CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS

1. Revision on Partial Differentiation

• Definition: For a function f (x1 , x2 , . . . , xn ) of the n variables x1 , x2 , . . . , xn , the partial derivative of
f with respect to xi is defined as
f (x1 , . . . , xi−1 , xi + h, xi+1 , . . . , xn ) − f (x1 , . . . , xi , . . . , xn )
fxi (x1 , . . . , xn ) = lim .
h→0 h

• Notation: If z = f (x1 , . . . , xn )
∂f ∂ ∂z
fxi (x1 , . . . , xn ) = fxi = = f (x1 , . . . , xn ) = = fi = Di f = Dxi f.
∂xi ∂xi ∂xi

• Rule: To find fxi , regard all xj with j 6= i as constants and differentiate with respect to xi .

• Example: Find the partial derivatives of f (x, y) = sin(x2 + 2y).

Solution:
fx (x, y) =2x cos(x2 + 2y), fy (x, y) = 2 cos(x2 + 2y).

0.5

0
z

−0.5

−1
2
1 2
0 1
0
−1 −1
y −2 −2
x

Figure 1. z = sin(x2 + 2y).

p
• Example: Find the partial derivatives of f (x, y) = x2 + 3xy 2 .
1
2 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS

Solution:
2x + 3y 2 3xy
fx (x, y) = p , fy (x, y) = p .
2 x2 + 3xy 2 x2 + 3xy 2

• Note:
• z = f (x, y) defines a surface in three-space.
• f (x, y) = constant defines a (family) of contour(s) in two-space.
• f (x, y, z) = constant defines a (family) of surface(s) in three-space.

2 2 9 0.9 9 0.9 −0.

−0. 0. 0.9 9
−0 0 0 0 0
.9 .9
1.5 −0 0
1.5 −0.9 −0.9
0.9 −0.9 −0.9 0.9
0

0
0 0
0
1 −0 .9
.9

0.9 0 1 0.9 −0
0 −0 .9 0
−0

.9 0 .9
0. −0 0.9
0.9

−0
0.5 0.9 9
0.5

.
0.9
−0
.9

9
0.
−0

9
.9

0.
9
9
0.

0 0 0

0.9
0
9
0

9
0.

−0.5 −0.5 0.

.9
0
0.9

0 9

−0
−0. −0 −0 0.9
.9 0.9
−0 .9 0.9 .9
−1 −0.9 −1 .9 −0
0.9

0 0
0 0
0.9 −0.9 −0.9 0.9
−1.5 . 9 −1.5 −0.9 −0.9
−0 0 0
.9

0 0 0
−0
−0

0 −0. 0. 0.9 9
0.9 9
.9

9 −0.
0

−2 0.9
0

−2
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2

Figure 2. Contours of z = sin(x2 + 2y) and z = sin(x2 + 2y 2 ).

• Geometric interpretation: fxi (c1 , . . . , cn ) is the slope of the curve

y = f (c1 , . . . , ci−1 , x, ci+1 , . . . , cn )
at the point x = ci , y = f (c1 , . . . , ci , . . . , cn ).

• Physical interpretation: fxi measures how fast the function change in the direction of xi .

• Definition: [Second partial derivatives]

µ ¶
∂ ∂f ∂ 2f
(fxi )xj = fxi xj = fij = = .
∂xj ∂xi ∂xj ∂xi

• Example: Find the second partial derivatives of f (x, y) = 2x2 y 4

Solution:
fx (x, y) =4xy 4 , fy (x, y) = 8x2 y 3
fxx (x, y) =4y 4 , fxy (x, y) = 16xy 3
fyx (x, y) =16xy 3 , fyy (x, y) = 24x2 y 2
 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS 3

• Clairaut’s Theorem: If f is defined on an open set that contains the point (c1 , . . . , cn ) and fxi xj
and fxj xi are both continuous on the open set, then
fxi xj (c1 , . . . , cn ) = fxj xi (c1 , . . . , cn ).

2. Linear Approximation and Taylor’s Theorem

• We want to approximate a function f (x1 , . . . , xn ) by a linear function a1 x1 +. . .+an xn in a neighbourhood

of a point (c1 , . . . , cn ) so that they agree at the point (c1 , . . . , cn ).

• Linearization: The linearization of the function f (x1 , . . . , xn ) at the point (c1 , . . . , cn ) is

n
X
Lf (x1 , . . . , xn ) =f (c1 , . . . , cn ) + fxi (c1 , . . . , cn )(xi − ci )
i=1
=f (c1 , . . . , cn ) + fx1 (c1 , . . . , cn )(x1 − c1 ) + . . . + fxn (c1 , . . . , cn )(xn − cn ).

• Linear Approximation: The linear approximation of the function f (x1 , . . . , xn ) at the point (c1 , . . . , cn )
is the approximation of f by its linearization at (c1 , . . . , cn ), i.e.,
n
X
f (x1 , . . . , xn ) ≈ f (c1 , . . . , cn ) + fxi (c1 , . . . , cn )(xi − ci ).
i=1

• Example: Find the linearization of the function f (x, y, z) = x2 + sin(yz) at the point (1, 1, 0).
Solution:
fx (x, y, z) =2x, fy (x, y, z) = z cos(yz), fz (x, y, z) = y cos(yz)
f (1, 1, 0) = 1, fx (1, 1, 0) = 2, fy (1, 1, 0) = 0, fz (1, 1, 0) = 1

Therefore the linearization of f at (1, 1, 0) is

Lf (x, y, z) = 1 + 2(x − 1) + (z − 0) = 2x + z − 1.

• Quadratic Approximation: The quadratic approximation of a function f (x1 , . . . , xn ) at the point

(c1 , . . . , cn ) is
n
X n n
1 XX
f (x1 , . . . , xn ) ≈ f (c1 , . . . , cn ) + fxi (c1 , . . . , cn )(xi − ci ) + fx x (c1 , . . . , cn )(xi − ci )(xj − cj ).
i=1
2 i=1 j=1 i j

• Example: Find the quadratic approximation of the function u = ex+2y+3z at the point (0, 0, 0).
4 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS

