Contents

Pre-knowledge . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1–1.6. Vectors in R2 and R3 . . . . . . . . . . . . . . . . . . . . . . . 3
1.7-1.10. The Dot Product, Cross Product, and Applications . . . . . . 4
2.1-2.5. Lines and Planes . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.6 Rotations and Translations in the Plane . . . . . . . . . . . . . . . 9
2.7-2.8. Parametric Curves . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.9 Applications to Area Problems . . . . . . . . . . . . . . . . . . . . 15
2.10 Arc Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.11-2.14. Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . . . 17
3.1 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.2-3.3 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.5 Directional Derivatives and Gradients . . . . . . . . . . . . . . . . . 27
3.6 The Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
3.7 Conservative Fields . . . . . . . . . . . . . . . . . . . . . . . . . . 31
4.1 Line Integrals with respect to arc length . . . . . . . . . . . . . . . 35
4.2 Line Integrals of Vector fields . . . . . . . . . . . . . . . . . . . . . 37
4.3 Line Integrals of Conservative Vector fields . . . . . . . . . . . . . 38
5.1-5.2 Double Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 40
5.3 Applications of Double Integrals . . . . . . . . . . . . . . . . . . . . 45
5.4 Change of variables in double integrals . . . . . . . . . . . . . . . . 47
5.5 3-D plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
5.6 Parametric equations of surfaces . . . . . . . . . . . . . . . . . . . . 50
6.1-6.2 Surface Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 53
6.3 Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
6.4 Stokes’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
6.5 Triple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
6.6-6.7 Change of Variables in Triple Integrals . . . . . . . . . . . . . . 64
6.8 The Divergence Theorem . . . . . . . . . . . . . . . . . . . . . . . . 69
6.11 Maxima and Minima . . . . . . . . . . . . . . . . . . . . . . . . . 70
6.12 Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . . . . . . 76
2 CONTENTS

MATH2004 Notes - By Eric Hua

Pre-knowledge
1. Trig Identities:

1 + cos 2x 1 − cos 2x
• cos2 x = , sin2 x = , 2 sin x cos x = sin 2x.
2 2
cos(a − b) − cos(a + b) cos(a + b) + cos(a − b)
• sin a sin b = , cos a cos b = ,
2 2
sin(a + b) + sin(a − b)
• sin a cos b = .
2
2. Integration:
Z b
• Fundamental Theorem of Calculus: f (x)dx = F (b) − F (a),
a
where F 0 (x) = f (x).
Z Z
0
• Integration by parts: u(x)v (x)dx = u(x)v(x) − u0 (x)v(x)dx,
Z Z
or udv = uv − vdu.
Z b Z g(b)
0
• Integration by substitution: f (g(x))g (x)dx = f (u)du, where
a g(a)
u = g(x).
Z
• Trig integral: sinm x cosn xdx :

– If m is odd, then let u = cos x.

– If n is odd, then let u = sin x.
– If m and n are even, then use half-angle formula.
• Trigonometric substitutions:
√
– a2 − x 2 : Let x = a sin θ, − π2 ≤ θ ≤ π2 ;
√
– a2 + x 2 : Let x = a tan θ, − π2 < θ < π2 ;
√ π 3π
– x 2 − a2 : Let x = a sec θ, 0 ≤ θ < 2
or π ≤ θ < 2
.
CONTENTS 3

Chapter 1: Vectors

1.1–1.6. Vectors in R2 and R3

Vector has two components: Magnitude and direction.

Algebraic representation of vectors in the plane R2 :

 
a
2
• Vectors in R : ~v = v= (a, b) = , zero vector ~0 = (0, 0).
b
√
• Length (norm, magnitude) |(a, b)| = a2 + b 2 .

• Sum: Let ~u = (u1 , u2 ), ~v = (v1 , v2 ), then ~u + ~v = (u1 + v1 , u2 + v2 ).

• Scalar multiple: Let ~u = (u1 , u2 ), c be a scalar, then c~u = (cu1 , cu2 ).

• Distance: Let ~u = (u1 , u2 ), ~v = (v1 , v2 ), then d(~u, ~v ) = |~u − ~v |.

• unit vector: |~u| = 1.

• Standard basis vectors: ~i = (1, 0), ~j = (0, 1). Position vectors can be ex-
pressed in terms of standard basis vectors: (a, b) = a~i + b~j.

Algebraic representation of vectors in R3 :

 
a
• Vectors in R : ~v = (a, b, c) = b , zero vector ~0 = (0, 0, 0).
3 
c
√
• Length (norm, magnitude) |(a, b, c)| = a2 + b 2 + c 2 .

• Sum: Let ~u = (u1 , u2 , u3 ), ~v = (v1 , v2 , v3 ), then ~u + ~v = (u1 + v1 , u2 +

v2 , u3 + v3 ).

• Scalar multiple: Let ~u = (u1 , u2 , u3 ), c be a scalar, then c~u = (cu1 , cu2 , cu3 ).

• Distance: Let ~u = (u1 , u2 , u3 ), ~v = (v1 , v2 , v3 ), then d(~u, ~v ) = |~u − ~v |.

• unit vector: |~u| = 1.

• Standard basis vectors: ~i = (1, 0, 0), ~j = (0, 1, 0), ~k = (0, 0, 1). Position
vectors can be expressed in terms of standard basis vectors: (a, b, c) =
a~i + b~j + c~k.
4 CONTENTS

Properties: Let c, d be scalars.

• ~u + ~v = ~v + ~u, (~u + ~v ) + w ~ ~u + ~0 = ~u, ~u + (−~u) = ~0;
~ = ~u + (~v + w),

• (cd)~u = c(d~u), (c + d)~u = c~u + d~u, c(~u + ~v ) = c~u + c~v ;

• 1~u = ~u, (−1)~u = −~u, 0~u = ~0,

• ~u//~v ⇔ ~v = c~u.
Example 1. Given a vector ~v , find the unit vector ~u which has the same direction
as ~v :
(i) ~v = (−3, 4), (ii) ~v = (1, 2, −2).

Solution: (i)
~v (−3, 4) 3 4
~u = = = (− , ).
|~v | 5 5 5
(ii)
~v (1, 2, −2) 1 2 2
~u = = = ( , , − ).
|~v | 3 3 3 3

1.7-1.10. The Dot Product, Cross Product, and

Applications
• Dot product: Let ~u = (u1 , u2 , u3 ), ~v = (v1 , v2 , v3 ), then ~u ·~v = u1 v1 + u2 v2 +
u3 v3 .

• Angle: Let θ be the angle between ~u and ~v which satisfies 0 ≤ θ ≤ π, then

cos θ = |~u~u|·~|~vv| .

• Orthogonal: ~u⊥~v if ~u · ~v = 0.

• Direction angles to the three axis and direction cosines of vectors.:

~u · ~i ~u · ~j ~u · ~k
cos α = , cos β = , cos γ = .
|~u| |~i| |~u| |~j| |~u| |~k|
They satisfy
~u
cos2 α + cos2 β + cos2 γ = 1, = (cos α, cos β, cos γ).
|~u|

• Projection: The projection of ~u onto ~v is

 
~u · ~v ~u · ~v
proj~v ~u = ~
v , comp~
v ~
u = .
|~v |2 |~v |

• Work done by the force F~ and the displacement vector d~ is: W = F~ · d.

~
CONTENTS 5

Example 2. Let ~u = (1, 2, −2), ~v = (−2, −2, 1), Find the cosine of the angle
between ~u and ~v .

Solution:
~u · ~v −8
cos θ = = .
|~u| |~v | 9

Properties: Let c be a scalar.

• ~u · ~v = ~v · ~u

• w
~ · (~u + ~v ) = w
~ · ~u + w
~ · ~v

• c(~u · ~v ) = (c~u) · ~v = ~u · (c~v )

• ~u · ~0 = 0

• ~u · ~u = |~u|2 .

• Cross product: Let ~u = (u1 , u2 , u3 ), ~v = (v1 , v2 , v3 ), then

~u × ~v = (u2 v3 − u3 v2 , +u3 v1 − u1 v3 , u1 v2 − u2 v1 ).

• Orthogonal: ~u × ~v ⊥~u, ~u × ~v ⊥~v .

Example 3. Find a vector that is orthogonal to both ~u = (1, 2, −1), ~v = (0, 2, 3).

Solution: Any scalar multiple of ~u × ~v = (8, −3, 2).

Properties: Let c be a scalar.

• ~u × ~v = −~v × ~u

• w
~ × (~u + ~v ) = w
~ × ~u + w
~ × ~v

• (~u + ~v ) × w
~ = ~u × w
~ + ~v × w
~

• c(~u × ~v ) = (c~u) × ~v = ~u × (c~v )

• ~u × ~0 = ~0

• ~u × ~u = ~0

• |~u × ~v | = |~u| |~v | sin θ, where θ is the angle between ~u and ~v

• |~u × ~v | is the area of the parallelogram determined by ~u and ~v .

• ~u · (~v × w)
~ = (~u × ~v ) · w
~

• ~u × (~v × w)
~ = (~u · w)~
~ v − (~u · ~v )w.
~
Example 4. Find the area of the parallelogram determined by ~u = (1, 2, −1),
~v = (0, 2, 3).
6 CONTENTS
√
Solution: A = |~u × ~v | = |(8, −3, 2)| = 77.

Example 5. Find the area of the triangle with vertices P (1, 2, 3), Q(−3, 2, 1),
and R(2, 4, 5).

Solution: P~Q = Q − P = (−4, 0, −2), P~R = R − P = (1, 2, 2).

1 1 √
A = |P~Q × P~R| = |(4, 6, −8)| = 29.
2 2

The Scalar Triple Product:

 
 u1 u2 u3 
 
~u · (~v × w)
~ =  v1 v2 v3  .
 w1 w2 w3 

• The volume V of the parallelepiped formed by the three vectors ~u, ~v , w

~ is
given by V = |~u · (~v × w)|.
~

• the three vectors ~u, ~v , w

~ are coplanar iff ~u · (~v × w)
~ = 0.

Example 6. Find the volume V of the parallelepiped formed by the three vectors
~u = (1, 2, 1), ~v = (0, 1, −1), w
~ = (1, 1, 0).

Solution: ~v × w ~ = (1, −1, −1),

~u · (~v × w)
~ = (1, 2, 1) · (1, −1, −1) = −2.
V = | − 2| = 2.
CONTENTS 7

Chapter 2: Curves and Surfaces

2.1-2.5. Lines and Planes

Line:

A line is determined by a point P and a vector ~v (direction vector) parallel

to the line:
~r(t) = P + t~v , t ∈ R,
where ~r(t) = (x, y) in 2D, and (x, y, z) in 3D.

Example 7. For L in 2D: ax + by = c. A direction vector is (−b, a).

Example 8. Find the equation of the line through P (1, 2, 3) and Q(3, 1, 1).

Solution: ~v = Q − P = (2, −1, −2).

(x, y, z) = (1, 2, 3) + t(2, −1, −2), t ∈ R.

Relation between two lines L1 and L2

• parallel

• intersected

• skewed

Example 9. Show that the intersection between L1 : x = 2 − t, y = −1 − t, z =

4 − t and L2 : x = 5 − 2s, y = −s, z = 1 + s is (1, −2, 3).

Solution:
(1) The two direction vectors are v1 = (−1, −1, −1) and v2 = (−2, −1, 1).
They are not parallel.
(2) From ”x = x” and ”y = y” we have 2 − t = 5 − 2s, −1 − t = −s ⇒ t =
1, s = 2.
By L1 , z = 3; by L2 , z = 3. Two z values are equal.
Thus the two lines have an intersection: (1,-2,3).

Example 10. Show that the two lines L1 : x = 2 − t, y = −1 − t, z = 4 − t and

L2 : x = 5 − 2s, y = −s, z = 2 + s are skew lines.

Solution:
(1) The two direction vectors are v1 = (−1, −1, −1) and v2 = (−2, −1, 1).
They are not parallel.
(2) No intersection: From ”x = x” and ”y = y” we have 2−t = 5−2s, −1−t =
−s ⇒ t = 1, s = 2.
8 CONTENTS

By L1 , z = 3; by L2 , z = 4. Two z values are different.

Thus the two lines are skewed lines.

Line segment:
A line segment between two points P (x0 , y0 , z0 ) and Q(x1 , y1 , z1 ):
~r(t) = (1 − t)P~ + tQ,
~ 0 ≤ t ≤ 1.

Example 11. Find the equation of the line segment between P (1, 2, 3) and
Q(3, 1, 1).
Plane:
A plane Π is determined by a point and a normal vector ~n = (a, b, c) which
is perpendicular to the plane. Let P (p1 , p2 , p3 ) be a point on the plane:
ax + by + cz = d, d = ap1 + bp2 + cp3 .
Example 12. Find the equation of the plane through three points P (1, 2, 3),
Q(−3, 2, 1), and R(2, 4, 5).

Solution: P~Q = Q − P = (−4, 0, −2), P~R = R − P = (1, 2, 2).

~n = P~Q × P~R = (4, 6, −8) = 2(2, 3, −4).
Thus
4x + 6y − 8z = −8, ⇒ 2x + 3y − 4z = −4.

Example 13. Find the intersection between the line L : x = 1 + t, y = −2 +

3t, z = 4 − t and the plane 3x + 5y + 8z = 5.

Solution: Substitute the line into the plane:

3(1 + t) + 5(−2 + 3t) + 8(4 − t) = 5, 10t = −20, t = −2.
The intersection is: (-1,-8,6).

Example 14. Find the plane containing L1 : x = 1 + t, y = −2 + 3t, z = 4 − t

and L2 : x = 2s, y = 3 + s, z = −3 + 3s.

Solution:
~n = (1, 3, −1) × (2, 1, 3) = (10, −5, −5).
Let the plane be 10x − 5y − 5z + d = 0. Sub (0, 3, −3), d = 0. Thus the plane
is: 10x − 5y − 5z = 0, i.e., 2x − y − z = 0.

Angle between two planes:

Two planes are parallel if their normal vectors are parallel. The angle between
two planes is defined as the angle between their normal vectors:
n~1 · n~2
cos θ = .
|n~1 | |n~2 |
CONTENTS 9

Example 15. Find the angle between two planes x − 3y − 2z = 3 and 3x + 5y +

8z = 1.

−2
Solution: cos θ = √
7
,⇒ θ = 180o − 41o = 139o .

Intersection between two planes:

If the two planes with normal vectors n~1 and n~2 are not parallel, then the
intersection is a line with direction vector n~1 × n~2 .
Example 16. Find the intersection between two planes x − 3y − 2z = 2 and
2x + y + 3z = 1.

Solution: (1) n~1 × n~2 = (−7, 7, 7) = 7(−1, 1, 1).

(2) To find one intersection point, we let z = 0. Then x = 5/7, y = −3/7. So
the parametric equation of the line is:

x = 5/7 − t, y = −3/7 + t, z = t.

2.6 Rotations and Translations in the Plane

If we rotate a point P (x, y) counter-clockwise by an angle θ to a new point
P 0 (x0 , y 0 ), then
 0       
x x x cos θ − y sin θ cos θ − sin θ
=A = , A= ,
y0 y x sin θ + y cos θ sin θ cos θ
   0   
x −1 x −1 cos θ sin θ
=A , A = .
y y0 − sin θ cos θ
Example 17. Find the image (x0 , y 0 ) of the point (−6, 2) after a counterclockwise
rotation about the origin with the angle θ = π3 .

Solution:
√ √ 
x0 cos π3 − sin π3
        
−6 1/2 − 3/2 −6 −3 −
√ 3
0 = π π = √ =
y sin 3 cos 3 2 3/2 1/2 2 −3 3 + 1

A passive rotation is a rotation of coordinate axes by an angle θ counter-

clockwise, from the xy−plane to x0 y 0 -plane. Then
 0     
x −1 x −1 cos θ sin θ
=A , A = .
y0 y − sin θ cos θ

Example 18. Find the image (x0 , y 0 ) of the point (−6, 2) after a counterclockwise
rotation of the axes about the origin with the angle θ = π3 .
10 CONTENTS

Solution:
√ √ 
x0 cos π3 sin π3
        
−6 1/2
√ 3/2 −6 −3
√ + 3
0 = π π = =
y − sin 3 cos 3 2 − 3/2 1/2 2 3 3+1

Transformations with a translated origin: If we move the origin (0, 0) of

the xy-plane to a new point (h, k) which is the origin of the x0 y 0 -plane, then
 0   
x x−h
= .
y0 y−k
Example 19. Find the image (x0 , y 0 ) of the point (−6, 2) after a change of the
origin to the new origin O = (3, 4) .

