Calculus 4 Lecture Notes
Calculus 4 Lecture Notes
Calculus IV
Lecture Notes
July 4, 2015
Preface
ii
Contents
13 Vector Functions 11
13.1 Vector Functions and Space Curves . . . . . . . . . . . . . . . . . . . . . . . 11
13.2 Derivatives and Integrals of Vector Functions . . . . . . . . . . . . . . . . . . 14
13.2.1 Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
13.2.2 Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
13.3 Arc Length and Curvature . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
13.3.1 Arc Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
13.3.2 Curvature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
13.3.3 Normal and Bi-normal Vectors . . . . . . . . . . . . . . . . . . . . . . 18
13.4 Motion in Space, Velocity, and Acceleration . . . . . . . . . . . . . . . . . . 20
14 Partial Derivatives 21
14.1 Functions of Several Variables . . . . . . . . . . . . . . . . . . . . . . . . . . 21
14.1.1 Domain and Range . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
14.1.2 Graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
14.1.3 Level Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
14.2 Limits and Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
14.3 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
14.3.1 First Order Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . 27
14.3.2 Higher Order Partial Derivatives . . . . . . . . . . . . . . . . . . . . 28
14.4 Tangent Planes & Linear Approximation . . . . . . . . . . . . . . . . . . . . 29
14.5 Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
14.5.1 Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
14.5.2 Implicit Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . 33
14.6 Directional Derivatives & Gradient Vector . . . . . . . . . . . . . . . . . . . 34
14.7 Maximum & Minimum Values . . . . . . . . . . . . . . . . . . . . . . . . . . 36
14.7.1 Local Extrema . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
iii
14.7.2 Absolute Extrema . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
14.8 Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
15 Multiple Integrals 41
15.1 Double Integrals over a Rectangle . . . . . . . . . . . . . . . . . . . . . . . . 41
15.1.1 Volumes as Double Integrals . . . . . . . . . . . . . . . . . . . . . . . 41
15.2 Iterated Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
15.3 Double Integrals over General Regions . . . . . . . . . . . . . . . . . . . . . 46
15.3.1 Type 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
15.3.2 Type 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
15.10Change of Variables in Multiple Integrals . . . . . . . . . . . . . . . . . . . . 49
15.4 Double Integrals in Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . 51
15.4.1 Crash Course in Polar Coordinates . . . . . . . . . . . . . . . . . . . 51
15.4.2 Double Integrals with Polar Coordinates . . . . . . . . . . . . . . . . 53
15.7 Triple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
15.8 Triple Integrals in Cylindrical Coordinates . . . . . . . . . . . . . . . . . . . 59
15.9 Triple Integrals in Spherical Coordinates . . . . . . . . . . . . . . . . . . . . 61
16 Vector Calculus 65
16.1 Vector Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
16.2 Line Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
16.2.1 Line Integrals in the Plane . . . . . . . . . . . . . . . . . . . . . . . . 68
16.2.2 Line Integrals in Space . . . . . . . . . . . . . . . . . . . . . . . . . . 71
16.2.3 Line Integrals of Vector Fields . . . . . . . . . . . . . . . . . . . . . . 72
16.3 The Fundamental Theorem of Line Integrals . . . . . . . . . . . . . . . . . . 73
16.4 Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
16.5 Curl and Divergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
16.5.1 Curl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
16.5.2 Divergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
16.5.3 Vector Forms of Green’s Theorem . . . . . . . . . . . . . . . . . . . . 83
16.6 Parametric Surfaces and Their Areas . . . . . . . . . . . . . . . . . . . . . . 84
16.6.1 Parametric Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
16.6.2 Surface of Revolution . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
16.6.3 Tangent Planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
16.6.4 Surface Area . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
16.7 Surface Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
16.8 Stokes’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
iv
Chapter 12
12.1.1 Points
Definition 1 (Distance). Let P = (x1 , y1 , z1 ) and Q = (x2 , y2 , z2 ) be points in R3 . Then the
distance from P to Q, denoted d(P, Q) is
q
d(P, Q) = (x2 − x1 )2 + (y2 − y1 )2 + (z2 − z1 )2 .
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Hammer 2 Calculus IV Lecture Notes
Recall 4. A circle in R2 is defined to be all of the points in the plane (R2 ) that are
equidistant from a central point.
Definition 5 (Sphere). Let C = (h, k, l) be the center of a sphere. Then the sphere centered
at C with radius r is defined by the equation
That is to say that this defines all points (x, y, z) ∈ R3 that are a distance r from the center
point of the sphere.
12.1.2 Vectors
Definition 6 (Vector). A vector is a mathematical object that stores both length (which
we will call magnitude) and direction.
Definition 7 (Vector Between Two Points). Let P = (x1 , y1 , z1 ) and Q = (x2 , y2 , z2 ) . Then
the vector with initial point P and terminal point Q (denoted * PQ) is defined by
*
PQ = hx2 − x1 , y2 − y1 , z2 − z1 i .
Definition 8 (Vector Equality). Two vectors are said to be equal if and only if they have
the same length and direction, regardless of their position in R3 . That is to say that a vector
can be moved anywhere in space as long as the magnitude and direction are preserved.