Solution:
u(x, y, z) = ex+2y+2z ⇒ u(0, 0, 0) = 1
ux = ex+2y+3z , uy = 2ex+2y+3z , uz = 3ex+2y+3z
=⇒ ux (0, 0, 0) = 1, uy (0, 0, 0) = 2, uz (0, 0, 0) = 3
x+2y+2z x+2y+3z
uxx = e , uyy = 4e , uzz = 9ex+2y+3z ,
=⇒ uxx (0, 0, 0) = 1, uyy (0, 0, 0) = 4, uzz (0, 0, 0) = 9
uxy = uyx = 2ex+2y+3z , uxz = uzx = 3ex+2y+3z , uyz = uzy = 6ex+2y+3z
=⇒ uxy (0, 0, 0) = uyx (0, 0, 0) = 2, uxz (0, 0, 0) = uzx (0, 0, 0) = 3, uyz (0, 0, 0) = uzy (0, 0, 0) = 6

Therefore the quadratic approximation at the point (0, 0, 0) is

1¡ 2 ¢
u(x, y, z) ≈ 1 + x + 2y + 3z + x + 4y 2 + 9z 2 + 4xy + 6xz + 12yz
2

• mth -order Approximation: The mth -order approximation of a function f (x1 , . . . , xn ) at the point
(c1 , . . . , cn ) is
X n n n m
1 X X Y
f (x1 , . . . , xn ) ≈ f (c1 , . . . , cn )+ fxi (c1 , . . . , cn )(xi −ci )+. . .+ ... fx ...x (c1 , . . . , cn ) (xij −cij ).
i=1
m! i =1 i =1 i1 im j=1
1 m

• Taylor Series Expansion: The Taylor series expansion of a function f (x1 , . . . , xn ) at the point
(c1 , . . . , cn ) is
X∞ n n m
1 X X Y
... fx ...x (c1 , . . . , cn ) (xij − cij ).
m=0
m! i =1 i =1 i1 im j=1
1 m

3. Chain Rule

• Chain Rule (first version): If u = f (x1 , . . . , xn ) is a differentiable function of (x1 , . . . , xn ), and

xi = gi (t), 1 ≤ i ≤ n are differentiable functions of t, then
du ∂u dx1 ∂u dxn
= + ... +
dt ∂x1 dt ∂xn dt

dz
• Example: If z = x2 y + 4xy 3 , where x = cos 2t and y = sin t. Find when t = 0.
dt
Solution:
dz ∂z dx ∂z dy
= +
dt ∂x dt ∂y dt
= − 2(2xy + 4y 3 ) sin 2t + (x2 + 12xy 2 ) cos t
¯
dz ¯¯
When t = 0, x = 1 and y = 0, therefore = 1.
dt ¯t=0
 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS 5

• Chain Rule (general version): If u = f (x1 , . . . , xn ) is a differentiable function of (x1 , . . . , xn ), and

xi = gi (t1 , . . . , tm ), 1 ≤ i ≤ n are differentiable functions of t1 , . . . , tm , then
∂u ∂u ∂x1 ∂u ∂xn
= + ... + , 1≤j≤m
∂tj ∂x1 ∂tj ∂xn ∂tj
∂ ∂x1 ∂ ∂xn ∂
i.e., = + ... +
∂tj ∂tj ∂x1 ∂tj ∂xn

p ∂z ∂z
• Example: If z = 4x2 + 9y 2 , where x = r cos θ and y = r sin θ, find and .
∂r ∂θ
Solution:
∂z 4x ∂z 9y
=p , =p
∂x 4x2 + 9y 2 ∂y 4x2 + 9y 2
∂x ∂y ∂x ∂y
= cos θ, = sin θ, = −r sin θ, = r cos θ
∂r ∂r ∂θ ∂θ
Therefore,
∂z ∂z ∂x ∂z ∂y 4 cos2 θ 9 sin2 θ p
= + =√ + √ = 4 cos2 θ + 9 sin2 θ
∂r ∂x ∂r ∂y ∂r 2
4 cos θ + 9 sin θ2 2
4 cos θ + 9 sin θ2

∂z ∂z ∂x ∂z ∂y 4r cos θ sin θ 9r sin θ cos θ 5r cos θ sin θ

= + = −√ + √ = √
∂θ ∂x ∂θ ∂y ∂θ 4 cos2 θ + 9 sin2 θ 4 cos2 θ + 9 sin2 θ 4 cos2 θ + 9 sin2 θ

• Example: If z = f (x, y) has continuous second order partial derivatives and x = r2 + s2 and y = 2rs,
∂z ∂ 2z
find (a) and (b) 2 . (Study this example carefully! )
∂r ∂r
Solution:
∂z ∂z ∂x ∂z ∂y ∂z ∂z
= + = 2r + 2s
∂r ∂x ∂r ∂y ∂r ∂x ∂y
2
µ µ ¶¶ µ ¶
∂ z ∂z ∂ ∂z ∂ ∂z
=2 +r + 2s ,
∂r2 ∂x ∂r ∂x ∂r ∂y
µ ¶
∂ ∂z ∂x ∂ ∂z ∂y ∂ ∂z ∂ 2z ∂2z
= + = 2r 2 + 2s
∂r ∂x ∂r ∂x ∂x ∂r ∂y ∂x ∂x ∂x∂y
µ ¶ 2
∂ ∂z ∂x ∂ ∂z ∂y ∂ ∂z ∂ z ∂ 2z
= + = 2r + 2s 2
∂r ∂y ∂r ∂x ∂y ∂r ∂y ∂y ∂y∂x ∂y
∂ 2z ∂z 2
2∂ z ∂ 2z 2
2∂ z
=⇒ =2 + 4r + 8rs + 4s
∂r2 ∂x ∂x2 ∂x∂y ∂y 2

• Implicit Differentiation: If F (x1 , . . . , xn−1 , z) = 0 defines z implicitly as a function of x1 , . . . , xn−1 ,

∂F
∂z ∂xi
then = − ∂F , 1 ≤ i ≤ n − 1.
∂xi ∂z
6 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS

• Proof: Differentiate F (x1 , . . . , xn−1 , z(x1 , . . . , xn−1 )) = 0 with respect to xi ,

∂F
∂F ∂z ∂F ∂z
+ =0 =⇒ = − ∂x
∂F
i

∂xi ∂xi ∂z ∂xi ∂z

∂z ∂z
• Example: Find and if x3 + y 3 + z 3 − 8xyz = 20.
∂x ∂y
Solution:

F (x, y, z) =x3 + y 3 + z 3 − 8xyz − 20 = 0

Fx (x, y, z) =3x2 − 8yz, Fy (x, y, z) = 3y 2 − 8xz, Fz (x, y, z) = 3z 2 − 8xy
∂z 3x2 − 8yz ∂z 3y 2 − 8xz
=⇒ =− 2 , =− 2
∂x 3z − 8xy ∂y 3z − 8xy

4. Special coordinate systems

(
x = r cos θ
• Polar coordinates in two dimensions: r ≥ 0, 0 ≤ θ ≤ 2π.
y = r sin θ

• Example: In polar coordinates, the equation of a circle with radius a and centered at the origin is
r = a.

