Chapter 12 Vectors and the Geometry of Space
12.1 Three-dimensional Coordinate systems
A. Three dimensional Rectangular Coordinate Sydstem:

The Cartesian product
                          R3 = R × R × R = {(x, y, z) : x, y, z ∈ R},
where (x, y, z) iscalled ordered triple.

B. Distance:

The distance |P1 P2 | between two points P1 = (x1 , y1 , z1 ) and P2 = (x2 , y2 , z2 ) is
                        |P1 P2 | =   (x2 − x1 )2 + (y2 − y1 )2 + (z2 − z1 )2 .

C. Sphere:

An equation of a sphere with center C(h, k, ) and radius r is
                              (x − h)2 + (y − k)2 + (z − )2 = r2 a.

12.2 Vectors
A. Vector: a quantity that has both of magnitude and direction.
                                                        −→
B. (Re)presentation and Notation: − , < a1 , a2 , a3 >, AB.
                                       →
                                       a

Definition 1. A two dimensional vector is an ordered pair − =< a1 , a2 > with a1 and
                                                         →
                                                         a
a2 real numbers. A three dimensional vector is an ordered triple − =< a1 , a2 , a3 >
                                                                 →
                                                                 a
with a1 , a2 and a3 real numbers.

C. Magnitude: Let − =< a1 , a2 , a3 >. Then, the magnitude of − is
                  →
                  a                                           →
                                                              a

                                      |− | =
                                       →
                                       a        a2 + a2 + a2 .
                                                 1    2    3


D. Multiplication of a vector by a scalar:

Let − =< a1 , a2 , a3 > and c be a scalar (real number). Then,
    →
    a
                       c− =< ca1 , ca2 , ca3 > and |c− | = |c||− |.
                        →a                              →
                                                        a      →
                                                               a
                                                           →
                                                           −
E. Vector addition/difference : Let − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >. Then,
                                   →a
                      → →
                      − + − =< a + b , a + b , a + b >,
                      a    b      1   1 2      2 3      3
→ →
                             − − − =< a − b , a − b , a − b >
                             a   b     1   1 2     2 3     3


F. Standard Basis vectors :

In R2 ,
                                →
                                −                  →
                                                   −
                                i =< 1, 0 >,       j =< 0, 1 > .
In R3 ,
                       →
                       −               →
                                       −               →
                                                       −
                        i =< 1, 0, 0 >, j =< 0, 1, 0 >, k =< 0, 0, 1 > .
                                     →
                                     −     →
                                           −        →
                                                    −
If − =< a1 , a2 , a3 >, then − = a1 i + a2 j + a3 k .
   →
   a                         →
                             a

G. Unit Vector :

A vector whose length is 1. If − = 0, then the unit vector that has the same direction as
                               →
                               a
→
− is
a
                                              →
                                              −
                                       − = a .
                                       →u
                                             |− |
                                              →
                                              a

12.3 The Dot Product
                                        →
                                        −                                             →
                                                                                      −
Definition 2. If − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >, the dot product of − and b
                →a                                                              →
                                                                                a
              → −→
is the number − · b given by
              a
                               → →
                               − ·− =a b +a b +a b .
                                a b      1 1  2 2        3 3


Note 1: A result of the dot product of two vectors is a scalar (not a vector)
Note 2: The dot product is sometimes called inner product or scalar product.

A. Properties of the dot product

   (1)    → →
          − · − = |− |2
           a a       →a
          →    −
               → − − → →
          − · b = b · a
   (2)     a
   (3)    → → →
          − · (− + − ) = − · − + − · −
           a     b    c   → → → →
                           a b      a c
   (4)       → →
             − ) · − = c(− · − ) = − · (c− )
          (c a     b     → →
                         a b       →
                                   a
                                         →
                                         b
          → →
          − −
   (5)     0 · a =0

                                       →
                                       −
Theorem 1. Let − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >. If θ is the angle between the
                 →a
              →
              −
vectors − and b , then
        →
        a
                                → →
                                − · − = |− ||− | cos θ.
                                a b      → →
                                         a b
                                               2
→
                                          −
Corollary 1. Let − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >. If θ is the angle between the
                  →
                  a
              →
              −
vectors − and b , then
        →
        a
                                            → →
                                            − ·−
                                             a b
                                    cos θ =          .
                                             → →
                                             − ||− |
                                            |a b

B. Direction Angles and Direction Cosine:

Let the angles betwees − and x-axis, y-axis, and z-axis are α, β, and γ respectively. Then,
                       →
                       a
   →
   − =< a , a , a >,
if a      1 2 3
                                a1              a2             a3
                       cos α = − , cos β = −
                                →|              →| cos γ = |− | .
                                                               →
                               |a              |a               a
Then,
                               a
                               − | =< cos α, cos β, cos γ > .
                               →
                              |a

C. Projection :

                                          →
                                          −
    C.1. Scalar Projection : component of b along − →
                                                    a
                                   →
                                   −    →
                                        −           → →
                                                    − ·−
                                                     a b
                             comp− b = | b | cos θ = − .
                                 →
                                 a
                                                      |→|
                                                       a

    C.2. Vector Projection:
                             →
                             −         →→
                                       − −a           → →
                                                      − ·−
                                                      a b        →
                                                                 −
                                                                 a
                       proj− b = comp− b − =
                           →         →    →|                     − |.
                           a         a
                                         |a            |− |
                                                        →
                                                        a        →
                                                                |a

12.4 The Cross Product
                                        →
                                        −
Definition 3. If − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >, the cross product of − and
                 →a                                                               →
                                                                                  a
→
−               → →
                − × − given by
b is the vector a     b
                    → →
                    − × − =< a b − a b , a b − a b , a b − a b > .
                    a   b        2 3   3 2 3 1     1 3 1 2       2 1


                             → −
                             a
                                →
Theorem 2. The cross product − × b is orthogonal to both of − =< a1 , a2 , a3 > and
                                                            →
                                                            a
→
−
b =< b1 , b2 , b3 >.

Note 1: A result of the cross product of two vectors is a vector (Not a scalar). So, the
cross product is sometimes called vector product.

                                             3
→
                                                                        −
Theorem 3. If θ, 0 ≤ θ ≤ π, is the angle between − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >,
                                                 →
                                                 a
then
                                 → −
                                 a
                                      →      → →
                                              a
                                                 −
                                |− × b | = |− || b | sin θ.

                                        → −→
Note 2: the length of the cross product − × b is equal to the area of the parallelogram
                                        a
                     →
                     −
determined by − and b .
              →
              a

A. Scalar Triple Product :

                                                           → −
                                                           a
                                                              →
The volume of the parallelopiped determined by the vectors − , b , and − is the magnitude
                                                                       →
                                                                       c
of the scalar triple product
                                      → − →→
                                     |− · ( b × − )|.
                                      a         c

12.5 Equations of Lines and Planes
A. Equation of a line L :

A line in a space is determined by a point P0 (x0 , y0 , z0 ) a vector − that is parallel to the
                                                                       →
                                                                       n
line. Let − =< a, b, c >, − =< x, y, z >, − 0 =< x0 , y0 , z0 >, and t is a scalar.
          →
          v               →
                          r               →
                                          r

     A.1. Vector Equation : − = − 0 + t− .
                            → →
                            r   r      →
                                       v
     A.2. Parametric Equation : x = x0 + at y = y0 + bt z = z0 + ct.
     A.3. Symmetric Equation :
                              x − x0   y − y0   z − z0
                                     =        =        .
                                a        b        c

B. Equation of a Plane :

A plane in a space is determined by a point P0 (x0 , y0 , z0 ) a vector − (normal vector) that
                                                                        →
                                                                        n
is orthogonal to the plane. Let − =< x, y, z >, − 0 =< x0 , y0 , z0 >, and − =< a, b, c >.
                                →r                →r                          →n

     B.1. Vector Equation of a Plane:
                                  → → →
                                  − · (− − − ) = 0.
                                   n   r   r0

     B.2.. Scalar Equation of a plane :
                          a(x − x0 ) + b(y − y0 ) + c(z − z0 ) = 0
                 (or ax + by + cz + d = 0 with d = −ax0 − by0 − cz0 ).
                                               4
C. Distance D from a point P1 (x1 , y1 , z1 ) to the plance ax + by + cz + d = 0:
                                        |ax1 + by1 + cz1 + d|
                                   D=      √                  .
                                             a2 + b 2 + c 2

12.6/7 Cylinder and Cylindrical Coordinates
Identify and sketch the surfaces
                             (1) x2 + y 2 = 1        (2) y 2 + z 2 = 1.