Convention 9. For convenience, we use something called the position vector to denote
the family of vectors with a given direction and magnitude. The position vector, * v =
hv1 , v2 , v3 i , is formed by making the initial point of the vector the origin, O = (0, 0, 0) , and
terminal point (v1 , v2 , v3 )
Definition 10 (Magnitude (A.K.A. Length or Norm)). Let * v = hv1 , v2 , v3 i . Then the mag-
* * *
nitude of v (denoted |v| or sometimes kvk) is defined by
q
|*
v| = v12 + v22 + v32 .
12.1.3 Operations
Definition 11 (Vector Addition). Let *
u = hu1 , u2 , u3 i and *
v = hv1 , v2 , v3 i. Then
*
u+*
v = hu1 + v1 , u2 + v2 , u3 + v3 i .
k*
v = hkv1 , kv2 , kv3 i .
Definition 13 (Unit Vector). A unit vector is a vector whose magnitude is 1. Note that
we can given a vector * b by dividing by the magnitude of *
v, we can form a unit vector v v.
*
That is to say, Let v = hv1 , v2 , v3 i . Then
1
b = * hv1 , v2 , v3 i .
v
|v|
Definition 14 (Standard Vectors). Any vector can be denoted as the linear combination of
the standard unit vectors bi = h1, 0, 0i , bj = h0, 1, 0i , and k b = h0, 0, 1i . So given a vector
*
v = hv1 , v2 , v3 i , one can express it with respect to the standard vectors as
*
v = hv1 , v2 , v3 i = v1bi + v2bj + v3 k.
b
This text, however, will more often than not use the angle brace notation.
Problem 17. Show that if two non-zero vector are orthogonal then *
u·*
v = 0.
bi bj b
k
*
u×*
v = u1 u2 u3
v1 v2 v3
u2 u3 u1 u3 u1 u2
= bi − bj + b
k
v2 v3 v1 v3 v1 v2
= hu2 v3 − u3 v2 , u3 v1 − u1 v3 , u1 v2 − u2 v1 i .
|*
u×*
v| = |*
u| |*
v| sin (θ) .
x = x0 + At, y = y0 + Bt, z = z0 + Ct t ∈ R.
v
c
Equation 23 (Parametrization of a Line Segment). Let O denote the origin, P be the initial
point of a line segment, and Q be the terminal point of a line segment. Then the line segment
P Q can be parametrized as
*r(t) = (1 − t)*
OP + t*
OQ 0 ≤ t ≤ 1.
Q
P
Problem 24. Find a vector equation and parametric equation for the line that passes
through the point (5, 1, 3) and is parallel to the vector h1, 4, −2i .
Problem 25. Find the parametric Equation of the line segment from (2, 4, −3) to (3, −1, 1).
a (x − x0 ) + b (y − y0 ) + c (z − z0 ) = 0.
Ax2 + By 2 + Cz 2 + J = 0 or Ax2 + By 2 + Iz = 0.
x2 z2
Problem 36. Sketch + y2 − =1
4 4
Vector Functions
D E
Theorem 39. If *r(t) = hf (t), g(t), h(t)i , then lim lim f (t), lim g(t), lim h(t) .
t→a t→a t→a t→a
sin (t)
Problem 40. Find lim *r(t) given *r(t) = 1 + t3 , te−t ,
t→0 t
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Hammer 12 Calculus IV Lecture Notes
Definition 43. A space curve *r(t) = hf (t), g(t), h(t)i has parametrization
Problem 46. Find a vector equation and a parametric equation for the line segment that
joins the point P = (1, 3, −2) to Q = (2, −1, 3).
Problem 47. Find the vector function that represents the curve of the intersection of the
cylinder x2 + y 2 = 1 and the plane y + z = 2.
Problem 49. Find the derivative of *r(t) = h1 + t3 , te−t , sin (2t)i and use it to find the unit
tangent vector at t = 0.
Theorem 51. When taking derivative, all of the standard methods work, but now we have
two different types of multiplication. Hence, the following two operations hold:
d *
• (u (t) · *
v (t)) = *
u0 (t) · *
v(t) + *
u(t) · *
v0 (t).
dt
d *
• (u (t) × *
v (t)) = *
u0 (t) × *
v(t) + *
u(t) × *
v0 (t).
dt
13.2.2 Integrals
Definition 52 (Vector Function Integration). Let *r(t) = hf (t), g(t), h(t)i be a vector func-
ˆ b ˆ b ˆ b ˆ b
tion. Then *
r(t) dt = f (t) dt, g(t) dt, h(t) dt
a a a a
´π
Problem 53. Evaluate 02 *r(t) dt given *r(t) = h2 cos(t), sin(t), 2ti .
ds
Notation 55. = |*r0 (t)| .
dt
Definition 56 (Arc Length Function). Let s(t) represent the length of a curve from *r(a) to
*r(t). Then s(t) is defined as
ˆ
ˆ ts
2 2 2
t
*0 dx dy dz
s(t) = |r (u)| du = + + du.
a du du du
a
Problem 57. Find the length of the arc of the circular helix with vector equation *r(t) =
hcos(t), sin(t), ti from (1, 0, 0) to (1, 0, 2π).
13.3.2 Curvature
Definition 58 (Curvature). The curvature, κ, of a curve C at a given point is a measure
of how quickly the curve changes directions at that point. That is to say that it is the
magnitude of the rate of change of the unit tangent vector with respect to the arc length.
