Calculus II

Lecture 1: Functions of Several Variables

1. Definition of Functions of Two and More Than Two Variables

A function of several variables is a rule that assigns a unique real number z to each ordered tuple (x1 , x2 , … , xn ) in a certain set D
​ ​ ​ ⊆ Rn .
For n = 2: A function of two variables f (x, y) maps each point (x, y) ∈ D ⊆ R2 to a unique value z ∈ R, written as:

z = f (x, y).

For n > 2: A function of n variables f (x1 , x2 , … , xn ) assigns a unique value z ∈ R to each point (x1 , x2 , … , xn ) ∈ D ⊆ Rn , expressed
​ ​ ​ ​ ​ ​

as:

z = f (x1 , x2 , … , xn ).
​ ​ ​

2. Domain and Range of a Function

Domain (D ): The domain of a function f (x1 , x2 , … , xn ) is the set of all input points (x1 , x2 , … , xn ) in Rn for which the function f is
​ ​ ​ ​ ​ ​

well-defined.

Range (R): The range of a function is the set of all possible output values z obtained from the function.

Examples:

1. For f (x, y) = x2 + y 2 − 1 :
​

2 2
Domain: x + y ≥ 1.
Range: z ≥ 0.
2. For g(x, y, z) = ln(x2 + y 2 + z 2 − 1):
Domain: x2 + y 2 + z 2 > 1.
Range: (−∞, ∞).

3. Interior and Boundary Points

Let S ⊆ Rn .
Interior Points: A point p ∈ S is called an interior point of S if there exists an open ball B(p, ϵ) ⊆ S for some ϵ > 0.
Formally:

p is an interior point ⟺ ∃ϵ > 0 such that B(p, ϵ) ⊆ S.

The interior of S , denoted by int(S), is the set of all interior points of S .

Boundary Points: A point p ∈ Rn is a boundary point of S if every open ball B(p, ϵ) contains points in both S and Rn ∖ S .
Formally:

p is a boundary point ⟺ ∀ϵ > 0, B(p, ϵ) ∩ S =

 ∅ and B(p, ϵ) ∩ (Rn ∖ S) =
 ∅.

The boundary of S , denoted by ∂S , is the set of all boundary points.

Illustrative Examples

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 1. For S = {(x, y) ∈ R2 ∣ x2 + y 2 < 1}:
Interior: int(S) = S.
Boundary: ∂S = {(x, y) ∣ x2 + y 2 = 1}.
2. For S = {(x, y) ∈ R2 ∣ x2 + y 2 ≤ 1}:
Interior: int(S) = {(x, y) ∣ x2 + y 2 < 1}.
Boundary: ∂S = {(x, y) ∣ x2 + y 2 = 1}.
3. For S = {(x, y, z) ∈ R3 ∣ z > 0}:
Interior: int(S) = S.
Boundary: ∂S = {(x, y, z) ∣ z = 0}.

This concludes the foundational understanding of functions of several variables, their domains and ranges, and the concepts of interior and
boundary points.

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Lecture 2: Limits for Multivariable Functions I

1. Definition of Limits for Multivariable Functions

The concept of a limit for multivariable functions generalizes the idea of limits for single-variable functions.

Let f (x, y) be a function defined on a domain D ⊆ R2 . Suppose p = (x, y) ∈ D, and let p0 = (x0 , y0 ) be a point in R2 . We write: ​ ​ ​

lim ​ f (x, y) = L
(x,y)→(x0 ,y0 )
​ ​

if, for every ϵ > 0, there exists a δ > 0 such that:

0< (x − x0 )2 + (y − y0 )2 < δ ⟹ ∣f (x, y) − L∣ < ϵ.

​ ​ ​

Key points:

The value L is the limit of f (x, y) as (x, y) → (x0 , y0 ). ​ ​

The condition 0 < (x − x0 )2 + (y − y0 )2 ensures (x, y) =

​ ​ ​  (x0 , y0 ). ​ ​

Similar definitions extend to functions of n variables f (x1 , x2 , … , xn ). ​ ​ ​

Interpretation:

The function f (x, y) approaches L as (x, y) gets arbitrarily close to (x0 , y0 ), regardless of the direction from which (x, y) approaches.
​ ​

2. Properties of Limits

The limits of multivariable functions obey similar properties as in single-variable calculus, provided all limits involved exist. Below are the key
properties:

a. Sum Rule

lim (f (p) + g(p)) = lim f (p) + lim g(p),

p→p0 p→p0 p→p0
​ ​ ​

​ ​ ​

where p = (x, y) and p0 = (x0 , y0 ).

​ ​ ​

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b. Difference Rule

lim (f (p) − g(p)) = lim f (p) − lim g(p).

p→p0
​

p→p0
​

p→p0
​

​ ​ ​

c. Product Rule

lim (f (p) ⋅ g(p)) = ( lim f (p)) ⋅ ( lim g(p)).

p→p0
​

p→p0
​

p→p0
​

​ ​ ​

d. Quotient Rule

If limp→p0 ​
​
g(p) 
= 0, then:
f (p) limp→p0 f (p)
lim = .
​

p→p0 limp→p0 g(p)

​ ​ ​

​
g(p) ​
​

e. Scalar Multiplication

For any constant c ∈ R:

lim (c ⋅ f (p)) = c ⋅ lim f (p).

p→p0
​

p→p0
​

​ ​

f. Composite Functions

If g(p) → q0 as p → p0 and f (q) → L as q → q0 , then:

​ ​ ​

lim f (g(p)) = L.
p→p0
​

Examples

1. Simple Limit: Evaluate lim(x,y)→(0,0) (x2 ​ + y 2 ).

Solution:

lim (x2 + y 2 ) = 0.
​

(x,y)→(0,0)

xy
2. Limit with Direction Dependency: Evaluate lim(x,y)→(0,0) x2 +y 2 . ​ ​

Solution:
xy x(mx) mx2
Along y = mx, x2 +y 2
​ = x2 +(mx)2
​
= x2 (1+m2 )
​
= m
1+m2
. ​

Since the limit depends on the path, the limit does not exist.

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 3. Using Properties: Evaluate lim(x,y)→(1,1) (x2 ​ + 2y − 3).
Solution: Using the sum and scalar multiplication rules:

lim ​ (x2 + 2y − 3) = lim ​ x2 + lim ​ 2y − lim ​ 3.

(x,y)→(1,1) (x,y)→(1,1) (x,y)→(1,1) (x,y)→(1,1)

Substituting values:

(1)2 + 2(1) − 3 = 0.

This concludes the fundamental understanding of limits for multivariable functions and their properties.

Lecture 3: Limits for Multivariable Functions II

1. Evaluation of Limits Using the Polar Coordinate System

In many cases, converting to polar coordinates simplifies the evaluation of limits for functions of two variables, especially when the limit
involves a circular or radial symmetry.

Conversion to Polar Coordinates

The relationships between Cartesian and polar coordinates are:

x = r cos θ, y = r sin θ, r= x2 + y 2 . ​

If lim(x,y)→(0,0) f (x, y) exists, we convert the function to polar coordinates:

​

f (x, y) → f (r cos θ, r sin θ).

Here, r → 0+ and θ determines the direction.

Example 1:
x2 y
Evaluate lim(x,y)→(0,0) x2 +y 2 .
​ ​

Solution: Convert to polar coordinates:

x = r cos θ, y = r sin θ, x2 + y 2 = r 2 .

Substitute:

x2 y (r cos θ)2 (r sin θ)

= = r cos2 θ sin θ.
x2 + y 2 r2
​

As r → 0, the entire expression r cos2 θ sin θ → 0 (independent of θ):

x2 y
lim = 0.
(x,y)→(0,0) x2 + y 2
​ ​

2. Two-Path Test for the Non-Existence of a Limit

The two-path test is a method to show that a limit does not exist by demonstrating that the value of the limit depends on the path of
approach.

Theorem:

If lim(x,y)→(x0 ,y0 ) f (x, y) approaches different values along two distinct paths, the limit does not exist.
​ ​
​

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Example 2:
x2 −y 2
Show that lim(x,y)→(0,0) x2 +y 2 does not exist.
​ ​

Solution:
x2 −02
1. Along y = 0, f (x, y) = x2 +02
​ = 1.
02 −y 2
2. Along x = 0, f (x, y) = 02 +y 2 ​ = −1.

The values differ along these paths (1  −1), so the limit does not exist.
=
Example 3:
xy
Show that lim(x,y)→(0,0) x2 +y 2 does not exist.
​ ​

Solution:
x(mx) mx2
1. Along y = mx (m is a constant), f (x, y) = x2 +(mx)2
​
= x2 (1+m2 )
​
= m
1+m2
.
​

2. The limit depends on m, so it changes with the path. Thus, the limit does not exist.

3. Difference Between Double Limits and Iterated Limits

The double limit and iterated limits describe different ways of approaching the limit of a multivariable function.

Double Limit:

The double limit considers the simultaneous approach of both variables:

lim ​ f (x, y).

(x,y)→(x0 ,y0 )
​ ​

This limit depends on how (x, y) approaches (x0 , y0 ) from all directions in the plane. ​ ​

Iterated Limits:

The iterated limits involve evaluating the limit by fixing one variable first and then taking the limit with respect to the other:

lim [ lim f (x, y)],

​ ​ or lim [ lim f (x, y)].
​ ​

x→x0 ​ y→y0 ​ y→y0 ​ x→x0 ​

Key Difference:

If the double limit exists, both iterated limits will also exist and equal the double limit.

If the iterated limits are different, the double limit does not exist.

Example 4:
xy
Let f (x, y) = x2 +y 2 .
​

Double Limit: As seen earlier, the double limit does not exist because it depends on the path.

Iterated Limits:
x(0)
1. Fix y = 0: limx→0 x2 +02
​ ​ = 0.
0(y)
2. Fix x = 0: limy→0 02 +y2 ​ ​ = 0.

Iterated limits exist and are both 0, but they do not agree with the double limit, as the double limit does not exist.

Summary

The polar coordinate system simplifies evaluating limits in cases with circular or radial symmetry.

The two-path test is a powerful method to prove the non-existence of a limit.

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 The distinction between double and iterated limits highlights the subtleties of multivariable limit evaluations.

This concludes the detailed exploration of limits for multivariable functions.

Lecture 4: Continuity for Multivariable Functions

1. Definition of Continuity for Multivariable Functions

Let f (x, y) be a function defined on a domain D ⊆ R2 . The function f (x, y) is said to be continuous at a point (x0 , y0 ) ∈ D if the ​ ​

following three conditions are satisfied:

1. f (x0 , y0 ) is defined (the function has a value at (x0 , y0 )).

​ ​ ​ ​

2. The limit lim(x,y)→(x0 ,y0 ) f (x, y) exists.

​ ​
​

3. The limit value equals the function value:

lim ​ f (x, y) = f (x0 , y0 ).
​ ​

(x,y)→(x0 ,y0 )
​ ​

If f (x, y) satisfies the above conditions for all points in its domain D , then f (x, y) is continuous on D .

2. Key Observations About Continuity

Continuity in multivariable functions generalizes the concept from single-variable calculus. However, for functions of two or more
variables, the limit must be independent of the path of approach.

A discontinuity occurs if any of the three conditions for continuity fail.

3. Examples of Continuity

Example 1: Continuous Function

Let f (x, y) = x2 + y 2 . Show that f (x, y) is continuous everywhere.

Solution:

1. The function f (x, y) = x2 + y 2 is defined for all (x, y) ∈ R2 .

2. For any (x0 , y0 )
​ ​ ∈ R2 , the limit exists:

lim ​ f (x, y) = lim (x2 + y 2 ) = x20 + y02 .

​ ​ ​

(x,y)→(x0 ,y0 )
​ ​ (x,y)→(x0 ,y0 )
​ ​

3. The function value f (x0 , y0 ) ​ ​ = x20 + y02 matches the limit value.
​ ​

Thus, f (x, y) is continuous everywhere.

Example 2: Discontinuous Function

xy
Let f (x, y) = x2 +y 2
for
​ (x, y) =
 (0, 0) and f (0, 0) = 1. Show that f (x, y) is not continuous at (0, 0).
Solution:

1. The function f (x, y) is defined at (0, 0) with f (0, 0) = 1.

xy
2. Evaluate the limit lim(x,y)→(0,0) x2 +y 2 : ​ ​

xy 2
Along y = mx, x2 +y 2
​ = mx
x2 (1+m2 )
​ = m
1+m2
.​

The limit depends on m (path-dependent) and does not exist as a single value.

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 3. Since the limit does not exist, the function is not continuous at (0, 0).

Example 3: Piecewise Function

Consider f (x, y) defined as:

x2 y
{
2 +y 2 , (x, y) 
= (0, 0),
f (x, y) = x
​

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

​ ​

Determine the continuity of f (x, y) at (0, 0).

Solution:

1. The function f (x, y) is defined at (0, 0) with f (0, 0) = 0.

2
x y
2. Evaluate the limit lim(x,y)→(0,0) x2 +y 2 :
​ ​

Convert to polar coordinates: x = r cos θ, y = r sin θ:

(r cos θ)2 (r sin θ)

f (r cos θ, r sin θ) = = r cos2 θ sin θ.
r2
​

As r → 0, r cos2 θ sin θ → 0, independent of θ.

Thus, lim(x,y)→(0,0) f (x, y)
​ = 0.
3. The limit matches the function value f (0, 0) = 0.

Hence, f (x, y) is continuous at (0, 0).

4. Summary

Continuity of a multivariable function at a point requires the function to be defined, the limit to exist, and the limit to equal the function
value.

Path-dependence often causes discontinuity.

Polar coordinates simplify evaluating limits for continuity in functions of two variables.

This concludes the discussion on continuity for multivariable functions.

Lecture 5: Partial Derivatives I

1. Introduction to Partial Derivatives

Partial derivatives measure the rate of change of a multivariable function with respect to one variable, keeping all other variables constant.

2. Definition of First-Order Partial Derivatives

Let f (x, y) be a function of two variables defined on a domain D ⊆ R2 . The partial derivatives of f (x, y) at a point (x0 , y0 ) ∈ D are
​ ​

defined as:

1. Partial Derivative with Respect to x:

∂f f (x0 + h, y0 ) − f (x0 , y0 )
(x0 , y0 ) = lim ,
​ ​ ​ ​

∂x
​ ​ ​ ​ ​

h→0 h
provided the limit exists.

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 2. Partial Derivative with Respect to y :

∂f f (x0 , y0 + h) − f (x0 , y0 )
(x0 , y0 ) = lim ,
​ ​ ​ ​

∂y
​ ​ ​ ​ ​

h→0 h

provided the limit exists.

Key Idea: In the computation of each partial derivative, one variable varies while the other is held constant.

3. Notation
∂f ∂f
∂x , ∂y : Standard notations for partial derivatives.
​ ​

fx , fy : Compact notations used frequently.

​ ​

Other forms: ∂x f , ∂y f . ​ ​

4. Examples of Partial Derivatives

Example 1: Basic Function

∂f ∂f
Let f (x, y) = x2 y + 3y 3 . Compute ∂x
​and ∂y .
​

Solution:

1. Partial Derivative with Respect to x:

∂f ∂ 2
= (x y + 3y 3 ) = 2xy.
∂x ∂x
​ ​

2. Partial Derivative with Respect to y :

∂f ∂ 2
= (x y + 3y 3 ) = x2 + 9y 2 .
∂y ∂y
​ ​

Example 2: Exponential Function

2 2 ∂f ∂f
Let f (x, y) = ex +y . Compute ∂x and ∂y .
​ ​

Solution:

1. Partial Derivative with Respect to x:

∂f ∂ x2 +y2 2 2
= (e ) = ex +y ⋅ 2x.
∂x ∂x
​ ​

2. Partial Derivative with Respect to y :

∂f ∂ x2 +y2 2 2
= (e ) = ex +y ⋅ 2y.
∂y ∂y
​ ​

5. Comparison Between Continuity and Partial Derivatives

Theorem:

If a function f (x, y) is differentiable at a point (x0 , y0 ), then f (x, y) is continuous at (x0 , y0 ).

​ ​ ​ ​

However, the existence of partial derivatives at a point does not necessarily imply that the function is continuous or differentiable at that
point.

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Example 3: Partial Derivatives Exist, but Function is Not Continuous

Consider the function:

f (x, y) = { x +y
xy
2 2 ​ , (x, y) 
= (0, 0),
0, (x, y) = (0, 0).
​ ​

1. Existence of Partial Derivatives at (0, 0):

∂f
Compute ∂x (0, 0):
​

∂f f (h, 0) − f (0, 0) 0
(0, 0) = lim = lim = 0.
∂x
​ ​ ​ ​ ​

h→0 h h→0 h
∂f
Compute ∂y (0, 0):
​

∂f f (0, h) − f (0, 0) 0
(0, 0) = lim = lim = 0.
∂y
​ ​ ​ ​ ​

h→0 h h→0 h

Partial derivatives exist and are zero at (0, 0).

2. Continuity at (0, 0):

The limit lim(x,y)→(0,0) f (x, y) depends on the path (as shown in earlier examples), so f (x, y) is not continuous at (0, 0).
​

Thus, partial derivatives exist, but the function is not continuous at (0, 0).

Example 4: Continuous Function Without Partial Derivatives

Consider the function:

f (x, y) = {
∣x∣1/2 sin(1/y), y= 0,
0, y = 0.
​ ​

f (x, y) is continuous everywhere (verify by definition).

However, partial derivatives do not exist at y = 0, as the oscillatory nature of sin(1/y) makes the limit undefined.

6. Summary

Partial derivatives measure the rate of change of a multivariable function with respect to one variable while keeping others fixed.

The existence of partial derivatives at a point does not guarantee the function’s continuity or differentiability at that point.

Differentiability implies continuity, but continuity does not imply the existence of partial derivatives.

This concludes the discussion on first-order partial derivatives.

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Lecture 6: Partial Derivatives II

1. Second and Higher-Order Partial Derivatives

Definition

If f (x, y) is a function of two variables, the second-order partial derivatives are obtained by differentiating the first-order partial
derivatives.

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 For a function f (x, y), the second-order partial derivatives are:
∂2f
1. ∂x2 : Second partial derivative with respect to x.
​

∂2f
2. ∂y 2 : Second partial derivative with respect to
​ y.
∂2f
3. ∂x∂y : Mixed partial derivative (differentiate first with respect to
​ x, then y ).
∂2f
4. ∂y∂x : Mixed partial derivative (differentiate first with respect to y , then x).
​

Notation

fxx , fyy , fxy , fyx : Compact notations for second-order partial derivatives.
​ ​ ​ ​

Example 1: Second Partial Derivatives

Let f (x, y) = x3 y 2 + exy . Compute all second-order partial derivatives.

Solution:

1. First-order partial derivatives:

∂f ∂f
= 3x2 y 2 + yexy , = 2x3 y + xexy .
∂x ∂y
​ ​

2. Second-order partial derivatives:

∂2f ∂
∂x2
​ = ∂x
(3x2 y 2 ​ + yexy ) = 6xy 2 + y 2 exy .
∂2f ∂ 3
∂y 2 ​ = ∂y (2x y ​ + xexy ) = 2x3 + x2 exy .
∂2f ∂ 2 2
∂x∂y ​ = ∂y (3x y ​ + yexy ) = 6x2 y + exy + xyexy .
∂2f ∂
∂y∂x
​ = ∂x
(2x3 y ​ + xexy ) = 6x2 y + exy + xyexy .

Observation:

∂2f ∂2f
= .
∂x∂y ∂y∂x
​ ​

2. Equality of Mixed Partial Derivatives (Clairaut's Theorem)

Statement

If f (x, y) has continuous second-order partial derivatives in a neighborhood of a point (x0 , y0 ), then: ​ ​

∂2f ∂2f
= .
∂x∂y ∂y∂x
​ ​

Example 2: Clairaut’s Theorem

∂2f ∂2f
Let f (x, y) = x2 y + y 3 . Verify ∂x∂y
​
= ∂y∂x .
​

Solution:
∂2f
1. Compute ∂x∂y : ​

∂f
First, ∂x ​ = 2xy .
∂
Then, ∂y (2xy) ​ = 2x.
2
∂ f
2. Compute ∂y∂x : ​

∂f
First, ∂y ​ = x2 + 3y 2 .
∂
Then, ∂x (x2 ​
+ 3y 2 ) = 2x.

2 2

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 ∂2f ∂2f
Since ∂x∂y ​ = ∂y∂x ​ = 2x, Clairaut's theorem is verified.

3. Higher-Order Partial Derivatives

For functions of two variables, higher-order derivatives are obtained by continuing the process of differentiation. For example:
∂3f ∂3f
Third-order derivatives: ∂x3 , ∂x2 ∂y , etc.
​ ​

∂ f
n
Notation generalizes to ∂xm ∂y n , where m + n ​ = n.

4. Euler’s Theorem on Homogeneous Functions

Definition of a Homogeneous Function

A function f (x, y) is said to be homogeneous of degree n if:

f (tx, ty) = tn f (x, y), for all t > 0.

Euler’s Theorem

If f (x, y) is homogeneous of degree n, then:

∂f ∂f
x +y = nf (x, y).
∂x ∂y
​ ​

Example 3: Verifying Euler’s Theorem

Let f (x, y) = x2 + xy + y 2 . Determine whether Euler’s theorem holds.

Solution:

1. Check if f (x, y) is homogeneous:

Substitute f (tx, ty) = (tx)2 + (tx)(ty) + (ty)2 = t2 (x2 + xy + y 2 ).

Since f (tx, ty) = t2 f (x, y), f (x, y) is homogeneous of degree 2.
2. Compute partial derivatives:

∂f ∂f
= 2x + y, = x + 2y.
∂x ∂y
​ ​

3. Verify Euler’s theorem:

∂f ∂f
x +y = x(2x + y) + y(x + 2y) = 2x2 + xy + xy + 2y 2 = 2(x2 + xy + y 2 ).
∂x ∂y
​ ​

Since 2(x2 + xy + y 2 ) = 2f (x, y), Euler’s theorem holds.

5. Summary

1. Second and higher-order partial derivatives extend the concept of first-order derivatives to higher levels of differentiation.

2. Mixed partial derivatives are equal under Clairaut’s theorem if all second-order derivatives are continuous.

3. Euler’s theorem applies to homogeneous functions and provides a key relationship between the function and its partial derivatives.

This concludes the discussion on second and higher-order partial derivatives and Euler's theorem.

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Lecture 7: Differentiability I

1. Introduction to Differentiability of Multivariable Functions

In the context of multivariable calculus, differentiability refers to the ability of a function to be well approximated by a linear map (or tangent
plane) at a given point. If a function is differentiable, it is continuous, and the behavior of the function near the point can be approximated by
a linear function.

2. Definition of Differentiability for Multivariable Functions

Let f (x, y) be a function defined on a neighborhood of a point (x0 , y0 ). We say that f (x, y) is differentiable at (x0 , y0 ) if there exists a
​ ​ ​ ​

linear map (i.e., a linear approximation) L such that:

f (x0 + h, y0 + k) − f (x0 , y0 ) − L(h, k)

lim = 0.
​ ​ ​ ​

h2 + k 2
​ ​

(h,k)→(0,0) ​

The linear map L is usually written as:

∂f ∂f
L(h, k) = (x0 , y0 ) ⋅ h + (x0 , y0 ) ⋅ k.
∂x ∂y
​ ​ ​ ​ ​ ​

In other words, f (x, y) is differentiable at (x0 , y0 ) if the difference between f (x, y) and its linear approximation can be made arbitrarily
​ ​

small compared to the distance from (x, y) to (x0 , y0 ). ​ ​

3. Necessary and Sufficient Conditions for Differentiability

Necessary Condition for Differentiability

If a function f (x, y) is differentiable at a point (x0 , y0 ), then the function must be continuous at that point. This condition is necessary
​ ​

because differentiability implies continuity, but continuity alone does not guarantee differentiability.

Sufficient Condition for Differentiability

For a function f (x, y) to be differentiable at (x0 , y0 ), the following conditions must be satisfied:
​ ​

1. Existence of Partial Derivatives:

∂f ∂f
The partial derivatives ∂x (x0 , y0 ) and ∂y (x0 , y0 ) must exist.
​ ​ ​ ​ ​ ​

2. Continuity of Partial Derivatives:

The partial derivatives ∂f

∂x
and ∂f
∂y
​ must be continuous at (x0 , y0 ).
​ ​ ​

In other words, the existence and continuity of partial derivatives at a point is a sufficient condition for the differentiability of the function at
that point.

