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Newcastle University
School of Mathematical and Physical Sciences
MATH 2310
Calculus of Science and Engineering
Multivariable Calculus Strand
Contents
1. Introduction 1
2. Coordinate Systems 9
3. Parametric Curves and Surfaces 13
4. Double Integrals 17
5. Triple Integrals 39
6. Line and Surface Integrals 49
7. Vector Fields 55
8. Surface Integrals of Vector Fields 65
1. Introduction
This strand provides an introduction to the methods and techniques of the differential
and integral calculus for real (scalar) and vector valued functions of several variables.
That is; functions,
f : Rn −→ R
and
f : Rn −→ Rm ,
respectively, where typically, n and m equal 2, or 3.
NOTE: In books, or typed notes, vectors and vector valued functions are often de-
noted by letters in bold face font. In handwritten work it is usual to indicate them by
underlining the letter with a ‘squiggle’. e.g. f .
˜
In the first instance we will concentrate on scalar valued functions; for example,
f : R2 −→ R,
given by
f (x, y) := x2 + y 2 .
The work in MATH1110 (or MATH1210) and in MATH1120 (or MATH1220) on one
variable calculus, vectors and vector geometry, and functions of two variables therefore
provides an essential background for this strand.
For any value of the constant c the relationship f (x, y) = c defines a level curve of
the function f in the x-y plane; namely:
© ª
(x, y) ∈ R2 : f (x, y) = c
It is the ‘vertical’ projection onto the x-y plane of the intersection of the surface z =
f (x, y) and the ‘horizontal’ plane z = c. For f (x, y) := x2 + y 2 the level curves are
circles centre the origin (see figure 2).
NOTE: Observe that generically the level curves of the graph of a function will indeed
be curves, but in degenerate cases, where the surface has horizontal flats, they may not
be.
2 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
z
50
40
30
20
10
0 -4
-4 -2 0 -2
0 2 4 4 2 x
y
The level curves corresponding to a sequence of equally spaced values of the constant
c form a contour map for the surface z = f (x, y), and the level curves are referred
to as contours or contour lines. When f (x, y) = x2 + y 2 a contour map of the surface
z = f (x, y) consists of a family of equally spaced concentric circles centred about the
origin.
y
-4
-2
x
-4 -2 2 4
Let i := (1, 0) and j := (0, 1) denote the unit vectors in the direction of the positive
x - axis and y - axis respectively. We introduce the vector differential operator
∂ ∂
∇ := i + j
∂x ∂y
µ ¶
∂f ∂f ∂f ∂f
grad f := ∇f = i+ j= , .
∂x ∂y ∂x ∂y
Thus, Du f = ∇f · u
(r − p) · ∇f (p) = 0,
giving the cartesian equation for the tangent line to the level curve of z = f (x, y) through
p.
The normal line to the level curve f (x, y) = c at p is given parametrically by
p
Example 1.1. Let f (x, y) = 25 − x2 − y 2 . The domain of f is {(x, y) : x2 +y 2 ≤ 25},
the disk radius 5 centre the origin. The surface z = f (x, y) is an ‘upside down’ hemi-
spherical bowl of radius 5 sitting over this disk (see figure 3).
z
5
4
3
2
1
0
-4 4
-2 2
0 0
x 2 -2 y
4 -4
p
Figure 3. The surface f (x, y) = 25 − x2 − y 2
The level curves√are concentric circles centre the origin. For example, the level curve
through p = (−2, 5) is given by f (x, y) = 4; that is, the circle x2 + y 2 = 32 .
à !
−x −y
∇f (x, y) = p ,p .
25 − x2 − y 2 25 − x2 − y 2
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 5
√ √
Thus, ∇f (−2, 5) = (1/2, − 5/4). The tangent line to the level curve f (x, y) = 4 at
p is therefore given by,
³ √ ´ ³ √ ´
(x, y) − (−2, 5) · 1/2, − 5/4 = 0,
y
5
-5 -4 -3 -2 -1 0 1 2 3 x
-1
-2
-3
Figure 4.
√ The level curve f (x, y) = 4 and its tangent line at the point
p = (−2, 5)
Generally, for each value of the constant c the relation f (x, y, z) = c defines a surface
in 3-dimensional Cartesian space, which by analogy with level curves, we refer to as a
level surface of f .
Example 1.2. For example, the level sufaces of f (x, y, z) = x2 + y 2 − z are a family (one
for each value of c) of identically shaped upward opening paraboloids with vertices at
(−c, 0, 0) (see figure 5).
6 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
60
40
20
-20
-5
0 4
x -4 -2 0 2
5 y
∂ ∂ ∂
∇ := i + j + k
∂x ∂y ∂z
and
∂f ∂f ∂f
grad f := ∇f = i+ j+ k
∂x ∂y ∂z
µ ¶
∂f ∂f ∂f
= , , ,
∂x ∂y ∂z
where now i := (1, 0, 0), j := (0, 1, 0) and k := (0, 0, 1) are unit vectors in the x, y and z
directions respectively. The directional derivative of f in the direction u = (u, v, w) is
∂f ∂f ∂f
Du f = ∇f · u = u+ v+ w.
∂x ∂y ∂z
For reasons similar to those for functions of two variables, ∇f (x0 , y0 , z0 ) is orthogonal
to the tangent plane to the level surface
f (x, y, z) = c := f (x0 , y0 , z0 )
at the point p = (x0 , y0 , z0 ) and points in the direction of increasing f . Thus, the
equation for this tangent plane is
(r − p) · ∇f (p) = 0,
where now r = (x, y, z), while the normal line to the surface at p is given parametrically
by
r = p + t∇f (p), −∞ < t < ∞.
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 7
z
50
40
30
20
10
0
-10
-20
-5
0 0 2 4
x 5 -4 -2
y
Note: A surface of the form z = g(x, y) corresponds to the level surface f (x, y, z) = 0,
where f (x, y, z) := g(x, y) − z. So tangent planes and normal lines to such surfaces can
be determined using the above formulas. Indeed, the last example can be viewed as an
example of this form, where g(x, y) = x2 + y 2 − 1.
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 9
2. Coordinate Systems
Curves and regions in R2 are often more conveniently expressed using a coordinate
system other than a Cartesian (x-y ) one.
2.1. Polar Coordinates (r, θ). Polar coordinates are one such system. A point p is
determined by specifying its directed distance r from an origin 0, also referred to as
the pole, and the angle θ the line segment from 0 to p makes with a prescribed ray
(half-line) eminating from 0 called the polar axis, usually draw horizontally, and taken
to coincide with the positive x - axis of a Cartesian coordinate system. Angles measured
anticlockwise from the polar axis are by convention positive.