Hence, we have
*
d*
T T0 (t)
* *r0 (t)
κ= = *0 , where T= .
ds |r (t)| |*r0 (t)|
Problem 59. Find the curvature of the twisted cubic *r(t) = ht, t2 , t3 i at a general point,
and at (0, 0, 0).
Definition 61 ((Unit) Normal Vector). Given a curve C, the normal vector, * N, is the
derivative of the tangent vector divided by the magnitude. It points into the curve. That is
to say
* *
T0 (t)
N= .
*
T0 (t)
Definition 62 (Bi-normal Vector). The bi-normal vector, * B, is the (unit) vector that is
* *
perpendicular to both T and N. That is to say that it is the cross product of the tangent
vector and the normal vector. In terms of direction, it obeys the right hand rule. In other
words,
*
B=* T×* N.
B C
T
N
Problem 63. Find the Frenet-Serret Equations of the circular helix *r(t) = hcos(t), sin(t), ti .
Definition 65 (Osculating (or Kissing) Plane). The osculating plane is the plane defined
by *
T and *
N. It represents the plane that most closely fits the curve at that point.
Definition 66 (Osculating Circle). The osculating circle is the circle in the osculating
plane that has the same tangent as the curve C at the point P and lies on the concave side
of C with radius ρ = κ1 .
C
T
ρ
Problem 67. Find the equation of the normal plane and the osculating plane of the helix
*r(t) = hcos(t), sin(t), ti at the point P = 0, 1, π .
2
Problem 69. Given a position vector *r(t) = ht3 , t2 i , find the velocity, speed, and accelera-
tion at t = 1.
Problem 70. A moving particle starts at an initial position *r(0) = h1, 0, 0i, has initial
velocity *
v(0) = h1, −1, 1i, and acceleration is defined by *
a(t) = h4t, 6t, 1i . Find the particle’s
position and velocity at time t.
Partial Derivatives
f : R2 → R.
Definition 72. Let f be a function of two variables, z = f (x, y). Then x and y are called
independent variables and z is called a dependent variable.
√
x+y+1
Problem 73. Let f (x, y) = Evaluate f (3, 2) and give its domain.
x−1
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Hammer 22 Calculus IV Lecture Notes
p
Problem 75. Find the domain and range of f (x, y) = 9 − x2 − y 2 .
14.1.2 Graphs
Definition 76 (Graph). If f is a function of two variables with domain D, then the graph
of f is the set of all points (x, y, z) ∈ R3 such that z = f (x, y) for all (x, y) ∈ D.
p
Problem 78. Sketch the graph of g(x, y) = 9 − x2 − y 2 .
Problem 80. Sketch the level curves of f (x, y) = 6 − 3x − 2y for k ∈ {−6, 0, 6, 12} .
p
Problem 81. Sketch the level curves of g(x, y) = 9 − x2 − y 2 for k ∈ {0, 1, 2, 3}
x2 − y 2
Problem 84. Show lim does not exist.
(x,y)→(0,0) x2 + y 2
xy
Problem 85. Does lim exist?
(x,y)→(0,0) x2 + y2
2xy
Problem 86. Does lim exist?
(x,y)→(1,1) x2+ y2
2xy
Problem 87. Does lim exist?
(x,y)→(0,0) x2+ y2
xy 2
Problem 88. Does lim exist?
(x,y)→(0,0) x2 + y 4
2xy
Problem 90. Is x2 +y 2
continuous at (1, 1)? What about (0, 0)? Why?
3x2 y
Problem 91. Use the squeeze theorem to show that lim = 0.
(x,y)→(0,0) x2 + y 2
x2 −y 2
Problem 92. Where is f (x, y) = x2 +y 2
continuous?
∂f f (x + h, y) − f (x, y)
fx = ∂x
= lim and
h→∞ h
∂f f (x, y + h) − f (x, y)
fy = ∂y
= lim .
h→∞ h
In other words, to find the partial derivative of f with respect to x (i.e. fx ), simply take the
derivative of f treating x as the variable and y as a constant. Similarly, to get the partial
derivative with respect to y (i.e. fy ), simply take the derivative of f treating y as the variable
and x as a constant.
Observation 94. The partial derivative with respect to x represents the slope of the tangent
lines to the curve that are parallel to the xz-plane (i.e. in the direction of h1, 0, . . .i).
Similarly, the partial derivative with respect to y represents the slope of the tangent lines to
the curve that are parallel to the yz-plane (i.e. in the direction of h0, 1, . . .i).
x
Problem 96. Let f (x, y) = sin . Find the first order partial derivatives of f (x, y).
1+y
∂z ∂z
Problem 97. Let z = f (x, y). Find and of x3 + y 3 + z 3 + 6xyz = 1.
∂x ∂y
fxy = fyx .
Problem 100. Calculate fxxyz (x, y) given f (x, y, z) = sin (3x + yz)
Theorem 102 (Equation of Tangent Plane). Suppose that f (x, y) has continuous partial
derivatives. An equation of the tangent plane (equivalently, the linear approximation) to the
surface z = f (x, y) at the point P = (x0 , y0 , z0 ) is
z − z0 = fx (x0 , y0 ) (x − x0 ) + fy (x0 , y0 ) (y − y0 ) .