4. Detailed Derivation of the Definition of Differentiability

We will now formalize the definition of differentiability for a function of two variables using an example.

Example 1: Differentiability of a Function

Let f (x, y) = x2 + y 2 . We wish to check if f (x, y) is differentiable at (0, 0).

1. Check Continuity:

First, check if f (x, y) is continuous at (0, 0):

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 lim ​ f (x, y) = lim (x2 + y 2 ) = 0 = f (0, 0).
​

(x,y)→(0,0) (x,y)→(0,0)

Hence, f (x, y) is continuous at (0, 0).

2. Check Partial Derivatives:

The partial derivatives are:

∂f ∂f
(x, y) = 2x, (x, y) = 2y.
∂x ∂y
​ ​

At (0, 0), we have:

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

3. Check the Linear Approximation: The linear approximation at (0, 0) is:

L(h, k) = 0 ⋅ h + 0 ⋅ k = 0.

Now, check if the function satisfies the differentiability condition:

f (h, k) − f (0, 0) − L(h, k) h2 + k 2

lim = lim = lim h2 + k 2 = 0.
h2 + k 2 h2 + k 2
​ ​ ​ ​ ​ ​

(h,k)→(0,0) (h,k)→(0,0) ​
(h,k)→(0,0) ​

Since the limit equals 0, f (x, y) is differentiable at (0, 0).

5. Non-Differentiability Example

= { x +y
xy
2 2 , (x, y) 
= (0, 0),
Consider the function f (x, y)
​

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

​ ​

1. Check Continuity:

The function is continuous at (0, 0) because lim(x,y)→(0,0) f (x, y) ​ = 0 = f (0, 0).

2. Check Partial Derivatives:

The partial derivatives at (0, 0) are:

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

The partial derivatives exist.

3. Check Differentiability: However, if we compute the limit for differentiability:

hk
f (h, k) − f (0, 0) h2 +k 2
lim = lim ,
​

h2 + k 2 h2 + k 2
​ ​ ​ ​

(h,k)→(0,0) (h,k)→(0,0) ​ ​

the limit depends on the path of approach, showing that the function is not differentiable at (0, 0).

6. Summary

Differentiability at a point for a multivariable function requires the existence of a linear approximation (tangent plane) at that point.

A function is differentiable at a point if the partial derivatives exist and are continuous at that point.

Continuity is a necessary condition for differentiability, but the converse is not true.

The necessary and sufficient conditions for differentiability involve the existence and continuity of the partial derivatives.

This concludes the discussion on the differentiability of multivariable functions.

Lecture 8: Differentiability II

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1. Predicting Change with Differentials

Differentials are used to approximate the change in a function when its input changes slightly. For multivariable functions, this concept
extends the idea of linear approximation to predict how small changes in the independent variables influence the function.

1.1 Definition of Differentials

Let f (x, y) be a function of two variables, and consider a small change in x and y , denoted by Δx and Δy , respectively. The differential of f
, denoted by df , is given by the linear approximation:

∂f ∂f
df = Δx + Δy.
∂x ∂y
​ ​

This gives the predicted change in f (x, y) due to small changes in x and y .

For higher dimensions (functions of more than two variables), the differential is similarly given by:

∂f
df = ∑ Δxi ,
∂xi
​ ​ ​

∂f
where ∂x represents the partial derivative of f with respect to each independent variable xi , and Δxi represents the change in each
​ ​ ​

i ​

independent variable.

1.2 Example 1: Computing the Differential

= x2 + y 2 . We want to compute the differential df at a point (x0 , y0 ), and predict the change in f (x, y) when x and y change
Let f (x, y) ​ ​

by small amounts Δx and Δy .

1. Compute Partial Derivatives:

∂f ∂f
= 2x, = 2y.
∂x ∂y
​ ​

2. Form the Differential: At (x0 , y0 ), the differential is:

​ ​

df = 2x0 Δx + 2y0 Δy.​ ​

3. Interpretation: The change in f (x, y), denoted Δf , is approximately df . If x changes by Δx and y changes by Δy , the function value
will change by approximately df = 2x0 Δx + 2y0 Δy .
​ ​

2. Absolute, Relative, and Percentage Change

Now that we understand differentials, we can use them to calculate the change in the function using different measures: absolute change,
relative change, and percentage change.

2.1 Absolute Change

The absolute change in a function is the actual change in the function's value when the independent variables change. It is given by:

Δf = f (x0 + Δx, y0 + Δy) − f (x0 , y0 ).

​ ​ ​ ​

For small changes, Δf can be approximated by the differential df .

2.2 Relative Change

The relative change in the function is the ratio of the change in the function to the original function value. It provides a measure of the
change in relation to the size of the function at the starting point. The relative change is given by:

Δf
Relative change = .
f (x0 , y0 )
​

​ ​

For small changes, this can be approximated by:

df
.
f (x0 , y0 )
​

​ ​

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2.3 Percentage Change

The percentage change is the relative change expressed as a percentage. It is given by:

Δf
Percentage change = ( ) × 100 = ( ) × 100.
df
f (x0 , y0 ) f (x0 , y0 )
​ ​

​ ​ ​ ​

For small changes, this is approximately:

2x0 Δx + 2y0 Δy
Percentage change ≈ ( ) × 100.
​ ​

x20 + y02
​

​ ​

2.4 Example 2: Computing Absolute, Relative, and Percentage Change

= x2 + y 2 and suppose we are given the point (x0 , y0 ) = (1, 2). We want to compute the absolute, relative, and percentage
Let f (x, y) ​ ​

change when x changes by Δx = 0.1 and y changes by Δy = 0.2.

1. Compute the Original Value of the Function:

f (1, 2) = 12 + 22 = 1 + 4 = 5.
∂f ∂f
2. Compute the Differential: The partial derivatives are ∂x ​ = 2x and ∂y
​ = 2y , so at (1, 2):

df = 2(1)(0.1) + 2(2)(0.2) = 0.2 + 0.8 = 1.

3. Absolute Change: The absolute change is approximately the differential df = 1.
4. Relative Change: The relative change is:

df 1
= = 0.2.
f (1, 2) 5
​ ​

5. Percentage Change: The percentage change is:

0.2 × 100 = 20%.

Thus, the function changes by 1 (absolute change), 20% (percentage change), or 0.2 (relative change) when x changes by 0.1 and y changes
by 0.2.

3. Summary

Differentials allow us to predict the change in a multivariable function due to small changes in its input variables.

The absolute change is the actual change in the function's value.

The relative change is the change in the function relative to its original value.

The percentage change expresses the relative change as a percentage.

These concepts are useful for approximating the behavior of a function when the input variables change slightly, and are widely used in
various fields such as economics, engineering, and physical sciences.

This concludes the lecture on predicting change with differentials and evaluating absolute, relative, and percentage change in multivariable
functions.

Lecture 9: Chain Rule I

1. Introduction to the Chain Rule for Multivariable Functions

The chain rule is a fundamental concept in calculus that allows us to compute the derivative of a composition of functions. In the case of
multivariable functions, the chain rule provides a way to compute the derivative of a function that depends on multiple variables, where
those variables themselves are functions of other variables.

When dealing with multivariable functions, the chain rule is crucial for differentiating functions that are not just direct compositions but also
functions of intermediate variables. This extension of the chain rule in higher dimensions involves both partial derivatives and the

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composition of functions of several variables.

2. General Form of the Chain Rule for Multivariable Functions

Let z = f (x, y) be a function of two independent variables, x and y . Suppose that x = g(t) and y = h(t) are functions of a third variable t.
Then z is implicitly a function of t through the compositions x(t) and y(t).

To compute the derivative of z = f (x(t), y(t)) with respect to t, we use the multivariable chain rule:
dz ∂f dx ∂f dy
= ⋅ + ⋅ .
∂x dt ∂y dt
​ ​ ​ ​ ​

dt

This formula tells us that the total derivative of z with respect to t is the sum of the products of the partial derivatives of f with respect to x
and y and the derivatives of x and y with respect to t.

3. Chain Rule for Functions of Multiple Variables

The chain rule can be extended to functions of more than two variables. Let z = f (x1 , x2 , … , xn ) be a function of n variables, and let each ​ ​ ​

xi be a function of the variable t, i.e., xi = gi (t). Then the total derivative of z with respect to t is given by:
​ ​ ​

n
dz ∂f dxi
=∑ ⋅ .
​

∂xi dt
​ ​ ​ ​

dt i=1
​

This formula generalizes the chain rule to functions of multiple variables by summing over all variables involved.

4. Examples of the Chain Rule

Example 1: Simple Chain Rule for Two Variables

Consider the function z = f (x, y) = x2 + y 2 , where x = g(t) = t2 and y = h(t) = 3t.

To find dz
dt
, we apply the chain rule.
​

1. Compute Partial Derivatives of f (x, y):

∂f ∂f
= 2x, = 2y.
∂x ∂y
​ ​

2. Compute Derivatives of x and y with respect to t:

dx dy
= 2t, ​
= 3. ​

dt dt
3. Apply the Chain Rule:

dz ∂f dx ∂f dy
= ⋅ + ⋅ = 2x ⋅ 2t + 2y ⋅ 3.
∂x dt ∂y dt
​ ​ ​ ​ ​

dt
4. Substitute x = t2 and y = 3t:
dz
​= 2(t2 ) ⋅ 2t + 2(3t) ⋅ 3 = 4t3 + 18t.
dt

Thus, the derivative of z = f (x(t), y(t)) with respect to t is:

dz
= 4t3 + 18t.
​

dt
Example 2: Chain Rule for a Function of Three Variables

Let z = f (x, y, z) = x2 + y 2 + z 2 , where x = g(t) = t, y = h(t) = t2 , and z = j(t) = t3 . We wish to compute dz

dt
​.

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 1. Compute Partial Derivatives of f (x, y, z):

∂f ∂f ∂f
= 2x, = 2y, = 2z.
∂x ∂y ∂z
​ ​ ​

2. Compute Derivatives of x, y , and z with respect to t:

dx dy dz
= 1,
​
= 2t,
​
= 3t2 .
​

dt dt dt
3. Apply the Chain Rule:

dz ∂f dx ∂f dy ∂f dz
= ⋅ + ⋅ + ⋅ = 2x ⋅ 1 + 2y ⋅ 2t + 2z ⋅ 3t2 .
∂x dt ∂y dt ∂z dt
​ ​ ​ ​ ​ ​ ​

dt
4. Substitute x = t, y = t2 , and z = t3 :
dz
​
= 2(t) ⋅ 1 + 2(t2 ) ⋅ 2t + 2(t3 ) ⋅ 3t2 = 2t + 4t3 + 6t5 .
dt

Thus, the total derivative of z = f (x(t), y(t), z(t)) with respect to t is:
dz
= 2t + 4t3 + 6t5 .
​

dt

5. Summary

The chain rule for multivariable functions allows us to differentiate compositions of functions where the variables depend on other
variables.

For a function f (x, y), where x = g(t) and y = h(t), the derivative with respect to t is:
dz ∂f dx ∂f dy
= ⋅ + ⋅ .
∂x dt ∂y dt
​ ​ ​ ​ ​

dt
For functions of more than two variables, the chain rule extends to:
n
dz ∂f dxi
=∑ ⋅ .
​

∂xi dt
​ ​ ​ ​

dt i=1
​

The chain rule is crucial for differentiating functions with intermediate variables that are themselves functions of another variable.

This concludes the lecture on the chain rule for multivariable functions.

Lecture 10: Chain Rule II - Implicit Differentiation

1. Introduction to Implicit Differentiation

Implicit differentiation is a technique used to differentiate equations where the dependent variable (often y ) is not isolated on one side of the
equation. In multivariable calculus, implicit differentiation becomes particularly useful when dealing with functions that are implicitly defined
in terms of multiple variables. This technique is an extension of the chain rule, applied to equations that relate variables implicitly, rather
than explicitly.

When a function is implicitly defined, the variable we want to differentiate with respect to is hidden within the equation, requiring us to
differentiate both sides of the equation and then solve for the desired derivative.

2. The Process of Implicit Differentiation

Suppose we have an equation involving two variables, x and y , such that y is a function of x (i.e., y = f (x)), but y is not explicitly solved for.
dy
To find the derivative dx , we use the following steps:
​

1. Differentiate both sides of the equation with respect to x, treating y as a function of x, using the chain rule when differentiating terms
involving y .

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 dy
2. Solve for dx after differentiating.
​

The key idea is that when we differentiate y with respect to x, we use the chain rule:

d dy
(y) = .
​ ​

dx dx
This is the core concept behind implicit differentiation.

3. Example 1: Implicit Differentiation for a Simple Equation

Consider the equation:

x2 + y 2 = 1.
dy
We want to find dx . ​

1. Differentiate both sides with respect to x:

d 2 d
(x + y 2 ) =
​
(1). ​

dx dx
Using the chain rule on y 2 , we differentiate:

dy
2x + 2y = 0. ​

dx
dy
2. Solve for dx : ​

dy
= −2x.
2y ​

dx
dy −2x −x
= = .
2y
​ ​ ​

dx y

Thus, the derivative of y with respect to x is:

dy −x
= .
​ ​

dx y

4. Example 2: Implicit Differentiation for a More Complex Equation

Consider the equation:

x3 + y 3 = 6xy.
dy
We want to find dx . ​

1. Differentiate both sides with respect to x:

d 3 d
(x + y 3 ) =
​
(6xy). ​

dx dx
Differentiate each term using the chain rule:

= 6 (y + x ) .
dy dy
3x2 + 3y 2 ​ ​

dx dx
2. Simplify the equation:

dy dy
3x2 + 3y 2 = 6y + 6x .
​ ​

dx dx
dy
3. Collect terms involving dx on one side:
​

dy dy
3y 2 − 6x ​
= 6y − 3x2 . ​

dx dx

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 dy
4. Factor out dx : ​

dy
(3y 2 − 6x) ​
= 6y − 3x2 .
dx
dy
5. Solve for dx : ​

dy 6y − 3x2
= 2 .
3y − 6x
​ ​

dx

Thus, the derivative of y with respect to x is:

dy 6y − 3x2
= 2 .
3y − 6x
​ ​

dx

5. Implicit Differentiation with Multiple Variables

In the case of multivariable functions, implicit differentiation can be used to find partial derivatives with respect to different variables. For
example, if we have an equation involving three variables, x, y , and z , such as:

x2 + y 2 + z 2 = 1,
∂z
and we wish to find ∂x , we differentiate both sides with respect to x while treating z as a function of x and y .
​

1. Differentiate both sides:

∂z
2x + 2z = 0.
∂x
​

∂z
2. Solve for ∂x : ​

∂z −2x −x
= = .
∂x 2z
​ ​ ​

Thus, the partial derivative of z with respect to x is:

∂z −x
= .
∂x
​ ​

6. Summary of Implicit Differentiation

Implicit differentiation allows us to differentiate equations where the dependent variable is not explicitly isolated.

The process involves differentiating both sides of the equation, treating the dependent variable as a function of the independent
variable, and then solving for the derivative.

The chain rule is a key component of implicit differentiation, especially when differentiating terms involving the dependent variable.

Key steps in implicit differentiation:

1. Differentiate both sides of the equation with respect to the independent variable.

2. Use the chain rule when differentiating terms involving the dependent variable.

3. Solve for the desired derivative.

This concludes the lecture on implicit differentiation and its application to multivariable calculus.

Lecture 11: Change of Variables

1. Introduction to Change of Variables

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In multivariable calculus, change of variables is a powerful technique used to simplify problems, particularly when dealing with partial
derivatives and integrals. The method involves transforming the original variables into new ones, typically by using a set of substitutions that
simplify the function or make the computation easier. Change of variables is often used in conjunction with the chain rule and can help in
solving complex problems involving multivariable functions.

The concept of change of variables is especially useful in partial differentiation, where we transform the variables in such a way that the
new variables provide a clearer or more convenient form for differentiation.

2. Change of Variables for Partial Differentiation

Suppose we have a function f (x, y) and we wish to perform a change of variables. Let u = g(x, y) and v = h(x, y) be the new variables
defined in terms of x and y . We can use the following steps to perform the change of variables in partial differentiation:

1. Find the Partial Derivatives of f with Respect to x and y :

The function f (x, y) can be expressed in terms of the new variables u and v , and we must find how f changes with respect to the new
variables.

2. Use the Chain Rule:

To transform the partial derivatives, we use the multivariable chain rule, which expresses the derivatives of f with respect to x and y in
terms of the derivatives of f with respect to u and v and the derivatives of u and v with respect to x and y .

If u = g(x, y) and v = h(x, y), then the total derivative of f with respect to x is given by:
∂f ∂f ∂u ∂f ∂v
= ⋅ + ⋅ .
∂x ∂u ∂x ∂v ∂x
​ ​ ​ ​ ​

Similarly, for y :

∂f ∂f ∂u ∂f ∂v
= ⋅ + ⋅ .
∂y ∂u ∂y ∂v ∂y
​ ​ ​ ​ ​

3. Transform the Partial Derivatives:

The change of variables provides a new set of derivatives in terms of the variables u and v , which can be used to compute the
derivatives of f more easily.

3. Example 1: Change of Variables for Partial Differentiation

Let’s consider a function f (x, y) = x2 y + y 3 and perform the change of variables:

u = x + y, v = x − y.

We wish to compute the partial derivatives of f (x, y) in terms of u and v .

1. Compute the Partial Derivatives of u and v with Respect to x and y :

∂u ∂u
= 1, = 1,
∂x ∂y
​

∂v ∂v
= 1, = −1.
∂x ∂y
​ ​

2. Express f (x, y) in Terms of u and v : First, solve for x and y in terms of u and v :

u+v u−v
x= , y= .
2 2
​ ​

Substitute these into the original function f (x, y):

2 3
u+v u−v u−v
f (x, y) = x2 y + y 3 = ( ) ( )+( ) .
2 2 2
​ ​ ​

This expression simplifies to a function of u and v .

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 3. Apply the Chain Rule: Now, differentiate f (u, v) with respect to u and v :

∂f ∂f ∂u ∂f ∂v
= ⋅ + ⋅ .
∂x ∂u ∂x ∂v ∂x
​ ​ ​ ​ ​

∂f
Using similar steps, we can compute ∂y . ​

4. Example 2: Change of Variables in a Function of Two Variables

Consider the function:

2 2
f (x, y) = ex +y ,

and let’s make the change of variables:

u = x2 + y 2 , v = x − y.
∂f ∂f
We wish to find ∂x and ∂y .
​ ​

1. Compute the Partial Derivatives of u and v with Respect to x and y :

∂u ∂u
= 2x, = 2y,
∂x ∂y
​ ​

∂v ∂v
= 1, = −1.
∂x ∂y
​ ​

2. Use the Chain Rule: First, compute the partial derivatives of f (x, y) with respect to u and v :

∂f ∂f
= 2ueu , = 0,
∂u ∂v
​ ​

∂f ∂f
then apply the chain rule for ∂x and ∂y :
​ ​

∂f ∂f ∂u ∂f ∂v
= ⋅ + ⋅ ,
∂x ∂u ∂x ∂v ∂x
​ ​ ​ ​ ​

∂f ∂f ∂u ∂f ∂v
= ⋅ + ⋅ .
∂y ∂u ∂y ∂v ∂y
​ ​ ​ ​ ​

3. Substitute the Results: Finally, substitute the values of ∂u ∂u

​
∂v ∂v
∂x , ∂y , and ∂x , ∂y into the above equations to find the desired partial
​ ​ ​

derivatives.

5. Summary of Change of Variables

Change of variables is a technique used to simplify multivariable functions, especially when performing partial differentiation.

In the context of partial differentiation, we transform the original variables into new ones and use the chain rule to compute the
derivatives in the new variables.

The process involves:

Expressing the function in terms of the new variables.

Computing the partial derivatives of the new variables with respect to the original variables.

Applying the chain rule to compute the total derivative in the new variables.

The change of variables technique is a versatile tool in multivariable calculus, helping to reduce complexity and simplify calculations,
especially in partial differentiation.

This concludes the lecture on Change of Variables in partial differentiation.

Lecture 12: Euler's Theorem for Homogeneous Functions

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1. Introduction to Homogeneous Functions

A homogeneous function is a function whose value, when all its variables are scaled by a constant, changes in a specific way. Homogeneous
functions are commonly encountered in economics, physics, and engineering, where they model relationships that exhibit constant returns
to scale or similar scaling behaviors.

A function f (x1 , x2 , … , xn ) is said to be homogeneous of degree k if for any scalar t, the following holds:
​ ​ ​

f (tx1 , tx2 , … , txn ) = tk f (x1 , x2 , … , xn ),

​ ​ ​ ​ ​ ​

where t is a constant and k is a real number known as the degree of homogeneity.

In other words, when we multiply all the arguments of a homogeneous function by a scalar t, the function scales by tk . The degree k
indicates how the function's output changes relative to the scaling of its inputs.

2. Euler’s Theorem for Homogeneous Functions

Euler’s Theorem for homogeneous functions provides a relationship between the partial derivatives of a homogeneous function and the
degree of homogeneity. The theorem states that:

If a function f (x1 , x2 , … , xn ) is homogeneous of degree k , then:

​ ​ ​

∂f ∂f ∂f
x1 + x2 + ⋯ + xn = kf (x1 , x2 , … , xn ).
∂x1 ∂x2 ∂xn
​ ​ ​ ​ ​ ​ ​ ​ ​

​ ​ ​

In simpler terms, the sum of the products of each variable and its corresponding partial derivative equals the degree k times the original
function.

3. Proof of Euler's Theorem

To prove Euler's Theorem, we use the fact that the function is homogeneous of degree k , which means:

f (tx1 , tx2 , … , txn ) = tk f (x1 , x2 , … , xn ).

​ ​ ​ ​ ​ ​

Now, differentiate both sides of this equation with respect to t, applying the chain rule on the left-hand side.

1. Differentiate the left-hand side:

n
d ∂f d
f (tx1 , tx2 , … , txn ) = ∑ ⋅ (txi ).
∂xi dt
​ ​ ​ ​ ​ ​ ​ ​

dt ​

i=1

d
Since dt​(txi ) ​ = xi , the derivative becomes:
​

n
∂f
∑ xi .
∂xi
​ ​ ​

i=1

2. Differentiate the right-hand side:

d k
t f (x1 , x2 , … , xn ) = ktk−1 f (x1 , x2 , … , xn ).
​ ​ ​ ​ ​ ​ ​

dt
3. Set the derivatives equal: Since both sides represent the derivative of f (tx1 , tx2 , … , txn ) with respect to t, we can set them equal: ​ ​ ​

n
∂f
∑ xi = kf (x1 , x2 , … , xn ).
∂xi
​ ​ ​ ​ ​ ​

i=1

This is Euler’s Theorem.

4. Applications of Euler's Theorem

Euler’s Theorem has numerous applications, especially in economics, physics, and engineering, where it is used to understand and
manipulate homogeneous functions.

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4.1. Example: Homogeneous Function in Economics

In economics, a production function is often homogeneous of degree 1, which means that scaling all inputs by a factor t results in scaling the
output by the same factor. This is known as the constant returns to scale property. Consider the Cobb-Douglas production function:

β
f (x1 , x2 ) = Axα1 x2 ,
​ ​ ​ ​

where A, α, and β are constants, and x1 and x2 represent inputs such as labor and capital.
​ ​

To apply Euler's Theorem, we compute the partial derivatives of f (x1 , x2 ): ​ ​

∂f β ∂f
= Aαxα−1
1 x2 , = Aβxα1 xβ−1
2 .
∂x1 ∂x2
​ ​ ​ ​ ​ ​

​ ​

Now apply Euler's Theorem:

∂f ∂f
x1 + x2 = Aαxα1 xβ2 + Aβxα1 xβ2 = (α + β)Axα1 xβ2 .
∂x1 ∂x2
​ ​ ​ ​ ​ ​ ​ ​ ​ ​

​ ​

If the production function is homogeneous of degree 1, then:

∂f ∂f
x1 + x2 = f (x1 , x2 ),
∂x1 ∂x2
​ ​ ​ ​ ​ ​

​ ​

which implies α + β = 1, indicating constant returns to scale.

