Classnotes - MA1101

Functions of Several Variables

Department of Mathematics
Indian Institute of Technology Madras

This material is only meant for internal use; not to be distributed for commercial purpose.

Maintained by A.Singh.
Contents

1 Differential Calculus 4
1.1 Regions in the plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2 Level curves and surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.4 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.5 Increment Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.6 Chain Rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.7 Directional Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.8 Normal to Level Curve and Tangent Planes . . . . . . . . . . . . . . . . . . . . . 22
1.9 Taylor’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
1.10 Extreme Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.11 Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
1.12 Review Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

2 Multiple Integrals 36
2.1 Volume of a solid of revolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.2 Approximating Volume . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
2.3 Riemann Sum in Polar coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.4 Triple Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
2.5 Triple Integral in Cylindrical coordinates . . . . . . . . . . . . . . . . . . . . . . . 52
2.6 Triple Integral in Spherical coordinates . . . . . . . . . . . . . . . . . . . . . . . . 54
2.7 Change of Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
2.8 Review Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

3 Vector Integrals 69
3.1 Line Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
3.2 Line Integral of Vector Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
3.3 Conservative Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
3.4 Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
3.5 Curl and Divergence of a vector field . . . . . . . . . . . . . . . . . . . . . . . . . 84
3.6 Surface Area of solid of Revolution . . . . . . . . . . . . . . . . . . . . . . . . . 86
3.7 Surface area . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
3.8 Integrating over a surface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
3.9 Surface Integral of a Vector Field . . . . . . . . . . . . . . . . . . . . . . . . . . . 98

2
 3.10 Stokes’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
3.11 Gauss’ Divergence Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
3.12 Review Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109

Bibliography 115

Appendix A One Variable Summary 116

A.1 Graphs of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
A.2 Concepts and Facts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
A.3 Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128

Index 133

3
Chapter 1

Differential Calculus

1.1 Regions in the plane

Let D be a subset of the plane R2 ; often called a region.
Let (a, b) ∈ R2 be any point.
An -disk around (a, b) is the set of all points (x, y) ∈ R2 whose distance from (a, b) is less than .
(a, b) is an interior point of D if some -disk around (a, b) is contained in D.
(a, b) is a boundary point of D if every -disk around (a, b) contains points from D and points
not from D.
R is an open subset of R2 if all points of D are its interior points.
D is a closed subset of R2 if it contains all its boundary points.
D = D∪ the set of boundary points of D; It is the closure of D.
D is a bounded subset of R2 if D is contained in some -disk. (around some point)

An interior point A boundary point

A subset D of R2 is called connected if any two points in the subset can be joined by a piecewise
smooth curve entirely lying in D. A domain is an open connected subset together with some or all
of its boundary points.

4
Let D be a region in the plane. Let f : D → R be a function.
The graph of f is {(x, y, z) ∈ R3 : z = f (x, y), (x, y) ∈ D}.
The graph here is also called the surface z = f (x, y).
The domain of f is D.
The co-domain of f is R.
The range of f is {z ∈ R : z = f (x, y) for some (x, y) ∈ D}.
Sometimes, we do not fix the domain D but ask you to find it out.
p
The function f (x, y) = y − x2
has domain D = {(x, y) : x2 ≤ y}.
Its range is the set of all non-negative reals.
What is its graph?
Some examples of surfaces are here:

1.2 Level curves and surfaces

Let f (x, y) be a function of two variables. That is, f : D → R, where D is a domain in R2 . The
level curves of f are the curves f (x, y) = c in the xy-plane, for some constant c in the range of f.
Consider the function f (x, y) = 100 − x2 − y 2 .
Its domain is R2 . Its range is the interval (−∞, 100].
The level curve f (x, y) = 0 is {(x, y) : x2 + y 2 = 100}.
The level curve f (x, y) = 51 is {(x, y) : x2 + y 2 = 49}.

5
The union of all level curves, translated in z-direction suitably, is the surface z = f (x, y); it is also
the graph of f.
The contour curve is the curve f (x, y) = c in the plane z = c.

The level curve is the projection of the contour curve on the xy-plane.
Similarly, for a function f (x, y, z) of three variables, the level surfaces are the surfaces
f (x, y, z) = c for values c in the range of f.
Let f : D → R be a function. Let (a, b) ∈ D.
The limit of f (x, y) as (x, y) approaches (a, b) is L iff given
p any  > 0, we can choose a cor-
responding δ > 0 such that for all (x, y) ∈ D with 0 < (x − a)2 + (y − b)2 < δ, we have
|f (x, y) − L| < .
In this case, we write lim f (x, y) = L.
(x,y)→(a,b)

We also say that L is the limit of f at (a, b).

If for no real number L, the above happens, then limit of f at (a, b) does not exist.
It is often difficult to show that limit of a function does not exist at a point. We will come back to
this question soon. When limit exists, we write it in many alternative ways:
The limit of f (x, y) as (x, y) approaches (a, b) is L.
f (x, y) → L as (x, y) → (a, b).
lim f (x, y) = L.
(x,y)→(a,b)

lim f (x, y) = L.
x→a
y→b

6
The intuitive understanding of the notion of limit is as follows:
The distance between f (x, y) and L can be made arbitrarily small by making the distance between
(x, y) and (a, b) sufficiently small but not necessarily zero.
4xy 2
Example 1.1. Determine if lim exists.
(x,y)→(0,0) x2 + y 2

Observe that the domain D of f is R2 \ {(0, 0)}. And f (0, y) = 0 for y 6= 0; f (x, 0) = 0 for x 6= 0.
We guess that if the limit exists, it would be 0. To see that it is the case, we start with any  > 0.
We want to choose a δ > 0 such that the following sentence becmes true:
p  4xy 2 
If 0 < x2 + y 2 < δ, then  2  < .
 
x +y 2

Since |y 2 | = y 2 ≤ x2 + y 2 and |x2 | = x2 ≤ x2 + y 2 , we have

 4xy 2 
 
p
  ≤ 4|x| ≤ 4 x2 + y 2 .
 x2 + y 2 
p
So, we choose δ = /4. Assume that 0 < x2 + y 2 < δ. Then
 4xy 2
 
 p
 − 0  ≤ 4 x2 + y 2 < 4δ = .
 x2 + y 2 

Hence
4xy 2
lim = 0.
(x,y)→(0,0) x2 + y 2
p
Example 1.2. Consider f (x, y) = 1 − x2 − y 2 when D = {(x, y) : x2 + y 2 ≤ 1}.
We guess that limit f (x, y) is 1 as (x, y) → (0, 0).

To show that the guess is right, let  > 0. Observe that 0 ≤ f (x, y) ≤ 1 on D.
So, if  ≥ 1, then |f (x, y) − 1| varies between 0 and 1.
That is, |f (x, y) − 1| < , for (x, y) near (0,
p0).
Next, assume that 0 <  < 1. Choose δ = 1 − (1 − )2 . Let |(x, y) − (0, 0)| < δ. Then

x2 + y 2 < 1 − (1 − )2 ⇒ 1 − x2 − y 2 > (1 − )2 ⇒ f (x, y) > 1 − .

That is, |f (x, y) − 1| = 1 − f (x, y) < . Therefore, f (x, y) → 1 as (x, y) → (0, 0).
For a function of one variable, there are only two directions for approaching a point; from left
and from right. Whereas for a function of two variables, there are infinitely many directions, and

7
infinite number of paths on which one can approach a point. The limit refers only to the distance
between (x, y) and (a, b). It does not refer to any specific direction of approach to (a, b). If the limit
exists, then f (x, y) must approach the same limit no matter how (x, y) approaches (a, b). Thus, if
we can find two different paths of approach along which the function f (x, y) has different limits,
then it follows that limit of f (x, y) as (x, y) approaches (a, b) does not exist.

Theorem 1.1. Suppose that f (x, y) → L1 as (x, y) → (a, b) along a path C1 and f (x, y) → L2
as (x, y) → (a, b) along a path C2 . If L1 6= L2 , then the limit of f (x, y) as (x, y) → (a, b) does
not exist.
x2 − y 2
Example 1.3. Consider f (x, y) = for (x, y) 6= (0, 0). What is its limit at (0, 0)?
x2 + y 2
x2
When y = 0, limit of f (x, y) as x → 0 is lim = lim (1) = 1.
x→0 x2 x→0

That is, f (x, y) → 1 as (x, y) → (0, 0) along the x-axis.

−y 2
When x = 0, limit of f (x, y) as y → 0 is lim = −1.
y→0 y 2

That is, f (x, y) → −1 as (x, y) → (0, 0) along the y-axis.

Hence lim f (x, y) does not exist.
(x,y)→(0,0)

xy
Example 1.4. Consider f (x, y) = for (x, y) 6= (0, 0). What is its limit at (0, 0)?
x2 + y2
Along the x-axis, y = 0; then limit of f (x, y) as (x, y) → (0, 0) is 0.
Along the y-axis, x = 0; then limit of f (x, y) as (x, y) → (0, 0) is 0.
Does it say that limit of f (x, y) as (x, y) → (0, 0) is 0?
x2
Along the line y = x, limit of f (x, y) as (x, y) → 0 is lim = 1/2.
x→0 x2 + x2

Hence lim f (x, y) does not exist.

(x,y)→(0,0)

xy 2
Example 1.5. Consider f (x, y) = for (x, y) 6= (0, 0). What is its limit at (0, 0)?
x2 + y 4
m2 x
If y = mx, for some m ∈ R, then f (x, y) = . So, lim along all straight lines is 0.
1 + m4 x2 (x,y)→(0,0)

y4
If x = y 2 , y 6= 0, then f (x, y) = = 1/2. As (x, y) → (0, 0) along x = y 2 , f (x, y) → 1/2.
y4 + y4
Hence lim f (x, y) does not exist.
(x,y)→(0,0)

A question: are the following same?

lim f (x, y), lim lim f (x, y), lim lim f (x, y)
(x,y)→(a,b) x→a y→b y→b x→a

8
 (y − x)(1 + x)
Example 1.6. Let f (x, y) = for x + y 6= 0, −1 < x, y < 1. Then
(y + x)(1 + y)
y
lim lim f (x, y) = lim = 1.
y→0 x→0 y→0 y(1 + y)

−x(1 + x)
lim lim f (x, y) = lim = −1.
x→0 y→0 x→0 x
x(m − 1)(1 + x) m−1
Along y = mx, lim f (x, y) = lim = .
(x,y)→(0,0) (x,y)→(0,0) x(1 + m)(1 + mx) m+1
For different values of m, we get the last limit value different. So, limit of f (x, y) as (x, y) → (0, 0)
does not exist. But the two iterated limits exist and they are not equal.
1 1
Example 1.7. Let f (x, y) = x sin + y sin for x 6= 0, y 6= 0. Then
y x
1 1
lim y sin and lim x sin do not exist.
x→0 x y→0 y

So, neither lim lim f (x, y) exists not lim lim f (x, y) exists.
y→0 x→0 x→0 y→0
√ p p
However, |f (x, y) − 0| ≤ |x| + |y| = x2 + y 2 ≤ 2 x2 + y 2 = 2|(x, y)|. That is,
If |(x, y) − (0, 0)| < /2, then |f (x, y) − 0| < . Therefore,

lim f (x, y) = 0.
(x,y)→(0,0)

That is, the two iterated limits do not exist, but the limit exists.

Hence existence of the limit of f (x, y) as (x, y) → (a, b) and the two iterated limits have no
connection.
The usual operations of addition, multiplication etc have the expected effects as the following
theorem shows. Its proof is analogous to the single variable limits.

Theorem 1.2. Let L, M, c ∈ R; lim f (x, y) = L; lim g(x, y) = M . Then

(x,y)→(a,b) (x,y)→(a,b)

1. Constant Multiple : lim cf (x, y) = cL.

(x,y)→(a,b)

2. Sum : lim (f (x, y) + g(x, y)) = L + M .

(x,y)→(a,b)

3. Product : lim (f (x, y) g(x, y)) = LM .

(x,y)→(a,b)

4. Quotient : If M 6= 0 and g(x, y) 6= 0 in an open disk around the point (a, b), then
lim (f (x, y)/g(x, y)) = L/M
(x,y)→(a,b)

5. Power : If r ∈ R, Lr ∈ R and lim f (x, y) = L, then lim (f (x, y))r = Lr .

(x,y)→(a,b) (x,y)→(a,b)

9
1.3 Continuity
Let f (x, y) be a real valued function on a domain D ⊆ R2 . We say that f (x, y) is continuous at a
point (a, b) ∈ D if

1. f (a, b) is well defined.

2. lim f (x, y) exists.

(x,y)→(a,b)

3. lim f (x, y) = f (a, b).

(x,y)→(a,b)

The function f (x, y) is said to be continuous on D if f (x, y) is continuous at all points in D.

Therefore, constant multiples, sum, difference, product, quotient, and rational powers of continu-
ous functions are continuous whenever they are well defined.
Polynomials in two variables are continuous functions.
Rational functions, i.e., ratios of polynomials are continuous functions provided they are well de-
fined.
( 2
3x y
2 2 if (x, y) 6= (0, 0)
Example 1.8. f (x, y) = x +y is continuous on R2 .
0 if (x, y) = (0, 0)

At any point other than the origin, f (x, y) is a rational function; therefore, it is continuous. To
p that f (x, y) is continuous at the origin, let  > 0 be given. Take δ = /3. Assume that
see
x2 + y 2 < δ = /3. Then
 3x2 y   3(x2 + y 2 )y  p
− f (0, 0) ≤ ≤ 3|y| ≤ 3 x2 + y 2 < .
   
 2
x + y2 x2 + y 2
  

xy(x2 −y 2 )
(
x2 +y 2
if (x, y) 6= (0, 0)
Example 1.9. f (x, y) = is continuous on R2 . Why?
0 if (x, y) = (0, 0)

At all nonzero points, it is continuous, being a rational function. For the point (0, 0), let  > 0 be
√
given. Choose δ =p . Notice that xy ≤ x2 + y 2 and x2 − y 2 ≤ x2 + y 2 .
For all (x, y) with x2 + y 2 < δ, we have

(x2 + y 2 )(x2 + y 2 )
|f (x, y) − 0| ≤ < δ 2 = .
x2 + y 2

Hence lim f (x, y) = 0 = f (0, 0).

(x,y)→(0,0)

x2 − y 2
Example 1.10. f (x, y) = is continuous on D = R2 \ {(0, 0)}.
x2 + y 2
f (x, y) is not continuous at (0, 0) since it is not defined at (0, 0).
Also, f (x, y) is not continuous at (0, 0) since lim f (x, y) does not exist. See Example 1.3.
(x,y)→(0,0)

10
Therefore, the function g(x, y) defined on R2 by the following is not continuous at (0, 0).
( 2 2
x −y
2 2 if (x, y) 6= (0, 0)
g(x, y) = x +y
0 if (x, y) = (0, 0)

As in the single variable case, composition of continuous functions is continuous:

Let f : D → R be continuous at (a, b) with f (a, b) = c. Let g : I → R be continuous at c ∈ I for
some interval I in R. Then g(f (x, y)) from D to R is continuous at (a, b). Proof of this fact is left
to you as an exercise.
For example, ex−y is continuous at all points in the plane.
xy
cos and ln(1 + x2 + y 2 ) are continuous on R2 .
1 + x2
At which points is tan−1 (y/x) continuous?
The function y/x is continuous everywhere except when x = 0.
The function tan−1 is continuous everywhere on R.
So, tan−1 (y/x) is continuous everywhere except at x = 0.
The function x2 +y21+z2 −1 is continuous everywhere except on the sphere x2 + y 2 + z 2 = 1, where
it is not defined.

1.4 Partial Derivatives

Let f (x, y) be a real valued function defined on a domain D ⊆ R2 . Let (a, b) ∈ D.

If C is the curve of intersection of the surface z = f (x, y) with the plane y = b, then the slope of
the tangent line to C at (a, b, f (a, b)) is the partial derivative of f (x, y) with respect to x at (a, b).
In the figure take x0 = a, y0 = b. A formal definition of the partial derivative follows.
The partial derivative of f (x, y) with respect to x at the point (a, b) is
∂f  df (x, b)  f (a + h, b) − f (a, b)
fx (a, b) = = = lim ,
∂x (a,b) dx x=a h→0 h
 

provided this limit exists. Notice that f (x, b) must be continuous at x = a.

11
The partial derivative of f (x, y) with respect to y at the point (a, b) is
∂f  df (a, y)  f (a, b + k) − f (a, b)
fy (a, b) = = = lim ,
∂y (a,b) dy k
 
y=b k→0

provided this limit exists. Again, f (a, y) must be continuous at y = b.

Example 1.11. Find fx (1, 1) where f (x, y) = 4 − x2 − 2y 2 .

(4 − (1 + h)2 − 2) − (4 − 1 − 2) −2h − h2
fx (1, 1) = lim = lim = −2.
h→0 h h→0 h
That is, treat y as a constant and differentiate with respect to x.
 
fx (1, 1) = fx (x, y)(1,1) = −2x(1,1) = −2.

The vertical plane y = 1 crosses the paraboloid in the curve C1 : z = 2 − x2 , y = 1. The slope
of the tangent line to this parabola at the point (1, 1, 1) (which corresponds to (x, y) = (1, 1)) is
fx (1, 1) = −2.

Example 1.12. Find fx and fy , where f (x, y) = y sin(xy).

Treating y as a constant and differentiating with respect to x, we get fx . Similarly, fy .

fx (x, y) = y cos(xy) y, fy (x, y) = yx cos(xy) + sin(xy).

Example 1.13. Find ∂z/∂x and ∂z/∂y where z = f (x, y) is defined by x3 + y 3 + z 3 − 6xyz = 1.

Differentiate x3 + y 3 + z 3 − 6xyz − 1 = 0 with respect to x treating y as a constant:

 
2 2 ∂z ∂z
3x + 0 + 3z − 6y z + x − 0 = 0.
∂x ∂x
Solving this for ∂z/∂x, we have
∂z
(3z 2 − 6xy) + (3x2 − 6yz) = 0, that is,
∂x
∂z x2 − 2yz
=− 2 .
∂x z − 2xy
Similarly,
∂z y 2 − 2xz
=− 2 .
∂y z − 2xy

12
Example 1.14. The plane x = 1 intersects the surface z = x2 + y 2 in a parabola. Find the slope
of the tangent to the parabola at the point (1, 2, 5).

The asked slope is ∂z/∂y at (1, 2). It is

∂(x2 + y 2 )
(1, 2) = (2y)(1, 2) = 4.
∂y

Alternatively, the parabola is z = x2 + y 2 , x = 1 OR, z = 1 + y 2 . So, the slope at (1, 2, 5) is

dz  d(1 + y 2 ) 
= = (2y)|y=2 = 4.
dy y=2 dy
 
y=2

For a function f (x, y), partial derivatives of second order are:

∂ ∂f ∂ 2f
fxx = (fx )x = = .
∂x ∂x ∂x2
∂fx ∂ ∂f ∂ 2f
fxy = (fx )y = = = .
∂y ∂y ∂x ∂y∂x
∂fy ∂ ∂f ∂ 2f
fyx = (fy )x = = = .
∂x ∂x ∂y ∂x∂y
∂ ∂f ∂ 2f
fyy = (fy )y = = .
∂y ∂y ∂y 2
Similarly, higher order partial derivatives are defined. For example,

∂ ∂ ∂f ∂ 3f
fxxy = = .
∂y ∂x ∂x ∂y∂x∂x

Observe that fx (a, b) is not the same as lim fx (x, y). To see this, let
(x,y)→(a,b)

(
1 if x > 0
f (x, y) =
0 if x ≤ 0.

Then fx (x, y) = 0 for all x > 0. Also, fx (x, y) = 0 for all x < 0. Now, lim fx (x, y) = 0.
(x,y)→(0,0)
But fx (0, 0) does not exist. Reason?

f (h, 0) − f (0, 0) 1 or 0
fx (0, 0) = lim = lim does not exist
h→0 h h→0 h
On the other hand, fx (a, b) can exist though lim fx does not.
(x,y)→(a,b)
However, if fx (x, y) is continuous at (a, b), then

fx (a, b) = lim fx (x, y).

(x,y)→(a,b)

Similarly, fxy need not be equal to fyx . See the following example.

13
 xy(x2 − y 2 )
Example 1.15. Consider f (x, y) = for (x, y) 6= (0, 0), and f (0, 0) = 0.
x2 + y 2

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

fx (x, 0) = fy (0, y) = fxx (0, 0) = fyy (0, 0) = 0.
f (h, y) − f (0, y) f (x, k) − f (x, 0)
fx (0, y) = lim = −y, fy (x, 0) = lim = x.
h→0 h k→0 k
fx (0, k) − fx (0, 0) −k − 0
fxy (0, 0) = lim = lim = −1.
k→0 k k→0 k
fy (h, 0) − fy (0, 0) h−0
fyx (0, 0) = lim = lim = 1.
h→0 h h→0 h
That is, fxy 6= fyx .
But continuity of both of fxy and fyx implies their equality.

Theorem 1.3. (Clairaut) Let D ⊆ R2 be a domain. Let f : D → R. Suppose that fxy and fyx are
continuous on D. Then fxy = fyx .

Proof: Let (a, b) ∈ D. Let h 6= 0. Write g(x) = f (x, b + h) − f (x, b). Then

∆f := g(a + h) − g(a) = [f (a + h, b + h) − f (a + h, b)] − [f (a, b + h) − f (a, b)].

By MVT, we have c between a and a + h such that

∆f = g 0 (c)h = h[fx (c, b + h) − fx (c, b)].

Again, by MVT (on fx with the second variable), we have d between b and b + h such that

∆f = h · h · fxy (c, d) = h2 fxy (c, d).

Due to continuity of fxy , we have

∆f
lim = lim fxy (c, d) = fxy (a, b).
h→0 h2 (c,d)→(a,b)

Write
∆f = [f (a + h, b + h) − f (a, b + h)] − [f (a + h, b) − f (a, b)]
∆f
and apply MVT twice as above to get fyx (a, b) = limh→0 h2
. But the two limits with
(∆f )/h2 are equal. So, fxy (a, b) = fyx (a, b). 
In one variable, f 0 (t) exists at t = a implies that f (t) is continuous at t = a. We have seen
similarly that existence of fx (a, b) and fy (a, b) guarantees continuity of f (x, b) and of f (a, y) at
(a, b). But for f (x, y), even both fx (x, y) and fy (x, y) exist at (a, b), the function f (x, y) need not
be continuous at (a, b). See the following example.
(
xy
x2 +y 2
if (x, y) 6= (0, 0)
Example 1.16. Let f (x, y) =
0 if (x, y) = (0, 0).

14
Here, f (x, 0) = 0 = f (0, y). So, fx (0, 0) = 0 = fy (0, 0). And limit of f (x, y) as (x, y) → (0, 0)
does not exist. Hence f (x, y) is not continuous at (0, 0).
Further, we find that fxx (x, 0) = 0 = fyy (0, y). What about fxy (0, 0)?

f (h, y) − f (0, y) y 1
fx (0, y) = lim = lim 2 2
= .
h→0 h h→0 h + y y

fx (0, y) is not continuous at y = 0.

Notice that the second partial derivatives fxy (0, 0) and fyx (0, 0) do not exist.

1.5 Increment Theorem

In order to see the connection between continuity of a function and the partial derivatives, the
associated geometry may help.
Let S be the surface z = f (x, y), where fx , fy are continuous on the domain D of f. Let (a, b) ∈ D.
Let C1 and C2 be the curves of intersection of the planes x = a and of y = b with S.

Let T1 and T2 be tangent lines to the curves C1 and C2 at the point P (a, b, f (a, b)). The tangent
plane to the surface S at P is the plane containing T1 and T2 .
The tangent plane to S at P consists of all possible tangent lines at P to the curves C that lie on S
and pass through P. This plane approximates S at P most closely.
Write the z-coordinate of P as c. Then P = (a, b, c). Equation of any plane passing through P
is z − c = A(x − a) + B(y − b). When y = b, the tangent plane represents the tangent to the
intersected curve at P. Thus, A = fx (a, b), the slope of the tangent line. Similarly, B = fy (a, b).
Hence equation of the tangent plane to the surface z = f (x, y) at the point P (a, b, c) on S is

z − c = fx (a, b)(x − a) + fy (a, b)(y − b)

provided that fx , fy are continuous at (a, b).

Example 1.17. Find the equation of the tangent plane to the elliptic paraboloid z = 2x2 + y 2 at
(1, 1, 3).

Here, zx = 4x, zy = 2y. So, zx (1, 1) = 4, zy (1, 1) = 2. Then the equation of the tangent plane is
z − 3 = 4(x − 1) + 2(y − 1). It simplifies to z = 4x + 2y − 3.

15
The tangent plane gives a linear approximation to the surface at that point. Why?
Write the equation as f (x, y) − f (a, b) = fx (a, b)(x − a) + fy (a, b)(y − b). Then
f (x, y) = f (a, b) + fx (a, b)(x − a) + fy (a, b)(y − b).
This formula holds true for all points (x, y, f (x, y)) on the tangent plane at (a, b, f (a, b)). For
approximating f (x, y) for (x, y) close to (a, b), we may take
f (x, y) ≈ f (a, b) + fx (a, b)(x − a) + fy (a, b)(y − b).
The RHS is called the standard linear approximation of f (x, y, z).
Writing in the increment form,
f (a + h, b + k) ≈ f (a, b) + fx (a, b)h + fy (a, b)k.
This gives rise to the total increment f (a + h, b + k) − f (a, b).
The total increment can be written in a more suggestive form. Towards this, we proceed as follows:
∆f = f (a + h, b + k) − f (a + h, b) + f (a + h) − f (a, b).
By MVT, there exist c ∈ [a, a + h] and d ∈ [b, b + k] such that
f (a + h, b) − f (a, b) = h[fx (c, b) − fx (a, b)] + hfx (a, b)
f (a + h, b + k) − f (a + h, b) = k[fy (a + h, d) − fy (a, b)] + kfy (a, b)
Write 1 = fx (d, b) − fx (a, b) and 2 = fy (a + h, c) − fy (a, b). When both h → 0, k → 0, we see
that c → a and d → b. Since fx and fy are assumed to be continuous, we have 1 → 0 and 2 → 0.
Then the total increment can be written as
∆f = f (a + h, b + k) − f (a, b) = hfx (a, b) + kfy (a, b) + 1 h + 2 k,
where 1 → 0 and 2 → 0 as both h → 0, k → 0.
We also write the increments h, k in x, y as ∆x, ∆y respectively.
From the above rewriting of ∆f it is also clear that f (x, y) is a continuous function. Let us note
down what we have proved.
Theorem 1.4. (Increment Theorem) Let D be a domain in R2 . Let f : D → R be such that
both fx and fy are continuous on D. Then f (x, y) is continuous on D and the total increment
∆f = f (a + ∆x, b + ∆y) at (a, b) ∈ D can be written as
∆f = fx (a, b)∆x + fy ∆y + 1 ∆x + 2 ∆y,
where 1 → 0 and 2 → 0 as both ∆x → 0 and ∆y → 0.
Recall that for a function g of one variable, its differential is defined as dg = g 0 (t)dt.
Let f (x, y) be a given function. The differential of f , also called the total differential, is
df = fx (x, y)dx + fy (x, y)dy.
Here, dx = ∆x and dy = ∆y are the increments in x and y, respectively. The equation above
represents a linear approximation to the total increment ∆f.

16
Example 1.18. The dimensions of a rectangular box are measured to be 75cm, 60cm, and 40 cm,
and each measurement is correct to within 0.2cm. Use differentials to estimate the largest possible
error when the volume of the box is calculated from these measurements.
The volume of the box is V = xyz. So,
∂V ∂V ∂V
dV = dx + dy + dz.
∂x ∂y ∂z
Given that |∆x|, |∆y|, |∆z| ≤ 0.2cm, the largest error in cubic cm is

|∆V | ≈ |dV | = 60 × 40 × 0.2 + 40 × 75 × 0.2 + 75 × 60 × 0.2 = 1980.

Notice that the relative error is 1980/(75 × 60 × 40) which is about 1%.

Remark: Let D be a domain in R2 . A function f : D → R is called differentiable at a point

(a, b) ∈ D if the total increment ∆z = f (a + ∆x, b + ∆y) − f (a, b) in f with respect to increments
∆x, ∆y in x, y, can be written as

∆z = fx (a, b)∆x + fy (a, b)∆y + 1 ∆x + 2 ∆y

where 1 → 0 and 2 → 0 as both ∆x → 0 and ∆y → 0.

The following statements state the connection between differentiability, continuity and the partial
derivatives.
• Let D be a domain in R2 . Let f : D → R be such that both fx and fy exist on D and at least
one of them is continuous at (a, b) ∈ D. Then f is differentiable at (a, b).

• Let D be a domain in R2 . Let f : D → R be differentiable at (a, b) ∈ D. Then f is

continuous at (a, b).
Notice that the first statement strengthens the increment theorem. Instead of increasing the load
on terminology, we will continue with the increment theorem. Note that whenever we assume that
fx and fy are continuous, you may replace this with the weaker assumption: “ f (x, y) is differen-
tiable”.
Remember that we formulate and discuss our results for a function f (x, y) of two variables. Analo-
gously, all the notions and the results can be formulated for a function f (x1 , . . . , xn ) of n variables
for n ≥ 2.

1.6 Chain Rules

We apply the increment theorem to partially differentiate composite functions.
Theorem 1.5. (Chain Rule 1) Let x(t) and y(t) be differentiable functions. Let f (x, y) be such
that fx and fy are continuous. Then
df ∂f dx ∂f dy
= + .
dt ∂x dt ∂y dt

17
Proof: By Theorem 2.2, f (x, y) is a differentiable function. Use the increment ∆f at a point P to
obtain
∆f ∂f ∆x ∂f ∆y ∆x ∆y
= + + 1 + 2 .
∆t ∂x ∆t ∂y ∆t ∆t ∆t
As ∆t → 0, we have ∆x → 0, ∆y → 0, 1 → 0, 2 → 0. Then the result follows. 
For example, if z = xy and x = sin t, y = cos t, then
dz ∂z 0 ∂z 0
= x (t) + y (t) = cos2 t − sin2 t.
dt ∂x ∂y
Check: z(t) = sin t cos t = 21 sin 2t. So, z 0 (t) = cos 2t = cos2 t − sin2 t.
Theorem 1.6. (Chain Rule 2) Let f (x, y) be a function, where fx and fy are continuous. Suppose
x = x(s, t) and y = y(s, t) are functions such that xs , xt , ys and yt are also continuous. Then
∂f ∂f ∂x ∂f ∂y ∂f ∂f ∂x ∂f ∂y
= + , = + .
∂s ∂x ∂s ∂y ∂s ∂t ∂x ∂t ∂y ∂t
Proof of this follows a similar line to that of Chain Rule - 1. The pattern is clearer if you use the
subscript notation:
fs = fx xs + fy ys , ft = fx xt + fy yt .
Example 1.19. Let z = ex sin y, x = st2 , y = s2 t. Then
∂z 2
= (ex sin y)t2 + (ex cos y)2st = test (t sin(s2 t) + 2s cos(s2 t)).
∂s
∂z 2
= (ex sin y)2st + (ex cos y)s2 = sest (2t sin(s2 t) + s cos(s2 t)).
∂t
Substitute expressions for x and y to get z = z(s, t) and then check that the results are correct.
Example 1.20. Given that z = f (x, y) has continuous second order partial derivatives and that
x = r2 + s2 , y = 2rs, find zrr .
We have xr = 2r, yr = 2s. Then

zr = 2rzx + 2szy .
zxr = zxx xr + zxy yr = 2rzxx + 2szxy .
zyr = zyx xr + zyy yr = 2rzyx + 2szyy .
∂zr ∂
zrr = = (2rzx + 2szy ) = 2zx + 2rzxr + 2szyr
∂r ∂r
= 2zx + 2r(2rzxx + 2szxy ) + 2s(2rzyx + 2szyy )
= 2zx + 4r2 zxx + 8rszxy + 4s2 zyy .