• Example:
√ ³ π´
(a) The polar coordinates of the point (1, 3) is 2, .
µ 3 ¶
√ 2π
(b) The polar coordinates of the point (−1, 3) is 2, .
µ3 ¶
√ 4π
(c) The polar coordinates of the point (−1, − 3) is 2, .
µ 3¶
√ 5π
(d) The polar coordinates of the point (1, − 3) is 2, .
3

• Example: In polar coordinates, the function f (x, y) = x2 + 6xy + 4y 2 is f (r, θ) = r2 (cos2 θ +

6 cos θ sin θ + 4 sin2 θ).

• Partial derivative in two-dimensional polar coordinates: If u = f (x, y), where x = r cos θ and
y = r sin θ, then
∂f ∂x ∂f ∂y ∂f ∂f ∂f
= + = cos θ + sin θ
∂r ∂r ∂x ∂r ∂y ∂x ∂y
∂f ∂x ∂f ∂y ∂f ∂f ∂f
= + = −r sin θ + r cos θ
∂θ ∂θ ∂x ∂θ ∂y ∂x ∂y
 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS 7

2
(2,2π/3) (2,π/3)

r
π/3 θ
0

−1

(2,4π/3) (2,5π/3)
−2

−3
−3 −2 −1 0 1 2 3

Figure 3. Polar coordinates.

   
∂f µ ¶ ∂f
 ∂r  cos θ sin θ  ∂x 
=⇒  =  
∂f −r sin θ r cos θ  ∂f 
∂θ ∂y
     
∂f sin θ ∂f
 ∂x   cos θ − r   ∂r 
=⇒  
 ∂f  =  cos θ

∂f

sin θ
∂y r ∂θ
∂f ∂f sin θ ∂f
= cos θ −
∂x ∂r r ∂θ
∂f ∂f cos θ ∂f
= sin θ +
∂y ∂r r ∂θ

• Example: If u = f (x, y), where x = r cos θ and y = r sin θ, show that

µ ¶2 µ ¶2 µ ¶2 µ ¶2
∂f ∂f ∂f 1 ∂f
+ = + 2
∂x ∂y ∂r r ∂θ

Solution:
∂f ∂x ∂f ∂y ∂f ∂f ∂f
= + = cos θ + sin θ
∂r ∂r ∂x ∂r ∂y ∂x ∂y
∂f ∂x ∂f ∂y ∂f ∂f ∂f
= + = −r sin θ + r cos θ
∂θ ∂θ ∂x ∂θ ∂y ∂x ∂y
µ ¶2 µ ¶2 µ ¶2 µ ¶2
∂f 1 ∂f ∂f ∂f 1 ∂f ∂f
=⇒ + 2 = cos θ + sin θ + 2 −r sin θ + r cos θ
∂r r ∂θ ∂x ∂y r ∂x ∂y
8 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS
µ ¶2 µ ¶µ ¶ µ ¶2
¡ 2 2
¢ ∂f ∂f ∂f ¡ ¢ ∂f
= cos θ + sin θ + (2 cos θ sin θ − 2 sin θ cos θ) + sin2 θ + cos2 θ
∂x ∂x ∂y ∂y
µ ¶2 µ ¶2
∂f ∂f
= +
∂x ∂y

• Example: If u = f (x, y), where x = r cos θ and y = r sin θ, show that

∂ 2f ∂2f ∂ 2f 1 ∂f 1 ∂ 2f
+ = + +
∂x2 ∂y 2 ∂r2 r ∂r r2 ∂θ2

Solution:
∂f ∂x ∂f ∂y ∂f ∂f ∂f
= + = cos θ + sin θ
∂r ∂r ∂x ∂r ∂y ∂x ∂y
∂f ∂x ∂f ∂y ∂f ∂f ∂f
= + = −r sin θ + r cos θ
∂θ ∂θ ∂x ∂θ ∂y ∂x ∂y
2
µ ¶
∂ f ∂ ∂f ∂f ∂ ∂f ∂ ∂f
2
= cos θ + sin θ = cos θ + sin θ
∂r ∂r ∂x ∂y ∂r ∂x ∂r ∂y
µ 2 2
¶ µ 2
¶
∂x ∂ f ∂y ∂ f ∂x ∂ f ∂y ∂ 2 f
= cos θ + + sin θ +
∂r ∂x2 ∂r ∂y∂x ∂r ∂x∂y ∂r ∂y 2
2
2 ∂ f ∂2f 2 ∂ f
2
= cos θ 2 + 2 cos θ sin θ + sin θ 2
∂x ∂x∂y ∂y
2
µ ¶
∂ f ∂ ∂f ∂f ∂f ∂f ∂ ∂f ∂ ∂f
2
= −r sin θ + r cos θ = −r cos θ − r sin θ − r sin θ + r cos θ
∂θ ∂θ ∂x ∂y ∂x ∂y ∂θ ∂x ∂θ ∂y
µ 2 2
¶ µ 2
¶
∂f ∂f ∂x ∂ f ∂y ∂ f ∂x ∂ f ∂y ∂ 2 f
= −r cos θ − r sin θ − r sin θ + + r cos θ +
∂x ∂y ∂θ ∂x2 ∂θ ∂y∂x ∂θ ∂x∂y ∂θ ∂y 2
∂f ∂f ∂ 2f ∂ 2f ∂ 2f
= −r cos θ − r sin θ + r2 sin2 θ 2 − 2r2 sin θ cos θ + r2 cos2 θ 2
∂x ∂y ∂x ∂x∂y ∂y
2
∂ f 1 ∂f 1∂ f2 ¡ 2 2
¢∂ f ¡ 2
2
2
¢∂ f2 2
∂ f ∂ 2f
=⇒ + + = cos θ + sin θ + cos θ + sin θ = + 2
∂r2 r ∂r r2 ∂θ2 ∂x2 ∂y 2 ∂x2 ∂y



x = r cos θ
• Cylindrical coordinates in three dimensions: y = r sin θ , r ≥ 0, 0 ≤ θ ≤ 2π, z ∈ R.

z = z

• Example: In cylindrical coordinates, r = a describes an infinitely long cylinder with cross section a
circle of radius a.