Solution:
x0
       
x−h −6 − 3 −9
= = = .
y0 y−k 2−4 −2

Transformations with a translated origin, followed by a rotation: If we

move the origin (0, 0) of the xy-plane to a new point (h, k) which is the origin
of the x0 y 0 -plane, followed by a counterclockwise rotation about the new origin
(h, k) with the angle θ then
 0     
x x−h cos θ − sin θ
=A , A= .
y0 y−k sin θ cos θ
Example 20. Find the coordinates (x0 , y 0 ) of the point (−3, 3) under the change
of the origin O=(1,5), followed by a counterclockwise rotation about the new
origin with the angle θ = π3 .

Solution:
x0
      
x−h cos θ − sin θ x−h
=A =
y0 y−k sin θ cos θ y−k
√ 
cos π3 − sin π3
   
−3 − 1 −2√+ 3
= =
sin π3 cos π3 3−5 −2 3 − 1

Transformations with a translated origin, followed by a passive rota-

tion: If we move the origin (0, 0) of the xy-plane to a new point (h, k) which is
the origin of the x0 y 0 -plane, followed by a counterclockwise rotation of the new
axes with the angle θ then
 0     
x −1 x−h −1 cos θ sin θ
=A , A = .
y0 y−k − sin θ cos θ
Example 21. Find the coordinates (x0 , y 0 ) of the point (−3, 3) under the change
of the origin O=(1,5), followed by a counterclockwise rotation of the new axes
with the angle θ = π3 .
CONTENTS 11

Solution:
 0      
x −1 x−h cos θ sin θ x−h
=A =
y0 y−k − sin θ cos θ y−k
√ 
cos π3 sin π3
   
−3 − 1 −2√ − 3
= =
− sin π3 cos π3 3−5 2 3−1

2.7-2.8. Parametric Curves

Some curves:
• Parabola: The set of all points in a plane that are equidistant from a fixed
point (called the focus) and a fixed line (called directrix). An equation of
the parabola with focus (0, p) and directrix y = −p is (x−x0 )2 = 4p(y−y0 ).
• Ellipse: The set of all points in a plane the sum of whose distances from
two fixed points (called the foci) is a constant. An equation of the ellipse
2 2
with foci (±c, 0) and vertices (±a, 0) is (x−x
a2
0)
+ (y−y
b2
0)
= 1, a ≥ b > 0,
c 2 = a2 − b 2 .
• Hyperbola: The set of all points in a plane the difference of whose distances
from two fixed points (called the foci) is a constant. An equation of the
2 2
ellipse with foci (±c, 0) and vertices (±a, 0) is (x−x
a2
0)
− (y−y
b2
0)
= 1, a ≥
b > 0, c2 = a2 + b2 .
Instead of defining y in terms of x, y = f (x), we define both x and y in terms
of a third variable called a parameter as follows: x = f (t), y = g(t). This third
variable t is called a parameter. The collection of points (x, y) = (f (t), g(t)) that
we get by letting t be all possible values is the graph of the parametric equations
and is called the parametric curve.

Plane curve (parametric curve): The set of ordered pairs (points)

(x, y) = (f (t), g(t)), a ≤ t ≤ b,
where f and g are continuous functions, (f (a), g(a)) is called initial point, (f (b), g(b))
is called terminal point.
Example 22. Sketch the parametric curve for the following set of parametric
equations. x = t2 + t, y = 2t − 1,
(i) −∞ < t < ∞; (ii) −1 ≤ t ≤ 1.
(i)
12 CONTENTS

(ii)

Remark. If you eliminate the parameter t, then x = 14 (y + 1)2 + 21 (y + 1).

Example 23. Sketch the parametric curve for the following set of parametric
equations:
x = 5 cos t, y = 2 sin t, 0 ≤ t ≤ 2π.

Example 24. Sketch the Cycloid :

x = r(t − sin t), y = r(1 − cos t), , −∞ < t < ∞.

How to parametrize curves?

1
• Parabola: (x − x0 )2 = 4p(y − y0 ). Let x = t, then y = 4p
(t − x0 )2 + y0 .

(x − x0 )2 (y − y0 )2
• Ellipse: + = 1. Let x = x0 + a cos t, y = y0 + b sin t.
a2 b2
(x − x0 )2 (y − y0 )2
• Hyperbola: − = 1. May use two ways:
a2 b2
1. x = x0 + a sec t, y = y0 + b tan t, −π < t < π.
2. x = x0 + a cosh t, y = y0 + b sinh t, −∞ < t < ∞, where
1 1
cosh t = (et + e−t ), sinh t = (et − e−t ).
2 2

Example 25. Parameterize the following curves:

CONTENTS 13

1. 3x + 2y 2 − 5y + 1 = 0.

2. 4x2 + 9y 2 − 8x + 36y + 4 = 0.

3. 4x2 − 9y 2 − 8x − 36y − 68 = 0.

Solution:
2 5 1
1. y = t, x = − t2 + t − .
3 3 3
(x − 1)2 (y + 2)2
2. + = 1.
9 4
(x − 1)2 (y + 2)2
3. − = 1.
9 4

General Conic Sections

Consider the general polynomial equation of degree two:

Ax2 + Bxy + Cy 2 + Dx + Ey + F = 0.

1. If B 2 − 4AC = 0, the curve is either parabola, two parallel lines, one line,
or no such curve.

2. If B 2 − 4AC > 0, the curve is either hyperbola, or two intersecting lines.

3. If B 2 − 4AC < 0, the curve is either ellipse, a circle, a point, or no such

curve.

Example 26. Classify the following curves:

(a) x2 + xy − 2y 2 − 2x − 7y − 3 = 0. ((x + 2y + 1)(x − y − 3) = 0)
(b) x2 − 2y 2 − 2x − 7y − 3 = 0.
(c) x2 + 2y 2 − 2x − 7y − 3 = 0.

Solution: (a): (x + 2y + 1)(x − y − 3) = 0, two intersecting lines.

(b): B 2 − 4AC = 8 > 0, hyperbola.
(c) B 2 − 4AC = −8 < 0, ellipse.

The Calculus of Parametric Equations

Tangents

We want to find the tangent lines to the parametric equations given by,
x = f (t), y = g(t). By Chain Rule, we have

• First Derivative for Parametric Equations:

dy
dy dt dx
= dx
, provided 6= 0.
dx dt
dt
14 CONTENTS

• Second Derivative for Parametric Equations:

d dy


d2 y dt dx g 00 f 0 − f 00 g 0 dx
= dx
= 03
, provided 6= 0.
dx2 dt
f dt

Example 27. Find the tangent line(s) to the parametric curve given by

x = t5 − 4t3 , y = t2 , at (0, 4).

Solution: At first we need the slope of the tangent line.

dy
dy dt 2t 2
= dx
= = 3 .
dx dt
5t4 − 12t 2 5t − 12t

When (x, y) = (0, 4), t = ±2. At t = −2, the slope of the tangent line is: −1/8.
The tangent line at t = −2 is: y = 4 − x/8; At t = 2, the slope is: 1/8. The
tangent line (at t = 2) is: y = 4 + x/8.

Example 28. Find the points where the following parametric equations will have
horizontal or vertical tangents:

x = t3 − 3t, y = 3t2 − 9.

Solution: Horizontal Tangents: dy/dt = 0, 6t = 0, t = 0. Therefore, the

only horizontal tangent will occur at the point (x, y) = (0, −9).
Vertical Tangents: dx/dt = 0 (dy/dx undefined). In this case we need to
solve, 3(t2 − 1) = 0, ⇒ t = 1, −1. The two vertical tangents will occur at the
points (2,-6) and (-2,-6).

Example 29. Determine the values of t for which the parametric curve given by
the following set of parametric equations is concave up and concave down.

x = 1 − t2 , y = t7 + t5 .

Solution: To study concavity, we need the second derivative.

dy 7t5 + 5t3 d2 y 35t3 + 15t

=− ⇒ 2 = .
dx 2 dx 4
2
d y d y 2
From dx 2 = 0 we imply that t=0. When t < 0, dx2 < 0, the parametric curve
d2 y
will be concave down; when t > 0, dx 2 > 0, the parametric curve will be concave

up.
CONTENTS 15

2.9 Applications to Area Problems

Consider the following region:

By calculus I, the area is:

Z b
A= y(x) dx.
a

Theorem 1. The area under the parametric curve x = f (t), y = g(t) between
α ≤ t ≤ β is
Z β
A= y(t)x0 (t)dt, where x(α) = a, x(β) = b.
α

Example 30. Find the area under one arch of cycloid:

x = r(t − sin t), y = r(1 − cos t).

Solution: y = 0 ⇒ t = 2nπ. Thus

Z β Z 2π Z 2π
0 2 2 2 1 + cos 2t
A= y(t)x (t)dt = r (1−cos t) dt = r (1−2 cos t+ )dt = 3πr2 .
α 0 0 2

Theorem 2. For the closed curve C : x = f (t), y = g(t), α ≤ t ≤ β, f (α) =

f (β), g(α) = g(β), the area of the region R enclosed by C is
Z β
A(R) = | g(t)f 0 (t)dt|.
α

Example 31. Find the area of the ellipse x = a cos t, y = b sin t, 0 ≤ t ≤ 2π,a >
0, b > 0.
16 CONTENTS

Solution:
Z 2π Z 2π
2 1
A=| −ab sin tdt| = | − ab (1 − 2 cos 2t)dt| = πab.
0 2 0

Example 32. Find the area of the closed region bounded by the curve y = x2
for 1 ≤ x ≤ 2, the vertical line x = 2, and the horizontal line y = 1.

Parameterize the three arcs:

x = t, y = t2 , 1 ≤ t ≤ 2; x = 2, y = 10−3t, 2 ≤ t ≤ 3; x = −t+5, y = 1, 3 ≤ t ≤ 4.

Solution:
Z 2 Z 3 Z 4
0 0 7 4
A=| 2
(t )(t) dt + (10 − 3t)(2) dt + (1)(−t + 5)0 dt| = | + 0 − 1| = .
1 2 3 3 3

2.10 Arc Length

Here we will find a formula for determining the arc length to a parametric curve
given by the parametric equations:
x = f (t), y = g(t), α ≤ t ≤ β.
CONTENTS 17

We assume that the curve is traced out exactly once as t increases from α to
β. Also, for the purposes of the derivation that we’re going to use, we will assume
that the curve is traced out from left to right as t increases. This is equivalent
to saying,
dx/dt ≥ 0, α ≤ t ≤ β.
The arc length formula is given by
Z bp Z β p
L= 1 + [y 0 (x)]2 dx = [x0 (t)]2 + [y 0 (t)]2 dt, where x(α) = a, x(β) = b.
a α

Example 33. Find the length under one arch of cycloid:

x = r(t − sin t), y = r(1 − cos t), 0 ≤ t ≤ 2π.

Solution:
Z βp Z 2π p
L= 0 2 0 2
[x (t)] + [y (t)] dt = [r(1 − cos t)]2 + [r sin t]2 dt
α 0

2π √ 2π
Z Z  
 t 
=r 2 − 2 cos tdt = r 2 sin  dt = 8r.

0 0 2

Example 34. Find the length of the curve:

C : x = et + e−t , y = 5 − 2t, 0 ≤ t ≤ 3.

Solution:
Z β p Z 3 p
L= [x0 (t)]2 + [y 0 (t)]2 dt = (et − e−t )2 + (−2)2 dt
α 0

Z 3 p Z 3
= t −t 2
(e + e ) dt = (et + e−t )dt = e3 − e−3 .
0 0

2.11-2.14. Polar Coordinates

Polar coordinates

We chose a point in the plane that is called the pole (or origin) and is labelled
O. Then we draw a ray starting at O, along positive x-axis, which is called the
polar axis. Let P be a point in the plane. Let r be the distance from P to O, let
θ be the angle between OP and the polar axis. Then P can be represented by
the ordered pair (r, θ). We call r and θ polar coordinates:
18 CONTENTS

Agreement: (−r, θ) = (r, θ + π).

Example 35. Sketch of several polar coordinates:

Polar  Cartesian Conversion Formulas:

p y
x = r cos θ, y = r sin θ; r= x2 + y 2 , tan θ = .
x
Example 36. Convert each of the following points into the given coordinate
system.
(a) (−4, 2π
3
) into Cartesian coordinates. (b) (-1,-1) into polar coordinates.

√
Solution:p (a) (x, y) =√ (2, −2 3).
(b) r = x + y = 2, tan θ = xy = 1. Since the point is in the third
2 2

quadrant, the actual angle is, θ = π4 + π = 5π

4
.

Polar curves: r = f (θ)

The graph of polar equation r = f (θ), or more generally F (r, θ) = 0, con-

sists of all points P (r, θ) whose coordinates satisfy the equation. Relation to
Cartesian:
x = r cos θ = f (θ) cos θ, y = r sin θ = f (θ) sin θ.
Some special cases:

• θ = α: This is a line that goes through the origin and makes an angle of α
with the positive x-axis.

• r cos θ = a: This is equivalent to x = a.

• r sin θ = b: This is equivalent to y = b.

• r = a: A circle of radius a centered at the origin.

• r = 2a cos θ: A circle of radius |a| and center (a, 0).

CONTENTS 19

• r = 2b sin θ: A circle of radius |b| and center (0, b).

√
• r = 2a cos θ + 2b sin θ: A circle of radius r = a2 + b2 and center (a, b).
Example 37.

Remark. In the third graph we have an inner loop. To get this, we need to know
the value of θ for which the graph will pass through the origin:
2 + 4 cos θ = 0, ⇒ cos θ = −0.5, ⇒ θ = 2π/3, 4π/3.
Tangents to Polar Curves

We want to find the tangent lines to the equation r = f (θ). From

x = r cos θ = f (θ) cos θ, y = r sin θ = f (θ) sin θ
we have
dy r0 sin θ + r cos θ
= θ0 .
dx rθ cos θ − r sin θ
Example 38. Find the equation of the tangent line to
r = 3 + 8 sin θ at θ = π/6.

Solution:
√
dy rθ0 sin θ + r cos θ 16 cos θ sin θ + 3 cos θ 11 3
= 0 = = .
dx rθ cos θ − r sin θ 8 cos2 θ − 3 sin θ − 8 sin2 θ 5
√
Note that at θ = π/6, r = 7, which gives (x, y) = ( 7 2 3 , 72 ). The tangent line is:
√
11 3 98
y= x− .
5 5
20 CONTENTS

Example 39. Cardioid: r = 1 + sin θ . Find θ where we have horizontal or

vertical tangent line, or no tangent line.

Solution:
dy r0 sin θ + r cos θ cos θ(1 + 2 sin θ)
= θ0 = .
dx rθ cos θ − r sin θ (1 + sin θ)(1 − 2 sin θ)
(1) If the denominator is 0 but the numerator is not 0, we have vertical
tangent line. When sinθ = 1, orsinθ = 1/2, the denominator is 0. We have a
vertical tangent line when θ = π/6, 5π/6.
(2) If the denominator is not 0 but the numerator is 0, we have a horizontal
tangent line. Hence, we have a horizontal tangent line when = π/2, 7π/6, 11π/6.
(3) If the denominator is 0 and the numerator is 0, tangent line does not
exist. When θ = 3π/2, the tangent line does not exist.

Area

As we know, the area of a sector with radius r and angle θ is

θ 1
A = πr2 = r2 θ.
2π 2
This implies that the area of the following polar region bounded by r = f (θ),
between θ = α and θ = β (α ≤ β) is:
Z β
1 2
A= r dθ.
α 2

Example 40. Find the area of the inner loop of r = 2 + 4 cos θ.

Solution: Let r = 0 we have:

2 + 4 cos θ = 0, ⇒ cosθ = −0.5, ⇒ θ = 2π/3, 4π/3.

So the inner loop is bounded by r = 2 + 4 cos θ and between θ = 2π/3 and 4π/3.
Thus Z β Z 4π/3
1 2 1
A= r dθ = (2 + 4 cos θ)2 dθ.
α 2 2π/3 2
CONTENTS 21
Z 4π/3 √
= [6 + 8 cos θ + 4 cos(2θ)]dθ = 4π − 6 3.
2π/3

Now we consider a more general polar region:

The area of the shaded part will be :

Z β
1 2
A= (r0 − ri2 )dθ.
α 2

Example 41. Find the area of the part outside the cardioid r = 1 + sin θ, inside
the circle r = 3 sin θ.

