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Vector

Calculus

Michael Corral

Vector Calculus

Michael Corral

Schoolcraft College

About the author:

Michael Corral is an Adjunct Faculty member of the Department of Mathematics

at Schoolcraft College. He received a B.A. in Mathematics from the University

of California at Berkeley, and received an M.A. in Mathematics and an M.S. in

Industrial & Operations Engineering from the University of Michigan.

This text was typeset in L

A

T

E

X2

ε

with the KOMA-Script bundle, using the GNU

Emacs text editor on a Fedora Linux system. The graphics were created using

MetaPost, PGF, and Gnuplot.

Copyright c 2008 Michael Corral.

Permission is granted to copy, distribute and/or modify this document under the terms

of the GNU Free Documentation License, Version 1.2 or any later version published

by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts,

and no Back-Cover Texts. A copy of the license is included in the section entitled

“GNU Free Documentation License”.

Preface

This book covers calculus in two and three variables. It is suitable for a one-semester

course, normally known as “Vector Calculus”, “Multivariable Calculus”, or simply

“Calculus III”. The prerequisites are the standard courses in single-variable calculus

(a.k.a. Calculus I and II).

I have tried to be somewhat rigorous about proving results. But while it is impor-

tant for students to see full-blown proofs - since that is how mathematics works - too

much rigor and emphasis on proofs can impede the flow of learning for the vast ma-

jority of the audience at this level. If I were to rate the level of rigor in the book on a

scale of 1 to 10, with 1 being completely informal and 10 being completely rigorous, I

would rate it as a 5.

There are 420 exercises throughout the text, which in my experience are more than

enough for a semester course in this subject. There are exercises at the end of each

section, divided into three categories: A, B and C. The A exercises are mostly of a

routine computational nature, the B exercises are slightly more involved, and the C

exercises usually require some effort or insight to solve. A crude way of describing A,

B and C would be “Easy”, “Moderate” and “Challenging”, respectively. However, many

of the B exercises are easy and not all the C exercises are difficult.

There are a few exercises that require the student to write his or her own com-

puter program to solve some numerical approximation problems (e.g. the Monte Carlo

method for approximating multiple integrals, in Section 3.4). The code samples in the

text are in the Java programming language, hopefully with enough comments so that

the reader can figure out what is being done even without knowing Java. Those exer-

cises do not mandate the use of Java, so students are free to implement the solutions

using the language of their choice. While it would have been simple to use a script-

ing language like Python, and perhaps even easier with a functional programming

language (such as Haskell or Scheme), Java was chosen due to its ubiquity, relatively

clear syntax, and easy availability for multiple platforms.

Answers and hints to most odd-numbered and some even-numbered exercises are

provided in Appendix A. Appendix B contains a proof of the right-hand rule for the

cross product, which seems to have virtually disappeared from calculus texts over

the last few decades. Appendix C contains a brief tutorial on Gnuplot for graphing

functions of two variables.

This book is released under the GNU Free Documentation License (GFDL), which

allows others to not only copy and distribute the book but also to modify it. For more

details, see the included copy of the GFDL. So that there is no ambiguity on this

iii

iv Preface

matter, anyone can make as many copies of this book as desired and distribute it

as desired, without needing my permission. The PDF version will always be freely

available to the public at no cost (go to http://www.mecmath.net). Feel free to

contact me at mcorral@schoolcraft.edu for any questions on this or any other

matter involving the book (e.g. comments, suggestions, corrections, etc). I welcome

your input.

Finally, I would like to thank my students in Math 240 for being the guinea pigs

for the initial draft of this book, and for finding the numerous errors and typos it

contained.

January 2008 MICHAEL CORRAL

Contents

Preface iii

1 Vectors in Euclidean Space 1

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.2 Vector Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.3 Dot Product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

1.4 Cross Product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

1.5 Lines and Planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

1.6 Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

1.7 Curvilinear Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

1.8 Vector-Valued Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51

1.9 Arc Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

2 Functions of Several Variables 65

2.1 Functions of Two or Three Variables . . . . . . . . . . . . . . . . . . . . . 65

2.2 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

2.3 Tangent Plane to a Surface . . . . . . . . . . . . . . . . . . . . . . . . . . 75

2.4 Directional Derivatives and the Gradient . . . . . . . . . . . . . . . . . . 78

2.5 Maxima and Minima . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

2.6 Unconstrained Optimization: Numerical Methods . . . . . . . . . . . . . 89

2.7 Constrained Optimization: Lagrange Multipliers . . . . . . . . . . . . . . 96

3 Multiple Integrals 101

3.1 Double Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

3.2 Double Integrals Over a General Region . . . . . . . . . . . . . . . . . . . 105

3.3 Triple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110

3.4 Numerical Approximation of Multiple Integrals . . . . . . . . . . . . . . 113

3.5 Change of Variables in Multiple Integrals . . . . . . . . . . . . . . . . . . 117

3.6 Application: Center of Mass . . . . . . . . . . . . . . . . . . . . . . . . . . 124

3.7 Application: Probability and Expected Value . . . . . . . . . . . . . . . . 128

4 Line and Surface Integrals 135

4.1 Line Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135

4.2 Properties of Line Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 143

4.3 Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150

v

vi Contents

4.4 Surface Integrals and the Divergence Theorem . . . . . . . . . . . . . . . 156

4.5 Stokes’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165

4.6 Gradient, Divergence, Curl and Laplacian . . . . . . . . . . . . . . . . . . 177

Bibliography 187

Appendix A: Answers and Hints to Selected Exercises 189

Appendix B: Proof of the Right-Hand Rule for the Cross Product 192

Appendix C: 3D Graphing with Gnuplot 196

GNU Free Documentation License 201

History 209

Index 210

1 Vectors in Euclidean Space

1.1 Introduction

In single-variable calculus, the functions that one encounters are functions of a vari-

able (usually x or t) that varies over some subset of the real number line (which we

denote by ). For such a function, say, y = f (x), the graph of the function f con-

sists of the points (x, y) = (x, f (x)). These points lie in the Euclidean plane, which,

in the Cartesian or rectangular coordinate system, consists of all ordered pairs of

real numbers (a, b). We use the word “Euclidean” to denote a system in which all the

usual rules of Euclidean geometry hold. We denote the Euclidean plane by

2

; the

“2” represents the number of dimensions of the plane. The Euclidean plane has two

perpendicular coordinate axes: the x-axis and the y-axis.

In vector (or multivariable) calculus, we will deal with functions of two or three vari-

ables (usually x, y or x, y, z, respectively). The graph of a function of two variables, say,

z = f (x, y), lies in Euclidean space, which in the Cartesian coordinate systemconsists

of all ordered triples of real numbers (a, b, c). Since Euclidean space is 3-dimensional,

we denote it by

3

. The graph of f consists of the points (x, y, z) = (x, y, f (x, y)). The

3-dimensional coordinate system of Euclidean space can be represented on a flat sur-

face, such as this page or a blackboard, only by giving the illusion of three dimensions,

in the manner shown in Figure 1.1.1. Euclidean space has three mutually perpendic-

ular coordinate axes (x, y and z), and three mutually perpendicular coordinate planes:

the xy-plane, yz-plane and xz-plane (see Figure 1.1.2).

x

y

z

0

P(a, b, c)

a

b

c

Figure 1.1.1

x

y

z

0

yz-plane

xy-plane

xz-plane

Figure 1.1.2

1

2 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

The coordinate system shown in Figure 1.1.1 is known as a right-handed coordi-

nate system, because it is possible, using the right hand, to point the index finger in

the positive direction of the x-axis, the middle finger in the positive direction of the

y-axis, and the thumb in the positive direction of the z-axis, as in Figure 1.1.3.

Figure 1.1.3 Right-handed coordinate system

An equivalent way of defining a right-handed system is if you can point your thumb

upwards in the positive z-axis direction while using the remaining four fingers to

rotate the x-axis towards the y-axis. Doing the same thing with the left hand is what

defines a left-handed coordinate system. Notice that switching the x- and y-axes

in a right-handed system results in a left-handed system, and that rotating either

type of system does not change its “handedness”. Throughout the book we will use a

right-handed system.

For functions of three variables, the graphs exist in 4-dimensional space (i.e.

4

),

which we can not see in our 3-dimensional space, let alone simulate in 2-dimensional

space. So we can only think of 4-dimensional space abstractly. For an entertaining

discussion of this subject, see the book by ABBOTT.

1

So far, we have discussed the position of an object in 2-dimensional or 3-dimensional

space. But what about something such as the velocity of the object, or its acceleration?

Or the gravitational force acting on the object? These phenomena all seem to involve

motion and direction in some way. This is where the idea of a vector comes in.

1

One thing you will learn is why a 4-dimensional creature would be able to reach inside an egg and

remove the yolk without cracking the shell!

1.1 Introduction 3

You have already dealt with velocity and acceleration in single-variable calculus.

For example, for motion along a straight line, if y = f (t) gives the displacement of

an object after time t, then dy/dt = f

′

(t) is the velocity of the object at time t. The

derivative f

′

(t) is just a number, which is positive if the object is moving in an agreed-

upon “positive” direction, and negative if it moves in the opposite of that direction. So

you can think of that number, which was called the velocity of the object, as having

two components: a magnitude, indicated by a nonnegative number, preceded by a

direction, indicated by a plus or minus symbol (representing motion in the positive

direction or the negative direction, respectively), i.e. f

′

(t) = ±a for some number a ≥ 0.

Then a is the magnitude of the velocity (normally called the speed of the object), and

the ± represents the direction of the velocity (though the + is usually omitted for the

positive direction).

For motion along a straight line, i.e. in a 1-dimensional space, the velocities are

also contained in that 1-dimensional space, since they are just numbers. For general

motion along a curve in 2- or 3-dimensional space, however, velocity will need to be

represented by a multidimensional object which should have both a magnitude and a

direction. A geometric object which has those features is an arrow, which in elemen-

tary geometry is called a “directed line segment”. This is the motivation for how we

will define a vector.

Definition 1.1. A (nonzero) vector is a directed line segment drawn from a point P

(called its initial point) to a point Q (called its terminal point), with P and Q being

distinct points. The vector is denoted by

−−→

PQ. Its magnitude is the length of the line

segment, denoted by

¸

¸

¸

−−→

PQ

¸

¸

¸, and its direction is the same as that of the directed line

segment. The zero vector is just a point, and it is denoted by 0.

To indicate the direction of a vector, we draw an arrow from its initial point to its

terminal point. We will often denote a vector by a single bold-faced letter (e.g. v) and

use the terms “magnitude” and “length” interchangeably. Note that our definition

could apply to systems with any number of dimensions (see Figure 1.1.4 (a)-(c)).

0

x P Q R S

−−→

PQ

−−→

RS

(a) One dimension

x

y

0

P

Q

R

S

−

−

→

P

Q

−−→

RS

v

(b) Two dimensions

x

y

z

0

P

Q

R

S

−

−

→

P

Q

−−→

R

S

v

(c) Three dimensions

Figure 1.1.4 Vectors in different dimensions

4 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

A few things need to be noted about the zero vector. Our motivation for what a

vector is included the notions of magnitude and direction. What is the magnitude of

the zero vector? We define it to be zero, i.e. 0 = 0. This agrees with the definition of

the zero vector as just a point, which has zero length. What about the direction of the

zero vector? A single point really has no well-defined direction. Notice that we were

careful to only define the direction of a nonzero vector, which is well-defined since the

initial and terminal points are distinct. Not everyone agrees on the direction of the

zero vector. Some contend that the zero vector has arbitrary direction (i.e. can take

any direction), some say that it has indeterminate direction (i.e. the direction can not

be determined), while others say that it has no direction. Our definition of the zero

vector, however, does not require it to have a direction, and we will leave it at that.

2

Now that we know what a vector is, we need a way of determining when two vectors

are equal. This leads us to the following definition.

Definition 1.2. Two nonzero vectors are equal if they have the same magnitude and

the same direction. Any vector with zero magnitude is equal to the zero vector.

By this definition, vectors with the same magnitude and direction but with different

initial points would be equal. For example, in Figure 1.1.5 the vectors u, v and w all

have the same magnitude

√

5 (by the Pythagorean Theorem). And we see that u and

w are parallel, since they lie on lines having the same slope

1

2

, and they point in the

same direction. So u = w, even though they have different initial points. We also see

that v is parallel to u but points in the opposite direction. So u v.

1

2

3

4

1 2 3 4

x

y

0

u

v

w

Figure 1.1.5

So we can see that there are an infinite number of vectors for a given magnitude

and direction, those vectors all being equal and differing only by their initial and

terminal points. Is there a single vector which we can choose to represent all those

equal vectors? The answer is yes, and is suggested by the vector w in Figure 1.1.5.

2

In the subject of linear algebra there is a more abstract way of defining a vector where the concept of

“direction” is not really used. See ANTON and RORRES.

1.1 Introduction 5

Unless otherwise indicated, when speaking of “the vector” with a given magnitude

and direction, we will mean the one whose initial point is at the origin of the

coordinate system.

Thinking of vectors as starting from the origin provides a way of dealing with vec-

tors in a standard way, since every coordinate system has an origin. But there will

be times when it is convenient to consider a different initial point for a vector (for

example, when adding vectors, which we will do in the next section).

Another advantage of using the origin as the initial point is that it provides an easy

correspondence between a vector and its terminal point.

Example 1.1. Let v be the vector in

3

whose initial point is at the origin and whose

terminal point is (3, 4, 5). Though the point (3, 4, 5) and the vector v are different ob-

jects, it is convenient to write v = (3, 4, 5). When doing this, it is understood that the

initial point of v is at the origin (0, 0, 0) and the terminal point is (3, 4, 5).

x

y

z

0

P(3, 4, 5)

(a) The point (3,4,5)

x

y

z

0

v = (3, 4, 5)

(b) The vector (3,4,5)

Figure 1.1.6 Correspondence between points and vectors

Unless otherwise stated, when we refer to vectors as v = (a, b) in

2

or v = (a, b, c)

in

3

, we mean vectors in Cartesian coordinates starting at the origin. Also, we will

write the zero vector 0 in

2

and

3

as (0, 0) and (0, 0, 0), respectively.

The point-vector correspondence provides an easy way to check if two vectors are

equal, without having to determine their magnitude and direction. Similar to seeing

if two points are the same, you are now seeing if the terminal points of vectors starting

at the origin are the same. For each vector, find the (unique!) vector it equals whose

initial point is the origin. Then compare the coordinates of the terminal points of

these “new” vectors: if those coordinates are the same, then the original vectors are

equal. To get the “new” vectors starting at the origin, you translate each vector to

start at the origin by subtracting the coordinates of the original initial point from the

original terminal point. The resulting point will be the terminal point of the “new”

vector whose initial point is the origin. Do this for each original vector then compare.

6 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Example 1.2. Consider the vectors

−−→

PQand

−−→

RS in

3

, where P = (2, 1, 5), Q = (3, 5, 7), R =

(1, −3, −2) and S = (2, 1, 0). Does

−−→

PQ =

−−→

RS ?

Solution: The vector

−−→

PQ is equal to the vector v with initial point (0, 0, 0) and terminal

point Q − P = (3, 5, 7) − (2, 1, 5) = (3 − 2, 5 − 1, 7 − 5) = (1, 4, 2).

Similarly,

−−→

RS is equal to the vector w with initial point (0, 0, 0) and terminal point

S − R = (2, 1, 0) − (1, −3, −2) = (2 − 1, 1 − (−3), 0 − (−2)) = (1, 4, 2).

So

−−→

PQ = v = (1, 4, 2) and

−−→

RS = w = (1, 4, 2).

∴

−−→

PQ =

−−→

RS

y

z

x

0

−−→

P

Q

−−→

R

S

Translate

−−→

PQ to v

Translate

−−→

RS to w

P

(2, 1, 5)

Q

(3, 5, 7)

R

(1, −3, −2)

S

(2, 1, 0)

(1, 4, 2)

v = w

Figure 1.1.7

Recall the distance formula for points in the Euclidean plane:

For points P = (x

1

, y

1

), Q = (x

2

, y

2

) in

2

, the distance d between P and Q is:

d =

(x

2

− x

1

)

2

+ (y

2

− y

1

)

2

(1.1)

By this formula, we have the following result:

For a vector

−−→

PQ in

2

with initial point P = (x

1

, y

1

) and terminal point

Q = (x

2

, y

2

), the magnitude of

−−→

PQ is:

¸

¸

¸

−−→

PQ

¸

¸

¸ =

(x

2

− x

1

)

2

+ (y

2

− y

1

)

2

(1.2)

1.1 Introduction 7

Finding the magnitude of a vector v = (a, b) in

2

is a special case of formula (1.2)

with P = (0, 0) and Q = (a, b) :

For a vector v = (a, b) in

2

, the magnitude of v is:

v =

a

2

+ b

2

(1.3)

To calculate the magnitude of vectors in

3

, we need a distance formula for points

in Euclidean space (we will postpone the proof until the next section):

Theorem 1.1. The distance d between points P = (x

1

, y

1

, z

1

) and Q = (x

2

, y

2

, z

2

) in

3

is:

d =

(x

2

− x

1

)

2

+ (y

2

− y

1

)

2

+ (z

2

− z

1

)

2

(1.4)

The proof will use the following result:

Theorem 1.2. For a vector v = (a, b, c) in

3

, the magnitude of v is:

v =

a

2

+ b

2

+ c

2

(1.5)

Proof: There are four cases to consider:

Case 1: a = b = c = 0. Then v = 0, so v = 0 =

√

0

2

+ 0

2

+ 0

2

=

√

a

2

+ b

2

+ c

2

.

Case 2: exactly two of a, b, c are 0. Without loss of generality, we assume that a =

b = 0 and c 0 (the other two possibilities are handled in a similar manner). Then

v = (0, 0, c), which is a vector of length |c| along the z-axis. So v = |c| =

√

c

2

=

√

0

2

+ 0

2

+ c

2

=

√

a

2

+ b

2

+ c

2

.

Case 3: exactly one of a, b, c is 0. Without loss of generality, we assume that a = 0,

b 0 and c 0 (the other two possibilities are handled in a similar manner). Then

v = (0, b, c), which is a vector in the yz-plane, so by the Pythagorean Theorem we have

v =

√

b

2

+ c

2

=

√

0

2

+ b

2

+ c

2

=

√

a

2

+ b

2

+ c

2

.

x

y

z

0

a

Q(a, b, c)

S

P

R

b

c

v

Figure 1.1.8

Case 4: none of a, b, c are 0. Without loss of generality, we can

assume that a, b, c are all positive (the other seven possibil-

ities are handled in a similar manner). Consider the points

P = (0, 0, 0), Q = (a, b, c), R = (a, b, 0), and S = (a, 0, 0), as shown

in Figure 1.1.8. Applying the Pythagorean Theorem to the

right triangle △PS R gives |PR|

2

= a

2

+b

2

. A second application

of the Pythagorean Theorem, this time to the right triangle

△PQR, gives v = |PQ| =

|PR|

2

+ |QR|

2

=

√

a

2

+ b

2

+ c

2

.

This proves the theorem. QED

8 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Example 1.3. Calculate the following:

(a) The magnitude of the vector

−−→

PQ in

2

with P = (−1, 2) and Q = (5, 5).

Solution: By formula (1.2),

¸

¸

¸

−−→

PQ

¸

¸

¸ =

(5 − (−1))

2

+ (5 − 2)

2

=

√

36 + 9 =

√

45 = 3

√

5.

(b) The magnitude of the vector v = (8, 3) in

2

.

Solution: By formula (1.3), v =

√

8

2

+ 3

2

=

√

73.

(c) The distance between the points P = (2, −1, 4) and Q = (4, 2, −3) in

2

.

Solution: By formula (1.4), the distance d =

(4 − 2)

2

+ (2 − (−1))

2

+ (−3 − 4)

2

=

√

4 + 9 + 49 =

√

62.

(d) The magnitude of the vector v = (5, 8, −2) in

3

.

Solution: By formula (1.5), v =

5

2

+ 8

2

+ (−2)

2

=

√

25 + 64 + 4 =

√

93.

¨

©

Exercises

A

1. Calculate the magnitudes of the following vectors:

(a) v = (2, −1) (b) v = (2, −1, 0) (c) v = (3, 2, −2) (d) v = (0, 0, 1) (e) v = (6, 4, −4)

2. For the points P = (1, −1, 1), Q = (2, −2, 2), R = (2, 0, 1), S = (3, −1, 2), does

−−→

PQ =

−−→

RS ?

3. For the points P = (0, 0, 0), Q = (1, 3, 2), R = (1, 0, 1), S = (2, 3, 4), does

−−→

PQ =

−−→

RS ?

B

4. Let v = (1, 0, 0) and w = (a, 0, 0) be vectors in

3

. Show that w = |a| v.

5. Let v = (a, b, c) and w = (3a, 3b, 3c) be vectors in

3

. Show that w = 3 v.

C

x

y

z

0

P(x

1

, y

1

, z

1

)

Q(x

2

, y

2

, z

2

)

R(x

2

, y

2

, z

1

)

S (x

1

, y

1

, 0)

T(x

2

, y

2

, 0)

U(x

2

, y

1

, 0)

Figure 1.1.9

6. Though we will see a simple proof of Theorem 1.1

in the next section, it is possible to prove it using

methods similar to those in the proof of Theorem

1.2. Prove the special case of Theorem 1.1 where

the points P = (x

1

, y

1

, z

1

) and Q = (x

2

, y

2

, z

2

) satisfy

the following conditions:

x

2

> x

1

> 0, y

2

> y

1

> 0, and z

2

> z

1

> 0.

(Hint: Think of Case 4 in the proof of Theorem

1.2, and consider Figure 1.1.9.)

1.2 Vector Algebra 9

1.2 Vector Algebra

Now that we know what vectors are, we can start to perform some of the usual al-

gebraic operations on them (e.g. addition, subtraction). Before doing that, we will

introduce the notion of a scalar.

Definition 1.3. A scalar is a quantity that can be represented by a single number.

For our purposes, scalars will always be real numbers.

3

Examples of scalar quanti-

ties are mass, electric charge, and speed (not velocity).

4

We can now define scalar

multiplication of a vector.

Definition 1.4. For a scalar k and a nonzero vector v, the scalar multiple of v by k,

denoted by kv, is the vector whose magnitude is |k| v, points in the same direction

as v if k > 0, points in the opposite direction as v if k < 0, and is the zero vector 0 if

k = 0. For the zero vector 0, we define k0 = 0 for any scalar k.

Two vectors v and w are parallel (denoted by v w) if one is a scalar multiple of

the other. You can think of scalar multiplication of a vector as stretching or shrinking

the vector, and as flipping the vector in the opposite direction if the scalar is a negative

number (see Figure 1.2.1).

v

2v 3v 0.5v

−v

−2v

Figure 1.2.1

Recall that translating a nonzero vector means that the initial point of the vector

is changed but the magnitude and direction are preserved. We are now ready to define

the sum of two vectors.

Definition 1.5. The sum of vectors v and w, denoted by v + w, is obtained by trans-

lating w so that its initial point is at the terminal point of v; the initial point of v + w

is the initial point of v, and its terminal point is the new terminal point of w.

3

The term scalar was invented by 19

th

century Irish mathematician, physicist and astronomer William

Rowan Hamilton, to convey the sense of something that could be represented by a point on a scale or

graduated ruler. The word vector comes from Latin, where it means “carrier”.

4

An alternate definition of scalars and vectors, used in physics, is that under certain types of coordinate

transformations (e.g. rotations), a quantity that is not affected is a scalar, while a quantity that is

affected (in a certain way) is a vector. See MARION for details.

10 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Intuitively, adding w to v means tacking on w to the end of v (see Figure 1.2.2).

v

w

(a) Vectors v and w

v

w

(b) Translate w to the end of v

v

w

v + w

(c) The sum v + w

Figure 1.2.2 Adding vectors v and w

Notice that our definition is valid for the zero vector (which is just a point, and

hence can be translated), and so we see that v + 0 = v = 0 + v for any vector v. In

particular, 0 + 0 = 0. Also, it is easy to see that v + (−v) = 0, as we would expect. In

general, since the scalar multiple −v = −1 v is a well-defined vector, we can define

vector subtraction as follows: v − w = v + (−w). See Figure 1.2.3.

v

w

(a) Vectors v and w

v

−w

(b) Translate −w to the end of v

v

−w

v − w

(c) The difference v − w

Figure 1.2.3 Subtracting vectors v and w

Figure 1.2.4 shows the use of “geometric proofs” of various laws of vector algebra,

that is, it uses laws from elementary geometry to prove statements about vectors. For

example, (a) shows that v + w = w + v for any vectors v, w. And (c) shows how you

can think of v − w as the vector that is tacked on to the end of w to add up to v.

v

v

w w

w+ v

v + w

(a) Add vectors

−w

w

v − w

v − w

v

(b) Subtract vectors

v

w

v + w

v − w

(c) Combined add/subtract

Figure 1.2.4 “Geometric” vector algebra

Notice that we have temporarily abandoned the practice of starting vectors at the

origin. In fact, we have not even mentioned coordinates in this section so far. Since we

will deal mostly with Cartesian coordinates in this book, the following two theorems

are useful for performing vector algebra on vectors in

2

and

3

starting at the origin.

1.2 Vector Algebra 11

Theorem 1.3. Let v = (v

1

, v

2

), w = (w

1

, w

2

) be vectors in

2

, and let k be a scalar. Then

(a) kv = (kv

1

, kv

2

)

(b) v + w = (v

1

+ w

1

, v

2

+ w

2

)

Proof: (a) Without loss of generality, we assume that v

1

, v

2

> 0 (the other possibilities

are handled in a similar manner). If k = 0 then kv = 0v = 0 = (0, 0) = (0v

1

, 0v

2

) =

(kv

1

, kv

2

), which is what we needed to show. If k 0, then (kv

1

, kv

2

) lies on a line with

slope

kv

2

kv

1

=

v

2

v

1

, which is the same as the slope of the line on which v (and hence kv) lies,

and (kv

1

, kv

2

) points in the same direction on that line as kv. Also, by formula (1.3) the

magnitude of (kv

1

, kv

2

) is

(kv

1

)

2

+ (kv

2

)

2

=

k

2

v

2

1

+ k

2

v

2

2

=

k

2

(v

2

1

+ v

2

2

) = |k|

v

2

1

+ v

2

2

=

|k| v. So kv and (kv

1

, kv

2

) have the same magnitude and direction. This proves (a).

x

y

0

w

2

v

2

w

1

v

1

v

1

+ w

1

v

2

+ w

2

w

2

w

1

v

v

w

w

v + w

Figure 1.2.5

(b) Without loss of generality, we assume that

v

1

, v

2

, w

1

, w

2

> 0 (the other possibilities are han-

dled in a similar manner). From Figure 1.2.5,

we see that when translating w to start at

the end of v, the new terminal point of w is

(v

1

+ w

1

, v

2

+ w

2

), so by the definition of v + w

this must be the terminal point of v+w. This

proves (b). QED

Theorem 1.4. Let v = (v

1

, v

2

, v

3

), w = (w

1

, w

2

, w

3

) be vectors in

3

, let k be a scalar. Then

(a) kv = (kv

1

, kv

2

, kv

3

)

(b) v + w = (v

1

+ w

1

, v

2

+ w

2

, v

3

+ w

3

)

The following theorem summarizes the basic laws of vector algebra.

Theorem 1.5. For any vectors u, v, w, and scalars k, l, we have

(a) v + w = w+ v Commutative Law

(b) u + (v + w) = (u + v) + w Associative Law

(c) v + 0 = v = 0 + v Additive Identity

(d) v + (−v) = 0 Additive Inverse

(e) k(lv) = (kl)v Associative Law

(f) k(v + w) = kv + kw Distributive Law

(g) (k + l)v = kv + lv Distributive Law

Proof: (a) We already presented a geometric proof of this in Figure 1.2.4(a).

(b) To illustrate the difference between analytic proofs and geometric proofs in vector

algebra, we will present both types here. For the analytic proof, we will use vectors

in

3

(the proof for

2

is similar).

12 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Let u = (u

1

, u

2

, u

3

), v = (v

1

, v

2

, v

3

), w = (w

1

, w

2

, w

3

) be vectors in

3

. Then

u + (v + w) = (u

1

, u

2

, u

3

) + ((v

1

, v

2

, v

3

) + (w

1

, w

2

, w

3

))

= (u

1

, u

2

, u

3

) + (v

1

+ w

1

, v

2

+ w

2

, v

3

+ w

3

) by Theorem 1.4(b)

= (u

1

+ (v

1

+ w

1

), u

2

+ (v

2

+ w

2

), u

3

+ (v

3

+ w

3

)) by Theorem 1.4(b)

= ((u

1

+ v

1

) + w

1

, (u

2

+ v

2

) + w

2

, (u

3

+ v

3

) + w

3

) by properties of real numbers

= (u

1

+ v

1

, u

2

+ v

2

, u

3

+ v

3

) + (w

1

, w

2

, w

3

) by Theorem 1.4(b)

= (u + v) + w

This completes the analytic proof of (b). Figure 1.2.6 provides the geometric proof.

u

v

w

u + v

v + w

u + (v + w) = (u + v) + w

Figure 1.2.6 Associative Law for vector addition

(c) We already discussed this on p.10.

(d) We already discussed this on p.10.

(e) We will prove this for a vector v = (v

1

, v

2

, v

3

) in

3

(the proof for

2

is similar):

k(lv) = k(lv

1

, lv

2

, lv

3

) by Theorem 1.4(a)

= (klv

1

, klv

2

, klv

3

) by Theorem 1.4(a)

= (kl)(v

1

, v

2

, v

3

) by Theorem 1.4(a)

= (kl)v

(f) and (g): Left as exercises for the reader. QED

A unit vector is a vector with magnitude 1. Notice that for any nonzero vector v,

the vector

v

v

is a unit vector which points in the same direction as v, since

1

v

> 0

and

¸

¸

¸

v

v

¸

¸

¸ =

v

v

= 1. Dividing a nonzero vector v by v is often called normalizing v.

There are specific unit vectors which we will often use, called the basis vectors:

i = (1, 0, 0), j = (0, 1, 0), and k = (0, 0, 1) in

3

; i = (1, 0) and j = (0, 1) in

2

.

These are useful for several reasons: they are mutually perpendicular, since they lie

on distinct coordinate axes; they are all unit vectors: i = j = k = 1; every vector

can be written as a unique scalar combination of the basis vectors: v = (a, b) = a i + b j

in

2

, v = (a, b, c) = a i + b j + c k in

3

. See Figure 1.2.7.

1.2 Vector Algebra 13

1

2

1 2

x

y

0

i

j

(a)

2

x

y

0

ai

bj

v = (a, b)

(b) v = a i + b j

1

2

1 2

1

2

x

y

z

0

i

j

k

(c)

3

x

y

z

0

ai

bj

ck

v = (a, b, c)

(d) v = a i + b j + c k

Figure 1.2.7 Basis vectors in different dimensions

When a vector v = (a, b, c) is written as v = a i+b j+c k, we say that v is in component

form, and that a, b, and c are the i, j, and k components, respectively, of v. We have:

v = v

1

i + v

2

j + v

3

k, k a scalar =⇒ kv = kv

1

i + kv

2

j + kv

3

k

v = v

1

i + v

2

j + v

3

k, w = w

1

i + w

2

j + w

3

k =⇒ v + w = (v

1

+ w

1

)i + (v

2

+ w

2

)j + (v

3

+ w

3

)k

v = v

1

i + v

2

j + v

3

k =⇒ v =

v

2

1

+ v

2

2

+ v

2

3

Example 1.4. Let v = (2, 1, −1) and w = (3, −4, 2) in

3

.

(a) Find v − w.

Solution: v − w = (2 − 3, 1 − (−4) − 1 − 2) = (−1, 5, −3)

(b) Find 3v + 2w.

Solution: 3v + 2w = (6, 3, −3) + (6, −8, 4) = (12, −5, 1)

(c) Write v and w in component form.

Solution: v = 2 i + j − k, w = 3 i − 4 j + 2 k

(d) Find the vector u such that u + v = w.

Solution: By Theorem 1.5, u = w−v = −(v−w) = −(−1, 5, −3) = (1, −5, 3), by part(a).

(e) Find the vector u such that u + v + w = 0.

Solution: By Theorem 1.5, u = −w− v = −(3, −4, 2) − (2, 1, −1) = (−5, 3, −1).

(f) Find the vector u such that 2u + i − 2 j = k.

Solution: 2u = −i + 2 j + k =⇒ u = −

1

2

i + j +

1

2

k

(g) Find the unit vector

v

v

.

Solution:

v

v

=

1

√

2

2

+1

2

+(−1)

2

(2, 1, −1) =

2

√

6

,

1

√

6

,

−1

√

6

**14 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE
**

We can now easily prove Theorem 1.1 from the previous section. The distance d

between two points P = (x

1

, y

1

, z

1

) and Q = (x

2

, y

2

, z

2

) in

3

is the same as the length

of the vector w − v, where the vectors v and w are defined as v = (x

1

, y

1

, z

1

) and w =

(x

2

, y

2

, z

2

) (see Figure 1.2.8). So since w− v = (x

2

− x

1

, y

2

− y

1

, z

2

− z

1

), then d = w− v =

(x

2

− x

1

)

2

+ (y

2

− y

1

)

2

+ (z

2

− z

1

)

2

by Theorem 1.2.

x

y

z

0

P(x

1

, y

1

, z

1

)

Q(x

2

, y

2

, z

2

)

v

w

w− v

Figure 1.2.8 Proof of Theorem 1.2: d = w− v

¨

©

Exercises

A

1. Let v = (−1, 5, −2) and w = (3, 1, 1).

(a) Find v − w. (b) Find v + w. (c) Find

v

v

. (d) Find

¸

¸

¸

1

2

(v − w)

¸

¸

¸.

(e) Find

¸

¸

¸

1

2

(v + w)

¸

¸

¸. (f) Find −2 v + 4 w. (g) Find v − 2 w.

(h) Find the vector u such that u + v + w = i.

(i) Find the vector u such that u + v + w = 2 j + k.

(j) Is there a scalar m such that m(v + 2 w) = k? If so, find it.

2. For the vectors v and w from Exercise 1, is v − w = v − w? If not, which

quantity is larger?

3. For the vectors v and w from Exercise 1, is v + w = v + w? If not, which

quantity is larger?

B

4. Prove Theorem 1.5(f) for

3

. 5. Prove Theorem 1.5(g) for

3

.

C

6. We know that every vector in

3

can be written as a scalar combination of the

vectors i, j, and k. Can every vector in

3

be written as a scalar combination of

just i and j, i.e. for any vector v in

3

, are there scalars m, n such that v = mi + n j?

Justify your answer.

1.3 Dot Product 15

1.3 Dot Product

You may have noticed that while we did define multiplication of a vector by a scalar in

the previous section on vector algebra, we did not define multiplication of a vector by

a vector. We will now see one type of multiplication of vectors, called the dot product.

Definition 1.6. Let v = (v

1

, v

2

, v

3

) and w = (w

1

, w

2

, w

3

) be vectors in

3

.

The dot product of v and w, denoted by v··· w, is given by:

v··· w = v

1

w

1

+ v

2

w

2

+ v

3

w

3

(1.6)

Similarly, for vectors v = (v

1

, v

2

) and w = (w

1

, w

2

) in

2

, the dot product is:

v··· w = v

1

w

1

+ v

2

w

2

(1.7)

Notice that the dot product of two vectors is a scalar, not a vector. So the associative

law that holds for multiplication of numbers and for addition of vectors (see Theorem

1.5(b),(e)), does not hold for the dot product of vectors. Why? Because for vectors u, v,

w, the dot product u··· v is a scalar, and so (u··· v) ··· w is not defined since the left side of

that dot product (the part in parentheses) is a scalar and not a vector.

For vectors v = v

1

i + v

2

j + v

3

k and w = w

1

i + w

2

j + w

3

k in component form, the dot

product is still v··· w = v

1

w

1

+ v

2

w

2

+ v

3

w

3

.

Also notice that we defined the dot product in an analytic way, i.e. by referencing

vector coordinates. There is a geometric way of defining the dot product, which we

will now develop as a consequence of the analytic definition.

Definition 1.7. The angle between two nonzero vectors with the same initial point

is the smallest angle between them.

We do not define the angle between the zero vector and any other vector. Any two

nonzero vectors with the same initial point have two angles between them: θ and

360

◦

− θ. We will always choose the smallest nonnegative angle θ between them, so

that 0

◦

≤ θ ≤ 180

◦

. See Figure 1.3.1.

θ

360

◦

− θ

(a) 0

◦

< θ < 180

◦

θ

360

◦

− θ

(b) θ = 180

◦

θ

360

◦

− θ

(c) θ = 0

◦

Figure 1.3.1 Angle between vectors

We can now take a more geometric view of the dot product by establishing a rela-

tionship between the dot product of two vectors and the angle between them.

16 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Theorem1.6. Let v, wbe nonzero vectors, and let θ be the angle between them. Then

cos θ =

v··· w

v w

(1.8)

Proof: We will prove the theorem for vectors in

3

(the proof for

2

is similar). Let

v = (v

1

, v

2

, v

3

) and w = (w

1

, w

2

, w

3

). By the Law of Cosines (see Figure 1.3.2), we have

v − w

2

= v

2

+ w

2

− 2 v w cos θ (1.9)

(note that equation (1.9) holds even for the “degenerate” cases θ = 0

◦

and 180

◦

).

θ

x

y

z

0

v

w

v − w

Figure 1.3.2

Since v − w = (v

1

− w

1

, v

2

− w

2

, v

3

− w

3

), expanding v − w

2

in equation (1.9) gives

v

2

+ w

2

− 2 v w cos θ = (v

1

− w

1

)

2

+ (v

2

− w

2

)

2

+ (v

3

− w

3

)

2

= (v

2

1

− 2v

1

w

1

+ w

2

1

) + (v

2

2

− 2v

2

w

2

+ w

2

2

) + (v

2

3

− 2v

3

w

3

+ w

2

3

)

= (v

2

1

+ v

2

2

+ v

2

3

) + (w

2

1

+ w

2

2

+ w

2

3

) − 2(v

1

w

1

+ v

2

w

2

+ v

3

w

3

)

= v

2

+ w

2

− 2(v··· w) , so

−2 v w cos θ = −2(v··· w) , so since v 0 and w 0 then

cos θ =

v··· w

v w

, since v > 0 and w > 0. QED

Example 1.5. Find the angle θ between the vectors v = (2, 1, −1) and w = (3, −4, 1).

Solution: Since v··· w = (2)(3) + (1)(−4) + (−1)(1) = 1, v =

√

6, and w =

√

26, then

cos θ =

v··· w

v w

=

1

√

6

√

26

=

1

2

√

39

≈ 0.08 =⇒ θ = 85.41

◦

Two nonzero vectors are perpendicular if the angle between them is 90

◦

. Since

cos 90

◦

= 0, we have the following important corollary to Theorem 1.6:

Corollary 1.7. Two nonzero vectors v and ware perpendicular if and only if v··· w = 0.

