Calculus of Multivariables CALCULUS OF MULTIVARIABLES Vector A vector can be represented by an arrow segment, in which the magnitude of the vector

is the length of the segment and the direction of the vector is that of the arrow. The vector sum of two vectors A and B is represented graphically as shown in the figure.

Algebraic definition of vector in two dimensional plane In two dimensional plane, a vector is usually represented by its x- and y-components, i.e. v=(vx,vy). Thus the magnitude of the vector is given by:
v = vx 2 + v y2

and the angle between the x-axis is given by: tan=(vy/vx)

Calculus of Multivariables Algebraic definition of vectors in three dimensional space

A vector v is defined in the three dimensional space by its x-, y- and z- components v=(vx,vy,vz) The magnitude of v is:
v = vx 2 + v y2 + vz 2
z (0 , 0 , Vz)

(V x , Vy , Vz) y (0 , Vy , 0)

o
(V x , 0 , 0) x

The angle , and are called the direction angles. The direction cosines of the vectors are defined by:
cos = vy vx v , cos = , cos = z v v v

Notice that: cos2+cos2+cos2=1.

Example: Calculate the distances of the points i) (1, 0, 2), ii) ( 2, 1, 3) from the origin. Also calculate the distance between each pair of points. Solution: The distance, r, from the origin O to the point P(x1, y1, z1) is given by
2

Calculus of Multivariables r = OP = x12 + y12 + z12

In general the distance between two points P(x, y, z), P(x, y, z) is given by PP = (x x)2 + (y y)2 + (z z)2

i)The distance of the point (1, 0, 2) from the origin is therefore r= ii) For ( 2, 1, 3) we have r= ( 2)2 + 12 + ( 3)2 = 4 + 1 + 9 = 14 12 + 02 + 22 = 5

iii) The distance between I) (1, 0, 2) and ii) ( 2, 1, 3) is ( 2 1)2 + (1 0)2 + ( 3 2)2 = 9 + 1 + 25 = 35

Zero vector and unit vector A zero vector 0 is a vector such that for any non-zero vector v, v+0=v. A unit vector is a vector such that its magnitude is one and is usually represented by

v=

v v

For two dimensional space,unit vectors i and j are defined as the unit vector having the directions of x-axis and y-axis respectively.

If we have any vector v=(vx, vy), we notice that we can write it into component form:
v = vxi + vy j

Calculus of Multivariables Two dimensions

v = ( x, y ) = ( x, 0 ) + ( 0, y ) = x (1, 0 ) + y ( 0,1) = x i + y j

Similar to the two dimensional space, unit vectors parallel to the x-, y- and z-axis are defined as: Three dimensions
v = ( x, y, z ) = ( x, 0, 0 ) + ( 0, y , 0 )( 0, 0, z ) + = x (1, 0, 0 ) + y ( 0,1, 0 ) + z ( 0, 0,1) = x i + y + z k j

= (1,0,0); = (0,1,0) and k = (0,0,1) i j

and thus,
v = (v x , v y , v z ) = v x + v y + v z k i j

Example: If v=2 i -3 j is a vector, find the unit vector which has the same direction as that of v. Solution:
v = 22 + 32 = 13

v 2i-3j v= = Unit vector which has the same direction as that of v is v 13

Practice 1: Calculate the magnitude and direction for each of the position vectors:i) iv) a = 3i ii) d = 3 i + j v) b = i+j e = i+2j iii) c = 3i 3j

Find unit vectors in the direction of each vector.

Addition and scalar multiplication of vector Geometric vector addition: Arrange the vectors head to tail. The sum is the vector beginning with tail of the first vector and ending with the sum of the last vector. Use the law of sines and the law of cosines to solve for the length of the vector the angle. sin( ) sin( ) and c 2 = a 2 + b 2 2ab cos( ) = a b Algebraic vector addition: Two dimensions: If necessary break the vectors into x-components and y-components

Calculus of Multivariables
x = v cos( ) y = v sin( )

Combine the x-components and y-components separately v1 + v 2 = ( x1 + x 2 , y1 + y 2 ) . Three dimensions: v1 + v 2 = ( x1 + x2 , y1 + y 2 , z1 + z 2 ) . Scalar multiplication: If u=(ux, uy), v=(vx, vy) and is a scalar then u+v=(ux+vx, uy+vy) (i) (ii) u=(ux, uy) (iii) u=(-ux, -uy) u-v=u+(-v)=(ux-vx, uy-vy) (iv) Theorem : Algebraic properties of vector ,if u, v and w are vectors and are two scalars and 0 is the zero vector (i) (ii) (iii) (iv) (v) (vi) (vii) u+v=v+u u+(v+w)=(u+v)+w v+(-v)=0 (v)=(v) (+)v=v+v (u+v)=u+v v=v

Dot product Dot product of two vector u=ux i +uy j and v=vx i +vy j is a scalar and is defined as: uv=uxvx+uyvy Multiply two vectors to obtain a scalar. Defined for n-dimensional space. Two dimensions Three dimensions

v1 v2 = x1 x2 + y1 y 2 = number v1 v 2 = x1 x 2 + y1 y 2 + z1 z 2 = number

v1 v2 = v1 v 2 cos( ) where is the smallest positive angle between v1 and v2 .

Length of a vector:

v = v v v1 v 2 v1 v 2

Angle between two vectors: cos( ) =

Calculus of Multivariables Example : If u=(1, 3) and v=(4, -7) then uv=14+3(-7)=-17.

Theorem : Properties of Dot Product for some vectors u, v and w i. uv=vu (u+v)w=uw+vw ii. iii. (u)v=(uv), for some is scalar iv. uu0 and uu=0 iff u=0 v. u2=uu
Example: Find the scalar products of the following pairs of vectors . i) i j, 3i + 4j+ 5k

ii) 4i + j 3k , i + 3j 7k iii) 3i + j+ 4k, 2i 2j k Solution: i) For i j, 3i + 4j+ 5k we have (i j) . (3i + 4j+ 5k) = 3 4 = 1 ii) (4i + j 3k) . ( i + 3j 7k) = 4 + 3 + 21 = 20 iii) (3i + j+ 4k) . (2i 2j k) = 6 2 4 = 0 Example: Find the angles between the pairs of vectors i) a = j+ k b = 3i + 4j + 5k ii) a = i j 2k b = 2i + j+ 3k iii) a = 2i + j k b = i + 2j+ k Solution: i) a = j + k b = 3i + 4j + 5k a. b cos ( a , b ) = |a||b| (j + k) . (3i + 4j + 5k) 4+5 1 = = = 10 2 9 + 16 + 25 2 50 1 ( a , b ) = cos 1 10 = 84.26o ii) a.b = (i j 2k).(2i + j+ 3k) = 2 1 6 = 5, so a. b 5 5 cos ( a , b ) = = = |a||b| 2 21 6 14