• Polar coordinates in three dimensions (Spherical coordinates):



x = r sin θ cos φ
y = r sin θ sin φ , r ≥ 0, 0 ≤ θ ≤ π, 0 ≤ φ ≤ 2π.

z = r cos θ
 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS 9

−1

−2
2
1 2
0 1
0
−1 −1
−2 −2

Figure 4. The cylinder r = 2, −2 ≤ z ≤ 2.

Figure 5. Polar coordinates in three dimensions.

• Example: In spherical coordinates, r = a describes a sphere of radius a.

• Partial derivative in three-dimensional polar coordinates: If u = f (x, y, z), where x =

r sin θ cos φ, y = r sin θ sin φ and z = r cos θ, then
 
∂x ∂x ∂x
 ∂r ∂θ ∂φ   
  sin θ cos φ r cos θ cos φ −r sin θ sin φ
 ∂y ∂y ∂y  

 ∂r
 =  sin θ sin φ r cos θ sin φ r sin θ cos φ

 ∂θ ∂φ 

 ∂z cos θ − r sin θ 0
∂z ∂z 
∂r ∂θ ∂φ
10 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS

1.5

0.5

−0.5

−1

−1.5

−2
2

1 2

0 1
0
−1
−1
−2 −2

Figure 6. The sphere r = 2.

 
∂r ∂r ∂r  
 ∂x sin θ cos φ sin θ sin φ cos θ
 ∂y ∂z 
  cos θ cos φ
 ∂θ ∂θ ∂θ   cos θ sin φ sin θ 

 = − 
 ∂x ∂y ∂z   r r r 
   sin φ cos φ 
 ∂φ ∂φ ∂φ  − 0
r sin θ r sin θ
∂x ∂y ∂z

• Fact: In spherical coordinates,

µ ¶
∂ 2u ∂ 2u ∂ 2u 1 ∂2 1 ∂ ∂u 1 ∂ 2u
2
+ 2+ 2 = 2
(ru) + 2 sin θ + 2 2 .
∂x ∂y ∂z r ∂r r sin θ ∂θ ∂θ r sin θ ∂φ2

5. Revision of Vectors

• A vector is a quantity that has both magnitude and direction. It is often represented by an arrow or
a directed line segment. The length of the arrow represents the magnitude of the vector and the arrow
points in the direction of the vector. A vector is usually denoted by a boldface letter (v) or by putting an
arrow above the letter (~v ).

• In three dimensions, a vector can be represented in the form

v = hv1 , v2 , v3 i
which is a vector obtained by moving from the initial point v1 units in the x-direction, followed by v2 units
in the y-direction, and finally v3 units in the z-direction.
 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS 11

Figure 7. Vectors.

−→
• The components of the vector v = P Q from the point P (x1 , y1 , z1 ) to the point Q(x2 , y2 , z2 ) is
v = hx2 − x1 , y2 − y1 , z2 − z1 i.

• The magnitude/length of the vector v = hv1 , v2 , v3 i is

q
|v| = v12 + v22 + v32 .

• Addition and scalar multiplication of vectors: If u = hu1 , u2 , u3 i, v = hv1 , v2 , v3 i, and c is a

constant, then
u + v =hu1 + v1 , u2 + v2 , u3 + v3 i
cv =hcv1 , cv2 , cv3 i

u
v

u+v

Figure 8. Addition of vectors.

• Example: If u = h4, 3, −1i, v = h−2, 3, 5i, then

7u − 5v = 7h4, 3, −1i − 5h−2, 3, 5i = h28, 21, −7i + h10, −15, −25i = h38, 6, −32i

• Standard unit vectors: The standard unit vectors in three dimensions are i = h1, 0, 0i, j = h0, 1, 0i, k =
h0, 0, 1i. A vector v = hv1 , v2 , v3 i can be written as v1 i + v2 j + v3 k.
12 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS

• Unit vectors: A unit vector is a vector with magnitude 1. Given a vector v, the unit vector in the
v
direction of v is u = .
|v|

• Example: Find the unit vector in the direction of the vector v = 2i − 3j + 6k.
Solution:
√
|v| = 4 + 9 + 36 = 7
Therefore the unit vector in the direction of v is
2i − 3j + 6k 2 3 6
u= = i − j + k.
7 7 7 7

• Dot product: The dot product of two vectors u = hu1 , u2 , u3 i and v = hv1 , v2 , v3 i is defined as
u · v = u1 v1 + u2 v2 + u3 v3 = v · u.

• Example: h2, −5, 6i · h−3, 4, 1i = 2(−3) + (−5)(4) + 6(1) = −6 − 20 + 6 = −20.

• Fact: For any vector v, |v|2 = v . v.

u·v
• Fact: If θ is the angle between u and v, then u · v = |u||v| cos θ. Equivalently, cos θ = .
|u||v|

• Example: Find the angle between the vectors u = h9, −5, 3i and v = h−3, 2, −5i.
Solution:
u·v 9(−3) + (−5)(2) + 3(−5)
cos θ = =√ √ = −0.7866
|u||v| 81 + 25 + 9 9 + 4 + 25
=⇒ θ =2.4761 rad = 141.8704o

• Fact: Two vectors u = hu1 , u2 , u3 i and v = hv1 , v2 , v3 i are orthogonal if and only if u · v = 0.

• Projection: The projection of the vector v onto u (also called the component of v along u) is
u·v
proju v = u.
|u|2

Proof:
u u·v u u·v
proju v = |v| cos θ × = |v| × × = u
|u| |u||v| |u| |u|2

• Example: If v = hv1 , v2 , v3 i, v1 i, v2 j and v3 k are the projections of v onto the x−, y− and z− axis.

• Example: The projection of v = h−3, 2, 1i onto u = h2, −2, 1i is

(−3)(2) + 2(−2) + 1(1)
proju v = h2, −2, 1i = h−2, 2, −1i.
4+4+1
 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS 13

θ u
proju v

Figure 9. The projection of the vector v onto u.

• Physical application of dot product: The work done in moving an object from P to Q along
−→
D = P Q by a constant force F is
W = F · D = |F||D| cos θ,
where θ is the angle between the direction of the force and the displacement vector.

• Cross product: The cross product of two vectors u = hu1 , u2 , u3 i and v = hv1 , v2 , v3 i is defined as
¯ ¯
¯ i j k ¯
¯ ¯
u × v = ¯¯ u1 u2 u3 ¯¯ = (u2 v3 − u3 v2 )i − (u1 v3 − u3 v1 )j + (u1 v2 − u2 v1 )k.
¯ v1 v2 v3 ¯

• Example:
¯ ¯
¯ i j k ¯
¯ ¯
¯
h2, −5, 6i × h−3, 4, 1i = ¯ 2 −5 6 ¯ = (−5 − 24)i − (2 + 18)j + (8 − 15)k = −29i − 20j − 7k.
¯
¯ −3 4 1 ¯

• Fact:
(a) u × v = −v × u
(b) If u and v are parallel, u × v = 0.
(c) u × v is perpendicular to u and v.