We will write v ⊥ w to indicate that v and w are perpendicular.

1.3 Dot Product 17

Since cos θ > 0 for 0

◦

≤ θ < 90

◦

and cos θ < 0 for 90

◦

< θ ≤ 180

◦

, we also have:

Corollary 1.8. If θ is the angle between nonzero vectors v and w, then

v··· w is

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

> 0 for 0

◦

≤ θ < 90

◦

0 for θ = 90

◦

< 0 for 90

◦

< θ ≤ 180

◦

By Corollary 1.8, the dot product can be thought of as a way of telling if the angle

between two vectors is acute, obtuse, or a right angle, depending on whether the dot

product is positive, negative, or zero, respectively. See Figure 1.3.3.

0

◦

≤ θ < 90

◦

v

w

(a) v··· w > 0

90

◦

< θ ≤ 180

◦

v

w

(b) v··· w < 0

θ = 90

◦

v

w

(c) v··· w = 0

Figure 1.3.3 Sign of the dot product & angle between vectors

Example 1.6. Are the vectors v = (−1, 5, −2) and w = (3, 1, 1) perpendicular?

Solution: Yes, v ⊥ w since v··· w = (−1)(3) + (5)(1) + (−2)(1) = 0.

The following theorem summarizes the basic properties of the dot product.

Theorem 1.9. For any vectors u, v, w, and scalar k, we have

(a) v··· w = w··· v Commutative Law

(b) (kv) ··· w = v··· (kw) = k(v··· w) Associative Law

(c) v··· 0 = 0 = 0 ··· v

(d) u··· (v + w) = u··· v + u··· w Distributive Law

(e) (u + v) ··· w = u··· w+ v··· w Distributive Law

(f) |v··· w| ≤ v w Cauchy-Schwarz Inequality

5

Proof: The proofs of parts (a)-(e) are straightforward applications of the definition of

the dot product, and are left to the reader as exercises. We will prove part (f).

(f) If either v = 0 or w = 0, then v ··· w = 0 by part (c), and so the inequality holds

trivially. So assume that v and w are nonzero vectors. Then by Theorem 1.6,

v··· w = cos θ v w , so

|v··· w| = |cos θ| v w , so

|v··· w| ≤ v w since |cos θ| ≤ 1. QED

5

Also known as the Cauchy-Schwarz-Buniakovski Inequality.

18 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Using Theorem 1.9, we see that if u ··· v = 0 and u ··· w = 0, then u ··· (kv + lw) =

k(u··· v) + l(u··· w) = k(0) + l(0) = 0 for all scalars k, l. Thus, we have the following fact:

If u ⊥ v and u ⊥ w, then u ⊥ (kv + lw) for all scalars k, l.

For vectors v and w, the collection of all scalar combinations kv + lw is called the

span of v and w. If nonzero vectors v and w are parallel, then their span is a line; if

they are not parallel, then their span is a plane. So what we showed above is that a

vector which is perpendicular to two other vectors is also perpendicular to their span.

The dot product can be used to derive properties of the magnitudes of vectors, the

most important of which is the Triangle Inequality, as given in the following theorem:

Theorem 1.10. For any vectors v, w, we have

(a) v

2

= v··· v

(b) v + w ≤ v + w Triangle Inequality

(c) v − w ≥ v − w

Proof: (a) Left as an exercise for the reader.

(b) By part (a) and Theorem 1.9, we have

v + w

2

= (v + w) ··· (v + w) = v··· v + v··· w+ w··· v + w··· w

= v

2

+ 2(v··· w) + w

2

, so since a ≤ |a| for any real number a, we have

≤ v

2

+ 2 |v··· w| + w

2

, so by Theorem 1.9(f) we have

≤ v

2

+ 2 v w + w

2

= (v + w)

2

and so

v + w ≤ v + w after taking square roots of both sides, which proves (b).

(c) Since v = w+ (v − w), then v = w+ (v − w) ≤ w + v − w by the Triangle

Inequality, so subtracting w from both sides gives v − w ≤ v − w. QED

v

w

v + w

Figure 1.3.4

The Triangle Inequality gets its name from the fact that in any tri-

angle, no one side is longer than the sum of the lengths of the other two

sides (see Figure 1.3.4). Another way of saying this is with the familiar

statement “the shortest distance between two points is a straight line.”

¨

©

Exercises

A

1. Let v = (5, 1, −2) and w = (4, −4, 3). Calculate v··· w.

2. Let v = −3 i − 2 j − k and w = 6 i + 4 j + 2 k. Calculate v··· w.

For Exercises 3-8, find the angle θ between the vectors v and w.

1.3 Dot Product 19

3. v = (5, 1, −2), w = (4, −4, 3) 4. v = (7, 2, −10), w = (2, 6, 4)

5. v = (2, 1, 4), w = (1, −2, 0) 6. v = (4, 2, −1), w = (8, 4, −2)

7. v = −i + 2 j + k, w = −3 i + 6 j + 3 k 8. v = i, w = 3 i + 2 j + 4k

9. Let v = (8, 4, 3) and w = (−2, 1, 4). Is v ⊥ w? Justify your answer.

10. Let v = (6, 0, 4) and w = (0, 2, −1). Is v ⊥ w? Justify your answer.

11. For v, w from Exercise 5, verify the Cauchy-Schwarz Inequality |v··· w| ≤ v w.

12. For v, w from Exercise 6, verify the Cauchy-Schwarz Inequality |v··· w| ≤ v w.

13. For v, w from Exercise 5, verify the Triangle Inequality v + w ≤ v + w.

14. For v, w from Exercise 6, verify the Triangle Inequality v + w ≤ v + w.

B

Note: Consider only vectors in

3

for Exercises 15-25.

15. Prove Theorem 1.9(a). 16. Prove Theorem 1.9(b).

17. Prove Theorem 1.9(c). 18. Prove Theorem 1.9(d).

19. Prove Theorem 1.9(e). 20. Prove Theorem 1.10(a).

21. Prove or give a counterexample: If u··· v = u··· w, then v = w.

C

22. Prove or give a counterexample: If v··· w = 0 for all v, then w = 0.

23. Prove or give a counterexample: If u··· v = u··· w for all u, then v = w.

24. Prove that

v − w

≤ v − w for all v, w.

L

w

v

u

Figure 1.3.5

25. For nonzero vectors v and w, the projection of v onto w

(sometimes written as pro j

w

v) is the vector u along the

same line L as w whose terminal point is obtained by drop-

ping a perpendicular line from the terminal point of v to L

(see Figure 1.3.5). Show that

u =

|v··· w|

w

.

(Hint: Consider the angle between v and w.)

26. Let α, β, and γ be the angles between a nonzero vector v in

3

and the vectors i, j,

and k, respectively. Show that cos

2

α + cos

2

β + cos

2

γ = 1.

(Note: α, β, γ are often called the direction angles of v, and cos α, cos β, cos γ are

called the direction cosines.)

20 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

1.4 Cross Product

In Section 1.3 we defined the dot product, which gave a way of multiplying two vectors.

The resulting product, however, was a scalar, not a vector. In this section we will

define a product of two vectors that does result in another vector. This product, called

the cross product, is only defined for vectors in

3

. The definition may appear strange

and lacking motivation, but we will see the geometric basis for it shortly.

Definition 1.8. Let v = (v

1

, v

2

, v

3

) and w = (w

1

, w

2

, w

3

) be vectors in

3

. The cross

product of v and w, denoted by v××× w, is the vector in

3

given by:

v××× w = (v

2

w

3

− v

3

w

2

, v

3

w

1

− v

1

w

3

, v

1

w

2

− v

2

w

1

) (1.10)

1

1

1

x

y

z

0

i

j

k = i ××× j

Figure 1.4.1

Example 1.7. Find i ××× j.

Solution: Since i = (1, 0, 0) and j = (0, 1, 0), then

i ××× j = ((0)(0) − (0)(1), (0)(0) − (1)(0), (1)(1) − (0)(0))

= (0, 0, 1)

= k

Similarly it can be shown that j ××× k = i and k××× i = j.

In the above example, the cross product of the given vectors was perpendicular to

both those vectors. It turns out that this will always be the case.

Theorem 1.11. If the cross product v ××× w of two nonzero vectors v and w is also a

nonzero vector, then it is perpendicular to both v and w.

Proof: We will show that (v××× w) ··· v = 0:

(v××× w) ··· v = (v

2

w

3

− v

3

w

2

, v

3

w

1

− v

1

w

3

, v

1

w

2

− v

2

w

1

) ··· (v

1

, v

2

, v

3

)

= v

2

w

3

v

1

− v

3

w

2

v

1

+ v

3

w

1

v

2

− v

1

w

3

v

2

+ v

1

w

2

v

3

− v

2

w

1

v

3

= v

1

v

2

w

3

− v

1

v

2

w

3

+ w

1

v

2

v

3

− w

1

v

2

v

3

+ v

1

w

2

v

3

− v

1

w

2

v

3

= 0 , after rearranging the terms.

∴ v××× w ⊥ v by Corollary 1.7.

The proof that v××× w ⊥ w is similar. QED

As a consequence of the above theorem and Theorem 1.9, we have the following:

Corollary 1.12. If the cross product v ××× w of two nonzero vectors v and w is also a

nonzero vector, then it is perpendicular to the span of v and w.

1.4 Cross Product 21

The span of any two nonzero, nonparallel vectors v, w in

3

is a plane P, so the

above corollary shows that v ××× w is perpendicular to that plane. As shown in Figure

1.4.2, there are two possible directions for v×××w, one the opposite of the other. It turns

out (see Appendix B) that the direction of v ××× w is given by the right-hand rule, that

is, the vectors v, w, v ××× w form a right-handed system. Recall from Section 1.1 that

this means that you can point your thumb upwards in the direction of v ××× w while

rotating v towards w with the remaining four fingers.

x

y

z

0

θ

v

w

v××× w

−v××× w

P

Figure 1.4.2 Direction of v××× w

We will now derive a formula for the magnitude of v××× w, for nonzero vectors v, w:

v××× w

2

= (v

2

w

3

− v

3

w

2

)

2

+ (v

3

w

1

− v

1

w

3

)

2

+ (v

1

w

2

− v

2

w

1

)

2

= v

2

2

w

2

3

− 2v

2

w

2

v

3

w

3

+ v

2

3

w

2

2

+ v

2

3

w

2

1

− 2v

1

w

1

v

3

w

3

+ v

2

1

w

2

3

+ v

2

1

w

2

2

− 2v

1

w

1

v

2

w

2

+ v

2

2

w

2

1

= v

2

1

(w

2

2

+ w

2

3

) + v

2

2

(w

2

1

+ w

2

3

) + v

2

3

(w

2

1

+ w

2

2

) − 2(v

1

w

1

v

2

w

2

+ v

1

w

1

v

3

w

3

+ v

2

w

2

v

3

w

3

)

and now adding and subtracting v

2

1

w

2

1

, v

2

2

w

2

2

, and v

2

3

w

2

3

on the right side gives

= v

2

1

(w

2

1

+ w

2

2

+ w

2

3

) + v

2

2

(w

2

1

+ w

2

2

+ w

2

3

) + v

2

3

(w

2

1

+ w

2

2

+ w

2

3

)

− (v

2

1

w

2

1

+ v

2

2

w

2

2

+ v

2

3

w

2

3

+ 2(v

1

w

1

v

2

w

2

+ v

1

w

1

v

3

w

3

+ v

2

w

2

v

3

w

3

))

= (v

2

1

+ v

2

2

+ v

2

3

)(w

2

1

+ w

2

2

+ w

2

3

)

− ((v

1

w

1

)

2

+ (v

2

w

2

)

2

+ (v

3

w

3

)

2

+ 2(v

1

w

1

)(v

2

w

2

) + 2(v

1

w

1

)(v

3

w

3

) + 2(v

2

w

2

)(v

3

w

3

))

so using (a + b + c)

2

= a

2

+ b

2

+ c

2

+ 2ab + 2ac + 2bc for the subtracted term gives

= (v

2

1

+ v

2

2

+ v

2

3

)(w

2

1

+ w

2

2

+ w

2

3

) − (v

1

w

1

+ v

2

w

2

+ v

3

w

3

)

2

= v

2

w

2

− (v··· w)

2

= v

2

w

2

1 −

(v··· w)

2

v

2

w

2

**, since v > 0 and w > 0, so by Theorem 1.6
**

= v

2

w

2

(1 − cos

2

θ) , where θ is the angle between v and w, so

v××× w

2

= v

2

w

2

sin

2

θ , and since 0

◦

≤ θ ≤ 180

◦

, then sin θ ≥ 0, so we have:

22 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

If θ is the angle between nonzero vectors v and w in

3

, then

v××× w = v w sin θ (1.11)

It may seem strange to bother with the above formula, when the magnitude of the

cross product can be calculated directly, like for any other vector. The formula is more

useful for its applications in geometry, as in the following example.

Example 1.8. Let △PQR and PQRS be a triangle and parallelogram, respectively, as

shown in Figure 1.4.3.

b

h h

θ θ

P P

Q Q R R

S S

v

w

Figure 1.4.3

Think of the triangle as existing in

3

, and identify the sides QR and QP with vectors

v and w, respectively, in

3

. Let θ be the angle between v and w. The area A

PQR

of

△PQR is

1

2

bh, where b is the base of the triangle and h is the height. So we see that

b = v and h = w sin θ

A

PQR

=

1

2

v w sin θ

=

1

2

v××× w

So since the area A

PQRS

of the parallelogram PQRS is twice the area of the triangle

△PQR, then

A

PQRS

= v w sin θ

By the discussion in Example 1.8, we have proved the following theorem:

Theorem 1.13. Area of triangles and parallelograms

(a) The area A of a triangle with adjacent sides v, w (as vectors in

3

) is:

A =

1

2

v××× w

(b) The area A of a parallelogram with adjacent sides v, w (as vectors in

3

) is:

A = v××× w

1.4 Cross Product 23

It may seem at first glance that since the formulas derived in Example 1.8 were

for the adjacent sides QP and QR only, then the more general statements in Theorem

1.13 that the formulas hold for any adjacent sides are not justified. We would get a

different formula for the area if we had picked PQ and PR as the adjacent sides, but it

can be shown (see Exercise 26) that the different formulas would yield the same value,

so the choice of adjacent sides indeed does not matter, and Theorem 1.13 is valid.

Theorem 1.13 makes it simpler to calculate the area of a triangle in 3-dimensional

space than by using traditional geometric methods.

Example 1.9. Calculate the area of the triangle △PQR, where P = (2, 4, −7), Q =

(3, 7, 18), and R = (−5, 12, 8).

y

z

x

0

v

w

R(−5, 12, 8)

Q(3, 7, 18)

P(2, 4, −7)

Figure 1.4.4

Solution: Let v =

−−→

PQ and w =

−−→

PR, as in Figure 1.4.4.

Then v = (3, 7, 18) −(2, 4, −7) = (1, 3, 25) and w = (−5, 12, 8) −

(2, 4, −7) = (−7, 8, 15), so the area A of the triangle △PQR is

A =

1

2

v××× w =

1

2

(1, 3, 25) ××× (−7, 8, 15)

=

1

2

¸

¸

¸((3)(15) − (25)(8), (25)(−7) − (1)(15), (1)(8) − (3)(−7))

¸

¸

¸

=

1

2

¸

¸

¸(−155, −190, 29)

¸

¸

¸

=

1

2

(−155)

2

+ (−190)

2

+ 29

2

=

1

2

√

60966

A ≈ 123.46

Example 1.10. Calculate the area of the parallelogram PQRS , where P = (1, 1), Q =

(2, 3), R = (5, 4), and S = (4, 2).

x

y

0

1

2

3

4

1 2 3 4 5

P

Q

R

S

v

w

Figure 1.4.5

Solution: Let v =

−−→

S P and w =

−−→

S R, as in Figure 1.4.5. Then

v = (1, 1) − (4, 2) = (−3, −1) and w = (5, 4) − (4, 2) = (1, 2).

But these are vectors in

2

, and the cross product is only

defined for vectors in

3

. However,

2

can be thought of

as the subset of

3

such that the z-coordinate is always 0.

So we can write v = (−3, −1, 0) and w = (1, 2, 0). Then the

area A of PQRS is

A = v××× w =

¸

¸

¸(−3, −1, 0) ××× (1, 2, 0)

¸

¸

¸

=

¸

¸

¸((−1)(0) − (0)(2), (0)(1) − (−3)(0), (−3)(2) − (−1)(1))

¸

¸

¸

=

¸

¸

¸(0, 0, −5)

¸

¸

¸

A = 5

24 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

The following theorem summarizes the basic properties of the cross product.

Theorem 1.14. For any vectors u, v, w in

3

, and scalar k, we have

(a) v××× w = −w××× v Anticommutative Law

(b) u××× (v + w) = u××× v + u××× w Distributive Law

(c) (u + v) ××× w = u××× w+ v××× w Distributive Law

(d) (kv) ××× w = v××× (kw) = k(v××× w) Associative Law

(e) v××× 0 = 0 = 0 ××× v

(f) v××× v = 0

(g) v××× w = 0 if and only if v w

Proof: The proofs of properties (b)-(f) are straightforward. We will prove parts (a)

and (g) and leave the rest to the reader as exercises.

x

y

z

0

v

w

v××× w

w××× v

Figure 1.4.6

(a) By the definition of the cross product and scalar multi-

plication, we have:

v××× w = (v

2

w

3

− v

3

w

2

, v

3

w

1

− v

1

w

3

, v

1

w

2

− v

2

w

1

)

= −(v

3

w

2

− v

2

w

3

, v

1

w

3

− v

3

w

1

, v

2

w

1

− v

1

w

2

)

= −(w

2

v

3

− w

3

v

2

, w

3

v

1

− w

1

v

3

, w

1

v

2

− w

2

v

1

)

= −w××× v

Note that this says that v ××× w and w××× v have the same

magnitude but opposite direction (see Figure 1.4.6).

(g) If either v or w is 0 then v×××w = 0 by part (e), and either v = 0 = 0wor w = 0 = 0v,

so v and w are scalar multiples, i.e. they are parallel.

If both v and w are nonzero, and θ is the angle between them, then by formula

(1.11), v ××× w = 0 if and only if v w sin θ = 0, which is true if and only if sin θ = 0

(since v > 0 and w > 0). So since 0

◦

≤ θ ≤ 180

◦

, then sin θ = 0 if and only if θ = 0

◦

or 180

◦

. But the angle between v and w is 0

◦

or 180

◦

if and only if v w. QED

Example 1.11. Adding to Example 1.7, we have

i ××× j = k j ××× k = i k××× i = j

j ××× i = −k k××× j = −i i ××× k = −j

i ××× i = j ××× j = k××× k = 0

Recall from geometry that a parallelepiped is a 3-dimensional solid with 6 faces, all

of which are parallelograms.

6

6

An equivalent definition of a parallelepiped is: the collection of all scalar combinations k

1

v

1

+k

2

v

2

+k

3

v

3

of some vectors v

1

, v

2

, v

3

in

3

, where 0 ≤ k

1

, k

2

, k

3

≤ 1.

1.4 Cross Product 25

Example 1.12. Volume of a parallelepiped: Let the vectors u, v, w in

3

represent

adjacent sides of a parallelepiped P, as in Figure 1.4.7. Show that the volume of P is

the scalar triple product u··· (v××× w).

h

θ

u

w

v

v××× w

Figure 1.4.7 Parallelepiped P

Solution: Recall that the volume of a par-

allelepiped is the area A of the base paral-

lelogram times the height h. By Theorem

1.13(b), the area A of the base parallelogram

is v×××w. And we can see that since v×××w is

perpendicular to the base parallelogram de-

termined by v and w, then the height h is

u cos θ, where θ is the angle between u and

v××× w. By Theorem 1.6 we know that

cos θ =

u··· (v××× w)

u v××× w

. Hence,

vol(P) = Ah

= v××× w

u u··· (v××× w)

u v××× w

= u··· (v××× w)

In Example 1.12 the height h of the parallelepiped is u cos θ, and not −u cos θ,

because the vector u is on the same side of the base parallelogram’s plane as the vector

v×××w(so that cos θ > 0). Since the volume is the same no matter which base and height

we use, then repeating the same steps using the base determined by u and v (since w

is on the same side of that base’s plane as u××× v), the volume is w··· (u××× v). Repeating

this with the base determined by w and u, we have the following result:

For any vectors u, v, w in

3

,

u··· (v××× w) = w··· (u××× v) = v··· (w××× u) (1.12)

(Note that the equalities hold trivially if any of the vectors are 0.)

Since v ××× w = −w××× v for any vectors v, w in

3

, then picking the wrong order for

the three adjacent sides in the scalar triple product in formula (1.12) will give you the

negative of the volume of the parallelepiped. So taking the absolute value of the scalar

triple product for any order of the three adjacent sides will always give the volume:

Theorem 1.15. If vectors u, v, w in

3

represent any three adjacent sides of a paral-

lelepiped, then the volume of the parallelepiped is |u··· (v××× w)|.

Another type of triple product is the vector triple product u××× (v ××× w). The proof of

the following theorem is left as an exercise for the reader:

26 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Theorem 1.16. For any vectors u, v, w in

3

,

u××× (v××× w) = (u··· w)v − (u··· v)w (1.13)

An examination of the formula in Theorem 1.16 gives some idea of the geometry of

the vector triple product. By the right side of formula (1.13), we see that u××× (v ××× w)

is a scalar combination of v and w, and hence lies in the plane containing v and w

(i.e. u ××× (v ××× w), v and w are coplanar). This makes sense since, by Theorem 1.11,

u ××× (v ××× w) is perpendicular to both u and v ××× w. In particular, being perpendicular

to v××× w means that u××× (v××× w) lies in the plane containing v and w, since that plane

is itself perpendicular to v ××× w. But then how is u××× (v ××× w) also perpendicular to u,

which could be any vector? The following example may help to see how this works.

Example 1.13. Find u××× (v××× w) for u = (1, 2, 4), v = (2, 2, 0), w = (1, 3, 0).

Solution: Since u··· v = 6 and u··· w = 7, then

u××× (v××× w) = (u··· w)v − (u··· v)w

= 7 (2, 2, 0) − 6 (1, 3, 0) = (14, 14, 0) − (6, 18, 0)

= (8, −4, 0)

Note that v and w lie in the xy-plane, and that u×××(v×××w) also lies in that plane. Also,

u××× (v××× w) is perpendicular to both u and v××× w = (0, 0, 4) (see Figure 1.4.8).

y

z

x

0

u

v

w

v ××× w

u ××× (v ××× w)

Figure 1.4.8

For vectors v = v

1

i + v

2

j + v

3

k and w = w

1

i + w

2

j + w

3

k in component form, the cross

product is written as: v ××× w = (v

2

w

3

− v

3

w

2

)i + (v

3

w

1

− v

1

w

3

)j + (v

1

w

2

− v

2

w

1

)k. It is often

easier to use the component form for the cross product, because it can be represented

as a determinant. We will not go too deeply into the theory of determinants

7

; we will

just cover what is essential for our purposes.

7

See ANTON and RORRES for a fuller development.

1.4 Cross Product 27

A 2 × 2 matrix is an array of two rows and two columns of scalars, written as

,

a b

c d

¸

or

¸

a b

c d

where a, b, c, d are scalars. The determinant of such a matrix, written as

a b

c d

or det

,

a b

c d

¸

,

is the scalar defined by the following formula:

a b

c d

= ad − bc

It may help to remember this formula as being the product of the scalars on the down-

ward diagonal minus the product of the scalars on the upward diagonal.

Example 1.14.

1 2

3 4

= (1)(4) − (2)(3) = 4 − 6 = −2

A 3 × 3 matrix is an array of three rows and three columns of scalars, written as

,

¸

¸

¸

¸

¸

¸

¸

¸

¸

a

1

a

2

a

3

b

1

b

2

b

3

c

1

c

2

c

3

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

or

¸

¸

¸

¸

¸

¸

¸

¸

¸

a

1

a

2

a

3

b

1

b

2

b

3

c

1

c

2

c

3

¸

¸

¸

¸

¸

¸

¸

¸

¸

,

and its determinant is given by the formula:

a

1

a

2

a

3

b

1

b

2

b

3

c

1

c

2

c

3

= a

1

b

2

b

3

c

2

c

3

− a

2

b

1

b

3

c

1

c

3

+ a

3

b

1

b

2

c

1

c

2

(1.14)

One way to remember the above formula is the following: multiply each scalar in the

first row by the determinant of the 2 × 2 matrix that remains after removing the row

and column that contain that scalar, then sum those products up, putting alternating

plus and minus signs in front of each (starting with a plus).

Example 1.15.

1 0 2

4 −1 3

1 0 2

= 1

−1 3

0 2

− 0

4 3

1 2

+ 2

4 −1

1 0

= 1(−2 − 0) − 0(8 − 3) + 2(0 + 1) = 0

28 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

We defined the determinant as a scalar, derived from algebraic operations on scalar

entries in a matrix. However, if we put three vectors in the first row of a 3 × 3 matrix,

then the definition still makes sense, since we would be performing scalar multiplica-

tion on those three vectors (they would be multiplied by the 2 × 2 scalar determinants

as before). This gives us a determinant that is now a vector, and lets us write the

cross product of v = v

1

i + v

2

j + v

3

k and w = w

1

i + w

2

j + w

3

k as a determinant:

v××× w =

i j k

v

1

v

2

v

3

w

1

w

2

w

3

=

v

2

v

3

w

2

w

3

i −

v

1

v

3

w

1

w

3

j +

v

1

v

2

w

1

w

2

k

= (v

2

w

3

− v

3

w

2

)i + (v

3

w

1

− v

1

w

3

)j + (v

1

w

2

− v

2

w

1

)k

Example 1.16. Let v = 4 i − j + 3 k and w = i + 2 k. Then

v××× w =

i j k

4 −1 3

1 0 2

=

−1 3

0 2

i −

4 3

1 2

j +

4 −1

1 0

k = −2 i − 5 j + k

The scalar triple product can also be written as a determinant. In fact, by Example

1.12, the following theorem provides an alternate definition of the determinant of a

3 × 3 matrix as the volume (or negative volume) of a parallelepiped whose adjacent

sides are the rows of the matrix. The proof is left as an exercise for the reader.

Theorem 1.17. For any vectors u = (u

1

, u

2

, u

3

), v = (v

1

, v

2

, v

3

), w = (w

1

, w

2

, w

3

) in

3

:

u··· (v××× w) =

u

1

u

2

u

3

v

1

v

2

v

3

w

1

w

2

w

3

(1.15)

Example 1.17. Find the volume of the parallelepiped with adjacent sides u = (2, 1, 3),

v = (−1, 3, 2), w = (1, 1, −2) (see Figure 1.4.9).

y

z

x

0

u

v

w

Figure 1.4.9 P

Solution: By Theorem 1.15, the volume of the parallelepiped

P is the absolute value of the scalar triple product of the three

adjacent sides (in any order). By Theorem 1.17,

u··· (v××× w) =

2 1 3

−1 3 2

1 1 −2

= 2

3 2

1 −2

− 1

−1 2

1 −2

+ 3

−1 3

1 1

= 2(−8) − 1(0) + 3(−4) = −28, so

vol(P) = |−28| = 28.

1.4 Cross Product 29

Interchanging the dot and cross products can be useful in proving vector identities:

Example 1.18. Prove: (u××× v) ··· (w××× z) =

u··· w u··· z

v··· w v··· z

**for all vectors u, v, w, z in
**

3

.

Solution: Let x = u××× v. Then

(u××× v) ··· (w××× z) = x··· (w××× z)

= w··· (z ××× x) (by formula (1.12))

= w··· (z ××× (u××× v))

= w··· ((z ··· v)u − (z ··· u)v) (by Theorem 1.16)

= (z ··· v)(w··· u) − (z ··· u)(w··· v)

= (u··· w)(v··· z) − (u··· z)(v··· w) (by commutativity of the dot product).

=

u··· w u··· z

v··· w v··· z

¨

©

Exercises

A

For Exercises 1-6, calculate v××× w.

1. v = (5, 1, −2), w = (4, −4, 3) 2. v = (7, 2, −10), w = (2, 6, 4)

3. v = (2, 1, 4), w = (1, −2, 0) 4. v = (1, 3, 2), w = (7, 2, −10)

5. v = −i + 2 j + k, w = −3 i + 6 j + 3 k 6. v = i, w = 3 i + 2 j + 4k

For Exercises 7-8, calculate the area of the triangle △PQR.

7. P = (5, 1, −2), Q = (4, −4, 3), R = (2, 4, 0) 8. P = (4, 0, 2), Q = (2, 1, 5), R = (−1, 0, −1)

For Exercises 9-10, calculate the area of the parallelogram PQRS .

9. P = (2, 1, 3), Q = (1, 4, 5), R = (2, 5, 3), S = (3, 2, 1)

10. P = (−2, −2), Q = (1, 4), R = (6, 6), S = (3, 0)

For Exercises 11-12, find the volume of the parallelepiped with adjacent sides u, v, w.

11. u = (1, 1, 3), v = (2, 1, 4), w = (5, 1, −2) 12. u = (1, 3, 2), v = (7, 2, −10), w = (1, 0, 1)

For Exercises 13-14, calculate u··· (v××× w) and u××× (v××× w).

13. u = (1, 1, 1), v = (3, 0, 2), w = (2, 2, 2) 14. u = (1, 0, 2), v = (−1, 0, 3), w = (2, 0, −2)

15. Calculate (u××× v) ··· (w××× z) for u = (1, 1, 1), v = (3, 0, 2), w = (2, 2, 2), z = (2, 1, 4).

30 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

B

16. If v and w are unit vectors in

3

, under what condition(s) would v ××× w also be a

unit vector in

3

? Justify your answer.

17. Show that if v××× w = 0 for all w in

3

, then v = 0.

18. Prove Theorem 1.14(b). 19. Prove Theorem 1.14(c).

20. Prove Theorem 1.14(d). 21. Prove Theorem 1.14(e).

22. Prove Theorem 1.14(f). 23. Prove Theorem 1.16.

24. Prove Theorem 1.17. (Hint: Expand both sides of the equation.)

25. Prove the following for all vectors v, w in

3

:

(a) v××× w

2

+ |v··· w|

2

= v

2

w

2

(b) If v··· w = 0 and v××× w = 0, then v = 0 or w = 0.

C

26. Prove that in Example 1.8 the formula for the area of the triangle △PQR yields the

same value no matter which two adjacent sides are chosen. To do this, show that

1

2

u××× (−w) =

1

2

v ××× w, where u = PR, −w = PQ, and v = QR, w = QP as before.

Similarly, show that

1

2

(−u) ××× (−v) =

1

2

v××× w, where −u = RP and −v = RQ.

27. Consider the vector equation a××× x = b in

3

, where a 0. Show that:

(a) a··· b = 0

(b) x =

b××× a

a

2

+ ka is a solution to the equation, for any scalar k

28. Prove the Jacobi identity: u××× (v××× w) + v××× (w××× u) + w××× (u××× v) = 0

29. Show that u, v, w lie in the same plane in

3

if and only if u··· (v××× w) = 0.

30. For all vectors u, v, w, z in

3

, show that

(u××× v) ××× (w××× z) = (z ··· (u××× v))w− (w··· (u××× v))z

and that

(u××× v) ××× (w××× z) = (u··· (w××× z))v − (v··· (w××× z))u

Why do both equations make sense geometrically?

1.5 Lines and Planes 31

1.5 Lines and Planes

Now that we know how to perform some operations on vectors, we can start to deal

with some familiar geometric objects, like lines and planes, in the language of vectors.

The reason for doing this is simple: using vectors makes it easier to study objects in

3-dimensional Euclidean space. We will first consider lines.

Line through a point, parallel to a vector

Let P = (x

0

, y

0

, z

0

) be a point in

3

, let v = (a, b, c) be a nonzero vector, and let L be the

line through P which is parallel to v (see Figure 1.5.1).

x

y

z

0

L

t > 0

t < 0

P(x

0

, y

0

, z

0

)

r

v

tv

r + tv

r + tv

Figure 1.5.1

Let r = (x

0

, y

0

, z

0

) be the vector pointing from the origin to P. Since multiplying the

vector v by a scalar t lengthens or shrinks v while preserving its direction if t > 0, and

reversing its direction if t < 0, then we see from Figure 1.5.1 that every point on the

line L can be obtained by adding the vector tv to the vector r for some scalar t. That

is, as t varies over all real numbers, the vector r +tv will point to every point on L. We

can summarize the vector representation of L as follows:

For a point P = (x

0

, y

0

, z

0

) and nonzero vector v in

3

, the line L through P parallel

to v is given by

r + tv, for − ∞ < t < ∞ (1.16)

where r = (x

0

, y

0

, z

0

) is the vector pointing to P.

Note that we used the correspondence between a vector and its terminal point.

Since v = (a, b, c), then the terminal point of the vector r + tv is (x

0

+ at, y

0

+ bt, z

0

+ ct).

We then get the parametric representation of L with the parameter t:

For a point P = (x

0

, y

0

, z

0

) and nonzero vector v = (a, b, c) in

3

, the line L through P

parallel to v consists of all points (x, y, z) given by

x = x

0

+ at, y = y

0

+ bt, z = z

0

+ ct, for − ∞ < t < ∞ (1.17)

Note that in both representations we get the point P on L by letting t = 0.

32 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

In formula (1.17), if a 0, then we can solve for the parameter t: t = (x − x

0

)/a. We

can also solve for t in terms of y and in terms of z if neither b nor c, respectively, is

zero: t = (y−y

0

)/b and t = (z −z

0

)/c. These three values all equal the same value t, so we

can write the following system of equalities, called the symmetric representation of L:

For a point P = (x

0

, y

0

, z

0

) and vector v = (a, b, c) in

3

with a, b and c all nonzero, the

line L through P parallel to v consists of all points (x, y, z) given by the equations

x − x

0

a

=

y − y

0

b

=

z − z

0

c

(1.18)

x

y

z

0

x = x

0

x

0

L

Figure 1.5.2

What if, say, a = 0 in the above scenario? We can not divide

by zero, but we do know that x = x

0

+ at, and so x = x

0

+ 0t = x

0

.

Then the symmetric representation of L would be:

x = x

0

,

y − y

0

b

=

z − z

0

c

(1.19)

Note that this says that the line L lies in the plane x = x

0

, which

is parallel to the yz-plane (see Figure 1.5.2). Similar equations

can be derived for the cases when b = 0 or c = 0.

You may have noticed that the vector representation of L in formula (1.16) is more

compact than the parametric and symmetric formulas. That is an advantage of using

vector notation. Technically, though, the vector representation gives us the vectors

whose terminal points make up the line L, not just L itself. So you have to remem-

ber to identify the vectors r + tv with their terminal points. On the other hand, the

parametric representation always gives just the points on L and nothing else.

Example 1.19. Write the line L through the point P = (2, 3, 5) and parallel to the

vector v = (4, −1, 6), in the following forms: (a) vector, (b) parametric, (c) symmetric.

Lastly: (d) find two points on L distinct from P.

Solution: (a) Let r = (2, 3, 5). Then by formula (1.16), L is given by:

r + tv = (2, 3, 5) + t(4, −1, 6), for − ∞ < t < ∞

(b) L consists of the points (x, y, z) such that

x = 2 + 4t, y = 3 − t, z = 5 + 6t, for − ∞ < t < ∞

(c) L consists of the points (x, y, z) such that

x − 2

4

=

y − 3

−1

=

z − 5

6

(d) Letting t = 1 and t = 2 in part(b) yields the points (6, 2, 11) and (10, 1, 17) on L.

1.5 Lines and Planes 33

Line through two points

x

y

z

0

L

P

1

(x

1

, y

1

, z

1

)

P

2

(x

2

, y

2

, z

2

)

r

1

r

2

r

2

− r

1

r

1

+ t(r

2

− r

1

)

Figure 1.5.3

Let P

1

= (x

1

, y

1

, z

1

) and P

2

= (x

2

, y

2

, z

2

) be distinct

points in

3

, and let L be the line through P

1

and

P

2

. Let r

1

= (x

1

, y

1

, z

1

) and r

2

= (x

2

, y

2

, z

2

) be the vectors

pointing to P

1

and P

2

, respectively. Then as we can

see from Figure 1.5.3, r

2

− r

1

is the vector from P

1

to

P

2

. So if we multiply the vector r

2

− r

1

by a scalar t

and add it to the vector r

1

, we will get the entire line

L as t varies over all real numbers. The following is

a summary of the vector, parametric, and symmetric

forms for the line L:

Let P

1

= (x

1

, y

1

, z

1

), P

2

= (x

2

, y

2

, z

2

) be distinct points in

3

, and let r

1

= (x

1

, y

1

, z

1

),

r

2

= (x

2

, y

2

, z

2

). Then the line L through P

1

and P

2

has the following representations:

Vector:

r

1

+ t(r

2

− r

1

) , for − ∞ < t < ∞ (1.20)

Parametric:

x = x

1

+ (x

2

− x

1

)t, y = y

1

+ (y

2

− y

1

)t, z = z

1

+ (z

2

− z

1

)t, for − ∞ < t < ∞ (1.21)

Symmetric:

x − x

1

x

2

− x

1

=

y − y

1

y

2

− y

1

=

z − z

1

z

2

− z

1

(if x

1

x

2

, y

1

y

2

, and z

1

z

2

) (1.22)

Example 1.20. Write the line L through the points P

1

= (−3, 1, −4) and P

2

= (4, 4, −6) in

parametric form.

Solution: By formula (1.21), L consists of the points (x, y, z) such that

x = −3 + 7t, y = 1 + 3t, z = −4 − 2t, for − ∞ < t < ∞

Distance between a point and a line

θ L

v

w d

Q

P

Figure 1.5.4

Let L be a line in

3

in vector form as r + tv (for −∞ < t < ∞),

and let P be a point not on L. The distance d from P to L is the

length of the line segment from P to L which is perpendicular

to L (see Figure 1.5.4). Pick a point Q on L, and let w be the

vector from Q to P. If θ is the angle between w and v, then

d = w sin θ. So since v××× w = v w sin θ and v 0, then:

d =

v××× w

v

(1.23)

34 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Example 1.21. Find the distance d from the point P = (1, 1, 1) to the line L in Example

1.20.