In order that the values of r and θ can vary continuously as p moves about the plane
it is necessary to allow them to assume all possible real values. However, this means,
that unlike Cartesian coordinates, each point is represented by many different pairs of
polar coordinates.
For example; the polar coordinates (1, 5π/4), (1, −3π/4), √
(1, 13π/4)
√ and (−1, π/4) all
represent the same point p with Cartesian coordinates (−/ 2, −1/ 2) (see figure 7).
5π
π
4 13π
O 4
4
O O O
−3π
4
If we wish points to have unique polar coordinates, we must restrict them to take
only principal values; for instance
r > 0 and 0 ≤ θ < 2π
The relationships:
x = r cos θ, y = r sin θ
and so,
x y
r 2 = x2 + y 2 , cos θ =
, sin θ =
r r
allow the conversion from polar to Cartesian coordinates and vice versa.
Example 2.1. We see that the circle centre the origin and radius 5, with Cartesian
equation
x2 + y 2 = 25,
10 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
r = 5.
Similarly,
r = 2 cos θ
2 2
represents the circle
√ (x − 1)√ + y = 1.
The region: x/ 3 ≤ y ≤ 3x and 4 ≤ x2 + y 2 ≤ 9 is conveniently specified using
polar coordinates by,
π π
≤θ≤ and 2 ≤ r ≤ 3.
6 3
2.2. Cylindrical coordinates (r, θ, z). In the cylindrical coordinate system a point p
in R3 is specified by the polar coordinates r and θ of its projection in the x-y -plane and
its directed distance z from the x-y -plane.
The Cartesian coordinates of p are therefore,
x = r cos θ, y = r sin θ, z = z.
z 2 = k2 r2 , k a constant,
specifies the double cone obtained by rotating the line z = kx in the x-z plane about
the z - axis.
The ‘football’ with Cartesian equation
z p (ρ, θ, φ)
ρ
φ φ
O
x r
θ y
x y
2.3. Spherical coordinates (ρ, θ, φ). Spherical coordinates are particularly useful in
situations where there is symmetry about a point, taken to be the origin. The position of
a point p in R3 is specified by: ρ (≥ 0), its distance from the origin 0; θ, the same angle
as in cylindrical coordinates (that is, the angle the projection of 0p onto the x-y plane
makes with the x - axis) and φ (0 ≤ φ ≤ π), the angle 0p makes with the positive z -
axis.
From the diagram (see figure 8) we see that, in terms of spherical coordinates, cylin-
driical coordinates of p are given by,
r = ρ sin φ, θ = θ, z = ρ cos φ,
and so the Cartesian coordinates of p are
x = ρ sin φ cos θ, y = ρ sin φ sin θ,
z = ρ cos φ.
To convert from Cartesian coordinates to spherical coordinates we can use:
p
ρ = x2 + y 2 + z 2 ,
then
cos φ = z/ρ
remembering that 0 ≤ φ ≤ π,
and finally, Ã !
y y
sin θ = =p ,
ρ sin φ x2 + y 2
together with à !
x x
cos θ = =p
ρ sin φ x2 + y 2
to determine θ.
12 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
³ ´
cos
√ t , sin
√t
Figure 9. r(t) = t t
for π/4 ≤ t ≤ 12π
NOTE:We can eliminate the parameter t from x = x(t), y = y(t) and z = z(t) to
produces two independent relations between x, y and z. These define two surfaces whose
intersection is the curve specified parametrically by r(t).
r(t + h) - r (t)
h
r'(t)
p
0
r (t)
r (t + h)
O
y
From the diagram (see figure 10) we see that r0 (t0 ) is a vector parallel to the tangent
to C at p0 pointing in the direction of increasing t. Thus, the tangent line to C at p0
has equation
(x, y, z) = r(t0 ) + tr0 (t0 )
z z
10
10
5 5
y x
-4 -2 0 2 4 -4 -2 0 2 4
-5 -5
-10 -10
Figure 11. Two views of the helix r(t) = (sin t, 2 cos t, t) together with
its tangent line at (1, 0, π/2).
Evaluated at (u0 , v0 )
¯ ¯
¯i j k ¯¯
¯ ∂x
n := ru × rv = ¯¯ ∂u ∂y
∂u
∂z ¯
∂u ¯
¯ ∂x ∂y ∂z ¯
∂v ∂v ∂v
is perpendicular to the tangent plane at p0 ; that is, parallel to the normal to the surface
at p0 , so
(x, y, z) = p0 + tn
is an equation for the normal line to the surface at p0 .
16 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
Note that the Cartesian equation for the tangent plane at p0 is given by
((x, y, z) − p0 ) · n = 0.
x y
4. Double Integrals
4.1. Introduction. Recall, that when the limit exists,
Z b X m
f (x)dx := lim f (xi )∆x,
a m→∞
i=1
y
∆x
0 a x1 x2 x3 xi _1
}
xi
f(xi)
b x
This integral may be interpreted as the (signed) area of the region lying in the vertical
strip a ≤ x ≤ b and between the curve y = f (x) and the x - axis. Areas above the x -
axis being counted as positive, and those below negative.
Motivated by this, we seek to develop the double integral:
ZZ
f (x, y)dA,
R
representing the (signed) volume of that part of the vertical column with horizontal
cross-section R lying between the surface z = f (x, y) and the x-y plane (see figure 14).
For simplicity we begin with the case when R is a rectangle. Suppose that f (x, y) is
a scalar valued function of two variables whose domain contains the rectangular region
R = [a, b] × [c, d]
= {(x, y) : a ≤ x ≤ b, c ≤ y ≤ d}.
For any pair of natural numbers m, n, divide R into mn subrectangles by dividing
[a, b] into m subintervals I1 , I2 , · · · , Im each of length ∆x = (b − a)/m and [c, d] into n
subintervals J1 , J2 , · · · , Jn each of length ∆y = (d − c)/n. Thus, for i = 1, 2, · · · , m,
Ii = [ai−1 , ai ], where ai = a + i(b − a)/m
and similarly, for j = 1, 2, · · · , n,
Jj = [cj−1 , cj ], where cj = c + j(d − c)/n.
18 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
graph of f
O
y
R
x
NOTE: Prisms which sit above the x-y plane have positive volumes, while those
which hang below it are assigned negative volumes.
therefore gives an approximation to the volume of that part of the vertical rectangular
column with horizontal cross-section R lying between the surface z = f (x, y) and the
x-y plane.
