2 4y 2 ). Determine and illustrate the domain of f.
5. Let f (x, y, z) =
p
1 x2 y 2 z 2 . Give and illustrate the domain of f.
6. Give the level curves of the following functions and make a graphical
representation of the graph of each function:
(a) f (x, y) = 2.
(b) g(x, y) = 4 2x y.
(c) h(x, y) = y 2 + 2.

VARIABLES
7. Represent graphically the level curves of the following functions

(a) f (x, y) = (y x)2 .
(b) g(x, y) = y x.
(c) h(x, y) = ye2x .
8. Define entirely the functions given by the following vector expressions
!
!
3
x
(a) f ( X ) =
t X , with
=
and X =
.
2
y
!
!
1 6
x
(b) f ( X ) = X A X , with A =
and X =
.
2 3
y
9. Give the vector representation of the following functions
(a) f (x, y, z) = 2x 5y + z.
(b) g(x, y) = x2 + 2y 2 9xy.
(c) h(x, y, z) = x2 4y 2 + 2z 2 xy + yz 2xz.
(d) k(x, y, z) = x2 + y 2 xz + 5x 3y.
1.1.2
Limits and continuity notions
Definition 1.1.20 Let f : R2 R and let D be its domain. Let X0 =
(x0 , y0 ) D. We say that
lim
(x,y)(x0 ,y0 )
f (x, y) = L if
> 0, > 0; ||X X0 || < |f (x, y) L| < .

Remarks 1.1.21
1. ||X X0 || can be defined by
2. If the limit exists then it is unique.
(x x0 )2 + (y y0 )2 .
x2 y 2
does not exist. So,
(x,y)(0,0) x2 + y 2
it suffices to prove that the limit is not unique.
Examples 1.1.22
Let us prove that
We have f (x, 0) = 1, x 6= 0
1, y 6= 0
lim
(x,y)(0,0)
lim
lim
(x,y)(0,0)
f (x, y) = 1. However, f (0, y) =
f (x, y) = 1.

VARIABLES
10
3x2 y
Let us prove that
lim
= 0. So, it suffices to prove that for
(x,y)(0,0) x2 + y 2
p
3x2 y
> 0, > 0; x2 + y 2 < | 2
| < .
x + y2
p
3x2 y

2 + y 2 . Then it suffices to take = .
We have | 2
x
|
3|y|
3
x + y2
3
Remark 1.1.23 To simplify the use of the definition of limits, we can only
prove that |f (x, y) L| 0 as (x, y) (x0 , y0 ), without specifying and .
Generally, to prove that a 1 variable function has a limit L as x x0 ,
it suffices to apply the squeeze theorem (also known as Sandwich theorem).

This result can be generalized to multi-variable functions as it is given in the
following proposition.
Proposition 1.1.24 Let f, g, h functions defined on a domain D R2 , with
variables x and y and let (x0 , y0 ) D. If g(x, y) f (x, y) h(x, y) and

lim
(x,y)(x0 ,y0 )
g(x, y) =
lim
(x,y)(x0 ,y0 )
h(x, y) = L then
lim
(x,y)(x0 ,y0 )
f (x, y) = L.
On the other part, if f is a given function in the variables x and y. Then, to

show that f is discontinuous for example at (0, 0), it suffices to find 2 directions
for which the limits of f as (x, y) goes to (0, 0) are different, or to make f
divergent with respect to one direction. As examples of useful directions, one
can consider y = x and y = x, or (0, y) and (x, 0), or more generally using
any continuous curve through (0, 0). As examples, one can take y = x2 or
y = x which are often used.

xy
exist? justify your answer.
Exercise 1.1.25
1. Does
lim
2
(x,y)(0,0) x + y 2
2. Prove that
lim
(x,y)(0,0)
2xy
x2 + y 2
= 0.
Definition 1.1.26 Let f : R2 R and let D be its domain. Let (x0 , y0 ) D.
We say that f is continuous at (x0 , y0 ) if
lim
(x,y)(x0 ,y0 )
f (x, y) = f (x0 , y0 ).
f is continuous on D if f is continuous at any point of D.

Examples 1.1.27
The function f defined by
3x2 y
; (x, y) 6= (0, 0)
x2 + y 2
f (x, y) =
0
; (x, y) = (0, 0)
is continuous on R2 . In fact:

VARIABLES
11
(x, y) 6= (0, 0), f is a rational function which is well defined, so it

is continuous on R2 \ {(0, 0)}.
For (x0 , y0 ) = (0, 0), the limit exists and
lim
(x,y)(0,0)
f (x, y) = f (0, 0) =
0, then f is continuous at (0, 0). So the domain of continuity is R2 .

x2 y 2
is Dc = {(x, y) R2 ; (x, y) 6=
x2 + y 2
(0, 0)} = R2 \ {(0, 0)}. In fact, f is a rational function which is well de-
The domain of continuity of f (x, y) =

fined on its domain R2 \ {(0, 0)}.
The function f defined by
2
2
x y ; (x, y) 6= (0, 0)
x2 + y 2
f (x, y) =
0
; (x, y) = (0, 0)
is well defined on R2 but its domain of continuity is R2 \ {(0, 0)}, because

lim
(x,y)(0,0)
f (x, y) does not exist.
Exercise 1.1.28 Discuss the domain of continuity of the following functions

xy
1. f (x, y) = p
,
x2 + y 2
y
2. f (x, y) = arctan( ).
x
Remark 1.1.29 Definitions of the limit and the continuity of a 2-variables

function can easily be generalized to a function of several variables.
1.1.2.1
1. Study the following limits

(a)
lim
(x,y)(0,1)
x2 xy.
x4
(x,y)(0,0) x4 + y 4 .
2xy cos(x)
(c)
lim
.
(x,y)(0,0) x2 + y 2
2xy
(d)
lim p
.
(x,y)(0,0)
x2 + y 2
(b)
(e)
lim
xy + yz 2 + xz 2
.
(x,y,z)(0,0,0) x2 + y 2 + z 4
lim

VARIABLES
12
2. Study the continuity of the following functions

cos(xy)
.
ey x2
(b) (x, y) arctan( x + y).

(a) (x, y)
(c) (x, y) ln(x2 + y 2 9).
y
(d) (x, y, z) 2
.
2
x y + z2
2 3
xy
2x2 + y 2
(e) (x, y) f (x, y) =
sin(xy)
xy
(f) (x, y) g(x, y) =
, (x, y) 6= (0, 0)
, (x, y) = (0, 0)
, (x, y) 6= (0, 0)
, (x, y) = (0, 0)
3. Calculate h = g f and discuss its domain of continuity in each of the

following examples:
(a) g(t) = t3 + 2 t and f (x, y) = x + y 3.

1 + xy
(b) g(t) = t ln t and f (x, y) =
.
1 xy
t+1
(c) g(t) =
and f (x, y) = cos x + sin y.
t1
1.1.3
Some geometrical examples of functions of several

variables
We propose in this sub-section to give some particular examples of geometrical

forms defined on the space R3 .
1.1.3.1
Cylinder surfaces
A particular example which will be used in next chapters concerns the cylinder.
Let us explore some cases of cylinders.
Examples 1.1.30
1. Let us consider the equation x2 + y 2 = 1 in the 3
dimensional space defined by an orthogonal axis system. As the given

equation is independent of z then this equation defines a circle in the
plane (oxy). By taking z = k with k a constant in R, we obtain a cylinder
around the (0z) axis, as it is shown in the figure 1.4.

VARIABLES
13
2. Let us consider the equation z 2 +y 2 = 1 in the 3 dimensional space defined

by an orthogonal axis system. As the given equation is independent of x
then this equation defines a circle in the plane (ozy). By taking x = k
with k a constant in R, we obtain a cylinder around the (0x) axis, as it
is shown in the figure 1.4.
3. Let us consider the equation x2 +z 2 = 1 in the 3 dimensional space defined
by an orthogonal axis system. As the given equation is independent of y
then this equation defines a circle in the plane (oxz). By taking y = k
with k a constant in R, we obtain a cylinder around the (0y) axis, as it
is shown in the figure 1.4.
4. Let us consider the equation z = x2 . It can be written as f (x, y) =
x2 where f (x, y) = z. So representing graphically the given equation is
equivalent to interpret the graph of the function f. Here, the equation is
independent of y, and as z = x2 is the graph of a parabola in the plane
(0zx) then by varying y we obtain a parabolic cylinder as it is shown in
the figure 1.4.
1.1.3.2
Quadratic surfaces
A general quadratic surface is defined by an equation of type a1 x2 + a2 y 2 +

a3 z 2 + b1 xy + b2 xz + b3 yz + c1 x + c2 y + c3 z + d = 0, where ai , bi , ci , d, 1 i 3
are real constants. This equation can be transformed to one of the following
equations:
x2 + y 2 + z 2 + = 0, or
x2 + y 2 + z = 0,
where , , , R. Figure 1.5 shows the different geometrical surfaces obtained.
We want to identify the surface 2x2 y 2 +3z 2 +6 = 0.

x2 y 2 z 2
So, first let us divide the equation by 6 to obtain
+
+ 1 = 0,
3
6
2
x2 z 2 y 2
which is equivalent to
+
= 1. Then we obtain the equation
3
2
6
of a hyperboloid with 2 sheets around the y axis. Moreover, the tops of
the two sheets are respectively A = (0, 6, 0) and B = (0, 6, 0).
Examples 1.1.31

VARIABLES
Graph of y+z=1
1.5
0.5
zaxis
zaxis
Graph of x+y=1
14
0.5
0.5
0
1
1
1
0.5
0.5
1
0
1
yaxis
2
0
0.5
0.5
1
yaxis
xaxis
Graph of x+z=1
xaxis
Graph of z=x
25
1
20
0.5
zaxis
zaxis
15
0
10
0.5
5
1
2
1.5
1
1
0.5
0
yaxis
xaxis
0
5
0
5
5
yaxis
0
5
xaxis
Figure 1.4: Graphs of different cylinder surfaces
We want to identify the surface x2 + 2z 2 6x y + 10 = 0. We note

here that there is a translation to use in order to obtain one of the 6
classical forms given previously. First, let us write the given equation as
(x 3)2 9 + 2z 2 y + 10 = 0 which is equivalent to (x 3)2 + 2z 2 =
y 1. We conclude that the given surface represents an elliptic paraboloid

around the y axis. Its top is the point A = (3, 1, 0).
Figure 1.6 shows the graphs of these two examples. More examples are
given in the exercises sheet.
1.1.3.3
1. Describe the following surfaces and make a graphical representation in

each case:
(a) y 2 + 9z 2 = 3.
(b) x y 2 = 0.
(c) z = sin x.

VARIABLES
Graph of the elliptic paraboloid z/c=x/a+y/b
Graph of the ellipsoid x/a+y/b+z/c=1
1
0.8
zaxis
zaxis
15
0.6
0.4
0.2
0
2
1
0.5
0.5
0
0
0.5
0.5
xaxis
yaxis
xaxis
yaxis
Graph of the hyperbolic paraboloid z./c=x/ay/b
Graph of the cone z/c=x/a+y/b,
2
1.5
0.5
1
zaxis
zaxis
0.5
0
0.5
0.5
1
1.5
1
1
1
0
0.5
0
2
0.5
0.5
1
xaxis
yaxis
xaxis
yaxis
Graph of the hyperrboloid of 1 sheet x/a+y/bz/c=1
Graph of the hyperbolid with 2 sheets: x/ay/b+z/c=1
2
zaxis
zaxis
0.5
0
4
4
4
4
2
4
2
2
yaxis
xaxis
2
4
yaxis
2
4
xaxis
Figure 1.5: Graphs of different quadric surfaces

VARIABLES
16
Graph of x+2z6xy+10=0
Example of 2xy+3z+6=0
zaxis
10
0
10
8
6
0.5
zaxis
4
2
0
2
0.5
4
xaxis
2.5
3
4
2
2
8
4
6
3.5
1.5
yaxis
xaxis
yaxis
Figure 1.6: Graphs of the two quadric surfaces: 2x2 y 2 + 3z 2 + 6 = 0. and
x2 + 2z 2 6x y + 10 = 0.
2. Specify the following quadratic surfaces:

(a) 36x2 + 64y 2 + 9z 2 = 144.
(b) 4z = x2 + 4y 2 .
(c) x2 + y 2 z 2 = 0
3. Transform the given equations in standard forms to describe the obtained
surface and make a graph in each case:
(a) 4x2 + y 2 + 4z 2 4y 24z + 36 = 0.
(b) x2 y 2 + z 2 4x 2y 2z + 4 = 0.
4. Identify the following surfaces:
(a) z = X t A X , where X =
x
y
and A =
(b) z = X t A X +
X + 1, where X =
2
3
2 0
x
y
0 1
!
,A=
.
1
1 2
and
1.2. DIFFERENTIABLE FUNCTIONS OF SEVERAL VARIABLES
1.2
1.2.1
17
Differentiable functions of several variables

Partial derivatives and differentiability
Let f be a function with 2 variables x and y, such that Df is its domain. Let
(x0 , y0 ) be an element of Df . Let us make a variation of x and take y constant
(y = y0 ). Set g(x) = f (x, y0 ). If g is differentiable at a then its derivative
g 0 (x0 ) is the partial derivative of f with respect to x at the point (x0 , y0 ). This
partial derivative is denoted by fx (x0 , y0 ) = g 0 (x0 ). That is
g(x0 + h) g(x0 )
,
h0
h
fx (x0 , y0 ) = g 0 (x0 ) = lim
so we conclude that the partial derivative of f with respect to x at (x0 , y0 ) is

given by
f (x0 + h, y0 ) f (x0 , y0 )
.
(1.1)
h0
h
With the same manner, we define the partial derivative of f with respect to y
fx (x0 , y0 ) = lim
at (x0 , y0 ) by
f (x0 , y0 + h) f (x0 , y0 )
.
h0
h
fy (x0 , y0 ) = lim
(1.2)
Definition 1.2.1 The partial derivatives fx and fy (if they exist) are the functions defined by
fx (x, y) = lim
h0
and
f (x + h, y) f (x, y)
h
f (x, y + h) f (x, y)
.
h0
h
fy (x, y) = lim
These partial derivatives express the variation rate of the function f in the x
direction and in the y direction.
Notation 1.2.2 Let fx and fy be partial derivative functions, then usually we
adopt the following notations
fx =
f
= D1 f
x
fy =
f
= D2 f.
y
and
Example 1.2.3 Let f (x, y) = x4 + x3 y 3 2y 2 then fx (x, y) = 4x3 + 3x2 y 3 and
fy (x, y) = 3y 2 x3 4y. In particular, fx (1, 0) = 4 and fy (0, 1) = 4.

18
1. Let f (x, y) = 4x2 2y 2 . Calculate fx (1, 1) and fy (1, 1).

y
g
g
and
.
2. Let g(x, y) = cos
. Calculate
1+x
x
y
Exercise 1.2.4
3. Let h(x, y) =
x2
. Calculate D1 h and D2 h.
x2 + y 2
Definition 1.2.5 Let f a function defined on Df with 3 variables x, y and z.

Then the partial derivative of f with respect to x is the function given by
f (x + h, y, z) f (x, y, z)
.
h0
h
fx (x, y, z) = lim
With the same manner, we define the partial derivative of f with respect to y
and the partial derivative of f with respect to z. Their formulas are given by
f (x, y + h, z) f (x, y, z)
h0
h
fy (x, y, z) = lim
and
f (x, y, z + h) f (x, y, z)
.
h0
h
fz (x, y, z) = lim
Example 1.2.6 Let f (x, y, z) = xyzexy . Then fx (x, y, z) = yzexy + xy 2 zexy ,

fy (x, y, z) = xzexy + yzx2 exy and fz (x, y, z) = xyexy .
Exercise 1.2.7
1. Let f (x, y, z) = 4 x2 z 2y 2 z 3 . Calculate fx (1, 1, 0),
fy (1, 1, 0) and fz (1, 1, 0).

g g
g
yz
. Calculate
2. Let g(x, y, z) = sin
,
and
1 + xyz
x y
z
3. Let h(x, y, z) = x2 + y 3 + z 4 . Calculate D1 h, D2 h and D3 h.

Remark 1.2.8 To generalize partial derivatives to a function of several variables, it is more convenient to choose a vectorial notation as follows:
let f be a function with n variables xi , 1 i n. Let

ei = 1(ith )
x1
19
and let x = xi . Then the partial derivatives of f are given by
xn
f (
x + h
ei ) f (
x)
f
= lim
xi h0
h
Definition 1.2.9 Let f be a function with 2 variables x and y defined on a

domain Df . We define the partial derivatives of f of order 2 (if they exist), as
following
fxx
=
x
f
x
2f
x2

f
2f
fyy =
=
y y
y 2

f
2f
fxy =
=
y x
yx

f
2f
fyx =
=
.
x y
xy
Example 1.2.10 Let f (x, y) = x4 + x2 y 2 2y 3 . Then fx (x, y) = 2xy 2 + 4x3
and fxx (x, y) = 2y 2 + 12x2 . On the other part, fy (x, y) = 2yx2 6y 2 and
fyy (x, y) = 2x2 12y. Finally, fxy (x, y) = fyx (x, y) = 4xy.
Exercise 1.2.11 Calculate the partial derivatives of order 2 of f (x, y) = x 3 +

cos x sin x + y 3 .
Remark 1.2.12 We remark in the example above that fxy = fyx . This is a
general property. The result is known as Schwartz lemma given below.
Lemma 1.2.13 Let f be a function with 2 variables x and y defined on a
domain Df . If fxy and fyx are continuous functions on Df then fxy (x0 , y0 ) =
fyx (x0 , y0 ), with (x0 , y0 ) Df .
Remark 1.2.14 Partial derivatives of order 2 can be generalized to higher
orders.
2Forexample, if f is a function with 3 variables x, y and z then fxyz =
f
, and we have fxyz = fyxz = fzxy . (We suppose here that fxyz =
z yx
fyxz = fzxy are continuous functions).
20
f(x,y)=x+2y and its tangent plane at P=(1,1,3)
80
60
40
20
0
20
40
5
5
0
0
5
Figure 1.7: The graph of f (x, y) = x2 + 2y 2 and its tangent plane at P =

(1, 1, 3)
Exercise 1.2.15 Calculate fxyz where f (x, y, z) = cos(x + y + z).

Definition 1.2.16 Let f be a function with 2 variables x and y defined on
a domain Df such that its partial derivatives fx and fy are continuous. Let
(x0 , y0 ) Df . The equation of the tangent plane to the surface f (x, y) at the
point (x0 , y0 , f (x0 , y0 )) is defined by
f (x, y) = f (x0 , y0 ) + (x x0 )fx (x0 , y0 ) + (y y0 )fy (x0 , y0 ).

Example 1.2.17 Let us consider f (x, y) = x2 + 2y 2 , and let P = (1, 1, 3).
The tangent plane to z = f (x, y) at the point P is given by its equation z =
2x + 4y 3. In fact, fx (x, y) = 2x and fy (x, y) = 4y. Then fx (1, 1) = 2 and
fy (1, 1) = 4. It follows that z = f (1, 1) + 2(x 1) + 4(y 1) = 2x + 4y 3.
Figure 1.7 shows the graph of f (x, y) = x2 + 2y 2 and its tangent plane at P.
Application 1.2.18 Let f be a function with 2 variables defined on a domain

Df and let f (x, y) = f (x0 , y0 ) + (x x0 )fx (x0 , y0 ) + (y y0 )fy (x0 , y0 ) be the
equation of the tangent plane at the point (x0 , y0 ) Df . This means that
f (x0 , y0 ) + (x x0 )fx (x0 , y0 ) + (y y0 )fy (x0 , y0 ) is a linear approximation of f
at (x0 , y0 ) and then f (x, y) ' f (x0 , y0 ) + (x x0 )fx (x0 , y0 ) + (y y0 )fy (x0 , y0 )
as (x, y) (x0 , y0 ).
Let us now consider the function f defined by
xy
; (x, y) 6= (0, 0)
2
x + y2
f (x, y) =
0
; (x, y) = (0, 0)
21
f(x,y)=xy/x+y
zaxis
0.5
0.5
5
yaxis
5
0
5
xaxis
Figure 1.8: The graph of f (x, y) =
x2
xy
+ y2
It is clear that for any (x, y) 6= (0, 0), f is differentiable and we have f x (x, y) =
x(1 y 2 )
y(1 x2 )
and
f
(x,
y)
=
.
y
(x2 + y 2 )2
(x2 + y 2 )2
We remark that f is not continuous at (0, 0), so it is not differentiable at
(0, 0). Moreover, fx and fy are not continuous at (0, 0). In fact, by taking for
1 x2
example x = y we obtain fx (x, x) =
which has no limit when x 0.
x3
f (h, 0) f (0, 0)
On the other part, fx (0, 0) = lim
= 0 and fy (0, 0) =
h0
h
f (0, h) f (0, 0)
= 0. Then, the partial derivatives at (0, 0) exist and are
lim
h0
h
equal to 0.
Finally, we note that f (x, y) cannot be approximated by f (0, 0), in fact,
1
f (x, x) = . This explains why the equation of the tangent plane requires the
2
continuity of fx and fy .
We conclude that the existence of partial derivatives dont guarantee the
differentiability of f. Figure 1.8 shows the non differentiability of f (x, y) =
xy
at the point (0, 0).
2
x + y2
Definition 1.2.19 Let f be a function with 2 variables defined on a domain
Df R2 . Let (x0 , y0 ) Df . f is said to be differentiable at (x0 , y0 ) if it verifies
f (x0 + h, y0 + k) = f (x0 , y0 ) + fx (x0 , y0 )h + fy (x0 , y0 )k + 1 (h, k)h + 2 (h, k)k,
where 1 , 2 0 as (h, k) (0, 0).
22
Example 1.2.20 Let f be defined by

!
x2 sin p
; (x, y) 6= (0, 0)
f (x, y) =
x2 + y 2
0
; (x, y) = (0, 0)
We want to apply the previous definition to verify that f is differentiable at

(0, 0).
f (0, k)
f (h, 0)
= 0 and fy (0, 0) = lim
= 0, then f (h, k) =
As fx (0, 0) = lim
k0
h0
h
k

1
= h1 (h, k) 0 as (h, k) (0, 0). We conclude that f
h2 sin
2
h + k2
verifies the previous definition and then it is differentiable at (0, 0).
Since calculus using the definition of differentiability is not easy to verify for
general cases, then a sufficient condition of differentiability can be proved using
the following theorem.
Theorem 1.2.21 Let f be a function with 2 variables, defined on a domain
Df R2 . Let (x0 , y0 ) Df . If partial derivatives fx and fy exist in a neighborhood of (x0 , y0 ) and are continuous at (x0 , y0 ) then f is differentiable at
(x0 , y0 ).
Exercise 1.2.22 Use the sufficient condition of differentiability to prove that
the example given by 1.2.20 defines a differentiable function at (0, 0).
Let us recall that for a 1 variable differentiable function f with the variable
dy
x, if y = f (x) then f 0 (x) =
. The following definition generalizes this notion
dx
of differentiability to a function with the 2 variables x and y.
Definition 1.2.23 Let f be a function with variables x and y. We define the
differential of f (or the total differential of f ) by
df =
f
f
dx +
dy
x
y
Example 1.2.24 Let f (x, y) = x3 + y 2 + 4x2 y y 3 then df = (3x2 + 8xy)dx +
(2y + 4x2 3y 2 )dy.
Exercise 1.2.25 Give 2 examples of functions with variables x and y and

calculate their total differentials.
23
The previous definition can easily be generalized to functions with 3 or more

variables. In fact, if f is a function with variables x, y and z then its total
differential is given by
df =
1.2.1.1
f
f
f
dx +
dy +
dz.
x
y
z
1. Calculate partial derivatives of the following functions:

(a) f (x, y) = ex sin(3x).
(b) z = (x y)4 .
2x y
(c) g(x, y) =
.
x + 2y

uv
(d) w = ln u
.
u+v
(e) t = xy sin z.
(f) h(x, y, z, t) =
xyz
.
et
(a) Find fx (1, 2), where f (x, y) = ln(x +

(b) Give D2 g(1, 0, 1), with g(x, y, z) =
p
x2 + y 2 ).
xy 2
.
y+z
2. Using Definition 1.2.1, determine fx (x, y) and fy (x, y) in the following

examples:
(a) f (x, y) = xy 2 x3 y.
y
(b) f (x, y) = 2
.
x +y
3. Determine
z
z
and
in the following cases:
x
y
(a) x2 y + z 2 = xyz.
(b) ln(x + y + z) = xz.
4. Determine the derivatives of order 2 of the following functions:
(a) f (x, y) = x2 y 4 + x5 y 3 .
(b) z = cos2 (ax2 + by 2 ), where a, b R.
(c) w =
24
veu
.
uev
5. Calculate the indicated derivatives in each case:

(a) f (x, y) = 4x2 y 4 + 3xy 3 , fxxy and fxyy .
(b) f (x, y, z) = sin(x + y + z), fxyz and fxzz .
3u
(c) u = er sin , 2 .
r
6. Let f defined by
3
3
x y xy ; (x, y) 6= (0, 0)
x2 + y 2
f (x, y) =
0
; (x, y) = (0, 0)
(a) Find fx (x, y) and fy (x, y) if (x, y) 6= (0, 0).
(b) Using Definition 1.2.1, give fx (0, 0) and fy (0, 0).

(c) Show that fxy (0, 0) = 1 and fyx (0, 0) = 1 and interpret the result
obtained.
7. Determine the equation of the tangent plane at the indicated point in

each of the following examples:
(a) z = 2x2 + 3y 2 xy; (1, 1, 4).
(b) z = x ln y; (4, 1, 0).
(c) z = ex
2 +y 2
; (0, 0, 1).
8. Prove that the following functions are differentiable at the indicated

points:
(a) f (x, y) = x2 y 2 xy; (1, 1).