• Fact: If θ is the angle between u and v, then

|u × v| = |u||v| sin θ.

• Physical application of cross product: For a force F acting on a rigid body at a point P given by
−→
a position vector r = OP , the torque τ is defined as
τ = r × F.
It measures the tendency of the body to rotate about the origin.
14 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS

6. Scalar Functions and Vector Valued Functions

• Definition: A scalar function is a function which takes values in R.

• Example:
(a) The distance D(t) of an object from a fixed point as a function of time.
(b) The temperature function of an object T (x, y, z). Here (x, y, z) specify a point in the object.

• Definition: A vector function is a function which takes values in Rn , where n ≥ 2.

• Example:
(a) The position r(t) = hx(t), y(t), z(t)i of an object from a fixed point as a function of time.
(b) The electric field E(x, y, z) = hE1 (x, y, z), E2 (x, y, z), E3 (x, y, z)i. Here (x, y, z) specify a point in
the space.

• If D is a subset of R3 , f : D → R is called a scalar field , and F : D → R3 is called a vector field .

• Definition: For a vector valued function F : D → Rn , the derivatives are defined componentwise.

• Example: A curve in three-space can be described by a vector valued function

r(t) = x(t)i + y(t)j + z(t)k, a ≤ t ≤ b.
The tangent vector to the curve at the point (x(t0 ), y(t0 ), z(t0 )) is given by
µ ¶
0 r(t0 + ∆t) − r(t0 ) x(t0 + ∆t) − x(t0 ) y(t0 + ∆t) − y(t0 ) z(t0 + ∆t) − z(t0 )
r (t0 ) = lim = lim i+ j+ k
∆t→0 ∆t ∆t→0 ∆t ∆t ∆t
=x0 (t0 )i + y 0 (t0 )j + z 0 (t0 )k

• Example: Find the tangent vector of the curve r(t) = hcos t, sin t, ti at the point (1, 0, 2π).
Solution: r0 (t) = h− sin t, cos t, 1i. At the point (1, 0, 2π), t = 2π. The tangent vector to the curve at the
point (1, 0, 2π) is r0 (2π) = j + k.

7. Gradient and Directional Derivative

∂ ∂ ∂
• In vector calculus, the del or nabla operator is the vector operator ∇ = i+ j + k.
∂x ∂y ∂z

• Gradient: The gradient of a scalar function f (x, y, z) is defined as

∂f ∂f ∂f
grad f (x, y, z) = ∇f (x, y, z) = i+ j+ k.
∂x ∂y ∂z

• Example: Find the gradient of the function f (x, y, z) = x3 yz 2 .

 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS 15

15

10

0
2
1 2
0 1
0
−1 −1
−2 −2

Figure 10. The curve r(t) = hcos t, sin t, ti.

Solution:
∂f ∂f ∂f
= 3x2 yz 2 , = x3 z 2 , = 2x3 yz
∂x ∂y ∂z
=⇒ ∇f (x, y, z) = 3x2 yz 2 i + x3 z 2 j + 2x3 yzk

• Directional Derivative: Let u = hu1 , u2 , u2 i be a unit vector and f (x, y, z) a scalar function. The
directional derivative of f at a point (x0 , y0 , z0 ) in the direction of u is
f (x0 + u1 h, y0 + u2 h, z0 + u3 h) − f (x0 , y0 , z0 )
Du f (x0 , y0 , z0 ) = lim
h→0 h
∂f ∂f ∂f
=u1 (x0 , y0 , z0 ) + u2 (x0 , y0 , z0 ) + u3 (x0 , y0 , z0 )
∂x ∂y ∂z
=∇f (x0 , y0 , z0 ) · u

• Important Note: When defining directional derivative, u must be a unit vector.

• Example: Let f (x, y, z) = y sin z + 2z cos x + 3xe−y . Find the directional derivative of f at (0, 0, 0) in
the direction of 3i − 2j − 6k.
v 3 2 6
Solution: The unit vector in the direction of v = 3i − 2j − 6k is u = = i− j− k
|v| 7 7 7
¡ ¢ ¡ ¢
∇f (x, y, z) = −2z sin x + 3e−y i + sin z − 3xe−y j + (y cos z + 2 cos x) k
=⇒ ∇f (0, 0, 0) = 3i + 2k
=⇒ The directional derivative of f at (0, 0, 0) in the direction of 3i − 2j − 6k is
3
Du f (0, 0, 0) = ∇f (0, 0, 0) · u = −
7
16 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS

• Maximum and minimum rate of change: If ∇f (x0 , y0 , z0 ) 6= 0, then

I. At the point P0 = (x0 , y0 , z0 ), the maximum rate of change of the function f (x, y, z) is in the
direction of ∇f (x0 , y0 , z0 ). The maximum rate of change is |∇f (x0 , y0 , z0 )|.
II. At the point P0 = (x0 , y0 , z0 ), the minimum rate of change of the function f (x, y, z) is in the
direction of −∇f (x0 , y0 , z0 ). The minimum rate of change is −|∇f (x0 , y0 , z0 )|.

Proof:
Du f (x0 , y0 , z0 ) is maximum =⇒ ∇f (x0 , y0 , z0 ) · u = |∇f (x0 , y0 , z0 )||u| cos θu is maximum =⇒ θu = 0
Du f (x0 , y0 , z0 ) is minimum =⇒ ∇f (x0 , y0 , z0 ) · u = |∇f (x0 , y0 , z0 )||u| cos θu is minimum =⇒ θu = π

• Example: Let f (x, y, z) = xy 2 − 4x2 z + 8y 2 z 3 . Find the direction from (1, −1, 1) in which f has its
maximum and minimum rates of change, and find the values of these rates of change.
Solution:
∇f (x, y, z) =(y 2 − 8xz)i + (2xy + 16yz 3 )j + (−4x2 + 24y 2 z 2 )k
∇f (1, −1, 1) = − 7i − 18j + 20k
√ √
|∇f (1, −1, 1)| = 49 + 324 + 400 = 773
Therefore, from the point (1, −1, 1), √
f has maximum rate of change in the direction of −7i − 18j + 20k with maximum rate of change√ 773.
f has minimum rate of change in the direction of 7i + 18j − 20k with minimum rate of change − 773.