Solution: First find intersections: 1 + sin θ = 3 sin θ ⇒ sin θ = 1/2 ⇒ θ =

π/6, 5π/6.
When π/6 ≤ θ ≤ 5π/6, 3 sin θ ≥ 1 + sin θ.
Z β Z 5π/6
1 2 1
A= (r0 − ri2 )dθ = [(3 sin θ)2 − (1 + sin θ)2 ]dθ = π.
α 2 π/6 2

Arc length

Now we are going to find the formula for the arc length of the arc r = f (θ),
between θ = α and θ = β (α ≤ β). Note that

x = r cos θ = f (θ) cos θ, y = r sin θ = f (θ) sin θ, ⇒

(x0θ )2 + (yθ0 )2 = (rθ0 )2 + r2 .

Thus Z β q Z β q
0 2 0 2
L= (xθ ) + (yθ ) dθ = (rθ0 )2 + r2 dθ.
α α

Example 42. Find the length of the spiral r = θ, 0 ≤ θ ≤ 1.

22 CONTENTS

Solution:
Z β q Z 1 √
0 2 2
L = (rθ ) + r dθ = θ2 + 1dθ
α 0
Zπ/4
= sec3 xdx, θ = tan x, dθ = sec2 xdx
0
π/4 1 √ √
= (sec x tan x + ln | sec x + tan x|)|0 = ( 2 + ln(1 + 2).
2

Example 43. Find the length of the cardioid r = 1 + sin θ, 0 ≤ θ ≤ 2π.

Solution:
Z βq Z 2π p
0 2 2
L = (rθ ) + r dθ = 2(sin θ + 1)dθ
α 0
√ Z 2π θ θ √ Z π
= 2 | sin + cos |dθ = 2 2 | sin ϕ + cos ϕ|dϕ, ϕ = θ/2
0 2 2 0
√ Z 3π/4 √ Z π
= 2 2 (sin ϕ + cos ϕ)dϕ − 2 2 (sin ϕ + cos ϕ)dϕ
0 3π/4
= 8.
CONTENTS 23

Chapter 3: Vector Calculus

3.1 Continuity
• A function of two variables z = f (x, y) is a rule which maps each point
(x, y) in a set D to a unique number z. The set D is called the domain of
the function, which is often denoted D(f ). Level curves (contour maps) of
f (x, y): f (x, y) = k for different k.

Graph = {(x, y, z) : (x, y) ∈ D}.

• A function of three variables w = f (x, y, z) is a rule which maps each point

(x, y, z) in a set D to a unique number w. The set D is called the domain
of the function, which is often denoted D(f ). Level surfaces of f (x, y, z):
f (x, y, z) = k for different k.

Limit and continuity.

• If f (x, y) can be made as close to L as (x, y) close to (a, b), then

lim f (x, y) = L.
(x,y)→(a,b)

In general, if there are different limits when (x, y) approaches (a, b) along
different paths, then the limit does not exist. f (x, y) is continuous at (a, b)
if
lim f (x, y) = f (a, b).
(x,y)→(a,b)

• If f (x, y, z) can be made as close to L as (x, y, z) close to (a, b, c), then

lim f (x, y, z) = L.
(x,y,z)→(a,b,c)

4x2 y
Example 44. Show that the limit lim exists, and find it.
(x,y)→(0,0) x2 + y 2

Remark: If we know the limit exists, then we can take a special path to find it.

Solution: If x = 0, then

 4x2 y 
 
 x2 + y 2  = 0.
 

If x 6= 0, then
 4x2 y  
   
4y 
 x2 + y 2   1 + (y/x)2  ≤ |4y| → 0.
 = 
24 CONTENTS

xy
Example 45. Show that the limit lim does not exist. Show that
(x,y)→(0,0) x2 + y 2
(
xy
x2 +y 2
if (x, y) 6= (0, 0)
f (x, y) =
0 if (x, y) = (0, 0)

is discontinuous at (0, 0).

Solution: Since the limit is 1/2 when y = x; and the limit is 0 when y = 0.

Example 46.
xy + yz + xz 11
lim = .
(x,y,z)→(1,2,3) xyz − 1 5
Example 47. Find the limit:
3−x−y
lim √ √ .
(x,y)→(1,2) 3−x− y

Solution:
√ √
3−x−y (3 − x − y)( 3 − x + y)
lim √ √ = lim √ √ √ √
(x,y)→(1,2) 3 − x − y (x,y)→(1,2) ( 3 − x − y)( 3 − x + y)
√ √ √
= lim 3 − x + y = 2 2.
(x,y)→(1,2)

3.2-3.3 Partial Derivatives

Functions of two variables

• Partial derivatives of z = f (x, y):

∂z ∂f f (x + h, y) − f (x, y)
zx = := := fx (x, y) := Dx f := lim ,
∂x ∂x h→0 h
which is the derivative of f with respect to x;
∂z ∂f f (x, y + h) − f (x, y)
zy = := := fy (x, y) := Dy f := lim ,
∂y ∂y h→0 h
which is the derivative of f with respect to y.

• Methods:

1. To find fx : regard y as a constant, and differentiate f (x, y) with

respect to x;
CONTENTS 25

2. To find fy : regard x as a constant, and differentiate f (x, y) with

respect to y.

• Meaning: fx means the rate of change of f with respect to x when y is

fixed.

Example 48. Let (

x3 +y
x2 +y 2
if (x, y) 6= (0, 0)
f (x) =
0 if (x, y) = (0, 0)

(a) Using the definition of a partial derivative (do not differentiate) find fx (0, 0).

(b) Using the definition of a partial derivative (do not differentiate) find fy (0, 0).

Solution:
(a)
∂f f (h, 0) − f (0, 0) h−0
(0, 0) = lim = lim = 1.
∂x h→0 h h→0 h
(b)
1
∂f f (0, k) − f (0, 0) k
−0
(0, 0) = lim = lim @.
∂y k→0 k k→0 k

Remark. This example shows that the existence of partial derivatives at a

point is insufficient to guarantee that the function is continuous there.

Example 49. Let f (x, y) = exy + xy . Calculate fx (0, 1), fy (0, 1).

Solution:
1
fx = yexy + , fx (0, 1) = 2.
y
x
fy = xexy − 2 , fy (0, 1) = 0.
y

Functions of three variables

• Let w = f (x, y, z), then

∂w ∂f f (x + h, y, z) − f (x, y, z)
:= := fx (x, y, z) := Dx f := lim ,
∂x ∂x h→0 h
which is the derivative of f with respect to x.

• Meaning: fx means the rate of change of f (or w) with respect to x when

y and z are fixed.

Example 50. Let f (x, y, z) = (sin z)exy ln x. Calculate fx , fy , fz .

26 CONTENTS

Solution:
1
fx = (sin z)yexy ln x + (sin z)exy ( ), fy = (sin z)xexy ln x, fz = (cos z)exy ln x.
x

Implicit differentiation:

∂z ∂z
Example 51. Find ∂x
and ∂y
, if z is implicitly defined by

x2 + y 3 + z 4 − 8xyz = 1.

Solution: Differentiate two sides with respect to x:

−2x + 8yz
2x + 4z 3 zx − 8yz − 8xyzx = 0, zx = .
4z 3 − 8xy

Higher derivatives:

∂3f
fxx , ∂z∂y∂x
= fxyz ,...

Example 52. Let f (x, y) = exy + xy . Calculate fxx , fxy , fyy .

Solution:
1 x
fx = yexy + , fy = xexy − 2 .
y y

1 2x
fxx = y 2 exy , fxy = exy + xyexy − , fyy = x2 exy + .
y2 y3

Example 53. Let f (x, y, z) = sin zexy ln x. Calculate fxyz .

Solution: fx (x, y, z) = y sin zexy ln x + sin zexy /x.

fxy (x, y, z) = sin zexy ln x + xy sin zexy ln x + sin zexy .
fxyz (x, y, z) = cos zexy ln x + xy cos zexy ln x + cos zexy .

Clairaut’s Theorem. If f (x, y) is defined in a disk D containing (a, b), and fxy
and fyx are both continuous in D, then fxy (a, b) = fyx (a, b).
CONTENTS 27

3.5 Directional Derivatives and Gradients

• The directional derivative of the function f (x, y) at (x0 , y0 ) in the direction
of a unit vector ~u = (u1 , u2 ) is

f (x0 + hu1 , y0 + hu2 ) − f (x0 , y0 )

f~u (x0 , y0 ) or D~u f (x0 , y0 ) = lim
h→0 h
= fx (x0 , y0 )u1 + fy (x0 , y0 )u2
= (fx (x0 , y0 ), fy (x0 , y0 )) · (u1 , u2 ).

f~u (x0 , y0 ) means the rate of change of f (x, y) at (x0 , y0 ) in the direction of
~u.

• The gradient of f (x, y) at (x0 , y0 ) is

∇f (x0 , y0 ) or gradf (x0 , y0 ) = (fx (x0 , y0 ), fy (x0 , y0 )).

1. ∇f (x0 , y0 ) points into the direction of maximum increase of f at

(x0 , y0 ).
2. ∇f (x0 , y0 ) is perpendicular to the contour line (or level curve) of f
through (x0 , y0 ).
3. |∇f (x0 , y0 )| is the maximum rate of change of f at (x0 , y0 ).

• The directional derivative of the function f (x, y, z) at (x0 , y0 , z0 ) in the

direction of a unit vector ~u = (u1 , u2 , u3 ) is

f~u (x0 , y0 , z0 ) = D~u f (x0 , y0 , z0 ) = fx (x0 , y0 , z0 )u1 +fy (x0 , y0 , z0 )u2 +fz (x0 , y0 , z0 )u3 .

• The gradient of f (x, y, z) at (x0 , y0 , z0 ) is

gradf (x0 , y0 , z0 ) or ∇f (x0 , y0 , z0 ) = (fx (x0 , y0 , z0 ), fy (x0 , y0 , z0 ), fz (x0 , y0 , z0 )).

1. ∇f (x0 , y0 , z0 ) points into the direction of maximum increase of f at

(x0 , y0 , z0 ).
2. ∇f (x0 , y0 , z0 ) is perpendicular to the level surface of f through (x0 , y0 , z0 ).
3. |∇f (x0 , y0 , z0 )| is the maximum rate of change of f at (x0 , y0 , z0 ).

Example 54. Suppose that the temperature of a room at a point (x, y, z) is given
by
80
T (x, y, z, ) = 2 2 2
C o.
1 + x + 2y + 3z
(1) In which direction does the temperature increase fastest at the point (2, 1, 1)?
(2) What is the maximum rate of increase?
(3) Find the directional derivative of T (x, y, z) at the point (2, 1, 1) in the
direction of the vector ~v = (1, −2, −2).

Solution: (1)
160
∇T (x, y, z) = (Tx , Ty , Tz ) = (−x, −2y, −3z),
(1 + x2 + 2y 2 + 3z 2 )2
28 CONTENTS

8
∇T (2, 1, 1) = (−2, −2, −3).
5
(2) √
8 17
|∇T (2, 1, 1)| = .
5
(3) The direction of the unit vector is
~v 1 2 2
~u = = ( , − , − ).
|~v | 3 3 3
8 1 2 2 64
T~u (2, 1, 2) = ∇T (2, 1, 1) · ~u = (−2, −2, −3) · ( , − , − ) = .
5 3 3 3 15

3.6 The Chain Rule

• Basic Chain Rule
1. If z = f (x, y), x = g(t), y = h(t), then
dz ∂z dx ∂z dy
= + .
dt ∂x dt ∂y dt

2. If w = f (x, y, z), x = g(t), y = h(t), z = k(t), then

dw ∂w dx ∂w dy ∂w dz
= + + .
dt ∂x dt ∂y dt ∂z dt

• General Chain Rule:

1. If z = f (x, y), x = g(u, v), y = h(u, v), then
∂z ∂z ∂x ∂z ∂y
= + ,
∂u ∂x ∂u ∂y ∂u
∂z ∂z ∂x ∂z ∂y
= + .
∂v ∂x ∂v ∂y ∂v
2. If w = f (x, y, z), x = g(u, v), y = h(u, v), z = k(u, v), then
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + + ,
∂u ∂x ∂u ∂y ∂u ∂z ∂u
∂w ∂w ∂x ∂w ∂y ∂w ∂z
= + + .
∂v ∂x ∂v ∂y ∂v ∂z ∂v
• Implicit Differentiation:
1. If F (x, y) = 0, then
dy Fx
=− .
dx Fy
Here when we calculate partial derivatives, we consider x and y as
independent variables.
CONTENTS 29

2. If F (x, y, z) = 0, then
∂z Fx ∂z Fy
=− , =− .
∂x Fz ∂y Fz
Here when we calculate partial derivatives, we consider x, y and z as
independent variables.

Example 55. Consider the following function

z = x2 y + ex cos y, x = t3 sin s, y = s2 + 3t2 .

∂z
Calculate ∂s
at the point (s, t) = (0, 1) by using Chain Rule.

Solution: At the point (s, t) = (0, 1), (x, y) = (0, 3). Note that zx =
2xy + ex cos y, zy = x2 − ex sin y, xs = t3 cos s, ys = 2s. Thus

zx (0, 3) = cos 3, zy (0, 3) = − sin 3, xs (0, 1) = 1, ys (0, 1) = 0.

∂z ∂z ∂x ∂z ∂y
|(s,t)=(0,1) = |(x,y)=(0,3) |(s,t)=(0,1) + |(x,y)=(0,3) |(s,t)=(0,1)
∂s ∂x ∂s ∂y ∂s
= (cos 3)1 + (− sin 3)0 = cos 3.

∂z ∂z
Example 56. Find ∂x
and ∂y
if x2 y 3 + z 4 + 5xyz = 3.

Solution: Let f (x, y, z) = x2 y 3 + z 4 + 5xyz − 3. Then

fx = 2xy 3 + 5yz, fz = 4z 3 + 5xy

Thus
fx 2xy 3 + 5yz
zx = − =− 3 .
fz 4z + 5xy

3.6.3 Tangent plane and Normal lines.

Curves in 3D:

~r(t) = x(t)~i + y(t)~j + z(t)~k = (x(t), y(t), z(t)), a ≤ t ≤ b.

The curve is regular curve: if ~r 0 (t) 6= 0 for all t.

• Tangent vector: ~r 0 (t) = x0 (t)~i + y 0 (t)~j + z 0 (t)~k = (x0 (t), y 0 (t), z 0 (t)).
• Tangent line to a curve at a point t0 : The line at t0 with ~r 0 (t0 ) as the
direction vector.
• Normal plane to a curve ~r(t) = (x(t), y(t), z(t)) at the point P (a, b, c),
where a = x(t0 ), b = y(t0 ), c = z(t0 ), is:

x0 (t0 )(x − a) + y 0 (t0 )(y − b) + z 0 (t0 )(z − c) = 0.

30 CONTENTS

Example 57. Let C : ~r(t) = (t, 2 sin t, 2 cos t), 0 ≤ t ≤ π. Find the tangent
line and normal plane to the curve at t = π/3.

Solution: (a) Tangent line:

~r 0 (t) = (1, 2 cos t, −2 sin t).

√ √
~r(π/3) = (π/3, 3, 1), ~r 0 (π/3) = (1, 1, − 3).
The tangent line is:
√ √
(x, y, z) = (π/3, 3, 1) + t(1, 1, − 3).

(b) The normal plane is

√ √ √
(1, 1, − 3) · (x − π/3, y − 3, z − 1) = 0, i.e., x + y − 3z − π/3 = 0.

Example 58. Find the equation of the tangent line and the normal plane at the
point P (1, −1, 3) to the curve of the intersection of the surfaces 2x2 + 3y 2 = 5
and y 2 + z 2 = 10.
q q
5−2t2 2
Solution: ~r(t) = (x(t), y(t), z(t)) = (t, − 3
, 25+2t
3
).
At P , t = 1.
2t 2t
~r 0 (t) = (x0 (t), y 0 (t), z 0 (t)) = (1, q , q ).
5−2t2 25+2t2
3 3
3 3
2 2
~r 0 (1) = (1, , ).
3 9
Tangent line is:
2 2
~r(t) = (1, −1, 3) + t(1, , ), t ∈ R.
3 9
Normal plane is:
2 2
1(x − 1) + (y + 1) + (z − 3) = 0, ⇒ 9x + 6y + 2z = 9.
3 9

Remark. We have some other ways to parametrize the curve.

Surfaces in 3D: The surface S given by F (x, y, z) = 0.