When the limit exists, we define,
ZZ
f (x, y)dA
R
X
:= lim f (xi , yj )∆A
m,n→∞
i = 1, 2, · · · , m
j = 1, 2, · · · , n
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 19
f(xi,yi)
O
Rij
Figure 15. The rectangular prism with base Rij and ‘height’f (xi , yj ).
and interpret it as the (signed) volume of that part of the vertical rectangular column
with horizontal cross-section R lying between the surface z = f (x, y) and the x-y plane,
where the volume of those parts of the solid above the x-y plane contribute positively
to the volume while those below contribute negatively.
RR
It can be shown that the double integral, R f (x, y)dA exists, whenever f (x, y) is
continuous at all points of R, or only has discontinuities at a finite number of points
or along a finite number of piece-wise smooth curves. It can also be shown that the
existence of the limit and its value is independent of where the points (xi , yj ) are chosen
in the subrectangles Rij . Thus, they need not be the centres, but could for example be
the top right hand corners (ai , cj ).
As with integrals of functions of a single variable, except in very simple cases, double
integrals are difficult to calculate directly using the above definition. For functions of
a single variable the Fundamental Theorem of Calculus provides a way around this, by
converting the problem to that of finding antiderivatives. We seek similar methods for
handling double integrals.
for the volume lying between the rectangle R in the x-y plane and the surface z = f (x, y),
the volumes of the individual prisms over each of the subrectangles can be added up in
any order. One systematic way of doing this is to sum the volumes along each column
20 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
of subrectangles,
n
X
f (xi , yj )∆A (for the i’th column)
j=1
m
à n !
X X
= lim f (xi , yj )∆x∆y
m,n→∞
i=1 j=1
m
à n
!
X X
= lim lim f (xi , yj )∆y ∆x
m→∞ n→∞
i=1 j=1
m µZ
X d ¶
= lim f (xi , y)dy ∆x
m→∞ c
i=1
Z b µZ d ¶
= f (x, y)dy dx,
a c
where for the purpose of evaluating the inner integral x is regarded as a constant.
This last expression is called an iterated integral, which we usually write with the
brackets omitted, thus
ZZ Z bZ d
f (x, y)dA = f (x, y)dydx.
R a c
By first accumulating across rows, then totaling their sums, we see that also,
ZZ Z d µZ b ¶
f (x, y)dA = f (x, y)dx dy
R c a
Z d Z b
= f (x, y)dxdy.
c a
We can choose to do the iterated integration in whichever order leads to the simplest
calculations.
Intuitively, the iterated integral,
Z dZ b
f (x, y)dxdy,
c a
may be thought of as representing our solid made up of cross-sectional laminae parallel
to the x-z plane each of thickness dy.
O c y
d
y
ZZ √
V = 1 − x2 dA
R
Z 1 Z 2 √
= 1 − x2 dydx
−1 0
Z 1 h √ iy=2
= y 1 − x2 dx
−1 y=0
Z 1 √
= 2 1 − x2 dx
−1
Z π/2
= 2 cos2 θ dθ,
−π/2
using the substitution x = sin θ
Z π/2
= 1 + cos 2θ dθ
−π/2
· ¸π/2
1
=π+ sin 2θ
2 −π/2
= π,
as expected!
ZZ
x cos xy dA,
R
ZZ Z 1 Z π/2
x cos xy dA = x cos xy dxdy,
R 0 0
R
however, to do the inner integral x cos xy dx (with y regarded as a constant) would
require integration by parts.
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 23
If instead, we reverse the order of integration, then the resulting integrations are easily
performed;
ZZ Z π/2 Z 1
x cos xy dA = x cos xy dydx
R 0 0
Z π/2 µZ 1 ¶
= x cos xy dy dx,
0 0
x a constant for inner integral,
Z π/2
= [sin xy]y=1
y=0 dx
0
Z π/2
= sin x dx
0
= [− cos x]x=π/2
x=0
= 1.
4.3. Double Integrals Over General Regions. We now consider double integrals
ZZ
f (x, y)dA,
D
0 x
We will assume that D is a bounded region; that is, D is contained in some rectangle
R = {(x, y) : a ≤ x ≤ b, c ≤ y ≤ d}.
(See figure 18).
We subdivide the rectangle R into mn subrectanges Rij as before, and define,
ZZ
f (x, y)dA
D
X
:= lim f (xi , yj )∆A,
m,n→∞
{(i,j) : Rij ∩D6=∅}
0 x
Equivalently,
ZZ ZZ
f (x, y)dA = F (x, y)dA,
D R
where,
(
f (x, y) if (x, y) ∈ D,
F (x, y) :=
0 otherwise.
We will say that a plane region D is a type I region if it has the form;
where a and b are constants and g1 (x) and g2 (x) are continuous functions (see figure
19).
y y = g2(x) y
y = g2(x)
D D
y = g1(x) y = g1(x)
0 a b x 0 a b x
y = g2(x)
y = g1(x)
0 a x
b
as the ‘sum’ of an infinite number of limina parallel to the y-z plane each of thickness
‘dx’, but now the lamina at x will have area,
Z g2 (x)
A(x) = f (x, y) dy.
g1 (x)
y
d
y = g2(x)
y = g1(x)
c
0 a x b x
In this case we may therefore express our double integral as the iterated integral,
ZZ Z bZ g2 (x)
f (x, y)dA = f (x, y) dydx.
D a g1 (x)
2
Example 4.3. Find the volume V of the solid bounded above by the surface z = ex and
below by the region
D = {(x, y) : 0 ≤ y ≤ x, 0 ≤ x ≤ 1},
z = e x2
z
y 1
x
0
2
Figure 21. The solid bounded above by the surface z = ex and below
by the region D = {(x, y) : 0 ≤ y ≤ x, 0 ≤ x ≤ 1}
Z 1 Z x
2
V = ex dydx
0 0
Z 1 h iy=x
2
= yex dx
0 y=0
Z 1
2
= xex dx
0
· ¸x=1
1 x2
= e = (e − 1)/2.
2 x=0
x = h2(y)
x = h1(y)
0 x
Some plane regions can be described as either a type I or a type II region. In these
cases we are free to choose whichever order of integration leads to the iterated integral
which is easiest to evaluate.
Observe that we were able to evaluate
ZZ
2
V := ex dA,
D
Example 4.4. Find the volume V of the solid between the x-y plane and the surface
p
z = x − y2, 0 ≤ x ≤ 4
We have,
ZZ p
V = x − y 2 dA,
D
Thus,
Z 2 Z 4 p
V = x − y 2 dxdy
−2 y2
Z 2 · ¸x=4
2
= (x − y 2 )3/2 dy
−2 3 x=y 2
Z 2
2
= (4 − y 2 )3/2 dy
−2 3
Z
32 π/2
= cos4 θ dθ,
3 −π/2
using the substitution y = 2 sin θ
= 4π,
as expected (why?)
4.4. Properties of Double Integrals. Here are some useful properties of double in-
tegrals that follow directly from the definition.
