Calculus III

Preface

Here are my online notes for my Calculus III course that I teach here at Lamar University.
Despite the fact that these are my “class notes”, they should be accessible to anyone wanting to
learn Calculus III or needing a refresher in some of the topics from the class.

These notes do assume that the reader has a good working knowledge of Calculus I topics
including limits, derivatives and integration. It also assumes that the reader has a good
knowledge of several Calculus II topics including some integration techniques, parametric
equations, vectors, and knowledge of three dimensional space.

Here are a couple of warnings to my students who may be here to get a copy of what happened on
a day that you missed.

1. Because I wanted to make this a fairly complete set of notes for anyone wanting to learn
calculus I have included some material that I do not usually have time to cover in class
and because this changes from semester to semester it is not noted here. You will need to
find one of your fellow class mates to see if there is something in these notes that wasn’t
covered in class.

2. In general I try to work problems in class that are different from my notes. However,
with Calculus III many of the problems are difficult to make up on the spur of the
moment and so in this class my class work will follow these notes fairly close as far as
worked problems go. With that being said I will, on occasion, work problems off the top
of my head when I can to provide more examples than just those in my notes. Also, I
often don’t have time in class to work all of the problems in the notes and so you will
find that some sections contain problems that weren’t worked in class due to time
restrictions.

3. Sometimes questions in class will lead down paths that are not covered here. I try to
anticipate as many of the questions as possible in writing these up, but the reality is that I
can’t anticipate all the questions. Sometimes a very good question gets asked in class
that leads to insights that I’ve not included here. You should always talk to someone who
was in class on the day you missed and compare these notes to their notes and see what
the differences are.

4. This is somewhat related to the previous three items, but is important enough to merit its
own item. THESE NOTES ARE NOT A SUBSTITUTE FOR ATTENDING CLASS!!
Using these notes as a substitute for class is liable to get you in trouble. As already noted
not everything in these notes is covered in class and often material or insights not in these
notes is covered in class.

© 2007 Paul Dawkins i http://tutorial.math.lamar.edu/terms.aspx

 Calculus III

© 2007 Paul Dawkins 2 http://tutorial.math.lamar.edu/terms.aspx

 Calculus III

Change of Variables
Back in Calculus I we had the substitution rule that told us that,

∫ f ( g ( x ) ) g ′ ( x ) dx f ( u ) du where u g ( x )
b d
=
a ∫= c

In essence this is taking an integral in terms of x’s and changing it into terms of u’s. We want to
do something similar for double and triple integrals. In fact we’ve already done this to a certain
extent when we converted double integrals to polar coordinates and when we converted triple
integrals to cylindrical or spherical coordinates. The main difference is that we didn’t actually go
through the details of where the formulas came from. If you recall, in each of those cases we
commented that we would justify the formulas for dA and dV eventually. Now is the time to do
that justification.

While often the reason for changing variables is to get us an integral that we can do with the new
variables, another reason for changing variables is to convert the region into a nicer region to
work with. When we were converting the polar, cylindrical or spherical coordinates we didn’t
worry about this change since it was easy enough to determine the new limits based on the given
region. That is not always the case however. So, before we move into changing variables with
multiple integrals we first need to see how the region may change with a change of variables.

First we need a little notation out of the way. We call the equations that define the change of
variables a transformation. Also we will typically start out with a region, R, in xy-coordinates
and transform it into a region in uv-coordinates.

Example 1 Determine the new region that we get by applying the given transformation to the
region R.
y2 u
(a) R is the ellipse x 2 + =1 and the transformation is x = , y = 3v . [Solution]
36 2
x 4
(b) R is the region bounded by y =− x + 4 , y= x + 1 , and y= − and the
3 3
1 1
transformation is= x (u + v )=
, y ( u − v ) . [Solution]
2 2

Solution
y2 u
(a) R is the ellipse x 2 + =
1 and the transformation is x = , y = 3v .
36 2

There really isn’t too much to do with this one other than to plug the transformation into the
equation for the ellipse and see what we get.
 u  ( 3v )
2 2

  + =
1
2 36
u 2 9v 2
+ =
1
4 36
u 2 + v2 =
4

© 2007 Paul Dawkins 3 http://tutorial.math.lamar.edu/terms.aspx

 Calculus III

So, we started out with an ellipse and after the transformation we had a disk of radius 2.
[Return to Problems]

x 4
(b) R is the region bounded by y =− x + 4 , y= x + 1 , and y= − and the
3 3
1 1
transformation is=x (u + v ) =
, y (u − v ) .
2 2

As with the first part we’ll need to plug the transformation into the equation, however, in this case
we will need to do it three times, once for each equation. Before we do that let’s sketch the graph
of the region and see what we’ve got.

