Professional Documents
Culture Documents
Vladimir V. Kisil
22nd May 2003
Chapter 1
General Information
This is an online manual is designed for students. The manual is available at
the moment in HTML with frames (for easier navigation), HTML without
frames and PDF formats. Each from these formats has its own advantages.
Please select one better suit your needs.
There is on-line information on the following courses:
Calculus I.
Calculus II.
Geometry.
1.1
Web page
There is a Web page which contains this course description as well as other
information related to this course. Point your Web browser to
http://maths.leeds.ac.uk/ kisilv/courses/math152.html
1.2
1.3
Topics
1 General Information 1.1 Web page
1.2 Course description and Schedule 1.3 Warnings and Disclaimers 9 Infinite Series 9.5 A
brief review of series 9.6 Power Series 9.7 Power
Series Representations of Functions 9.8 Maclaurin
and Taylor Series 9.9 Applications of Taylor Polynomials 11 Vectors and Surfaces 11.2 Vectors
in Three Dimensions 11.3 Dot Product 11.4 Vector Product 11.5 Lines and Planes 11.6 Surfaces
12 Vector-Valued Functions Vector-Valued Functions 12.1 Limits, Derivatives and Integrals 13 Partial Differentiation 13.1 Functions of Several Variables 13.2 Limits and Continuity 13.3 Partial Derivatives 13.4 Increments and Differentials 13.5 Chain
Rules 13.6 Directional Derivatives 13.7 Tangent
Planes and Normal Lines 13.8 Extrema of Functions of Several Variables 13.9 Lagrange Multipliers 14 Multiply Integrals 14.1 Double Integrals 14.2 Area and Volume 14.3 Polar Coordinates
14.4 Surface Area 14.5 Triple Integrals 14.7 Cylindrical Coordinates 14.8 Spherical Coordinates
15 Vector Calculus 15.1 Vector Fields 15.2 Line
Integral 15.3 Independence of Path 15.4 Greens Theorem 15.5 Surface Integral 15.6 Divergence Theorem
15.7 Stokes Theorem
Contents
1 General Information
1.1 Web page . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Course description and Schedule . . . . . . . . . . . . . . . . .
1.3 Warnings and Disclaimers . . . . . . . . . . . . . . . . . . . .
9 Infinite Series
9.5 A brief review of series . . . . . . . . . . .
9.6 Power Series . . . . . . . . . . . . . . . . .
9.7 Power Series Representations of Functions
9.8 Maclaurin and Taylor Series . . . . . . . .
9.9 Applications of Taylor Polynomials . . . .
11 Vectors and Surfaces
11.2 Vectors in Three Dimensions
11.3 Dot Product . . . . . . . . .
11.4 Vector Product . . . . . . .
11.5 Lines and Planes . . . . . .
11.6 Surfaces . . . . . . . . . . .
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12 Vector-Valued Functions
22
Vector-Valued Functions . . . . . . . . . . . . . . . . . . . . . . . . 22
12.1 Limits, Derivatives and Integrals . . . . . . . . . . . . . . . . . 23
13 Partial Differentiation
13.1 Functions of Several Variables . .
13.2 Limits and Continuity . . . . . .
13.3 Partial Derivatives . . . . . . . .
13.4 Increments and Differentials . . .
13.5 Chain Rules . . . . . . . . . . . .
13.6 Directional Derivatives . . . . . .
13.7 Tangent Planes and Normal Lines
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26
26
27
28
30
30
31
32
CONTENTS
13.8 Extrema of Functions of Several Variables . . . . . . . . . . . 33
13.9 Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . . . . 34
14 Multiply Integrals
14.1 Double Integrals . . . . .
14.2 Area and Volume . . . .
14.3 Polar Coordinates . . . .
14.4 Surface Area . . . . . . .
14.5 Triple Integrals . . . . .
14.7 Cylindrical Coordinates
14.8 Spherical Coordinates . .
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35
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37
37
39
39
40
41
15 Vector Calculus
15.1 Vector Fields . . . .
15.2 Line Integral . . . . .
15.3 Independence of Path
15.4 Greens Theorem . .
15.5 Surface Integral . . .
15.6 Divergence Theorem
15.7 Stokes Theorem . .
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43
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Chapter 9
Infinite Series
9.5
We refer to the chapter Infinite Series of the course Calculus I for the review
of the following topics.