Problem 103. Find an equation for the tangent plane to the elliptic paraboloid z = 2x2 +y 2
at the point (1, 1, 3).
Problem 104. Give the linear approximation of f (x, y) = xexy at (1, 0). Then use this to
approximate f (1.1, −0.1).
p
Problem 105. Find the linear approximation of f (x, y) = 25 − x2 − y 2 centered at (−3, 0)
to evaluate f (−3.04, 0.09).
p
3
Problem 106. Find the linear approximation of the function q f (x, y, z) = x y 2 + z 2 at
the point (2, 3, 4) and use it to estimate the number (1.98)3 (3.10)2 + (3.97)2 .
u
∂u ∂u
∂x1 ∂xn
∂u ∂u
∂x2 ∂xn−1
x1 x2 xn−1 xn
∂x2 ∂xn−1
∂x1 ∂x1 ∂x2 ∂xn−1
∂tm ∂t1 ∂tm ∂tm
∂t1 ∂t1 ∂xn
∂xn
∂t1 ∂tm
t1 tm t1 tm t1 tm t1 tm
Figure 14.1: Chain Rule
Problem 108. Suppose that z = f (x, y) is a differentiable function of x and y where x = g(t)
and y = h(t) are both differentiable functions with respect to t. Then z is a differentiable
∂z
function with respect to t. Write the formula for .
∂t
∂z
Problem 109. If z = x2 y + 3xy 4 where x = sin(2t) and y = cos(t), find when t = 0.
∂t
∂z ∂z
Problem 111. If z = ex sin(y) where x = st2 and y = s2 t, find and .
∂s ∂t
Problem 112. Write the chain rule for w = f (x, y, z, t), where x = x(u, v), y = y(u, v), z =
∂w ∂w
z(u, v), and t = t(u, v). That is, find and .
∂u ∂v
F
∂F ∂F
∂x ∂y
x y
∂x ∂y
∂x ∂x
x y
Figure 14.2: Implicit Differentiation
∂y Fx
Problem 114. Let F (x, y) = 0. Show that =− .
∂x Fy
∂z ∂z ∂z Fx ∂z Fy
Problem 116. Find and if x3 +y 3 +z 3 +6xyz = 1. Hint. =− and =− .
∂x ∂y ∂x Fz ∂y Fz
m = Dub f
S
C
u
Definition
D E 118 (The “Del” Operator). For ease of notation, we denote “del” (∇) as ∇ =
∂ ∂ ∂
, ,
∂x ∂y ∂z
.
Note 121. The only reason we are restricting the directional derivative to the unit vector is
because we care about the rate of change in f per unit distance. Otherwise, the magnitude
is irrelevant.
Problem 122. If f (x, y) = sin(x) + exy , find ∇f (x, y) and ∇f (0, 1).
3 2 *
Problem 123. Find the directional derivative D*u f (x, y) if f (x, y) = x − 3xy + 4y and u
is the unit vector given by the angle θ = π6 .
Problem 124. Find the directional derivative of f (x, y) = x2 y 3 − 4y at the point (2, −1)
and in the direction of the vector *
v = h2, 5i .
Problem 125. If f (x, y, z) = x sin(yz), find the directional derivative of f (1, 3, 0) in the
direction of *
v = h1, 2, −1i .
Definition 127 (Local Maximum). A function f of two variables x and y has a local
minimum at the point (a, b) if f (x, y) ≤ f (a, b) when (x, y) is near (a, b).
Theorem 128 (First Partial Test). If f has a local extreme at (a, b) and the first order
partials exist, then fx (a, b) = 0 and fy (a, b) = 0.
Theorem 129 (Second Partial Test). Suppose that the second order partial derivatives of
f are continuous on the disc centered at (a, b) and suppose that fx (a, b) = fy (a, b) = 0. Let
D = D(a, b) = fxx (a, b)fyy (a, b) − [fxy (a, b)]2 .
Note 130. There is nothing sacred about fxx . D > 0 means that both fxx and fyy have the
same sign. Moreover, we could equivalently check fyy instead of fxx in those cases.
Problem 132. Find the shortest distance from the point (1, 0, −2) to the plane x+2y+z = 4.
Problem 133. A topless rectangular box is made from 12m2 of cardboard. Find the di-
mensions of the box that maximizes the volume of the box.
2. Find the extreme values that occur on the boundary. Find the values of f at those
points.
3. Compare all of those values for the largest and smallest values.
Problem 136. Find the absolute extrema of f (x, y) = x2 − 2xy + 2y on the rectangle
R = [0, 3] × [0, 2] = {(x, y) | 0 ≤ x ≤ 3, 0 ≤ y ≤ 2} .
Strategy 138 (Lagrange Multipliers). Let k ∈ R. To find the maximum and minimum
values of f (x, y, z) subject to g(x, y, z) = k,
• Find all values of x, y, z, and λ such that ∇f (x, y, z) = λ∇g(x, y, z) and g(x, y, z) = k.
• Evaluate all of these points to find the maximum and minimum values.
Problem 139. A topless rectangular box is made from 12m2 of cardboard. Find the di-
mensions of the box that maximizes the volume of the box.