• The tangent plane of the surface S given by F (x, y, z) = 0 at P (a, b, c) is

the plane that passes through P and has normal vector ∇F (a, b, c). Thus
the equation is

(Fx (a, b, c), Fy (a, b, c), Fz (a, b, c)) · (x − a, y − b, z − c) = 0.

CONTENTS 31

• The normal line to the surface S given by F (x, y, z) = 0 at P (a, b, c) is the

line that passes through P and has the direction vector ∇F (a, b, c). The
equation is:
x−a y−b z−c
= = .
Fx (a, b, c) Fy (a, b, c) Fz (a, b, c)

• Equation of the tangent plane of z = f (x, y) at (x0 , y0 ):

z = f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ).

Example 59. Find the equation of the tangent plane of the surface z = ex+y − xy
at the point (1, −1, 2).

Solution: Let f (x, y) = ex+y − xy . Then

1
fx = ex+y − , fx (1, −1) = 2.
y
x
fy = ex+y + , fy (1, −1) = 2.
y2
Thus the equation of the tangent plane at the point (1, −1, 2) is

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

Example 60. Find the equation of the tangent plane and the normal line at the
2 2
z2
point (2,1,9) to the ellipsoid x12 + y3 + 27 = 11
3
.

2
x2 2
Solution: Let F (x, y, z) = 12
+ y3 + 27
z
− 11
3
. Then the normal vector of the
tangent plane is

~n = (Fx (2, 1, 9), Fy (2, 1, 9), Fz (2, 1, 9)) = (1/3, 2/3, 2/3).

Tangent plane: x + 2y + 2z − 22 = 0.
The normal line is: (x, y, z) = (2, 1, 9) + t(1/3, 2/3, 2/3).

3.7 Conservative Fields

Vector Fields
In a two-dimensional space,vector function F~ (x, y) = (P (x, y), Q(x, y)) =
P (x, y)~i + Q(x, y)~j is a 2-dimensional vector field.
In a three-dimensional space, F~ (x, y, z) = (P (x, y, z), Q(x, y, z), R(x, y, z)) =
P (x, y, z)~i + Q(x, y, z)~j + R(x, y, z)~k is a 3-dimensional vector field.
Vector fields can be visualized by diagrams.
32 CONTENTS

Example 61. Gradient Vector Fields: Let f (x, y) = x2 + y 2 . Then F~ (x, y) =

∇f (x, y) = (x, y) is a vector field.

Conservative Vector Fields

A vector field F~ is conservative if there exists a function f such that F~ = ∇f .
In other words, a vector field is conservative if it is the gradient field of a (scalar)
function. The function f is called a potential function of F~ .
Remark. The potential function of a conservative vector field is not unique.
Example 62. (a) Verify that F~ = (y cos x, sin x) is a conservative vector field
with potential function f (x, y) = y sin x.
(b) Verify that F~ = (y 2 , 2xy + e3z , 3ye3z ) is a conservative vector field with
potential function f (x, y, z) = xy 2 + ye3z .

Solution: (a) ∇f = (fx , fy ) = (y cos x, sin x). Thus F~ = ∇f .

(b) ∇f = (fx , fy , fz ) = (y 2 , 2xy + e3z , 3ye3z ). Thus F~ = ∇f .

A Necessary and Sufficient Condition for a Vector Field to be Conser-

vative:

Let F~ = (P, Q) be a vector field in a simply-connected region D. Suppose P

and Q have continuous first-order derivative in D, then F~ is conservative if and
only if
Py = Qx .

Example 63. (i) Show that the vector field F~ = (3 + 2xy, x2 − 3y 2 ) is conser-
vative.
(ii) Find a potential function of this field.

Solution: (i) Let P = 3 + 2xy, Q = x2 − 3y 2 . Since Py = 2x = Qx , F~ is

conservative.
(ii) Let f (x, y) be a potential function. Then F = (fx , fy ) = (P, Q),

fx = 3 + 2xy, fy = x2 − 3y 2 .

fx = 3 + 2xy ⇒ f (x, y) = 3x + x2 y + g(y) ⇒ fy = x2 + g 0 (y) ⇒

CONTENTS 33

x2 − 3y 2 = x2 + g 0 (y), ⇒ g 0 (y) = −3y 2 ⇒ g(y) = −y 3 .

Hence,
f (x, y) = 3x + x2 y − y 3 .

Example 64. Find a potential function f (x, y, z) of the vector fields: F~ =

(z, 2yz, x + y 2 ).

Solution: Let f (x, y, z) be a potential function. Then

F~ = (fx , fy , fz ) = (z, 2yz, x + y 2 ),

fx = z, fy = 2yz, fz = x + y 2 .
fx = z ⇒ f = xz + g(y, z) ⇒
fy = gy = 2yz ⇒ g(y, z) = y 2 z + h(z), f = xz + y 2 z + h(z) ⇒
fz = x + y 2 + h0 (z) = x + y 2 , ⇒ h0 (z) = 0 ⇒ h(z) = constant, C.
Hence,
f = xz + y 2 z + C.

Example 65. Let f (x, y, z) = xyz ln z be a potential function of F~ . Find F~ .

Solution:

F~ = (fx , fy , fz ) = (yz ln z, xz ln z, xy ln z + xy).

Divergence and Curl

Divergence measures the magnitude of a vector field’s source or sink at a

given point, in terms of a signed scalar. The curl of a vector field measures how
a fluid may rotate.
Let
F~ = (P (x, y, z), Q(x, y, z), R(x, y, z)),
∂ ∂ ∂ ∂ ∂ ∂
∇ = ~i + ~j + ~k = ( , , ),
∂x ∂y ∂z ∂x ∂y ∂z
the vector differential operator.

• The divergence of F~ is: div F~ = ∂P

∂x
+ ∂Q
∂y
+ ∂R
∂z
= ∇ · F~ .
34 CONTENTS

• The curl of F~ is:

 ~i ~j ~k 
 
     
∂R ∂Q ~ ∂P ∂R ~ ∂Q ∂P ~  ∂
curlF~ = ∇×F~ = ∂

∂ 
− i+ − j+ − k =  ∂x ∂y ∂z 
.
∂y ∂z ∂z ∂x ∂x ∂y  P Q R 

• If curl F~ = ~0 at a point P , then F~ is said to be irrotational at P . The F~

is conservative.

• div curlF~ = 0.

Example 66. Let F~ (x, y, z) = (xz, xy 3 , xyz) = xz~i + xy 3~j + xyz~k. Find div
F~ (x, y, z), div F~ (1, −2, −1), curl F~ (x, y, z), curl F~ (0, 1, 1).

Solution: Let P (x, y, z) = xz, Q(x, y, z) = xy 3 , R(x, y, z) = xyz. Then

div F~ (x, y, z) = ∂P
∂x
+ ∂Q
∂y
+ ∂R
∂z
= z + 3xy 2 + xy,
div F~ (1, −2, −1) = −1 + 12 − 2 = 9,
 ~i ~j ~k   ~i ~j ~k 


curl F~ (x, y, z) =  ∂x
 ∂ ∂ ∂   ∂ ∂ ∂

=  = (xz, x − yz, y 3 ),
∂y ∂z   ∂x ∂y ∂z 
 P Q R   xz xy 3 xyz 
curl F~ (0, 1, 1) = (0, −1, −1).
CONTENTS 35

Chapter 4 Line Integrals

Z
• Line integral f (x, y)ds: The area of a ”fence” with C as the base, and
C
the height is given by f (x, y).

• The mass of the wire C, if f is the density of the wire.

4.1 Line Integrals with respect to arc length

1. Line Integrals of Scalar fields in 2-D
Let C be a smooth curve given by x = x(t), y = y(t), a ≤ t ≤ b, or equiva-
lently, by the vector equation ~r(t) = x(t)~i+y(t)~j. Let the density at a point (x, y)
on C be f (x, y). Subdivide this curve segment into a number of small segments.
The weight of a small segment of the curve is approximately f (x∗ , y ∗ )∆s, where
(x∗ , y ∗ ) is P
a point in this segment, and ∆s is the length of this small segment.
The sum f (x∗ , y ∗ )∆s is an approximation of the total weight of the curve
f (x∗ , y ∗ )∆s.
P
segment. The total weight of C is lim
∆s→0

Definition 1. If f is defined on a smooth curve C, then the line integral of f

along C is Z X
f (x, y)ds = lim f (x∗ , y ∗ )∆s
C ∆s→0

if the limit exists.

This is also called the line integral of type I.
Calculation of a line integral: If the smooth curve C is defined by parametric
equations x = x(t), y = y(t), a ≤ t ≤ b, then
Z Z b p p
f (x, y)ds = f (x, y) [x0 (t)]2 + [y 0 (t)]2 dt, ds = [x0 (t)]2 + [y 0 (t)]2 dt.
C a
S S S
If C can be subdivide into a finite number of segments: C = C1 C2 · · · Cn ,
and smooth on each segment, then the line integral is calculated for each segment
and the sum is the line integral of C:
Z Z Z
f ds = f ds + · · · + f ds.
C C1 Cn

Example 67. Find the mass of C with density f (x, y) = y, where C is the
cycloid x = t − sin t, y = 1 − cos t, 0 ≤ t ≤ 2π .

Solution:
2π 2π √
Z Z p Z
yds = 0 2 0 2
y(t) [x (t)] + [y (t)] dt = (1 − cos t) 2 − 2 cos tdt
C 0 0
Z 2π  2π
t 3 1 3 32
= 4 sin ( )dt = −8 cos(t/2) − cos (t/2) = .
0 2 3 0 3
36 CONTENTS
R
Example 68. Evaluate C
4x3 ds, where C is the curve shown below:

Solution: The three curves are:

C1 : x = t, y = −1, −2 ≤ t ≤ 0; C2 : x = t, y = t3 −1, 0 ≤ t ≤ 1; C3 : x = 1, y = t, 0 ≤ t ≤ 2.
Z
3
Z 0 √
4x ds = 4t3 12 + 02 dt = −16,
C1 −2
Z Z 1 p 2
4x3 ds = 4t3 12 + (3t2 )2 dt = (103/2 − 1),
C2 0 27
Z
3
Z 2 √
4x ds = 4(1)3 02 + 12 dt = 8,
C3 0
thus
Z Z Z Z
3 3 3 2
4x ds = 4x ds + 4x ds + 4x3 ds = (103/2 − 1) − 8.
C C1 C2 C3 27

R R
Special cases: ds = dx, ords = dy: C f (x, y)dx and C f (x, y)dy are called
respectively line integral of f along C with respect to x and y. Suppose C is
defined by parametric equations x = u(t), y = v(t), a ≤ t ≤ b, then
Z Z b
P (x, y)dx + Q(x, y)dy = [P (u, v)u0 (t) + Q(u, v)v 0 (t)]dt.
C a
R
Example 69. Find I = C (x + y)dx + (x − y)dy , where C is a curve defined by
x = et sin t, y = et cos t, 0 ≤ t ≤ π/2.

Solution:
Z Z π/2
I = (x+y)dx+(x−y)dy = [(et sin t+et cos t)(et sin t)0 +(et sin t−et cos t)(et cos t)0 ]dt
C 0
Z π/2 Z π
1 1
= 2e2t sin(2t)dt = ew sin(w)dw = ew (sin w − cos w) = (eπ + 1).
0 0 2 2

2. Line Integrals of Scalar fields in 3-D

Calculation of a line integral: If the smooth curve C is defined by parametric
equations x = x(t), y = y(t), z = z(t), a ≤ t ≤ b, then
Z Z b p
f (x, y, z)ds = f (x, y, z) [x0 (t)]2 + [y 0 (t)]2 + [z 0 (t)]2 dt.
C a
CONTENTS 37

(xy − z)ds, where C is the cycloid x = t, y = t2 , z = 23 t3 ,

R
Example 70. Find C
0≤t≤1.

Solution:
1 1
1 3√
Z Z p Z
(xy−z)ds = (xy−z) [x0 (t)]2 + [y 0 (t)]2 + [z 0 (t)]2 dt = t 1 + 4t2 + 4t4 dt
C 0 0 3
Z 1 Z 1
1 3p 1 3 7
= t (1 + 2t2 )2 dt = t (1 + 2t2 )dt = .
0 3 0 3 36

4.2 Line Integrals of Vector fields

Definition 2. Let F~ be a continuous vector field defined on a smooth curve
C : ~r = ~r(t), a ≤ t ≤ b. Then the line integral of F~ along C is:
Z Z b Z
~
F · d~r = ~ 0
F (~r) · ~r (t)dt = F~ · T~ ds,
C a C
Z
• When F~ is force, F~ · d~r can be interpreted as the total work done by
C
this force vector field when the object is moving from one end of C to the
other end of C.
Z
• When the curve C is closed, F~ · d~r is called the circulation of F~ around
C
C.
Z
• When F~ is electric field, F~ · d~r is called the electric potential .
C

Z Z
F~ · d~r = P (x, y)dx + Q(x, y)dy, if F~ = (P (x, y), Q(x, y));
C C
Z Z
F~ · d~r = P (x, y, z)dx + Q(x, y, z)dy + R(x, y, z)dz,
C C

if F~ = (P (x, y, z), Q(x, y, z), R(x, y, z)).

Example 71. Find C F~ · d~r, where F~ = (x, y, z) and C is: x = cos t, y =

R

sin t, z = sin t, 0 ≤ t ≤ π/2 .

Solution: By the curve C,

~r(t) = (x, y, z) = (cos t, sin t, sin t), 0 ≤ t ≤ π/2.

F~ (~r(t)) = (x, y, z) = (cos t, sin t, sin t)

38 CONTENTS
Z Z Z b
F~ · d~r = xdx + ydy + zdz = F~ (~r(t)) · ~r 0 (t)dt
C C a
Z π/2
= [(cos t)(cos t)0 + (sin t)(sin t)0 + (sin t)(sin t)0 ]dt
0
Z π/2
1 π/2 1
= sin t cos tdt = (sin t)2 |0 = .
0 2 2

4.3 Line Integrals of Conservative Vector fields

Fundamental Theorem for Line Integral: Let F~ = ∇f be a conservative
vector field, and C be a smooth curve defined by parametric equation C : ~r =
~r(t), a ≤ t ≤ b. Then
Z
F~ · d~r = f (~r(b)) − f (~r(a)).
C

Path Independence of Line Integrals: Let F~ be a vector field continuous in

an open connected region. The following statements are equivalent:
(a) The line integral is independent of path.
(b) The line integral is zero along any closed curve.
(c) F~ is a conservative vector field.

Example 72. The vector field F~ = (3+2xy, x2 −3y 2 )Ris conservative. A potential
function of this field is f (x, y) = 3x + x2 y − y 3 . Find C (3 + 2xy)dx + (x2 − 3y 2 )dy
, where C is a curve defined by x = et sin t, y = et cos t, 0 ≤ t ≤ π.

Solution: To find the line integral, look at the starting and ending point
of the curve. When t = 0, x = 0, y = 1. When t = π, x = 0, y = −eπ . Hence
Z Z
2 2
(3+2xy)dx+(x −3y )dy = F~ ·d~r = f (~r(π))−f (~r(0)) = f (0, −eπ )−f (0, 1) = e3π +1.
C C

Example 73. Given f (x, y, z) =R xz + y 2 z is a potential function of the vector

field F~ = (z, 2yz, x + y 2 ). Find C F~ · d~r , where C is a curve defined by x =
t, y = t2 , z = 2t, 0 ≤ t ≤ 1.

Solution: To find the line integral, look at the starting and ending point
of the curve. When t = 0, x = 0, y = 0, z = 0. When t = 1, x = 1, y = 1, z = 2 .
Hence Z
F~ · d~r = f (1, 1, 2) − f (0, 0, 0) = 4.
C
CONTENTS 39

A new method to find the potential function by Line Integral:

Z 1
f (x, y, z) = F~ (tx, ty, tz) · (x, y, z) dt + c.
0

Proof. Let C be the line segment from P0 (x0 , y0 , z0 ) to P (x, y, z), where P0
is arbitrary.
C : ~r(t) = (1−t)P0 +tP = ((1−t)x0 +tx, 1−t)y0 +ty, 1−t)z0 +tz), 0 ≤ t ≤ 1.
Usually we take P0 = (0, 0, 0). Then
C : ~r(t) = tP = (tx, ty, tz), 0 ≤ t ≤ 1.
Z Z 1
f (x, y, z) = ~
F (x, y, z) · d~r + c = F~ (~r(t)) · ~r 0 (t) dt + c
C 0
Z 1
= F~ (tx, ty, tz) · ~r 0 (t) dt + c.
0

Example 74. Find f (x, y, z) by Line Integral such that ∇f = F~ (x, y, z) =

(z, 2yz, x + y 2 ), and f (1, 1, −1) = 5.