Functions can be differentiated implicitly. If F is defined within a sphere S containing a point

(a, b, c), where F (a, b, c) = 0, Fz (a, b, c) 6= 0, and Fx , Fy , Fz are continuous inside the sphere,
then the equation F (x, y, z) = 0 defines a function z = f (x, y) in a sphere containing (a, b, c) and
contained in the sphere S. Moreover, the function z = f (x, y) can now be differentiated partially
with zx = −Fx /Fz , zy = −Fy /Fz .
It is easier to differentiate implicitly than remembering the formula.

18
Example 1.21. Find zx and zy if x3 + y 3 + z 3 + 6xyz = 1.

We differentiate ‘the equation’ with respect to x and y as follows:

(x2 + 2yz)
3x2 + 3z 2 zx + 6y(z + xzx ) = 0 ⇒ zx = − .
z 2 + 2xy

(y 2 + 2xz)
3y 2 + 3z 2 zy + 6x(z + xzy ) = 0 ⇒ zy = − .
z 2 + 2xy
dy
Example 1.22. Find if y = y(x) is given by y 2 = x2 + sin(xy).
dx

dy dy dy 2x + y cos(xy)
2y − 2x − cos(xy)(y + x ) = 0 ⇒ = .
dx dx dx 2y − x cos(xy)
Example 1.23. Find wx if w = x2 + y 2 + z 2 and z = x2 + y 2 .

As it looks,
∂w
= 2x.
∂x
However, since z = x2 + y 2 , we have w = x2 + y 2 + (x2 + y 2 )2 . Then
∂w
= 2x + 4x3 + 4xy 2 .
∂x
Notice that, here we take z as the dependent variable and x, y as independent variables. But
suppose we know that x and z are the independent variables and y is the dependent variable. Then
the second equation says that y 2 = z − x2 . Then w = x2 + (z − x2 ) + z 2 = z + z 2 . Thus
∂w
= 0.
∂x
The correct procedure to get ∂w/∂x is :

1. w must be dependent variable and x must be independent variable.

2. Decide which of the other variables are dependent or independent.

3. Eliminate the dependent variables from w using the constraints.

4. Then take the partial derivative ∂w/∂x.

Example 1.24. Given that w = x2 + y 2 + z 2 and z(x, y) satisfies z 3 − xy + yz + y 3 = 1, evaluate

∂w/∂x at (2, −1, 1).

It is now clear that z, w are dependent variables and x, y are independent variables. So,
∂w ∂z ∂z ∂z
= 2x + 2z , 3z 2 −y+y = 0.
∂x ∂x ∂x ∂x
∂w 2yz ∂w
These two together give ∂x
= 2x + y+3z 2
. Evaluating it at (2, −1, 1) gives ∂x
(2, −1, 1) = 3.

19
1.7 Directional Derivative
Recall that if f (x, y) is a function, then fx (x0 , y0 ) is the rate of change in f with respect to change
in x, at (x0 , y0 ), that is, in the direction î. Similarly, fy (x0 , y0 ) is the rate of change at (x0 , y0 ) in
the direction ĵ. How do we find the rate of change of f (x, y) at (x0 , y0 ) in the direction of any unit
vector û?

Consider the surface S with the equation z = f (x, y). Let z0 = f (x0 , y0 ). The point P (x0 , y0 , z0 )
lies on S. The vertical plane that passes through P in the direction of û (containing û) intersects S
in a curve C. The slope of the tangent line T to C at P is the rate of change of z in the direction of
û.
Let f (x, y) be a function defined in a domain D. Let (x0 , y0 ) ∈ D. The directional derivative of
f (x, y) in the direction of a unit vector û = aî + bĵ at (x0 , y0 ) is given by
  
df f (x0 + ha, y0 + hb) − f (x0 , y0 )
(Du f )(x0 , y0 ) = = lim .

ds u (x0 ,y0 ) h→0 h


√ √
Example 1.25. Find the derivative of z = x2 +y 2 at (1, 2) in the direction û = (1/ 2)î+(1/ 2)ĵ.

√ √
√ √
f 1 + h/ 2, 2 + h/ 2 − f (1, 2) 2h/ 2 + 2 · 2h/ 2 6
Du z(1, 2) = lim = lim =√ .
h→0 h h→0 h 2
√ √ √ √
Notice that fx (1, 2)(1/ 2) + fy (1, 2)(1/ 2) = (2 + 2(2)) · (1/ 2) = 6/ 2.

Theorem 1.7. If f (x, y) is a function of x and y having continuous partial derivatives fx and
fy , then f has a directional derivative at (x, y) in any direction û = aî + bĵ; and it is given by
Du f (x, y) = fx (x, y)a + fy (x, y)b.

Proof: Let (x0 , y0 ) be a point in the domain of definition of f (x, y). Define the function g(·) by
g(h) = f (x0 + ah, y0 + bh). Then g(h) is a continuous function of h. Now,
dx dy
g 0 (h) = fx + fy = fx a + fy b.
dh dh
20
Then g 0 (0) = fx (x0 , y0 ) + fy (x0 , y0 ). Since fx , fy are continuous,

g(h) − g(0)
g 0 (0) = lim = Du f (x0 , y0 ).
h→0 h
Hence Du f (x0 , y0 ) = g 0 (0) = fx (x0 , y0 )a + fy (x0 , y0 )b. 

Example 1.26. Find the directional derivative of f (x, y) = x3 − 3xy + 4y 2 in the direction of the
line that makes an angle of π/6 with the x-axis.
√
3 1
Here, the direction is given by the unit vector û = cos(π/6)î + sin(π/6)ĵ = î + ĵ. Thus
2 2
√ √
3 1 3 2 1 1h √ 2 √ i
Du f (x, y) = fx + fy = (3x − 3y) + (−3x + 8y) = 3 3x − 3x + (8 − 3 3)y .
2 2 2 2 2
The formula for the directional derivative in the direction of the unit vector û = aî + bĵ can be
written as
Du f = fx a + fy b = (fx î + fy ĵ) · (aî + bĵ).
∂ ∂
The vector operator ∇ := î + ĵ is called the gradient and the gradient of f (x, y) is
∂x ∂y
∂f ∂f
∇f := grad f := î + ĵ.
∂x ∂y
Therefore, Du f = grad f · û. That is, at (x0 , y0 ), the directional derivative is given by

Du f |(x0 ,y0 ) = grad f |(x0 ,y0 ) · û.

For example, for the function f (x, y) = xey + cos(xy), grad f |(2,0) = î + 2ĵ. Thus, the directional
derivative of f in the direction of 3î − 4ĵ is grad f |(1,2) · ((3/5)î − (4/5)ĵ) = −1.
However, remember that in order that this formula is applicable, we have assumed that the function
f (x, y) has continuous partial derivatives fx , fy at (x0 , y0 ).

Theorem 1.8. Let f (x, y) have continuous partial derivatives fx and fy . The maximum value of
the directional derivative Du f (x, y) is |grad f | and it occurs when û has the same direction as
that of grad f.

This is obvious since Du f = grad f · û says that the directional derivative is the scalar projection
of the gradient in the direction of û.
Proof: Du f = grad f · û = |grad f | |û| cos θ = |grad f | cos θ, where θ is the angle between
grad f and û. Since maximum of cos θ is 1, maximum of Du f is |grad f |. The maximum occurs
when θ = 0, that is, when the directions of grad f and û coincide. 
This also says the following:
f (x, y) increases most rapidly in the direction of its gradient.
f (x, y) decreases most rapidly in the opposite direction of its gradient.
f (x, y) remains constant in any direction orthogonal to its gradient.

21
Example 1.27. Find the directions in which the function f (x, y) = x2 + y 2 changes most, least,
and not at all, at the point (1, 1).

grad f = fx î + fy ĵ = 2xî + 2y ĵ.(grad f )(1, 1) = 2î + 2ĵ.

√
Thus the function f (x, y) increases most at (1, 1) in the direction (î + ĵ)/ 2. It decreases most at
√ √
(1, 1) in the direction −(î + ĵ)/ 2. And it does not change at (1, 1) in the directions ±(î − ĵ)/ 2.

1.8 Normal to Level Curve and Tangent Planes

Let z = f (x, y) be a given surface. A level curve to this surface is a curve f (x, y) = c for any
constant c. On this level curve, the function f (x, y) is a constant, namely, c in the range of f (x, y).
Suppose #»r (t) = x(t)î + y(t)ĵ is a parametrization of this level curve.
Differentiating, we have dtd f (x(t), y(t)) = 0. Or,

dx dy d #»
r (t)
fx + fy = grad f · = 0.
dt dt dt
Since d #»
r /dt is the tangent to the curve, grad f is the normal to the level curve. That is,
At any point (x0 , y0 ) in the domain of the differentiable function f (x, y), its gradient grad f is the
normal to the level curve that passes through (x0 , y0 ).
In higher dimensions, if f (x1 , . . . , xn ) is a function of n independent variables defined on D ⊆ Rn ,
then its gradient at any point is
 ∂f ∂f 
grad f = ,..., .
∂x1 ∂xn
The directional derivative at any point #»
x in the direction of a unit vector û = (u1 , . . . , un ) is

f ( #»
x + hû) − f ( #»
x)
Du f = lim = grad f · û = fx1 u1 + · · · + fxn un .
h→0 h
The algebraic rules for the gradient are as follows:
1. Constant multiple: grad (kf ) = k(grad f ) for k ∈ R.
2. Sum: grad (f + g) = grad f + grad g.

22
3. Difference: grad (f − g) = grad f − grad g.
4. Product: grad (f g) = f (grad g) + g(grad f ).
f g(grad f ) − f (grad g)
5. Quotient: grad = .
g g2
In 3d, let #»
r (t) = x(t)î + y(t)ĵ + z(t)k̂ be a smooth curve on the level surface f (x, y, z) = c. Then
f (x(t), y(t), z(t)) = c for all t. Differentiating this we get

grad f · #»
r 0 (t) = 0.

Look at all such smooth curves that pass through a point P on the level surface. The velocity
vectors #»
r 0 (t) to all these smooth curves are orthogonal to the gradient at P.
Let f (x, y, z) have continuous partial derivatives fx , fy , and fz . The tangent plane at P (x0 , y0 , z0 )
on the level surface f (x, y, z) = c is the plane through P which is orthogonal to grad f at P. Its
equation is

fx (x0 , y0 , z0 )(x − x0 ) + fy (x0 , y0 , z0 )(y − y0 ) + fz (x0 , y0 , z0 )(z − z0 ) = 0.

The normal line to the level surface f (x, y, z) = c at P (x0 , y0 , z0 ) is the line through P parallel to
grad f. Its parametric equation is

x = x0 + fx (x0 , y0 , z0 ) t, y = y0 + fy (x0 , y0 , z0 ) t, z = z0 + fz (x0 , y0 , z0 ) t.

The equation of the tangent plane to the surface z = f (x, y) at (a, b) can be obtained as follows:
Write the surface as F (x, y, z) = 0, where F (x, y, z) = f (x, y) − z. Then Fx = fx , Fy = fy ,
Fz = −1. Then the equation of the tangent plane is

fx (a, b)(x − a) + fy (a, b)(y − b) − (z − f (a, b)) = 0.

Example 1.28. Find the tangent plane and the normal line of the surface x2 + y 2 + z − 9 = 0 at
the point (1, 2, 4).

First, check that the point (1, 2, 4) lies on the surface. Next, fx (1, 2, 4) = 2, fy (1, 2, 4) = 4 and
fz (1, 2, 4) = 1. The tangent plane is given by

2(x − 1) + 4(y − 2) + (z − 4) = 0.

The normal line at (1, 2, 4) is given by

x = 1 + 2t, y = 2 + 4t, z = 4 + t.

Example 1.29. Find the tangent plane to the surface z = x cos y − yex at the origin.

fx (0, 0) = 1, fy (0, 0) = −1. The tangent plane is

x − y − z = 0.

Example 1.30. Find the tangent line to the curve of intersection of the surfaces
f (x, y, z) := x2 + y 2 − 2 = 0 and g(x, y, z) := x + z − 4 = 0 at the point (1, 1, 3).

23
The tangent line is orthogonal to both grad f and grad g at (1, 1, 3). So, it is parallel to

grad f × grad g = (2î + 2ĵ) × (î + k̂) = 2î − 2ĵ − 2k̂.

Thus the tangent line is x = 1 + 2t, y = 1 − 2t, z = 3 − 2t.

1.9 Taylor’s Theorem

For a function of one variable, a polynomial approximation is given by the Taylor’s formula. Ob-
serve that it is a generalization of the Mean value theorem.

Theorem 1.9. (Taylor’s Formula for one variable) Let n ∈ N. Suppose that f (n) (x) is continuous
on [a, b] and is differentiable on (a, b). Then there exists a point c ∈ (a, b) such that

f 00 (a) f (n) (a) f (n+1) (c)

f (x) = f (a) + f 0 (a)(x − a) + (x − a)2 + · · · + (x − a)n + (x − a)n+1 .
2! n! (n + 1)!

Proof: For x = a, the formula holds. So, let x ∈ (a, b]. For any t ∈ [a, x], let

0 f 00 (a) 2 f (n) (a)

p(t) = f (a) + f (a)(t − a) + (t − a) + · · · + (t − a)n .
2! n!
Here, we treat x as a certain point, not a variable; and t as a variable. Write

f (x) − p(x)
g(t) = f (t) − p(t) − (t − a)n+1 .
(x − a)n+1

We see that g(a) = 0, g 0 (a) = 0, g 00 (a) = 0, . . . , g (n) (a) = 0, and g(x) = 0.

By Rolle’s theorem, there exists c1 ∈ (a, x) such that g 0 (c1 ) = 0. Since g(a) = 0, apply Rolle’s
theorem once more to get a c2 ∈ (a, c1 ) such that g 00 (c2 ) = 0.
Continuing this way, we get a cn+1 ∈ (a, cn ) such that g (n+1) (cn+1 ) = 0.

24
Since p(t) is a polynomial of degree at most n, p(n+1) (t) = 0. Then
f (x) − p(x)
g (n+1) (t) = f (n+1) (t) − (n + 1)!.
(x − a)n+1
f (x) − p(x)
Evaluating at t = cn+1 we have f (n+1) (cn+1 ) − (n + 1)! = 0. That is,
(x − a)n+1
f (x) − p(x) f (n+1) (cn+1 )
= .
(x − a)n+1 (n + 1)!
f (n+1) (cn+1 )
Consequently, g(t) = f (t) − p(t) − (t − a)n+1 .
(n + 1)!
Evaluating it at t = x and using the fact that g(x) = 0, we get
f (n+1) (cn+1 )
f (x) = p(x) + (x − a)n+1 .
(n + 1)!
Since x is an arbitrary point in (a, b], this completes the proof. 
We have a similar result for functions of several variables.
Theorem 1.10. (Taylor) Let D be a domain in R2 ; (a, b) be an interior point of D. Let f : D → R
have continuous partial derivatives of order up to n + 1 in some open disk D0 centered at (a, b)
and contained in D. Then for any (a + h, b + k) ∈ D0 , there exists θ ∈ [0, 1] such that
n  m
X 1 ∂ ∂
f (a + h, b + k) = f (a, b) + h +k f (a, b)
m=1
m! ∂x ∂y
 n+1
1 ∂ ∂
+ h +k f (a + θh, b + θk)
(n + 1)! ∂x ∂y
1
For example, m = 2 on the right gives 2!
(h2 fxx + 2hkfxy + k 2 fyy ).
Proof: Let φ(t) = f (a + th, b + tk). Then,
φ0 (t) = fx (a + th, b + tk)h + fy (a + th, b + tk)k = (h ∂x
∂ ∂
+ k ∂y )f (a + th, b + tk).
∂ ∂ 2
φ(2) (t) = (fxx h + fxy k)h + (fyx h + fyy k)k = (h ∂x + k ∂y ) f (a + th, b + tk).
By induction, it follows that
∂ ∂
m
φ(m) (t) = h +k f (a + th, b + tk).
∂x ∂y
Using Taylor’s formula for the single variable function φ(t), we have
n
X φ(m) (0) φ(n+1) (θ)
φ(1) = φ(0) + + .
m=1
m! (n + 1)!
for some θ ∈ [0, 1]. Substituting the expression for φ(n+1) (θ), we get the required result. 
Example 1.31. Let f (x, y) = x2 + xy − y 2 , a = 1, b = −2.
Here, f (1, −2) = −5, fx (1, −2) = 0, fy (1, −2) = 5, fxx = 2, fxy = 1, fyy = −2. Then
1
f (x, y) = −5 + 5(y + 2) + 2(x − 1)2 + 2(x − 1)(y + 2) − 2(y + 2)2 .

2
This becomes exact, since third (and more) order derivatives are 0.

25
1.10 Extreme Values
We extend the notions of local maxima and local minima to a function of two variables.
Let D be a domain in R2 ; (a, b) ∈ D; and let f : D → R.
f (x, y) has a local maximum at (a, b) if f (x, y) ≤ f (a, b) for all (x, y) near (a, b).
That is, for all (x, y) in some open disk centered at (a, b), f (x, y) ≤ f (a, b).
The number f (a, b) is then called a local maximum value of f (x, y); and the point (a, b) is called
a point of local maximum of f (x, y).
If for all (x, y) ∈ D, f (x, y) ≤ f (a, b) then f has an absolute maximum at (a, b).
The number f (a, b) is called the absolute maximum value of f ; and the point (a, b) is called a
point of absolute maximum of f (x, y).

Replace all ≤ by ≥; then call all those minimum instead of maximum.

Let D be a domain in R2 ; f : D → R. Let (a, b) ∈ D. The function f (x, y) has a local extremum
at (a, b) if f (x, y) has a local maximum or a local minimum at (a, b).
An interior point (a, b) of D is a critical point of f (x, y) if either fx (a, b) = 0 = fy (a, b) or at
least one of fx (a, b) or fy (a, b) does not exist.

Theorem 1.11. Let D be a domain in R2 ; f : D → R. Let (a, b) be an interior point of D.

If f (x, y) has a local extremum at (a, b), then (a, b) is a critical point of f (x, y).

Proof: Suppose f has a local maximum at an interior point (a, b) of D. Suppose fx (a, b) exists.
The function g(x) = f (x, b) has a local maximum at x = a. Then g 0 (a) = 0. That is, fx (a, b) = 0.
Similarly, consider h(y) = f (a, y) and conclude that fy (a, b) = 0. Give similar argument if f has
a local minimum at (a, b). 
Geometrically, it says that if at an interior point (a, b), there exists a tangent plane to the surface
z = f (x, y), and if this point (a, b) happens to be an extremum point, then there exists a horizontal
tangent plane to the surface at (a, b).
Let D be a domain in R2 . Let f : D → R have continuous partial derivatives fx and fy . Let (a, b) be
a critical point of f (x, y). The point (a, b, f (a, b)) on the surface is called a saddle point of f (x, y)
if in every open disk centered at (a, b) and contained in D, there are points (x1 , y1 ), (x2 , y2 ) such
that f (x1 , y1 ) < f (a, b) < f (x2 , y2 ).
At a saddle point, the function has neither a local maximum nor a local minimum; the surface
crosses its tangent plane.

26
For a function f (x, y), its Hessian is defined by
 
 fxx fxy  2
H(f ) :=   = fxx fyy − fxy .
fxy fyy 

Suppose that the function f (x, y) has second order continuous partial derivatives in an open disk
centered at a point (a, b) inside its domain of definition. If H(f )(a, b) > 0, then the surface
z = f (x, y) curves the same way in all directions near (a, b).
We will not prove this geometrical fact. We rather prove one of its corollaries which will help us
in determining the local maxima and local minima.

Theorem 1.12. Let f : D → R have continuous first and second order partial derivatives in an
open disk centered at (a, b) ∈ D. Suppose (a, b) is a critical point of f (x, y).

1. If H(f )(a, b) > 0 and fxx (a, b) < 0, then f (x, y) has a local maximum at (a, b).

2. If H(f )(a, b) > 0 and fxx (a, b) > 0, then f (x, y) has a local minimum at (a, b).

3. If H(f )(a, b) < 0 then f (x, y) has a saddle point at (a, b).

4. If H(f )(a, b) = 0, then nothing can be said, in general.

Proof: Let (a + h, b + k) be in an open disk centered at (a, b) and contained in D. By Taylor’s

formula,
 1 
f (a + h, b + k) = (f + hfx + kfy ) + (h2 fxx + 2hkfxy + k 2 fyy )
 
(a,b) 2 (a+θh,b+θk)

Since (a, b) is a critical point of f, fx (a, b) = 0 = fy (a, b). Then

1 
f (a + h, b + k) − f (a, b) = (h2 fxx + 2hkfxy + k 2 fyy ) (1.1)

2 (a+θh,b+θk)

(1) Let H(f )(a, b) > 0 and fxx (a, b) < 0. Multiply both sides of Equation 1.1 by 2fxx , add and
subtract (fxy )2 k 2 , and rearrange to get (All of fxx , fxy , fyy are evaluated at (a + θh, b + θk).)

2fxx [f (a + h, b + k) − f (a, b)] = (hfxx + kfxy )2 + (fxx fyy − (fxy )2 )k 2 .

27
By continuity of functions involved, fxx (a + θh, b + θk) < 0. The RHS is positive. Therefore,
f (a + h, b + k) − f (a, b) < 0. That is, (a, b) is a local maximum point.
(2) Let H(f )(a, b) > 0 and fxx (a, b) > 0, By continuity again, fxx (a + θh, b + θk) > 0. So,
f (a + h, b + k) − f (a, b) > 0. That is, (a, b) is a local minimum point.
(3) Let H(f )(a, b) < 0. We want to show that f (a + h, b + k) − f (a, b) has opposite signs at
different points in any small disk around (a, b). We break this case into three sub-cases:
(3A) fxx (a, b) 6= 0. (3B) fyy (a, b) 6= 0, (3C) fxx (a, b) = fyy (a, b) = 0.
(3A) Let H(f )(a, b) < 0 and fxx (a, b) 6= 0.
First, set h = t, k = 0 in Equation 1.1 and evaluate the following limit:

f (a + h, b + k) − f (a, b) t2 fxx (a + t, b) fxx (a, b)

lim 2
= lim 2
= .
t→0 t t→0 2t 2
Next, set h = −tfxy (a, b), k = tfxx (a, b). Use Equation (1.1) to obtain

f (a + h, b + k) − f (a, b) 1 2 2 2 fxx (a, b)

lim 2
= lim (fxy fxx − 2fxx fxy + fxx fyy ) = H(f )(a, b).
t→0 t t→0 2 2
Since H(f )(a, b) < 0, these two limits have opposite signs. Due to continuity,
f (a + h, b + k) − f (a, b) will have opposite signs in any neighborhood of (a, b).
(3B) Let H(f )(a, b) < 0 and fyy (a, b) 6= 0. This is similar to (3A).
(3C) Let H(f )(a, b) < 0 and fxx (a, b) = fyy (a, b) = 0.
First, set h = k = t. Use Equation (1.1) to get

f (a + h, b + k) − f (a, b) 1
lim 2
= lim (fxx + 2fxy + fyy )|(a+t,b+t) = fxy (a, b).
t→0 t t→0 2

Next, set h = t, k = −t. Using Equation (1.1) again, we have

f (a + h, b + k) − f (a, b) 1
lim 2
= lim (fxx − 2fxy + fyy )|(a+t,b+t) = −fxy (a, b).
t→0 t t→0 2

As in (3A), f (a + h, b + k) − f (a, b) will have opposite signs in any neighborhood of (a, b). 
Notice that the case H(f )(a, b) > 0 and fxx (a, b) = 0 is not possible. Moreover, Under the condi-
tion that H(f )(a, b) > 0, both fxx (a, b) and fyy (a, b) have the same sign. Thus, in Theorem 1.12,
the sign condition on fxx (a, b) can be replaced by the corresponding sign condition on fyy (a, b).
It also says that if fxx (a, b) and fyy (a, b) have the opposite signs, then the critical point (a, b) is a
saddle point of f (x, y).

Example 1.32. Find the extreme values of f (x, y) = xy − x2 − y 2 − 2x − 2y + 4.

Domain of f is R2 having no boundary points. f is differentiable. Its extreme values are all local
extrema. The critical points are those where both fx and fy vanish. Now,

fx = y − 2x − 2, fy = x − 2y − 2.

28
The critical points satisfy fx = 0 = fy . That is, x = y = −2.
fxx (−2, −2) = −2, fxy (−2, −2) = 1, fyy (−2, −2) = −2.
Then H(f )(−2, −2) = 3 > 0, fxx < 0.
Thus, f has local maximum at (−2, −2).
Here also f has absolute maximum and the maximum value is f (−2, −2) = 8.
Example 1.33. Investigate f (x, y) = x4 + y 4 − 4xy + 1 for extreme values.
The function has continuous first and second partial derivatives everywhere.
The critical points are at (x, y) where fx = 4x3 − 4y = 0 = fy = 4y 3 − 4x.
That is, when x3 = y and y 3 = x. Giving x9 = x which has solutions x = 0, 1, −1 in R. The
corresponding y values are 0, 1, −1.
Now, fxx = 12x2 , fxy = −4, fyy = 12y 2 . Thus H(f ) = 144x2 y 2 − 16.
At x = 0, y = 0, H(f ) = −16. Thus f has a saddle point at (0, 0).
At x = 1, y = 1, H(f ) > 0, fxx > 0. Thus f has a local minimum at (1, 1).
At x = −1, y = −1, H(f ) > 0, fxx > 0. Thus f has a local minimum at (−1, −1).
The local minimum values are f (1, 1) = −1 and f (−1, −1) = −1. Both are absolute minima.
Example 1.34. Find absolute extrema of f (x, y) = 2 + 2x + 2y − x2 − y 2 defined on the triangular
region bounded by the straight lines x = 0, y = 0, and x + y = 9.
1. The critical points are solutions of fx = 2 − 2x = 0 = fy = 2 − 2y. That is, x = 1, y = 1.
This accounts for the interior points of the domain.
2. Draw the picture. The vertices of the triangle are A(0, 0), B(0, 9), C(9, 0). These are possible
extremum points. This accounts for the vertices which are on the boundary.
3. Next, we should consider the boundary in detail.
3(a). On the line segment AB, f is given by (y = 0):
g(x) = f (x, 0) = 2 + 2x − x2 for 0 ≤ x ≤ 9. Now, g 0 (x) = 0 ⇒ x = 1.
Thus (1, 0) is a possible extremum point.
3(b). Similarly, on the line segment AC, f is given by (x = 0):
g(y) = f (0, y) = 2 + 2y − y 2 for 0 ≤ y ≤ 9. Then g 0 (y) = 0 ⇒ y = 1.
Thus, a possible extremum point is (0, 1).
3(c). On the line segment BC, f is given by (x + y = 9):
g(x) = f (x, 9 − x) = 2 + 2x + 2(9 − x) − x2 − (9 − x)2 = −61 + 18x − 2x2 for 0 ≤ x ≤ 9.
g 0 (x) = 0 ⇒ 18 − 4x = 0 ⇒ x = 9/2, y = 9 − x = 9/2.
Thus (9/2, 9/2) is a possible extremum point.
The values at these possible extrema are
f (1, 1) = 4, f (0, 0) = 2, f (0, 9) = −61, f (9, 0) = −61, f (1, 0) = 3, f (0, 1) = 3, f (9/2, 9/2) = −41/2.

Therefore, f (x, y) has absolute minimum at (0, 9) and (9, 0) and its minimum value is −61.

29
It has absolute maximum at (1, 1) and its maximum value is 4.

Example 1.35. Maximize the volume of a box of length x, width y and height z subject to the
condition that x + 2y + 2z = 108.

V = xyz = (108 − 2y − 2z)yz. Take f (y, z) = (108 − 2y − 2z)yz. Then

fy = (108 − 4y − 2z)z, fz = (108 − 2y − 4z)y.

The equations fy = 0 = fz imply that

(z = 0 or 108 − 4y − 2z = 0) and (y = 0 or 108 − 2y − 4z = 0)

We have four possibilities:

(a) z = 0, y = 0.
(b) z = 0, 108 − 2y − 4z = 0 ⇒ z = 0, y = 54.
(c) 108 − 4y − 2z = 0, y = 0 ⇒ z = 54, y = 0.
(d) 108−4y−2z = 0, 108−2y−4z = 0. Subtracting, −2y+2z = 0 ⇒ y = z ⇒ z = 18, y = 18.
Therefore, the critical points (y, z) are (0, 0), (0, 54), (54, 0) and (18, 18).
At the first three points, f (y, z) is 0, which is clearly not the maximum value of f (y, z). The only
possibility is (18, 18). To see that this a point where f (y, z) is maximum, consider

fyy = −4z, fyz = 108 − 4y − 2z − 2z = 108 − 4y − 4z, fzz = −4y.

2
At (18, 18), fyy < 0, and H(f ) = fyy fzz − fyz = 16 × 18 × 18 − 16(−9)2 > 0.
Hence the volume of the box is maximum when its length is 108 − 36 − 36 = 36, width is 18 and
height is 18 units. The maximum volume is 11664 cubic units.

Example 1.36. Find the points closest to the origin on the hyperbolic cylinder x2 − z 2 = 1.

We seek a point (x, y, z) that minimizes f (x, y, z) = x2 + y 2 + z 2 subject to x2 − z 2 = 1.

As earlier, taking z 2 = x2 − 1, we seek (x, y) that minimizes
√
g(x, y) := f (x, y, ± x2 − 1) = x2 + y 2 + x2 − 1 = 2x2 + y 2 − 1

30
Now, gx = 4x, gy = 2y. Equating them to zero gives x = 0 and y = 0. But x = 0 does not
correspond to any point on the surface x2 − z 2 = 1. So, the method fails!
Instead of eliminating z, suppose we eliminate x. In that case, we seek to minimize
√
g(y, z) := f (± 1 + z2 , y, z) = 1 + z 2 + y 2 + z 2 = y 2 + 2z 2 + 1.

Then gy = 0 = gz implies that 2y = 0 = 4z. The point so obtained is y = 0, z = 0. This

corresponds to the points (±1, 0, 0) on the surface.
Now, of course, we can proceed as earlier for minimizing g(y, z).
Here, gyy = 2, gyz = 0, gzz = 4.
2
At y = 0, z = 0, we have H(g)(0, 0) = gyy gzz − gyz = 8 > 0.
Since gyy (0, 0) > 0, we conclude that g(y, z) has a local minimum at (0, 0).
These points (±1, 0, 0) of local minima give the minimum value of the distance f (x, y, z) as 1.
But how do we know eliminating which variable would result in a solution?
We would rather look for alternative ways of solving extremum problems with constraints.

1.11 Lagrange Multipliers

Our requirement is to minimize or maximize a certain function f (x, y, z) subject to the constraint
g(x, y, z) = 0. The constraint represents a surface in three dimensional space. Let S be a surface
given by g(x, y, z) = 0. Let f (x, y, z) have an extreme value at P (x0 , y0 , z0 ) on the surface S. Let
C be a curve given by #» r (t) = x(y)î + y(t)ĵ + z(t)k̂ that lies on S and passes through P. Suppose
for t = t0 , we get the point P, that is, P = #»
r (t0 ).
The composite function h(t) = f ◦ g = f (x(t), y(t), z(t)) represents the values that f takes on C.
Since f has an extreme value at P (t = t0 ), the function h(t) has an extreme value at t = t0 . Then
h0 (t0 ) = 0. That is,

0 = h0 (t0 ) = fx (P )x0 (t0 ) + fy (P )y 0 (t0 ) + fz (P )z 0 (t0 ) = (grad f )(P ) · #»

r 0 (t0 ).