To convert from cylindrical to rectangular Coordinate,
                                x = r cos θ    y = r sin θ   z = z.
To convert from rectangular to cylindrical Coordinate,
                                                   y
                            r2 = x2 + y 2 tan θ =      z = z.
                                                   x


                          Chapter 13 Vector Functions
13.1 Vector Functions and Space Curves
A. Vector Function: A vector (valued) function (e.g, in R3 ) is of the form
                            →
                            − (t) =< f (t), g(t), h(t) >,
                            r
where all the component functions f , g, and h are real valued function.

B. Limit of a vector function − : If − (t) =< f (t), g(t), h(t) >, then
                               →
                               r     →
                                     r
                         →
                         − (t) =< lim f (t), lim g(t), lim h(t) >
                      lim r
                          t→a            t→a         t→a      t→a

provided the limits of f (t) ,g(t), and h(t) exist.

In particular, a vector function − is continuous at t = a
                                 →
                                 r
                                     lim − (t) = − (a).
                                         →
                                         r       →
                                                 r
                                        t→a


C. Space Curve: Suppose that f , g, and h are continuous functions on an interval I. Let
                       C = {(x, y, z) : x = f (t) y = g(t) z = h(t)},
where t varies through the interval I, is called a space curve.

The equations x = f (t), y = g(t), z = h(t) are called parametric equations of C and t
is called a parameter.
                                                 5
13.2 Derivatives and Integrals of Vector Functions
A. Derivative : The derivative of a vector (valued) function − is defined by
                                                             →
                                                             r

                                  d−
                                   →r               →
                                                    − (t + h) − − (t)
                                                    r           →
                                                                r
                                      = − (t) = lim
                                        →
                                        r
                                   dt           h→0         h
if the limit exists.

The vector − (t) is called the tangent vector of − , and it unit tangent vector is given
           →
           r                                         →r
by
                                               →
                                               − (t)
                                               r
                                      T(t) = − → (t)| .
                                              |r
Theorem 4. If r→
               − (t) =< f (t), g(t), h(t) >, where f , g, and h are differentiable functions,
then
                              →
                              − (t) =< f (t), g (t), h (t) > .
                               r


Theorem 5. Suppose − and − are differentiable vector functions, c is a scalar, and f is
                        →
                        u     →
                              v
a real valued function. Then,

                        d −
               (1)         [→(t) + − (t)] = − (t) + − (t)
                             u       →v       →u       →
                                                       v
                        dt
                        d −
               (2)         [c→(t)] = c− (t)
                              u         →u
                        dt
                        d
               (3)         [f (t)− (t)] = f (t)− (t) + f (t)− (t)
                                 →
                                 u             →u           →
                                                            u
                        dt
                        d −
               (4)         [→(t) · − (t)] = − (t) · − (t) + − (t) · − (t)
                             u     →v        →
                                             u      →v      →u      →
                                                                    v
                        dt
                        d −
               (5)         [→(t) × − (t)] = − (t) × − (t) + − (t) × − (t)
                             u       →v       →u       →
                                                       v       →
                                                               u       →
                                                                       v
                        dt
                        d −
               (6)         [→(f (t))] = f (t)− (f (t)) (Chain Rule)
                             u                →u
                        dt

• See Example 1-5

B. Integrals : If − (t) =< f (t), g(t), h(t) >, where f , g, and h are integrable in [a, b], then
                  →r
the definite integral if the vector function − (t) can be defined by
                                             →
                                             r
                  b                    b                         b                    b
                      →
                      − (t)dt =                    →
                                                   −                        →
                                                                            −                      →
                                                                                                   −
                      r                    f (t)dt i +               g(t)dt j +           h(t)dt   k.
              a                    a                         a                    a


• See Example 6
                                                         6
13.3 Arc Length and Curvature
A. Arc Length : Let a ≤ t ≤ b, and let − (t) =< f (t), g(t), h(t) > where f , g , and h
                                           →
                                           r
are continuous on I. Then, the length of the space curve (arc length) from t = a to t = b
is defined by
                                      b
                         L =              →
                                          − (t) 2 dt
                                          r
                                  a
                                      b
                            =              [f (t)]2 + [g (t)]2 + [h (t)]2 dt
                                  a
                                      b           2             2            2
                                             dx            dy           dz
                            =                          +            +            dt
                                  a          dt            dt           dt


• See Example 1.

13.4 Motion in Space :Velocity and Acceleration
A. Velocity vector : Suppose a particle moves through space so that its position vector
at time t is − (t). The the velocity vector at time t is defined by
             →
             r
                                      →
                                      −          →
                                                 −
                          − (t) = lim r (t + h) − r (t) = − (t).
                          →v                              →r
                                  h→0         h

The velocity vector − (t) is also the tangent vector and points in the direction of the tangent
                    →v
line. Further, the speed of the particle at time t is
                                        →
                                        − (t) = − (t) .
                                        v        →r

B. Acceleration vector : The acceleration of the particle at time t is
                             →
                             − (t) = − (t) = − (t).
                              a      →
                                     v       →r

• See Examples 1-3.
C. Newton’s Second Law of Motion : If, at any time t, a force F(t) acts on an object
of mass m producing an acceleration − (t), then
                                    →
                                    a
                                    F(t) = m− (t).
                                              →
                                              a

• See Examples 4 and 5.




                                                       7
Chapter 14 Partical derivatives

14.1 Functions of Several Variables
A. Functions of two varialbes:

Definition 4. A function f of two variables is a rule of the form
                                  f : (x, y) ∈ D → z = f (x, y).
Here the set D is the domain of f and its range is the set {f (x, y) : (x, y) ∈ D}.

• See Examples 1, 4
B. Graph : Let f is a function of two variables with domain D. Then, the graph of f is
                         {(x, y, z) ∈ R3 : z = f (x, y),      (x, y) ∈ D}.

• See Examples 6, 8
14.2 Limits and Continuity
• Let’s think about the two limits

                                x2 − y 2                           x2 − y 2
                        lim lim                    and      lim lim         .
                        x→0 y→0 x2 + y 2                   y→0 x→0 x2 + y 2


A. Limit :

Definition 5. Let f be a function of two variables with domain D and (a, b) ∈ closure(D).
We say that the limit of f (x, y) as (x, y) → (a, b) is L, i.e.,
                                        lim        f : (x, y) = L
                                     (x,y)→(a,b)

if for any number > 0 there is number δ > 0 such that f (x, y) − L <                  whenever
 (x, y) − (a, b) < δ and (x, y) ∈ D.