(b) g(x, y, z) = x sin(yz); (1, 1, ).
(c) h(x, y, z, t) = x3 + y 3 + z 3 + t3 ; (0, 0, 0, 0).
9. Give the total differential of the following functions:
(a) z = x2 ln y 2 .
(b) w = uveuv .
n
X
(c) f (X) =
x2i , with X = (x1 , x2 , .., xn ).
i=1
1.2.2
25
Chain rule, directional derivatives and gradient

vector
We propose in this subsection to give definitions of the chain rule, directional

derivatives and the gradient vector. These notions will be used in future chapters.
First of all, let us consider 2 differentiable functions f and g such that y =
f (x) and x = g(t). By supposing that all the functions used are well defined,
then y = f g(t) is differentiable with respect to t and we can apply the chain
rule to calculate its derivative which is y 0 = f 0 (g(t))g 0 (t). This derivative (also
dy
dy dx
called total derivative) can be written as
=
. We want to generalize
dt
dx dt
this rule to functions with variables x and y.
Proposition 1.2.26 Let f be a differentiable function with variables x and y.
Let x = g(t) and y = h(t) such that g and h are differentiable with respect to
t. Then f is differentiable with respect to t and its total derivative is defined
by
f dx f dy
df
=
+
dt
x dt
y dt
Proof. Using Definition 1.2.19, a function f is differentiable at (x0 , y0 ) if it

verifies f (x0 + h, y0 + k) = f (x0 , y0 ) + fx (x0 , y0 )h + fy (x0 , y0 )k + 1 (h, k)h +
2 (h, k)k, where 1 , 2 0 as (h, k) (0, 0).
So, by taking z = f (x, y) and by denoting by t a variation of t, x a
variation of x, and y a variation of y, we can deduce that

z = fx x + fy y + x1 + y2 ,
then
z
f x f y x
y
=
+
+
1 +
2 .
t
x t
y t
t
t
But if t 0 then x 0 and y 0. In fact, x = g(t + t) g(t) and
g is continuous. Similarly, y = h(t + t) h(t) and h is continuous. Then,
we conclude that both 1 and 2 converges to 0.
Finally, we obtain
z
dz
= lim
,
t0 t
dt
f
x f
y
x
y
=
lim
+
lim
+ lim 1 lim
+ lim 2 lim
,
x t0 t
y t0 t t0 t0 t t0 t0 t
f dx f dy
+
.
=
x dt
y dt
26
That finishes the proof.

Example 1.2.27 Let f (x, y) = xy 2 + 2yx3 with x = et and y = sin t. To
determine the total derivative of f, it suffices to apply directly the rule
df
f dx f dy
=
+
dt
x dt
y dt
dx
dy
2
= (y + 6yx2 ) + (2xy + 2x3 )
dt
dt
= (y 2 + 6yx2 )et + (2xy + 2x3 ) cos t
= ((sin t)2 + 6(sin t)e2t )et + (2et sin t + 2e3t ) cos t.
If the exercise requires to calculate the total derivative of f at t0 then it is
df
and then to replace at the
necessary to calculate the general formula of
dt
df
=
value t0 . For example, here the total derivative of f at t = 0 is
dt |t=0
{((sin t)2 + 6(sin t)e2t )et + (2et sin t + 2e3t ) cos t}|t=0 = 2.
The total derivative is very useful in physical applications. In fact, the total
derivative of f expresses the variation of f throughout its curve at any point.
Let us see on an example this interpretation. Take f (x, y, z) = xyz with
x = 3 sin t, y = 3 cos t and z = t. Then the total derivative of f is given by
f dx f dy f dz
df
=
+
+
dt
x dt
y dt
z dt
= yz(3 cos t) + xz(3 sin t) + xy(1)
= 3t sin t 9t(sin t)2 + 9 sin t cos t.
df
then
= 3. This means that along the point (x, y, z) =
2
dt |t=
2
(3, 0, ) on the curve, f decreases with a rate 3. Suppose for example

2
that the function f (x, y, z) = xyz defines the moisture rate in a room, then
Let t0 =
f (3 sin t, 3 cos t, t) gives the values of the moisture at the different points of
its curve. Particularly, at the point (3, 0, ) the moisture rate decreases as
2
founded. The graph is given by Figure 1.9.
Proposition 1.2.28 Let f be a function with variables x and y such that
x = g(s, t) and y = h(s, t). Suppose that g and h are differentiable with respect
to variables s and t. Then, f is differentiable with respect to s, t and we have
f x f y
f
=
+
s
x s y s
f
f x f y
=
+
t
x t
y t
27
Graph of (x=3 sin t, y=3 cos t, z=t)
20
15
10
(3,0,pi/2)
0
4
2
4
2
2
4
Figure 1.9: The graph of (x = 3 sin t, y = 3 cos t, z = t).
Example 1.2.29 Let us take f (x, y) = xy with x = es sin t and y = et cos s.

f
f
To find
and
, it suffices to apply directly the given formulas. Then
s
t
f x f y
f
=
+
s
x s y s
= y(es sin t) + x(et sin s)
= es+t (cos s sin t sin s sin t),
and
f
t
f x f y
+
x t
y t
s
= y(e cos t) + x(et cos s)
= es+t (cos s cos t + sin t cos s).

Propositions 1.2.26 and 1.2.28 can be generalized to more variables and/or to
derivatives of higher orders. We give some examples by the following exercises.
1. Let f (x, y, z, t) = xy 2 zt with x = er , y = sin r; z =
d2 f
.
cos r and t = r 2 . Calculate the total derivative of f and find
dr2
Exercise 1.2.30
2. Let f (x, y, z) = xy + yz + xz with x = rst, y = s and z = t. Apply the

f f
f
chain rule to determine
,
and
.
r s
t
Proposition 1.2.31 Let f be a 1 variable differentiable function defined on
a domain Df and given implicitly by the equation F (x, f (x)) = 0. Set f (x) = y.
dy
Fx
F
F
6= 0 then f 0 (x) =
= , where Fx =
If F is differentiable and
y
dx
Fy
x
F
.
and Fy =
y
28
Proof. Since F is a function with variables x and y = f (x), then using the
chain rule and the equation F (x, f (x)) = 0, we obtain
F x F y
+
.
x x
y x
But here
obtain
dx
y
dy
F
F
x
=
and
=
, then by taking Fx =
and Fy =
, we
x
dx
x
dx
x
y
dy
Fx
= .
dx
Fy
dy
. First of all,
dx
let us remark that the given equation can be written as F (x, f (x)) = 0 where
Example 1.2.32 Let x4 + y 2 = yex . We want to find y 0 =

f (x) = y and F defined by F (x, y) = x4 + y 2 yex .
Then using directly Proposition 1.2.31, we deduce that

dy
Fx
=
dx
Fy
4x3 yex
=
,
2y ex
1
for y 6= ex .
2
Exercise 1.2.33 Find the derivative of y given implicitly by x sin y +y cos x =

xy.
Proposition 1.2.31 can easily be generalized to functions with 3 or more variables. In fact, let us suppose that F is a function with variables x, y, z such
that z = f (x, y). If F and f are differentiable, then we can apply the chain
rule to the equation F (x, y, z) = F (x, y, f (x, y)) = 0, and we obtain
F x F y F z
+
+
= 0.
x x
y x
z x
(1.3)
y
x
= 1 and
= 0, then equation (1.3) gives
x
x
F
F z
+
= 0.
x
z x
F
Set in equation (1.4),
6= 0, we obtain
z
Fx
z
= ,
x
Fz
But here
where Fz =
(1.4)
F
.
z
29
1. Take F (x, y, z) = 0, z = f (x, y) and prove that
z
=
y
Exercise 1.2.34
Fy
F
.
, with Fy =
Fz
y
2. Give
z
z
and
if x4 + y 4 + z 4 + 4xyz = 1.
x
y
Definition 1.2.35 Let f be a function with variables x and y defined on a
domain Df R2 . Let (x0 , y0 ) Df and let

u = a i + b j be a unit vector
(||
u || = 1). Then, (if it exists) the directional derivative of f with respect to
u (the derivative of f in the direction of

u ), at (x0 , y0 ) is given by
f (x0 + ha, y0 + hb) f (x0 , y0 )
h0
h
f
u (x0 , y0 ) = lim
Remark 1.2.36 Take

u = i (respectively,
u = j ), then we obtain the
directional derivative of f with respect to i (respectively, with respect to j ).

= fx and f
= fy .
This means that f
i
j
Example 1.2.37 Let f (x, y) = x3 + y 3 3xy and let

u =
1/2
3/2
. Then,
3
1
h) f (1, 1)
f (1 + h, 1 +
2
2
f
u (1, 1) = lim
h0
h
1 2
h (h + 3 3h 6 3 + 24)
= 8
h
= 0.
In example 1.2.37, we see that f

u (1, 1) = 0. This means that the rate of
variation of f in the direction of u is zero. In fact, fx (1, 1) = 0 and fy (1, 1) =
0. The equation of the tangent plane is then reduced to f (x, y) = f (1, 1) = 1,
as in is shown in the figure 1.10.
Theorem 1.2.38 Let f be a differentiable function in the variables x and y.
Then, f has a directional derivative in any unit vector

u = a i + b j , and we
have
f
u (x, y) = fx (x, y)a + fy (x, y)b
30
Figure 1.10: The graph of f (x, y) = x3 + y 3 3xy and its colorbar

Proof. Using the definition of a directional derivative with respect to the unit
vector
u = a i + b j at the point (x , y ), we have
0
f (x0 + ha, y0 + hb) f (x0 , y0 )

.
h0
h
f
u (x0 , y0 ) = lim
Let g(h) = f (x0 + ha, y0 + hb). Then,

g(h) g(0)
h0
h
= f
(x
,
y
0 0 ).
u
g 0 (0) = lim
(1.5)
On the other part, by taking (x, y) = (x0 + ha, y0 + hb) and by using the chain
rule to g(h) = f (x0 + ha, y0 + hb) = f (x, y) we obtain
f dx f dy
+
x dh y dh
= fx (x, y)a + fy (x, y)b.
g 0 (h) =
But
g 0 (0) = g 0 (h)/h=0
(1.6)
= fx (x0 , y0 )a + fy (x0 , y0 )b.

Equations (1.5) and (1.6) give the result.
Example 1.2.39 Take the previous example f (x, y) = x3 +y 3 3xy, which is a
differentiable function on its domain R2 . Then f admits a directional derivative
with respect to any unit vector

u . In particular, f (1, 1) = f (1, 1) = 0. So,
x
f
u (1, 1) = 0.
Exercise 1.2.40 Let f (x, y) = x3 + y 2 4xy and let

u defined by an angle
/4. Determine the directional derivative f

u at the point (1, 1).
31
Definition 1.2.41 Let f be a function with variables x and y defined on a

domain Df . If fx and fy exist, then we define the gradient of f by the vector
f (x, y) = fx (x, y) i + fy (x, y) j

Proposition 1.2.42 We have the relation
f
u (x, y) = f (x, y) u
Proof.
f
(x, y)a + fy (x, y)b
u (x, y) = f
x

= fx (x, y) i + fy (x, y) j a i + b j

= fx (x, y) i + fy (x, y) j
u
= f (x, y)
u.
Example 1.2.43 Let f (x, y) = cos x + sin y and let

u = 2 i + 3 j . We
want to determine the gradient of f at (0, 0) and then to deduce the directional
derivative of f in the direction of

u = i j.
First of all, we apply directly the formula of the gradient of f at (x, y). We
obtain f (x, y) = sinx i + cos y j . Then, we deduce that f (0, 0) = j .
Finally, we use the fact that f

u (0, 0) = f (0, 0) u , where u is a unit vector.
u.
v =
Since here ||
u || = 2, then we should divide by 2 by taking
2
1
We conclude that f
u (0, 0) = j v = .
2
Exercise 1.2.44 Find f (0, 1), where f (x, y) = cos x + exy and deduce the
(0, 1) with u defined by the angle /6.

directional derivative f
u
Definitions of directional derivative and gradient vector can easily be generalized to functions with 3 variables or more. In fact, let f be a function with
variables x, y and z defined on a domain D R3 . Let

u = a i +bj +ck
f
be a unit vector. Then the directional derivative of f in the direction of

u at
the point (x0 , y0 , z0 ), (if it exists) is given by the formula
f (x0 + ah, y0 + bh, z0 + ch) f (x0 , y0 , z0 )
.
h0
h
f
u (x0 , y0 , z0 ) = lim
(1.7)
32

As previously, it is easy to show that
f
u (x, y, z) = fx (x, y, z)a + fy (x, y, z)b + fz (x, y, z)c.
(1.8)
On the other part, the gradient of f (if it exists)is given by the vector
f (x, y, z) = fx (x, y, z) i + fy (x, y, z) j + fz (x, y, z) k .
(1.9)
Finally, the relation between the directional derivative and the gradient vector
is given by
f
u (x, y, z) = f (x, y, z) u .
(1.10)
Exercise 1.2.45 Let f (x, y, z) = xyzexyz and let

u defined by i + j k .
1. Give the gradient vector f

u (x, y, z) and calculate it at the point (1, 0, 1).
2. Deduce the directional derivative of f in the direction of

u.
Application 1.2.46 Let f be a function with variables x and y and let

u be
a unit vector. Then the directional derivative of f in the direction of u is given
by
f
= f
u
u
= || f || ||
u || cos( f,
u)
= || f || cos( f, u ).
Then f
u is maximal if the value of the cosine is 1, which means that f and
u are in the same direction. Moreover, the maximum variation is then || f ||.
On the other part, the variation is zero if the value of the cosine is 0, which
means that the angle between f and

u is /2. In the direction perpendicular
to the gradient, f is constant. This is exactly the definition of level curves.
Let us for example take a function f (x, y) = x2 + y 2 + xy and let (x0 , y0 ) =

(1, 1). Find the maximum rate of variation of f at the point (x0 , y0 ). Compare
it to the rate of variation in the direction of

u =2 i 3j .
1.2.2.1
1. Using the chain rule, determine the indicated total derivatives in the
following cases:
(a)
dz
where z = x3 + y 3 + x2 y + y 2 x, with x = cos t and y = et .
dt
33
dz
where z = ln(x2 + y 2 ) with x = sin t and y = cos t.
dt
z
z
(c)
and
where z = 2x3 y 4 , with x = s sin t and y = t cos s.
s
t
z
z
(d)
and
where z = er cos , with r = st and = s2 + t2 .
s
t
(b)
2. Using Proposition 1.2.31 for functions with 2 or more variables, find:

dy
dx
dy
(b)
dx
z
(c)
x
z
(d)
x
(a)
if y 4 + xy 2 = 2 yex ,
if ln(xy) = 1 + x2 y,
z
if xyz = sin(x + y + z),
y
z
and
if xyz = x3 + y 3 + z 3 .
y
and
3. Let f : R3 R be a C 1 function and let g : R3 R defined by

g(x, y, z) = f (x y, y z, z x). Prove that
g g g
+
+
= 0.
x y z
4. Calculate the directional derivatives of the following functions at (x 0 , y0 )
in the direction given by :
(a) f (x, y) = xy 2 + y 3 with (x0 , y0 ) = (1, 1) and =
(b) g(x, y) = xey with (x0 , y0 ) = (2, 0) and =
,
3
(c) h(x, y) = x sin(xy) with (x0 , y0 ) = (0, 1) and =
,
2
.
4
5. Determine the gradient vector of the following functions, then calculate
the directional derivatives at X in the direction of the vector

u :
0
(a) f (x, y) = 2 + x y with X0 = (1, 2) and

u =3 i 4j ,
(b) g(x, y, z) = (x+y +z)exyz with X0 = (1, 1, 1) and

u = i + j +k.
6. Find the rate of variation of the following functions at X0 in the direction
of the vector
u :
(a) f (x, y) = ln(x + y) with X0 = (2, 2) and

u = i +2j ,
u =2 i j +2k.
(b) g(x, y, z) = xyz with X0 = (1, 2, 3) and
34
7. Calculate the maximum rate of variation of the following functions at

X0 by specifying in which direction this rate is maximum:
(a) f (x, y) = y 2 x2 with X0 = (1, 1),
(b) g(x, y) = xey yex with X0 = (0, 1),
p
(c) h(x, y, z) = x2 + y 2 + z 2 with X0 = (1, 0, 1),
(d) k(x, y, z) = sin x + y + z with X0 = (0, 0, 0).
1.2.3
Multi-variable Taylor series and Jacobian matrix
1.2.3.1
Taylor series for functions with several variables
Let us recall that if f is a C n function defined on a domain Df R, then the

Taylor formula is given by
f (x0 + h) =
n
X
hk
k=0
k!
f (k) (x0 ) + hn (h),
where x0 Df such that x0 + h Df and (h) 0, as h 0.

X hk
The quantity
f (k) (x0 ) is called the Taylor polynomial and hn (h)
k!
k=0n
is the remainder. This remainder can be written as (h), with (h) 0 as
h 0.
In this part, we dont care about the remainder, but about the Taylor
polynomial, which is an approximation of f. We want to generalize this formula

to functions with 2 variables.
Let g(t) = f (x, y) and let (x0 , y0 ) Df such that (x0 + th, y0 + tk) Df
with h, k > 0. We suppose that f is differentiable on Df R2 . Then the chain

rule applied to g gives
f dx f dy
+
x dt
y dt
= hfx + kfy ,
(1.11)

d f dx f dy
+
dt x
dt
y dt

d f dx f d2 x
d f dy f d2 y
+
+
+
dt x dt
x dt2 dt y
dt
y dt2

2
2
2
f dy
2 f dx
dx f dx
dy f dy
+
+
+
dt x2 dt
xy dt
dt y 2 dt yx dt
h2 fxx + k 2 fyy + 2hkfxy .
(1.12)
g 0 (t) =
and
g 00 (t) =
=
=
=
35
On the other part, the Taylor polynomial at order 2 associated to g(t) at t = 0

is given by
t2 00
g (0).
(1.13)
2
By combining equations (1.11), (1.12) and (1.13) we obtain the Taylor polyg(t) = g(0) + tg 0 (0) +
nomial in variables x, y at order 2.

Proposition 1.2.47 Let f be a C 2 function defined on a domain Df R2 .
Let (x0 , y0 ) Df and h, k > 0. Then for (x0 + h, y0 + k) Df , the Taylor

development of order 2 is defined by
f (x0 +h, y0 +k) = f (x0 , y0 )+hfx (x0 , y0 )+kfy (x0 , y0 )+
h2
k2
fxx (x0 , y0 )+ fyy (x0 , y0 )+
2
2
hkfxy + (||(h, k)||),

with (||(h, k)||) 0 as h 0 and k 0.
Remark 1.2.48 By taking x x0 = h and y y0 = k, we can write the
Taylor formula as f (x, y) = f (x0 , y0 ) + (x x0 )fx (x0 , y0 ) + (y y0 )fy (x0 , y0 ) +

2
(xx0 )2
fxx (x0 , y0 )+ (yy2 0 ) fyy (x0 , y0 )+(xx0 )(y y0 )fxy +(||(xx0 , y y0 )||),
2
with (||(x x0 , y y0 )||) 0 as x x0 and y y0 .
Example 1.2.49 Let f (x, y) = ex+y . We want to give Taylor series at (0, 0)
in order 2.
First of all, f is differentiable on R2 and we have
fx
= ex+y
fy
= ex+y
fxx = ex+y
fyy = ex+y
fxy = ex+y .
So, fx (0, 0) = fy (0, 0) = fxx (0, 0) = fyy (0, 0) = fxy (0, 0) = 1. Taylor formula
is then given by
x2 y 2
f (x, y) = 1 + x + y +
+
+ xy + (||(x, y)||),
2
2
with (||(x, y)||) 0 as (x, y) (0, 0).
Exercise 1.2.50 Give Taylor series of the following functions as indicated
1. f (x, y) = x2 + y 2 xy, (x0 , y0 ) = (0, 0), n = 1.
2. f (x, y) = cos(xy), (x0 , y0 ) = (0, 0), n = 2.

1.2.3.2
36
Jacobian matrix and determinant
First of all, let us recall the definition of a linear application.

Definition 1.2.51 Let f : Rn Rm be an application. Then, f is said to be
a linear application if:
f (x + y) = f (x) + f (y), x, y Rn
f (x) = f (x), x Rn and for all R.
Remark 1.2.52 Definition 1.2.51 can be simplified to: f is linear if and only
if f (x + y) = f (x) + f (y), x, y Rn and for all R.
Examples 1.2.53
1. f (x) = x2 , g(x) = |x|, h(x) = sin x, k(x) = x + 1 are
not linear applications.
2. f (x) = x, g(x, y) = x + y, k(x, y, z) = (x + y, y + z, z + x) ar linear

applications.
Remark 1.2.54 Let f : Rn Rm . We recall that f is a linear application if
and only if there exists a matrix A Mmn (R) such that f (x) = Ax, x Rn .
The matrix A is defined by its columns f (ej ) with etj = (0, 0, ., 1(j t h), ., 0).
1. Give the matrix associated to f (x, y) = (x + y, x y).
1
0 1
. Determine the linear application f defined by

2. Let A =
0
1
2
2
1
3
its matrix A.
Exercise 1.2.55
Let f : Rn R and let x = (x1 , .., xn ). We recall that, if partial derivatives

f
, 1 i n exist and are continuous, then f is differentiable at x and we
xi
f
f
have df =
dx1 + .. +
dxn .
x1
xn
Let F : R Rn such that F (x) = (f1 (x), f2 (x), .., fn (x). We recall that,
if fi , 1 i n are differentiable, then F is differentiable and we have dF =
(df1 , .., dfn ), usually denoted by F 0 (x) = (f10 (x), .., fn0 (x)). On the other part,
as F 0 is a linear application then it has a matrix representation.
37
Now, let F : Rn Rm . Then F (x1 , .., xn ) = (f1 (x), .., fm (x)), where x =
fi
(x1 , .., xn ). If the partial derivatives (
), 1 i m and 1 j n exist,
xj
then we obtain the following differentials:
f1
f1
dx1 + .. +
dxn
df1 =
x1
xn
f2
f2
df
dx1 + .. +
dxn
=
2
x1
xn
dfm = fm dx1 + .. + fm dxn

x1
xn
then col(df1 , .., dfm ) = (
fi
)ij col(dx1 , .., dxn ).
xj
fi
)ij is called the Jacobian matrix of F.
xj
If n = m, then we can define the determinant of the Jacobian matrix
fi
)ij also called the Jacobian or the Jacobian determinant.
(
xj
The matrix (
Example 1.2.56 Let f (x, y) = (x2 y 2 , 2xy). Then the Jacobian matrix of f
at (x, y) is given by
Jf (x, y) =
2x 2y
2y 2x
The determinant of the Jacobian matrix is then 4(x2 + y 2 ).

Exercise 1.2.57 Let f (x, y, z) = (x2 y 2 +z 2 , xyz, x+y+z). Give the Jacobian
matrix of f and calculate its determinant.
Proposition 1.2.58 Let F : Rn Rm and G : Rm Rp . We suppose that F
is a C 1 function on DF and G is a C 1 function on DG such that F (DF ) DG .
Then G F is a C 1 function on DF and JGF = JG JF , (i.e. JGF (x) =
JG (F (x)) JF (x).
Proof. First of all, let us begin by some remarks:

1. In terms of differentials, the relation given by the proposition can be
written as d(G F )(x) = dG(F (x)) dF (x).
2. Let us remark too, that if n = m = 1 then we find the classical formula
of the chain rule, given by (G F )0 (x) = G0 (F (x))F 0 (x).
38
3. On the other hand, let us remark that if f : Rm Rn , then f is
differentiable if there exists a linear application L : Rm Rn and an

application defined from Rm to Rn such that f (x + h) = f (x) + L(h) +
||h||(h) with lim (h) = 0. In this case, L is the differential of f.
||h||0
4. We note that, if f is linear then f (0) = 0.

Now, to prove the proposition, it suffices to take x0 DF and y0 = F (x0 ). To
use the fact that F is differentiable at x0 and G are differentiable respectively

on DF and DG , and to find a linear application L such that (F G)(x + h) =
(F G)(x) + L(h) + ||h||(h) with lim (h) = 0. This linear application F is

||h||0
then d(F G).
Using (3), we have
G F (x0 + h) = G (F (x0 ) + dFx0 (h) + (||h||))

= G(y0 + k)
= G(y0 ) + dGy0 (k) + (||k||), k = dFx0 (h) + (||h||)
= G F (x0 ) + dGy0 (dFx0 (h) + (||h||)) + (||k||)
= G F (x0 ) + dGy0 (dFx0 (h)) + dGy0 ((||h||) + (||k||)) .

Since dGy0 and dFx0 are linear applications then by (4), we can deduce that
dGy0 ((||h||) + (||k||)) 0, as (h, k) (0, 0). So dGy0 ((||h||) + (||k||)) =
(||h||).
We conclude that GF (x0 +h) = GF (x0 )+dGy0 (dFx0 (h))+(||h||). This
proves that GF is differentiable at x0 and d(GF )(x0 ) = dG(F (x0 ))dF (x0 ).
Finally, since both partial derivatives of F and partial derivatives of G are
all continuous on respectively DF and DG , then we finalize the proof by saying
that G F is C 1 . That completes the proof.
Remark 1.2.59 Let us summarize that
1. if f : Rn R then its derivative is defined by the row gradient vector
f
f
f (x) = (
, ..,
),
x1
xn
n
0
2. if
f : R
R then its derivative is defined by a column vector f (x) =
f 0 (x)
1
.
,
fn0 (x)
39
3. if f : Rn Rm
then its derivative is defined by the m n Jacobian
fi
.
matrix Jf (x) =
xj 1im,1jn
You can use the classical derivative f 0 as a symbol, but you should be careful
about its form.
Exercise 1.2.60 Let T : R2 R2 such that T (r, ) = (r cos , r sin ).
Determine T 0 (r, ).
If g = f T where f : R2 R, then determine g 0 (r, ).
Corollary 1.2.61 Let f be a bijective application from Rn into Rn . Let us
suppose that f is differentiable at x0 and f 1 is differentiable at y0 = f (x0 ).
Then
Jf 1 (f (x0 ) = (Jf (x0 ))1 .
(1.14)
Proof. Let us begin by some remarks:

1. In terms of differentials, the equation (1.14) means that df is invertible
and we have
df 1 (f (x0 )) = (df (x0 ))1 .
2. Let us also remark that, if n = 1 then equation (1.14) is the classical
formula of the derivative of the inverse of a function f given by
0
f 1 (f (x0 )) =
1
f0
(f 1 (y
0 ))
3. On the other hand, let us mention that if f is linear, then f is differentiable and df = f.
4. Finally, let us recall that f is bijective if there exists g such that f g =
g f = I. In this case, f 1 = g.
Now, using the fact that f is bijective, we have by (4)

f f 1 = f 1 f = I.
Then by Proposition 1.2.58, we deduce that
df (f 1 (y0 )) df 1 (y0 )) = df 1 (f (x0 )) df (x0 ) = dI.
40
Using (3), we obtain

df (f 1 (y0 )) df 1 (y0 )) = df 1 (f (x0 )) df (x0 ) = I.
But as x0 = f 1 (y0 ) and y0 = f (x0 ). Then, using (4), we conclude that df is
invertible and
(df )1 (x0 ) = df 1 (y0 ).
Which implies that
Jf 1 (f (x0 ) = (Jf (x0 ))1 .
1.2.3.3
1. Give Taylor formulas first of order 1, then of order 2 of the following

functions at (x0 , y0 ) :
(a) f (x, y) = x2 y xy + y 3 with (x0 , y0 ) = (0, 1),

(b) g(x, y) = sin x + cos x with (x0 , y0 ) = ( , ),
4 4
xy
(c) h(x, y) = xye with (x0 , y0 ) = (1, 1).
1
2. Let f defined on R3 by f (x, y, z) = ( (x2 z 2 ), sin x sin y). Prove that f
2
is differentiable and determine the Jacobian matrix of f.
3. Let f : R2 R2 such that f (x, y) = (x2 + y 2 , exy ). Give the Jacobian
matrix of f at (x, y) and deduce the Jacobian determinant.
4. Let us consider the function f defined on R2 by

2
3
x y + 3y ; (x, y) 6= (0, 0)
x2 + y 2
f (x, y) =
0
; (x, y) = (0, 0)
and let F (x, y) = (f (x, y), f (y, x)).
(a) Determine the Jacobian matrix of F.