(i). Sequences of numbers
(ii). Convergent and Divergent Series
(iii). Positive Term Series
(iv). Ratio and Root Test
(v). Alternating Series and Absolute Convergence
9.6
Power Series
rn =
n=0
1
.
1r
X
b n x n = b 0 + b 1 x + b 2 x2 + + b n xn + ,
n=0
n=0
This power series is obtained from the series in Definition 9.6.1 by replacement of x by x d. We could obtain a description of convergence of
this series by replacement of x by x d in Theorem 9.6.3.
The following exercises should be solved in the following way:
(i). Determine the radius r of convergence, usually using Ratio test or Root
Test.
(ii). If the radius r is finite and nonzero determine if the series is convergent
at points x = r, x = r. Note that the series could be alternating at
one of them and apply Alternating Test.
Exercise 9.6.5 Find the interval of convergence of the power series:
X
1
xn ;
2
n +4
X 10n+1
xn ;
32n
X 10n
xn ;
n!
X n
(x 1)2n ;
32n1
9.7
1
xn ;
ln(n + 1)
X (3n)!
xn ;
(2n)!
X 1
(x + 3)n ;
2n + 1
X
1
(3x + 4)n ;
3n + 4
P
As we have seen in the previous
a power series
bn xn could define
P section
a convergent infinite series
bn cn for all c (r,
P r) nwhich has a sum f (c).
Thus the power series define a function f (x) =
bn x with domain (r, r).
We call it the power series representation of f (x). Power series are used in
calculators and computers.
P
Example 9.7.1 Find function represented by (1)k xk .
The following theorem shows that integration and differentiations could be
done with power series as easy as with polynomials:
P
Theorem 9.7.2 Suppose that a power series
bn xn has a radius of convergence r > 0, and let f be defined by
f (x) =
X
n=0
b n xn = b 0 + b 1 x + b 2 x2 + + b n xn +
10
X
=
nbn xn1 ;
(9.7.1)
n=1
f (t) dt = b0 x + b1
0
x2
x3
xn+1
+ b2 + + bn
+
2
3
n+1
(9.7.2)
X
bn n+1
x .
=
n+1
n=0
1
.
(1+x)2
ex = 1 +
X xn
x x2 x3
+
+
+ =
.
1
2!
3!
n!
n=0
Proof.
The proof follows from observation that the power series f (x) =
P xn
satisfies to the equation f 0 (x) = f (x) and the only solution to this
n!
equation with initial condition f (0) = 1 is f (x) = ex .
Corollary 9.7.5
e=1+
1
1
1
+ + + .
1! 2! 3!
f (x) = x2 e(x ) ;
f (x) = x4 arctan(x4 ).
9.8
11
We find several power series representation of functions in the previous section by a variety of different tools. Could it be done in a regular fashion?
Two following theorem give the answer.
Theorem 9.8.1 If a function f has a power series representation
f (x) =
bn xn
k=0
with radius of convergence r > 0, then f (k) (0) exists for every positive integer
k and
X
f 0 (0)
f 00 (0) 2
f (n) (0) n
f (n) (0) n
f (x) = f (0) +
x+
x + +
x + =
x
1!
2!
n!
n!
n=0
Theorem 9.8.2 If a function f has a power series representation
f (x) =
bn (x d)n
k=0
with radius of convergence r > 0, then f (k) (d) exists for every positive integer
k and
X
f 0 (d)
f 00 (d)
f (n) (d)
f (n) (d)
2
n
f (x) = f (d)+
(xd)+
(xd) + +
(xd) + =
(xd)n
1!
2!
n!
n!
n=0
Exercise 9.8.3 Find Maclaurin series for:
1
.
1 2x
Remark 9.8.4 It is easy to see that linear approximation formula is just
the Taylor polynomial Pn (x) for n = 1.
f (x) = sin 2x;
f (x) =
The last formula could be split to two parts: the nth-degree Taylor polynomial Pn (x) of f at d:
f 0 (d)
f 00 (d)
f (n) (d)
(x d) +
(x d)2 + +
(x d)n
1!
2!
n!
and the Taylor remainder
Pn (x) = f (d) +
f (n+1) (z)
Rn (x) =
(x d)n+1 ,
(n + 1)!
where z (d, x). Then we could formulate a sufficient condition for the
existence of power series representation of f .