Remark:       Let f (x, y) → L1 as (x, y) → (a, b) along a path C1 and f (x, y) → L2 as
(x, y) → (a, b) along a path C2 . Thn, if L1 = L2 , the limit lim(x,y)→(a,b) f : (x, y) does not
exist.
• See Examples 1-4.




                                                    8
B. Continuity :

Definition 6. Let f be a function of two variables with domain D and (a, b) ∈ closure(D).
The function f (x, y) is called continuous at (a, b) if
                                       lim        f : (x, y) = f (a, b).
                                    (x,y)→(a,b)


We say f (x, y) is continuous on D if f is continuous at every points (a, b) in D.

14.3 Partial Derivatives
A. Definition : Let f be a function of two variables. Its partial derivatives are functions
fx and fy defined by
                                              f (x + h, y) − f (x, y)
                              fx (x, y) = lim
                                          h→0            h
                                              f (x, y + h) − f (x, y)
                              fy (x, y) = lim
                                          h→0            h

B. Notations: If z = f (x, y),
                                             ∂f    ∂            ∂z
                            fx (x, y) = fx =    =    f (x, y) =    = Dx f
                                             ∂x   ∂x            ∂x
                                             ∂f   ∂             ∂z
                            fy (x, y) = fy =    =    f (x, y) =    = Dz f
                                             ∂y   ∂y            ∂x

• See Examples 1-5.
Theorem 6. Let f be a function of two variables and defined on D. Let (a, b) ∈ D. Then,
if fxy and fyx are both continuous on D,
                                         fxy (a, b) = fyx (a, b).

14.4 Tangent Planes and Linear Approximation
A. Definition : Let f be a function of two variables, and assume that fx and fy are
continuous. An equation of tangent plane to the surface z = f (x, y) at P (x0 , y0 , z0 ) is
                        z − z0 = fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ).

Define L(x, y) = f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ). Then L(x, y) is called a
linearization of f at (x0 , y0 ). Also, the approximation
                                           f (x, y) ≈ L(x, y)
is called the linear approximation and the thangent plane approximation.

                                                       9
Definition 7. Let z = f (x, y) and ∆z = f (x0 + ∆x, y0 + ∆y). Then the function f is
differentiable at (x0 , y0 ) if ∆z can be written
                    ∆z = fx (x0 , y0 )∆x + fy (x0 , y0 )∆y +   1 δx   +   2 δxy,

where 1 , 2 → 0 as δx, δy → 0.
Theorem 7. Asume that fx and fy exist near (x0 , y0 ) and are continuous at (x0 , y0 ). Then
f is differentiable at (x0 , y0 ).

Total differential: The differential or total differential is is defined by
                                                    ∂z      ∂z
                     dz = fx (x, y)dx + fy (x, y) =    dx +    dy.
                                                    ∂x      ∂y

• See Examples 1,2, 4

14.5 The Chain Rule
The Chain Rule (Case 1): Assume that z = f (x, y) is a differentiable function of x and
y, where x = g(t) and y = h(t) are both differentiable of t. Then
                                  dz    ∂f dx ∂f dy
                                     =        +        .
                                  dt    ∂x dt    ∂y dt

The Chain Rule (Case 2): Assume that z = f (x, y) is a differentiable function of x and
y, where x = g(s, t) and y = h(s, t) are both differentiable functions of s and t. Then
                                      ∂z    ∂z dx ∂f dy
                                         =        +
                                      ∂s   ∂x ds    dy ds
                                      ∂z    ∂z dx ∂f dy
                                         =        +       .
                                      ∂t   ∂x dt    dy dt

• See Examples 1,3, 5( For General Version)
Implicit Differentiation : Assume that z = f (x, y) is given implicitly as a function of
                                                           ∂F
the form F (x, y, z) = 0. If F and f are differentiable and    = 0, then
                                                           ∂z
                                      ∂F                   ∂F
                              ∂z                   ∂z      ∂y
                                 = − ∂x                =−
                              ∂x      ∂F           ∂y      ∂F
                                      ∂z                   ∂z
• See Examples 9


                                              10
14.6 Directional Derivatives and the Gradient Vector
A. Definition : Let f be a function of two variables. The directional derivatives of
f (x0 , y0 ) in the direction of unit vector − =< a, b > is
                                             →
                                             u
                                            f (x0 + ha, y + hb) − f (x0 , y0 )
                    D− f (x0 , y0 ) = lim
                     →
                     u
                                        h→0                h
if the limit exists.
   In the case of three variable function, we can define the directional derivatives in a similar
manner.
Theorem 8. Let f be a differentialbe function of x and y. Then f has directional deriva-
tives in the direction of unit vector − =< a, b > and
                                       →
                                       u
                              D− f (x, y) = fx (x, y)a + fy (x, y)b.
                               →
                               u


The Gradient Vector : Let f be a function of several (say three) variables. The Gradient
of f is the vector function f fdefined by
                                                                           → ∂f − ∂f −
                                                                        ∂f −     → →
             f (x, y, z) =< fx (x, y, z), fy (x, y, z), fz (x, y, z) >=    i +   j   k
                                                                        ∂x     ∂x ∂z

Note that for any − =< a, b, c >, D− f (x, y, z) =
                  →
                  u                →
                                   u                      f (x, y, z) · − .
                                                                        →
                                                                        u

• See Examples 2, 3, 4

14.7 Maximum and Minimum Values

Definition 8. Let f be a function of two variables. Then, f (a, b) is called local maximum
value if f (a, b) ≥ f (x, y) when (x, y) is near (a, b). Also, f (a, b) is called local minimum
value if f (a, b) ≤ f (x, y) when (x, y) is near (a, b).

Theorem 9. If f has local maximum or minimum value at (a, b) and fx and fy exist, then
fx (a, b) = 0 and fy (a, b) = 0.

A point (a, b) is called a critical point of f if fx )a, b) = 0 and fy (a, b) = 0.

Second Derivatives Test: Assume that the second partial derivatives of f are continuous
on a disk with center (a, b), and assume that fx (a, b) = 0 and fy (a, b) = 0. Let
                             D = fxx (a, b)fyy (a, b) − [fxy (a, b)]2 .
(a) If D > 0 and fxx (a, b) > 0, then f (a, b) is a local minimum.

(b) If D > 0 and fxx (a, b) < 0, then f (a, b) is a local maximum.
                                                11
(c) If D < 0, then f (a, b) is not a local maximum or minimum. (the point (a,b) is called a
saddle point of f ).
• See Examples 1, 2, 3, 6.

Theorem 10. If f is continuous on a closed, bounded set D in R2 , then f attains an
absolute maximum value f (x1 , y1 ) and an absolute minimum value f (x2 , y2 ) at some points
(x1 , y1 ) and (x2 , y2 ) in D.

To find an absolute maximum and minimum values of f on a closed, bounded set D :
(1) Find the values of f at the critical points of f in D.
(2) Find the extreme values of f on the boundary of D.
(3) The largest of the values from steps 1 and 2 is the absolute maximum value; The
smallest of the values is the absolute minimum value.
• See Example 7.

14.8 Lagrange Multipliers
Method of Lagrange Multifiers : In order to find the maximum and minimum values
of f (x, y, z) subject to the constraint g(a, y, z) = k
(a) Find all values of x, y, z, and λ such that
                                  f (x, y, z) = λ g(x, y, z)
                                  g(a, y, z) = k

(b) Evaluate f at all the points (x, y, z) that results from step (a). The largest of the values
is the absolute maximum value; The smallest is the absolute minimum value of f .
• See Examples 2, 3




                                               12
Chapter 15 Multiple Integrals
15.1 Double Integrals over Rectangles
Definition 9. The double integral of f over R = [a, b] × [c, d] is
                                                                              ∞       ∞
                                 f (x, y)dA = lim                                              f (xi , yj )∆A                           (1)
                             R                                   m,n→∞
                                                                             i=1 j=1

if the limit exists, where (xi , yj ) is in
                                         Rij = [xi−1 , xi ] × [yj−1 , yj ].
Here the right-hand side of (1) is called s double Riemann sum.

