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Introduction
The purpose of this essay is to review the basic formulas and theorems in multivariable in-
tegral calculus. It is by no means intended to be a comprehensive treatment of the material.
Rather it is a quick and dirty review of the material covered in Math 32B. The author reserves
the right to be occasionally sloppy when quoting definitions and theorems. For a more care-
ful and thorough treatment of the material, see any standard multivariable calculus text (in
Math 32B we used Rogawskis Calculus Multivariate). The goal is that the material pre-
sented here should be sufficient to solve most computational problems that could appear,
for example, on a final exam for Math 32B or an equivalent course. Specific examples will be
deferred to another essay.
The material is broken into three sections. The first covers the basics of computing mul-
tiple integrals, as well as the change of variables formula. The second section covers vector
fields, parametrized curves and surfaces. The third and final section covers the classical the-
orems of vector calculus (all of which can be viewed as generalizations of the Fundamental
Theorem of Calculus).
1 Multiple integrals
Here, we present techniques for evaluating functions of two and three variables. The idea in
both cases is to write the multiple integral as an iterated integral. This reduces the compu-
tation of multiple integrals to single variable integration.
1.1 Iterated integrals Let D be a region in R2 , and f (x, y) a function from D to R. If we can
write D as points (x, y) satisfying a x b and g1 (x) y g2 (x) (such regions D are
called xsimple) then we can compute the double integral
ZZ
f (x, y) dA
D
as an iterated integral:
ZZ Z b Z g2 (x)
f (x, y) dA = f (x, y) dy dx.
D a g1 (x)
To compute the right hand side, first integrate with respect to y treating x as constant, where
the bounds of integration are from y = g1 (x) to y = g2 (x). Then integrate the resulting
expression with respect to x. An analogous formula also holds when D is ysimple. Specif-
ically, if D can be written in the form c y d and h1 (y) x h2 (y) we can instead
compute
ZZ Z d Z h2 (y)
f (x, y) dA = f (x, y) dx dy.
D c h1 (y)
Final Review
Fubinis theorem states that as long as both iterated integrals converge (i.e. they are defined),
they are equal.
The situation for triple integrals is similar. Let W be a region in R3 and f (x, y, z) a
function from W to R. Suppose W can be written in the form
g1 (x, y) z g2 (x, y) for (x, y) D R2 .
Then we can compute the triple integral of f over W as the iterated integral
ZZZ Z Z Z g2 (x,y)
f (x, y, z) dV = f (x, y, z) dz dA.
W D g1 (x,y)
Again, the inner integral is computed by integrating with respect to z treating x and y as
constants. The outer integral (over D) can then be computed by reducing it to an iterated
integral in two dimensions as before.
1.2 Change of Variables There are many reasons that integration in several variables may be
difficult. For example, the domain of integration itself may be complicated we may not
easily be able to write it as an xsimple or ysimple domain. Even if we can write the integral
as an iterated integral, it may be very difficult (if not impossible) to compute an antiderivative
for the iterated integral. Our primary tool in dealing with these challenges is the change of
variables formula.
Suppose G(u, v) = (x(u, v), y(u, v)) is a map taking a region U in the uvplane to D
in the xyplane. Then the change of variables formula states that
ZZ ZZ
f (x, y) dx dy = f (x(u, v), y(u, v)) |Jac(G)| du dv
D U
2
Final Review
We can think of F as assigning a vector (i.e. an arrow) to each point in R3 . There are a few
operations on vector fields that arise frequently:
Gradient If f : R3 R is a (scalar) function, we can obtain a vector field, the gradient of
f , denoted f given by
f f f
f (x, y, z) = (x, y, z), (x, y, z), (x, y, z) .
x y z
If a vector field F satisfies F = f for some scalar function f , we say that F is
conservative and that f is a potential function for F.
Divergence If F = hF1 , F2 , F3 i the divergence of F is given by
F1 F2 F3
div F = + + .
x y z
D E
The divergence is sometimes denoted by F. Thinking of = x , y , z this
notation is gives a nice mnemonic for the formula of div F = F: it is just the dot
product of and F.
Curl Given a vector field F in R3 as before, we define the curl of F by the formula
F3 F2 F1 F3 F2 F1
curl F = , , .
y z z x x y
denoted EF, which gives rise to mnemonic for its formula:
The curl is alternatively D
again thinking of = x , y , z , we can think of curl F = F as the cross
product of and F.
3
Final Review
A direct computation shows that for any scalar function f and for any vector field F, we
have
curl(f ) = 0 and div(curl(F)) = 0.
These two equations give relatively easy to check criteria for showing that a vector field is
not conservative or showing that it is not the curl of some other vector field.
We can perform two types of integrals on curves: scalar integrals and vector integrals. We
compute the scalar line integral of a (scalar) function f : R3 R by
Z Z b
f (x, y, z) ds = f (c(t)) kc (t)k dt.
c a
G G
Tu = and Tv =
u v
and the normal vector
n = Tu Tv .
4
Final Review
Just as with parametrized curves, there are two types of integrals over surfaces: scalar
surface integrals and vector surface integrals. If f is a scalar function, we compute the scalar
surface integral of f over S by
ZZ ZZ
f (x, y, z) dS = f (G(u, v)) kn(u, v)k du dv.
S U
5
Final Review
where C is a function depending only on y and z. You can then use the remaining relations
involving V s derivatives and F2 , F3 to solve for C(y, z).
It seems that Greens theorem is most often applied when you are asked to integrate a line
integral around some closed path (i.e. you are given the right side of the equation). To apply
the theorem, all you must do is describe the region D that the path encloses, and compute
the left side of the equation. This is often helpful when the path is defined piece-wise, such
as the boundary of a square or triangle: to compute the line integral directly, you would
need to perform an integral on each of the sides of the shape separately. Applying Greens
theorem, however, will allow you to compute the solution using (typically) a single integral.
3.3 Stokes Theorem Suppose F is a vector field on R3 and S a surface with (oriented) bound-
ary S. Then ZZ I
curl(F) dS = F ds.
S S
Unless you are explicitly told to use Stokes theorem, it is usually the trickiest of the
four theorems two apply. On one hand, if you are asked to compute the right side of the
equation (i.e. a line integral over a closed curve C) but not explicitly told that the curve is
the boundary of some surface, it may be hard to find a suitable surface whose boundary is C.
On the other hand, if you asked to compute the left side (i.e. you are given a surface integral
of a vector field G over S), unless you are given a vector field F satisfying G = curl(F), it
may be difficult to find a suitable vector field F that allows you to compute the right side of
the equation. The two big clues that you should look for when Stokes theorem may apply
are:
H
1. You are asked to compute c F ds where c is given as a boundary of some surface;
RR
2. You are asked to compute S G dS where G is given as the curl of some vector field
G = curl(F).
The divergence theorem can be a great timesaver when you are asked to compute the
flux of a vector field through a closed surface. For example, if the surface is the surface of a
box, you would need to compute six integrals (corresponding to the six faces of the box) in
order to find the flux. However, the divergence theorem allows you to compute everything
with one integral.