12
for every x in the interval, then f (x) is represented by the Taylor series for
f (x) at d.
Example 9.8.6 Let f be the function defined by
1/x2
e
if x 6= 0;
f (x) =
0
if x = 0,
then f cannot be represented by a Maclaurin series.
Exercise 9.8.7 Show that for function f (x) = ex
lim Rn (x) = 0
x2n+1
sinh x
(, )
(2n+1)!
Pn=0
x2n
cosh x
(, )
n=0
P (1)(2n)!
n x2n+1
arctan x
[1, 1]
n=0
2n+1
Exercise 9.8.8 Find Maclaurin series for sin2 x.
Exercise 9.8.9 Find a series representation of ln x in powers of x 1.
Exercise 9.8.10 Find first three terms of the Taylor series for f at d:
f (x) = arctan x,
d = 1;
f (x) = csc x,
d = /3.
9.9
13
a = 0.9.
Exercise 9.9.2 Find the Taylor formula with remainder for the given f (x),
d and n.
f (x) = e1 ;
f (x) = 3 x;
d = 1, n = 3.
d = 8, n = 3.
Chapter 11
Vectors and Surfaces
11.2
x1 + x2 y1 + y2 z1 + z2
,
,
2
2
2
(iii). An equation of a sphere of radius r and center P0 (x0 , y0 , z0 ) is
(x x0 )2 + (y y0 )2 + (z z0 )2 = r2 .
We define vector a = (a1 , a2 , a3 ) in the three dimensional case as a transformation which maps point (x, y, z) to (x + a1 , y + a2 , z + z3 ). Vectors could
be added and multiplied by a scalar according to the rules:
a + b = (a1 + b1 , a2 + b2 , a3 + b3 );
ca = (ca1 , ca2 , ca3 );
14
15
j = (0, 1, 0),
k = (0, 0, 1).
It is obvious that
a = (a1 , a2 , a3 ) = a1 i + a2 j + a3 k.
The magnitude of vector is defined to be
q
kak = a21 + a22 + a23 .
16
11.3
Dot Product
Besides addition of vectors and multiplication by the scalar there two different
operation which allows to multiply vectors.
Definition 11.3.1 The dot product (or scalar product, or inner product) ab
is
a b = a1 b1 + a2 b2 + a3 b3 .
Theorem 11.3.2 Properties of the dot product are:
(i). a a = kak2 .
(ii). a b = b a.
(iii). a (b + c) = a b + a c.
(iv). (ma) b = ma b = a (mb).
(v). 0 a = 0.
Definition 11.3.3 Let a and b be nonzero vectors.
(i). If b 6= ca then angle between a and b is the angle of triangle defined
by them.
(ii). If b = ca then = 0 if c > 0 and = if c < 0.
Vectors are orthogonal or perpendicular if = /2. By a convention 0 is
orthogonal and parallel to any vector.
Theorem 11.3.4 For nonzero a and b:
a b = kak kbk cos .
Corollary 11.3.5 For nonzero a and b:
cos =
ab
.
kak kbk
17
1
b
kbk
Definition 11.3.9 The work done by a constant force a as its point of application moves along the vector b is a b.
11.4
Vector Product
a1 a2
b1 b2 = a1 b2 a2 b1 .
A determinant of
c1 c2
a1 a2
b1 b2
order 3 is defined by
c3
a1 a3
a1 a2
a
a
2
3
c
c +
c .
a3 =
b2 b3 1 b1 b3 2 b1 b2 1
b3
i j k
a b = a1 a2 a3
b1 b2 b3
a2 a3
a1 a3
a1 a2
i
=
b1 b3 j + b1 b2 k.
b2 b3
Theorem 11.4.3 The vector a b is orthogonal to both a and b.
Theorem 11.4.4 If is the angle between nonzero vectors a and b, then
ka bk = kak kbk sin .
Corollary 11.4.5 Two vectors a and b are parallel if and only if a b = ~0.
Exercise 11.4.6 Compile the multiplication table for vectors i, j, k.
18
Be careful, because:
ij =
6
ji
(i j) j =
6
i (j j).
Theorem 11.4.7 Properties of the vector product are
(i). a b = (b a).
(ii). (ma) b = m(a b) = a (mb).
(iii). a (b + c) = a b + a c.
(iv). (a + b) c = a c + b c.
(v). (a b) c = a (b c).