If f (x, y) ≥ 0, the volume V of the solid that lies above the rectangle R and below the
surface z = f (x, y) is
                                                         V =            f (x, y)dA.
                                                                    R


15.2 Iterated Integrals
Theorem 11. (Fubini) Let f be a continuous function on R = [a, b] × [c, d].
                                                     b       d                                      d       b
                        f (x, y)dA =                             f (x, y)dydx =                                 f (x, y)dxdy.
                    R                            a       c                                      c       a
The two integrals in the right-hand side of the above identity are called iterated integrals.
More generally, this theorem is true if f is bounded on R, f is discontinuous only on a
finite number if snmooth curves, and the iterated integrals exist.

Special Cases : If f (x, y) = g(x)h(y) on R = [a, b] × [c, d],
                                         b       d                                         d                             b
                  f (x, y)dA =                       f (x, y)dydx =                            h(y)dy ·                      g(x)dx .
              R                      a       c                                         c                             a


• See Examples 1-5.

15.3 Double Integrals over General Regions
Type I : Let f be a continuous on a type I region D such that
                           D = {(x, y)|a ≤ x ≤ b,                               g1 (x) ≤ y ≤ g2 (x)}
then
                                                                        b     g2 (x)
                                     f (x, y)dA =                                      f (x, y)dydx.
                                 R                                  a        g1 (x)
                                                                        13
Type II : Let f be a continuous on a type II region D such that
                            D = {(x, y)|c ≤ y ≤ d,                       h1 (x) ≤ x ≤ h2 (x)}
then
                                                              d         h2 (x)
                                     f (x, y)dA =                                f (x, y)dxdy.
                                 R                        c            h1 (x)


• See Examples 1-5.

Properties of Double Integrals : Assume that all of the following integrals exist. Then,

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

        (2)       cf (x, y)dA = c                [f (x, y)]dA
              D                              D

        (3)       f (x, y)dA ≥              [g(x, y)]dA,                if      f (x, y) ≥ g(x, y)
              D                         D

        (4)       1dA = A(D)
              D

        (4)       f (x, y)dA ≥               [g(x, y)]dA, +                           [g(x, y)]dA,    if   D = D1 ∪ D2 .
              D                         D1                                       D2

Here D1 and D2 don’t overlap except (perhaps) on the boundary. Also, if m ≤ f (x, y) ≤ M
for all (x, y) ∈ D, then
                                     mA(D)              f (x, y)dA ≤ M A(D).
                                                   D


15.4 Double Integrals over Polar Coordinates
Change to Polar Coordinates in a Double Integral : Let f be a continuous on a po-
lar rectangle
                    R = {(r, θ) | 0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β}
then
                                                     β        b
                               f (x, y)dA =                       f (r cos θ, r sin θ)rdrdθ).
                           R                        α     a


• See Examples 1,2.

15.7 Triple Integrals
                                                                  14
Theorem 12. (Fubini’s Theorem for Triple Integrals) Let f be a continuous function on
B = [a, b] × [c, d] × [r, s].
                                       s       d       b                                  d       b
                f (x, y, z)dV =                            f (x, y, z)dxdydz =                        f (x, y)dxdy.
            B                      r       c       a                                  c       a



Triple Integrals over General Regions:

Type I : Let f be a continuous on region D (type I or type II in double integral) such
that
                 E = {(x, y, z) | (x, y) ∈ D u1 (x, y) ≤ z ≤ u2 (x, y)},
then
                                                                    u2 (x,y)
                           f (x, y, z)dV =                                     f (x, y, z)dz dA.
                       E                                    D      u1 (x,y)


Type II : Let f be a continuous on region D (type I or type II in double integral) such
that
                 E = {(x, y, z) | (y, z) ∈ D u1 (y, z) ≤ z ≤ u2 (y, z)},
then
                                                                    u2 (y,z)
                           f (x, y, z)dV =                                     f (x, y, z)dx dA.
                       E                                    D      u1 (y,z)


• See Examples 1-3.

15.8 Triple Integrals in Cylindrical and Spherical Coordinates

Formula for triple integration in cylindrical coordinates:
                                                    u2 (r cos θ,r sin θ)
                 f (x, y, z)dV =                                           f (r cos θ, r sin θ, z)rdzdrdθ.
             E                             D       u1 (r cos θ,r sin θ)


• See Examples 1,2.




                                                              15
Chapter 16 Vector Calculus
16.1 Vector Fields
Definition 10. Let E be a subset of R3 . A vector field on R3 is a function F that assigns
to each (x, y, z) ∈ E a three-dimensional vector F(x, y, z). We can write F as follows:
                                            →
                                            −              →
                                                           −              →
                                                                          −
                    F(x, y, z) = P (x, y, z) i + Q(x, y, z) j + R(x, y, z) k .

Gradient Fields: If f is a scalar function of three (or two) variables, its gradient is a
vector field on R3 given by
                                             →
                                             −                →
                                                              −                →
                                                                               −
                   f (x, y, z) = fx (x, y, z) i + fy (x, y, z) j + fz (x, y, z) k .
• See Examples 1, 2, 6.

16.2 Line Integrals
Definition 11. Let C be a smooth curve given by the parametric equation
                                  x = x(t) y = y(t),                   a ≤ t ≤ b.
If f is defined on the curve C, then the line integral of f along C is defined by
                                              b                               2            2
                                                                         dx           dy
                       f (x, y)ds =               f (x(t), y(t))                  +            dt.
                   C                      a                              dt           dt

Remark:          If C is a piecewise-smooth curve, that is, C is a finite union of smooth
curves C1 , · · · Cn , then

                           f (x, y)ds =             f (x, y)ds + · · · +           f (x, y)ds.
                       C                      C1                              Cn


Line integral of f along C with respect to x and y:
                                                              b
                                  f (x, y)dx =                    f (x(t), y(t))x (t)dt
                              C                           a
                                                              b
                                  f (x, y)dy =                    f (x(t), y(t))y (t)dt
                              C                           a


• See Examples 1, 2, 4.

Line integrals in Space: Suppose that C is a smooth curve given by the parametric
equation
                     x = x(t) y = y(t) z = z(t), a ≤ t ≤ b.
                                                          16
If f is defined on the curve C, then the line integral of f along C is defined by
                                    b                                     2                2            2
                                                                     dx               dy           dz
                 f (x, y)ds =           f (x(t), y(t), z(t))                  +                +            dt.
             C                  a                                    dt               dt           dt

Compact Notation :
                                                             b
                                    f (x, y, z)ds =              f (− (t))|− (t)|dt.
                                                                    →
                                                                    r      →
                                                                           r
                                C                        a


• See Examples 5, 6.

Line integrals of Vector Fields: Let F be a continuous vector field defined on a smooth
curve C given by a vector function − (t), a ≤ t ≤ b. Then, the line integral of F along
                                   →
                                   r
C is
                                   b
                       F · d− =
                            →
                            r        F(− (t)) · − (t)dt =
                                       →r       →
                                                r           F · T ds,
                         C                    a                                   C
where T (x, y, z) is the unit tangent vector at the point (x, y, z).

• See Examples 7, 8.