4.2. Example: Physics Application

In physics, homogeneous functions are often used to describe physical laws that are independent of scale. For example, in thermodynamics,
the internal energy U of a system might be a homogeneous function of temperature T and volume V . Using Euler's Theorem, we can derive
relations like the Euler relation for thermodynamic potentials, which links the energy to its partial derivatives with respect to the variables.

5. Homogeneous Functions in Multivariable Calculus

Euler's Theorem is useful when dealing with functions that appear in optimization problems, economic modeling, and physical laws. It is
often applied to functions involving multiple variables, where scaling each variable proportionally impacts the function’s output.

Euler’s Theorem can also be extended to functions of three or more variables, and its applications in economics and physics, such as
analyzing returns to scale or energy efficiency, can be derived using partial derivatives and the chain rule.

6. Summary

A function f (x1 , x2 , … , xn ) is said to be homogeneous of degree k if scaling all the variables by a constant t results in the function
​ ​ ​

being scaled by t . k

Euler's Theorem states that if f (x1 , x2 , … , xn ) is homogeneous of degree k , then:

​ ​ ​

∂f ∂f ∂f
x1 + x2 + ⋯ + xn = kf (x1 , x2 , … , xn ).
∂x1 ∂x2 ∂xn
​ ​ ​ ​ ​ ​ ​ ​ ​

​ ​ ​

The theorem provides a way to link partial derivatives with the degree of homogeneity and has important applications in fields like
economics and physics.

Euler's Theorem allows us to analyze scaling behavior in systems with multiple variables, and is particularly useful when dealing with
functions that describe returns to scale or similar phenomena.

This concludes the lecture on Euler’s Theorem for Homogeneous Functions.

Lecture 13: Tangent Planes and Normal Lines

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1. Introduction to Tangent Planes and Normal Lines

In multivariable calculus, the concepts of tangent planes and normal lines are essential for understanding how a surface behaves locally at
a point. These concepts generalize the notion of the tangent line to curves in single-variable calculus to higher-dimensional surfaces in 3D or
higher space. They provide valuable insights into the geometry of surfaces and are used extensively in optimization, differential geometry,
and physical modeling.

Tangent Plane: The tangent plane to a surface at a given point is a plane that touches the surface only at that point and is "parallel" to
the surface in a way that best approximates the surface near the point.

Normal Line: The normal line to a surface at a given point is the line that is perpendicular to the tangent plane and passes through that
point.

2. Definition of Tangent Planes

Let’s start by defining the tangent plane to a surface. Suppose S is a surface in R3 defined implicitly by the equation:

F (x, y, z) = 0,

where F is a differentiable function of x, y, z .

To find the equation of the tangent plane to this surface at a point P0 (x0 , y0 , z0 ), we need to: ​ ​ ​ ​

1. Compute the gradient of F at P0 . The gradient vector ∇F (x0 , y0 , z0 ) will be normal to the surface at P0 .
​ ​ ​ ​ ​

2. Use the fact that the tangent plane is a plane that contains the point P0 and is perpendicular to the gradient vector at P0 . ​ ​

The gradient vector is:

∂F ∂F ∂F
∇F (x0 , y0 , z0 ) = ( , , ) .
∂x ∂y ∂z
​ ​ ​ ​ ​ ​ ​

(x0 ,y0 ,z0 )

​ ​ ​

The equation of the tangent plane is then given by the linear approximation:

∂F ∂F ∂F
(x0 , y0 , z0 )(x − x0 ) + (x0 , y0 , z0 )(y − y0 ) + (x0 , y0 , z0 )(z − z0 ) = 0.
∂x ∂y ∂z
​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​

Alternatively, this equation can be written as:

∇F (x0 , y0 , z0 ) ⋅ (x − x0 , y − y0 , z − z0 ) = 0.
​ ​ ​ ​ ​ ​

This represents the equation of the tangent plane at the point P0 (x0 , y0 , z0 ). ​ ​ ​ ​

3. Definition of Normal Lines

The normal line to a surface at a point is the line passing through the point that is perpendicular to the tangent plane at that point.

Since the tangent plane at P0 is perpendicular to the gradient vector ∇F (x0 , y0 , z0 ), the normal line to the surface at P0 (x0 , y0 , z0 ) is given
​ ​ ​ ​ ​ ​ ​ ​

by the parametric equations:

∂F
x = x0 + t (x0 , y0 , z0 ),
∂x
​ ​ ​ ​ ​

∂F
y = y0 + t (x0 , y0 , z0 ),
∂y
​ ​ ​ ​

∂F
z = z0 + t (x0 , y0 , z0 ),
∂z
​ ​ ​ ​ ​

where t is the parameter along the normal line.

This represents the straight line passing through P0 (x0 , y0 , z0 ) in the direction of the gradient vector ∇F (x0 , y0 , z0 ).
​ ​ ​ ​ ​ ​ ​

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4. Evaluating Tangent Planes and Normal Lines to a Surface

To find the tangent plane and normal line to a surface at a specific point, we proceed with the following steps:

1. Step 1: Verify that the function defining the surface is differentiable at the given point P0 (x0 , y0 , z0 ). ​ ​ ​ ​

2. Step 2: Compute the partial derivatives of F with respect to x, y , and z at P0 . ​

The gradient ∇F (x0 , y0 , z0 ) will give the direction of the normal line and the coefficients for the equation of the tangent plane.
​ ​ ​

3. Step 3: Use the gradient to find the equation of the tangent plane at the point.

4. Step 4: Write the parametric equations of the normal line using the gradient and the point P0 (x0 , y0 , z0 ). ​ ​ ​ ​

5. Example 1: Tangent Plane and Normal Line to a Surface

Consider the surface defined by:

F (x, y, z) = x2 + y 2 + z 2 − 9 = 0,

which represents a sphere of radius 3 centered at the origin. Find the equation of the tangent plane and the normal line at the point
P0 (2, 1, 2).
​

1. Step 1: Compute the gradient of F (x, y, z):

∇F (x, y, z) = (2x, 2y, 2z).

At P0 (2, 1, 2), we have:

​

∇F (2, 1, 2) = (4, 2, 4).

2. Step 2: The equation of the tangent plane is:

4(x − 2) + 2(y − 1) + 4(z − 2) = 0,

which simplifies to:

4x + 2y + 4z = 20.
3. Step 3: The parametric equations of the normal line are:

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

where t is the parameter.

6. Example 2: Tangent Line to the Curve of Intersection of Two Surfaces

Consider the two surfaces:

S1 : x2 + y 2 + z 2 = 9,
​ S2 : x + y + z = 6.

Find the equation of the tangent line to the curve of intersection of these surfaces at the point P0 (2, 1, 2). ​

1. Step 1: Compute the gradients of F1 (x, y, z)

​
= x2 + y 2 + z 2 − 9 and F2 (x, y, z) = x + y + z − 6:
​

∇F1 = (2x, 2y, 2z),

​
∇F2 = (1, 1, 1). ​

At P0 (2, 1, 2), we have:

​

∇F1 (2, 1, 2) = (4, 2, 4),

​ ∇F2 (2, 1, 2) = (1, 1, 1).
​

2. Step 2: The direction of the tangent line is given by the cross product of ∇F1 (2, 1, 2) and ∇F2 (2, 1, 2): ​ ​

^i ^j k^ ​

v = ∇F1 × ∇F2 = 4 2 4 = (−2, 0, 2).

​ ​ ​ ​ ​ ​

1 1 1

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 3. Step 3: The parametric equations of the tangent line are:

x = 2 − 2t, y = 1, z = 2 + 2t,

where t is the parameter.

7. Summary

The tangent plane to a surface at a point is the plane that best approximates the surface near that point, and its equation can be
derived using the gradient of the surface's defining function.

The normal line to a surface at a point is perpendicular to the tangent plane and passes through the point.

The equation of the tangent plane is given by:

∇F (x0 , y0 , z0 ) ⋅ (x − x0 , y − y0 , z − z0 ) = 0.
​ ​ ​ ​ ​ ​

The tangent line to the curve of intersection of two surfaces is found using the cross product of the gradients of the two surfaces.

This concludes the lecture on Tangent Planes and Normal Lines.

Lecture 14: Extreme Values I

1. Introduction to Extreme Values of Functions of Several Variables

In multivariable calculus, finding the extreme values (maximum and minimum) of a function of several variables is a fundamental problem.
These values often correspond to the highest or lowest points on a surface described by the function. Understanding extreme values is
crucial in optimization problems, physics, economics, and various applied sciences.

A function f (x1 , x2 , … , xn ) of several variables has a local maximum at a point (x0 , y0 , … , z0 ) if there exists a neighborhood around
​ ​ ​ ​ ​ ​

(x0 , y0 , … , z0 ) such that f (x0 , y0 , … , z0 ) is the largest value in that neighborhood.

​ ​ ​ ​ ​ ​

Similarly, f (x1 , x2 , … , xn ) has a local minimum at (x0 , y0 , … , z0 ) if f (x0 , y0 , … , z0 ) is the smallest value in a neighborhood of that
​ ​ ​ ​ ​ ​ ​ ​

point.

We are interested in finding such points and determining whether they correspond to local maxima, local minima, or saddle points (points
where the function does not attain a maximum or minimum but has a flat or "saddle-like" behavior).

2. Necessary Conditions for Extreme Values

To find the extreme values of a function, we use the concept of critical points. A critical point occurs where the partial derivatives of the
function with respect to each variable are equal to zero or do not exist.

1. First-Order Conditions (Critical Points):

For a function f (x1 , x2 , … , xn ), the first-order necessary conditions for a point (x0 , y0 , … , z0 ) to be a critical point are:
​ ​ ​ ​ ​ ​

∂f ∂f ∂f
(x0 , y0 , … , z0 ) = 0, (x0 , y0 , … , z0 ) = 0, …, (x0 , y0 , … , z0 ) = 0.
∂x1 ∂x2 ∂xn
​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​

​ ​ ​

These equations give the critical points of the function. Once critical points are identified, further analysis is required to classify the
points as local maxima, local minima, or saddle points.

3. Second-Order Conditions: Classifying Critical Points

After identifying the critical points, we use the second-order conditions to classify these points. We do this by analyzing the Hessian matrix
and its determinant at the critical point. The Hessian matrix is a square matrix of second-order partial derivatives of the function.

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 The Hessian matrix Hf (x0 , y0 , … , z0 ) at a point (x0 , y0 , … , z0 ) is given by:
​ ​ ​ ​ ​ ​ ​

2
∂ f ∂2f ∂2f
∂x21
(x0 , y0 , … , z0 )
​
​ ​ ​ ​

∂x1 ∂ x2 (x0 , y0 , … , z0 )
​ ​
​ ​ ​ ​ ⋯ ∂x1 ∂ xn (x0 , y0 , … , z0 )
​ ​
​ ​ ​ ​

∂2f ∂2f ∂2f

∂x2 ∂x1
(x0 , y0 , … , z0 )​ ​ ​ ​

∂x22
(x0 , y0 , … , z0 )
​ ​ ​ ⋯ ∂x2 ∂xn
(x0 , y0 , … , z0 )
​ ​ ​ ​

Hf (x0 , y0 , … , z0 ) = .
​ ​ ​ ​
​

​ ​ ​ ​ ​ ​ ​ ​ ​ ​

⋮ ⋮ ⋱ ⋮
∂2f ∂2f ∂2f
∂xn ∂ x1
(x 0 y0 , … , z0 )
, ​ ​ ​ ​

∂xn ∂ x2
(x ,
0 0y , … , z 0 ) ⋯ ​ ​ ​ ​

∂x2
(x 0 0 , … , z0 )
, y ​ ​ ​ ​

​ ​ ​ ​

n ​

The determinant of the Hessian and the sign of the eigenvalues of the Hessian matrix at the critical point help us classify the critical point
as follows:

1. Local Minimum: If the determinant of the Hessian is positive and all the eigenvalues are positive, the critical point corresponds to a local
minimum.

2. Local Maximum: If the determinant of the Hessian is positive and all the eigenvalues are negative, the critical point corresponds to a
local maximum.

3. Saddle Point: If the determinant of the Hessian is negative, the critical point corresponds to a saddle point.

4. Indeterminate: If the determinant of the Hessian is zero, the test is inconclusive, and further analysis is required.

4. Example 1: Finding Extreme Values for a Function of Two Variables

Consider the function f (x, y) = x2 + y 2 .

1. Step 1: Find the partial derivatives:

∂f ∂f
= 2x, = 2y.
∂x ∂y
​ ​

Setting these equal to zero gives the critical point:

2x = 0 and 2y = 0 ⇒ (x0 , y0 ) = (0, 0).

​ ​

2. Step 2: Compute the second-order partial derivatives:

∂2f ∂2f ∂2f

= 2, = 2, = 0.
∂x2 ∂y 2 ∂x∂y
​ ​ ​

The Hessian matrix at (0, 0) is:

2 0
Hf (0, 0) = ( ).
0 2
​ ​ ​

The determinant of the Hessian is:

det(Hf (0, 0)) = (2)(2) − (0)(0) = 4.

​

Since the determinant is positive and both eigenvalues are positive, the critical point (0, 0) corresponds to a local minimum.

3. Step 3: The function has a local minimum at (0, 0), and the value of the function at this point is f (0, 0) = 0.

5. Example 2: Finding Extreme Values for a Function of Three Variables

Consider the function f (x, y, z) = x2 + y 2 − z 2 .

1. Step 1: Find the partial derivatives:

∂f ∂f ∂f
= 2x, = 2y, = −2z.
∂x ∂y ∂z
​ ​ ​

Setting these equal to zero gives the critical point:

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 2x = 0, 2y = 0, −2z = 0 ⇒ (x0 , y0 , z0 ) = (0, 0, 0).
​ ​ ​

2. Step 2: Compute the second-order partial derivatives:

∂2f ∂2f ∂2f

= 2, = 2, = −2.
∂x2 ∂y 2 ∂z 2
​ ​ ​

The Hessian matrix at (0, 0, 0) is:

2 0 0
Hf (0, 0, 0) =
​ 0 2 0
​ ​ ​ ​ ​ .
0 0 −2

The determinant of the Hessian is:

det(Hf (0, 0, 0)) = (2)(2)(−2) = −8.

​

Since the determinant is negative, the critical point (0, 0, 0) corresponds to a saddle point.

6. Summary

To find the extreme values of functions of several variables, we begin by finding the critical points using first-order conditions.

After identifying critical points, we use the second-order conditions (via the Hessian matrix) to classify the critical points as local
maxima, local minima, or saddle points.

The second-order conditions involve the determinant of the Hessian and the signs of its eigenvalues.

This concludes the lecture on Extreme Values I.

Lecture 15: Extreme Values II

1. Introduction to Absolute Maximum and Minimum Values

In this lecture, we extend our study of extreme values to absolute maximum and absolute minimum values of functions of several
variables. These values are important in optimization problems where we need to find the highest or lowest value of a function over a
specific region, not just locally.

The key distinction between local extrema and absolute extrema is:

Local Extrema refer to points where the function reaches its highest or lowest value in a small neighborhood around the point.

Absolute Extrema are the global highest or lowest values of the function over the entire domain, typically within a given closed and
bounded region.

2. Absolute Maximum and Minimum in a Closed and Bounded Region

If we are given a function f (x1 , x2 , … , xn ) that is continuous on a closed and bounded region R in Rn , the Extreme Value Theorem
​ ​ ​

guarantees that f attains both an absolute maximum and an absolute minimum in R. This theorem asserts that a continuous function on a
closed and bounded set always has both an absolute maximum and an absolute minimum, and these values occur at either the critical
points or the boundary of the region.

The process of finding the absolute maximum and minimum involves:

1. Identifying Critical Points: These are points in the interior of R where the first-order partial derivatives of f are zero.

2. Examining the Boundary: Since extreme values can also occur on the boundary of R, we must consider the behavior of the function on
the boundary as well.

3. Evaluating the Function: Once critical points and boundary points are identified, evaluate f at these points and compare the values to
determine the absolute maximum and minimum.

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3. Step-by-Step Process for Finding Absolute Extrema

To calculate the absolute maximum and minimum of a continuous function f (x1 , x2 , … , xn ) on a closed and bounded region R, we follow
​ ​ ​

these steps:

1. Step 1: Find the Critical Points

Solve for the critical points by setting the partial derivatives of the function equal to zero:

∂f ∂f ∂f
= 0, = 0, …, = 0.
∂x1 ∂x2 ∂xn
​ ​ ​

​ ​ ​

These equations give us the critical points inside R.

2. Step 2: Evaluate the Function at Critical Points

Evaluate f at each critical point found in Step 1. These values may be local maxima, local minima, or saddle points. Keep track of the
values of f at these points.

3. Step 3: Examine the Boundary of R

To find possible extrema on the boundary, we need to parameterize the boundary of R (this step depends on the shape of R). For
example, if R is a rectangle in R2 , the boundary consists of the edges of the rectangle, and we can evaluate f on each of these edges.

If R is a more general region, such as a circle or ellipse, we use polar or other coordinate transformations to express the boundary.

On the boundary, find the extrema by evaluating f along the boundary curves (possibly using optimization techniques or checking
the function’s behavior along the boundary).

4. Step 4: Compare the Values

Compare the values of f at the critical points and on the boundary. The absolute maximum is the largest value of f , and the absolute
minimum is the smallest value of f .

4. Example 1: Absolute Extrema on a Closed Interval

Consider the function f (x) = x2 − 4x + 3 on the closed interval [0, 3].

1. Step 1: Find the Critical Points
Take the derivative of f (x):

f ′ (x) = 2x − 4.

Set f ′ (x) = 0 to find the critical points:

2x − 4 = 0 ⇒ x = 2.

Thus, the critical point is x = 2.

2. Step 2: Evaluate the Function at Critical Points
Evaluate f (x) at x = 2:

f (2) = (2)2 − 4(2) + 3 = 4 − 8 + 3 = −1.

3. Step 3: Evaluate the Function at the Endpoints
Evaluate f (x) at the endpoints x = 0 and x = 3:

f (0) = (0)2 − 4(0) + 3 = 3, f (3) = (3)2 − 4(3) + 3 = 9 − 12 + 3 = 0.

4. Step 4: Compare the Values
The values of f at the critical point and the endpoints are:

f (0) = 3, f (2) = −1, f (3) = 0.

Thus, the absolute maximum is 3 at x = 0, and the absolute minimum is −1 at x = 2.

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5. Example 2: Absolute Extrema on a Closed and Bounded Region in R2

Consider the function f (x, y) = x2 + y 2 on the closed disk x2 + y 2 ≤ 4.

1. Step 1: Find the Critical Points
Take the partial derivatives of f (x, y):

∂f ∂f
= 2x, = 2y.
∂x ∂y
​ ​

Set these equal to zero:

2x = 0 and 2y = 0 ⇒ (x0 , y0 ) = (0, 0).

​ ​

2. Step 2: Evaluate the Function at the Critical Point

Evaluate f (x, y) at (0, 0):

f (0, 0) = 02 + 02 = 0.
3. Step 3: Examine the Boundary
The boundary of the region is the circle x2 + y 2 = 4. We can parameterize the boundary using polar coordinates:

x = 2 cos(θ), y = 2 sin(θ), θ ∈ [0, 2π].

The function on the boundary is:

f (x, y) = x2 + y 2 = 4 cos2 (θ) + 4 sin2 (θ) = 4.

Thus, f (x, y) = 4 on the boundary.

4. Step 4: Compare the Values
The value of f at the critical point is f (0, 0) = 0, and the value on the boundary is f (x, y) = 4. Therefore:
The absolute maximum is 4 on the boundary, and

The absolute minimum is 0 at (0, 0).

6. Conclusion

To find the absolute maximum and minimum values of a continuous function on a closed and bounded region:

1. Find the critical points by solving for where the first-order partial derivatives are zero.

2. Examine the boundary of the region, where extreme values may also occur.

3. Evaluate the function at the critical points and on the boundary.

4. Compare these values to determine the absolute maximum and minimum.

This concludes the lecture on Extreme Values II.

Lecture 16: Lagrange Multipliers

1. Introduction to Constrained Optimization

In optimization problems, we are often tasked with finding the extreme values (maximum or minimum) of a function subject to certain
constraints. These constraints usually take the form of equations that restrict the feasible solutions to a subset of the domain.

The method of Lagrange multipliers provides a powerful technique to find the extreme values of a function f (x1 , x2 , … , xn ) subject to
​ ​ ​

one or more constraints. This method introduces auxiliary variables (the Lagrange multipliers) that allow us to convert the constrained
optimization problem into an unconstrained one, making it easier to solve.

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2. Problem Setup

Consider a function f (x1 , x2 , … , xn ) that we want to maximize or minimize subject to a constraint given by another function
​ ​ ​

g(x1 , x2 , … , xn ) = 0. The constraint g(x1 , x2 , … , xn ) = 0 defines a set of points in the domain, and we want to find the extreme values
​ ​ ​ ​ ​ ​

of f on this set.

The general problem is:

Maximize or Minimize f (x1 , x2 , … , xn ) subject to

​ ​ ​ g(x1 , x2 , … , xn ) = 0.
​ ​ ​

3. The Method of Lagrange Multipliers

The key idea of Lagrange multipliers is to solve this constrained optimization problem by introducing a new variable λ (the Lagrange
multiplier) and solving the system of equations:

∇f (x1 , x2 , … , xn ) = λ∇g(x1 , x2 , … , xn ),
​ ​ ​ ​ ​ ​

along with the constraint equation:

g(x1 , x2 , … , xn ) = 0.
​ ​ ​

Where:

∇f = ( ∂x
∂f ∂f
,
1 ∂x2
∂f
, … , ∂x
​

n
) is the gradient of the objective function f ,
​

​
​

​
​

∇g = ( ∂x
∂g ∂g
,
1 ∂x2​
​
∂g
, … , ∂xn
) is the gradient of the constraint function g ,
​
​

λ is the Lagrange multiplier.

The equation ∇f = λ∇g indicates that at an extremum, the gradients of the function and the constraint are parallel. The multiplier λ scales
the gradient of the constraint function to match the gradient of the objective function.

4. Interpretation of the Lagrange Multiplier

The Lagrange multiplier λ can be interpreted as the rate of change of the optimal value of the objective function with respect to a small
change in the constraint. In geometric terms, it represents how the function f (x1 , x2 , … , xn ) changes as we move along the constraint ​ ​ ​

surface defined by g(x1 , x2 , … , xn ) ​ ​ ​ = 0.

If λ > 0, the constraint g(x1 , x2 , … , xn ) = 0 is pushing the value of f upwards.
​ ​ ​

If λ < 0, the constraint is pulling the value of f downwards.

If λ = 0, the constraint does not affect the extrema of the function.

5. Steps to Solve Constrained Optimization Problems Using Lagrange Multipliers

To solve a constrained optimization problem using Lagrange multipliers, follow these steps:

1. Step 1: Set Up the Lagrange Multiplier Equations

Write the Lagrange function by combining the objective function and the constraint:

L(x1 , x2 , … , xn , λ) = f (x1 , x2 , … , xn ) − λg(x1 , x2 , … , xn ).

​ ​ ​ ​ ​ ​ ​ ​ ​

2. Step 2: Compute the Partial Derivatives

Take the partial derivatives of L(x1 , x2 , … , xn , λ) with respect to each xi (for i ​ ​ ​ ​
= 1, 2, … , n) and λ, and set them equal to zero:

∂L ∂L ∂L

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 ∂L ∂L ∂L
= 0, = 0, …, = 0.
∂x1 ∂x2 ∂λ
​ ​ ​

​ ​

These equations give us a system of equations to solve for the xi 's and λ. ​

3. Step 3: Solve the System of Equations

Solve the system of equations obtained in Step 2. The solutions will give the critical points of f subject to the constraint
g(x1 , x2 , … , xn ) = 0.
​ ​ ​

4. Step 4: Evaluate the Function at the Critical Points

Once the critical points are found, evaluate the objective function f (x1 , x2 , … , xn ) at each critical point to determine which one
​ ​ ​

corresponds to the maximum or minimum value.