Solution: From Example 1.20, we see that we can represent L in vector form as: r+tv,

for r = (−3, 1, −4) and v = (7, 3, −2). Since the point Q = (−3, 1, −4) is on L, then for

w =

−−→

QP = (1, 1, 1) − (−3, 1, −4) = (4, 0, 5), we have:

v××× w =

i j k

7 3 −2

4 0 5

=

3 −2

0 5

i −

7 −2

4 5

j +

7 3

4 0

k = 15 i − 43 j − 12 k , so

d =

v××× w

v

=

¸

¸

¸15 i − 43 j − 12 k

¸

¸

¸

¸

¸

¸(7, 3, −2)

¸

¸

¸

=

15

2

+ (−43)

2

+ (−12)

2

7

2

+ 3

2

+ (−2)

2

=

√

2218

√

62

= 5.98

It is clear that two lines L

1

and L

2

, represented in vector form as r

1

+ sv

1

and r

2

+tv

2

,

respectively, are parallel (denoted as L

1

L

2

) if v

1

and v

2

are parallel. Also, L

1

and L

2

are perpendicular (denoted as L

1

⊥ L

2

) if v

1

and v

2

are perpendicular.

x

y

z

0

L

1

L

2

Figure 1.5.5

In 2-dimensional space, two lines are either identical, parallel, or

they intersect. In 3-dimensional space, there is an additional possi-

bility: two lines can be skew, that is, they do not intersect but they

are not parallel. However, even though they are not parallel, skew

lines are on parallel planes (see Figure 1.5.5).

To determine whether two lines in

3

intersect, it is often easier

to use the parametric representation of the lines. In this case, you

should use different parameter variables (usually s and t) for the lines, since the val-

ues of the parameters may not be the same at the point of intersection. Setting the

two (x, y, z) triples equal will result in a system of 3 equations in 2 unknowns (s and t).

Example 1.22. Find the point of intersection (if any) of the following lines:

x + 1

3

=

y − 2

2

=

z − 1

−1

and x + 3 =

y − 8

−3

=

z + 3

2

Solution: First we write the lines in parametric form, with parameters s and t:

x = −1 + 3s, y = 2 + 2s, z = 1 − s and x = −3 + t, y = 8 − 3t, z = −3 + 2t

The lines intersect when (−1 + 3s, 2 + 2s, 1 − s) = (−3 + t, 8 − 3t, −3 + 2t) for some s, t:

−1 + 3s = −3 + t : ⇒ t = 2 + 3s

2 + 2s = 8 − 3t : ⇒ 2 + 2s = 8 − 3(2 + 3s) = 2 − 9s ⇒ 2s = −9s ⇒ s = 0 ⇒ t = 2 + 3(0) = 2

1 − s = −3 + 2t : 1 − 0 = −3 + 2(2) ⇒ 1 = 1 (Note that we had to check this.)

Letting s = 0 in the equations for the first line, or letting t = 2 in the equations for the

second line, gives the point of intersection (−1, 2, 1).

1.5 Lines and Planes 35

We will now consider planes in 3-dimensional Euclidean space.

Plane through a point, perpendicular to a vector

Let P be a plane in

3

, and suppose it contains a point P

0

= (x

0

, y

0

, z

0

). Let n = (a, b, c)

be a nonzero vector which is perpendicular to the plane P. Such a vector is called a

normal vector (or just a normal) to the plane. Now let (x, y, z) be any point in the

plane P. Then the vector r = (x − x

0

, y − y

0

, z − z

0

) lies in the plane P (see Figure 1.5.6).

So if r 0, then r ⊥ n and hence n··· r = 0. And if r = 0 then we still have n··· r = 0.

(x

0

, y

0

, z

0

) (x, y, z)

n

r

Figure 1.5.6 The plane P

Conversely, if (x, y, z) is any point in

3

such that r = (x − x

0

, y − y

0

, z − z

0

) 0 and

n··· r = 0, then r ⊥ n and so (x, y, z) lies in P. This proves the following theorem:

Theorem 1.18. Let P be a plane in

3

, let (x

0

, y

0

, z

0

) be a point in P, and let n = (a, b, c)

be a nonzero vector which is perpendicular to P. Then P consists of the points (x, y, z)

satisfying the vector equation:

n··· r = 0 (1.24)

where r = (x − x

0

, y − y

0

, z − z

0

), or equivalently:

a(x − x

0

) + b(y − y

0

) + c(z − z

0

) = 0 (1.25)

The above equation is called the point-normal form of the plane P.

Example 1.23. Find the equation of the plane P containing the point (−3, 1, 3) and

perpendicular to the vector n = (2, 4, 8).

Solution: By formula (1.25), the plane P consists of all points (x, y, z) such that:

2(x + 3) + 4(y − 1) + 8(z − 3) = 0

If we multiply out the terms in formula (1.25) and combine the constant terms, we

get an equation of the plane in normal form:

ax + by + cz + d = 0 (1.26)

For example, the normal form of the plane in Example 1.23 is 2x + 4y + 8z − 22 = 0.

36 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Plane containing three noncollinear points

In 2-dimensional and 3-dimensional space, two points determine a line. Two points

do not determine a plane in

3

. In fact, three collinear points (i.e. all on the same

line) do not determine a plane; an infinite number of planes would contain the line

on which those three points lie. However, three noncollinear points do determine a

plane. For if Q, R and S are noncollinear points in

3

, then

−−→

QR and

−−→

QS are nonzero

vectors which are not parallel (by noncollinearity), and so their cross product

−−→

QR×××

−−→

QS

is perpendicular to both

−−→

QR and

−−→

QS . So

−−→

QR and

−−→

QS (and hence Q, R and S ) lie in the

plane through the point Q with normal vector n =

−−→

QR×××

−−→

QS (see Figure 1.5.7).

Q

R

S

n =

−−→

QR×××

−−→

QS

−−→

QR

−−→

QS

Figure 1.5.7 Noncollinear points Q, R, S

Example 1.24. Find the equation of the plane P containing the points (2, 1, 3), (1, −1, 2)

and (3, 2, 1).

Solution: Let Q = (2, 1, 3), R = (1, −1, 2) and S = (3, 2, 1). Then for the vectors

−−→

QR =

(−1, −2, −1) and

−−→

QS = (1, 1, −2), the plane P has a normal vector

n =

−−→

QR×××

−−→

QS = (−1, −2, −1) ××× (1, 1, −2) = (5, −3, 1)

So using formula (1.25) with the point Q (we could also use R or S ), the plane P consists

of all points (x, y, z) such that:

5(x − 2) − 3(y − 1) + (z − 3) = 0

or in normal form,

5x − 3y + z − 10 = 0

We mentioned earlier that skew lines in

3

lie on separate, parallel planes. So

two skew lines do not determine a plane. But two (nonidentical) lines which either

intersect or are parallel do determine a plane. In both cases, to find the equation of

the plane that contains those two lines, simply pick from the two lines a total of three

noncollinear points (i.e. one point from one line and two points from the other), then

use the technique above, as in Example 1.24, to write the equation. We will leave

examples of this as exercises for the reader.

1.5 Lines and Planes 37

Distance between a point and a plane

The distance between a point in

3

and a plane is the length of the line segment

from that point to the plane which is perpendicular to the plane. The following theo-

rem gives a formula for that distance.

Theorem 1.19. Let Q = (x

0

, y

0

, z

0

) be a point in

3

, and let P be a plane with normal

form ax + by + cz + d = 0 that does not contain Q. Then the distance D from Q to P is:

D =

|ax

0

+ by

0

+ cz

0

+ d|

√

a

2

+ b

2

+ c

2

(1.27)

Proof: Let R = (x, y, z) be any point in the plane P (so that ax + by + cz + d = 0) and

let r =

−−→

RQ = (x

0

− x, y

0

− y, z

0

− z). Then r 0 since Q does not lie in P. From the

normal form equation for P, we know that n = (a, b, c) is a normal vector for P. Now,

any plane divides

3

into two disjoint parts. Assume that n points toward the side

of P where the point Q is located. Place n so that its initial point is at R, and let θ be

the angle between r and n. Then 0

◦

< θ < 90

◦

, so cos θ > 0. Thus, the distance D is

cos θ r = |cos θ| r (see Figure 1.5.8).

Q

R

n

r D

θ

D

P

Figure 1.5.8

By Theorem 1.6 in Section 1.3, we know that cos θ =

n··· r

n r

, so

D = |cos θ| r =

n··· r

n r

r =

n··· r

n

=

|a(x

0

− x) + b(y

0

− y) + c(z

0

− z)|

√

a

2

+ b

2

+ c

2

=

|ax

0

+ by

0

+ cz

0

− (ax + by + cz)|

√

a

2

+ b

2

+ c

2

=

|ax

0

+ by

0

+ cz

0

− (−d)|

√

a

2

+ b

2

+ c

2

=

|ax

0

+ by

0

+ cz

0

+ d|

√

a

2

+ b

2

+ c

2

If n points away from the side of P where the point Q is located, then 90

◦

< θ < 180

◦

and so cos θ < 0. The distance D is then |cos θ| r, and thus repeating the same

argument as above still gives the same result. QED

Example 1.25. Find the distance D from (2, 4, −5) to the plane from Example 1.24.

Solution: Recall that the plane is given by 5x − 3y + z − 10 = 0. So

D =

|5(2) − 3(4) + 1(−5) − 10|

5

2

+ (−3)

2

+ 1

2

=

|−17|

√

35

=

17

√

35

≈ 2.87

38 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Line of intersection of two planes

L

Figure 1.5.9

Note that two planes are parallel if they have normal vectors

that are parallel, and the planes are perpendicular if their normal

vectors are perpendicular. If two planes do intersect, they do so in

a line (see Figure 1.5.9). Suppose that two planes P

1

and P

2

with

normal vectors n

1

and n

2

, respectively, intersect in a line L. Since

n

1

××× n

2

⊥ n

1

, then n

1

××× n

2

is parallel to the plane P

1

. Likewise,

n

1

××× n

2

⊥ n

2

means that n

1

××× n

2

is also parallel to P

2

. Thus, n

1

××× n

2

is parallel to the intersection of P

1

and P

2

, i.e. n

1

××× n

2

is parallel to L. Thus, we can

write L in the following vector form:

L : r + t(n

1

××× n

2

) , for − ∞ < t < ∞ (1.28)

where r is any vector pointing to a point belonging to both planes. To find a point in

both planes, find a common solution (x, y, z) to the two normal form equations of the

planes. This can often be made easier by setting one of the coordinate variables to

zero, which leaves you to solve two equations in just two unknowns.

Example 1.26. Find the line of intersection L of the planes 5x − 3y + z − 10 = 0 and

2x + 4y − z + 3 = 0.

Solution: The plane 5x − 3y + z − 10 = 0 has normal vector n

1

= (5, −3, 1) and the

plane 2x +4y −z +3 = 0 has normal vector n

2

= (2, 4, −1). Since n

1

and n

2

are not scalar

multiples, then the two planes are not parallel and hence will intersect. A point (x, y, z)

on both planes will satisfy the following system of two equations in three unknowns:

5x − 3y + z − 10 = 0

2x + 4y − z + 3 = 0

Set x = 0 (why is that a good choice?). Then the above equations are reduced to:

−3y + z − 10 = 0

4y − z + 3 = 0

The second equation gives z = 4y + 3, substituting that into the first equation gives

y = 7. Then z = 31, and so the point (0, 7, 31) is on L. Since n

1

×××n

2

= (−1, 7, 26), then L is

given by:

r + t(n

1

××× n

2

) = (0, 7, 31) + t(−1, 7, 26), for − ∞ < t < ∞

or in parametric form:

x = −t, y = 7 + 7t, z = 31 + 26t, for − ∞ < t < ∞

1.5 Lines and Planes 39

¨

©

Exercises

A

For Exercises 1-4, write the line L through the point P and parallel to the vector v in

the following forms: (a) vector, (b) parametric, and (c) symmetric.

1. P = (2, 3, −2), v = (5, 4, −3) 2. P = (3, −1, 2), v = (2, 8, 1)

3. P = (2, 1, 3), v = (1, 0, 1) 4. P = (0, 0, 0), v = (7, 2, −10)

For Exercises 5-6, write the line L through the points P

1

and P

2

in parametric form.

5. P

1

= (1, −2, −3), P

2

= (3, 5, 5) 6. P

1

= (4, 1, 5), P

2

= (−2, 1, 3)

For Exercises 7-8, find the distance d from the point P to the line L.

7. P = (1, −1, −1), L : x = −2 − 2t, y = 4t, z = 7 + t

8. P = (0, 0, 0), L : x = 3 + 2t, y = 4 + 3t, z = 5 + 4t

For Exercises 9-10, find the point of intersection (if any) of the given lines.

9. x = 7 + 3s, y = −4 − 3s, z = −7 − 5s and x = 1 + 6t, y = 2 + t, z = 3 − 2t

10.

x − 6

4

= y + 3 = z and

x − 11

3

=

y − 14

−6

=

z + 9

2

For Exercises 11-12, write the normal form of the plane P containing the point Q and

perpendicular to the vector n.

11. Q = (5, 1, −2), n = (4, −4, 3) 12. Q = (6, −2, 0), n = (2, 6, 4)

For Exercises 13-14, write the normal form of the plane containing the given points.

13. (1, 0, 3), (1, 2, −1), (6, 1, 6) 14. (−3, 1, −3), (4, −4, 3), (0, 0, 1)

15. Write the normal form of the plane containing the lines from Exercise 9.

16. Write the normal form of the plane containing the lines from Exercise 10.

For Exercises 17-18, find the distance D from the point Q to the plane P.

17. Q = (4, 1, 2), P : 3x − y − 5z + 8 = 0 18. Q = (0, 2, 0), P : −5x + 2y − 7z + 1 = 0

For Exercises 19-20, find the line of intersection (if any) of the given planes.

19. x + 3y + 2z − 6 = 0, 2x − y + z + 2 = 0 20. 3x + y − 5z = 0, x + 2y + z + 4 = 0

B

21. Find the point(s) of intersection (if any) of the line

x − 6

4

= y + 3 = z with the plane

x +3y +2z −6 = 0. (Hint: Put the equations of the line into the equation of the plane.)

40 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

1.6 Surfaces

In the previous section we discussed planes in Euclidean space. A plane is an exam-

ple of a surface, which we will define informally

8

as the solution set of the equation

F(x, y, z) = 0 in

3

, for some real-valued function F. For example, a plane given by

ax+by+cz+d = 0 is the solution set of F(x, y, z) = 0 for the function F(x, y, z) = ax+by+cz+d.

Surfaces are 2-dimensional. The plane is the simplest surface, since it is “flat”. In this

section we will look at some surfaces that are more complex, the most important of

which are the sphere and the cylinder.

Definition 1.9. A sphere S is the set of all points (x, y, z) in

3

which are a fixed

distance r (called the radius) from a fixed point P

0

= (x

0

, y

0

, z

0

) (called the center of

the sphere):

S = { (x, y, z) : (x − x

0

)

2

+ (y − y

0

)

2

+ (z − z

0

)

2

= r

2

} (1.29)

Using vector notation, this can be written in the equivalent form:

S = { x : x − x

0

= r } (1.30)

where x = (x, y, z) and x

0

= (x

0

, y

0

, z

0

) are vectors.

Figure 1.6.1 illustrates the vectorial approach to spheres.

y

z

x

0

x = r

x

(a) radius r, center (0, 0, 0)

y

z

x

0

x − x

0

= r

x

x

0

x − x

0

(x

0

, y

0

, z

0

)

(b) radius r, center (x

0

, y

0

, z

0

)

Figure 1.6.1 Spheres in

3

Note in Figure 1.6.1(a) that the intersection of the sphere with the xy-plane is a

circle of radius r (i.e. a great circle, given by x

2

+ y

2

= r

2

as a subset of

2

). Similarly

for the intersections with the xz-plane and the yz-plane. In general, a plane intersects

a sphere either at a single point or in a circle.

8

See O’NEILL for a deeper and more rigorous discussion of surfaces.

1.6 Surfaces 41

Example 1.27. Find the intersection of the sphere x

2

+ y

2

+ z

2

= 169 with the plane

z = 12.

y

z

x

0

z = 12

Figure 1.6.2

Solution: The sphere is centered at the origin and has

radius 13 =

√

169, so it does intersect the plane z = 12.

Putting z = 12 into the equation of the sphere gives

x

2

+ y

2

+ 12

2

= 169

x

2

+ y

2

= 169 − 144 = 25 = 5

2

which is a circle of radius 5 centered at (0, 0, 12), parallel

to the xy-plane (see Figure 1.6.2).

If the equation in formula (1.29) is multiplied out, we get an equation of the form:

x

2

+ y

2

+ z

2

+ ax + by + cz + d = 0 (1.31)

for some constants a, b, c and d. Conversely, an equation of this form may describe a

sphere, which can be determined by completing the square for the x, y and z variables.

Example 1.28. Is 2x

2

+ 2y

2

+ 2z

2

− 8x + 4y − 16z + 10 = 0 the equation of a sphere?

Solution: Dividing both sides of the equation by 2 gives

x

2

+ y

2

+ z

2

− 4x + 2y − 8z + 5 = 0

(x

2

− 4x + 4) + (y

2

+ 2y + 1) + (z

2

− 8z + 16) + 5 − 4 − 1 − 16 = 0

(x − 2)

2

+ (y + 1)

2

+ (z − 4)

2

= 16

which is a sphere of radius 4 centered at (2, −1, 4).

Example 1.29. Find the points(s) of intersection (if any) of the sphere from Example

1.28 and the line x = 3 + t, y = 1 + 2t, z = 3 − t.

Solution: Put the equations of the line into the equation of the sphere, which was

(x − 2)

2

+ (y + 1)

2

+ (z − 4)

2

= 16, and solve for t:

(3 + t − 2)

2

+ (1 + 2t + 1)

2

+ (3 − t − 4)

2

= 16

(t + 1)

2

+ (2t + 2)

2

+ (−t − 1)

2

= 16

6t

2

+ 12t − 10 = 0

The quadratic formula gives the solutions t = −1 ±

4

√

6

. Putting those two values into

the equations of the line gives the following two points of intersection:

¸

2 +

4

√

6

, −1 +

8

√

6

, 4 −

4

√

6

and

¸

2 −

4

√

6

, −1 −

8

√

6

, 4 +

4

√

6

**42 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE
**

If two spheres intersect, they do so either at a single point or in a circle.

Example 1.30. Find the intersection (if any) of the spheres x

2

+ y

2

+ z

2

= 25 and x

2

+

y

2

+ (z − 2)

2

= 16.

Solution: For any point (x, y, z) on both spheres, we see that

x

2

+ y

2

+ z

2

= 25 ⇒ x

2

+ y

2

= 25 − z

2

, and

x

2

+ y

2

+ (z − 2)

2

= 16 ⇒ x

2

+ y

2

= 16 − (z − 2)

2

, so

16 − (z − 2)

2

= 25 − z

2

⇒ 4z − 4 = 9 ⇒ z = 13/4

⇒ x

2

+ y

2

= 25 − (13/4)

2

= 231/16

∴ The intersection is the circle x

2

+ y

2

=

231

16

of radius

√

231

4

≈ 3.8 centered at (0, 0,

13

4

).

The cylinders that we will consider are right circular cylinders. These are cylinders

obtained by moving a line L along a circle C in

3

in a way so that L is always per-

pendicular to the plane containing C. We will only consider the cases where the plane

containing C is parallel to one of the three coordinate planes (see Figure 1.6.3).

y

z

x

0

r

(a) x

2

+ y

2

= r

2

, any z

y

z

x

0

r

(b) x

2

+ z

2

= r

2

, any y

y

z

x

0

r

(c) y

2

+ z

2

= r

2

, any x

Figure 1.6.3 Cylinders in

3

For example, the equation of a cylinder whose base circle C lies in the xy-plane and

is centered at (a, b, 0) and has radius r is

(x − a)

2

+ (y − b)

2

= r

2

, (1.32)

where the value of the z coordinate is unrestricted. Similar equations can be written

when the base circle lies in one of the other coordinate planes. A plane intersects a

right circular cylinder in a circle, ellipse, or one or two lines, depending on whether

that plane is parallel, oblique

9

, or perpendicular, respectively, to the plane containing

C. The intersection of a surface with a plane is called the trace of the surface.

9

i.e. at an angle strictly between 0

◦

and 90

◦

.

1.6 Surfaces 43

The equations of spheres and cylinders are examples of second-degree equations in

3

, i.e. equations of the form

Ax

2

+ By

2

+ Cz

2

+ Dxy + Exz + Fyz + Gx + Hy + Iz + J = 0 (1.33)

for some constants A, B, . . . , J. If the above equation is not that of a sphere, cylinder,

plane, line or point, then the resulting surface is called a quadric surface.

y

z

x

0

a

b

c

Figure 1.6.4 Ellipsoid

One type of quadric surface is the ellipsoid,

given by an equation of the form:

x

2

a

2

+

y

2

b

2

+

z

2

c

2

= 1 (1.34)

In the case where a = b = c, this is just a sphere.

In general, an ellipsoid is egg-shaped (think of

an ellipse rotated around its major axis). Its

traces in the coordinate planes are ellipses.

Two other types of quadric surfaces are the hyperboloid of one sheet, given by

an equation of the form:

x

2

a

2

+

y

2

b

2

−

z

2

c

2

= 1 (1.35)

and the hyperboloid of two sheets, whose equation has the form:

x

2

a

2

−

y

2

b

2

−

z

2

c

2

= 1 (1.36)

y

z

x

0

Figure 1.6.5 Hyperboloid of one sheet

y

z

x

0

Figure 1.6.6 Hyperboloid of two sheets

44 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

For the hyperboloid of one sheet, the trace in any plane parallel to the xy-plane is

an ellipse. The traces in the planes parallel to the xz- or yz-planes are hyperbolas (see

Figure 1.6.5), except for the special cases x = ±a and y = ±b; in those planes the traces

are pairs of intersecting lines (see Exercise 8).

For the hyperboloid of two sheets, the trace in any plane parallel to the xy- or xz-

plane is a hyperbola (see Figure 1.6.6). There is no trace in the yz-plane. In any plane

parallel to the yz-plane for which | x| > |a|, the trace is an ellipse.

y

z

x

0

Figure 1.6.7 Paraboloid

The elliptic paraboloid is another type of quadric sur-

face, whose equation has the form:

x

2

a

2

+

y

2

b

2

=

z

c

(1.37)

The traces in planes parallel to the xy-plane are ellipses,

though in the xy-plane itself the trace is a single point. The

traces in planes parallel to the xz- or yz-planes are parabo-

las. Figure 1.6.7 shows the case where c > 0. When c < 0 the

surface is turned downward. In the case where a = b, the

surface is called a paraboloid of revolution, which is often

used as a reflecting surface, e.g. in vehicle headlights.

10

A more complicated quadric surface is the hyperbolic paraboloid, given by:

x

2

a

2

−

y

2

b

2

=

z

c

(1.38)

-10

-5

0

5

10

-10

-5

0

5

10

-100

-50

0

50

100

z

x

y

z

Figure 1.6.8 Hyperbolic paraboloid

10

For a discussion of this see pp. 157-158 in HECHT.

1.6 Surfaces 45

The hyperbolic paraboloid can be tricky to draw; using graphing software on a com-

puter can make it easier. For example, Figure 1.6.8 was created using the free Gnuplot

package (see Appendix C). It shows the graph of the hyperbolic paraboloid z = y

2

− x

2

,

which is the special case where a = b = 1 and c = −1 in equation (1.38). The mesh lines

on the surface are the traces in planes parallel to the coordinate planes. So we see

that the traces in planes parallel to the xz-plane are parabolas pointing upward, while

the traces in planes parallel to the yz-plane are parabolas pointing downward. Also,

notice that the traces in planes parallel to the xy-plane are hyperbolas, though in the

xy-plane itself the trace is a pair of intersecting lines through the origin. This is true

in general when c < 0 in equation (1.38). When c > 0, the surface would be similar to

that in Figure 1.6.8, only rotated 90

◦

around the z-axis and the nature of the traces in

planes parallel to the xz- or yz-planes would be reversed.

y

z

x

0

Figure 1.6.9 Elliptic cone

The last type of quadric surface that we will consider is

the elliptic cone, which has an equation of the form:

x

2

a

2

+

y

2

b

2

−

z

2

c

2

= 0 (1.39)

The traces in planes parallel to the xy-plane are ellipses,

except in the xy-plane itself where the trace is a single

point. The traces in planes parallel to the xz- or yz-planes

are hyperbolas, except in the xz- and yz-planes themselves

where the traces are pairs of intersecting lines.

Notice that every point on the elliptic cone is on a line

which lies entirely on the surface; in Figure 1.6.9 these

lines all go through the origin. This makes the elliptic

cone an example of a ruled surface. The cylinder is also a ruled surface.

What may not be as obvious is that both the hyperboloid of one sheet and the hy-

perbolic paraboloid are ruled surfaces. In fact, on both surfaces there are two lines

through each point on the surface (see Exercises 11-12). Such surfaces are called

doubly ruled surfaces, and the pairs of lines are called a regulus.

It is clear that for each of the six types of quadric surfaces that we discussed, the

surface can be translated away from the origin (e.g. by replacing x

2

by (x − x

0

)

2

in

its equation). It can be proved

11

that every quadric surface can be translated and/or

rotated so that its equation matches one of the six types that we described. For ex-

ample, z = 2xy is a case of equation (1.33) with “mixed” variables, e.g. with D 0 so

that we get an xy term. This equation does not match any of the types we considered.

However, by rotating the x- and y-axes by 45

◦

in the xy-plane by means of the coor-

dinate transformation x = (x

′

− y

′

)/

√

2, y = (x

′

+ y

′

)/

√

2, z = z

′

, then z = 2xy becomes

the hyperbolic paraboloid z

′

= (x

′

)

2

− (y

′

)

2

in the (x

′

, y

′

, z

′

) coordinate system. That is,

z = 2xy is a hyperbolic paraboloid as in equation (1.38), but rotated 45

◦

in the xy-plane.

11

See Ch. 7 in POGORELOV.

46 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

¨

©

Exercises

A

For Exercises 1-4, determine if the given equation describes a sphere. If so, find its

radius and center.

1. x

2

+ y

2

+ z

2

− 4x − 6y − 10z + 37 = 0 2. x

2

+ y

2

+ z

2

+ 2x − 2y − 8z + 19 = 0

3. 2x

2

+ 2y

2

+ 2z

2

+ 4x + 4y + 4z − 44 = 0 4. x

2

+ y

2

− z

2

+ 12x + 2y − 4z + 32 = 0

5. Find the point(s) of intersection of the sphere (x − 3)

2

+ (y + 1)

2

+ (z − 3)

2

= 9 and the

line x = −1 + 2t, y = −2 − 3t, z = 3 + t.

B

6. Find the intersection of the spheres x

2

+y

2

+z

2

= 9 and (x −4)

2

+(y +2)

2

+(z −4)

2

= 9.

7. Find the intersection of the sphere x

2

+ y

2

+ z

2

= 9 and the cylinder x

2

+ y

2

= 4.

8. Find the trace of the hyperboloid of one sheet

x

2

a

2

+

y

2

b

2

−

z

2

c

2

= 1 in the plane x = a, and

the trace in the plane y = b.

9. Find the trace of the hyperbolic paraboloid

x

2

a

2

−

y

2

b

2

=

z

c

in the xy-plane.

C

10. It can be shown that any four noncoplanar points (i.e. points that do not lie in

the same plane) determine a sphere.

12

Find the equation of the sphere that passes

through the points (0, 0, 0), (0, 0, 2), (1, −4, 3) and (0, −1, 3). (Hint: Equation (1.31))

11. Show that the hyperboloid of one sheet is a doubly ruled surface, i.e. each point

on the surface is on two lines lying entirely on the surface. (Hint: Write equation

(1.35) as

x

2

a

2

−

z

2

c

2

= 1−

y

2

b

2

, factor each side. Recall that two planes intersect in a line.)

12. Show that the hyperbolic paraboloid is a doubly ruled surface. (Hint: Exercise 11)

y

z

x

0

(0, 0, 2)

(x, y, 0)

(a, b, c)

1

S

Figure 1.6.10

13. Let S be the sphere with radius 1 centered at (0, 0, 1),

and let S

∗

be S without the “north pole” point (0, 0, 2).

Let (a, b, c) be an arbitrary point on S

∗

. Then the line

passing through (0, 0, 2) and (a, b, c) intersects the xy-

plane at some point (x, y, 0), as in Figure 1.6.10. Find

this point (x, y, 0) in terms of a, b and c.

(Note: Every point in the xy-plane can be matched

with a point on S

∗

, and vice versa, in this manner.

This method is called stereographic projection, which

essentially identifies all of

2

with a “punctured” sphere.)

12

See WELCHONS and KRICKENBERGER, p. 160, for a proof.

1.7 Curvilinear Coordinates 47

1.7 Curvilinear Coordinates

x

y

z

0

(x, y, z)

x

y

z

Figure 1.7.1

The Cartesian coordinates of a point (x, y, z) are determined

by following a family of straight paths from the origin: first

along the x-axis, then parallel to the y-axis, then parallel to

the z-axis, as in Figure 1.7.1. In curvilinear coordinate sys-

tems, these paths can be curved. The two types of curvilinear

coordinates which we will consider are cylindrical and spher-

ical coordinates. Instead of referencing a point in terms of

sides of a rectangular parallelepiped, as with Cartesian co-

ordinates, we will think of the point as lying on a cylinder or sphere. Cylindrical

coordinates are often used when there is symmetry around the z-axis, while spherical

coordinates are useful when there is symmetry about the origin.

Let P = (x, y, z) be a point in Cartesian coordinates in

3

, and let P

0

= (x, y, 0) be the

projection of P upon the xy-plane. Treating (x, y) as a point in

2

, let (r, θ) be its polar

coordinates (see Figure 1.7.2). Let ρ be the length of the line segment from the origin

to P, and let φ be the angle between that line segment and the positive z-axis (see

Figure 1.7.3). φ is called the zenith angle. Then the cylindrical coordinates (r, θ, z)

and the spherical coordinates (ρ, θ, φ) of P(x, y, z) are defined as follows:

x

y

z

0

P(x, y, z)

P

0

(x, y, 0)

θ x

y

z

r

Figure 1.7.2

Cylindrical coordinates

Cylindrical coordinates (r, θ, z):

x = r cos θ r =

x

2

+ y

2

y = r sin θ θ = tan

−1

y

x

z = z z = z

where 0 ≤ θ ≤ π if y ≥ 0 and π < θ < 2π if y < 0

x

y

z

0

P(x, y, z)

P

0

(x, y, 0)

θ x

y

z

ρ

φ

Figure 1.7.3

Spherical coordinates

Spherical coordinates (ρ, θ, φ):

x = ρ sin φ cos θ ρ =

x

2

+ y

2

+ z

2

y = ρ sin φ sin θ θ = tan

−1

y

x

z = ρ cos φ φ = cos

−1

z

√

x

2

+y

2

+z

2

where 0 ≤ θ ≤ π if y ≥ 0 and π < θ < 2π if y < 0

Both θ and φ are measured in radians. Note that r ≥ 0, 0 ≤ θ < 2π, ρ ≥ 0 and 0 ≤ φ ≤ π.

Also, θ is undefined when (x, y) = (0, 0), and φ is undefined when (x, y, z) = (0, 0, 0).

48 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Example 1.31. Convert the point (−2, −2, 1) from Cartesian coordinates to (a) cylin-

drical and (b) spherical coordinates.

Solution: (a) r =

(−2)

2

+ (−2)

2

= 2

√

2, θ = tan

−1

−2

−2

= tan

−1

(1) =

5π

4

, since y = −2 < 0.

∴ (r, θ, z) =

2

√

2,

5π

4

, 1

(b) ρ =

(−2)

2

+ (−2)

2

+ 1

2

=

√

9 = 3, φ = cos

−1

1

3

≈ 1.23 radians.

∴ (ρ, θ, φ) =

3,

5π

4

, 1.23

**For cylindrical coordinates (r, θ, z), and constants r
**

0

, θ

0

and z

0

, we see from Figure

1.7.4 that the surface r = r

0

is a cylinder of radius r

0

centered along the z-axis, the

surface θ = θ

0

is a half-plane emanating from the z-axis, and the surface z = z

0

is a

plane parallel to the xy-plane.

y

z

x

0

r

0

(a) r = r

0

y

z

x

0

θ

0

(b) θ = θ

0

y

z

x

0

z

0

(c) z = z

0

Figure 1.7.4 Cylindrical coordinate surfaces

For spherical coordinates (ρ, θ, φ), and constants ρ

0

, θ

0

and φ

0

, we see from Figure

1.7.5 that the surface ρ = ρ

0

is a sphere of radius ρ

0

centered at the origin, the surface

θ = θ

0

is a half-plane emanating from the z-axis, and the surface φ = φ

0

is a circular

cone whose vertex is at the origin.

y

z

x

0

ρ

0

(a) ρ = ρ

0

y

z

x

0

θ

0

(b) θ = θ

0

y

z

x

0

φ

0

(c) φ = φ

0

Figure 1.7.5 Spherical coordinate surfaces

Figures 1.7.4(a) and 1.7.5(a) show how these coordinate systems got their names.

1.7 Curvilinear Coordinates 49

Sometimes the equation of a surface in Cartesian coordinates can be transformed

into a simpler equation in some other coordinate system, as in the following example.

Example 1.32. Write the equation of the cylinder x

2

+y

2

= 4 in cylindrical coordinates.

Solution: Since r =

x

2

+ y

2

, then the equation in cylindrical coordinates is r = 2.

Using spherical coordinates to write the equation of a sphere does not necessarily

make the equation simpler, if the sphere is not centered at the origin.

Example 1.33. Write the equation (x − 2)

2

+ (y − 1)

2

+ z

2

= 9 in spherical coordinates.

Solution: Multiplying the equation out gives

x

2

+ y

2

+ z

2

− 4x − 2y + 5 = 9 , so we get

ρ

2

− 4ρ sin φ cos θ − 2ρ sin φ sin θ − 4 = 0 , or

ρ

2

− 2 sin φ (2 cos θ − sin θ ) ρ − 4 = 0

after combining terms. Note that this actually makes it more difficult to figure out

what the surface is, as opposed to the Cartesian equation where you could immedi-

ately identify the surface as a sphere of radius 3 centered at (2, 1, 0).

Example 1.34. Describe the surface given by θ = z in cylindrical coordinates.

Solution: This surface is called a helicoid. As the (vertical) z coordinate increases,

so does the angle θ, while the radius r is unrestricted. So this sweeps out a (ruled!)

surface shaped like a spiral staircase, where the spiral has an inﬁnite radius. Figure

1.7.6 shows a section of this surface restricted to 0 ≤ z ≤ 4π and 0 ≤ r ≤ 2.

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0

2

4

6

8

10

12

14

z

x

y

z

Figure 1.7.6 Helicoid θ = z

50 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

¨

©

Exercises

A

For Exercises 1-4, find the (a) cylindrical and (b) spherical coordinates of the point

whose Cartesian coordinates are given.

1. (2, 2

√

3, −1) 2. (−5, 5, 6) 3. (

√

21, −

√

7, 0) 4. (0,

√

2, 2)

For Exercises 5-7, write the given equation in (a) cylindrical and (b) spherical coordi-

nates.

5. x

2

+ y

2

+ z

2

= 25 6. x

2

+ y

2

= 2y 7. x

2

+ y

2

+ 9z

2

= 36

B

8. Describe the intersection of the surfaces whose equations in spherical coordinates

are θ =

π

2

and φ =

π

4

.

9. Show that for a 0, the equation ρ = 2a sin φ cos θ in spherical coordinates describes

a sphere centered at (a, 0, 0) with radius |a|.

C

10. Let P = (a, θ, φ) be a point in spherical coordinates, with a > 0 and 0 < φ < π. Then

P lies on the sphere ρ = a. Since 0 < φ < π, the line segment from the origin to P

can be extended to intersect the cylinder given by r = a (in cylindrical coordinates).

Find the cylindrical coordinates of that point of intersection.

11. Let P

1

and P

2

be points whose spherical coordinates are (ρ

1

, θ

1

, φ

1

) and (ρ

2

, θ

2

, φ

2

),

respectively. Let v

1

be the vector from the origin to P

1

, and let v

2

be the vector from

the origin to P

2

. For the angle γ between v

1

and v

2

, show that

cos γ = cos φ

1

cos φ

2

+ sin φ

1

sin φ

2

cos( θ

2

− θ

1

).

This formula is used in electrodynamics to prove the addition theorem for spherical

harmonics, which provides a general expression for the electrostatic potential at a

point due to a unit charge. See pp. 100-102 in JACKSON.

12. Show that the distance d between the points P

1

and P

2

with cylindrical coordinates

(r

1

, θ

1

, z

1

) and (r

2

, θ

2

, z

2

), respectively, is

d =

r

2

1

+ r

2

2

− 2r

1

r

2

cos( θ

2

− θ

1

) + (z

2

− z

1

)

2

.

13. Show that the distance d between the points P

1

and P

2

with spherical coordinates

(ρ

1

, θ

1

, φ

1

) and (ρ

2

, θ

2

, φ

2

), respectively, is

d =

ρ

2

1

+ ρ

2

2

− 2ρ

1

ρ

2

[sin φ

1

sin φ

2

cos( θ

2

− θ

1

) + cos φ

1

cos φ

2

] .

1.8 Vector-Valued Functions 51

1.8 Vector-Valued Functions

Now that we are familiar with vectors and their operations, we can begin discussing

functions whose values are vectors.

Definition 1.10. A vector-valued function of a real variable is a rule that asso-

ciates a vector f(t) with a real number t, where t is in some subset D of

1

(called the

domain of f). We write f : D →

3

to denote that f is a mapping of D into

3

.

For example, f(t) = ti + t

2

j + t

3

k is a vector-valued function in

3

, defined for all real

numbers t. We would write f : →

3

. At t = 1 the value of the function is the vector

i + j + k, which in Cartesian coordinates has the terminal point (1, 1, 1).

A vector-valued function of a real variable can be written in component form as

f(t) = f

1

(t)i + f

2

(t)j + f

3

(t)k

or in the form

f(t) = ( f

1

(t), f

2

(t), f

3

(t))

for some real-valued functions f

1

(t), f

2

(t), f

3

(t), called the component functions of f. The

first form is often used when emphasizing that f(t) is a vector, and the second form is

useful when considering just the terminal points of the vectors. By identifying vectors

with their terminal points, a curve in space can be written as a vector-valued function.

y

z

x

0

f(0)

f(2π)

Figure 1.8.1

Example 1.35. Define f : →

3

by f(t) = (cos t, sin t, t).

This is the equation of a helix (see Figure 1.8.1). As the value

of t increases, the terminal points of f(t) trace out a curve spi-

raling upward. For each t, the x- and y-coordinates of f(t) are

x = cos t and y = sin t, so

x

2

+ y

2

= cos

2

t + sin

2

t = 1.

Thus, the curve lies on the surface of the right circular cylin-

der x

2

+ y

2

= 1.