16.3 The Fundamental Theorem for Line Integrals

Theorem 13. Let C be a smooth curve given by the vector function − (t), a ≤ t ≤ b. Let
                                                                 →
                                                                 r
f be a continuous function and its f is continuous on C. Then,

                                           f · d− = f (− (b)) − f (− (a)).
                                                →
                                                r      →
                                                       r           →
                                                                   r
                                    C



Note: We can evaluate                   f · d− by knowing the value of f at the end of points of C.
                                             →
                                             r
                                C


Definition 12. A vector field F is called a conservative vector field if there is a scalar
function f such that F = f . Here f is called a potential function of F.

Note: Line integrals of conservative vector fields are independent of path.

Theorem 14.            f · d− is independent of path in a domain D iff
                            →
                            r                                                                           f · d− = 0 for
                                                                                                             →
                                                                                                             r
                   C                                                                               C
every closed path in D.

                                                         17
→
                            −     →
                                  −
Theorem 15. Let F = P i + Q j be a conservative vector field, where all the partial
derivatives are continuous. Then,
                                  ∂P   ∂Q
                                     =    , in D.
                                  ∂y   ∂x

                          →
                          −       →
                                  −
Theorem 16. Let F = P i + Q j be a vector fields on an open simply-connected region
D. Supppose that all the partial derivatives are continuous and
                                    ∂P     ∂Q
                                        =        in D.
                                    ∂y     ∂x
Then F is conservative.

16.4 Green’s Theorem
Theorem 17. Let C be a positively oriented, piecewise-smooth, simple closed curve in the
plane and let D be the region bounded by C. Supppose that all the partial derivatives of P
and Q are continuous on an open region contains D, then
                                                      ∂Q ∂P
                              P dx + Qdy =               −       dA
                          C                       D   ∂x   ∂y

Application: Line The formulas to find the area of D :
                                               1
                   A=      xdy = − ydxa =          xdy − ydx.
                         C           C         2 C

• See Examples 1,2,3

16.5 Curl and Divergence
                 →
                 −     →
                       −      →
                              −
Curl: If F = P i + Q j + R k is a vector field on R3 and partial derivatives of P , Q, and
R all exist, then the curl of F is the vector field defined by

           curl F =       ×F
                          ∂R ∂Q       →
                                      −       ∂R ∂P        →
                                                           −      ∂Q ∂P     →
                                                                            −
                    =        −        i −        −         j +       −      k
                          ∂y   ∂z             ∂x   ∂z             ∂x   ∂y
Theorem 18. If f is a function of three variables that has continuous second-order partial
derivatives, then
                                      curl ( f ) = 0.
Theorem 19. If F is a vector field defined on all of R3 whose component functions have
continuous partial derivatives and curl F = 0, then F is a conservative vector field.
                                             18
• See Examples 1,2,3
                       →
                       −      →
                              −     →
                                    −
Divergence: If F = P i + Q j + R k is a vector field on R3 and partial derivatives of P ,
Q, and R all exist, then the divergence of F is the function of three variables defined by
                               divF =      ·F
                                         ∂P     ∂Q ∂R
                                    =        +      +
                                         ∂x     ∂y     ∂z
                       →
                       −      →
                              −      →
                                     −
Theorem 20. If F = P i + Q j + R k is a vector field defined on all of R3 and P , Q,
and R have continuous second-order partial derivatives, then
                                    div curl F = 0.

• See Examples 4,5




                                           19

Summary (chapter 1 chapter6)