So, we have a triangle. Now, let’s go through the transformation. We will apply the
transformation to each edge of the triangle and see where we get.

Let’s do y =− x + 4 first. Plugging in the transformation gives,

1 1
(u − v ) =− (u + v ) + 4
2 2
u − v =−u − v + 8
2u = 8
u=4
The first boundary transforms very nicely into a much simpler equation.

Now let’s take a look at y= x + 1 ,

1 1
( u − v )= ( u + v ) + 1
2 2
u −v = u +v+2
−2v = 2
v = −1
Again, a much nicer equation that what we started with.

© 2007 Paul Dawkins 4 http://tutorial.math.lamar.edu/terms.aspx

 Calculus III

Finally, let’s transform y= x3 − 34 .

1 11  4
( u −=
v)  (u + v )  −
2 3 2  3
3u − 3v =
u + v −8
4=
v 2u + 8
u
v= +2
2
So, again, we got a somewhat simpler equation, although not quite as nice as the first two.

Let’s take a look at the new region that we get under the transformation.

We still get a triangle, but a much nicer one.

[Return to Problems]

Note that we can’t always expect to transform a specific type of region (a triangle for example)
into the same kind of region. It is completely possible to have a triangle transform into a region
in which each of the edges are curved and in no way resembles a triangle.

Notice that in each of the above examples we took a two dimensional region that would have
been somewhat difficult to integrate over and converted it into a region that would be much nicer
in integrate over. As we noted at the start of this set of examples, that is often one of the points
behind the transformation. In addition to converting the integrand into something simpler it will
often also transform the region into one that is much easier to deal with.

Now that we’ve seen a couple of examples of transforming regions we need to now talk about
how we actually do change of variables in the integral. We will start with double integrals. In
order to change variables in a double integral we will need the Jacobian of the transformation.
Here is the definition of the Jacobian.

© 2007 Paul Dawkins 5 http://tutorial.math.lamar.edu/terms.aspx

 Calculus III

Definition
The Jacobian of the transformation x = g ( u , v ) , y = h ( u , v ) is
∂x ∂x
∂ ( x, y ) ∂u ∂v
=
∂ ( u , v ) ∂y ∂y
∂u ∂v

The Jacobian is defined as a determinant of a 2x2 matrix, if you are unfamiliar with this that is
okay. Here is how to compute the determinant.
a b
= ad − bc
c d

Therefore, another formula for the determinant is,

∂x ∂x
∂ ( x, y ) ∂u ∂v ∂x ∂y ∂x ∂y
= = −
∂ ( u, v ) ∂y ∂y ∂u ∂v ∂v ∂u
∂u ∂v

Now that we have the Jacobian out of the way we can give the formula for change of variables for
a double integral.

Change of Variables for a Double Integral

Suppose that we want to integrate f ( x, y ) over the region R. Under the transformation
x = g ( u , v ) , y = h ( u , v ) the region becomes S and the integral becomes,
⌠⌠ ∂ ( x, y )
∫∫ f ( x, y ) dA =  f ( g ( u , v ) , h ( u , v ) ) du dv
R ⌡⌡ ∂ ( u , v )
S

Note that we used du dv instead of dA in the integral to make it clear that we are now integrating
with respect to u and v. Also note that we are taking the absolute value of the Jacobian.

If we look just at the differentials in the above formula we can also say that
∂ ( x, y )
dA = du dv
∂ ( u, v )

Example 2 Show that when changing to polar coordinates we have dA = r dr dθ

Solution
So, what we are doing here is justifying the formula that we used back when we were integrating
with respect to polar coordinates. All that we need to do is use the formula above for dA.