It may help to think of vector-valued functions of a real variable in

3

as a general-

ization of the parametric functions in

2

which you learned about in single-variable

calculus. Much of the theory of real-valued functions of a single real variable can be

applied to vector-valued functions of a real variable. Since each of the three compo-

nent functions are real-valued, it will sometimes be the case that results from single-

variable calculus can simply be applied to each of the component functions to yield

a similar result for the vector-valued function. However, there are times when such

generalizations do not hold (see Exercise 13). The concept of a limit, though, can be

extended naturally to vector-valued functions, as in the following definition.

52 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Definition 1.11. Let f(t) be a vector-valued function, let a be a real number and let c

be a vector. Then we say that the limit of f(t) as t approaches a equals c, written as

lim

t→a

f(t) = c, if lim

t→a

f(t) − c = 0. If f(t) = ( f

1

(t), f

2

(t), f

3

(t)), then

lim

t→a

f(t) =

lim

t→a

f

1

(t), lim

t→a

f

2

(t), lim

t→a

f

3

(t)

**provided that all three limits on the right side exist.
**

The above definition shows that continuity and the derivative of vector-valued func-

tions can also be defined in terms of its component functions.

Definition 1.12. Let f(t) = ( f

1

(t), f

2

(t), f

3

(t)) be a vector-valued function, and let a be a

real number in its domain. Then f(t) is continuous at a if lim

t→a

f(t) = f(a). Equivalently,

f(t) is continuous at a if and only if f

1

(t), f

2

(t), and f

3

(t) are continuous at a.

The derivative of f(t) at a, denoted by f

′

(a) or

df

dt

(a), is the limit

f

′

(a) = lim

h→0

f(a + h) − f(a)

h

if that limit exists. Equivalently, f

′

(a) = ( f

1

′

(a), f

2

′

(a), f

3

′

(a)), if the component deriva-

tives exist. We say that f(t) is differentiable at a if f

′

(a) exists.

Recall that the derivative of a real-valued function of a single variable is a real

number, representing the slope of the tangent line to the graph of the function at a

point. Similarly, the derivative of a vector-valued function is a tangent vector to the

curve in space which the function represents, and it lies on the tangent line to the

curve (see Figure 1.8.2).

y

z

x

0

L

f(t)

f

′

(a)

f(a)

f(a + h)

f

(

a

+

h

)

−

f

(

a

)

Figure 1.8.2 Tangent vector f

′

(a) and tangent line L = f(a) + sf

′

(a)

Example 1.36. Let f(t) = (cos t, sin t, t). Then f

′

(t) = (−sin t, cos t, 1) for all t. The tangent

line L to the curve at f(2π) = (1, 0, 2π) is L = f(2π) + s f

′

(2π) = (1, 0, 2π) + s(0, 1, 1), or in

parametric form: x = 1, y = s, z = 2π + s for −∞ < s < ∞.

1.8 Vector-Valued Functions 53

A scalar function is a real-valued function. Note that if u(t) is a scalar function

and f(t) is a vector-valued function, then their product, defined by (u f)(t) = u(t) f(t) for

all t, is a vector-valued function (since the product of a scalar with a vector is a vector).

The basic properties of derivatives of vector-valued functions are summarized in the

following theorem.

Theorem 1.20. Let f(t) and g(t) be differentiable vector-valued functions, let u(t)

be a differentiable scalar function, let k be a scalar, and let c be a constant vector. Then

(a)

d

dt

(c) = 0

(b)

d

dt

(kf) = k

df

dt

(c)

d

dt

(f + g) =

df

dt

+

dg

dt

(d)

d

dt

(f − g) =

df

dt

−

dg

dt

(e)

d

dt

(u f) =

du

dt

f + u

df

dt

(f)

d

dt

(f ··· g) =

df

dt

··· g + f ···

dg

dt

(g)

d

dt

(f ××× g) =

df

dt

××× g + f ×××

dg

dt

Proof: The proofs of parts (a)-(e) follow easily by differentiating the component func-

tions and using the rules for derivatives from single-variable calculus. We will prove

part (f), and leave the proof of part (g) as an exercise for the reader.

(f) Write f(t) = ( f

1

(t), f

2

(t), f

3

(t)) and g(t) = (g

1

(t), g

2

(t), g

3

(t)), where the component func-

tions f

1

(t), f

2

(t), f

3

(t), g

1

(t), g

2

(t), g

3

(t) are all differentiable real-valued functions. Then

d

dt

(f(t) ··· g(t)) =

d

dt

( f

1

(t) g

1

(t) + f

2

(t) g

2

(t) + f

3

(t) g

3

(t))

=

d

dt

( f

1

(t) g

1

(t)) +

d

dt

( f

2

(t) g

2

(t)) +

d

dt

( f

3

(t) g

3

(t))

=

d f

1

dt

(t) g

1

(t) + f

1

(t)

dg

1

dt

(t) +

d f

2

dt

(t) g

2

(t) + f

2

(t)

dg

2

dt

(t) +

d f

3

dt

(t) g

3

(t) + f

3

(t)

dg

3

dt

(t)

=

d f

1

dt

(t),

d f

2

dt

(t),

d f

3

dt

(t)

··· (g

1

(t), g

2

(t), g

3

(t))

+ ( f

1

(t), f

2

(t), f

3

(t)) ···

dg

1

dt

(t),

dg

2

dt

(t),

dg

3

dt

(t)

=

df

dt

(t) ··· g(t) + f(t) ···

dg

dt

(t) for all t. QED

54 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Example 1.37. Suppose f(t) is differentiable. Find the derivative of f(t).

Solution: Since f(t) is a real-valued function of t, then by the Chain Rule for real-

valued functions, we know that

d

dt

f(t)

2

= 2f(t)

d

dt

f(t).

But f(t)

2

= f(t) ··· f(t), so

d

dt

f(t)

2

=

d

dt

(f(t) ··· f(t)). Hence, we have

2f(t)

d

dt

f(t) =

d

dt

(f(t) ··· f(t)) = f

′

(t) ··· f(t) + f(t) ··· f

′

(t) by Theorem 1.20(f), so

= 2f

′

(t) ··· f(t) , so if f(t) 0 then

d

dt

f(t) =

f

′

(t) ··· f(t)

f(t)

.

We know that f(t) is constant if and only if

d

dt

f(t) = 0 for all t. Also, f(t) ⊥ f

′

(t) if

and only if f

′

(t) ··· f(t) = 0. Thus, the above example shows this important fact:

If f(t) 0, then f(t) is constant if and only if f(t) ⊥ f

′

(t) for all t.

This means that if a curve lies completely on a sphere (or circle) centered at the origin,

then the tangent vector f

′

(t) is always perpendicular to the position vector f(t).

Example 1.38. The spherical spiral f(t) =

cos t

√

1 + a

2

t

2

,

sin t

√

1 + a

2

t

2

,

−at

√

1 + a

2

t

2

, for a 0.

Figure 1.8.3 shows the graph of the curve when a = 0.2. In the exercises, the reader

will be asked to show that this curve lies on the sphere x

2

+ y

2

+ z

2

= 1 and to verify

directly that f

′

(t) ··· f(t) = 0 for all t.

-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

-0.2

-0.15

-0.1

-0.05

0

0.05

0.1

0.15

0.2

z

x

y

z

Figure 1.8.3 Spherical spiral with a = 0.2

1.8 Vector-Valued Functions 55

Just as in single-variable calculus, higher-order derivatives of vector-valued func-

tions are obtained by repeatedly differentiating the (first) derivative of the function:

f

′′

(t) =

d

dt

f

′

(t) , f

′′′

(t) =

d

dt

f

′′

(t) , . . . ,

d

n

f

dt

n

=

d

dt

d

n−1

f

dt

n−1

(for n = 2, 3, 4, . . .)

We can use vector-valued functions to represent physical quantities, such as veloc-

ity, acceleration, force, momentum, etc. For example, let the real variable t represent

time elapsed from some initial time (t = 0), and suppose that an object of constant

mass m is subjected to some force so that it moves in space, with its position (x, y, z) at

time t a function of t. That is, x = x(t), y = y(t), z = z(t) for some real-valued functions

x(t), y(t), z(t). Call r(t) = (x(t), y(t), z(t)) the position vector of the object. We can define

various physical quantities associated with the object as follows:

13

position: r(t) = (x(t), y(t), z(t))

velocity: v(t) = ˙ r(t) = r

′

(t) =

dr

dt

= (x

′

(t), y

′

(t), z

′

(t))

acceleration: a(t) = ˙ v(t) = v

′

(t) =

dv

dt

= ¨ r(t) = r

′′

(t) =

d

2

r

dt

2

= (x

′′

(t), y

′′

(t), z

′′

(t))

momentum: p(t) = mv(t)

force: F(t) = ˙ p(t) = p

′

(t) =

dp

dt

(Newton’s Second Law of Motion)

The magnitude v(t) of the velocity vector is called the speed of the object. Note that

since the mass m is a constant, the force equation becomes the familiar F(t) = ma(t).

Example 1.39. Let r(t) = (5 cos t, 3 sin t, 4 sin t) be the position vector of an object at time

t ≥ 0. Find its (a) velocity and (b) acceleration vectors.

Solution: (a) v(t) = ˙ r(t) = (−5 sin t, 3 cos t, 4 cos t)

(b) a(t) = ˙ v(t) = (−5 cos t, −3 sin t, −4 sin t)

Note that r(t) =

25 cos

2

t + 25 sin

2

t = 5 for all t, so by Example 1.37 we know that

r(t) ··· ˙ r(t) = 0 for all t (which we can verify from part (a)). In fact, v(t) = 5 for all t

also. And not only does r(t) lie on the sphere of radius 5 centered at the origin, but

perhaps not so obvious is that it lies completely within a circle of radius 5 centered at

the origin. Also, note that a(t) = −r(t). It turns out (see Exercise 16) that whenever an

object moves in a circle with constant speed, the acceleration vector will point in the

opposite direction of the position vector (i.e. towards the center of the circle).

13

We will often use the older dot notation for derivatives when physics is involved.

56 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Recall from Section 1.5 that if r

1

, r

2

are position vectors to distinct points then

r

1

+t(r

2

−r

1

) represents a line through those two points as t varies over all real numbers.

That vector sum can be written as (1 − t)r

1

+ tr

2

. So the function l(t) = (1 − t)r

1

+ tr

2

is

a line through the terminal points of r

1

and r

2

, and when t is restricted to the interval

[0, 1] it is the line segment between the points, with l(0) = r

1

and l(1) = r

2

.

In general, a function of the form f(t) = (a

1

t + b

1

, a

2

t + b

2

, a

3

t + b

3

) represents a line in

3

. A function of the form f(t) = (a

1

t

2

+ b

1

t + c

1

, a

2

t

2

+ b

2

t + c

2

, a

3

t

2

+ b

3

t + c

3

) represents a

(possibly degenerate) parabola in

3

.

Example 1.40. Bézier curves are used in Computer Aided Design (CAD) to approx-

imate the shape of a polygonal path in space (called the Bézier polygon or control

polygon). For instance, given three points (or position vectors) b

0

, b

1

, b

2

in

3

, define

b

1

0

(t) = (1 − t)b

0

+ tb

1

b

1

1

(t) = (1 − t)b

1

+ tb

2

b

2

0

(t) = (1 − t)b

1

0

(t) + tb

1

1

(t)

= (1 − t)

2

b

0

+ 2t(1 − t)b

1

+ t

2

b

2

for all real t. For t in the interval [0, 1], we see that b

1

0

(t) is the line segment between

b

0

and b

1

, and b

1

1

(t) is the line segment between b

1

and b

2

. The function b

2

0

(t) is the

Bézier curve for the points b

0

, b

1

, b

2

. Note from the last formula that the curve is a

parabola that goes through b

0

(when t = 0) and b

2

(when t = 1).

As an example, let b

0

= (0, 0, 0), b

1

= (1, 2, 3), and b

2

= (4, 5, 2). Then the explicit

formula for the Bézier curve is b

2

0

(t) = (2t +2t

2

, 4t +t

2

, 6t −4t

2

), as shown in Figure 1.8.4,

where the line segments are b

1

0

(t) and b

1

1

(t), and the curve is b

2

0

(t).

0

0.5

1

1.5

2

2.5

3

3.5

4

0

1

2

3

4

5

0

0.5

1

1.5

2

2.5

3

z

(0,0,0)

(1,2,3)

(4,5,2)

x

y

z

Figure 1.8.4 Bézier curve approximation for three points

1.8 Vector-Valued Functions 57

In general, the polygonal path determined by n ≥ 3 noncollinear points in

3

can be

used to define the Bézier curve recursively by a process called repeated linear interpo-

lation. This curve will be a vector-valued function whose components are polynomials

of degree n−1, and its formula is given by de Casteljau’s algorithm.

14

In the exercises,

the reader will be given the algorithm for the case of n = 4 points and asked to write

the explicit formula for the Bézier curve for the four points shown in Figure 1.8.5.

0

0.5

1

1.5

2

2.5

3

3.5

4

0

1

2

3

4

5

0

0.5

1

1.5

2

z

(0,0,0)

(0,1,1)

(2,3,0)

(4,5,2)

x

y

z

Figure 1.8.5 Bézier curve approximation for four points

¨

©

Exercises

A

For Exercises 1-4, calculate f

′

(t) and find the tangent line at f(0).

1. f(t) = (t + 1, t

2

+ 1, t

3

+ 1) 2. f(t) = (e

t

+ 1, e

2t

+ 1, e

t

2

+ 1)

3. f(t) = (cos 2t, sin 2t, t) 4. f(t) = (sin 2t, 2 sin

2

t, 2 cos t)

For Exercises 5-6, find the velocity v(t) and acceleration a(t) of an object with the given

position vector r(t).

5. r(t) = (t, t − sin t, 1 − cos t) 6. r(t) = (3 cos t, 2 sin t, 1)

B

7. Let f(t) =

cos t

√

1 + a

2

t

2

,

sin t

√

1 + a

2

t

2

,

−at

√

1 + a

2

t

2

, with a 0.

(a) Show that f(t) = 1 for all t.

(b) Show directly that f

′

(t) ··· f(t) = 0 for all t.

8. If f

′

(t) = 0 for all t in some interval (a, b), show that f(t) is a constant vector in (a, b).

14

See pp. 27-30 in FARIN.

58 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

9. For a constant vector c 0, the function f(t) = tc represents a line parallel to c.

(a) What kind of curve does g(t) = t

3

c represent? Explain.

(b) What kind of curve does h(t) = e

t

c represent? Explain.

(c) Compare f

′

(0) and g

′

(0). Given your answer to part (a), how do you explain the

difference in the two derivatives?

10. Show that

d

dt

f ×××

df

dt

= f ×××

d

2

f

dt

2

.

11. Let a particle of (constant) mass m have position vector r(t), velocity v(t), accelera-

tion a(t) and momentum p(t) at time t. The angular momentum L(t) of the particle

with respect to the origin at time t is defined as L(t) = r(t) ××× p(t). If F(t) is the force

acting on the particle at time t, then define the torque N(t) acting on the particle

with respect to the origin as N(t) = r(t) ××× F(t). Show that L

′

(t) = N(t).

12. Show that

d

dt

(f ··· (g ××× h)) =

df

dt

··· (g ××× h) + f ···

dg

dt

××× h

+ f ···

g ×××

dh

dt

.

13. The Mean Value Theorem does not hold for vector-valued functions: Show that

for f(t) = (cos t, sin t, t), there is no t in the interval (0, 2π) such that

f

′

(t) =

f(2π) − f(0)

2π − 0

.

C

14. The Bézier curve b

3

0

(t) for four noncollinear points b

0

, b

1

, b

2

, b

3

in

3

is defined by

the following algorithm (going from the left column to the right):

b

1

0

(t) = (1 − t)b

0

+ tb

1

b

2

0

(t) = (1 − t)b

1

0

(t) + tb

1

1

(t) b

3

0

(t) = (1 − t)b

2

0

(t) + tb

2

1

(t)

b

1

1

(t) = (1 − t)b

1

+ tb

2

b

2

1

(t) = (1 − t)b

1

1

(t) + tb

1

2

(t)

b

1

2

(t) = (1 − t)b

2

+ tb

3

(a) Show that b

3

0

(t) = (1 − t)

3

b

0

+ 3t(1 − t)

2

b

1

+ 3t

2

(1 − t)b

2

+ t

3

b

3

.

(b) Write the explicit formula (as in Example 1.40) for the Bézier curve for the

points b

0

= (0, 0, 0), b

1

= (0, 1, 1), b

2

= (2, 3, 0), b

3

= (4, 5, 2).

15. Let r(t) be the position vector for a particle moving in

3

. Show that

d

dt

(r ××× (v ××× r)) = r

2

a + (r ··· v)v − (v

2

+ r ··· a)r.

16. Let r(t) be the position vector in

3

for a particle that moves with constant speed

c > 0 in a circle of radius a > 0 in the xy-plane. Show that a(t) points in the opposite

direction as r(t) for all t. (Hint: Use Example 1.37 to show that r(t) ⊥ v(t) and

a(t) ⊥ v(t), and hence a(t) r(t).)

17. Prove Theorem 1.20(g).

1.9 Arc Length 59

1.9 Arc Length

Let r(t) = (x(t), y(t), z(t)) be the position vector of an object moving in

3

. Since v(t) is

the speed of the object at time t, it seems natural to define the distance s traveled by

the object from time t = a to t = b as the definite integral

s =

b

a

v(t) dt =

b

a

x

′

(t)

2

+ y

′

(t)

2

+ z

′

(t)

2

dt , (1.40)

which is analogous to the case from single-variable calculus for parametric functions

in

2

. This is indeed how we will define the distance traveled and, in general, the arc

length of a curve in

3

.

Definition 1.13. Let f(t) = (x(t), y(t), z(t)) be a curve in

3

whose domain includes the

interval [a, b]. Suppose that in the interval (a, b) the first derivative of each component

function x(t), y(t) and z(t) exists and is continuous, and that no section of the curve is

repeated. Then the arc length L of the curve from t = a to t = b is

L =

b

a

f

′

(t) dt =

b

a

x

′

(t)

2

+ y

′

(t)

2

+ z

′

(t)

2

dt (1.41)

A real-valued function whose first derivative is continuous is called continuously

differentiable (or a C

1

function), and a function whose derivatives of all orders are

continuous is called smooth (or a C

∞

function). All the functions we will consider will

be smooth. A smooth curve f(t) is one whose derivative f

′

(t) is never the zero vector

and whose component functions are all smooth.

Note that we did not prove that the formula in the above definition actually gives the

length of a section of a curve. A rigorous proof requires dealing with some subtleties,

normally glossed over in calculus texts, which are beyond the scope of this book.

15

Example 1.41. Find the length L of the helix f(t) = (cos t, sin t, t) from t = 0 to t = 2π.

Solution: By formula (1.41), we have

L =

2π

0

(−sin t)

2

+ (cos t)

2

+ 1

2

dt =

2π

0

sin

2

t + cos

2

t + 1 dt =

2π

0

√

2 dt

=

√

2(2π − 0) = 2

√

2π

Similar to the case in

2

, if there are values of t in the interval [a, b] where the

derivative of a component function is not continuous then it is often possible to parti-

tion [a, b] into subintervals where all the component functions are continuously differ-

entiable (except at the endpoints, which can be ignored). The sum of the arc lengths

over the subintervals will be the arc length over [a, b].

15

In particular, Duhamel’s principle is needed. See the proof in TAYLOR and MANN, § 14.2 and § 18.2.

60 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Notice that the curve traced out by the function f(t) = (cos t, sin t, t) from Example

1.41 is also traced out by the function g(t) = (cos 2t, sin 2t, 2t). For example, over the

interval [0, π], g(t) traces out the same section of the curve as f(t) does over the interval

[0, 2π]. Intuitively, this says that g(t) traces the curve twice as fast as f(t). This makes

sense since, viewing the functions as position vectors and their derivatives as velocity

vectors, the speeds of f(t) and g(t) are f

′

(t) =

√

2 and g

′

(t) = 2

√

2, respectively. We

say that g(t) and f(t) are different parametrizations of the same curve.

Definition 1.14. Let C be a smooth curve in

3

represented by a function f(t) defined

on an interval [a, b], and let α : [c, d] → [a, b] be a smooth one-to-one mapping of an

interval [c, d] onto [a, b]. Then the function g : [c, d] →

3

defined by g(s) = f(α(s)) is a

parametrization of C with parameter s. If α is strictly increasing on [c, d] then we

say that g(s) is equivalent to f(t).

s t f(t)

[c, d] [a, b]

3

α f

g(s) = f(α(s)) = f(t)

Note that the differentiability of g(s) follows from a version of the Chain Rule for

vector-valued functions (the proof is left as an exercise):

Theorem 1.21. Chain Rule: If f(t) is a differentiable vector-valued function of t, and

t = α(s) is a differentiable scalar function of s, then f(s) = f(α(s)) is a differentiable

vector-valued function of s, and

df

ds

=

df

dt

dt

ds

(1.42)

for any s where the composite function f(α(s)) is defined.

Example 1.42. The following are all equivalent parametrizations of the same curve:

f(t) = (cos t, sin t, t) for t in [0, 2π]

g(s) = (cos 2s, sin 2s, 2s) for s in [0, π]

h(s) = (cos 2πs, sin 2πs, 2πs) for s in [0, 1]

To see that g(s) is equivalent to f(t), define α : [0, π] → [0, 2π] by α(s) = 2s. Then α

is smooth, one-to-one, maps [0, π] onto [0, 2π], and is strictly increasing (since α

′

(s) =

2 > 0 for all s). Likewise, defining α : [0, 1] → [0, 2π] by α(s) = 2πs shows that h(s) is

equivalent to f(t).

1.9 Arc Length 61

A curve can have many parametrizations, with different speeds, so which one is the

best to use? In some situations the arc length parametrization can be useful. The

idea behind this is to replace the parameter t, for any given smooth parametrization

f(t) defined on [a, b], by the parameter s given by

s = s(t) =

t

a

f

′

(u) du. (1.43)

In terms of motion along a curve, s is the distance traveled along the curve after

time t has elapsed. So the new parameter will be distance instead of time. There

is a natural correspondence between s and t: from a starting point on the curve, the

distance traveled along the curve (in one direction) is uniquely determined by the

amount of time elapsed, and vice versa.

Since s is the arc length of the curve over the interval [a, t] for each t in [a, b], then

it is a function of t. By the Fundamental Theorem of Calculus, its derivative is

s

′

(t) =

ds

dt

=

d

dt

t

a

f

′

(u) du = f

′

(t) for all t in [a, b].

Since f(t) is smooth, then f

′

(t) > 0 for all t in [a, b]. Thus s

′

(t) > 0 and hence s(t) is

strictly increasing on the interval [a, b]. Recall that this means that s is a one-to-one

mapping of the interval [a, b] onto the interval [s(a), s(b)]. But we see that

s(a) =

a

a

f

′

(u) du = 0 and s(b) =

b

a

f

′

(u) du = L = arc length from t = a to t = b

s t

[0, L] [a, b]

α(s)

s(t)

Figure 1.9.1 t = α(s)

So the function s : [a, b] → [0, L] is a one-to-one, differen-

tiable mapping onto the interval [0, L]. From single-variable

calculus, we know that this means that there exists an in-

verse function α : [0, L] → [a, b] that is differentiable and the

inverse of s : [a, b] → [0, L]. That is, for each t in [a, b] there

is a unique s in [0, L] such that s = s(t) and t = α(s). And we

know that the derivative of α is

α

′

(s) =

1

s

′

(α(s))

=

1

f

′

(α(s))

So define the arc length parametrization f : [0, L] →

3

by

f(s) = f(α(s)) for all s in [0, L].

Then f(s) is smooth, by the Chain Rule. In fact, f(s) has unit speed:

f

′

(s) = f

′

(α(s)) α

′

(s) by the Chain Rule, so

= f

′

(α(s))

1

f

′

(α(s))

, so

f

′

(s) = 1 for all s in [0, L].

So the arc length parametrization traverses the curve at a “normal” rate.

62 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

In practice, parametrizing a curve f(t) by arc length requires you to evaluate the

integral s =

t

a

f

′

(u) du in some closed form (as a function of t) so that you could then

solve for t in terms of s. If that can be done, you would then substitute the expression

for t in terms of s (which we called α(s)) into the formula for f(t) to get f(s).

Example 1.43. Parametrize the helix f(t) = (cos t, sin t, t), for t in [0, 2π], by arc length.

Solution: By Example 1.41 and formula (1.43), we have

s =

t

0

f

′

(u) du =

t

0

√

2 du =

√

2 t for all t in [0, 2π].

So we can solve for t in terms of s: t = α(s) =

s

√

2

.

∴ f(s) =

cos

s

√

2

, sin

s

√

2

,

s

√

2

for all s in [0, 2

√

2π]. Note that f

′

(s) = 1.

Arc length plays an important role when discussing curvature and moving frame

fields, in the field of mathematics known as differential geometry.

16

The methods in-

volve using an arc length parametrization, which often leads to an integral that is ei-

ther difficult or impossible to evaluate in a simple closed form. The simple integral in

Example 1.43 is the exception, not the norm. In general, arc length parametrizations

are more useful for theoretical purposes than for practical computations.

17

Curvature

and moving frame fields can be defined without using arc length, which makes their

computation much easier, and these definitions can be shown to be equivalent to those

using arc length. We will leave this to the exercises.

The arc length for curves given in other coordinate systems can also be calculated:

Theorem 1.22. Suppose that r = r(t), θ = θ(t) and z = z(t) are the cylindrical coor-

dinates of a curve f(t), for t in [a, b]. Then the arc length L of the curve over [a, b]

is

L =

b

a

r

′

(t)

2

+ r(t)

2

θ

′

(t)

2

+ z

′

(t)

2

dt (1.44)

Proof: The Cartesian coordinates (x(t), y(t), z(t)) of a point on the curve are given by

x(t) = r(t) cos θ(t), y(t) = r(t) sin θ(t), z(t) = z(t)

so differentiating the above expressions for x(t) and y(t) with respect to t gives

x

′

(t) = r

′

(t) cos θ(t) − r(t)θ

′

(t) sin θ(t), y

′

(t) = r

′

(t) sin θ(t) + r(t)θ

′

(t) cos θ(t)

16

See O’NEILL for an introduction to elementary differential geometry.

17

For example, the usual parametrizations of Bézier curves, which we discussed in Section 1.8, are

polynomial functions in

3

. This makes their computation relatively simple, which, in CAD, is desirable.

But their arc length parametrizations are not only not polynomials, they are in fact usually impossible

to calculate at all.

1.9 Arc Length 63

and so

x

′

(t)

2

+ y

′

(t)

2

= (r

′

(t) cos θ(t) − r(t)θ

′

(t) sin θ(t))

2

+ (r

′

(t) sin θ(t) + r(t)θ

′

(t) cos θ(t))

2

= r

′

(t)

2

(cos

2

θ + sin

2

θ) + r(t)

2

θ

′

(t)

2

(cos

2

θ + sin

2

θ)

− 2r

′

(t)r(t)θ

′

(t) cos θ sin θ + 2r

′

(t)r(t)θ

′

(t) cos θ sin θ

= r

′

(t)

2

+ r(t)

2

θ

′

(t)

2

, and so

L =

b

a

x

′

(t)

2

+ y

′

(t)

2

+ z

′

(t)

2

dt

=

b

a

r

′

(t)

2

+ r(t)

2

θ

′

(t)

2

+ z

′

(t)

2

dt QED

Example 1.44. Find the arc length L of the curve whose cylindrical coordinates are

r = e

t

, θ = t and z = e

t

, for t over the interval [0, 1].

Solution: Since r

′

(t) = e

t

, θ

′

(t) = 1 and z

′

(t) = e

t

, then

L =

1

0

r

′

(t)

2

+ r(t)

2

θ

′

(t)

2

+ z

′

(t)

2

dt

=

1

0

e

2t

+ e

2t

(1) + e

2t

dt

=

1

0

e

t

√

3 dt =

√

3(e − 1)

¨

©

Exercises

A

For Exercises 1-3, calculate the arc length of f(t) over the given interval.

1. f(t) = (3 cos 2t, 3 sin 2t, 3t) on [0, π/2]

2. f(t) = ((t

2

+ 1) cos t, (t

2

+ 1) sin t, 2

√

2t) on [0, 1]

3. f(t) = (2 cos 3t, 2 sin 3t, 2t

3/2

) on [0, 1]

4. Parametrize the curve from Exercise 1 by arc length.

5. Parametrize the curve from Exercise 3 by arc length.

B

6. Let f(t) be a differentiable curve such that f(t) 0 for all t. Show that

d

dt

¸

¸

¸

¸

¸

¸

f(t)

¸

¸

¸f(t)

¸

¸

¸

¸

¸

¸

¸

¸

¸

=

f(t) ××× (f

′

(t) ××× f(t))

f(t)

3

.

64 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Exercises 7-9 develop the moving frame field T, N, B at a point on a curve.

7. Let f(t) be a smooth curve such that f

′

(t) 0 for all t. Then we can define the unit

tangent vector T by

T(t) =

f

′

(t)

f

′

(t)

.

Show that

T

′

(t) =

f

′

(t) ××× (f

′′

(t) ××× f

′

(t))

f

′

(t)

3

.

8. Continuing Exercise 7, assume that f

′

(t) and f

′′

(t) are not parallel. Then T

′

(t) 0

so we can define the unit principal normal vector N by

N(t) =

T

′

(t)

T

′

(t)

.

Show that

N(t) =

f

′

(t) ××× (f

′′

(t) ××× f

′

(t))

f

′

(t) f

′′

(t) ××× f

′

(t)

.

9. Continuing Exercise 8, the unit binormal vector B is defined by

B(t) = T(t) ××× N(t).

Show that

B(t) =

f

′

(t) ××× f

′′

(t)

f

′

(t) ××× f

′′

(t)

.

Note: The vectors T(t), N(t) and B(t) form a right-handed system of mutually per-

pendicular unit vectors (called orthonormal vectors) at each point on the curve f(t).

10. Continuing Exercise 9, the curvature κ is defined by

κ(t) =

T

′

(t)

f

′

(t)

=

f

′

(t) ××× (f

′′

(t) ××× f

′

(t))

f

′

(t)

4

.

Show that

κ(t) =

f

′

(t) ××× f

′′

(t)

f

′

(t)

3

and that T

′

(t) = f

′

(t) κ(t) N(t).

Note: κ(t) gives a sense of how “curved” the curve f(t) is at each point.

11. Find T, N, B and κ at each point of the helix f(t) = (cos t, sin t, t).

12. Show that the arc length L of a curve whose spherical coordinates are ρ = ρ(t),

θ = θ(t) and φ = φ(t) for t in an interval [a, b] is

L =

b

a

ρ

′

(t)

2

+ (ρ(t)

2

sin

2

φ(t)) θ

′

(t)

2

+ ρ(t)

2

φ

′

(t)

2

dt.

2 Functions of Several Variables

2.1 Functions of Two or Three Variables

In Section 1.8 we discussed vector-valued functions of a single real variable. We will

now examine real-valued functions of a point (or vector) in

2

or

3

. For the most part

these functions will be defined on sets of points in

2

, but there will be times when we

will use points in

3

, and there will also be times when it will be convenient to think

of the points as vectors (or terminal points of vectors).

A real-valued function f defined on a subset D of

2

is a rule that assigns to

each point (x, y) in D a real number f (x, y). The largest possible set D in

2

on which

f is defined is called the domain of f , and the range of f is the set of all real num-

bers f (x, y) as (x, y) varies over the domain D. A similar definition holds for functions

f (x, y, z) defined on points (x, y, z) in

3

.

Example 2.1. The domain of the function

f (x, y) = xy

is all of

2

, and the range of f is all of .

Example 2.2. The domain of the function

f (x, y) =

1

x − y

is all of

2

except the points (x, y) for which x = y. That is, the domain is the set

D = {(x, y) : x y}. The range of f is all real numbers except 0.

Example 2.3. The domain of the function

f (x, y) =

1 − x

2

− y

2

is the set D = {(x, y) : x

2

+ y

2

≤ 1}, since the quantity inside the square root is nonneg-

ative if and only if 1 − (x

2

+ y

2

) ≥ 0. We see that D consists of all points on and inside

the unit circle in

2

(D is sometimes called the closed unit disk). The range of f is the

interval [0, 1] in .

65

66 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

Example 2.4. The domain of the function

f (x, y, z) = e

x+y−z

is all of

3

, and the range of f is all positive real numbers.

A function f (x, y) defined in

2

is often written as z = f (x, y), as was mentioned in

Section 1.1, so that the graph of f (x, y) is the set {(x, y, z) : z = f (x, y)} in

3

. So we see

that this graph is a surface in

3

, since it satisfies an equation of the form F(x, y, z) = 0

(namely, F(x, y, z) = f (x, y) − z). The traces of this surface in the planes z = c, where

c varies over , are called the level curves of the function. Equivalently, the level

curves are the solution sets of the equations f (x, y) = c, for c in . Level curves are

often projected onto the xy-plane to give an idea of the various “elevation” levels of the

surface (as is done in topography).

Example 2.5. The graph of the function

f (x, y) =

sin

x

2

+ y

2

x

2

+ y

2

is shown below. Note that the level curves (shown both on the surface and projected

onto the xy-plane) are groups of concentric circles.

-10

-5

0

5

10

-10

-5

0

5

10

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

z

x

y

z

Figure 2.1.1 The function f (x, y) =

sin

√

x

2

+y

2

√

x

2

+y

2

You may be wondering what happens to the function in Example 2.5 at the point

(x, y) = (0, 0), since both the numerator and denominator are 0 at that point. The

function is not defined at (0, 0), but the limit of the function exists (and equals 1) as

(x, y) approaches (0, 0). We will now state explicitly what is meant by the limit of a

function of two variables.

2.1 Functions of Two or Three Variables 67

Definition 2.1. Let (a, b) be a point in

2

, and let f (x, y) be a real-valued function

defined on some set containing (a, b) (but not necessarily defined at (a, b) itself). Then

we say that the limit of f (x, y) equals L as (x, y) approaches (a, b), written as

lim

(x,y)→(a,b)

f (x, y) = L , (2.1)

if given any ǫ > 0, there exists a δ > 0 such that

| f (x, y) − L| < ǫ whenever 0 <

(x − a)

2

+ (y − b)

2

< δ.

A similar definition can be made for functions of three variables. The idea behind

the above definition is that the values of f (x, y) can get arbitrarily close to L (i.e. within

ǫ of L) if we pick (x, y) sufficiently close to (a, b) (i.e. inside a circle centered at (a, b) with

some sufficiently small radius δ).

If you recall the “epsilon-delta” proofs of limits of real-valued functions of a single

variable, you may remember how awkward they can be, and how they can usually

only be done easily for simple functions. In general, the multivariable cases are at

least equally awkward to go through, so we will not bother with such proofs. Instead,

we will simply state that when the function f (x, y) is given by a single formula and is

defined at the point (a, b) (e.g. is not some indeterminate form like 0/0) then you can

just substitute (x, y) = (a, b) into the formula for f (x, y) to find the limit.

Example 2.6.

lim

(x,y)→(1,2)

xy

x

2

+ y

2

=

(1)(2)

1

2

+ 2

2

=

2

5

since f (x, y) =

xy

x

2

+y

2

is properly defined at the point (1, 2).

The major difference between limits in one variable and limits in two or more vari-

ables has to do with how a point is approached. In the single-variable case, the state-

ment “x → a” means that x gets closer to the value a from two possible directions

along the real number line (see Figure 2.1.2(a)). In two dimensions, however, (x, y) can

approach a point (a, b) along an infinite number of paths (see Figure 2.1.2(b)).

0

x a

x x

(a) x → a in

x

y

0

(a, b)

(b) (x, y) → (a, b) in

2

Figure 2.1.2 “Approaching” a point in different dimensions

68 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

Example 2.7.

lim

(x,y)→(0,0)

xy

x

2

+ y

2

does not exist

Note that we can not simply substitute (x, y) = (0, 0) into the function, since doing so

gives an indeterminate form 0/0. To show that the limit does not exist, we will show

that the function approaches different values as (x, y) approaches (0, 0) along different

paths in

2

. To see this, suppose that (x, y) → (0, 0) along the positive x-axis, so that

y = 0 along that path. Then

f (x, y) =

xy

x

2

+ y

2

=

x0

x

2

+ 0

2

= 0

along that path (since x > 0 in the denominator). But if (x, y) → (0, 0) along the straight

line y = x through the origin, for x > 0, then we see that

f (x, y) =

xy

x

2

+ y

2

=

x

2

x

2

+ x

2

=

1

2

which means that f (x, y) approaches different values as (x, y) → (0, 0) along different

paths. Hence the limit does not exist.

Limits of real-valued multivariable functions obey the same algebraic rules as in

the single-variable case, as shown in the following theorem, which we state without

proof.

Theorem 2.1. Suppose that lim

(x,y)→(a,b)

f (x, y) and lim

(x,y)→(a,b)

g(x, y) both exist, and that k is

some scalar. Then:

(a) lim

(x,y)→(a,b)

[ f (x, y) ± g(x, y)] =

,

lim

(x,y)→(a,b)

f (x, y)

,

±

,

lim

(x,y)→(a,b)

g(x, y)

,

(b) lim

(x,y)→(a,b)

k f (x, y) = k

,

lim

(x,y)→(a,b)

f (x, y)

,

(c) lim

(x,y)→(a,b)

[ f (x, y)g(x, y)] =

,

lim

(x,y)→(a,b)

f (x, y)

,,

lim

(x,y)→(a,b)

g(x, y)

,

(d) lim

(x,y)→(a,b)

f (x, y)

g(x, y)

=

lim

(x,y)→(a,b)

f (x, y)

lim

(x,y)→(a,b)

g(x, y)

if lim

(x,y)→(a,b)

g(x, y) 0

(e) If | f (x, y) − L| ≤ g(x, y) for all (x, y) and if lim

(x,y)→(a,b)

g(x, y) = 0, then lim

(x,y)→(a,b)

f (x, y) = L.

Note that in part (e), it suffices to have | f (x, y) − L| ≤ g(x, y) for all (x, y) “sufficiently

close” to (a, b) (but excluding (a, b) itself).

2.1 Functions of Two or Three Variables 69

Example 2.8. Show that

lim

(x,y)→(0,0)

y

4

x

2

+ y

2

= 0.

Since substituting (x, y) = (0, 0) into the function gives the indeterminate form 0/0,

we need an alternate method for evaluating this limit. We will use Theorem 2.1(e).

First, notice that y

4

=

y

2

4

and so 0 ≤ y

4

≤

x

2

+ y

2

4

for all (x, y). But

x

2

+ y

2

4

=

(x

2

+ y

2

)

2

. Thus, for all (x, y) (0, 0) we have

y

4

x

2

+ y

2

≤

(x

2

+ y

2

)

2

x

2

+ y

2

= x

2

+ y

2

→ 0 as (x, y) → (0, 0).

Therefore lim

(x,y)→(0,0)

y

4

x

2

+ y

2

= 0.