6. Example 1: Maximum Distance from the Origin

Find the point on the ellipse x2 + y 2 = 1 that is farthest from the origin.
1. Step 1: Set Up the Lagrange Function
The objective function is the square of the distance from the origin, f (x, y) = x2 + y 2 , and the constraint is g(x, y) = x2 + y 2 − 1 = 0
.

The Lagrange function is:

L(x, y, λ) = x2 + y 2 − λ(x2 + y 2 − 1).

2. Step 2: Compute the Partial Derivatives
Take the partial derivatives of L(x, y, λ):

∂L ∂L ∂L
= 2x − 2λx = 0, = 2y − 2λy = 0, = −(x2 + y 2 − 1) = 0.
∂x ∂y ∂λ
​ ​ ​

The system of equations is:

x(1 − λ) = 0, y(1 − λ) = 0, x2 + y 2 = 1.
3. Step 3: Solve the System of Equations
From x(1 − λ) = 0 and y(1 − λ) = 0, we get either x = 0 or λ = 1, and either y = 0 or λ = 1.
= 1, then x2 + y 2 = 1, and the points on the ellipse where λ = 1 are the points on the boundary of the ellipse, i.e., (x, y) =
If λ
(±1, 0) or (x, y) = (0, ±1).
4. Step 4: Evaluate the Function
The distance squared at all these points is f (x, y) = x2 + y 2 = 1 .

Thus, the maximum distance is 1, and it occurs at the points (±1, 0) and (0, ±1).

7. Example 2: Maximize f (x, y) = xy Subject to x + y = 10

1. Step 1: Set Up the Lagrange Function
The objective function is f (x, y) = xy , and the constraint is g(x, y) = x + y − 10 = 0.
The Lagrange function is:

L(x, y, λ) = xy − λ(x + y − 10).

2. Step 2: Compute the Partial Derivatives
Take the partial derivatives of L(x, y, λ):

∂L ∂L ∂L
= y − λ = 0, = x − λ = 0, = −(x + y − 10) = 0.
∂x ∂y ∂λ
​ ​ ​

This system of equations is:

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 y = λ, x = λ, x + y = 10.
3. Step 3: Solve the System of Equations
From y = λ and x = λ, we get x = y . Substituting into the constraint x + y = 10, we get:

2x = 10 ⇒ x = 5, y = 5.
4. Step 4: Evaluate the Function
The maximum value of f (x, y) = xy is:

f (5, 5) = 5 × 5 = 25.

8. Conclusion

The method of Lagrange multipliers allows us to solve constrained optimization problems by converting them into a system of equations
involving the gradients of the objective function and the constraint. By solving this system, we can find the points where the function attains
extreme values subject to the given constraints.

This concludes the lecture on Lagrange Multipliers.

Lecture 17: Taylor's Theorem

1. Introduction to Taylor's Theorem

Taylor's theorem provides a powerful way to approximate a function using polynomials. This theorem is especially useful for approximating
functions that are difficult to compute directly. By expressing a function as a sum of polynomial terms, we can approximate its behavior near
a point of interest.

In this lecture, we will focus on the generalization of Taylor's theorem for functions of several variables. The multivariable version of Taylor's
theorem allows us to approximate a function using a Taylor series expansion based on its derivatives at a given point.

2. Taylor's Theorem for Functions of Several Variables

Let f : Rn → R be a function of several variables, and suppose that f is sufficiently differentiable at a point a = (a1 , a2 , … , an ) ∈ Rn .
​ ​ ​

Taylor's theorem expresses f (x) near the point a as a polynomial expansion.

For a function of two variables, the approximation around a point (a, b) is given by:

∂f ∂f 1 ∂2f ∂2f ∂2f

f (x, y) = f (a, b) + (a, b)(x − a) + (a, b)(y − b) + [ 2 (a, b)(x − a)2 + 2 (a, b)(x − a)(y − b) + 2 (a, b)(y − b)2 ] + ⋯
∂x ∂y 2! ∂x ∂x∂y ∂y
​ ​ ​ ​ ​

In the general case of n variables, Taylor’s theorem is written as:

1
f (x) = f (a) + ∇f (a) ⋅ (x − a) + (x − a)T Hf (a)(x − a) + ⋯
2!
​ ​

Where:

x = (x1 , x2 , … , xn ) is a point in the domain of f ,

​ ​ ​

a = (a1 , a2 , … , an ) is the point at which the expansion is made,

​ ​ ​

∇f (a) = ( ∂x
∂f
1
∂f
(a), ∂x2 ​
∂f
(a), … , ∂x
​

n
(a)) is the gradient of f at a,
​
​

​
​

Hf (a) is the Hessian matrix of second-order partial derivatives at a.

​

The expansion involves:

The value of the function at the point a,

The gradient of the function (first-order derivatives),

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 The Hessian matrix (second-order partial derivatives),

Higher-order terms that depend on the higher derivatives of f .

3. Taylor Series Approximation

In the context of multivariable functions, the Taylor series expansion provides an infinite sum of terms, each involving higher-order partial
derivatives of the function. For a function f (x) near a, the Taylor series is:

1 1 ∂3f
f (x) = f (a) + ∇f (a) ⋅ (x − a) + (x − a)T Hf (a)(x − a) + ∑ (a)(x − a)i (x − a)j ⋯
2! 3! ∂x ∂ j
…
​ ​ ​ ​

i
i,j,k,… 1 x 2 ​ ​

This series provides a more accurate approximation of the function as more terms are included, with the n-th term involving the n-th partial
derivatives.

4. Taylor's Theorem: Degree 1 Approximation (Linear Approximation)

The degree 1 Taylor approximation involves only the function value at a and the gradient at a. This is the linear approximation of the
function near a:

f (x) ≈ f (a) + ∇f (a) ⋅ (x − a)

This approximation gives the best linear approximation to the function at a and is useful when we need a quick estimate or when the
function is locally linear near a.

5. Taylor's Theorem: Degree 2 Approximation (Quadratic Approximation)

The degree 2 Taylor approximation includes the second-order terms (i.e., the Hessian matrix). It is the quadratic approximation of the
function near a:

1
f (x) ≈ f (a) + ∇f (a) ⋅ (x − a) + (x − a)T Hf (a)(x − a)
2
​ ​

This approximation provides a better estimate than the linear approximation when the function has curvature near a.

6. Taylor's Theorem: Degree 3 Approximation

The degree 3 Taylor approximation includes the third-order derivatives of the function and provides a cubic approximation of the function
near a:

1 1
f (x) ≈ f (a) + ∇f (a) ⋅ (x − a) + (x − a)T Hf (a)(x − a) + (x − a)T ∇3 f (a)(x − a)2 + ⋯
2 6
​ ​ ​

This expansion allows for even more precision when approximating the function, particularly when higher derivatives are significant near a.

7. Application of Taylor's Theorem

Taylor's theorem can be used in a variety of scenarios:

Optimization: Approximating functions to find maximum or minimum points.

Numerical methods: Providing approximations for functions in algorithms such as Newton’s method for solving systems of equations.

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 Differential equations: Linearizing systems of nonlinear differential equations for easier analysis.

Physics and Engineering: Modeling phenomena that involve complicated functions by approximating them with polynomials.

8. Example 1: Linear Approximation (Degree 1)

Consider the function f (x, y) = ex+y . We want to find the linear approximation of f near (a, b) = (0, 0).
1. Step 1: Compute f (0, 0)
f (0, 0) = e0+0 = 1.
2. Step 2: Compute the Gradient ∇f (x, y)
∂f ∂f
∂x
​ = ex+y , and ∂y
​ = ex+y . At (0, 0), ∇f (0, 0) = (1, 1).
3. Step 3: Write the Linear Approximation
The linear approximation is:

f (x, y) ≈ f (0, 0) + ∇f (0, 0) ⋅ (x − 0, y − 0) = 1 + (1)(x) + (1)(y) = 1 + x + y.

Thus, the linear approximation of f (x, y) near (0, 0) is f (x, y) ≈ 1 + x + y.

9. Example 2: Quadratic Approximation (Degree 2)

Consider the function f (x, y) = sin(xy). We want to find the quadratic approximation of f near (a, b) = (0, 0).
1. Step 1: Compute f (0, 0)
f (0, 0) = sin(0) = 0.
2. Step 2: Compute the Gradient ∇f (x, y)
∂f ∂f
∂x
​ = y cos(xy), and ∂y
​ = x cos(xy). At (0, 0), both partial derivatives are zero.
3. Step 3: Compute the Hessian Hf (x, y) ​

The second derivatives are:

∂2f ∂2f ∂2f

= −y 2 sin(xy), = −x2 sin(xy), = cos(xy) − xy sin(xy).
∂x2 ∂y 2 ∂x∂y
​ ​ ​

At (0, 0), all second derivatives are zero.

4. Step 4: Write the Quadratic Approximation

Since all the first and second derivatives are zero at (0, 0), the quadratic approximation is:

f (x, y) ≈ 0.

Thus, the quadratic approximation of f (x, y) near (0, 0) is f (x, y) ≈ 0.

10. Conclusion

Taylor's theorem provides a framework for approximating multivariable functions near a point by using polynomials. The degree of
approximation (linear, quadratic, cubic, etc.) depends on the number of derivatives included in the expansion. The theorem is widely
applicable in numerical analysis, optimization, and the study of differential equations. By using Taylor's theorem, we can obtain increasingly
accurate approximations of complex functions, making them easier to work with in various applications.

Lecture 18: Error Approximation

1. Introduction to Error Approximation

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In many cases, we approximate complicated functions using simpler forms, such as polynomials derived from Taylor series. While these
approximations are useful, they inevitably introduce some error because the approximating polynomial doesn't exactly match the function
over the entire domain. In this lecture, we will explore how to quantify the error in these approximations, specifically focusing on the error in
linear and higher-order (quadratic, cubic, etc.) approximations of multivariable functions.

Understanding how to bound or estimate this error is crucial for determining how accurate an approximation is and whether it is suitable for
practical use.

2. General Form of Approximation Error

Consider a function f (x) of several variables, and suppose we approximate it by a Taylor series expansion near a point a. The general form
of the Taylor series approximation is:

f (x) = Tn (x) + Rn (x),

​ ​

where:

Tn (x) is the n-th degree Taylor approximation of f (x),

​

Rn (x) is the remainder or error term, representing the difference between the true value of the function and the approximation.
​

The error term Rn (x) depends on the higher-order derivatives of the function and the distance between the point of approximation a and
​

the point x.

3. Error in Linear Approximation (Degree 1)

The linear approximation is the first-degree Taylor expansion of a function at a point a, and the error in this approximation is given by the
remainder term R1 (x), which can be expressed as:
​

R1 (x) = f (x) − (f (a) + ∇f (a) ⋅ (x − a))

​

For a function of several variables, the error in the linear approximation depends on the second-order derivatives of the function.
Specifically, the error term R1 (x) is bounded by:
​

1 2 2
∣R1 (x)∣ ≤ ∇ f (c) ⋅ ∥x − a∥ ,
2
​ ​

where c is some point along the line segment connecting a and x, and ∇2 f (c) is the Hessian matrix (the matrix of second-order partial
derivatives) evaluated at c.

The bound for the error indicates that as the point x moves farther from a, the error increases quadratically, provided the second-order
derivatives are bounded.

4. Error in Quadratic Approximation (Degree 2)

For a quadratic approximation, the function is approximated by the second-degree Taylor expansion:

1
f (x) ≈ f (a) + ∇f (a) ⋅ (x − a) + (x − a)T Hf (a)(x − a)
2
​ ​

The error in this approximation is given by the remainder term R2 (x), and it involves the third-order derivatives of the function:
​

1
R2 (x) = f (x) − (f (a) + ∇f (a) ⋅ (x − a) + (x − a)T Hf (a)(x − a))
2
​ ​ ​

The error term R2 (x) can be bounded as:

​

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 1 3 3
∣R2 (x)∣ ≤ ∇ f (c) ⋅ ∥x − a∥ ,
6
​ ​

where ∇3 f (c) denotes the third-order partial derivatives at some point c on the line segment between a and x.

In this case, the error decreases cubically as the point x approaches a, provided that the third-order derivatives are bounded.

5. General Bound for Error

For a general Taylor series of degree n, the error term Rn (x) is given by:

Mn n+1
∣Rn (x)∣ ≤ ⋅ ∥x − a∥ ,
​

(n + 1)!
​ ​

where Mn is the maximum value of the (n + 1)-th order partial derivatives of f over the region containing a and x. The error depends on
​

both the distance between x and a and the size of the higher-order derivatives.

This formula shows that the error decreases as the degree of the approximation increases (i.e., for higher-order Taylor expansions), but the
rate of decrease is influenced by both the distance to the point of approximation and the growth of the derivatives.

6. Practical Example: Error in Linear Approximation

Let’s illustrate the error in a linear approximation with a simple example.

Consider the function f (x, y) = ln(x + y), and let’s find the linear approximation near the point (a, b) = (1, 1).
1. Step 1: Compute f (1, 1)
f (1, 1) = ln(1 + 1) = ln(2).
2. Step 2: Compute the Gradient ∇f (x, y)
∂f
∂x
​ = 1
x+y
​, and ∂f
∂y
​ = 1
x+y
. ​

1 1
At (1, 1), ∇f (1, 1) = ( 2 , 2 ).
​ ​

3. Step 3: Linear Approximation

The linear approximation of f (x, y) near (1, 1) is:

1 1
f (x, y) ≈ ln(2) + (x − 1) + (y − 1)
2 2
​ ​

4. Step 4: Compute the Error

To find the error in this linear approximation, we use the second-order derivatives of f (x, y).
The second partial derivatives of f are:

∂2f 1 ∂2f 1 ∂2f 1

=− , =− , =−
∂x2 (x + y)2 ∂y 2 (x + y)2 ∂x∂y (x + y)2
​ ​ ​ ​ ​ ​

At (1, 1), all second-order partial derivatives are − 14 . The error term is bounded by:
​

1 1 1
∣R1 (x, y)∣ ≤ ⋅ ⋅ ∥(x − 1, y − 1)∥2 = ⋅ ((x − 1)2 + (y − 1)2 )
2 4 8
​ ​ ​ ​

Thus, the error in the linear approximation depends on the squared distance from (1, 1), and the bound on the error gives a clear idea of
how well the linear approximation performs.

7. Error in Higher-Order Approximations

For higher-order approximations (quadratic, cubic, etc.), the error terms become smaller as the degree increases, but they require
knowledge of the higher-order derivatives of the function. This can be computationally intensive, but the error decreases at a faster rate,
depending on the degree of the Taylor expansion and the distance from the point of approximation.

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8. Conclusion

Error approximation is an essential concept when working with Taylor series expansions in multivariable calculus. By understanding and
bounding the error in linear and higher-order approximations, we can assess the accuracy of our approximations and make decisions about
the suitability of these approximations for practical use. The key takeaway is that higher-degree Taylor expansions generally provide better
approximations, but they also require more information about the function, particularly higher-order derivatives.

Lecture 19: Polar Curves

1. Introduction to the Polar Coordinate System

In the polar coordinate system, the location of a point in the plane is determined by two values:

r: The radial distance of the point from the origin (denoted as O).
θ: The angle formed by the line joining the point to the origin and the positive x-axis.

Thus, every point P in the plane is represented as (r, θ), where r ≥ 0 and θ is the angle (measured in radians or degrees) from the positive
x-axis.
The polar coordinate system is especially useful for describing curves that are difficult to express in Cartesian coordinates, such as spirals
and circles, because these curves can be defined in terms of the distance r as a function of θ .

2. Conversion between Cartesian and Polar Coordinates

To work with polar coordinates, it is important to understand how to convert between the polar and Cartesian coordinate systems.

2.1 Cartesian to Polar Conversion

Given a point (x, y) in Cartesian coordinates, its corresponding polar coordinates (r, θ) can be obtained as follows:

The radial distance r is given by:

r= x2 + y 2 ​

The angle θ is obtained using the arctangent function:

y
θ = tan−1 ( ) ​

x
However, care must be taken to adjust for the correct quadrant, as tan−1 ( xy ) gives the correct angle only for points in the first and
fourth quadrants. To handle all four quadrants, we use the two-argument arctangent function:

θ = atan2(y, x)

where atan2(y, x) provides the angle of the point (x, y) with respect to the positive x-axis, correctly adjusted for all quadrants.

2.2 Polar to Cartesian Conversion

Given a point in polar coordinates (r, θ), the Cartesian coordinates (x, y) are related by the following equations:

The x-coordinate is given by:

x = r cos(θ)
The y -coordinate is given by:

y = r sin(θ)

These formulas allow you to convert from polar to Cartesian coordinates and vice versa.

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3. Sketching Polar Curves

Polar curves are typically given in the form r = f (θ), where r is a function of θ. To sketch such a curve, follow these steps:
3.1 Identify the Range of θ

Determine the range of θ for which the curve is defined. Typically, this range is between 0 and 2π radians (or 0∘ to 360∘ ), though it may
extend beyond this range for certain curves.

3.2 Calculate Key Points

For specific values of θ , calculate the corresponding values of r . This can include values such as θ = 0, π/2, π , and 3π/2, and any other
values that help capture the essential features of the curve.

Plot the points corresponding to these values on polar paper (or on Cartesian coordinates after converting r and θ ).

3.3 Identify Symmetry

Many polar curves exhibit symmetry. For example:

Symmetry about the polar axis (the x-axis): If f (θ) = f (−θ), the curve is symmetric about the polar axis.
π
Symmetry about the line θ = 2
​(the y -axis): If f (θ) = f (π − θ), the curve is symmetric about the y -axis.
Symmetry about the origin: If f (θ) = −f (θ + π), the curve is symmetric about the origin.

3.4 Sketch the Curve

Using the calculated points and symmetry, sketch the curve by connecting the plotted points smoothly, taking care to represent the
overall shape.

4. Types of Polar Curves

Here are some common types of polar curves and their equations:

4.1 Circles

A circle with radius a centered at the origin is given by:

r=a

The curve is a circle of radius a with all points at a constant distance from the origin.

A circle with center at (a, 0) (on the polar axis) is given by:

r = 2a cos(θ)

This represents a circle that intersects the polar axis at r = 0 when θ = ±π/2, with the maximum value of r occurring at θ = 0.

4.2 Limacons

A limacon is a family of curves that can have a loop or a dimple. The general form of a limacon is:
r = a + b cos(θ) or r = a + b sin(θ)

If ∣a∣ > ∣b∣, the curve is a dimpled limacon.

If ∣a∣ = ∣b∣, the curve is a cardioid.
If ∣a∣ < ∣b∣, the curve has a loop.

4.3 Spirals

Archimedean spiral: The equation for an Archimedean spiral is:

r = a + bθ

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 As θ increases, the distance r increases linearly, producing a spiral that moves outward from the origin.

Logarithmic spiral: The equation for a logarithmic spiral is:

r = aebθ

The distance from the origin increases exponentially with respect to the angle θ , forming a spiral with a constant angle to the radial
lines.

4.4 Rose Curves

A rose curve is given by:

r = a cos(kθ) or r = a sin(kθ)
where k is an integer.

If k is even, the rose curve has 2k petals.

If k is odd, the rose curve has k petals.

5. Example: Sketching a Polar Curve

Consider the polar equation:

r = 2 + 2 cos(θ)

1. Step 1: Identify the Range of θ

The range of θ is typically from 0 to 2π , as we are interested in a full rotation around the origin.

2. Step 2: Calculate Key Points

For θ = 0, r = 2 + 2 cos(0) = 4.
For θ = π/2, r = 2 + 2 cos(π/2) = 2.
For θ = π , r = 2 + 2 cos(π) = 0.
For θ = 3π/2, r = 2 + 2 cos(3π/2) = 2.
For θ = 2π , r = 2 + 2 cos(2π) = 4.
3. Step 3: Sketch the Curve Using these points and the fact that the curve is symmetric about the polar axis, you can sketch the curve,
which in this case is a limacon with a dimple.

6. Conclusion

Understanding polar curves and their properties is essential for graphing and analyzing functions that are difficult to represent in Cartesian
coordinates. By using the polar coordinate system, we can easily express and sketch curves such as circles, spirals, and limacons, which are
naturally suited to this coordinate system. Converting between Cartesian and polar coordinates allows for flexibility in choosing the most
appropriate representation for a given problem.

Lecture 20: Multiple Integrals

1. Introduction to Multiple Integrals

In multivariable calculus, multiple integrals are extensions of the concept of a single integral to higher dimensions. They are used to calculate
quantities like area, volume, and mass for functions of more than one variable.

We primarily deal with double integrals and triple integrals, which correspond to integration over two-dimensional and three-dimensional
regions, respectively.

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Multiple integrals can be used to compute quantities like:

Area of a region in the plane (via double integrals).

Volume of a solid region in space (via triple integrals).

Mass of a lamina (via double integrals).

Moment of inertia, center of mass, etc.

2. Double Integrals

A double integral is an extension of a single integral to functions of two variables, typically denoted as f (x, y).

2.1 Definition of Double Integral

The double integral of a function f (x, y) over a region R in the xy -plane is written as:

m n
∬ f (x, y) dA = lim ∑ ∑ f (xi , yj )ΔAij
​ ​ ​ ​ ​ ​ ​

m,n→∞
R
​

i=1 j=1

Where:

R is the region in the xy -plane over which we are integrating.

ΔAij represents a small area element in the region R.
​

xi , yj are sample points in the region R.

​ ​

The double integral can also be expressed as an iterated integral:

∬ f (x, y) dA = ∫ (∫ f (x, y) dy ) dx
b d(x)
​ ​ ​

R a c(x)

Where a ≤ x ≤ b is the range of the x-coordinates, and c(x) ≤ y ≤ d(x) gives the bounds for y depending on x. The limits of integration
depend on the specific region R.

2.2 Properties of Double Integrals

Linearity:

∬ (c ⋅ f (x, y)) dA = c ⋅ ∬ f (x, y) dA

​ ​

R R

for any constant c.

Additivity: If a region R can be split into two subregions R1 and R2 , then:​ ​

∬ f (x, y) dA = ∬
​ ​ f (x, y) dA + ∬ ​ f (x, y) dA
R R1 ​ R2 ​

Reversibility of Order of Integration: If the region R is described by simple bounds, the order of integration can be reversed. That is, if:

R = {(x, y) : a ≤ x ≤ b, c(x) ≤ y ≤ d(x)}

then the double integral can also be written as:

(∫ f (x, y) dx) dy
d b
∬ f (x, y) dA = ∫
​ ​ ​

R c a

2.3 Applications of Double Integrals

1. Area of a Region: The area of a region R in the xy -plane can be found using a double integral by integrating f (x, y) = 1:

Area(R) = ∬ 1 dA ​

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 2. Volume Under a Surface: The volume under the surface z = f (x, y) over a region R is given by:

V = ∬ f (x, y) dA ​

3. Mass of a Lamina: If a lamina has a density function ρ(x, y), the mass of the lamina over a region R is:

M = ∬ ρ(x, y) dA ​

3. Triple Integrals

A triple integral extends the concept of double integrals to functions of three variables. It is used to integrate over three-dimensional
regions.

3.1 Definition of Triple Integral

The triple integral of a function f (x, y, z) over a solid region E in three-dimensional space is written as:

m n p
∭ f (x, y, z) dV = lim ∑ ∑ ∑ f (xi , yj , zk )ΔVijk
​ ​ ​ ​ ​ ​ ​ ​ ​

m,n,p→∞
E ​

i=1 j=1 k=1

Where:

E is the solid region in three-dimensional space over which we are integrating.

ΔVijk represents a small volume element in the region E .
​

xi , yj , zk are sample points in the region E .

​ ​ ​

The triple integral can be written as an iterated integral:

(∫ (∫ f (x, y, z) dz ) dy ) dx
x2 y2 (x) z2 (x,y)
∭ f (x, y, z) dV = ∫
​ ​ ​

​ ​ ​ ​

E x1 ​ y1 (x)
​ z1 (x,y)
​

3.2 Properties of Triple Integrals

Linearity:

∭ (c ⋅ f (x, y, z)) dV = c ⋅ ∭ f (x, y, z) dV

​ ​

E E

for any constant c.

Additivity: If the region E is split into subregions E1 and E2 , then:

​ ​

∭ f (x, y, z) dV = ∭
​ ​
f (x, y, z) dV + ∭ ​
f (x, y, z) dV
E E1 ​ E2 ​

Reversibility of Order of Integration: Similar to double integrals, the order of integration in triple integrals can be reversed, given that
the region E is appropriately described by bounds.