Problem 141. Find the maximum value of f (x, y, z) = x + 2y + 3z on the curve of the
intersection of the plane x − y + z = 1 and the cylinder x2 + y 2 = 1.
Multiple Integrals
2. That is, we found the area underneath the curve y = f (x) by dividing the area into
rectangles. We then added up their areas to get the area under the curve.
ˆ b X
n
3. We then found the exact area of this by evaluating f (x) dx = lim f (x∗i ) ∆x.
a n→∞
i=1
Goal 143. We want to divide R into rectangular prisms (show boxes) with the goal of
adding up all of their volumes to give us the volume underneath the curve f (x, y).
Definition 144 (Double Integral). The Double Integral of f over the rectangle R is
¨ X
n X
n
f (x, y) dA = lim f (x∗ij , yij∗ ) ∆A.
m,n→∞
R i=1 j=1
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Hammer 42 Calculus IV Lecture Notes
We can simplify this if we choose each sample point, (x∗ij , yij∗ ), to be the point in the
upper right corner of each sub-rectangle. Call this point (xi , yj ). Then we get:
¨ X
n X
n
V = f (x, y) dA = lim f (xi , yj ) ∆A.
m,n→∞
R i=1 j=1
Problem 145. Estimate the volume of the solid that lies above the square R = [0, 2] × [0, 2]
and below the elliptic paraboloid z = 16 − x2 − 2y 2 . Divide R into four equal squares and
choose the sample point to be the upper right corner of each square Rij . Approximate the
Volume.
Problem 146. Estimate the volume of the solid that lies above the square R = [0, 2] × [1, 2]
and below the function x − 3y 2 . Divide R into four equal rectangles and choose the sample
point to be the midpoint of each rectangle Rij . Approximate the volume.
Recall 147. In Calculus I, we equated these Riemann sums to the definition of an integral.
We will attempt to do the same thing here; however, we will be using two partial integrals
to do this.
¨
Problem 154. Evaluate y sin(xy) dA, where R = [1, 2] × [0, π].
R
Problem 155. Find the volume of the solid S that is bounded by the elliptic paraboloid
x2 + 2y 2 + z = 16, the planes x = 2 and y = 2, and the three coordinate planes.
Problem 156. Find the volume of the solid that lies under the hyperbolic paraboloid z =
3y 2 − x2 + 2 and above the rectangle R = [−1, 1] × [1, 2].
Question 157. Okay, So now we know how to find the volume of the region under a surface
given that the the projection of the region down to the xy-plane is rectangular. What if that
region is defined as the boundary between two functions?
15.3.1 Type 1
y = g2(x)
y = g1(x)
a b
¨ ˆ bˆ g2 (x)
f (x, y) dA = f (x, y) dy dx.
a g1 (x)
R
15.3.2 Type 2
Type II regions are regions of the form R = {(x, y) ∈ R2 | h1 (y) ≤ x ≤ h2 (y), c ≤ y ≤ d}.
That is to say that the region in the xy-plane looks like this:
x = h1(y)
x = h2(y)
RR
¨
Problem 159. Evaluate xy dA, where D is the region bounded by the line y = x − 1
D
and the parabola y 2 = 2x + 6.
¨
Problem 160. Show that 1 dA = AD , where AD denotes the area of the region D.
D
Goal 161. The goal of this section is to write a general form for a change of variables. In
other words, is there a transformation on the function we can do to make the integral easier.
v y
T −1
S R
T
u x
∂x ∂x
∂(x, y) ∂u ∂v ∂x ∂y ∂x ∂y
= = − .
∂(u, v) ∂y ∂y ∂u ∂v ∂v ∂u
∂u ∂v
˜
Problem 165. Evaluate x + y dA where R is the trapezoidal region with vertices given
R
by (0, 0), (5, 0), 25 , 52 , and 25 , − 52 using the transformation x = 2u + 3v and y = 2u − 3v.
˜
Problem 166. Evaluate the integral e(x+y)/(x−y) dA, where R is the trapezoidal region
R
with vertices (1, 0), (2, 0), (0, −2), and (0, −1).
Definition 167 (Origin & polar axis). First, we must pick a special point in the plane –
the origin. Once we have the origin, draw a ray from the origin in any direction. This ray
is called the polar axis.
Definition 168 (Points). Points in this system are defined by two parameters (r, θ), where
r is the distance the point is from the origin and θ is the angle between the polar axis and
the line that connects the point to the origin. Since a picture is worth a thousand words,
here is a picture describing what was just described:
P = (r, θ) P = (r, θ)
r r x
θ θ
O Polar Axis O | {z
y
}
90°
135° 45°
3.0
2.5
2.0
1.5
1.0
0.5
180° 0°
225° 315°
270°
Figure 15.5: r = 2
90°
135° 45°
1.0
0.8
0.6
0.4
0.2
180° 0°
225° 315°
270°
Figure 15.6: θ = 1
90°
135° 45°
2.0
1.5
1.0
0.5
180° 0°
225° 315°
270°
90°
135° 45°
2.0
1.5
1.0
0.5
180° 0°
225° 315°
270°
90°
135° 45°
1.0
0.8
0.6
0.4
0.2
180° 0°
225° 315°
270°
R = {(r, θ) | a ≤ r ≤ b, α ≤ θ ≤ β} .