ZZ
(1) f (x, y) + g(x, y) dA
ZDZ ZZ
= f (x, y) dA + g(x, y) dA.
ZZ D ZZ D
(2) cf (x, y) dA = c f (x, y) dA,
D D
where c is a constant.
(3) If D = D1 ∪ D2 , where D1 and D2 are disjoint regions of the plane
(that is, D1 ∩ D2 = ∅),
then ZZ ZZ ZZ
f (x, y) dA = f (x, y) dA + f (x, y) dA.
D D1 D2
This may be used to evaluate double integrals over regions that are neither of
type I or of type II, but that can be built from such regions (see figure 23).
y y
D2
D D1
0 x 0 x
Figure 23. D is nether type I nor type II but D1 is type I and D2 is type II.
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 29
ZZ
(4) 1 dA = A(D),
D
4.5. Double Integrals In Polar Coordinates. Some functions of two variables and
some plane regions are more simply expressed using polar coordinates (r, θ), in which
case it is often expedient to express double integrals involving these functions and regions
in terms of the variables r and θ rather than x and y.
2 2 2
For example; f (x, y) = e−(x +y ) = e−r and regions such as those shown in figure 24,
y
y
x2 + y2 = 1 x2 + y2 = 4
R
R
0 x
0 x
x2 + y2 = 1
where Rij are now the ‘polar rectangles’Rij := {(r, θ) : ri−1 ≤ r ≤ ri , θj−1 ≤ θ ≤ θj }
(see figure 25).
30 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
θ = θj
θ = θj _ 1
∆θj
r = ri
r = ri _ 1
1 1
A(Rij ) = (r + ∆r)2 ∆θ − r2 ∆θ
2 2
≈ r∆r∆θ.
θ=β r = h2(θ)
θ=α
β r = h1(θ)
α
0
NOTE: In terms of polar coordinates the ‘infinitesimal’ area dA = rdrdθ. See figure
27.
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 31
dA
dθ
dr
r dθ
r
ZZ Z 2π Z 2
2 2
(1 + x + y ) dA = (1 + r2 )rdrdθ
D 0 0
Z 2π Z 2 Z 2π · 2 ¸r=2
3 r r4
= (r + r )drdθ = + dθ
0 0 0 2 4 r=0
Z 2π
= 6dθ = 12π.
0
ZZ
z dA,
D
where
Z 2πD
Z is the disk {(x, y) : x2 + y 2 ≤ a2 },
a√
= a2 − r2 rdrdθ
0 0
= ···
2
= πa3 , as expected.
3
ZZ Z π/4 Z 2 sin θ
1
Example 4.7. x dA = r cos θ rdrdθ = · · · = ,
D 0 0 6
where D is the region bounded above by the line y = x and below by the circle
x2 + y 2 − 2y = 0.
32 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
4.6. Change of variables in double integrals. We have seen that some double inte-
grals are more conveniently evaluated when expressed in terms of the polar coordinate
variables r and θ rather than the Cartesian variables x and y. We wish to explore this
situation more generally by investigating how to express the double integral
ZZ
f (x, y) dxdy
D
Example 4.8.
(1) x = x(u, v) := u2 − v 2 and
y = y(u, v) := 2uv.
(2) x = x(r, θ) := r cos θ and
y = y(r, θ) := r sin θ,
representing a change to polar coordinates.
as defining a transformation T of the u-v plane to the x-y plane, which transforms (maps)
the point (u, v) in the u-v plane to the point
(x, y) = T (u, v) := (x(u, v), y(u, v))
in the x-y plane.
Example 4.9.
(1) Under the transformation of example (1) above; (x, y) = T (u, v) := (u2 −v 2 , 2uv)
the point (1, 1) in the u-v plane is transformed to the point (0, 2) in the x-y plane.
(2) Similarly, (x, y) = T√(r, θ)
√ := (r cos θ, r sin θ), maps the point (2, π/4) in the r-θ
plane to the point ( 2, 2), the point in the x-y plane whose polar coordinates
are (2, π/4).
For technical reasons we will assume that both the functions x(u, v) and y(u, v) have
continuous partial derivatives and that the transformation T they define is one-to-
one; that is, distinct points in the u-v plane are mapped by T to distinct points in the
x-y plane, so the inverse transformation T −1 exists.
This last requirement often forces us to impose restrictions on the domain of T (the
admissible values of u and v). In the case of polar coordinates, a restriction to principal
values, while for the transformation of example (1) above;
T (u, v) := (u2 − v 2 , 2uv)
requiring, say u to be positive (clearly the points (−u, −v) and (u, v) share the same
image under the transformation T ).
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 33
NOTE:
The domain u ≥ 0 is partitioned into regions where T (u, v) has
x ≤ 0, y ≥ 0, x ≥ 0, y ≥ 0,
x ≥ 0, y ≤ 0, x ≤ 0, y ≤ 0.
x< 0
y>0
x>0
y>0
x>0 v
y < 0
x <0
y <0
as a double integral of the function F (u, v) := f (x(u, v), y(u, v)) over the (simpler)
region R = T −1 (D) in the Zu-v
Z plane.
We do this by realizing f (x, y) dxdy as follows.
D
As before, in the u-v plane we subdivide a rectangle containing the region R into mn
subrectangles Rij , with centre the point (ui , vj ), and each of area A(Rij ) = ∆u∆v. This
gives us a covering of D = T (R) by transformed rectangles T (Rij )
and we have,
ZZ X
f (x, y) dxdy = lim f (x(ui , vj ), y(ui , vj ))A(T (Rij ))
D m,n→∞
{i, j :
(ui , vj ) ∈ R}
It remains to determine how the area A(T (Rij )), of the transformed subrectangle is
related to the area ∆u∆v of Rij .
NOTE:
Observe that this is precisely how we developed the double integral for polar coordi-
nates from first principles; covering D with ‘polar rectangles’ the image under the polar
transform T of Rij = [ri , ri + ∆r] × [θj , θj + ∆θ]. There we noted A(T (Rij )) = rA(Rij ) =
r∆r∆θ.
If we let (u0 , v0 ) denote the bottom lefthand corner of the subrectangle Rij and
r(u, v) := T (u, v) = (x(u, v), y(u, v)) be the position vector of the image in the x-
y plane of the point (u, v) we see that for ∆u and ∆v small, A(T (Rij )) is approximately
the area of the parallelogram with sides
and
and
Thus, A(T (Rij )) is approximately the area of the parallelogram with sides ru (u0 , v0 )∆u
and rv (u0 , v0 )∆v.