Solution: Z 1
f (x, y, z) = F~ (tx, ty, tz) · (x, y, z) dt + c
0
Z 1
= (tz, 2tytz, tx + (ty)2 ) · (x, y, z) dt + c
0
Z 1
= (tzx + 2t2 y 2 z + tzx + t2 y 2 z) dt + c
0
Z 1
= (2tzx + 3t2 y 2 z) dt + c
0

= xz + y 2 z + c.
f (1, 1, −1) = 5, ⇒ −2 + c = 5, ⇒ c = 7.
f (x, y, z) = xz + y 2 z + 7.
40 CONTENTS

Chapter 5: Double Integrals

5.1-5.2 Double Integrals

Consider the function z = f (x, y) defined on a rectangle R : a ≤ x ≤ b, c ≤ y ≤ d.
Subdivide [a, b] into a = x0 < x1 < · · · < xm = b, and [c, d] into c = y0 < y1 <
· · · < yn = d.
The double integral over this rectangle is
ZZ Xm X n
f (x, y)dA = lim f (xij , yij )∆A,
m,n→∞
R i=1 j=1

where ∆A = ∆x∆y, ∆x = b−a m

, ∆y = d−c
n
, xi−1 ≤ xij ≤ xi , yi−1 ≤ yij ≤ yi .
Geometric meaning: If f (x, y) ≥ 0, then it is the volume of the solid under
the graph of f (x, y), above the x-y plane, bounded by R.

The average value of the function defined inside R is

ZZ
1
fave = f (x, y)dA.
(b − a)(d − c)
R
Numerical Approximation: Midpoint Rule: To approximate a double integral
numerically, we may choose the middle point in each small rectangle as the sam-
ple point, or the top right corner (xi , yj ) as the sample point.

Properties
RR of Double Integrals: RR RR
(i) [f (x, y) + g(x, y)]dA = f (x, y)dA + g(x, y)dA.
RRR RR R R
(ii) cf (x, y)dA = c f (x, y)dA.
R R RR RR
(iii) If f (x, y) ≤ g(x, y) for all (x, y) ∈ R, then f (x, y)dA ≤ g(x, y)dA.
S T RR R RRR
(iv) If R = R1 R2 , R1 R2 = ∅, then f (x, y)dA = f (x, y)dA +
RR R R 1
f (x, y)dA.
R2 RR
(v) dA = the area of R.
R RR
(vi) If m ≤ f (x, y) ≤ M for all (x, y) ∈ R, then mA ≤ f (x, y)dA ≤ M A,
R
where A is the area of R.
Iterated Integrals
Fubini’s Theorem: If f (x, y) is continuous on the rectangle R : a ≤ x ≤ b, c ≤
y ≤ d, then
ZZ Z bZ d Z dZ b
f (x, y)dA = f (x, y)dy dx = f (x, y)dx dy.
a c c a
R
CONTENTS 41

The right hand side is called iterated integral. By this theorem, we can evaluate
a double integral using an iterated integral.
Special case: If f (x, y) = g(x)h(y), then the iterated integral becomes the
product of two integrals.
ZZ Z b  Z d 
f (x, y)dA = g(x) dx h(y) dy .
a c
R
RR
Example 75. Find zdA, where z = y sin(xy), R = {(x, y)|1 ≤ x ≤ 2, 0 ≤
R
y ≤ π/2}.

Solution:
ZZ Z π/2 Z 2 Z π/2
f (x, y)dA = y sin(xy)dx dy = (− cos(xy)) |21 dy
0 1 0
R
Z π/2  
1 π/2
= (− cos(2y) + cos(y)) dy = − sin(2y) + sin(y) |0 = 1.
0 2

Remark. We may use the other order to integrate with respect to x first, but
it involves an integral that is harder to evaluate.
RR
Example 76. Find zdA, where z = 16 − x2 − 2y 2 , R = [0, 2] × [0, 2].
R

Solution:
ZZ Z 2 Z 2 Z 2  
2 2 1 3
zdA = (16 − x − 2y )dx dy = 2
16x − x − 2xy |2x=0 dy
0 0 0 3
R
Z 2  
88 2
= − 4y dy = 48.
0 3

Double Integrals over General Regions

y-simple (or Type I): A region R is of Type I, if
R = Ryx = {(x, y) : a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}.
Then Z bZ
ZZ g2 (x)
f (x, y)dA = f (x, y)dy dx.
a g1 (x)
R

x-simple (or Type II): A region R is of Type II, if

R = Rxy = {(x, y) : c ≤ y ≤ d, h1 (y) ≤ x ≤ h2 (y)}.
Then ZZ Z d Z h2 (y)
f (x, y)dA = f (x, y)dx dy.
c h1 (y)
R
42 CONTENTS

Example 77. A region D : x2 + y 2 ≤ 4. Rewrite it as y-simple, and x-simple

region.

Solution:
√ √
• y-simple: − 4 − x2 ≤ y ≤ 4 − x2 , −2 ≤ x ≤ 2.
p p
• x-simple: − 4 − y 2 ≤ x ≤ 4 − y 2 , −2 ≤ y ≤ 2.

RR
Example 78. Find zdA, where z = x+2y, R is the region bounded by y = 2x2
R
and y = x2 + 1.
CONTENTS 43

Solution: The intersection points of y = 2x2 and y = x2 + 1 are x = ±1.

Thus R = {(x, y) : −1 ≤ x ≤ 1, 2x2 ≤ y ≤ x2 + 1}.
ZZ Z 1 Z x2 +1 Z 1
32
zdA = (x + 2y)dy dx = (−3x4 − x3 + 2x2 + x + 1) dx = .
−1 2x2 −1 15
R

RR
Example 79. Evaluate D
ln y dA, D is the region bounded by 3y = x + 2 and
x = y2.

Solution: The intersections are (1, 1), (4, 2). Thus D = Rxy = {(x, y) :
1 ≤ y ≤ 2, y 2 ≤ x ≤ 3y − 2}. Thus
ZZ Z 2 Z 3y−2
ln y dA = ln y dx dy
D 1 y2

Z 2
= (3y − 2 − y 2 ) ln y dy
1
 2
3 2 1 3 3 2 1 3
= ( y − 2y − y ) ln y − ( y − 2y − y )
2 3 4 9 1
2 19
= − ln 2 + .
3 36

General Region:
A region R has to be subdivided into a number of such regions and calculate
the integral separately. If a region can be regarded either as a Type I region, or
a Type II region, in some cases, the order of integration is significant.

Changing the order of integration: Some regions can be regarded as of Type

I or of Type II. We may use two different ways to express a double integral over
44 CONTENTS

such a region as iterated integral. In some cases, both ways are appropriate,
and give the same result. However, in some cases, one iterated integral can be
evaluated, but the other cannot.
Z 3Z 9
Example 80. Sketch and shade the region of the integral y sin(x2 )dxdy,
0 y2
then evaluate the integral.

R9
Solution: Since the integral y2 y sin(x2 )dx cannot be integrated analyti-
cally, this iterated integral cannot be integrated in this order. We need to change
the order.
√
3 9 9 x
1 − cos 81
Z Z ZZ Z Z
y sin(x2 )dxdy = y sin(x2 )dA = y sin(x2 )dydx = .
0 y2 0 0 4
R

Z 4 Z 2 p
Example 81. Sketch and shade the region of the integral √
1 + y 3 dydx,
0 x
then evaluate the integral.

Solution:
√
{(x, y) : x ≤ y ≤ 2, 0 ≤ x ≤ 4} → {(x, y) : 0 ≤ y ≤ 2, 0 ≤ x ≤ y 2 }
Z 4Z 2 p Z 2 Z y2 p
3
1 + y dydx = 1 + y 3 dx dy
√
0 x 0 0
Z 2 p
= y 2 1 + y 3 dy
0
9
1 √
Z
u du, u = 1 + y 3
1 3
2 52
= u3/2 |91 = .
9 9
CONTENTS 45

5.3 Applications of Double Integrals

1. Volume of solids under a surface: Let z = f (x, y), (x, y) ∈ R define a
surface S, where f (x, y) ≥ 0 for all (x, y) ∈ D. Then the volume V of the solid
lying directly above D is: ZZ
V = f (x, y)dA.
D

Example 82. Find the volume under the surface z = 4 − x2 − y 2 that projects
onto the region
R = {(x, y) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1}.

Solution:
ZZ Z 1 Z 1 Z 1
2 2 1 2 10
V = zdA = (4 − x − y )dx dy = (4 − x2 − )dx = 4 − = .
0 0 0 3 3 3
R

Volume of solids of revolution: The volume of the solid of revolution obtained

by rotating D about the x-axis in the plane is given by
ZZ
2πydA.
D

The volume of the solid of revolution obtained by rotating D about the y-axis
in the plane is given by ZZ
2πxdA.
D

Example 83. Find the volume of the sphere with radius r.

4
Solution: 3
πr3 .

2. Mass of the lamina: Let z = ρ(x, y), (x, y) ∈ D define the density of the
lamina occupies the region D. Then the mass m of the lamina is:
ZZ
m= ρ(x, y)dA.
D

Example 84. Find the mass of the lamina that occupies the region D = {(x, y) :
2
0 ≤ x ≤ 1, 0 ≤ y ≤ 1} with the density function ρ(x, y) = xyex .

Solution: ZZ Z 1 Z 1
2
m= ρ(x, y)dA = xyex dx dy
0 0
D
46 CONTENTS

1  1 1
e−1 e−1
Z Z
1 x2
ye dy = y dy = .
0 2 x=0 0 2 4

Moments and Centers of Mass: Now lets find the center of mass of a lamina
with density function ρ(x, y) that occupies a region D.
Recall that the moment of a particle about an axis is defined as the product
of its mass and its directed distance from the axis. The moments of the entire
lamina about the x-axis and about the y-axis are:
ZZ ZZ
Mx = yρ(x, y)dA, My = xρ(x, y)dA.
D D

The center of mass of a lamina occupying the region D and having density func-
tion ρ(x, y) and mass m are:
My Mx
(x̄, ȳ) = ( , ).
m m
Example 85. Let ρ(x, y) = x2 + y 2 , and D is a triangle bounded by x = 0,
x = y, x + y = 2. Find the mass of the lamina and the center of mass.

Solution: m = 34 , My = 7
15
, Mx = 53 .

3. Surface area: For a differentiable surface S: z = f (x, y), (x, y) ∈ D, the

area of the surface is
ZZ ZZ q
dS = (fx )2 + (fy )2 + 1 dA.
S D
q
dS = (fx )2 + (fy )2 + 1 dA.

Example 86. Find the area of the surface z = 2y + 32 x3/2 that lies directly above
the region D = {(x, y) : 4 ≤ x ≤ 11, 0 ≤ y ≤ 3}.

Solution:
ZZ q
Surf ace Area = (zx )2 + (zy )2 + 1 dA
D

√ 2 √
ZZ q ZZ
= 2
( x) + 2 + 1 dA = x + 5 dA
D D
11 Z 3 √ 11 √
Z Z
x + 5dy dx = 3 x + 5dx
4 0 4
11
= 2(x + 5)3/2 4 = 2(64 − 27) = 74.
CONTENTS 47

5.4 Change of variables in double integrals

Review Substitution rule in calculus I.

Change of Variables for a Double Integral: Suppose that we want to inte-

grate f (x, y) over the region R. Under the change of variables: x = g(u, v), y =
h(u, v), the region R for (x, y) becomes D for (u, v), and the integral becomes,
ZZ ZZ
f (x, y)dA = f (g, h)J(u, v)dudv,
R D

where
 
 ∂(x, y) 
• J(u, v) = 
  = ∂x ∂y − ∂y ∂x , and is called the Jacobian of the
∂(u, v)  ∂u ∂v ∂u ∂v
transformation.

• dA = J(u, v)dudv.

• For polar coordinates x = x0 + r cos θ, y = y0 + r sin θ, J(r, θ) = r, where

(x0 , y0 ) is the centre.
ZZ ZZ
f (x, y)dA = f (x0 + r cos θ, y0 + r sin θ) r dr dθ.
D
R

• For elliptic coordinates x = x0 + ar cos θ, y = y0 + br sin θ, J(r, θ) = abr,

where (x0 , y0 ) is the centre.
ZZ ZZ
f (x, y)dA = f (x0 + ar cos θ, y0 + br sin θ) abr dr dθ.
D
R

2 +y 2 )
zdA, where z = e−((x+2)
RR
Example 87. Evaluate ,
R
R = {(x, y) : x ≥ −2, y ≥ 0, x2 + 4x + y 2 ≤ 0}.

Solution: In polar coordinates: x = −2 + r cos θ, y = r sin θ,

R ⇒ D = {(r, θ) : 0 ≤ θ ≤ π/2, 0 ≤ r ≤ 2}
π/2 2
(1 − e−4 )π
ZZ Z Z
2
zdA = e−(r ) rdrdθ = .
0 0 4
R

Example 88. Find the volume of the sphere x2 + y 2 + z 2 = a2 .

Solution: Let R = {(x, y) : x2 + y 2 ≤ a2 }. Then

ZZ ZZ p
V =2 z dA = 2 a2 − x2 − y 2 dA
R R
48 CONTENTS
ZZ √ Z a Z 2π √
=2 2 2
a − r rdθdr = 2 r a2 − r2 dθdr
D 0 0
Z a √ Z 0 √
= 4π r a2 − r2 dr = −2π udu, u = a2 − r 2
0 a2

2 4
= −2π u3/2 |0a2 = πa3 .
3 3

Example 89. Find the surface area of the sphere x2 + y 2 + z 2 = a2 .

p
Solution: Let R = {(x, y) : x2 + y 2 ≤ a2 }, z = a2 − x2 − y 2 . Then
x y
zx = − p , zy = − p .
a − x2 − y 2
2 a − x2 − y 2
2

ZZ q ZZ
a
surf ace area = 2 zx2 + zy2 + 1 dA = 2 p dA
R R a − x2 − y 2
2

ZZ
a
=2 √ rdθdr, x = r cos θ, y = r sin θ
D a2 − r2
Z a Z 2π Z a
r r
= 2a √ dθdr = 4πa √ dr
2
a −r 2 a − r2
2
0 0 0
Z 0
= −2πa u−1/2 du, u = a2 − r2
a2

= 4πa2 .

RR
Example 90. Find (x − 2)(y + 1)dA, where
D
D = {(x, y) : 36x − 144x + y 2 + 2y + 109 ≤ 0, x ≥ 2, y ≥ −1}.
2

Solution: Rewrite the region D:

36(x − 2)2 + (y + 1)2 ≤ 36.

Let x = 2 + r cos θ, y = −1 + 6r sin θ. 0 ≤ r ≤ 1, 0 ≤ θ ≤ π/2.

ZZ Z π/2 Z 1
xydA = 6r2 cos θ sin θ 6rdrdθ
R 0 0

 1
1 4  1 2 π/2 9
= 36 r  ( sin θ)|0 = .
4 0 2 2
CONTENTS 49

5.5 3-D plots

A quadric surface is the graph of a second degree equation in three variables
x, y, z:

Ax2 + By 2 + Cz 2 + Dxy + Eyz + F xz + Gx + Hy + Iz + J = 0.

By rotating the surface, or equivalently, rotating the axes, we may assume that
D = E = F = 0.

x2 y2 z2
1. Ellipsoid: a2
+ b2
+ c2
= 1, a, b, c > 0.

x2 y2 z2
2. (Elliptic) Cone: The general equation of a cone is: a2
+ b2
− c2
= 0,
a, b, c > 0.

3. Cylinder
A cylinder is a surface consisting of lines parallel (rulings) to a given line
passing through a given plane curve. In most cases, the rulings are parallel to an
axis. In this case, the equation of the surface contains only two variables, which
gives the plane curve in a coordinate plane. For example,
(i) (Right-circular) Cylinder x2 + y 2 = a2 . This is a cylinder containing lines
parallel to the z-axis passing through points on the unit circle in the xy- plane.
(ii) Parabolic cylinder x2 + 2rz = 0, r 6= 0. This is a cylinder containing lines
parallel to the y-axis passing through points on the curve z = x2 in the xz- plane.
(iii) yz = 1. This is a cylinder containing lines parallel to the x-axis passing
through points on two branches of the curve yz = 1 in the yz- plane.
2 2
(iv) Elliptic cylinder xa2 + yb2 = 1. This is a cylinder containing lines parallel
to the z-axis passing through points on the ellipse in the xy- plane.
2 2
(v) Hyperbolic cylinder xa2 − yb2 = 1. This is a cylinder containing lines par-
allel to the z-axis passing through points on the ellipse in the xy- plane.
50 CONTENTS

x2 y2 z2
4. Hyperboloid of One Sheet: a2
+ b2
− c2
= 1, a, b, c > 0.