• Level Surface: A level surface of a scalar function f (x, y, z) is the locus of points (x, y, z) satisfying
f (x, y, z) = k for some constant k.

• Fact: Let P0 (x0 , y0 , z0 ) be a point on the level surface f (x, y, z) = k (i.e. f (x0 , y0 , z0 ) = k). If
∇f (x0 , y0 , z0 ) 6= 0, then ∇f (x0 , y0 , z0 ) is normal to the level surface f (x, y, z) = k at P0 . Moreover, the
tangent plane to the level surface f (x, y, z) = k at the point P0 is
∂f ∂f ∂f
(x0 , y0 , z0 )(x − x0 ) + (x0 , y0 , z0 )(y − y0 ) + (x0 , y0 , z0 )(z − z0 ) = 0.
∂x ∂y ∂z

Proof: Let r(t) = x(t)i + y(t)j + z(t)k be any curve on the surface with r(t0 ) = x0 i + y0 j + z0 k. Then
f (x(t), y(t), z(t)) = k. Differentiating with respect to t, we have
∂f dx ∂f dy ∂f dz
+ + =0 =⇒ ∇f (x0 , y0 , z0 ) · r0 (t0 ) = 0
∂x dt ∂y dt ∂z dt
Therefore ∇f (x0 , y0 , z0 ) is perpendicular to any curve lying on the surface and passing through (x0 , y0 , z0 ).

• Example: Let a > 0 be a constant. Find a normal vector and the tangent plane to the surface
x2 + 4y 2 + (z − 4a)2 = 9a2 at the point (2a, a, 3a).
Solution: Let f (x, y, z) = x2 + 4y 2 + (z − 4a)2 . Then
∇f (x, y, z) =2xi + 8yj + 2(z − 4a)k
∇f (2a, a, 3a) =4ai + 8aj − 2ak
 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS 17

Therefore, a vector normal to the surface x2 + 4y 2 + (z − 4a)2 = 9a2 at the point (2a, a, 3a) is 2i + 4j − k,
and the tangent plane to the surface at (2a, a, 3a) is
2(x − 2a) + 4(y − a) − (z − 3a) = 0 or 2x + 4y − z = 5a.

• Fact: The tangent plane to the surface z = f (x, y) at the point (x0 , y0 , z0 ), where z0 = f (x0 , y0 ), is
given by
z − z0 = fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ).

Proof: The surface z = f (x, y) can be considered as a level surface F (x, y, z) = f (x, y) − z = 0. Therefore
the tangent plane (x0 , y0 , z0 ) is
∂F ∂F ∂F
(x0 , y0 , z0 )(x − x0 ) + (x0 , y0 , z0 )(y − y0 ) + (x0 , y0 , z0 )(z − z0 ) = 0
∂x ∂y ∂z
=⇒ z − z0 = fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ).

• Example: Find the equation of the tangent plane to the surface z = 20−x2 −3y 2 at the point (2, 1, 13).
Solution:
f (x, y) =20 − x2 − 3y 2 , fx (x, y) = −2x, fy (x, y) = −6y
fx (2, 1) = −4, fy (2, 1) = −6
Therefore the equation of the tangent plane at the point (2, 1, 13) is
z − 13 = −4(x − 2) − 6(y − 1) =⇒ 4x + 6y + z = 27.

30

25

20

15

10
z

−5

−10 x
−1 −2
4 3 2 1 0
0 −1 −2 −3 1
−4
2
y

Figure 11. z = 20 − x2 − 3y 2 and its tangent plane at (2, 1, 13).

18 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS

8. Divergence and Curl

• Divergence: The divergence of the vector field F(x, y, z) = F1 (x, y, z)i + F2 (x, y, z)j + F3 (x, y, z)k
is
µ ¶ ³ ´ ∂F
∂ ∂ ∂ 1 ∂F2 ∂F3
div F = ∇ · F = i+ j + k · F1 i + F2 j + F3 k = + + .
∂x ∂y ∂z ∂x ∂y ∂z

• Example: Find the divergence of the vector field F(x, y, z) = 2x2 zi − y 2 j + e2z k.
Solution:
∂F1 ∂ ¡ 2 ¢
= 2x z = 4xz
∂x ∂x
∂F2 ∂ ¡ 2¢
=− y = −2y
∂y ∂y
∂F3 ∂ ¡ 2z ¢
= e = 2e2z
∂z ∂z
=⇒ div F =∇ · F = 4xz − 2y + 2e2z

• Fact: Physically, ∇ · F represents the rate of stretching or expansion of F. If F is the velocity of a

fluid flow, div F measures the outward flux per unit volume of the flow.

• Curl: The curl of the vector field F(x, y, z) = F1 (x, y, z)i + F2 (x, y, z)j + F3 (x, y, z)k is
¯ ¯
¯ i j k ¯ µ ¶ µ ¶ µ ¶
¯ ∂ ∂ ∂ ¯¯ ∂F3 ∂F2 ∂F3 ∂F1 ∂F2 ∂F1
¯
curl F = ∇ × F = ¯ ¯= − i− − j+ − k.
¯ ∂x ∂y ∂z ¯ ∂y ∂z ∂x ∂z ∂x ∂y
¯ F F F ¯
1 2 3

• Example: Find the curl of the vector field F(x, y, z) = 2x2 yzi − xy 3 zj + x2 yz 2 k.
Solution:
¯ ¯
¯ i j k ¯
¯ ∂ ∂ ∂ ¯¯
¯
curl F(x, y, z) = ∇ × F(x, y, z) = ¯ ¯
¯ ∂x ∂y ∂z ¯
¯ 2x2 yz −xy 3 z x2 yz 2 ¯
µ ¶ µ ¶ µ ¶
∂ ¡ 2 2¢ ∂ ¡ 3
¢ ∂ ¡ 2 2¢ ∂ ¡ 2 ¢ ∂ ¡ 3
¢ ∂ ¡ 2 ¢
= x yz − −xy z i − x yz − 2x yz j + −xy z − 2x yz k
∂y ∂z ∂x ∂z ∂x ∂y
=(x2 z 2 + xy 3 )i + (2x2 y − 2xyz 2 )j − (y 3 z + 2x2 z)k

• Fact: Physically, ∇ × F represents the rotation or twisting of the vector field F.

• If a vector field F is such that ∇ × F = 0, then the vector field is called irrotational .
 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS 19

• Important Identity – Curl of Gradient: For a scalar function f (x, y, z),

curl grad f = ∇ × (∇f ) = 0.