3.3 Applications of Triple Integrals

1. Volume of a Solid: The volume of a solid region E can be calculated using a triple integral where the integrand is 1:

V = ∭ 1 dV ​

2. Mass of a Solid with Varying Density: If a solid has a density function ρ(x, y, z), the mass of the solid is:

M = ∭ ρ(x, y, z) dV ​

3. Center of Mass: The center of mass of a solid can be found using triple integrals of the mass distribution function.

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4. Properties and Theorems

Fubini’s Theorem: If the integrand is continuous and the region is a product of intervals, the multiple integral can be computed by
iterated integrals. This applies to both double and triple integrals and allows for the separation of variables.

Change of Variables: In certain cases, it is advantageous to switch to a different coordinate system, such as cylindrical or spherical
coordinates, especially for integrals involving circular or spherical symmetry.

5. Cylindrical and Spherical Coordinates

In some problems, it is easier to use coordinate transformations like cylindrical coordinates or spherical coordinates to compute multiple
integrals.

5.1 Cylindrical Coordinates

The transformation from Cartesian coordinates to cylindrical coordinates is given by:

x = r cos(θ), y = r sin(θ), z=z

and the volume element becomes:

dV = r dz dr dθ

5.2 Spherical Coordinates

The transformation from Cartesian coordinates to spherical coordinates is given by:

x = ρ sin(ϕ) cos(θ), y = ρ sin(ϕ) sin(θ), z = ρ cos(ϕ)

and the volume element becomes:

dV = ρ2 sin(ϕ) dρ dϕ dθ

6. Conclusion

Multiple integrals are a powerful tool in multivariable calculus, enabling us to compute areas, volumes, and other quantities in higher
dimensions. By extending the concept of integration to functions of two or more variables, we gain insight into more complex geometric and
physical phenomena. Understanding the properties and applications of double and triple integrals, as well as mastering the techniques for
evaluating them, is crucial for solving real-world problems in fields like physics, engineering, and economics.

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Lecture 21: Change of Order of Integration

1. Introduction

In multivariable calculus, the change of order of integration refers to the technique of

rearranging the limits of integration in a multiple integral. This is especially useful when
evaluating double and triple integrals over regions that are not easily described in their current
order of integration. By changing the order, we may simplify the problem and make the
integration process more manageable.

This lecture covers:

The concept of changing the order of integration.

The use of polar coordinates in changing the order of integration for double integrals.

Jacobian of transformations in coordinate systems change, including polar, cylindrical,

and spherical coordinates.

2. Change of Order of Integration

2.1 General Concept

Consider a double integral of the form:

∬ f (x, y) dx dy
​

Where R is the region of integration in the xy -plane. If the region R is described by two
inequalities:

a≤x≤b and g1 (x) ≤ y ≤ g2 (x)

​ ​

the integral can be written as:

∫ (∫ f (x, y) dy ) dx
b g2 (x) ​

​ ​

a g1 (x)
​

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In certain cases, it may be easier to reverse the order of integration. For this, we first need to
describe the region R in terms of y -coordinates rather than x-coordinates.

To change the order of integration, we find new bounds for x in terms of y (or vice versa). For
instance, if the region R is also bounded by the inequalities:

c≤y≤d and h1 (y) ≤ x ≤ h2 (y)

​

then we can rewrite the integral as:

(∫ f (x, y) dx) dy
d h2 (y)
∫
​

​ ​

c h1 (y) ​

This method of changing the order of integration is particularly useful when the new order of
integration simplifies the evaluation of the integral.

2.2 Example of Change of Order of Integration

Consider the double integral:

∬ (x + y) dx dy
​

Where R is the region defined by:

0≤x≤1 and 0≤y ≤2−x

The integral is expressed as:

1 2−x
∫ ​ (∫ (x + y) dy ) dx
​

0 0

To change the order of integration, we need to describe the region R in terms of y first:

The range for y is from 0 to 2.

For a fixed y , the range of x is from 0 to 2 − y .

Thus, the double integral becomes:

2 2−y
∫ ​ (∫ (x + y) dx) dy
​

0 0

This change in the order of integration may simplify the evaluation of the integral.

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3. Polar Coordinates and Change of Order of Integration

Polar coordinates are particularly useful when dealing with integrals over regions involving
circular or radial symmetry. The transformation from Cartesian coordinates (x, y) to polar
coordinates (r, θ) is given by:

x = r cos(θ), y = r sin(θ)

and the area element dA becomes:

dA = r dr dθ

3.1 Double Integral in Polar Coordinates

A double integral over a region R in the polar coordinate system can be expressed as:

∬ f (x, y) dx dy = ∬ f (r cos(θ), r sin(θ)) r dr dθ

​ ​

R R

The limits of integration must be rewritten in terms of r and θ , depending on the region. For
example:

If the region R is a disk centered at the origin with radius R, then the limits for r are from
0 to R, and the limits for θ are from 0 to 2π .

3.2 Example: Polar Coordinates for a Circular Region

Consider the double integral over a disk of radius R centered at the origin:

∬ f (x, y) dx dy
​

In polar coordinates, the integral becomes:

2π R
∫ ​ ∫ ​ f (r cos(θ), r sin(θ)) r dr dθ
0 0

This transformation simplifies the evaluation, especially when f (x, y) has circular symmetry.

4. Jacobian of Transformations

The Jacobian is a key concept when changing variables in multiple integrals, especially when
transforming between coordinate systems. It accounts for how the area (or volume) element
changes under the transformation.

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4.1 Definition of the Jacobian

The Jacobian determinant of the transformation from Cartesian coordinates (x, y) to polar
coordinates (r, θ) is:

∂x ∂x
J= det ( ∂y
∂r
∂y )
∂θ
​ ​

​ ​

∂r ∂θ
​ ​

For the transformation x = r cos(θ), y = r sin(θ), we calculate:

∂x ∂x
= cos(θ), = −r sin(θ)
∂r ∂θ
​ ​

∂y ∂y
= sin(θ), = r cos(θ)
∂r ∂θ
​ ​

Thus, the Jacobian determinant is:

J =r

The factor r appears in the integrand to account for the change in the area element.

4.2 General Change of Variables

For a general change of variables from (x1 , x2 , … , xn ) to (y1 , y2 , … , yn ), the multiple

​ ​ ​ ​ ​ ​

integral becomes:

∫ ⋯ ∫ f (x1 , x2 , … , xn ) dx1 dx2 … dxn = ∫ ⋯ ∫ f (y1 , y2 , … , yn )∣J∣ dy1 dy2 … dyn

​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​

Where ∣J∣ is the absolute value of the Jacobian determinant of the transformation.

5. Conclusion

The change of order of integration is a powerful technique that allows us to rearrange the
limits of integration to simplify the evaluation of multiple integrals. In polar coordinates, this
technique is particularly useful for circular regions. Additionally, understanding the Jacobian of
transformations is essential when changing coordinate systems, as it ensures the correct
adjustment of the area or volume element.

By mastering these techniques, we can more easily evaluate complex integrals and solve a wide
range of problems in geometry, physics, and engineering.

Lecture 22: Change of Variables in Multiple Integrals

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1. Introduction

In multivariable calculus, change of variables is an essential technique used to simplify the

evaluation of integrals, especially when the integrand or the region of integration is difficult to
work with in the original coordinate system. The change of variables involves transforming the
variables from one coordinate system to another, which can simplify the limits of integration or
the integrand itself.

This lecture covers:

The concept of changing variables in multiple integrals.

The role of the Jacobian determinant in coordinate transformations.

How to apply the change of variables to evaluate integrals efficiently.

2. Change of Variables in Multiple Integrals

2.1 General Concept

The change of variables in a multiple integral involves replacing the original variables
x1 , x2 , … , xn with new variables y1 , y2 , … , yn . This transformation often simplifies the
​ ​ ​ ​ ​ ​

integrand or the region of integration. For example, Cartesian coordinates (x, y) may be
transformed into polar coordinates (r, θ), or in more complex cases, to other coordinate
systems like cylindrical or spherical coordinates.

In general, when changing variables in an n-dimensional integral, the integrand and the
differential volume element (or area element) must be adjusted to reflect the change of
variables. The adjustment is done using the Jacobian determinant of the transformation.

2.2 Formula for Change of Variables

For a transformation from (x1 , x2 , … , xn ) to (y1 , y2 , … , yn ), the multiple integral becomes:

​ ​ ​ ​ ​ ​

∫ ⋯ ∫ f (x1 , x2 , … , xn ) dx1 dx2 … dxn = ∫ ⋯ ∫ f (y1 , y2 , … , yn ) ∣det(J)∣ dy1 dy2 … dyn

​ ​ ​ ​ ​ ​ ​ ​ ​ ​ ​

Where J is the Jacobian matrix of the transformation, and ∣det(J)∣ is the Jacobian
determinant.

2.3 Jacobian of the Transformation

The Jacobian matrix is a matrix of partial derivatives that describes how the new variables
y1 , y2 , … , yn change with respect to the original variables x1 , x2 , … , xn . For a two-variable
​ ​ ​ ​ ​ ​

transformation from (x, y) to (u, v), the Jacobian matrix is:

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 ∂u ∂u
J= ( ∂x ∂v )
∂y
​ ​

∂v ​ ​

∂x ∂y
​ ​

The determinant of the Jacobian matrix is:

∂u ∂v ∂u ∂v
∣det(J)∣ = −
∂x ∂y ∂y ∂x
​ ​ ​ ​ ​ ​

This determinant adjusts the differential area or volume element to account for the change in
the coordinate system.

2.4 Example: Polar Coordinates

Consider the transformation from Cartesian coordinates (x, y) to polar coordinates (r, θ),
where:

x = r cos(θ), y = r sin(θ)

The differential area element in Cartesian coordinates is dx dy , but in polar coordinates, it

becomes r dr dθ . The Jacobian determinant is:

∂x ∂x
cos(θ) −r sin(θ)
J= ( ∂y
∂r
∂y )
∂θ =( )
​ ​

sin(θ) r cos(θ)
​ ​ ​ ​

∂r ​

∂θ​

The determinant of this matrix is:

∣det(J)∣ = r

Thus, the change of variables from Cartesian to polar coordinates modifies the differential
element dx dy to r dr dθ , and the integral becomes:

2π R
∬ f (x, y) dx dy = ∫
​ ​ ∫ ​ f (r cos(θ), r sin(θ)) r dr dθ
R 0 0

3. Examples of Change of Variables

3.1 Example 1: Double Integral in Polar Coordinates

2 2
Consider the double integral of the function f (x, y) = e−(x +y ) over the region R which is the
disk with radius 1, centered at the origin. In Cartesian coordinates, the region R is defined by
x2 + y 2 ≤ 1. To evaluate the integral using polar coordinates:
1. Convert the integrand and limits to polar coordinates:

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 2
The function becomes f (x, y) = e−r .
The differential area element becomes r dr dθ .

The region R is described by r going from 0 to 1 and θ going from 0 to 2π .

2. The integral becomes:

2π 1
∫ ∫
2
​ ​ e−r r dr dθ
0 0

3. Evaluate the inner integral:

1
1 2 1 1
∫ [−e−r ] = (1 − e−1 )
2
e−r r dr =
2 2
​ ​ ​ ​

0 0

4. Now, integrate with respect to θ :

2π
∫ ​ dθ = 2π
0

Thus, the total integral is:

π(1 − e−1 )

3.2 Example 2: Change of Variables for Elliptical Region

Consider the transformation from Cartesian coordinates (x, y) to new variables (u, v) where:

x = u cos(θ), y = v sin(θ)

This is a common transformation used to simplify integrals over elliptical regions. The Jacobian
matrix for this transformation is:

cos(θ) 0
J =( )
sin(θ) 0
​ ​

The determinant of the Jacobian is:

∣det(J)∣ = r

The integral is simplified by applying the correct limits for the new coordinates, with u and v
replacing x and y . This technique is especially useful when the integral involves elliptical
shapes or other non-circular geometries.

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4. Conclusion

The change of variables in multiple integrals is a powerful technique for simplifying complex
integrals. By using the Jacobian determinant, we adjust the differential volume or area
element according to the transformation. This is particularly useful in problems with circular or
elliptical symmetry, or when the integrand involves complicated expressions.

Understanding how to apply these transformations effectively allows us to solve integrals that
would otherwise be difficult or impossible to evaluate directly.

Lecture 23: Introduction to the Gamma Function

1. Introduction

The Gamma function is an important mathematical function that extends the concept of
factorials to complex and real number arguments. It is widely used in various fields of
mathematics, physics, engineering, and statistics, particularly in problems related to
probability, special functions, and integrals. The Gamma function is defined as an integral, and
its properties make it a powerful tool in multivariable calculus and other areas of advanced
mathematics.

This lecture covers:

The definition of the Gamma function.

Some special integrals related to the Gamma function.

Special values of the Gamma function.

2. Definition of the Gamma Function

The Gamma function, denoted by Γ(z), is defined for complex numbers with a positive real
part. The standard definition of the Gamma function for a complex number z (where ℜ(z) >0
) is given by:
∞
Γ(z) = ∫ ​
tz−1 e−t dt
0

This definition is valid for ℜ(z) > 0, and it can be extended to other values using analytic
continuation.

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The Gamma function is closely related to the factorial function. Specifically, for a positive
integer n, the Gamma function satisfies the following relationship:

Γ(n) = (n − 1)!

Thus, the Gamma function generalizes the factorial function to non-integer and complex
values.

3. Special Integrals Involving the Gamma Function

The Gamma function arises naturally in several important integrals, particularly those involving
exponential functions and powers of variables. One of the most important integrals related to
the Gamma function is:
∞
∫ ​
tz−1 e−t dt = Γ(z)
0

This integral is valid for ℜ(z) > 0. For certain values of z , the Gamma function can simplify to
known values, which are useful in various calculations.

4. Special Values of the Gamma Function

The Gamma function has several important special values, which can be computed easily for
certain arguments. These include:

4.1 Gamma of a Positive Integer

For any positive integer n, the Gamma function is related to the factorial:

Γ(n) = (n − 1)!

For example:

Γ(1) = 1, Γ(2) = 1!, Γ(3) = 2!, Γ(4) = 3!

1
4.2 Gamma of 2 ​

One of the most important special values of the Gamma function is Γ ( 12 ). It can be evaluated
​

using the following result:

( )
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 1
Γ( ) = π
2
​ ​

This result is derived from the Gaussian integral and is one of the foundational values in the
study of special functions.

4.3 Gamma of z + 1 (Recursive Relation)

The Gamma function satisfies a recursive relation that allows for the computation of the
Gamma function at different values. The relation is:

Γ(z + 1) = zΓ(z)

This recursive property allows us to compute the Gamma function for any z if we know the
value for Γ(z).

For example:

3 1 1 1
Γ( ) = Γ( ) = π
2 2 2 2
​ ​ ​ ​ ​

4.4 Gamma of Negative Integers

For negative integers, the Gamma function has poles, meaning it is undefined at these points.
Specifically, the Gamma function has singularities at non-positive integers:

Γ(−n) is undefined for n = 0, 1, 2, 3, …

5. Some Key Properties of the Gamma Function

The Gamma function has several useful properties that make it applicable in a wide range of
mathematical contexts.

5.1 Functional Equation

One of the key properties of the Gamma function is its functional equation:

Γ(z + 1) = zΓ(z)

This property shows that the Gamma function "shifts" by a factor of z as its argument increases
by 1, making it a natural extension of the factorial function.

5.2 Reflection Formula

The reflection formula is another important property of the Gamma function. It relates the
value of the Gamma function at z and 1 − z :
π

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 π
Γ(z)Γ(1 − z) =
sin(πz)
​

This formula is particularly useful in complex analysis and has applications in various integrals
and series.

5.3 Stirling's Approximation

For large values of z , Stirling's approximation provides an asymptotic expression for the
Gamma function:

z z
Γ(z) ∼ 2πz ( )
​ ​ as z→∞
e
This approximation is often used in the analysis of large factorials and integrals involving the
Gamma function.

6. Examples of the Gamma Function

6.1 Example 1: Gamma of a Positive Integer

To compute Γ(4), we use the relationship Γ(n) = (n − 1)!:

Γ(4) = 3! = 6

6.2 Example 2: Gamma of a Fraction

To compute Γ ( 32 ), we use the recursive relation:

​

3 1 1
Γ( ) = Γ( )
2 2 2
​ ​ ​

1
Since Γ ( 2 ) ​ = π , we have:
​

3 1
Γ( ) = π
2 2
​ ​ ​

6.3 Example 3: Gamma of 12 ​

From the known value of Γ ( 12 ), we have:

​

1
Γ( ) = π
2
​ ​

This is one of the most important special values of the Gamma function.

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7. Conclusion

The Gamma function is a fundamental concept in mathematics that generalizes the factorial
function to real and complex arguments. It plays a crucial role in a variety of fields such as
probability, statistical distributions, and the solution of differential equations. Key results such
as the functional equation, reflection formula, and Stirling's approximation provide powerful
tools for working with the Gamma function in both theoretical and applied contexts.
Understanding the properties and special values of the Gamma function opens up a wide
range of applications in mathematics and physics.

Lecture 24: Introduction to the Beta Function

1. Introduction

The Beta function is another important special function in mathematics that is closely related
to the Gamma function. It has a wide range of applications in areas such as probability theory,
statistics, and combinatorics. The Beta function provides a way to evaluate integrals that
involve powers of variables, and it is particularly useful in the study of integrals of products of
powers of two variables. The Beta function is also related to the Gamma function, and
understanding it enhances our ability to evaluate complex integrals and work with
distributions.

This lecture covers:

The definition of the Beta function.

A special integral that leads to the Beta function.

Some special relations involving the Beta function.

2. Definition of the Beta Function

The Beta function, denoted by B(x, y), is defined for real numbers x > 0 and y > 0 by the
following integral:

1
B(x, y) = ∫ ​ tx−1 (1 − t)y−1 dt
0

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Where x and y are real numbers greater than zero. This integral converges when both x and y
are positive real numbers.

The Beta function is symmetric, meaning:

B(x, y) = B(y, x)

This property follows from the symmetry of the integrand, and it is one of the important
characteristics of the Beta function.

3. A Special Integral Involving the Beta Function

The Beta function arises naturally in various integrals, particularly those involving powers of t
and (1 − t). The integral definition of the Beta function is a standard form for such integrals.
We can derive it from the following:

Consider the integral of the form:

1
I=∫ ​
tx−1 (1 − t)y−1 dt
0

This is exactly the definition of B(x, y), and thus we conclude that:

I = B(x, y)

This form is particularly useful in solving integrals that involve products of powers of two
variables and has many applications in calculating probabilities in Beta and Beta-binomial
distributions, as well as in physics and combinatorics.

4. Special Relations Involving the Beta Function

The Beta function is closely related to the Gamma function, and several important relations
involve both functions. Some of the key relations are:

4.1 Relation Between the Beta and Gamma Functions

The Beta function can be expressed in terms of the Gamma function using the following
relation:

Γ(x)Γ(y)
B(x, y) =
Γ(x + y)
​

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This is a very useful result, as it allows us to compute the Beta function by using the Gamma
function, which is often easier to work with due to its properties and special values.

Proof: Using the definition of the Beta function, we can write:

1
B(x, y) = ∫ ​ tx−1 (1 − t)y−1 dt
0

Using the Beta-Gamma relationship, we have:

1
Γ(x)Γ(y)
∫ tx−1 (1 − t)y−1 dt =
Γ(x + y)
​ ​

This result is derived by applying the properties of the Gamma function and recognizing the
integral as a standard form.

4.2 Symmetry Property

The Beta function is symmetric in its two arguments. This means:

B(x, y) = B(y, x)

This follows directly from the symmetry of the integrand tx−1 (1 − t)y−1 , which remains
unchanged when x and y are swapped.

4.3 Relation with the Gamma Function at Specific Values

We can use the relation between the Beta and Gamma functions to compute specific values.
Γ(x)Γ(y)
For example, using the property B(x, y) = Γ(x+y) , we can evaluate the Beta function at
​

specific points where the Gamma function has known values.

For instance:
1
If x = 2 and
​
y = 12 , we use the fact that Γ ( 12 ) =
​ ​
π , so we get:
​

1 1 Γ ( 12 ) Γ ( 12 )
B( , )=
π
= =π
​ ​

2 2 Γ(1) 1
​ ​ ​ ​

Similarly, for x = 1 and y = 1, we have:

Γ(1)Γ(1) 1×1
B(1, 1) = = =1
Γ(2) 1
​ ​

4.4 The Gamma-Beta Reciprocity Formula

Another important property of the Beta function is the reciprocity formula, which relates the
Beta function to integrals involving the Gamma function:

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 1
B(x, y) = ∫ ​ tx−1 (1 − t)y−1 dt
0

This formula is useful in a variety of mathematical and applied contexts, especially in integral
evaluations and series expansions.

5. Examples of the Beta Function

1 1
5.1 Example 1: Computing B ( 2 , 2 ) ​ ​

We know from the Gamma function that:

1
Γ( ) = π
2
​ ​

Using the Beta-Gamma relationship:

1 1 Γ ( 12 ) Γ ( 12 )
B( , )=
π
= =π
​ ​

2 2 Γ(1) 1
​ ​ ​ ​

Thus, the value of B ( 12 , 12 ) is π .

​ ​

5.2 Example 2: Computing B(1, 2)

For x = 1 and y = 2, we can compute:

Γ(1)Γ(2) 1×1 1
B(1, 2) = = =
Γ(3) 2 2
​ ​ ​

So, the value of B(1, 2) is 12 . ​

5.3 Example 3: Computing an Integral Using the Beta Function

Consider the integral:

1
I=∫ ​
t3 (1 − t)4 dt
0

This is exactly the Beta function B(4, 5), so:

Γ(4)Γ(5) 3! × 4! 6 × 24 144 1
I = B(4, 5) = = = = =
Γ(9) 8! 40320 40320 280
​ ​ ​ ​ ​

1
Thus, I = 280
​.

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6. Conclusion

The Beta function is a powerful tool in mathematics, particularly in the evaluation of integrals
involving powers of variables. It has close relationships with the Gamma function, and these
relationships provide valuable tools for calculating integrals and solving problems in probability
theory, statistics, and combinatorics. The Beta function’s symmetry and its ability to be
expressed in terms of the Gamma function make it a versatile and essential function in
advanced calculus and mathematical analysis.

Lecture 25: Properties of Gamma and Beta Functions I

1. Introduction

The Gamma and Beta functions are fundamental special functions in mathematics, with wide-
ranging applications in calculus, analysis, and applied sciences. Understanding their properties
enhances our ability to solve complex integrals, evaluate functions, and explore their
connections to other areas of mathematics. This lecture focuses on key properties of these
functions and introduces Euler's constant as a bridge to understanding the Gamma function
more deeply.

2. Properties of the Gamma Function

The Gamma function Γ(z) is defined as:

∞
Γ(z) = ∫ ​ tz−1 e−t dt for ℜ(z) > 0
0

2.1 Recursive Property

The Gamma function satisfies the recurrence relation:

Γ(z + 1) = zΓ(z)

This property shows how the Gamma function generalizes the factorial function since Γ(n) =
(n − 1)! for positive integers n.
Example:

Γ(4) = 3Γ(3) = 3 × 2Γ(2) = 3 × 2 × 1Γ(1) = 3 × 2 × 1 = 6

2.2 Special Values

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The Gamma function has specific values for particular arguments:

Γ(1) = 1
Γ ( 12 ) =
​ π ​

2.3 Reflection Formula

The Gamma function satisfies the reflection formula, which relates Γ(z) and Γ(1 − z):

π
Γ(z)Γ(1 − z) =
sin(πz)
​

This is particularly useful in evaluating Gamma functions for arguments where direct
computation is complex.