2 y2 z2
5. Hyperboloid of Two Sheets: − xa2 − b2
+ c2
= 1, a, b, c > 0.

x2 y2
6. Elliptic Paraboloid: a2
+ b2
= zc , a, b, c > 0.

x2 y2
7. Hyperbolic Paraboloid: a2
− b2
= zc , a, b, c > 0.

5.6 Parametric equations of surfaces

Let the vector form of the surface be ~r(u, v) = x(u, v)~i + y(u, v)~j + z(u, v)~k,
(u, v) ∈ D. Then {(x, y, z) : x = x(u, v), y = y(u, v), z = z(u, v), (u, v) ∈ D} is
called a parametric surface S represented by ~r.

Some special surfaces:

CONTENTS 51

• Ellipsoid
x2 y 2 z 2
1. Cartesian (rectangular) equation + 2 + 2 = 1.
a2 b c
2. Parametric form x = a sin φ cos θ, y = b sin φ sin θ, z = c cos φ, where
0 ≤ θ ≤ 2π, 0 ≤ φ ≤ π.
• Elliptic cone
x2 y 2 z 2
1. Cartesian equation + 2 − 2 = 0.
a2 b c
2. Parametric form x = av cos θ, y = bv sin θ, z = cv, where 0 ≤ θ ≤ 2π,
v ∈ R.
• Elliptic cylinder
x2 y 2
1. Cartesian equation + 2 = 1.
a2 b
2. Parametric form x = a cos θ, y = b sin θ, z = v, where 0 ≤ θ ≤ 2π.
• Hyperbolic cylinder
x2 y 2
1. Cartesian equation − 2 = −1.
a2 b
2. Parametric form x = a sinh u, y = b cosh u, z = v, where u, v ∈ R.
• Hyperbolic paraboloid
x2 y 2
1. Cartesian equation 2 − 2 = −z.
a b
√ √
2. Parametric form x = a v sinh u, y = b v cosh u, z = v, where u, v ∈
R.
• Torus
p
1. Cartesian equation x2 + y 2 + z 2 + c2 − a2 − 2c x2 + y 2 = 0.
2. Parametric form x = (c + a cos v) cos u, y = (c + a cos v) sin u, z =
a sin v, where 0 ≤ u, v < 2π, c > a > 0.

Two special coordinates:

• Cylindrical coordinates: x = r cos θ, y = r sin θ, z = z.
• Spherical coordinates: x = ρ sin φ cos θ, y = ρ sin φ sin θ, z = ρ cos φ.
Example 91. Ellipsoid
x2 y 2 z 2
+ 2 + 2 =1
a2 b c
can be parameterized as

x = a sin φ cos θ, y = b sin φ sin θ, z = c cos φ,

where 0 ≤ θ ≤ 2π, 0 ≤ φ ≤ π.
52 CONTENTS

Tangent plane. The tangent plane of the parametric surface S at a point

(u0 , v0 ) is the plane containing the two tangent vectors ~ru (u0 , v0 ) and ~rv (u0 , v0 ).

Surface area. Let S be the smooth surface above. If S is covered just once as
(u, v) varies throughout D, then the surface area of S is
ZZ
A(S) = |~ru × ~rv |dA,
D

where
∂x~ ∂y ~ ∂z ~ ∂x~ ∂y ~ ∂z ~
~ru = i+ j+ k, ~rv = i+ j+ k.
∂u ∂u ∂u ∂v ∂v ∂v
Example 92. Parameterize the surface in rectangular (Cartesian) coordinates:

z = 2y 2 + 3z 2

Solution:
1 1
y = √ r cos θ, y = √ r sin θ, x = r2 .
2 3

Example 93. Change the surface ~r(u, v) = 3u~i + 2v~j + (3 − u + v)~k into rect-
angular (Cartesian) coordinates.

Solution:
1 1
y = √ r cos θ, y = √ r sin θ, x = r2 .
2 3
CONTENTS 53

Chapter 6: The Three Big Theorems

6.1-6.2 Surface Integrals

1. Surface Integrals of Scalar Fields
Let f (x, y, z) be a function defined in a region in space containing a surface
S. The surface integral of f over S is
ZZ
f (x, y, z)dS.
S

• If S is defined by z = g(x, y) and the projection of S onto the xy-plane is

D, then
ZZ ZZ q
f (x, y, z)dS = f (x, y, g(x, y)) gx2 + gy2 + 1dA.
S D

• If S is defined by y = g(x, z) and the projection of S onto the xz-plane is

D, then
ZZ ZZ p
f (x, y, z)dS = f (x, g(x, z), z) gx2 + gz2 + 1dA.
S D

• If S is defined by x = g(y, z) and the projection of S onto the yz-plane is

D, then
ZZ ZZ q
f (x, y, z)dS = f (g(y, z), y, z) gy2 + gz2 + 1dA.
S D

• Parametric Surfaces: Let S be be a smooth surface with parametric repre-

sentation ~r(u, v) = x(u, v)~i + y(u, v)~j + z(u, v)~k, (u, v) ∈ D. Then
ZZ ZZ
f (x, y, z)dS = f (~r(u, v))|~ru × ~rv |dA.
S D

The unit normal vector of the surface S is

~ru × ~rv
~n = .
|~ru × ~rv |
RR
Example 94. Evaluate S ydS, where S is the part of the plane 2x + 2y + z = 8
that lies in the first octant .

Solution: R is the triangle bounded by lines x = 0, y = 0, 2x + 2y = 8.

Note that
R = Ryx = {(x, y) : 0 ≤ y ≤ 4 − x, 0 ≤ x ≤ 4}.
By z = 8 − 2x − 2y, zx = −2, zy = −2. Thus
ZZ ZZ q ZZ p
ydS = 2 2
y zx + zy + 1dA = y (−2)2 + (−2)2 + 1dA
S R R
Z 4 Z 4−x Z 4
3
=3 ydydx = (4 − x)2 dx = 32.
0 0 2 0
54 CONTENTS

Example 95. Evaluate S √x+y

RR
2z+1
dS, where S is the surface given by ~r(u, v) =
(u + v)~i + (u − v)~j + (u2 + v 2 )~k, x = u + v, y = u − v, z = u2 + v 2 , (u, v) ∈ D =
{0 ≤ u ≤ 1, 0 ≤ v ≤ 2}.

Solution: ~ru × ~rv = 2(u + v)~i + 2(u − v)~j − 2~k. Thus

p
dS = |~ru × ~rv |dA = 2 2(u2 + v 2 ) + 1 dA.

Thus
ZZ ZZ
x+y 2u p
√ dS = p 2 2(u2 + v 2 ) + 1 dA
S 2z + 1 D 2(u2 + v 2 ) + 1
ZZ Z 2 Z 1
= 4u dA = 4 u dudv = 4.
D 0 0

Example 96. Find the surface area of a sphere with radius r.

Solution: The parametric surface is: x = r sin φ cos θ, y = r sin φ sin θ, z =

r cos φ, where (φ, θ) ∈ D = {0 ≤ φ ≤ π, 0 ≤ θ ≤ 2π}.

~rφ × ~rθ = r2 (sin2 φ cos θ, sin2 φ sin θ, sin φ cos φ),

|~rφ × ~rθ | = r2 sin φ.

ZZ
A(S) = |~rφ × ~rθ |dA = 4πr2 .
D

Example 97. Find the area of the surface z = x2 + y 2 that lies under the plane
z = 4.

Solution: Projecting the surface to xy-plane, we get D : x2 + y 2 ≤ 4.

ZZ q ZZ p
A= 2 2
1 + zx + zy dA = 1 + 4(x2 + y 2 )dA
D D
Z 2π Z 2 √
= 1 + 4r2 rdrdθ
0 0

1 π √

1 2 3/2 
= 2π
12
1 + 4r  = 6 (5 5 − 1).
0

2. Surface Integrals of Vector Fields:

CONTENTS 55

A surface S is orientable or two-sided if it has a unit normal vector ~n that

varies continuously over S. Let F~ be a continuous vector field defined in a region
containing an oriented surface S with unit normal vector ~n. The surface integral
(also called flux integral) of F~ across S in the direction of ~n is
ZZ ZZ
~ ~
F · dS = F~ · ~ndS.
S S

Remark: flux is the amount of ”something” crossing a surface, such as water,

wind, electric field.

The unit normal vector of the surface S is

~ru × ~rv
~n = .
|~ru × ~rv |
• If F~ = P~i + Q~j + R~k, and S is given by z = f (x, y) positive oriented and
D is the projection onto the xy-plane, then
ZZ ZZ
~ ~
F · dS = (−P zx − Qzy + R)dA.
S D

• If F~ = P~i + Q~j + R~k, and S is given by y = f (x, z) positive oriented and

D is the projection onto the xz-plane, then
ZZ ZZ
F~ · dS
~= (P yx − Q + Ryz )dA.
S D

• If F~ = P~i + Q~j + R~k, and S is given by x = f (y, z) positive oriented and

D is the projection onto the yz-plane, then
ZZ ZZ
~ ~
F · dS = (P − Qxy − Rxz )dA.
S D

+ y~j + z~k, S is the surface

Example 98. Find the flux of the vector field F~ = x~i p
that is composed of the part of the paraboloid z = 4 − x2 − y 2 lying inside
x2 + y 2 = 1.

Solution: Project S to xy-plane, we get D : x2 + y 2 ≤ 1. Change D to

R = {(r, θ) : 0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π}.
ZZ ZZ ZZ
4
f lux = F~ · dS
~= (−P zx − Qzy + R)dA = p dA
S D D 4 − x2 − y 2
ZZ
4
= √ rdrdθ.
R 4 − r2
56 CONTENTS

Example 99. Find the flux of the vector field F~ = (xy, y 2 , yz), S is the surface
x2 + y 2 + z 2 = 4 in the first octant.

√
Solution: Consider S as: y = 4 − x2 − z 2 . Then

D : x2 + z 2 ≤ 4, x ≥ 0, z ≥ 0.

Parametric Surfaces: Let S be be a smooth oriented surface with parametric

representation ~r(u, v) = x(u, v)~i + y(u, v)~j + z(u, v)~k, (u, v) ∈ D.
ZZ ZZ ZZ
~ ~
F · dS = ~
F · ~ndS = F~ (~r(u, v)) · (~ru × ~rv )dA.
S S D

Example 100. Find the flux of the vector field F~ = z~i + y~j + x~k across the unit
sphere x2 + y 2 + z 2 = 1.

Solution: The parametric surface is: S: ~r(φ, θ) = (sin φ cos θ, sin φ sin θ, cos φ),
where (φ, θ) ∈ D = {0 ≤ φ ≤ π, 0 ≤ θ ≤ 2π}.

~rφ × ~rθ = (sin2 φ cos θ, sin2 φ sin θ, sin φ cos φ),

F~ · (~rφ × ~rθ ) = 2 sin2 φ cos φ cos θ + sin3 φ sin2 θ.

ZZ ZZ
4π
F~ · dS
~= F~ (~r(u, v)) · (~ru × ~rv )dA = .
S D 3

6.3 Green’s Theorem

Green’s theorem gives the relationship between a line inte-
gral around a simple closed curve C and a double integral
over the plane region D bounded by C.

Green’s Theorem. Let C be a positively oriented (counter-clockwise), piece-

wise smooth, simple closed curve in the plane, and let D be the region bounded
by C. Let F~ (x, y) = (P (x, y), Q(x, y)). If P and Q are functions of (x, y) defined
on an open region containing D and have continuous partial derivatives there,
then I I ZZ  
~ ∂Q ∂P
P dx + Qdy = F · d~r = − dxdy.
C C D ∂x ∂y

Properties:

• If F~ is conservative, then F~ · d~r = 0.

H
C
CONTENTS 57

• For a closed region R with boundary C, the area of R is:

Z
1
A(R) = xdy − ydx.
2 C
H
Example 101. Use Green’s Theorem to evaluate C xydx + x2 y 3 dy where C is
the triangle with vertices (0, 0), (1, 0), (1, 2), with positive orientation.

Solution: D is the triangle with vertices (0, 0), (1, 0), (1, 2). Then D = Ryx :
0 ≤ y ≤ 2x, 0 ≤ x ≤ 1.
I ZZ Z 1 Z 2x
2 3 3 2
xydx + x y dy = (2xy − x)dxdy = ( (2xy 3 − x)dy)dx = .
C D 0 0 3

R 2
Example 102. Use Green’s Theorem to evaluate C (sin x + y 3 )dx + ey dy, where
C is the perimeter of the bounded region bounded by x = y 2 and y = x2 with
positive orientation.
58 CONTENTS

Solution: Note that Qx − Py = −3y 2 . By Green’s Theorem,

Z ZZ
3 y2
(sin x + y )dx + e dy = (−3y 2 )dA.
C D

To find D, the intersection between x = y 2 and y = x2 : (0,0), (1,1). Thus

√
D : x2 ≤ y ≤ x, 0 ≤ x ≤ 1.

Hence
√
Z ZZ Z 1 Z x
3 y2 2
(sin x + y )dx + e dy = (−3y )dA = (−3y 2 )dydx
C D 0 x2

Z 1 √
Z 1
3 x 2 1 9
= (−y )|y=x2 dx = (−x3/2 + x6 )dx = (− x5/2 + x7 )|10 = − .
0 0 5 7 35

6.4 Stokes’ Theorem

Stokes’ theorem relates a line integral over a closed curve
to a surface integral. It is a generalization of Green’s Theorem to higher
dimension.
Let S be an oriented piecewise-smooth surface that has a unit normal vector
~n and is bounded by a simple closed positively oriented curve C. If F~ = P~i +
Q~j + R~k is a vector field, where P, Q, R have continuous partial derivatives on
an open region containing S, then

Z ZZ
F~ · d~r = (∇ × F~ ) · dS.
~
C S

Physical interpretation: If F~ is a force field, then the work done by F~ along

C = the flux of curlF~ across S.
Remark S (∇ × F~ ) · dS ~= ~ · dS
~= curlF~ · ~ndS.
RR RR RR
S
curl F S

Example 103. Let F~ = z~i + x2~j + 2y~k, and let S be the surface whose boundary
C is the curve of intersection of the plane
Z 2x + 2y + z = 6 and the cylinder
x2 + y 2 = 4. Using Stokes’ Thm evaluate F~ · d~r.
C
CONTENTS 59

Solution: By Stokes’ Theorem,

Z ZZ
F~ · d~r = (∇ × F~ ) · dS
~
C S
ZZ
= (−P zx − Qzy + R)dA,
D

where the surface S is z = f (x, y) = 6 − 2x − 2y, (P, Q, R) = ∇ × F~ .

By z = 6 − 2x − 2y, zx = −2, zy = −2.
     
∂R ∂Q ∂P ∂R ∂Q ∂P ~k = 2~i+~j+2x~k.
∇×F~ , or, curlF~ = − ~i+ − ~j+ −
∂y ∂z ∂z ∂x ∂x ∂y
Thus
(P, Q, R) = (2, 1, 2x).
The projection D of S on the xy-plane is the disk x2 + y 2 ≤ 4. By polar
coordinates, x = r cos θ, y = r sin θ,
Z ZZ
~
F · d~r = (∇ × F~ ) · dS
~
C S
ZZ
= (−P zx − Qzy + R)dA
D
ZZ
= (6 + 2x) dA
D
Z 2 Z 2π
= (6 + 2r cos θ)rdrdθ = 24π.
0 0

Example 104. Let F~ = (−3y 2 , 2x, sin(z 2 + 1)), and let S be the surface whose
boundary C is the curve of intersection ofZthe plane x + z = 3 and the cylinder
x2 + y 2 = 4. Using Stokes’ Thm evaluate F~ · d~r.
C
60 CONTENTS

Solution: By Stokes’ Theorem,

Z ZZ
~
F · d~r = (∇ × F~ ) · dS
~
C S
ZZ
= (−P zx − Qzy + R)dA,
D

where ∇ × F~ = (P, Q, R). The surface S: z = 3 − x. Thus zx = −1, zy = 0.