  • 1.
    Chapter 12 Vectorsand the Geometry of Space 12.1 Three-dimensional Coordinate systems A. Three dimensional Rectangular Coordinate Sydstem: The Cartesian product R3 = R × R × R = {(x, y, z) : x, y, z ∈ R}, where (x, y, z) iscalled ordered triple. B. Distance: The distance |P1 P2 | between two points P1 = (x1 , y1 , z1 ) and P2 = (x2 , y2 , z2 ) is |P1 P2 | = (x2 − x1 )2 + (y2 − y1 )2 + (z2 − z1 )2 . C. Sphere: An equation of a sphere with center C(h, k, ) and radius r is (x − h)2 + (y − k)2 + (z − )2 = r2 a. 12.2 Vectors A. Vector: a quantity that has both of magnitude and direction. −→ B. (Re)presentation and Notation: − , < a1 , a2 , a3 >, AB. → a Definition 1. A two dimensional vector is an ordered pair − =< a1 , a2 > with a1 and → a a2 real numbers. A three dimensional vector is an ordered triple − =< a1 , a2 , a3 > → a with a1 , a2 and a3 real numbers. C. Magnitude: Let − =< a1 , a2 , a3 >. Then, the magnitude of − is → a → a |− | = → a a2 + a2 + a2 . 1 2 3 D. Multiplication of a vector by a scalar: Let − =< a1 , a2 , a3 > and c be a scalar (real number). Then, → a c− =< ca1 , ca2 , ca3 > and |c− | = |c||− |. →a → a → a → − E. Vector addition/difference : Let − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >. Then, →a → → − + − =< a + b , a + b , a + b >, a b 1 1 2 2 3 3
  • 2.
    → → − − − =< a − b , a − b , a − b > a b 1 1 2 2 3 3 F. Standard Basis vectors : In R2 , → − → − i =< 1, 0 >, j =< 0, 1 > . In R3 , → − → − → − i =< 1, 0, 0 >, j =< 0, 1, 0 >, k =< 0, 0, 1 > . → − → − → − If − =< a1 , a2 , a3 >, then − = a1 i + a2 j + a3 k . → a → a G. Unit Vector : A vector whose length is 1. If − = 0, then the unit vector that has the same direction as → a → − is a → − − = a . →u |− | → a 12.3 The Dot Product → − → − Definition 2. If − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >, the dot product of − and b →a → a → −→ is the number − · b given by a → → − ·− =a b +a b +a b . a b 1 1 2 2 3 3 Note 1: A result of the dot product of two vectors is a scalar (not a vector) Note 2: The dot product is sometimes called inner product or scalar product. A. Properties of the dot product (1) → → − · − = |− |2 a a →a → − → − − → → − · b = b · a (2) a (3) → → → − · (− + − ) = − · − + − · − a b c → → → → a b a c (4) → → − ) · − = c(− · − ) = − · (c− ) (c a b → → a b → a → b → → − − (5) 0 · a =0 → − Theorem 1. Let − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >. If θ is the angle between the →a → − vectors − and b , then → a → → − · − = |− ||− | cos θ. a b → → a b 2
  • 3.
    − Corollary 1. Let − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >. If θ is the angle between the → a → − vectors − and b , then → a → → − ·− a b cos θ = . → → − ||− | |a b B. Direction Angles and Direction Cosine: Let the angles betwees − and x-axis, y-axis, and z-axis are α, β, and γ respectively. Then, → a → − =< a , a , a >, if a 1 2 3 a1 a2 a3 cos α = − , cos β = − →| →| cos γ = |− | . → |a |a a Then, a − | =< cos α, cos β, cos γ > . → |a C. Projection : → − C.1. Scalar Projection : component of b along − → a → − → − → → − ·− a b comp− b = | b | cos θ = − . → a |→| a C.2. Vector Projection: → − →→ − −a → → − ·− a b → − a proj− b = comp− b − = → → →| − |. a a |a |− | → a → |a 12.4 The Cross Product → − Definition 3. If − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >, the cross product of − and →a → a → − → → − × − given by b is the vector a b → → − × − =< a b − a b , a b − a b , a b − a b > . a b 2 3 3 2 3 1 1 3 1 2 2 1 → − a → Theorem 2. The cross product − × b is orthogonal to both of − =< a1 , a2 , a3 > and → a → − b =< b1 , b2 , b3 >. Note 1: A result of the cross product of two vectors is a vector (Not a scalar). So, the cross product is sometimes called vector product. 3
  • 4.
    − Theorem 3. If θ, 0 ≤ θ ≤ π, is the angle between − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >, → a then → − a → → → a − |− × b | = |− || b | sin θ. → −→ Note 2: the length of the cross product − × b is equal to the area of the parallelogram a → − determined by − and b . → a A. Scalar Triple Product : → − a → The volume of the parallelopiped determined by the vectors − , b , and − is the magnitude → c of the scalar triple product → − →→ |− · ( b × − )|. a c 12.5 Equations of Lines and Planes A. Equation of a line L : A line in a space is determined by a point P0 (x0 , y0 , z0 ) a vector − that is parallel to the → n line. Let − =< a, b, c >, − =< x, y, z >, − 0 =< x0 , y0 , z0 >, and t is a scalar. → v → r → r A.1. Vector Equation : − = − 0 + t− . → → r r → v A.2. Parametric Equation : x = x0 + at y = y0 + bt z = z0 + ct. A.3. Symmetric Equation : x − x0 y − y0 z − z0 = = . a b c B. Equation of a Plane : A plane in a space is determined by a point P0 (x0 , y0 , z0 ) a vector − (normal vector) that → n is orthogonal to the plane. Let − =< x, y, z >, − 0 =< x0 , y0 , z0 >, and − =< a, b, c >. →r →r →n B.1. Vector Equation of a Plane: → → → − · (− − − ) = 0. n r r0 B.2.. Scalar Equation of a plane : a(x − x0 ) + b(y − y0 ) + c(z − z0 ) = 0 (or ax + by + cz + d = 0 with d = −ax0 − by0 − cz0 ). 4
  • 5.
    C. Distance Dfrom a point P1 (x1 , y1 , z1 ) to the plance ax + by + cz + d = 0: |ax1 + by1 + cz1 + d| D= √ . a2 + b 2 + c 2 12.6/7 Cylinder and Cylindrical Coordinates Identify and sketch the surfaces (1) x2 + y 2 = 1 (2) y 2 + z 2 = 1. To convert from cylindrical to rectangular Coordinate, x = r cos θ y = r sin θ z = z. To convert from rectangular to cylindrical Coordinate, y r2 = x2 + y 2 tan θ = z = z. x Chapter 13 Vector Functions 13.1 Vector Functions and Space Curves A. Vector Function: A vector (valued) function (e.g, in R3 ) is of the form → − (t) =< f (t), g(t), h(t) >, r where all the component functions f , g, and h are real valued function. B. Limit of a vector function − : If − (t) =< f (t), g(t), h(t) >, then → r → r → − (t) =< lim f (t), lim g(t), lim h(t) > lim r t→a t→a t→a t→a provided the limits of f (t) ,g(t), and h(t) exist. In particular, a vector function − is continuous at t = a → r lim − (t) = − (a). → r → r t→a C. Space Curve: Suppose that f , g, and h are continuous functions on an interval I. Let C = {(x, y, z) : x = f (t) y = g(t) z = h(t)}, where t varies through the interval I, is called a space curve. The equations x = f (t), y = g(t), z = h(t) are called parametric equations of C and t is called a parameter. 5
  • 6.
    13.2 Derivatives andIntegrals of Vector Functions A. Derivative : The derivative of a vector (valued) function − is defined by → r d− →r → − (t + h) − − (t) r → r = − (t) = lim → r dt h→0 h if the limit exists. The vector − (t) is called the tangent vector of − , and it unit tangent vector is given → r →r by → − (t) r T(t) = − → (t)| . |r Theorem 4. If r→ − (t) =< f (t), g(t), h(t) >, where f , g, and h are differentiable functions, then → − (t) =< f (t), g (t), h (t) > . r Theorem 5. Suppose − and − are differentiable vector functions, c is a scalar, and f is → u → v a real valued function. Then, d − (1) [→(t) + − (t)] = − (t) + − (t) u →v →u → v dt d − (2) [c→(t)] = c− (t) u →u dt d (3) [f (t)− (t)] = f (t)− (t) + f (t)− (t) → u →u → u dt d − (4) [→(t) · − (t)] = − (t) · − (t) + − (t) · − (t) u →v → u →v →u → v dt d − (5) [→(t) × − (t)] = − (t) × − (t) + − (t) × − (t) u →v →u → v → u → v dt d − (6) [→(f (t))] = f (t)− (f (t)) (Chain Rule) u →u dt • See Example 1-5 B. Integrals : If − (t) =< f (t), g(t), h(t) >, where f , g, and h are integrable in [a, b], then →r the definite integral if the vector function − (t) can be defined by → r b b b b → − (t)dt = → − → − → − r f (t)dt i + g(t)dt j + h(t)dt k. a a a a • See Example 6 6