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 35
In the case of polar coordinates, the transformation (x, y) = T (r, θ) = (r cos θ, r sin θ),
has Jacobian,
¯ ¯
∂(x, y) ¯¯ cos θ sin θ ¯¯
=¯ = r,
∂(r, θ) −r sin θ r cos θ¯
∂(x, y)
Note: The Jacobian, of the transformation T represents the factor by which
∂(u, v)
an infinitessimal area dudv in the u-v plane is scaled when it is mapped by T to the
x-y plane. Thus, we see that the Jacobian of T −1 ,
· ¸−1
∂(u, v) ∂(x, y)
= .
∂(x, y) ∂(u, v)
So far we have viewed double integrals as representing the volume of a solid, however,
double integrals have many interpretations, and find numerous applications throughout
mathematics and in the physical, economic and engineering sciences (for example, see
Stewart, sections 16.5 and 16.6). We consider just one of these.
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 37
∆x∆y
∆Aij = .
cos θ
Further, thinking of our surface as the level surface
F (x, y, z) := z − f (x, y) = 0,
the direction of a normal to the tangent plane at the point on the surface above (xi , yj )
is,
µ ¶
∂f ∂f
n = ∇F = − , − , 1 ,
∂x ∂y
evaluated at (xi , yj ), so
1 1
cos θ = n · (0, 0, 1) = r .
knk ¡ ∂f ¢2 ³ ∂f ´2
∂x
+ ∂y + 1
Thus,
s µ ¶2 µ ¶2
∂f ∂f
∆Aij = 1+ + ∆x∆y.
∂x ∂y
p
Example 4.11. The surface area A of the cone z = k x2 + y 2 lying between the planes
z = 0 and z = h > 0. This section of the conical surface lies above the disk
38 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
D = {(x, y) : x2 + y 2 ≤ (h/k)2 }, so
ZZ r ³ p ´2 ³ p ´2
A= 1 + kx/ x2 + y 2 + ky/ x2 + y 2 dxdy
D
√ ZZ
= 1+k 2 1 dxdy
D
√ √
= 1 + k 2 A(D) = 1 + k 2 π (h/k)2
√
= πr r2 + h2 ,
where r = h/k is the radius of the cone’s base.
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 39
5. Triple Integrals
5.1. Triple Integrals Over General Regions. We have defined single integrals for
functions of one variable, and double integrals for functions of two variables. Now
we want to define triple integrals for functions of three variables. These are useful
in computing the mass and centre of mass for solid objects of varying densities, the
moments of inertia of rotating bodies, the total electrical charge on non-conducting
bodies, and in many other physical applications.
As for double integrals, we begin with the simplest case of a function defined on a
three dimensional rectangular box
B = [a, b] × [c, d] × [r, s]
= {(x, y, z) : a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}.
We begin as always by dividing our box B up into small sub-boxes:
• divide [a, b] up into l subintervals [xi−1 , xi ], each of length ∆x = (b−a)
l
;
d−c
• divide [c, d] up into m subintervals [yi−1 , yi ] of length ∆y = m ; and
• divide [r, s] up into n subintervals [zi−1 , zi ] of length ∆z = s−r
n
.
The net effect is to divide B into lmn sub-boxes:
Bi,j,k = [xi−1 , xi ] × [yj−1 , yj ] × [zk−1 , zk ],
each with volume
(b − a)(d − c)(s − r)
∆V = ∆x∆y∆z = .
lmn
∆z
z z ∆x
∆y
y
y
x
x
To visualise what is going on, imagine that f describes the local density (in kg/m3 )
of a B-shaped brick. Then Sl,m,n approximates the mass of the box B by assuming the
density is constant within each sub-box.
By analogy with the single- and double-integrals defined previously, we define the
triple integral
ZZZ
f (x, y, z)dV := lim Sl,m,n ,
B l,m,n−→∞
As with iterated integrals in two variables, we integrate from the inside to the outside
of the brackets, keeping x and y fixed (that is, treating them as constants) while we
integrate with respect ot z, and then keeping x fixed while we integrate with respect to
y.
Also, as with double integrals, we generally drop the parentheses and write
Z bZ dZ s
f (x, y, z) dz dy dx
a c r
ZZZ Z bZ dZ s
f (x, y, z)dV = f (x, y, z)dzdydx
B a c r
.
RRR
Example 5.1. Evaluate B
6xzeyz dV where B = [0, 1] × [0, 3] × [1, 2].
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 41
Solution: We notice that integrating with respect to y first will eliminate the factor
of z:
ZZZ Z 1Z 2Z 3
yz
6xze dV = 6xzeyz dy dz dx
B 0 1 0
Z 1Z 2 h iy=3
= 6xeyz dz dx
0 1 y=0
Z 1Z 2
= 6x(e3z − 1) dz dx
0 1
Z 1h iz=2
3z
= 2x(e − 3z) dx
0 z=1
Z 1
= (e6 − e3 − 3)2x dx
0
h i1
= (e6 − e3 − 3)x2
0
6 3
= e − e − 3.
Now we want to deal with regions that are not rectangular prisms (boxes).
Technically, to define the triple integral over a bounded region E, we first choose a
box B that contains E.
Given a function f defined on E, we define a function F on B by setting F (x, y, z) :=
f (x, y, z) for (x, y, z) ∈ E and setting F (x, y, z) = 0 for (x, y, z) ∈ B \ E.
Now we define ZZZ ZZZ
f (x, y, z) dV := F (x, y, z) dV.
E B
This definition of the triple integral satisfies all the properties we would expect it to
satisfy:
RRR RRR RRR
• RRRE (f + g)(x, y, z) dV = RRRE f (x, y, z) dV + E
g(x, y, z) dV
• E
k · f (x, y, z) dV = k · E
f (x, y, z) dV RRR RRR
• if f (x, y, z) ≤ g(x, y, z) for all (x, y, z) ∈ E, then E
f (x, y, z) dV ≤ E
g(x, y, z) dV .
• if E1 ∪ E2 = E and E1 ∩ E2 = ∅, then
ZZZ ZZZ ZZZ
f (x, y, z) dV = f (x, y, z) dV + f (x, y, z) dV
E E1 E2
z
z = v2(x, y)
z = v1(x, y)
a y
y = u1(x)
D y = u2(x)
b
x
Of course, we can handle regions described in the same way but with the variables
permuted simply by changing the order of integration. For example, if
E = {(x, y, z) : a ≤ y ≤ b, u1 (y) ≤ z ≤ u2 (y),
v1 (y, z) ≤ x ≤ v2 (y, z)},
then
ZZZ Z bZ u2 (y)Z v2 (y,z)
f (x, y, z)dV = f (x, y, z) dx dz dy.