(vi). a (b c) = (a c)b (a b)c.
Dot and vector products related to geometric properties.
Exercise 11.4.8 Prove that the distance from a point R to a line l is given
by
~
P
Q
P
R
.
d=
~
P Q
Exercise 11.4.9 Prove that the volume of the oblique box spanned by three
vectors a, b, c is |(a b) c|.
11.5
Theorem 11.5.1 Parametric equation for the line through P1 (x1 , y1 , z1 ) parallel to a = (a1 , a2 , a3 ) are
x = x1 + a1 t,
y = y1 + a2 t,
z = z1 + a3 t;
t R.
Note that we obtain the same line if we use any vector b = ca, c 6= 0.
Corollary 11.5.2 Parametric equation for the line through P1 (x1 , y1 , z1 )
and P2 (x2 , y2 , z2 ) are
x = x1 + (x2 x1 )t,
y = y1 + (y2 y1 )t,
z = z1 + (z2 z1 )t;
t R.
19
20
~
h = compn P0 P1 ,
where n = (a, b, c) and P1 any point on the plane.
Exercise 11.5.14 Show that planes 3x+12y6z = 2 and 5x+20y10z =
7 are parallel and find distance between them.
Exercise 11.5.15 Find an equation of the plane that contains the point
P (4, 3, 0) and line x = t + 5, y = 2t 1, z = t + 7.
Exercise 11.5.16 Show that distance between two lines defined by points
P1 , Q1 and P2 , Q2 is given by the formula
~
d = compn P1 P2 ,
P1~Q1 P2~Q2
.
n=
~
~
P1 Q1 P2 Q2
Exercise 11.5.17 Find the distance between point P (3, 1, 1) and line x =
1 + 4t, y = 3 t, z = 3t.
11.6
Surfaces
11.6. SURFACES
21
x2 y 2 z 2
2 + 2 = 1.
a2
b
c
Chapter 12
Vector-Valued Functions
Definition 12.0.10 Let D be a set of real numbers. A vector-valued function r with domain D is a correspondence that assigns to each number t in
D exactly one vector r(t) in R3 .
Theorem 12.0.11 If D is a set of real numbers, then r is a vector-valued
function with domain D if and only if there are scalar function f , g, and h
such that
r(t) = f (t) i + g(t) j + h(t) k.
Exercise 12.0.12 Sketch the two vectors
r(t) = t i + 3 sin tj + 3 cos t k,
r(0), r(/2).
y = g(t),
z = z(t).
0 t 4.
y = g(t),
z = z(t),
22
atb
23
and if C does not intersect itself, except possibly for t = a and t = b, then
the length L of C is
Z bp
L=
[f 0 (t)]2 + [g 0 (t)]2 + [h0 (t)]2 dt.
a
12.1
All definitions and results in this section are in close relation with the theory
of scalar-valued function Calculus I. We advise to refresh Chapters on Limits
and Derivative from Calculus I course.
Definition 12.1.1 Let r(t) = f (t)i + g(t)j + h(t)k. The limit r(t) as t
approaches a is
h
i
h
i
h
i
lim r(t) = lim f (t) i + lim g(t) j + lim h(t) k.
ta
ta
ta
ta
Particularly r(t) is continuous iff f (t), g(t), and h(t) are continuous. Similarly
we define derivative
Definition 12.1.3 Let r be a vector-valued function. The derivative is the
vector-valued function r0 defined by
1
[r(t + t) r(t)]
t0 t
r0 (t) = lim
24
Exercise 12.1.4 Find the domain, first and second derivatives of the functions:
1
3
r(t) =
t i + j + et k;
t
r(t) = ln(1 t) i + sin t j + t2 k.
Theorem 12.1.5 Let r(t) = f (t)i + g(t)j + h(t)k and f , g, and h are differentiable, then
r0 (t) = f 0 (t) i + g 0 (t) j + h0 (t) k.
The geometric meaning is as expectedthis is tangent vector to the curve
defined by r.
Exercise 12.1.6 Find parameter equation for the tangent line to C at P :
x = et ,
y = tet ,
z = t2 + 4;
P (1, 0, 4).
Z b
Z b
Z b
r(t) dt =
f (t) dt i +
g(t) dt j +
h(t) dt k.
a
b
a
25
Chapter 13
Partial Differentiation
13.1
It is common that real-world quantities depend from many different parameters. Mathematically we describe them as functions of several variables.