θ=β r=b
r=a
θ=α
β
We can divide up this rectangle just as we did in section 15.1, dividing the rectangle
into tiny rectangular prisms and summing up their volumes. Moreover, we can generalize
Fubini’s theorem (theorem 152) as follows:
Problem 175. Show that when dealing with polar coordinates, dA = r dr dθ.
Theorem 176 (Polar version of Fubini’s Theorem). If f is continuous on the polar rectangle
R given by 0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β, where 0 ≤ β − α ≤ 2π, then
¨ ˆ βˆ b
f (x, y) dA = f (r cos(θ), r sin(θ)) r dr dθ
α a
R
Problem 178. Find the volume of the solid bounded by the plane z = 0 and the paraboloid
z = 1 − x2 − y 2 .
Theorem 179 (Polar version of section 15.3.2). If f is continuous on a polar region of the
form D = {(r, θ) | α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ)}, then
¨ ˆ β ˆ h2 (θ)
f (x, y) dA = f (r cos(θ), r sin(θ)) r dr dθ
α h1 (θ)
D
θ=β
r = h2(θ)
RR
r = h1(θ)
θ=α
β
Problem 180. Use a double integral to find the area enclosed by one loop of the four leaved
rose r = cos(2θ).
Problem 181. 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.
Hint.
• That is to say, translate x2 + y 2 = 2x into polar coordinates and see what that region
looks like.
• Evaluate.
Problem 185. Use the triple integral to find the volume of the tetrahedron T bounded by
the planes x + 2y + z = 2, x = 2y, x = 0, and z = 0.
z = u2 (x, y)
z = u1 (x, y)
r = h1 (θ) θ=β
θ=α r = h2 (θ)
Problem 189. (a) Plot the point with cylindrical coordinates (2, 2π3
, 1) and find its rectan-
gular coordinates.
(b) Find cylindrical coordinates of the point with rectangular coordinates (3, −3, 7).
ˆ 2 ˆ √
4−x2 ˆ 2
Problem 190. Evaluate √ √ (x2 + y 2 ) dz dy dx.
−2 − 4−x2 x2 +y 2
Hint. Change the triple integral into cylindrical coordinates.
P = (ρ, θ, φ)
ρ = |OP |
φ
y
Note 192. By observing this definition, we can see the following inequalities:
ρ≥0 0≤φ≤π 0 ≤ θ ≤ 2π.
Definition 193 (Spherical to Rectangular). To convert from Spherical to Rectangular co-
ordinates, the following equations can be used:
x = ρ sin(φ) cos(θ) y = ρ sin(φ) sin(θ) z = ρ cos(φ).
Moreover,
!
y z
ρ2 = x 2 + y 2 + z 2 θ = arctan φ = arccos p .
x x2 + y 2 + z 2
P = (ρ, θ, φ)
z ρ
θ
x
Definition 194 (Higher order Jacobian). The Jacobian of T is the following determinant
(recall determinants from doing the cross product):
∂x ∂x ∂x
∂u ∂v ∂2
∂(x, y, z) ∂y ∂y ∂y
= .
∂(u, v, w) ∂u ∂v ∂2
∂z ∂z ∂z
∂u ∂v ∂2
Problem 196. Show that when dealing with spherical coordinates, dV = ρ2 sin(φ) dρ dθ dφ.
Recall. x = ρ sin(φ) cos(θ), y = ρ sin(φ) sin(θ), and z = ρ cos(φ).
E = {(ρ, θ, φ) ∈ R3 | a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ φ ≤ d}.
Theorem 199 (Spherical Fubini’s Theorem). We can extend the theorem 197 to regions
defined by
in such a way:
˚ ˆ d ˆ β ˆ g2 (θ,φ)
f (x, y, z) dV = f (ρ sin(φ) cos(θ), ρ sin(φ) sin(θ), ρ cos(φ)) ρ2 sin(φ) dρ dθ dφ,
c α g1 (θ,φ)
E
˚ 3/2
e(x +y +z )
2 2 2
Problem 200. Evaluate dV, where B is the unit ball
B
B = (x, y, z) | x2 + y 2 + z 2 ≤ 1 .
Problemp 201. Use spherical coordinates to find the volume of the solid that lies above the
cone z = x2 + y 2 and below the sphere x2 + y 2 + z 2 = z
Vector Calculus
65
Hammer 66 Calculus IV Lecture Notes
Problem 205. Show that each vector defined in the vector field from Problem 204 is tangent
to a circle with center at the origin. Hint. Let *
x = hx, yi (this is called the position vector).
Use the dot product to show that they are perpendicular.
Definition 207 (Gradient Field). Since the gradient of a function is the vector of partial
derivatives, it is really a vector field called the gradient vector field. Namely, if f (x, y)
is a function of two variables, ∇f (x, y) = hfx (x, y), fy (x, y)i is a gradient vector field of R2 .
Similarly, if f is a function of three variables, ∇f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i
is a gradient vector field of R3 .
Problem 208. Find the gradient vector field of f (x, y) = x2 y − y 3 . Plot the gradient vector
field together with a contour map of f . How are they related?