(b) Does F invertible at a neighborhood of (1, 1).
1.3. INVERSION THEOREM AND THEOREM OF IMPLICIT

FUNCTIONS
41
5. Let f : R2 R3 and g : R3 R be real functions defined by

2
f (x, y) = sin(xy), y cos x, xy sin(xy)ey ,
and
g(x, y, z) = xyz.
(a) Give the expression of the function g f.
(b) Deduce the Jacobian matrix of g f.
(c) Determine Jacobian matrices Jf (x, y) and Jg (x, y, z).
(d) Using the previous question, find the Jacobian matrix of g f.
1.3
Inversion theorem and theorem of implicit

functions
1.3.1
Inversion theorem
Let us first recall that a complete space is a space in which any Cauchy sequence
is convergent. As examples, we can cite R, Rn , C.
Definition 1.3.1 A Banach space is a vector normed complete space.
Definition 1.3.2 Let E, F be Banach spaces such that dimE = dimF and let
f : E F.
1. f is said to be a homeomorphism if f is bijective, continuous on E and
f 1 is continuous on F.
2. f is said to be a diffeomorphism if f C 1 (E) is bijective and f 1
C 1 (E).
3. f is said to be a C k diffeomorphism if f C k (E) is bijective and f 1

C k (E), k 1.
Examples 1.3.3
R, Rn , (L1 (R), ||.||1 ) and (L2 (R), ||.||2 ) are Banach spaces
but Q is not a Banach space.
f : R2 R2 defined by f (x, y) = (x + y, x y) is a C 1 diffeomorphism.


FUNCTIONS
42
Let f : Rn Rn . We recall that if f is differentiable, then df is linear.
Moreover, df (x) is invertible if and only if Jf (x) is invertible if and only if

det(Jf (x)) 6= 0, and we have
Jf 1 (y) = (Jf (x))1 .
The goal of this part is to prove that the local behavior of a C 1 application
f is determined by the calculus of its differential df.
Proposition 1.3.4 If f : Rn Rn is a diffeomorphism then x Rn , df (x)

is linear and invertible, and we have y Rn , df 1 (y) = (df (f 1 (y)))
Proof. Since f is a diffeomorphism then it is clear that df exists, and df is

clearly linear.
Let us prove that df is invertible, which means that we have to prove that
there exists G such that df G = G df = Id.
We have f is a diffeomorphism then f is C 1 , f is bijective and f 1 is
also C 1 . Since f and f 1 are differentiable then f f 1 is also differentiable
and we have d(f f 1 ) = d(f 1 f ) = Id. Then df (f 1 (y)) d(f 1 )(y) =

d(f 1 )(f (x)) df (x).
We deduce that df is invertible and df 1 (y) = (df (x))1 .
Remarks 1.3.5
1. If f is C k and f is a diffeomorphism then f is a C k
diffeomorphism.
2. If f is C 1 and f is a homeomorphism ; f 1 is C 1 . It suffices to consider

for example f : R R such that f (x) = x3 .
Theorem 1.3.6 Let f : Rn Rn be a homeomorphism such that f C 1 (Rn ).

The following assertions are equivalent
1. f is a diffeomorphism from Rn to Rn ,
2. x Rn , df (x) is invertible.
Proof. It is clear that is given by Proposition 1.3.4.
Conversely, let us suppose that df is invertible. Since f is a homeomorphism
then f is bijective and f 1 is continuous. Moreover, f is C 1 .

FUNCTIONS
43
Let b Rn . We have to prove that f 1 is differentiable at b, i.e there exists
a linear application L such that f 1 (y) = f 1 (b) + L(y b) + (y b).
Since f is bijective then b Rn a Rn : f (a) = b and a = f 1 (b).
Using the fact that f is differentiable at a we have f (x) = f (a) + df (a)(x
a) + (x a). As df (a) is linear and invertible then by applying df (a) 1 , we

obtain
x = a + (df (a))1 (f (x) f (a)) (df (a))1 ((x a)) .

On the other part if x a then f (x) f (a) (since f is continuous). Moreover
df (a)1 is continuous then we can write that (df (a))1 ((x a)) = (y b)
0 when y b. So f 1 is differentiable.
Finally, df 1 is continuous since df 1 = inv df f 1 which are continuous.
Then f 1 is C 1 . That finishes the proof.
Let f : R R a C 1 function. Let (x0 , y0 ) verifying y0 = f (x0 ) such that
f 0 (x0 ) 6= 0. Suppose f 0 (x0 ) > 0. Then f is continuous and strictly increasing
on a neighborhood of x0 denoted N (x0 ). This implies that f is bijective on
N (x0 ) and f 1 is continuous on N (x0 ). On the other part, we can deduce that
df is locally invertible implies that f is a local diffeomorphism.
We want to generalize this result!. First, we recall the fixed point theorem.
Theorem 1.3.7 Let E be a Banach space and let f be a contraction on E (i.e.
C (0, 1) such that x, y E, ||f (x) f (y)|| C||x y||), then f has a
unique fixed point (i.e. !x : f (x ) = x ). Moreover, x can be approximated
by considering xn+1 = f (xn ), x0 E.
Notation 1.3.8 Let E, F be vector spaces. We denote by Isom(E, F ) the

space of linear and invertible applications from E into F. (f Isom(E, F ) f
is an isomorphism.)
Let us now, announce the local inversion theorem.

Theorem 1.3.9 Let E, F be Banach spaces and let f : E F be a C k function with k 1. Let x0 E such that df (x0 ) Isom(E, F ). Then there exists
an open neighborhood U of x0 and there exists an open neighborhood V of

f (x0 ) such that f is a C k diffeomorphism from U into V. Moreover, we have
x U, (df (x))1 = df 1 (y) where y = f (x).

FUNCTIONS
44
Proof. First of all, let us remark that we can suppose that x0 = 0, f (x0 ) =
0 and df (x0 ) = idE with E = F and k = 1. To generalize the proof to
e = U x0 and fe : U
e Ve such
x0 it suffices to take Ve = V f (x0 ), U
that fe(x) = (df (x0 ))1 (f (x0 + x) f (x0 )) . Then we see that fe(0) = 0 and
dfe(0) = (df (x0 ))1 (df (x0 )) = idE .
Now, we have to prove that f is bijective, i.e. y F, !x E such
that f (x) = y. This is equivalent to y f (x) = 0 y + g(x) = h(x) where
g(x) = x f (x). So we have to prove that h admits a unique fixed point (using
the fixed point theorem).
g is a C 1 function, g(x0 ) = 0 and dg(x0 ) = 0. Then, there exists a neighbor1

hood U N (x0 ) : x U, ||dg(x0 )|| . So, using the mean value theorem
2
applied to g, we obtain
1
||h(x) h(x0 )|| = ||g(x) g(x0 )|| ||x x0 ||,
2
implying that h is a contraction and then h has a unique fixed point x? :
h(x? ) = x? . We conclude that there exists a unique x? such that f (x? ) = y
and then f is locally a bijection.
Now, we have to prove that f 1 is continuous. Let y and y 0 in V. Then
y = f (x), x U and y1 = f (x1 ), x1 U. We have
||f 1 (y) f 1 (y1 )|| = ||x x1 || = ||x x1 + y f (x) + y1 f (x1 )||,
then
1
||f 1 (y) f 1 (y1 )|| ||g(x) g(x1 )|| + ||y y1 || ||x x1 || + ||y y1 ||,
2
so
||f 1 (y) f 1 (y1 )|| 2||y y1 ||,
which implies that f 1 is continuous at y1 . Implying the continuity of f 1 at
y1 .
We conclude that f is locally a homeomorphism. On the other part,
df (x0 ) Isom(E) and df is continuous then df (x) Isom(E), x N (x0 )
and locally we have df 1 = (df )1 .
Finally, f is locally a homeomorphism and df (x) Isom(E), x N (x0 ).
Then, using the previous theorem we conclude that f is locally a diffeomorphism. That finishes the proof.

FUNCTIONS
45
Question 1.3.10 Under which conditions this local diffeomorphism becomes

a global diffeomorphism?
Remark 1.3.11 Let f : R R a C 1 function such that f 0 (x0 ) 6= 0 for a given
x0 R. If we want that f is a global homeomorphism then we add f injective

on R. Moreover, by adding f 0 (x) 6= 0, x R, f becomes a diffeomorphism.
Using this previous remark, we can now announce the global inversion theorem.
Theorem 1.3.12 Let f : E F be a C k function with k 1 on U an open
subset of E, with E, F Banach spaces such that dimE = dimF. Then the
following assertions are equivalent

1. f is a diffeomorphism from U into V = f (U )
2. f is injective on U and x U, df (x) Isom(E, F ).
Proof. is clear using the fact that if f is a diffeomorphism then df (x)
Isom(E, F ) by the Proposition 1.3.4
is clear by the fact that f injective from U into f (U ) = V then f bijec-
tive. On the other part, as df (x) Isom(E) then the the proof is established
by Theorem 1.3.6.
Remark 1.3.13 Be careful! in Theorem 1.3.12, the condition injective is

necessary to obtain a diffeomorphism (or a global diffeomorphism). See the
example given in the exercises section 1.3.
Example 1.3.14
1. Let a = (1, 2). The system
has a unique solution at a neighborhood of a.
u = x + (y + 2)2 + 1
v = (x 1)2 + y + 1
Let F : R2 R2 defined by F (x, y) = (x + (y + 2)2 + 1, (x 1)2 + y + 1).

It suffices to prove that F verifies the local inversion theorem.
It is clear that F is a C 1 function and F 0 (a) = I then F is invertible at

N (a). Moreover, if G is the local inverse of F then G0 (F (a)) = I.
2. Let G : U V defined by G(r, ) = (r cos , r sin ), where U = {(r, ), r >

0, < < } and V = R2 \{(x, 0); x 0}, then it is clear to see that
G is a C 1 function,

FUNCTIONS
46
G is injective,
detJG (r, ) 6= 0.
Then the global inversion theorem assures that G is a C 1 diffeomorphism.
(Moreover G is C .)
Particularly, we can determine the inverse of G. In fact, let H = G1 !!

p
y
.
x2 + y 2 , 2arctan p
then H : V U such that H(x, y) =
x2 + y 2 + x
1.3.2
Theorem of implicit functions
Let f : R2 R defined by f (x, y) = ey sin x + 2ey 1. We want to solve

f (x, y) = 0.
We have x R, f (x, y) = 0 y = ln(2 + sin x).

We say that we define an implicit function : R R with (x) = y =
ln(2 + sin x) such that x R, f (x, (x)) = 0.
Let f (x, y) = x2 + y 2 a defined on R2 with a > 0. The equation
f (x, y) = 0 gives y = a x2 if y > 0 and y = a x2 if y < 0. So,

in a neighborhood of any point different of (0, 0), we can express y with
respect to x. The implicit function (x) = y is such that f (x, (x)) = 0.
Let f : R3 R such that f (x, y) = y 2 x1 + e2y + x2 where x = (x1 , x2 ).
How can we assure the existence of an implicit function (x) = y with
f (x, (x)) = 0.?
Remark 1.3.15 Example 1 and 2 give an explicit expression y = (x) but in
example 3, the solution if it exists is defined implicitly.
Theorem 1.3.16 Let E1 , E2 , F be Banach spaces such that dimE2 = dimF.
Let U E1 E2 an open subset and let f : E1 E2 F be a C k function on
U with k 1. Let a = (a1 , a2 ) U such that
f (a) = 0,
2 f (a) Isom(E2 , F ),

FUNCTIONS
47
then there exists an open neighborhood U1 of a1 and an open neighborhood

U2 of a2 , and a unique C k function : U1 U2 such that (x1 , x2 ) U1
U2 , f (x1 , x2 ) = 0 x2 = (x1 ). Moreover,
1. x1 U1 , f (x1 , (x1 )) = 0,
2. (x1 , x2 ) U1 U2 , 2 f (x1 , x2 ) Isom(E2 , F ),
3. x1 U1 , h1 E1 , d(x1 )h1 = (2 f (x1 , (x1 )))1 1 f (x1 , (x1 ))h1 .
Proof. Let F : E1 E2 E1 F such that F (x, y) = (x, f (x, y)). Then we
have
F is C 1 ,
F (a1 , a2 ) = (a1 , 0),
detJF (a1 , a2 ) = 2 f (a1 , a2 ) Isom(E2 , F ),
then F verifies the local inversion theorem, i.e. there exists a neighborhood
U = U1 U2 E1 E2 of a = (a1 , a2 ) and there exists a neighborhood V
E1 F de F (a) such that F : U V is a local diffeomorphism, particularly
F is locally invertible. Let H its inverse. Then H = F 1 , defined on V
E1 F into U E1 E2 . Then (a1 , a2 ) = H F (a1 , a2 ) = H(a1 , 0) =
(H1 (a1 , 0), H2 (a1 , 0)). We conclude that a2 = H2 (a1 , 0) i.e. x U = U1
U2 , x2 = H2 (x1 , 0) implying the existence of a C k function defined by (x) =
H2 (x, 0) such that f (x1 , x2 ) = 0 x2 = (x1 ).
On the other part, (1) and (2) are immediately deduced, and to find the
expression of d(x1 ), it suffices to consider k = (x + h) (x). (In fact
is differentiable if there exists a linear application L such that (x + h) =

(x) + L(h) + (h)). Using the fact that f (x, (x)) = 0, x U 1 U2 and f
is C k then
0 = f (x + h, (x + h)),
= f (x + h, (x) + k),
= f (x, (x)) + h1 f (x, (x)) + k2 f (x, (x)) + (||h||, ||k||).
We deduce that
k = (2 f (x, (x)))1 1 f (x, (x)),
which gives that is C 1 and d(x1 ) = (2 f (x1 , x2 ))1 1 f (x1 , x2 ).

FUNCTIONS
48
Example 1.3.17 Let the equation y 2 x1 + e2y + x2 = 0. We want to justify the

existence of a unique solution y = (x) for x N (1, 1).
Set F (x, y) = F ((x1 , x2 ), y) = y 2 x1 + e2y + x2 . Then F : R2 R R.
We have F (1, 1, 0) = 0.
On the other part, 2 F (1, 1, 0) = 2 6= 0. Then, 2 F Isom(R, R).
Using the implicit theorem, we deduce that there exists a unique function :
U V where U R2 is an open containing (1, 1) and V R is an open
containing 0 such that F (x, y) = 0 y = (x). So, the given equation admits
a unique solution y = (x) for x N (1, 1).
1.3.3
Exercises Section 1.3
1. Using the definition of a C 1 diffeomorphism, verify if the following functions are C 1 diffeomorphims?
(a) f : R R such that f (x) = x2 .
(b) g : R R such that g(x) = x3 .
x2 sin( 1 ) + x , x 6= 0
x
4
(c) h : R R such that h(x) =
0
, x=0
(d) k : R2 R2 such that k(x, y) = (ex cos y, ex sin y).
(e) p : R2 R2 such that p(x, y) = (ex ey , x + y).
(f) q : R3 R3 such that such that q(x, y, z) = (x y, y, x + z).
2. Let f : R2 R2 such that f (u, v) = (u2 + 2v, 2v 2 u).
(a) Determine the set of points for which f is locally invertible.
(b) Does f a diffeomorphism?
3. Let f : R3 R3 such that f (x, y, z) = (x + y 2 , y + z 2 , z + x2 ).
(a) Prove that f is a C 1 function.
(b) Determine the set of elements for which f is locally invertible?
(c) Does f a global diffeomorphism?

FUNCTIONS
49
4. Prove that the function f defined by f (x, y, z) = (e2y +e2z , e2y e2z , xy)
is a C diffeomorphism from R3 into f (R3 ).
5. Let f : R2 R2 such that f (x, y) = ((x + (y + 2)2 + 1, (x 1)2 + y + 1).

(a) Justify that f is a C 1 function.
(b) Prove that f is a local diffeomorphism at a neighborhood of the
point P = (1, 2).
(c) Determine df 1 (f (P )).
6. Let f : R3 R2 such that f (x, y, z) = (x2 y 2 + z 2 1, xyz 1) and
let (x0 , y0 , z0 ) R3 such that f (x0 , y0 , z0 ) = (0, 0). Using the theorem
of implicit functions, prove that there exits an interval I 3 x0 and :
I J, with J 3 (y0 , z0 ) is an open of R2 , such that (x0 ) = (y0 , z0 ) and
f (x, (x)) = 0, x I.
7. Prove that x4 + x3 y 2 y + y 2 + y 3 = 1 admits a solution y : U V where

U is a neighborhood of 1 and V is a neighborhood of 1, then calculate
dy
(1).
dx
8. Prove that x + y + z + sin(xyz) = 0 admits a solution z(x, y) defined

dz
from a neighborhood of (0, 0) into a neighborhood of 0 and calculate
dx
dz
and
at (0, 0).
dy
Chapter 2
Vector Differential Calculus
2.1
Vector fields, scalar fields and gradient fields
Definition 2.1.1 A vector field is an application

v from an open U Rn into
Rn such that for each point x U, it associates

v (x) = v (x)
e + .. + v (x)
e ,
1
where Bc = (e1 , .., en ) is the canonical basis of R .
v1 , .., vn are called the coordinates of

v with respect to the canonical basis
Bc .
General graphical representations of vector fields are given by Figure 2.1
Example 2.1.2
1. Let ( i , j , k ) be the canonical basis of R3 . Set
v =
x i + y j + z k . Then the vector field v is graphically given at the left

in Figure 2.2.
Random vector field in IR2
Zoom on an example of a random vector field
4
1.8
3
1.6
2
1
1.4
1.2
1
1
2
0.8
3
4
6
0.6
4.8
4.6
4.4
4.2
3.8
3.6
3.4
3.2
Figure 2.1: A given vector field and a zoom of a part of this field
50
51
2.1. VECTOR FIELDS, SCALAR FIELDS AND GRADIENT FIELDS

Graphical representation of v=xi+yj+zk
Graphical representation of v=yi+xj

4
3
6
2
4
2
0
0
2
1
4
6
10
2
5
10
5
10
4
4
10
Figure 2.2: Examples of vector fields

An application in electromagnetic
1
0.8
0.6
0.4
0.2
+
+
+
_
+
0.2
0.4
0.6
0.8
1
2
1.5
0.5
0.5
1.5
Figure 2.3: An application in electromagnetism
2. Let us consider
v = y i + x j , a vector field in R2 . Then its graphical
representation is given at right in Figure 2.2.
3. Suppose that the vector field of the previous example is defined on R 3 .

Give its graphical representation.
Remark 2.1.3 Vector fields have many applications in physic, in electrostatic
and in electromagnetic. Consider a magnet with two poles: positive and negative. So any positive magnetic needle placed on the positive side pushes vector
fields. Conversely, the magnetic needle placed on the negative side attracts
vector fields, as we can see it in the Figure 2.3.
Definition 2.1.4 A scalar field is an application f from an open U R n into
R such that for each point x U, it associates a scalar f (x) = f (x

e +
1
52
x2
e 2 + .. + xn
e n ) = R, where the canonical basis of Rn is given by
(
e 1 , ..,
e n ).
Example 2.1.5 Let D R3 be a domain representing a room. For each
u = (x, y, z) D, we associate the temperature t at u. Then this application
defines a scalar field.
Remark 2.1.6 From a scalar field we can define a vector field. In fact, let
R3 R be a scalar field defined by a function f (x, y, z). If f is differentiable
f f f
,
). Then we obtain the vector field
then we construct grad(f ) = ( ,
x y z
f
f
f
denoted by f =
k . That defines the gradient field, as it
i +
j +
x
y
z
is given by the following definition.
Definition 2.1.7 Let f be a differentiable scalar field, defined on a domain
D Rn , and let (
e ,
e , ..,
e ) be the canonical basis of Rn . Then, the
1
gradient field of f is given by
gradf =
f
f
f
e1 +
e2 + .. +
en ,
x
x
x
2
n

1

e1 +
e2 + .. +
en f,
=
x1
x2
xn
= f.
is the vector differential operator nabla (or del operator) defined in chapter
1.
Exercise 2.1.8 Classify in vector fields or scalar fields:
(x, y, z) 7 x i + y j + xyz k .
(x, y, z) 7 xyz 2 .
Proposition 2.1.9 Let f, g be differentiable scalar fields, from a given domain
D Rn into R. Let R. Then the differential operator verifies the
following properties:
1. (f + g) = f + g,
2. (f ) = f,
3. (f g) = g f + f g.
53
Proof. Let (
e 1,
e 2 , ..,
e n ) be the canonical basis of Rn .
1. It is easy to see that

e1 +
e2 + .. +
(f + g) =
x
x
2
1

e1 +
e2 + .. +
=
x1
x2
= f + g.
en (f + g),
xn

en f +
e1 +
e2 + .. +
en g,
xn
x1
x2
xn
2. Similarly, if R then we have

e1 +
e2 + .. +
en (f ),
(f ) =
x1
x2
xn

=
e1 +
e2 + .. +
en f,
x1
x2
xn
= f.
3. Using the derivative of a product formula, we deduce that

e1 +
e2 + .. +
en (f g),
(f g) =
x1
x2
xn

= g
e1 +
e2 + .. +
en f + f
e1 +
e2 + .. +
en g,
x1
x2
xn
x1
x2
xn
= g f + f g.
Remark 2.1.10 To represent a gradient field, we might use the notation ,
as well as or grad, or grad.

Proposition 2.1.11 Let f, g be defined and differentiable on a domain D
Rn , such that g 6= 0 on D. Then, we have

f
1
= 2 g gradf f gradg .
grad
g
g
Proof. We have

f

f

grad
=
,
e1 +
e2 + .. +
en
g
x1
x
x
g
2
n

n
X

f
=
ei
,
xi
g
i=1
n
n
X
X

g
ei f f
ei g
xi
xi
i=1
i=1
,
=
g2
!
n
n
X
X
1
= 2 g
ei f f
ei g ,
g
x
x
i
i
i=1
i=1

1
= 2 g gradf f gradg .
g
54
Proposition 2.1.12 Let g be a differentiable scalar field on D1 Rn . Let F :
R R, be a defined and differentiable function on D2 such that g(D1 ) D2 .
For (x1 , x2 , .., xn ) D1 , set u = g(x1 , x2 , .., xn ). Then f = F g is differentiable
on D1 and we have
f = F 0 (u) g.
Proof. The result of this proposition is easily deduced from Proposition 1.2.58.
In fact, as F is defined from R into R, then the Jacobian matrix of F is
identified to its classical derivative F 0 . On the other part, since g is defined from
Rn into R, then its Jacobian matrix is in M1n (R) (the space of matrices with
1 row and n columns). This is exactly the gradient vector g at (x1 , .., xn ).
2.1.1

1. Let ( i , j , k ) be the canonical basis of R3 . Sketch the following vector
fields:
(a)
v = x i y j z k
(b)
v =x i +y j + k
(c)
v =y i z j

2. Let ( i , j , k ) be the canonical basis of R3 . Classify in either vector
fields or scalar fields:
(a) u = (x2 y 2 ) i (x2 + y 2 ) j .

(b) f = x2 + y 2 + z 2 .
(c) v = xyz k .
(d) g = xy.
3. Determine the gradient of the following scalar fields defined on R3 as
follows:
(a) f = xyz,
(b) g = xexy + yex+y ,
(c) h = x cos y y sin z.
55
2.2. DIVERGENCE AND CURL OF VECTOR FIELDS
4. Let us consider the Hessian matrix of f (x1 , x2 , x3 ) by H =

i, j 3.
2f
xi xj
,1
Give the Hessian matrix H of f = x3 y y 3 z + z 3 x.

Does H symmetric? interpret this result.
2.2
Divergence and Curl of vector fields
vx
Definition 2.2.1 Let v =

vy be a vector field in D R . The divervz
vx vy vz
+
+
.
gence operator is defined by div(
v)=
x
y
z
v ) = y(1 + x).
Example 2.2.2 Let
v = xy i x2 j + xyz k . Then div(
Exercise 2.2.3 Determine the divergence of

u = xy 2 z i + x2 yz j + xyz 2 k .
vx
be a vector field in D R3 . We have

Proposition 2.2.4 Let
v =
v
y
vz
the formula div( v ) = . v

Proof. We have

k . vx i + v y j + v z k
i +
j +
x
y
z
=
vx +
vy + vz
x
y
z
= div( v ).

