PEARSONS

Calculus Review, Multivariable

4. 5. Hyperboloid of one sheet:

y2 z2 x2 + = 1 a2 b2 c2 y2 x2 z2 = 1 c2 a2 b2

6.

Hyperbolic Paraboloid:

y2 b2 -

x2 z = c 2 a

DIRECTIONAL DERIVATIVE
The directional derivative of f (x, y) at P0 in direction of unit df vector u is a b = ( f )P0u (the dot product of u and f ). ds u, P0 It is also denoted by (Du f )P0.

SECOND DERIVATIVE TEST FOR LOCAL EXTREMA

Suppose that f (x, y) and its first and second partial derivatives are continuous throughout a disk centered at (a, b) and that fx (a, b) = fy (a, b) = 0. Then i. f has a local maximum at (a, b) if f xx 6 0 and 2 7 0 at (a, b). f xx f yy - f xy ii. f has a local minimum at (a, b) if f xx 7 0 and 2 7 0 at (a, b). f xx f yy - f xy
2 iii. f has a saddle point at (a, b) if f xx f yy - f xy 6 0 at (a, b). 2 iv. The test is inconclusive at (a, b) if f xx f yy - f xy = 0 at (a, b). In this case, we must find some other way to determine the behavior of f at (a, b).

Vectors and the Geometry of Space

THREE-DIMENSIONAL COORDINATE SYSTEMS
The distance between P1(x1, y1, z1) and P2(x2, y2, z2) is 3. 4.
2

Hyperboloid of two sheets:

P1P2

= 2 (x2 - x1) + (y2 - y1) + (z2 - z1) .

2 2

The standard equation for the sphere of radius a and center (x0, y0, z0) is (x - x0)2 + ( y - y0)2 + (z - z0)2 = a2.

5.

i * j = k, j * k = i, k * i = j u * v is orthogonal to both u and v, thus u (u * v) = v (u * v) = 0. u1 u2 u3 (u * v) # w = v1 v 2 v 3 = volume of parallelpiped determined by u, v, w1 w 2 w 3 and w.

Vector-Valued Functions and Motion in Space

Let r(t) = f (t) i + g(t) j + h(t)k be a vector function. Then v(t) = dr is the velocity vector and v (t) is the speed. The dt dv d 2r acceleration vector is a = = 2 . The unit tangent vector dt dt v is T = and the length of r(t) from t = a to t = b is v
b

TANGENT PLANE AND NORMAL LINE TO A SURFACE

The tangent plane at the point P0(x0, y0, z0) on the level surface f (x, y, z) = c is the plane through P0 normal to f P0. v * a dT 1 dT ` = = ` ` 3 ds v v ds The normal line of the surface at P0 is the line through P0 parallel to f P0. Tangent Plane to f (x, y, z) = c at P0(x0, y0, z0) # x $ x % x # y $ y % y # z $ z % z f x (P0)(x - x0) + f y (P0)( y - y0) + f z (P0)(z - z0) = 0 Normal Line to f (x, y, z) = c x = x0 + f x (P0)t, y = y0 + f y (P0)t, Plane Tangent to a Surface z = f (x, y) The plane tangent to the surface z = f (x, y) at the point P0(x0, y0, z0) = (x0, y0, f (x0, y0)) is f x (x0, y0)(x - x0) + f y (x0, y0)( y - y0) - (z - z0) = 0. z = z0 + f z (P0)t

FORMULAS
Curvature: k = `

LINES AND PLANES IN SPACE

A vector equation for the line L through P0(x0, y0, z0) parallel to v is r(t) = r0 + t v, - q 6 t 6 q where r is the position vector of a point P(x, y, z) on L and r0 is the position vector of P0(x0, y0, z0). The plane through P0(x0, y0, z0) normal to n = Ai + Bj + C k has vector equation:
n P0 P = 0

1 Radius of Curvature: r = k

VECTORS

LAGRANGE MULTIPLIERS
One Constraint: Suppose that f (x, y, z) and g (x, y, z) are differentiable. To find the local maximum and minimum values of f subject to the constraint g (x, y, z) = 0, find the values of x, y, z, and l that simultaneously satisfy the equations f = l g and g (x, y, z) = 0.