Proof:
¯ ¯
¯ i j k ¯
µ ¶ ¯¯ ∂ ∂ ∂ ¯
¯
∂f ∂f ∂f ¯ ¯
∇ × (∇f ) =∇ × i+ j+ k = ¯ ∂x ∂y ∂z ¯
∂x ∂y ∂z ¯ ∂f ∂f ∂f ¯
¯ ¯
¯ ¯
∂x ∂y ∂z
µ 2 ¶ µ ¶ µ ¶
∂ f ∂ 2f ∂ 2f ∂2f ∂2f ∂ 2f
= − i− − j+ − k=0
∂y∂z ∂z∂y ∂x∂z ∂z∂x ∂x∂y ∂y∂x

• Example: Let f (x, y, z) = exp(x + 2y + 3z). Find grad f and verify that curl grad f = 0.
Solution:
∇f (x, y, z) = exp(x + 2y + 3z)i + 2 exp(x + 2y + 3z)j + 3 exp(x + 2y + 3z)k
¯ ¯
¯ i j k ¯
¯ ∂ ∂ ∂ ¯
¯ ¯
∇ × (∇f ) = ¯ ¯
¯ ∂x ∂y ∂z ¯
¯ exp(x + 2y + 3z) 2 exp(x + 2y + 3z) 3 exp(x + 2y + 3z) ¯
¡ ¢ ¡ ¢ ¡ ¢
= 6ex+2y+2z − 6ex+2y+3z i + 3ex+2y+2z − 3ex+2y+3z j + 2ex+2y+2z − 2ex+2y+3z k = 0

• Definition: A vector field F(x, y, z) = F1 (x, y, z)i+F2 (x, y, z)j+F3 (x, y, z)k is conservative if F = ∇φ
for some function φ.

• A conservative vector field is irrotational.

• On a simply connected domain, a vector field F is conservative if and only if it is irrotational, i.e.,
∇ × F = 0.

• Important Identity – Divergence of Curl: For a vector field F(x, y, z) = F1 (x, y, z)i+F2 (x, y, z)j+
F3 (x, y, z)k,
div curl F = ∇ · (∇ × F) = 0.

Proof:
½µ ¶ µ ¶ µ ¶ ¾
∂F3 ∂F2 ∂F3 ∂F1 ∂F2 ∂F1
∇ · (∇ × F) =∇ · − i− − j+ − k
∂y ∂z ∂x ∂z ∂x ∂y
µ ¶ µ ¶ µ ¶
∂ ∂F3 ∂F2 ∂ ∂F3 ∂F1 ∂ ∂F2 ∂F1
= − − − + −
∂x ∂y ∂z ∂y ∂x ∂z ∂z ∂x ∂y
∂ 2 F1 ∂ 2 F1 ∂ 2 F2 ∂ 2 F2 ∂ 2 F3 ∂ 2 F3
= − − + + − =0
∂y∂z ∂z∂y ∂x∂z ∂z∂x ∂x∂y ∂y∂x
20 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS

• Laplacian: The Laplacian operator is the operator

∂2 ∂2 ∂2
∇2 = ∇ · ∇ = + + .
∂x2 ∂y 2 ∂z 2

It can be applied to a scalar function or a vector field componentwise.

1
• Example: Find the Laplacian of the function f (x, y, z) = p .
x2 + y 2 + z 2
Solution:
1
f (x, y, z) = p
x2 + y2 + z2
∂f x ∂ 2f 3x2 1
=− 3 =⇒ 2
= 5 − 3
∂x 2 2
(x + y + z ) 22 ∂x 2 2 2
(x + y + z ) 2 (x + y 2 + z 2 ) 2
2

∂ 2f 3y 2 1
Similarly = 5 − 3
∂y 2 (x2 + y 2 + z 2 ) 2 (x2 + y 2 + z 2 ) 2
∂ 2f 3z 2 1
2
= 5 − 3
∂z (x2 + y 2 + z 2 ) 2 (x2 + y 2 + z 2 ) 2
3(x2 + y 2 + z 2 ) 3
=⇒ ∇2 f (x, y, z) = 5 − 3 =0
(x2 + y 2 + z 2 ) 2 (x2 + y 2 + z 2 ) 2

• Example: Find the Laplacian of the vector field F(x, y, z) = x2 i + y 2 j + z 2 k.

Solution:

∂ 2 F1 ∂ 2 F1 ∂ 2 F1
F1 (x, y, z) =x2 =⇒ = 2, = = 0 =⇒ ∇ 2 F1 = 2
∂x2 ∂y 2 ∂z 2
Similarly, ∇2 F2 = ∇2 (y 2 ) = 2, ∇2 F3 = ∇2 (z 2 ) = 2
=⇒ ∇2 F = 2i + 2j + 2k

• Other important identities:

∇ × (∇ × F) =∇ (∇ · F) − ∇2 F
∇(f g) =g∇f + f ∇g
∇ · (gF) =F · ∇g + g∇ · F
∇ × (gF) =(∇g) × F + g∇ × F
∇ (F · G) =(F · ∇)G + (G · ∇)F + F × (∇ × G) + G × (∇ × F)
∇ · (F × G) =G · (∇ × F) − F · (∇ × G)
∇ × (F × G) =F(∇ · G) − G(∇ · F) + (G · ∇)F − (F · ∇)G
 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS 21

Appendix A. Vector Differential Calculus in Cylindrical Coordinates

In cylindrical coordinates


x = r cos θ
y = r sin θ

z = z

Let er , eθ , ez be unit vectors in the r, θ, z directions. It is immediate that ez = k. Given a function

f (x, y, z),
¿ À ¿ À ¿ À
∂f ∂f ∂x ∂f ∂y ∂f ∂z ∂f ∂f ∂f ∂x ∂y ∂z ∂x ∂y ∂z
= + + = , , · , , = ∇f · , , ,
∂r ∂x ∂r ∂y ∂r ∂z ∂r ∂x ∂y ∂z ∂r ∂r ∂r ∂r ∂r ∂r
¿ À ¿ À ¿ À
∂f ∂f ∂x ∂f ∂y ∂f ∂z ∂f ∂f ∂f ∂x ∂y ∂z ∂x ∂y ∂z
= + + = , , · , , = ∇f · , , .
∂θ ∂x ∂θ ∂y ∂θ ∂z ∂θ ∂x ∂y ∂z ∂θ ∂θ ∂θ ∂θ ∂θ ∂θ
Since
Der f =∇f · er ,
Deθ f =∇f · eθ ,
we find that
­ ∂x ∂y ∂z ®
, ,
∂r ∂r ∂r
er = ¯­ ∂x ®¯ = cos θi + sin θj,
¯ , ∂y , ∂z ¯
∂r ∂r ∂r
­ ∂x ∂y ∂z
®
, ,
∂θ ∂θ ∂θ
eθ = ¯­ ∂x ®¯ = − sin θi + cos θj.
¯ , ∂y , ∂z ¯
∂θ ∂θ ∂θ