.
v =
Remark 2.2.5 The divergence of a vector field is very used in physical equa
tions, particularly in dynamics. In fact, let
v (x, y, z) be the velocity of a fluid,
then the divergence measures the tendency of the fluid to diverge from the point
(x, y, z). So, if div

v = 0 means that the fluid is is incompressible.

u ,
v vectors in D R3 . Let f = f (x, y, z) be a
scalar field and let R. Then we have the following properties
56
div u + v = div
u + div
v,
div(
u ) = div
u,
div(f
u ) = f div
u + gradf.
u
Proof. Let
u = (ux , uy , uz ) and let
v = (vx , vy , vz ) then u + v = (ux +
vx , uy + vy , uz + vz ) and f
u = (f ux , f uy , f uz ).
1. We have
(ux + vx ) +
(uy + vy ) + (uz + vz ),
x
y
z

vx vy vz
ux uy uz
+
+
+
+
+
,
=
x
y
z
x
y
z
= div
u + div
v.
div u + v =
2. We have
(ux ) +
(uy ) + (uz ),
x
y
z
ux uy uz
,
=
+
+
x
y
z
= div
u.
div(
u) =
3. We have
(f ux ) +
(f uy ) + (f uz ),
x
y
z
f
ux f
uy f
uz
=
ux + f
+
uy + f
+
uz + f
,
x
x
y
y z
z

ux uy uz
,
= f.
u +f
+
+
x
y
z
= f.
u + f div
u.
div(f
u) =
Definition 2.2.7 Let

v be a vector field in R3 and let ( i , j , k ) be the
canonical basis of R3 . We define the curl of the vector

v as a vector field,

denoted curl ( v ) and given by the expression

vx vz
vy vx
vz vy
i +
j +
k
curl ( v ) =
y
z
z
x
x
y
57

Remark 2.2.8 To memorize the formula of curl (
v ) , it suffices to consider
the determinant of the minors with respect to the first row. In fact, we have

i
j
k

vx
x

curl ( v ) = v =
vy = x y z
y

vz
vx vy vz
z
Definition 2.2.9 The product defines the vector product, also called cross
product, and can also be denoted by . In a geometrical point of view, w = uv
is the unique vector orthogonal to u and v such that ||w|| = ||u||.||v|| sin(u, v),
with u, v non collinear.
Example 2.2.10 If ( i , j , k ) is the canonical basis of R3 then i j = k
and j k = i and k i = j . The direct sense should be respected. The

cross product is not commutative but anti-commutative.
Remark 2.2.11 The curl of a given vector

u can either be denoted by curl (
u)
or curl
u or curl(u).
Proposition 2.2.12 Let f be a scalar field. Let

u ,
v be vectors in R3 and
let R. We have the formulas
1. curl(u + v) = curl
u + curl
v,
2. curl(
u ) = curl
u,
3. curl(f
u ) = f curl
u + f
u.
Proof. First of all, we have u = (ux , uy , uz ) and v = (vx , vy , vz ), then u + v =
(u + v , u + v , u + v ) and f
u = (f u , f u , f u ). On the other part,
u =
x
(ux , uy , uz ).
1. We have

(ux + vx ) (uz + vz )
(uz + vz ) (uy + vy )
i +
j
z
z
x

y
(uy + vy ) (ux + vx )
k,
+
x

y

uz uy
ux uz
vy vx
i +
j +
k
y
z
x
y

z
x
vz vy
vx vz
vy vx
i +
j +
k,
y
z
z
x
x
y
= curl
u + curl
v.
curlu + v =
58
2. We have

(ux ) (uz )
uy ux
(uz ) (uy )
k,
i +
j +
y
z
x
x

y
z

(uz ) (uy )
(ux ) (uz )
uy ux
k
i +
j +
y
z
z
x
x
y
= curl
u.
curl(
u) =
3. We have
curl(f
u ) = curl(f ux , f uy , f uz ),

(f vx ) (f vz )
(f vz ) (f vy )
i +
j
=
z
z
x
y

(f vy ) (f vx )
+
k,
x
y

vz f
vy
f
i
vz + f
vy f
=
y
y
z
z

f
vx f
vz
+
j
vx + f
vz f
z
x
x
z
f
vy f
vx
+
vy + f
vx f
k,
x
y
y

x

f
vz
f
vy
i
=
vz
vy i + f
f
y
z
z

y
f
f
vz
vx
+
vx
vz j + f
f
j
x
x
z
z
vy
f
f
vx
k,
+
vy
vx k + f
f
x
y
x
y
= f curl
u + f
u
2.2.1
1. Determine the divergence and the curl of the following vector fields in
R3 :
(a) 3xyz i xy 2 k ,

(b) 2 i + (y + xz) j + (z x + z) k ,

1
(c) 2
x i +y j +zk ,
x + y2
(d) zex i + xy sin y j + y cos z k ,
(e) ln(xyz) i + ln(yz) j + ln z k ,
59
2.3. COMBINED OPERATORS AND PROPERTIES
(f) cos x i + y sin z j + xz k .
2. Let f be a scalar field and let

u be a vector field. Explain if the following
expressions are well defined or not?
(a) curl(f ),
(b) curl(f
u ),
(c) div(div
u ),
(d) div(grad
u ),
(e) grad(div
u ),
(f) div(curl(grad(f ))).
2.3
Combined operators and properties
Let us first recall that, as a direct consequence of definitions listed previously

including either vector fields and scalar fields, or operations as scalar products
and vector products, is to divide the operations defined previously into two
families: algebraic operations and differential operations. Let us summarize
these operations in the following table.
Operation
sum
Algebraic operation: vect/vect
Kind of operation
Algebraic operation: scalar/vector
Vector
Scalar product
sum
u.v
u v
product
f+g
fg
sum
Not defined
product
fu
Divergence/vector
Differential operations
Scalar
u+v
Vector product
Algebraic operation: scalar/scalar
Result
Not defined
div v=grad.v
Gradient/scalar
grad f
Derivative v(t)
dv/dt
Curl/vector
curl v=grad v
60
Definition 2.3.1 Let f be a twice differentiable scalar field. The combination

of operators grad and div defines the Laplacian operator, as follows
div(gradf ) = div(f ) = f = 2 f.
Remark 2.3.2
(2.1)
1. The Laplacian given by the expression (2.1) defines a
scalar field. However, we can define a vector expression of the Laplacian

operator by taking
f = fx i + fy j + fz k ,
(2.2)

where f is taken here in R3 and ( i , j , k ) represents the canonical basis
in R3 .
2. A function f which has continuous second derivatives and such that
f = 0 in a domain D is said to be an harmonic function in that domain. This equation is known as Laplace equation.
Proposition 2.3.3 Let f, g be twice differentiable scalar fields in R3 and let
R. Then, the Laplacian operator verifies the following properties
1. is linear,
2. (f g) = (f )g + 2 f. g + f (g).
Proof. We have
1. We have
(f + g) = div( (f + g)),
= div( f + g),
= div( f ) + div g,
= f + g.
2. We have
(f g) = div( (f g)),
= div(f g + g f ),
= div(f g) + div(g f ),
= f. g + f div( g) + gdiv( f ) + g f,
= (g)f + (f )g + 2 f g.
61
Proposition 2.3.4 Let u, v be vector fields in R3 and let f be a function in

variables x, y and z. Let us suppose that all second derivatives exist and are
continuous. Then, we have the following formulas
1. curl( f ) = 0,
2. div(curl
u ) = 0,
3. div(
u
v)=
v .curl
u
u .curl
v,
4. curl(curl
u ) = grad(div
u ) u.
Remark 2.3.5 Be careful! the Laplacian given in the fourth property of the
Proposition 2.3.4 is a the vector Laplacian defined by the expression (2.2).
Proof.
1. We have
curl( f ) = f,
f
x x
f

=
y y ,
f
z
z
2
2

2f
f
f
2f
2f
2f
=
i
j +
k,
yz zy
xz zx
xy yx
= 0.
2. We have
div(curl
u ) = div(
u ),

uz uy
ux uz
uy ux
= div
i +
j +
k ,
y
z
z
x
x
y
2 uu
2 uz
2 ux
2 uz
2 ux
2 uz
+
+
,
=
xy xz yx yz zx yy
= 0.
62
3. We have
div(
u
v ) = .(
u
v ),

ux
vx
x

=
y uy vy ,
uz
vz
z

x uy vz uz vy
=
y uz vx ux vz ,
ux v y v x uy
z
=
(uy vz uz vy ) +
(uz vx ux vz ) +
(ux vy vx uy ) .
x
y
z
Using properties of derivatives, we deduce that
vz uz
vy uz
vx
uy
vz + u y
vy u z
+
vx + u z
x
x
x
x
y
y
ux
vz ux
vy uy
vx
vz u x
+
vy + u x
vx u y
,
y
y z
x z
z

vx vz
vy vx
vz vy
uy
uz
= ux
z
x
y
z
x
y
ux uz
uy ux
uz yy
+ vy
+ vz
,
+vx
y z
x
x
y
z
vz vy
uz yy
ux
vx
y
z
y
z
vx vz
ux uz
.
=
,
uy
vy .
x
z
x
vy vx
uy ux
uz
vz
x
y
x
y
= v .curl u u .curl v .
div(
u
v) =
63

4. We have
curl(curl
u ) = (
u ),
u
uy
z
y
z
x
ux uz
=
,
y
z
x

uy ux
x y
z

ux uz
uy ux
y x y z z x

uz uy
u
u
y
x
,
=
z y
z
x
x
y

ux uz
uz uy
x2 z 2 x 2 y 2y z
ux ux
uz
uy
yx y 2 z 2 + zx
2
uz
2 ux
2 uy 2 uy
,
2
2
zy
z
x
xy
2
2
2
2
ux
uy
uz uz
x2
y 2
yz
xz
2
2
2
ux ux
2 uz
2 ux 2 ux
uy
yx y 2 z 2 + zx + x2 x2
2
2
2
2
2
2
uz
u
y
y
x
y
y
,
=
+
+
zy
2
2
2
2
z
x
xy
y
y
2
ux
2 uz 2 uz
2 uy
2 uz 2 uz
+
+
2
x2
y 2 yz
z 2
xz

z2
ux uy uz
ux 2 ux 2 ux
+
+
+
+
x x
2
y
z
y 2
z 2
x

ux uy uz 2 uy 2 uy 2 uy
=
+
+
y x + y + z

2
y 2
z 2

x
ux uy uz 2 uz 2 uz 2 uz
+
+
+
+
2
2
x
y
z 2
z
x
y
z

(div
u)
ux
x
uy ,
(div
u
)
=
y

u
z
(div
u)
z
= grad(div
u ) u.
Application 2.3.6 The operators curl and divergence have many applications
in physics and particularly, in fluid mechanics. More precisely,
the origin of the operator curl is closely related to possible rotations. The
64
norm of the vector curl

u measures the velocity of this rotation. So, if
curl
u = 0 then, the field studied is said to be irrotational,
however, if
u represents the velocity of a fluid, then the operator divergence measures the variation rate of the mass of the fluid. So, if
div
u = 0 then the fluid is said to be incompressible.
In an other register, a vector field

w is said to be conservative if there
exists a scalar field f such that w = f. Then, according to Proposition
2.3.4, if
w is conservative then curl(
w) = 0 .
1. Let the vector field

u = 2x i + y j + z k . Then, it is
clear that curl

u =
u = 0 . So,
u is irrotational.
Example 2.3.7
2. Let the vector field

v = yz i + xz j + xy k . Then, it is obvious that
div
u = 0. So, the vector field
v is incompressible.
w ) = 0 then there
3. Let
w = z 3 i + 2y j + 3xz 2 k . Then, since curl(
exists a scalar field h such that

w = h. Which proves that
w is a
conservative vector field.
2.3.1
1. Let
u be a vector in R3 and let f (x, y, z) and g(x, y, z) be scalar fields.
Prove that
(a) curl(f
u ) = grad(f )
u + f curlu.
(b) div( f g) = 0.
(c) curl(curl
u + gradf ) = curl(curl
u ).
(d) div(gradf f gradg) = 0.

2. Verify if the following vector fields are incompressible or irrotational?
(a) x2 i + ey j ln z k .
(b) x2 y i + xz j + ez k .
(c) y 2 z i ex z j + cos x sin y k .
(d) y 2 zx i + xz j + ey k .
2.4. ORTHOGONAL CURVILINEAR COORDINATES
65
3. Justify if does exist a vector field

u such that
(a) curl
u = 2xyz i 2y 2 z j + yz 2 k ,
(b) curl
v = yex i ex y 2 j + z k .
2
4. Determine if the following vector fields

u are conservative? if yes, find
the scalar field f for which

u = f :
(a)
u = yex i + ex j + z k ,
(b)
u = y 2 z 3 i + 2xyz 3 j + 3xy 2 z 2 k ,
(c)
u = 2xy i + (x2 + 2yz) j + y 2 k .
2.4
Orthogonal curvilinear coordinates
Let F (u, v, w) = (x, y, z) be a given function defined on a domain D1 R3
into R3 . Suppose that all first partial derivatives of F, written in the uvw
space, are continuous in the domain D1 . Under conditions of the inversion

theorem, the system given by the equation F (u, v, w) = (x, y, z) can be solved
with a unique manner, and we obtain a new system as (u, v, w) = G(x, y, z).
The inversion function is defined on a domain D2 of the xyz space. If xyz
space is supposed to be related to the rectangular cartesian space, then the
goal of this section is to define another system of coordinates. More precisely,
we propose to define the cylindrical coordinates and the spherical coordinates
and then to apply these systems to differential operators, such as divergence,
gradient, Laplacian and curl operators.
Definition 2.4.1 Let F : U R be a C 1 function defined on a non empty
open U of R3 .
1. We say that F (u, v, w) = (x(u, v, w), y(u, v, w), z(u, v, w)) defines a system of orthogonal curvilinear coordinates if the following conditions are
verified
The determinant of the Jacobian matrix associated to F is non equal
to zero.
The partial derivatives

other.
F
F F
,
and
are orthogonal to each
u v
w
66
2. We define the scale factors by hu = k
F
F
F
k, hv = k
k and hw = k
k.
u
v
w
1 F
1 F
3. We define a moving frame by taking

eu =
,
ev =
and
hu u
hv v
1 F
ew =
. The moving frame obtained gives an orthonormal vector
hw w
basis (
eu ,
ev ,
e
w ).
Remark 2.4.2 We have the relations

e
w = eu ev , eu = ev ew and ev =
e
e .
w
Example 2.4.3 The most common orthogonal curvilinear coordinates are the
cylindrical polar coordinates and the spherical polar coordinates which are a
generalization of the plane polar coordinates to a 3 dimensional space. These
two systems are studied in the following subsections. We should note here that
unlike cartesian coordinates system, it is seen that basis vectors of the cylindrical coordinates (resp. spherical coordinates) depend on the point P (r, , z)
(resp. P (r, , )). This is shown in Figure 2.4.
2.4.1
Cylindrical coordinates
Let us consider the application F (r, , z) = (x, y, z) such that
x = r cos ,
y = r sin ,
z = z.
(2.3)
Then F defines a system of orthogonal curvilinear coordinates called the cylin-
drical polar coordinates. Figure 2.4 shows this system of coordinates.

Let us precise the factor scales and the associated moving frame in order to
obtain the orthonormal basis associated to the polar cylindrical coordinates.
Let F (r, , z) = (r cos , r sin , z). We have
= (cos , sin , 0),
r
F
= (r sin , r cos , 0),
F = (0, 0, 1).
z

Cylindrical coordinates
67
Spherical coordinates
Figure 2.4: Cylindrical and spherical coordinates
It is easy to see that
F F
.
= 0,
r
F F
.
= 0,
r z
F . F = 0,
z
then the three partial derivatives are mutually orthogonal. Moreover, the
Jacobian matrix associated to F is given by
cos r sin 0
.
J(F ) =
sin
cos
0
0
1
So the determinant of the jacobian matrix J(F ) is equal to r > 0. Finally, the
scale factors are given by
hr = 1,
h = r,
h = 1
z
Using these results, we deduce that F (r, , z) defines a system of orthogonal

coordinates and the orthonomal basis associated to this moving frame is given
by (
e ,
e ,
e ) such that
r
er =
1 F
e =

ez =
z
= cos i + sin j ,
= sin i + cos j ,
= k.
(2.4)
68
2.4.2
Spherical coordinates
First of all, according to cylindrical coordinates, we have

(
x = cos ,
y = sin ,
and since
= r sin ,
z = r cos ,
then, we define the application G(r, , ) = (x, y, z) by
x = r cos sin ,
(2.5)
y = r sin sin ,
z = r cos .
Then G defines a system of orthogonal curvilinear coordinates called the

spherical polar coordinates. This orthogonal system is shown by Figure
2.4.
Let us precise the factor scales and the associated moving frame.
Since G(r, , ) = (r cos sin , r sin sin , r cos ), then
= (cos sin , sin sin , cos ),
r
G
= (r cos cos , r cos sin , r sin ),
G = (r sin sin , r cos sin , 0).
The partial derivatives verify
G G
.
= 0,
G
G
.
= 0,
r
G G
.
= 0,
then the three partial derivatives are mutually orthogonal. Moreover, the
Jacobian matrix associated to G is given by
cos sin r cos cos r sin sin
J(G) = sin sin r cos sin r cos sin

cos
r sin
0
69
So the determinant of the jacobian matrix J(G) is equal to r 2 sin 6= 0 for

r > 0 and ]0, [. Finally, the scale factors are given by
hr = 1,
h = r,
h
= r sin .
Using these results, we deduce that G(r, , ) defines a system of orthogonal coordinates and the orthonormal basis associated to this moving frame
(
e r,
e ,
e ) is defined by
= cos sin i + sin sin j + cos k ,

er =
1 F
e =
= cos cos i + cos sin j sin k ,
(2.6)
r
1 F
e =
= sin i + cos j .

r sin
We conclude this part by giving a summary table of the different coordinates,
the basis associated and the scale factors
Coordinates variables basis
dif f

cartesian
x, y, z
i , j , k dx, dy, dz
er ,
e ,
ez dr, rd, dz
Cylindrical r, , z
e , e , e dr, rd, r sin d

Spherical
r, ,
r
2.4.3
f actors
1, 1, 1
1, r, 1
1, r, r sin
1. Let P = (
nates.
3
,
2
3
, 1) be a point defined in R3 by its cartesian coordi2
(a) Give the cylindrical coordinates of P.

(b) Give the spherical coordinates of P.

2. Let P = (2, , ) be a point defined in R3 by its spherical coordinates.
4 3
(a) Give the cartesian coordinates of P.
(b) Give the cylindrical coordinates of P.
3. Let P = (3, 3, 7) be a point defined in R3 by its cartesian coordinates.
(a) Give the cylindrical coordinates of P.
2.5. DIFFERENTIAL OPERATORS IN ORTHOGONAL COORDINATES

70
4. Let P = (2,
2
, 1) be a point defined in R3 by its cylindrical coordinates.
3
(a) Give the cartesian coordinates of P.

5. Express the following vectors in the requested moving frames at the given
points:
(a)
u = i 2 j + 4 k in (
e r,
e , k ) at P = (1, , 2).
3
(b) v = 3 i + j 2 k in ( e r , e , e ) at P = (1, , 1).

4
6. Find the cylindrical expressions of the following equations:
(a) 2z = x2 + 3y 2 ,
(b) x + y + z = 6.
7. Find the spherical expressions of the following equations:
(a) z 2 = x2 + y 2 ,
(b) x + 2y + 3z = 4.
2.5
Differential operators in orthogonal coordinates
2.5.1
The gradient in an orthogonal curvilinear coordinates system
Let f be a differentiable function in the variables x, y and z. Then its gradient

according to the orthonormal cartesian basis is given by
f = fx i + fy j + fz k .
(2.7)
We want to determine the expression of this gradient according to the or
thonormal cylindrical curvilinear basis (

e r,
e ,
e z ).

71
Using chain rule, we have
z
r
+ f
+ fz ,
fx = f r
x
x
x
z
fy = f r
+ f
+ fz ,
(2.8)
y
y
y
f = f r + f + f z .
z
r
z
z
z
z
On the other part, using the system given by equations (2.3), we deduce that
= x2 + y 2 ,
r
y
,
tan =
x
z = z,
then we deduce that
and
and finally
= cos ,
x
r
= sin ,
y
r = 0,
z
= sin ,
r
x
1
=
cos ,
y
r
= 0,
z
= 0,
x
z
= 0,
y
z = 1.
z
So, the system given by equations (2.8) is equivalent to
fx = fr cos f sin ,
r
1
fy = fr sin + f cos ,
fz = f z .
(2.9)
Using the expression of the gradient given by equation (2.7), and equations
(2.9), we obtain

1
1
f =
fr cos f sin i + fr sin + f cos j + fz k ,
r
r

1
= fr cos i + sin j + f sin i + cos j + fz k .
r

72
This gives the expression of the gradient in cylindrical coordinates.
Proposition 2.5.1 Let f be a differentiable function in the variables x, y and
z. Let (
e ,
e ,
e ) be the orthonomal basis associated to cylindrical coordir
nates (r, , z). Then, the expression of the gradient according to (

e r,
e ,
e z)
is given by
f
1 f
f
f =
er+
e+
e z.
r
r
z
Let us now, express the gradient given by equation (2.7) according to the
spherical system (
e r,
e ,
e ). First of all, the use of the chain rule gives
fx = f r
+ f
+ f ,
x
x
x
r
+ f
+ f ,
fy = f r
(2.10)
y
y
y
f = f r + f + f .
z
r
z
z
z
On the other part, using the system
r
=
cos =
cos =
then we obtain
and
and finally
given by equations (2.5), we deduce that

p
x2 + y 2 + z 2 ,
z
p
,
2
x + y2 + z2
x
p
,
x2 + y 2
x
r
=
= cos sin ,
r
x
y
r
=
= sin sin ,
y
r
r = z = cos ,
z
r
cos cos
xz
=
= p
,
2 + y 2 (x2 + y 2 + z 2 )
x
r
x

yz
cos sin
= p
=
,
2 + y 2 (x2 + y 2 + z 2 )
y
r
x2 + y 2
sin
=
= 2
,
2
2
z
x +y +z
r
y
sin
= 2
=
,
x +y
r sin
cos
x
=
= 2
,
2
y
x +y
r sin
= 0.
z

73
So, the equation (2.7) becomes equivalent to

f = fr cos sin i + sin sin j + cos k + f

cos
sin
i +
j .
+f
r sin
r sin
cos cos
cos sin
sin
k
i +
j
r
r
r
This concludes the expression of the gradient in spherical coordinates, as it is

given in the following proposition.
Proposition 2.5.2 Let f be a differentiable function in the variables x, y and
z. Let (
e ,
e ,
e ) be the orthonomal basis associated to spherical coordinates
r
(r, , ). Then, the expression of the gradient according to (

e r,
e ,
e ) is
given by
1
1
f = fr
e r + f
f
e+
e .
r
r sin
Remark 2.5.3 Let f be a differentiable function in the variables x, y and z.

Then, its gradient with respect to a system of orthogonal curvilinear coordinates
can be written using the factor scales hu , hv and hw as following
1 f
1 f
1 f
eu +
ev +
e
f =
w.
hu u
hv v
hw w
(2.11)
Exercise 2.5.4 Using equation (2.11), verify that:

1. if f = f (r, , z) where r, , z are the cylindrical polar coordinates then
f
1 f
f
f =
er +
e +
ez ,
r
r
z
2. if f = f (r, , ) where r, , are the spherical polar coordinates then
f
1 f
1 f
f =
er +
e +
e .
r
r
r sin
2.5.2
The divergence in an orthogonal curvilinear coordinates system
Let
v : U R3 be a C 1 vector field where U R3 . We recall that the
divergence of
v = vx i + vy j + vz k is given by
div(
v)=
vx vy vz
+
+
.
x
y
z
(2.12)
So, to obtain the expression of the divergence operator according to the or
thonormal cylindrical curvilinear basis (

e r,
e ,
e z ), it suffices first to write

74
vx , vy , vz with respect to vr , v , vz and then to express the partial derivatives

,
and
with respect to
,
and
.
x y
z
r
z
We obtain the following proposition.

v = (vr , v , vz ) be a vector field in R3 defined by its
cylindrical coordinates. Then the differential operator div according to the
orthonormal basis (
e r,
e ,
e z ) is given by
1 v vz
1
(rvr ) +
+
.
div(
v)=
r r
r
z
Proof. Using equations (2.4), we deduce that

i = cos e r sin e ,
(2.13)
j = sin
e r + cos
e ,
k =
e .
z
Then, we deduce that
vx = cos vr sin v ,
vy = sin vr + cos v ,
v = v .
z
z
(2.14)
In the other hand, by equations (2.9), we have
= cos sin ,
r r
= sin + cos ,
y
r r
= .
z
z
So, by relations (2.14) and (2.15), we obtain
vx 1
vx
vx
= cos
sin
,
x
r
r
= cos (cos vr sin v ) sin (cos vr sin v ) ,

r
r
v 1 2
1
vr
2 vr
= cos
cos sin
+ sin vr sin cos
r
r
r
r
1
1 2 v
+ sin cos v + sin
,
r
r
and
vy 1
vy
vy
= sin
+ cos
,
y
r
r
= sin (sin vr + cos v ) + cos (sin vr + cos v ) ,

r
r
v 1
1
vr
2 vr
2
+ cos sin
+ cos vr + sin cos
= sin
r
r
r
r
1
1
2 v
,
sin cos v + cos
r
r
(2.15)
(2.16)
(2.17)

75
and
vz
vz
(2.18)
=
.
z
z
Finally, by summing relations (2.16),(2.17) and (2.18), we deduce that
vr 1
1 v vz
+ vr +
+
,
r
r
r
z
1 v vz
=
rvr +
+
.
r
r
z
div
v =

Similarly, in order to obtain the expression of the divergence according to
the orthonormal spherical curvilinear basis (

e r,
e ,
e ), we write vx , vy , vz

,
with respect to vr , v , v and then we express the partial derivatives
x y
and
with respect to
,
and
.
z
r
The result is given by the following proposition.

v = (vr , v , v ) be a vector field in R3 defined by
its spherical coordinates. Then the differential operator div according to the
orthonormal basis (
e ,
e ,
e ) is given by
r
div(
v)=
1 v
1 2
r vr +
(sin v ) +
.
2
r r
r sin
r sin
Proof. First of all, let us write equations (2.6) by a matrix representation as

follows
er

=
A
e

where A is the matrix defined by
cos sin sin sin cos
A = cos cos cos sin sin

sin
cos
0
Then A is invertible (inf act, det(A) = 1), and we
cos sin cos cos
A1 =
sin sin sin cos
cos
sin
have
sin
cos
0

76
yields to

i = cos sin e r + cos cos e sin e ,
j = sin sin
e r + cos sin
e + cos
e ,
k = cos
e r sin
e ,
and then we obtain
vx = cos sin vr + cos cos v sin v ,

vy = sin sin vr + cos sin v + cos v ,
v = cos v sin v ,
z
r
On the other part, equations (2.10) give
= cos sin + cos cos
sin ,
r r
r sin
= sin sin + sin cos

+
cos ,
y
r r
r sin
= cos sin .
z
r r
(2.19)
(2.20)
So, by relations (2.19) and (2.20), we obtain
vx 1
vx
1
vx
vx
= cos sin
+ cos cos
sin
,
x
r
r
r sin
= cos sin (cos sin vr + cos cos v sin v )

r
1
+ cos cos
(cos sin vr + cos cos v sin v )
r
sin (cos sin vr + cos cos v sin v ) ,

r sin
V
V 1
V
r
= cos2 sin2
+ cos2 sin cos
cos sin sin
+ cos2 cos2 vr
r
r
r
r
Vr 1
1
1
2
2
2
2 V
cos cos sin v + cos cos
+ cos cos sin
r
r
r
1
V
1
1
Vr
2
cos cos sin
+
sin sin vr
sin cos sin
r
r sin
r sin
1
1
V
1
2
+
sin cos v
sin cos sin
+
sin cos v
r sin
r sin
r sin
1
V
+
sin2
,
r sin
(2.21)