The transformation here is the standard conversion formulas,

= cos θ
x r= y r sin θ

© 2007 Paul Dawkins 6 http://tutorial.math.lamar.edu/terms.aspx

 Calculus III

The Jacobian for this transformation is,

∂x ∂x
∂ ( x, y ) ∂r ∂θ
=
∂ ( r , θ ) ∂y ∂y
∂r ∂θ
cos θ −r sin θ
=
sin θ r cos θ
= r cos 2 θ − ( −r sin 2 θ )
= r ( cos 2 θ + sin 2 θ )
=r

We then get,
∂ ( x, y )
=dA = dr dθ r=
dr dθ r dr dθ
∂ ( r ,θ )

So, the formula we used in the section on polar integrals was correct.

Now, let’s do a couple of integrals.

Example 3 Evaluate ∫∫ x + y dA where R is the trapezoidal region with vertices given by

R

( 0, 0 ) , ( 5, 0 ) , ( 5
2 , 5
2 ) and ( 52 , − 52 ) using the transformation =
x 2u + 3v and =
y 2u − 3v .

Solution
First, let’s sketch the region R and determine equations for each of the sides.

© 2007 Paul Dawkins 7 http://tutorial.math.lamar.edu/terms.aspx

 Calculus III

Each of the equations was found by using the fact that we know two points on each line (i.e. the
two vertices that form the edge).

While we could do this integral in terms of x and y it would involve two integrals and so would be
some work.

Let’s use the transformation and see what we get. We’ll do this by plugging the transformation
into each of the equations above.

Let’s start the process off with y = x .

2u − 3v = 2u + 3v
6v = 0
v=0

Transforming y = − x is similar.
− ( 2u + 3v )
2u − 3v =
4u = 0
u=0

Next we’ll transform y =− x + 5 .

− ( 2u + 3v ) + 5
2u − 3v =
4u = 5
5
u=
4

Finally, let’s transform y= x − 5 .

2u − 3v = 2u + 3v − 5
−6v = −5
5
v=
6
The region S is then a rectangle whose sides are given by u = 0 , v = 0 , u = 5
4 and v = 5
6 and so
the ranges of u and v are,
5 5
0≤u≤ 0≤v≤
4 6

Next, we need the Jacobian.

∂ ( x, y ) 2 3
= =−6 − 6 =−12
∂ ( u , v ) 2 −3

The integral is then,

© 2007 Paul Dawkins 8 http://tutorial.math.lamar.edu/terms.aspx

 Calculus III

5
5
y dA ⌠
∫∫R x +=  ∫ 04 ( ( 2u + 3v ) + ( 2u − 3v ) ) −12 du dv
6

⌡0
5
5
=⌠
 ∫ 04 48u du dv
6

⌡0
5
5
=⌠
 24u 2 04 dv
6

⌡0
5

=⌠
6 75
 dv
⌡0 2
5
75 6
= v
2 0
125
=
4

∫∫ x − xy + y 2 dA where R is the ellipse given by x 2 − xy + y 2 =

2
Example 4 Evaluate 2 and
R

=
using the transformation x 2u− 2
3 v=
, y 2u+ 2
3 v.
Solution
The first thing to do is to plug the transformation into the equation for the ellipse to see what the
region transforms into.
2 = x 2 − xy + y 2
2 2
 2   2  2   2 
=  2 u − v  −  2 u − v 2 u + v  +  2 u + v
 3   3   3   3 
4 2  2  4 2
= 2u 2 − uv + v 2 −  2u 2 − v 2  + 2u 2 + uv + v 2
3 3  3  3 3
= 2u 2 + 2v 2

Or, upon dividing by 2 we see that the equation describing R transforms into
u 2 + v2 =
1
or the unit circle. Again, this will be much easier to integrate over than the original region.

Note as well that we’ve shown that the function that we’re integrating is
x 2 − xy + y 2= 2 ( u 2 + v 2 )
in terms of u and v so we won’t have to redo that work when the time to do the integral comes
around.

Finally, we need to find the Jacobian.

© 2007 Paul Dawkins 9 http://tutorial.math.lamar.edu/terms.aspx

 Calculus III

2
2 −
∂ ( x, y ) 3 2 2 4
= = + =
∂ ( u, v ) 2 3 3 3
2
3

The integral is then,

⌠⌠
dA  2 ( u 2 + v 2 )
4
∫∫ x − xy + y=
2 2
du dv
R ⌡⌡ 3
S

Before proceeding a word of caution is in order. Do not make the mistake of substituting
x 2 − xy + y 2 =2 or u 2 + v 2 =1 in for the integrands. These equations are only valid on the
boundary of the region and we are looking at all the points interior to the boundary as well and
for those points neither of these equations will be true!