We start from definition of functions of two variables.
Definition 13.1.1 Let D be a set of ordered pairs of real numbers. A function of two variables f is a correspondence that assigns to each pair (x, y) in
D exactly one real number, denoted by f (x, y). The set D is the domain of
f . The range of f consists of all real numbers f (x, y), where (x, y) D.
Exercise 13.1.2 Describe domain of f and find its values:
f (r, s) =
1 r er/s ; f (1, 1), f (0, 4), f (3, 3)
f (x, y, z) = 2 + tan x + y tan z; f (/4, 4, /6), f (0, 0, 0).
Exercise 13.1.3 Sketch graph of f :
p
f (x, y) = 2 2x x2 y 2 ,
f (x, y) = 3 x 3y.
k = 4, 1, 4.
Exercise 13.1.5 (i). Find the equation of level surface of f that contains
the point P .
f (x, y, z) = z 2 y + x; P (1, 4, 2).
(ii). Describe the level surface of f for given k:
f (x, y, z) = z + x2 + 4y 2 ,
26
k = 6, 6, 12.
13.2
27
(x,y)(a,b)
y2 + x
.
(x,y)(1,3) (x 1)(y + 2)
lim
lim
3xy
.
+ 2y 4
(x,y)(0,0) 5x4
(x,y)(a,b)
,
f (x, y) = xy tan z.
f (x, y) = 2
2
x y
Definition 13.2.7 Let a function f of two variables be defined throughout
the interior of a circle with center (a, b, c), except possibly at (a, b, c) itself.
The statement
lim
(x,y,z)(a,b,c)
28
13.3
Partial Derivatives
2
f (r, s, v, p) = r3 tan s + se(v ) v cos 2p;
f (x, y) = ex ln xy;
f (x, y, z) = xyz exyz .
29
000
Exercise 13.3.4 If v = y ln(x2 + z 2 ), find vzzy
.
f (x, y) =
x2
;
x+y
f (x, y) =
x2 + y 2 + z 2 .
Review
Exercise 13.3.7 Find the interval of convergence of the power series:
X
(1)n
3n
(x 4)n ;
n!
X
en+1
(1)n n (x 1)n .
n
f (x) = x2 ln(1 + x2 );
f (x) = arctan x.
Exercise 13.3.9 Find all values of c such that a and b are orthogonal a =
4i + 2j + ck, and b = i + 22j 3ck.
Exercise 13.3.10 Find the volume of the box having adjacent sides AB,
AC, AD: A(2, 1, 1), B(3, 0, 2), C(4, 2, 1), D(5, 3, 0).
Exercise 13.3.11 Find an equation of the plane through P (4, 1, 6) and
having the same trace in xz-plane as the plane x + 4y 5z = 8.
30
Exercise 13.3.12 Find arc length of the curve: x = 2t, y = 4 sin 3t, z =
4 cos 3t; 0 t 2.
Exercise 13.3.13 Find a parametric Al equation of the tangent line to curve
x = t sin t, y = t cos t, z = t; at P (/2, 0, /2).
Exercise 13.3.14 Show that limit does not exist.
(x 2)yz 2
lim
.
(x,y,z)(2,0,0) (x 2)4 + y 4
13.4
13.5
Chain Rules
31
13.6
Fx0 (x, y)
.
Fy0 (x, y)
Directional Derivatives
P (1, 2),
1
u = (i + 3j).
2
32
P (0, /4).
From gradient form of directional derivative easily follows the following theorem:
Theorem 13.6.6 Let f be a function of two variables that is differentiable
at the point P (x, y).
(i). The maximum value of Du is kf (x, y)k.
(ii). The maximum rate of increase of f (x, y) occurs in direction of f (x, y).
(iii). The minimum value of Du is kf (x, y)k.
(iv). The minimum rate of increase of f (x, y) occurs in direction of f (x, y).
Similarly directional derivatives and gradients could be defined for functions
of three variables.
Exercise 13.6.7 Find directional derivative at P in the direction to Q. Find
directions of maximal and minimal increase of f .
f (x, y, z) =
13.7
x y
,
y z
P (0, 1, 2),
Q(3, 1, 4).