E a u1 (y) v1 (y,z)
y
x
= y z − y z dz
2 0 2 4 y=0
Z
1 1 3
= z dz
8 0
1 h 1 4 i1
= z
8 4 0
1
= .
32
ZZZ ZZZ
f (x, y, z) dxdydz = f (r cos θ, r sin θ, z) rdrdθdz,
D S
where D = T (S).
dθ dz
r dr
r dθ
Example 5.4. Calculate the integral of f (x, y, z) := x2 + y 2 over the region E bounded
1
by the planes z = 1 and z = 2 and the hyperboloid z 2 = x2 +y 2.
over the region bounded by z = 1 and z = 2 and the surface z 2 = 1/r2 , ie. r = 1/z.
Thus
46 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
ZZZ Z Z Z ¯ ¯
2π 2 1/z ¯ ∂(x, y, z) ¯
2 2
x + y dV = 2¯
r ¯ ¯ dr dz dθ
E 0 1 0 ∂(r, θ, z) ¯
Z 2π Z 2 Z 1/z
= r3 dr dz dθ
0 1 0
Z 2π Z 2 h r4 i1/z
= dz dθ
0 1 4 0
Z 2π Z 2
1
= z −4 dz dθ
4 0 1
Z 2π h
1 −1 −3 i2
= z dθ
4 0 3 1
Z
1 2π 7
= dθ
4 0 24
7 h i2π
= θ
96 0
7π
= .
48
∂x ∂x ∂x
∂ρ ∂θ ∂φ
∂(x, y, z)
J= = det
∂y
∂ρ
∂y
∂θ
∂y
∂φ
.
∂(ρ, θ, φ)
∂z ∂z ∂z
∂ρ ∂θ ∂φ
¯ ¯
¯ sin φ cos θ −ρ sin φ sin θ ρ cos φ cos θ ¯
¯ ¯
J = ¯¯ sin φ sin θ ρ sin φ cos θ ρ cos φ sin θ ¯¯
¯ cos φ 0 −ρ sin φ ¯
¯ ¯
¯ −ρ sin φ sin θ ρ cos φ cos θ ¯
= cos φ ¯¯ ¯
ρ sin φ cos θ ρ cos φ sin θ ¯
¯ ¯
¯ sin φ cos θ −ρ sin φ sin θ ¯
+ (−ρ sin φ) ¯¯ ¯
sin φ sin θ ρ sin φ cos θ ¯
= −ρ2 cos2 φ sin φ(sin2 θ + cos2 θ)
− ρ2 sin3 φ(cos2 θ + sin2 θ)
= −ρ2 sin φ(cos2 φ + sin2 φ)
= −ρ2 sin φ.
Since 0 ≤ φ ≤ π in spherical coordinates, we always have sin φ ≥ 0, and hence
¯ ¯
¯ ∂(x, y, z) ¯
¯ ¯ 2
¯ ∂(ρ, θ, φ) ¯ = ρ sin φ.
So, in terms of spherical coordinates
ZZZ
f (x, y, z) dxdydz =
D
ZZZ
f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ) ρ2 sin φdρdφdθ,
S
ρ sinφ dθ dρ
φ ρ
O ρdφ
dθ y
x
Example 5.5. Integrate the function f (x, y, z) := (x2 + y 2 + z 2 )−1 over the region E
above the xy-plane and between the spheres of radii 1 and 2 about the origin.
48 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
1
= 2 2
ρ (sin φ + cos2 φ)
1
= 2,
ρ
and E is simply the region 1 ≤ ρ ≤ 2, 0 ≤ φ ≤ π2 . Hence
ZZZ Z π/2Z 2πZ 2
¯ ¯
1 ¯ ∂(x, y, z) ¯
2 2 2 −1
(x + y + z ) dV = ¯ ¯
ρ2 ¯ ∂(ρ, θ, φ) ¯ dρ dθ dφ
E 0 0 1
Z π/2Z 2πZ 2
= sin(φ) dρ dθ dφ
0 0 1
Z π/2Z 2π h iρ=2
= sin(φ)ρ dθ dφ
0 0 ρ=1
Z π/2Z 2π
= sin(φ) dθ dφ
0 0
Z π/2 h iθ=2π
= sin(φ)θ dφ
0 θ=0
Z π/2
= 2π sin(φ) dφ
0
h iπ/2
= 2π − cos(φ)
0
= 2π.
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 49
provided this limit exists, where ∆si is the length of the subarc of C joining the points
(x(ti ), y(ti )) and (x(ti+1 ), y(ti+1 )).
(x(ti), y(ti))
C
(x(b), y(b))
0 x
Figure 34. The intervals induced on C by partitioning [a,b] into equal subintervals.
Thus, writing ∆x(ti ) := x(ti + ∆t) − x(ti ) and ∆y(ti ) := y(ti + ∆t) − y(ti ) we have,
p
∆si ≈ ∆x(ti )2 + ∆y(ti )2
sµ ¶2 µ ¶2
∆x(ti ) ∆y(ti )
= + ∆t
∆t ∆t
sµ ¶ µ ¶2
2
dx dy
≈ + ∆t,
dt dt
provided ∆t is small enough (that is, n is large enough), where the derivatives are
evaluated at t = ti .
50 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
sµ ¶2 µ ¶2
Z Z b
dx dy
f (x, y) ds = f (x(t), y(t)) + dt
C a dt dt
Z b
= f (x(t), y(t)) kr0 (t)k dt,
a
}
0
y
f (x, y)
(x, y)
Example 6.1. Suppose C = C1 ∪ C2 , where C1 consists of the line segment from (0, 0)
to (1, 0) and C2 is the semicircle given by x = cos t, y = sin t with 0 ≤ t ≤ π. Then,
Z Z Z
2 2
1 + x y ds = 1 + x y ds + 1 + x2 y ds
C C1 C2
Z 1 Z π p
= 1dx + (1 + cos2 t sin t) sin2 t + cos2 t dt
0 0
· ¸π
cos3 t
=1+ t−
3 0
5
= + π.
3
v z
D (u, v) Rij
r (u, v)
Sij
0
y
0 u
x
By arguments similar to those used in developing line integrals, for m and n sufficiently
large ∆Sij is approximately the area of the parallelogram with adjacent sides
ru (ui , vj )∆u and rv (ui , vj )∆v.
.
That is,
∆Sij ≈ kru × rv k∆u∆v,
where the derivatives in the right hand side are evaluated at (ui , vj ).