Definition 211 (Line Integral with respect to Arc Length). If f is defined on a smooth
curve C (parametric equation with respect to t), then the line integral of f along C in
R2 is s
ˆ ˆ b 2 2
dx dy
f (x, y) ds = f (x(t), y(t)) + dt.
a dt dt
C
´
Problem 212. Evaluate (2+x2 y) ds, where C is the upper half of the unit circle x2 +y 2 = 1.
C
True Fact 213. If C is the union of finitely many smooth surves C1 , C2 , . . . , Cn , then
ˆ ˆ ˆ ˆ
f (x, y) ds = f (x, y) ds + f (x, y) ds + · · · + f (x, y) ds.
C C1 C2 Cn
´
Problem 214. Evaluate 2x ds, where C consists of the arc C1 of the parabola y = x2 from
C
(0, 0) to (1, 1) followed by the vertical line segment C2 from (1, 1) to (1, 2).
Definition 215 (Line Integral with respect to x and y). Let x = x(t), y = y(t), dx = x0 (t) dt,
and dy = y 0 (t) dt. Then the line integral with respect to x and y are respectively:
´ ´b
f (x, y) dx = a
f (x(t), y(t))x0 dt
C
´ ´b
f (x, y) dy = a
f (x(t), y(t))y 0 dt
C
´
Problem 216. Evaluate y 2 dx + x dy, where
C
• C is the line segment from (−5, −3) to (0, 2). Recall. The vector representation of the
line segment starting at *r0 and ending at *
r1 is given by *r(t) = (1 − t)*r0 + t*r1 .
Definition 217. (Line Integral with respect to Arc Length) If f is defined on a smooth
curve C (parametric equation with respect to t), then the line integral of f along C in
R3 is s
ˆ ˆ b 2 2 2
dx dy dz
f (x, y, z) ds = f (x(t), y(t), z(t)) + + dt.
a dt dt dt
C
´
Problem 218. Evaluate y sin(z) ds, where C is the circular helix given by the equation
C
x = cos(t), y = sin(t), z = t, 0 ≤ t ≤ 2π.
´
Problem 219. Evaluate y dx + z dy + x dz, where C consists of the line segment C1 from
C
(2, 0, 0) to (3, 4, 5), followed by the vertical line segment C2 from (3, 4, 5) to (3, 4, 0).
We say that work is the line integral with respect to arc length of the tangential component
of force.
´
Problem 221. Evaluate * F · d*r, where *
F(x, y, z) = hxy, yz, zxi and C is the twisted cubic
C
given by x = t, y = t2 , z = t3 , 0 ≤ t ≤ 1.
´ *F · d*r, where
Problem 223. Take another look at problem 219. Express problem 219 as
C
*F(x, y, z) = hy, z, xi .
Goal 225. It would be nice to get a generalization of the Fundamental Theorem of Calculus
Part II (224) to line integrals.
Theorem 226 (Fundamental Theorem of Line Integrals). Let C be a smooth curve given
by the vector function *r(t), a ≤ t ≤ b. Let f be a differentiable function of two or three
variables whose gradient vector ∇f is continuous on C. Then
ˆ
∇f · d*r = f (*r(b)) − f (*r(a)).
C
Problem 229. Find a function f such that * F(x, y) = hx2 , y 2 i = ∇f and use this to evaluate
´* *
F · dr along the arc C of the parabola y = 2x2 from (−1, 2) to (2, 8).
C
Definition 230 (Closed Curve). A curve is called closed if its terminal point coincides with
its initial point. That is to say that *r(a) = *r(b).
r(a) = r(b)
C = r(t)
Definition 233 (Connected Set). A set D is said to be connected if for every two points
P and Q in D, there exists a path which connects P to Q.
rP Q
Q D
Theorem 234. Suppose that * F is a vector field that is continuous on an open connected
´* *
region D. If F · dr is independent of path in D, then *
F is a conservative vector field on D.
C
That is to say that there exists a function f such that ∇f = *
F.
Theorem 235 (Clairaut’s Theorem for Conservative Vector Fields). If * F(x, y) = hP (x, y), Q(x, y)i
is a conservative vector field, where P and Q have continuous first order partial derivatives
on a domain D, then throughout D, we have
∂P ∂Q
= .
∂y ∂x
D1
D2 D3 D4
Problem 240. If *
F(x, y, z) = hy 2 , 2xy + e3z , 3ye3z i , find a function f such that ∇f = *
F.
D D
C
C
Positive Orientation Negative Orientation
Theorem 244 (Area Using Green’s theorem). The area of a region D can be calculated
using Green’s Theorem as follows:
˛ ˛ ˛
1
AD = x dy = − y dx = x dy − y dx.
2
C C C
´
Problem 245. Evaluate x4 dx + xy dy, where C is the triangular curve consisting of the
C
line segments from (0, 0) to (1, 0), from (1, 0) to (0, 1), and from (0, 1) to (0, 0).
˛ p
Problem 246. Evaluate 3y − esin(x) dx + 7x + y 4 + 1 dy, where C is the circle
C
x2 + y 2 = 9.
x2 y 2
Problem 247. Find the area enclosed by the ellipse 2 + 2 = 1. Hint. The ellipse has a
a b
parametric equation x = a cos(t), y = b sin(t), where 0 ≤ t ≤ 2π.