Example:

1 3
Γ( )Γ( ) =
π π
π = = 2π
4 4 sin ( 4 ) 2
​ ​ ​ ​ ​

2
​

2.4 Euler’s Constant and the Gamma Function

Euler's constant γ , approximately 0.5772, is defined as the limiting difference between the
harmonic series and the natural logarithm:

γ = lim (∑ − ln n)
n
1
​ ​ ​

n→∞ k
k=1

It appears in the asymptotic expansion of Γ(z) and relates to the Gamma function as:

∞
e−γz z −1
Γ(z) = ∏ (1 + ) ez/n ​ ​ ​

z n=1 n

3. Properties of the Beta Function

The Beta function B(x, y) is defined as:

1
B(x, y) = ∫ ​ tx−1 (1 − t)y−1 dt for x, y > 0
0

3.1 Symmetry

The Beta function is symmetric, meaning:

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 B(x, y) = B(y, x)

Example:

B(2, 3) = B(3, 2)

3.2 Relationship with the Gamma Function

The Beta function can be expressed in terms of the Gamma function:

Γ(x)Γ(y)
B(x, y) =
Γ(x + y)
​

This is one of the most important relations, allowing the Beta function to be evaluated through
known properties of the Gamma function.

Example:

Γ(3)Γ(4) 2! ⋅ 3! 2⋅6 12 1
B(3, 4) = = = = =
Γ(7) 6! 720 720 60
​ ​ ​ ​ ​

3.3 Integral Property

The Beta function satisfies the following integral property:

∞
tx−1
∫ dt = B(x, y)
(1 + t)x+y
​ ​

This property is particularly useful in solving integrals involving rational functions and powers.

4. Examples
1 1
4.1 Example 1: Computing B ( 2 , 2 ) ​ ​

Using the Beta-Gamma relationship:

1 1 Γ ( 12 ) Γ ( 12 )
B( , )=
​ ​

2 2 Γ(1)
​ ​ ​

1
Since Γ ( 2 ) ​ = π and Γ(1) = 1, we have:
​

1 1 π⋅ π
B( , )= =π
​ ​

2 2 1
​ ​ ​

4.2 Example 2: Evaluating Γ ( 32 ) ​

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Using the recurrence relation Γ(z + 1) = zΓ(z):

3 1 1
Γ( ) = Γ( )
2 2 2
​ ​ ​

Since Γ ( 12 )​ = π , we have:
​

3 1
Γ( ) = π
2 2
​ ​ ​

4.3 Example 3: Evaluating an Integral Using the Beta Function

Consider the integral:

1
I=∫ ​ t2 (1 − t)3 dt
0

This matches the form of the Beta function B(x, y), where x = 3 and y = 4. Using the Beta-
Gamma relationship:

Γ(3)Γ(4) 2! ⋅ 3! 2⋅6 1
B(3, 4) = = = =
Γ(7) 6! 720 60
​ ​ ​ ​

1
Thus, I = 60 .
​

5. Conclusion

This lecture explored key properties of the Gamma and Beta functions, highlighting their deep
interconnection and their utility in evaluating integrals and solving mathematical problems.
The relationship between these functions, such as the Beta-Gamma relationship and the
reflection formula, is foundational in advanced mathematics. Understanding these properties
is essential for applications in calculus, probability, and beyond.

Lecture 26: Properties of Gamma and Beta Functions II

1. Introduction

Building on the first lecture on the properties of Gamma and Beta functions, we will now
explore their approximation properties, focusing on asymptotic approximations and practical
examples. These approximations are essential for applications in numerical analysis,

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probability, and physics, where exact evaluations might be infeasible. This lecture also provides
more worked-out examples to deepen understanding.

2. Approximation of the Gamma Function

The Gamma function Γ(z) is defined as:

∞
Γ(z) = ∫ ​ tz−1 e−t dt, for ℜ(z) > 0
0

For large values of z , direct computation of Γ(z) becomes difficult, and approximations such as
Stirling's approximation are used.

2.1 Stirling's Approximation

Stirling’s approximation provides an asymptotic formula for Γ(z) for large z :

1
Γ(z) ∼ 2π z z− 2 e−z ,
​
​

as z → ∞

In logarithmic form, this is written as:

1 1
ln Γ(z) ∼ (z − ) ln z − z + ln(2π)
2 2
​ ​

Example: Approximate Γ(10).

Using Stirling's approximation:

Γ(10) ∼ 2π ⋅ 109.5 ⋅ e−10

​

Breaking it into parts:

109.5 = 109 ⋅ 100.5 = 109 ⋅ 10 ≈ 109 ⋅ 3.162,

​

e−10 ≈ 4.539 × 10−5 ,

2π ≈ 2.506.
​

Thus:

Γ(10) ∼ 2.506 ⋅ 109 ⋅ 3.162 ⋅ 4.539 × 10−5 ≈ 3.6288 × 106

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Comparing to the exact value 9! = 3628800, the approximation is accurate.

2.2 Approximation for Small Values of z

For small arguments, Γ(z) can be approximated using the reflection formula:

π
Γ(z)Γ(1 − z) =
sin(πz)
​

This is useful when z is close to zero or when z is a fractional value.

Example: Approximate Γ(0.1).

Using the reflection formula:

π
Γ(0.1)Γ(0.9) =
sin(0.1π)
​

Since Γ(0.9) ≈ 1 (as Γ(z + 1) = zΓ(z)), we can estimate:

π 3.1416
Γ(0.1) ≈ ≈ ≈ 10.16
sin(0.1π) 0.309
​ ​

3. Approximation of the Beta Function

The Beta function B(x, y) is defined as:

1
B(x, y) = ∫ ​ tx−1 (1 − t)y−1 dt
0

For large values of x and y , B(x, y) can be approximated using its relationship with the
Gamma function:

Γ(x)Γ(y)
B(x, y) =
Γ(x + y)
​

Using Stirling’s approximation for Γ(x), Γ(y), and Γ(x + y), we can write:
1 1 1 1
xx− 2 y y− 2
​ ​

2π ⋅ xx− 2 y y− 2
​ ​

B(x, y) ∼ 2π ⋅ ⋅ e−(x+y−x−y) =
​

x+y− 12 1
(x + y) 2π ⋅ (x + y)x+y− 2
​ ​ ​

​ ​

Simplifying, this yields:

/ /

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 xx−1/2 y y−1/2
B(x, y) ∼
(x + y)x+y−1/2
​

4. Examples

4.1 Example 1: Approximation of Γ(15)

Using Stirling’s formula:

Γ(15) ∼ 2π ⋅ 1514.5 ⋅ e−15

​

Breaking it into parts:

1514.5 = 1514 ⋅ 15,

​

15 ≈ 3.873,
​

e−15 ≈ 3.059 × 10−7 ,

2π ≈ 2.506.
​

Thus:

Γ(15) ∼ 2.506 ⋅ 1514 ⋅ 3.873 ⋅ 3.059 × 10−7

After calculating, Γ(15) ∼ 1.307 × 1011 .

4.2 Example 2: Approximation of B(5, 3)

Using the Beta-Gamma relationship:

Γ(5)Γ(3)
B(5, 3) =
Γ(8)
​

Γ(5) = 4! = 24,
Γ(3) = 2! = 2,
Γ(8) = 7! = 5040.

Thus:

24 ⋅ 2 48 1
B(5, 3) = = =
5040 5040 105
​ ​ ​

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5. Applications of Approximations

Approximations of Gamma and Beta functions are used in:

1. Probability and Statistics:

Gamma distributions in reliability analysis.

Beta distributions in Bayesian statistics.

2. Physics:

Partition functions in statistical mechanics.

3. Numerical Computation:

Efficient computation of factorials and special integrals.

6. Conclusion

This lecture delved deeper into the properties of Gamma and Beta functions, focusing on their
approximations and applications. Stirling’s approximation is a critical tool for approximating
large factorials and Gamma values, while the Beta function's relationship to the Gamma
function simplifies complex integral evaluations. Mastery of these properties and techniques is
essential for advanced studies in calculus, numerical analysis, and applied mathematics.

Lecture 27: Dirichlet's Integral

1. Introduction

Dirichlet's integral is a classical result in analysis that involves a special triple integral. It has
applications in Fourier analysis, probability, and potential theory. The integral is often used to
evaluate certain types of improper integrals and explore the interplay between Beta and
Gamma functions.

In this lecture, we will explore the definition of Dirichlet’s integral, derive its evaluation, and
understand its connection to the Beta function.

2. Definition of Dirichlet’s Integral

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Dirichlet’s integral is a triple integral of the form:
∞ ∞ ∞
dx dy dz
I=∫ ∫ ∫
(1 + x + y + z)n
​ ​ ​ ​

0 0 0

where n > 1.

3. Simplification Using Substitution

To evaluate this integral, we use a change of variables. Let:

x y
u = x + y + z, v= , w=
x+y+z x+y+z
​ ​

Here, u represents the sum of x, y, z , and v, w parameterize the proportions of x and y in the
total.

The Jacobian of this transformation is computed as:

∂(x, y, z)
= u2
∂(u, v, w)
​ ​ ​

Hence, the volume element dx dy dz transforms as:

dx dy dz = u2 du dv dw

Additionally, u ≥ 0, v ≥ 0, w ≥ 0, and v + w ≤ 1 define the limits of integration.

4. Transformed Integral

Using the transformation, the integral becomes:

∞ 1 1−v
u2 du dv dw
I=∫ ∫ ∫
(1 + u)n
​ ​ ​ ​

0 0 0

Here:

u varies from 0 to ∞,
v varies from 0 to 1,
w varies from 0 to 1 − v .

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 1
The integration over dv and dw gives the area of the triangle in the (v, w)-plane, which is 2 . ​

Hence, the integral simplifies to:

1 ∞ u2
I= ∫ du
2 0 (1 + u)n
​ ​ ​

5. Simplification Using Beta Function

1 1−t
Let t = 1+u
​. Then u= t
​and du = − t12 dt. The limits transform as:
​

When u = 0, t = 1,
When u = ∞, t = 0.

Substituting, we have:

2
1 1 ( 1−t ) 1
I= ∫ t
⋅ (− 2 ) dt
​

2 0 n
​ ​ ​ ​

t t

Simplify the terms:

1 1 (1 − t)2
I= ∫ dt
2 0 tn+2
​ ​ ​

Expanding (1 − t)2 :

1 1 1 2t t2
I = ∫ ( n+2 − n+2 + n+2 ) dt
2 0
​ ​ ​ ​

t t t
1 1 −(n+2)
I = ∫ (t − 2t−(n+1) + t−n ) dt
2 0
​ ​

6. Connection to the Beta Function

The integral is now in the form of the Beta function:

1
B(x, y) = ∫ ​ tx−1 (1 − t)y−1 dt
0

Each term corresponds to a Beta function after suitable substitutions. For instance:

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 1
∫ ​ t−(n+2) (1 − t)2 dt = B(3, n − 1)
0

Using the relation between the Beta and Gamma functions:

Γ(x)Γ(y)
B(x, y) =
Γ(x + y)
​

Substituting back into the integral, I can be expressed in terms of Gamma functions.

7. Special Case

For n = 2, Dirichlet's integral reduces to:

∞ ∞ ∞
dx dy dz
I=∫ ∫ ∫
(1 + x + y + z)2
​ ​ ​ ​

0 0 0

After simplifying, this evaluates to:

1
I=
6
​

8. Conclusion

Dirichlet's integral exemplifies the power of transformations and special functions in evaluating
complex integrals. Its connection to the Beta and Gamma functions highlights the elegance of
mathematical analysis and its utility in solving real-world problems. Mastery of such integrals
equips students to tackle advanced topics in calculus, analysis, and applied mathematics.

Lecture 28: Applications of Multiple Integrals

1. Introduction

Multiple integrals have a wide range of applications in physics, engineering, and other
sciences. In this lecture, we focus on two important applications: determining the center of
gravity and mass of a system. These calculations are essential in mechanics, where
distributions of mass or density are described over a region.

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2. Center of Gravity

The center of gravity (centroid) of a region is the point where the mass of the region is evenly
distributed. For a two-dimensional region R, the coordinates of the centroid (x
ˉ, yˉ) are given ​

by:

1 1
ˉ=
x ∫ ∫ x dA,
​ ​ yˉ = ​ ∫ ∫ y dA
​ ​

A R A R

where:

A is the area of the region:

A = ∫ ∫ dA ​

x and y are the coordinates of the points in R.

For a three-dimensional region, the centroid (x

ˉ, yˉ, zˉ) is given by: ​

1 1 1
ˉ=
x ∭ x dV ,
​ ​ yˉ =
​ ∭ y dV ,
​ ​ zˉ = ∭ z dV
​ ​

V V V V V V

where V is the volume of the region.

2.1 Example: Centroid of a Triangle

Find the centroid of a triangular region with vertices at (0, 0), (a, 0), and (0, b).

Area A of the triangle:

1
A= ⋅a⋅b
2
​

The bounds for integration are:

x
0 ≤ x ≤ a, 0 ≤ y ≤ b ⋅ (1 − ​)
a
The x-coordinate of the centroid is:

1 a b(1−x/a)
ˉ= ∫ ∫
x ​ x dy dx ​ ​

A 0 0

Compute the inner integral:

( / )

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 b(1−x/a)
x
∫ ​ x dy = x ⋅ b ⋅ (1 − ​)
0 a

Compute the outer integral:

a
1 x
ˉ = 1 ∫ [x ⋅ b ⋅ (1 − )] dx
x ​ ​ ​

2
ab 0 a

Simplifying:

2 a
x2
ˉ=
x ⋅ b ⋅ ∫ (x − ) dx ​ ​ ​

ab 0 a

Evaluate:
a
2 x2 x3 2 a2 a2 2 a2
ˉ= [ − ] = ( − )= ⋅
a
x =
a 2 3a 0 a 2 3 a 6 3
​ ​ ​ ​ ​ ​ ​ ​ ​ ​

ˉ is calculated as 3b .
Similarly, y ​

Thus, the centroid of the triangle is:

ˉ, yˉ) = ( , )
a b
(x
3 3
​ ​ ​

3. Mass of a Region

The mass M of a region with a given density function ρ(x, y) in two dimensions is given by:

M = ∫ ∫ ρ(x, y) dA ​

For three dimensions, the mass is:

M = ∭ ρ(x, y, z) dV ​

3.1 Center of Mass

For a variable density function, the center of mass (x

ˉ, yˉ, zˉ) is calculated as: ​

1 1 1
ˉ=
x ∭ xρ(x, y, z) dV ,
​ ​ yˉ = ​ ∭ yρ(x, y, z) dV ,
​ ​ zˉ = ∭ zρ(x, y, z) dV
​ ​

M V M V M V

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3.2 Example: Mass of a Semicircular Plate

Consider a semicircular plate of radius R with uniform density ρ.

In polar coordinates, the region is defined by:

0 ≤ r ≤ R, 0≤θ≤π
The mass M is:

π R
M =∫ ​ ∫ ​ ρ r dr dθ
0 0

Compute the inner integral:

R
R
r2 R2
∫ ρ r dr = ρ [ ] = ρ
2 0 2
​ ​ ​ ​

Compute the outer integral:

π
R2 R2 ρπR2
M =∫ ρ dθ = ρ ⋅π =
2 2 2
​ ​ ​ ​

Thus, the mass of the semicircular plate is:

ρπR2
M=
2
​

4. Applications

1. Physics: Determining the center of gravity of irregular objects, such as beams and plates.

2. Engineering: Calculating the mass and distribution of forces in structures.

3. Astronomy: Locating the center of mass of celestial bodies for orbit calculations.

5. Conclusion

This lecture demonstrated how multiple integrals are used to calculate the mass and center of
gravity for different regions. These methods provide a foundation for solving real-world
problems in mechanics and engineering, bridging theoretical mathematics with practical
applications.

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Lecture 29: Vector Differentiation

1. Introduction

In multivariable calculus, we often encounter vector-valued functions, which map scalar inputs
to vector outputs. Understanding how to differentiate such functions is essential for analyzing
motion, optimizing multivariable functions, and solving problems in physics and engineering.

In this lecture, we cover the following topics:

Definition of vector-valued functions

Limits and continuity of vector-valued functions

Differentiation of vector-valued functions

2. Vector-Valued Functions

A vector-valued function is a function that takes a scalar variable (usually t) and returns a
vector. For example, a vector-valued function in three dimensions is written as:

r(t) = ⟨x(t), y(t), z(t)⟩ = x(t)i + y(t)j + z(t)k

where:

x(t), y(t), z(t) are scalar functions of t,

i, j, k are unit vectors along the x-, y -, and z -axes.

3. Limits of Vector-Valued Functions

The limit of a vector-valued function r(t) as t → t0 is defined component-wise:

​

lim r(t) = lim ⟨x(t), y(t), z(t)⟩ = ⟨ lim x(t), lim y(t), lim z(t)⟩
​ ​ ​ ​ ​

t→t0 ​ t→t0 ​ t→t0 ​ t→t0 ​ t→t0 ​

If the limits of x(t), y(t), and z(t) exist, then the limit of r(t) also exists.

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4. Continuity of Vector-Valued Functions

A vector-valued function r(t) is continuous at t = t0 if:

​

lim r(t) = r(t0 )

​ ​

t→t0 ​

This means:

Each component x(t), y(t), z(t) must be continuous at t = t0 .

​

5. Differentiation of Vector-Valued Functions

The derivative of a vector-valued function r(t) is defined as:

r(t + Δt) − r(t)

r′ (t) = lim
Δt
​ ​

Δt→0

In component form:

r′ (t) = ⟨x′ (t), y ′ (t), z ′ (t)⟩

Each component is differentiated independently.

6. Properties of Vector Differentiation

1. Linearity:

d
​(ar(t) + bu(t)) = ar′ (t) + bu′ (t)
dt
where a and b are scalars.

2. Product Rule (Dot Product):

d
(r(t) ⋅ u(t)) = r′ (t) ⋅ u(t) + r(t) ⋅ u′ (t)
​

dt
3. Product Rule (Cross Product):

d
(r(t) × u(t)) = r′ (t) × u(t) + r(t) × u′ (t)
​

dt
4. Chain Rule:

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 d
​
r(g(t)) = r′ (g(t)) ⋅ g ′ (t)
dt

7. Example Problems

Example 1: Differentiating a Vector-Valued Function

Let r(t) = ⟨t2 , sin t, et ⟩. Find r′ (t).

d 2 d d
r′ (t) = ⟨ ​
(t ), (sin t), (et )⟩ = ⟨2t, cos t, et ⟩
​ ​

dt dt dt

Example 2: Derivative of a Dot Product

Let r(t) = ⟨t, t2 , t3 ⟩ and u(t) = ⟨sin t, cos t, t⟩. Find d

dt
​
(r(t) ⋅ u(t)).
First, compute the dot product:

r(t) ⋅ u(t) = t sin t + t2 cos t + t4

Differentiate:

d d
(r(t) ⋅ u(t)) =
​ (t sin t + t2 cos t + t4 )
​

dt dt
= sin t + t cos t + 2t cos t − t2 sin t + 4t3

Simplify:

d
(r(t) ⋅ u(t)) = sin t + t cos t + 2t cos t − t2 sin t + 4t3
​

dt

8. Applications of Vector Differentiation

1. Physics:

Velocity and acceleration vectors in mechanics.

Angular velocity in rotational motion.

2. Engineering:

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 Motion analysis of particles and rigid bodies.

Stress and strain analysis in materials.

3. Computer Graphics:

Animating motion paths for objects in 3D space.

9. Conclusion

Vector differentiation extends the concepts of single-variable calculus to functions that produce
vectors as outputs. By applying the rules of differentiation to each component independently,
we gain powerful tools for analyzing motion, forces, and changes in multi-dimensional
systems.

Lecture 30: Gradient of a Vector Field and Directional Derivative

1. Introduction

The gradient of a scalar field and the concept of the directional derivative are fundamental in
understanding how a function changes in space. These tools are widely used in optimization,
fluid dynamics, and physics to describe rates of change and directions of influence.

This lecture covers:

The gradient of a scalar field

The directional derivative

Maximum and minimum rates of change

Direction of the rate of change

2. Gradient of a Scalar Field

Given a scalar field f (x, y, z), the gradient of f , denoted as ∇f or grad f , is a vector field
defined as:

∂f ∂f ∂f ∂f ∂f ∂f
∇f = ⟨ , , ⟩= i+ j+ k
∂x ∂y ∂z ∂x ∂y ∂z
​ ​ ​ ​ ​ ​

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 ∇f points in the direction of the steepest ascent of f .
The magnitude ∣∇f ∣ represents the maximum rate of change of f .

Properties of the Gradient:

1. The gradient is perpendicular to the level surface f (x, y, z) = c at any point on the
surface.

2. The direction of ∇f indicates where f increases most rapidly.

3. Directional Derivative

The directional derivative of f in the direction of a unit vector u = ⟨u1 , u2 , u3 ⟩ is defined as:
​ ​ ​

∂f ∂f ∂f
Du f = ∇f ⋅ u = u1 + u2 + u3
∂x ∂y ∂z
​ ​ ​ ​ ​ ​

Du f measures the rate of change of f in the direction of u.

​

The directional derivative depends on the gradient ∇f and the angle θ between ∇f and u
:

Du f = ∣∇f ∣∣u∣ cos θ = ∣∇f ∣ cos θ

​

4. Maximum and Minimum Rates of Change

1. Maximum Rate of Change:

The maximum rate of change of f occurs in the direction of the gradient ∇f .

The value is ∣∇f ∣.

2. Minimum Rate of Change:

The minimum rate of change of f occurs in the direction opposite to ∇f (i.e., −∇f ).

The value is −∣∇f ∣.

3. Zero Rate of Change:

The rate of change is zero in directions perpendicular to ∇f . These directions lie in the
tangent plane of the level surface f (x, y, z) = c.

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5. Examples

Example 1: Finding the Gradient

Let f (x, y, z) = x2 + y 2 + z 2 . Find ∇f .

∂ 2 ∂ 2 ∂ 2
∇f = ⟨ (x + y 2 + z 2 ), (x + y 2 + z 2 ), (x + y 2 + z 2 )⟩
∂x ∂y ∂z
​ ​ ​

∇f = ⟨2x, 2y, 2z⟩

Example 2: Directional Derivative

Let f (x, y) = x2 y + y 3 and find the directional derivative at (1, 2) in the direction of u =
⟨3, 4⟩.
1. Normalize u:

3 4
∣u∣ = 32 + 42 = 5, u=⟨ , ⟩
5 5
​ ​ ​

2. Compute ∇f :

∂f ∂f
= 2xy, = x2 + 3y 2
∂x ∂y
​ ​

∇f = ⟨2xy, x2 + 3y 2 ⟩

At (1, 2):

∇f = ⟨2(1)(2), (1)2 + 3(2)2 ⟩ = ⟨4, 13⟩

3. Compute Du f : ​

3 4
Du f = ∇f ⋅ u = ⟨4, 13⟩ ⋅ ⟨ , ⟩
5 5
​ ​ ​

1 1 64
Du f = (4 ⋅ 3 + 13 ⋅ 4) = (12 + 52) =
5 5 5
​ ​ ​ ​

Thus, the directional derivative is 64

5
. ​

6. Applications

1. Physics:

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 Gradient fields in electromagnetism (e.g., electric potential).

Maximum and minimum rates of heat transfer.

2. Optimization:

Identifying directions of ascent and descent in multivariable optimization problems.

3. Engineering:

Analyzing stress and strain in materials using directional rates of change.

7. Conclusion

The gradient and directional derivative provide powerful tools for understanding the behavior
of scalar fields. The gradient reveals the direction and magnitude of the steepest ascent, while
the directional derivative generalizes the concept of rate of change to arbitrary directions.
These concepts are foundational for advanced applications in mathematics, physics, and
engineering.

Lecture 31: Normal Potential and Vector Field

1. Introduction

Understanding the relationship between scalar fields, vector fields, and potential functions is
crucial in multivariable calculus. This lecture focuses on:

The concept of a normal vector to a surface

The gradient of a scalar field and its role in determining the unit normal vector

Potential functions for vector fields and how they relate to conservative fields

2. Gradient of a Scalar Field

The gradient of a scalar field f (x, y, z) is a vector field given by:

∂f ∂f ∂f
∇f = ⟨ , , ⟩
∂x ∂y ∂z
​ ​ ​

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Properties:

1. The gradient ∇f points in the direction of the steepest ascent of f .

2. It is perpendicular to the level surface f (x, y, z) = c at any point on the surface.

3. Unit Normal to a Surface

For a scalar field f (x, y, z), the surface defined by f (x, y, z)

= c has a normal vector given by
∇f . The unit normal vector n is obtained by normalizing ∇f :
∇f
n=
∣∇f ∣
​

2 2 2
Here, ∣∇f ∣ = ( ∂f
∂x
​) + ( ∂f
∂y
) + ( ∂f
​

∂z
). ​ ​

Example: Find the unit normal vector to the surface f (x, y, z) = x2 + y 2 + z 2 − 1 at the
point (1, 0, 0).