If f (x, y, z) is a scalar valued function whose domain contains the surface S, then the
surface integral
ZZ X
f dS := lim f (r(ui , vj ))∆Sij
S m,n→∞
{(i,j):Rij ⊆D}
ZZ
= f (r(u, v))kru × rv k dudv,
D
Now,
rθ × rφ
¯ ¯
¯ i j k ¯
¯ ¯
= ¯¯− sin θ sin φ cos θ sin φ 0 ¯¯
¯ cos θ cos φ sin θ cos φ − sin φ¯
= −(cos θ sin2 φ, sin θ sin2 φ, sin φ cos φ)
Consequently,
krθ × rφ k = sin φ
and ZZ Z Z
2π π/2
z dS = cos φ sin φ dφdθ = π.
S 0 0
REMARKS:
1. The area of a surface S in R3 is given by,
ZZ
1 dS.
S
2. If the surface S is specified by z = f (x, y), for (x, y) ranging over some domain D,
then we can parameterize it by
r(x, y) = (x, y, f (x, y)) for (x, y) ∈ D.
In this case,
°¯ ¯°
° ¯i j k ¯¯ °
°¯ ∂f ¯ °
krx × ry k = ° ¯
° ¯1 0
°
∂x ¯ °
° ¯0 1 ∂f ¯ °
∂y
s µ ¶2 µ ¶2
∂f ∂f
= 1+ + .
∂x ∂y
So,
s µ ¶2 µ ¶2
ZZ
∂f ∂f
g dS =
g(x, y, f (x, y)) 1 + + dxdy.
S
∂x ∂y
D
By the first remark, setting g(x, y, z) = 1 yeilds our previous formula for the area of
that part of the surface S given z = f (x, y) lying over the region D in the x-y plane,
namely:
s
µ ¶2 µ ¶2
∂f ∂f
A(S) =
1 + + dxdy.
∂x ∂y
D
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 55
7. Vector Fields
So far we have concentrated on developing the calculus of scalar valued functions of
two or more variables. Henceforth our focus will be on vector valued functions.
A vector field in R2 is a vector valued function F : R2 → R2 assigning to each point
(x, y) the vector
F(x, y) = (P (x, y), Q(x, y)) = P (x, y)i + Q(x, y)j,
where P and Q are the scalar valued component functions of F.
For example, F(x, y) = −yi + xj, see figure 37.
0 x
F(x, y, z)
(x, y, z)
−GM z
+ 3 k
(x2 + y 2 + z 2 ) 2
−GM r
= ,
krk2 krk
of a point mass M located at the origin.
As we know from before a gradient field F(r) at a point r = (x, y, z) is perpendicular
to the level curve/surface of the potential function through that point.
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 57
¯ ¯
¯i j k ¯¯
¯∂
= ¯¯ ∂x ∂
∂y
∂ ¯
∂z ¯
¯P Q R¯
µ ¶ µ ¶
∂R ∂Q ∂P ∂R
= − i+ − j
∂y ∂z ∂z ∂x
µ ¶
∂Q ∂P
+ − k
∂x ∂y
For a vector field F(x, y) = P (x, y)i + Q(x, y)j in R2 ,
∂P ∂Q
div F := ∇ · F = + .
∂x ∂y
If we identify F(x, y) with the vector field
F(x, y, z) := (P (x, y), Q(x, y), 0)
defined on the x-y plane in R3 , then it makes sense to define
curl F := ∇ × F
¯ ¯
¯i k ¯¯
¯ ∂ ∂j
= ¯¯ ∂x ∂y ∂ ¯
∂z ¯
¯P Q 0¯
µ ¶
∂Q ∂P
= − k.
∂x ∂y
58 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
Again for reasons that will become apparent later, when F is the velocity field for
a fluid flow, curl F measures the tendency of the fluid to rotate about each point.
Points near the point (x, y, z) tend to rotate about an axis through (x, y, z) parallel to
curl F(x, y, z) and with an angular velocity related to kcurl F(x, y, z)k. If everywhere
curl F = 0 we say the vector field F is irrotational.
Theorem 7.1. If f (x, y, z) has continuous second partial derivatives, then
curl grad f = ∇ × ∇f = 0.
Proof.
¯ ¯
¯i j k¯
¯∂ ∂ ∂ ¯¯
∇ × ∇f = ¯¯ ∂x ∂y ∂z ¯
¯ ∂f ∂f ∂f ¯
∂x ∂y ∂z
µ ¶
∂ 2f ∂ 2f
= − i + ···
∂y∂z ∂z∂y
= 0i + 0j + 0k = 0.
Thus, provided the potential function has continuous second order partial derivatives,
a conservative vector field is irrotational.
This gives us a necessary condition for a vector field F to be conservative; if curl F
is not identically zero, then F cannot be expressed as the gradient of any potential
function. Thus, for example the vector field F(x, y) = −yi + xj, for which curl F = 2,
cannot be written as the gradient of any potential function; i.e., is not a conservative
vector field.
We will later see that the converse of this is also true: if F is a vector field whose
domain is simply connected (that is, ‘has no holes’), whose component functions have
continuous partial derivatives and curl F = 0, then F is a conservative vector field.
Similarly we have:-
Theorem 7.2. If F(x, y, z) = P i + Qj + Rk is a vector field on R3 and P , Q and R
have continuous second partial derivatives, then
div curl F = ∇ · ∇ × F = 0.
Proof.
µ ¶ µ ¶
∂ ∂R ∂Q ∂ ∂P ∂R
∇·∇×F= − + −
∂x ∂y ∂z ∂y ∂z ∂x
µ ¶
∂ ∂Q ∂P
+ −
∂z ∂x ∂y
∂ 2R ∂2Q ∂ 2P
= − +
∂x∂y ∂x∂z ∂y∂z
∂ 2R ∂ 2Q ∂2P
− + −
∂y∂x ∂z∂x ∂z∂y
= 0,
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 59
This is true for the potential function for the gravitational field of any distribution of
masses, and is an important partial differential equation which arises in many contexts.
There are a large number of identities relating the operators grad, div, curl and ∇2
to one another; for example,
∇ × ∇ × F = ∇(∇ · F) − ∇2 F.
That is,
curl curl F = grad div F − ∇2 F.
For a more complete list, see Stewart (Fourth Edition), section 17.5, Exercises 23 to
29, on page 1116. Some applications of these are to be found in the subsequent exercises;
30, 31 and 32.
60 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
F(r(t))
T(t)
0
y
We then have,
Z Z b
r0 (t)
F · T ds = F(r(t)) · 0 kr0 (t)kdt
C a kr (t)k
Z b
= F(r(t)) · r0 (t)dt
a
Z b
= (P i + Qj + Rk) · (x0 (t)i + y 0 (t)j + z 0 (t)k) dt
a
Z b
= (P ((x(t), y(t), z(t))x0 (t)
a
+ Q((x(t), y(t), z(t))y 0 (t)
+ R((x(t), y(t), z(t))z 0 (t)) dt.