So

So
6

Calculus of Multivariables 5 o ( a , b ) = 180 cos 1 = 123.06 2 21 iii) a.b = (2i + j k ).(i + 2j+ k) = 2 + 2 1 = 3 so a. b 3 1 cos ( a , b ) = =6 =2 a||b| | 1 ( a , b ) = cos 1 2 = 60o

So

Cross product Definition: Cross product is multiply two vectors to obtain a vector. Defined only for three dimensional space The cross product of two vectors:
u = u x + u y + u z k and v = v x + v y + v z k i j i j

is defined as:

u v = (u y v z u z v y ) + (u z v x u x v z ) + (u x v y u y v x )k i j i = ux vx j uy vy k uz vz

Recall : How to define the determinants? a1 a 2 = a1b2 a 2 b1 b1 b2

a1 b1 c1 a2 b2 c2 a3 b b3 = a1 2 c2 c3 b3 b a2 1 c3 c1 b3 b + a3 1 c3 c1 b2 c2

Some properties of cross product: (i) u0=0u=0 (ii) uv=-(vu) (iii) (u)v=(uv) (iv) u(v+w)=(uv)+(uw) (v) (uv)w=u(vw)
7

Calculus of Multivariables (vi) u(uv)=v(uv)=0 (viii) if u and v are parallel, then uv=0. Note : (vi) tells us that: The cross product uv is orthogonal to u and v. Cross product of the unit vectors i, j and k: ii=0, jj=0, kk=0, ij=k, ki=j, jk=i Length:
u v sin where is the smallest positive angle between v1 and v 2 . u v = area of the parallelogram determined by v1 and v 2 . Direction: Right hand rule: Point your fingers in the direction of and u rotate your fingers in the direction of v. Then your thumb points in the direction of u v

Triple scalar product:

x1 v1 (v 2 v3 ) = x 2 x3

y1 y2 y3

z1 volume of the parallelogram determined z2 = by the vectors v1 , v 2 and v 3 . z

3

Example : Find the cross product of uv, if u=(2, 4, -5) and v=(-3, -2, 1). Solution: i

u v = 2 4 5 = 6 + 13 + 8k i j 3 2 1

Example: If a = i j 2k , b = 2i + j+ 3k then find a b with unit vector. Solution: j k i 1 1 2 = i ( 3 + 2) ( 3 + 4)j+ (1 + 2)k a b = 2 1 3 = i 7j + 3k with unit vector = 1 ( i 7j + 3k) 59

Practice 2: If a = 2i + j k b = i + 2j+ k then find a b with unit vector.

Calculus of Multivariables Practice 3: If a = 3i 2_ + k , b = i + _ + k and c = 2i + _ 3k j j j evaluate: a . b c

Vector Gradient The gradient of a (scalar) function f = f (x, y ) is defined by

f ( x, y ) = f x (x, y )i + f y ( x, y )j .

As we can see, the gradient of a function is a vector field. It is the vector field which will points in the direction of the greatest rate of change of the function f. The magnitude of the gradient is the greatest rate of change.

Example Find the gradient of f ( x, y ) = x 2 y + 3 y . Solution The gradient of f is f = f xi + f y j = 2 xyi + x 2 + 3 j . Functions of several variables Definition: A function f of two variables is a rule that assigns to each ordered pair of real numbers ( x, y ) in a set D a unit real number denoted by f ( x, y ). The set D is the

. domain of f is the set of values that f takes on, that is, { f ( x, y ) ( x, y ) D}

z = f ( x, y ) maps each ordered pair ( x, y ) to a unique number z . w = f ( x, y, z ) maps each ordered triple ( x, y, z ) to a unique number w .

Example : (a)

Find the domains of the following functions and evaluate f (3,2).

f ( x, y ) =

x + y +1 x 1

Solution: This function is not defined whenever x = 1, so the domain does not include all the points on the plane x = 1.

Calculus of Multivariables We consider the expression

x + y + 1 0 or x + y 1.

x + y + 1 . This expression is not defined for

Example:

Find the domain and range of

g ( x, y ) = 9 x 2 y 2

Solution: The function g is defined only for 9 x 2 y 2 0 which is equivalent to

x 2 + y 2 9 , so the domain D = {( x, y ) : 9 x 2 y 2 0} = {( x, y ) : x 2 + y 2 9}
Practice 4: Determine the domain of each of the following.

i) g ( x, y ) = x + y ii) g ( x, y ) = x + y iii) g ( x, y) = In(9 x2 9 y 2 )

GRAPH: QUADRIC SURFACES Definition If f is a function of two variables with domain D, then the graph of f is the

set of points ( x, y, z ) in R 3 such that z = f ( x, y ) and ( x, y ) is in D.

LEVEL CURVES AND SURFACES

Level curves

The level curves of z = f ( x, y ) have equations f ( x, y ) = k . z = f ( x, y ) describes a surface above and/or below the x-y plane. If the surface is cut by the horizontal plane z = k and the resulting curve is projected onto the x-y plane we obtain the level curve of height k.
Level surfaces

The level surfaces of w = f ( x, y, z ) have equations f ( x, y, z ) = k . If f ( x, y, z ) assigned a temperature to each point in space, then the level surfaces would be surfaces of constant temperature.
10

Calculus of Multivariables Parabola In R 2 , the equation y=x2 represents a parabola

In R3 , the equation y=x2 doesnt involve z, so any horizontal plane with equation z=k intersects the graph in the curve with equation y= x2. Thus, the surface is a parabolic cylinder, made of infinitely many shifted copies of the same parabola. The rulings are parallel to the z-axis

Sphere

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

Sphere equation: (x-a)2+(y-b)2+(z-c)2=r2 where (a, b, c) is the centre of the sphere and r is the radius

x Cylinder

11

Calculus of Multivariables
z

General Equation:
x2 a
x +y =a
2 2 2

y2 b2

=1

If a=b then x2+y2=a2, where a is the radius of the cylinder

Ellipsoid
x2 a2 + y2 b2 + z2 c2 =1

where a, b, c are the diameter at the x, y and z axis direction respectively If a=b=c then we will have a sphere.

Elliptic Paraboloid

z=

x2 a2

y2 b2

where a and b are the diameter on the x and y axis direction respectively. In general
z x2 y2 = + c a 2 b2

In this case the z variable that isnt squared determines the axis upon which the paraboloid opens up.
12

Calculus of Multivariables Also, the sign of c will determine the direction that the paraboloid opens. If c is positive then it opens up and if c is negative then it opens down.
Hyperbolic Paraboloid

z x2 y2 = c a 2 b2

These graphs are vaguely saddle shaped and as with the elliptic paraoloid the sign of c will determine the direction in which the surface opens up. The graph above is shown for c positive.

For instance
z = x2 y 2 + 6

is an elliptic paraboloid that opens downward (be careful, the - is on the x and y instead of the z) and starts at z=6 instead of z=0. Here is a couple of quick sketches of this surface.