For every such curve C, (grad g)(P ) is orthogonal to #»

r 0 (t0 ). Thus, (grad f )(P ) is parallel to
(grad g)(P ). If (grad g)(P ) 6= 0, then

(grad f + λ grad g)(x0 , y0 , z0 ) = 0 for some λ ∈ R.

Breaking into components, we have, at (x0 , y0 , z0 )

fx + λgx = 0, fy + λgy = 0, fz + λgz = 0, g = 0.

Similar equations hold when there are more than one constraint.
Example 1.36 Contd.: We see that

f (x, y, z) = x2 + y 2 + z 2 , g(x, y, z) = x2 − z 2 − 1.

31
The necessary equations at a possible extremum point (x0 , y0 , z0 ) are
fx + λgx = 2x + λ2x = 0, fy + λgy = 2y = 0,
fz + λgz = 2z − λ2z = 0, g = x2 − z 2 − 1 = 0.
It gives x0 = 0 or λ = −1; y0 = 0; z0 = 0 or λ = 1.
From these options, x0 = 0 is not possible for any z since x2 −z 2 = 1. λ = 1 gives x = 0, which is
again not possible. We are left with λ = −1, y0 = 0, z0 = 0. Now, x20 − z02 − 1 = 0 gives x0 = ±1.
The corresponding points are (±1, 0, 0). f (x, y, z) at these extremum points has value 1. Since
f (x, y, z) is unbounded above, it does not have a maximum. Therefore, f (x, y, z) at these points
is minimum. Thus the points closest to the origin on the cylinder are (±1, 0, 0).
Notice that if we set F (x, y, z, λ) := f (x, y, z) + λg(x, y, z) = 0, then
Fx = fx + λgx = 0, Fy = fy + λgy = 0, Fz = fz + λgz = 0.
Moreover, g(x, y, z) = 0 also comes from Fλ = 0.
We can now formulate the method of solving a constrained optimization problem.
Requirement: Find extrema of the function f (x1 , . . . , xn ) subject to the conditions
g1 (x1 , . . . , xn ) = 0, · · · , gm (x1 , . . . , xn ) = 0.
Method: Set the auxiliary function:
F (x1 , . . . , xn , λ1 , . . . , λm ) := f (x1 , . . . , xn ) + λ1 g1 (x1 , . . . , xn ) + · · · λm gm (x1 , . . . , xn ).
Equate to zero the partial derivatives of F with respect to x1 , . . . , xn , λ1 , . . . , λm . It results in
m + n equations in x1 , . . . , xn , λ1 , . . . , λm .
Determine x1 , . . . , xn λ1 , . . . , λm from these equations.
The required extremum points may be found from among these values of x1 , . . . , xn , λ1 , . . . , λm .
Remember that the method succeeds under the condition that such extreme values exist where
grad gj 6= 0 for any j.
Example 1.37. Find the maximum value of f (x, y, z) = x + 2y + 3z on the curve of intersection
of the plane g(x, y, z) := x − y + z − 1 = 0 and the cylinder h(x, y, z) := x2 + y 2 − 1 = 0.
The auxiliary function is
F (x, y, z, λ, µ) := f + λg + µh = x + 2y + 3z + λ(x − y + z − 1) + µ(x2 + y 2 − 1).
Setting Fx = Fy = Fy = Fλ = Fµ = 0, for (x0 , y0 , z0 ), we have
1 + λ + 2x0 µ = 0, 2 − λ + 2y0 µ = 0, 3 + λ = 0, x0 − y0 + z0 − 1 = 0, x20 + y02 − 1 = 0.
We obtain: λ = −3, x0 = 1/µ, y0 = −5/(2µ), 1/µ2 + 25/(4µ2 ) = 1. That is, µ2 = 29/4. Then
the extreme points are
√ √ √
x0 = ±2/ 29, y0 = ∓5/ 29, z0 = 1 ± 7/ 29.
√
The corresponding values of f (x0 , y0 , z0 ) show that the maximum value of f is 3 + 29.
Notice that if µ = 0, then 1 + λ = 0 = 2 − λ leads to inconsistency. Also the conditions that
grad g 6= 0 and grad h 6= 0 are satisfied automatically for the given constraints.

32
1.12 Review Problems
2xy
Probelm 1.1: Where is the function f (x, y) = x2 +y 2
continuous? What are the limits of f at the
points of discontinuity?
f (x, y) is defined everywhere in the plane except at the origin. When (x, y) 6= (0, 0), the functions
g(x) = 2xy and h(x, y) = x2 + y 2 are continuous. Hence f (x, y) is continuous everywhere except
at the origin.
The only point of discontinuity is possibly the origin. We show that as (x, y) → (0, 0), f (x, y) has
no limit. On the contrary, suppose f (x, y) has the limit L at (0, 0). Then

2x2
L= lim f (x, y) = lim =1
y=x,x→0 x→0 2x2

and also
−2x2
L= lim f (x, y) = lim = −1
y=−x,x→0 x→0 2x2

It is a contradiction.
Problem 1.2: Find the total increment ∆z and the total differential dz of the function z = xy at
(2, 3) for ∆x = 0.1, ∆y = 0.2.
At (2, 3) with ∆x = 0.1, ∆y = 0.2, we have

∆z = (x + ∆x)(y + ∆y) − xy = y∆x + x∆y + ∆x∆y = 3 × 0.1 + 2 × 0.2 + 0.1 × 0.2 = 0.72.

dz = zx dx + zy dy = ydx + xdy = y∆x + x∆y. = 3 × 0.1 + 2 × 0.2 = 0.7.

Problem 1.3: It is known that in computing the coordinates of a point (x, y, z, t) certain (small)
errors such as ∆x, ∆y, ∆z, ∆t might have been committed. Find the maximum absolute error so
committed when we evaluate a function f (x, y, z, t) at that point.
Let ∆u = f (x + ∆x, y + ∆y, z + ∆z, t + ∆t) − f (x, y, z, t). We want to find max ∆u. By Taylor’s
formula,
∆u = (fx ∆x + fy ∆y + fz ∆z + ft ∆t)(a, b, c, d)
where (a, b, c, d) lies on the line segment joining (x, y, z, t) to (x + ∆x, y + ∆y, z + ∆z, t + ∆t).
Therefore,
|∆u| ≤ |fx | |∆x| + |fy | |∆y| + |fz | |∆z| + |ft | |∆t|.
Problem 1.4: The hypotenuse c and the side a of a right angled triangle ABC determined with
maximum absolute errors |∆c| = 0.2, |∆a| = 0.1 are, respectively, c = 75, a = 32. Determine
the angle A and determine the maximum absolute error ∆A in the calculation of the angle A.
a ∂A 1 ∂A −a
A(a, c) = sin−1 gives =√ , = √ . Then
c ∂a c2 − a2 ∂c c c 2 − a2
|∆A| ≤ √ 21 2
× 0.1 + √ 322 2
× 0.2 = 0.00273.
(75) −(32) 75 (75) −(32)

Therefore sin−1 32
75
− 0.00273 ≤ A ≤ sin−1 32
+ 0.00273.
75

Problem 1.5: Let f (x, y, z) = x2 + y 2 + z 2 . Find ∂f (1, 1, 1), where #»

∂s v
v = 2î + ĵ + 3k̂.

33
The unit vector in the direction of #»
v is û = √2 î
14
+ √1 ĵ
14
+ √3 k̂.
14
The gradient of f at (1, 1, 1) is
grad f (1, 1, 1) = (fx î + fy ĵ + fz k̂)(1, 1, 1) = 2î + 2ĵ + 2k̂. Then

∂f
12
v
(1, 1, 1) = (grad f · û)(1, 1, 1) = √ .
∂s 14
1
Problem 1.6: Find a point in the plane where the function f (x, y) = 2
− sin(x2 + y 2 ) has a local
maximum.
We see that at (0, 0), the function has a maximum value of 12 . To prove this, consider the neighbor-
hood B = {(x, y) : x2 + y 2 ≤ π/9} of (0, 0). Now, for any point (a, b) ∈ B other than (0, 0), we
have
1 1
f (a, b) = − sin(a2 + b2 ) ≤ = f (0, 0).
2 2
Problem 1.7: Decompose a given positive number a into three parts to make their product maxi-
mum.
Let a = x + y + (a − x − y), for 0 ≤ x, y, a − x − y ≤ a. Then x and y can take values from the
region D bounded by the straight lines x = 0, y = 0 and x + y = a. The function to be maximized
is
f (x, y) = xy(a − x − y)
defined from D to R. The partial derivatives of f are continuous everywhere on D. They are

fx = y(a − 2x − y), fy = x(a − x − 2y).

The critical points satisfy y(a − 2x − y) = 0, x(a − x − 2y) = 0.

The solutions of these equations give:

a a
P1 = (0, 0), P2 = (0, a), P3 = (a, 0), P4 = ( , ).
3 3
Of these, the points P1 , P2 , P3 are on the boundary of D, where the value of f (x, y) is zero. The
3
only interior point is P4 , where the value of f (x, y, z) = a27 , which is the maximum value of
f (x, y, z). Comparing f (P1 ), f (P2 ), f (P3 ), f (P4 ), we get the required decomposition of a as
a = a3 + a3 + a3 .
Problem 1.8: Test for maxima-minima the function z = x3 + y 3 − 3xy.
The function is differentiable everywhere. Thus the critical points are obtained by solving

zx = 3x2 − 3y = 0, zy = 3y 2 − 3x = 0.

These are P1 = (1, 1) and P2 = (0, 0).

The second derivatives are zxx = 6x, zxy = −3, zyy = 6y.
2
For P1 , H(P1 ) = (zxx zyy − zxy )(P1 ) = 36 − 9 = 27 > 0, zxx (P1 ) = 6 > 0. Thus, P1 is a
minimum point and zmin = −1.
2
For P2 , H(P2 ) = (zxx zyy − zxy )(P2 ) = −9 < 0. Hence P2 is a saddle point.

34
Problem 1.9: Find the maximum of w = xyz given that xy + zx + yz = a for a given positive
number a, and x > 0, y > 0, z > 0.
The auxiliary function is

F (x, y, z, λ) = xyz + λ(xy + zx + yz − a).

Equating its partial derivatives to zero, we have

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

Multiply the first by x, the second by y, and subtract to obtain:

λx(y + z) − λy(x + z) = 0 ⇒ λz(x − y) = 0.

If λ = 0, then xy + λ(x + y) = 0 would imply x = 0 or y = 0. But x > 0 and y > 0. So, λ 6= 0.

Also, z > 0. Therefore, x = y. Similarly, using the second and third equations, we get y = z.
Therefore, x = y = z. Then
p
xy + zx + yz = a gives x = y = z = a/3.

The corresponding value of w cannot be minimum, since by reducing x, y close to 0, and taking z
close to a so thatpxy + zx
p + yzp= a is satisfied, w can be made as small as possible. Hence w has
3
a maximum at ( a/3, a/3, a/3). The maximum value of w is (a/3) .
Problem 1.10: Determine the maximum value of z = (x1 · · · xn )1/n provided that x1 + · · · + xn =
a, where a is a given positive number.
Maximizing z is equivalent to maximizing f (x1 , . . . , xn ) = z n = x1 x2 · · · xn . Set up the auxiliary
function
F (x1 , . . . , xn , λ) = x1 x2 · · · xn + λ(x1 + · · · xn − a).
Equate the partial derivatives Fxi to zero to obtain

x1 · · · xi−1 xi+1 · · · xn + λ = 0 for i = 1, 2, . . . , n.

Notice that λ 6= 0. Then multiplying by xi , we see that λxi = x1 x2 · · · xn for each i. Therefore,
x1 = x2 = · · · = xn = a/n. In that case, f = (a/n)n and z = a/n. This value is not a minimum
value of z since z can be made arbitrarily small by choosing x1 close to 0. Thus, the maximum of
z is a/n.
This gives an alternative proof that the geometric mean of n positive numbers is no more than the
arithmetic mean of those numbers.

35
Chapter 2

Multiple Integrals

2.1 Volume of a solid of revolution

The solid obtained by rotating a plane region about a straight line in the same plane is called a
solid of revolution. The line is called the axis of revolution

Suppose the region is bounded above by the curve y = f (x) and below by the x-axis, where
a ≤ x ≤ b. To find the volume of the solid so generated, we divide the interval [a, b] into n equal
parts. Let the partition be

a = x0 < x1 < · · · < xn−1 < xn = b.

On the ith subinterval we approximate the slice of the solid by π[f (x∗i )]2 (xi − xi−1 ) for a point
x∗i ∈ [xi−1 , xi ]. Reason: the slice is a portion of a cylinder whose cross section with a plane vertical
to its axis is a circle. Then the volume of the solid of revolution is approximated by the sum
n
X
π[f (x∗i )]2 (xi − xi−1 ).
i=1

Then the volume of the solid of revolution is the limit of the above sum where n → ∞. Observe
that the cross sectional area for x ∈ [a, b] is A(x) = π(f (x))2 . If A(x) is a continuous function of
x, then the limit of the above sum is the required volume; that is,
Z b Z b
V = A(x) dx = π[f (x)]2 dx.
a a

If the axis of revolution is a straight line other than the x-axis, similar formulas can be obtained for
the volume.

36
 √
Example 2.1. The region between the curve y = x, 0 ≤ x ≤ 4 and the x-axis is revolved around
x-axis. Find the volume of the solid of revolution.

As shown in the above figure, the required volume is

Z 4 Z 4
√ 2 h x2 i 4
V = π( x) dx = π x dx = π = 8π.
0 0 2 0

Example 2.2. Find the volume of the sphere x2 + y 2 + z 2 = a2 , a > 0.

We think of the sphere as the solid of revolution of the region bounded by the upper semi-circle
√
x2 + y 2 = a2 , y ≥ 0. Here, −a ≤ x ≤ a. The curve is thus y = a2 − x2 . Then the volume of
the sphere is
Z a √ Z a
2
h x3 ia 4
V = 2 2
π( a − x ) dx = π(a2 − x2 ) dx = π a2 x − = πa3 .
−a −a 3 −a 3
√
Example 2.3. Find the volume of the solid obtained by revolving the region bounded by y = x
and the lines y = 1, x = 4 about the line y = 1.

The required volume is

Z 4 4 4
√ √
Z Z
2 7π
V = π[R(x)] dx = π( x − 1)2 dx = π(x − 2 x + 1) dx = .
1 1 1 6
Example 2.4. Find the volume of the solid generated by revolving the region between the y-axis
and the curve xy = 2, 1 ≤ y ≤ 4, about the y-axis.

The volume is Z 4 Z 4
2 4
V = π[R(y)] dy = π dy = 3π.
1 1 y2

37
Example 2.5. Find the volume of the solid generated by revolving the region between the parabola
x = y 2 + 1 and the line x = 3 about the line x = 3.

Notice that the cross sections are perpendicular to the axis of revolution: x = 3.
The volume is √ √ √
Z 2 Z 2
2 64π 22 2
V = √ π[R(y)] dy = √ π[2 − y ] dy = .
− 2 − 2 15
If the region which revolves does not border the axis of revolution, then there are holes in the solid.

In this case, we subtract the volume of the hole to obtain the volume of the solid of revolution.
Look at the figure. In this case, the volume of the the solid of revolution is given by
Z b Z b
V = A(x) dx = π[(R(x))2 − (r(x))2 ] dx.
a a

Example 2.6. The region bounded by the curve y = x2 + 1 and the line x + y = 3 is revolved
about the x-axis to generate a solid. Find the volume of the solid.

The outer radius of the washer is R(x) = −x + 3 and the

inner radius is r(x) = x2 + 1. The limits of integration are
obtained by finding the points of intersection of the given
curves:
x2 + 1 = −x + 3 ⇒ x = −2, 1.
The required volume is
Z 1
117π
V = π[(−x + 3)2 − (x2 + 1)2 ] dx = .
−2 5
Example 2.7. Find the volume of the solid obtained by revolving the region bounded by the curves
y = x2 and y = 2x, about the y-axis.

38
The given curves intersect at y = 0 and y = 4. The required volume is
Z 4 Z 4
2 2 √ 8π
V = [(R(y)) − (r(y)) ] dy = π[( y)2 − (y/2)2 ] dy = .
0 0 3
Example 2.8.

In the figure is shown a solid with a circular base

of radius 1. Parallel cross sections perpendicu-
lar to the base are equilateral triangles. Find the
volume of the solid.
Take the base of the solid as the disk x2 +y 2 ≤ 1.
The solid, its base, and a typical triangle at a dis-
tance x from the origin are shown in the figure
below.

√ √
The point B lies on the circle y = 1 − x2 . So, the length of AB is 2 1 − x2 . Since the triangle
√ √
is equilateral, its height is 3 1 − x2 . The cross sectional area is
1 √ √ √ √
A(x) = 2 1 − x2 3 1 − x2 = 3 (1 − x2 ).
2
Thus, the volume of the solid is
Z 1 Z 1 √ 4
V = A(x) dx = 3 (1 − x2 ) dx = √ .
−1 −1 3

39
Example 2.9.

A wedge is cut out of a circular cylinder of radius 4 by

two planes. One plane is perpendicular to the axis of the
cylinder. The other intersects the first at an angle of 30◦
along a diameter of the cylinder. Find the volume of the
wedge.
If we place the x-axis along the diameter where the planes
meet, then the base of the solid is a semicircle with equa-
tion √
y = 16 − x2 , −4 ≤ x ≤ 4.
A cross-section perpendicular to the x-axis at a distance x from the origin is the triangle ABC,
√ √ √
whose base is y = 16 − x2 ; its height is |BC| = y tan 30◦ = 16 − x2 / 3. Thus the cross
sectional area is √
1√ 16 − x2 16 − x2
A(x) = 16 − x2 √ = √ .
2 3 2 3
Then the required volume of the wedge is
Z 4 Z 4
16 − x2 128
V = A(x) dx = √ dx = √ .
−4 −4 2 3 3 3
Example 2.10. Find the volume of the solid generated by revolving about the x-axis the region
bounded by the curve y = 4/(x2 + 4) and the lines x = 0, x = 2, y = 0.
Z 2
16
The volume is V = π 2 dx.
0 (x + 4)2
Substitute x = 2 tan t. dx = 2 sec2 t dt, (x2 + 4)2 = 16 sec4 t for 0 ≤ t ≤ π/4. So,
π/4 π/4
2 sec2 t
Z Z π
2 1
V = 16π dt = 2π cos t dt = π + .
0 16 sec4 t 0 4 2

2.2 Approximating Volume

We now consider solids which are not necessarily solids of revolution. First, we take a typical
simpler case, when a given solid has all plane faces except one, which is a portion of a surface
given by a function f (x, y).
Let f (x, y) be defined on the rectangle R : a ≤ x ≤ b, c ≤ y ≤ d.
For simplicity, take f (x, y) ≥ 0. The graph of f is the surface z = f (x, y). We approximate the
volume of the solid
S : {(x, y, z) : (x, y) ∈ R, 0 ≤ z ≤ f (x, y)}
by partitioning R and then adding up the volumes of the solid rods:

40
So, consider a partition of R as

P : Rij = [xi−1 , xi ] × [yj−1 , yj ] for 1 ≤ i ≤ m, 1 ≤ j ≤ n, a = x0 , b = xm , c = y0 , d = yn .

Denote by A(Rij ) the area of the rectangle Rij ; Denote by kP k = max A(Rij ), the norm of P.
Choose sample points (x∗i , yj∗ ) ∈ Rij . An approximation to the volume of S is the Riemann sum
m X
X n
Smn = f (x∗i , yj∗ )A(Rij ).
i=1 j=1

If limit of Smn exists as kP k → 0, then this limit is called the double integral of f (x, y). It is
RR
denoted by R f (x, y)dA. Whenever the integral exists, it is also enough to consider uniform
partitions, that is, xi − xi−1 = (b − a)/m = ∆x and yj − yj−1 = (d − c)/n = ∆y. In this case,
we write A(Rij ) = ∆A = ∆x∆y. Then
ZZ m X
X n
f (x, y)dA = lim Smn = lim lim f (x∗i , yj∗ )∆A.
R kP k→0 m→∞ n→∞
i=1 j=1

Since f (x, y) ≥ 0, the value of this integral is the volume of the solid S bounded by the rectangle
R and the surface z = f (x, y).
When the integral of f (x, y) exists, we say that f is Riemann integrable or just integrable.
Riemann sum is well defined even if f is not a positive function. However, the double integral
computes the signed volume. Analogous to the single variable case, we have the following result;
we omit its proof.

Theorem 2.1. Each continuous function defined on a closed bounded rectangle is integrable.

Volumes of solids can also be calculated by using iterated integrals.

Example 2.11. Find the volume V of the solid raised over the rectangle R : [0, 1] × [0, 2] and
bounded above by the plane z = 4 − x − y, we proceed as follows (similar to solids of revolution):

41
 R1 R2
Suppose A(x) is the cross sectional are at x. Then V = 0 A(x)dx. Now, A(x) = 0 (4−x−y)dy.
R1R2
Thus, V = 0 0 (4 − x − y)dydx. Therefore,
ZZ Z 1Z 2
(4 − x − y)dA = (4 − x − y)dydx.
R 0 0

The expression on the left is a double integral and on the right is an iterated integral.
Theorem 2.2. (Fubini) Let R be the rectangle [a, b] × [c, d]. Let f : R → R be a continuous
function. Then
ZZ Z bZ d Z dZ b
f (x, y)dA = f (x, y)dydx = f (x, y)dxdy.
R a c c a
RR
Example 2.12. Evaluate R
(1 − 6x2 y)dA, where R = [0, 2] × [−1, 1].

ZZ Z 1 Z 2 Z 1
2 2
(1 − 6x y)dA = (1 − 6x y)dxdy = (2 − 16y)dy = 4.
R −1 0 −1
Also, reversing the order of integration, we have
ZZ Z 2Z 1 Z 2
2 2
(1 − 6x y)dA = (1 − 6x y)dydx = 2dx = 4.
R 0 −1 0
RR
Example 2.13. Evaluate R y sin(xy)dA, where R = [1, 2] × [0, π].
RR RπR2 Rπ
R
y sin(xy)dA = 0 1 y sin(xy) dxdy = 0 (− cos 2y + cos y)dy = 0.

The volume of the solid above R and below the surface z = y sin(xy) is the same as the volume
below R and above the surface. Therefore, the net volume is zero.

42
Example 2.14. Find the volume of the solid bounded by the elliptic paraboloid x2 + 2y 2 + z = 16,
planes x = 2 and y = 2, and the three coordinate planes.

Let R be the rectangle [0, 2] × [0, 2]. The solid is above R and below the surface defined by
z = f (x, y) = 16 − x2 − 2y 2 , where f is defined on R.

ZZ Z 2 Z 2
2 2
V = (16 − x − 2y )dA = (16 − x2 − 2y 2 )dxdy = 48.
R 0 0
The double integrals can be extended to functions defined on non-rectangular regions. Essentially,
the approach is the same as earlier. We partition the region into smaller rectangles, form the
Riemann sum, take its limit as the norm of the partition goes to zero.

The double integral of f over such a bounded region R can also be evaluated using iterated inte-
grals. Look at R bounded by two continuous functions g1 (x) and g2 (x); or, as a region bounded
by two continuous functions h1 (y) and h2 (y).

Theorem 2.3. Let f (x, y) be a continuous real valued function on a region R.

1. If R is given by a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x), where g1 , g2 : [a, b] → R are continuous,

then ZZ Z b Z g2 (x)
f (x, y)dA = f (x, y)dydx.
R a g1 (x)

2. If R is given by c ≤ y ≤ d, h1 (y) ≤ x ≤ h2 (y), where h1 , h2 : [c, d] → R are continuous,

then ZZ Z d Z h2 (y)
f (x, y)dA = f (x, y)dxdy.
R c h1 (y)

43
Example 2.15. Find the volume of the prism whose base is the triangle in the xy-plane bounded
by the lines y = 0, x = 1 and y = x, and whose top lies in the plane z = 3 − x − y.

Z 1 Z x Z 1
V = (3 − x − y)dydx = (3x − 3x2 /2)dx = 1.
0 0 0
Also, Z 1 Z 1 Z 1
V = (3 − x − y)dxdy = (5/2 − 4y + 3y 2 /2)dy = 1.
0 y 0

Suppose R is the region bounded by the line x + y = 1 and the portion of the circle x2 + y 2 = 1
in the first quadrant. Sketch it and then find the limits:

Write the appropriate integrals.

ZZ Z 1 Z √
1−x2 Z 1 Z √1−y2
f (x, y)dA = f (x, y)dydx = f (x, y)dxdy.
R 0 1−x 0 1−y

44
For evaluating a double integral as an iterated integral, choose some order: first x, next y. If it does
not work, or if it is complicated, you may have to choose the reverse order.
Example 2.16. Evaluate R sinx x dA, where R is the triangle in the xy-plane bounded by the lines
RR

y = 0, x = 1, and y = x.
Here, the triangular region R can be expressed as {(x, y) : 0 ≤ y ≤ 1, y ≤ x ≤ 1}. So,
ZZ Z 1Z 1
sin x sin x
dA = dxdy.
R x 0 y x
We are stuck. No way to proceed further. On the other hand, we express the same R in a different
way: {(x, y) : 0 ≤ y ≤ x, 0 ≤ x ≤ 1}. Then
Z 1Z x Z 1
sin x x 
ZZ Z Z 1
sin x sin x
dA = dydx = dy dx = sin xdx = − cos(1) + 1.
R x 0 0 x 0 x 0 0
R1R1
Example 2.17. Evaluate the iterated integral 0 x sin(y 2 )dydx.
Write D : 0 ≤ x ≤ 1, x ≤ y ≤ 1. We plan to change the order of integration.

Z 1 Z 1 ZZ
2
sin(y )dydx = sin(y 2 )dA
0 x
Z 1DZ y
= sin(y 2 )dxdy
Z0 1 0
1
= y sin(y 2 )dy = (1 − cos(1).
0 2
Properties of double integrals with respect to addition, multiplication etc. are as follows.
Theorem 2.4. Let f (x, y) and g(x, y) be continuous on a domain D. Let c be a constant.
RR RR
1. (Constant Multiple): D cf (x, y)dA = c D f (x, y)dA.
RR RR RR
2. (Sum-Difference): D [f (x, y) ± g(x, y)]dA = D f (x, y)dA ± D g(x, y)dA.
RR RR RR
3. (Additivity): D∪R f (x, y)dA = D f (x, y)dA + R f (x, y)dA,
provided f (x, y) is continuous on a domain R also, and D and R are non-overlapping.
RR RR
4. (Domination): If f (x, y) ≤ g(x, y) in D, then D f (x, y)dA ≤ D g(x, y)dA.
RR
5. (Area): D 1 dA = ∆(D) = Area of D.
RR
6. (Boundedness): If m ≤ f (x, y) ≤ M in D, then m∆(D) ≤ D f (x, y)dA ≤ M ∆(D).

45
2.3 Riemann Sum in Polar coordinates
Suppose R is one of the following regions in the plane:

It is easy to describe such regions in polar coordinates. Using polar coordinates, we define a polar
rectangle as a region given in the form:

R = {(r, θ) : a ≤ r ≤ b, α ≤ θ ≤ β, β − α ≤ 2π}.

We can divide a polar rectangle into polar subrectangles as in the following:

Rij = {(r, θ) : ri−1 ≤ r ≤ ri , θj−1 ≤ θ ≤ θj }.

Suppose f is a real valued function defined on a polar rectangle R. Let P be a partition of R into
smaller polar rectangles Rij . The area of Rij is
1
∆(Rij ) = (ri2 − ri−1
2
)(θj − θj−1 ).
2
Take a uniform grid dividing r into m equal parts and θ into n equal parts. Write ri − ri−1 = ∆r
and θj − θj−1 = ∆θ. Also write the mid-point of ri−1 and ri as ri∗ = 12 (ri + ri−1 ), similarly,
θj∗ = 21 (θj−1 + θj ). Then the Riemann sum for f (x, y) in Cartesian coordinates can be written as
m X
X n m X
X n
S= f (ri∗ , θj∗ )∆(Rij ) = f (ri∗ , θj∗ )ri∗ ∆r∆θ.
i=1 j=1 i=1 j=1

Therefore, if f (r, θ) is continuous on the polar rectangle R, then

ZZ ZZ
f (r, θ)dA = f (r, θ)r dr dθ
R R

If f (x, y) is continuous on the polar rectangle R, then converting this into polar form, we have
ZZ Z βZ b
f (x, y)dA = f (r cos θ, r sin θ)r dr dθ.
R α a

46
The double integral in polar form can be generalized to functions defined on regions other than
polar rectangles. Let f be a continuous function defined over a region bounded by the rays
θ = α, θ = β and the continuous curves r = g1 (θ), r = g2 (θ).

Then ZZ Z β Z g2 (θ)
f (r, θ)dA = f (r, θ) r dr dθ.
R α g1 (θ)

Caution: Do not forget the r on the right hand side.

Example 2.18. Find the limits of integration for integrating f (r, θ) over the region R that lies
inside the cardioid r = 1 + cos θ and outside the circle x2 + y 2 = 1.
Better write the circle as r = 1. Now, R is the region:

ZZ Z π/2 Z 1+cos θ
f (r, θ)dA = f (r, θ)r dr dθ.
R −π/2 1
R 1 R √1−x2
Example 2.19. Evaluate I = 0 0
(x2 + y 2 )dydx.
The limits of integration say that the region is the quarter of the unit disk in the first quadrant:

The region in polar coordinates is R : 0 ≤ r ≤ 1, 0 ≤ θ ≤ π/2.

Changing to polar coordinates, we have x = r cos θ, y = r sin θ and then
Z 1 Z π/2 Z π/2
2 1 π
I= r r dr dθ = dθ = .
0 0 0 4 8

47
 R 1 R √1−x2 2 +y 2
Example 2.20. Evaluate I = −1 0
ex dydx.

The region is the upper semi-unit-disk, whose polar description is

R = {(r, θ) : 0 ≤ r ≤ 1, 0 ≤ θ ≤ π}.

RR 2 +y 2
Then I = R
ex dA. Using integration in polar form,
π 1 π π
e−1
Z Z Z h1 Z
r2 r2
i1 π
I= e r dr dθ = e dθ = dθ = (e − 1).
0 0 0 2 0 0 2 2
RR
Example 2.21. Evaluate R (3x + 4y 2 )dA, where R is the region in the upper half plane bounded
by the circles x2 + y 2 = 1 and x2 + y 2 = 4.

R = {(r, θ) : 1 ≤ r ≤ 2, 0 ≤ θ ≤ π}. Therefore,

ZZ Z πZ 2
2
(3x + 4y )dA = (3r cos θ + 4r2 sin2 θ)r dr dθ
R 0 1
Z π Z π
h
3 4 2
i2 15π
= r cos θ + r sin θ dθ = (7 cos θ + 15 sin2 θ) dθ = .
0 1 0 2
Example 2.22. Find the area enclosed by one of the four leaves of the curve r = cos(2θ).

The region is R = {(r, θ) : −π/4 ≤ θ ≤ π/4, 0 ≤ r ≤ cos(2θ)}.