77
and
vy 1
vy
1
vy
vy
= sin sin
+ sin cos
+
cos
,
y
r
r
r sin
= sin sin (sin sin vr + sin cos v + cos v )

r
1
(sin sin vr + sin cos v + cos v )
+ cos cos
r
1
sin (sin sin vr + sin cos v + cos v ) ,
r sin
V
V
V 1 2
r
= sin2 sin2
+ sin2 sin cos
+ sin cos sin
+ sin cos2 vr
r
r
r
r
1 2
Vr 1 2
1 2
2 V
+ sin cos sin
sin cos sin v + sin cos
r
r
r
V
1
1
Vr
1
+
cos2 sin vr +
cos sin sin
+ sin cos cos
r
r sin
r sin
1
V
1
1
cos2 cos v +
cos cos sin
sin cos v
+
r sin
r sin
r sin
V
1
cos2
,
+
r sin
(2.22)
and finally
vz 1
vz
vz
= cos
sin
,
z
r
r
= cos (cos vr sin v )

sin
(cos vr sin v ) ,
r
r
v 1 2
1
vr
vr
= cos2
cos sin
+ sin vr sin cos
r
r
r
r
1
1 2 v
+ sin cos v + sin
.
r
r
(2.23)
Finally, by summing relations (2.21),(2.22) and (2.23), we deduce that
1 v
1
1 v
vr 2
+ vr +
+
cos v +
,
div
v =
r
r sin
r sin
r
r

vr 2
1 v
1
1 v
=
+ vr +
+
cos v +
,
r
r
r
r sin
r sin
1 2
1
1 v
= 2
(r vr ) +
(sin v ) +
.
r r
r sin
r sin
This finishes the proof.
Remark 2.5.7 Let X be a differentiable vector field in the variables x, y and
z. Then, the expression of the divergence operator associated to X with respect
to a system of orthogonal curvilinear coordinates (

e ,
e ,
e ) can be written
u
using the factor scales hu , hv and hw as following

1
(hv hw vu ) +
(hu hw Xv ) +
(hu hv Xw ) .
div( X ) =
hu hv hw u
v
w

78
2.5.3
Expression of the Laplacian in cylindrical and spherical coordinates
The expression of the Laplacian operator in cylindrical and spherical coordinates is in fact an obvious deduction from previous subsections. More precisely,
since the Laplacian operator is a combination of divergence and gradient operators, then it suffices to use the expressions previously determined of both
divergence and gradient operators in cylindrical and spherical coordinates.
Let f be a twice differentiable function in the variables x, y and z. Set
v = gradf. Then using Propositions 2.5.1 and 2.5.5, we obtain

f = div(f ),
1
1
=
(rvr ) +
v + vz ,
r r
r
z
1
f
1 1 f
f
=
r
+
+
,
r r r r r
z z
2f
f
1 2f
1
r
+ 2 2 + 2,
=
r r
r
r
z
which gives the expression of the Laplacian in cylindrical coordinates, as it is
given in the following proposition.
Proposition 2.5.8 Let f be a twice differentiable function in the variables x, y
and z. then the expression of the Laplacian operator according to cylindrical
coordinates is given by the following equation

2f
1
f
1 2f
f =
r
+ 2 2 + 2.
r r
r
r
z
Similarly, using Propositions 2.5.2 and 2.5.6, we deduce the expression of the
Laplacian operator according to spherical coordinates, as it is shown by the
following proposition.
Proposition 2.5.9 Let f be a twice differentiable function in the variables
x, y and z. then the expression of the Laplacian operator according to spherical
coordinates is given by the following equation

1
2f
1
f
1
2 f
f = 2
.
r
+ 2
sin
+ 2 2
r r
r
r sin
r sin 2

79
Proof. Let
v = gradf, then we have
1
1 2
(r vr ) +
(sin v ) +
v ,
2
r r
r
sin
r sin

sin f
1 f
1
1
1
2 f
= 2
r
+
+
,
r r r r sin r r sin r sin
1
f
1
f
1
2f
= 2
r2
+ 2
sin
+ 2 2
,
r r
r
r sin
r sin 2
f =
Remark 2.5.10 Using the scales factors hu , hv and hw , we can write the ex
pression of the Laplacian operator according to the moving frame (

e ,
e ,
e )
u
as follows
1
f =
hu hv hw
2.5.4

hv hw f
hu hw f
hu hv f
(
) +
(
) +
(
)
u hu u
v hv v
w hw w
The curl operator in cylindrical and spherical coordinates
Let
v be a differentiable vector field. Expressions of the curl operator associ
ated to
v in cylindrical and spherical coordinates can easily be deduced using
the definition of the cross product between the gradient vector and
v . So, as
previously, it suffices to use cylindrical coordinates and spherical coordinates
of the gradient vector given by Propositions 2.5.1 and 2.5.2.

v be a differentiable vector field and let (er , e , ez )
be the orthonormal basis associated to the cylindrical coordinates r, and z.
Then, we have

1 vz v
vr vz
v 1 vr
curlv =
er+
e+
e z.
r
z
z
r
r
r

v be a differentiable vector field and let (er , e , e )
be the orthonormal basis associated to the spherical coordinates r, and .
Then, we have

1 v
1 v
1 vr v
v 1 vr
curlv =
e r+
e +
e .
r
r sin
r sin
r
r
r

80
2.5.5
1. Let f (x, y, z) =
x2 + y 2 .
(a) Determine f and f.
(b) Give the expression of f in both (

e r,
e ,
e z ) and (er , e , e ).
(c) Give the expression of f in both (

e r,
e ,
e z ) and (er , e , e ).
2. Let X be a vector field in R3 . Suppose that X is twice differentiable in the
variables in R3 . Prove thatthe vectorial

Laplacian of X is given
by X =

1
1
X
Xr
er + X 2 (X 2
e + Xz
ez ,
Xr 2 (Xr + 2
)
)
r
where (Xr , X , Xz ) are the coordinates of X according to the orthonor
mal basis (
e ,
e ,
e ).
r
3. Prove Propositions 2.5.11 and 2.5.12.
Chapter 3
Multiple Integrals
We want by this chapter to recall some classical methods of calculus of double
and triple integrals.
3.1
Double integrals
Let f be a positive function in the variables x, y. Let R be a rectangle defined

RR
by R = [a, b] [c, d]. Then, the double integral
f (x, y)ds represents the
R
volume delimited by the surface z = f (x, y) above the rectangle R. Figure 4.2.2
shows the volume delimited by the surface z = 1 x2 above the rectangle

R = [1, 1] [1, 1]. To calculate the volume shown by Figure 4.2.2, we
consider z = 1 x2 , so z 2 + x2 = 1 with z 0. The graph of this surface

defines the half cylinder around the (Oy)-axis as we have gave it in the first
chapter. So, the volume that we want to calculate is delimited by this half
cylinder with a radius equal to 1 such that its length is given by y [1, 1].
This means that this volume is the product of the surface of the half circle of
radius 1 by the length of the cylinder. So we obtain
Z Z
1
1 x2 ds = 2 =
2
R
As integrals of functions with one variable, double integrals satisfy similar

properties. Some of these properties are the linearity of the double integral
and the formula of the mean value of a function with variables x, y.
Let f, g be functions with variables x, y. Let R be a rectangle. Then
Z Z
Z Z
Z Z
(f (x, y) + g(x, y)) ds =
f (x, y)ds +
g(x, y)ds.
R
81
82
3.1. DOUBLE INTEGRALS

Graphical representation of the double integral on a rectangle
1
0.8
0.6
0.4
0.2
0
1
0.5
1
0.5
0.5
0.5
1
Figure 3.1: The graphical representation of
Z Z
R
rectangle [1, 1] [1, 1]
1 x2 , where R is the
Let f be a function with variables x, y and let R. Let R be a

rectangle. Then
Z Z
f (x, y)ds =
R
Z Z
f (x, y)ds.
R
Let f be a function with variables x, y and let R be a rectangle. Set

A(R) the surface area of the rectangle R. Then, the mean value of f on
the rectangle R is given by
fmean
1
=
A(R)
Z Z
f (x, y)ds.
R
Example 3.1.1 Let us consider the function f given by Figure 4.2.2. Then,
the mean value of f on the rectangle [1, 1] [1, 1] is given by
Z Z
1
fmean =
f (x, y)ds,
A(R)
R
1
=
.
4
This means that the volume of the solid which has the rectangle R as a base
and fmean as a height, is equal to the total volume given by the double integral
of f on the rectangle R.
83
3.1.1
Iterated integrals
Let f be a function with variables x, y and let R be a given rectangle defined

by {(x, y) R2 , a x b, c y d}. The iterated integrals are considered
any time we can transform the double integral in two simple integrals. In this
case, one can write
Z Z
f (x, y)ds =
Z bZ
f (x, y)dxdy,

d
b
f (x, y)dy dx,
=

Za d Zc b
f (x, y)dx dy.
=
Za
cZ
Example 3.1.2 We want to calculate

x 2, 3 y 3}.
Then,
Z Z
f (x, y)ds =
R
=
=
=
=
RR
(3.1)
x2 y 2 ds, where R = {(x, y) R2 , 2
x2 y 2 dxdy,

Z 3
Z22 3
2
y dy x2 dx,
2 33Z 2
1 3
y
x2 dx,
3
2
3
2

3
1 3
1 3
y
x
,
3
3 3
2
96.
Certainly, the result remains the same, if we have chosen to integrate first with
respect to x and then with respect to y. But, does result can be used for any
function? or is there any conditions that should be imposed on the function
f ?. In fact to answer this question, we give the following theorem, known as
Fubini theorem.
Theorem 3.1.3 Let f be a continuous function with variables x, y, on the
rectangle R defined by {(x, y) R2 , a x b, c y d}. Then we have
Z Z
f (x, y)ds =
R
Remarks 3.1.4
Z bZ
a
f (x, y)dydx =
c
d
c
f (x, y)dxdy.
a
1. Fubini theorem supposes that f is an integrable function
on R. In fact, any continuous function on a bounded domain is integrable

on this domain.
84
2. Fubini theorem can be applied for non necessarily integrable functions.

But in this case, functions should be positive on R.
3. If f (x, y) = h(x)g(y) then the Fubini theorem applied to f on R =
{(x, y) R2 , a x b, c y d}, is equivalent to
Z Z
f (x, y)ds =
R
h(x)dx
a
g(y)dy.
c
Example 3.1.5
Z
3.1.2
1
0
R1
R1
xdx 0 ydy,

1
1
1 2
1 2
=
x
x ,
2
0 2
0
1
.
=
4
xyds =
0
Double integrals on general domains
Let us consider a general domain D, which is not necessarily a rectangle. Then,

double integrals verify same properties as on rectangles with the two following
formulas.
Proposition 3.1.6 Let f be a continuous function with variables x, y on a
domain D defined by
D = {(x, y) R2 ; a x b, g(x) y h(x)},
then, we have
Z Z
f (x, y)ds =
D
Z bZ
a
h(x)
f (x, y)dydx
g(x)
Proposition 3.1.7 Let f be a continuous function with variables x, y on a

domain D defined by
D = {(x, y) R2 ; c y d, g(y) x h(y)},
then, we have
Z Z
f (x, y)ds =
D
d
c
h(y)
f (x, y)dxdy
g(y)
85

Example 3.1.8 Let D = {(x, y) R2 ; 0 x 1, x2 y x2 + 1}. Then
Z Z
Z 1 Z x2 +1
(x + y)dydx,
f (x, y)ds =
D
0
x2
x2 +1
Z 1
1 2
=
xy + y
dx,
2
2
0
x

Z 1
1
2
dx,
=
x +x+
2
0
4
.
=
3
We add some classical properties which are a natural generalization of those

verified for functions with a unique variable.
Properties 3.1.9 We have the following properties:
1. If f (x, y) g(x, y), (x, y) R, then
Z Z
Z Z
f (x, y)ds
g(x, y)ds.
R
2. If m f (x, y) M, (x, y) R, then

Z Z
mA(R)
f (x, y)ds M A(R).
R
3. If D = D1 D2 with D1 D2 = (except on the boundary), then

Z Z
Z Z
Z Z
f (x, y)ds.
f (x, y)ds +
f (x, y)ds =
D
3.1.3
D2
D1
Double integrals and change of variables
Sometimes, we need to make a change of variables in order to calculate a

double integral. Particularly, polar coordinates are very useful with functions
f : R2 R. Particularly, when we manipulate circles, paraboloid surfaces,
cylinder objects, and so on.
The change of variables based on polar coordinates, used with double integrals, is given by the following result.
Proposition 3.1.10 Let f be a continuous function with variables x, y defined
on a domain D, such that 0 a r b and with 0 2.
Then, we have the formula

Z Z
Z
f (x, y)ds =
D
f (r cos , r sin )rdrd.

a
86
Example 3.1.11 Let D be the quarter upper plane delimited by the circles
x2 + y 2 = 1 and x2 + y 2 = 2. Then, the double integral of f (x, y) = xy on D
is given by
Z Z
f (x, y)dxdy =
D
Z1 2
1
1 4
r
=
4
3
=
.
8
/2
0
r dr
2
1

r2 cos sin rdrd,
/2
1
sin 2d,
2
0
/2
1
,
cos 2
4
0
Remark 3.1.12 In the Proposition 3.1.10, we note that ds = dxdy were modified to rdrd. In fact, r is here the determinant of the Jacobian matrix according to the change of variables: x = r cos and x = r sin . The general result
is given by the following proposition.
Proposition 3.1.13 Let D and D ? be elementary regions in the xy plane
(resp. the uv plane). Let us consider the invertible C 1 transformation that
maps D? onto D, given by
T : R2
R2
(u, v) 7 (x(u, v), y(u, v))
If f is an integrable function, then we have

Z Z
Z Z
f (x(u, v), y(u, v)) |Jac(T )(u, v)| dudv.
f (x, y)dxdy =
D?
Example 3.1.14 We want to calculate

Z Z
cos(x + 2y) sin(x y)dxdy,
D
where D is the triangle region delimited by y = 0, y = x and x + 2y = 8.

So, set
implying that
u = x + 2y
v = x y,
x = u + 2v
3
y = u v.
3
87

Then, the determinant of the Jacobian of the transformation T is given by

1

2

,
1 1
so, we obtain
Z Z
f (x, y)dxdy =
D
Z Z
D?
1
cos u sin vdudv.
3
Now, we need to identify the region D ? and to do that, it suffices to consider

the boundaries of D :
v = 0,
x=y
y=0
u = v,
x + 2y = 8 u = 8
Finally, we obtain
Z Z
Z
cos(x + 2y) sin(x y)dxdy =
1
cos u sin vdudv,
3
0Z 0
1 8
=
(1 cos u) cos udu,
3 0

1
1
=
sin 8 4 sin 16 .
3
4
Example 3.1.15 We want to evaluate the double integral

Z Z p
x2 + y 2 + 1dxdy,
D
where D is the quarter disk delimited by 0 y
4 x2 and 0 x 2.
First of all, it is easy to remark that the C 1 invertible transformation, given
by x = r cos and y = r sin maps the region D onto D ? = {(r, ), 0 r
2, 0 }. We obtain
2
Z Z 2
Z Z p
2
2
2
x + y + 1dxdy =
r2 + 1rdrd,
D
2
Z0 0
2
1 2
3/2
(r + 1)
d,
=
0Z 3
0
1 2 3/2
(5 1)d,
=
3 0
3/2
(5 1).
=
6
88
3.1.4
1. Calculate the following double integrals and evaluate the mean value of
each given function, in the following examples:
Z Z
(a)
2ds with R = {(x, y) R2 ; 1 x 2; 1 y 3}.
R
Z Z
(b)
(2 x) ds with R = {(x, y) R2 ; 0 x 2; 0 y 2}.
Z ZR
(c)
(2 y) ds with R = {(x, y) R2 ; 0 x 2; 0 y 2}.
Z ZR p
(d)
4 y 2 ds with R = {(x, y) R2 ; 0 x 3; 0 y 3}.
R
2. Calculate the following iterated integrals:

Z Z

(a)
3x2 y 3 y 4 ds, R = {(x, y) R2 , 1 x 1, 0 y 3}.
(b)
(c)
(d)
Z Z
Z
r sin drd.
0
Z Z
x2 cos yds, R = {(x, y) R2 , 0 x 1, 0 y }.

1
x + ydxdy.
yey
ds, R = {(x, y) R2 , 1 x 2, 0 y 1}.
R x

Z 2Z 2
x y
(f)
dxdy.
+
y x
1
1
(e)
3. Integrate on the given domains:

Z Z
(a)
x2 ds, with D = {(x, y) R2 ; x [0, 1], y [x, x + 2]}.
Z ZD
(b)
x cos yds, with D is the domain delimited by y = 0, y =
D
x2 , x = 1.
Z Z 4
(c)
ds, where D is the triangle with vertices A = (0, 1), B =
D
(0, 0), C = (1, 0).
4. Using Proposition 3.1.10, find the following double integrals on the given
domains:
Z Z
(a)
x2 yds, where D = {(x, y) R2 , x2 + y 2 = 1}.
D
89
3.2. TRIPLE INTEGRALS
(b)
(c)
Z Z p
Z ZD
9 x2 y 2 ds, where D = {(x, y) R2 , x2 + y 2 9, x 0}.
ex
2 y 2
ds, where D is delimited by the upper half circle x2 +
y 2 = 4.
3.2
Triple integrals
We recall that for f a continuous functionZ defined on a bounded domain

b
f (x)dx represents the surface
D = [a, b] then its integral over D given by
a
delimited by the curve y = f (x) for x [a, b]. On the other part, for continuous
functions with variables x, y, the double integral through a bounded domain

D R2 is the volume under the surface z = f (x, y) and above D.
Let f be a continuous function with variables x, y and z. We recall that the
graph of f is a subset of R4 . Then, the interpretation of the triple integral of

f over a domain D can be given by a hyper-volume in R4 . However, if f = 1
then the triple integral is the volume of the domain D considered given by
Z Z Z
V(D) =
dv.
D
Example 3.2.1 Let D be the region delimited by equations x = 0, z = 0, y =

and x + 4y + z = 2. Then the volume of D is given by
Z Z Z
Z 1 Z (2x)/4 Z 2x4y
dv =
dzdydx,
D
0
x/4
0
Z 1 Z (2x)/4
=
(2 x 4y) dydx,
0
x/4
Z 1
1
(x 1)2 dx,
=
0 2
1
=
.
6
x
4
As double integrals, we give the following formulas for triple integrals.

Proposition 3.2.2 Let f be a continuous function of the domain D defined
by {(x, y, z) R3 ; a x b, c y d, s z t}. Then, the Fubini theorem
applied to f gives
Z Z Z
f (x, y, z)dv =
D
Z tZ
s
d
c
f (x, y, z)dxdydz.
a
90
Example 3.2.3 Let D = {(x, y, z) R3 ; 0 x 1, 0 y 1, 0 z 1}.

Then
Z Z Z
Z Z Z
f (x, y, z)dv =
xyzdxdydz,
Z 1
1
1
=
xdx
ydy
zdz,
0
0
0
1
1
1

1 2
1 2
1 2
x
y
z
,
=
2
0 2
0 2
0
1
.
=
8
Z
DZ
The Fubini theorem for functions in the variables x, y and z is given as follows.
Theorem 3.2.4 Let f be a continuous function on a bounded domain D =
[a, b] [c, d] [p, q] R3 . Then f is integrable on D and the value of the triple
integral is the same for any permutation of variables x, y, z. In particular, we

have
Z Z Z
f dv =
D
=
=
Z bZ
f (x, y, z)dxdydz,
Za b Zc q Z p d
Za
c
Zp
Zc
f (x, y, z)dydzdx,
f (x, y, z)dzdxdy.
Example 3.2.5 Let f (x, y, z) = x2 ey + xyz defined on the cubic region D =

[2, 3] [0, 1] [0, 5]. Then, its triple integral on D is given by
Z Z Z
Z 3 Z 1Z 5

x2 ey + xyz dxdydz,
f dv =
D
5
Z23 Z0 1 0
1
2 y
2
x e z + xyz
=
dydx,
2
0
Z23 Z0 1
25
=
5x2 ey + xy dydx,
2
Z23 0
1
25
=
5x2 ey + xy 2 dx,
4
0
Z23
25
5(e 1)x2 + x dx,
=
4
2

3
25
5
3
2
,
=
(e 1)x + x
3
8
2
175e 1025
=
.
3
24
Definition 3.2.6 D R3 is said to be an elementary region if it is one of the
following 3 types
91
Elementary region 1
Elementary region 2
Elementary region 3
Figure 3.2: The three different elementary regions of R3 .
1.
either D = {(x, y, z) R3 : (x, y) z (x, y), (x) y

(x), a x b}
or D = {(x, y, z) R3 : (x, y) z (x, y), (y) x (y), c

y d}
2.
either D = {(x, y, z) R3 : (y, z) x (y, z), (z) y

(z), p z q}
or D = {(x, y, z) R3 : (y, z) x (y, z), (y) z (y), c

y d}
3.
either D = {(x, y, z) R3 : (x, z) y (x, z), (z) x

(z), p z q}
or D = {(x, y, z) R3 : (x, z) y (x, z), (x) z

(x), a x b}
Figure 3.2 shows the three different elementary regions of R3 .

Theorem 3.2.7 Let f be a continuous function on an elementary region D
of R3 . We have
1. if D is of the first type, then
Z Z Z
Z bZ
f dv =
D
(x)
(x)
(x,y)
f (x, y, z)dzdydx,
(x,y)
92

or
Z Z Z
f dv =
D
d
c
(y)
(y)
2. if D is of the second type, then

Z Z Z
Z qZ
f dv =
p
or
Z Z Z
f dv =
D
d
c
or
Z Z Z
f dv =
D
Z bZ
a
(z)
3. if D is of the third type, then

Z Z Z
Z qZ
f dv =
D
(z)
(y)
(y)
(z)
(z)
(x)
(x)
Z
Z
(x,y)
f (x, y, z)dzdxdy,
(x,y)
(y,z)
f (x, y, z)dxdydz,
(y,z)
Z
Z
(y,z)
f (x, y, z)dxdzdy,
(y,z)
(x,z)
f (x, y, z)dydxdz,
(x,z)
(x,z)
f (x, y, z)dydzdx.
(x,z)
Example 3.2.8 The region D = {(x, y, z) R3 : 0 x 1, 0 y
1 x, 0, z 1 x y} is of first kind. Then the triple integral of f (x, y, z) =
1 + xy, which is a continuous function on D is given by

Z Z Z
Z 1 Z 1x Z 1xy
(1 + xy)dzdydx,
=
0
0
0
D
Z 1 Z 1x
=
[z + xyz]1xy
dydz,
0
Z0 1 Z0 1x
(1 x y + xy(1 x y)) dydz,
=
1x
Z0 1 0
1 2 1 2 1 2 2 1 3
y xy y + xy x y xy
=
dx,
2
2
2
3
0
0

Z 1
1 5
1 3 1 4
x + x x dx,
=
2
6
0 2 6
1
1
5 2 1 4
1 5
=
x x + x x ,
2
12
8
30
0
7
.
=
40
We finalize this part by giving a general theorem for the method of change of
variables in triple integrals.
Theorem 3.2.9 Let us consider the invertible C 1 transformation that maps
D? R3 onto D R3 , given by
T : R3
R3
(u, v, w) 7 (x(u, v, w), y(u, v, w), z(u, v, w))

93
Set dv = dxdydz the volume element in cartesian coordinates. If f is an

integrable function, then we have
Z Z Z
Z Z Z
f (x, y, z)dxdydz =
D
D?
f (x(u, v, w), y(u, v, w), z(u, v, w)) |Jac(T )(u, v, w)| dudvdw,
with
dv = |Jac(T )(u, v, w)| = |Jac(T )(r cos , r sin , z)| = rdrddz in cylindrical coordinates,
dv = |Jac(T )(u, v, w)| = |Jac(T )(r cos sin , r sin sin , r cos )| =
r2 sin drdd in spherical coordinates.
Example 3.2.10 The volume of the ball B = {(r, , ), 0 r 1, 0
, 0 2} is given by
Z Z Z
Z Z 2 Z 1
dv =
r2 sin drdd,
B
Z0 Z0 2 0 3 1
r
sin dd,
=
3 0
0Z 0
1 2
=
[ cos ]0 d,
3 Z0
2 2
=
d,
3 0
4
.
=
3
3.2.1
1. Evaluate the following triple integrals

Z Z Z
(a)
x2 y 2 z 2 dxdydz.
(b)
(c)
Z Z Z
Z Z Z
[1,1][0,2][1,3]
x3 + y 3 + z 3 dxdydz.
[0,1][0,2][0,3]
[1,e][1,e2 ][1,e3 ]
1
dxdydz.
xyz
2. Calculate the following iterated integrals

Z 1 Z x Z x+y
(a)
xy 2 dzdydx.
(b)
xz
x + 2y + 3zdydxdz.
1
94
(c)
1
0
z
0
z+y
ydxdydz.
z
3. Integrate the following functions in the given domains

(a) f1 (x, y, z) = x 2y + z where D is delimited by the cylinder z = y 2 ,
the xy plane and equations x = 0, x = 1, y = 2, y = 2.
(b) f2 (x, y, z) = y 2 where D is delimited by the plane x + 2y + 3z = 4,

the cylinder x2 + z 2 = 1 and y = 0.
(c) f3 (x, y, z) = xyz where D is delimited by the cylinder y = x2 , the
xy plane and the plane y + z = 9.
(d) f4 (x, y, z) = x + y where D is delimited by x = y 2 , y = z, x = y and
z = 0.
4. Determine the following triple integrals using cylindrical or spherical coordinates
Z 1 Z 1y2 Z 4x2 y2
2
2
(a)
ex +y +z dzdxdy.
1 1y 2 0
Z Z Z
dv
p
, with B the ball of radius 1 centered at
(b)
x2 + y 2 + z 2 + 3
B
the origin.
Z Z Z

x2 + y 2 + 2z 2 dv, with C the cylinder delimited by x2 +
(c)
C
y 2 4 and 1 z 2.
Z Z Z
z
p
(d)
dv, with D the region delimited by the plane z =
x2 + y 2
D
12 and the paraboloid z = 2x2 + 2y 2 6.
Chapter 4
Differential Forms
The aim of this chapter is to define a mathematical framework in which we
can integrate objects on domains which are not necessarily flat, such as curves,
surfaces or volumes. This is done to develop methods that simplify calculus.
This simplification is widely used in fluid mechanics and electromagnetic and
is known as the Stokes theorem which will be studied in the last chapter and
can be summarized by the following the relation
Z
Z
=
d.
D
As throughout our course, we are interested particularly in vector spaces of

dimension at most 3, then this chapter is devoted to differential forms of degree
k such that k {0, 1, 2, 3}. We hope that this limitation of differential forms to
spaces of dimension at most 3 makes this part clearer and easier to understand
and to apply later.
We close this introduction part by a summary of the contents of this chapter. In fact, this chapter is divided into two main sections: the first one is
considered as a simplified theoretical introduction to differential forms including definitions, properties, particular examples of differential forms and some
of their relations with vector and scalar fields. The second section is rather an
applied one. It is dedicated to integrals of differential forms.
95
4.1. DIFFERENTIAL FORMS IN DIMENSION 1, 2 AND 3
4.1
96
Differential forms in dimension 1, 2 and 3
4.1.1
Algebra of differential forms
Definition 4.1.1 Let L(Rn , R) be the space of linear and continuous appli-
cations on Rn . Let Rn . We define a differential form as an application
: L(Rn , R).
Remarks 4.1.2
1. L(Rn , R) is a real vector space. This space is called the
dual space of Rn , and is denoted by Rn ? .
2. As Rn ? is a real vector space then let B ? its basis,

( called the dual basis.
1 , i=j
We have B ? = (dx1 , dx2 , .., dxn ), with dxi (ej ) =
0 , i 6= j.
n
X
3. If is a differential form on R , then we have =
fi dxi .
i=1
n
X
f
Example 4.1.3 If f is a C function on R then df =
dxi is a
x
i
i=1
differential form on .
1
Definition 4.1.4 Let Rn , n = 1, 2, 3.