Elliptic Cone
13

Calculus of Multivariables
z

x2 a
2

y2 b
2

z2 c2

where a and b are the diameter on the x and y axis direction respectively.
o y

In the case of a cone the variable that sits by itself on one side of the equal sign will determine the axis that the cone opens up along. For instance, a cone that opens up along the x-axis will have the equation,

Hyperboloid of One Sheet

x2 a
2

y2 b
2

z2 c2

=1

where a, b, c are the diameter at the x, y and z axis direction respectively

Hyperboloid of Two Sheets

x2 a2

y2 b2

z2 c2

=1

14

Calculus of Multivariables

Example:

Use completing square method to identify the type of equation and

coordinates in the equation x 2 + y 2 + z 2 6 x + 4 y 2 z = 11.

Solution:

Completing squares in the equation x 2 + y 2 + z 2 6 x + 4 y 2 z = 11 gives

( x 2 6 x + 9) + ( y 2 + 4 y + 4) + ( z 2 2 z + 1) = 11 + 9 + 4 + 1 => ( x 3)2 + ( y + 2)2 + ( z 1) 2 = 25 which we recognize as a sphere equation(x-a) +(y2 2 2 2

b) +(z-c) =r where (a,b,c) =(3,-2, 1) is the centre of the sphere and r=5 is the radius.
Practice 5: Use completing square method to identify the type of equation and

coordinates in the equation x 2 + y 2 + z 2 4 x + 2 y = 0.

Example:
k = 0,1,2,3 ,4,5

Sketch the level curves of the function g ( x, y ) = x 2 + y 2

for

Solution:

Lets identify what this surface given by g ( x, y ) . Lets rewrite it as,

15

Calculus of Multivariables
z = x2 + y 2

Now, this equation is not listed in the Quadric Surfaces section, but if we square both sides we get, z 2 = x 2 + y 2 . So, we have a cone, or at least a portion of a cone. Since we know that square roots will only return positive numbers, it looks like weve only got the upper half of a cone. The level curves (or contour curves) for this surface are given by the equation are found by substituting z= k. In the case of our Example this is,
k = x2 + y2

k 2 = x2 + y2

where k is any number. So, in this case, the level curves are circles of radius k with center at the origin. Graph for some values of k.

16

Calculus of Multivariables

Example: Sketch the level curves of the function f ( x, y) = 10 4 x2 y 2 for the plane

x=1 and y=2

Solution:

We can get an equation for the trace by plugging x=1 into the equation.

and this will be graphed in the plane given by x=1 . Below are two graphs. The graph on the left is a graph showing the intersection of the surface and the plane given by x=1. On the right is a graph of the surface and the trace.

17

Calculus of Multivariables For y=2 here is the equation of the trace,

and the sketches for this case are:

Example: Sketch the graph of 4 y = z 2 + x 2 . Solution:

Traces x=k, 4 y = z 2 + k 2 , a parabola; y=k, 4k = z 2 + x 2 , a circle for k>0; z=k, 4 y = k 2 + x 2 , a parabola. Thus the surface is a circular paraboloid with axis the y-axis and vertex at (0,0,0)

Practice 6: Sketch the graph of y 2 = z 2 + x 2 .

18

Calculus of Multivariables LIMITS Big idea: The formal - definition of a limit must be modified for a function of two variables to include a disk of values centered on the limiting coordinate pair. Big skill: You should be able to compute limits of functions of two variables, show when limits do not exist, and identify regions of continuity for functions of two variables. Definition : Formal Definition of Limit for a Function of Two Variables Let f be defined on the interior of a circle centered at the point (a, b), except possibly at (a, b) itself. We say that lim f ( x, y ) = L if for every > 0 there exists a > 0 such
( x , y ) ( a ,b )

that f ( x, y ) L < whenever 0 <

( x a ) + ( y b)
2

< .

Corollary results for limits of combinations of functions: The limit of a sum or difference is the sum or difference of the limits. lim ( f ( x, y ) g ( x, y ) ) = lim f ( x, y ) lim g ( x, y )
( x , y ) ( a ,b ) ( x , y )( a ,b ) ( x , y ) ( a ,b )

The limit of a product is the product of the limits lim ( f ( x, y ) g ( x, y ) ) = lim f ( x, y ) lim g ( x, y ) ( x , y ) ( a , b ) ( x , y ) ( a , b ) ( x , y ) ( a ,b ) The limit of a quotient is the quotient of the limits (except where the denominator is zero) f ( x, y ) ( x , ylima ,b ) f ( x, y ) ) ( lim g ( x, y ) = lim g ( x, y ) ( x , y ) ( a ,b ) ( x , y ) ( a , b )
19

Calculus of Multivariables The limit of a polynomial always exists and is found simply by substitution. lim ( Pn ( x, y ) ) = Pn ( a, b )
( x , y ) ( a ,b )

Notes on disproving limits: For a limit to exist, the function must approach that limit for every possible path of (x, y) approaching (a, b). Thus, it is usually very hard to prove a limit exists, and easier to show a limit does not exist. So, if a function f(x, y) approaches L1 as (x, y) approaches (a, b) along a path P1 and f(x, y) approaches L2 L1 as (x, y) approaches (a, b) along a different path P2, then lim f ( x, y ) does not exist.
( x , y ) ( a ,b )

Some simple paths to try are the lines along x = a, y = b, or any other line through the point.
Example:

2 x 2 y + 3xy ( x , y )( 2,1) 5 xy 2 + 3 y Solution: 2 x 2 y + 3xy 2(2) 2 (1) + 3(2)(1) 14 lim = = ( x , y )( 2,1) 5 xy 2 + 3 y 5(2)(1) 2 + 3(1) 13
Evaluate

lim

Example:

Show the following limit does not exist: lim

( x , y )(1,0 )

y x + y 1

Solution:

Domain:

x + y 1 0 y -x +1

Case 1: Look at the limit along the path y=0 and x 1 y 0 0 = lim = lim =0 lim ( x , y )(1,0) x + y 1 ( x ,0 )(1,0 ) x + 0 1 x 1 x 1 x 1
20

Calculus of Multivariables Case 2: Look at the limit along the path x=1 and y 0 y y y lim = lim = lim = 1 ( x , y )(1,0 ) x + y 1 (1, y )(1,0 ) 1 + y 1 y 0 y y 0 The original limit does not exist

Practice 7: Show the following limit does not exist:

( x , y )( 0,0 )

lim

xy x + y2
2

CONTINUITY Definition: Continuity of a Function of Two Variables Suppose f(x, y) is defined in the interior of a circle centered at the point (a, b). We say that f is continuous at (a, b) if lim f ( x, y ) = f ( a, b ) . If f(x, y) is not continuous at
( x , y ) ( a ,b )

(a, b), then we call (a, b) a discontinuity of f. A function f ( x, y ) is continuous at the point (a, b) if (i) f ( x0 , y 0 ) is defined (ii) lim f ( x, y ) exists
( x, y ) ( a , b )

(iii)

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

Corollary results for continuity of combinations of functions: The sum or difference of continuous functions is continuous. The product of continuous functions is continuous. The quotient of continuous functions is continuous. (except where the denominator is zero) Example:

Find all points where the function is continuous: f ( x, y ) =

21

x x y
2

Calculus of Multivariables

Solution:
2 2 (i) f(a,b) is defined except where x -y=0 or y= x is discontinuous

(ii) (iii)

lim f ( x, y ) exists except where x 2 -y=0 or y= x 2 is discontinuous ( x, y ) ( a , b )

lim f ( x, y ) = f ( a, b) except where x 2 -y=0 or y= x 2 is discontinuous ( x, y ) ( a , b )

Therefore f ( x, y ) is continuous for {(x, y ) | y x 2 }

Practice 8: Find all points where the function is continuous:

x2 y f ( x, y ) = x 2 + y 2 0

if ( x, y ) ( 0, 0 ) if ( x, y ) = ( 0, 0 )

22

Calculus of Multivariables PARTIAL DIFFERENTIAL EQUATIONS

Definition: Consider a function f(x,y) of two variables. If we treat y as a constant, f may be differentiated with respect to x. The result is called the partial derivative of f with df dz . If we let z = f(x,y), we write fx = . The partial respect to x and is denoted by fx or dx dx derivative with respect to y is similarly defined by treating x as constant and differentiating f(x,y) with respect to y.

Differentiability

A function is differentiable if it possesses the property of local linearity. For functions of two variables this means we can accurately approximate the surface using a tangent plane.
Definition: A function f ( x, y ) is differentiable at the point ( x0 , y 0 ) if f f ( x0 , y 0 ) exist and f can be written as ( x0 , y 0 ) and y x f f ( x0 , y 0 )x + ( x0 , y 0 )y + 1 x + 2 y f = x y where 1 , 2 0 as ( x, y ) (0,0) .

First partials

f f ( x + h, y ) f ( x, y ) ( x, y ) = lim h 0 x h f ( x, y + h ) f ( x, y ) f ( x, y ) = lim h 0 h y We can interpret partial derivatives as rates of change. If z = f ( x, y ) , then z / x represents the rate of change of z with respect to x when y is fixed. Similarly, z / y is the rate of change of z with respect to y when x is fixed.
Theorem: If f ( x, y ) has continuous first partial derivatives in a neighborhood of ( x0 , y 0 ) then f ( x, y ) is differentiable at the point ( x0 , y 0 ) . Theorem: Differentiability continuity.

23

Calculus of Multivariables
Example:

i) If f(x,y) = xy + excos y, compute fx and fy. ii) For f as in (a), calculate fx(1,/2).
Solution

i) Treating y as a constant and differentiating with respect to x, we get fx(x,y) = y + excos y. Differentiating with respect y and considering x as a constant gives fy(x,y) = x exsin y. ii) Substituting x = 1 and y = /2, we get fx(1,/2) =/2 + e1cos(/2) = /2.

Practice 9:

i)

If z = x 2 y 3 + x3 y 4 e xy , calculate

dz dz and . dy dx

ii) If f ( x, y ) = 4 x 2 2 y 2 , find f x (1,1) and f y (1,1). iii) Show that the function u ( x, y ) = e x sin y is a solution of Laplaces equation. 2u 2u + = 0 is called Laplace equation. x 2 y 2

Increments

f = f ( x + x, y + y ) f ( x, y ) is called the increment of f and is the actual change in the function f as ( x, y ) is moved to ( x + x, y + y ) .

Total differentials

f f x + y is called the total differential of f and is the tangent plane y x approximation to the change in f as ( x, y ) is moved to ( x + x, y + y ) . The df =

df = f x ( x, y ) dx + f y ( x, y ) dy
total differential is actually the equation for the tangent plane in local coordinates centered at the point of tangency.

24

Calculus of Multivariables The total differential of f ( x , y , z ) is defined by the equation

f f f dx+ dy+ dz y z x whether or not x, y and z are independent of each other, provided only that the partial derivatives involved are continuous. df =
Example:

(a) If z = f(x,y) = x2 + 3xy y2 , find the differential dz. (b) If x changes from 2 to 2.05 and y changes from 3 to 2.96, compare the value of z and dz.
Solution

(a) dz =

z z dx + dy = (2 x + 3 y )dx + (3x 2 y )dy . y x (b) Putting x = 2, dx = x = 0.05, y = 3, and dy = y = - 0.04, we get dz = [2(2) + 3(3)]0.05 + [3(2) - 2(3)](- 0.04) = 0.65 The increment of z is z = f(2.05,2.96) - f(2,3) = [(2.05)2 + 3(2.05)(2.96) - (2.96)2 ] - [22 + 3(2)(3) 32 ] = 0.6449 Notice that z = dz but dz is easier to compute.

HIGHER DERIVATIVES

If z = f ( x, y ), we use the following notations.

f 2 f = f xx = x x x 2 f 2 f = f xy = y x yx

f 2 f = = f yx x y xy f 2 f = = f yy y y y 2

Clairuts Theorem Suppose f is defined on a disk D that contains the points (a, b). If the functions f xy and f yx are both continuous on D, then f xy ( a, b) = f yx ( a, b) or

2 f 2 f = or f yx = f xy y x x y
25

Calculus of Multivariables if the derivatives involved are continuous.

THE CHAIN RULE The Chain Rule (Case 1) One independent variable z = f ( x, y ) is a differentiable functions of x and y, where x = g (t ) and y = h(t ) are both differentiable functions of t. dz f dx f dy Then z is a differentiable function of t and = + dt x dt y dt Example:

If u = x 2 y 2 and x = e t cos t , y = e t sin t , find

Solution:

du dt

= 2 x(e t cos t e t sin t )+ ( 2 y ) (e t sin t + e t cos t )

du u dx u dy + = dt x dt y dt

= 2e t cos t (e t cos t e t sin t ) 2e t sin t (e t sin t + e t cos t ) = e 2t 2 cos 2 t 2 cos t sin t 2 sin 2 t 2 sin t cos t

= 2e 2t (cos 2t sin 2t ).

= 2e 2t (cos 2 t sin 2 t sin 2t )

Practice 10: If z = x 2 y + 3 xy 4 , where x = sin 2t and y = cos t , find dz / dt when t = 0.