Then the required area is

Z π/4 Z cos(2θ) π/4 π/4
cos2 (2θ) − 1 cos(4θ) − 1
ZZ Z Z
π
dA = r dr dθ = dθ = dθ = .
R −π/4 0 −π/4 2 −π/4 4 8

48
Example 2.23. Find the volume of the solid that lies under the paraboloid z = x2 + y 2 , above the
xy-plane, and inside the cylinder x2 + y 2 = 2x.

The solid lies above the disk D whose boundary has equation x2 +y 2 = 2x, or in polar coordinates,
r2 = 2r cos θ, or r = 2 cos θ.

The disk D = {(r, θ) : −π/2 ≤ θ ≤ π/2, 0 ≤ r ≤ 2 cos θ}.

Then the required volume V is given by
ZZ Z π/2 Z 2 cos θ Z π/2 Z π/2
2 2 2 4 3π
V = (x +y )dA = r r dr dθ = 4 cos θ dθ = (3+cos 4θ+4 cos 2θ) dθ = .
D −π/2 0 −π/2 −π/2 2

2.4 Triple Integral

Let f (x, y, z) be a real valued function defined on a bounded region D in R3 . As earlier we divide
the region into smaller cubes enclosed by planes parallel to the coordinate planes. The set of these
smaller cubes is called a partition P. The norm of the partition is the maximum volume enclosed
by any smaller cube. Then form the Riemann sum S and take its limit as the cubes become smaller
and smaller. If the limit exists, we say that the limit is the triple integral of the function over the
domain D.
ZZZ X
f (x, y, z)dV = lim f (x∗i , yj∗ , zk∗ )(xi − xi−1 )(yj − yj−1 )(zk − zk−1 ),
D kP k→0

where (x∗i , yj∗ , zk∗ ) is a point in the (i, j, k)-th cube in the partition.
As earlier, Fubuni’s theorem says that for continuous functions, if the region D can be written as

D = {(x, y, z) : a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x), h1 (x, y) ≤ z ≤ h2 (x, y)},

then the triple integral can be written as an iterated integral:

ZZZ Z bZ g2 (x) Z h2 (x,y)
f (x, y, z)dV = f (x, y, z)dz dy dx.
D a g1 (x) h1 (x,y)

To find the limits of integration, we first sketch the region D along with its shadow on the xy-plane.
Next, we find the z-limits, then y-limits and then x-limits.

49
 RRR
Observe that the volume of D is D
1 dV.
All properties for double integrals hold analogously for triple integrals.

Example 2.24. Find the volume of the solid enclosed by the surfaces z = x2 + 3y 2 and
z = 8 − x2 − y 2 .

Eliminating z from the two equations, we get the projection of

pthe solid on the xy-plane, which is
2 2
x + 2y = 4. This gives the limits of integration for y as ∓ (4 − x2 )/2. Clearly, −2 ≤ x ≤ 2.

50
Therefore,
ZZZ Z 2 Z √(4−x2 )/2 Z 8−x2 −y 2
V = dV = √ dz dy dx
D −2 − (4−x2 )/2 x2 +3y 2
Z 2 Z √(4−x2 )/2
= √ (8 − 2x2 − 4y 2 ) dy dx
−2 − (4−x2 )/2
Z h 2
4 iy=√(4−x2 )/2
= (8 − 2x2 )y − y 3 √ dx
−2 3 y=− (4−x2 )/2
Z 2 
4 − x2 3/2 8  4 − x2 3/2

= 8 − dx
−2 2 3 2
√ Z
4 2 2 √
= (4 − x2 )3/2 dx = 8π 2.
3 −2

Notice that changing the order of integration involves expressing the domain by choosing different
order of the limits of values in the axes.

Example 2.25. Write the integral of f (x, y, z) over a tetrahedron with vertices at (0, 0, 0), (1, 1, 0),
(0, 1, 0), and (0, 1, 1) as an iterated integral.

First, sketch the region D to see the limits geometrically. The right hand side bounding surface of
D lies in the plane y = 1. The left hand side bounding surface lies in the plane y = z + x. The
projection of D on the zx-plane is R. The upper boundary of R is the line z = 1 − x. The lower
boundary of R is the line z = 0.
To find the y-limits for D, we consider a typical point (x, z) in R and a line through this point
parallel to y-axis. It enters D at y = x + z and leaves at y = 1.
To find the z-limits for D, we find that the line L through (x, z) parallel to z-axis enters R at z = 0
and leaves R at z = 1 − x.

Finally, as L sweeps across R the value of x varies from x = 0 to x = 1.

Therefore, D = {(x, y, z) : 0 ≤ x ≤ 1, 0 ≤ z ≤ 1 − x, x + z ≤ y ≤ 1}.

51
Thus the triple integral of a function f (x, y, z) over D is given by
ZZZ Z 1 Z 1−x Z 1
f (x, y, z) dV = f (x, y, z) dy dz dx.
D 0 0 x+z

If we interchange the orders of y and z, then first we consider limits for z and then of y. In this
case, we project D on the xy-plane. A line parallel to z-axis through (x, y) in the xy-plane enters
D at z = 0 and leaves D through the upper plane z = y − x.
For the y-limits, on the xy-plane, where z = 0, the sloped side of D crosses the plane along the
line y = x. A line through (x, y) parallel to y-axis enters the xy-plane at y = x and leaves at y = 1.
The x-limits are as earlier.
Therefore D = {(x, y, z) : 0 ≤ x ≤ 1, x ≤ y ≤ 1, 0 ≤ z ≤ y − x}.
The same triple integral is rewritten as the following iterated integral:
ZZZ Z 1 Z 1 Z y−x
f (x, y, z) dV = f (x, y, z) dz dy dx.
D 0 x 0
R1RzRy 3
Example 2.26. Evaluate 0 0 0
e(1−x) dx dy dz by changing the order of integration.

Here, the domain is D = {(x, y, z) : 0 ≤ z ≤ 1, 0 ≤ y ≤ z, 0 ≤ x ≤ y}. Sketch the region. Its

projection on the yz-plane is the triangle bounded by the lines y = 0, z = 1 and z = y. That is, the
projection is {(y, z) : 0 ≤ z ≤ 1, 0 ≤ y ≤ z}. Its projection on the xy-plane is the triangle bounded
by the lines x = 0, y = 1 and y = x, which is also expressed as {(x, y) : 0 ≤ y ≤ 1, 0 ≤ x ≤ y}.
Its projection on the zx-plane is the triangle bounded by the lines z = 0, x = 1 and x = z, that is,
{(z, x) : 0 ≤ x ≤ 1, x ≤ z ≤ 1}.
We plan to change the order of integration from dxdydz to dzdydx. All of x, y, z take values from
[0, 1], so the x-limits are 0 and 1. Next, x ≤ y says that the y-limits are x and 1. Since y ≤ z, the
z-limits are y and 1.
Therefore, D = {(x, y, z) : 0 ≤ x ≤ 1, x ≤ y ≤ 1, y ≤ z ≤ 1}.
Z 1Z zZ y Z 1Z 1Z 1
(1−x)3 3
e dx dy dz = e(1−x) dz dy dx
0 0 0 0 x y
1 1 1
(1 − x)2 (1−x)3
Z Z Z
3
= (1 − y)e(1−x) dy dx = e dx
0 x 0 2
0 t
e−1
Z
e
=− dt = . with t = (1 − x)3
(1−0)3 6 6

2.5 Triple Integral in Cylindrical coordinates

Cylindrical coordinates express a point P in space as a triple (r, θ, z), where (r, θ) is the polar
representation of the projection of P on the xy-plane.

52
If P has Cartesian representation (x, y, z) and cylindrical representation (r, θ, z), then

x = r cos θ, y = r sin θ, z = z, r2 = x2 + y 2 , tan θ = y/x.

In cylindrical coordinates,
r = a describes a cylinder with axis as z-axis.
θ = α describes a plane containing the z-axis.
z = b describes a plane perpendicular to z-axis.
The Riemann sum of f (r, θ, z) uses a partition of D into cylindrical wedges:

The volume element dV = r dr dθdz. Thus the triple integral is

ZZZ ZZZ
f (r, θ, z)dV = f (r, θ, z)r dr dθ dz.
D D

Its conversion to iterated integrals uses a similar technique of determining the limits of integration.
Example 2.27. Find the limits of integration in cylindrical coordinates for integrating a function
f (r, θ, z) over the region D bounded below by the plane z = 0, laterally by the circular cylinder
x2 + (y − 1)2 = 1, and above by the paraboloid z = x2 + y 2 .

53
The projection of D onto the xy-plane gives the disk R enclosed by the circle x2 + (y − 1)2 = 1.
It simplifies to x2 + y 2 = 2y. Its polar form is r2 = 2r sin θ or, r = 2 sin θ.
A line through a point (r, θ) ∈ R enters D at z = 0 and leaves D at z = x2 + y 2 = r2 .
A line in the (r, θ)-plane through the origin enters R at r = 0 and leaves R at r = 2 sin θ.
As this line sweeps through R it enters R at θ = 0 and leaves at θ = π. Hence
ZZZ Z π Z 2 sin θ Z r2
f (r, θ, z)dV = f (r, θ, z)r dz dr dθ.
0 0 0
√
Z 2 Z 4−x2 Z 2
Example 2.28. Evaluate I = √ √ (x2 + y 2 ) dz dy dx.
−2 − 4−x2 x2 +y 2
p
The z-limits show that the solid is bounded below by the cone z = x2 + y 2 and above bythe
plane z = 2. Its projection on the xy-plane is the disk x2 + y 2 = 4. The limits for y also confirm
this. A sketch of the solid looks as follows:

Since the projection of the solid on the xy-plane is a disk; cylindrical coordinates will be easier.
p
The projected disk gives the limits as 0 ≤ θ ≤ 2π, 0 ≤ r ≤ 2 whereas x2 + y 2 = r ≤ z ≤ 2.
Thus
ZZZ Z 2π Z 2 Z 2
2 2
I = (x + y )dV = r2 r dz dr dθ
Z 2π DZ 2 0
Z0 2π r 4 Z 2π
3 2 25  8 16
= (r (2 − r) dr dθ = 2 − dθ = dθ = π.
0 0 0 4 5 0 5 5

2.6 Triple Integral in Spherical coordinates

Spherical coordinates express a point P in space as a triple (ρ, φ, θ), where ρ is the distance of
P from the origin O, φ is the angle between z-axis and the line OP, and θ is the angle between
the projected line of OP on the xy-plane and the x-axis. This θ is the same as the ‘cylindrical’ θ.
Moreover, ρ ≥ 0, 0 ≤ φ ≤ π, and 0 ≤ θ ≤ 2π. If P (x, y, z) has spherical representation (ρ, φ, θ),
then
p
x = ρ sin φ cos θ, y = ρ sin φ sin θ, z = ρ cos φ, r = ρ sin φ, ρ = x2 + y 2 + z 2 .

54
In spherical coordinates,
ρ = a describes a sphere centered at origin.
φ = φ0 describes a cone with axis as z-axis.
θ = θ0 describes the plane containing z-axis and OP.
When computing triple integrals over a region D in spherical coordinates, we partition the region
into n spherical wedges. The size of the kth spherical wedge, which contains a point (ρk , φk , θk ),
is given by the changes ∆ρk , ∆φk , ∆θk in ρ, φ, θ.
Such a spherical wedge has one edge a circular arc of length ρk ∆φk , another edge a circular arc of
length ρk sin φk ∆θk and thickness ∆ρk . The volume of such a spherical wedge is approximately
a rectangular box with dimensions ρk , ρk × ∆φk (arc of a circle with radius ρk and angle φk , and
ρk sin φk × ∆θk (arc of a circle with radius ρk sin φk and angle θk ). Thus

∆Vk = ρ2k sin φk ∆ρk ∆φk ∆θk .

The corresponding Riemann sum is S = nk=1 f (ρk , φk , θk )ρ2k sin φk ∆ρk ∆φk ∆θk . Accordingly,
P

ZZZ ZZZ
f (ρ, φ, θ)dV = f (ρ, φ, θ)ρ2 sin φ dρ dφ dθ.
D D

The procedure in computing a triple integral in spherical coordinates is similar to that in cylindrical
coordinates:
Sketch the region D and its projection on the xy-plane. Then find the ρ limit, φ limit and θ limit.

55
 ZZZ Z β Z φ−max Z g2 (φ,θ)
f (ρ, φ, θ)dV = f (ρ, φ, θ)ρ2 sin φ dρ dφ dθ.
D α φ−min g1 (φ,θ

Example 2.29. Find the volume of the solid D cut from the ball ρ ≤ 1 by the cone φ = π/3.
Draw a ray M through D from the origin making an angle φ with the z-axis. Draw also its
projection L on the xy-plane. The line L makes an angle θ with the x-axis. Let R be the projected
region of D in the xy-plane.

M enters D at ρ = 0 and leaves D at ρ = 1.

Angle φ runs through 0 to π/3, since D is bounded by the cone φ = π/3.
L sweeps through R as θ varies from 0 to 2π. Thus
ZZZ Z 2π Z π/3 Z 1
2
V = ρ sin φ dV = ρ2 sin φ dρ dφ dθ
D 0 0 0
Z 2π Z π/3 Z 2π h
1 − cos φ iπ/3 1 π
= sin φ dφ dθ = = 2π = .
0 0 3 0 3 0 6 3
√ √
Z 1 Z 1−x2 Z 1−x2 −y2
2 2 2 3/2
Example 2.30. Evaluate I = √ √ e(x +y +z ) dz dy dx.
−1 − 1−x2 − 1−x2 −y 2
RRR 2 +y 2 +z 2 )3/2
Notice that I = D
e(x dV, where D is the unit ball.
RRR ρ3
Writing in spherical coordinates, I = D
e dV. Then converting to iterated integral,
Z 1 Z π Z 2π
3
I= eρ ρ2 sin φ dρ dφ dθ.
0 0 0

56
Since the integrand is a product of separate functions of ρ, of φ, of θ,
Z 1 Z π Z 2π h eρ3 i1 h iπ 4π
ρ3 2
I= e ρ dρ sin φ dφ dθ = − cos φ (2π) = (e − 1).
0 0 0 3 0 0 3

2.7 Change of Variables

The change of coordinate system from Cartesian to Cylindrical or to Spherical are examples of
change of variables. Let us consider what happens when a different type of change of variables
occurs.
Suppose f maps a region D in R2 onto a region R in R2 in a one-one manner. For convenience,
we say that D is a region in the uv-plane and R is a region in the xy-plane; and f maps (u, v) to
(x, y). Then f can be thought of as a pair of maps: (f1 , f2 ). That is, x = f1 (u, v) and y = f2 (u, v).
We often show this dependence implicitly by writing

x = x(u, v), y = y(u, v).

Example 2.31. What is the image of D = {(u, v) : 0 ≤ u ≤ 1, 0 ≤ v ≤ 1} under the the map
given by x = u2 − v 2 , y = 2uv ?

Let us see the boundaries of the square D : 0 ≤ u ≤ 1, 0 ≤ v ≤ 1.

The lower boundary is the line segment 0 ≤ u ≤ 1, v = 0. It is transformed to the line segment
x = u2 , y = 0 or in the xy-plane it is the line segment 0 ≤ x ≤ 1, y = 0.
The left boundary of D is the line segment u = 0, 0 ≤ v ≤ 1. It is transformed to x = −v 2 , y = 0.
This is the line segment joining (0, 0) to (−1, 0) in the xy-plane.
The upper boundary line of D is the line segment 0 ≤ u ≤ 1, v = 1. This is transformed to
2
x = u2 − 1, y = 2u. Eliminating u from these equations, we get the arc of the curve x = y4 − 1
joining the points (−1, 0) to (0, 2) in the xy-plane.
The right hand side boundary of D is the line segment u = 1 and v varying from 1 to 0. This is
transformed to x = 1 − v 2 , y = 2v. Eliminating v from these equations we have the arc of the
2
curve x = 1 − y4 joining the points (0, 2) to (1, 0).
The interior of D is mapped onto the interior of the so obtained region R in the xy-plane whose
boundary are the line segments and the arcs. This transformation is shown is the picture below.

If (u, v) 7→ (x, y), then how does area of a small rectangle change?

57
A typical small rectangle with sides ∆u and ∆v has corners at the points

A1 = (a, b), A2 = (a + ∆u, b), A3 = (a, b + ∆v), A4 = (a + ∆u, b + ∆v).

Let the images of Ak under (u, v) 7→ (x, y) be Bk = (ak , bk ) for k = 1, 2, 3, 4. Then

a1 = x(a, b)
a2 = x(a + ∆u, b) ≈ x(a, b) + xu ∆u
a3 = x(a, b + ∆v) ≈ x(a, b) + xv ∆v
a4 = x(a + ∆u, b + ∆v) ≈ x(a, b) + xu ∆u + xv ∆v
Here, xu = xu (a, b) and xv = xv (a, b). Similar approximations hold for b1 , b2 , b3 , b4 .
Now, Area of the image of the rectangle A1 A2 A3 A4 is approximately equal to the area of the
parallelogram B1 B2 B3 B4 in xy-plane, which is twice the area of the triangle B1 B2 B4 and is
  
 xu xv 
|(a4 − a1 )(b4 − b2 ) − (a4 − a2 )(b4 − b1 )| = det
 (a, b)∆u∆v.
yu yv 

This determinant is called the Jacobian of the map (u, v) 7→ (x, y); and is denoted by J(x(u, v), y(u, v)).
∂(x, y)
The Jacobian is also written as J(x(u, v), y(u, v)) = .
∂(u, v)
We write this as Area of image of a rectangle with one corner at (a, b) and sides of length ∆u and
∆v is approximately |J(x(u, v), y(u, v)|∆u∆v, where the Jacobian J(·, ·) is evaluated at (a, b).
In deriving this approximation, we have assumed that xu , xv , yu , yv are continuous.
Assume that x = x(u, v) and y = y(u, v) have continuous partial derivatives with respect to u and
v. Assume also that a region D in the uv-plane is in one-one correspondence with a region R in
the xy-plane by the map (u, v) 7→ (x, y). Let f (x, y) be a real valued continuous function on the
region R. Then we have the map f˜(u, v) = f (x(u, v), y(u, v)).
To see how the integrals of f over R and integral of f˜ over D are related, divide D in the uv-plane
into smaller rectangles. Now, the images of the smaller rectangles are related by

Area of R = |J(x(u, v), y(u, v))|Area of D.

By forming the Riemann sum and taking the limit, we obtain:

ZZ ZZ
f (x, y)dA = f˜(u, v) |J(x(u, v), y(u, v)| dA.
R D

For example, in the case of polar coordinates, we have

x = x(r, θ) = r cos θ, y = y(r, θ) = r sin θ.

Thus, the Jacobian is

J(x(r, θ), y(r, θ)) = xr yθ − xθ yr = cos θ(r cos θ) − (−r sin θ) sin θ = r.

58
Therefore, the double integral in polar coordinates for a function f (x, y) takes the form
ZZ ZZ
f (x, y)dA = f (r cos θ, r sin θ) r dA.
R D

as we had seen earlier.

For x = x(u, v, w), y = y(u, v, w), z = z(u, v, w), we write the Jacobian as
 
xu xv x w
∂(x, y, z)
J(x(u, v, w), y(u, v, w), z(u, v, w)) = = det  yu yv yw  .
∂(u, v, w)
zu zv zw
If R is the region in R3 on which f has been defined and D is the region in the uvw-space so that
the functions x, y, z map D onto R in a one-one manner, then
ZZZ ZZZ  
 ∂(x, y, z) 
f (x, y, z)dV = f (x(u, v, w), y(u, v, w), z(u, v, w)) 
  du dv dw.
R D ∂(u, v, w) 

In the case of cylindrical coordinates, x = r cos θ, y = r sin θ, z = z. The Jacobian is

  

 x r x θ x z 

J(x(r, θ, z), y(r, θ, z), z(r, θ, z)) = det  yr yθ yz  = r.
 zr zθ zz 
ZZZ ZZZ
f (x, y, z)dV = f (r cos θ, r sin θ, z) r dr dθ dz.
R D
For the spherical coordinates, we see that
x = ρ sin φ cos θ, y = ρ sin φ sin θ, z = ρ cos φ.
The triple integral looks like
ZZZ ZZZ
f (x, y, z)dV = f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ)ρ2 sin φ dρ dφ dθ.
R D

We had already derived these results independently.

These formulas help us in evaluating double and triple integrals in x, y, z as integrals in u, v, w by
choosing a transformation (u, v, w) 7→ (x, y, z) suitably.
RR
Example 2.32. Evaluate the double integral R (y − x)dA, where R is the region bounded by the
lines y − x = 1, y − x = −3, 3y + x = 7, 3y + x = 15.
Take u = y − x, v = 3y + x. That is, x = 41 (v − 3u), y = 14 (u + v). Then
D = {(u, v) : −3 ≤ u ≤ 1, 7 ≤ v ≤ 15}.
The Jacobian is
J = |xu yv − xv yu | = |(−3/4)(1/4) − (1/4)(1/4)| = −1/4.
Therefore,
ZZ ZZ ZZ Z 1 Z 15 Z 1
1 1 1
(y − x)dA = u |J| dA = u dA = u dv du = (15 − 7)u du = −8.
R D D 4 −3 7 4 −3 4

59
 4 1+y/2
2x − y
Z Z
Example 2.33. Evaluate dx dy by using the transformation
0 y/2 2
u = x − y/2, v = y/2.

The domains R in the xy-plane and G in the uv-plane are

R = {(x, y) : 0 ≤ y ≤ 4, y/2 ≤ x ≤ 1 + y/2}, G = {(u, v) : 0 ≤ u ≤ 1, 0 ≤ v ≤ 2}.

2x − y
And f (x, y) = = u.
2
Notice that x = u + v, y = 2v. Thus, |J| = |xu yv − xv yu | = |(1)(2) − (0)(1)| = 2.
4 1+y/2 1 2 1
2x − y 22 − 02
Z Z Z Z Z
dxdy = u du dv = dv = 2.
0 y/2 2 0 0 0 2

Caution: The change of variables formula turns an xy-integral into a uv-integral. But the map that
changes the variables goes from uv-domain onto xy-domain. This map must be one-one on the
interior of the uv-domain. Sometimes it is easier to get such a map from xy-domain to uv-domain.
Then we will be tackling with the inverse of such an easy map. Here the fact that
the Jacobian of the inverse map is the inverse of the Jacobian of the original map
helps us. This may be expressed as
 −1
∂(x, y) ∂(u, v)
= .
∂(u, v) ∂(x, y)

Similarly, triple integrals undergo change of variables by using the inverse of the Jacobian.

Example 2.34. Integrate f (x, y) = xy(x2 + y 2 ) over the domain

R : −3 ≤ x2 − y 2 ≤ 3, 1 ≤ xy ≤ 4.

There is a simple map that goes in the wrong direction: u = x2 − y 2 , v = xy. Then the image of
R, which we denote as D in the uv-plane is the rectangle

D : −3 ≤ u ≤ 3, 1 ≤ v ≤ 4.

We have F : D → R defined by F (x, y) = (u, v) = (x2 − y 2 , xy). And its inverse is G = F −1 ,

where G : R → D.

60
We need not compute the map G. Instead, we go for the Jacobian.
   
∂(u, v) ux uy  2x −2y 
= = = 2(x2 + y 2 ).
∂(x, y) vx vy  y x 

∂(x, y) 1
Therefore, = . Then
∂(u, v) 2(x2 + y 2 )
ZZ ZZ   
 1 
xy(x2 + y 2 ) dA = xy(x2 + y 2 )   dA.
R D 2(x2 + y 2 ) 

Notice that the integral on the right side is in the uv-plane and the bracketed term inside [ · ] is a
function of (u, v). Since the bracketed term simplifies to xy/2 which is equal to v/2, we have the
integral as

1 3 4 1 3 42 − 12
ZZ Z Z Z
v 15   45
dA = v dv du = du = 3 − (−3) = .
D 2 2 −3 1 2 −3 2 4 2

2.8 Review Problems

Problem 2.1: Find the area of the region bounded by the curves y = x and y = 2 − x2 .
The points of intersection of the curves satisfy y = x and x = 2 − x2 . The last equation is same as
(x + 2)(x − 1) = 0. Thus the points of intersection are (−2, −2) and (1, 1). Hence the area is
1 2−x2  Z 1
Z x3 x2 i1  9
Z  h
2
dydx =  (2 − x − x)dx =  2x − − = .
    
3 2 −2 2

−2 x −2

Since the significant portion of the curve y = 2 − x2 lies above the portion of the line y = x, there
is no need to take the absolute value. The calculation also confirms this.
RR
Problem 2.2: Evaluate I = D (4 − x2 − y 2 ) dA if D is the region bounded by the straight lines
x = 0, x = 1, y = 0 and y = 3/2.

Z 3/2 Z 1 Z 3/2 Z 3/2  11

2 2
1  35
4x − x3 /3 − y 2 x 0 dy = − y 2 dy = .

I= (4 − x − y )dxdy =
0 0 0 0 3 8
Problem 2.3: Evaluate the double integral of f (x, y) = 1 + x + y over the region bounded by the
√
lines y = −x, y = 2 and the parabola x = y.
Draw the region. The integral is equal to

61
 √
2 y 2
√ y √ y2
Z Z Z
− y 2 dy


(1 + x + y)dx dy = y+ + yy− −y+
0 −y 0 2 2
Z 2
√ 3y √ y2
h2 5 3 1 i2 1 √
= y+ +y y+ dy = y 3/2 + y 5/2 + y 2 + y 3 = (13 + 44 2).
0 2 2 3 2 4 6 0 3
R 1 R √x
Problem 2.4: Change the order of integration in 0 x f (x, y)dydx.
√
The domain D of integration is bounded by the straight line y = x and the parabola y = x. Every
straight line parallel to x-axis cuts the boundary of D in no more than two points, and it remains
in between y 2 to y. Also, y lies between 0 and 1. Hence
Z 1 Z √x Z 1Z y
f (x, y)dydx = f (x, y)dx dy.
0 x 0 y2
ZZ
Problem 2.5: Evaluate ey/x dA, where D is a triangle bounded by the straight lines y = x,
D
y = 0, and x = 1.
In D, the variable x remains in between 0 and 1, and y lies between 0 and x. Hence
Z 1Z x Z 1
e−1
ZZ
y/x y/x
e dA = e dy dx = x(e − 1) dx = .
D 0 0 0 2
RR
Problem 2.6: Find I = D ex+y dA, where D is the annular region bounded by two squares of
sides 2 and 4 each having center at (0, 0).
Draw the picture. D is not a simply connected domain. Divide D into four simply connected
domains by drawing lines x = −1 and x = 1. Let D1 be the rectangle to the left of the inner square;
D2 be the square on top of the inner square; D3 be the square below the inner square; and D4 be
the rectangle to the right of the inner square; so that D is the disjoint union of D1 , D2 , D3 , D4 .
Then ZZ ZZ ZZ ZZ
x+y x+y x+y
I= e dA + e dA + e dA + ex+y dA.
D1 D2 D3 D4
Converting each integral to an iterated integral, we have
Z −1 Z 2 Z 1Z 2
x+y
I= e dydx + ex+y dydx
−2 −2 −1 1
Z 1 Z −1 Z 2 Z 2
+ e x+y
dydx + ex+y dydx = e4 − e2 − e−2 + e−4 .
−1 −2 1 −2

(x2 + y 2 )−2 dA, where D is the shaded region in the figure below:
RR
Problem 2.7: Evaluate D

62
The integrand in polar coordinates is f (r, θ) = r−4 . The region D is given by
0 ≤ θ ≤ π/4, sec θ ≤ r ≤ 2 cos θ. Thus
ZZ Z π/4 Z 2 cos θ Z π/4
2 2 −2 −4 1 π
(x + y ) dA = r r dr dθ = (4 cos2 θ − sec2 θ) dθ = .
D 0 sec θ 8 0 16
Problem 2.8: Calculate the volume of the solid bounded by the planes x = 0, y = 0, z = 0, and
x + y + z = 1.
RR
The volume V = D (1 − x − y)dA, where D is the base of the solid on the xy-plane. We see that
D is the triangular region bounded by the straight lines x = 0, y = 0, x + y = 1. Thus,
Z 1 Z 1−x Z 1
1 1
V = (1 − x − y)dydx = (1 − x)2 dx = .
0 0 0 2 6

Problem 2.9: Compute the volume V of the solid bounded by the spherical surface x2 + y 2 + z 2 =
4a2 and the cylinder x2 + y 2 = 2ay, where a > 0.
The domain of integration is the base of the cylinder. This is the circle x2 + y 2 − 2ay = 0, whose
centre is (0, a) and radius a. We calculate V /4, the volume of the portion of the solid in the first
octant. Now, the domain of integration D is the semicircular disk whose boundaries are given by
p
x = g1 (y) = 0, x = g2 (y) = 2ay − y 2 , y = 0, y = 2a.
p
The integrand is z = f (x, y) = 4a2 − x2 − y 2 . Then
Z 2a Z √2ay−y2 p
V
= 4a2 − x2 − y 2 dx dy.
4 0 0

To evaluate this, use polar coordinates: x = r cos θ, y = r sin θ. For the limits of integration, use
x2 + y 2 = r2 , y = r sin θ to get:

x2 + y 2 − 2ay = 0 ⇒ r2 − 2ar sin θ = 0 ⇒ r = 2a sin θ.

That is, in polar coordinates, the boundaries of D are given by

r = g1 (θ) = 0, r = g2 (θ) = 2a sin θ, 0 ≤ θ ≤ π/2.

√
The integrand is f (r, θ) = 4a2 − r2 . Hence,
Z π/2 Z 2a sin θ √
V = 4 4a2 − r2 r dr dθ
0 0
π/2 
−4
Z
16
(4a2 − 4a2 sin2 θ)3/2 − (4a2 )3/2 dθ = a3 (3π − 4).

=
03 9
p
Problem 2.10: Integrate f (x, y, z) = z x2 + y 2 over the solid cylinder x2 +y 2 ≤ 4 for 1 ≤ z ≤ 5.

63
The domain of integration D in cylindrical coordinates is given by 0 ≤ θ ≤ 2π, 0 ≤ r ≤ 2,
1 ≤ z ≤ 5. The integrand is zr. Thus
ZZZ p Z 2π Z 2 Z 5
z x2 + y 2 dV = (zr) r dz dr dθ = 64π.
D 0 0 1

Problem 2.11: Integrate f (x, y, z) = z over the part of the solid cylinder x2 + y 2 ≤ 4 for 0 ≤ z ≤
y.

The domain W has the projection D on the xy-plane as the semicircle depicted in the figure. The
z-coordinate varies from 0 to y and y = r sin θ. Thus W is given by 0 ≤ θ ≤ π, 0 ≤ r ≤ 2,
0 ≤ z ≤ r sin θ. In cylindrical coordinates,
ZZZ Z π Z 2 Z r sin θ Z πZ 2
1
2
z dV = z r dθ dr dz = r sin θ r dθ dr = π.
W 0 0 0 0 0 2
RRR
Problem 2.12: Compute D
z dV, where D is the solid lying above the cone x2 + y 2 = z 2 and
below the unit sphere.

64
The upper branch of the cone, which is relevant to D, has the equation φ = π/4 in spherical
coordinates. The sphere has the equation ρ = 1. Thus D is given by

D : 0 ≤ θ ≤ 2π, 0 ≤ φ ≤ π/4, 0 ≤ ρ ≤ 1.