A differential form of degree 0 is a continuous function f : R.
A differential form of degree 1 is defined by =
continuous from into R.
n
X
fi dxi , where fi are
i=1

where fjk are continuous from into R.
n
n X
X
j=1 k=1
fjk dxj dxk ,
n X
n X
n
X
i=1 j=1 k=1
fijk dxi
dxj dxk , where fijk are continuous from into R.
Remark 4.1.5 Although differential forms of degree k 3 are not part of the
objectives of this chapter, note that by the same principle, the generalization
to a differential form of degree k 3 (also called a k differential form) can
easily be deduced. Note that, all the previous definitions are given on Rn , but
97
as indicated by the title of this section, we limit ourselves to differential forms

in dimension 1, 2 and 3.
Examples 4.1.6 Let f, g, h be continuous functions, then
= f dx is a 1 form on R,
= f dx + gdy is a 1 form on R2 ,
= f dx + gdy + hdz is a 1 form on R3 ,
= f dx dy is a 2 form on R2 ,
= f dx dy + gdy dz + hdz dx is a 2 form on R3 ,
= f dx dy dz is a 3 form on R3 .
The given examples are in fact the simplified general expressions of differential
forms of degree 1, 2, 3 in R, R2 and R3 .
Application 4.1.7 Let us show how we calculate the wedge product dx i dxj
in Rn .
1. Let us first consider a 1 differential form on Rn , n = 2, 3. Then

for n = 2, set = f (x1 , x2 )dx1 + g(x1 , x2 )dx2 . So here,
L(R2 , R). Let a = (a1 , a2 ) R2 , then x (a) = f (x1 , x2 )dx1 (a) +
g(x1 , x2 )dx2 (a) = f (x1 , x2 )a1 + g(x1 , x2 )a2 , with x = (x1 , x2 ).
for n = 3, set = f (x1 , x2 , x3 )dx1 +g(x1 , x2 , x3 )dx2 +h(x1 , x2 , x3 )dx3 .

So here, L(R3 , R). Let a = (a1 , a2 , a3 ) R3 , then x (a) =
f (x1 , x2 , x3 )dx1 (a)+g(x1 , x2 , x3 )dx2 (a)+h(x1 , x2 , x3 )dx3 (a) = f (x1 , x2 , x3 )a1 +

g(x1 , x2 , x3 )a2 + h(x1 , x2 , x3 )a3 , with x = (x1 , x2 , x3 ).
2. Let us now consider a 2 differential form on Rn , n = 2, 3. Then,
for n = 2, set = f (x1 , x2 )dx1 dx2 . So here, L(R2 , R). Let
us consider a couple of points in R2 . Then x (a, b) = f (x1 , x2 )dx1

dx (a) dx (b)
1
1

dx2 (a, b) with x = (x1 , x2 ). Here, dx1 dx2 (a, b) =
.
dx2 (a) dx2 (b)
So, x (a, b) = f (x1 , x2 ) (a1 b2 a2 b1 ) .
98
for n = 3, set = f (x1 , x2 , x3 )dx1 dx2 + g(x1 , x2 , x3 )dx2 dx3 +

h(x1 , x2 , x3 )dx1 dx3 . So here, L(R3 , R). Let a, b R3 , then
x (a, b) = f (x1 , x2 , x3 )dx1 dx2 (a, b) + g(x1 , x2 , x3 )dx2 dx3 (a, b) +

h(x1 , x2 , x3 )dx1 dx3 (a, b) with x = (x1 , x2 , x3 ). So, x (a, b) =
f (x1 , x2 , x3 ) (a1 b2 a2 b1 )+g(x1 , x2 , x3 ) (a2 b3 b2 a3 )+h(x1 , x2 , x3 ) (a1 b3 b1 a3 ) .

3. Finally, let us consider a 3 differential form on R3 . Then, = f (x1 , x2 , x3 )dx1
dx2 dx3 . Let a, b, c R3 . Since L(R3 , R) then, for we obtain

dx1 (a) dx1 (b) dx1 (c)

x (a, b, c) = f (x1 , x2 , x3 )dx1 dx2 dx3 (a, b, c) = f (x1 , x2 , x3 ) dx2 (a) dx2 (b) dx2 (c)

dx3 (a) dx3 (b) dx3 (c)

a1 b 1 c 1

So, x (a, b, c) = f (x1 , x2 , x3 ) a2 b2 c2

a3 b 3 c 3
Let us first apply these rules of the wedge product.

Exercise 4.1.8
1. Determine the values of the following differential forms
(a) dx1 3dx2 , a = (7, 3),

(b) 2dx + 6dy 5dz, a = (1, 1, 2),
(c) 3dx1 dx2 , a = (4, 1), b = (2, 0),
(d) 4dx dy 7dy dz, a = (0, 1, 1), b = (2, 1, 0).
2. Let = (ex cos y + (y 2 + 2)e2z ) dx dy dz.
(a) Give (0,0,0) (a, b, c), with a = (0, 1, 1), b = (2, 1, 0), c = (5, 2, 1).
(b) Give (x,y,z) ((1, 0, 0), (0, 2, 0), (0, 0, 3)).
Some calculation rules are deduced from the formulation of the wedge product
, as we have seen it in the second chapter, in the sense that
1. dx dy = dy dx,
2. dx dx = 0,
3. dx (dy dz) = (dx dy) dz,
4. (dx + dy) dz = dx dz + dy dz.
99
These rules of calculation allows us to define algebraic operations of addition

and multiplication of differential forms in dimension 1, 2 and 3, as it is shown
by the following propositions.
Proposition 4.1.9 Let and be two differential forms of degree k, on Rn
with k n. Let f be a continuous function on D Rn . Let R. Then
+ is a k differential form,
is a k differential form,
f is a k differential form.
Moreover, addition is commutative and associative and multiplication by functions is distributive over differential forms addition.
Proof. The proof is straightforward.
Examples 4.1.10 Let = (x3 + yz)dx (y 1)dy + x2 dz and let = (x +
z)dx (y 2 + 1)dy + dz be 1 forms on R3 .

1. + is a 1 form on R3 given by
+ = (x3 + x + z + yz)dx (y 2 + y)dy + (x2 + 1)dz.

2. Let = 2 then is a 1 form on R3 given by
= 2(x3 + yz)dx 2(y 1)dy + 2x2 dz.
3. Let f (x, y, z) = xy then f is a 1 form on R3 given by
f = xy(x3 + yz)dx xy(y 1)dy + yx3 dz.
Definition 4.1.11 Let =
n
X
i (x)
i=1
and =
n
X
m=1
m (x)
k
^
l
^
dxj be a l differential form on Rn
j=1
dxs be a k differential form on Rn . We define the
s=1
product of and , called the exterior product, by

=
n X
n
X
i (x)m (x)
i=1 m=1
l+k
^
dxt
t=1
which defines a k + l differential form on Rn .

100
Remark 4.1.12 We have

= 0, if k + l > n
= (1)lk .
Corollary 4.1.13 Let be a k form on Rn such that k is odd. Then =
0.
Proof. It is easy to see that
2
= (1)k ,
= .
Then = 0.
Examples 4.1.14
1. Let = x3 ydx + ydy and = x4 dx + xdy + z 2 dz be
1 forms on R3 .
Verify that = yz 2 dy dz x3 yz 2 dz dx.
2. Let = x3 ydx dy and = x4 dx dy be 2 forms on R2 .
Verify that = 0.
3. Let = xyzdx dy dz a 3form on R3 .
Calculate 2 = .
4.1.1.1
1. Let and be 1 forms on R3 . Give the general expressions of and

and calculate .
2. Let be a 1 form on R3 and be a 2 form on R3 . Determine
and .
3. Let = 2x2 dx + (x + y)dy and = xdx + (x 2y)dy.

(a) Classify and .
(b) Give 2 + x and 3y 2 4.
(c) Find and .
101
4. Let = (x2 y 2 )dx dy and = (x y)dx dy.

(a) Classify and .
(b) Calculate y + x2 and + (x y).
(c) Give . Explain the result obtained.
4.1.2
Exterior differential of differential forms
Definition 4.1.15 We define the exterior differential of a differential form as

an operation d : k k+1 which transforms a k form to a k + 1 form.
Remark 4.1.16 Definition 4.1.15 can be seen as the general definition of the
exterior differentiation. However, to better understand how this exterior differentiation proceeds, we must examine each of the four cases related to differential forms of degree 0, 1, 2 and 3, separately.
Definition 4.1.17 Let be a 0 form given by a continuous function f. Suppose that f is a C 1 function then the exterior differential is given by df with
df = f 0 dx on R,
df =
f
f
dx +
dy on R2 ,
x
y
df =
f
f
f
dx +
dy +
dz on R3 .
x
y
z
Remark 4.1.18 More generally, if f is a C 1 function on Rn , then the

exterior differentiation defines the 1 differential form on Rn given by
n
X
f
dxi .
df =
x
i
i=1
Example 4.1.19 Let = x2 + y 2 + z 2 a 0form on R3 . Then
dx +
dy +
dz,
d =
x
y
z
= 2xdx + 2ydy + 2zdz.
n
X
i dxi be a 1 form on Rn . We suppose that
i=1
is C 1 on Rn . The exterior differential of is the 2 form d defined
by the expression
d =
n
X
i=1
di dxi .

Examples 4.1.21
102
1. We want to determine the formula of the exterior
differential of = f1 dx1 + f2 dx2 , where f1 and f2 are C 1 functions in
variables x1 and x2 .
f1
f1
f2
f2
d =
dx1 dx1 +
dx2 dx1 +
dx1 dx2 +
dx2 dx2 .
x1
x2
x1
x2

f2
f1
Then d =
dx1 dx2 .
x1 x2
2. Let = (x2 + y 3 z)dx + (y 2 2xz)dy + (x4 + y 3 z 2 )dz. Then
d = d(x2 + y 3 z) dx + d(y 2 2xz) dy + d(x4 + y 3 z 2 ) dz,
= (2yzdy + y 2 dz) dx (2zdx + 2xdz) dy + (4x3 dx + 3y 2 dy) dz,
= (3y 2 + 2x) dy dz + (y 3 4x3 ) dz dx (3y 2 z + 2z) dx dy.
Remark 4.1.22 Let be a differential form on Rn . In order to have d
well defined, it is necessary that partial derivatives of are well defined too.
More generally, if i are functions of class C k on then the differential form
is said to be of class C k on . Moreover, if is a C k differential form, then
d is a C k1 differential form.
n X
n
X
i=1 j=1
fij dxi dxj be a 2 form on Rn . We
suppose that is C 1 . Then the exterior differential of is the 3 differential

n
n X
X
n
dfij dxi dxj .
form on R , given by d =
i=1 j=1
Example 4.1.24 Let = yzdx dy + zyxdx dz + zxdy dz, be a 2
differential form on R3 . Then
d = d(yz) dx dy + d(zyx) dx dz + d(zx) dy dz,

= ydz dx dy + zxdy dx dz + zdx dy dz,
= (y zx + z) dx dy dz.
Remark 4.1.25 It is easy to see that:

if is a 1 form on R, then d = 0,
if is a 2 form on R2 , then d = 0,
if is a 3 form on R3 , then d = 0.
103
The exterior differentiation satisfies the same linearity rules as those verified by ordinary differentiation. However, since the vector product is anticommutative, then the rule of Leibnitz is different from that used in ordinary
differentiation. These rules are shown in the following proposition.
1. Let 1 , 2 be two k differential forms on Rn and
Proposition 4.1.26
let 1 , 2 R. Then
d (1 1 + 2 2 ) = 1 d1 + 2 d2 .
2. Let be a k differential form and let be a l differential form on
Rn . Then, we have
d ( ) = d + (1)k d.
Proof. As the first property is straightforward, then we present here just the
proof of the Leibnitz rule.
By additivity of the differential operation, it suffices to consider the case
where = f dxi1 dxi2 .. dxik and = gdxj1 dxj2 .. dxjl . Then
d ( ) = d (f g) dxi1 dxi2 .. dxik dxj1 dxj2 .. dxjl ,
= (f dg + gdf ) dxi1 dxi2 .. dxik dxj1 dxj2 .. dxjl ,
= f dg dxi1 .. dxik dxj1 .. dxjl + gdf dxi1 .. dxik dxj1 .. dxjl .

On the other hand, we have
gdf dxi1 .. dxik dxj1 .. dxjl = g (d) dxj1 .. dxjl ,
= d g,
and
f dg dxi1 .. dxik dxj1 .. dxjl = (1)k f dxi1 .. dxik dg dxj1 .. dxjl ,
= (1)k d.
So, d ( ) = d + (1)k d.
Example 4.1.27 Let = x2 dx z 2 dy and let = ydx xdz be two 1
differential forms on R3 . We want to verify that d ( ) = d d.

First,
= (x2 dx z 2 dy) (ydx xdz) ,
= xz 2 dy dz x3 dx dz + yz 2 dx dy,
104
yields to d ( ) = (z 2 + 2yz) dx dy dz.
Second, d = 2zdy dz then d = 2yzdx dy dz.
Finally, d = dx dy dx dz, then d = z 2 dx dy dz.
We conclude that d ( ) = d d = (z 2 + 2yz) dx dy dz.

Theorem 4.1.28 Let be a C 2 k differential form on Rn . Then d2 = 0.
Proof. As previously, it suffices to consider = f dxi1 dxi2 .. dxik . So,
d = df dxi1 dxi2 .. dxik . Then
d2 = d (df dxi1 dxi2 .. dxik ) ,

!
n
X
f
= d
dxs dxi1 dxi2 .. dxik ,
xs
s=1
n
n X
X
2f
dxt dxs dxi1 dxi2 .. dxik .
=
x
x
t
s
t=s t=1
But, as is C 2 and using the fact that dxt dxs = dxs dxt , then we deduce
that terms in the latter sum cancel in pairs. So, d2 = 0.
Example 4.1.29 Let = (x2 + y 3 z)dx + (y 2 2xz)dy + (x4 + y 3 z 2 )dz
be a 1 form on R3 . We have already calculated in a previous example d =

(2x + 3y 2 ) dy dz + (y 3 4x3 ) dz dx (3y 2 z + 2z) dx dy.
Now, it is clear that is C 2 . Then
d2 = d (2x + 3y 2 ) dy dz + d (y 3 4x3 ) dz dx d (3y 2 z + 2z) dx dy,

= 2dx dy dz + 3y 2 dy dz dx (3y 2 + 2) dz dx dy,
= 2dx dy dz + 3y 2 dx dy dz (3y 2 + 2) dx dy dz,
= 0.
4.1.2.1
1. Let = x2 y 3 dx 2xyz 2 dy + xyzdz and = (x2 + y 2 )dx xyzdy + 3z 4 dz.

(a) Find d, d, d2 , d2 .
(b) Give d( ).
2. Let = x2 y 3 dx dy 2xyz 2 dy dz + xyzdz dx and = (x2 + y 2 )dx
dy xyzdy dz + 3z 4 dz dx.
(a) Find d, d.
105
(b) Give d d and d( ).

3. Let = f1 dx1 + f2 dx2 be a 1 differential form on R2 . Prove that

f1
f2
dx1 dx2 .
d =
x1 x2
4.1.3
Closed and exact differential forms
Definition 4.1.30 A k differential form defined on Rn is closed if it

verifies d = 0.
Example 4.1.31 It easy to verify that the 1 differential form = ey dx +

(xey 2y)dy defined on R2 is a closed form, as it satisfies
(xey 2y)
ey
=
y
x,
so d = 0.
Definition 4.1.32 A differential form of class C 0 on is exact if there
exists a C 1 differential form on such that = d.
Corollary 4.1.33 Every exact C 1 differential form is closed.
Proof. Let be a C 1 differential form such that is exact. Then there exists
a C 2 differential form such that = d. Since is C 2 then d2 = 0. That
yields to d = 0 and then is closed.

Examples 4.1.34
1. Let = 5x4 y 2 z 3 dx + 2x5 yz 3 dy + 3x5 y 2 z 2 dz be a 1
differential form on R3 . Then, it is easy to see that

d = d (5x4 y 2 z 3 ) dx + d (2x5 yz 3 ) dy + d (3x5 y 2 z 2 ) dz,
= (10x4 yz 3 dy + 15x4 y 2 z 2 dz) dx + (10x4 yz 3 dx + 6x5 yz 2 dz) dy

+ (15x4 y 2 z 2 dx + 6x5 yz 2 dy) dz,
= 0,
then d = 0, so is a closed form.

Now, we have to verify if is an exact form. So, does exists a differential
form such that = d?
106
We note here that is a C 1form on R3 . Using a method applied in

ordinary differentiation, set
= 5x4 y 2 z 3 ,
x

= 2x5 yz 3 ,
= 3x5 y 2 z 2 ,
z
we deduce that
(x, y, z) = x5 y 2 z 3 + F (y, z),
F
,
2x5 yz 3
= 2x5 yz 3 +
y
3x5 y 2 z 2
= 3x5 y 2 z 2 +
,
z
F
F
=
= 0, so F (y, z) is constant.
y
z
We conclude that there exists a 0 form = x5 y 2 z 3 such that = d.
then
Then, is an exact differential form.

2. Let = (x 2z)dy dz + (x2 ez + y)dz dx be a 2 form on R3 . Then
d = d (x 2z) dy dz + d (x2 ez + y) dz dx,
= dx dy dz + dy dz dx,
= 2dx dy dz.
So d 6= 0, which implies that is not closed and then it is not exact.

A natural question is: does the converse of Corollary 4.1.33 true? In fact, the
answer to this question depends on the domain where the differential forms are
defined. First, we need to give the definition of a simply connected domain.
Definition 4.1.35 A domain D R2 is simply connected if it is the interior
of a simple closed curve.

Examples 4.1.36
1. Figure 4.1 shows some curves in R2 . As it is shown,
curves in R2 can be classified into 4 categories: simple and closed, simple

but not closed, closed and not simple and finally neither closed nor simple.
2. R, R2 , .., Rn are simply connected domains.
3. R? , R2 \{(0, 0)}, R3 \{x = z = 0} are not simply connected domains.
107
Some curves in IR
Figure 4.1: From left to right: a simple closed curve, a closed and not simple
curve, a simple and not closed curve and finally a curve which is neither simple
nor closed
Now, we are able to give a necessary and sufficient condition to have an exact
differential form. The result is given by the following theorem for which the
proof is omitted.
Theorem 4.1.37 Let D be a simply connected domain. Then, a 1 differential form on D is closed if and only if it is an exact form.
Example 4.1.38 Let =
on R2 \{(0, 0)}. Then
y
x
dx + 2
dy be a 1 differential form
2
+y
x + y2
x2

x
y
dx + d
dy,
d = d
x2 + y 2
x2 + y 2
y 2 x2
y 2 x2
=
dy
dx
+
dx dy,
(x2 + y 2 )2
(x2 + y 2 )2
= 0.

So, d = 0, which implies that is closed. However, is not exact. We will

review this example in the section devoted to integration of differential forms.
4.1.3.1
1. Classify the following differential forms

xdx + ydy
,
x2 + y 2
(b) 2 = x2 dx + xydy + z 2 dz,
(a) 1 =
(c) 3 = xdy ydx,

(d) 4 = ex (y + x)dx + (ex + 32ey )dy,
108
(e) 5 = (x2 + 3y)dx y 3 dy,

(f) 6 = x3 dx + y 3 dy + x3 dz.
2. From the previous differential forms, give those which are closed.
3. From the previous differential forms, give those which are exact and
precise F such that i = dF in each case.
4. Let = (x2 + y 2 + 2x)dx + 2ydy be a 1 differential form on R2 .
(a) Prove that is not exact.
(b) Find a 0 form such that = dF. Precise F.
4.1.4
Vector fields and differential forms
We propose in this subsection to show a certain correspondence relating differential forms to vector fields and scalar fields. We have already shown in
chapter 2 that vector fields are related to scalar fields, by considering for ex
F F F
ample a function F : R3 R, and by taking F = (
,
,
) which
x y z
represents the gradient field in R3 associated to the function F.
Now, let us consider V a vector field in Rn , we have
V (x1 , .., xn ) = (f1 (x1 , .., xn ), .., fn (x1 , .., xn )).

As examples, set
on R2 , V (x, y) = (f (x, y), g(x, y)).
on R3 , we take V (x, y, z) = (f (x, y, z), g(x, y, z), h(x, y, z).
The generalization of this correspondence, is given by the following definition.

Definition 4.1.39 We define the differential form associated to the vector
field V = (f1 , f2 , .., fn ) by

= f1 dx1 + f2 dx2 + .. + fn dxn ,
where fi , 1 i n, are supposed to be at least continuous.

= f dx + gdy is a 1 differential form on R2 associated
Example 4.1.40
V
to the vector field V = f

e1 + g
e2 .
109
Since, we manipulate exterior differential of differential forms, then we have

to consider in the following regular functions. More precisely, f is said to be a
regular function, (also we say f is regular enough) if f is differentiable as many
times as we want.
Proposition 4.1.41 Let f, g be regular functions on R2 . and let be a 1
differential form associated to the vector field V = f i +g j . Then the exterior

differential of is given by
d = curl V dx dy.
Proof. Set = f dx + gdy, then we have
d = d (f dx + gdy) ,
= df dx + dg dy,
f
g
=
dy dx +
dx dy,
y
x

g f
dx dy,
=
x y
= curl( V )dx dy.

Let us begin by summarizing the following cases:
if is a 0 form in R2 , then corresponds to a continuous function f
defined on R2 ,
if = f dx + gdy is a 1 form in R2 , then corresponds to a vector field
V = f i + g j . Moreover, d is a 2 form in R2 ,
d corresponds to the vector field curl( V ).

Then, we obtain some relations between differential forms and vector fields in
R2 given by the following diagram
~
grad
~
V
=
(f,g)
~
curl
1
f dx+gdy
=
V~
2
F dxdy
Now, let us study the case of functions in variables x, y and z.

110
Definition 4.1.42 Let V = (f, g, h) where f, g, h are regular functions and
be the 1 differential form associated to V . We define the Hodge star

let
V
by
operator of
V
= f dy dz + gdz dx + hdx dy.
?
V
is obtained from the 1 differential form
by
Remark 4.1.43 The ?
V
V
taking
dx ?dx = dy dz
dy ?dy = dz dx
dz ?dz = dx dy
Under the previous notations, we prove that in dimension 3, we have the

following results.
Proposition 4.1.44 Let V = (f, g, h) where f, g, h are regular functions and
be the 1 differential form associated to V . We have

let
V
) = div V dx dy dz.
d(?
V
Proposition 4.1.45 Let V = (f, g, h) where f, g, h are regular functions and
be the 1 differential form associated to V . We have

let
V
) = ? ~ ~ .
d(
curl(V )
V
Exercise 4.1.46 Prove Proposition 4.1.44 and Proposition 4.1.45.

We represent the previous relations using the following diagram
~
grad
~
V
=
(f,g,h)
~
V
=
(f,g,h)
~
curl
div
1
f dx+gdy+hdz
=
V~
2
f dydz+gdzdx+hdxdy
=
?
V
3
f dxdydz
In fact, we summarize the previous correspondences as following.

If is a 0 form in R3 , then corresponds to a continuous function f
defined on R3 , and d is the 1 differential form which corresponds to
the vector field f.
111
If = f dx+gdy+hdz is a 1 form then it corresponds to the vector field
V = f i + g j + h k , and then d is the 2 form, which corresponds
to the vector field curl V . Moreover, this vector field corresponds to the
1 differential form ?.
If is the 2 form given f dydz+gdzdx+hdxdy, then it corresponds
to the vector field V , which corresponds to the 1 form ?, and d is
the 3 form which corresponds to the function div V .

Examples 4.1.47
1. Let =
easy to see that

d =
x2 + y 3
be a 0 differential form, then it is
z
2x
3y 2
x2 + y 3
dz +
dy
dz.
z
z
z2
On the other part, if we consider f =
x2 + y 3
, then
z
2x
3y 2
x2 + y 3
k.
i +
j
f =
z
z
z2
So d corresponds to the gradient of f.
2. Let = (x2 + y 3 z) dx + (y 2 2xz) dy + (x4 + y 3 z 2 ) dz be a 1 differential form. Then
d = d (x2 + y 3 z) dx + d (y 2 2xz) dy + d (x4 + y 3 z 2 ) dz,

= (3y 2 3x) dy dz + (y 3 4x3 ) dz dx (3y 2 + 2z) dx dy.
On the other part, is associated to the vector field

v = x2 + y 3 z i + y 2 2xz j + x4 + y 3 z 2 k ,
such that

curl(
v ) = 3y 2 3x i + y 3 4x3 j 3y 2 + 2z k ,
so d corresponds to curl(
v ).
3. Let = (x2 + y 3 + z 4 ) dydz+(x2 y 3 z 4 ) dzdx+(x + 2y + 3z + 1) dxdy

be a 2 differential form. Then

d = 2x + 3x2 y 2 z 4 + 3 dx dy dz.
112
On the other part, if

v = (x2 + y 3 + z 4 ) i +(x2 y 3 z 4 ) j +(x + 2y + 3z + 1) k
is the vector field associated to the differential form , then
div(
v ) = 2x + 3x2 y 2 z 4 + 3,
and then div(

v ) and d correspond.
1. Let d be the exterior differential operator. As d2 0
~ grad
~ = 0 and div curl
~ = 0.
then we deduce the results curl
Remarks 4.1.48
2. Let be a differential form on Rn , then

d = 0 , = d.
3. Let V be a vector field on R3 , then

curl( V ) = 0 f, grad(f ) = V .
4. Let V be a vector field on R3 , then
div( V ) = 0 W , curl(W ) = V.
Let us note that if grad(f ) = V then f is called the potential function asso
ciated to the vector field V , or that V derive from a potential.

4.1.4.1
1. Let be a 1 form associated to the vector

u and let be a 1 form
associated to the vector

v.
(a) Prove that is a 2 form associated to the vector

u
v.
(b) Prove that ? is a 3 form associated to the vector

u .
v.
2. Each of the following 1 forms is exact. Find a 0 form f such that

= df
(a) = y 2 dx + 2xydy,
(b) = (3x2 + y) dx + (x + 2y) dy,
(c) = 2xdx + 3y 2 dy + 4z 3 dz.
113
4.2. INTEGRATION OF DIFFERENTIAL FORMS
3. Each of the following 2 forms is exact. Find a 1 form such that

= d
(a) = 24x3 y 2 dx dy,
(b) = (6x2 y 3xy 2 ) dx dy,
(c) = 2yzdy dz 2xzdz dx 4xydx dy.
4. Each of the following 3 forms is exact. Find a 2 form such that
= d
(a) = 12x2 y 3 z 4 dx dy dz,
(b) = (x3 4y + z 2 ) dx dy dz,
(c) = (2xz + 3yz 2 ) dx dy dz.
5. Let f (x, y, z) = 1 + x + xy + xyz be a scalar field.
(a) Determine a vector field V which derive from f.
(b) Calculate curl( V ).