  • 7.
    13.3 Arc Lengthand Curvature A. Arc Length : Let a ≤ t ≤ b, and let − (t) =< f (t), g(t), h(t) > where f , g , and h → r are continuous on I. Then, the length of the space curve (arc length) from t = a to t = b is defined by b L = → − (t) 2 dt r a b = [f (t)]2 + [g (t)]2 + [h (t)]2 dt a b 2 2 2 dx dy dz = + + dt a dt dt dt • See Example 1. 13.4 Motion in Space :Velocity and Acceleration A. Velocity vector : Suppose a particle moves through space so that its position vector at time t is − (t). The the velocity vector at time t is defined by → r → − → − − (t) = lim r (t + h) − r (t) = − (t). →v →r h→0 h The velocity vector − (t) is also the tangent vector and points in the direction of the tangent →v line. Further, the speed of the particle at time t is → − (t) = − (t) . v →r B. Acceleration vector : The acceleration of the particle at time t is → − (t) = − (t) = − (t). a → v →r • See Examples 1-3. C. Newton’s Second Law of Motion : If, at any time t, a force F(t) acts on an object of mass m producing an acceleration − (t), then → a F(t) = m− (t). → a • See Examples 4 and 5. 7
  • 8.
    Chapter 14 Particalderivatives 14.1 Functions of Several Variables A. Functions of two varialbes: Definition 4. A function f of two variables is a rule of the form f : (x, y) ∈ D → z = f (x, y). Here the set D is the domain of f and its range is the set {f (x, y) : (x, y) ∈ D}. • See Examples 1, 4 B. Graph : Let f is a function of two variables with domain D. Then, the graph of f is {(x, y, z) ∈ R3 : z = f (x, y), (x, y) ∈ D}. • See Examples 6, 8 14.2 Limits and Continuity • Let’s think about the two limits x2 − y 2 x2 − y 2 lim lim and lim lim . x→0 y→0 x2 + y 2 y→0 x→0 x2 + y 2 A. Limit : Definition 5. Let f be a function of two variables with domain D and (a, b) ∈ closure(D). We say that the limit of f (x, y) as (x, y) → (a, b) is L, i.e., lim f : (x, y) = L (x,y)→(a,b) if for any number > 0 there is number δ > 0 such that f (x, y) − L < whenever (x, y) − (a, b) < δ and (x, y) ∈ D. Remark: Let f (x, y) → L1 as (x, y) → (a, b) along a path C1 and f (x, y) → L2 as (x, y) → (a, b) along a path C2 . Thn, if L1 = L2 , the limit lim(x,y)→(a,b) f : (x, y) does not exist. • See Examples 1-4. 8
  • 9.
    B. Continuity : Definition6. Let f be a function of two variables with domain D and (a, b) ∈ closure(D). The function f (x, y) is called continuous at (a, b) if lim f : (x, y) = f (a, b). (x,y)→(a,b) We say f (x, y) is continuous on D if f is continuous at every points (a, b) in D. 14.3 Partial Derivatives A. Definition : Let f be a function of two variables. Its partial derivatives are functions fx and fy defined by f (x + h, y) − f (x, y) fx (x, y) = lim h→0 h f (x, y + h) − f (x, y) fy (x, y) = lim h→0 h B. Notations: If z = f (x, y), ∂f ∂ ∂z fx (x, y) = fx = = f (x, y) = = Dx f ∂x ∂x ∂x ∂f ∂ ∂z fy (x, y) = fy = = f (x, y) = = Dz f ∂y ∂y ∂x • See Examples 1-5. Theorem 6. Let f be a function of two variables and defined on D. Let (a, b) ∈ D. Then, if fxy and fyx are both continuous on D, fxy (a, b) = fyx (a, b). 14.4 Tangent Planes and Linear Approximation A. Definition : Let f be a function of two variables, and assume that fx and fy are continuous. An equation of tangent plane to the surface z = f (x, y) at P (x0 , y0 , z0 ) is z − z0 = fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ). Define L(x, y) = f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ). Then L(x, y) is called a linearization of f at (x0 , y0 ). Also, the approximation f (x, y) ≈ L(x, y) is called the linear approximation and the thangent plane approximation. 9
  • 10.
    Definition 7. Letz = f (x, y) and ∆z = f (x0 + ∆x, y0 + ∆y). Then the function f is differentiable at (x0 , y0 ) if ∆z can be written ∆z = fx (x0 , y0 )∆x + fy (x0 , y0 )∆y + 1 δx + 2 δxy, where 1 , 2 → 0 as δx, δy → 0. Theorem 7. Asume that fx and fy exist near (x0 , y0 ) and are continuous at (x0 , y0 ). Then f is differentiable at (x0 , y0 ). Total differential: The differential or total differential is is defined by ∂z ∂z dz = fx (x, y)dx + fy (x, y) = dx + dy. ∂x ∂y • See Examples 1,2, 4 14.5 The Chain Rule The Chain Rule (Case 1): Assume that z = f (x, y) is a differentiable function of x and y, where x = g(t) and y = h(t) are both differentiable of t. Then dz ∂f dx ∂f dy = + . dt ∂x dt ∂y dt The Chain Rule (Case 2): Assume that z = f (x, y) is a differentiable function of x and y, where x = g(s, t) and y = h(s, t) are both differentiable functions of s and t. Then ∂z ∂z dx ∂f dy = + ∂s ∂x ds dy ds ∂z ∂z dx ∂f dy = + . ∂t ∂x dt dy dt • See Examples 1,3, 5( For General Version) Implicit Differentiation : Assume that z = f (x, y) is given implicitly as a function of ∂F the form F (x, y, z) = 0. If F and f are differentiable and = 0, then ∂z ∂F ∂F ∂z ∂z ∂y = − ∂x =− ∂x ∂F ∂y ∂F ∂z ∂z • See Examples 9 10
  • 11.
    14.6 Directional Derivativesand the Gradient Vector A. Definition : Let f be a function of two variables. The directional derivatives of f (x0 , y0 ) in the direction of unit vector − =< a, b > is → u f (x0 + ha, y + hb) − f (x0 , y0 ) D− f (x0 , y0 ) = lim → u h→0 h if the limit exists. In the case of three variable function, we can define the directional derivatives in a similar manner. Theorem 8. Let f be a differentialbe function of x and y. Then f has directional deriva- tives in the direction of unit vector − =< a, b > and → u D− f (x, y) = fx (x, y)a + fy (x, y)b. → u The Gradient Vector : Let f be a function of several (say three) variables. The Gradient of f is the vector function f fdefined by → ∂f − ∂f − ∂f − → → f (x, y, z) =< fx (x, y, z), fy (x, y, z), fz (x, y, z) >= i + j k ∂x ∂x ∂z Note that for any − =< a, b, c >, D− f (x, y, z) = → u → u f (x, y, z) · − . → u • See Examples 2, 3, 4 14.7 Maximum and Minimum Values Definition 8. Let f be a function of two variables. Then, f (a, b) is called local maximum value if f (a, b) ≥ f (x, y) when (x, y) is near (a, b). Also, f (a, b) is called local minimum value if f (a, b) ≤ f (x, y) when (x, y) is near (a, b). Theorem 9. If f has local maximum or minimum value at (a, b) and fx and fy exist, then fx (a, b) = 0 and fy (a, b) = 0. A point (a, b) is called a critical point of f if fx )a, b) = 0 and fy (a, b) = 0. Second Derivatives Test: Assume that the second partial derivatives of f are continuous on a disk with center (a, b), and assume that fx (a, b) = 0 and fy (a, b) = 0. Let D = fxx (a, b)fyy (a, b) − [fxy (a, b)]2 . (a) If D > 0 and fxx (a, b) > 0, then f (a, b) is a local minimum. (b) If D > 0 and fxx (a, b) < 0, then f (a, b) is a local maximum. 11
  • 12.
    (c) If D< 0, then f (a, b) is not a local maximum or minimum. (the point (a,b) is called a saddle point of f ). • See Examples 1, 2, 3, 6. Theorem 10. If f is continuous on a closed, bounded set D in R2 , then f attains an absolute maximum value f (x1 , y1 ) and an absolute minimum value f (x2 , y2 ) at some points (x1 , y1 ) and (x2 , y2 ) in D. To find an absolute maximum and minimum values of f on a closed, bounded set D : (1) Find the values of f at the critical points of f in D. (2) Find the extreme values of f on the boundary of D. (3) The largest of the values from steps 1 and 2 is the absolute maximum value; The smallest of the values is the absolute minimum value. • See Example 7. 14.8 Lagrange Multipliers Method of Lagrange Multifiers : In order to find the maximum and minimum values of f (x, y, z) subject to the constraint g(a, y, z) = k (a) Find all values of x, y, z, and λ such that f (x, y, z) = λ g(x, y, z) g(a, y, z) = k (b) Evaluate f at all the points (x, y, z) that results from step (a). The largest of the values is the absolute maximum value; The smallest is the absolute minimum value of f . • See Examples 2, 3 12