Since z = ρ cos φ, the required integral is

ZZZ Z 2π Z π/4 Z 1
z dV = (ρ cos φ)ρ2 sin φ dρ dφ dθ
D 0 0 0
Z π/4 Z 1
π π/4
Z
3 π
= 2π ρ cos φ sin φ dρ dφ = cos φ sin φ dφ = .
0 0 2 0 8
R∞ 2
Problem 2.13: Evaluate I = −∞ e−x dx.
Z a 2 h Z a  Z a i
−x2 −x2 2
2
I = lim e dx = lim e dx e−y dy
a→∞ −a a→∞ −a −a
hZ a Z a 2 2
i ZZ
2 2
= lim e−x −y dx dy = lim e−x −y dA
a→∞ −a −a a→∞ R

where R is the square [−a, a] × [−a, a] for a > 0.

√ √
Let D = B(0, a) and S = B(0, 2 a), the balls centred at 0 and with radii a and 2 a, respectively.
2 2
Then D ⊆ R ⊆ S. Since e−x −y > 0 for all (x, y) ∈ R2 , we have
ZZ ZZ ZZ
−x2 −y 2 −x2 −y 2 2 2
e dA ≤ e dA ≤ e−x −y dA.
D R S

Now,
ZZ Z 2π Z a Z 2π
−x2 −y 2 −r2 1 2 2
e dA = e r dr dθ = − (e−a − 1) dθ = π(1 − e−a ).
D 0 0 2 0
ZZ
2 −y 2 2
Similarly, e−x dA = π(1 − e−2a ). We see that
S
ZZ ZZ
−x2 −y 2 2 −y 2
lim e dA = π, lim e−x dA = π.
a→∞ D a→∞ S

Therefore, by sandwich theorem, we have

√
ZZ
2 2
2
I = lim e−x −y dA = π ⇒ I = π.
a→∞ R

65
 x2 y 2 z 2
Problem 2.14: Compute the volume of the ellipsoid + 2 + 2 = 1.
a2 b c
2 2
x y
Projection of this solid on the xy-plane is the ellipse 2 + 2 = 1. Therefore, the required volume
a b
is
q q q
Z a Z b 1− x22 Z c 1− x22 − y22 Z a Z b 1− x22 r
a a b a x2 y 2
V = dz dy dx = 2c 1 − − 2 dy dx.
a2 b
q q q
2 2 2 2
−a −b 1− x2 −c 1− x2 − y2 −a −b 1− x2
a a b a

Substitute y = b(1 − x2 /a2 )1/2 sin t. Then dy = b(1 − x2 /a2 ) cos t dt and
−π/2 ≤ t ≤ π/2. Therefore,
a π/2
x2
x2
2 i1/2 x2

Z Z h
V = 2c 1 − 2 − 1 − 2 sin t b 1 − 2 cos t dt dx
−a −π/2 a a a
Z a
bcπ 4πabc
= 2
(a2 − x2 ) dx = .
a −a 3
∞
e−ax − e−bx
Z
Problem 2.15: Evaluate dx for a > 0, b > 0.
0 x
Z ∞ −ax Z ∞Z b
e − e−bx
dx = e−yx dy dx
0 x 0 a
Z bZ ∞ Z b
−yx 1 b
= e dx dy = dy = ln .
a 0 a y a
Notice the change in order of integration above.
Z 9Z 3
Problem 2.16: Evaluate √
xey dx dy.
1 y
√
The domain of integration is given by 1 ≤ y ≤ 9, y ≤ x ≤ 3.

The same is expressed as 1 ≤ x ≤ 3, 1 ≤ y ≤ x2 . Changing the order of integration, we have

Z 9 Z 3 Z 3 Z x2 Z 3
y y 2 1
√
xe dx dy = xe dx dy = (xex − e x)dx = (e9 − 9e).
1 y 1 1 1 2
ZZ
π dA
Problem 2.17: Show that ≤ p ≤ π, where D is the unit disc.
3 D x + (y − 2)2
2

66
 p
The quantity f (x, y) = x2 + (y − 2)2 is the distance of any point (x, y) from (0, 2).
For (x, y) ∈ D, maximum of f (x, y) is thus 3 and minimum is 1. Therefore,
1 1
≤p ≤ 1.
3 x2 + (y − 2)2
Integrating over D, we have
ZZ ZZ ZZ
1 1
dA ≤ p dA ≤ 1 dA.
D 3 D x2 + (y − 2)2 D
RR
Since D dA = area of D, we obtain
ZZ
π dA
≤ p ≤ π.
3 D x + (y − 2)2
2

RRR
Problem 2.18: Evaluate W
z dV, where W is the solid bounded by the planes x = 0, y = 0,
x + y = 1, z = x + y, and z = 3x + 5y in the first octant.
W lies over the triangle D in the xy-plane defined by 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 − x. Hence

ZZZ Z 1 Z 1−x Z 3x+5y

z dV = z dz dy dx
D 0 0 x+y
Z 1 Z 1−x Z 1
2 2 23
= (4x + 14xy + 12y ) dy dx = (4 − 5x + 2x2 − x3 ) dx = .
0 0 0 12
Fun Problem: The n-dimensional cube with side a has volume an . What is the volume of an
n-dimensional ball?

67
Denote by Vn (r) the volume of the n-dimensional ball with radius r. Also, write An = Vn (1). For
n = 1, we have the interval [−1, 1], whose volume we take as its length, that is, A1 = 2, V1 = 2π.
For n = 2, we have the unit disk, whose volume is its area; that is, A2 = π, V2 = πr2 . For n = 3,
we know that A3 = 4π/3 and V3 (r) = 4πr3 /3.
Exercise 1: Show by induction that Vn (r) = An rn .
Suppose Vn−1 (r) = An−1 rn−1 . The slice of the n-dimensional ball x21 + · · · x2n−1 + x2n = rn at the
height xn = c, has the equation
x21 + · · · x2n−1 + c2 = r2 .
√
This slice has the radius r2 − c2 . Thus
Z r p Z r p
Vn (r) = 2 2
Vn−1 r − xn dxn = An−1 ( r2 − x2n )n−1 dxn .
−r −r

Substitute xn = r sin θ. So, dxn = r cos θ and −π/2 ≤ θ ≤ π/2. Then

Z π/2
n
Vn (r) = An−1 r cosn θ dθ = An−1 Cn rn ,
−π/2

R π/2
where Cn = −π/2
cosn θ dθ. This says that An = An−1 Cn .
n−1
Exercise 2: Prove that C3 = 4/5, C4 = 3π/8 and Cn = n
Cn−2 .
πm 2 π m+1 m
Exercise 3: Prove that A2m = and A2m+1 = .
m! 1 · 3 · · · (2m + 1)
This sequence of numbers have a curious property: An increases up to n = 5 and then it decreases
to 0 as n → ∞.

68
Chapter 3

Vector Integrals

3.1 Line Integral

Line integrals are single integrals which are obtained by integrating a function over a curve instead
of integrating over an interval.

Let f (x, y, z) be a real valued function with domain D. Let C be a curve that lies in D given in
parametric form as
#»
r (t) = x(t) î + y(t) ĵ + z(t) k̂, a ≤ t ≤ b.
The values of f on the curve C are given by the composite function f (x(t), y(t), z(t)). We want
to integrate this composite function on the curve C.
Partition C into n sub-arcs. Choose a point (xk , yk , zk ) on the kth subarc. Suppose the kth subarc
has length ∆sk . Form the Riemann sum
n
X
Sn = f (xk , yk , zk )∆sk .
k=1

When n approaches ∞, the length sk approaches 0. In such a case, if limn→∞ Sn exists, then this
limit is called the line integral of f over the curve C.
Z
f (x, y, z)ds = lim Sn .
C n→∞

In practice, the line integral is computed by parameterizing the curve C.

69
Theorem 3.1. Let C : x(t) î + y(t) ĵ + z(t) k̂ be a parametrization of the curve C lying in a
domain D ⊆ R3 . If f : D → R is continuous and the component functions x(t), y(t), z(t) are
differentiable, then the line integral of f over C exists and is given by
Z Z b r
dx
2 dy
2 dz
2
f (x, y, z)ds = f (x(t), y(t), z(t)) + + dt.
C a dt dt dt
r
dx
2 dy
2 dz
2
We also write ds = | #»r 0 (t)|dt = + + dt.
dt dt dt
Example 3.1. Integrate f (x, y, z) = x − 3y 2 + z over the line segment from (0, 0, 0) to (1, 1, 1).

Parametrize the curve C : #»

r (t) = t î + t ĵ + t k̂, 0 ≤ t ≤ 1.
√ √
Then x(t) = y(t) = z(t) = t. So, | #»
r 0 (t)| = 12 + 12 + 12 = 3.

1 √ 1 √ √ h2
Z Z Z i1
x(t) − 3y 2 (t) + z(t) 3dt = 2 3

f ds = [t − 3t + t] 3dt = 3 t − t = 0.
C 0 0 0
Z
Example 3.2. Evaluate (2 + x2 y)ds, where C is the upper half of the unit circle in the xy-plane.
C

Here, f = f (x, y) is a function of two variables.

Parametrize the curve. C : x(t) = cos t, y(t) = sin t, 0 ≤ t ≤ π. Then
Z Z π
2
p 2
(2 + x y)ds = (2 + cos2 t sin t) (x0 (t))2 + (y 0 (t))2 dt = 2π + .
C 0 3
If C is a piecewise smooth curve, i.e., it is a join of finite number of smooth curves, written as
C = C1 ∪ · · · ∪ Cm , then we define
Z Z Z
f (x, y, z)ds = f (x, y, z)ds + · · · + f (x, y, z)ds.
C C1 Cm

Example 3.3. Let C be the Zcurve consisting of line segments joining (0, 0, 0) to (1, 1, 0) and
(1, 1, 0) to (1, 1, 1). Evaluate (x − 3y 2 + z)ds.
C

C is the join of C1 and C2 , whose parametrization are given by

C1 : #»
r (t) = t î + t ĵ, 0 ≤ t ≤ 1; C2 : #»
r (t) = î + ĵ + t k̂, 0 ≤ t ≤ 1.

70
 √
Then On C1 , | #»
r 0 (t)| = 2 and on C2 , | #» r 0 (t)| = 1. Now,
Z Z Z
2 2
(x − 3y + z)ds = (x − 3y + z)ds + (x − 3y 2 + z)ds
C C C
Z 11 √ Z 1 2
= f (t, t, 0) 2dt + f (1, 1, t) 1 dt
0 0
√
Z 1 √ Z 1
−3 − 2
= (t − 3t2 + 0) 2dt + (1 − 3 + t)dt = .
0 0 2
Z
Example 3.4. Evaluate 2xds, where C is the arc of the parabola y = x2 from (0, 0) to (1, 1)
C
followed by the line segment joining (1, 1) to (1, 2).

Parametrize: C = C1 ∪ C2 , where

C1 : x = x, y = x2 , 0 ≤ x ≤ 1; C2 : x = 1, y = y, 1 ≤ y ≤ 2.

Choosing x = t for C1 and y = t for C2 , we have

C1 : x = t, y = t2 , 0 ≤ t ≤ 1; C2 : x = 1, y = t, 1 ≤ t ≤ 2.
√
On C1 , dx = 1 dt, dy = 2t dt, ds = 1 + 4t2 dt. Similarly, on C2 , ds = dt. Then
Z Z Z Z 1 √ Z 2
2xds = 2xds + 2xds = 2
2t 1 + 4t dt + 2(1)dt
C C1 C2 0 1
√
(1 + 4t2 )3/2 1 5 5−1
=  +2= + 2.
6 0 6
Z
Example 3.5. Evaluate y sin zds, where C is the circular helix given by
C

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

71
 Z Z 2π p √
y sin zds = sin t t sin2 t + cos2 t + 1dt = 2π.
C 0

If the curve C happens to be a line segment on the x-axis, then ds = dx. In that case, the line
integral over the curve becomes
Z n
X
f (x, y, z)dx = lim f (xk , yk , zk )∆xk .
C n→∞
k=1

As earlier, if f (x, y, z) has continuous partial derivatives and #»r (t) is smooth, and C has parametriza-
tion as x = x(t), y = y(t), z = z(t), a ≤ t ≤ b, then
Z Z b
f (x, y, z)dx = f (x(t), y(t), z(t))x0 (t)dt.
C a

Similarly, if the curve C is a segment on the y or z-axis, then the line integrals are, respectively
Z Z b Z Z b
0
f (x, y, z)dy = f (x(t), y(t), z(t))y (t)dt, f (x, y, z)dz = f (x(t), y(t), z(t))z 0 (t)dt.
C a C a

These line integrals are called as the line integrals of f over C with respect to x, y, z respectively.
Z
Example 3.6. Evaluate ydx + zdy + xdz, where C is the curve joining the line segments from
C
(2, 0, 0) to (3, 4, 5) to (3, 4, 0).
Parameterize: C = C1 ∪ C2 , where

C1 : x = 2 + t, y = 4t, z = 5t, 0 ≤ t ≤ 1; C2 : x = 3, y = 4, z = 5 − 5t, 0 ≤ t ≤ 1.

Z Z Z
Then ydx + zdy + xdz = ydx + zdy + xdz + ydx + xdz + zdx
C C1 C2
Z 1 Z 1
= (4t)dt + (5t)4dt + (2 + t)5dt + 3(−5)dt = 49/2 − 15 = 9.5.
0 0

72
3.2 Line Integral of Vector Fields
We want to generalize line integrals to vector fields.
A vector field is a function defined on a domain D in the plane or space that assigns a vector to
each point in D. If D is a domain in space, a vector field on D may be written as
#»
F (x, y, z) = M (x, y, z) î + N (x, y, z) ĵ + P (x, y, z) k̂.

Vectors in a gravitational field point toward the center of mass that gives the source of the field.
The velocity vectors on a projectile’s motion make a vector field along the trajectory.
Let f (x, y, z) be a function from a domain in R3 to R. If fx , yy , fz exist, then the gradient field of
f (x, y, z) is the field of gradient vectors
∂f ∂f ∂f
grad f = ∇f = î + ĵ + k̂.
∂x ∂y ∂z
The gradient field of the surface f (x, y, z) = c may be drawn as follows:
At each point on the surface, we have a vector, the gradient vector, which is normal to
the surface. And we draw it there itself to show it.

For example, the gradient field of f (x, y, z) = xyz is

grad f = yz î + zx ĵ + xy k̂.

Notice that f (x, y, z) has a continuous gradient iff fx , fy , fz are continuous on the domain of
definition of f.
#» #»
A vector field F is called conservative if there exists a scalar function f such that F = grad f.
#»
In such a case, the scalar function f is called the potential of the vector field F .
#» mM G #»
For example, consider the gravitational force field F = − r . It is also written in the form:
|r|3
#» mM G
F (x, y, z) = − [x î + y ĵ + z k̂]
(x2 + y 2 + z 2 )3/2

73
 #»
Here, F is a conservative field. Reason?
mM G
Define f (x, y, z) = 2 . Then
(x + y 2 + z 2 )1/2

∂f ∂f ∂f #»
grad f = î + ĵ + k̂ = F .
∂x ∂y ∂z
Physically, the law of conservation of energy holds in every conservative field.
#»
Let F (x, y, z) be a continuous vector filed defined over a curve C given by
#»
r (t) = x(t) î + y(t) ĵ + z(t) k̂ for a ≤ t ≤ b.
#»
The line integral of F along C, also called the work done by moving a particle on C under the
#»
force field F is
#» #» #» #» #» #»
Z Z Z
F ·dr = #» 0
F ( r (t)) · r (t) dt = F · T ds,
C C C

#» #»
r 0 (t)
where T (t) = #» 0 is the unit tangent vector at a point on C.
| r (t)|
#»
Example 3.7. Evaluate the line integral of the vector field F (x, y, z) = x2 î − xy ĵ along the first
quarter unit circle in the first quadrant.

The curve C is given by #»

r (t) = cos t î + sin t ĵ, 0 ≤ t ≤ π/2. Then
#»
F ( #»
r (t)) = cos2 t î − cos t sin t ĵ, d #»
r = − sin t î + cos t ĵ.

The work done is

#» π/2
#» −2
Z Z
F · d #»
r = F ( #»
r ) · #»
r 0 dt = .
C 0 3
#»
Let the vector filed be F (x, y, z) = M (x, y, z) î + N (x, y, z) ĵ + P (x, y, z) k̂.
Let C be the curve given by #» r (t) = x(t) î + y(t) ĵ + z(t) k̂ for a ≤ t ≤ b. Then

#» b
#»
Z Z
F · d #»
r = F ( #»
r (t)) #»
r 0 (t) dt
C a
Z b
= [M (x(t), y(t), z(t)) x0 (t) + N y 0 (t) + P z 0 (t)] dt
a
Z b
= M dx + N dy + P dz.
a

74
 R #» #»
Example 3.8. Evaluate C F · d #» r , where F = xy î + yz ĵ + zx k̂ and C is the twisted cube given
by x = t, y = t2 , z = t3 , 0 ≤ t ≤ 1.

R R1 R
C
M dx = 0
t t2 1 dt = 1/4, C
N dy = t2 t3 2t dt = 2/7, and
R
C
P dz = t3 t 3t2 dt = 3/7. So,
#»
Z
F · d #»
r = 1/4 + 2/7 + 3/7 = 27/28.
C
Also,
#» 1 1
Z Z Z
F · d #»
r = 0 0 0
[xyx + yzy + zxz ]dt = [t3 + 2t6 + 3t6 ]dt = 27/28.
C 0 0

3.3 Conservative Fields

Rb
Recall: a f 0 (t)dt = f (b) − f (a) for a function f (t). In case of line integrals, the gradient acts as
a sort of derivative.
Theorem 3.2. Let C be a smooth curve given by #» r (t) = x(t) î + y(t) ĵ + z(t) k̂ for a ≤ t ≤ b.
Suppose C joins points (x1 , y1 , z1 ) to (x2 , y2 , z2 ). That is,
#»
r (a) = x1 î + y1 ĵ + z1 k̂ and #» r (b) = x2 î + y2 ĵ + z2 k̂.
Let f (x, y, z) be a function whose gradient vector is continuous on a domain containing C. Then
Z
∇f · d #»
r = f ( #»
r (b)) − f ( #»
r (a)) = f (x2 , y2 , z2 ) − f (x1 , y1 , z1 )
C
Proof:
Z Z b
#»
∇f · d r = ∇f ( #»
r (t)) · #»
r 0 (t) dt
C a
Z bh
∂f dx ∂f dy ∂f dz i
= + + dt
a ∂x dt ∂y dt ∂z dt
Z b
d #»
f ( r (t)) dt = f ( #»
r (t))a = f ( #»
r (b)) − f ( #»
b
= r (a)). 
a dt
#»
Theorem 3.2 is sometimes called as the Fundamental theorem for line integrals. It says that if F
is a conservative vector field with potential f, then the line integral over any smooth curve joining
points A to B can be evaluated from the potential by:
#»
Z
F · d #»
r = f (B) − f (A).
C

75
In such a case, the line integral is independent of path of C; it only depends on the initial point and
the end point of C.
R #»
We say that a line integral C F · d #» r is independent of path iff for any curve C 0 that is lying in
#»
the domain of F , and having the same initial and end points as that of C, we have
#» #» #»
Z Z
F ·dr = F · d #»
r.
C C0
#» R #»
Thus, if F is conservative, then the line integral C F · d #»
r is path independent. Then the following
result is obvious:
#»
Theorem 3.3. Let F be a continuous vector field defined on a domain D. Let C be any smooth
R #» R #»
curve lying in D. The line integral C F · d #» r is path independent iff C 0 F · d #»
r = 0 for every
0
closed curve C lying in D.

Remark: A closed curve is a curve having the same initial and end points. “Smooth curve” may
be replaced by “Piecewise smooth curve” everywhere. When C is a closed curve, the line integral
H #»
over C is written as C F · d #»
r.
#»
Theorem 3.4. Let F be a continuous vector field defined on an open connected region D. If
R #» #» #»
C
F · d r is path independent for each smooth curve C lying in D, then F is conservative.

Hints for the Proof: Suppose D is in the plane. Fix any point (a, b) in D. Let C be a curve from
(a, b) to (x, y). Define
#» #» #»
Z Z (x,y)
f (x, y) := F ·dr = F · d #»
r,
C (a,b)
#»
due to path independence. Next show that F = grad f. 
#»
If F (x, y) = M (x, y) î + N (x, y) ĵ is conservative, then we have a scalar function f (x, y) such
that fx = M, fy = N. Then using Clairaut’s theorem, we have fxy = My = fyx = Nx . That is, if
#»
F = M î + N ĵ is conservative, then My = Nx . Similar result holds in three dimensions.
#»
Theorem 3.5. Let F (x, y, z) = M (x, y, z) î + N (x, y, z) ĵ + P (x, y, z) k̂, where the gradients of
#»
the component functions M, N, P are continuous on a domain D. If F is conservative, then we
have My = Nx , Nz = Py , Px = Mz on D.
#»
The converse of Theorem 3.5 holds if the domain of F is a simply connected domain.
A simple curve is a curve which does not intersect itself. A connected region D is said to be a
simply connected region iff every simple closed curve lying in D encloses only points from D.

76
 #»
Theorem 3.6. Let F = M î + N ĵ + P k̂ be a vector field on a simply connected region D, where
#»
gradients of M, N, P are continuous. If My = Nx , Nz = Py , and Px = Mz hold on D, then F is
conservative.

Proof of this can be done here, but it follows from Green’s theorem in the plane and from Stokes’
theorem in space, which we will do later.
These equations help in determining the potential function of a conservative field.
#»
Example 3.9. Find the line integral of the field F = yz î + zx ĵ + xy k̂ along any smooth curve
joining the points A(−1, 3, 9) to B(1, 6, −4).
#» #»
Notice that F is conservative since F = grad (xyz) = ∇f, where f = xyz. Let C be any such
curve. Then
#» #»
Z Z B
F ·dr = ∇f · d #»
r = f (B) − f (A) = 3.
C A

Example 3.10. Are the following vector fields conservative?

#»
(a) F (x, y) = (x − y) î + (x − 2) ĵ
#»
(b) F (x, y) = (3 + 2xy) î + (x2 − 3y 2 ) ĵ.
#»
(c) F (x, y, z) = (2x − 3) î + z ĵ + cos z k̂.
#»
(a) F = M î + N ĵ, where M = x − y, N = x − 2. My = −1, Nx = 1. Since My 6= Nx , the
vector field F is not conservative.
(b) Here, M = 3 + 2xy, N = x2 − 3y 2 . My = 2x = Nx . The vector filed is defined on R2 , which
#»
is a simply connected region. The partial derivatives of M and N are continuous. Therefore, F is
a conservative field.
#»
(c) F = M î + N ĵ + P k̂, where M = 2x − 3, N = z, P = cos z.
My = 0, Nx = 0, Nz = 1, Py = 0, Px = 0, Mz = 0.
#»
Since Nz 6= Py , the field F is not conservative.
#»
Example 3.11. Find a potential for the vector field F = (3 + 2xy) î + (x2 − 3y 2 ) ĵ. Then evaluate
R #» #»
C
F · d r , where C is given by #»
r (t) = et sin t î + et cos t ĵ, 0 ≤ t ≤ π.
#» #»
We know that F is conservative. To determine the scalar function f (x, y, z) such that F = grad f,
we have
fx = 3 + 2xy, fy = x2 − 3y 2 .
Integrate the first one with respect to x and integrate the second with respect to y to obtain:

f (x, y) = 3x + x2 y + g(y), f (x, y) = x2 y − y 3 + h(x).

Taking g(y) = y 3 + const. and h(x) = 3x + const., we have

f (x, y) = 3x + x2 y − y 3 + k for any constant k.

R #» #»
Next, C
F · d r = f (x(π), y(π)) − f (x(0), y(0)) = e3π + 1.

77
 #»
Example 3.12. Find a potential for the vector field F = y 2 î + (2xy + e3z ) ĵ + 3ye3z k̂.
Denote the potential by f (x, y, z). Then

fx = y 2 , fy = 2xy + e3z , fz = 3ye3z .

Integrate with respect to suitable variables:

f = xy 2 + g(y, z), f = xy 2 + ye3z + h(x, z), f = ye3z + φ(x, y).

Taking g(x, z) = ye3z , φ(x, y) = xy 2 , h(x, z) = k, a constant, we get one such f.

Sometimes matching may not be obvious. So, differentiate the first:

fy = 2xy + gy (y, z) = 2xy + e3z .

Thus, gy (y, z) = e3z . Integrate: g(y, z) = ye3z + ψ(z). Then

f = xy 2 + ye3z + ψ(z).

This gives fz = 3e3z + ψ 0 (z) = 3y 3z . Thus, ψ(z) = k, a const. Therefore,

f (x, y, z) = xy 2 + ye3z + k.
#»
Example 3.13. Show that the vector field F = (ex cos y + yz) î + (xz − ex sin y) ĵ + (xy + z) k̂
is conservative by finding a potential for it.
Let the potential be f (x, y, z). Then

fx = ex cos y + yz, fy = xz − ex sin y, fz = xy + z.

Integrate the first w.r.t. x to get

f = ex cos y + xyz + g(y, z).

Differentiate w.r.t. y to get

fy = −ex sin y + xz + gy (y, z) = xz − ex sin y ⇒ gy (y, z) = 0.

Thus g(y, z) = h(z). And then f = ex cos y + xyz + h(z). Differentiate w.r.t. z to obtain

fz = xy + h0 (z) = xy + z ⇒ h0 (z) = z ⇒ h(z) = z 2 /2 + k.

Then f (x, y, z) = ex cos y + xyz + z 2 /2 + k.

If M, N, P are functions of x, y, z, on a domain D in space, then the expression

M (x, y, z)dx + N (x, y, z)dy + P (x, y, z)dz

Is called a differential form. The differential form is called exact iff there exists a function
f (x, y, z) such that
∂f ∂f ∂f
M (x, y, z) = , N (x, y, z) = , P (x, y, z) = .
∂x ∂y ∂z

78
Notice that if the differential form is exact, then

M (x, y, z)dx + N (x, y, z)dy + P (x, y, z)dz = df,

which is an exact differential. In that case, if C is any curve joining points A to B in the domain
D, then Z B Z Z B
[M dx + N dy + P dz] = #»
∇f · d r = df = f (B) − f (A).
A C A
#»
Therefore, the differential form is exact iff F = M î + N ĵ + P k̂ is conservative. Then the scalar
#»
function f (x, y, z) is the potential of the field F .

Example 3.14. Show that the differential form ydx + xdy + 4dz is exact. Then evaluate the
R
integral C (ydx + xdy + 4dz) over the line segment C joining the points (1, 1, 1) to (2, 3, −1).

M = y, N = x, P = 4. Then My = 1 = Nx , Nz = 0 = Py , Px = 0 = Mz .
Therefore, the differential form is exact.
Also, notice that ydx + xdy + 4dz = d(xy + 4z + k). Hence it is exact.
In case, f is not obvious, we can determine it as earlier by differentiating and integrating etc. Next,
Z Z (2,3,−1) (2,3,−1)
(ydx + xdy + 4dz) = d(xy + 4z + k) = (xy + 4z + k)(1,1,1) = −3.
C (1,1,1)

3.4 Green’s Theorem

Let C be a simple closed curve in the plane. The positive orientation of C refers to a single
counter-clockwise traversal of C. If C is given by #»
r (t), a ≤ t ≤ b, then its positive orientation
refers to a traversal of C keeping the region D bounded by the curve to the left.

Theorem 3.7. (Green’s Theorem) Let C be a positively oriented simple closed piecewise smooth
curve in the plane. Let D be the region bounded by C. (That is, C = ∂D.) If M (x, y) and N (x, y)
have continuous partial derivatives on an open region containing D, then
I ZZ 
∂N ∂M 
1. (M dx + N dy) = − dA.
C D ∂x ∂y
I ZZ 
∂M ∂N 
2. (M dy − N dx) = + dA.
C D ∂x ∂y

79
 R b #»
Green’s theorem helps in evaluating an integral of the type a F · d #»
r in a non-conservative vector
#»
field F . It gives a relationship between a line integral around a simple closed curve C and the
double integral over the plane region D bounded by this closed curve.

Proof: We only prove for a special kind of regions to give an idea of how it is proved.
Consider the region D = {(x, y) : a ≤ x ≤ b, f (x) ≤ y ≤ g(x)}. Assume that f, g are continuous
functions. Then
ZZ Z b Z g(x) Z b
∂M
dA = My dydx = [M (x, g(x)) − M (x, f (x))]dx.
D ∂y a f (x) a
R
Now we compute C M dx by breaking C into four parts C1 , C2 , C3 and C4 .
The curve C1 is given by x = x, y = f (x), a ≤ x ≤ b. Thus
Z Z b
M dx = M (x, f (x))dx.
C1 a

On C2 and also on C4 , the variable x is a single point. So,

Z Z
M dx = M dx = 0.
C2 C4

As x increases, C3 is traversed backward. That is, −C3 is given by x = x, y = g(x), a ≤ x ≤ b.

So, Z Z Z b
M dx = − M dx = − M (x, g(x))dx.
C3 C3 a
ZZ Z
∂M
Therefore, dA = − M dx. Similarly, express D using the variable of integration as y.
Z Z∂y
D ZC
∂N
Then we have dA = N dy. Next, add the two results obtained to get
D ∂x C
Z ZZ 
∂N ∂M 
(M dx + N dy) = − dA.
C D ∂x ∂y
The second form follows similarly. 
#»
Example 3.15. Verify Green’s theorem for the field F = (x − y) î + x ĵ, where C is the unit circle
oriented positively.

Here, we have C : #»
r (t) = cos t î + sin t ĵ, 0 ≤ t ≤ 2π. The region D is the unit disk.

80
 M = cos t − sin t, N = cos t, dx = − sin t dt, dy = cos t dt.
Mx = 1, My = −1, Nx = 1, Ny = 0.
Now, I Z 2π
(M dy − N dx) = [(cos t − sin t) cos t − cos t(− sin t)]dt = π.
C 0
ZZ ZZ
(Mx + Ny )dA = (1 + 0)dA = Area of D = π.
D D
Similarly, I Z 2π
(M dx + N dy) = [(cos t − sin t)(− sin t) + cos2 t]dt = 2π.
ZCZ 0
ZZ
(Nx − My )dA = (1 − (−1))dA = 2 × Area of D = 2π.
D D
H
Example 3.16. Evaluate the integral I = C xy dy + y 2 dx, where C is the square cut from the
first quadrant by the lines x = 1 and y = 1, with positive orientation.
Take M (x, y) = xy, N (x, y) = y 2 , D as the region bounded by C. Then
I ZZ Z 1Z 1
I = (M dy − N dx) = (Mx + Ny )dA = (y + 2y)dxdy = 3/2.
C D 0 0
2
Also, taking M = −y , N = xy, we have
I ZZ Z 1 Z 1
I = (M dx + N dy) = (Nx − My )dA = (y + 2y)dxdy = 3/2.
C D 0 0
H p
Example 3.17. Evaluate the integral I = C
(3y − esin x )dx + (7x + 1 + y 4 )dy,
where C is the positively oriented circle x2 + y 2 = 9.
Take D as the disk x2 + y 2 ≤ 9. Then by Green’s theorem,
ZZ p ZZ
sin x
 
I= 4
(7x + 1 + y )x − (3y − e )y dA = (7 − 3)dA = 36π.
D D
H
Example 3.18. Evaluate I = C x4 dx+xy dy, where C is the triangle with vertices at (0, 0), (0, 1)
and (1, 0); its orientation being from (0, 0) to (1, 0) to (0, 1) to (0, 0).