Let u = 8u1, u2, u39, v = 8v1, v2, v39, and w = 8w1, w 2, w 39 be vectors and k a scalar. The magnitude or length of a vector v is 2 v12 v22 v32 .

L =

a L

v dt. Torsion: t = -

PRINCIPAL UNIT NORMAL

N = d T/dt d T/dt

dB N = ds v * a2

The vector with initial point

A = (x1, y1, z1) and B = (x2, y2, z2) is m AB = 8x2 - x1, y2 - y1, z2 - z19.

Tangential and normal scalar components of acceleration: a = aTT + aN N where aT = and aN = k a ds b = k v 2 = 2 a 2 - aT2. dt
2

BINORMAL
B = T * N

OPERATIONS ON VECTORS

d 2s d = v dt dt 2

Two Constraints: For constraints g1 (x, y, z) = 0 and g2 (x, y, z) = 0, g1 and g2 differentiable, find the values of x, y, z, l, and m that simultaneously satisfy the equations f = l g1 + m g2, g1(x, y, z) = 0, g2(x, y, z) = 0.

Addition: u + v = 8u1 + v1, u2 + v2, u3 + v39 Scalar multiplication: k u = 8ku1, ku2, ku39 Dot Product: u v = u1v1 + u2v2 + u3v3

LINEARIZATION
The linearization of a function f (x, y) at a point (x0 , y0) where f is differentiable is
L (x, y) = f (x0, y0) + fx(x0, y0)(x - x0) + fy(x0, y0)(y - y0).

component equation: A(x - x0) + B( y - y0) + C(z - z0) = 0 component equation simplified: Ax + By + Cz = D, where D = Ax0 + By0 + Cz0

The angle u between u and v is u = cos-1 a

uv b . Since uv

Partial Derivatives
To compute constant. 0f To compute , differentiate f (x, y) thinking of x as a 0y constant. Thus, if f (x, y) = y cos (xy), 0f = - y 2 sin xy, and 0y 0f , differentiate f (x, y) thinking of y as a 0x

p cos a b = 0 we have that u and v are orthogonal or 2 perpendicular if and only if u v = 0. Also, u u = u 2. The vector projection of u onto v is Projv u = a uv b v. v2

QUADRIC SURFACES
1. 2. 3. Ellipsoid: y2 x2 z2 + + = 1 a2 b2 c2

CHAIN RULE
To find dwdt, start at w and read down each route to t, multiplying derivatives along x the way. Then add the products. dx
dt 0w 0x

w = f (x, y) 0w 0y

Dependent variable

Multiple Integrals
DOUBLE INTEGRALS AS VOLUMES
2. If R is defined by c y d, h1( y) x h2( y), with h1 and h2 continuous of [c, d], then
d h2( y)

y2 x2 z Elliptical Paraboloid: 2 + 2 = c a b y2 x2 z2 Elliptical Cone: 2 + 2 = 2 a b c

ISBN-13: 978-0-321-60073-8 ISBN-10: 0-321-60073-8

y Intermediate variables dy dt Independent variable

CROSS PRODUCT
u * v = (u2v3 - u3v2)i - (u1v3 - u3v1)j + i j (u1v2 - u2v1)k = u1 u2 v1 v2 k u3 v3

When f (x, y) is a positive function over a region R in the xy-plane, we may interpret the double integral of f over R as the volume of the 3-dimensional solid region over the xy-plane bounded below by R and above by the surface z = f (x, y). This volume can be evaluated by computing an iterated integral. Let f (x, y) be continuous on a region R. 1. If R is defined by a x b, g1(x) y g2(x), with g1 and g2 continuous on [a, b], then
b g2(x)

6
R

f (x, y) dA =

c L h1( y) L

f (x, y) dx dy.

more

0f = cos xy - xy sin xy. 0y

t dw 0 w dx 0 w dy = + 0 x dt 0 y dt dt

AREA VIA DOUBLE INTEGRAL

A = 6
R

dA =

NOTATION
9 0 0 0 0

GRADIENT VECTOR
0f 0f = fx , = fy 0x 0y The gradient vector (gradient) of f (x, y) at a point P0(x0, y0) is the vector 0f 0f f = i + j 0x 0y obtained by evaluating the partial derivatives of f at P0.