  • 13.
    Chapter 15 MultipleIntegrals 15.1 Double Integrals over Rectangles Definition 9. The double integral of f over R = [a, b] × [c, d] is ∞ ∞ f (x, y)dA = lim f (xi , yj )∆A (1) R m,n→∞ i=1 j=1 if the limit exists, where (xi , yj ) is in Rij = [xi−1 , xi ] × [yj−1 , yj ]. Here the right-hand side of (1) is called s double Riemann sum. If f (x, y) ≥ 0, the volume V of the solid that lies above the rectangle R and below the surface z = f (x, y) is V = f (x, y)dA. R 15.2 Iterated Integrals Theorem 11. (Fubini) Let f be a continuous function on R = [a, b] × [c, d]. b d d b f (x, y)dA = f (x, y)dydx = f (x, y)dxdy. R a c c a The two integrals in the right-hand side of the above identity are called iterated integrals. More generally, this theorem is true if f is bounded on R, f is discontinuous only on a finite number if snmooth curves, and the iterated integrals exist. Special Cases : If f (x, y) = g(x)h(y) on R = [a, b] × [c, d], b d d b f (x, y)dA = f (x, y)dydx = h(y)dy · g(x)dx . R a c c a • See Examples 1-5. 15.3 Double Integrals over General Regions Type I : Let f be a continuous on a type I region D such that D = {(x, y)|a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)} then b g2 (x) f (x, y)dA = f (x, y)dydx. R a g1 (x) 13
  • 14.
    Type II :Let f be a continuous on a type II region D such that D = {(x, y)|c ≤ y ≤ d, h1 (x) ≤ x ≤ h2 (x)} then d h2 (x) f (x, y)dA = f (x, y)dxdy. R c h1 (x) • See Examples 1-5. Properties of Double Integrals : Assume that all of the following integrals exist. Then, (1) [f (x, y) + g(x, y)]dA = f (x, y)dA + [g(x, y)]dA D D D (2) cf (x, y)dA = c [f (x, y)]dA D D (3) f (x, y)dA ≥ [g(x, y)]dA, if f (x, y) ≥ g(x, y) D D (4) 1dA = A(D) D (4) f (x, y)dA ≥ [g(x, y)]dA, + [g(x, y)]dA, if D = D1 ∪ D2 . D D1 D2 Here D1 and D2 don’t overlap except (perhaps) on the boundary. Also, if m ≤ f (x, y) ≤ M for all (x, y) ∈ D, then mA(D) f (x, y)dA ≤ M A(D). D 15.4 Double Integrals over Polar Coordinates Change to Polar Coordinates in a Double Integral : Let f be a continuous on a po- lar rectangle R = {(r, θ) | 0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β} then β b f (x, y)dA = f (r cos θ, r sin θ)rdrdθ). R α a • See Examples 1,2. 15.7 Triple Integrals 14
  • 15.
    Theorem 12. (Fubini’sTheorem for Triple Integrals) Let f be a continuous function on B = [a, b] × [c, d] × [r, s]. s d b d b f (x, y, z)dV = f (x, y, z)dxdydz = f (x, y)dxdy. B r c a c a Triple Integrals over General Regions: Type I : Let f be a continuous on region D (type I or type II in double integral) such that E = {(x, y, z) | (x, y) ∈ D u1 (x, y) ≤ z ≤ u2 (x, y)}, then u2 (x,y) f (x, y, z)dV = f (x, y, z)dz dA. E D u1 (x,y) Type II : Let f be a continuous on region D (type I or type II in double integral) such that E = {(x, y, z) | (y, z) ∈ D u1 (y, z) ≤ z ≤ u2 (y, z)}, then u2 (y,z) f (x, y, z)dV = f (x, y, z)dx dA. E D u1 (y,z) • See Examples 1-3. 15.8 Triple Integrals in Cylindrical and Spherical Coordinates Formula for triple integration in cylindrical coordinates: u2 (r cos θ,r sin θ) f (x, y, z)dV = f (r cos θ, r sin θ, z)rdzdrdθ. E D u1 (r cos θ,r sin θ) • See Examples 1,2. 15
  • 16.
    Chapter 16 VectorCalculus 16.1 Vector Fields Definition 10. Let E be a subset of R3 . A vector field on R3 is a function F that assigns to each (x, y, z) ∈ E a three-dimensional vector F(x, y, z). We can write F as follows: → − → − → − F(x, y, z) = P (x, y, z) i + Q(x, y, z) j + R(x, y, z) k . Gradient Fields: If f is a scalar function of three (or two) variables, its gradient is a vector field on R3 given by → − → − → − f (x, y, z) = fx (x, y, z) i + fy (x, y, z) j + fz (x, y, z) k . • See Examples 1, 2, 6. 16.2 Line Integrals Definition 11. Let C be a smooth curve given by the parametric equation x = x(t) y = y(t), a ≤ t ≤ b. If f is defined on the curve C, then the line integral of f along C is defined by b 2 2 dx dy f (x, y)ds = f (x(t), y(t)) + dt. C a dt dt Remark: If C is a piecewise-smooth curve, that is, C is a finite union of smooth curves C1 , · · · Cn , then f (x, y)ds = f (x, y)ds + · · · + f (x, y)ds. C C1 Cn Line integral of f along C with respect to x and y: b f (x, y)dx = f (x(t), y(t))x (t)dt C a b f (x, y)dy = f (x(t), y(t))y (t)dt C a • See Examples 1, 2, 4. Line integrals in Space: Suppose that C is a smooth curve given by the parametric equation x = x(t) y = y(t) z = z(t), a ≤ t ≤ b. 16
  • 17.
    If f isdefined on the curve C, then the line integral of f along C is defined by b 2 2 2 dx dy dz f (x, y)ds = f (x(t), y(t), z(t)) + + dt. C a dt dt dt Compact Notation : b f (x, y, z)ds = f (− (t))|− (t)|dt. → r → r C a • See Examples 5, 6. Line integrals of Vector Fields: Let F be a continuous vector field defined on a smooth curve C given by a vector function − (t), a ≤ t ≤ b. Then, the line integral of F along → r C is b F · d− = → r F(− (t)) · − (t)dt = →r → r F · T ds, C a C where T (x, y, z) is the unit tangent vector at the point (x, y, z). • See Examples 7, 8. 16.3 The Fundamental Theorem for Line Integrals Theorem 13. Let C be a smooth curve given by the vector function − (t), a ≤ t ≤ b. Let → r f be a continuous function and its f is continuous on C. Then, f · d− = f (− (b)) − f (− (a)). → r → r → r C Note: We can evaluate f · d− by knowing the value of f at the end of points of C. → r C Definition 12. A vector field F is called a conservative vector field if there is a scalar function f such that F = f . Here f is called a potential function of F. Note: Line integrals of conservative vector fields are independent of path. Theorem 14. f · d− is independent of path in a domain D iff → r f · d− = 0 for → r C C every closed path in D. 17
  • 18.
    − → − Theorem 15. Let F = P i + Q j be a conservative vector field, where all the partial derivatives are continuous. Then, ∂P ∂Q = , in D. ∂y ∂x → − → − Theorem 16. Let F = P i + Q j be a vector fields on an open simply-connected region D. Supppose that all the partial derivatives are continuous and ∂P ∂Q = in D. ∂y ∂x Then F is conservative. 16.4 Green’s Theorem Theorem 17. Let C be a positively oriented, piecewise-smooth, simple closed curve in the plane and let D be the region bounded by C. Supppose that all the partial derivatives of P and Q are continuous on an open region contains D, then ∂Q ∂P P dx + Qdy = − dA C D ∂x ∂y Application: Line The formulas to find the area of D : 1 A= xdy = − ydxa = xdy − ydx. C C 2 C • See Examples 1,2,3 16.5 Curl and Divergence → − → − → − Curl: If F = P i + Q j + R k is a vector field on R3 and partial derivatives of P , Q, and R all exist, then the curl of F is the vector field defined by curl F = ×F ∂R ∂Q → − ∂R ∂P → − ∂Q ∂P → − = − i − − j + − k ∂y ∂z ∂x ∂z ∂x ∂y Theorem 18. If f is a function of three variables that has continuous second-order partial derivatives, then curl ( f ) = 0. Theorem 19. If F is a vector field defined on all of R3 whose component functions have continuous partial derivatives and curl F = 0, then F is a conservative vector field. 18
  • 19.
    • See Examples1,2,3 → − → − → − Divergence: If F = P i + Q j + R k is a vector field on R3 and partial derivatives of P , Q, and R all exist, then the divergence of F is the function of three variables defined by divF = ·F ∂P ∂Q ∂R = + + ∂x ∂y ∂z → − → − → − Theorem 20. If F = P i + Q j + R k is a vector field defined on all of R3 and P , Q, and R have continuous second-order partial derivatives, then div curl F = 0. • See Examples 4,5 19