Practice 11: The pressure P (in kilopascals), volume V (in liters), and tempreture T (in kelvins) of a

mole of an ideal gas are related by the equation PV = 8.31T . Find the rate at which the pressure is changing when the tempreture is 300 K and increasing at a rate 0.1 K/s and the volume is 100 L and increasing at a rate of 0.2 L/s.
The Chain Rule (Case 2): Two independent variables z = f ( x, y ) is a differentiable

functions of x and y, where x = g ( s, t ) and y = h( s, t ) are both differentiable functions of s and t. Then z is a differentiable function of t and
26

Calculus of Multivariables z z x z y + = s x s y s z z x z y = + t x t y t
Example: If z = e x sin y, where x = st 2 and y = s 2 t , find z / s and z / t . Solution:

Since the Chain Rule gives z z x z y + = s x s y s we calculate the derivatives:

z = e x sin y x
x = 2 st t

and

z z x z y = + t x t y t z = e x cos y y
y = 2 st s

x = t2 s
y = s2 t

Then, z z x z y = (e x sin y )(t 2 ) + (e x cos y )(2st ) + = s x s y s

= t 2 e st sin(s 2 t ) + 2ste st cos(s 2 t )

z z x z y = (e x sin y )(2st ) + (e x cos y )( s 2 ) + = t x t y t

= e st sin(s 2 t )(2st ) + s 2 e st cos(s 2 t ) = 2ste st sin(s 2 t ) + s 2 e st cos(s 2 t )

t 2

Implicit Differentiation Example: dy Find if x 3 + y 3 = 6 xy dx

27

Calculus of Multivariables dy Solution: Finding means that y is a function of x; that is y = f (x). dx Differentiating y with respect to x gives
3x 2 + 3 y 2 dy dy = 61. y + x dx dx
2

(3 y

6x

) dy = 6 y 3x dx
dy 2 y x 2 = dx y 2 2 x

Practice 12:

Find

z z and if x 3 + y 3 + z 3 + 6 xyz = 1. x y

EXTREME VALUES Big idea: Partial derivatives can be used to find the extrema of functions of two variables, just as derivatives could be used to find extrema of functions of a single variable. Big skill: You should be able to find extrema and saddle points of functions of two variables. Definition of Critical Point A point ( x0 , y 0 ) in the domain of the function f ( x, y ) is called a critical point if f f (i) ( x0 , y 0 ) = ( x0 , y 0 ) = 0 y x f f ( x0 , y 0 ) or ( x0 , y 0 ) is undefined (ii) x y (iii) ( x0 , y 0 ) is a boundary point Example : Determine the critical point for f ( x, y ) = 2 x 2 + 3 y 2 4 x + 3 y + 5 Solution: First we need to find f x ( x, y ) and f y ( x, y )
f x ( x, y ) = 4 x 4
28

f y ( x, y ) = 6 y + 3

Calculus of Multivariables Now we find where f x ( x, y ) = 0 and f y ( x, y ) = 0 .

1 =y 2 So the critical point for f ( x, y ) = 2 x 2 + 3 y 2 4 x + 3 y + 5 is (1, 1 2) .

0 = 4x 4 1= x

0 = 6y + 3

Practice 13: Determine the critical point for f ( x, y ) = x 2 + y 2 4 xy + 8 x 10 y + 5

Practice 14: Determine the critical point for f ( x, y ) = x3 + x 2 + y 2 4 y + 50 .

1 3

1 2

Local extrema

Definition: We call f(a, b) a local maximum of f if there is an open disk R cantered at point (a, b) for which f(a, b) f(x, y) for all (x, y) R. Similarly, we call f(a, b) a local minimum of f if there is an open disk R centered at point (a, b) for which f(a, b) f(x, y) for all (x, y) R. In either case, f(a, b) is called a local extremum.

It is possible to test smooth critical points to see if they are local maximums or minimums using a two dimensional version of the second derivative test.
Theorem[Second Derivative Test] Suppose the second partial derivatives of f ( x, y ) are continuous in a neighborhood f f of the point ( x0 , y 0 ) and ( x0 , y 0 ) = ( x0 , y 0 ) = 0 . Define x y
2 f D= x
2 2

( x0 , y0 )

2 f ( x0 , y0 ) yx f y 2
2

f ( x0 , y0 ) xy

= f xx ( x0 , y0 ) f yy ( x0 , y0 ) f xy ( x0 , y0 )

( x0 , y0 )

(i) If D > 0 and

2 f ( x0 , y 0 ) > 0 then f ( x0 , y 0 ) is a local minimum. x 2 2 f (ii) If D > 0 and ( x0 , y 0 ) < 0 then f ( x0 , y 0 ) is a local maximum. x 2 (iii) If D < 0 then f ( x0 , y 0 ) is a saddle point. (iv) If D = 0 then the test is inconclusive. then If D > 0 and f xx (a, b) < 0 , then f (a, b) is a relative maximum. If D > 0 and f xx (a, b) > 0 , then f (a, b) is a relative minimum. If D < 0 , the f(x,y) has a saddle point at (a,b).
29

Calculus of Multivariables If D = 0 then the test fails.

Example : Find all relative extrema and/or saddle points for f ( x, y ) = 2 x 2 3 y 2 4 x + 3 y + 5 .

First we need to find the critical point(s) for f ( x, y ) = 2 x 2 3 y 2 4 x + 3 y + 5 . That is we need to find where f x ( x, y ) = 0 and f y ( x, y ) = 0 .
f x ( x, y ) = 4 x 4 0 = 4 x 4 and x = 1
f y ( x, y ) = 6 y + 3 0 = 6 y + 3 1 y= 2 1 Thus, the critical point for the given function is at 1, . 2

To determine if any relative extrema or saddle points exist we need to find the second partial derivatives.
f xx ( x, y ) = 4, f yy ( x, y ) = 6, f xy ( x, y ) = f yx ( x, y ) = 0

Now we need to evaluate

D = f xx (a, b) f yy (a, b) f xy (a, b)
2

= (4) (6) 0 . = 24 Since D > 0 and f xx (a, b) = 4 < 0 we conclude that a relative maximum exists at

( 1, 1 2 , f (1, 1 2) ) = ( 1, 1 2 ,7.75) .

Practice 15: Find all relative extrema for f ( x, y ) = x3 + 6 x 2 + y 2 + 4 y + 4 .

1 2

Absolute or Global Extrema

Definition: Absolute Extrema We call f(a, b) the absolute maximum of f if f(a, b) f(x, y) for all (x, y) domain. Similarly, we call f(a, b) the absolute minimum of f if f(a, b) f(x, y) for all (x, y) domain. Theorem : Extreme Value Theorem Suppose that f(x, y) is continuous on a closed and bounded region R both an absolute maximum and absolute minimum on R.
2

. Then f has

Theorem[Candidates] The extreme values of a function can only occur at a critical point, they cannot occur anywhere else.

30

Calculus of Multivariables Extreme values critical point Critical point extreme value
Example . Find the absolute extrema of the function f ( x, y ) = 3 x 2 + 2 y 2 4 y on the region R :{( x, y ) | y x 2 and y 4} . Solution: The first thing to do is find any critical points.

f x ( x, y ) = 6 x x = 0 f y ( x, y ) = 4 y 4 4 y = 4 y = 1
So we find a critical point at (0,1). Is this in the region? Yes, so keep it. Incidentally, by the D-test, this is a minimum on the region, so what we are looking for on the boundary will be a maximum. If we had more than one point or a saddle point, we could not conclude this. We will check the result numerically at the end anyway. Now we need to test the boundary conditions. One boundary is at the line y=4. Put this value into the f equation and reduce to just a function of x. f ( x, 4) = 3x 2 + 2(4) 2 4(4) = 3x 2 + 32 16 = 3x 2 + 16 Taking the first derivative, we get f ( x, 4) = 6 x , which has a critical point at x=0. So now we have the point (0,4) to test later. The second boundary is y = x 2 , so make this replacement. f ( x, x 2 ) = 3x 2 + 2( x 2 ) 2 4( x 2 ) = 3x 2 + 2 x 4 4 x 2 = 2 x 4 x 2 Taking the first derivative, we get f ( x, x 2 ) = 8 x3 2 x = 2 x(4 x 2 1) . This function has 1 1 1 1 1 critical points at x=0: (0,0), and at : , , , . The graphs intersect at (2,4), 2 2 4 2 4 and (-2,4). This gives us, finally, seven points to test in the original function.