Continuity can be defined similarly as in the single-variable case.

Definition 2.2. A real-valued function f (x, y) with domain D in

2

is continuous

at the point (a, b) in D if lim

(x,y)→(a,b)

f (x, y) = f (a, b). We say that f (x, y) is a continuous

function if it is continuous at every point in its domain D.

Unless indicated otherwise, you can assume that all the functions we deal with

are continuous. In fact, we can modify the function from Example 2.8 so that it is

continuous on all of

2

.

Example 2.9. Define a function f (x, y) on all of

2

as follows:

f (x, y) =

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

0 if (x, y) = (0, 0)

y

4

x

2

+ y

2

if (x, y) (0, 0)

Then f (x, y) is well-defined for all (x, y) in

2

(i.e. there are no indeterminate forms for

any (x, y)), and we see that

lim

(x,y)→(a,b)

f (x, y) =

b

4

a

2

+ b

2

= f (a, b) for (a, b) (0, 0).

So since

lim

(x,y)→(0,0)

f (x, y) = 0 = f (0, 0) by Example 2.8,

then f (x, y) is continuous on all of

2

.

70 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

¨

©

Exercises

A

For Exercises 1-6, state the domain and range of the given function.

1. f (x, y) = x

2

+ y

2

− 1 2. f (x, y) =

1

x

2

+ y

2

3. f (x, y) =

x

2

+ y

2

− 4 4. f (x, y) =

x

2

+ 1

y

5. f (x, y, z) = sin(xyz) 6. f (x, y, z) =

(x − 1)(yz − 1)

For Exercises 7-18, evaluate the given limit.

7. lim

(x,y)→(0,0)

cos(xy) 8. lim

(x,y)→(0,0)

e

xy

9. lim

(x,y)→(0,0)

x

2

− y

2

x

2

+ y

2

10. lim

(x,y)→(0,0)

xy

2

x

2

+ y

4

11. lim

(x,y)→(1,−1)

x

2

− 2xy + y

2

x − y

12. lim

(x,y)→(0,0)

xy

2

x

2

+ y

2

13. lim

(x,y)→(1,1)

x

2

− y

2

x − y

14. lim

(x,y)→(0,0)

x

2

− 2xy + y

2

x − y

15. lim

(x,y)→(0,0)

y

4

sin(xy)

x

2

+ y

2

16. lim

(x,y)→(0,0)

(x

2

+ y

2

) cos

¸

1

xy

17. lim

(x,y)→(0,0)

x

y

18. lim

(x,y)→(0,0)

cos

¸

1

xy

B

19. Show that f (x, y) =

1

2πσ

2

e

−(x

2

+y

2

)/2σ

2

, for σ > 0, is constant on the circle of radius

r > 0 centered at the origin. This function is called a Gaussian blur, and is used as

a filter in image processing software to produce a “blurred” effect.

20. Suppose that f (x, y) ≤ f (y, x) for all (x, y) in

2

. Show that f (x, y) = f (y, x) for all

(x, y) in

2

.

21. Use the substitution r =

x

2

+ y

2

to show that

lim

(x,y)→(0,0)

sin

x

2

+ y

2

x

2

+ y

2

= 1 .

(Hint: You will need to use L’Hôpital’s Rule for single-variable limits.)

C

22. Prove Theorem 2.1(a) in the case of addition. (Hint: Use Definition 2.1.)

23. Prove Theorem 2.1(b).

2.2 Partial Derivatives 71

2.2 Partial Derivatives

Now that we have an idea of what functions of several variables are, and what a limit

of such a function is, we can start to develop an idea of a derivative of a function of

two or more variables. We will start with the notion of a partial derivative.

Definition 2.3. Let f (x, y) be a real-valued function with domain D in

2

, and let

(a, b) be a point in D. Then the partial derivative of f at (a, b) with respect to x,

denoted by

∂f

∂x

(a, b), is defined as

∂f

∂x

(a, b) = lim

h→0

f (a + h, b) − f (a, b)

h

(2.2)

and the partial derivative of f at (a, b) with respect to y, denoted by

∂f

∂y

(a, b), is

defined as

∂f

∂y

(a, b) = lim

h→0

f (a, b + h) − f (a, b)

h

. (2.3)

Note: The symbol ∂ is pronounced “del”.

1

Recall that the derivative of a function f (x) can be interpreted as the rate of change

of that function in the (positive) x direction. From the definitions above, we can see

that the partial derivative of a function f (x, y) with respect to x or y is the rate of

change of f (x, y) in the (positive) x or y direction, respectively. What this means is

that the partial derivative of a function f (x, y) with respect to x can be calculated by

treating the y variable as a constant, and then simply differentiating f (x, y) as if it were

a function of x alone, using the usual rules from single-variable calculus. Likewise,

the partial derivative of f (x, y) with respect to y is obtained by treating the x variable

as a constant and then differentiating f (x, y) as if it were a function of y alone.

Example 2.10. Find

∂f

∂x

(x, y) and

∂f

∂y

(x, y) for the function f (x, y) = x

2

y + y

3

.

Solution: Treating y as a constant and differentiating f (x, y) with respect to x gives

∂f

∂x

(x, y) = 2xy

and treating x as a constant and differentiating f (x, y) with respect to y gives

∂f

∂y

(x, y) = x

2

+ 3y

2

.

1

It is not a Greek letter. The symbol was first used by the mathematicians A. Clairaut and L. Euler

around 1740, to distinguish it from the letter d used for the “usual” derivative.

72 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

We will often simply write

∂f

∂x

and

∂f

∂y

instead of

∂f

∂x

(x, y) and

∂f

∂y

(x, y).

Example 2.11. Find

∂f

∂x

and

∂f

∂y

for the function f (x, y) =

sin(xy

2

)

x

2

+ 1

.

Solution: Treating y as a constant and differentiating f (x, y) with respect to x gives

∂f

∂x

=

(x

2

+ 1)(y

2

cos(xy

2

)) − (2x) sin(xy

2

)

(x

2

+ 1)

2

and treating x as a constant and differentiating f (x, y) with respect to y gives

∂f

∂y

=

2xy cos(xy

2

)

x

2

+ 1

.

Since both

∂f

∂x

and

∂f

∂y

are themselves functions of x and y, we can take their partial

derivatives with respect to x and y. This yields the higher-order partial derivatives:

∂

2

f

∂x

2

=

∂

∂x

∂f

∂x

∂

2

f

∂y

2

=

∂

∂y

∂f

∂y

∂

2

f

∂y ∂x

=

∂

∂y

∂f

∂x

∂

2

f

∂x ∂y

=

∂

∂x

∂f

∂y

∂

3

f

∂x

3

=

∂

∂x

∂

2

f

∂x

2

∂

3

f

∂y

3

=

∂

∂y

∂

2

f

∂y

2

∂

3

f

∂y ∂x

2

=

∂

∂y

∂

2

f

∂x

2

∂

3

f

∂x ∂y

2

=

∂

∂x

∂

2

f

∂y

2

∂

3

f

∂y

2

∂x

=

∂

∂y

∂

2

f

∂y ∂x

∂

3

f

∂x

2

∂y

=

∂

∂x

∂

2

f

∂x ∂y

∂

3

f

∂x ∂y ∂x

=

∂

∂x

∂

2

f

∂y ∂x

∂

3

f

∂y ∂x ∂y

=

∂

∂y

∂

2

f

∂x ∂y

.

.

.

Example 2.12. Find the partial derivatives

∂f

∂x

,

∂f

∂y

,

∂

2

f

∂x

2

,

∂

2

f

∂y

2

,

∂

2

f

∂y ∂x

and

∂

2

f

∂x ∂y

for the

function f (x, y) = e

x

2

y

+ xy

3

.

2.2 Partial Derivatives 73

Solution: Proceeding as before, we have

∂f

∂x

= 2xye

x

2

y

+ y

3

∂f

∂y

= x

2

e

x

2

y

+ 3xy

2

∂

2

f

∂x

2

=

∂

∂x

(2xye

x

2

y

+ y

3

)

∂

2

f

∂y

2

=

∂

∂y

(x

2

e

x

2

y

+ 3xy

2

)

= 2ye

x

2

y

+ 4x

2

y

2

e

x

2

y

= x

4

e

x

2

y

+ 6xy

∂

2

f

∂y ∂x

=

∂

∂y

(2xye

x

2

y

+ y

3

)

∂

2

f

∂x ∂y

=

∂

∂x

(x

2

e

x

2

y

+ 3xy

2

)

= 2xe

x

2

y

+ 2x

3

ye

x

2

y

+ 3y

2

= 2xe

x

2

y

+ 2x

3

ye

x

2

y

+ 3y

2

Higher-order partial derivatives that are taken with respect to different variables,

such as

∂

2

f

∂y ∂x

and

∂

2

f

∂x ∂y

, are called mixed partial derivatives. Notice in the above

example that

∂

2

f

∂y ∂x

=

∂

2

f

∂x ∂y

. It turns that this will usually be the case. Specifically,

whenever both

∂

2

f

∂y ∂x

and

∂

2

f

∂x ∂y

are continuous at a point (a, b), then they are equal at that

point.

2

All the functions we will deal with will have continuous partial derivatives of

all orders, so you can assume in the remainder of the text that

∂

2

f

∂y ∂x

=

∂

2

f

∂x ∂y

for all (x, y) in the domain of f .

In other words, it doesn’t matter in which order you take partial derivatives. This

applies even to mixed partial derivatives of order 3 or higher.

The notation for partial derivatives varies. All of the following are equivalent:

∂f

∂x

: f

x

(x, y) , f

1

(x, y) , D

x

(x, y) , D

1

(x, y)

∂f

∂y

: f

y

(x, y) , f

2

(x, y) , D

y

(x, y) , D

2

(x, y)

∂

2

f

∂x

2

: f

xx

(x, y) , f

11

(x, y) , D

xx

(x, y) , D

11

(x, y)

∂

2

f

∂y

2

: f

yy

(x, y) , f

22

(x, y) , D

yy

(x, y) , D

22

(x, y)

∂

2

f

∂y ∂x

: f

xy

(x, y) , f

12

(x, y) , D

xy

(x, y) , D

12

(x, y)

∂

2

f

∂x ∂y

: f

yx

(x, y) , f

21

(x, y) , D

yx

(x, y) , D

21

(x, y)

2

See pp. 214-216 in TAYLOR and MANN for a proof.

74 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

¨

©

Exercises

A

For Exercises 1-16, find

∂f

∂x

and

∂f

∂y

.

1. f (x, y) = x

2

+ y

2

2. f (x, y) = cos(x + y)

3. f (x, y) =

x

2

+ y + 4

4. f (x, y) =

x + 1

y + 1

5. f (x, y) = e

xy

+ xy 6. f (x, y) = x

2

− y

2

+ 6xy + 4x − 8y + 2

7. f (x, y) = x

4

8. f (x, y) = x + 2y

9. f (x, y) =

x

2

+ y

2

10. f (x, y) = sin(x + y)

11. f (x, y) =

3

x

2

+ y + 4

12. f (x, y) =

xy + 1

x + y

13. f (x, y) = e

−(x

2

+y

2

)

14. f (x, y) = ln(xy)

15. f (x, y) = sin(xy) 16. f (x, y) = tan(x + y)

For Exercises 17-26, find

∂

2

f

∂x

2

,

∂

2

f

∂y

2

and

∂

2

f

∂y ∂x

(use Exercises 1-8, 14, 15).

17. f (x, y) = x

2

+ y

2

18. f (x, y) = cos(x + y)

19. f (x, y) =

x

2

+ y + 4

20. f (x, y) =

x + 1

y + 1

21. f (x, y) = e

xy

+ xy 22. f (x, y) = x

2

− y

2

+ 6xy + 4x − 8y + 2

23. f (x, y) = x

4

24. f (x, y) = x + 2y

25. f (x, y) = ln(xy) 26. f (x, y) = sin(xy)

B

27. Show that the function f (x, y) = sin(x + y) + cos(x − y) satisfies the wave equation

∂

2

f

∂x

2

−

∂

2

f

∂y

2

= 0 .

The wave equation is an example of a partial differential equation.

28. Let u and v be twice-differentiable functions of a single variable, and let c 0

be a constant. Show that f (x, y) = u(x + cy) + v(x − cy) is a solution of the general

one-dimensional wave equation

3

∂

2

f

∂x

2

−

1

c

2

∂

2

f

∂y

2

= 0 .

3

Conversely, it turns out that any solution must be of this form. See Ch. 1 in WEINBERGER.

2.3 Tangent Plane to a Surface 75

2.3 Tangent Plane to a Surface

In the previous section we mentioned that the partial derivatives

∂f

∂x

and

∂f

∂y

can be

thought of as the rate of change of a function z = f (x, y) in the positive x and y direc-

tions, respectively. Recall that the derivative

dy

dx

of a function y = f (x) has a geometric

meaning, namely as the slope of the tangent line to the graph of f at the point (x, f (x))

in

2

. There is a similar geometric meaning to the partial derivatives

∂f

∂x

and

∂f

∂y

of

a function z = f (x, y): given a point (a, b) in the domain D of f (x, y), the trace of the

surface described by z = f (x, y) in the plane y = b is a curve in

3

through the point

(a, b, f (a, b)), and the slope of the tangent line L

x

to that curve at that point is

∂f

∂x

(a, b).

Similarly,

∂f

∂y

(a, b) is the slope of the tangent line L

y

to the trace of the surface z = f (x, y)

in the plane x = a (see Figure 2.3.1).

y

z

x

0

(a, b)

D

L

x

b

(a, b, f (a, b))

slope =

∂f

∂x

(a, b)

z = f (x, y)

(a) Tangent line L

x

in the plane y = b

y

z

x

0

(a, b)

D

L

y

a

(a, b, f (a, b))

slope =

∂f

∂y

(a, b)

z = f (x, y)

(b) Tangent line L

y

in the plane x = a

Figure 2.3.1 Partial derivatives as slopes

Since the derivative

dy

dx

of a function y = f (x) is used to find the tangent line to the

graph of f (which is a curve in

2

), you might expect that partial derivatives can be

used to define a tangent plane to the graph of a surface z = f (x, y). This indeed turns

out to be the case. First, we need a definition of a tangent plane. The intuitive idea is

that a tangent plane “just touches” a surface at a point. The formal definition mimics

the intuitive notion of a tangent line to a curve.

Definition 2.4. Let z = f (x, y) be the equation of a surface S in

3

, and let P = (a, b, c)

be a point on S . Let T be a plane which contains the point P, and let Q = (x, y, z)

represent a generic point on the surface S . If the (acute) angle between the vector

−−→

PQ and the plane T approaches zero as the point Q approaches P along the surface S ,

then we call T the tangent plane to S at P.

Note that since two lines in

3

determine a plane, then the two tangent lines to the

surface z = f (x, y) in the x and y directions described in Figure 2.3.1 are contained in

76 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

the tangent plane at that point, if the tangent plane exists at that point. The existence

of those two tangent lines does not by itself guarantee the existence of the tangent

plane. It is possible that if we take the trace of the surface in the plane x − y = 0

(which makes a 45

◦

angle with the positive x-axis), the resulting curve in that plane

may have a tangent line which is not in the plane determined by the other two tangent

lines, or it may not have a tangent line at all at that point. Luckily, it turns out

4

that

if

∂f

∂x

and

∂f

∂y

exist in a region around a point (a, b) and are continuous at (a, b) then the

tangent plane to the surface z = f (x, y) will exist at the point (a, b, f (a, b)). In this text,

those conditions will always hold.

y

z

x

0

(a, b, f (a, b))

z = f (x, y)

T

L

x

L

y

Figure 2.3.2 Tangent plane

Suppose that we want an equation of the tangent plane

T to the surface z = f (x, y) at a point (a, b, f (a, b)). Let L

x

and L

y

be the tangent lines to the traces of the surface

in the planes y = b and x = a, respectively (as in Figure

2.3.2), and suppose that the conditions for T to exist do

hold. Then the equation for T is

A(x − a) + B(y − b) + C(z − f (a, b)) = 0 (2.4)

where n = (A, B, C) is a normal vector to the plane T.

Since T contains the lines L

x

and L

y

, then all we need are vectors v

x

and v

y

that are

parallel to L

x

and L

y

, respectively, and then let n = v

x

××× v

y

.

x

z

0

v

x

= (1, 0,

∂f

∂x

(a, b))

∂f

∂x

(a, b)

1

Figure 2.3.3

Since the slope of L

x

is

∂f

∂x

(a, b), then the vector v

x

= (1, 0,

∂f

∂x

(a, b)) is

parallel to L

x

(since v

x

lies in the xz-plane and lies in a line with

slope

∂f

∂x

(a,b)

1

=

∂f

∂x

(a, b). See Figure 2.3.3). Similarly, the vector

v

y

= (0, 1,

∂f

∂y

(a, b)) is parallel to L

y

. Hence, the vector

n = v

x

××× v

y

=

i j k

1 0

∂f

∂x

(a, b)

0 1

∂f

∂y

(a, b)

= −

∂f

∂x

(a, b) i −

∂f

∂y

(a, b) j + k

is normal to the plane T. Thus the equation of T is

−

∂f

∂x

(a, b) (x − a) −

∂f

∂y

(a, b) (y − b) + z − f (a, b) = 0 . (2.5)

Multiplying both sides by −1, we have the following result:

The equation of the tangent plane to the surface z = f (x, y) at the point (a, b, f (a, b))

is

∂f

∂x

(a, b) (x − a) +

∂f

∂y

(a, b) (y − b) − z + f (a, b) = 0 (2.6)

4

See TAYLOR and MANN, § 6.4.

2.3 Tangent Plane to a Surface 77

Example 2.13. Find the equation of the tangent plane to the surface z = x

2

+y

2

at the

point (1, 2, 5).

Solution: For the function f (x, y) = x

2

+y

2

, we have

∂f

∂x

= 2x and

∂f

∂y

= 2y, so the equation

of the tangent plane at the point (1, 2, 5) is

2(1)(x − 1) + 2(2)(y − 2) − z + 5 = 0 , or

2x + 4y − z − 5 = 0 .

In a similar fashion, it can be shown that if a surface is defined implicitly by an

equation of the form F(x, y, z) = 0, then the tangent plane to the surface at a point

(a, b, c) is given by the equation

∂F

∂x

(a, b, c) (x − a) +

∂F

∂y

(a, b, c) (y − b) +

∂F

∂z

(a, b, c) (z − c) = 0 . (2.7)

Note that formula (2.6) is the special case of formula (2.7) where F(x, y, z) = f (x, y) − z.

Example 2.14. Find the equation of the tangent plane to the surface x

2

+y

2

+z

2

= 9 at

the point (2, 2, −1).

Solution: For the function F(x, y, z) = x

2

+ y

2

+ z

2

− 9, we have

∂F

∂x

= 2x,

∂F

∂y

= 2y, and

∂F

∂z

= 2z, so the equation of the tangent plane at (2, 2, −1) is

2(2)(x − 2) + 2(2)(y − 2) + 2(−1)(z + 1) = 0 , or

2x + 2y − z − 9 = 0 .

¨

©

Exercises

A

For Exercises 1-6, find the equation of the tangent plane to the surface z = f (x, y) at

the point P.

1. f (x, y) = x

2

+ y

3

, P = (1, 1, 2) 2. f (x, y) = xy, P = (1, −1, −1)

3. f (x, y) = x

2

y, P = (−1, 1, 1) 4. f (x, y) = xe

y

, P = (1, 0, 1)

5. f (x, y) = x + 2y, P = (2, 1, 4) 6. f (x, y) =

x

2

+ y

2

, P = (3, 4, 5)

For Exercises 7-10, find the equation of the tangent plane to the given surface at the

point P.

7.

x

2

4

+

y

2

9

+

z

2

16

= 1, P =

1, 2,

2

√

11

3

8. x

2

+ y

2

+ z

2

= 9, P = (0, 0, 3)

9. x

2

+ y

2

− z

2

= 0, P = (3, 4, 5) 10. x

2

+ y

2

= 4, P = (

√

3, 1, 0)

78 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

2.4 Directional Derivatives and the Gradient

For a function z = f (x, y), we learned that the partial derivatives

∂f

∂x

and

∂f

∂y

represent

the (instantaneous) rate of change of f in the positive x and y directions, respectively.

What about other directions? It turns out that we can find the rate of change in any

direction using a more general type of derivative called a directional derivative.

Definition 2.5. Let f (x, y) be a real-valued function with domain D in

2

, and let (a, b)

be a point in D. Let v be a unit vector in

2

. Then the directional derivative of f

at (a, b) in the direction of v, denoted by D

v

f (a, b), is defined as

D

v

f (a, b) = lim

h→0

f ((a, b) + hv) − f (a, b)

h

(2.8)

Notice in the definition that we seem to be treating the point (a, b) as a vector, since

we are adding the vector hv to it. But this is just the usual idea of identifying vectors

with their terminal points, which the reader should be used to by now. If we were to

write the vector v as v = (v

1

, v

2

), then

D

v

f (a, b) = lim

h→0

f (a + hv

1

, b + hv

2

) − f (a, b)

h

. (2.9)

From this we can immediately recognize that the partial derivatives

∂f

∂x

and

∂f

∂y

are

special cases of the directional derivative with v = i = (1, 0) and v = j = (0, 1), respec-

tively. That is,

∂f

∂x

= D

i

f and

∂f

∂y

= D

j

f . Since there are many vectors with the same

direction, we use a unit vector in the definition, as that represents a “standard” vector

for a given direction.

If f (x, y) has continuous partial derivatives

∂f

∂x

and

∂f

∂y

(which will always be the case

in this text), then there is a simple formula for the directional derivative:

Theorem 2.2. Let f (x, y) be a real-valued function with domain D in

2

such that the

partial derivatives

∂f

∂x

and

∂f

∂y

exist and are continuous in D. Let (a, b) be a point in D,

and let v = (v

1

, v

2

) be a unit vector in

2

. Then

D

v

f (a, b) = v

1

∂f

∂x

(a, b) + v

2

∂f

∂y

(a, b) . (2.10)

Proof: Note that if v = i = (1, 0) then the above formula reduces to D

v

f (a, b) =

∂f

∂x

(a, b),

which we know is true since D

i

f =

∂f

∂x

, as we noted earlier. Similarly, for v = j = (0, 1)

the formula reduces to D

v

f (a, b) =

∂f

∂y

(a, b), which is true since D

j

f =

∂f

∂y

. So since

i = (1, 0) and j = (0, 1) are the only unit vectors in

2

with a zero component, then we

2.4 Directional Derivatives and the Gradient 79

need only show the formula holds for unit vectors v = (v

1

, v

2

) with v

1

0 and v

2

0.

So fix such a vector v and fix a number h 0. Then

f (a +hv

1

, b +hv

2

) − f (a, b) = f (a +hv

1

, b +hv

2

) − f (a +hv

1

, b) + f (a +hv

1

, b) − f (a, b) . (2.11)

Since h 0 and v

2

0, then hv

2

0 and thus any number c between b and b + hv

2

can be written as c = b + αhv

2

for some number 0 < α < 1. So since the function

f (a + hv

1

, y) is a real-valued function of y (since a + hv

1

is a fixed number), then the

Mean Value Theorem from single-variable calculus can be applied to the function

g(y) = f (a + hv

1

, y) on the interval [b, b + hv

2

] (or [b + hv

2

, b] if one of h or v

2

is negative)

to find a number 0 < α < 1 such that

∂f

∂y

(a + hv

1

, b + αhv

2

) = g

′

(b + αhv

2

) =

g(b + hv

2

) − g(b)

b + hv

2

− b

=

f (a + hv

1

, b + hv

2

) − f (a + hv

1

, b)

hv

2

and so

f (a + hv

1

, b + hv

2

) − f (a + hv

1

, b) = hv

2

∂f

∂y

(a + hv

1

, b + αhv

2

) .

By a similar argument, there exists a number 0 < β < 1 such that

f (a + hv

1

, b) − f (a, b) = hv

1

∂f

∂x

(a + βhv

1

, b) .

Thus, by equation (2.11), we have

f (a + hv

1

, b + hv

2

) − f (a, b)

h

=

hv

2

∂f

∂y

(a + hv

1

, b + αhv

2

) + hv

1

∂f

∂x

(a + βhv

1

, b)

h

= v

2

∂f

∂y

(a + hv

1

, b + αhv

2

) + v

1

∂f

∂x

(a + βhv

1

, b)

so by formula (2.9) we have

D

v

f (a, b) = lim

h→0

f (a + hv

1

, b + hv

2

) − f (a, b)

h

= lim

h→0

,

v

2

∂f

∂y

(a + hv

1

, b + αhv

2

) + v

1

∂f

∂x

(a + βhv

1

, b)

¸

= v

2

∂f

∂y

(a, b) + v

1

∂f

∂x

(a, b) by the continuity of

∂f

∂x

and

∂f

∂y

, so

D

v

f (a, b) = v

1

∂f

∂x

(a, b) + v

2

∂f

∂y

(a, b)

after reversing the order of summation. QED

Note that D

v

f (a, b) = v···

∂f

∂x

(a, b),

∂f

∂y

(a, b)

**. The second vector has a special name:
**

80 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

Definition 2.6. For a real-valued function f (x, y), the gradient of f , denoted by ∇f ,

is the vector

∇f =

∂f

∂x

,

∂f

∂y

(2.12)

in

2

. For a real-valued function f (x, y, z), the gradient is the vector

∇f =

∂f

∂x

,

∂f

∂y

,

∂f

∂z

(2.13)

in

3

. The symbol ∇ is pronounced “del”.

5

Corollary 2.3. D

v

f = v··· ∇f

Example 2.15. Find the directional derivative of f (x, y) = xy

2

+ x

3

y at the point (1, 2) in

the direction of v =

1

√

2

,

1

√

2

.

Solution: We see that ∇f = (y

2

+ 3x

2

y, 2xy + x

3

), so

D

v

f (1, 2) = v··· ∇f (1, 2) =

1

√

2

,

1

√

2

··· (2

2

+ 3(1)

2

(2), 2(1)(2) + 1

3

) =

15

√

2

A real-valued function z = f (x, y) whose partial derivatives

∂f

∂x

and

∂f

∂y

exist and are

continuous is called continuously differentiable. Assume that f (x, y) is such a function

and that ∇f 0. Let c be a real number in the range of f and let v be a unit vector in

2

which is tangent to the level curve f (x, y) = c (see Figure 2.4.1).

x

y

0

v ∇f

f (x, y) = c

Figure 2.4.1

5

Sometimes the notation grad( f ) is used instead of ∇f .

2.4 Directional Derivatives and the Gradient 81

The value of f (x, y) is constant along a level curve, so since v is a tangent vector to

this curve, then the rate of change of f in the direction of v is 0, i.e. D

v

f = 0. But we

know that D

v

f = v ··· ∇f = v ∇f cos θ, where θ is the angle between v and ∇f . So

since v = 1 then D

v

f = ∇f cos θ. So since ∇f 0 then D

v

f = 0 ⇒ cos θ = 0 ⇒ θ = 90

◦

.

In other words, ∇f ⊥ v, which means that ∇f is normal to the level curve.

In general, for any unit vector v in

2

, we still have D

v

f = ∇f cos θ, where θ is the

angle between v and ∇f . At a fixed point (x, y) the length ∇f is fixed, and the value

of D

v

f then varies as θ varies. The largest value that D

v

f can take is when cos θ = 1

(θ = 0

◦

), while the smallest value occurs when cos θ = −1 (θ = 180

◦

). In other words, the

value of the function f increases the fastest in the direction of ∇f (since θ = 0

◦

in that

case), and the value of f decreases the fastest in the direction of −∇f (since θ = 180

◦

in that case). We have thus proved the following theorem:

Theorem 2.4. Let f (x, y) be a continuously differentiable real-valued function, with

∇f 0. Then:

(a) The gradient ∇f is normal to any level curve f (x, y) = c.

(b) The value of f (x, y) increases the fastest in the direction of ∇f .

(c) The value of f (x, y) decreases the fastest in the direction of −∇f .

Example 2.16. In which direction does the function f (x, y) = xy

2

+ x

3

y increase the

fastest from the point (1, 2)? In which direction does it decrease the fastest?

Solution: Since ∇f = (y

2

+ 3x

2

y, 2xy + x

3

), then ∇f (1, 2) = (10, 5) 0. A unit vector in

that direction is v =

∇f

∇f

=

2

√

5

,

1

√

5

. Thus, f increases the fastest in the direction of

2

√

5

,

1

√

5

and decreases the fastest in the direction of

−2

√

5

,

−1

√

5

.

Though we proved Theorem 2.4 for functions of two variables, a similar argument

can be used to show that it also applies to functions of three or more variables. Like-

wise, the directional derivative in the three-dimensional case can also be defined by

the formula D

v

f = v··· ∇f .

Example 2.17. The temperature T of a solid is given by the function T(x, y, z) = e

−x

+

e

−2y

+e

4z

, where x, y, z are space coordinates relative to the center of the solid. In which

direction from the point (1, 1, 1) will the temperature decrease the fastest?

Solution: Since ∇f = (−e

−x

, −2e

−2y

, 4e

4z

), then the temperature will decrease the fastest

in the direction of −∇f (1, 1, 1) = (e

−1

, 2e

−2

, −4e

4

).

82 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

¨

©

Exercises

A

For Exercises 1-10, compute the gradient ∇f .

1. f (x, y) = x

2

+ y

2

− 1 2. f (x, y) =

1

x

2

+ y

2

3. f (x, y) =

x

2

+ y

2

+ 4 4. f (x, y) = x

2

e

y

5. f (x, y) = ln(xy) 6. f (x, y) = 2x + 5y

7. f (x, y, z) = sin(xyz) 8. f (x, y, z) = x

2

e

yz

9. f (x, y, z) = x

2

+ y

2

+ z

2

10. f (x, y, z) =

x

2

+ y

2

+ z

2

For Exercises 11-14, find the directional derivative of f at the point P in the direction

of v =

1

√

2

,

1

√

2

.

11. f (x, y) = x

2

+ y

2

− 1, P = (1, 1) 12. f (x, y) =

1

x

2

+ y

2

, P = (1, 1)

13. f (x, y) =

x

2

+ y

2

+ 4, P = (1, 1) 14. f (x, y) = x

2

e

y

, P = (1, 1)

For Exercises 15-16, find the directional derivative of f at the point P in the direction

of v =

1

√

3

,

1

√

3

,

1

√

3

.

15. f (x, y, z) = sin(xyz), P = (1, 1, 1) 16. f (x, y, z) = x

2

e

yz

, P = (1, 1, 1)

17. Repeat Example 2.16 at the point (2, 3).

18. Repeat Example 2.17 at the point (3, 1, 2).

B

For Exercises 19-26, let f (x, y) and g(x, y) be continuously differentiable real-valued

functions, let c be a constant, and let v be a unit vector in

2

. Show that:

19. ∇(c f ) = c ∇f 20. ∇( f + g) = ∇f + ∇g

21. ∇( f g) = f ∇g + g ∇f 22. ∇( f /g) =

g ∇f − f ∇g

g

2

if g(x, y) 0

23. D

−v

f = −D

v

f 24. D

v

(c f ) = c D

v

f

25. D

v

( f + g) = D

v

f + D

v

g 26. D

v

( f g) = f D

v

g + g D

v

f

27. The function r(x, y) =

x

2

+ y

2

is the length of the position vector r = x i + y j for

each point (x, y) in

2

. Show that ∇r =

1

r

r when (x, y) (0, 0), and that ∇(r

2

) = 2 r.

2.5 Maxima and Minima 83

2.5 Maxima and Minima

The gradient can be used to find extreme points of real-valued functions of several

variables, that is, points where the function has a local maximum or local minimum.

We will consider only functions of two variables; functions of three or more variables

require methods using linear algebra.

Definition 2.7. Let f (x, y) be a real-valued function, and let (a, b) be a point in the

domain of f . We say that f has a local maximum at (a, b) if f (x, y) ≤ f (a, b) for all

(x, y) inside some disk of positive radius centered at (a, b), i.e. there is some sufficiently

small r > 0 such that f (x, y) ≤ f (a, b) for all (x, y) for which (x − a)

2

+ (y − b)

2

< r

2

.

Likewise, we say that f has a local minimum at (a, b) if f (x, y) ≥ f (a, b) for all (x, y)

inside some disk of positive radius centered at (a, b).

If f (x, y) ≤ f (a, b) for all (x, y) in the domain of f , then f has a global maximum at

(a, b). If f (x, y) ≥ f (a, b) for all (x, y) in the domain of f , then f has a global minimum

at (a, b).

Suppose that (a, b) is a local maximum point for f (x, y), and that the first-order

partial derivatives of f exist at (a, b). We know that f (a, b) is the largest value of

f (x, y) as (x, y) goes in all directions from the point (a, b), in some sufficiently small

disk centered at (a, b). In particular, f (a, b) is the largest value of f in the x direction

(around the point (a, b)), that is, the single-variable function g(x) = f (x, b) has a local

maximum at x = a. So we know that g

′

(a) = 0. Since g

′

(x) =

∂f

∂x

(x, b), then

∂f

∂x

(a, b) = 0.

Similarly, f (a, b) is the largest value of f near (a, b) in the y direction and so

∂f

∂y

(a, b) = 0.

We thus have the following theorem:

Theorem 2.5. Let f (x, y) be a real-valued function such that both

∂f

∂x

(a, b) and

∂f

∂y

(a, b)

exist. Then a necessary condition for f (x, y) to have a local maximum or minimum at

(a, b) is that ∇f (a, b) = 0.

Note: Theorem 2.5 can be extended to apply to functions of three or more variables.

A point (a, b) where ∇f (a, b) = 0 is called a critical point for the function f (x, y). So

given a function f (x, y), to find the critical points of f you have to solve the equations

∂f

∂x

(x, y) = 0 and

∂f

∂y

(x, y) = 0 simultaneously for (x, y). Similar to the single-variable case,

the necessary condition that ∇f (a, b) = 0 is not always sufficient to guarantee that a

critical point is a local maximum or minimum.

Example 2.18. The function f (x, y) = xy has a critical point at (0, 0):

∂f

∂x

= y = 0 ⇒ y = 0,

and

∂f

∂y

= x = 0 ⇒ x = 0, so (0, 0) is the only critical point. But clearly f does not have a

local maximum or minimum at (0, 0) since any disk around (0, 0) contains points (x, y)

where the values of x and y have the same sign (so that f (x, y) = xy > 0 = f (0, 0))

and different signs (so that f (x, y) = xy < 0 = f (0, 0)). In fact, along the path y = x

84 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

in

2

, f (x, y) = x

2

, which has a local minimum at (0, 0), while along the path y = −x

we have f (x, y) = −x

2

, which has a local maximum at (0, 0). So (0, 0) is an example of

a saddle point, i.e. it is a local maximum in one direction and a local minimum in

another direction. The graph of f (x, y) is shown in Figure 2.5.1, which is a hyperbolic

paraboloid.

-10

-5

0

5

10

-10

-5

0

5

10

-100

-50

0

50

100

z

x

y

z

Figure 2.5.1 f (x, y) = xy, saddle point at (0, 0)

The following theorem gives sufficient conditions for a critical point to be a local

maximum or minimum of a smooth function (i.e. a function whose partial derivatives

of all orders exist and are continuous), which we will not prove here.

6

Theorem 2.6. Let f (x, y) be a smooth real-valued function, with a critical point at

(a, b) (i.e. ∇f (a, b) = 0). Define

D =

∂

2

f

∂x

2

(a, b)

∂

2

f

∂y

2

(a, b) −

∂

2

f

∂y ∂x

(a, b)

2

Then

(a) if D > 0 and

∂

2

f

∂x

2

(a, b) > 0, then f has a local minimum at (a, b)

(b) if D > 0 and

∂

2

f

∂x

2

(a, b) < 0, then f has a local maximum at (a, b)

(c) if D < 0, then f has neither a local minimum nor a local maximum at (a, b)

(d) if D = 0, then the test fails.

6

See TAYLOR and MANN, § 7.6.

2.5 Maxima and Minima 85

If condition (c) holds, then (a, b) is a saddle point. Note that the assumption that

f (x, y) is smooth means that

D =

∂

2

f

∂x

2

(a, b)

∂

2

f

∂y ∂x

(a, b)

∂

2

f

∂x ∂y

(a, b)

∂

2

f

∂y

2

(a, b)

since

∂

2

f

∂y ∂x

=

∂

2

f

∂x ∂y

. Also, if D > 0 then

∂

2

f

∂x

2

(a, b)

∂

2

f

∂y

2

(a, b) = D +

∂

2

f

∂y ∂x

(a, b)

2

> 0, and so

∂

2

f

∂x

2

(a, b) and

∂

2

f

∂y

2

(a, b) have the same sign. This means that in parts (a) and (b) of the

theorem one can replace

∂

2

f

∂x

2

(a, b) by

∂

2

f

∂y

2

(a, b) if desired.

Example 2.19. Find all local maxima and minima of f (x, y) = x

2

+ xy + y

2

− 3x.

Solution: First find the critical points, i.e. where ∇f = 0. Since

∂f

∂x

= 2x + y − 3 and

∂f

∂y

= x + 2y

then the critical points (x, y) are the common solutions of the equations

2x + y − 3 = 0

x + 2y = 0

which has the unique solution (x, y) = (2, −1). So (2, −1) is the only critical point.

To use Theorem 2.6, we need the second-order partial derivatives:

∂

2

f

∂x

2

= 2 ,

∂

2

f

∂y

2

= 2 ,

∂

2

f

∂y ∂x

= 1

and so

D =

∂

2

f

∂x

2

(2, −1)

∂

2

f

∂y

2

(2, −1) −

∂

2

f

∂y ∂x

(2, −1)

2

= (2)(2) − 1

2

= 3 > 0

and

∂

2

f

∂x

2

(2, −1) = 2 > 0. Thus, (2, −1) is a local minimum.

Example 2.20. Find all local maxima and minima of f (x, y) = xy − x

3

− y

2

.

Solution: First find the critical points, i.e. where ∇f = 0. Since

∂f

∂x

= y − 3x

2

and

∂f

∂y

= x − 2y

86 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

then the critical points (x, y) are the common solutions of the equations

y − 3x

2

= 0

x − 2y = 0

The first equation yields y = 3x

2

, substituting that into the second equation yields

x − 6x

2

= 0, which has the solutions x = 0 and x =

1

6

. So x = 0 ⇒ y = 3(0) = 0 and

x =

1

6

⇒ y = 3

1

6

2

=

1

12

.

So the critical points are (x, y) = (0, 0) and (x, y) =

1

6

,

1

12

.