These right hand side integrals are often abreviated as
Z Z
F · dr, or P dx + Qdy + Rdz,
C C
0
using the convention dx = x (t)dt etc.
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 61
R
When F is a gravitational (electric, . . . ) force field, C F · dr represents the work done
by the field on a unit mass (charge, . . . ) as it is moved from r(a) to r(b) along C (equals
the energy gained by the particle).
Corollary 7.5. If F is a continuous conservative vector field and C1 and C2 are two
smooth curves lying entirely in the domain of F and with the same initial and terminal
points, then
Z Z
F · dr = F · dr
C1 C2
That is, line integrals of a continuous conservative vector field are ‘path independent’.
Theorem 7.6. The line integrals of a continuous vector field F are path independent if
and only if
Z
F · dr = 0
C
Z
F · dr = 0.
C
NOTE: The proof in Stewart (fourth edition) section 17.3, Theorem 4, pp 1095-96
is incorrect. The correct proof is given here.
Proof. (For simplicity, we will restrict ourselves to the case of vector fields on R2 )
Choosing
R any (a, b) ∈ D, for any point (x, y) ∈ D ∃ a path C, from (a, b) to (x, y) and
C
F · dr is independent of which path is chosen. That is, it depends only on (x, y), so
we define the function
Z (x,y)
f (x, y) = F · dr
(a,b)
(x,y) C1
(x + ∆x, y)
C
D
(a,b)
Z Z
f (x + ∆x, y) − f (x, y) = F · dr − F · dr
C∪C1 C
Z
= F · dr
C1
Z (x+∆x)
= [P (x, y)dx + Q(x, y)dy]
x
Z (x+∆x)
= P (x, y)dx (since dy = 0 on C1 )
x
= P (x + ξ, y)∆x for some ξ ∈ [0, ∆x],
by the intermediate value theorem.
∂f ∂f
F= i+ j
∂x ∂y
= ∇f
and so F is conservative.
¤
.
If F = P i+Qj is a conservative vector field for which P and Q have continuous partial
derivatives, then for f any potential function for F we have
∂f ∂f
P = andQ =
∂x ∂y
and so
∂P ∂ 2f ∂ 2f ∂Q
= = =
∂y ∂y∂x ∂x∂y ∂x
That is, for a conservative vector field
F = P i + Qj,
for which P and Q have continuous partial derivatives, we have
∂P ∂Q
= .
∂y ∂x
64 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
For a vector field F, whose domain is open and simply connected (path-wise connected
with no holes), the converse is also true. This is a consequence of the following important
theorem.
Green’s theorem:
Theorem 7.8. Let C be an anticlockwise oriented simple closed curve in R2 , let D be
the region bounded by C, and let F = P i + Qj be a vector field for which P and Q have
continuous partial derivatives throughout an open region containing D, then
Z ZZ
F · dr = (∇ × F) · k dA.
C D
Or, equivalently
Z ZZ µ ¶
∂Q ∂P
P dx + Qdy = − dxdy.
C D ∂x ∂y
Proof. . . . , see Stewart (fourth edition), section 17.4.
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 65
for (u, v) ranging over some bounded domain D in the u-v plane, and for which the
component functions x(u, v), y(u, v) and z(u, v) have continuous partial derivatives.
Let F(x, y, z) be a continuous vector field whose domain contains the surface S.
The surface integral over S of the normal component of F to the surface is
ZZ ZZ
F · dS := F · n dS,
S S
where
ru × rv
n := ,
kru × rv k
is the unit normal to the surface at the point specified parametrically by (u, v).
Here it is assumed that ru × rv is never zero on S. Thus S is orientable; the normal
always points to one side of S.
Note: We could also choose as our normal direction rv × ru in which case the value
of the surface integral would be the negative of the one given here.
When F is the velocity field for a steady fluid flow this integral represents the net
flow (or flux) across the surface S in the direction of the normal.
From our work on surface integrals we have:
ZZ ZZ
F · dS := F(r(u, v)) · n dS
S D
ZZ
ru × rv
= F(r(u, v)) · kru × rv k dudv
kru × rv k
Z ZD
= F(r(u, v)) · (ru × rv ) dudv.
D
reduces to,
ZZ
∂f ∂f
R−P −Q dxdy.
R ∂x ∂y
66 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
8.1. Stokes’ Theorem. Stokes’ theorem is a more general form of Green’s theorem.
Theorem 8.1. Z ZZ
F · dr = ∇ × F · dS,
C S
Here C is the boundary of S oriented according to the right hand rule: if the thumb
of the right hand points in the direction of the normal n to the surface, then the fingers
of the right hand point in the direction of positive orientation for C (See figure 41).
z
n
C
0
y
Here it is assumed that the component functions of F have continuous partial deriva-
tives on an open domain containg S and that S is an oriented piecewise-smooth surface
whose boudary, C, is a simple closed piecewise-smooth curve.
P roof. . . . , see Stewart (fourth edition), section 17.8.
or equivalently,
Z ¶ ZZ µ
∂Q ∂P
P dx + Qdy = − dxdy.
C D ∂x ∂y
This may be applied to also obtain an expression (sometimes known as Green’s second
theorem) for Z Z
F · ds := F · n ds,
C C
the line integral of the normal component of F about C.
When F is the velocity field for a steady planar fluid flow, the integral
Z
F · ds
C
That is; Z ZZ
F · ds = div F dA.
C D
68 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
When F is the velocity field for a planar steady fluid flow in R2 , this equates the net
flow (or flux) across the curve C with the integral of the divergence of F over the planar
region D bounded by C and expresses our interpretation of div F at a point as the rate
per unit area at which fluid is ‘created’ at (flows out, or diverges from) that point.
We might ask; is a similar result true for a simple closed surface S bounding a solid
region R in R3 ? The answer is yes, and this is the divergence (or Gauss’s) theorem:
Theorem 8.3. Let R be a solid region in R3 bounded by a smooth simple closed outward
oriented surface S and let F be vector field whose component functions have continuous
partial derivatives on an open region containing R, then
ZZ ZZZ
F · dS = div F dV.
S R
NOTE: When F represents the velocity field of a steady fluid flow in R3 , the left hand
integral represents the net flow (flux) of fluid out of the region R across its boundary S.
Gauss’s theorem may be seen as equating this with the average value of the divergence
of F in R multiplied by the volume of R; that is, the net amount of fluid being ‘created’
(diverging from points) within R.
From the divergence theorem and the identity div curl F = 0 we can reestablish
corollary 8.2:
For S a simple closed oriented surface and F a vector field whose component functions
have continuous partial derivatives on an open region containing the solid region R
bounded by S ZZ ZZZ
∇ × F · dS = div curl F dV = 0.
S R