31

Calculus of Multivariables f (0,1) = 3(0) 2 + 2(1) 2 4(1) = 2 4 = 2 f (0, 4) = 3(0) 2 + 2(4) 2 4(4) = 32 16 = 16 f (0, 0) = 3(0)2 + 2(0)2 4(0) = 0 1 1 1 1 1 1 f , = 3 + 2 4 = 8 2 4 2 4 4
1 1 1 1 1 1 f , = 3 + 2 4 = 8 2 4 2 4 4 f (2, 4) = 3(2) 2 + 2(4) 2 4(4) = 12 + 32 16 = 28 f (2, 4) = 3(2) 2 + 2(4) 2 4(4) = 28
2 2

As expected, the minimum on the region at (0,1,-2) is the absolute minimum. And the absolute maximum on the region occurs at the intersections of the boundary conditions, (2,4,28) and (-2,4,28). Since the two values are the same, both are absolute maxima.

Lagrange multipliers

To find the maximum and minimum values of f(x, y) subject to the constraint g(x, y) = c (assuming these extreme values exist) 1. Find all values of x, y and such that f(x, y) = g(x, y) and g(x, y) = c 2. Evaluate f(x, y) at all of the points found in (1). The largest of these values is the maximum value of f(x, y) and the smallest value is the minimum value of f(x, y).
Example : Find the smallest value of x2 + y2 subject to the constraint y + 3x = 3. Solution: Notice that f = 2xi + 2yj and g = 3i + j. Using Lagrange multipliers, we have f = g, where is a scalar. This gives us the three equations

2x = 3 2y = y + 3x = 3

(1) (2) (3)

Solve for x and y in (1) and (2), respectively, we have x = (3/2) and y = /2. Plugging these into (3), we have (/2) + 3(3/2) = 3 5 = 3. So = 3/5. Plugging in = 3/5 into our equations above, we see that x = 9/10 and y = 3/10.

Example :
32

Calculus of Multivariables Find the maximum and minimum values of the function f(x, y) = x2 + 2y2 that lie on the circle x2 + y2 = 1.
Solution: Using Lagrange multipliers, we have f = g, where is a scalar. This gives us the three equations 2x = 2x (1) 4y = 2y (2) (3) x2 + y2 = 1 From (1), we have that either x = 0 or = 1. If x = 0, then (3) tells us that y = 1. So, we have the points (0, 1). If = 1, then (2) gives us 4y = 2y, so y = 0. But if y = 0, (3) tells us that x 1. This gives us the points (1, 0). Evaluating f(x, y) at these four points, we have f(0, 1) = 2, f(0, 1) = 2, f(1, 0) = 1, and f(1, 0) = 1. Thus, the maximum value of f(x, y) on the circle x2 + y2 = 1 is f(0, 1) = 2 and the minimum value is f(1, 0) = 1.

To find the maximum and minimum values of f(x, y) subject to the constraint g(x, y) = c (assuming these extreme values exist) Find all values of x, y and such that i. f(x, y) = g(x, y) and g(x, y) = c ii. Evaluate f(x, y) at all of the points found in (1). The largest of these values is the maximum value of f(x, y) and the smallest value is the minimum value of f(x, y).

Example : Find the smallest value of x2 + y2 subject to the constraint y + 3x = 3. Solution: Notice that f = 2xi + 2yj and g = 3i + j. Using Lagrange multipliers, we have f = g, where is a scalar. This gives us the three equations

2x = 3 2y = y + 3x = 3

(1) (2) (3)

Solve for x and y in (1) and (2), respectively, we have x = (3/2) and y = /2. Plugging these into (3), we have (/2) + 3(3/2) = 3 5 = 3. So = 3/5. Plugging in = 3/5 into our equations above, we see that x = 9/10 and y = 3/10.
Practice 16: Find the maximum and minimum values of the function f(x, y) = x2 + 2y2 that lie on the circle x2 + y2 = 1.

References
33

Calculus of Multivariables 1. Paul Dawkins, (2011) , Paul's Online Math Notes [Online Access: on September 2011 http://tutorial.math.lamar.edu/Classes/CalcIII/3DCoords.aspx ] 2. Dan Clegg,Barbara Frank, ,(2003), Multivariable calculus 5th edition, Brooks/Cole Thomson Learning

34

Calculus Of Multivariables Double Integral 1. Objectives

To compute the volume of a solid bounded by a surface z = f(x, y) and a region in the x-y plane, we can integrate in one direction to find the cross-sectional area of thin slices of the solid, then integrate in the other direction to find the volume of the solid. You should be able to compute the double integral of a function of two variables for various bounded regions in the x-y plane.

2.

The antiderivative of functions of 2 variables

Let f ( x, y ) be a function of two variables. The antiderivative of f ( x, y ) with respect to x is denoted by f ( x, y )dx . Similarly, the antiderivative of f ( x, y ) with respect to y is denoted by

f ( x, y )dy .

[ f ( x, y)dx] = f ( x, y)

and

[ f ( x, y)dy ] = f ( x, y)

Example 1

Antiderivative with respect to x

Find the antiderivative of 2 xy + 3 y 2 + 3x 2 with respect to x. Solution

(2 xy + 3 y
Example 2

+ 3x 2 )dx = x 2 y + 3xy 2 + x 3 + C ( y )
Antiderivative with respect to y

Find the antiderivative of x 2 + y 2 with respect to y. Solution

(x

+ y 2 ) dy = x 2 y +

1 3 y + C ( x) 3

3.

The definite integral of functions of 2 variables

Calculus Of Multivariables How to find the definite integral

f ( x, y)dy
a

of a function of 2 variables?

In
b

f ( x, y)dy , the limits of integration refer to limits for y.

a

f ( x, y)dy
a

= F ( x, b ) F ( x , a ) ,

where F ( x, y ) = f ( x, y ) dy .

Example 3

Evaluate the definite integral

Solution

0 (x

+ y 2 ) dy .

1 3 2 0 ( x + y )dy = x y + 3 y y =0
1 2 2

y =1

1 = x 2 + [0+0] 3 1 = x2 + 3

4. 4.1

Iterated Integrals Successive integrals

x= x y = y ( x)
1 1

x = x2

y = y2 ( x )

f ( x, y )dy dx , obtained by two successive integrations, is called an

iterated integral.