The triangle is positively oriented. Let D be the region bounded by the triangle.
Take M = x4 , N = xy. Then
Z 1 Z 1−x
1 1
ZZ Z
4 1
I= [(xy)x − (x )y ]dA = y dy dx = (1 − x2 )dx = .
D 0 0 2 0 6

81
 R
Example 3.19. Evaluate C (xdy − y 2 dx), where C is the positively oriented square bounded by
the lines x = ±1 and y = ±1.
#»
Let F be the vector field x î + y 2 ĵ. Here, M = x, N = y 2 , and D is the region bounded by C. By
Green’s theorem,
I ZZ Z 1Z 1
(M dy − N dx) = (Mx + Ny )dA = (1 − 2y)dxdy = 4.
C D −1 −1

Two important Observations

1. Suppose M (x, y) and N (x, y) are zero on a simple closed curve C.

If D is the region bounded by C, then
ZZ I ZZ I
(Nx − My )dA = (M dx + N dy) = 0, (Mx + Ny )dA = (M dy − N dx) = 0.
D C D C

2. Let D be the region bounded by a simple closed curve C.

RR H
Suppose Nx − My = 1. Then Area of D = D (Nx − My )dA = C (M dx + N dy) gives
I I I
1
Area of D = x dy = − y dx = (x dy − y dx).
C C 2 C

For example, the constraint is satisfied when

M = 0, N = x; Or, M = −y, N = 0; Or, M = −y/2, N = x/2.

x2 y 2
As an application, to compute the area enclosed by the ellipse C : 2 + 2 = 1, we parameterize
a b
C as x = a cos t, y = b sin t, 0 ≤ t ≤ 2π. And then the area is

1 2π 1 2π
I Z Z
1
(x dy − y dx) = [(a cos t b cos t) − (b sin t (−b sin t))]dt = ab dt = π ab.
2 C 2 0 2 0
H
Example 3.20. Evaluate C (y 2 dx + xy dy), where C is the boundary of the semi- annular region
between the semicircles x2 + y 2 = 1 and x2 + y 2 = 4 in the upper half plane.

Write, in polar coordinates, D = {(r, θ) : 1 ≤ r ≤ 2, 0 ≤ θ ≤ π}. Then

I ZZ h ZZ
2 ∂ ∂ 2 i
(y dx + xy dy) = (3xy) − (y ) dA = y dA
C D ∂x ∂y D
Z 2Z π Z 2 Z π
2 14
= r sin θr dr dθ = r dr sin θ dθ = .
1 0 1 0 3

82
In fact, Green’s theorem can be applied to domains having holes, provided the domain can be
divided into simply connected regions.

The boundary C of the region D consists of two simple closed curves C1 (Outer) and C2 (inner).
Assume that these boundary curves are oriented so that the region D is always on the left as the
curve C is traversed.
Thus the positive direction is counterclockwise for the outer curve C1 but clockwise for the inner
curve C2 . Divide D into two regions D0 and D00 as shown in the figure. Green’s theorem on D0 and
D00 gives
ZZ ZZ ZZ
(Nx − My )dA = (Nx − My )dA + (Nx − My )dA
D D 0 D 00
Z Z Z
= (M dx + N dy) + (M dx + N dy) = (M dx + N dy).
∂D0 ∂D00 C
This is the general version of Green’s Theorem.
Example 3.21. Show that if C is any positively oriented simple closed path that encloses the
origin, then
−y
I
x
2 2
dx + 2 = 2π,
C x +y x + y2
No idea how to show it for every such curve. So, take a positively oriented circle C 0 , of radius a,
around origin that lies entirely in the region bounded by C. Let D be the annular region bounded
#»
by C and C 0 . Take F (x, y) = (−y î + x ĵ)/(x2 + y 2 ).

Then the positively oriented boundary of D is ∂D = C ∪ (−C 0 ). Green’s theorem on D gives

I I ZZ
(M dx + N dy) + (M dx + N dy) = (Nx − My )dA = 0
C −C 0 D
#»
Reason? Here, F = M î + N ĵ gives Nx = My = (y 2 − x2 )/(x2 + y 2 )2 . Then
I I
(M dx + N dy) = (M dx + N dy).
C C0
0
But C is parameterized by x(t) = cos t, y(t) = sin t, 0 ≤ t ≤ 2π. So,
#»
Z Z 2π
(M dx + N dy) = F (a cos t î + a sin t ĵ) · (a cos t î + a sin t ĵ)0 dt = 2π.
C0 0
Generalize this example by taking the constraint Nx = My on the vector field.

83
3.5 Curl and Divergence of a vector field
#»
If F = M î + N ĵ + P k̂ is a vector field in R3 , where the partial derivatives of the component
#»
functions exist, then curl F is a vector field given by

#»  ∂P ∂N   ∂M ∂P   ∂N ∂M 
curl F = − î + − ĵ + − k̂.
∂y ∂z ∂z ∂x ∂x ∂y
∂ ∂ ∂
Writing in operator notation, recall that grad = ∇ = î + ĵ + k̂ .
∂x ∂y ∂z
 
 î ĵ k̂ 
#» #»  ∂ ∂ ∂ 
Then curl F = ∇ × F =  ∂x ∂y ∂z  .
 
M N P 
#» #»
For example, if F = zx î + xyz ĵ − y 2 k̂, then curl F = −y(2 + x) î + x ĵ + yz k̂.
#»
Theorem 3.8. Let F be a vector field defined over a simply connected region D whose component
#» #»
functions have continuous second order partial derivatives. Then F is conservative iff curl F = 0.
#» #»
Proof of ⇒: If F is conservative, then F = ∇f for some f, where f is some scalar function
defined on D. Now,
 
 î ĵ k̂ 
 
∂ ∂ ∂ 
curl ∇f = ∇ × (∇f ) =  ∂x ∂y ∂z 
= (fyz − fzy ) î + (fzx − fxz ) ĵ + (fxy − fyx ) k̂ = 0.

 fx fy fz 

The converse follows from Stokes’ theorem, which we will discuss later. 
Remember: The curl of gradient of any scalar function is zero:

curl grad f = 0.
#»
Example 3.22. Is the vector field F = zx î + xyz ĵ − y 2 k̂ conservative?
#» #»
Here, curl F = −y(2 + x) î + x ĵ + yz k̂ 6= 0. So, F is not conservative.
#»
Example 3.23. Is the vector field F = y 2 z 3 î + 2xyz 3 ĵ + 3xy 2 z 2 k̂ conservative?
#»
Here, F is defined on R2 and
 
 î ĵ k̂  (6xy 2 z 2 − 6xy 2 z 2 ) î
#»  ∂ ∂ ∂

curl F =  ∂x = −(3y 2 z 2 − 3y 2 z 2 ) ĵ = 0.

∂y ∂z 
+(2yz 3 − 2yz 3 ) k̂
 2 3
y z 2xyz 3 3xy 2 z 2 


#» #»
Hence F is conservative. In fact, F = grad f, where f (x, y, z) = xy 2 z 3 .
#»
The name game: curl F measures how quickly a tiny peddle (at a point) in some fluid in a vector
#»
field moves around itself. If curl F = 0, then there is no rotation of such a tiny peddle.

84
 #»
If F = M î + N ĵ + P k̂ is a vector field defined on a domain, where its component functions have
first order partial derivatives, then
#» #» ∂M ∂N ∂P
div F = ∇ · F = + + .
∂x ∂y ∂z
The divergence is also called flux or flux density.
#» #»
For example, if F = zx î + xyz ĵ − y 2 k̂, then div F = z + xz.
#»
The divergence of the vector field F = (x2 − y) î + (xy − y 2 ) ĵ is

∂(x2 − y) ∂(xy − y 2 )
+ = 3x − 2y.
∂x ∂y
#»
Intuitively, div F measures the tendency of the fluid to diverge from the point (a, b). When the gas
(fluid) is expanding, divergence is positive; and when it is compressing, the divergence is negative.
#»
The fluid is said to be incompressible iff div F = 0.
#»
Theorem 3.9. Let F = M î + N ĵ + P k̂ be a vector field defined on a simply connected domain
#»
D ⊆ R3 , where M, N, P have continuous second order partial derivatives. Then div curl F = 0.
#» #» ∂  ∂P ∂N  ∂  ∂M ∂P  ∂  ∂N ∂M 
Proof: div curl F = ∇ · (∇ × F ) = − + − + −
∂x ∂y ∂z ∂y ∂z ∂x ∂z ∂x ∂y
This is equal to zero, due to Clairaut’s Theorem. 
#»
Example 3.24. Does there exist a vector field G such that F = zx î + xyz ĵ − y 2 k̂ = curl G?
#»
div F = z + xz 6= 0. Hence there is no such G.
Divergence of grad f is the Laplacian of a scalar function f since

#» ∂ 2f ∂ 2f ∂ 2f
div grad f = ∇ · (∇ F ) = + + := ∇2 f.
∂x2 ∂y 2 ∂z 2
∂2 ∂2 ∂2
The operator ∇2 = ∂x2
+ ∂y 2
+ ∂z 2
is called the Laplacian.
Green’s Theorem - Vector form - 1
Let D be a simply connected region whose boundary is the simple closed curve C.
#»
Let F = M î + N ĵ be a vector field defined on D.
Let C be parameterized by #»
r (t) = x(t) î + y(t) ĵ. Then
#» #» #» #»
F · T (t)dt = F · #»
r 0 (t)dt = F · d #»
r = M dx + N dy.
#»
The line integral of F over C is
#» #» #» #»
I I I
F · T (t)dt = F · d r = (M dx + N dy).
C C
#»
Consider F as a vector field on R3 with P = 0. Then
#» #»
curl F = (Nx − My ) k̂ ⇒ curl F · k̂ = Nx − My .

85
Thus Green’s theorem takes the form
#» #» #» #» #»
I I ZZ
F · T (t) dt = F ·dr = (curl F · k̂) dA.
C C D
#»
Recall: T is the unit tangent vector and n̂ is the unit normal vector.
Green’s Theorem - Vector form - 2
Let C be given by #»
r (t) = x(t) î + y(t) ĵ. Then
#» x0 (t) y 0 (t) y 0 (t) x0 (t)
T = #» 0 î + #» 0 , n̂(t) = #» 0 î − #» 0 .
| r (t)| | r (t)| | r (t)| | r (t)|
#»
Consequently, F · n̂ = [M (x(t), y(t))y 0 (t) − N (x(t), y(t))x0 (t)]/| #»
r 0 (t)|.
H #» R b #»
Now, C F · n̂ ds = a F · n̂| #»
r 0 (t)| dt = C (M dy − N dx).
H
RR #» RR
Also, D div F dA = D (Mx + Ny )dA.
Hence Green’s theorem takes the form
#» #»
I ZZ
F · n̂ ds = div F dA.
C D

The first form is called the tangent-form and the second form is called the normal-form of
Green’s theorem.

3.6 Surface Area of solid of Revolution

Suppose a smooth curve is given by y = f (x), where f (x) ≥ 0. Its arc when a ≤ x ≤ b is revolved
about the x-axis to generate a solid. How do we compute the area of the surface of this solid?
We follow a strategy similar to computing the volume of revolution. Partition [a, b] into n subin-
tervals [xk−1 , xk ]. When each ∆xk is small, the surface area corresponding to this subinterval is
approximately same as the area on the frustum of a right circular cone.

If a right circular cone has base radius R and slant height `, then its surface area is given by πR`.
Now, for the frustum, we subtract the smaller cone surface area from the larger. Look at the figure.
The area of the frustum is

A = πr2 (`1 + `) − πr1 `1 = π[(r2 − r1 )`1 + r2 `].

86
 `1 `1 + `
Using similarity of triangles, we have = .
r1 r2
This gives r2 `1 = r1 `1 + r1 ` ⇒ (r2 − r1 )`1 = r1 `. Therefore,
r1 + r2
A = π(r1 ` + r2 `) = 2π r `, where r = .
2
To use this this formula on the frustump obtained on the subinterval [xk−1 , xk ], we notice that the
slant height ` is approximated by (∆xk )2 + (∆yk )2 , where ∆xk = xk − xk−1 and ∆yk =
f (xk ) − f (xk−1 ). Next, the average radius r = r1 +r
2
2
is f (xk−12)+f (xk ) . Thus the area of the frustum
is
f (xk−1 ) + f (xk ) p
Ak = 2π (∆xk )2 + (∆yk )2 .
2
Due to MVT, we have ck ∈ [xk−1 , xk ] such that

∆yk = f (xk ) − f (xk−1 ) = f 0 (ck )(xk − xk−1 ) = f 0 (ck )∆xk .

p p
So, (∆xk )2 + (∆yk )2 = 1 + (f 0 (ck ))2 ∆xk . The surface of revolution is approximated by
n
X f (xk−1 ) + f (xk ) p
Ak = 2π 1 + (f 0 (ck ))2 ∆xk .
k=1
2

Its limit as n → ∞ is the Riemann sum of an integral, which is the required area:
Z b p Z b p
S= 2π f (x) 1 + (f 0 (x))2 dx = 2πy 1 + (f 0 (x))2 dx.
a a

If the arc is given by x = g(y), c ≤ y ≤ d, then the surface area of revolution is given by
Z d p Z d p
S= 0 2
2π g(y) 1 + (g (y)) dy = 2πx 1 + (g 0 (y))2 dy.
c c
Z
Notice that with relevant limits of integration, if the revolution is about x-axis, then S = 2πyds.
Z
If the revolution is about y-axis, then the surface area of revolution is S = 2πxds.

For parameterized curves, suppose the smooth curve is given by x = x(t), y = y(t) for a ≤ t ≤ b.
If the curve is traversed exactly once while t increases from a to b, then the surface area of the
solid generated by revolving the curve about the coordinate axes are as follows:

87
 Z b p
1. Revolution about the x-axis (y ≥ 0) : S = 2π y(t) (x0 (t))2 + (y 0 (t))2 dt.
a
Z b p
2. Revolution about the y-axis (x ≥ 0) : S = 2π x(t) (x0 (t))2 + (y 0 (t))2 dt.
a

Example 3.25. Find the surface area of the solid obtained by revolving about x-axis, the arc of the
√
curve y = 2 x, 1 ≤ x ≤ 2.
√ √ p p
Since y = 2 x, y 0 = 1/ x, 1 + (y 0 )2 = 1 + 1/x. Then

8π √ √
Z 2 Z 2 r
 1/2 √ 1
S= 2πy 1 + [y 0 ]2 dx = 2π 2 x 1 + dx = (3 3 − 2 2).
1 1 x 3

Example 3.26. The arc of the parabola y = x2 , 1 ≤ x ≤ 2 is revolved about the y-axis. Find the
surface area of revolution.

The curve can be parameterized by #» r (t) = x(t) î + y(t) ĵ, 1 ≤ t ≤ 2, where x(t) = t and
2 0 0
y(t) = t . Then x (t) = 1 and y (t) = 2t. The surface area is
Z 2 p Z 2 √
S = 0 2 0 2
2π x(t) (x (t)) + (y (t)) dt = 2π t 1 + 4t2 dt
1 1
π 2√
3/2 i2 π √ √
Z
πh
= 1 + 4t2 d(1 + 4t2 ) = 1 + 4t2 = (17 17 − 5 5)
4 1 6 1 6
Example 3.27.

The circle of radius 1 centered at (0, 1) is revolved about

the x-axis. Find the surface area of the solid so generated.
The circle can be parameterized as

x = cos t, y = 1 + sin t, 0 ≤ t ≤ 2π.

Then (x0 (t))2 + (y 0 (t))2 = 1. Thus the area is

Z 2π
S= 2π (1 + sin t) dt = 4π 2 .
0

3.7 Surface area

As we know, a smooth surface can be given by a function such as z = f (x, y). More generally,
a smooth surface is given parametrically by x = x(u, v), y = y(u, v), z = z(u, v), where (u, v)
varies over a given parameter domain. Normally, we say that the point (u, v) varies over a domain
in uv-plane. The parametric equation is also written in vector form as
#»
r = x(u, v)î + y(u, v)ĵ + z(u, v)k̂.

Some examples:

88
 p
The cone z = x2 + y 2 , 0 ≤ z ≤ 1 can be parametrized by

x = r cos θ, y = r sin θ, z = r, where 0 ≤ r ≤ 1 and 0 ≤ θ ≤ 2π.

Then its vector form is

#»
r (r, θ) = r cos θ î + r sin θ ĵ + r k̂.
The sphere x2 + y 2 + z 2 = a2 can be parametrized by

x = a cos θ sin φ, y = a sin θ sin φ, z = a cos φ for 0 ≤ θ ≤ 2π, 0 ≤ φ ≤ π.

In vector form the parametrization is

#»
r (θ, φ) = a cos θ sin φ î + a sin θ sin φ ĵ + a cos φ k̂.

The cylinder x2 + y 2 = a2 , 0 ≤ z ≤ 5 can be parametrized by

#»
r (θ, z) = a cos θ î + a sin θ ĵ + z k̂, for 0 ≤ θ ≤ 2π.

Let S be a smooth surface given parametrically by x = x(u, v), y = y(u, v), z = z(u, v), where
(u, v) ranges over a parameter domain D in the uv-plane. Suppose that S is covered exactly once
as (u, v) varies over D. For simplicity, assume that D is a rectangle. We write S in vector form:
#»
r = x(u, v)î + y(u, v)ĵ + z(u, v)k̂.

Divide D into smaller rectangles Rij with the lower left corner point as Pij = (ui , vj ). For sim-
plicity, let the partition be uniform with u-lengths as ∆u and v-lengths as ∆v. The part Sij of S
that corresponds to Rij has the corner Pij with position vector #»
r (ui , vj ). The tangent vectors to S
at Pij are given by
#»
r ∗u := #»
r u (ui , vj ) = xu (ui , vj )î + yu (ui , vj )ĵ + zu k̂(ui , vj )
#»
r ∗v := #»
r v (ui , vj ) = xv (ui , vj )î + yv (ui , vj )ĵ + zv k̂(ui , vj )
The tangent plane to S is the plane that contains the two tangent vectors #» r u (ui , vj ) and #»
r v (ui , vj ).
#» #»
The normal to S at P is the vector r (u , v ) × r (u , v ). Notice that since S is assumed to be
ij u i j v i j
smooth, the normal vector is non-zero.
The part Sij is a curved parallelogram on S whose sides can be approximated by the vectors #»
r ∗u ∆u
and #»
r ∗v ∆v. Then the area of Sij can be approximated by

Area of Sij ' | #»

r ∗u × #»
r ∗v |∆u∆v.

89
Then an approximation to the area of S is obtained by summing over both indices i and j:

| #»
r ∗u × #»
XX
Area of S ' r ∗v |∆u∆v.
j i

We thus define the surface area by taking the limit of the above approximated quantity. It is as
follows:
Let S be a smooth surface given parametrically by
#»
r = x(u, v)î + y(u, v)ĵ + z(u, v)k̂,

where (u, v) ∈ D, a domain in the uv-plane. Suppose that S is covered exactly once as (u, v)
varies over D. Then the surface area of S is given by
ZZ
Area of S = | #»
r u × #»
r v | dA
D

where #»
r u = xu î + yu ĵ + zu k̂ and #»
r v = xv î + yv ĵ + zv k̂.
In case, the surface S is given by the graph of a function such as z = f (x, y), where (x, y) ∈ D,
then we take the parameters as u = x, v = y and z = z(u, v) = f (x, y). That is, S is given by
#»
r = uî + v ĵ + z k̂.

We see that
#»
r u = î + zu k̂ = î + fx k̂, #» r v = ĵ + zv k̂ = ĵ + fy k̂.
 
 î ĵ k̂ 
#»
r u × #»
 
r v = 1 0 fx  = −fx î − fy ĵ + k̂.
 
 
0 1 fy 
Therefore, ZZ ZZ q
Area of S = | #»
r u × #»
r v | dA = fx2 + fy2 + 1 dA.
D D
This formula can also be derived from the first principle as we had done for the parametric form.
For this, suppose that S is given by the equation z = f (x, y) for (x, y) ∈ D. Divide D into smaller
rectangles Rij with area ∆(Rij ) = ∆x∆y. For the corner (xi , yj ) in Rij , closest to the origin, let
Pij be the point (xi , yj , f (xi , yj )) on the surface. The tangent plane to S at Pij is an approximation
to S near Pij .

90
The area Tij of the portion of the tangent plane that lies above Rij approximates the area of Sij ,
the portion of S that is directly above Rij . Therefore, we define the area of the surface S as
m X
X n
∆(S) = lim lim Tij .
m→∞ n→∞
i=1 j=1

#»
Let #»
a and b be the vectors that start at Pij and lie along the sides of the parallelogram whose area
#»
is Tij . Then Tij = | #»
a × b |. However, fx (xi , yj ) and fy (xi , yj ) are the slopes of the tangent lines
#»
through Pij in the directions of #»
a and b , respectively. Therefore,
#» #»
a = ∆x î + fx (xi , yj )∆x k̂, b = ∆y ĵ + fy (xi , yj )∆y k̂.

#»
Tij = | #»
a × b | = | − fx (xi , yj ) î − fy (xi , yj ) ĵ + k| ∆(Rij )
q
= fx2 (xi , yj ) + fy2 (xi , yj ) + 1 ∆(Rij ).

Summing over these Tij and taking the limit, we obtain:

ZZ q
Area of S = fx2 + fy2 + 1 dA.
D

Example 3.28. Find the surface area of the part of the surface z = x2 + 2y that lies above the
triangular region in the xy-plane with vertices (0, 0), (1, 0) and (1, 1).

T = {(x, y) : 0 ≤ x ≤ 1, 0 ≤ y ≤ x}, f (x, y) = x2 + 2y.

The required surface area is
ZZ p Z 1 Z x √ 1 √
2 2
(2x) + 2 + 1 dA = 4x2 + 5 dydx = (27 − 5 5).
T 0 0 12
Surface Area - a generalized form
ZZ q
Recall that for a surface S which is given by f (x, y) = z, the surface area is fx2 + fy2 + 1dA.
D
Here, D is the rectangle on the xy-plane obtained by projecting S onto the plane.
Look at this surface as f (x, y) − z = 0. Then ∇f = fx î + fy ĵ − 1 k̂. If #»
p is the unit normal to
#»
the projected rectangle, then p = k̂. Then
p 2
|∇f | fx + fy2 + 1
= ,
|∇f · #»
p| 12

91
which is the integrand in the surface area formula.
Warning: ∇f · #»p must not be ZERO.
A derivation similar to the surface area formula gives the following:
Let the surface S be given by f (x, y, z) = c. Let R be a closed bounded region which is obtained
by projecting the surface to a plane whose unit normal is #»
p . Suppose that ∇f is continuous on R
#»
and ∇f · p 6= 0 on R. Then
|∇f |
ZZ
The surface area of S = #» dA.
R |∇f · p |

Of course, whenever possible, we project onto the coordinate planes.

Example 3.29. Find the area of the surface cut from the bottom of the paraboloid x2 + y 2 = z by
the plane z = 4.

Surface S is given by f (x, y, z) = x2 + y 2 − z = 0.p

Project it onto xy-plane to get the region R as
2 2
x + y ≤ 4. Then ∇f = 2x î + 2y ĵ − k̂. |∇f | = 1 + 4x2 + 4y 2 .
#»
p = k̂. |∇f · #»
p | = 1.
R is given by x = r cos θ, y = r sin θ, 0 ≤ θ ≤ 2π, 0 ≤ r ≤ 2. So, the surface area is
π √
ZZ p Z 2π Z 2 √
2 2
1 + 4x + 4y dA = 1 + 4r2 r drdθ = (17 17 − 1).
R 0 0 6
Example 3.30. Find the surface area of the cap cut from the hemisphere x2 + y 2 + z 2 = 2, z ≥ 0
by the cylinder x2 + y 2 = 1.

92
The surface projected on xy-plane gives R as the disk x2 + y 2 ≤ 1. The surface is f (x, y, z) = 2,
where f (x, y, z) = x2 + y 2 + z 2 . Then
p √
∇f = 2x î + 2y ĵ + 2z k̂, |∇f | = 2 x2 + y 2 + z 2 = 2 2.
#»
p = k. |∇f · #»
p | = |2z| = 2z. Thus the surface area is
ZZ √ √ Z Z −1 √ ZZ
2 2
∆= dA = 2 z dA = 2 (2 − x2 − y 2 )−1 dA.
R 2z R R

R is given by x = r cos θ, y = r sin θ, 0 ≤ θ ≤ 2π, 0 ≤ r ≤ 1. So,

√ Z 2π Z 1 r dr dθ √
∆= 2 √ = 2π(2 − 2).
0 0 2 − r2

3.8 Integrating over a surface

Suppose over a surface f (x, y, z) = c, we have distribution of charge. The charge density, that is,
the charge per unit area, may be given by a real valued function g(x, y, z) defined on the surface.
Then we may calculate the total charge on the surface as an integral.
So, we consider a real valued function g(x, y, z) defined over a surface S given by f (x, y, z) =
c; and our task is to compute the integral of g, where the area elements are taken over the surface.
We look at the region R in the xy-plane on which this surface is defined by f (x, y, z) = c. Divide
the region R into smaller rectangles ∆Ak . Consider the corresponding surface areas ∆σk .

Let ∆Pk denote the projection of ∆σk onto the tangent plane at (xk , yk , zk ). Then

∆σk ' ∆Pk .

If #»
p is the unit normal to the region R, and if #»
u k and #»
v k are the vectors that lie along the edges
of the patch ∆Pk , then
∆Pk = | #» u k × #»
v k |.
Write γ = the angle between u#» × v#» and #»
k k k p . Since #»
p is a unit vector, we have

∆Ak = | #»
u k × #»
v k · #»
p | = | #»
u k × #»
v k | | #»
p | | cos(γk )| = ∆Pk | cos γk |.

93
Also, we have |∇f · #»
p | = |∇f | | #»
p | | cos γ| = |∇f | | cos γ|. Therefore,
Ak  |∇f | 
∆σk ≈ ∆Pk = = ∆Ak .
| cos γ |k |∇f · #»
p| k
Assuming that g is nearly constant on the smaller surface fragments σk , we form the sum
X  |∇f | 
g(xk , yk , zk )∆σk ≈ g(xk , yk , zk ) ∆Ak .
k
|∇f · #»
p| k

If this sum converges to a limit as the number of partitions, k approaches ∞, then we define that
limit as the integral of g over the surface S. We thus define the surface integral as follows.
Let S be a surface S given by f (x, y, z) = c. Let the projection of S onto a plane with unit normal
#»
p be the region R. Let g(x, y, z) be defined over S. Then the surface integral of g over S is
|∇f |
ZZ ZZ
g dσ = g(x, y, z) dA.
S R |∇f · #»
p|
Also, we write the surface differential as
|∇f |
dσ = dA.
|∇f · #»
p|
Warning: |∇f · #»
p | must not be ZERO.
If the surface S can be represented as a union of non-overlapping smooth surfaces S1 , . . . , Sn , then
ZZ ZZ ZZ
g dσ = g dσ + · · · + g dσ.
S S1 Sn

If g(x, y, z) = g1 (x, y, z) + · · · + gm (x, y, z) over the surface S, then

ZZ ZZ ZZ
g dσ = g1 dσ + · · · + gm dσ.
S S S

Similarly, if g(x, y, z) = k h(x, y, z) holds for a constant k, over S, then

ZZ ZZ
g(x, y, z) dσ = k h(x, y, z) dσ.
S S

Example 3.31. Integrate g(x, y, z) = xyz over the surface of the cube cut from the first octant by
the planes x = 1, y = 1, and z = 1.

94
We integrate g over the six surfaces and add the results. As g = xyz is zero on the coordinate
planes, we need integrals on sides A, B and C.
Side A is the surface defined on the region RA : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 on the xy-plane. For this
surface and the region,
#»
p = k̂, ∇f = k̂, |∇f | = 1, |∇f · #»

p | = | k̂ · k̂| = 1, g(x, y, z) = xyz z=1 = xy.

Therefore,
1 1 1
|∇f |
ZZ ZZ Z Z Z
y 1
g(x, y, z) dσ = xy dxdy = xydxdy = = .
A R1 |∇f · #»
p| 0 0 0 2 4

Similarly, ZZ ZZ
1
g(x, y, z) dσ = = g(x, y, z) dσ.
B 4 C
ZZ
3
Thus, g dσ = .
S 4
Example 3.32. Evaluate the surface integral of g(x, y, z) = x2 over the unit sphere.

S can be divided into the upper hemisphere and the lower hemisphere. Let S be the upper hemi-
sphere f (x, y, z) := x2 + y 2 + z 2 = 1, z ≥ 0. Its projection on the xy-plane is the region

R : x = r cos θ, y = r sin θ, 0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π.

Here,
#»
p
p = k̂, |∇f | = 2 x2 + y 2 + z 2 = 2,
√
|∇f · #»
p
p | = 2|z| = 2 1 − (x2 + y 2 ) = 2 1 − r2 .
Hence
|∇f | x2
ZZ ZZ ZZ
2 2
x dσ = x dA = √ dA
S R |∇f · #»
p| R 1 − r2
Z 2π Z 1 2 Z 2π Z 1
r cos2 θ 2 r3 2π
= √ r dr dθ cos θ dθ √ dr = .
0 0 1−r 2
0 0 1−r 2 3

Since the integral of x2 on the upper hemisphere is equal to that on the lower hemisphere, the
2π 4π
required integral is 2 × = .
3 3
Recall that when #»p = k̂, that is, when the region R is obtained by projecting the surface S onto the
|∇f | q
xy-plane, = 1 + zx2 + zy2 . Now, if the surface f (x, y, z) = c can be written explicitly
|∇f · #»
p|
by z = h(x, y), then the surface integral takes the form
ZZ ZZ q
g(x, y, z) dσ = g(x, y, h(x, y)) 1 + h2x + h2y dx dy.
S R

95
Similarly, if the surface can be written as y = h(x, z) and R is obtained by projecting S onto the
xz-plane, then
ZZ ZZ p
g(x, y, z) dσ = g(x, h(x, z), z) 1 + h2x + h2z dx dz.
S R

If the surface can be written as x = h(y, z) and R is obtained by projecting S onto the yz-plane,
then ZZ ZZ q
g(x, y, z) dσ = g(h(y, z), y, z) 1 + h2y + h2z dy dz.
S R
RR
Example 3.33. Evaluate S
y dσ, where S is the surface z = x + y 2 , 0 ≤ x ≤ 1, 0 ≤ y ≤ 2.

Projecting the surface onto xy-plane, we obtain the region R as the rectangle

R : 0 ≤ x ≤ 1, 0 ≤ y ≤ 2.

Here, the surface is given by z = h(x, y) = x + y 2 . So,

ZZ ZZ p Z 1Z 2√ p √
13 2
y dσ = y 1 + 1 + (2y)2 dA = 2y (1 + 2y 2 ) dy dx = .
S R 0 0 3
Suppose the surface S is given in a parameterized form:
#»
r (u, v) = x(u, v) î + y(u, v) ĵ + z(u, v) k̂,

where (u, v) ranges over the region D in the uv-plane. Here, a change of variable happens. The
Jacobian is simply #»
r u × #»
r v . Then

dσ = | #»
r u × #»
r v | dA,

where #»
r u = xu î + yu ĵ + zu k̂ and #»
r v = xv î + yv ĵ + zv k̂. Then
ZZ ZZ
f (x, y, z) dσ = f ( #»
r (u, v))| #»
r u × #»
r v | dA.
S D

Also this formula can directly be derived as we had done for computing surface area when a surface
is given parametrically. It is as follows.
Suppose the smooth surface S has the parametric equation in vector form as
#»
r = x(u, v)î + y(u, v)ĵ + z(u, v)k̂.

Assume that the parameter domain D is a rectangle. Divide D into smaller rectangles Rij by taking
grid lengths ∆u and ∆v.