6
R

dx dy =

6
R

dy dx

AREA IN POLAR COORDINATES

A = 6
R

CROSS PRODUCT PROPERTIES

1. 2. u * v = u v sin u = area of parallelogram determined by u and v. u * v = - (v * u), u * u = 0
1

6
R

f (x, y) dA =

a L g1(x) L

f (x, y) dy dx. r dr du
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Calculus Review, Multivariable

TRIPLE INTEGRALS
l
D x=b y = g2(x) z = f 2(x, y) x=a L y = g1(x) L z = f 1(x, y) L

SPHERICAL COORDINATES (r, f, u)

Equations Relating Spherical Coordinates to Cartesian and Cylindrical Coordinates r = r sin f F (x, y, z) dz dy dx z = r cos f
2

CONSERVATIVE VECTOR FIELD

F is conservative if F = f for some function f (x, y, z). If F is conservative, then
B A L

SURFACE INTEGRALS
Let r(u, v) = f (u, v)i + g (u, v)j + h (u, v)k a u b, c v d be a parametrization of a surface S. 0r Let ru = = f u i + gu j + h u k and rv = f v i + gv j + h v k. 0u The unit normal to the surface is ru * rv = n. ru * rv

STOKES THEOREM
The circulation of a vector field F = Mi + Nj + Pj around the boundary C of an oriented surface S in the direction counterclockwise with respect to the surfaces unit normal vector n equals the integral of * F n over S. F dr = * F n ds
Curl integral

IMPROPER INTEGRALS
Integrals with infinite limits of integration are improper integrals of Type I. 1. If f (x) is continuous on [a, q ), then
q b a L

F(x, y, z) dV =

x = r cos u = r sin f cos u, y = r sin u = r sin f sin u,

2 2 2 2

F dr

if D can be described as the solid in space with f1 (x, y) z f2 (x, y) over the region in the xy-plane with a x b, g1(x) y g2(x).

r = 2x + y + z = 2r + z

is independent of path and

B A L

F
C

6
S

f (x) dx =

b: q L a

lim

f (x) dx.

TRIPLE INTEGRALS IN SPHERICAL COORDINATES

l
D

F dr = f (B) - f (A).

Counterclockwise circulation

2.

If f (x) is continuous on ( - q , b], then

b b -q L

CYLINDRICAL COORDINATES
Equations Relating Rectangular x, y, z and Cylindrical (r, U, z) Coordinates x = r cos u,
2 2

f (r, f, u) dV =

l
D

f (r, f, u)r sin f dr df du Also, F dr = 0 L around every closed loop in this case.

AREA
d b

DIVERGENCE THEOREM
c L a L

f (x) dx =

a: -q

lim

a L

f (x) dx.

The area of the surface S is

ru * rv du dv.

y = r sin u,
2

z = z,

CHANGE OF VARIABLES FORMULA FOR DOUBLE INTEGRALS

6 f (x, y) dy dx = 6
R

The flux of a vector field F across a closed oriented surface S in the direction of the surfaces outward unit normal field n equals the integral of F over the region D enclosed by the surface: 6
S

3.