At this point we’ll note that this integral will be much easier in terms of polar coordinates and so
to finish the integral out will convert to polar coordinates.
⌠⌠
dA  2 ( u 2 + v 2 )
4
∫∫ x − xy + y=
2 2
du dv
R ⌡⌡ 3
S

8 ⌠ 2π 1 2
= ∫ ( r ) r dr dθ
3 ⌡0 0
2π
8 ⌠ 1 4
1

=  r dθ
3 ⌡0 4 0
8 ⌠ 2π 1
=  dθ
3 ⌡0 4
4π
=
3

Let’s now briefly look at triple integrals. In this case we will again start with a region R and use
the transformation x = g ( u , v, w ) , y = h ( u , v, w ) , and z = k ( u , v, w ) to transform the region
into the new region S. To do the integral we will need a Jacobian, just as we did with double
integrals. Here is the definition of the Jacobian for this kind of transformation.
∂x ∂x ∂x
∂u ∂v ∂w
∂ ( x, y, z ) ∂y ∂y ∂y
=
∂ ( u , v, w ) ∂u ∂v ∂w
∂z ∂z ∂z
∂u ∂v ∂w

© 2007 Paul Dawkins 10 http://tutorial.math.lamar.edu/terms.aspx

 Calculus III

In this case the Jacobian is defined in terms of the determinant of a 3x3 matrix. We saw how to
evaluate these when we looked at cross products back in Calculus II. If you need a refresher on
how to compute them you should go back and review that section.

The integral under this transformation is,

⌠⌠⌠ ∂ ( x, y , z )
∫∫∫ f ( x, y, z ) dV =  f ( g ( u, v, w) , h ( u, v, w) , k ( u, v, w) ) ∂ ( u, v, w) du dv dw
R ⌡⌡⌡
S

As with double integrals we can look at just the differentials and note that we must have
∂ ( x, y , z )
dV = du dv dw
∂ ( u , v, w )

We’re not going to do any integrals here, but let’s verify the formula for dV for spherical
coordinates.

Example 5 Verify that dV = ρ 2 sin ϕ d ρ dθ dϕ when using spherical coordinates.

Solution
Here the transformation is just the standard conversion formulas.
=x ρ=
sin ϕ cos θ y ρ=
sin ϕ sin θ z ρ cos ϕ

The Jacobian is,

sin ϕ cos θ − ρ sin ϕ sin θ ρ cos ϕ cos θ
∂ ( x, y , z )
= sin ϕ sin θ ρ sin ϕ cos θ ρ cos ϕ sin θ
∂ ( ρ ,θ , ϕ )
cos ϕ 0 − ρ sin ϕ
− ρ sin ϕ cos θ − ρ 2 sin ϕ cos 2 ϕ sin 2 θ + 0
= 2 3 2

− ρ 2 sin 3 ϕ sin 2 θ − 0 − ρ 2 sin ϕ cos 2 ϕ cos 2 θ

− ρ 2 sin 3 ϕ ( cos 2 θ + sin 2 θ ) − ρ 2 sin ϕ cos 2 ϕ ( sin 2 θ + cos 2 θ )
=
− ρ 2 sin 3 ϕ − ρ 2 sin ϕ cos 2 ϕ
=
− ρ 2 sin ϕ ( sin 2 ϕ + cos 2 ϕ )
=
= − ρ 2 sin ϕ
Finally, dV becomes,
− ρ 2 sin ϕ d ρ dθ dϕ =
dV = ρ 2 sin ϕ d ρ dθ dϕ

Recall that we restricted ϕ to the range 0 ≤ ϕ ≤ π for spherical coordinates and so we know that
sin ϕ ≥ 0 and so we don’t need the absolute value bars on the sine.

We will leave it to you to check the formula for dV for cylindrical coordinates if you’d like to. It
is a much easier formula to check.

© 2007 Paul Dawkins 11 http://tutorial.math.lamar.edu/terms.aspx