Calculus Of Multivariables Example 4 Evaluate the iterated integral

Solution

1 0 ( x
2

2 1

+ y 2 )dy dx

1 0 ( x

2 1

+ y 2 )dy dx =

1 ( x

1 + ) dx 3
2

x3 x = + 3 3 1 8 2 1 1 = + + 3 3 3 3 8 = 3

4.2

Interchanging the order of integration

Example 5

Evaluate the iterated integral

Solution

0 1 ( x
1

1 2

+ y 2 )dx dy

0 1 ( x

+ y 2 )dxdy =

0(y

7 + ) dy 3
1

7 1 = y3 + 3 0 3 1 7 0 0 = + + 3 3 3 3 =
Important result:
8 3

1 0 ( x

2 1

+ y 2 )dy dx and

0 1 ( x

+ y 2 )dxdy have the same value!!

Calculus Of Multivariables 4.3 Variable Limits of Integration

Example 6
1

Evaluate the iterated integral

Solution

0 x

x
2

xydy dx

Explanation of the steps

0 x 2 xydy dx =
1 x

1 2 0 2 xy
1
1 x3

dx (find the antiderivative with respect to y) y= x2

y= x

x5 dx 0 2 2 1 1 3 = ( x x 5 )dx 2 0

(substitute the limits of integration) (find the antiderivative with respect to x)

1 24

5. 1.1

Concept of double integrals Definite integral for functions of a single variable

f ( x)dx = lim f ( s i )x
n i =1

provided that the limit exists.

y=f(x)

f(si)

xi1 si xi x=xi-xi-1

x b

Calculus Of Multivariables 5.2 Definite integral for functions of two variables

R x ti y

si

f ( x, y ) dA = lim lim

n i =1 m j =1

f ( s i , t j ) xy

provided that the limit exists.

Note: We have chosen a rectangular area dA = xy. Let z = f ( x, y ) be the height above the x-y plane at a point ( x, y ) in a closed region R. Can you give a meaning to the value of the double integral

f ( x, y)dA ?
R

z = f(x,y)

dA

Calculus Of Multivariables If z = f ( x, y ) is equal to the height at ( x, y ) , then the value of the double integral

f ( x, y)dA represents the solid volume over the region R bounded above and below by the
surfaces z = f ( x, y ) and z = 0 (the x-y plane) respectively.
R

5.3

Some properties of double integrals

1.

cf ( x, y )dA = c f ( x, y)dA ,
R R

where c is a constant.

2.

[ f ( x, y) + g ( x, y)]dA = f ( x, y)dA + g ( x, y)dA

R R R

3.

R1 R2

f ( x, y ) dA = f ( x, y ) dA + f ( x, y )dA if the areas R1 and R2 do not overlap.

R1 R2

2.

Use of inequalities to describe a region

How to describe the points in a region R enclosed by the curves y = g1 ( x) and y = g 2 ( x) ?

y = g 2 ( x)

R c
y = g1 ( x )

Calculus Of Multivariables The points (x, y) in R can be described by a set of inequalities: I. g1(x) y g2(x) axb

or

II.

g21(y) x g11(y) cyd

Example 8

Use a set of inequalities to describe the region R bounded by the line y = x and the curve y = x3.

(1,1)

y=x
R y = x3

Solution

The line y = x and the curve y = x3 meet at (0,0) and (1,1). The points (x, y) in R can be described by either of the following sets of inequalities: I. x3 y x 0x1
or

II.

y x y3 0y1

Calculus Of Multivariables 7. Use of an iterated integral to evaluate a double integral

How to evaluate the double integral

f ( x, y)dA
R

?
g1 1 ( y ) g21( y)

f ( x, y ) dA

a g

g 2 ( x)
1 ( x)

f ( x, y )dy dx =

f ( x, y )dx dy

Example 9:

By integrating with respect to y first and x second, evaluate the double integral where R is the region bounded by the curves y = x and y = x3.
Solution

xydA ,
R

R is the region bounded below and above by g1(x) = x3 and g2(x) = x, and on the left and right by x = 0 and x = 1.

(1,1)

g2(x) = x g1(x) = x3

Calculus Of Multivariables b g 2 ( x) xydA = a g 1 ( x) f ( x, y)dy dx R

1 x = 3 xydy dx 0 x

= dx 0 2 x3 11 1 = x 3 x 7 dx 0 2 2

1 xy 2

=
8.

1 16

Finding volumes with double integrals

Double integrals can be used to find the volumes of solid regions in 3-dimensional space.
V = f ( x, y )dA
R

where V is the volume of a solid region bounded below by the region R in the x-y plane and above by a portion of the surface z = f ( x, y ).

Example 10

Find the volume of a solid region bounded below by the region R = {(x,y): 0< x<1, 0< y<1} in the x-y plane and above by a portion of the surface z = x 2 + y 2 .

z = x2 + y2

(0,1,0) R (1,0,0) (1,1,0)

Calculus Of Multivariables Solution

V = ( x 2 + y 2 )dA
R 1 1 = x 2 + y 2 dx dy 0 0 1 1 = + y 2 dy 0 3 2 = 3

9. 9.1

Other Applications of Double Integrals Area

The area of a closed region R in the x-y plane is given by A = dxdy .

R

9.2

Mass

A thin sheet of material of uniform thickness covers a region R in the x-y plane. Suppose the sheet has varying density ( x, y ) (in kg/m2) at each point (x,y) in the region R. The total mass M of the sheet is given by
9.3 Mean value
M =

( x, y )dxdy .
R

The mean value of f(x,y) over a closed region R is defined as where A is the area of the region R.

1 f ( x, y )dxdy , A R

10

Calculus Of Multivariables
Example 11:

Find the average density of the triangular sheet which has uniform thickness and varying density ( x, y ) =y in the region bounded by the lines y = 3 , y = x + 1 and y = x + 1 . (The average density is defined as Total mass ) Total area

y=3

y = x + 1

y = x +1

Answer:

Area =

dxdy
R 0

= =

2 x +1 0 2

dydx +

2 3

(2 + x)dx + (2 x)dx
0

0 x +1 2

dydx

=4

11

Calculus Of Multivariables Mass = ( x, y )dxdy

R

2 x +1

ydydx +
3 x +1

2 3

0 x +1

ydydx
2 3

y2 = 2 2
0

y2 dx + 2 0

dx
x +1

1 1 2 2 2 [9 ( x + 1) ]dx + 2 [9 ( x + 1) ]dx 2 0
0 2

1 1 = [ x 2 + 2 x + 8]dx + [ x 2 2 x + 8]dx 2 2 0 2 1 x3 = + x 2 + 8x 2 3 = 28 3
0 2