(c) Interpret the result obtained.
6. Let V (x, y) = (1 + 2xy, x3 3).
(a) Give the differential form associated to V .
(b) Does an exact differential form?, justify your answer.
(c) Deduce that V cannot be a gradient field.
4.2
Integration of differential forms
The main objective of this section is to define and calculate integrals of k

differential forms, where k = 0, 1, 2, 3. In fact, integrals of differential forms
can be considered as a generalization of usual integrals. As students are more
familiar with usual integrals, therefore we will show in this section how integrals
of differential forms are closely related to usual integrals.
114
4.2.1
Integrals of 0 forms
Let us recall that a 0 form is a continuous function f. So its integral is

calculated at a point or on a set of points. More precisely, we give the following
definition.
Definition 4.2.1 Let P be an oriented point and let be a 0 differential
form. We define the integral of at P by
(
Z
(P )
, if P is positively oriented
=
(P ) , if P is negatively oriented
P
The orientation of a point is symbolic. This definition can be generalized to a
union of oriented points as following.
Definition 4.2.2 Let D = {+Q} {P } be the union of oriented points,
where {Q} are those which are positively oriented and {P } are those which are
negatively oriented. Let be a 0 differential form. We define the integral of

on D by
= (Q) (P ),
Examples 4.2.3
Let (x, y, z) = xyz and let P = (1, 0, 0). Then
Z
= (P ),
P
= (1, 0, 0),
= 0.
Let (x, y, z) = x + y + z and let P = {(1, 1, 1)}. Then
Z
= (P ),
P
= (1, 1, 1),
= 1.
Let = x3 + y 2 + z + 1 and let D = {(1, 0, 0)} {(0, 0, 1)}, then

Z
= (P ),
D
= (1, 0, 0) (0, 0, 1),
= 0.
115
Proposition 4.2.4 Let D be a set of oriented points and let be a 0 differential form, then
.
D
Proof. Let us suppose that D is positively oriented, so D = +{P } and then

D is negatively oriented with D = {P }. So,
Z
Z
=
,
D
and
= (P ),
Z
=
D
,
P
= (P ).
Now, if we suppose that D is negatively oriented, then D = {P }. So, D
is positively oriented, and then

Z
and
=
D
,
P
= (P ),
=
D
,
P
= (P ).
We conclude that in both cases, the two integrals are negative of each other.
4.2.1.1

2 2
Let = x y + xy + x y + 1 be a 0 differential form. Evaluate
following cases
in the
D
1. D = {(1, 1, 2)}.
2. D = {(1, 1, 0)}.
3. D = {(1, 1, 1)} {(1, 2, 1)}.
4. D = {(1, 1, 1), (0, 1, 0)} {(1, 0, 1)}.
5. D = {(2, 1, 1), (0, 1, 0)} {(1, 2, 1), (1, 2, 3)}.
116
4.2.2
Integrals of 1 forms
n
Let be a 1 differential form on R . We recall that =
n
X
i (x)dxi . The
i=1
goal of this part is to integrate over a curve C. A such integral is called a

line integral or a curve integral.
First let us consider the case n = 1. Then = 1 (x)dx. We know that if
I = [a, b] is an interval of R, and if 1 is a continuous function on I, then its
integral over I is given by
Z
=
I
1 (x)dx.
a
Since 1 is continuous on I then its integral over I is well defined.

Now, we want to define a such line integral of a 1 differential form onZRn ,
where n is not necessary equal to 1. The question is: how can we define
where =
n
X
i=1
i (x)dxi with C Rn .
First of all, let us suppose that both considered functions and curves are
smooth enough (also called regular enough as it is given previously).
Definition 4.2.5 Let x =
n
X
i dxi be a 1 smooth differential form on Rn .
i=1
Let C be a smooth curve parameterized by r : [a, b] Rn . We define the line

integral (integral of the 1 differential form x ) over C by
Z
x =
C
r(t) (r0 (t))dt,

a
where the orientation is considered positive in the direction of increasing t.

Examples 4.2.6
1. Let = (x2 +y)dx be a 1 differential form on R2 . We
want to integrate over a curve C parameterized by r(t) = (2t+3, 3t), t
[0, 1].
117

We obtain,
Z
(x,y) =
C
=
=
=
r(t) (r0 (t))dt
Z0 1
Z0 1
Z0 1
0
(2t+3,3t) (2, 3)dt,

((2t + 3)2 + 3t)dx(2, 3)dt,

2 4t2 + 15t + 9 dt,
107
=
6
2. Let = (x2 + y)dx + yzdy + (x + y z)dz be a 1 differential form

on R3 . We want to integrate over a curve C parameterized by r(t) =
(2t + 3, 3t, 7 t), t [0, 1].

We obtain,
Z
Z 1
r(t) (r0 (t))dt
(x,y,z) =
C
Z0 1
=
(2t+3,3t,7t) (2, 3, 1)dt,
0
Z 1
(((2t + 3)2 + 3t)dx(2, 3, 1) + 3t(7 t)dy(2, 3, 1)+
=
0
(2t + 3 + 3t (7 t))dz(2, 3, 1))dt,

Z 1

2(4t2 + 15t + 9) + 3(21t 3t2 ) + (1)(6t 4) dt,
=
0
391
=
6
It is easy to see that the linearity property remains satisfied, more precisely
Z
Z
Z
1 + 2 = 1 +
2 ,
C
where 1 and 2 are 1 differential forms on a smooth curve C, and , R.

Also, the property concerning the change of orientation remains true. We
have
,
C
where is a 1 differential form on the smooth oriented curve C.

Let us consider more examples.
Examples 4.2.7
1. Let be defined on R3 by
(x,y,z) = (x 1)2 dx + zdy + dz.
118
We want to calculate the line integral of over the curve C parameterized

by r(t) = (t, t2 , t3 ) with 1 t 2. Then,
Z 2
Z
r(t) (1, 2t, 3t2 )dt,
=
C
Z1 2

(t 1)2 + t3 2t + 3t2 dt,
=
Z1 2

=
2t4 + 4t2 2t + 1 dt,
1
296
=
.
15
2. Let us consider a smooth positively oriented curve C which is the graph

of the function y = x2 + 1, 1 x 1. Let (x,y) = ydx + xdy a 1
differential form in R2 .
To calculate the line integral of over the curve C, we have first to

determine a parametrization of C.
So, let r(t) = (r1 (t), r2 (t)) = (t, t2 + 1), 1 t 1. Then
Z
Z 1
r(t) (1, 2t)dt,
=
C
Z11

(1 + t2 ) + t 2t dt,
=
Z11

1 + 3t2 dt,
=
1
= 4.
3. Let (x,y) = ydx be a 1 differential form in R2 . We want to integrate

over C1 and over C2 , where C1 , C2 are smooth positively oriented curves
parameterized respectively by
r1 (t) = (t 1, 2t 1) , t [1, 2]
r2 (t) = (2 t, 5 2t) , t [1, 2].

First, as previously we find that
Z
and
= 2,
C1
C2
= 2.
119

So,
C1
.
C2
This result is predictable. In fact C1 is the straight line running from the
point (0, 1) to the point (1, 3). Conversely, C2 is the straight line running
from the point (1, 3) to the point (0, 1). This means that C1 = C2 .
x
y
dx + 2
dy be a 1 differential form.
2
+y
x + y2
We want to integrate on B(0, 1) = {(x, y); x2 + y 2 < 1.}
4. Let (x,y) =
x2
Let us consider a parametrization of B(0, 1) as

(
r1 (t) = cos(t),
r(t) =
r2 (t) = sin(t),
where t [0, 2]. Then,
r0 (t) =
We obtain
=
=
r10 (t) = sin(t),
r20 (t) = cos(t).
( sin t)( sin t)dt + (cos t)(cos t)dt,
Z0 2
dt,
= 2.
5. Let C be an oriented curve parameterized by r1 (t) = (t, t2 ), 2 t 2.

Let = xydy. Then
t3 (2t)dt,
C
2 2
2 5
,
t
=
5 2
128
=
.
5
Let us consider now, an other parametrization of the given curve by
=
r2 (t) = (t3 + t, t6 + 2t4 + t2 ), 1 t 1. Then, we obtain

Z
Z 1
(t3 + t)(t6 + 2t4 + t2 )(6t5 + 8t3 + 2t)dt,
=
C
1 15
1
=
[2t + 10t13 + 20t11 + 20t9 + 10t7 + 2t5 ]1 ,
5
128
.
=
5
120
By this last example, we give a general result about the integral of a 1

differential form over a smooth curve.
Proposition 4.2.8 Let C be an oriented smooth curve in R3 and let be a
1 differential form on C. Then the line integral of over C is independent
of the parametrization of C.
Now, let us return to the correspondence between differential forms and vector
fields.
Let C be an oriented smooth curve parameterized by r(t) = (f (t), g(t), h(t))
with a t b. Let V be the vector field given by
V (x, y, z) = F1 (x, y, z) i + F2 (x, y, z) j + F3 (x, y, z) k .

Then, the line integral of F over C is given by
Z
Z b
(F1 (r(t)), F2 (r(t)), F3 (r(t))) (f 0 (t), g 0 (t), h0 (t)) dt,
V.dr =
C
Za b
=
(F1 (f (t), g(t), h(t)) f 0 (t) + F2 (f (t), g(t), h(t)) g 0 (t) + F3 (f (t), g(t), h(t)) h0 (t))dt.
a
Then we conclude that

Z
V.dr =
b
0
V (r(t)).r (t)dt =
a
,
C
and this integral is called the circulation of V through C.
1. If V derive from a potential f , then we obtain

Z
V.dr = f (P ) f (Q),
Remarks 4.2.9
where P, Q are the extremities of the curve or the arc C.
2. If V is a vector field associated to a differential form , then the circulaZ
V.dr
tion of the vector field V through a curve C is denoted either by
C
Z
Z b
Z

V .dr.
V (r(t))r 0 (t)dt, or
or
or
C
3. Let T be the unit tangent vector to the curve at r(t) where r : [a, b] Rn
with r0 (t) 6= 0. Then
T (t) =
r0 (t)
.
||r0 (t)||
121
We deduce that
Z b
Z
Z b
r0 (t)
0
||r (t)||dt =
(V (r(t)).T (t))||r 0 (t)||dt,
V.dr =
V (r(t)) 0
||r (t)||
a
C
a
then
V.dr =
C
V.T ds,
0
where the integral is taken with respect to the arc length (l is the length
of C).
Let us make more applications on curve integrals.
Example 4.2.10 Let = 2xydx + x2 dy be a 1 differential form on R2 . We
want to calculate the line integral of across the curve C = C1 C2 where C1
relates the origin O(0, 0) to the point A(1, 2) in the positive orientation, and
C2 relates the point A(1, 2) to the origin O(0, 0) in the negative orientation.
C1 and C2 are parameterized respectively by r1 (t) = (t, t + t3 ), 0 t 1 and
r2 (t) = (t2 3t/2, t), 0 t 2.
Then the integral of across C is given by

Z
Z
Z
,
=
C2
C
ZC11

=
2t t + t3 + t2 1 + 3t2 dt

2 !
Z0 2
3t
3
3t
2 t2
,
dt,
t 2t
+ t2
2
2
2
0
= 0.
The result obtained is not a surprise, in the sense that C is a closed curve.
So, if is an exact differential form, then there exists f a 0 form such that
= df. A generalization of the fundamental theorem of calculus assures that
Z
Z
=
df = f (P ) f (Q).
C
So, the fact that the curve is closed implies P = Q, and then
= 0.
C
Since, is defined on a simply connected space, then it suffices to verify

that is a closed form (d = 0). This assures the exactness of .
y
Let us review the example of the 1 differential form = 2
dx +
x + y2
x
dy.
2
x + y2
122
We have already seen that is a closed differential form. But, we have

said that is not exact. Why?
In fact, as the integral of over the ball B(0, 1) is equal to 2. Then,
cannot be an exact differential form. We generalize this result by the following
proposition.
Proposition 4.2.11 Let CZbe an oriented closed smooth curve and let be a
1 exact form on C. Then
= 0.
C
Finally, we finish this part, by introducing the notion of path independent.

Z
Definition 4.2.12 Let be a 1 differential form on a curve C. Then,
is said to be path independent if the value of the integral depends only on the
boundary C.
Definition 4.2.12 means that if C is a given curve orientedZfrom the point P

to the point Q, then its boundary C = {P, Q} and then
depends only
on P and Q (and not on the particular path from P to Q.).
In fact, we have a more general result. Let C1 , C2 be two different paths

joining the point P to the point Q. Let C0 = C1 C2 . Then C0 becomes a
closed curve. So, the fact that
gives the following result.
=
C0
C1
= 0,
C2
Proposition 4.2.13
Z and let be a 1 differential
Z Let C0 be a closed curve
= 0 if and only if
is path independent.
form on C0 . Then,
C0
Proposition 4.2.13 can be generalized to exact differential forms as following.

Proposition
4.2.14 Let be a 1 differential form. Then is exact if and
Z
is path independent.
only if
C
Remark 4.2.15 If is defined on a simply connected region, then we have

already seen that the notion of closed differential forms is equivalent to that of
exact differential forms. So, Proposition 4.2.14 can be applied to closed
forms,
Z
is path
in the sense that, is a closed differential form if and only if
independent.
123

As an introduction to Stokes theorem, we can give the following result.
Theorem 4.2.16 Let C be an oriented smooth curve and let be 0 form

on C. Then
=
C
d.
C
Proof. Let C = {Q} {P } where C is a path from P to Q. We have

Z
Z
=
,
C
{Q}{P
}
Z
Z
=
+
,
{Q}
{P }
= (Q)
(P ),
Z
=
d.
C
Notation 4.2.17 Usually,

I an integral across a closed curve C of a 1 differential form is denoted by
.
C
We conclude this first part of line integrals, by giving the correspondence
between vector fields and differential forms according to these last results. In
fact, let be a differential form associated to the vector field V defined on a
simply
Z connected domain, and let C be an oriented smooth curve. Then,
V.dr is path independent is equivalent to is an exact differential form.
Then V is conservative.
This remark, is very useful. Particularly if we have to calculate with a

simple method, the circulation of V through a given curve. Let us present an
example.
Example 4.2.18 Let C be the smooth oriented curve parameterized by r(t) =
2
2
(et sin t, et cos t), 0 t . Let V (x, y) = (3 +
Z 2xy) i + (x 3y ) j .
The goal of this example is to evaluate
, where is the differential
form associated to the vector field V.
1. First, we verify that V is conservative. That is, there exists f such that
V = f.
So, set fx (x, y) = 3 + 2xy and fy (x, y) = x2 3y 2 . We obtain f (x, y) =
3x + x2 y + g(y). But, since fy (x, y) = x2 + g 0 (y) then g 0 (y) = 3y 2 . So,
g(y) = y 3 + Cte.
124
We conclude that, one can take f (x, y) = 3x + x2 y y 3 .
An other method can be used here. Verify that curl(V ) = 0 and conclude.
2. Now, as V is conservative, then its integral is path independent. So, to
calculate the value of the integral of V across C, it suffices to know the
initial point and the final point (which means the boundary of C). We
conclude that,
Z
then
4.2.2.1
V.dr =
C
f.dr = f (0, e ) f (0, 1),

Z
= e3 + 1.
C
1. Calculate the integrals of the following differential forms on the given

curves:
(a) 1 = xdx + ydy, where C is parameterized by r(t) = (2t + 1, t +
2), 0 t 1.
(b) 2 = xdx + xydy + xyzdz, where C is parameterized by r(t) =
(3 cos t, 2 sin t, 5t), 0 t 2.
(c) 3 = 3zdx + y 2 dy + 6zdz, where C is parameterized by r(t) =
(cos t, sin t, t/3), 0 t 4.
2. Integrate
t 2.
xdx + ydy
on the curve C parameterized by r(t) = (e2t cos t, e2t sin t), 0
(x2 + y 2 )3/2
3. Let = (x2 + y)dx + (y x)dy and let a curve C parameterized by the

given two paths
(
r1 (t) = (t, t2 ), 0 t 1
r2 (t) = (1 2t, 4t2 4t + 1), 0 t 1/2
(a) Integrate first using r1 then using r2 .

(b) Interpret the result obtained.
125
4. Calculate the line integral of the differential form = (2z 5 3xy)dx

x2 dy + x2 zdz across the perimeter of the square with vertices (1, 1, 3),
(1, 1, 3), (1, 1, 3) and (1, 1, 3), oriented positively around the z
axis.
5. Find
(x2 y)dx + (x y 2 )dy where C is the line segment from (1, 1)
to (3, 5).
6. Evaluate
x2 ydx (x + y)dy, where C is the trapezoid with vertices
(0, 0), (3, 0), (3, 1), (1, 1) oriented positively.

Z
7. Calculate
zdx+xdy+ydz where C is the curve obtained by intersecting
C
the surfaces z = x2 and x2 + y 2 = 4 oriented positively around the z

axis.
8. Let V = x2 i + cos y sin z j + sin y cos z k .

(a) Prove that V is conservative and determine a scalar potential function f for the vector field V.
(b) Give the differential form associated to V and integrate it over the
path r(t) = (t2 + 1, et , e2t ), 0 t 1.
9. Let the vector field V = (2x + z) cos(x2 + xz) i (z + 1) sin(y + yz) j +
(x cos(x2 + xz) y sin(y + yz)) k .

(a) Determine if V is conservative.
(b) Evaluate the circulation of V through the curve parameterized by
r(t) = (t3 , t2 , t sin(t/2)) with 0 t 1.
4.2.3
The goal of this part is to integrate a 2 differential form over a domain D in

R2 . This is called a surface integral (or a flux integral).
Let be a 2- differential form defined in Rn . We recall that can be
n
n X
X
ij dxi dxj .
written as
i=1 j=1
Let us first consider the case n = 2. Set = f (x, y)dx dy. We want to
integrate over a surface S. So, suppose that S is parameterized by r : D

R2 , with r(s, t) = (x(s, t), y(s, t)).
126

Definition 4.2.19 Under previous notations, we have
Z
Z Z
=
r(s,t) (Ts , Tt )dsdt,
S
where Ts =
r
r
and Tt =
.
s
t
Let us work out the integral in this definition. In fact, we have

Z
Z Z
=
f (r(s, t))dx dy(Ts , Tt )dsdt.
S
On the other part, we have

dx(T ) dx(T )
s
t

dx dy(Ts , Tt ) =
dy(Ts ) dy(Tt )

x

s
= y

s
x
t
y
t

= Jac(r(s, t)).

So (see chapter 2), we conclude that,

Z
Z Z
=
f (r(s, t))Jac(r(s, t))dsdt,
S
Z DZ
=
f (x, y)dxdy.
D
The sign here depends on the chosen orientation.

We deduce the following definition, for 2 differential forms in R2 .
Definition 4.2.20 Let S R2 and let = f (x, y)dx dy be a 2 differential
form in R2 . Then, the integral of over S is given by
Z
Z Z
=
f (x, y)dxdy.
S
Remark 4.2.21 The integral of a 2-form on R2 is a surface integral, calculated with classical methods (Fubini theorem, change of variables, properties on
integrable functions, integrals of positive functions, ect. See chapter 3.
xy 2
x2 y
dx
dy. We want to calculate the
4
4
integral of d over D = {(x, y) R2 , 1 x 1, 1 y 1}.
1. Let =
Examples 4.2.22
In fact, d = xydx dy. Then, it is easy to see that

Z
Z Z
Z 1Z 1
d =
xydxdy =
xydxdy = 1.
D
127
xy
2. Let = p
dx dy. We want to integrate over the domain
x2 + y 2
D = {(x, y) R2 , x 0, y 0, 0 x2 + y 2 1}.
So, here we consider the following change of variables
(
x = r cos
y = r sin ,
with r [0, 1], [0, /2]. Then,

Z
Z Z
xy
p
dx dy,
=
x2 + y 2
D
D
Z /2 Z 1
=
r2 cos sin drd,
0
1
=
.
6
Now, let us consider the case of n = 3. Set = f dy dz + gdz dx + hdx dy.
Then, isZ aZ 2 form on R3 . Let S be an oriented surface in R3 . We have

to define
. In fact, Definition 4.2.19 remains the same, with a simple
S
generalization to a 2 differential form on R3 .
Definition 4.2.23 Let D be a smooth connected region in R2 and let r : D
R3 with r(s, t) = (x(s, t), y(s, t), z(s, t)). If is a 2 form in R 3 then its
integral over S parameterized by r is given by
Z
Z Z
=
r(s,t) (Ts , Tt )dsdt,
S
where Ts =
r
r
and Tt =
.
s
t
Here = f dy dz + gdz dx + hdx dy, then

Z
Z Z
=
(f (r(s, t))dy dz(Ts , Tt ) + g(r(s, t))dz dx(Ts , Tt ) + h(r(s, t))dx dy(Ts , Tt )) dsdt.
S
and

dy(T ) dy(T )
s
t

dy dz(Ts , Tt ) =
dz(Ts ) dz(Tt )

dz(T ) dz(T )
s
t

dz dx(Ts , Tt ) =
dx(Ts ) dx(Tt )

y

s
= z

s

z

s
= x

s
y
t
z
t
z
t
x
t
128

and finally

dx(T ) dx(T )
s
t

dx dy(Ts , Tt ) =
dy(Ts ) dy(Tt )
By considering

i
j

x y

Ts T t =
s s
x y

t t
y z
=
s t

x

s
= y

s
x
t
y
t

k
z
,
s
z

t

y z
x z x z
x y x y
i+
j+
k.
t s
t s s t
s t
t s
We deduce the following result.

Proposition 4.2.24 Let = f dydz+gdzdx+hdxdy be a 2 differential
form defined on R3 . Let r(s, t) = (x(s, t), y(s, t), z(s, t)) be C 1 from D R2
into R3 . Then,
< V (r(s, t)).N (s, t) > dsdt,
(4.1)
where V is the vector field associated to , N is the vector normal to D at

r r
and <, > represents the scalar product in R3 .

(s, t) given by N (s, t) =
s t
Equation (4.1) is called the flux of the vector field V across the surface D.
Example 4.2.25 Let D be the surface defined by the equation z = x2 + y 2
such that z 1. We want to calculate the flux of the vector field V = xz i +
z2
k across D.
zj
2
First of all, we consider a parametrization of the surface D as
x = r cos ,
X(r, ) =
y = r sin ,
z = r2 ,
with r [0, 1] and [0, 2]. Then
N=
cos
r sin

X
X
=
sin
r cos
2r
0
129

yields to
N = 2r2 cos i 2r2 sin j + r k .
So, the flux of V across D is given by

Z 2 Z 1
Z 2 Z 1
r5
5
2
4
< V (X(r, )).N > drd =
2r cos 2r sin
drd,
0
0
2
Z0 2 0
2
1
1
=
d,
cos3 sin
3
5
12
0
= .
2
Application 4.2.26 Let D be a bounded domain in R2 and let z = f (x, y) be
the graph of a regular function f defined on D.
Then, as we have seen it previously, one can take a standard parametrization as r(s, t) = (s, t, f (s, t)). So,

0 1 =
N (s, t) = Ts Tt =
f
f
s
n
f
s
f
t
1
We deduce that the normal vector to the surface described by the given graph
is

N = fx i fy j + k .
This formula can be very useful in applications, because it is independent of
the parametrization. It depends only on the surface described by a given graph.

To show that, let us consider the previous example where z = x2 + y 2 , z 1
z2
and V = xz i + z j
k . To evaluate the flux of V through the domain
2
D described by the graph of the function z = f (x, y) = x2 + y 2 with z 1, we
take
Z Z
V .N =
D
Z Z
V (x, y, f (x, y)).(fx , fy , 1)dxdy,

Z ZD
(x2 + y 2 )2
2 2
2
2
2
=
2x (x + y ) 2y(x + y )
dxdy.
2
D
Using polar coordinates, we deduce that the result coincides with the previous
one. Verify it!
130

4.2.3.1
1. Integrate the 2 differential form over S in each of the following cases:

(a) = dy dz + dz dx where S is the graph of z = x3 + 3xy 2 , 1
x 1 and 2 y 2.
(b) = 5xzdy dz + 7yzdz dx + 31x2 y 3 dx dy where S is the graph

of z = x2 + y 3 , 0 x 1 and 0 y 2.
(c) = xdy dz + ydz dx + 3zdx dy where S = {(x, y, z) R3 , x

0, y 0, z 0, x + 2y + 3z = 6}.
(d) = z 2 dxdy where S = {(x, y, z) R3 , z = 7+x2 +y 2 , x2 +y 2 9}.

Z
where S is
2. Let = zdx dy + 3dz dx xdy dz. Evaluate
S
parameterized by X(s, t) = (s cos t, s sin t, t with 0 s 1 and 0 t

4.
y2
3. Let = zdx dy + e dz dx + xdy dz. Calculate
portion of the cylinder x2 + z 2 = 4 with 1 y 3.
where S is the
S
4. Let S be the graph of z = x2 y 2 such that 0 x2 + y 2 1 and y 0.
Let V = x i + y j 2y 2 k . Find the flux of V across S.
4.2.4
The goal of this part is to integrate a 3 differential form over a domain V
in R3 . This is called a volume integral. As, we will see it, integrals of 3

differential forms are directly a generalization of those of 2 differential forms
seen in the previous subsection. The method applied is short and easy and
results are based on classical methods (Fubini theorem, change of variables,
properties on integrable functions, integrals of positive functions, ect.) seen in
chapter 3.
Let be a 3- differential form defined in R3 . We recall that can be written
as f (x, y, z)dx dy dz. Suppose that V is parameterized by X : D R3 ,
with X(r, s, t) = (x(r, s, t), y(r, s, t), z(r, s, t)). Set (r, s, t) D.
Definition 4.2.27 Under previous notations, we have
Z
Z Z Z
=
X(r,s,t) (Tr , Ts , Tt )drdsdt,
V
131
where Tr =
X
X
X
, Ts =
and Tt =
.
r
s
t
So, we obtain
Z Z Z
Z
f (X(r, s, t))dx dy dz(Tr , Ts , Tt )drdsdt.
=
V
yields to

dx(T
)
dx(T
)
dx(T
)

r
s
t

dx dy dz(Tr , Ts , Tt ) = dy(Tr ) dy(Ts ) dy(Tt ) ,

dz(Tr ) dz(Ts ) dz(Tt )

dx dy dz(Tr , Ts , Tt ) =

x
r
y
r
z
r
x
s
y
s
z
s
x
t
y
t
z
t

= Jac(X(r, s, t)).