Theorem 13.7.1 Suppose that F (x, y, z) has continuous first partial derivatives and that S is the graph of F (x, y, z) = 0. If P0 is a point on S and if
Fx0 , Fy0 , Fz0 are not all 0 at P0 , then the vector F ]P0 is normal to the tangent
plane to S at P0 . And equation of the tangent plane is
Fx0 (x0 , y0 , z0 )(x x0 ) + Fy0 (x0 , y0 , z0 )(y y0 ) + Fz0 (x0 , y0 , z0 )(z z0 ) = 0.
33
13.8
The definition of local maximum, local minimum, which are local extrema,
are the same as for function of one variable.
Definition 13.8.1 Let f be a function of two variables. A pair (a, b) is a
critical point of f if either
(i). fx0 (a, b) = 0 and fy0 (a, b) = 0, or
(ii). fx0 (a, b) or fy0 (a, b) does not exist.
Definition 13.8.2 Let f be a function of two variables that has continuous
second partial derivatives. The discriminant D of f is given by
00
00
fxx fxy
00 00
00 2
If a critical point with existent partial derivatives is not a local extrema then
it is called saddle point. We could determine them by determinant:
Theorem 13.8.4 Let f have continuous second partial derivatives throughout an open disk R containing an critical point (a, b) with existent derivatives.
If D(a, b) is negative, then (a, b) is a saddle point.
34
Exercise 13.8.7 Find three positive real numbers whose sum is 1000 and
whose product is a maximum.
13.9
Lagrange Multipliers
Theorem 13.9.1 Suppose that f and g are functions of two variables having
continuous first partial derivatives and that g 6= 0 throughout a region. If
f has an extremum f (x0 , y0 ) subject to the constraint g(x, y) = 0, then there
is a real number such that
f (x0 , y0 ) = g(x0 , y0 ).
By other words they are among solution of the system
0
fx (x, y) = gx0 (x, y)
f 0 (x, y) = gy0 (x, y) .
y
g(x, y) = 0
Exercise 13.9.2 Find the extrema of f subject to the stated constrains
f (x, y) = 2x2 + xy y 2 + y;
2x + 3y = 1.
Chapter 14
Multiply Integrals
We consider the next fundamental operation of calculus for functions of several variables.
14.1
Double Integrals
The definite integral of a function of one variable was defined using using
Riemann sum. We could apply the same idea for definition of definite integral
for a function of several variables.
Definition 14.1.1 Let f be a function of two variables that is defined on a
region R. The double integral of f over R, is
ZZ
X
f (x, y) dA = lim
f (xk , yk )A,
R
kP k0
provided the limit exists for the norm of the partition tensing to 0.
The following is similar to geometrical meaning of definite integral
Definition 14.1.2 (Geometrical Meaning of Double Integral) Let f be
a continuous function of two variables such that f (x, y) is nonnegative for
every (x, y) in a region R. The volume V of the solid that lies under the
graph of z = f (x, y) and over R is
ZZ
V =
f (x, y) dA.
R
Double integral has the following properties (see one variable case).
35
36
Theorem 14.1.3
(i).
ZZ
ZZ
cf (x, y) dA = c
f (x, y) dA.
(ii).
ZZ
ZZ
ZZ
f (x, y) dA +
g(x, y) dA
(iii). If R = R1 R2 and R1 R2 =
ZZ
ZZ
ZZ
f (x, y) dA =
f (x, y) dA +
R
R1
f (x, y) dA
R2
RR
R
f (x, y) dA 0.
g1 (x)
x+1
RR
x3
x2 4
14.2
37
From geometric meaning of double integrals we see that they are usable for
finding volumes (and areas).
Exercise 14.2.1 Describe surface and region related to
Z
1
0
1x2
(x2 + y 2 ) dy dx.
3x
14.3
38
g1 ()
h2 (r)
f (r, )r d dr.
h1 (r)
Exercise 14.3.5 Use double integral to find the area inside r = 2 2 cos
and outside r = 3.
Exercise 14.3.6 Use polar coordinates to evaluate the integral
ZZ
x2 (x2 + y 2 )3 dA
R
R is bounded by semicircle y =
Exercise 14.3.7 Evaluate
Z aZ
0
a2 x2
14.4
39
Surface Area
Theorem 14.4.1 The surface area of the graph z = f (x, y) over the region
R is given by
ZZ q
A=
[fx0 (x, y)]2 + [fy0 (x, y)]2 + 1 dA.