1 x3 + x 2 + 8x 2 3

The average density = Total mass Total area

28 = 3 4 =7 3

10.0 Double Integral in Polar Coordinate

12

Calculus Of Multivariables
= 2 z r= r2 = j+ 1

r= r1

i j r

= j = 1 r= r2 A

1 r= rj

r= rj+ 1

If the integrating region is given in polar coordinate (r, ), the whole region will be partitioned into some small area ij (as shown in the shaded part in the figure). The area of this small partition ij is rr and thus the volume subscribed by the surface z=f(x, y) and the small partition ij is dV=f(x, y)rr. Therefore, the total volume subscribed by the surface z=f(x, y) and the region ij, or the double integral, is given by :

f ( x, y)dxdy = f (r cos , r sin )rdrd

Or, if the integrating function f is already given in polar coordinate, then the volume is given by

V = f (r , )rdrd

Example: Note the following integral transformation:

(x
0 0

1 1 x 2

+y

2 3/ 2

/2 1

dydx =

(r )
0 0

2 3/ 2

rdrd

Three aspects of the integral had to be transformed: 1. The integrand was transformed using the transformations x = r cos and y = r sin . 2. The integration region was transformed from a quarter-circle in the x-y plane to a rectangle in the r- plane:

13

Calculus Of Multivariables 3. The differential area element was transformed from dxdy to rdrd by geometrically analyzing small area elements in the x-y plane. Partitions of the x-y plane had the shape of annular sectors, while corresponding partitions of the r- plane are rectangular:

Example : (i) Let R = ( x , y ) | x 2 + y 2 4 be a region bounded by a circle. Find the double integral

x 2 + y 2 dxdy .

Solution
x = 2 cos , we have By using the polar coordinates y = 2 sin

x + y dxdy =
2 2

2r (rdr ) d = 0

r 3 16 3 d = 3 0

11.0 Change of Variables in Double Integrals: Jacobian

14

Calculus Of Multivariables Theorem: If a region S in the u-v plane is mapped onto the region R in the x-y plane by the one-to-one transformation T defined by x = g ( u, v ) and y = h ( u, v ) , where g and h have continuous first derivatives on S, and if f is continuous on R and the Jacobian nonzero on S, then
( x, y )
( x, y ) is ( u, v )

f ( x, y ) dA = f ( g ( u, v ) , h ( u, v ) ) ( u, v ) dudv .
R S

15

Calculus Of Multivariables

Practices: 1. Describe the region of integration and evaluate. i)

ii).

16

Calculus Of Multivariables iii).

iv).

v).

2. Integrate

over the triangular region with vertices (0, 0), (1, 1), (1, 2).

3. Find the volume of the following regions in space. i) The region beneath z = x2 + y2 and above the square with vertices (1, 1), (1, 1), (1, 1), (1, 1)

ii) The tetrahedron cut from the first octant by the plane

iii). The first octant section cut from the region inside the cylinder x2 + z2 = 1 by the planes y = 0, z = 0, x = y. 4. Find the volume enclosed by a sphere x 2
y2 z2 a2

17

Calculus Of Multivariables 5. Find the area enclosed by the cardioid r=1+sin . The cardioids is shown in the figure. The region is described by the inequalities 0 r 1 sin and 0 2 .

6. Find the volume of the solid bounded by the xy-plane, the cylinder x2+y2=4 and the paraboloid z=2(x2+y2).

-2 -1

0 2 1 2

18

Calculus Of Multivariables

Triple integral 1. Objective

A triple integral is an integral taken over a volume of space.You should be able to compute triple integrals.

2. Triple integral
The triple integral is defined with a three variable function f(x, y, z), which is called the integrating function and an integrating region R, which is in the three dimensional space. It should be noted that the function f(x, y, z) cannot be plotted out over a three dimensional domain. In order to define the triple integral, the integrating region R, for example say a parallelepiped as shown in the figure are equally partitioned into small cubics Rijk, which is located at (xi, yj, zk) with lengths of x, y and z in the x, y and z directions respectively.
z

Partition Rijk at position of (xi,yj,zk) having vol. of dVijk=xyz

R y

The volume of the small partition Rijk = =xyz and the triple integral of the function f(x, y, z) over the integrating region R is defined as :

f ( x, y, z )dxdydz = f ( x, y, z )dV = f ( xi , y j , z k )dVijk

R R i , j ,k

2.1 Calculation of triple integral :Order of Integration is Interchangeable

If a function f(x, y) is integrable on the box Q = {(x, y, z) | a x b, c y d, r z s }, then we can write the triple integral of f over Q as:

19

Calculus Of Multivariables

f ( x, y, z ) dV = f ( x, y, z ) dxdydz
r c a

s d b

= f ( x, y, z ) dxdzdy
c r a

d s b

= f ( x, y, z ) dydzdx
a r c s b d

b s d

= f ( x, y, z )dydxdz
r a c

= f ( x, y, z ) dzdxdy
c a r

d b s

= f ( x, y, z )dzdydx
a c r

b d s

N.B. The order of integration is not a matter. Examples :

Let E = [0, 1] [0, 1] [0, 1] , find the following triple integrals (a) (b)

x y z dx dy dz
E

x y z sin( x
E

+ y 2 + z 2 dx dy dz

Solution
(a)

x y z dx dy dz = xdx yzdydz =
1 1 1 1 0 0 1 0 0 E

y dy z dz 2

1 z dz = 4 8

20

Calculus Of Multivariables
(b)

x y z sin( x
E

+ y 2 + z 2 dxdydz =

1 1

0 0

x sin( x
1 0

+ y 2 + z 2 dx yzdydz

1 cos x 2 + y 2 + z 2 yzdydz 0 0 2 0 1 1 1 = cos y 2 + z 2 cos 1 + y 2 + z 2 ydy zdz 0 02 1 11 = sin y 2 + z 2 sin 1 + y 2 + z 2 zdz 04 0 11 = 2 sin 1 + z 2 sin 2 + z 2 sin z 2 zdz 04 1 1 = 2 cos 1 + z 2 + cos 2 + z 2 + cos z 2 0 8 1 = (cos 3 3cos 2 + 3cos1 1) 8 =
1 1

[ (

)]

[ ( [ (
(

)]

( )]

( )]

2.2 Triple integral with a more general integrating region

If Q has the form Q = {(x, y, z) | (x, y) R (a bounded region in the xy plane) and g1(x, y) z g2(x, y)}, then

f ( x, y, z ) dV =

g2 ( x , y )

R g1 ( x , y )

f ( x, y, z ) dzdA

Example: Find the volume bounded by the planes 2x+y+z=2, x=0, y=0 and z=0. Solution :We need to find V = dxdydz bounded by the above 4 planes
R

21

Calculus Of Multivariables

V = dxdydz = dx
0 R

2 2 x

dy

22 x y

dz = dx
0

2 2 x

(2 2 x y )dy = (2 x 2 4 x + 2)dx = 2 / 3
0

Practices:
1. Find the triple integral

R xy cos yzdV
2

where R={ (x, y, z) : 0x1, 0y1, 0z/2}.

2. With the region R={ (x,y,z): 0x1, x yx, x-yzx+y}. 2 x 3 y 2 zdV . (a) Find R

(b) Find the volume of the region R.

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