Theorem 248 (Extended Green’s Theorem). Let D = D1 ∪ D2 , where D1 and D2 are both
simple. Let C = C1 ∪ C2 denote the boundary of D. Then,
ˆ ¨
∂Q ∂P
P dx + Q dy = − dA.
∂x ∂y
C1 ∪C2 D
C4
D D0
C2
D00
C1 C3
P Q R
D E
∂Q
= ∂R
∂y
− ∂z , ∂P∂z
− ∂R
∂x
, ∂Q
∂x
− ∂P
∂y
.
Problem 252. If *
F(x, y, z) = hxz, xyz, −y 2 i , find the curl *
F.
Theorem 253. If f is a function of three variables that has continuous second order partial
derivatives, then curl (∇f ) = *
0.
Theorem 255. If * F is a vector field defined on all R3 whose component functions have
continuous partial derivatives and curl *
F=* 0, then *
F is a conservative vector field.
16.5.2 Divergence
The divergence can be understood once again in terms of fluid flow. If *F is the velocity of a
*
fluid, then the divergence of F represents the net rate of change with respect to time of the
mass of the fluid per unit volume.
div *
F=∇·*
∂P ∂Q ∂R
F= + + .
∂x ∂y ∂z
Problem 258. If *
F(x, y, z) = hxz, xyz, −y 2 i , find div *
F.
A similar thing can be said for the line integral of the normal component of *
F along the
curve C.
Definition 262 (Outward Unit Normal Vector). Let *r(t) denote the vector equation of the
curve C. That is, *r(t) = hx(t), y(t)i , a ≤ t ≤ b.The outward unit normal vector, *
n(t) is
defined as 0
* y (t) x0 (t)
n(t) = *0 ,− .
|r (t)| |*r0 (t)|
Theorem 263 (Line Integral of Normal Component). Let C be a positively oriented,
piecewise-smooth, simple closed curve in the plane and let D be the region bounded by
C. Let *n denote the outward unit normal vector of C. If P and Q have continuous partial
derivatives on an open region that contains D, then the line integral of the normal component
of *
F along a curve C is ˛ ¨
*F · *n ds = div *F(x, y) dA.
C D
Problem 265. Identify and sketch the surface with vector equation *r(u, v) = h2 cos(u), v, 2 sin(u)i .
Problem 268. Find a vector function that represents the elliptic paraboloid z = x2 + 2y 2 .
p
Problem 269. Find a parametric representation for the surface z = 2 x2 + y 2 , that is, the
top half of the cone z 2 = 4x2 + 4y 2 .
Problem 271. Find parametric equations for the surface generated by rotating the curve
y = sin(x) from 0 ≤ x ≤ 2π about the x-axis.
*rv = ∂x
(u0 , v0 ), ∂y ∂z
(u0 , v0 ), ∂v (u0 , v0 )
∂v ∂v
*ru = ∂x ∂y
(u0 , v0 ), ∂u ∂z
(u0 , v0 ), ∂u (u0 , v0 ) .
∂u
Problem 273. Find the tangent plane to the surface with parametric equations x = u2 , y =
v 2 , and z = u + 2v at the point (1, 1, 3).
where *ru = ∂x ∂y ∂z
, ,
∂u ∂u ∂u
and *rv = ∂x ∂y ∂z
, ,
∂v ∂v ∂v
.
where *ru = ∂x ∂y ∂z
, ,
∂u ∂u ∂u
and *rv = ∂x ∂y ∂z
, ,
∂v ∂v ∂v
.
˜
Problem 277. Compute the surface integral x2 dS, where S is the unit sphere x2 + y 2 +
S
z 2 = 1.
Theorem 278 (Surface Integral of Graphs). Let S be a surface with equation z = g(x, y).
Moreover, S has parametrization
Definition 280 (Orientable Surface). A surface is called orientable if it has two sides.
Definition 281 (Surface Integral over Vector Field). If * F is a continuous vector field defined
on an oriented surface S with unit normal vector n, then the surface integral of *
* F over
S is ¨ ¨
*F · d*S = *F · *n dS = *F · (*ru × *rv ) dA.
S S
´ *F · d*r,
Problem 285. Evaluate where *
F(x, y, z) = h−y 2 , x, z 2 i and C is the curve of
C
intersection of the plane y + z = 2 and the cylinder x2 + y 2 = 1.
˜
Problem 286. Use Stoke’s Theorem to compute the integral curl *
F·d*
S, where *
F(x, y, z) =
S
hxx, yz, xyi 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.
91
Hammer 92 Calculus IV Lecture Notes
Quadric Surfaces, 8
Scalar Multiplication, 3
Second Partial Derivative, 36
Simply-Connected, 75
Space Curve, 12
Speed, 20
Sphere, 2
Spherical Coordinates, 61
Spherical Fubini, 63
Spherical to Rectangular, 61
Spherical Triple Integral, 63
Standard Vectors, 3
Stoke’s Theorem, 90
Surface Area, 87
Surface Integral, 88
Surface integral of Graph, 88
Surface Integral over Vector Field, 89
Trace, 8
Transformation, 49
Triple Change of Variables, 62
Type 1 Region, 46
Type 2 Region, 46