1. Compute ∇f :

∇f = ⟨2x, 2y, 2z⟩

2. At (1, 0, 0):

∇f = ⟨2(1), 2(0), 2(0)⟩ = ⟨2, 0, 0⟩

3. Normalize:

⟨2, 0, 0⟩
∣∇f ∣ = 22 + 02 + 02 = 2, n= = ⟨1, 0, 0⟩
2
​ ​

Thus, the unit normal vector is ⟨1, 0, 0⟩.

4. Potential Functions for Vector Fields

A vector field F = ⟨P (x, y, z), Q(x, y, z), R(x, y, z)⟩ is said to have a potential function
ϕ(x, y, z) if:

F = ∇ϕ

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In this case:

ϕ is called the potential function.

F is a conservative vector field.

Condition for Existence of Potential Function:

A necessary and sufficient condition for F to have a potential function is that F is irrotational,
meaning:

∇×F=0

5. Examples

Example 1: Checking for a Potential Function

Let F = ⟨y, x, 0⟩. Determine if F has a potential function.

1. Compute ∇ × F:

i j k
∂ ∂ ∂
∇×F= ​

∂x
​
​

∂y
​
​

∂z
​
​ ​

y x 0
∂0 ∂x ∂0 ∂y ∂x ∂y
∇ × F = i( − ) − j( − ) + k( − )
∂y ∂z ∂x ∂z ∂y ∂x
​ ​ ​ ​ ​ ​

∇ × F = i(0 − 0) − j(0 − 0) + k(1 − 1) = 0

Since ∇ × F = 0, F is conservative and has a potential function.

2. Find ϕ such that ∇ϕ = F:
∂ϕ ∂ϕ ∂ϕ
= y, = x, =0
∂x ∂y ∂z
​ ​ ​

∂ϕ
Integrate ∂x ​ = y:

ϕ = xy + g(y, z)

Differentiate with respect to y :

∂ϕ ∂g
=x+
∂y ∂y
​ ​

Equating to x:
∂

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 ∂g
= 0 ⟹ g = h(z)
∂y
​

∂ϕ
Thus, ϕ(x, y, z) = xy + h(z). From ∂z
​
= 0, h′ (z) = 0, so h(z) is a constant.
Final potential function:

ϕ(x, y, z) = xy

Example 2: Finding a Unit Normal Vector

Find the unit normal vector to the surface f (x, y) = x2 + y 2 − 4 at (2, 0).
1. Compute ∇f :

∇f = ⟨2x, 2y⟩
2. At (2, 0):

∇f = ⟨4, 0⟩
3. Normalize:

⟨4, 0⟩
∣∇f ∣ = 42 + 02 = 4, n= = ⟨1, 0⟩
4
​ ​

The unit normal vector is ⟨1, 0⟩.

6. Applications

1. Physics:

Potential energy fields, such as gravitational and electrostatic fields.

Surface normals in fluid dynamics.

2. Engineering:

Determining forces acting perpendicular to surfaces.

3. Optimization:

Gradients in multivariable optimization problems.

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7. Conclusion

This lecture introduced the gradient as a tool to compute normal vectors and explored
potential functions for vector fields. These concepts are essential in analyzing scalar and vector
fields and solving problems in physics, engineering, and optimization.

Lecture 32: Gradient, Divergence, and Curl

1. Introduction

Gradient, divergence, and curl are fundamental operations in vector calculus, each describing
different properties of scalar and vector fields. This lecture explores their definitions, key
identities, and examples to build a deeper understanding of their roles and relationships.

2. Gradient of a Scalar Field

The gradient of a scalar field f (x, y, z) is:

∂f ∂f ∂f
∇f = ⟨ , , ⟩
∂x ∂y ∂z
​ ​ ​

Key Properties:

1. Directional Derivative: The rate of change of f in the direction of a unit vector u is ∇f ⋅ u.

2. Perpendicularity: ∇f is perpendicular to the level surface f (x, y, z) = c.

Identity for Gradients:

∇(f + g) = ∇f + ∇g

∇(cf ) = c∇f , for constant c

∇(f g) = g∇f + f ∇g

3. Divergence of a Vector Field

The divergence of a vector field F = ⟨P , Q, R⟩ is defined as:

∂P ∂Q ∂R

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 ∂P ∂Q ∂R
∇⋅F= + +
∂x ∂y ∂z
​ ​

Physical Interpretation:

Measures the "outflow" or "inflow" of a vector field at a point.

If ∇ ⋅ F > 0, the field is diverging (source).

If ∇ ⋅ F < 0, the field is converging (sink).

Identity for Divergence:

1. Linearity:

∇ ⋅ (F + G) = ∇ ⋅ F + ∇ ⋅ G
2. Product Rule:

∇ ⋅ (f F) = (∇f ) ⋅ F + f (∇ ⋅ F)

4. Curl of a Vector Field

The curl of a vector field F = ⟨P , Q, R⟩ is defined as:

i j k
∂ ∂ ∂
∇×F= ​

∂x
​
​

∂y
​
​

∂z
​
​ ​

P Q R
∂R ∂Q ∂R ∂P ∂Q ∂P
∇×F=( − )i − ( − )j + ( − )k
∂y ∂z ∂x ∂z ∂x ∂y
​ ​ ​ ​ ​ ​

Physical Interpretation:

Measures the tendency of a vector field to "rotate" around a point.

If ∇ × F = 0, the field is irrotational.

Identity for Curl:

1. Linearity:

∇ × (F + G) = ∇ × F + ∇ × G
2. Product Rule:

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 ∇ × (f F) = (∇f ) × F + f (∇ × F)

5. Special Compositions

1. Divergence of a Gradient:

∇ ⋅ (∇f ) = Δf

Where Δf is the Laplacian of f , given by:

∂2f ∂2f ∂2f

Δf = + 2 + 2
∂x2 ∂y ∂z
​ ​ ​

2. Curl of a Gradient:

∇ × (∇f ) = 0

3. Divergence of a Curl:

∇ ⋅ (∇ × F) = 0

4. Curl of a Curl:

∇ × (∇ × F) = ∇(∇ ⋅ F) − ΔF

Where ΔF is the vector Laplacian:

∂ 2 F1 ∂ 2 F1 ∂ 2 F1
ΔF = ⟨ + + , …⟩
​ ​ ​

∂x2 ∂y 2 ∂z 2
​ ​ ​

6. Examples

Example 1: Gradient of a Scalar Field

Let f (x, y, z) = x2 + y 2 + z 2 . Find ∇f .

∂ 2 ∂ 2 ∂ 2
∇f = ⟨ (x + y 2 + z 2 ), (x + y 2 + z 2 ), (x + y 2 + z 2 )⟩
∂x ∂y ∂z
​ ​ ​

∇f = ⟨2x, 2y, 2z⟩

Example 2: Divergence of a Vector Field

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Let F = ⟨xy, yz, zx⟩. Find ∇ ⋅ F.

∂(xy) ∂(yz) ∂(zx)

∇⋅F= + +
∂x ∂y ∂z
​ ​ ​

∇⋅F=y+z+x

Example 3: Curl of a Vector Field

Let F = ⟨y, z, x⟩. Find ∇ × F.

i j k
∂ ∂ ∂
∇×F= ​

∂x
​
​

∂y
​
​

∂z
​
​ ​

y z x
∂x ∂z ∂x ∂y ∂z ∂y
∇ × F = i( − ) − j( − ) + k( − )
∂y ∂z ∂x ∂z ∂x ∂y
​ ​ ​ ​ ​ ​

∇ × F = i(0 − 1) − j(1 − 0) + k(0 − 1) = ⟨−1, −1, −1⟩

7. Applications

1. Physics:

Gradient: Gravitational and electrostatic potentials.

Divergence: Flux in fluid dynamics and electromagnetism.

Curl: Rotational motion and magnetic fields.

2. Engineering:

Analyzing stresses and strains in materials.

Describing flow in fluid mechanics.

8. Conclusion

Gradient, divergence, and curl capture essential behaviors of scalar and vector fields. The
identities and compositions provide a foundation for solving complex problems in physics,
engineering, and applied mathematics.

Lecture 33: Some Identities on Divergence and Curl

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1. Introduction

This lecture focuses on essential identities involving divergence and curl operations in vector
calculus. These identities play a significant role in simplifying expressions and solving problems
in physics and engineering, such as fluid mechanics, electromagnetism, and vector field theory.

2. Divergence and Curl Recap

1. Divergence: Measures the "outflow" of a vector field F.

∂P ∂Q ∂R
∇⋅F= + + , F = ⟨P , Q, R⟩
∂x ∂y ∂z
​ ​ ​

2. Curl: Measures the "rotation" or "circulation" of a vector field F.

i j k
∂ ∂ ∂
∇×F= ​

∂x
​
​

∂y
​
​

∂z
​
​ ​

P Q R

3. Important Identities

3.1. Divergence of a Gradient

∇ ⋅ (∇f ) = Δf

Where Δf is the Laplacian of the scalar field f (x, y, z):

∂2f ∂2f ∂2f

Δf = + +
∂x2 ∂y 2 ∂z 2
​ ​ ​

3.2. Curl of a Gradient

∇ × (∇f ) = 0

This identity states that the gradient of any scalar field is irrotational.

3.3. Divergence of a Curl

∇ ⋅ (∇ × F) = 0

This identity indicates that the divergence of any curl field is always zero.

3.4. Curl of a Curl

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 ∇ × (∇ × F) = ∇(∇ ⋅ F) − ΔF

Where ΔF is the vector Laplacian:

ΔF = ⟨ΔF1 , ΔF2 , ΔF3 ⟩

​ ​ ​

3.5. Vector Identity for Product Rule

For a scalar field f and a vector field F:

∇ ⋅ (f F) = (∇f ) ⋅ F + f (∇ ⋅ F)

∇ × (f F) = (∇f ) × F + f (∇ × F)

3.6. Scalar Triple Product

For three scalar functions f , g, h:

∇ ⋅ (f ∇g × ∇h) = f (∇g ⋅ ∇h)

3.7. Laplacian in Terms of Gradients

Δ(F ⋅ G) = F ⋅ ΔG + G ⋅ ΔF + 2∇ ⋅ (∇F ⋅ G)

4. Applications of Identities

1. Physics:

Electromagnetic fields: The Maxwell equations are expressed in terms of divergence

and curl.

Fluid flow: Irrotational and incompressible flows rely on these identities.

2. Mathematical Analysis:

Simplifying vector field operations.

Analyzing stability and symmetries in dynamic systems.

5. Examples

Example 1: Divergence of a Curl

Let F = ⟨x2 , y 2 , z 2 ⟩. Verify that ∇ ⋅ (∇ × F) = 0.

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 1. Compute ∇ × F:

i j k
∂ ∂ ∂
∇×F= ​

∂x
​
​

∂y
​
​

∂z
​
​ ​ =0
2 2 2
x y z

2. Compute ∇ ⋅ (∇ × F):

∇ ⋅ (∇ × F) = ∇ ⋅ 0 = 0

Example 2: Curl of a Gradient

Let f (x, y, z) = x2 + y 2 + z 2 . Verify that ∇ × (∇f ) = 0.

1. Compute ∇f :

∇f = ⟨2x, 2y, 2z⟩

2. Compute ∇ × (∇f ):

i j k
∂ ∂ ∂
∇ × (∇f ) = ​

∂x
​
​

∂y
​
​

∂z
​
​ ​ =0
2x 2y 2z

6. Conclusion

The identities of divergence and curl reveal intrinsic properties of vector fields and serve as
powerful tools in vector calculus. Mastering these relationships simplifies solving complex
problems in mathematics, physics, and engineering.

Lecture 34: Line Integrals

1. Introduction

Line integrals extend the concept of integration to scalar and vector fields over a curve. These
integrals are fundamental in physics and engineering for analyzing work, energy, and flow
along a path in a field.

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2. Line Integral of a Scalar Function

Definition

Let C be a smooth curve in R3 , parametrized by r(t) = ⟨x(t), y(t), z(t)⟩, t ∈ [a, b]. The line
integral of a scalar function f (x, y, z) with respect to arc length is:

b
∫ f ds = ∫ f (x(t), y(t), z(t))∥r′ (t)∥ dt
​ ​

C a

2
) + ( dy ) + ( dz
2 2
where ∥r′ (t)∥ = ( dx
dt
​

dt dt
) is the arc length element.
​ ​ ​

Geometric Interpretation

The line integral of a scalar function computes the "accumulation" of f along the curve C ,
weighted by arc length.

3. Line Integral of a Vector Function

Definition

For a vector field F = ⟨P , Q, R⟩, the line integral along C is:

b
∫ F ⋅ dr = ∫ F(r(t)) ⋅ r′ (t) dt
​ ​

C a

where F(r(t)) = ⟨P (x(t), y(t), z(t)), Q(x(t), y(t), z(t)), R(x(t), y(t), z(t))⟩.
Physical Interpretation

The line integral of a vector function measures:

1. Work done: The work done by a force field F along the curve C .

2. Flux: Flow of the field along the direction of the curve.

Simpler Forms

If C lies in R2 and F = ⟨P , Q⟩, then:

b
∫ F ⋅ dr = ∫ [P (x(t), y(t)) + Q(x(t), y(t)) ] dt
dx dy
​ ​ ​ ​

C a dt dt

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4. Special Cases of Line Integrals

1. With Respect to x, y, z :
b
With respect to x: ∫C ​ P dx = ∫a P (x(t), y(t), z(t)) dx
​

dt
dt ​

Similarly for y and z .

2. With Respect to Arc Length: For a scalar function f , the integral becomes:

b
∫ f ds = ∫ f (x(t), y(t), z(t))∥r′ (t)∥ dt
​ ​

C a

5. Properties of Line Integrals

1. Additivity: If C = C1 ∪ C2 , then:
​ ​

∫ F ⋅ dr = ∫ ​ F ⋅ dr + ∫ ​ F ⋅ dr
C C1 ​ C2 ​

2. Reversal of Curve: If −C is the curve C traversed in the opposite direction:

∫ ​ F ⋅ dr = − ∫ F ⋅ dr ​

−C C

3. Scalar Multiplication: For a scalar k :

∫ kF ⋅ dr = k ∫ F ⋅ dr
​ ​

C C

6. Examples

Example 1: Scalar Function

Evaluate ∫C ​ f ds, where f (x, y) = x + y and C is the line segment from (0, 0) to (1, 1).
1. Parametrize C :

r(t) = ⟨t, t⟩, t ∈ [0, 1]

2. Compute ∥r′ (t)∥:

2 2
( ) +( ) =
′ dx dy
∥r (t)∥ = ​ ​ ​ 12 + 12 =​ 2 ​

dt dt

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 3. Evaluate the integral:
1 1
∫ f ds = ∫ (t + t) 2 dt = 2∫
1
​ ​ ​ ​ ​ 2t dt = 2 [t 2 ]0 =
​ ​ 2 ​

C 0 0

Example 2: Vector Function

Evaluate ∫C ​ F ⋅ dr, where F = ⟨y, x⟩ and C is the upper semicircle of radius 1, centered at the
origin.

1. Parametrize C :

r(t) = ⟨cos t, sin t⟩, t ∈ [0, π]

2. Compute r′ (t):

r′ (t) = ⟨− sin t, cos t⟩

3. Substitute into the integral:
π
∫ F ⋅ dr = ∫ ⟨sin t, cos t⟩ ⋅ ⟨− sin t, cos t⟩ dt
​ ​

C 0
Simplify:

π π π
sin 2t
∫ (− sin t + cos t) dt = ∫ 2 2
cos 2t dt = [ ] =0
2
​ ​ ​ ​

0 0 0

7. Applications of Line Integrals

1. Physics:

Work done by a force field along a path.

Electric and magnetic flux in electromagnetism.

2. Engineering:

Heat transfer along a wire.

Flow rate of fluids along a curve.

3. Mathematics:

Understanding circulation and potential theory.

8. Conclusion

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Line integrals provide a powerful framework to compute quantities like work and flux over
curves in scalar and vector fields. Mastery of parametrization and interpretation is essential for
applications in various scientific domains.

Lecture 35: Applications of Line Integrals

1. Introduction

Line integrals have broad applications, particularly in physics and engineering. One of their
primary uses is in calculating work done by a force along a path. In this lecture, we explore the
applications of line integrals, with special attention to work done by a force and work in the
case of conservative vector fields.

2. Work Done by a Force Field

The work done by a force field F along a path C from point A to point B is given by the line
integral:

W = ∫ F ⋅ dr​

where:

F = ⟨P (x, y, z), Q(x, y, z), R(x, y, z)⟩ is the vector field representing the force.
dr = ⟨dx, dy, dz⟩ is the differential vector element along the curve C .
The path C is parametrized by r(t) = ⟨x(t), y(t), z(t)⟩, t ∈ [a, b].

Geometric Interpretation

The work done by the force field is the dot product of the force vector F and the infinitesimal
displacement vector dr, integrated along the curve C .

3. Work Done in the Case of Conservative Vector Fields

Definition of Conservative Vector Field

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A vector field F is said to be conservative if there exists a scalar potential function ϕ(x, y, z)
such that:

F = ∇ϕ

In other words, the force vector field is the gradient of a scalar function.

Key Properties of Conservative Fields

1. Path Independence: In a conservative field, the work done between two points is
independent of the path taken between those points.

2. Zero Curl: A conservative vector field has zero curl:

∇×F=0
3. Work Done Over a Closed Curve: In a conservative field, the work done over any closed
curve C is zero:

∮ F ⋅ dr = 0
​

C
This is a direct consequence of the fact that the curl of a conservative vector field is zero.

Work Done in Conservative Fields

For a conservative vector field F

= ∇ϕ, the line integral simplifies significantly. The work done
in moving from point A to point B is given by:

W = ∫ F ⋅ dr = ϕ(A) − ϕ(B)
​

This result shows that the work done depends only on the values of the potential function ϕ at
the endpoints of the path, not on the path itself.

4. Examples

Example 1: Work Done by a Force Field

Let F = ⟨2x, 3y, 4z⟩ be a force field, and we want to calculate the work done by this force
along the straight line from (1, 1, 1) to (2, 2, 2).

1. Parametrize the Path: The straight line path from (1, 1, 1) to (2, 2, 2) can be parametrized
as:

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 r(t) = ⟨1 + t, 1 + t, 1 + t⟩, t ∈ [0, 1]

with r′ (t) = ⟨1, 1, 1⟩.

2. Substitute into the Line Integral: The work is given by:

1
W = ∫ ⟨2(1 + t), 3(1 + t), 4(1 + t)⟩ ⋅ ⟨1, 1, 1⟩ dt
​

Simplifying:

1 1
W = ∫ (2(1 + t) + 3(1 + t) + 4(1 + t)) dt = ∫
​ ​ 9(1 + t) dt
0 0

Compute the integral:

1 1
t2 1
W = 9 ∫ (1 + t) dt = 9 [t + ] = 9 (1 + ) = 13.5
2 0 2
​ ​ ​ ​

Example 2: Work Done in a Conservative Field

Let F = ∇ϕ, where ϕ(x, y, z) = x2 + y 2 + z 2 . Calculate the work done by F in moving from
A(1, 1, 1) to B(2, 2, 2).
1. Work Done in a Conservative Field: The work done is given by:

W = ϕ(A) − ϕ(B)

where:

ϕ(1, 1, 1) = 12 + 12 + 12 = 3, ϕ(2, 2, 2) = 22 + 22 + 22 = 12
2. Result: The work done is:

W = 3 − 12 = −9

5. Applications of Line Integrals in Physics and Engineering

1. Work and Energy:

The concept of work done by a force field is crucial in mechanics, electromagnetism,

and thermodynamics. Line integrals are used to calculate the work done by forces
such as gravitational, electromagnetic, and fluid flow forces.

2. Electromagnetic Field:

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 The work done by an electromagnetic force on a charged particle is computed using
line integrals. This is expressed by the Lorentz force law, which involves the vector field
representing the electromagnetic force.

3. Fluid Flow:

The flux of a fluid through a curve can be calculated using line integrals. The flow of a
fluid along a path is represented by a vector field, and line integrals give the total flow
through the path.

4. Conservation of Energy:

In conservative fields, the total mechanical energy (kinetic + potential) is conserved.

Work is related to changes in potential energy, which can be computed using line
integrals.

6. Conclusion

Line integrals are powerful tools for calculating work, flux, and other physical quantities in
vector fields. In the case of conservative fields, line integrals simplify significantly, making it
easy to calculate the work done based only on the potential function at the endpoints of a path.
Understanding these applications is crucial for various fields in physics and engineering.

Lecture 36: Green's Theorem

1. Introduction to Green's Theorem

Green's Theorem is one of the fundamental results in vector calculus that provides a
relationship between a line integral around a simple closed curve and a double integral over
the region enclosed by the curve. This theorem plays a significant role in the study of fluid flow,
electromagnetism, and various other fields.

2. Statement of Green's Theorem

Green’s Theorem relates a line integral around a simple closed curve C in a plane to a double
integral over the region D enclosed by C . It states:

( )
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 ∂Q ∂P
∮ (P (x, y) dx + Q(x, y) dy ) = ∬ ( − ) dA
∂x ∂y
​ ​ ​ ​

C D

where:

P (x, y) and Q(x, y) are continuously differentiable functions of x and y in the region D,
∂Q ∂P
∂x
​ − ∂y
​is the curl of the vector field F = ⟨P (x, y), Q(x, y)⟩,
∮C represents the line integral around the boundary curve C ,
​

∬D represents the double integral over the region D.

​

3. Interpretation and Geometric Meaning

(P (x, y) dx + Q(x, y) dy ) represents the circulation of

Line Integral: The line integral ∮C ​

the vector field F = ⟨P (x, y), Q(x, y)⟩ around the closed curve C .

Double Integral: The double integral ∬D ( ∂x ) dA represents the total curl of the
∂Q ∂P
​ − ∂y
​

vector field over the region D , i.e., the net rotation of the vector field over the region
enclosed by C .

Thus, Green’s Theorem essentially converts a line integral into a double integral, which can be
easier to compute in some situations, and vice versa.

4. Relation between Line Integral and Double Integral in 2-D

Green's Theorem provides a way to convert a line integral around a simple closed curve C into
a double integral over the enclosed region D . This is particularly useful for evaluating integrals
in cases where the direct computation of the line integral is difficult, but the double integral is
easier to solve.

Line Integral: ∮C ​
(P (x, y) dx + Q(x, y) dy )
Double Integral: ∬D ( ∂x ) dA
∂Q ∂P
​ ​ − ∂y
​

This relationship between the line integral and the double integral is a cornerstone of vector
calculus and can be used to solve various types of problems, such as fluid flow, electromagnetic
fields, and circulation in a region.

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5. Applications of Green's Theorem

Green’s Theorem has numerous applications, especially in physics and engineering. Some of its
key applications include:

Circulation and Flux: It provides a way to compute the circulation and flux of vector fields,
such as electromagnetic fields or fluid flow.

Conservation Laws: In fluid dynamics, Green’s Theorem helps in deriving conservation

equations, such as the conservation of mass and energy.

Area of a Region: By setting P (x, y)

= 0 and Q(x, y) = x or Q(x, y) = y , Green’s
Theorem can be used to compute the area of a simple region D .

Work in a Plane: It can also be used to calculate work done by a force field in two-
dimensional space, especially when dealing with complex regions.

6. Examples of Green's Theorem

Example 1: Work Done by a Force Field

Suppose F = ⟨−y, x⟩ is a vector field, and we want to calculate the work done by this force
along a circle of radius R centered at the origin, i.e., C is the circle x2 + y 2 = R2 .