To use Theorem 2.6, we need the second-order partial derivatives:

∂

2

f

∂x

2

= −6x ,

∂

2

f

∂y

2

= −2 ,

∂

2

f

∂y ∂x

= 1

So

D =

∂

2

f

∂x

2

(0, 0)

∂

2

f

∂y

2

(0, 0) −

∂

2

f

∂y ∂x

(0, 0)

2

= (−6(0))(−2) − 1

2

= −1 < 0

and thus (0, 0) is a saddle point. Also,

D =

∂

2

f

∂x

2

1

6

,

1

12

∂

2

f

∂y

2

1

6

,

1

12

−

∂

2

f

∂y ∂x

1

6

,

1

12

2

= (−6

1

6

)(−2) − 1

2

= 1 > 0

and

∂

2

f

∂x

2

1

6

,

1

12

= −1 < 0. Thus,

1

6

,

1

12

is a local maximum.

Example 2.21. Find all local maxima and minima of f (x, y) = (x − 2)

4

+ (x − 2y)

2

.

Solution: First find the critical points, i.e. where ∇f = 0. Since

∂f

∂x

= 4(x − 2)

3

+ 2(x − 2y) and

∂f

∂y

= −4(x − 2y)

then the critical points (x, y) are the common solutions of the equations

4(x − 2)

3

+ 2(x − 2y) = 0

−4(x − 2y) = 0

The second equation yields x = 2y, substituting that into the first equation yields

4(2y − 2)

3

= 0, which has the solution y = 1, and so x = 2(1) = 2. Thus, (2, 1) is the only

critical point.

To use Theorem 2.6, we need the second-order partial derivatives:

∂

2

f

∂x

2

= 12(x − 2)

2

+ 2 ,

∂

2

f

∂y

2

= 8 ,

∂

2

f

∂y ∂x

= −4

2.5 Maxima and Minima 87

So

D =

∂

2

f

∂x

2

(2, 1)

∂

2

f

∂y

2

(2, 1) −

∂

2

f

∂y ∂x

(2, 1)

2

= (2)(8) − (−4)

2

= 0

and so the test fails. What can be done in this situation? Sometimes it is possible

to examine the function to see directly the nature of a critical point. In our case, we

see that f (x, y) ≥ 0 for all (x, y), since f (x, y) is the sum of fourth and second powers

of numbers and hence must be nonnegative. But we also see that f (2, 1) = 0. Thus

f (x, y) ≥ 0 = f (2, 1) for all (x, y), and hence (2, 1) is in fact a global minimum for f .

Example 2.22. Find all local maxima and minima of f (x, y) = (x

2

+ y

2

)e

−(x

2

+y

2

)

.

Solution: First find the critical points, i.e. where ∇f = 0. Since

∂f

∂x

= 2x(1 − (x

2

+ y

2

))e

−(x

2

+y

2

)

∂f

∂y

= 2y(1 − (x

2

+ y

2

))e

−(x

2

+y

2

)

then the critical points are (0, 0) and all points (x, y) on the unit circle x

2

+ y

2

= 1.

To use Theorem 2.6, we need the second-order partial derivatives:

∂

2

f

∂x

2

= 2[1 − (x

2

+ y

2

) − 2x

2

− 2x

2

(1 − (x

2

+ y

2

))]e

−(x

2

+y

2

)

∂

2

f

∂y

2

= 2[1 − (x

2

+ y

2

) − 2y

2

− 2y

2

(1 − (x

2

+ y

2

))]e

−(x

2

+y

2

)

∂

2

f

∂y ∂x

= −4xy[2 − (x

2

+ y

2

)]e

−(x

2

+y

2

)

At (0, 0), we have D = 4 > 0 and

∂

2

f

∂x

2

(0, 0) = 2 > 0, so (0, 0) is a local minimum. However,

for points (x, y) on the unit circle x

2

+ y

2

= 1, we have

D = (−4x

2

e

−1

)(−4y

2

e

−1

) − (−4xye

−1

)

2

= 0

and so the test fails. If we look at the graph of f (x, y), as shown in Figure 2.5.2, it

looks like we might have a local maximum for (x, y) on the unit circle x

2

+ y

2

= 1. If we

switch to using polar coordinates (r, θ) instead of (x, y) in

2

, where r

2

= x

2

+ y

2

, then

we see that we can write f (x, y) as a function g(r) of the variable r alone: g(r) = r

2

e

−r

2

.

Then g

′

(r) = 2r(1 − r

2

)e

−r

2

, so it has a critical point at r = 1, and we can check that

g

′′

(1) = −4e

−1

< 0, so the Second Derivative Test from single-variable calculus says

that r = 1 is a local maximum. But r = 1 corresponds to the unit circle x

2

+ y

2

= 1.

Thus, the points (x, y) on the unit circle x

2

+ y

2

= 1 are local maximum points for f .

88 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

-3

-2

-1

0

1

2

3

-3

-2

-1

0

1

2

3

0

0.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

z

x

y

z

Figure 2.5.2 f (x, y) = (x

2

+ y

2

)e

−(x

2

+y

2

)

¨

©

Exercises

A

For Exercises 1-10, find all local maxima and minima of the function f (x, y).

1. f (x, y) = x

3

− 3x + y

2

2. f (x, y) = x

3

− 12x + y

2

+ 8y

3. f (x, y) = x

3

− 3x + y

3

− 3y 4. f (x, y) = x

3

+ 3x

2

+ y

3

− 3y

2

5. f (x, y) = 2x

3

+ 6xy + 3y

2

6. f (x, y) = 2x

3

− 6xy + y

2

7. f (x, y) =

x

2

+ y

2

8. f (x, y) = x + 2y

9. f (x, y) = 4x

2

− 4xy + 2y

2

+ 10x − 6y 10. f (x, y) = −4x

2

+ 4xy − 2y

2

+ 16x − 12y

B

11. For a rectangular solid of volume 1000 cubic meters, find the dimensions that will

minimize the surface area. (Hint: Use the volume condition to write the surface

area as a function of just two variables.)

12. Prove that if (a, b) is a local maximum or local minimum point for a smooth func-

tion f (x, y), then the tangent plane to the surface z = f (x, y) at the point (a, b, f (a, b))

is parallel to the xy-plane. (Hint: Use Theorem 2.5.)

C

13. Find three positive numbers x, y, z whose sum is 10 such that x

2

y

2

z is a maximum.

2.6 Unconstrained Optimization: Numerical Methods 89

2.6 Unconstrained Optimization: Numerical Methods

The types of problems that we solved in the previous section were examples of uncon-

strained optimization problems. That is, we tried to find local (and perhaps even

global) maximum and minimum points of real-valued functions f (x, y), where the

points (x, y) could be any points in the domain of f . The method we used required

us to find the critical points of f , which meant having to solve the equation ∇f = 0,

which in general is a system of two equations in two unknowns (x and y). While this

was relatively simple for the examples we did, in general this will not be the case. If

the equations involve polynomials in x and y of degree three or higher, or complicated

expressions involving trigonometric, exponential, or logarithmic functions, then solv-

ing even one such equation, let alone two, could be impossible by elementary means.

7

For example, if one of the equations that had to be solved was

x

3

+ 9x − 2 = 0 ,

you may have a hard time getting the exact solutions. Trial and error would not help

much, especially since the only real solution

8

turns out to be

3

√

28 + 1−

3

√

28 − 1. In a

situation such as this, the only choice may be to find a solution using some numerical

method which gives a sequence of numbers which converge to the actual solution. For

example, Newton’s method for solving equations f (x) = 0, which you probably learned

in single-variable calculus. In this section we will describe another method of Newton

for finding critical points of real-valued functions of two variables.

Let f (x, y) be a smooth real-valued function, and define

D(x, y) =

∂

2

f

∂x

2

(x, y)

∂

2

f

∂y

2

(x, y) −

∂

2

f

∂y ∂x

(x, y)

2

.

Newton’s algorithm: Pick an initial point (x

0

, y

0

). For n = 0, 1, 2, 3, . . . , define:

x

n+1

= x

n

−

∂

2

f

∂y

2

(x

n

, y

n

)

∂

2

f

∂x ∂y

(x

n

, y

n

)

∂f

∂y

(x

n

, y

n

)

∂f

∂x

(x

n

, y

n

)

D(x

n

, y

n

)

, y

n+1

= y

n

−

∂

2

f

∂x

2

(x

n

, y

n

)

∂

2

f

∂x ∂y

(x

n

, y

n

)

∂f

∂x

(x

n

, y

n

)

∂f

∂y

(x

n

, y

n

)

D(x

n

, y

n

)

(2.14)

Then the sequence of points (x

n

, y

n

)

∞

n=1

converges to a critical point. If there are several

critical points, then you will have to try different initial points to find them.

7

This is also a problem for the equivalent method (the Second Derivative Test) in single-variable calcu-

lus, though one that is not usually emphasized.

8

There are also two nonreal, complex number solutions. Cubic polynomial equations in one variable

can be solved using Cardan’s formulas, which are not quite as simple as the familiar quadratic formula.

See USPENSKY for more details. There are formulas for solving polynomial equations of degree 4, but

it can be proved that there is no general formula for solving equations for polynomials of degree five or

higher.

90 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

Example 2.23. Find all local maxima and minima of f (x, y) = x

3

− xy − x + xy

3

− y

4

.

Solution: First calculate the necessary partial derivatives:

∂f

∂x

= 3x

2

− y − 1 + y

3

,

∂f

∂y

= −x + 3xy

2

− 4y

3

∂

2

f

∂x

2

= 6x ,

∂

2

f

∂y

2

= 6xy − 12y

2

,

∂

2

f

∂y ∂x

= −1 + 3y

2

Notice that solving ∇f = 0 would involve solving two third-degree polynomial equa-

tions in x and y, which in this case can not be done easily.

We need to pick an initial point (x

0

, y

0

) for our algorithm. Looking at the graph of

z = f (x, y) over a large region may help (see Figure 2.6.1 below), though it may be hard

to tell where the critical points are.

-20

-15

-10

-5

0

5

10

15

20

-20

-15

-10

-5

0

5

10

15

20

-350000

-300000

-250000

-200000

-150000

-100000

-50000

0

50000

z

x

y

z

Figure 2.6.1 f (x, y) = x

3

− xy − x + xy

3

− y

4

for −20 ≤ x ≤ 20 and −20 ≤ y ≤ 20

Notice in the formulas (2.14) that we divide by D, so we should pick an initial point

where D is not zero. And we can see that D(0, 0) = (0)(0) − (−1)

2

= −1 0, so take

(0, 0) as our initial point. Since it may take a large number of iterations of Newton’s

algorithm to be sure that we are close enough to the actual critical point, and since

the computations are quite tedious, we will let a computer do the computing. For this,

we will write a simple program, using the Java programming language, which will

take a given initial point as a parameter and then perform 100 iterations of Newton’s

algorithm. In each iteration the new point will be printed, so that we can see if there

is convergence. The full code is shown in Listing 2.1.

2.6 Unconstrained Optimization: Numerical Methods 91

//Program t o f i nd the c r i t i c al poi nt s of f ( x , y)=x^3−xy−x+xy^3−y^4

public class newton {

public static void main( Stri ng [ ] args ) {

//Get the i ni t i al poi nt ( x , y ) as command−l i ne parameters

double x = Double . parseDouble ( args [ 0 ] ) ; //I ni t i al x value

double y = Double . parseDouble ( args [ 1 ] ) ; //I ni t i al y value

System. out . pri nt l n ( " I ni t i al poi nt : ( " + x + " , " + y + " ) " ) ;

//Go through 100 i t e r at i ons of Newton ’ s algorithm

for ( int n=1; n<=100; n++) {

double D = fxx ( x , y) ∗ fyy ( x , y ) − Math. pow( fxy ( x , y ) , 2 ) ;

double xn = x ; double yn = y ; //The current x and y values

i f (D == 0) { //We can not di vi de by 0

System. out . pri nt l n ( " Error : D = 0 at i t er at i on n = " + n ) ;

System. exi t ( 0 ) ; //End the program

} else { //Cal cul ate the new values f or x and y

x = xn − ( fyy ( xn , yn) ∗ f x ( xn , yn) − fxy ( xn , yn) ∗ f y ( xn , yn ) ) / D;

y = yn − ( fxx ( xn , yn) ∗ f y ( xn , yn) − fxy ( xn , yn) ∗ f x ( xn , yn ) ) / D;

System. out . pri nt l n ( "n = " + n + " : ( " + x + " , " + y + " ) " ) ;

}

}

}

//Below are the parts s pe c i f i c t o the f unct i on f

//The f i r s t part i al deri vat i ve of f wrt x : 3x^2−y−1+y^3

public static double f x ( double x , double y ) {

return 3∗Math. pow( x , 2) − y − 1 + Math. pow( y , 3 ) ;

}

//The f i r s t part i al deri vat i ve of f wrt y : −x+3xy^2−4y^3

public static double f y ( double x , double y ) {

return −x + 3∗x∗Math. pow( y , 2) − 4∗Math. pow( y , 3 ) ;

}

//The second part i al deri vat i ve of f wrt x : 6x

public static double fxx ( double x , double y ) {

return 6∗x ;

}

//The second part i al deri vat i ve of f wrt y : 6xy−12y^2

public static double fyy ( double x , double y ) {

return 6∗x∗y − 12∗Math. pow( y , 2 ) ;

}

//The mixed second part i al deri vat i ve of f wrt x and y : −1+3y^2

public static double fxy ( double x , double y ) {

return −1 + 3∗Math. pow( y , 2 ) ;

}

}

Listing 2.1 Program listing for newton.java

92 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

To use this program, you should first save the code in Listing 2.1 in a plain text

file called newton.java. You will need the Java Development Kit

9

to compile the

code. In the directory where newton.java is saved, run this command at a command

prompt to compile the code: javac newton.java

Then run the program with the initial point (0, 0) with this command:

java newton 0 0

Below is the output of the program using (0, 0) as the initial point, truncated to show

the first 10 lines and the last 5 lines:

java newton 0 0

Initial point: (0.0,0.0)

n = 1: (0.0,-1.0)

n = 2: (1.0,-0.5)

n = 3: (0.6065857885615251,-0.44194107452339687)

n = 4: (0.484506572966545,-0.405341511995805)

n = 5: (0.47123972682634485,-0.3966334583092305)

n = 6: (0.47113558510349535,-0.39636450001936047)

n = 7: (0.4711356343449705,-0.3963643379632247)

n = 8: (0.4711356343449874,-0.39636433796318005)

n = 9: (0.4711356343449874,-0.39636433796318005)

n = 10: (0.4711356343449874,-0.39636433796318005)

...

n = 96: (0.4711356343449874,-0.39636433796318005)

n = 97: (0.4711356343449874,-0.39636433796318005)

n = 98: (0.4711356343449874,-0.39636433796318005)

n = 99: (0.4711356343449874,-0.39636433796318005)

n = 100: (0.4711356343449874,-0.39636433796318005)

As you can see, we appear to have converged fairly quickly (after only 8 iterations)

to what appears to be an actual critical point (up to Java’s level of precision), namely

the point (0.4711356343449874, −0.39636433796318005). It is easy to confirm that ∇f = 0

at this point, either by evaluating

∂f

∂x

and

∂f

∂y

at the point ourselves or by modifying our

program to also print the values of the partial derivatives at the point. It turns out

that both partial derivatives are indeed close enough to zero to be considered zero:

∂f

∂x

(0.4711356343449874, −0.39636433796318005) = 4.85722573273506 × 10

−17

∂f

∂y

(0.4711356343449874, −0.39636433796318005) = −8.326672684688674 × 10

−17

We also have D(0.4711356343449874, −0.39636433796318005) = −8.776075636032301 < 0,

so by Theorem 2.6 we know that (0.4711356343449874, −0.39636433796318005) is a sad-

dle point.

9

Available for free at http://java.sun.com/javase/downloads

2.6 Unconstrained Optimization: Numerical Methods 93

Since ∇f consists of cubic polynomials, it seems likely that there may be three criti-

cal points. The computer program makes experimenting with other initial points easy,

and trying different values does indeed lead to different sequences which converge:

java newton -1 -1

Initial point: (-1.0,-1.0)

n = 1: (-0.5,-0.5)

n = 2: (-0.49295774647887325,-0.08450704225352113)

n = 3: (-0.1855674752461383,-1.2047647348546167)

n = 4: (-0.4540060574531383,-0.8643989895639324)

n = 5: (-0.3672160534444,-0.5426077421319053)

n = 6: (-0.4794622222856417,-0.24529117721011612)

n = 7: (0.11570743992954591,-2.4319791238981274)

n = 8: (-0.05837851765533317,-1.6536079835854451)

n = 9: (-0.129841298650007,-1.121516233310142)

n = 10: (-1.004453014967208,-0.9206128022529645)

n = 11: (-0.5161209914612475,-0.4176293491131443)

n = 12: (-0.5788664043863884,0.2918236503332734)

n = 13: (-0.6985177124230715,0.49848120123515316)

n = 14: (-0.6733618916578702,0.4345777963475479)

n = 15: (-0.6704392913413444,0.4252025996474051)

n = 16: (-0.6703832679150286,0.4250147307973365)

n = 17: (-0.6703832459238701,0.42501465652421205)

n = 18: (-0.6703832459238667,0.4250146565242004)

n = 19: (-0.6703832459238667,0.42501465652420045)

n = 20: (-0.6703832459238667,0.42501465652420045)

...

n = 98: (-0.6703832459238667,0.42501465652420045)

n = 99: (-0.6703832459238667,0.42501465652420045)

n = 100: (-0.6703832459238667,0.42501465652420045)

Again, it is easy to confirm that both

∂f

∂x

and

∂f

∂y

vanish at the point

(−0.6703832459238667, 0.42501465652420045), which means it is a critical point. And

D(−0.6703832459238667, 0.42501465652420045) = 15.3853578526055 > 0

∂

2

f

∂x

2

(−0.6703832459238667, 0.42501465652420045) = −4.0222994755432 < 0

so we know that (−0.6703832459238667, 0.42501465652420045) is a local maximum. An

idea of what the graph of f looks like near that point is shown in Figure 2.6.2, which

does suggest a local maximum around that point.

Finally, running the computer program with the initial point (−5, −5) yields the crit-

ical point (−7.540962756992551, −5.595509445899435), with D < 0 at that point, which

makes it a saddle point.

94 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

-1

-0.8

-0.6

-0.4

-0.2

0

0

0.2

0.4

0.6

0.8

1

-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

z

x

y

z

.

(-0.67,0.42,0.57)

Figure 2.6.2 f (x, y) = x

3

− xy − x + xy

3

− y

4

for −1 ≤ x ≤ 0 and 0 ≤ y ≤ 1

We can summarize our findings for the function f (x, y) = x

3

− xy − x + xy

3

− y

4

:

(0.4711356343449874, −0.39636433796318005) : saddle point

(−0.6703832459238667, 0.42501465652420045) : local maximum

(−7.540962756992551, −5.595509445899435) : saddle point

The derivation of Newton’s algorithm, and the proof that it converges (given a “rea-

sonable” choice for the initial point) requires techniques beyond the scope of this text.

See RALSTON and RABINOWITZ for more detail and for discussion of other numerical

methods. Our description of Newton’s algorithm is the special two-variable case of a

more general algorithm that can be applied to functions of n ≥ 2 variables.

In the case of functions which have a global maximum or minimum, Newton’s algo-

rithm can be used to find those points. In general, global maxima and minima tend

to be more interesting than local versions, at least in practical applications. A maxi-

mization problem can always be turned into a minimization problem (why?), so a large

number of methods have been developed to find the global minimum of functions of

any number of variables. This field of study is called nonlinear programming. Many of

these methods are based on the steepest descent technique, which is based on an idea

that we discussed in Section 2.4. Recall that the negative gradient −∇f gives the di-

rection of the fastest rate of decrease of a function f . The crux of the steepest descent

idea, then, is that starting from some initial point, you move a certain amount in the

2.6 Unconstrained Optimization: Numerical Methods 95

direction of −∇f at that point. Wherever that takes you becomes your new point, and

you then just keep repeating that procedure until eventually (hopefully) you reach the

point where f has its smallest value. There is a “pure” steepest descent method, and a

multitude of variations on it that improve the rate of convergence, ease of calculation,

etc. In fact, Newton’s algorithm can be interpreted as a modified steepest descent

method. For more discussion of this, and of nonlinear programming in general, see

BAZARAA, SHERALI and SHETTY.

¨

©

Exercises

C

1. Recall Example 2.21 from the previous section, where we showed that the point

(2, 1) was a global minimum for the function f (x, y) = (x − 2)

4

+ (x − 2y)

2

. Notice

that our computer program can be modified fairly easily to use this function (just

change the return values in the fx, fy, fxx, fyy and fxy function definitions to use the

appropriate partial derivative). Either modify that program or write one of your

own in a programming language of your choice to show that Newton’s algorithm

does lead to the point (2, 1). First use the initial point (0, 3), then use the initial

point (3, 2), and compare the results. Make sure that your program attempts to do

100 iterations of the algorithm. Did anything strange happen when your program

ran? If so, how do you explain it? (Hint: Something strange should happen.)

2. There is a version of Newton’s algorithm for solving a system of two equations

f

1

(x, y) = 0 and f

2

(x, y) = 0 ,

where f

1

(x, y) and f

2

(x, y) are smooth real-valued functions:

Pick an initial point (x

0

, y

0

). For n = 0, 1, 2, 3, . . . , define:

x

n+1

= x

n

−

f

1

(x

n

, y

n

) f

2

(x

n

, y

n

)

∂f

1

∂y

(x

n

, y

n

)

∂f

2

∂y

(x

n

, y

n

)

D(x

n

, y

n

)

, y

n+1

= y

n

+

f

1

(x

n

, y

n

) f

2

(x

n

, y

n

)

∂f

1

∂x

(x

n

, y

n

)

∂f

2

∂x

(x

n

, y

n

)

D(x

n

, y

n

)

, where

D(x

n

, y

n

) =

∂f

1

∂x

(x

n

, y

n

)

∂f

2

∂y

(x

n

, y

n

) −

∂f

1

∂y

(x

n

, y

n

)

∂f

2

∂x

(x

n

, y

n

) .

Then the sequence of points (x

n

, y

n

)

∞

n=1

converges to a solution. Write a computer

program that uses this algorithm to find approximate solutions to the system of

equations

f

1

(x, y) = sin(xy) − x − y = 0 and f

2

(x, y) = e

2x

− 2x + 3y = 0 .

Show that you get two different solutions when using (0, 0) and (1, 1) for the initial

point (x

0

, y

0

).

96 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

2.7 Constrained Optimization: Lagrange Multipliers

In Sections 2.5 and 2.6 we were concerned with finding maxima and minima of func-

tions without any constraints on the variables (other than being in the domain of the

function). What would we do if there were constraints on the variables? The following

example illustrates a simple case of this type of problem.

Example 2.24. For a rectangle whose perimeter is 20 m, find the dimensions that will

maximize the area.

Solution: The area A of a rectangle with width x and height y is A = xy. The perimeter

P of the rectangle is then given by the formula P = 2x +2y. Since we are given that the

perimeter P = 20, this problem can be stated as:

Maximize : f (x, y) = xy

given : 2x + 2y = 20

The reader is probably familiar with a simple method, using single-variable calculus,

for solving this problem. Since we must have 2x + 2y = 20, then we can solve for, say,

y in terms of x using that equation. This gives y = 10 − x, which we then substitute

into f to get f (x, y) = xy = x(10 − x) = 10x − x

2

. This is now a function of x alone, so we

now just have to maximize the function f (x) = 10x − x

2

on the interval [0, 10]. Since

f

′

(x) = 10−2x = 0 ⇒ x = 5 and f

′′

(5) = −2 < 0, then the Second Derivative Test tells us

that x = 5 is a local maximum for f , and hence x = 5 must be the global maximum on

the interval [0, 10] (since f = 0 at the endpoints of the interval). So since y = 10 − x = 5,

then the maximum area occurs for a rectangle whose width and height both are 5 m.

Notice in the above example that the ease of the solution depended on being able to

solve for one variable in terms of the other in the equation 2x + 2y = 20. But what if

that were not possible (which is often the case)? In this section we will use a general

method, called the Lagrange multiplier method

10

, for solving constrained optimization

problems:

Maximize (or minimize) : f (x, y) (or f (x, y, z))

given : g(x, y) = c (or g(x, y, z) = c) for some constant c

The equation g(x, y) = c is called the constraint equation, and we say that x and y are

constrained by g(x, y) = c. Points (x, y) which are maxima or minima of f (x, y) with the

condition that they satisfy the constraint equation g(x, y) = c are called constrained

maximum or constrained minimum points, respectively. Similar definitions hold for

functions of three variables.

The Lagrange multiplier method for solving such problems can now be stated:

10

Named after the French mathematician Joseph Louis Lagrange (1736-1813).

2.7 Constrained Optimization: Lagrange Multipliers 97

Theorem2.7. Let f (x, y) and g(x, y) be smooth functions, and suppose that c is a scalar

constant such that ∇g(x, y) 0 for all (x, y) that satisfy the equation g(x, y) = c. Then to

solve the constrained optimization problem

Maximize (or minimize) : f (x, y)

given : g(x, y) = c ,

find the points (x, y) that solve the equation ∇f (x, y) = λ∇g(x, y) for some constant λ

(the number λ is called the Lagrange multiplier). If there is a constrained maximum

or minimum, then it must be such a point.

A rigorous proof of the above theorem requires use of the Implicit Function The-

orem, which is beyond the scope of this text.

11

Note that the theorem only gives a

necessary condition for a point to be a constrained maximum or minimum. Whether a

point (x, y) that satisfies ∇f (x, y) = λ∇g(x, y) for some λ actually is a constrained max-

imum or minimum can sometimes be determined by the nature of the problem itself.

For instance, in Example 2.24 it was clear that there had to be a global maximum.

So how can you tell when a point that satisfies the condition in Theorem 2.7 really is

a constrained maximum or minimum? The answer is that it depends on the constraint

function g(x, y), together with any implicit constraints. It can be shown

12

that if the

constraint equation g(x, y) = c (plus any hidden constraints) describes a bounded set

B in

2

, then the constrained maximum or minimum of f (x, y) will occur either at a

point (x, y) satisfying ∇f (x, y) = λ∇g(x, y) or at a “boundary” point of the set B.

In Example 2.24 the constraint equation 2x + 2y = 20 describes a line in

2

, which

by itself is not bounded. However, there are “hidden” constraints, due to the nature

of the problem, namely 0 ≤ x, y ≤ 10, which cause that line to be restricted to a line

segment in

2

(including the endpoints of that line segment), which is bounded.

Example 2.25. For a rectangle whose perimeter is 20 m, use the Lagrange multiplier

method to find the dimensions that will maximize the area.

Solution: As we saw in Example 2.24, with x and y representing the width and height,

respectively, of the rectangle, this problem can be stated as:

Maximize : f (x, y) = xy

given : g(x, y) = 2x + 2y = 20

Then solving the equation ∇f (x, y) = λ∇g(x, y) for some λ means solving the equations

11

See TAYLOR and MANN, § 6.8 for more detail.

12

Again, see TAYLOR and MANN.

98 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

∂f

∂x

= λ

∂g

∂x

and

∂f

∂y

= λ

∂g

∂y

, namely:

y = 2λ ,

x = 2λ

The general idea is to solve for λ in both equations, then set those expressions equal

(since they both equal λ) to solve for x and y. Doing this we get

y

2

= λ =

x

2

⇒ x = y ,

so now substitute either of the expressions for x or y into the constraint equation to

solve for x and y:

20 = g(x, y) = 2x + 2y = 2x + 2x = 4x ⇒ x = 5 ⇒ y = 5

There must be a maximum area, since the minimum area is 0 and f (5, 5) = 25 >

0, so the point (5, 5) that we found (called a constrained critical point) must be the

constrained maximum.

∴ The maximum area occurs for a rectangle whose width and height both are 5 m.

Example 2.26. Find the points on the circle x

2

+ y

2

= 80 which are closest to and

farthest from the point (1, 2).

Solution: The distance d from any point (x, y) to the point (1, 2) is

d =

(x − 1)

2

+ (y − 2)

2

,

and minimizing the distance is equivalent to minimizing the square of the distance.

Thus the problem can be stated as:

Maximize (and minimize) : f (x, y) = (x − 1)

2

+ (y − 2)

2

given : g(x, y) = x

2

+ y

2

= 80

Solving ∇f (x, y) = λ∇g(x, y) means solving the following equations:

2(x − 1) = 2λx ,

2(y − 2) = 2λy

Note that x 0 since otherwise we would get −2 = 0 in the first equation. Similarly,

y 0. So we can solve both equations for λ as follows:

x − 1

x

= λ =

y − 2

y

⇒ xy − y = xy − 2x ⇒ y = 2x

2.7 Constrained Optimization: Lagrange Multipliers 99

x

y

0

(4, 8)

(1, 2)

(−4, −8)

x

2

+ y

2

= 80

Figure 2.7.1

Substituting this into g(x, y) = x

2

+ y

2

= 80 yields 5x

2

= 80,

so x = ±4. So the two constrained critical points are (4, 8)

and (−4, −8). Since f (4, 8) = 45 and f (−4, −8) = 125, and since

there must be points on the circle closest to and farthest

from (1, 2), then it must be the case that (4, 8) is the point

on the circle closest to (1, 2) and (−4, −8) is the farthest from

(1, 2) (see Figure 2.7.1).

Notice that since the constraint equation x

2

+ y

2

= 80 de-

scribes a circle, which is a bounded set in

2

, then we were

guaranteed that the constrained critical points we found

were indeed the constrained maximum and minimum.

The Lagrange multiplier method can be extended to functions of three variables.

Example 2.27.

Maximize (and minimize) : f (x, y, z) = x + z

given : g(x, y, z) = x

2

+ y

2

+ z

2

= 1

Solution: Solve the equation ∇f (x, y, z) = λ∇g(x, y, z):

1 = 2λx

0 = 2λy

1 = 2λz

The first equation implies λ 0 (otherwise we would have 1 = 0), so we can divide

by λ in the second equation to get y = 0 and we can divide by λ in the first and

third equations to get x =

1

2λ

= z. Substituting these expressions into the constraint

equation g(x, y, z) = x

2

+ y

2

+ z

2

= 1 yields the constrained critical points

1

√

2

, 0,

1

√

2

and

−1

√

2

, 0,

−1

√

2

. Since f

1

√

2

, 0,

1

√

2

> f

−1

√

2

, 0,

−1

√

2

**, and since the constraint equation
**

x

2

+ y

2

+ z

2

= 1 describes a sphere (which is bounded) in

3

, then

1

√

2

, 0,

1

√

2

is the

constrained maximum point and

−1

√

2

, 0,

−1

√

2

**is the constrained minimum point.
**

So far we have not attached any significance to the value of the Lagrange multiplier

λ. We needed λ only to find the constrained critical points, but made no use of its value.

It turns out that λ gives an approximation of the change in the value of the function

f (x, y) that we wish to maximize or minimize, when the constant c in the constraint

equation g(x, y) = c is changed by 1.

100 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

For example, in Example 2.25 we showed that the constrained optimization problem

Maximize : f (x, y) = xy

given : g(x, y) = 2x + 2y = 20

had the solution (x, y) = (5, 5), and that λ = x/2 = y/2. Thus, λ = 2.5. In a similar

fashion we could show that the constrained optimization problem

Maximize : f (x, y) = xy

given : g(x, y) = 2x + 2y = 21

has the solution (x, y) = (5.25, 5.25). So we see that the value of f (x, y) at the constrained

maximum increased from f (5, 5) = 25 to f (5.25, 5.25) = 27.5625, i.e. it increased by

2.5625 when we increased the value of c in the constraint equation g(x, y) = c from

c = 20 to c = 21. Notice that λ = 2.5 is close to 2.5625, that is,

λ ≈ ∆f = f (new max. pt) − f (old max. pt) .

Finally, note that solving the equation ∇f (x, y) = λ∇g(x, y) means having to solve a

system of two (possibly nonlinear) equations in three unknowns, which as we have

seen before, may not be possible to do. And the 3-variable case can get even more

complicated. All of this somewhat restricts the usefulness of Lagrange’s method to

relatively simple functions. Luckily there are many numerical methods for solving

constrained optimization problems, though we will not discuss them here.

13

¨

©

Exercises

A

1. Find the constrained maxima and minima of f (x, y) = 2x + y given that x

2

+ y

2

= 4.

2. Find the constrained maxima and minima of f (x, y) = xy given that x

2

+ 3y

2

= 6.

3. Find the points on the circle x

2

+y

2

= 100 which are closest to and farthest from the

point (2, 3).

B

4. Find the constrained maxima and minima of f (x, y, z) = x + y

2

+ 2z given that 4x

2

+

9y

2

− 36z

2

= 36.

5. Find the volume of the largest rectangular parallelepiped that can be inscribed in

the ellipsoid

x

2

a

2

+

y

2

b

2

+

z

2

c

2

= 1 .

13

See BAZARAA, SHERALI and SHETTY.

3 Multiple Integrals

3.1 Double Integrals

In single-variable calculus, differentiation and integration are thought of as inverse

operations. For instance, to integrate a function f (x) it is necessary to find the an-

tiderivative of f , that is, another function F(x) whose derivative is f (x). Is there a

similar way of defining integration of real-valued functions of two or more variables?

The answer is yes, as we will see shortly. Recall also that the definite integral of a

nonnegative function f (x) ≥ 0 represented the area “under” the curve y = f (x). As

we will now see, the double integral of a nonnegative real-valued function f (x, y) ≥ 0

represents the volume “under” the surface z = f (x, y).

Let f (x, y) be a continuous function such that f (x, y) ≥ 0 for all (x, y) on the rectangle

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

2

. We will often write this as R = [a, b] × [c, d].

For any number x∗ in the interval [a, b], slice the surface z = f (x, y) with the plane

x = x∗ parallel to the yz-plane. Then the trace of the surface in that plane is the curve

f (x∗, y), where x∗ is fixed and only y varies. The area A under that curve (i.e. the area

of the region between the curve and the xy-plane) as y varies over the interval [c, d]

then depends only on the value of x∗. So using the variable x instead of x∗, let A(x) be

that area (see Figure 3.1.1).

y

z

x

0 A(x)

R

a

x

b

c d

z = f (x, y)

Figure 3.1.1 The area A(x) varies with x

Then A(x) =

d

c

f (x, y) dy since we are treating x as fixed, and only y varies. This

makes sense since for a fixed x the function f (x, y) is a continuous function of y over

the interval [c, d], so we know that the area under the curve is the definite integral.

101

102 CHAPTER 3. MULTIPLE INTEGRALS

The area A(x) is a function of x, so by the “slice” or cross-section method from single-

variable calculus we know that the volume V of the solid under the surface z = f (x, y)

but above the xy-plane over the rectangle R is the integral over [a, b] of that cross-

sectional area A(x):

V =

b

a

A(x) dx =

b

a

,

d

c

f (x, y) dy

¸

dx (3.1)

We will always refer to this volume as “the volume under the surface”. The above

expression uses what are called iterated integrals. First the function f (x, y) is inte-

grated as a function of y, treating the variable x as a constant (this is called integrat-

ing with respect to y). That is what occurs in the “inner” integral between the square

brackets in equation (3.1). This is the first iterated integral. Once that integration

is performed, the result is then an expression involving only x, which can then be

integrated with respect to x. That is what occurs in the “outer” integral above (the sec-

ond iterated integral). The final result is then a number (the volume). This process

of going through two iterations of integrals is called double integration, and the last

expression in equation (3.1) is called a double integral.

Notice that integrating f (x, y) with respect to y is the inverse operation of taking the

partial derivative of f (x, y) with respect to y. Also, we could just as easily have taken

the area of cross-sections under the surface which were parallel to the xz-plane, which

would then depend only on the variable y, so that the volume V would be

V =

d

c

,

b

a

f (x, y) dx

¸

dy . (3.2)

It turns out that in general

1

the order of the iterated integrals does not matter. Also,

we will usually discard the brackets and simply write

V =

d

c

b

a

f (x, y) dx dy , (3.3)

where it is understood that the fact that dx is written before dy means that the func-

tion f (x, y) is first integrated with respect to x using the “inner” limits of integration a

and b, and then the resulting function is integrated with respect to y using the “outer”

limits of integration c and d. This order of integration can be changed if it is more

convenient.

Example 3.1. Find the volume V under the plane z = 8x + 6y over the rectangle R =

[0, 1] × [0, 2].

1

due to Fubini’s Theorem. See Ch. 18 in TAYLOR and MANN.

3.1 Double Integrals 103

Solution: We see that f (x, y) = 8x + 6y ≥ 0 for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 2, so:

V =

2

0

1

0

(8x + 6y) dx dy

=

2

0

4x

2

+ 6xy

x=1

x=0

dy

=

2

0

(4 + 6y) dy

= 4y + 3y

2

2

0

= 20

Suppose we had switched the order of integration. We can verify that we still get the

same answer:

V =

1

0

2

0

(8x + 6y) dy dx

=

1

0

8xy + 3y

2

y=2

y=0

dx

=

1

0

(16x + 12) dx

= 8x

2

+ 12x

1

0

= 20

Example 3.2. Find the volume V under the surface z = e

x+y

over the rectangle R =

[2, 3] × [1, 2].

Solution: We know that f (x, y) = e

x+y

> 0 for all (x, y), so

V =

2

1

3

2

e

x+y

dx dy

=

2

1

e

x+y

x=3

x=2

dy

=

2

1

(e

y+3

− e

y+2

) dy

= e

y+3

− e

y+2

2

1

= e

5

− e

4

− (e

4

− e

3

) = e

5

− 2e

4

+ e

3

Recall that for a general function f (x), the integral

b

a

f (x) dx represents the differ-

ence of the area below the curve y = f (x) but above the x-axis when f (x) ≥ 0, and the

104 CHAPTER 3. MULTIPLE INTEGRALS

area above the curve but below the x-axis when f (x) ≤ 0. Similarly, the double inte-

gral of any continuous function f (x, y) represents the difference of the volume below

the surface z = f (x, y) but above the xy-plane when f (x, y) ≥ 0, and the volume above

the surface but below the xy-plane when f (x, y) ≤ 0. Thus, our method of double inte-

gration by means of iterated integrals can be used to evaluate the double integral of

any continuous function over a rectangle, regardless of whether f (x, y) ≥ 0 or not.

Example 3.3. Evaluate

2π

0

π

0

sin(x + y) dx dy.

Solution: Note that f (x, y) = sin(x + y) is both positive and negative over the rectangle

[0, π] × [0, 2π]. We can still evaluate the double integral:

2π

0

π

0

sin(x + y) dx dy =

2π

0

−cos(x + y)

x=π

x=0

dy

=

2π

0

(−cos(y + π) + cos y) dy

= −sin(y + π) + sin y

2π

0

= −sin 3π + sin 2π − (−sin π + sin 0)

= 0

¨

©

Exercises

A

For Exercises 1-4, find the volume under the surface z = f (x, y) over the rectangle R.