     
∂R ∂Q ∂P ∂R ∂Q ∂P ~k = (2+6y)~k.
∇×F~ , or, curlF~ = − ~i+ − ~j+ −
∂y ∂z ∂z ∂x ∂x ∂y
Thus
(P, Q, R) = (0, 0, 2 + 6y).
The projection D of S on the xy-plane is the disk x2 + y 2 ≤ 4. By polar
coordinates, x = r cos θ, y = r sin θ,
Z ZZ
F~ · d~r = (∇ × F~ ) · dS
~
C S
ZZ
= (−P zx − Qzy + R)dA
D
ZZ
= (2 + 6y) dA
D
Z 2 Z 2π
= (2 + 6r sin θ)rdrdθ = 8π.
0 0

Example 105. Let F~ = z~i + 6x~j + 2y~k, and let S be the surface whose bound-
ary C is the curve of intersection of the plane 2x + 2y + z = 6 and the cylin-
2 2 ~
RR x + y = 4. Using Stokes’ Thm find the flux of ∇ × F , i.e., evaluate
der
S
(∇ × F~ ) · dS.
~
CONTENTS 61

Solution: By Stokes’ Theorem,

ZZ Z
(∇ × F~ ) · dS
~= F~ · d~r.
S C

For the curve C, let x = 2 cos t, y = 2 sin t, then z = 6 − 4 cos t − 4 sin t,

0 ≤ t ≤ 2π. Z Z
F~ · d~r = F~ · ~r 0 (t)dt
C C
Z 2π
= (6 − 4 cos t − 4 sin t, 12 cos t, 4 sin t) · (−2 sin t, 2 cos t, 4 sin t − 4 cos t)dt
0
Z 2π
= (−12 sin t − 8 sin t cos t + 24)dt
0

= (12 cos t − 4 sin2 t + 24t)|2π

t=0 = 48π

6.5 Triple Integrals

Triple integral of f (x, y, z) over the solid E:
ZZZ
f (x, y, z)dV.
E

• If f = 1, the triple integral is the volume of the solid E.

• If f is the density function, the triple integral gives the mass of E.

• If f is charge density, the triple integral gives total charge of E.

Triple Integral over a Rectangular Box

A rectangular box is the region in 3-dimensional space defined by

B = {(x, y, z) : a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}.

Fubini’s Theorem: If f (x, y, z) is continuous on the rectangular box B, then

ZZZ Z sZ d Z b
f (x, y, z)dV = f (x, y, z)dx dy dz.
r c a
B

This integral can also be evaluated by the other orders of the variables.

Example 106. Find the mass of B = {(x, y, z) : 0 ≤ x ≤ 2, 0 ≤ y ≤ 2, 0 ≤ z ≤

2} with the density function

δ(x, y, z) = x + y + z.
62 CONTENTS

Solution:
ZZZ ZZZ
M= δ(x, y, z)dV = (x + y + z)dV
B B

Z 2 Z 2 Z 2 Z 2
2
Z 2
1 2 
= (x + y + z)dx dy dz = ( x + xy + xz) dy dz
0 0 0 0 0 2 x=0
Z 2Z 2 Z 2 Z 2
2
2
= (2y + 2z + 2) dy dz = (y + 2yz + 2y)y=0 dz = (4z + 8) dz = 24.
0 0 0 0

Triple Integrals over a General Region

z-simple region (Type I). The region is bounded by a cylinder F (x, y) = 0,

and the graphs of two functions of x and y:

E = {(x, y, z) : (x, y) ∈ D, u1 (x, y) ≤ z ≤ u2 (x, y)},

where D is the region in (x, y) plane bounded by the graph of F (x, y) = 0. A

triple integral over a region E of type I is evaluated by
!
ZZZ ZZ Z u2 (x,y)
f (x, y, z)dV = f (x, y, z)dz dA.
u1 (x,y)
E D

x-simple region (Type II). The region is bounded by a cylinder F (y, z) = 0,

and the graphs of two functions of y and z:

E = {(x, y, z) : (y, z) ∈ D, u1 (y, z) ≤ x ≤ u2 (y, z)},

where D is the region in (y, z) plane bounded by the graph of F (y, z) = 0. A

triple integral over a region E of type II is evaluated by
!
ZZZ ZZ Z u2 (y,z)
f (x, y, z)dV = f (x, y, z)dx dA.
u1 (y,z)
E D

y-simple region (Type III). The region is bounded by a cylinder F (x, z) = 0,

and the graphs of two functions of x and z:

E = {(x, y, z) : (x, z) ∈ D, u1 (x, z) ≤ y ≤ u2 (x, z)},

where D is the region in (x, z) plane bounded by the graph of F (x, z) = 0. A

triple integral over a region E of type III is evaluated by
!
ZZZ ZZ Z u2 (x,z)
f (x, y, z)dV = f (x, y, z)dy dA.
u1 (x,z)
E D

Remark. If a region is not of any of these types, we can subdivide this region
into a finite number of regions of these types. The triple integral is the sum of
triple integrals over sub-regions.
CONTENTS 63

Example 107. Describe the region E by z-simple, x-simple, and y-simple re-
spectively, where E is the region bounded by paraboloid y = x2 + z 2 and y = 4.

The projections are:

Solution:
p p
• z-simple: − y − x2 ≤ z ≤ y − x2 , x2 ≤ y ≤ 4, −2 ≤ x ≤ 2.

√ √
• y-simple: x2 + z 2 ≤ y ≤ 4, − 4 − x2 ≤ z ≤ 4 − x2 , −2 ≤ x ≤ 2.

p p
• x-simple:− y − z 2 ≤ x ≤ y − z 2 , z 2 ≤ y ≤ 4, −2 ≤ z ≤ 2.

Example 108. Electric charge is distributed on the solid E with charge density
ρ = x + y , where E is the tetrahedron bounded by planes x = 0, y = 0, z = 0,
and x + y + z = 2. Find the total charge.
64 CONTENTS

Solution: We consider E as z-simple region. Then the projection to xy-

plane is the triangle bounded by x = 0, y = 0 and x + y = 2. Thus

0 ≤ z ≤ 2 − x − y, 0 ≤ y ≤ 2 − x, 0 ≤ x ≤ 2.
ZZZ Z 2 Z 2−x Z 2−x−y
total charge = (x + y)dV = (x + y) dzdydx
0 0 0
E
Z 2 Z 2−x
= (x + y)(2 − x − y) dydx
0 0
Z 2 Z 2−x
= (2x − x2 − 2xy + 2y − y 2 ) dydx
0 0
Z 2 
1
= 2
(2x − x )(2 − x) − x(2 − x) + (2 − x) − (2 − x)32 2
dx
0 3
Z 2  
1
= (2 − x)2 − (2 − x)3 dx
0 3
Z 0  
1
=− u2 − u3 dx, u=2−x
2 3
1 1 4
= ( u3 − u4 )|20 = .
3 12 3

6.6-6.7 Change of Variables in Triple Integrals

Suppose that we want to integrate f (x, y, z) over the region R. Under the trans-
formation T : x = g(u, v, w), y = h(u, v, w), z = k(u, v, w) the region R becomes
S, and the integral becomes,
ZZZ ZZZ
∂(x, y, z)
f (x, y, z)dV = f (g, h, k) dudvdw,
∂(u, v, w)
R S

where
∂x ∂x ∂x
 
 
∂(x, y, z)  ∂u
∂y
∂v
∂y
∂w
∂y

=  ∂u ∂v ∂w

∂(u, v, w)  ∂z ∂z ∂z


∂u ∂v ∂w

and is called the Jacobian of the transformation T , and

∂(x, y, z)
dV = dudvdw.
∂(u, v, w)

• Cylindrical coordinates: J(r, θ, z) = r.

• Spherical coordinates: J(ρ, φ, θ) = ρ2 sin φ.

CONTENTS 65

Triple Integrals in Cylindrical Coordinates

Cylindrical coordinate system uses (r, θ, z) to specify a point in space, where

r and θ are polar coordinates of the projection of the point on the xy-plane.
p x y
x = r cos θ, y = r sin θ, z = z; x2 + y 2 , cos θ = , sin θ = , z = z.
r=
r r
√
Example 109. (r, θ, z) = (−1, π, 2) ⇒ (x, y, z) = (1, 0, 2); (x, y, z) = ( 3, −1, 2) ⇒
(r, θ, z) = (2, −π/6, 2).

Suppose the region E of integration is of type I. A triple integral can be

evaluated with the cylindrical coordinates:

x = r cos θ, y = r sin θ, z = z, dV = rdzdrdθ.

Let D be the projection of E onto the xy-plane. Then

ZZZ ZZ Z u2 (x,y)
f (x, y, z)dV = f (x, y, z) dz dA
u1 (x,y)
E D

Z β Z h2 (θ) Z u2 (r cos θ,r sin θ)

= f (r cos θ, r sin θ, z)rdzdrdθ.
α h1 (θ) u1 (r cos θ,r sin θ)
RRR
Example 110. Find the integral (x2 + y 2 )dV , where E is the solid bounded
E
by √ √ p
−2 ≤ x ≤ 2, − 4 − x2 ≤ y ≤ 4 − x2 , x2 + y 2 ≤ z ≤ 2.

Remark. The question is equivalent to the integral

√
Z 2 Z 4−x2 Z 2

√ √ (x2 + y 2 ) dz dy dx.
−2 − 4−x2 x2 +y 2
66 CONTENTS
p
Solution: Note that E is the region bounded by the cone z = x2 + y 2
and the plane z = 2. In cylindrical coordinates, we obtain 0 ≤ r ≤ 2, 0 ≤ θ ≤ 2π,
r ≤ z ≤ 2. Thus
ZZZ Z 2π Z 2 Z 2
2 2 16π
(x + y )dV = r2 rdzdrdθ = .
0 0 r 5
E

RRR
Example 111. Find the integral zdV , where E is within x2 + y 2 = 4, below
E
z = 8, above z = 4 − x2 − y 2 .

Solution: By cylindrical coordinates,

E = {0 ≤ r ≤ 2, 0 ≤ θ ≤ 2π, 4 − r2 ≤ z ≤ 8}.
ZZZ Z 2π Z 2 Z 8
zdV = z rdz dr dθ
0 0 4−r2
E

Z 2π Z 2
1 28
= rz |z=4−r2 dr dθ
0 0 2
Z 2π Z 2
1
= r(48 + 8r2 − r4 ) dr dθ
0 0 2
Z 2π  
1 2 4 1 6 2 352
= 24r + 2r − r |r=0 dθ = π
0 2 6 3

Triple Integrals in Spherical Coordinates

A point P in the space may be specified (ρ, θ, φ):
CONTENTS 67

x = ρ sin φ cos θ, y = ρ sin φ sin θ, z = ρ cos φ, dV = ρ2 sin φdρdφdθ,

∂(x,y,z)
where ∂(ρ,θ,φ)
= ρ2 sinφ.
√
Example 112. (x, y, z) = (− 3, 1, 2), find (ρ, θ, φ).
If a region E is specified in spherical coordinates, then
ZZZ ZZZ
f (x, y, z)dV = f (ρsinφ cos θ, ρ sin φ sin θ, ρ cos φ)ρ2 sin φdρdφdθ,
E E

where the order of integration depends on the definition of E.

RRR p
Example 113. Find the integral I = x2 + y 2 + z 2 dV , where E is region
E
between the sphere x2 + y 2 + z 2 = 1, and the sphere x2 + y 2 + z 2 = 4.

Solution: It is easy to see that 1 ≤ ρ ≤ 2, 0 ≤ θ ≤ 2π, 0 ≤ φ ≤ π. Thus

ZZZ p Z 2π Z π Z 2 p
I= x2 + y 2 + z 2 dV = ρ2 ρ2 sin φdρdφdθ
0 0 1
E
Z 2π  Z π  Z 2 
3
= dθ sin φ dφ ρ dρ = 15π.
0 0 1
68 CONTENTS
RRR
Example 114. Find the integral I = zdV , where E is region within the
E
sphere x2 + y 2 + z 2 = 1 and above the plane z = 1/2.

Solution: The intersection of the sphere x2 + y 2 + z 2 = 1 and the plane

z = 1/2 is
x2 + y 2 = 3/4, ⇒ 0 ≤ θ ≤ 2π.
To find the interval for φ, we look at the intersection of the solid and the yz-plane:

√
2
√ 3/2 √
y = 3/4 ⇒ y = 3/2 ⇒ tan φ = = 3 ⇒ φ = π/3 ⇒ 0 ≤ φ ≤ π/3.
1/2

1
z ≥ 1/2 ⇒ ρ cos φ ≥ 1/2 ⇒ ρ ≥ .
2 cos φ
x2 + y 2 + z 2 ≤ 1 ⇒ ρ2 ≤ 1 ⇒ ρ ≤ 1.
Thus ZZZ Z 2π Z π/3 Z 1
I= zdV = ρ cos φρ2 sin φdρdφdθ
0 0 1/(2 cos φ)
E
Z 2π Z π/3  
1 1 9π
= sin φ cos φ 16 − dφdθ = .
64 0 0 cos4 φ 64
CONTENTS 69
p
Example 115. Find the volume of the solid above the cone z = x2 + y 2 and
within the sphere x2 + y 2 + (z − 1/2)2 = 1/4.

Solution: The intersection of this solid and the yz-plane is shown above.
We need to find ranges for ρ, θ, φ. Note that the solid is within the cone and
below the sphere, we have

π
x2 + y 2 − z 2 ≤ 0, ⇒ ρ2 sin2 φ − ρ2 cos2 φ ≤ 0, ⇒ sin φ ≤ cos φ, ⇒ 0 ≤ φ ≤ .
4
x2 +y 2 +(z−1/2)2 ≤ 1/4 ⇒ x2 +y 2 +z 2 −z ≤ 0 ⇒ ρ2 −ρ cos φ ≤ 0 ⇒ 0 ≤ ρ ≤ cos φ.
The intersections of x2 +y 2 −z 2 = 0 and x2 +y 2 +(z −1/2)2 = 1/4 are z = 0, 1/2,
which gives the domain in the xy-plane: x2 + y 2 = 1/4. Thus 0 ≤ θ ≤ 2π.
ZZZ Z 2π Z π/4 Z cos φ Z 2π Z π/4
2 1 π
V = dV = ρ sin φdρdφdθ = cos3 φ sin φdφdθ = .
0 0 0 0 0 3 8
E

6.8 The Divergence Theorem

The divergence theorem relates a surface integral to a
triple integral.

Let E be a simple solid region bounded by a closed piecewise-smooth surface

S, and let ~n be the unit outer normal to S. If F~ = P~i + Q~j + R~k is a vector field,
where P, Q, R have continuous partial derivatives on an open region containing
E, then ZZ ZZZ
F~ · dS
~= (div F~ )dV.
S E

~ where F~ = 3xz 2~i + 3y~j − z 3~k, S is the unit

F~ · dS,
RR
Example 116. Evaluate S
sphere x2 + y 2 + z 2 = 1.
70 CONTENTS

Solution:
ZZ ZZZ ZZZ
4
F~ · dS
~= div F~ dV = 3dV = 3 · π(1)3 = 4π.
S E E 3

~ where F~ = 3xz 2~i + (3y + yz)~j − z 3~k, S is

Example 117. Evaluate S F~ · dS,
RR
2 2 2
the unit sphere x + y + z = 1.

Solution:
ZZ ZZZ ZZZ
F~ · dS
~= div F~ dV = (3 + z)dV
S E E
Z 2π Z π Z 1 Z 2π Z π
1
2 1 4
3

= (3+ρ cos φ) ρ sin φdρdφdθ = (ρ + ρ cos φ) sin φdφdθ
0 0 0 0 0 4 ρ=0
Z 2π Z π 2π Z
1 1
= (sin φ + cos φ sin φ)dφdθ = (− cos φ + sin2 φ)|πφ=0 dθ
0 0 4 0 8
Z 2π
= (2) dθ = 4π.
0

Example 118. Evaluate S F~ · dS, ~ where F~ = 2xy 2~i + 2x2 y~j + z~k, S consists
RR

of three surfaces: z = 4 − 3x2 − 3y 2 , 1 ≤ z ≤ 4 on the top; x2 + y 2 = 1, 0 ≤ z ≤ 1

on the side; z = 0 on the bottom.

Solution:
ZZ ZZZ ZZZ
F~ · dS
~= div F~ dV = (2x2 + 2y 2 + 1)dV.
S E E

Z 2π Z 1 Z 4−3r2 Z 1
2
= (2r + 1) rdzdrdθ = 2π (4 − 3r2 )(2r3 + r) dr
0 0 0 0
9π
= .
2

6.11 Maxima and Minima

Part 1. Local extrema.