96
Then the surface S is divided into corresponding patches Sij . We evaluate f at a point Pij in Sij
P P
and form the Riemann sum i j f (Pij )∆Sij , where ∆Sij is the area of the patch Sij . Taking
limit as the number of sub-rectangles approach ∞, we obtain the surface integral of f over S as
ZZ Xn X m
f (x, y, z) dσ = lim lim f (Pij )∆Sij .
S m→∞ n→∞
i=1 j=1

However, ∆Sij = | #»
r u (Pij ) × #»
r v (Pij )|∆u∆v. Therefore, the surface integral is given by
ZZ ZZ
f (x, y, z) dσ = f ( #»
r (u, v)) | #»
r u × #»
r v | dA.
S D
RR
Observe that the surface area of S is simply S 1 dσ as it should be. The relation between a surface
integral and surface area is much the same as that between a line integral and the arc length of a
curve.
RR
Example 3.34. Evaluate S z dσ, where S is the surface whose sides S1 are given by the cylinder
x2 + y 2 = 1, bottom S2 is the disk x2 + y 2 ≤ 1, z = 0, and whose top S3 is part of the plane
z = 1 + x that lies above S2 .

S1 is given by #» r = x î + y ĵ + z k̂ with x = cos θ, y = sin θ, z = z, where D is given by

0 ≤ θ ≤ 2π and 0 ≤ z ≤ 1 + x = 1 + cos θ. Then
| #»
r θ × #»r z | = | cos θ î + sin θ ĵ| = 1;
Z 2π Z 1+cos θ Z 2π
(1 + cos θ)2
ZZ ZZ
#» #» 3π
z dσ = z | r θ × r z | dA = z dz dθ = dθ = .
S1 D 0 0 0 2 2
RR
S2 lies in the plane z = 0. Hence S2 z dσ = 0.
S3 lies above the unit disk and lies in the plane z = 1 + x.
Here, u = x, v = y and #» r = xî + y ĵ + z(x, y)ĵ. Then

| #»
r u × #»
q
r v | = |(î + zx k̂) × (ĵ + zy k̂)| = zx2 + zy2 + 1.

97
So,
ZZ ZZ q
z dσ = (1 + x) 1 + zx2 + zy2 dA
S3 D
Z 2π Z 1
√ √
= (1 + r cos θ) 1 + 1 + 0 r dr dθ = 2π.
0 0

Hence,
3π √
ZZ ZZ ZZ ZZ
z dσ = z dσ + z dσ + z dσ = + 2π.
S S1 S2 S3 2

3.9 Surface Integral of a Vector Field

A smooth surface is called orientable iff it is possible to define a vector field of unit normal vectors
n̂ to the surface which varies continuously with position. Once such normal vectors are chosen,
the surface is considered an oriented surface.

If the surface S is given by z = f (x, y), then we take its orientation by considering the unit normal
−fx î − fy ĵ + k̂
vectors n̂ = p .
1 + fx2 + fy2
∇g
If S is a part of a level surface g(x, y, z) = c, then we may take n̂ = .
|∇g|
#»
r u × #»
rv
#»
If S is given parametrically as r (u, v) = x(u, v) î + y(u, v) ĵ + z(u, v) k̂, then n̂ = #» .
#»
| r u × r v|
Sometimes we may take negative sign if it is preferred. Conventionally, the outward direction is
taken as the positive direction. Note that the outward direction of a normal makes sense when the
surface is oriented.
#»
Let F be a continuous vector field defined over an oriented surface S with unit normal n̂. The
#» #»
surface integral of F over S, also called, the flux of F across S is
#»
ZZ
F · n̂ dσ.
S
#»
The flux is the integral of the scalar component of F along the unit normal to the surface. Thus
in a flow, the flux is the net rate at which the fluid is crossing the surface S in the chosen positive
direction.
|∇g|
If S is part of a level surface g(x, y, z) = c, which is defined over the domain D, then dσ = dA.
|∇g. #»
p|
So, the flux across S is
#» #» ±∇g #» ±∇g
ZZ ZZ ZZ
F · n̂ dσ = F· dσ = F· dA.
S S |∇g| D |∇g · #»
p|

98
If S is parametrized by #» r (u, v), where D is the domain in uv-plane, then
#» #»
dσ = | r u × rv | dA. So, flux across S is

#» #» #»r u × r#»v #»
ZZ ZZ ZZ
F · n̂ dσ = F · #» #» dσ = F ( #»
r (u, v)) · ( #»
r u × r#»v ) dA.
S S | r u × r v | D

#»
Example 3.35. Find the flux of F = yz ĵ + z 2 k̂ outward through the surface S which is cut from
the cylinder y 2 + z 2 = 1, z ≥ 0 by the planes x = 0 and x = 1.

S is given by g(x, y, z) := y 2 + z 2 − 1 = 0, defined over the rectangle R = Rxy as in the figure.

∇g
The outward unit normal is n̂ = + = y ĵ + z k̂.
|∇g|
p
#» |∇g| y2 + z2 1
Here, p = k̂. So, dσ = dA = = dA.
|∇g · k̂| z z
#»
F · n̂ on S is y 2 z + z 3 = z(y 2 + z 2 ) = z. Therefore, outward flux through S is

#»
ZZ ZZ ZZ
1
F · n̂ dσ = z dA = dA = Area of R = 2.
S R z R

#»
Example 3.36. Find the flux of the vector field F = z î + y ĵ + x k̂ across the unit sphere.
If no direction of the normal vector is given and the surface is a closed surface, we take n̂ in the
positive direction, which is directed outward.

Using the spherical coordinates, the unit sphere S is parametrized by

#»
r (φ, θ) = sin φ cos θ î + sin φ sin θ ĵ + cos φ k̂,

where 0 ≤ φ ≤ π and 0 ≤ θ ≤ 2π give the domain D. Then

#»
F ( #»
r (φ, θ)) = cos φ î + sin φ sin θ ĵ + sin φ cos θ k̂.
#»
r φ × #»
r θ = sin2 φ cos θ î + sin2 φ sin θ ĵ + sin φ cos θ k̂.
Consequently,
#» #»
ZZ ZZ
F · #»
n dσ = F · ( #»
r φ × #»
r θ ) dA
S D
Z 2π Z π
4π
= (2 sin2 φ cos φ cos θ + sin3 φ sin2 θ) dφ dθ = .
0 0 3

99
Example 3.37. Find the surface integral of the vector field
#»
F = yz î + x ĵ − z 2 k̂

over the portion of the parabolic cylinder given by

y = x2 , 0 ≤ x ≤ 1, 0 ≤ z ≤ 4.

We assume the positive direction of the normal n̂. On the

surface, we have x = x, y = x2 , z = z giving the
parametrization as #»
r (x, z) = x î + x2 ĵ + z k̂ where D
is given by 0 ≤ x ≤ 1, 0 ≤ z ≤ 4.
#»
On the surface F = x2 z î + x ĵ − z 2 k̂. So,
#» #»
ZZ ZZ
F · n̂ dσ = F · ( #»
r x × #»
r y ) dA
S ZZ D

= (x2 z î + x ĵ − z 2 k̂) · (2x î − ĵ)

Z 4DZ 1 Z 4
3 z−1
= (2x z − x) dx dz = dz = 2.
0 0 0 2

If S is given by z = f (x, y), then think of x, y as the parameters u and v. We have

#»
F = M (x, y) î + N (x, y) ĵ + P (x, y) k̂ and #»
r = x î + y ĵ + f (x, y) k̂.
Then #»r × #»
x r = ( î + f k̂) × ( ĵ + f k̂) = −f î − f ĵ + k̂.
y x y x y

Therefore, the flux is

#» #» #»
ZZ ZZ ZZ
F · n̂ dσ = #»
F · ( r x × r y ) dA = (−M fx − N fy + P ) dA.
S D D
RR #» #»
Example 3.38. Evaluate S F · n̂ dσ, where F = y î + x ĵ + z k̂ and S is the boundary of the
solid enclosed by the paraboloid z = 1 − x2 − y 2 and the plane z = 0.

The surface S has two parts: the top portion S1 and the base S2 . Since S is a closed surface, we
consider its outward unit normal n̂. Projections of both S1 and S2 on xy-plane are D, the unit disk.

100
By the simplified formula for the flux, we have

#»
ZZ ZZ
F · n̂ dσ = (−M fx − N fy + P )dA
S1 D
ZZ
= [−y(−2x) − x(−2y) + 1 − x2 − y 2 ]dA
D
Z 2π Z 1
= (1 + 4r2 cos θ sin θ − r2 ) r dr dθ
Z0 2π 0
1 π
= ( + cos θ sin θ) dθ = .
0 4 2

The disk S2 has positive direction, when n̂ = − k̂. Thus

#» #»
ZZ ZZ ZZ
F · n̂ dσ = (− F · k̂) dσ = (−z)dA = 0
S2 S2 D

since on D = S2 , z = 0. Then
#» #» #»
ZZ ZZ ZZ
π
F · n̂ dσ = F · n̂ dσ + F · n̂ dσ = .
S S1 S2 2

3.10 Stokes’ Theorem

Consider an oriented surface with a unit normal vector n̂. Call the boundary curve of S as C. The
orientation of S induces a positive orientation on C.

If you walk in the positive direction of C keeping your head pointing towards n̂, then S will be to
your left.
Recall that Green’s theorem relates a double integral in the plane to a line integral over its boundary.
We will have a generalization of this to 3 dimensions. Write the boundary curve of a given smooth
surface as ∂S. The boundary is assumed to be a closed curve, positively oriented unless specified
otherwise.

Theorem 3.10. (Stokes’ Theorem) Let S be an oriented piecewise-smooth surface that is bounded
by a simple, closed, piecewise-smooth boundary curve ∂S with positive orientation.
Let F = M î + N ĵ + P k̂ be a vector field with M, N, P having continuous partial derivatives on
an open region in space that contains S. Then
#» #» #»
I ZZ
F ·dr = curl F · n̂ dσ.
∂S S

101
In particular, if S is a bounded region D in the xy-plane, ∂S = C, the smooth boundary of D, then
n̂ = k̂ and dσ = dA. We obtain
#» #» #»
I ZZ ZZ
F ·dr = curl F · k̂ dA = (Nx − My ) dx dy.
C D D

as Green’s theorem states. In fact, we can use Green’s theorem to prove Stokes’ theorem in case
#»
S is the graph of a smooth function z = f (x, y) with a smooth boundary, and the vector field F is
smooth.
#»
Proof: Let F = M î + N ĵ + P k̂. We see that
#» #»
I I
F ·dr = M dx + N dy + P dz.
∂S ∂S

And
#»
ZZ ZZ
curl F · n̂ dσ = curl (M î) · n̂ dσ
S Z ZS ZZ
+ curl (N ĵ) · n̂ dσ + curl (P k̂) · n̂ dσ.
S S

We show that the M -, N - and P - components in both are equal.

Suppose S is given by z = f (x, y) for (x, y) ∈ D. Orient ∂D positively, i.e., counter-clock-wise.
Choose a parameterization for this. Suppose ∂D is given by
#»
r (t) = x(t) î + y(t) ĵ for a ≤ t ≤ b.

Then ∂S has the parameterization as

#»
r (t) = x(t) î + y(t) ĵ + f (x(t), y(t)) ĵ for a ≤ t ≤ b.

Thus I Z b
dx
M (x, y, z) dx = M (x(t), y(t), f (x(t), y(t)) dt.
∂S a dt
Or that I Z
M (x, y, z) dx = M (x, y, z) dx.
∂S ∂D
Next, we apply Green’s theorem on the integral on the right to obtain:
I ZZ
M (x, y, z) dx = − My (x, y, f (x, y)) dA.
∂S D

102
Apply Chain rule on the right side integrand to obtain
I ZZ h i
My (x, y, z) dx = − My (x, y, f (x, y)) + Mz (x, y, f (x, y))fy dA.
∂S D
RR
We now compute S
curl (M î)dσ. For this, notice that S has the parameterization:
#»
r (t) = x(t) î + y(t) ĵ + f (x, y) k̂.

−fx î − fy ĵ + k̂
So, n̂ = , where c = | − fx î − fy ĵ + k̂|. Then
c

curl (M î) · n̂ = (0 î + Mz ĵ − My k̂) · n̂ = [−Mz fy − My ]/c.

ZZ ZZ
1 
curl (M î) · n̂ dσ = − My (x, y, f (x, y))dy + Mz (x, y, f (x, y)) (c dA),
S D c

since c = |∇(z − f (x, y))|/|∇(z − f (x, y)) · k̂|. Therefore,

ZZ I
curl (M î) · n̂ = M (x, y, z) dx.
S ∂S

Similarly, other components become respectively equal. 

#»
Example 3.39. Consider S as the hemisphere x2 + y 2 + z 2 = 9, z ≥ 0. Let F ( #»
r ) = y î − x ĵ.

The bounding curve for S in the xy-plane is ∂S given by x2 + y 2 = 9, z = 0.

Parameterization of ∂S is #»
r (θ) = 3 cos θ î + 3 sin θ ĵ for 0 ≤ θ ≤ 2π. Then

#» #»
I Z 2π
F ·dr = [(3 sin θ) î − (3 cos θ) ĵ] · [(−3 sin θ) î + (3 cos θ) ĵ] dθ
∂S 0
Z 2π
= [−9 sin2 θ − 9 cos2 θ] dθ = −18π.
0

This is the line integral in Stokes’ theorem. For the surface integral, we have
#»
curl F = (Py − Nz ) î + (Mz − Px ) ĵ + (Nx − My ) k̂ = −2 k̂.

Since on the surface g := x2 + y 2 + z 2 − 9, we have

grad g 1
n̂ = = (x î + y ĵ + z k̂).
|grad g| 3

#» |grad g| 2×3 3
p = k̂, dσ = #» dA = dA = dA,
|grad g · p | 2z z
where dA is the differential in the projected area D : x2 + y 2 ≤ 9. Then

#» −2z −2z 3
ZZ ZZ ZZ ZZ
curl F · n̂ dσ = dσ = dA = (−2) dA = −18π.
S S 3 D 3 z D

103
Example 3.40. Evaluate C ((x2 − y) î + 4z ĵ + x2 k̂) · d #»
H
r,
pC is the intersection of the plane z = 2 and the cone
where
z = x2 + y 2 .
Parameterize the cone as
#»
r (r, θ) = r cos θ î + r sin θ ĵ + r k̂

for 0 ≤ r ≤ 2, 0 ≤ θ ≤ 2π. Then

#»
#»
rr ×
rθ 1
n̂ = #»
#» = √ (− cos θ î − sin θ ĵ + k̂).
r |r ×
r θ| 2
#»
curl F = (Py − Nz ) î + (Mz − Px ) ĵ + (Nx − My ) k̂ = −4 î − 2r cos θ ĵ + k̂.
#» 1
curl F · n̂ = √ (4 cos θ + r sin(2θ) + 1)
2
√
dσ = r 2 dr dθ.
By Stokes’ theorem,
#» #» #» 2π 2
I ZZ Z Z
F ·dr = curl F · n̂ dσ = (4 cos θ + r sin(2θ) + 1)r dr dθ = 4π.
C S 0 0

Example 3.41. Evaluate C (−y 2 î + x ĵ + z 2 k̂) · d #»

H
r , where C is the curve of intersection of the
2 2
plane y + z = 2 and the cylinder x + y = 1, oriented counter-clock-wise when looked from
above.

#»
F = M î + N ĵ + P k̂, where M = −y 2 , N = x, P = z 2 .
#»
curl F = (Py − Nz ) î + (Mz − Px ) ĵ + (Nx − My ) k̂ = (1 + 2y) k̂.
Here, there are many surfaces with boundary C. We choose a convenient one: the surface S on the
plane y+z = 2 with boundary as C. Its projection on the xy-plane is the disc D : x2 +y 2 ≤ 1. Then
#» √
p = k̂. With g(x, y) = y + z − 2, we have n̂ = (grad g)/|grad g| = (ĵ + k̂)/ 2, grad g · #»p = 1,
√
and dσ = 2 dA. Stokes’ theorem gives
#» #» #» 1 + 2y √
I ZZ ZZ
F ·dr = curl F · n̂ dσ = √ 2 dA
C S D 2
Z 2π Z 1 Z 2π 
1 2 
= (1 + 2r sin θ) r dr dθ = + sin θ dθ = π.
0 0 0 2 3

104
 RR #» #»
Example 3.42. Compute S curl F · n̂ dσ, where F = xz î + yz ĵ + xy k̂ and S is the part of the
sphere x2 + y 2 + z 2 = 4 that lies inside the cylinder x2 + y 2 = 1 and above the xy-plane.

The boundary curve C is obtained by solving the two equations to get z 2 = 3. Since z > 0, we
√
have the curve C as x2 + y 2 = 1, z = 3. In vector parametric form,
√
C : #»
r (θ) = cos θ î + sin θ ĵ + 3 k̂ for 0 ≤ θ ≤ 2π.

Then √ √
#»
F ( #»
r (θ)) = 3 cos θ î + 3 sin θ ĵ + cos θ sin θ k̂.
By Stokes’ theorem,

#» #» #» #»
ZZ I Z 2π
curl F · n̂ dσ = F ·dr = F · #»
r 0 (θ) dθ
S
ZC2π √ 0
√
= (− 3 cos θ sin θ + 3 sin θ cos θ) dθ = 0.
0

Stokes’ theorem can be generalized to piecewise smooth surfaces like union of sides of a polyhedra.
Here, we take the integral over the sides as the sum of integrals over each individual side.
Similarly, Stokes’ theorem can be generalized to surfaces with holes. The line integrals are to be
taken over all the curves which form the boundaries of the holes.
#»
The surface integral over S of the normal component of curl F is equal to the sum of the line
#»
integrals around all the boundary curves of the tangential component of F . Here, the curves are
traced in the direction induced by the orientation of S.
Recall that a conservative field is one which can be expressed as a gradient of another scalar field.
#» H #»
In such a case, curl F = 0. Then from Stokes’ theorem, it follows that C F · d #»r = 0.
#»
Theorem 3.11. If curl F = 0 at each point of an open simply connected region D in space, then
H #» #»
on any piecewise smooth closed path C lying in D, C
F · d r = 0.

3.11 Gauss’ Divergence Theorem

We have seen how to relate an integral of a function over a region with the integral of possibly
some other related function over the boundary of the region.
Rb
For definite integrals on intervals: a f 0 (t) dt = f (b) − f (a).
R
For a path from a point P to a point Q in R3 , C grad f · ds = f (Q) − f (P ).

105
 R #»
For a domain D in R2 , D (Ny − Mx ) dA = ∂D F · d #»
RR
r.
#» #»
For a surface S in R3 , S curl F · n̂ dσ = C F · d #»
RR R
r.
It suggests a generalization to three dimensions; and we use the divergence of a vector field for
this purpose.
#» #» #» #»
Recall that div F = grad · F = ∇· F . That is, the divergence of a vector field F = M (x, y, z) î+
#»
N (x, y, z) ĵ + P (x, y, z) k̂ is the scalar function div F = Mx + Ny + Pz .
RRR #» RR #»
Our generalization is D
div F dV = S
F · n̂ dσ.

Theorem 3.12. (Gauss’ Divergence Theorem) Let S be a piecewise smooth simple closed bounded
surface that encloses a solid region D in R3 . Suppose S has been oriented positively by its outward
#»
normals. Let F be a vector field whose component functions have continuous partial derivatives
on an open region that contains D. Then
#» #»
ZZ ZZZ
F · n̂ dσ = div F dV.
S D

Proof: We prove this in the special case that D is a box in R3 given by D = [a, b] × [c, d] × [e, f ].
#»
Let F = M î + N ĵ + P k̂. Then

#» #»
ZZZ ZZZ ZZZ ZZZ
div F dV = div M dV + div N dV + div F dV.
D D D D
#»
ZZ ZZ ZZ ZZ
F · n̂ dσ = M · n̂ dσ + N · n̂ dσ + P · n̂ dσ.
S S S S

We prove that the respective components are equal. We thus consider only the î-component. That
#»
is, we take F = M î and prove the divergence theorem in this case.

#»
So, let F = M î. The solid has six faces. The surface integral over S is the sum of integrals over
#» #» #»
these faces. A simplification occurs. F = M î we have F · ĵ = F · k̂ = 0. That is, F is orthogonal
to the normals of the top, bottom, and the two side faces.

106
Writing the remaining faces as Sf and Sb , we have

#» #» #»
ZZ ZZ ZZ
F · n̂ dσ = F · n̂ dσ + F · n̂ dσ.
S Sf Sb

Parameterization of these faces give

Sf : #»
r = b î + y ĵ + z k̂, Sb : #»
r = a î + y ĵ + z k̂.

for c ≤ y ≤ d, e ≤ z ≤ f. The outward normal to Sf is î, and to Sb is − î. Then

#» f d f d
ZZ Z Z Z Z
F · n̂ dσ = M (b, y, z) dydz − M (a, y, z) dydz
S e c e c
Z f Z d
= [M (b, y, z) − M (a, y, z)] dydz
e c
Z f Z dZ b
= Mx (x, y, z) dxdydz
e c a
#»
ZZZ
= div F dV,
D

#» #»
since F = M î ⇒ div F = div M = Mx . 
#»
Example 3.43. Consider the field F = x î + y ĵ + z k̂ over the sphere S : x2 + y 2 + z 2 = a2 .

The outer unit normal to S computed from grad f, with f = x2 + y 2 + z 2 − a2 , is

2(x î + y ĵ + z k̂) 1
n̂ = p = (x î + y ĵ + z k̂).
4(x2 + y 2 + z 2 ) a

Hence on the given surface,

#» 1
F · n̂ dσ = (x2 + y 2 + z 2 ) dσ = a dσ.
a
Therefore,
#»
ZZ ZZ
F · n̂ dσ = a dσ = a × Area of S = 4πa3 .
S S
Now, for the triple integral,
#» ∂x ∂y ∂z
div F = Mx + Ny + Pz = + + = 3.
∂x ∂y ∂z
Therefore, with D as the ball bounded by S,
#»
ZZZ ZZZ
div F dV = 3 dV = 3 × Volume of D = 4πa3 .
D D

Example 3.44. Find the outward flux of the vector field xy î + yz ĵ + zx k̂ through the surface cut
from the first octant by the planes x = 1, y = 1 and z = 1.

107
The solid D is a cube having six faces. Call the surface of the cube as S. Instead of computing the
surface integral, we use Divergence theorem.
#»
With F = xy î + yz ĵ + zx k̂, we have
#» ∂xy ∂yz ∂zx
div F = + + = y + z + x.
∂x ∂y ∂z
Therefore the required flux is
#» #»
ZZ ZZZ Z 1Z 1Z 1
3
F · n̂ dσ = div F dV = (y + z + x) dxdydz = .
S D 0 0 0 2
RR #» #» 2
Example 3.45. Evaluate S F · n̂ dσ, where F = xy î + y 2 + exz ĵ + sin(xy) k̂ and S is the
surface of the solid D bounded by the parabolic cylinder z = 1 − x2 , and the planes y = 0, z = 0,
and y + z = 2.

S has four sides. Instead of computing the surface integrals, we use Divergence theorem. We have
#» 2
div F = (xy)x + (y 2 + exz )y + (sin(xy))z = 3y.
And D is given by −1 ≤ x ≤ 1, 0 ≤ z ≤ 1 − x2 , 0 ≤ y ≤ 2 − z.
Therefore,
#» #»
ZZ ZZZ ZZZ
F · n̂ dσ = div F dV = 3y dV
S D D
1 1−x2 2−z 1 1−x2
(2 − z)2
Z Z Z Z Z
= 3y dy dz dx = dz dx
−1 0 0 −1 0 2
Z 1
1 184
= − [(x2 + 1)3 − 8] dx =
.
−12 35
#»
Example 3.46. Find the outward flux of the vector field F across the boundary of the solid D
#» x î + y ĵ + z k̂
where F = 2 and D : 0 < a2 ≤ x2 + y 2 + z 2 ≤ b2 .
(x + y 2 + z 2 )3/2

108
 p dρ x #»
Write ρ = x2 + y 2 + z 2 . Then = . With F = M î + N ĵ + P k̂, we have
dx ρ
∂(xρ−3 ) ∂ρ 1 3x2
Mx = = ρ−3 − 3xρ−4 = 3− 5 .
∂x ∂x ρ ρ
1 3y 2 1 3z 2
Similarly, Ny = − and P z = − .
ρ3 ρ5 ρ3 ρ5
#» 3 3x2 + 3y 2 + 3z 2
Then div F = 3 − = 0.
ρ ρ5
RRR #»
Thus the required flux is D
div F dV = 0.
In fact, flux through the inner surface and flux through the outer surface are in opposite directions.
Are their magnitudes equal?
#» 1
Example 3.47. Consider the vector field F = 3 (x î + y ĵ + z k̂) on the sphere S of radius a
a
centered at the origin. Show that the flux through S is a constant.

We compute the flux directly. Let S be the sphere x2 + y 2 + z 2 = a2 for any a > 0. The gradient
computed from f = x2 + y 2 + z 2 − a2 gives the outward unit normal to S as

2x î + 2y ĵ + 2z k̂ x î + y ĵ + z k̂
n̂ = p = .
4x2 + 4y 2 + 4z 2 a
#»
Therefore, on the sphere S with F = (x î + y ĵ + z k̂)/(x2 + y 2 + z 2 )3/2 ,

#» x2 + y 2 + z 2 1
F · n̂ = 4
= 2.
a a
Then
#»
ZZ ZZ
1 1
F · n̂ dσ = dσ = × Area of S = 4π.
S S a2 a2

3.12 Review Problems

Problem 3.1: Compute the line integral of the vector function x3 î + 3zy 2 ĵ − x2 y k̂ along the
straight line segment L from the point (3, 2, 1) to (0, 0, 0).
The parametric equation of the line segment joining these points is

x = −3t, y = −2t, z = −t for − 1 ≤ t ≤ 0.

The derivatives of these with respect to t are

xt = −3, yt = −2, zt = −1.

Then the required line integral is

Z 0
−87
Z
3 2 2
x dx+3zy dy−x y dz = [(−3t)3 (−3)+3(−t)(−2t)2 (−2)−(−3t)2 (−2t)(−1)] dt = .
L −1 4

109
Problem 3.2: Let C be the portion of the curve y = x3 from (1, 1) to (2, 8). Compute
Z
(6x2 y dx + 10xy 2 dy).
C

C is parametrized as x = t, y = t3 , 1 ≤ t ≤ 2. Then xt = 1, yt = 3t2 . The line integral is

Z Z 2
2 2
(6x y dx + 10xy dy) = (6t5 · 1 + 10t7 · 3t2 ) dt = 3132.
C 1

Problem 3.3: Evaluate C (−y î − xy ĵ) · d #»

R
r , where C is the circular arc joining (1, 0) to (0, 1) of
a circle centered at the origin.
Prameterize C by #» r (θ) = cos θ î + sin θ ĵ, for 0 ≤ θ ≤ π/2. Thus x(θ) = cos θ, y(θ) = sin θ.
Then

#» #» #»
Z Z π/2
F ·dr = F ( #»
r (θ)) · #»
r 0 (θ) dθ
C 0
Z π/2
= (− sin θ î − cos θ sin θ ĵ) · (− sin θ î + cos θ ĵ) dθ
0
Z π/2
π 1
= (sin2 θ − cos2 θ sin θ) dθ = − .
0 4 3
#» R #»
Problem 3.4: Let F = 5z î + xy ĵ + x2 z k̂. Is C F · d #» r the same if C is a curve joining (0, 0, 0)
to (1, 1, 1), given by
(a) #»
r (t) = t î + t ĵ + t k̂ for 0 ≤ t ≤ 1; (b) #» r (t) = t î + t ĵ + t2 k̂ for 0 ≤ t ≤ 1?
#»
r (t)) = 5t î + t2 ĵ + t3 k̂. d #»
(a) F ( #» r (t) = î + ĵ + k̂. Thus

#» 1
Z Z
37
F · d #»
r = (5t + t2 + t3 )dt = .
C 0 12
#»
(b) F ( #»
r (t)) = 5t î + t2 ĵ + t3 k̂. d #»
r (t) = î + ĵ + 2t k̂. Thus

#» #»
Z Z 1
28
F ·dr = (5t2 + t2 + 2t5 )dt = .
C 0 12
As we see the line integral is not path-independent.
Problem 3.5: Let D be a simply connected domain containing a smooth curve C from (0, 0, 0) to
R
(1, 1, 1). Evaluate C (2xdx + 2ydy + 4zdz).
#»
F = 2x î + 2y ĵ + 4z k̂ = grad f, where f = x2 + y 2 + 2z 2 . Therefore, the line integral is
independent of path C. Hence its value is f (1, 1, 1) − f (0, 0, 0) = 4.
RR
Problem 3.6: Evaluate S (7x î − z k̂) · n̂ dσ over the surface S : x2 + y 2 + z 2 = 4.
#»
div F = div (7x î − z k̂) = 7 − 1 = 6. So, the integral = 6 × volume of S = 64π.
R
Problem 3.7: Evaluate I = C (3x2 dx + 2yz dy + y 2 dz), where C is a smooth curve joining
#»
(0, 1, 2) to (1, −1, 7) by showing that F has a potential.

110
 #»
In order that F = grad f, we should have

fx = M = 3x2 , fy = N = 2yz, fz = P = y 2 .

To obtain such a possible f, we use integration and differentiation:

f = x3 + g(y, z), fy = gy = 2yz, g = y 2 z + h(z),

fz = y 2 + h0 (z) = y 2 , h0 (z) = 0, h(z) = 0, say.

#» #»
Then f = x3 + y 2 z. We verify that F = grad f. Therefore, I = F (1, −1, 7) − f (0, 1, 2) = 6.
R
Problem 3.8: Determine whether I = C (2xyz 2 dx+(x2 z 2 +z cos(yz)) dy+(2x2 yz+y cos(yz) dz)
is independent of path. Evaluate I, where C is the line segment joining (0, 0, 1) to (1, π/4, 2).
Here, M = 2xyz 2 , N = x2 z 2 + z cos(yz), P = 2x2 yz + y cos(yz). Then

My = 2xz 2 = Nx , Nz = 2x2 z + cos(yz) − yz sin(yz) = Py , Px = 4xyz = Mz .

#»
Hence the line integral is independent of path. We find f such that F = grad f. Now,
Z
f = N dy = x2 z 2 y + sin(yz) + g(x, z), fx = 2xz 2 y + gx = M = 2xyz 2 .

gx = 0, g = h(z), fz = 2x2 yz + y cos(yz) + h0 (z) = P = 2x2 yz + y cos(yz), h0 (z) = 0.

Taking h(z) = 0, we get f (x, y, z) = x2 yz 2 + sin(yz) as a possible potential. Then

I = f (1, π/4, 2) − f (0, 0, 1) = π + 1.

Problem 3.9: Use Green’s theorem to compute the area of the region
(a) bounded by the ellipse x2 /a2 + y 2 /b2 = 1.
(b) bounded by the cardioid r = a(1 − cos θ) for 0 ≤ θ ≤ 2π.
(a) Recall: Green’s theorem gave Area of D = 21 ∂D (x dy − y dx). The ellipse x2 /a2 + y 2 /b2 = 1
H

has the parameterization x(t) = a cos t, y = b sin t for 0 ≤ t ≤ 2π. Then its area is

1 2π 1 2π
Z Z
0 0
(xy − yx ) dt = (ab cos2 t − (−ab sin2 t)) dt = πab.
2 0 2 0
(b) In polar form, x = r cos θ, y = r sin θ. Then dx = cos θ dr − sin θ dθ and dy = sin θ dr +
r cos θ dθ. Consequently the area is equal to

a2 2π
I I Z
1 1 2 3π 2
(x dy − y dx) = r dθ = (1 − cos θ)2 dθ = a.
2 ∂D 2 ∂D 2 0 2

Problem 3.10: Compute the flux of the water through the parabolic cylinder S : y = x2 , 0 ≤ x ≤
#»
2, 0 ≤ z ≤ 3 if the velocity vector F = 3z 2 î + 6 ĵ + 6zx k̂, speed being measured in m/sec.
Write x = u, z = v. We have y = x2 = u2 . The surface is

S : #»
r = u î − u2 ĵ + v k̂, for 0 ≤ u ≤ 2, 0 ≤ v ≤ 3.