1. f (x, y) = 4xy, R = [0, 1] × [0, 1] 2. f (x, y) = e

x+y

, R = [0, 1] × [−1, 1]

3. f (x, y) = x

3

+ y

2

, R = [0, 1] × [0, 1] 4. f (x, y) = x

4

+ xy + y

3

, R = [1, 2] × [0, 2]

For Exercises 5-12, evaluate the given double integral.

5.

1

0

2

1

(1 − y)x

2

dx dy 6.

1

0

2

0

x(x + y) dx dy

7.

2

0

1

0

(x + 2) dx dy 8.

2

−1

1

−1

x(xy + sin x) dx dy

9.

π/2

0

1

0

xy cos(x

2

y) dx dy 10.

π

0

π/2

0

sin x cos(y − π) dx dy

11.

2

0

4

1

xy dx dy 12.

1

−1

2

−1

1 dx dy

13. Let M be a constant. Show that

d

c

b

a

M dx dy = M(d − c)(b − a).

3.2 Double Integrals Over a General Region 105

3.2 Double Integrals Over a General Region

In the previous section we got an idea of what a double integral over a rectangle

represents. We can now define the double integral of a real-valued function f (x, y)

over more general regions in

2

.

Suppose that we have a region R in the xy-plane that is bounded on the left by

the vertical line x = a, bounded on the right by the vertical line x = b (where a < b),

bounded belowby a curve y = g

1

(x), and bounded above by a curve y = g

2

(x), as in Figure

3.2.1(a). We will assume that g

1

(x) and g

2

(x) do not intersect on the open interval (a, b)

(they could intersect at the endpoints x = a and x = b, though).

x

y

0

y = g

2

(x)

y = g

1

(x)

R

a

b

(a) Vertical slice:

b

a

g

2

(x)

g

1

(x)

f (x, y) dy dx

x

y

0

x = h

1

(y)

x = h

2

(y)

R

c

d

(b) Horizontal slice:

d

c

h

2

(y)

h

1

(y)

f (x, y) dx dy

Figure 3.2.1 Double integral over a nonrectangular region R

Then using the slice method from the previous section, the double integral of a

real-valued function f (x, y) over the region R, denoted by

R

f (x, y) dA, is given by

R

f (x, y) dA =

b

a

,

g

2

(x)

g

1

(x)

f (x, y) dy

¸

dx (3.4)

This means that we take vertical slices in the region R between the curves y = g

1

(x)

and y = g

2

(x). The symbol dA is sometimes called an area element or infinitesimal,

with the A signifying area. Note that f (x, y) is first integrated with respect to y, with

functions of x as the limits of integration. This makes sense since the result of the

first iterated integral will have to be a function of x alone, which then allows us to

take the second iterated integral with respect to x.

Similarly, if we have a region R in the xy-plane that is bounded on the left by a curve

x = h

1

(y), bounded on the right by a curve x = h

2

(y), bounded below by the horizontal

106 CHAPTER 3. MULTIPLE INTEGRALS

line y = c, and bounded above by the horizontal line y = d (where c < d), as in Figure

3.2.1(b) (assuming that h

1

(y) and h

2

(y) do not intersect on the open interval (c, d)), then

taking horizontal slices gives

R

f (x, y) dA =

d

c

,

h

2

(y)

h

1

(y)

f (x, y) dx

¸

dy (3.5)

Notice that these definitions include the case when the region R is a rectangle.

Also, if f (x, y) ≥ 0 for all (x, y) in the region R, then

R

f (x, y) dA is the volume under the

surface z = f (x, y) over the region R.

Example 3.4. Find the volume V under the plane z = 8x+6y over the region R = {(x, y) :

0 ≤ x ≤ 1, 0 ≤ y ≤ 2x

2

}.

x

y

0

y = 2x

2

R

1

Figure 3.2.2

Solution: The region R is shown in Figure 3.2.2. Using vertical slices

we get:

V =

R

(8x + 6y) dA

=

1

0

,

¸

¸

¸

¸

¸

¸

2x

2

0

(8x + 6y) dy

¸

¸

¸

¸

¸

¸

¸

dx

=

1

0

¸

8xy + 3y

2

y=2x

2

y=0

dx

=

1

0

(16x

3

+ 12x

4

) dx

= 4x

4

+

12

5

x

5

1

0

= 4 +

12

5

=

32

5

= 6.4

x

y

0

2

x =

y/2

R

1

Figure 3.2.3

We get the same answer using horizontal slices (see Figure 3.2.3):

V =

R

(8x + 6y) dA

=

2

0

,

¸

¸

¸

¸

¸

¸

1

√

y/2

(8x + 6y) dx

¸

¸

¸

¸

¸

¸

¸

dy

=

2

0

¸

4x

2

+ 6xy

x=1

x=

√

y/2

dy

=

2

0

(4 + 6y − (2y +

6

√

2

y

√

y )) dy =

2

0

(4 + 4y − 3

√

2y

3/2

) dy

= 4y + 2y

2

−

6

√

2

5

y

5/2

2

0

= 8 + 8 −

6

√

2

√

32

5

= 16 −

48

5

=

32

5

= 6.4

3.2 Double Integrals Over a General Region 107

Example 3.5. Find the volume V of the solid bounded by the three coordinate planes

and the plane 2x + y + 4z = 4.

y

z

x

0

(0, 4, 0)

(0, 0, 1)

(2, 0, 0)

2x + y + 4z = 4

(a)

x

y

0

y = −2x + 4

R

2

4

(b)

Figure 3.2.4

Solution: The solid is shown in Figure 3.2.4(a) with a typical vertical slice. The volume

V is given by

R

f (x, y) dA, where f (x, y) = z =

1

4

(4 − 2x − y) and the region R, shown in

Figure 3.2.4(b), is R = {(x, y) : 0 ≤ x ≤ 2, 0 ≤ y ≤ −2x +4}. Using vertical slices in R gives

V =

R

1

4

(4 − 2x − y) dA

=

2

0

,

−2x+4

0

1

4

(4 − 2x − y) dy

¸

dx

=

2

0

−

1

8

(4 − 2x − y)

2

y=−2x+4

y=0

dx

=

2

0

1

8

(4 − 2x)

2

dx

= −

1

48

(4 − 2x)

3

2

0

=

64

48

=

4

3

For a general region R, which may not be one of the types of regions we have consid-

ered so far, the double integral

R

f (x, y) dA is defined as follows. Assume that f (x, y)

is a nonnegative real-valued function and that R is a bounded region in

2

, so it can

be enclosed in some rectangle [a, b] × [c, d]. Then divide that rectangle into a grid of

subrectangles. Only consider the subrectangles that are enclosed completely within

the region R, as shown by the shaded subrectangles in Figure 3.2.5(a). In any such

subrectangle [x

i

, x

i+1

] ×[y

j

, y

j+1

], pick a point (x

i∗

, y

j∗

). Then the volume under the surface

z = f (x, y) over that subrectangle is approximately f (x

i∗

, y

j∗

) ∆x

i

∆y

j

, where ∆x

i

= x

i+1

− x

i

,

108 CHAPTER 3. MULTIPLE INTEGRALS

∆y

j

= y

j+1

−y

j

, and f (x

i∗

, y

j∗

) is the height and ∆x

i

∆y

j

is the base area of a parallelepiped,

as shown in Figure 3.2.5(b). Then the total volume under the surface is approximately

the sum of the volumes of all such parallelepipeds, namely

¸

j

¸

i

f (x

i∗

, y

j∗

) ∆x

i

∆y

j

, (3.6)

where the summation occurs over the indices of the subrectangles inside R. If we

take smaller and smaller subrectangles, so that the length of the largest diagonal of

the subrectangles goes to 0, then the subrectangles begin to fill more and more of

the region R, and so the above sum approaches the actual volume under the surface

z = f (x, y) over the region R. We then define

R

f (x, y) dA as the limit of that double

summation (the limit is taken over all subdivisions of the rectangle [a, b] ×[c, d] as the

largest diagonal of the subrectangles goes to 0).

x

y

0

d

c

y

j

y

j+1

a

b

x

i

x

i+1

(x

i∗

, y

j∗

)

(a) Subrectangles inside the region R

y

z

x

0

R

x

i

x

i+1

y

j

y

j+1

z = f (x, y)

∆y

j

∆x

i

(x

i∗

, y

j∗

)

f (x

i∗

, y

j∗

)

(b) Parallelepiped over a subrectan-

gle, with volume f (x

i∗

, y

j∗

) ∆x

i

∆y

j

Figure 3.2.5 Double integral over a general region R

A similar definition can be made for a function f (x, y) that is not necessarily always

nonnegative: just replace each mention of volume by the negative volume in the de-

scription above when f (x, y) < 0. In the case of a region of the type shown in Figure

3.2.1, using the definition of the Riemann integral from single-variable calculus, our

definition of

R

f (x, y) dA reduces to a sequence of two iterated integrals.

Finally, the region R does not have to be bounded. We can evaluate improper double

integrals (i.e. over an unbounded region, or over a region which contains points where

the function f (x, y) is not defined) as a sequence of iterated improper single-variable

integrals.

3.2 Double Integrals Over a General Region 109

Example 3.6. Evaluate

∞

1

1/x

2

0

2y dy dx.

Solution:

∞

1

1/x

2

0

2y dy dx =

∞

1

¸

y

2

y=1/x

2

y=0

dx

=

∞

1

x

−4

dx = −

1

3

x

−3

∞

1

= 0 − (−

1

3

) =

1

3

¨

©

Exercises

A

For Exercises 1-6, evaluate the given double integral.

1.

1

0

1

√

x

24x

2

y dy dx

2.

π

0

y

0

sin x dx dy

3.

2

1

ln x

0

4x dy dx 4.

2

0

2y

0

e

y

2

dx dy

5.

π/2

0

y

0

cos x sin y dx dy

6.

∞

0

∞

0

xye

−(x

2

+y

2

)

dx dy

7.

2

0

y

0

1 dx dy

8.

1

0

x

2

0

2 dy dx

9. Find the volume V of the solid bounded by the three coordinate planes and the

plane x + y + z = 1.

10. Find the volume V of the solid bounded by the three coordinate planes and the

plane 3x + 2y + 5z = 6.

B

11. Explain why the double integral

R

1 dA gives the area of the region R. For sim-

plicity, you can assume that R is a region of the type shown in Figure 3.2.1(a).

C

b

c

a

Figure 3.2.6

12. Prove that the volume of a tetrahedron with mutually per-

pendicular adjacent sides of lengths a, b, and c, as in Figure

3.2.6, is

abc

6

. (Hint: Mimic Example 3.5, and recall from

Section 1.5 how three noncollinear points determine a plane.)

13. Show how Exercise 12 can be used to solve Exercise 10.

110 CHAPTER 3. MULTIPLE INTEGRALS

3.3 Triple Integrals

Our definition of a double integral of a real-valued function f (x, y) over a region R in

2

can be extended to define a triple integral of a real-valued function f (x, y, z) over

a solid S in

3

. We simply proceed as before: the solid S can be enclosed in some

rectangular parallelepiped, which is then divided into subparallelepipeds. In each

subparallelepiped inside S , with sides of lengths ∆x, ∆y and ∆z, pick a point (x

∗

, y

∗

, z

∗

).

Then define the triple integral of f (x, y, z) over S , denoted by

S

f (x, y, z) dV, by

S

f (x, y, z) dV = lim

¸ ¸ ¸

f (x

∗

, y

∗

, z

∗

) ∆x ∆y ∆z , (3.7)

where the limit is over all divisions of the rectangular parallelepiped enclosing S into

subparallelepipeds whose largest diagonal is going to 0, and the triple summation

is over all the subparallelepipeds inside S . It can be shown that this limit does not

depend on the choice of the rectangular parallelepiped enclosing S . The symbol dV is

often called the volume element.

Physically, what does the triple integral represent? We saw that a double integral

could be thought of as the volume under a two-dimensional surface. It turns out that

the triple integral simply generalizes this idea: it can be thought of as representing

the hypervolume under a three-dimensional hypersurface w = f (x, y, z) whose graph

lies in

4

. In general, the word “volume” is often used as a general term to signify the

same concept for any n-dimensional object (e.g. length in

1

, area in

2

). It may be

hard to get a grasp on the concept of the “volume” of a four-dimensional object, but at

least we now know how to calculate that volume!

In the case where S is a rectangular parallelepiped [x

1

, x

2

] × [y

1

, y

2

] × [z

1

, z

2

], that is,

S = {(x, y, z) : x

1

≤ x ≤ x

2

, y

1

≤ y ≤ y

2

, z

1

≤ z ≤ z

2

}, the triple integral is a sequence of

three iterated integrals, namely

S

f (x, y, z) dV =

z

2

z

1

y

2

y

1

x

2

x

1

f (x, y, z) dx dy dz , (3.8)

where the order of integration does not matter. This is the simplest case.

A more complicated case is where S is a solid which is bounded below by a surface

z = g

1

(x, y), bounded above by a surface z = g

2

(x, y), y is bounded between two curves

h

1

(x) and h

2

(x), and x varies between a and b. Then

S

f (x, y, z) dV =

b

a

h

2

(x)

h

1

(x)

g

2

(x,y)

g

1

(x,y)

f (x, y, z) dz dy dx . (3.9)

Notice in this case that the first iterated integral will result in a function of x and y

(since its limits of integration are functions of x and y), which then leaves you with a

3.3 Triple Integrals 111

double integral of a type that we learned how to evaluate in Section 3.2. There are, of

course, many variations on this case (for example, changing the roles of the variables

x, y, z), so as you can probably tell, triple integrals can be quite tricky. At this point,

just learning how to evaluate a triple integral, regardless of what it represents, is the

most important thing. We will see some other ways in which triple integrals are used

later in the text.

Example 3.7. Evaluate

3

0

2

0

1

0

(xy + z) dx dy dz.

Solution:

3

0

2

0

1

0

(xy + z) dx dy dz =

3

0

2

0

1

2

x

2

y + xz

x=1

x=0

dy dz

=

3

0

2

0

1

2

y + z

dy dz

=

3

0

1

4

y

2

+ yz

y=2

y=0

dz

=

3

0

(1 + 2z) dz

= z + z

2

3

0

= 12

Example 3.8. Evaluate

1

0

1−x

0

2−x−y

0

(x + y + z) dz dy dx.

Solution:

1

0

1−x

0

2−x−y

0

(x + y + z) dz dy dx =

1

0

1−x

0

(x + y)z +

1

2

z

2

z=2−x−y

z=0

dy dx

=

1

0

1−x

0

(x + y)(2 − x − y) +

1

2

(2 − x − y)

2

dy dx

=

1

0

1−x

0

2 −

1

2

x

2

− xy −

1

2

y

2

dy dx

=

1

0

2y −

1

2

x

2

y − xy −

1

2

xy

2

−

1

6

y

3

y=1−x

y=0

dx

=

1

0

11

6

− 2x +

1

6

x

3

dx

=

11

6

x − x

2

+

1

24

x

4

1

0

=

7

8

112 CHAPTER 3. MULTIPLE INTEGRALS

Note that the volume V of a solid in

3

is given by

V =

S

1 dV . (3.10)

Since the function being integrated is the constant 1, then the above triple integral

reduces to a double integral of the types that we considered in the previous section

if the solid is bounded above by some surface z = f (x, y) and bounded below by the

xy-plane z = 0. There are many other possibilities. For example, the solid could be

bounded below and above by surfaces z = g

1

(x, y) and z = g

2

(x, y), respectively, with y

bounded between two curves h

1

(x) and h

2

(x), and x varies between a and b. Then

V =

S

1 dV =

b

a

h

2

(x)

h

1

(x)

g

2

(x,y)

g

1

(x,y)

1 dz dy dx =

b

a

h

2

(x)

h

1

(x)

(g

2

(x, y) − g

1

(x, y)) dy dx

just like in equation (3.9). See Exercise 10 for an example.

¨

©

Exercises

A

For Exercises 1-8, evaluate the given triple integral.

1.

3

0

2

0

1

0

xyz dx dy dz 2.

1

0

x

0

y

0

xyz dz dy dx

3.

π

0

x

0

xy

0

x

2

sin z dz dy dx

4.

1

0

z

0

y

0

ze

y

2

dx dy dz

5.

e

1

y

0

1/y

0

x

2

z dx dz dy

6.

2

1

y

2

0

z

2

0

yz dx dz dy

7.

2

1

4

2

3

0

1 dx dy dz 8.

1

0

1−x

0

1−x−y

0

1 dz dy dx

9. Let M be a constant. Show that

z

2

z

1

y

2

y

1

x

2

x

1

M dx dy dz = M(z

2

− z

1

)(y

2

− y

1

)(x

2

− x

1

).

B

10. Find the volume V of the solid S bounded by the three coordinate planes, bounded

above by the plane x + y + z = 2, and bounded below by the plane z = x + y.

C

11. Show that

b

a

z

a

y

a

f (x) dx dy dz =

b

a

(b−x)

2

2

f (x) dx. (Hint: Think of how changing

the order of integration in the triple integral changes the limits of integration.)

3.4 Numerical Approximation of Multiple Integrals 113

3.4 Numerical Approximation of Multiple Integrals

As you have seen, calculating multiple integrals is tricky even for simple functions

and regions. For complicated functions, it may not be possible to evaluate one of the

iterated integrals in a simple closed form. Luckily there are numerical methods for

approximating the value of a multiple integral. The method we will discuss is called

the Monte Carlo method. The idea behind it is based on the concept of the average

value of a function, which you learned in single-variable calculus. Recall that for a

continuous function f (x), the average value

¯

f of f over an interval [a, b] is defined as

¯

f =

1

b − a

b

a

f (x) dx . (3.11)

The quantity b − a is the length of the interval [a, b], which can be thought of as the

“volume” of the interval. Applying the same reasoning to functions of two or three

variables, we define the average value of f (x, y) over a region R to be

¯

f =

1

A(R)

R

f (x, y) dA , (3.12)

where A(R) is the area of the region R, and we define the average value of f (x, y, z)

over a solid S to be

¯

f =

1

V(S )

S

f (x, y, z) dV , (3.13)

where V(S ) is the volume of the solid S . Thus, for example, we have

R

f (x, y) dA = A(R)

¯

f . (3.14)

The average value of f (x, y) over R can be thought of as representing the sum of all the

values of f divided by the number of points in R. Unfortunately there are an infinite

number (in fact, uncountably many) points in any region, i.e. they can not be listed in

a discrete sequence. But what if we took a very large number N of random points in

the region R (which can be generated by a computer) and then took the average of the

values of f for those points, and used that average as the value of

¯

f ? This is exactly

what the Monte Carlo method does. So in formula (3.14) the approximation we get is

R

f (x, y) dA ≈ A(R)

¯

f ± A(R)

f

2

− (

¯

f )

2

N

, (3.15)

where

¯

f =

¸

N

i=1

f (x

i

, y

i

)

N

and f

2

=

¸

N

i=1

( f (x

i

, y

i

))

2

N

, (3.16)

114 CHAPTER 3. MULTIPLE INTEGRALS

with the sums taken over the N random points (x

1

, y

1

), . . ., (x

N

, y

N

). The ± “error term”

in formula (3.15) does not really provide hard bounds on the approximation. It repre-

sents a single standard deviation from the expected value of the integral. That is, it

provides a likely bound on the error. Due to its use of random points, the Monte Carlo

method is an example of a probabilistic method (as opposed to deterministic methods

such as Newton’s method, which use a specific formula for generating points).

For example, we can use formula (3.15) to approximate the volume V under the

plane z = 8x + 6y over the rectangle R = [0, 1] × [0, 2]. In Example 3.1 in Section 3.1,

we showed that the actual volume is 20. Below is a code listing (montecarlo.java) for

a Java program that calculates the volume, using a number of points N that is passed

on the command line as a parameter.

//Program t o approximate the double i nt egral of f ( x , y)=8x+6y

//over the rect angl e [ 0 , 1] x [ 0 , 2] .

public class montecarlo {

public static void main( Stri ng [ ] args ) {

//Get the number N of random poi nt s as a command−l i ne parameter

int N = Integer . parseInt ( args [ 0 ] ) ;

double x = 0; //x−coordi nat e of a random poi nt

double y = 0; //y−coordi nat e of a random poi nt

double f = 0. 0; //Value of f at a random poi nt

double mf = 0. 0; //Mean of the values of f

double mf2 = 0. 0; //Mean of the values of f ^2

for ( int i =0; i <N; i ++) { //Get the random coordi nat es

x = Math. random( ) ; //x i s between 0 and 1

y = 2 ∗ Math. random( ) ; //y i s between 0 and 2

f = 8∗x + 6∗y ; //Value of the f unct i on

mf = mf + f ; //Add t o the sum of the f values

mf2 = mf2 + f ∗ f ; //Add t o the sum of the f ^2 values

}

mf = mf /N; //Compute the mean of the f values

mf2 = mf2/N; //Compute the mean of the f ^2 values

System. out . pri nt l n ( "N = " + N + " : i nt egral = " + vol ( ) ∗ mf + " +/ − "

+ vol ( ) ∗Math. sqrt ( ( mf2 − Math. pow( mf , 2 ) ) / N) ) ; //Print the r e s ul t

}

//The volume of the rect angl e [ 0 , 1] x [ 0 , 2]

public static double vol ( ) {

return 1∗2;

}

}

Listing 3.1 Program listing for montecarlo.java

The results of running this program with various numbers of random points (e.g.

java montecarlo 100) are shown below:

3.4 Numerical Approximation of Multiple Integrals 115

N = 10: 19.36543087722646 +/- 2.7346060413546147

N = 100: 21.334419561385353 +/- 0.7547037194998519

N = 1000: 19.807662237526227 +/- 0.26701709691370235

N = 10000: 20.080975812043256 +/- 0.08378816229769506

N = 100000: 20.009403854556716 +/- 0.026346782289498317

N = 1000000: 20.000866994982314 +/- 0.008321168748642816

As you can see, the approximation is fairly good. As N → ∞, it can be shown that the

Monte Carlo approximation converges to the actual volume (on the order of O(

√

N), in

computational complexity terminology).

In the above example the region R was a rectangle. To use the Monte Carlo method

for a nonrectangular (bounded) region R, only a slight modification is needed. Pick a

rectangle

˜

R that encloses R, and generate random points in that rectangle as before.

Then use those points in the calculation of

¯

f only if they are inside R. There is no need

to calculate the area of R for formula (3.15) in this case, since the exclusion of points

not inside R allows you to use the area of the rectangle

˜

R instead, similar to before.

For instance, in Example 3.4 we showed that the volume under the surface z = 8x+6y

over the nonrectangular region R = {(x, y) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 2x

2

} is 6.4. Since the

rectangle

˜

R = [0, 1] × [0, 2] contains R, we can use the same program as before, with

the only change being a check to see if y < 2x

2

for a random point (x, y) in [0, 1] × [0, 2].

Listing 3.2 below contains the code (montecarlo2.java):

//Program t o approximate the double i nt egral of f ( x , y)=8x+6y over the

//regi on bounded by x=0, x=1, y=0, and y=2x^2

public class montecarlo2 {

public static void main( Stri ng [ ] args ) {

//Get the number N of random poi nt s as a command−l i ne parameter

int N = Integer . parseInt ( args [ 0 ] ) ;

double x = 0; //x−coordi nat e of a random poi nt

double y = 0; //y−coordi nat e of a random poi nt

double f = 0. 0; //Value of f at a random poi nt

double mf = 0. 0; //Mean of the values of f

double mf2 = 0. 0; //Mean of the values of f ^2

for ( int i =0; i <N; i ++) { //Get the random coordi nat es

x = Math. random( ) ; //x i s between 0 and 1

y = 2 ∗ Math. random( ) ; //y i s between 0 and 2

i f ( y < 2∗Math. pow( x , 2 ) ) { //The poi nt i s in the regi on

f = 8∗x + 6∗y ; //Value of the f unct i on

mf = mf + f ; //Add t o the sum of the f values

mf2 = mf2 + f ∗ f ; //Add t o the sum of the f ^2 values

}

}

mf = mf /N; //Compute the mean of the f values

mf2 = mf2/N; //Compute the mean of the f ^2 values

System. out . pri nt l n ( "N = " + N + " : i nt egral = " + vol ( ) ∗ mf +

116 CHAPTER 3. MULTIPLE INTEGRALS

" +/ − " + vol ( ) ∗Math. sqrt ( ( mf2 − Math. pow( mf , 2 ) ) / N) ) ;

}

//The volume of the rect angl e [ 0 , 1] x [ 0 , 2]

public static double vol ( ) {

return 1∗2;

}

}

Listing 3.2 Program listing for montecarlo2.java

The results of running the program with various numbers of random points (e.g.

java montecarlo2 1000) are shown below:

N = 10: integral = 6.95747529014894 +/- 2.9185131565120592

N = 100: integral = 6.3149056229650355 +/- 0.9549009662159909

N = 1000: integral = 6.477032813858756 +/- 0.31916837260973624

N = 10000: integral = 6.349975080015089 +/- 0.10040086346895105

N = 100000: integral = 6.440184132811864 +/- 0.03200476870881392

N = 1000000: integral = 6.417050897922222 +/- 0.01009454409789472

To use the Monte Carlo method to evaluate triple integrals, you will need to gen-

erate random triples (x, y, z) in a parallelepiped, instead of random pairs (x, y) in a

rectangle, and use the volume of the parallelepiped instead of the area of a rectan-

gle in formula (3.15) (see Exercise 2). For a more detailed discussion of numerical

integration methods, see PRESS et al.

¨

©

Exercises

C

1. Write a program that uses the Monte Carlo method to approximate the double

integral

R

e

xy

dA, where R = [0, 1] × [0, 1]. Show the program output for N =

10, 100, 1000, 10000, 100000 and 1000000 random points.

2. Write a program that uses the Monte Carlo method to approximate the triple in-

tegral

S

e

xyz

dV, where S = [0, 1] × [0, 1] × [0, 1]. Show the program output for

N = 10, 100, 1000, 10000, 100000 and 1000000 random points.

3. Repeat Exercise 1 with the region R = {(x, y) : −1 ≤ x ≤ 1, 0 ≤ y ≤ x

2

}.

4. Repeat Exercise 2 with the solid S = {(x, y, z) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1, 0 ≤ z ≤ 1 − x − y}.

5. Use the Monte Carlo method to approximate the volume of a sphere of radius 1.

6. Use the Monte Carlo method to approximate the volume of the ellipsoid

x

2

9

+

y

2

4

+

z

2

1

=

1.

3.5 Change of Variables in Multiple Integrals 117

3.5 Change of Variables in Multiple Integrals

Given the difficulty of evaluating multiple integrals, the reader may be wondering if

it is possible to simplify those integrals using a suitable substitution for the variables.

The answer is yes, though it is a bit more complicated than the substitution method

which you learned in single-variable calculus.

Recall that if you are given, for example, the definite integral

2

1

x

3

x

2

− 1 dx ,

then you would make the substitution

u = x

2

− 1 ⇒ x

2

= u + 1

du = 2x dx

which changes the limits of integration

x = 1 ⇒ u = 0

x = 2 ⇒ u = 3

so that we get

2

1

x

3

x

2

− 1 dx =

2

1

1

2

x

2

· 2x

x

2

− 1 dx

=

3

0

1

2

(u + 1)

√

u du

=

1

2

3

0

u

3/2

+ u

1/2

**du , which can be easily integrated to give
**

=

14

√

3

5

.

Let us take a different look at what happened when we did that substitution, which

will give some motivation for how substitution works in multiple integrals. First, we

let u = x

2

− 1. On the interval of integration [1, 2], the function x → x

2

− 1 is strictly

increasing (and maps [1, 2] onto [0, 3]) and hence has an inverse function (defined on

the interval [0, 3]). That is, on [0, 3] we can define x as a function of u, namely

x = g(u) =

√

u + 1 .

Then substituting that expression for x into the function f (x) = x

3

√

x

2

− 1 gives

f (x) = f (g(u)) = (u + 1)

3/2

√

u ,

118 CHAPTER 3. MULTIPLE INTEGRALS

and we see that

dx

du

= g

′

(u) ⇒ dx = g

′

(u) du

dx =

1

2

(u + 1)

−1/2

du ,

so since

g(0) = 1 ⇒ 0 = g

−1

(1)

g(3) = 2 ⇒ 3 = g

−1

(2)

then performing the substitution as we did earlier gives

2

1

f (x) dx =

2

1

x

3

x

2

− 1 dx

=

3

0

1

2

(u + 1)

√

u du , which can be written as

=

3

0

(u + 1)

3/2

√

u ·

1

2

(u + 1)

−1/2

du , which means

2

1

f (x) dx =

g

−1

(2)

g

−1

(1)

f (g(u)) g

′

(u) du .

In general, if x = g(u) is a one-to-one, differentiable function from an interval [c, d]

(which you can think of as being on the “u-axis”) onto an interval [a, b] (on the x-axis),

which means that g

′

(u) 0 on the interval (c, d), so that a = g(c) and b = g(d), then

c = g

−1

(a) and d = g

−1

(b), and

b

a

f (x) dx =

g

−1

(b)

g

−1

(a)

f (g(u)) g

′

(u) du . (3.17)

This is called the change of variable formula for integrals of single-variable functions,

and it is what you were implicitly using when doing integration by substitution. This

formula turns out to be a special case of a more general formula which can be used

to evaluate multiple integrals. We will state the formulas for double and triple inte-

grals involving real-valued functions of two and three variables, respectively. We will

assume that all the functions involved are continuously differentiable and that the re-

gions and solids involved all have “reasonable” boundaries. The proof of the following

theorem is beyond the scope of the text.

2

2

See TAYLOR and MANN, § 15.32 and § 15.62 for all the details.

3.5 Change of Variables in Multiple Integrals 119

Theorem 3.1. Change of Variables Formula for Multiple Integrals

Let x = x(u, v) and y = y(u, v) define a one-to-one mapping of a region R

′

in the uv-plane

onto a region R in the xy-plane such that the determinant

J(u, v) =

∂x

∂u

∂x

∂v

∂y

∂u

∂y

∂v

(3.18)

is never 0 in R

′

. Then

R

f (x, y) dA(x, y) =

R

′

f (x(u, v), y(u, v)) | J(u, v)| dA(u, v) . (3.19)

We use the notation dA(x, y) and dA(u, v) to denote the area element in the (x, y) and

(u, v) coordinates, respectively.

Similarly, if x = x(u, v, w), y = y(u, v, w) and z = z(u, v, w) define a one-to-one mapping

of a solid S

′

in uvw-space onto a solid S in xyz-space such that the determinant

J(u, v, w) =

∂x

∂u

∂x

∂v

∂x

∂w

∂y

∂u

∂y

∂v

∂y

∂w

∂z

∂u

∂z

∂v

∂z

∂w

(3.20)

is never 0 in S

′

, then

S

f (x, y, z) dV(x, y, z) =

S

′

f (x(u, v, w), y(u, v, w), z(u, v, w)) | J(u, v, w)| dV(u, v, w) .

(3.21)

The determinant J(u, v) in formula (3.18) is called the Jacobian of x and y with

respect to u and v, and is sometimes written as

J(u, v) =

∂(x, y)

∂(u, v)

. (3.22)

Similarly, the Jacobian J(u, v, w) of three variables is sometimes written as

J(u, v, w) =

∂(x, y, z)

∂(u, v, w)

. (3.23)

Notice that formula (3.19) is saying that dA(x, y) = | J(u, v)| dA(u, v), which you can think

of as a two-variable version of the relation dx = g

′

(u) du in the single-variable case.

The following example shows how the change of variables formula is used.

120 CHAPTER 3. MULTIPLE INTEGRALS

Example 3.9. Evaluate

R

e

x−y

x+y

dA, where R = {(x, y) : x ≥ 0, y ≥ 0, x + y ≤ 1}.

Solution: First, note that evaluating this double integral without using substitution

is probably impossible, at least in a closed form. By looking at the numerator and

denominator of the exponent of e, we will try the substitution u = x −y and v = x +y. To

use the change of variables formula (3.19), we need to write both x and y in terms of u

and v. So solving for x and y gives x =

1

2

(u + v) and y =

1

2

(v − u). In Figure 3.5.1 below,

we see how the mapping x = x(u, v) =

1

2

(u + v), y = y(u, v) =

1

2

(v − u) maps the region R

′

onto R in a one-to-one manner.

x

y

0

x + y = 1

1

1

R

u

v

0

1

−1 1

R

′

u = v u = −v

x =

1

2

(u + v)

y =

1

2

(v − u)

Figure 3.5.1 The regions R and R

′

Now we see that

J(u, v) =

∂x

∂u

∂x

∂v

∂y

∂u

∂y

∂v

=

1

2

1

2

−

1

2

1

2

=

1

2

⇒ | J(u, v)| =

1

2

=

1

2

,

so using horizontal slices in R

′

, we have

R

e

x−y

x+y

dA =

R

′

f (x(u, v), y(u, v)) | J(u, v)| dA

=

1

0

v

−v

e

u

v

1

2

du dv

=

1

0

v

2

e

u

v

u=v

u=−v

dv

=

1

0

v

2

(e − e

−1

) dv

=

v

2

4

(e − e

−1

)

1

0

=

1

4

¸

e −

1

e

=

e

2

− 1

4e

3.5 Change of Variables in Multiple Integrals 121

The change of variables formula can be used to evaluate double integrals in polar

coordinates. Letting

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

we have

J(u, v) =

∂x

∂r

∂x

∂θ

∂y

∂r

∂y

∂θ

=

cos θ −r sin θ

sin θ r cos θ

= r cos

2

θ + r sin

2

θ = r ⇒ | J(u, v)| = |r| = r ,

so we have the following formula:

Double Integral in Polar Coordinates

R

f (x, y) dx dy =

R

′

f (r cos θ, r sin θ) r dr dθ , (3.24)

where the mapping x = r cos θ, y = r sin θ maps the region R

′

in the rθ-plane onto the

region R in the xy-plane in a one-to-one manner.

Example 3.10. Find the volume V inside the paraboloid z = x

2

+ y

2

for 0 ≤ z ≤ 1.

y

z

x

0

x

2

+ y

2

= 1

1

Figure 3.5.2 z = x

2

+ y

2

Solution: Using vertical slices, we see that

V =

R

(1 − z) dA =

R

(1 − (x

2

+ y

2

)) dA ,

where R = {(x, y) : x

2

+ y

2

≤ 1} is the unit disk in

2

(see Figure 3.5.2). In polar coordinates (r, θ) we know

that x

2

+ y

2

= r

2

and that the unit disk R is the set

R

′

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

V =

2π

0

1

0

(1 − r

2

) r dr dθ

=

2π

0

1

0

(r − r

3

) dr dθ

=

2π

0

r

2

2

−

r

4

4

r=1

r=0

dθ

=

2π

0

1

4

dθ

=

π

2

122 CHAPTER 3. MULTIPLE INTEGRALS

Example 3.11. Find the volume V inside the cone z =

x

2

+ y

2

for 0 ≤ z ≤ 1.

y

z

x

0

x

2

+ y

2

= 1

1

Figure 3.5.3 z =

x

2

+ y

2

Solution: Using vertical slices, we see that

V =

R

(1 − z) dA =

R

¸

1 −

x

2

+ y

2

dA ,

where R = {(x, y) : x

2

+ y

2

≤ 1} is the unit disk in

2

(see Figure 3.5.3). In polar coordinates (r, θ) we know

that

x

2

+ y

2

= r and that the unit disk R is the set

R

′

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

V =

2π

0

1

0

(1 − r) r dr dθ

=

2π

0

1

0

(r − r

2

) dr dθ

=

2π

0

r

2

2

−

r

3

3

r=1

r=0

dθ

=

2π

0

1

6

dθ

=

π

3

In a similar fashion, it can be shown (see Exercises 5-6) that triple integrals in

cylindrical and spherical coordinates take the following forms:

Triple Integral in Cylindrical Coordinates

S

f (x, y, z) dx dy dz =

S

′

f (r cos θ, r sin θ, z) r dr dθ dz , (3.25)

where the mapping x = r cos θ, y = r sin θ, z = z maps the solid S

′

in rθz-space onto

the solid S in xyz-space in a one-to-one manner.

Triple Integral in Spherical Coordinates

S

f (x, y, z) dx dy dz =

S

′

f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ) ρ

2

sin φ dρ dφ dθ ,

(3.26)

where the mapping x = ρ sin φ cos θ, y = ρ sin φ sin θ, z = ρ cos φ maps the solid S

′

in

ρφθ-space onto the solid S in xyz-space in a one-to-one manner.

3.5 Change of Variables in Multiple Integrals 123

Example 3.12. For a > 0, find the volume V inside the sphere S = x

2

+ y

2

+ z

2

= a

2

.

Solution: We see that S is the set ρ = a in spherical coordinates, so

V =

S

1 dV =

2π

0

π

0

a

0

1 ρ

2

sin φ dρ dφ dθ

=

2π

0

π

0

¸

ρ

3

3

ρ=a

ρ=0

sin φ dφ dθ =

2π

0

π

0

a

3

3

sin φ dφ dθ

=

2π

0

¸

−

a

3

3

cos φ

φ=π

φ=0

dθ =

2π

0

2a

3

3

dθ =

4πa

3

3

.

¨

©

Exercises

A

1. Find the volume V inside the paraboloid z = x

2

+ y

2

for 0 ≤ z ≤ 4.

2. Find the volume V inside the cone z =

x

2

+ y

2

for 0 ≤ z ≤ 3.

B

3. Find the volume V of the solid inside both x

2

+ y

2

+ z

2

= 4 and x

2

+ y

2

= 1.

4. Find the volume V inside both the sphere x

2

+ y

2

+ z

2

= 1 and the cone z =

x

2

+ y

2

.

5. Prove formula (3.25). 6. Prove formula (3.26).

7. Evaluate

R

sin

x+y

2

cos

x−y

2

**dA, where R is the triangle with vertices (0, 0), (2, 0)
**

and (1, 1). (Hint: Use the change of variables u = (x + y)/2, v = (x − y)/2.)

8. Find the volume of the solid bounded by z = x

2

+ y

2

and z

2

= 4(x

2

+ y

2

).

9. Find the volume inside the elliptic cylinder

x

2

a

2

+

y

2

b

2

= 1 for 0 ≤ z ≤ 2.

C

10. Show that the volume inside the ellipsoid

x

2

a

2

+

y

2

b

2

+

z

2

c

2

= 1 is

4πabc

3

. (Hint: Use the

change of variables x = au, y = bv, z = cw, then consider Example 3.12.)

11. Show that the Beta function, defined by

B(x, y) =

1

0

t

x−1

(1 − t)

y−1

dt , for x > 0, y > 0,

satisfies the relation B(y, x) = B(x, y) for x > 0, y > 0.

12. Using the substitution t = u/(u + 1), show that the Beta function can be written as

B(x, y) =

∞

0

u

x−1

(u + 1)

x+y

du , for x > 0, y > 0.