R
Exercise 14.4.2 Setup a double integral for the surface area of the graph
x2 y 2 + z 2 = 1 over the square with vertices (0, 1), (1, 0), (1, 0), (0, 1).
Exercise 14.4.3 Find the area of the surface z = y 2 over the triangle with
vertices (0, 0), (0, 2), (2, 2).
Exercise 14.4.4 Find the area of the first-octant part of hyperbolic paraboloid z = x2 y 2 that is inside the cylinder x2 + y 2 = 1.
14.5
Triple Integrals
Z Z "Z
=
k2 (x,y)
f (x, y, z) dz dA
R
Z bZ
k1 (x,y)
h2 (x)
k2 (x,y)
f (x, y, z) dz dy dz.
a
h1 (x)
k1 (x,y)
Z
2
z2
xz
z dy dx dz.
1
x+z
40
z3
Theorem 14.5.6 Mass of a lamina with an area mass density (x, y) is given
by
ZZZ
(x, y) dA
m=
R
14.7
Cylindrical Coordinates
y = r sin , z = z,
x
= x2 + y 2 , tan = .
y
41
(ii). x2 + z 2 = 9.
Theorem 14.7.4 Evaluation of triple integral in cylindrical coordinates:
ZZZ
Z Z g2 () Z k2 (r,)
f (r, , z) dV =
f (r, , z) dz dr d.
Q
g1 ()
k1 (r,)
14.8
p
x2 + y 2 , the cylinder
Spherical Coordinates
z = cos
x2 + (y 2)2 = 4;
x2 + z 2 = 9.
Exercise 14.8.6 Find volume of the solid that lies outside the cone z 2 =
x2 + y 2 and inside the sphere x2 + y 2 + z 2 = 1.
42
Chapter 15
Vector Calculus
15.1
Vector Fields
We could make one more step after vector valued functions and function of
several variables.
Definition 15.1.1 A vector field in three dimensions is a function F whose
domain D is a subset of R3 and whose range is is a subset of V3 . If (x, y, z)
is in D, then
F(x, y, z) = M (x, y, z)i + N (x, y, z)j + P (x, y, z)k.
where M , N , and P are scalar functions.
Exercise 15.1.2 Plot the vector field F(x, y) = yi + xj.
Example of vector field is as follows:
Definition 15.1.3 Let r = xi+yj+zk. A vector field F is an inverse square
field if
c
F(x, y, z) =
r.
krk3
Examples of inverse square field are given by Newtons law of gravitation and
Couloms law of charge interaction.
Definition 15.1.4 A vector filed F is conservative if
F(x, y, z) = f (x, y, z)
for some scalar function f . Then f is potential function and its value f (x, y, z)
is potential in (x, y, z).
43
44
j
k
= x y z
M N P
P
N
M
P
N
M
=
i+
k
y
z
z
x
x
y
Definition 15.1.8 Let F(x, y, z) = M (x, y, z)i + N (x, y, z)j + P (x, y, z)k.
The divergence of F is given by
div F = F =
M
N
P
+
+
.
x
y
z
15.2
45
Line Integral
f (x, y) dx =
C
f (x, y) dy =
C
lim
kP k0
lim
kP k0
f (uk , uk )xk
f (uk , uk )yk
ds =
dx = g 0 (t) dt,
p
(dx)2 + (dy)2 = (g 0 (t))2 + (h0 (t))2 dt.
dy = h0 (t) dt,
we obtain
Theorem 15.2.2 (Evaluation formula for line integrals) If a smooth
curve C is given byx = g(t) and y = h(t); a t b and f (x, y) is continuous in a region containing C, then
Z
Z
p
f (x, y) ds =
f (g(t), h(t)) (g 0 (t))2 + (h0 (t))2 dt
ZC
ZC
f (x, y) dx =
f (g(t), h(t))(g 0 (t) dt
ZC
ZC
f (x, y) dy =
f (g(t), h(t))h0 (t)) dt
C
R
C
R
Exercise 15.2.4 Evaluate C y dy + z dy + x dz if C is the graph of x = sin t,
y = 2 sin t, z = sin2 t; 0 t /2.
R
Exercise 15.2.5 Evaluate C xy dx + x2 y 3 dy if C is the graph of x = y 3
from (0, 0) to (1, 1).