So (see chapter 2), we conclude that

Z
Z Z Z
=
f (X(r, s, t))Jac(X(r, s, t))drdsdt,
V
Z Z DZ
=
f (x, y, z)dxdydz.
D
The sign here depends on the chosen orientation.

We deduce the following definition, for 3 differential forms in R3 .
Definition 4.2.28 Let V R3 and let = f (x, y, z)dx dy dz be a 3
differential form in R3 . Then, the integral of over V is given by

Z
Z Z Z
=
f (x, y, z)dxdydz.
V
Example 4.2.29 Let us consider the domain V of R3 defined by V = {(x, y, z)

p
R3 , 0 x2 + y 2 + z 2 4}. Let = x2 + y 2 dx dy dz be a 3 form defined
on R3 .
To calculate the integral of over V it suffices to consider a parametrization
of V and then to apply the formula

Z
Z Z Z p
x2 + y 2 dxdydz.
=
V
132

Let
X(r, , ) = (r cos sin , r sin sin , r cos ),
so,
=
V
Z Z Z
r3 sin2 drdd,
D
where D = {(r, , ) [0, 2] [0, ] [0, 2]}. We conclude that

Z
= 16.
V
4.2.4.1

Z
In each of the following cases, find

V
1. = (1 + 2x 2y)dx dy dz and V is the cube with vertices (0, 0, 0),

(0, 0, 1), (0, 1, 0), (0, 1, 1), (1, 0, 0), (1, 0, 1), (1, 1, 0) and (1, 1, 1).
2. = xydx dy dz and V is the sphere x2 + y 2 + z 2 = 1 such that

x 0, y 0 and z 0.
3. = 2zdx dy dz and V is bounded by the graphs z = 25 x2 y 2

and z = 7 + x2 + y 2 .
Chapter 5
Vector Analysis and
Applications
5.1
Green theorem
The aim of the Greens theorem is to determine a line integral around a closed
curve C in R2 using the double integral over the plane region D delimited by
C. So, it relates line integrals to double ones. This theorem is very useful in
applications.
Let us consider the following activity. Let D be a closed rectangle defined
by {(x, y) R2 , x1 x x2 , y1 , y y2 }. Let C be its boundary denoted by
C = D. Then C is necessary a closed curve. We have C = C1 C2 C3 C4 ,
where
C1 =
C3 =
and
x1 x x 2
y = y1
x1 x x 2
y = y2
; C2 =
; C4 =
x = x2
y1 y y 2
x = x1
y1 y y 2
Let = P dx + Qdy be a 1 differential form defined on R2 . Then, using
Shales property, we obtain

Z
Z
P dx + Qdy =
C
x2
P (x, y1 )dx +
x1
x1
P (x, y2 )dx +
x2
133
y2
Q(x2 , y)dy
y1
y1
Q(x1 , y)dy.
y2
134
5.1. GREEN THEOREM

On the other hand

Z y2 Z x 2
Z Z
Q
Q
(x, y)dxdy =
(x, y)dx dy
x1 x
y1
D x
=
Z
Z
y2
y1
(Q(x2 , y) Q(x1 , y)) dy
y2
y1
Q(x2 , y)dy
y2
Q(x1 , y)dy.
y1
Similarly, we have

Z Z
Z x 2 Z y2
P
P
(x, y)dxdy =
(x, y)dy dx
D y
y1 y
x1
=
Z
Z
x2
x1
(P (x, y2 ) P (x, y1 )) dx
x2
x1
P (x, y2 )dx
x2
P (x, y1 )dx.
x1
Then, we deduce that

Z
Z Z
Q P
P (x, y)dx + Q(x, y)dy =
dxdy
x
y
C
D
By generalizing this result to any compact region (not necessary a rectangle),
we obtain the first Green theorem (also called Green-Riemann formula).
Theorem 5.1.1 Greens theorem Let C be an oriented smooth closed simple curve and let D be the region delimited by C. Let = P (x, y)dx+Q(x, y)dy
be a 1 differential form on R2 , such that P, Q are of class C 1 throughout D.
Then,
P (x, y)dx + Q(x, y)dy =

C
Z Z
D
Q P
x
y
where the integral is calculated in the positive orientation.
dxdy,
Remark 5.1.2 Let be a 1 regular and closed differential form defined on

a bounded domain D R2 . Let C = D be the closed curve delimiting the
domain D. Then, it is easy to see that
Z
Z Z
=
d = 0.
C
135
5.1. GREEN THEOREM
1.4
1.2
B=(1,1)
0.8
0.6
y=x
0.4
0.2
A=(0,0)
y=x
0
0.2
0.2
0.2
0.4
0.6
0.8
1.2
Figure 5.1: The domain of integration delimited by y = x2 and y = x.
Examples 5.1.3 Let us consider some examples

Z
1. We want to calculate the integral
x4 dx + xydy, where C is the curve
C
which delimits the triangle region connecting the points A = (0, 0), B =
(1, 0) and C = (0, 1).
To use the Greens theorem, we consider P = x4 and Q = xy, then we

obtain
x dx + xydy =
C
Z Z
Z
D
1 Z 1x
0Z
1
2
1
=
.
6
=
Q P
x
y
dxdy,
ydydx,
0
1
(1 x)2 dx,
2. Let V = xy i + y 2 j be a vector field in R2 . We want to evaluate the
circulation of V across the curve C which delimits the region bounded

by y = x and y = x2 . The domain of integration D is shown by Figure
5.1. By using formulas relating differential forms and vector fields and
by applying the Greens theorem, the circulation of V across C is given

by
V.dr =
C
,
ZC Z
D
Q P
x
y
dxdy.
136
5.1. GREEN THEOREM
Here, P = xy then
P
Q
= x and Q = y 2 then
= 0. So,
y
x
Z
Z 1Z x
V.dr =
xdydx,
C
Z 0 1 x2
=
x(x x2 )dx,
1
0 3
x4
x
,
= +
3
4 0
1
.
=
12
3. Let = ydx + xdy and let C be the circle of radius 1 centered at the
origin O. We want to calculate the integral of across C. It is easy to
see that the Greens formula gives

Z
Z Z
=
2dxdy.
But,
Z Z
dxdy represents the area of disk centered in the origin and of

D
radius 1. So, this area values . So, finally

Z
V.dr = 2.
C
4. Sometimes, we need to use polar coordinates. For example, let us consider a domain D bounded by the upper half of the circles x2 + y 2 = 1
and x2 + y 2 = 4. the Let = y 2 dx + 3xydy. We want to integrate over
the curve C = D. In fact, the boundary C = D is shown by Figure
5.2. Using the Greens formula, we have

Z
Z Z
Q P
2
y dx + 3xydy =
dxdy,
y
C
Z ZD x
=
ydxdy,
Z ZD 2
(r sin )rdrd,
=
Z0 1 Z 2
=
sin
r2 dr,
0
14
=
.
3
Remark 5.1.4 Greens formula is very useful to use to calculate the area of
any region D. In fact, using Greens formula on D, one can write
Z Z
Z
1
1
2xydxdy =
ydx + xdy.
Area(D) =
2
2 D
D
137
5.1. GREEN THEOREM
Boundary of the upper half ring

2
1.8
1.6
1.4
x+y=4
1.2
1
0.8
x+y=1
0.6
0.4
0.2
0
2
1.5
0.5
0.5
1.5
Figure 5.2: The domain of integration delimited by x2 +y 2 = 1 and x2 +y 2 = 4.
Example 5.1.5 We want to calculate the area inside the ellipse S given by
x2 y 2
+
= 1. So, we have
4
9
Z
1
ydx + xdy.
Area(S) =
2 D
By considering the parametrization
(
x = 2 cos t
y = 3 sin t,
we obtain
Z

1 2
6 sin2 t + 6 cos2 t dt,
Area(S) =
2Z 0
2
= 3
dt,
= 6.
Let = P dx + Qdy be a 1 differential form on R2 and let V be the vector
field associated to . We have seen that the circulation of the vector field V
across an oriented smooth closed simple curve C is given by
Z
Z
Z
V dr =
=
P dx + Qdy.
C
Let us now give the vectorial formulation of the Greens theorem. To achieve
138
5.1. GREEN THEOREM
this goal, we consider the curl operator of V given by

P (x, y)
x

Q P
curlV =
k,
Q(x, y) =
x
y
y
0
z
then we deduce a vectorial expression of the first Greens formula as

Z Z
I
Z Z

curlV. k dxdy =
V dr =
V . k dxdy.
C
This equation expresses the fact that the curvilinear integral of the tangent
component of V across C is equal to the double integral of curlV over the
region D, in the direction of k . (See remark 4.2.9 (3))
Let us see what about the normal component of V .
Let C be parameterized by r(t) = x(t) i + y(t) j , a t b. We recall

that the unit tangent vector is given by
y 0 (t)
x0 (t)
i + 0
j.
T (t) = 0
||r (t)||
||r (t)||
On the other part, the unit outward vector normal to the boundary is given
by
x0 (t)
y 0 (t)
i 0
j.
n (t) = 0
||r (t)||
||r (t)||
It is obtained by rotating the unit tangent vector clockwise by /2. So, we

obtain
Z
C

V .
n (t)||r 0 (t)||dt,

Za b
P (x(t), y(t))y 0 (t) Q(x(t), y(t))x0 (t)
=
||r0 (t)||dt,
0 (t)||
0 (t)||
||r
||r
Za

V .
n ds =
P dy Qdx,
ZC Z
P
Q
+
dxdy, by the first Green formula
=
y
Z ZD x
=
div V dxdy.
=
That is the second formula of the Greens theorem, known as the divergence
formula. It expresses that the curvilinear integral of the normal component of
the vector field V is the double integral of the divergence of V on the region
D. We give it in the following theorem.
139
5.1. GREEN THEOREM
Theorem 5.1.6 Divergence theorem in the plane Let V = P i + Q j
be a given vector field and let D be a bounded region in R2 . Let

n be the unit
outward vector normal to D and let D be the boundary of D. Then, we have
I
Z Z
Z Z
V.nds =
div V dxdy =
. V dxdy.
D
Example 5.1.7 Let V be the vector field associated to the 1 differential
form = xydx + ydy on R2 . We want to evaluate the circulation of V across
the curve C and the flux of V through the region D, where C = D and
D = {(x, y) R2 , x 0, y 0, x2 + y 2 1.}
First of all, using the vectorial form of the Green formula, we deduce
that the circulation of V across C is given by

Z Z
Z Z
Z

curl(V ). k dxdy =
xdxdy.
(5.1)
V .dr =
D
Using polar coordinates, we obtain

Z
Z 3/2 Z

V .dr =
C
1
0
1
r cos rdrd = .
3
Equation 5.1 could be obtained directly using the first Green formula.
Now, using the normal component of V , we have

Z Z
Z Z
Z
V . n ds =
div( V )dxdy =
(y + 1)dxdy.
C
So, the flux of V through D is deduced from polar coordinates too

Z 3/3 Z 1
Z
(r sin + 1)rdrd,
V . n ds =
0
C

Z 3/3
1
=
sin + 1 d,
3

3/2
1
= cos +
,
3
1
+ .
=
2 3
5.1.1
1. Integrate the following differential forms using 2 different methods

Z
(a)
x2 ydx + xy 2 dy, where S = {(x, y) R2 ; x2 + y 2 4.}
S
140
5.2. GAUSSS THEOREM AND STOKESS THEOREM
(b)
ydx + x2 dy, where S is the square with vertices A = (1, 1), B =

S
(1, 1), C = (1, 1) and D = (1, 1).

Z
(c)
(x2 y + x)dx + (y 3 xy 2 )dy, where S is delimited by the two
S
circles x2 + y 2 = 4 and x2 + y 2 = 9.
2. Use Greens theorem to determine the circulation of the vector field V =
(4y3x) i +(x4y) j across the curve delimited the surface x2 +4y 2 = 4.

3. Determine the area delimited by the parameterized curve r(t) = (2 cos3 t, 2 sin3 t),
with t [0, 2].
4. Using Greens formula, evaluate the area delimited by
x2 + y 2 = 1.
x2 y 2
+
= 1 and
9
4
5. (a) Let K be a compact such that (0, 0)

/ K. Apply the Greens theoxdy ydx
rem to =
, on K.
x2 + y 2
(b) What happens if (0, 0) K ?
6. (a) Let = 2ydxZ 3xdy. Use the divergence theorem in the plane
to show that
V
n ds = 0, where C = D and D = {(x, y)
C
R2 , x2 + y 2 1.
(b) Give the outward unit normal vector

n to C and then
Z find the
V
n ds.
previous result by calculating directly the line integral
C
7. Prove that
5.2
3x2 ydx + x3 dy = 0 for any simple closed curve C in R2 .

C
Gausss theorem and Stokess theorem
Let us now, generalize previous results in a 3 dimensional space. So, let
V = P i + Q j + R k be a vector field in R3 . We want to relate double

integrals to triple ones, using the differential form associated to the vector
field V . In fact, we have the following results.

Proposition 5.2.1 Let be a 2 differential form in R3 , which is C 1 . Let S
be a regular and closed surface parameterized by r : D R2 R3 such that

r(s, t) = (x(s, t), y(s, t), z(s, t)). Then we have
Z Z
Z Z Z
=
d.
S
141
(5.2)
Remark 5.2.2 Set = P dy dz + Qdz dx + Rdx dy. Then equation (5.2)
is given by
Z Z
Z Z Z

P dy dz + Qdz dx + Rdx dy =
Px0 + Q0y + Rz0 dxdydz,
S
Z Z ZD
=
div V dxdydz.
D
Moreover, using properties of the wedge product, if V = P i + Q j + R k

is the vector field associated to the differential form = P dy dz + Qdz
dx + Rdx dy, then we obtain the flux divergence theorem (because it defines
the flux of the vector field V over the surface S = D), known as Gauss
theorem. This result is also known as Ostrogradski theorem, because it was
the mathematician Mikhail Ostrogradski that has published this result at 1826.
Theorem 5.2.3 Gauss theorem Let D be a bounded region in R3 . Let S =
D be its smooth, closed and oriented boundary. Let V = P i + Q j + R k

be a C 1 vector field in R3 , whose domain includes D. Then, we have
Z Z
Z Z Z
Z Z Z
V.dS =
div V dxdydz =
. V dxdydz.
D
Examples 5.2.4
1. We want to calculate the flux of V = z i + y j + x k
through the unit sphere x2 + y 2 + z 2 = 1.

Let S be the unit sphere, then using the divergence theorem, we obtain
Z Z
Z Z Z
V.dS =
div V dxdydz.
S
Since, div V = 1, then

Z Z
V.dS =
S
Z Z Z
dxdydz,
S
= V(S),
4
=
.
3
142
2
2. Let V = xy i + (y 2 + exz ) j + sin(xy) k . Let D be the bounded region
in R3 delimited by the parabolic cylinder z = 1 x2 and the planes
z = 0, y = 0, y + z = 2.
We want to evaluate the flux of V through the surface D. The divergence

theorem gives
Z Z
Z Z Z
V.dS =
div V dxdydz,
D
= 3
= 3
= 3
Z Z Z
Z
ydxdydz,
Z 2z
ydydzdx,
D
1x2
Z11 Z0 1x2
1
Z
1
=
2Z
=
0
1
1
1
184
=
.
35
(2 z)2
dzdx,
2

(x2 + 1)3 8 dx,

x6 + 3x4 + 3x2 7 dx,
x i +y j +zk
. We want to evaluate the flux of V through
3. Let V = 2
2
2
3/2
(x + y + z )
the sphere S defined by the equation x2 + y 2 + z 2 = a2 .
By applying the formula of the flux through a surface, we have
Z Z
Z Z
V dS =
(V (X(r, ).N (r, ))drd,
S
where X(r, ) defines a parametrization of S given by

x = r cos ,
y = r sin ,
z =
a2 r 2 .
First of all, let us determine the normal vector N (r, ), as
X
X
,
r
cos
r sin

sin
=
r cos
,
0
a2 r 2
r2 sin
r2 cos
i +
j +rk.
=
2
2
2
2
a r
a r
N (r, ) =
143
We obtain,
3

Z Z
Z Z
1
r cos2
r3 sin2
V dS =
+
+ r a2 r2 drd,
3
2 r2
2 r2
a
a
a
S
Z Z
r
1 2 a
drd,
=
2
a 0
a r2
0
= 2.
Vx Vy Vz
+
+
.
Let us now calculate div V =
x
y
z
It is easy to see that div V = 0. Does this result contradicts the Gausss
theorem?
One can remark that this formulation is more useful to use than the standard
formula of the flux, seen in the previous chapter. However, be careful to apply
Gausss formula with vector fields (or differential forms) which are C 1 in a
domain whose includes the domain of integration D.
Theorem 5.2.5 Stokes theorem Let S be a bounded smooth surface in R3 .

Let S be its boundary supposed to be a C 1 simple closed curve delimiting S.
Let = P dx + Qdy + Rdz be a C 1 differential form of degree 1, defined on a
domain included in S. Then
=
S
Z Z
d.
S
Remark 5.2.6 Using a vector representation, Stokes theorem can be seen as:
Let V be the C 1 vector field associated to = P dx + Qdy + Rdz defined on
a domain that includes S, where S is a bounded smooth surface in R3 . Then,

we have
Z Z
curlV dS =
S
Z Z
V dS =
V dr
S
Proof. To fix the ideas, we propose to give a simplified proof of the Stokes
theorem.
Let us suppose that the surface S is parameterized by the equation z =
f (x, y), (x, y) D, where f is regular enough. Let C be the curve that delim-
ites the domain D.
Let V = P i + Q j + R k be the vector field associated to . We suppose

that P, Q, R have continuous partial derivatives. Then,
Z Z
curlV dS =
S
Z Z
On the other part, let
144
(Ry0 Q0z )dy dz + (Pz0 Rx0 )dz dx + (Q0x Py0 )dx dy.
(5.3)
x = x(t)
y = y(t)
z = f (x(t), y(t))
be a parametrization of S, with a t b. Then, we have

Z
Z b
dx
dy
dz
P
V dr =
dt,
+Q +R
dt
dt
S

Za b dt
dy
dx
z x z y
+Q +R
+
dt,
=
P
dt
dt
x
t
y
t
a

Z b
z dx
z dy
P +R
=
dt,
+ Q+R
x
y
dt
dt
Za
z
z
=
P +R
dx + Q + R
dy.
x
y
C
By Greens formula, we obtain

Z
Z Z
Q+R
P +R
,
V dr =
y
y
x
S
Z ZD x
Q Q z R z R z z
+
+
+
=
z x
x y
z x y
D x
P
P z R z
2z
+R
xy
y
z y
y x
R z z
2z
R
.
z y x
yx
Z Z
curlV given by equation 5.3.

The expression founded is exactly
Examples 5.2.7
2
2
1. Let = y
Z dx + xdy + z dz be a 1 differential form
on R3 . We want to calculate
where C is the curve which delimits the
surface intercepted by the plane y + z = 2 and the cylinder x2 + y 2 = 1.
First of all, let us consider the vector field V associated to . Then,
V = y 2 i + x j + z 2 k .
Using Stokes theorem, we have
Z
Z
Z Z
curlV.
=
V dr =
S

Since
then

curlV =

=
S
Z Z
145

i
j
k
= (1 + 2y) k ,
x y z

y 2 x
z2
curlV dS =
Z Z

curl(X(r, )).N (r, ) drd,
where X(r, ) is the parametrization of S given by x = r cos , and y =

r sin , with r [0, 1] and [0, 2], it easy to see that
N (r, ) = r j + r k ,
so
=
S
2
0
= .
r (1 + 2r sin ) drd,
0
2. Let
Z V = (2z y) i + (x + z) j + (3x 2y) k . We want to calculate
using Stokes theorem, where is the differential form associated
S
to V and S is the paraboloid z = 9 x2 y 2 defined over the disk in the

xy plane of radius 3.
First of all, we have

j
k
i

curlV =
x
y
z

2z y x + z 3x 2y

= 3 i j + 2 k .

On the other part, as S is defined here by the graph z = 9 x2 y 2 then

N = zx i zy j + k ,

= 2x i + 2y j + k .
We deduce that
=
S
Z Z
6x 2y + 2dxdy.
Since x 6x and y 2y are odd functions on opposite boundaries,

so
=
S
Z Z
2dxdy,
= 18.
146
Let us note that here, the circulation across the curve C = S is easily
determined by taking directly the usual parametrization and by considering the formula
with r(t), t [0, 2] is
5.2.1
V dr =
C
V (r(t))r 0 (t)dt,
0
x(t) = 3 cos t
y(t) = 3 sin t
z
= 0
1. Use 2 different methods to evaluate the circulation of the following vector

fields across the given curve C
(a) V = xz i + yz j + (x2 + y 2 ) k , such that C is the boundary of the

surface x2 + y 2 + 5z = 1, z 0.
(b) V = x i + y j + z k , such that C is the boundary of the surface

p
x = 16 y 2 z 2 .
2. Use the Stokess theorem in the following cases

(a) V = z i +x j +y k and S is parameterized by X(r, ) = (r cos , r sin , ), r
[0, 1], [0, /2].
(b) V = (2y z) i + (x + y 2 z) j + (4y 3x) k and S is defined by

x2 + y 2 + z 2 = 4, z 0.
3. Verify the Gauss theorem in the following examples

(a) = xdx+ydy +zdz with D = {(x, y, z) R3 : 0 z 9x2 y 2 }.
(b) = (y x)dx + (y z)dy + (x y)dz with D = [0, 1] [0, 1] [0, 1].
4. Calculate the flux of V = z i + y j + x k through the unit sphere

x2 + y 2 + z 2 = 1.
2
5. Calculate the flux of V = xy i + (y 2 + exz ) j + sin(xy) k through the
surface S, bounded by the paraboloid cylinder z = 1 x2 and the planes
z = 0, y = 0 and y + z = 2.
147
6. Using the theorem of Ostrogradski, calculate

Z Z
(z 2 + 3x)dy dz (y + 4x3 )dz dx + (y 2 + 2z)dx dy,
S
where S is the surface delimited by x = 1, x = 1, y = 0, y = 2, z =

1, z = 0.
Bibliography
[1]
S. J. Colley, Vector Analysis, 4th edition, Pearson, 2012.
[2]
C.H Edwards, Advanced Calculus, Dover pulications, 1973.
[3]
W. Kaplan, Advanced Calculus, Addison publishing, 1993.
[4]
J. Stewart, Multivariable Calculus, 6th edition, Brooks/Cole 2008.
[5] S.H. Weintraub, Differential Forms, A Complement to Vector Calculus, Academic Press, 1997.
148

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50

1 Functions of several variables

Limits and continuity of functions of several variables . . . . . .

Introduction to functions of several variables . . . . . . .

Exercises Section 1.1.1 . . . . . . . . . . . . . .

Limits and continuity notions . . . . . . . . . . . . . . .

Some geometrical examples of functions of several variables 12

Exercises Section 1.1.3 . . . . . . . . . . . . . . 14

Differentiable functions of several variables . . . . . . . . . . . . 17

Partial derivatives and differentiability . . . . . . . . . . 17

Exercises Section 1.2.1 . . . . . . . . . . . . . . 23

Chain rule, directional derivatives and gradient vector . . 25

Exercises Section 1.1.2 . . . . . . . . . . . . . . 11

Exercises Section 1.2.2 . . . . . . . . . . . . . . 32

Multi-variable Taylor series and Jacobian matrix . . . . . 34

Taylor series for functions with several variables 34

Jacobian matrix and determinant . . . . . . . . 36

Exercises Section 1.2.3 . . . . . . . . . . . . . . 40

Inversion theorem and theorem of implicit functions . . . . . . . 41

Theorem of implicit functions . . . . . . . . . . . . . . . 46

Exercises Section 1.3 . . . . . . . . . . . . . . . . . . . . 48

Vector fields, scalar fields and gradient fields . . . . . . . . . . . 50

Exercises Section 5.2 . . . . . . . . . . . . . . . . . . . . 58

Combined operators and properties . . . . . . . . . . . . . . . . 59

Exercises Section 5.1 . . . . . . . . . . . . . . . . . . . . 54

Divergence and Curl of vector fields . . . . . . . . . . . . . . . . 55

Exercises Section 4.1.3 . . . . . . . . . . . . . . . . . . . 64

Orthogonal curvilinear coordinates . . . . . . . . . . . . . . . . 65

Exercises Section 4.1.4 . . . . . . . . . . . . . . . . . . . 69

Differential operators in orthogonal coordinates . . . . . . . . . 70

The gradient in an orthogonal curvilinear coordinates

The divergence in an orthogonal curvilinear coordinates

Expression of the Laplacian in cylindrical and spherical

The curl operator in cylindrical and spherical coordinates 79

Exercises Section 2.5 . . . . . . . . . . . . . . . . . . . . 80

Double integrals on general domains . . . . . . . . . . . 84

Double integrals and change of variables . . . . . . . . . 85

Exercises Section 3.1 . . . . . . . . . . . . . . . . . . . . 88

Exercises Section 3.2 . . . . . . . . . . . . . . . . . . . . 93

Differential forms in dimension 1, 2 and 3 . . . . . . . . . . . . . 96

Algebra of differential forms . . . . . . . . . . . . . . . . 96

Exercises Section 5.1 . . . . . . . . . . . . . . . 100

Exterior differential of differential forms . . . . . . . . . 101

Differential Forms & Vector Analysis

Closed and exact differential forms . . . . . . . . . . . . 105

Exercises Section 4.1.3 . . . . . . . . . . . . . . 107

Vector fields and differential forms

Exercises Section 4.1.2 . . . . . . . . . . . . . . 104

Exercises Section 4.1.4 . . . . . . . . . . . . . . 112

Integration of differential forms . . . . . . . . . . . . . . . . . . 113

Integrals of 0 forms . . . . . . . . . . . . . . . . . . . . 114

Exercises Section 4.2.2 . . . . . . . . . . . . . . 124

Integrals of 2 differential forms

Exercises Section 4.2.1 . . . . . . . . . . . . . . 115

Integrals of 1 forms . . . . . . . . . . . . . . . . . . . . 116

Exercises Section 4.2.4 . . . . . . . . . . . . . . 132

5 Vector Analysis and Applications

Green theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 133

Exercises Section 4.2.3 . . . . . . . . . . . . . . 130

Integrals of 3 differential forms

Exercises Section 5.1 . . . . . . . . . . . . . . . . . . . . 139

Gausss theorem and Stokess theorem . . . . . . . . . . . . . . 140

Exercises Section 5.2 . . . . . . . . . . . . . . . . . . . . 146

Differential Forms & Vector Analysis

> 0, > 0; ||X X0 || < |f (x, y) L| < .