If f (x) is continuous on ( - q , q ), then

q -q L c q

f (x) dx =

r = x + y,

tan u = y/x
R

SURFACE INTEGRAL
If G (x, y, z) is defined over S then the integral of G over S is 6
S d c L a L b

-q L

f (x) dx +

c L

f (x) dx,

f (g (u, v), h (u, v)) | J(u, v) | du dv

F n ds =

TRIPLE INTEGRALS IN CYLINDRICAL COORDINATES

l
D

COMPONENT TEST FOR CONSERVATIVE FIELDS

Let F = M (x, y, z)i + N (x, y, z)j + P (x, y, z)k be a field whose component functions have continuous first partial derivatives on an open, simply connected region. Then F is conservative if and only if 0P 0N = , 0y 0z 0M 0P = , 0z 0x and 0N 0M = . 0x 0y

l
D

F dV. where c is any real number. Integrals of functions that become infinite at a point within the interval of integration are improper integrals of Type II. 4. If f (x) is continuous on (a, b] and is discontinuous at a then
b a L b

f (r, u, z) dV =

l
D

f (r, u, z) dz r dr d u

where x = g(u, v), y = h(u, v) take region G onto region R and 0x 0x 0u 0v J(u, v) = 0y 0y 0u 0v is the Jacobian determinant 0x 0y 0 (x, y) 0x 0y = . 0u 0v 0v 0u 0 (u, v)

G(x, y, z) ds =

Outward flux

Divergence integral

G( f (u, v), g (u, v), h (u, v)) ru * rv du dv

GREENS THEOREM AND ITS GENERALIZATION TO THREE DIMENSIONS

Normal form of Greens Theorem: F
C

where ds = ru * rv du dv.

f (x) dx = lim +
c:a

F n ds =

GREENS THEOREM
If C is a simple closed curve and R is the region enclosed by C then

6
R

F dA 5.

c L

f (x) dx.

CURL OF A VECTOR FIELD

If F = M (x, y, z)i + N(x, y, z)j + P(x, y, z)k then
curl F = a 0N 0P 0M 0P 0M 0N bi + a bj + a bk 0y 0z 0z 0x 0x 0y

If f (x) is continuous on [a, b) and is discontinuous at b, then

b a L c

Integration in Vector Fields

LINE INTEGRALS
To integrate a continuous function f (x, y, z) over a curve C: 1. Find a smooth parametrization of C, r(t) = g (t)i + h (t)j + k (t)k, 2. Evaluate the integral as
b C L t=b b

Divergence Theorem: 6
S

f (x) dx = limc:b

W =

t=a L

F T ds =
b

a L

dr dt = F dr = dt a L

0M 0N F n ds = M dy - N dx = a + b dx dy 0 x 0y C C F F 6
R

a L

f (x) dx.

F n ds =

l
D

F dV 6. If f (x) is discontinuous at c, where a 6 c 6 b, and continuous on [a, c) h (c, b], then

b a L c b c L

= * F
Outward flux Divergence integral

a t b

a L

Mdx + Ndy + Pdz.

Tangential form of Greens Theorem:

and
C F

DIVERGENCE OF A VECTOR FIELD

C F

f (x) dx =

a L

f (x) dx +

f (x) dx.

FLOW
f ( g (t), h (t), k (t)) v(t) dt Flow =
a L b

F T ds =

M dx + N dy =

f (x, y, z) ds =

a L

0N 0M b dx dy. 0 x 0 y 6
R

0M 0N 0P div F = F = + + 0x 0y 0z

F
C

Fd r =

6
R

* F k dA In each case, if the limit is finite we say the improper integral converges and that the limit is the value of the improper integral. If the limit does not exist, the integral diverges. * F n ds

F T ds

dr where v(t) = and ds = v(t) dt. dt

Counterclockwise circulation

Curl integral

Stokes Theorem: F
C

FLUX WORK
The work done by a force F = M i + N j + Pk over a smooth curve r(t) from t = a to t = b is Flux of F across C =
C C L F F = M (x, y)i + N (x, y)j and n is outward pointing normal

GREENS THEOREM AREA FORMULA

F n ds = Mdy - Ndx where 1 Area of R = x dy - y dx 2F C
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F dr =

6
R

along C.