46
R
C
15.3
Independence of Path
(x1 ,y1 )
R
C
47
Exercise 15.3.4 Show that integral is independent of path, and find its
value
Z (1,/2)
ex sin y dx + ex cos y dy.
(0,0)
R
C
F dr is not independ-
15.4
Greens Theorem
I
ZZ
M
N
da
M dx + N dy =
x
y
C
R
(i).
y dx + x dy if C is the tringle with vertices (1, 1), (3, 1), (2, 2).
48
(ii).
15.5
Surface Integral
49
RR
Exercise 15.5.3 Express the surface integral S (xz + 2y) dS over the portion of the graph of y = x3 between the plane y = 0, y = 8, z = 2, and z = 0
as a double integral over a region in yz-plane.
Definition 15.5.4 The flux of vector field F through (or over) a surface S
is
ZZ
F n dx.
S
RR
15.6
Divergence Theorem
15.7
Stokes Theorem
Bibliography
[1] Earl Swokowski, Michael Olinick, and Dennis Pence. Calculus. PWS
Publishing, Boston, 6-th edition, 1994.
50
Index
n-leafed rose, 35
nth-degree Taylor polynomial, 9
xyz-coordinate system, 12
differentiable, 28
differential of function, 28
directional derivative, 29
gradient form, 30
directrix of the cylinder, 18
discriminant, 31
distance, 12, 18
between two lines, 18
between two points, 12
from a point to the plane, 18
divergence, 42
domain, 24
dot product, 14
properties, 14
double integral, 33
double integral in polar coordinates,
36
Ellipsoid, 19
ellipsoid, 19
endpoint, 20
endpoints, 20
extrema
local, 31
first octant, 12
first partial derivatives, 26
flux, 47
function
continuous, 25
differentiable, 28
function of two variables, 24
derivative, 21
partial
first, 26
second, 27
determinant of order 2, 15
determinant of order 3, 15
difference of vectors, 13
geometric meaning, 22
51
52
geometrical meaning
double integral, 33
gradient, 30
gradient form, 30
Greens theorem, 45
vector form, 46
hyperbolic paraboloid, 19
hyperboloid of one sheet, 19
hyperboloid of two sheets, 19
increment of function, 28
inner product, 14
interval of convergence, 6
inverse square field, 41
inverse vector, 13
iterated integrals, 34
level curves, 24
level surface, 24
limacons, 35
limit, 21, 25
line integrals along a curve, 43
linear mass density, 44
lines
orthogonal, 17
parallel, 17
local extrema, 31
test, 31
local maximum, 31
local minimum, 31
Maclaurin series, 9
magnitude of vector, 13
mass of a wire, 44
maximum
local, 31
minimum
local, 31
Newtons law of gravitation, 41
norm of the partition, 33
INDEX
null vector, 13
opposite direction, 13
orientation, 20
origin, 35
orthogonal, 14, 17
paraboloid, 19
paraboloid of revolution, 18
parallel, 17
parameter equation, 20
perpendicular, 14
Physical meaning, 38
plane, 17
equation, 17
planes
orthogonal, 17
parallel, 17
polar axis, 35
polar coordinates, 35
pole, 35
potential, 41
potential function, 41
power series in x, 6
power series in x d, 6
power series representation of f (x),
7
Properties of the dot product, 14
Properties of the vector product,
16
quadric surface, 19
radius of convergence, 6
range, 24
rectangular coordinate system, 12
Riemann sum, 33
right circular cylinder, 19
right-handed coordinate system, 12
rule
two-path, 25
saddle point, 31
INDEX
same direction, 13
scalar product, 14
second partial derivatives, 27
space curve, 20
spherical coordinates, 39
spiral of Archimedes, 35
subtraction of vectors, 13
Taylor remainder, 9
Taylor series, 9
theorem
Greens, 45
vector form, 46
trace on a surface, 18
triangle inequality, 15
triple integral, 37
physical meaning, 38
vector, 12
angle between, 14
difference, 13
magnitude, 13
opposite direction, 13
orthogonal, 14
perpendicular, 14
same direction, 13
subtraction, 13
vector field in three dimensions, 41
vector product, 15
properties, 16
vector-valued function, 20
continuous, 21
derivative
geometric meaning, 22
derivative of, 21
limit of, 21
volume, 33
work W done by a force F long a
path C, 44
work done by a constant force, 15
53
work done by a force along a path,
44