In other words,
    
er cos θ sin θ 0 i
eθ  = − sin θ cos θ 0  j 
ez 0 0 1 k
    
i cos θ − sin θ 0 er
 j  =  sin θ cos θ 0 eθ  .
k 0 0 1 ez
On the other hand,
 ∂f  
  
 ∂f ∂f
∂x ∂y ∂z   
 ∂r     ∂x 
 cos θ sin θ 0 
 ∂x 
   ∂r ∂r ∂r   ∂f 
 ∂f   ∂x ∂y ∂z   =   ∂f 
  =     −r sin θ r cos θ 0  
 ∂y 
 ∂θ     ∂y   
  ∂θ ∂θ ∂θ   0 0 1  
∂f 0 0 1 ∂f ∂f
∂z ∂z ∂z
   
∂f   ∂f
 ∂x  sin θ
   cos θ − 0  ∂r 
 ∂f   r  
  = cos θ  ∂f 
 ∂y   sin θ  
   0  ∂θ 
 ∂f  r  
0 0 1 ∂f
∂z ∂z
22 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS

Therefore,
∂f ∂f ∂f
∇f = i+ j+ k
∂x ∂y ∂z
µ ¶ µ ¶
∂f sin θ ∂f ∂f cos θ ∂f ∂f
= cos θ − (cos θer − sin θeθ ) + sin θ + (sin θer + cos θeθ ) + ez
∂r r ∂θ ∂r r ∂θ ∂z
∂f 1 ∂f ∂f
= er + eθ + ez .
∂r r ∂θ ∂z

Given a vector field F = F1 i + F2 j + F3 k, we can write it in cylindrical coordinates:

F = F1 i + F2 j + F3 k = Fr er + Fθ eθ + Fz ez .
We have
Fr er + Fθ eθ + Fz ez = F1 (cos θer − sin θeθ ) + F2 (sin θer + cos θeθ ) + F3 ez
Therefore,
    
Fr cos θ sin θ 0 F1
Fθ  = − sin θ cos θ 0   F2 
Fz 0 0 1 F3
    
F1 cos θ − sin θ 0 Fr
F2  =  sin θ cos θ 0   Fθ 
F3 0 0 1 Fz
Therefore, in cylindrical coordinates,
∂F1 ∂F2 ∂F3
∇·F= + +
∂x ∂y ∂z
µ ¶ µ ¶
∂r ∂ ∂θ ∂ ∂r ∂ ∂θ ∂ ∂Fz
= + (cos θFr − sin θFθ ) + + (sin θFr + cos θFθ ) +
∂x ∂r ∂x ∂θ ∂y ∂r ∂y ∂θ ∂z
µ ¶ µ ¶
∂ sin θ ∂ ∂ cos θ ∂ ∂Fz
= cos θ − (cos θFr − sin θFθ ) + sin θ + (sin θFr + cos θFθ ) +
∂r r ∂θ ∂r r ∂θ ∂z
∂Fr 1 1 ∂Fθ ∂Fz
= + Fr + +
∂r r r ∂θ ∂z
1 ∂ 1 ∂Fθ ∂Fz
= (rFr ) + + .
r ∂r r ∂θ ∂z
µ ¶ µ ¶ µ ¶
∂F3 ∂F2 ∂F1 ∂F3 ∂F2 ∂F1
∇×F= − i+ − j+ − k
∂y ∂z ∂z ∂x ∂x ∂y
µµ ¶ ¶
∂ cos θ ∂ ∂
= sin θ + Fz − (sin θFr + cos θFθ ) (cos θer − sin θeθ )
∂r r ∂θ ∂z
µ µ ¶ ¶
∂ ∂ sin θ ∂
+ (cos θFr − sin θFθ ) − cos θ − Fz (sin θer + cos θeθ )
∂z ∂r r ∂θ
µµ ¶ µ ¶ ¶
∂ sin θ ∂ ∂ cos θ ∂
+ cos θ − (sin θFr + cos θFθ ) − sin θ + (cos θFr − sin θFθ ) ez
∂r r ∂θ ∂r r ∂θ
µ ¶ µ ¶ µ ¶
1 ∂Fz ∂Fθ ∂Fr ∂Fz 1 ∂ 1 ∂Fr
= − er + − eθ + (rFθ ) − ez .
r ∂θ ∂z ∂z ∂r r ∂r r ∂θ
 CHAPTER 2 MULTIVARIABLE AND VECTOR DIFFERENTIAL CALCULUS 23

Appendix B. Vector Differential Calculus in Spherical Coordinates

One can show similarly that in spherical coordinates



x = r sin θ cos φ
y = r sin θ sin φ ,

z = r cos θ
    
er sin θ cos φ sin θ sin φ cos θ i
 eθ  = cos θ cos φ cos θ sin φ − sin θ  j 
eφ − sin φ cos φ 0 k
    
i sin θ cos φ cos θ cos φ − sin φ er
 j  =  sin θ sin φ cos θ sin φ cos φ   eθ  .
k cos θ − sin θ 0 eφ
∂f 1 ∂f 1 ∂f
∇f = er + eθ + eφ ,
∂r r ∂θ r sin θ ∂φ
1 ∂ ¡ 2 ¢ 1 ∂ 1 ∂Fφ
∇·F= 2 r Fr + (sin θFθ ) +
r ∂r r sin θ ∂θ r sin θ ∂φ
µ ¶ µ ¶
1 ∂ 1 ∂Fθ 1 ∂Fr 1 ∂
∇×F= (sin θFφ ) − er + − (rFφ ) eθ
r sin θ ∂θ r sin θ ∂φ r sin θ ∂φ r ∂r
µ ¶
1 ∂ 1 ∂Fr
+ (rFθ ) − eφ .
r ∂r r ∂θ

References
[1] James Stewart, Calculus, Thomson.
[2] C. Henry Edwards and David E. Penny, Calculus Early Transcendentals, Pearson.
[3] Erwin Kreyszig, Advanced Engineering Mathematics, Wiley.
[4] Peter V. O’Neil, Advanced Engineering Mathematics, Thompson.