111
Then
#»
n = #»
r u × #»
r v = ( î + 2 ĵ) × k̂ = 2u î − ĵ.
On S,
#»
F ( #»
r (u, v)) = 3v 2 î + 6 ĵ + 6uv k̂.
#»
Hence F ( #»
r (u, v)) · #»
n = 6uv 2 − 6. Consequently the flux is

#» #»
ZZ Z 3Z 2 Z 3
2
F · n dσ = (6uv − 6) du dv = (12v 2 − 12) dv = 72 m3 /sec.
S 0 0 0

Problem 3.11: Find the area of the portion of the surface of the cylinder x2 + y 2 = a2 which is cut
out by the cylinder x2 + z 2 = a2 .
One-eighth of the required surface area is in the first octant. This portion of the surface has the
√
equation y = a2 − x2 . This gives
r
∂y x ∂y p x2 a
= −√ , =0 ⇒ 1 + yx2 + yz2 = 1 + 2 2
=√ .
∂x a − x ∂z
2 2 a −x a − x2
2

The domain of integration is a quarter of a disk given by

x 2 + x 2 ≤ a2 ≤ a2 , x ≥ 0, z ≥ 0.

Therefore, the required area is

√
Z a hZ a2 −x2 Z a
a i
8× √ dz dx = 8a dx = 8a2 .
0 0 a2 − x 2 0

Problem 3.12: A torus is generated by rotating a circle C about a straight line L in space so that
C does not intersect or touch L. If L is the z-axis and C has radius b and its centre has distance
a (> b) from L, then compute the surface area of the torus.
The surface S of the torus is represented by
#»
r (u, v) = (a + b cos v) cos u î + (a + b cos v) sin u ĵ + b sin v k̂.

Here, v is the angle in describing the circle and u is the angle of rotation. Thus 0 ≤ u, v ≤ 2π.
Projection onto the uv-plane shows that
#»
r (u) = −(a + b cos v) sin u î + (a + b cos v) cos u ĵ
#»
r (v) = −b sin v cos u î − b sin v sin u ĵ + b cos v k̂
#» #»
r (u) × r (v) = b(a + b cos v)(cos u cos v î + sin u cos v ĵ + sin v k̂)

Hence | #»
r (u) × #»
r (v)| = b(a + b cos v) and the area is
ZZ Z 2π Z 2π
#» #»
| r (u) × r (v)| du dv = b(a + b cos v) du dv = 4π 2 ab.
C 0 0

Problem 3.13: Let S be the closed surface consisting of the cylinder x2 + y 2 = a2 , 0 ≤ z ≤ b

and the circular disks x2 + y 2 ≤ a2 one with z = 0 and the other with z = b. By transforming to a

112
 RR
triple integral evaluate I = S (x3 dy dz + x2 y dz dx + x2 z dx dy).
#» #»
F = M î + N ĵ + P k̂, where M = x3 , N = x2 y, P = x2 z. Then div F = 5x2 . Let D be the
solid bounded by S. In cylindrical coordinates, using Gauss’ divergence theorem,
ZZZ Z b Z a Z 2π
2 5
I= 5x dV = 5 r2 cos2 θ r dr dθ dz = πa4 b.
D 0 0 0 4
#»
Problem 3.14: Compute the flux of the vector field F = (z 2 + xy 2 ) î +cos(x + z) ĵ +(e−y − zy 2 ) k̂
through the boundary of the surface given in the following figure:

∂ 2 ∂ ∂
div (F ) = (z + xy 2 ) + cos(x + z) + (e−y − zy 2 ) = 0.
∂x ∂y ∂z
Let D be the region enclosed by S. By the Divergence theorem,

#»
ZZZ
Flux through S = div F dV = 0.
D

Problem 3.15: Let a closed smooth surface S be such that any straight line parallel to the z-axis
cuts it in no more than two points. Let n3 denote the z-component of the unit outward normal n̂ to
RR
the surface S. Then what is S zn3 dσ?
In this case, S has an upper part and a lower part. Suppose they are given, respectively, by the
equations
z = fu (x, y), z = fb (x, y).
Let D be the projection of S on the xy-plane. Then
ZZ ZZ ZZ
z n3 dσ = fu (x, y) dA − fb (x, y) dA.
S D D

This is equal to the volume of the solid B bounded by S.

#» #»
Alternatively, take F = z k̂. Then div F = 1. By the Divergence theorem,

#» #»
ZZ ZZ ZZZ
z n3 dσ = F · n̂ dσ = div F dV = volume of B.
S S B

Problem 3.16: Prove that the integral of the Laplacian over a planar region is the same as the
integral, over the boundary curve, of the directional derivative in the direction of the unit normal
to the boundary curve.
We rephrase: Let f (x, y) be a function defined over a simply connected region D in the xy-plane.

113
Let C be the boundary curve of D. Denote by Dn f (x, y) the directional derivative of f in the
RR R
direction of the unit outer normal n̂ to C. Show that D (fxx + fyy )dA = C Dn f ds.
Let θ be the angle between n̂ and î, the x-axis. Then n̂ = cos θ î + sin θ ĵ. If α is the angle
between the tangent line to C and the x-axis, then cos α = − sin θ and sin α = cos θ. Then

dx = cos α ds = − sin θ ds and dy = sin α ds = cos θ ds.

Consequently, the directional derivative Dn f is given by

Dn f (x, y) = (fx î + fy ĵ) · n̂ = fx cos θ + fy sin θ.

#»
For the vector function F = fx î + fy ĵ, by Green’s theorem, we obtain
ZZ Z Z Z
(fxx + fyy )dA = fx dy − fy dx = (fx cos θ + fy sin θ)ds = Dn f ds.
D C C C

Problem 3.17: Let f and g be functions with continuous partial derivatives up to second order on
a domain D in space, which has a smooth boundary ∂D. Denote by ∆f and ∆g their Laplacians.
Prove the Green’s formula:
ZZZ ZZ  
∂f ∂g
(g∆f − f ∆g)dV = g −f dσ.
D ∂D ∂ n̂ ∂ n̂
#»
Let F = M î + N ĵ + P k̂. Gauss’ divergence theorem says that

#» #»
ZZZ ZZ
div F dV = F · n̂ dσ.
D ∂D

Suppose the unit normal n̂ has the components a, b, c in the x, y, z-directions, respectively. Then
ZZZ ZZ
(Mx + Ny + Pz ) dV = (aM + bN + cP ) dσ.
D ∂D

Substitute M = gfx − f gx , N = gfy − f gy , P = gfz − f gz . Then

Mx + Ny + Pz = g(fxx + fyy + fzz ) − f (gxx + gyy + gzz ) = g∆f − f ∆g.

∂f ∂g
aM + bN + cP = g(afx + bfy + cfz ) − f (agx + bgy + cgz ) = g −f .
∂ n̂ ∂ n̂
Now Green’s formula follows from Gauss’ divergence theorem.

114
Bibliography

[1] Advanced Engineering Mathematics, 10th Ed., E. Kreyszig, John Willey & Sons, 2010.

[2] Basic Multivariable Calculus, J.E. Marsden, A.J. Tromba, A. Weinstein, Springer Verlag,
1993.

[3] Differential and Integral Calculus, Vol. I and II, N. Piskunov, Mir Publishers, 1974.

[4] Calculus - Multivariable, J. Rogawski, W.H. Freeman & Co., 2011.

[5] Multivariable Calculus, J. Stewart, Cengage Learning, 2010.

[6] Calculus, G. Strang, Wellesley-Cambridge Press, 2010.

[7] Thomas Calculus, G.B. Thomas, Jr, M.D. Weir, J.R. Hass, Pearson, 2009.

115
Appendix A

One Variable Summary

This appendix is devoted to summarizing some results and formulas from calculus of functions
of one real variable that we may use in the class. For details, see Functions of One Variable - A
Survival Guide.

A.1 Graphs of Functions

(
x if x ≥ 0
The absolute value of x ∈ R is defined as |x| =
−x if x < 0
√
Thus |x| = x2 . And | − a| = a or a ≥ 0; |x − y| is the distance between real numbers x and y.
Moreover, if a, b ∈ R, then
 a  |a|
| − a| = |a|, |ab| = |a| |b|,   = if b 6= 0, |a + b| ≤ |a| + |b|, | |a| − |b| | ≤ |a − b|.
 
b |b|

Let x ∈ R and let a > 0. The following are true:

1. |x| = a iff x = ±a.

2. |x| < a iff −a < x < a iff x ∈ (−a, a).

3. |x| ≤ a iff −a ≤ x ≤ a iff x ∈ [−a, a].

4. |x| > a iff −a < x or x > a iff x ∈ (−∞, −a) ∪ (a, ∞) iff x ∈ R − [−a, a].

5. |x| ≥ a iff −a ≤ x or x ≥ a iff x ∈ (−∞, −a] ∪ [a, ∞) iff x ∈ R − (−a, a).

Therefore, for a ∈ R, δ > 0, |x − a| < δ iff a − δ < x < a + δ.

The following statements are useful in proving equalities from inequalities:
Let a, b ∈ R.

1. If for each  > 0, |a| < , then a = 0.

2. If for each  > 0, a < b + , then a ≤ b.

116
Graphs of some known functions including | · |, are as follows:
(
x if x ≥ 0
1. y = |x| =
−x if x < 0


−x if x < 0


2. y = x2 if 0 ≤ x ≤ 1


 1 if x > 1

(
x if 0 ≤ x ≤ 1
3. y = f (x) =
2 − x if 1 < x ≤ 2

4. y = bxc = n if n ≤ x < n + 1 for n ∈ N. It is the

largest integer less than or equal to x.
The largest integer function or the floor function.
Sometimes we write b c as [ ].

5. y = bxc = n + 1 if n < x ≤ n + 1 for n ∈ N. It is the

smallest integer greater than or equal to x.
The smallest integer function or the ceiling function.

6. The power function y = xn for n = 1, 2, 3, 4, 5 look like

117
7. The power function y = xn for n = −1 and n = −2 look like

8. The graphs of the power function y = xa for a = 12 , 13 , 3

2
and a = 2
3
are

9. Polynomial functions are y = f (x) = a0 + a1 x + a2 x2 + · · · an xn for some n ∈ N ∪ {0}. Here,

the coefficients of powers of x are some given real numbers a0 , . . . , an and an 6= 0. The highest
power n in the polynomial is called the degree of the polynomial. Graphs of some polynomial
functions are as follows:

118
10. A rational function is a ratio of two polynomials; f (x) = p(x)
q(x)
, where p(x) and q(x) are
polynomials, may or may not be of the same degree. Graphs of some rational functions are as
follows:

11. Algebraic functions are obtained by adding subtracting, multiplying, dividing or taking roots
of polynomial functions. Rational functions are special cases of algebraic functions. Some graphs
of alhebraic functions:

12. Trigonometric functions come from the ratios of sides of a right angled triangle. The angles
are measured in radian. The trigonometric functions have a period. That is, f (x + p) = f (x)
happens for some p > 0. The period of f (x) is the minimum of such p. The period for sin x is 2π.
The functions cos x and sec x are even functions and all others are odd functions. Recall that
f (x) is even if f (−x) = f (x) and it is odd if f (−x) = −f (x) for each x in the domain of the
function. Some of the useful inequalities are

−|x| ≤ sin x ≤ |x| for all x ∈ R.

−1 ≤ sin x, cos x ≤ 1 for all x ∈ R.

0 ≤ 1 − cos x ≤ |x| for all x ∈ R.
sin x ≤ x ≤ tan x for all x ∈ (0, π/2).
In fact, if x 6= 0, then sin x < |x|.
Graphs of the trigonomaetric functions are as follows:

119
13. Exponential functions are in the form y = ax for some a > 0 and a 6= 1. All exponential
functions have domain (−∞, ∞) and co-domain (0, ∞). They never assume the value 0. Graphs
of some exponential functions:

14. Logarithmic functions are inverse of exponential functions. That is,

aloga x = loga (ax ) = x. Some examples:

120
15. Trigonometric inverse functions:

Functions that are not algebraic are called transcendental functions. Trigonometric functions, ex-
ponential functions, logarithmic functions and inverse trigonometric functions are examples of
transcendental functions.

A.2 Concepts and Facts

Let a < c < b. Let f : D → R be a function whose domain D contains the union (a, c) ∪ (c, b).
Let ` ∈ R. We say that the limit of f (x) as x approaches c is ` and write it as

lim f (x) = `
x→c

iff for each  > 0, there exists a δ > 0 such that for each x ∈ (a, c) ∪ (c, b) with 0 < |x − c| < δ,
we have |f (x) − `| < .

121
Limit Properties: Let k be a constant; or a constant function.

1. lim k = k and lim x = c.

x→c x→c

2. lim(f (x) ± g(x)) = lim f (x) ± lim g(x).

x→c x→c x→c

3. lim kf (x) = k lim f (x).

x→c x→c

4. lim[f (x)g(x)] = lim f (x) lim g(x).

x→c x→c x→c
   
5. lim[f (x)/g(x)] = lim f (x) / lim g(x) if lim g(x) 6= 0.
x→c x→c x→c x→c

6. lim(f (x))r = (lim f (x))r if taking powers are meaningful.

x→c x→c

7. lim f (x) is a unique real number if it exists.

x→c

8. If lim g(x) = 0, and lim[f (x)/g(x)] exists, then lim f (x) = 0.

x→c x→c x→c

9. (Sandwich) Let f, g, h be functions whose domain include (a, c) ∪ (c, b) for a < c < b.
Suppose that g(x) ≤ f (x) ≤ h(x) for all x ∈ (a, c) ∪ (c, b). If lim g(x) = ` = lim h(x),
x→c x→c
then lim f (x) = `.
x→c

10. (Domination) Let f, g be functions whose domains include (a, c) ∪ (c, b) for a < c < b.
Suppose that both lim f (x) and lim g(x) exist. If f (x) ≤ g(x) for all x ∈ (a, c) ∪ (c, b), then
x→c x→c
lim f (x) ≤ lim g(x).
x→c x→c

Let I be (a, ∞) or [a, ∞) for some a ∈ R. Let f : I → R. Let ` ∈ R. We say that lim f (x) = `
x→∞
if for each  > 0, there exists an m > 0 such that if x is any real number greater then m, then
|f (x) − `| < .
Let f (x) have a domain containing (a, c). Then lim f (x) = ∞ iff for each m > 0, there exists a
x→c−
δ > 0 such that for every x with c − δ < x < c, we have f (x) > m.
That is, lim f (x) = ∞ iff, “as x increases to c, f (x) increases without bound”.
x→c−

Let f : D → R be a function. Let c be an interior point of D. We say that f (x) is continuous at c

if lim f (x) = f (a).
x→c

If D = [a, b) or D = [a, b], then f (x) is called continuous at the left end-point a if lim f (x) = f (a).
x→a+

122
If D = (a, b] or D = [a, b], then f (x) is called continuous at the right end-point b if lim f (x) = f (a).
x→b−

f (x) is called continuous if it is continuous at each point of its domain D.

The sum, multiplication by a constant, and product of continuous functions is continuous. In
addition, the following are some properties of continuous functions:

1. Let f (x) be continuous at x = c, where the domain of f (x) includes a neighborhood of c. If

f (c) > 0, then there exists a neighborhood (c − δ, c + δ) such that f (x) > 0 for each point
x ∈ (c − δ, c + δ).

2. Let f (x) be a continuous function, whose domain contains [a, b] for a < b. Then there exist
α, β ∈ R such that {f (x) : x ∈ [a, b]} = [α, β].

3. (Extreme Value Theorem) Let f (x) be continuous on a closed bounded interval [a, b]. Then
there exist numbers c, d ∈ [a, b] such that f (c) ≤ f (x) ≤ f (d) for each x ∈ [a, b].

4. (Intermediate Value Theorem) Let f (x) be continuous on a closed bounded interval [a, b].
Let d be a number between f (a) and f (b). Then there exists c ∈ [a, b] such that f (c) = d.

Let f (x) be a function whose domain includes an open interval (a, b). Let c ∈ (a, b). If the limit

f (c + h) − f (c)
lim
h→0 h
exists, we say that f (x) is differentiable at x = c; and we write the limit as f 0 (c) and call it the
df
derivative of f (x) at x = c. If f 0 (c) exists for each c ∈ (a, b), then we write f 0 (x) as dx .
Also, derivative of f defined on a closed interval [a, b] at the end-point a is taken as the left hand
derivative, where in the defining limit of the derivative we take h → a − . Similarly, derivative at
b is taken as the limit of that ratio for h → 0 + .
Let f (x) be a function defined on an interval I.
We say that f (x) is increasing on I if for all s < t ∈ I, f (s) < f (t).
Similarly, we say that f (x) is decreasing on I if for all s < t ∈ I, f (s) > f (t).
A monotonic function on I is one which either increases on I or decreases on I.
The sum, multiplication by a constant, and product of differentiable functions is differentiable. In
addition, the following are some properties of differentiable functions:

1. Each function differentiable at x = c is continuous at x = c.

2. Derivatives of Sum, product etc. are respectives equal to sum, product etc of derivatives.
dg(f (x)) dg(f (x)) df (x)
3. (Chain Rule) dx
= df (x)
· dx
.

4. (Rolle’s Theorem) Suppose that f : [a, b] → R is continuous, f (x) is differentiable on (a, b),
and f (a) = f (b). Then f 0 (c) = 0 for some c ∈ (a, b).

5. (Mean value Theorem) Suppose that f : [a, b] → R is continuous and f (x) is differentiable
on (a, b). Then there exists c ∈ (a, b) such that f (b) − f (a) = f 0 (c)(b − a).

123
 6. Let I be an interval containing at least two points. Let f : I → R be differentiable. If
f 0 (x) = 0 for each x ∈ I, iff f (x) is a constant function.

7. (Cauchy Mean Value Theorem) Let f (x) and g(x) be continuous on [a, b] and differentiable
0 (c)
on (a, b). If g 0 (x) 6= 0 on (a, b), then there exists c ∈ (a, b) such that fg0 (c) = fg(b)−g(a)
(b)−f (a)
.

8. (L’Hospital’s Rule) Let f (x) and g(x) be differentiable on a neighborhood of a point x = a.

Suppose f (a) = g(a) = 0 but g(x) 6= 0, g 0 (x) 6= 0 in the deleted neighborhood of x = a. If
f 0 (x) f (x) f 0 (x)
lim 0 exists, then lim = lim 0 .
x→a g (x) x→a g(x) x→a g (x)

9. Let f (x) be continuous on [a, b] and differentiable on (a, b).

(a) If f 0 (x) > 0 on (a, b), then f (x) is increasing on [a, b].
(b) If f 0 (x) < 0 on (a, b), then f (x) is decreasing on [a, b].

Let a function f (x) have domain D. The function f (x) has a local maximum at a point d ∈ D if
f (x) ≤ f (d) for every x in some neighborhood of d contained in D. in such a case, we also say
that the point x = d is a point of local maximum of the function f (x).
Similarly, f (x) has an local minimum at b ∈ D if f (b) ≤ f (x) for every x in some neighborhood
of b contained in D. In this case, we say that the point x = b is a point of local minimum of the
function f (x).
The points of local maximum and local minimum are commonly referred to as local extremum
points; and the function is said to have local extrema at those points.
Let f (x) have domain D. A point c ∈ D is called a critical point of f (x) if c is not an interior
point of D, or if f (x) is not differentiable at x = c, or if f 0 (c) = 0.
If f (x) has an extremum at x = c, then c is a critical point of f (x).

Test for Local Extrema:

Let c be an interior point of the domain of f (x) with f 0 (c) = 0.

f 0 (x) changes sign from + to − at x = c iff x = c is a point of local maximum of f (x).

If f 00 (c) < 0, then x = c is a point of local maximum of f (x).

f 0 (x) changes sign from − to + at x = c iff x = c is a point of local minimum of f (x).

If f 00 (c) > 0, then x = c is a point of local minimum of f (x).

Let x = c be a left end-point of the domain of f (x).

f 0 (x) < 0 on the immediate right of x = c iff x = c is a point of local maximum of f (x).

f 0 (x) > 0 on the immediate right of x = c iff x = c is a point of local minimum of f (x).

Let x = c be a right end-point of the domain of f (x).

124
 f 0 (x) > 0 on the immediate left of x = c iff x = c is a point of local maximum of f (x).

f 0 (x) < 0 on the left of x = c iff x = c is a point of local minimum of f (x).

The graph of a function y = f (x) is concave up on an open interval I if f 0 (x) is increasing on I.
The graph of y = f (x) is concave down on an open interval I if f 0 (x) is decreasing on I.
A point of inflection is a point where y = f (x) has a tangent and the concavity changes.

Second derivative test for concavity:

Let y = f (x) be twice differentiable on an interval I.
If f 00 (x) > 0 on I, then the graph of y = f (x) is concave up over I.

If f 00 (x) < 0 on I, then the graph of y = f (x) is concave down over I.

If f 00 (x) is positive on one side of x = c and negative on the other side, then the point
(c, f (c)) on the graph of y = f (x) is a point of inflection.
Let f : [a, b] → R. Divide [a, b] into smaller sub-intervals by choosing the break points as

a = x0 < x1 < . . . < xn = b.

The set P = {x0 , x1 , . . . , xn } is called a partition of [a, b].

Now P divides [a, b] into n sub-intervals: [x0 , x1 ], · · · , [xn−1 , xn ]. Here, the kth sub-interval is
[xk−1 , xk ]. The area under the curve y = f (x) raised over the kth sub-interval is approximated by
f (ck )(xk − xk−1 ) for some choice of the point ck ∈ [xk−1 , xk ].
Write the choice points (also called sample points) as a set C = {c1 , . . . , cn }.
Then the Riemann sum n
X
S(f, P, C) = f (ck )(xk − xk−1 )
k=1

is an approximation to the whole area raised over [a, b] and lying between the curve y = f (x)
and the x-axis. By taking the norm of the partition as kP k = max(xk − xk−1 ), we would say that
k
when the norm of the partition approaches 0, the Riemann sum would approach the required area.
Thus, we define the area of the region bounded by the lines x = a, x = b, y = 0, and y = f (x) as
n
X
lim f (ck )(xk − xk−1 )
kP k→0
k=1

provided that this limit exists. We define this limit (which is the mentioned area here) as the definite
integral of f on the interval [a, b]. That is,
Z b X n
f (x) dx = lim f (ck )(xk − xk−1 ).
a kP k→0
k=1
Rb
Let f : [a, b] → R be a continuous function. Then a
f (x) dx exists.
The definite integral has the following properties:

125
 (Properties of Definite Integral)
1. Let f (x) have domain [a, b]. Let c ∈ (a, b). Then f (x) is integrable on [a, b] iff f (x) is
integrable on both [a, c] and [c, b]. In this case,
Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c

2. Let f (x) and g(x) be integrable on [a, b]. Then (f + g)(x) is integrable on [a, b] and
Z b Z b Z b Z b
(f + g)(x)dx = (f (x) + g(x)) dx = f (x) dx + g(x) dx.
a a a a

3. Let f (x) be integrable on [a, b]. Let c ∈ R. Then (cf )(x) is integrable on [a.b] and
Z b Z b Z b
(cf )(x) dx = cf (x) dx = c f (x) dx.
a a a

4. Let f (x) and g(x) be integrable on [a, b]. If for each x ∈ [a, b], f (x) ≤ g(x), then
Z b Z b
f (x) dx ≤ g(x) dx.
a a

5. Let f (x) be integrable on [a, b]. If m ≤ f (x) ≤ M for all x ∈ [a, b], then
Z b
m(b − a) ≤ f (x) dx ≤ M (b − a).
a

6. (Average Value Theorem) Let f (x) be continuous on [a, b]. Then there exists c ∈ [a, b] such
that Z b
1
f (c) = f (x) dx.
b−a a
Z b
7. Let f (x) be continuous on [a, b]. If f (x) has the same sign on [a, b] and f (x) dx = 0,
a
then f (x) is the zero function, i.e., f (x) = 0 for each x ∈ [a, b].
We extend the integral even when a 6< b by the following:
Z b
If a = b, then we take f (x) dx = 0.
a
Z b Z a
If a > b, then we take f (x) dx = − f (x) dx.
a b
Also, for any real number c; even when c is outside the interval (a, b) we have
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx
a a c

In all these extensions, we assume that the definite integrals exist.

The main result that shows that differentiation and integration are reverse processes is the follow-
ing:

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(Fundamental Theorem of Calculus) Let f (x) be continuous on [a, b].
Rb
1. If F (x) is an antiderivative of f (x), then a f (x) dx = F (b) − F (a).
Rx
2. The function g(x) = a f (t) dt is continuous on [a, b] and differentiable on (a, b). Moreover,
Rx
g 0 (x) = dx
d
a
f (t) dt = f (x).

The chain rule for differentiation is translated to integration as follows:

(Substitution)

1. Let u = g(x) be a differentiable function whose range is an interval I. Let f (x) be continu-
ous on I. Then Z Z
0
f (g(x))g (x) dx = f (u) du.

2. Let u = g(x) be a continuously differentiable function on [a, b] whose range is an interval I.

Let f (x) be continuous on I. Then
Z b Z g(b)
0
f (g(x))g (x) dx = f (u) du.
a g(a)

The rpoduct rule for differntiation gives the integration by parts formula.
Z Z Z  Z 
0
f (x)h(x) dx = f (x) h(x) dx − f (x) h(x) dx dx + C.

We remember it as follows (Read F as first and S as second):

Integral of F × S = F × integral of S − integral of (derivative of F × integral of S).

The natural logarithm ln x is defined as follows:

Z x
1
ln x = dt for x > 0.
1 t

The exponential function is the inverse of the natural logarithm. That is,

exp : R → (0, ∞); y = exp(x) iff x = ln y.

Since exp(x) exp(y) = exp(x + y) and exp(0) = 1, we write

exp(x) = ex , where e = exp(1).

Then hyperbolic functions are defined by

ex − e−x ex + e−x ex − e−x

sinh x = , cosh x = , tanh x = .
2 2 ex + e−x
 
−1
p
−1
p
−1 1 1+x
sinh x = ln(x + x2 + 1), cosh x = ln(x + x2 − 1), tanh x = ln .
2 1−x

127
Notice that cosh−1 has domain as x ≥ 1 and tanh−1 has domain as −1 < x < 1.
Let C be a curve given parametrically by x = f (t), y = g(t), a ≤ t ≤ b. Assdume that both f (t)
and g(t) are continuously differentiable.
Z bp
Length of the curve = L = [f 0 (t)]2 + [g 0 (t)]2 dt.
a

If the curve is given as a function y = f (x), a ≤ x ≤ b, then take x = t and y = f (t) as its
parameterization. We then have the length as
Z bp Z bp
L= 0 2
1 + [f (x)] dx = 1 + (y 0 )2 dx.
a a

Notice that this formula is applicable when f 0 (x) is continuous on [a, b].
Rb
We write L = a ds with limits a and b for the variable of integration, which may be x, y or t.
Here,
r s
p p  dy 2  dx 2
ds = [x0 (t)]2 + [y 0 (t)]2 dt = (dx)2 + (dy)2 = 1+ dx = 1+ dy.
dx dy

Suppose that a curve is given in polar coordinates by r = f (θ) for a continuous function f (θ),
where α ≤ θ ≤ β. Then the area of the sector and the arc length of the curve are
Z β Z βp
2
Area = r dθ, Length = r2 + (r0 )2 dθ.
α α

A.3 Formulas
Here are some formulas for the exponential and the logarithm functions:
tp
lim t = 0 for p ∈ N and a > 1.
t→∞ a

ln e = 1 = e0 , eln x = x, ln(ex ) = x, ax = ex ln a ,
lim ln x = ∞, lim ln x = −∞, lim ex = ∞, lim ex = 0,
x→∞ x→0+ x→∞ x→−∞
Z e Z
1 1
(ln x)0 = , (ex )0 = ex , x 0 x
(a ) = (ln a)a , dt = 1, ex dx = ex .
x 1 t
ln(1 + xh) eh − 1
lim = 1 for x 6= 0, lim = 1, lim (1 + xh)1/h = ex ,
h→0 xh h→0 h h→0

Below are given some integrals, from which you should get the derivatives by following the simple
rule that if f (x) dx = g(x) + c, then g 0 (x) = f (x).
R

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Index

absolute maximum, 26 disk, 4

absolute maximum value, 26 divergence, 85, 106
absolute value, 116 domain, 4
algebraic functions, 119 domain of f , 5
area of surface, 91 domination limit, 122
auxiliary function, 32 double integral, 41
average value theorem, 126
even function, 119
axis of revolution, 36
exact form, 78
boundary point, 4 exponential functions, 120
bounded subset, 4 Extreme value theorem, 123

Cauchy MVT, 124 floor function, 117

ceiling function, 117 flux, 85, 98
closed curve, 76 flux density, 85
closed subset, 4 fundamental theorem of calculus, 127
closure, 4 gradient, 21
co-domain, 5 gradient field, 73
concave down, 125 graph, 5
concave up, 125 Green’s theorem-1, 85
connected, 4 Green’s theorem-2, 86
conservative, 73
continuous, 10, 122 Hessian, 27
continuous on, 10
incompressible fluid, 85
contour curves, 6
increasing, 123
critical point, 26, 124
#» independent of path, 76
curl of F , 84
integrable, 41
decreasing, 123 integration by parts, 127
degree of polynomial, 118 interior point, 4
differentiable, 17 intermediate value theorem, 123
differentiable at a point, 123 iterated integral, 42
differential, 16
Jacobian, 58
differential form, 78
directional derivative, 20 L’Hospital’s rule, 124

133
Laplacian, 85 positive orientation, 79
level curves, 5 potential, 73
level surfaces, 6 power function, 117
limit, 6 properties of definite integral, 126
limit of f (x), 121
range, 5
linear approximation, 16
rational function, 119
line integral, 69, 74
region, 4
line integrals, 72
Riemann integrable, 41
local extrema, 124
Riemann sum, 41, 125
local extremum, 26
Rolle’s theorem, 123
local extremum points, 124
local maximum, 26, 124 saddle point, 26
local maximum value, 26 sample points, 41, 125
local minimum, 124 sandwich theorem, 122
logarithmic functions, 120 simple curve, 76
simply connected region, 76
mean value theorem, 123
solid of revolution, 36
minimum, 26
substitution theorem, 127
monotonic, 123
surface, 5
norm, 41, 125 surface area, 90
normal-form of Green’s, 86 surface integral, 94
normal line, 23 surface integral over S, 98

odd function, 119 tangent-form of Green’s, 86

open subset, 4 tangent plane, 15, 23
orientable surface, 98 Taylor’s formula one variable, 24
oriented surface, 98 tests for concavity, 125
tests for local extrema, 124
partial derivative, 11 total differential, 16
partition, 41, 125 total increment, 16
period of f (x), 119 trigonometric functions, 119
point of absolute maximum, 26
point of inflection, 125 uniform partition, 41
point of local maximum, 26, 124 vector field, 73
point of local minimum, 124 volume of solids with holes, 38
polar rectangle, 46
polynomial functions, 118 work, 74

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