1. Apply Green’s Theorem: Using Green’s Theorem, we can convert the line integral into a
double integral:

∂ ∂
∮ (−y dx + x dy) = ∬ ( (x) − (−y)) dA
∂x ∂y
​ ​ ​ ​

C D

Simplifying:

= ∬ (1 + 1) dA = 2 ∬ 1 dA = 2Area(D)
​ ​

D D

Since D is the region inside the circle, the area of D is πR2 . Thus:

Work = 2πR2

Example 2: Area of a Region

To compute the area of a region D using Green’s Theorem, choose P (x, y) = 0 and
Q(x, y) = x:

( )
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 ∂ ∂
∮ (0 ⋅ dx + x ⋅ dy) = ∬ ( (x) − (0)) dA
∂x ∂y
​ ​ ​ ​

C D

This simplifies to:

∮ x dy = ∬ 1 dA = Area(D)
​ ​

C D

Thus, Green’s Theorem directly gives the area of region D .

Example 3: Computing a Line Integral Using Green's Theorem

Given F = ⟨y 2 , x2 ⟩, compute the line integral ∮C y 2 dx + x2 dy around the square C with ​

vertices at (0, 0), (1, 0), (1, 1), (0, 1).

1. Set Up the Double Integral:

∂ 2 ∂ 2
∮ (y 2 dx + x2 dy) = ∬ ( (x ) − (y )) dA
∂x ∂y
​ ​ ​ ​

C D

Simplifying:

= ∬ (2x − 2y) dA
​

2. Evaluate the Double Integral: For the square D with bounds 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1:
1 1
∬ (2x − 2y) dA = ∫
​ ​ ∫ (2x − 2y) dy dx
​

D 0 0

First, integrate with respect to y :

1 1
∫ dx = ∫ (2x − 1) dx
1
​ [2xy − y 2 ]0 ​ ​

0 0

Now, integrate with respect to x:

1
∫ (2x − 1) dx = [x2 − x]0 = (1 − 1) − (0 − 0) = 0
1
​ ​

7. Conclusion

Green’s Theorem is a powerful tool in vector calculus that relates a line integral around a simple
closed curve to a double integral over the region it encloses. It has numerous applications,
particularly in the fields of physics and engineering, including the computation of work, flux,

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and area, as well as simplifying the calculation of integrals in certain scenarios. By converting
between line and double integrals, Green's Theorem provides a versatile method for solving
complex problems.

Lecture 37: Surface Area

1. Introduction to Surface Area

Surface area is a measure of the "total area" that a surface occupies in three-dimensional
space. In multivariable calculus, we study surface area using parametric representations of
surfaces, which allow us to compute the area by integrating over a region in the parametric
domain.

Surface area can be applied in various fields such as physics, engineering, and computer
graphics, where we need to understand the geometry and measure of physical surfaces.

2. Parametric Representation of a Surface

A surface in three-dimensional space can be described parametrically by a vector-valued

function. Let r(u, v) represent a surface, where u and v are parameters that vary over a region
D in the uv -plane:

r(u, v) = ⟨x(u, v), y(u, v), z(u, v)⟩

This function maps the points in the parameter space to points on the surface. The variables u
and v control the position on the surface, and the vector r(u, v) gives the coordinates of each
point on the surface.

u and v typically range over a region D in the parameter plane, which is a two-dimensional
domain that describes the surface.

The surface is smooth if the partial derivatives of r(u, v) with respect to u and v exist and
are continuous.

3. Tangent Plane and Normal Vector to the Surface

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The tangent plane at a point P = (x0 , y0 , z0 ) on the surface can be determined using the first-
​ ​ ​

order partial derivatives of the parametric representation of the surface. These partial
derivatives are the tangent vectors of the surface at the point:

The tangent vectors at (u0 , v0 ) are given by:

​ ​

∂r ∂r
ru = and rv =
∂u ∂v
​ ​ ​ ​

where ru and rv represent the rates of change of the position vector in the u- and v -
​ ​

directions, respectively.

The normal vector N to the surface at a point is given by the cross product of the tangent
vectors:

N = ru × rv ​ ​

This vector is perpendicular to the surface at the given point.

The equation of the tangent plane at the point r(u0 , v0 ) ​ ​ = ⟨x0 , y0 , z0 ⟩ is given by:
​ ​ ​

N ⋅ (r − r 0 ) = 0 ​

where r0 ​ = r(u0 , v0 ) is a fixed point on the surface, and N is the normal vector.
​ ​

4. Surface Area Formula

The surface area A of a parametric surface r(u, v) over a region D in the uv -plane is given by
the following double integral:

A = ∬ ∥ru × rv ∥ du dv ​ ​ ​

Where:

ru × rv is the cross product of the tangent vectors, representing a vector perpendicular to

​ ​

the surface.

∥ru × rv ∥ is the magnitude of the normal vector, which gives the area of the parallelogram
​ ​

spanned by the tangent vectors at each point.

The integral sums up these areas over the entire surface.

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This formula calculates the area by considering how much surface area each infinitesimal
region du dv contributes, based on the magnitude of the cross product of the tangent vectors.

5. Surface Area with Respect to the Normal Vector

^ to the surface. If r(u, v)
We can also express surface area in terms of the unit normal vector N
is a smooth surface, then the unit normal vector is given by:

^ = ru × rv
N
​ ​

∥r u × r v ∥
​

​ ​

The surface area can then be written as:

A = ∬ ∥ru × rv ∥ du dv
​ ​ ​

This expression allows us to compute the area in terms of the normal vector, which gives an
orientation for the surface.

6. Example: Surface Area of a Sphere

Consider the parametric representation of a sphere of radius R centered at the origin. The
parametric equations for the sphere are:

r(u, v) = ⟨R sin u cos v, R sin u sin v, R cos u⟩

where u ranges from 0 to π and v ranges from 0 to 2π .

1. Compute the partial derivatives:

ru = ⟨R cos u cos v, R cos u sin v, −R sin u⟩

​

rv = ⟨−R sin u sin v, R sin u cos v, 0⟩

​

2. Find the cross product ru ​ × rv :​

ru × rv = ⟨R2 sin2 u cos v, R2 sin2 u sin v, R2 sin u⟩

​ ​

3. Magnitude of the cross product:

∥ru × rv ∥ = R2 sin u
​ ​

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 4. Surface area integral:

A = ∬ R2 sin u du dv ​

The limits for u and v are 0 ≤ u ≤ π and 0 ≤ v ≤ 2π , so we can now compute the double
integral:

2π π
A=∫ ​ ∫ ​ R2 sin u du dv
0 0

The integral is straightforward:

2π π
A = R (∫ 2
​ dv ) (∫ ​ sin u du)
0 0

A = R2 (2π)(2) = 4πR2

Thus, the surface area of the sphere is 4πR2 , which is the known formula for the surface area
of a sphere.

7. Example: Surface Area of a Paraboloid

Consider the surface z = x2 + y 2 for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1.

1. Parametric representation:

r(x, y) = ⟨x, y, x2 + y 2 ⟩
2. Compute the partial derivatives:

rx = ⟨1, 0, 2x⟩ ,
​ ry = ⟨0, 1, 2y ⟩
​

3. Cross product rx ​ × ry :
​

rx × ry = ⟨−2x, −2y, 1⟩
​ ​

4. Magnitude of the cross product:

∥r x × r y ∥ =
​ ​ 4x2 + 4y 2 + 1 ​

5. Surface area integral:

1 1
A=∫ ​ ∫ ​ 4x2 + 4y 2 + 1 dx dy ​

0 0

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This double integral may be computed numerically for the exact surface area.

8. Conclusion

The surface area of a parametric surface is computed using the formula:

A = ∬ ∥ru × rv ∥ du dv
​ ​ ​

By understanding the parametric representation of surfaces, computing the tangent plane and
normal vectors, and using these tools, we can calculate surface areas of various surfaces, such
as spheres, paraboloids, and more. The approach can be applied to more complex surfaces,
making surface area a crucial concept in geometry and physics.

Lecture 38: Surface Integrals

1. Introduction to Surface Integrals

Surface integrals extend the concept of a line integral to surfaces in three-dimensional space.
While line integrals are used to calculate quantities along curves, surface integrals are used to
compute quantities distributed over a surface.

Surface integrals are fundamental in physics, particularly in the computation of flux, where we
integrate a vector field over a surface. The surface integral provides a way to integrate scalar or
vector fields over a surface in three-dimensional space.

2. Definition of Surface Integral

A surface integral can be defined for two types of integrands:

1. Surface Integral of a Scalar Field (integration of a scalar function over a surface)

2. Surface Integral of a Vector Field (integration of a vector field over a surface)

(a) Surface Integral of a Scalar Field

Given a scalar function f (x, y, z) defined over a surface S , the surface integral of f over S is
defined as:

∬
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 ∬ f (x, y, z) dS
​

Where:

dS is the differential element of surface area on S .

The surface integral sums the values of f (x, y, z) over the surface area.

The differential element dS is given by:

dS = ∥N∥ du dv

Where:

N is the normal vector to the surface at each point.

du dv represents the area element in the parameter space.

(b) Surface Integral of a Vector Field

For a vector field F(x, y, z) = ⟨P (x, y, z), Q(x, y, z), R(x, y, z)⟩, the surface integral of F
over S is defined as:

∬ F ⋅ dS ​

Where:

dS is the vector surface element, given by:

dS = N dS

Here, N is the unit normal vector to the surface S , and dS is the magnitude of the differential
surface area.

The integral is computed as:

∬ F ⋅ N dS ​

This surface integral computes the flux of the vector field F across the surface S .

3. Evaluation of Surface Integrals

To evaluate surface integrals, we follow these steps:

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 1. Parametrize the Surface: Express the surface S in terms of two parameters u and v , with
the parametric equations:

r(u, v) = ⟨x(u, v), y(u, v), z(u, v)⟩

The parameters u and v vary over a region D in the uv -plane.

2. Compute the Surface Element: The differential area element dS is given by:

∂r ∂r
dS = × du dv
∂u ∂v
​ ​ ​ ​

∂r ∂r
Here, ∂u and ∂v are the tangent vectors to the surface.
​ ​

3. Set up the Surface Integral:

For the scalar field f (x, y, z), the surface integral is:

∂r ∂r
∬ f (x, y, z) dS = ∬ f (r(u, v)) × du dv
∂u ∂v
​ ​ ​ ​ ​ ​

S D

For the vector field F(x, y, z) = ⟨P , Q, R⟩, the surface integral is:

∂r ∂r
∬ F ⋅ dS = ∬ F(r(u, v)) ⋅ ( × ) du dv
∂u ∂v
​ ​ ​ ​

S D

4. Compute the Integral: Finally, perform the integration over the parameter region D to
compute the surface integral.

4. Examples of Surface Integrals

(a) Example 1: Surface Integral of a Scalar Field

Consider the surface S to be the portion of the plane z= x + y that lies within the square
0 ≤ x ≤ 1, 0 ≤ y ≤ 1. Let the scalar function be f (x, y, z) = x2 + y 2 .
1. Parametrize the surface: The parametric equation for the plane is:

r(x, y) = ⟨x, y, x + y⟩
2. Compute the partial derivatives:

∂r ∂r
= ⟨1, 0, 1⟩, = ⟨0, 1, 1⟩
∂x ∂y
​ ​

3. Find the cross product:

∂ ∂

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 ∂r ∂r
× = ⟨−1, −1, 1⟩
∂x ∂y
​ ​

4. Magnitude of the cross product:

∂r ∂r
× = 3
∂x ∂y
​ ​ ​ ​ ​

5. Set up the surface integral:

∬ (x2 + y 2 ) dS = ∬ (x2 + y 2 ) 3 dx dy
​ ​

S D

6. Evaluate the integral:

1 1 1 1
∫ ​ ∫ (x + y ) 3 dx dy =
​
2 2
​ 3 (∫​ ​ x dx + ∫
2
y 2 dy )
0 0 0 0

1 1 2 3
= 3( + ) =
​

3 3 3
​ ​ ​ ​

3
Thus, the surface integral evaluates to 2 3 .
​

(b) Example 2: Surface Integral of a Vector Field (Flux)

Consider the surface S to be the part of the plane z= x + y that lies within the square 0 ≤
x ≤ 1, 0 ≤ y ≤ 1. Let the vector field be F = ⟨x, y, z⟩.
1. Parametrize the surface:

r(x, y) = ⟨x, y, x + y⟩
2. Compute the partial derivatives:

∂r ∂r
= ⟨1, 0, 1⟩, = ⟨0, 1, 1⟩
∂x ∂y
​ ​

3. Find the cross product:

∂r ∂r
× = ⟨−1, −1, 1⟩
∂x ∂y
​ ​

4. Vector field at each point on the surface:

F(x, y, z) = ⟨x, y, x + y⟩
5. Dot product:

( )
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 ∂r ∂r
F⋅( × ) = ⟨x, y, x + y⟩ ⋅ ⟨−1, −1, 1⟩
∂x ∂y
​ ​

= −x − y + (x + y) = 0
6. Surface integral:

∬ F ⋅ dS = ∬ 0 dx dy = 0
​ ​

S D

Thus, the flux of F across the surface is zero.

5. Conclusion

Surface integrals allow us to integrate both scalar and vector fields over a surface. The surface
integral of a scalar field measures the total value of the field over the surface area, while the
surface integral of a vector field is often used to compute flux, representing how much of the
vector field passes through the surface. These integrals are essential in fields like
electromagnetism, fluid dynamics, and engineering.

Lecture 39: Gauss' Divergence Theorem

1. Introduction to Gauss' Divergence Theorem

Gauss' Divergence Theorem, also known as Gauss' Theorem, is one of the most important
theorems in vector calculus. It relates a surface integral over a closed surface to a volume
integral over the region enclosed by that surface. The theorem is crucial in physics and
engineering, particularly in the study of flux and the conservation of physical quantities such as
mass, charge, or energy.

The Divergence Theorem connects the flux of a vector field through a closed surface to the
divergence of the vector field within the volume enclosed by that surface.

2. Statement of Gauss' Divergence Theorem

Let V be a bounded region in R3 with a piecewise-smooth boundary surface S . If F is a

continuously differentiable vector field defined on V and S , then the Divergence Theorem

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states:

∬ F ⋅ dS = ∭ (∇ ⋅ F) dV
​ ​

S V

Where:

F is the vector field.

dS is the outward-pointing surface element.
∇ ⋅ F is the divergence of F, which is a scalar function.
dV is the volume element of V .

The left-hand side represents the surface integral of the vector field F over the closed surface
S , and the right-hand side represents the volume integral of the divergence of F over the
region V .

3. Intuitive Interpretation of Gauss' Divergence Theorem

The Divergence Theorem essentially states that the total flux of a vector field F out of a closed
surface is equal to the total "source strength" within the volume enclosed by the surface.

If the divergence ∇ ⋅ F is positive at a point, there is a net "outflow" (source) from that
point.

If the divergence ∇ ⋅ F is negative at a point, there is a net "inflow" (sink) at that point.

Thus, the Divergence Theorem essentially tells us that the flux out of a surface is determined by
the sum of the sources and sinks inside the volume.

4. Derivation of Gauss' Divergence Theorem (Informal)

The formal proof of the Divergence Theorem can be complex, but here’s a general idea:

1. Consider a small region: Imagine a small volume in space, where we divide the volume
into smaller infinitesimal cubes.

2. Apply the concept of divergence: For each infinitesimal cube, the net flux through its
boundary is related to the divergence at the center of the cube.

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 3. Sum the flux contributions: If we sum the flux contributions from all the small regions, we
get the total flux through the boundary of the large region, which is the surface integral.

4. Volume Integral of Divergence: The divergence ∇ ⋅ F is essentially the rate at which the
vector field is expanding at each point. By summing these rates over the entire volume, we
get the right-hand side of the equation as the total flux within the region.

5. Applications of Gauss' Divergence Theorem

The Divergence Theorem has several important applications, especially in fields such as
electromagnetism, fluid dynamics, and general vector field analysis.

(a) Flux Calculation

One of the most common applications is calculating the flux of a vector field F through a
closed surface. For instance, in electromagnetism, Gauss' Law states that the electric flux
through a closed surface is proportional to the charge enclosed by the surface. Using the
Divergence Theorem:

∬ E ⋅ dS = ∭ (∇ ⋅ E) dV
​ ​

S V

Where E is the electric field, and the divergence of E is related to the charge density by Gauss'
Law.

(b) Fluid Flow

In fluid dynamics, Gauss' Divergence Theorem can be used to calculate the total outflow or
inflow of a fluid through a closed surface. The divergence ∇ ⋅ v represents the rate of
expansion or compression of the fluid at each point. If v is the velocity vector of the fluid, then:

∬ v ⋅ dS = ∭ (∇ ⋅ v) dV
​ ​

S V

The right-hand side of the equation represents the net source or sink of fluid within the volume
V.
(c) Gravitational and Electromagnetic Fields

The Divergence Theorem also plays a role in gravitational and electromagnetic fields. For
example, the gravitational flux through a closed surface is related to the mass enclosed within
the surface, while the electric flux is related to the charge enclosed.

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6. Example of Gauss' Divergence Theorem

Example 1: Divergence of a Constant Vector Field

Let F = ⟨C, C, C⟩, where C is a constant vector, and let V be a cube with side length L.
1. Divergence of F:

The divergence of F is:

∂C ∂C ∂C
∇⋅F= + + =0
∂x ∂y ∂z
​ ​ ​

Since C is constant, its derivatives with respect to x, y , and z are zero.

2. Volume Integral:

The volume integral of the divergence is:

∭ (∇ ⋅ F) dV = ∭ 0 dV = 0
​ ​

V V

3. Surface Integral:

The surface integral is:

∬ F ⋅ dS = 0
​

Since the divergence is zero, the flux through the surface is also zero.

Thus, Gauss' Divergence Theorem holds in this example, where both the surface and volume
integrals evaluate to zero.

Example 2: Divergence of a Radial Vector Field

Consider the vector field F = ⟨ rx2 , ry2 , rz2 ⟩, where r =

​ ​ ​
x2 + y 2 + z 2 .
​

1. Divergence of F:

Using the formula for the divergence of a vector field in spherical coordinates:

∇⋅F=0 for r=
0

However, at the origin r = 0, the divergence is undefined.

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 2. Surface Integral:

If we evaluate the surface integral over a sphere of radius R centered at the origin, the flux
is:

∬ F ⋅ dS = 4πR2
​

This result shows the flux through the surface is non-zero and depends on the radius of the
sphere.

3. Volume Integral:

The volume integral of the divergence over the region inside the sphere is:

∭ (∇ ⋅ F) dV = 4π
​

This example demonstrates how the Divergence Theorem can be applied to fields with
singularities, such as the inverse-square law for gravitation or electromagnetism.

7. Conclusion

Gauss' Divergence Theorem provides a powerful tool for converting surface integrals into
volume integrals, and vice versa. It has broad applications in physics and engineering,
particularly in understanding flux and the behavior of fields. The theorem serves as a
foundational concept for understanding the relationship between the behavior of a vector field
on a surface and the behavior of the field within the volume enclosed by that surface.

Lecture 40: Stokes' Theorem

1. Introduction to Stokes' Theorem

Stokes' Theorem is one of the fundamental theorems in vector calculus, establishing a

relationship between a surface integral of the curl of a vector field over a surface and a line
integral of the vector field around the boundary curve of that surface. Named after the
mathematician George Gabriel Stokes, this theorem generalizes the fundamental theorem of
calculus to higher dimensions.

Stokes' Theorem is important in the fields of electromagnetism, fluid dynamics, and the study
of vector fields, as it provides a way to relate the circulation of a vector field around a closed

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curve to the flux of its curl through a surface bounded by that curve.

2. Statement of Stokes' Theorem

Let S be an oriented smooth surface with boundary curve C , and let F be a vector field whose
components have continuous partial derivatives on an open region containing S . Then Stokes'
Theorem states:

∮ F ⋅ dr = ∬ (∇ × F) ⋅ dS
​ ​

C S

Where:

∮C F ⋅ dr is the line integral of the vector field F around the closed curve C .
​

∬S (∇ × F) ⋅ dS is the surface integral of the curl of F over the surface S .

​

dr is the differential element along the curve C .

dS is the surface element of S , and it is directed according to the right-hand rule based on
the orientation of the curve C .

3. Geometric Interpretation of Stokes' Theorem

Stokes' Theorem essentially says that the circulation of a vector field around the boundary
curve C is equal to the flux of the curl of that field through the surface S that is bounded by C .

The curl of a vector field ∇ × F measures the rotation of the field at a point.

The line integral around the boundary curve C measures the total circulation or rotational
motion of the vector field along the curve.

The surface integral of the curl measures how much the vector field "spins" or "curls"
across the surface area enclosed by C .

The relationship tells us that the total circulation around a curve depends on the sum of the
rotational behavior (curl) of the vector field within the surface that the curve bounds.

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4. Derivation of Stokes' Theorem (Intuitive Approach)

To understand Stokes' Theorem, let’s consider the following idea:

1. Local Approximation: Consider a small region where the surface S is flat, and the curve C
is small enough that we can approximate the surface integral by a sum of infinitesimal
circulations around infinitesimal loops.

2. Relating Circulation to Curl: The circulation around a small loop is closely related to the
curl of the vector field at the center of the loop. In particular, the circulation of F around a
small loop is proportional to the integral of the curl of F over the area enclosed by the
loop.

3. Summing Over the Surface: By summing over all such small loops that together form the
boundary curve C , we obtain the line integral around C . In the limit, this gives the equality
between the surface integral of ∇ × F and the line integral of F around C .

Thus, Stokes' Theorem is a generalization of the fundamental theorem of calculus, connecting a

local property (curl) to a global property (circulation).

5. Applications of Stokes' Theorem

(a) Electromagnetism: Faraday's Law of Induction

In electromagnetism, Stokes' Theorem is used to derive Faraday's Law of Induction, which

relates the circulation of the electric field around a closed loop to the rate of change of the
magnetic flux through the loop. Using Stokes' Theorem:

d
∮ E ⋅ dr = −
​
∬ B ⋅ dS
​ ​

C dt S

Where:

E is the electric field.

B is the magnetic field.
The left-hand side is the line integral of the electric field around the curve C , and the right-
hand side is the time derivative of the magnetic flux through the surface S .

This is a cornerstone of Maxwell's equations and describes how a changing magnetic field
induces an electric field.

(b) Fluid Flow

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In fluid dynamics, Stokes' Theorem can be used to compute the circulation of a velocity field
around a curve. The circulation represents the total rotational motion of the fluid around the
curve. If the fluid is incompressible, the curl of the velocity field is related to the vorticity of the
fluid, which measures the local spinning of fluid elements.

6. Example of Stokes' Theorem

Example 1: Line Integral of a Vector Field Around a Circle

Let F = ⟨−y, x, 0⟩ be a vector field, and let C be the counterclockwise-oriented circle of radius
1 centered at the origin in the xy -plane.

1. Surface S : The surface S is the disk of radius 1 in the xy -plane.

2. Curl of F:

The curl of F is:

∇ × F = ⟨0, 0, 2⟩
3. Surface Integral:

The surface integral is:

∬ (∇ × F) ⋅ dS = ∬ 2 dA = 2 ⋅ Area of S = 2 ⋅ π ⋅ 12 = 2π
​ ​

S S

4. Line Integral:

The line integral around the curve C is:

∮ F ⋅ dr = 2π
​

Thus, both the surface and line integrals are equal, confirming Stokes' Theorem.

Example 2: Application in Fluid Flow

Consider the velocity field v = ⟨−y, x, 0⟩ representing the motion of a fluid. The curl of v
gives the vorticity of the fluid, which can be computed using Stokes' Theorem to find the total
circulation around a closed curve C surrounding a region of fluid.

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7. Conclusion

Stokes' Theorem is a powerful and fundamental result in vector calculus that links surface
integrals of the curl of a vector field to line integrals around the boundary curve of the surface.
It has wide-ranging applications in physics, particularly in electromagnetism and fluid
dynamics. By relating local circulation (curl) to global circulation, Stokes' Theorem provides
insights into the behavior of vector fields in a more intuitive manner.

Course Conclusion

This course has provided a thorough introduction to the concepts and techniques of
multivariable calculus, focusing on the behavior of vector fields and their applications. We have
explored a variety of topics, from partial derivatives and multiple integrals to advanced topics
like the Divergence Theorem, Stokes' Theorem, and the theory behind special functions like
Gamma and Beta functions.

By mastering these concepts, you now have a strong foundation to apply multivariable calculus
in real-world situations, ranging from physics to engineering and beyond.

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