Definition 3. We say that a function f (x, y) has a relative (local) minimum at

a point (x0 , y0 ) if there is a circle centered at (x0 , y0 ) such that

f (x, y) ≥ f (x0 , y0 )
CONTENTS 71

for all (x, y) in that circle; f (x, y) has a relative (local) maximum at a point
(x0 , y0 ) if there is a circle centered at (x0 , y0 ) such that

f (x, y) ≤ f (x0 , y0 )

for all (x, y) in that circle.

We say that f (x, y) has the absolute (global) minimum at a point (x0 , y0 ) if

f (x, y) ≥ f (x0 , y0 )

for all (x, y) in the domain; f (x, y) has the absolute (global) maximum at a point
(x0 , y0 ) if
f (x, y) ≤ f (x0 , y0 )
for all (x, y) in the domain.

Definition 4. The critical points of a function f (x, y) are those points (x0 , y0 ) for
which fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0, or if fx (x0 , y0 ) or fy (x0 , y0 ) is undefined.
Saddle point: The graph of the function crosses the tangent plane at this point.

First-Partials Test for Relative Extrema: If f has a relative extrema at

(a, b), and the first partial derivatives exist in a circle centered at (a, b), then
(a, b) is a critical point.

Second-Partials Test for Relative Extrema: Assume that f has a continu-

ous partial derivatives on an open region containing (a, b). Let (a, b) be a critical
point of f . Denote

d(a, b) = fxx (a, b)fyy (a, b) − (fxy (a, b))2 .

1. If d > 0 and fxx (a, b) > 0, then f (a, b) is a relative minimum.

2. If d > 0 and fxx (a, b) < 0, then f (a, b) is a relative maximum.

3. If d < 0, then (a, b) is a saddle point.

4. If d = 0, then the second derivatives test gives nothing.

Example 119. Classify the critical points of f (x, y) = x3 − 3xy + y 3

Solution:

fx (x, y) = 3x2 − 3y, fy (x, y) = −3x + 3y 2 , ⇒

fxx (x, y) = 6x, fyy (x, y) = 6y, fxy (x, y) = −3.

Setting fx = 0 and fy = 0 : 3x2 − 3y = 0, −3x + 3y 2 = 0. We imply that
(x, y) = (0, 0), (1, 1).

d(x, y) = fxx (x, y)fyy (x, y) − (fxy (x, y))2 = 36xy − 9.

• d(0, 0) = −9, so (0, 0) is a saddle point.

• d(1, 1) = 27, fxx (1, 1) = 6 > 0, so f (1, 1) is a relative minimum.

72 CONTENTS

Example 120. Find and classify the critical points of the function f (x, y) =
12x2 y + y 3 − 24x2 − 6y 2 .

Solution:
fx = 24xy − 48x, fy = 12x2 + 3y 2 − 12y,
fx x = 24y − 48 fy y = 6y − 12 fx y = 24x

fx = 0
fy = 0

24xy − 48x = 0
12x + 3y 2 − 12y = 0
2

24x (y − 2) = 0 ⇒ x = 0 or y = 2
If x = 0, then

3y 2 − 12y = 0 ⇒ y = 0, y = 4

If y = 2, then

12x2 + 3y 2 − 12y = 12 x2 − 1 = 0


⇒ x = −1, x = 1

Critical points are: (0,0), (0,4), (1,2), (-1,2).

d(x, y) = (24y − 48) (6y − 12) − (24x)2 = 144 (y − 2)2 − 4x2

 

d (0, 0) > 0 fx x (0, 0) < 0

d (0, 4) > 0 fx x (0, 4) > 0
d (−1, 1) < 0
d (1, 1) < 0

(0, 0) : Relative Maximum

(0, 2) : Relative Minimum
(1, 1) : Saddle Point
(−1, 1) : Saddle Point

Example 121. Find the critical point(s) of f (x, y) = x(x − 2)y(y + 4) and
classify them.
CONTENTS 73

Solution:

fx = (2x − 2)y(y + 4), fy = x(x − 2)(2y + 4).

Set
fx = 0, fy = 0,
i.e.,
(2x − 2)y(y + 4) = 0, x(x − 2)(2y + 4) = 0.
So critical points are

(1, −2), (0, 0), (0, −4), (2, 0), (2, −4).

To test all of them, we use the Second-Partials Test.

fxx (x, y) = 2y(y + 4), fyy (x, y) = 2x(x − 2), fxy (x, y) = (2x − 2)(2y + 4).

d(x, y) = fxx (x, y)fyy (x, y) − (fxy (x, y))2 .

• d(1, −2) = 16 > 0, fxx (1, −2) = −2 < 0, so f (1, −2) is a relative max.

• d(0, 0) = −64 < 0, so (0,0) is a saddle point.

• d(0, −4) = −64 < 0, so (0,-4) is a saddle point.

• d(2, 0) = −64 < 0, so (2,0) is a saddle point.

• d(2, −4) = −64 < 0, so (2,-4) is a saddle point.

Example 122. Find the shortest distance from the point (0, 0, −2) to the plane
Π : x + 2y + z = 4.

Solution: The distance from any point (x, y, z) ∈ Π to the point (0, 0, −2)
is p
d= x2 + y 2 + (z + 2)2 , z = 4 − x − 2y.
p
d = x2 + y 2 + (6 − x − 2y)2 .
Let
f (x, y) = x2 + y 2 + (6 − x − 2y)2 .
When f has minimum, d will be minimum.

fx = 2x − 2(6 − x − 2y), fy = 2y − 4(6 − x − 2y).

From fx = 0, fy = 0 we imply that (x, y) = (1, 2), which is the only critical point.

fxx (x, y) = 4, fyy (x, y) = 10, fxy (x, y) = 4.

D(1, 2) = fxx (1, 2)fyy (1, 2) − fxy (1, 2)2 = 24 > 0, fxx (1, 2) > 0.
74 CONTENTS

Thus we have local min at (1, 2), which should be global min.
√
d = 6.

Part 2. Finding the absolute extrema of the function f (x) defined on

closed region D.

• Find the critical points inside D, then values of f (x) at the critical points.

• Find the max and min values of f (x) on the boundary.

• Take the largest and smallest values of these extrema to get absolute max
and min.

Example 123. Find the absolute extrema of f (x, y) = x3 − 3x + 9y 2 + 1 on the

region D : {(x, y)| − 2 ≤ x ≤ 3, −1 ≤ y ≤ 4}.

Solution:
Step 1. Inside D.

fx (x, y) = 3x2 − 3, fy (x, y) = 18y.

Setting fx = 0 and fy = 0 : We imply that (x, y) = (1, 0), (−1, 0). They are
critical points inside the rectangle.

f (1, 0) = −1, f (−1, 0) = 3.

Step 2. On the boundary of D.

Line segments L1 : −2 ≤ x ≤ 3, y = −1, let

g(x) = f (x, −1) = x3 − 3x + 10.

g 0 (x) = 0, x = ±1. Note that

g(1) = 8, g(−1) = 12, g(−2) = 8, g(3) = 28.

Line segments L2 : −2 ≤ x ≤ 3, y = 4, let

g(x) = f (x, 4) = x3 − 3x + 145.

g 0 (x) = 0, x = ±1.

g(1) = 143, g(−1) = 147, g(−2) = 143, g(3) = 163.

Line segments L3 : −1 ≤ y ≤ 4, x = −2, let

g(y) = f (−2, y) = 9y 2 − 1.
CONTENTS 75

g 0 (y) = 0, y = 0.
g(0) = −1, g(−1) = 8, g(4) = 143.
Line segments L4 : −1 ≤ y ≤ 4, x = 3, let

g(y) = f (3, y) = 9y 2 + 19.

g 0 (y) = 0, y = 0.
g(0) = 19, g(−1) = 28, g(4) = 163.
Therefore On the boundary of D: the minimum is f (−2, 0) = −1, the
maximum is f (3, 4) = 163.

Step 3. Comparing values of f in Step 1 and Step 2, the absolute max = 163
at (3, 4), absolute min = −1, at (−2, 0) or (1, 0).

Example 124. Find the absolute extrema of f (x, y) = x3 − 3x + 9y 2 + 1 on the

region 4x2 + 9y 2 ≤ 36.

Solution:
Step 1. Inside D.

fx (x, y) = 3x2 − 3, fy (x, y) = 18y.

Setting fx = 0 and fy = 0 : We imply that (x, y) = (1, 0), (−1, 0). They are
critical points inside the ellipse.

f (1, 0) = −1, f (−1, 0) = 3.

Step 2. On the boundary of D. 4x2 + 9y 2 = 36.

Method 1. Eliminating one variable:

9y 2 = 36 − 4x2 .

From 4x2 ≤ 36 we imply that −3 ≤ x ≤ 3.

f (x, y) = x3 − 3x + 9y 2 + 1 = x3 − 3x + 37 − 4x2 = g(x), −3 ≤ x ≤ 3.

1
g 0 (x) = 0, ⇒ 3x2 − 8x − 3 = 0, ⇒ x = − , 3.
3
1 1013
g(− ) = , g(3) = 19, g(−3) = −17.
3 27

Method 2: Let
x = 3 cos t, y = 2 sin t.
Then
g(t) = f (x, y) = 27 cos3 t − 9 cos t + 36 sin2 t + 1.
76 CONTENTS

g 0 (t) = 81 cos2 t(− sin t) + 9 sin t + 72 sin t cos t = −9 sin t(9 cos t + 1)(cos t − 1).
g 0 (t) = 0, sin t = 0, or cos t = −1/9, or cos t = 1.
t = 0, π, 2π, or cos t = −1/9.
√
Critical points are (3, 0), (−3, 0), (− 31 , ± 8 9 5 ).
√
1 8 5 1013
f (3, 0) = 19, f (−3, 0) = −17, f (− , ± )= .
3 9 27

Step 3. Comparing√values of f in Step 1 and Step 2, the absolute absolute

max= 1013
27
at (− 13 , ± 8 9 5 ), absolute min = -17, at (−3, 0).

6.12 Lagrange Multipliers

Case 1. Two variables with one constraint: Find the extreme values of the
function z = f (x, y) subject to constraint g(x, y) = 0.
Interpretation. Find extreme values of f (x, y) on a curve.
When z attains an extreme value a, the level curve f (x, y) = a and g(x, y) = 0
have the same tangent line. Hence their gradient vectors have the same or op-
posite direction: ∇f = λ∇g, λ is a constant, called Lagrange Multiplier.

Method of Lagrange Multipliers:

• Solve the system of equations:

∇f = λ∇g, g(x, y) = 0.

Let’s say, the solutions are (xi , yi ), i = 1, ..., n.

• The maximum = max{f (xi , yi ) : i = 1, ..., n}. The minimum = min{f (xi , yi ) :
i = 1, ..., n}.

Example 125. Find the max and min of z = f (x, y) = xy, subject to x2 +y 2 = 1.

Solution: Here g(x, y) = x2 + y 2 − 1. ∇f = (y, x), ∇g = (2x, 2y). So we

have

y = λ2x,
x = λ2y,
x + y 2 = 1.
2

We have x = ± √12 , y = ± √12 .

The maximum value of z is z( √12 , √12 ) = z(− √12 , − √12 ) = 1/2,
and the minimum value of z is z( √12 , − √12 ) = z(− √12 , √12 ) = −1/2.
CONTENTS 77

Case 2. Three variables with one constraint: Find the extreme values of the
function w = f (x, y, z) subject to constraint g(x, y, z) = 0.
Interpretation. Find the extreme values of (x, y, z) on a surface.
When w attains an extreme value a, the level curve f (x, y, z) = a and
g(x, y, z) = 0 have the same tangent plane. Hence their gradient vectors have
the same or opposite direction: ∇f = λ∇g, λ is a constant, called Lagrange
Multiplier.

Method of Lagrange Multipliers:

• Solve the system of equations:

∇f = λ∇g, g(x, y, z) = 0.

Let’s say, the solutions are (xi , yi , zi ), i = 1, ..., n.

• The maximum = max{f (xi , yi , zi ) : i = 1, ..., n}. The minimum = min{f (xi , yi , zi ) :
i = 1, ..., n}.

Example 126. Find the maximum and minimum of f (x, y, z) = x + y + 2z

subject to x2 + y 2 + z 2 = 6.

Solution: Here g(x, y, z) = x2 +y 2 +z 2 −6. ∇f = (1, 1, 2), ∇g = (2x, 2y, 2z).

By
∇f = λ∇g,
we have

1 = λ(2x),
1 = λ(2y),
2 = λ(2z),
x + y + z2
2 2
= 6.

which gives λ = ±1/2. Thus

(x, y, z) = (1, 1, 2), (−1, −1, −2).

The maximum value is f (1, 1, 2) = 6;

The minimum value is f (−1, −1, −2) = −6.

Example 127. Find the maximum and minimum of f (x, y, z) = xyz subject to
x + y + z = 1.

Solution: Here g(x, y, z) = x + y + z − 1. ∇f = (yz, xz, xy), ∇g = (1, 1, 1).

By
∇f = λ∇g, g = 0,
78 CONTENTS

we imply that

yz = λ, (1)
xz = λ, (2)
xy = λ, (3)
x+y+z−1 = 0. (4)

(1)-(2): z(y − x) = 0, which implies that z = 0 or x = y;

(3)-(2): x(y − z) = 0, which implies that x = 0 or z = y.
Next we consider 4 combinations.

• If z = 0, x = 0: by (4), y = 1, so we get a point (0,1,0);

• If z = 0, z = y: then y = 0, by (4), x = 1, so we get a point (1,0,0);
• If x = y, x = 0: then y = 0, by (4), z = 1, so we get a point (0,0,1);
• If x = y, z = y: then by (4), y = 1/3, so we get a point (1/3,1/3, 1/3).

f (1/3, 1/3, 1/3) = 1/27, which is the maximum;

f (1, 0, 0) = f (0, 0, 1) = f (0, 1, 0) = 0, which is the minimum.

Example 128. Find the maximum and minimum of f (x, y, z) = xyz subject to
2xz + 2yz + xy − 12 = 0.

Solution: Here g(x, y, z) = 2xz + 2yz + xy − 12. ∇f = (yz, xz, xy), ∇g =

(2z + y, 2z + x, 2x + 2y). So we have

yz = λ(2z + y),
xz = λ(2z + x),
xy = λ(2x + 2y),
2xz + 2yz + xy − 12 = 0.

We have (x, y, z) = (2, 2, 1), (−2, −2, −1).

The maximum value of w is w = f (2, 2, 1) = 4;
The minimum value of w is w = f (−2, 2, −1) = −4.

Case 3. Three variables with two constraints: Find the extreme values of the
function w = f (x, y, z) subject to constraints g(x, y, z) = 0 and h(x, y, z) = 0.
Interpretation. Find extreme values of f (x, y, z) on a 3-D curve.
When w attains an extreme value a, the tangent lines of the curve g(x, y, z) =
0, h(x, y, z) = 0, are in the tangent plane of the level surface f (x, y, z) = a.
Hence, the gradient vector of level surface f (x, y, z) = a and the gradient vectors
of g(x, y, z) = 0, h(x, y, z) = 0 are in the same plane:

∇f = λ∇g + µ∇h,
CONTENTS 79

λ and µ are a constants.

Method of Lagrange Multipliers: Solve the system of equations:

∇f = λ∇g + µ∇h, g(x, y, z) = 0, h(x, y, z) = 0.

For each solution (x, y, z, λ, µ) of this system of equations, find the value of
f (x, y, z). The maximum is the maximum value of w, and the minimum is the
minimum of w.
Remark. λ, µ are called Lagrange Multipliers.

Example 129. Find the max and min of w = f (x, y, z) = x + y + 7z subject to

x − y + z = 1, x2 + y 2 = 1.

Solution: Here g(x, y, z) = x − y + z − 1, h(x, y, z) = x2 + y 2 − 1,,

∇f = (1, 1, 7), ∇g = (1, −1, 1), ∇h = (2x, 2y, 0). So we have

1 = λ + µ2x,
1 = −λ + µ2y,
7 = λ,
x−y+z−1 = 0,
x2 + y 2 − 1 = 0.

We have (x, y, z) = (−0.6, 0.8, 2.4), (0.6, −0.8, −0.4).

The maximum value of w is w = f (−0.6, 0.8, 2.4) = 17;
and the minimum value of w is w = f (0.6, −0.8, −0.4) = −3.