124 CHAPTER 3. MULTIPLE INTEGRALS

3.6 Application: Center of Mass

x

y

0

y = f (x)

R

( ¯ x, ¯ y)

a

b

Figure 3.6.1 Center of mass of R

Recall from single-variable calculus that for a re-

gion R = {(x, y) : a ≤ x ≤ b, 0 ≤ y ≤ f (x)} in

2

that rep-

resents a thin, flat plate (see Figure 3.6.1), where

f (x) is a continuous function on [a, b], the center of

mass of R has coordinates ( ¯ x, ¯ y) given by

¯ x =

M

y

M

and ¯ y =

M

x

M

,

where

M

x

=

b

a

( f (x))

2

2

dx , M

y

=

b

a

x f (x) dx , M =

b

a

f (x) dx , (3.27)

assuming that R has uniform density, i.e the mass of R is uniformly distributed over

the region. In this case the area M of the region is considered the mass of R (the

density is constant, and taken as 1 for simplicity).

In the general case where the density of a region (or lamina) R is a continuous

function δ = δ(x, y) of the coordinates (x, y) of points inside R (where R can be any

region in

2

) the coordinates ( ¯ x, ¯ y) of the center of mass of R are given by

¯ x =

M

y

M

and ¯ y =

M

x

M

, (3.28)

where

M

y

=

R

xδ(x, y) dA , M

x

=

R

yδ(x, y) dA , M =

R

δ(x, y) dA , (3.29)

The quantities M

x

and M

y

are called the moments (or first moments) of the region R

about the x-axis and y-axis, respectively. The quantity M is the mass of the region R.

To see this, think of taking a small rectangle inside R with dimensions ∆x and ∆y close

to 0. The mass of that rectangle is approximately δ(x

∗

, y

∗

)∆x ∆y, for some point (x

∗

, y

∗

)

in that rectangle. Then the mass of R is the limit of the sums of the masses of all such

rectangles inside R as the diagonals of the rectangles approach 0, which is the double

integral

R

δ(x, y) dA.

Note that the formulas in (3.27) represent a special case when δ(x, y) = 1 throughout

R in the formulas in (3.29).

Example 3.13. Find the center of mass of the region R = {(x, y) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 2x

2

},

if the density function at (x, y) is δ(x, y) = x + y.

3.6 Application: Center of Mass 125

x

y

0

y = 2x

2

R

1

Figure 3.6.2

Solution: The region R is shown in Figure 3.6.2. We have

M =

R

δ(x, y) dA

=

1

0

2x

2

0

(x + y) dy dx

=

1

0

¸

¸

¸

¸

¸

¸

¸

xy +

y

2

2

y=2x

2

y=0

¸

¸

¸

¸

¸

¸

¸

dx

=

1

0

(2x

3

+ 2x

4

) dx

=

x

4

2

+

2x

5

5

1

0

=

9

10

and

M

x

=

R

yδ(x, y) dA M

y

=

R

xδ(x, y) dA

=

1

0

2x

2

0

y(x + y) dy dx =

1

0

2x

2

0

x(x + y) dy dx

=

1

0

¸

¸

¸

¸

¸

¸

¸

xy

2

2

+

y

3

3

y=2x

2

y=0

¸

¸

¸

¸

¸

¸

¸

dx =

1

0

¸

¸

¸

¸

¸

¸

¸

x

2

y +

xy

2

2

y=2x

2

y=0

¸

¸

¸

¸

¸

¸

¸

dx

=

1

0

(2x

5

+

8x

6

3

) dx =

1

0

(2x

4

+ 2x

5

) dx

=

x

6

3

+

8x

7

21

1

0

=

5

7

=

2x

5

5

+

x

6

3

1

0

=

11

15

,

so the center of mass ( ¯ x, ¯ y) is given by

¯ x =

M

y

M

=

11/15

9/10

=

22

27

, ¯ y =

M

x

M

=

5/7

9/10

=

50

63

.

Note how this center of mass is a little further towards the upper corner of the region

R than when the density is uniform(it is easy to use the formulas in (3.27) to showthat

( ¯ x, ¯ y) =

3

4

,

3

5

**in that case). This makes sense since the density function δ(x, y) = x + y
**

increases as (x, y) approaches that upper corner, where there is quite a bit of area.

In the special case where the density function δ(x, y) is a constant function on the

region R, the center of mass ( ¯ x, ¯ y) is called the centroid of R.

126 CHAPTER 3. MULTIPLE INTEGRALS

The formulas for the center of mass of a region in

2

can be generalized to a solid S

in

3

. Let S be a solid with a continuous mass density function δ(x, y, z) at any point

(x, y, z) in S . Then the center of mass of S has coordinates ( ¯ x, ¯ y, ¯ z), where

¯ x =

M

yz

M

, ¯ y =

M

xz

M

, ¯ z =

M

xy

M

, (3.30)

where

M

yz

=

S

xδ(x, y, z) dV , M

xz

=

S

yδ(x, y, z) dV , M

xy

=

S

zδ(x, y, z) dV , (3.31)

M =

S

δ(x, y, z) dV . (3.32)

In this case, M

yz

, M

xz

and M

xy

are called the moments (or first moments) of S around

the yz-plane, xz-plane and xy-plane, respectively. Also, M is the mass of S .

Example 3.14. Find the center of mass of the solid S = {(x, y, z) : z ≥ 0, x

2

+y

2

+z

2

≤ a

2

},

if the density function at (x, y, z) is δ(x, y, z) = 1.

y

z

x

0 a

( ¯ x, ¯ y, ¯ z)

a

Figure 3.6.3

Solution: The solid S is just the upper hemisphere inside the

sphere of radius a centered at the origin (see Figure 3.6.3). So

since the density function is a constant and S is symmetric

about the z-axis, then it is clear that ¯ x = 0 and ¯ y = 0, so we

need only find ¯ z. We have

M =

S

δ(x, y, z) dV =

S

1 dV = Volume(S ).

But since the volume of S is half the volume of the sphere of

radius a, which we know by Example 3.12 is

4πa

3

3

, then M =

2πa

3

3

. And

M

xy

=

S

zδ(x, y, z) dV

=

S

z dV , which in spherical coordinates is

=

2π

0

π/2

0

a

0

(ρ cos φ) ρ

2

sin φ dρ dφ dθ

=

2π

0

π/2

0

sin φ cos φ

¸

a

0

ρ

3

dρ

dφ dθ

=

2π

0

π/2

0

a

4

4

sin φ cos φ dφ dθ

3.6 Application: Center of Mass 127

M

xy

=

2π

0

π/2

0

a

4

8

sin 2φ dφ dθ (since sin 2φ = 2 sin φ cos φ)

=

2π

0

−

a

4

16

cos 2φ

φ=π/2

φ=0

dθ

=

2π

0

a

4

8

dθ

=

πa

4

4

,

so

¯ z =

M

xy

M

=

πa

4

4

2πa

3

3

=

3a

8

.

Thus, the center of mass of S is ( ¯ x, ¯ y, ¯ z) =

0, 0,

3a

8

.

¨

©

Exercises

A

For Exercises 1-5, find the center of mass of the region R with the given density func-

tion δ(x, y).

1. R = {(x, y) : 0 ≤ x ≤ 2, 0 ≤ y ≤ 4 }, δ(x, y) = 2y

2. R = {(x, y) : 0 ≤ x ≤ 1, 0 ≤ y ≤ x

2

}, δ(x, y) = x + y

3. R = {(x, y) : y ≥ 0, x

2

+ y

2

≤ a

2

}, δ(x, y) = 1

4. R = {(x, y) : y ≥ 0, x ≥ 0, 1 ≤ x

2

+ y

2

≤ 4 }, δ(x, y) =

x

2

+ y

2

5. R = {(x, y) : y ≥ 0, x

2

+ y

2

≤ 1 }, δ(x, y) = y

B

For Exercises 6-10, find the center of mass of the solid S with the given density func-

tion δ(x, y, z).

6. S = {(x, y, z) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1, 0 ≤ z ≤ 1 }, δ(x, y, z) = xyz

7. S = {(x, y, z) : z ≥ 0, x

2

+ y

2

+ z

2

≤ a

2

}, δ(x, y, z) = x

2

+ y

2

+ z

2

8. S = {(x, y, z) : x ≥ 0, y ≥ 0, z ≥ 0, x

2

+ y

2

+ z

2

≤ a

2

}, δ(x, y, z) = 1

9. S = {(x, y, z) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1, 0 ≤ z ≤ 1 }, δ(x, y, z) = x

2

+ y

2

+ z

2

10. S = {(x, y, z) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1, 0 ≤ z ≤ 1 − x − y}, δ(x, y, z) = 1

128 CHAPTER 3. MULTIPLE INTEGRALS

3.7 Application: Probability and Expected Value

In this section we will briefly discuss some applications of multiple integrals in the

field of probability theory. In particular we will see ways in which multiple integrals

can be used to calculate probabilities and expected values.

Probability

Suppose that you have a standard six-sided (fair) die, and you let a variable X

represent the value rolled. Then the probability of rolling a 3, written as P(X = 3),

is

1

6

, since there are six sides on the die and each one is equally likely to be rolled,

and hence in particular the 3 has a one out of six chance of being rolled. Likewise the

probability of rolling at most a 3, written as P(X ≤ 3), is

3

6

=

1

2

, since of the six numbers

on the die, there are three equally likely numbers (1, 2, and 3) that are less than or

equal to 3. Note that P(X ≤ 3) = P(X = 1) + P(X = 2) + P(X = 3). We call X a discrete

random variable on the sample space (or probability space) Ω consisting of all possible

outcomes. In our case, Ω = {1, 2, 3, 4, 5, 6}. An event A is a subset of the sample space.

For example, in the case of the die, the event X ≤ 3 is the set {1, 2, 3}.

Now let X be a variable representing a random real number in the interval (0, 1).

Note that the set of all real numbers between 0 and 1 is not a discrete (or countable)

set of values, i.e. it can not be put into a one-to-one correspondence with the set of

positive integers.

3

In this case, for any real number x in (0, 1), it makes no sense

to consider P(X = x) since it must be 0 (why?). Instead, we consider the probability

P(X ≤ x), which is given by P(X ≤ x) = x. The reasoning is this: the interval (0, 1) has

length 1, and for x in (0, 1) the interval (0, x) has length x. So since X represents a

random number in (0, 1), and hence is uniformly distributed over (0, 1), then

P(X ≤ x) =

length of (0, x)

length of (0, 1)

=

x

1

= x .

We call X a continuous random variable on the sample space Ω = (0, 1). An event A is

a subset of the sample space. For example, in our case the event X ≤ x is the set (0, x).

In the case of a discrete random variable, we saw how the probability of an event

was the sum of the probabilities of the individual outcomes comprising that event (e.g.

P(X ≤ 3) = P(X = 1) + P(X = 2) + P(X = 3) in the die example). For a continuous random

variable, the probability of an event will instead be the integral of a function, which

we will now describe.

Let X be a continuous real-valued random variable on a sample space Ω in . For

3

For a proof see p. 9-10 in KAMKE, E., Theory of Sets, New York: Dover, 1950.

3.7 Application: Probability and Expected Value 129

simplicity, let Ω = (a, b). Define the distribution function F of X as

F(x) = P(X ≤ x) , for −∞ < x < ∞ (3.33)

=

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

1, for x ≥ b

P(X ≤ x), for a < x < b

0, for x ≤ a .

(3.34)

Suppose that there is a nonnegative, continuous real-valued function f on such that

F(x) =

x

−∞

f (y) dy , for −∞ < x < ∞ , (3.35)

and

∞

−∞

f (x) dx = 1 . (3.36)

Then we call f the probability density function (or p.d.f. for short) for X. We thus have

P(X ≤ x) =

x

a

f (y) dy , for a < x < b . (3.37)

Also, by the Fundamental Theorem of Calculus, we have

F

′

(x) = f (x) , for −∞ < x < ∞. (3.38)

Example 3.15. Let X represent a randomly selected real number in the interval (0, 1).

We say that X has the uniform distribution on (0, 1), with distribution function

F(x) = P(X ≤ x) =

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

1, for x ≥ 1

x, for 0 < x < 1

0, for x ≤ 0 ,

(3.39)

and probability density function

f (x) = F

′

(x) =

¸

¸

¸

¸

¸

¸

1, for 0 < x < 1

0, elsewhere.

(3.40)

In general, if X represents a randomly selected real number in an interval (a, b), then

X has the uniform distribution function

F(x) = P(X ≤ x) =

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

¸

1, for x ≥ b

x

b−a

, for a < x < b

0, for x ≤ a ,

(3.41)

and probability density function

f (x) = F

′

(x) =

¸

¸

¸

¸

¸

¸

1

b−a

, for a < x < b

0, elsewhere.

(3.42)

130 CHAPTER 3. MULTIPLE INTEGRALS

Example 3.16. A famous distribution function is given by the standard normal dis-

tribution, whose probability density function f is

f (x) =

1

√

2π

e

−x

2

/2

, for −∞ < x < ∞. (3.43)

This is often called a “bell curve”, and is used widely in statistics. Since we are claim-

ing that f is a p.d.f., we should have

∞

−∞

1

√

2π

e

−x

2

/2

dx = 1 (3.44)

by formula (3.36), which is equivalent to

∞

−∞

e

−x

2

/2

dx =

√

2π . (3.45)

We can use a double integral in polar coordinates to verify this integral. First,

∞

−∞

∞

−∞

e

−(x

2

+y

2

)/2

dx dy =

∞

−∞

e

−y

2

/2

¸

∞

−∞

e

−x

2

/2

dx

dy

=

¸

∞

−∞

e

−x

2

/2

dx

¸

∞

−∞

e

−y

2

/2

dy

=

¸

∞

−∞

e

−x

2

/2

dx

2

since the same function is being integrated twice in the middle equation, just with

different variables. But using polar coordinates, we see that

∞

−∞

∞

−∞

e

−(x

2

+y

2

)/2

dx dy =

2π

0

∞

0

e

−r

2

/2

r dr dθ

=

2π

0

¸

−e

−r

2

/2

r=∞

r=0

dθ

=

2π

0

(0 − (−e

0

)) dθ =

2π

0

1 dθ = 2π ,

and so

¸

∞

−∞

e

−x

2

/2

dx

2

= 2π , and hence

∞

−∞

e

−x

2

/2

dx =

√

2π .

3.7 Application: Probability and Expected Value 131

In addition to individual random variables, we can consider jointly distributed ran-

dom variables. For this, we will let X, Y and Z be three real-valued continuous random

variables defined on the same sample space Ω in (the discussion for two random

variables is similar). Then the joint distribution function F of X, Y and Z is given by

F(x, y, z) = P(X ≤ x, Y ≤ y, Z ≤ z) , for −∞ < x, y, z < ∞. (3.46)

If there is a nonnegative, continuous real-valued function f on

3

such that

F(x, y, z) =

z

−∞

y

−∞

x

−∞

f (u, v, w) du dv dw , for −∞ < x, y, z < ∞ (3.47)

and

∞

−∞

∞

−∞

∞

−∞

f (x, y, z) dx dy dz = 1 , (3.48)

then we call f the joint probability density function (or joint p.d.f. for short) for X, Y

and Z. In general, for a

1

< b

1

, a

2

< b

2

, a

3

< b

3

, we have

P(a

1

< X ≤ b

1

, a

2

< Y ≤ b

2

, a

3

< Z ≤ b

3

) =

b

3

a

3

b

2

a

2

b

1

a

1

f (x, y, z) dx dy dz , (3.49)

with the ≤ and < symbols interchangeable in any combination. A triple integral, then,

can be thought of as representing a probability (for a function f which is a p.d.f.).

Example 3.17. Let a, b, and c be real numbers selected randomly from the interval

(0, 1). What is the probability that the equation ax

2

+ bx + c = 0 has at least one real

solution x?

a

c

0

c =

1

4a

1

1

1

4

R

1

R

2

Figure 3.7.1 Region

R = R

1

∪ R

2

Solution: We know by the quadratic formula that there is at

least one real solution if b

2

− 4ac ≥ 0. So we need to calculate

P(b

2

− 4ac ≥ 0). We will use three jointly distributed random

variables to do this. First, since 0 < a, b, c < 1, we have

b

2

− 4ac ≥ 0 ⇔ 0 < 4ac ≤ b

2

< 1 ⇔ 0 < 2

√

a

√

c ≤ b < 1 ,

where the last relation holds for all 0 < a, c < 1 such that

0 < 4ac < 1 ⇔ 0 < c <

1

4a

.

Considering a, b and c as real variables, the region R in the ac-plane where the above

relation holds is given by R = {(a, c) : 0 < a < 1, 0 < c < 1, 0 < c <

1

4a

}, which we can see

is a union of two regions R

1

and R

2

, as in Figure 3.7.1 above.

Now let X, Y and Z be continuous random variables, each representing a randomly

selected real number from the interval (0, 1) (think of X, Y and Z representing a, b

and c, respectively). Then, similar to how we showed that f (x) = 1 is the p.d.f. of the

132 CHAPTER 3. MULTIPLE INTEGRALS

uniform distribution on (0, 1), it can be shown that f (x, y, z) = 1 for x, y, z in (0, 1)

(0 elsewhere) is the joint p.d.f. of X, Y and Z. Now,

P(b

2

− 4ac ≥ 0) = P((a, c) ∈ R, 2

√

a

√

c ≤ b < 1) ,

so this probability is the triple integral of f (a, b, c) = 1 as b varies from 2

√

a

√

c to 1 and

as (a, c) varies over the region R. Since R can be divided into two regions R

1

and R

2

,

then the required triple integral can be split into a sum of two triple integrals, using

vertical slices in R:

P(b

2

− 4ac ≥ 0) =

1/4

0

1

0

..............

R

1

1

2

√

a

√

c

1 db dc da +

1

1/4

1/4a

0

..................

R

2

1

2

√

a

√

c

1 db dc da

=

1/4

0

1

0

(1 − 2

√

a

√

c) dc da +

1

1/4

1/4a

0

(1 − 2

√

a

√

c) dc da

=

1/4

0

c −

4

3

√

a c

3/2

c=1

c=0

da +

1

1/4

c −

4

3

√

a c

3/2

c=1/4a

c=0

da

=

1/4

0

1 −

4

3

√

a

da +

1

1/4

1

12a

da

= a −

8

9

a

3/2

1/4

0

+

1

12

ln a

1

1/4

=

¸

1

4

−

1

9

+

¸

0 −

1

12

ln

1

4

=

5

36

+

1

12

ln 4

P(b

2

− 4ac ≥ 0) =

5 + 3 ln 4

36

≈ 0.2544

In other words, the equation ax

2

+ bx + c = 0 has about a 25% chance of being solved!

Expected Value

The expected value EX of a random variable X can be thought of as the “average”

value of X as it varies over its sample space. If X is a discrete random variable, then

EX =

¸

x

x P(X = x) , (3.50)

with the sum being taken over all elements x of the sample space. For example, if X

represents the number rolled on a six-sided die, then

EX =

6

¸

x=1

x P(X = x) =

6

¸

x=1

x

1

6

= 3.5 (3.51)

is the expected value of X, which is the average of the integers 1 − 6.

3.7 Application: Probability and Expected Value 133

If X is a real-valued continuous random variable with p.d.f. f , then

EX =

∞

−∞

x f (x) dx . (3.52)

For example, if X has the uniform distribution on the interval (0, 1), then its p.d.f. is

f (x) =

¸

¸

¸

¸

¸

¸

1, for 0 < x < 1

0, elsewhere,

(3.53)

and so

EX =

∞

−∞

x f (x) dx =

1

0

x dx =

1

2

. (3.54)

For a pair of jointly distributed, real-valued continuous random variables X and Y

with joint p.d.f. f (x, y), the expected values of X and Y are given by

EX =

∞

−∞

∞

−∞

x f (x, y) dx dy and EY =

∞

−∞

∞

−∞

y f (x, y) dx dy , (3.55)

respectively.

Example 3.18. If you were to pick n > 2 random real numbers from the interval (0, 1),

what are the expected values for the smallest and largest of those numbers?

Solution: Let U

1

, . . . , U

n

be n continuous random variables, each representing a ran-

domly selected real number from (0, 1), i.e. each has the uniform distribution on (0, 1).

Define random variables X and Y by

X = min(U

1

, . . . , U

n

) and Y = max(U

1

, . . . , U

n

) .

Then it can be shown

4

that the joint p.d.f. of X and Y is

f (x, y) =

¸

¸

¸

¸

¸

¸

n(n − 1)(y − x)

n−2

, for 0 ≤ x ≤ y ≤ 1

0, elsewhere.

(3.56)

Thus, the expected value of X is

EX =

1

0

1

x

n(n − 1)x(y − x)

n−2

dy dx

=

1

0

nx(y − x)

n−1

y=1

y=x

dx

=

1

0

nx(1 − x)

n−1

dx , so integration by parts yields

= −x(1 − x)

n

−

1

n + 1

(1 − x)

n+1

1

0

EX =

1

n + 1

,

4

See Ch. 6 in HOEL, PORT and STONE.

134 CHAPTER 3. MULTIPLE INTEGRALS

and similarly (see Exercise 3) it can be shown that

EY =

1

0

y

0

n(n − 1)y(y − x)

n−2

dx dy =

n

n + 1

.

So, for example, if you were to repeatedly take samples of n = 3 random real numbers

from (0, 1), and each time store the minimum and maximum values in the sample,

then the average of the minimums would approach

1

4

and the average of the max-

imums would approach

3

4

as the number of samples grows. It would be relatively

simple (see Exercise 4) to write a computer program to test this.

¨

©

Exercises

B

1. Evaluate the integral

∞

−∞

e

−x

2

dx using anything you have learned so far.

2. For σ > 0 and µ > 0, evaluate

∞

−∞

1

σ

√

2π

e

−(x−µ)

2

/2σ

2

dx.

3. Show that EY =

n

n+1

in Example 3.18

C

4. Write a computer program (in the language of your choice) that verifies the results

in Example 3.18 for the case n = 3 by taking large numbers of samples.

5. Repeat Exercise 4 for the case when n = 4.

6. For continuous random variables X, Y with joint p.d.f. f (x, y), define the second

moments E(X

2

) and E(Y

2

) by

E(X

2

) =

∞

−∞

∞

−∞

x

2

f (x, y) dx dy and E(Y

2

) =

∞

−∞

∞

−∞

y

2

f (x, y) dx dy ,

and the variances Var(X) and Var(Y) by

Var(X) = E(X

2

) − (EX)

2

and Var(Y) = E(Y

2

) − (EY)

2

.

Find Var(X) and Var(Y) for X and Y as in Example 3.18.

7. Continuing Exercise 6, the correlation ρ between X and Y is defined as

ρ =

E(XY) − (EX)(EY)

Var(X) Var(Y)

,

where E(XY) =

∞

−∞

∞

−∞

xy f (x, y) dx dy. Find ρ for X and Y as in Example 3.18.

(Note: The quantity E(XY) − (EX)(EY) is called the covariance of X and Y.)

8. In Example 3.17 would the answer change if the interval (0, 100) is used instead of

(0, 1)? Explain.

4 Line and Surface Integrals

4.1 Line Integrals

In single-variable calculus you learned how to integrate a real-valued function f (x)

over an interval [a, b] in

1

. This integral (usually called a Riemann integral) can be

thought of as an integral over a path in

1

, since an interval (or collection of intervals)

is really the only kind of “path” in

1

. You may also recall that if f (x) represented the

force applied along the x-axis to an object at position x in [a, b], then the work W done

in moving that object from position x = a to x = b was defined as the integral:

W =

b

a

f (x) dx

In this section, we will see how to define the integral of a function (either real-

valued or vector-valued) of two variables over a general path (i.e. a curve) in

2

.

This definition will be motivated by the physical notion of work. We will begin with

real-valued functions of two variables.

In physics, the intuitive idea of work is that

Work = Force × Distance .

Suppose that we want to find the total amount W of work done in moving an object

along a curve C in

2

with a smooth parametrization x = x(t), y = y(t), a ≤ t ≤ b, with

a force f (x, y) which varies with the position (x, y) of the object and is applied in the

direction of motion along C (see Figure 4.1.1 below).

x

y

0

C

t = a

t = b

∆s

i

≈

∆x

i

2

+ ∆y

i

2

t = t

i

t = t

i+1

∆y

i

∆x

i

Figure 4.1.1 Curve C : x = x(t), y = y(t) for t in [a, b]

We will assume for now that the function f (x, y) is continuous and real-valued, so

we only consider the magnitude of the force. Partition the interval [a, b] as follows:

a = t

0

< t

1

< t

2

< · · · < t

n−1

< t

n

= b , for some integer n ≥ 2

135

136 CHAPTER 4. LINE AND SURFACE INTEGRALS

As we can see from Figure 4.1.1, over a typical subinterval [t

i

, t

i+1

] the distance ∆s

i

traveled along the curve is approximately

∆x

i

2

+ ∆y

i

2

, by the Pythagorean Theorem.

Thus, if the subinterval is small enough then the work done in moving the object along

that piece of the curve is approximately

Force × Distance ≈ f (x

i∗

, y

i∗

)

∆x

i

2

+ ∆y

i

2

, (4.1)

where (x

i∗

, y

i∗

) = (x(t

i

∗), y(t

i

∗)) for some t

i

∗ in [t

i

, t

i+1

], and so

W ≈

n−1

¸

i=0

f (x

i∗

, y

i∗

)

∆x

i

2

+ ∆y

i

2

(4.2)

is approximately the total amount of work done over the entire curve. But since

∆x

i

2

+ ∆y

i

2

=

¸

∆x

i

∆t

i

2

+

¸

∆y

i

∆t

i

2

∆t

i

,

where ∆t

i

= t

i+1

− t

i

, then

W ≈

n−1

¸

i=0

f (x

i∗

, y

i∗

)

¸

∆x

i

∆t

i

2

+

¸

∆y

i

∆t

i

2

∆t

i

. (4.3)

Taking the limit of that sum as the length of the largest subinterval goes to 0, the sum

over all subintervals becomes the integral from t = a to t = b,

∆x

i

∆t

i

and

∆y

i

∆t

i

become x

′

(t)

and y

′

(t), respectively, and f (x

i∗

, y

i∗

) becomes f (x(t), y(t)), so that

W =

b

a

f (x(t), y(t))

x

′

(t)

2

+ y

′

(t)

2

dt . (4.4)

The integral on the right side of the above equation gives us our idea of how to

define, for any real-valued function f (x, y), the integral of f (x, y) along the curve C,

called a line integral:

Definition 4.1. For a real-valued function f (x, y) and a curve C in

2

, parametrized

by x = x(t), y = y(t), a ≤ t ≤ b, the line integral of f (x, y) along C with respect to arc

length s is

C

f (x, y) ds =

b

a

f (x(t), y(t))

x

′

(t)

2

+ y

′

(t)

2

dt . (4.5)

The symbol ds is the differential of the arc length function

s = s(t) =

t

a

x

′

(u)

2

+ y

′

(u)

2

du , (4.6)

4.1 Line Integrals 137

which you may recognize fromSection 1.9 as the length of the curve C over the interval

[a, t], for all t in [a, b]. That is,

ds = s

′

(t) dt =

x

′

(t)

2

+ y

′

(t)

2

dt , (4.7)

by the Fundamental Theorem of Calculus.

For a general real-valued function f (x, y), what does the line integral

C

f (x, y) ds

represent? The preceding discussion of ds gives us a clue. You can think of differen-

tials as infinitesimal lengths. So if you think of f (x, y) as the height of a picket fence

along C, then f (x, y) ds can be thought of as approximately the area of a section of that

fence over some infinitesimally small section of the curve, and thus the line integral

C

f (x, y) ds is the total area of that picket fence (see Figure 4.1.2).

x

y

0

C

ds

f (x, y)

Figure 4.1.2 Area of shaded rectangle = height × width ≈ f (x, y) ds

Example 4.1. Use a line integral to show that the lateral surface area A of a right

circular cylinder of radius r and height h is 2πrh.

y

z

x

0

r

h = f (x, y)

C : x

2

+ y

2

= r

2

Figure 4.1.3

Solution: We will use the right circular cylinder with base cir-

cle C given by x

2

+ y

2

= r

2

and with height h in the positive z

direction (see Figure 4.1.3). Parametrize C as follows:

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

Let f (x, y) = h for all (x, y). Then

A =

C

f (x, y) ds =

b

a

f (x(t), y(t))

x

′

(t)

2

+ y

′

(t)

2

dt

=

2π

0

h

(−r sin t)

2

+ (r cos t)

2

dt

= h

2π

0

r

sin

2

t + cos

2

t dt

= rh

2π

0

1 dt = 2πrh

138 CHAPTER 4. LINE AND SURFACE INTEGRALS

Note in Example 4.1 that if we had traversed the circle C twice, i.e. let t vary from

0 to 4π, then we would have gotten an area of 4πrh, i.e. twice the desired area, even

though the curve itself is still the same (namely, a circle of radius r). Also, notice

that we traversed the circle in the counter-clockwise direction. If we had gone in the

clockwise direction, using the parametrization

x = x(t) = r cos(2π − t) , y = y(t) = r sin(2π − t) , 0 ≤ t ≤ 2π , (4.8)

then it is easy to verify (see Exercise 12) that the value of the line integral is un-

changed.

In general, it can be shown (see Exercise 15) that reversing the direction in which

a curve C is traversed leaves

C

f (x, y) ds unchanged, for any f (x, y). If a curve C has a

parametrization x = x(t), y = y(t), a ≤ t ≤ b, then denote by −C the same curve as C but

traversed in the opposite direction. Then −C is parametrized by

x = x(a + b − t) , y = y(a + b − t) , a ≤ t ≤ b , (4.9)

and we have

C

f (x, y) ds =

−C

f (x, y) ds . (4.10)

Notice that our definition of the line integral was with respect to the arc length

parameter s. We can also define

C

f (x, y) dx =

b

a

f (x(t), y(t)) x

′

(t) dt (4.11)

as the line integral of f (x, y) along C with respect to x, and

C

f (x, y) dy =

b

a

f (x(t), y(t)) y

′

(t) dt (4.12)

as the line integral of f (x, y) along C with respect to y.

In the derivation of the formula for a line integral, we used the idea of work as force

multiplied by distance. However, we know that force is actually a vector. So it would

be helpful to develop a vector form for a line integral. For this, suppose that we have

a function f(x, y) defined on

2

by

f(x, y) = P(x, y) i + Q(x, y) j

for some continuous real-valued functions P(x, y) and Q(x, y) on

2

. Such a function f

is called a vector field on

2

. It is defined at points in

2

, and its values are vectors

in

2

. For a curve C with a smooth parametrization x = x(t), y = y(t), a ≤ t ≤ b, let

r(t) = x(t) i + y(t) j

4.1 Line Integrals 139

be the position vector for a point (x(t), y(t)) on C. Then r

′

(t) = x

′

(t) i + y

′

(t) j and so

C

P(x, y) dx +

C

Q(x, y) dy =

b

a

P(x(t), y(t)) x

′

(t) dt +

b

a

Q(x(t), y(t)) y

′

(t) dt

=

b

a

(P(x(t), y(t)) x

′

(t) + Q(x(t), y(t)) y

′

(t)) dt

=

b

a

f(x(t), y(t)) ··· r

′

(t) dt

by definition of f(x, y). Notice that the function f(x(t), y(t)) ··· r

′

(t) is a real-valued func-

tion on [a, b], so the last integral on the right looks somewhat similar to our earlier

definition of a line integral. This leads us to the following definition:

Definition 4.2. For a vector field f(x, y) = P(x, y) i + Q(x, y) j and a curve C with a

smooth parametrization x = x(t), y = y(t), a ≤ t ≤ b, the line integral of f along C is

C

f ··· dr =

C

P(x, y) dx +

C

Q(x, y) dy (4.13)

=

b

a

f(x(t), y(t)) ··· r

′

(t) dt , (4.14)

where r(t) = x(t) i + y(t) j is the position vector for points on C.

We use the notation dr = r

′

(t) dt = dx i + dy j to denote the differential of the vector-

valued function r. The line integral in Definition 4.2 is often called a line integral of

a vector field to distinguish it from the line integral in Definition 4.1 which is called a

line integral of a scalar field. For convenience we will often write

C

P(x, y) dx +

C

Q(x, y) dy =

C

P(x, y) dx + Q(x, y) dy ,

where it is understood that the line integral along C is being applied to both P and

Q. The quantity P(x, y) dx + Q(x, y) dy is known as a differential form. For a real-

valued function F(x, y), the differential of F is dF =

∂F

∂x

dx +

∂F

∂y

dy. A differential form

P(x, y) dx + Q(x, y) dy is called exact if it equals dF for some function F(x, y).

Recall that if the points on a curve C have position vector r(t) = x(t) i+y(t) j, then r

′

(t)

is a tangent vector to C at the point (x(t), y(t)) in the direction of increasing t (which we

call the direction of C). Since C is a smooth curve, then r

′

(t) 0 on [a, b] and hence

T(t) =

r

′

(t)

¸

¸

¸r

′

(t)

¸

¸

¸

is the unit tangent vector to C at (x(t), y(t)). Putting Definitions 4.1 and 4.2 together

we get the following theorem:

140 CHAPTER 4. LINE AND SURFACE INTEGRALS

Theorem 4.1. For a vector field f(x, y) = P(x, y) i +Q(x, y) j and a curve C with a smooth

parametrization x = x(t), y = y(t), a ≤ t ≤ b and position vector r(t) = x(t) i + y(t) j,

C

f ··· dr =

C

f ··· Tds , (4.15)

where T(t) =

r

′

(t)

r

′

(t)

is the unit tangent vector to C at (x(t), y(t)).

If the vector field f(x, y) represents the force moving an object along a curve C, then

the work W done by this force is

W =

C

f ··· Tds =

C

f ··· dr . (4.16)

Example 4.2. Evaluate

C

(x

2

+ y

2

) dx + 2xy dy, where:

(a) C : x = t , y = 2t , 0 ≤ t ≤ 1

(b) C : x = t , y = 2t

2

, 0 ≤ t ≤ 1

x

y

0

(1, 2)

2

1

Figure 4.1.4

Solution: Figure 4.1.4 shows both curves.

(a) Since x

′

(t) = 1 and y

′

(t) = 2, then

C

(x

2

+ y

2

) dx + 2xy dy =

1

0

(x(t)

2

+ y(t)

2

)x

′

(t) + 2x(t)y(t) y

′

(t)

dt

=

1

0

(t

2

+ 4t

2

)(1) + 2t(2t)(2)

dt

=

1

0

13t

2

dt

=

13t

3

3

1

0

=

13

3

(b) Since x

′

(t) = 1 and y

′

(t) = 4t, then

C

(x

2

+ y

2

) dx + 2xy dy =

1

0

(x(t)

2

+ y(t)

2

)x

′

(t) + 2x(t)y(t) y

′

(t)

dt

=

1

0

(t

2

+ 4t

4

)(1) + 2t(2t

2

)(4t)

dt

=

1

0

(t

2

+ 20t

4

) dt

=

t

3

3

+ 4t

5

1

0

=

1

3

+ 4 =

13

3

4.1 Line Integrals 141

So in both cases, if the vector field f(x, y) = (x

2

+ y

2

) i + 2xy j represents the force

moving an object from (0, 0) to (1, 2) along the given curve C, then the work done is

13

3

.

This may lead you to think that work (and more generally, the line integral of a vector

field) is independent of the path taken. However, as we will see in the next section,

this is not always the case.

Although we defined line integrals over a single smooth curve, if C is a piecewise

smooth curve, that is

C = C

1

∪ C

2

∪ . . . ∪ C

n

is the union of smooth curves C

1

, . . . , C

n

, then we can define

C

f ··· dr =

C

1

f ··· dr

1

+

C

2

f ··· dr

2

+ . . . +

C

n

f ··· dr

n

where each r

i

is the position vector of the curve C

i

.

Example 4.3. Evaluate

C

(x

2

+y

2

) dx +2xy dy, where C is the polygonal path from (0, 0)

to (0, 2) to (1, 2).

x

y

0

(1, 2) 2

1

C

1

C

2

Figure 4.1.5

Solution: Write C = C

1

∪C

2

, where C

1

is the curve given by x = 0, y = t,

0 ≤ t ≤ 2 and C

2

is the curve given by x = t, y = 2, 0 ≤ t ≤ 1 (see Figure

4.1.5). Then

C

(x

2

+ y

2

) dx + 2xy dy =

C

1

(x

2

+ y

2

) dx + 2xy dy

+

C

2

(x

2

+ y

2

) dx + 2xy dy

=

2

0

(0

2

+ t

2

)(0) + 2(0)t(1)

dt +

1

0

(t

2

+ 4)(1) + 2t(2)(0)

dt

=

2

0

0 dt +

1

0

(t

2

+ 4) dt

=

t

3

3

+ 4t

1

0

=

1

3

+ 4 =

13

3

Line integral notation varies quite a bit. For example, in physics it is common to

see the notation

b

a

f ··· dl, where it is understood that the limits of integration a and

b are for the underlying parameter t of the curve, and the letter l signifies length.

Also, the formulation

C

f ··· Tds from Theorem 4.1 is often preferred in physics since it

emphasizes the idea of integrating the tangential component f···T of f in the direction of

T (i.e. in the direction of C), which is a useful physical interpretation of line integrals.

142 CHAPTER 4. LINE AND SURFACE INTEGRALS

¨

©

Exercises

A

For Exercises 1-4, calculate

C

f (x, y) ds for the given function f (x, y) and curve C.

1. f (x, y) = xy; C : x = cos t, y = sin t, 0 ≤ t ≤ π/2

2. f (x, y) =

x

x

2

+ 1

; C : x = t, y = 0, 0 ≤ t ≤ 1

3. f (x, y) = 2x + y; C: polygonal path from (0, 0) to (3, 0) to (3, 2)

4. f (x, y) = x + y

2

; C: path from (2, 0) counterclockwise along the circle x

2

+ y

2

= 4 to

the point (−2, 0) and then back to (2, 0) along the x-axis

5. Use a line integral to find the lateral surface area of the part of the cylinder

x

2

+ y

2

= 4 below the plane x + 2y + z = 6 and above the xy-plane.

For Exercises 6-11, calculate

C

f ··· dr for the given vector field f(x, y) and curve C.

6. f(x, y) = i − j; C : x = 3t, y = 2t, 0 ≤ t ≤ 1

7. f(x, y) = y i − x j; C : x = cos t, y = sin t, 0 ≤ t ≤ 2π

8. f(x, y) = x i + y j; C : x = cos t, y = sin t, 0 ≤ t ≤ 2π

9. f(x, y) = (x

2

− y) i + (x − y

2

) j; C : x = cos t, y = sin t, 0 ≤ t ≤ 2π

10. f(x, y) = xy

2

i + xy

3

j; C : the polygonal path from (0, 0) to (1, 0) to (0, 1) to (0, 0)

11. f(x, y) = (x

2

+ y

2

) i; C : x = 2 + cos t, y = sin t, 0 ≤ t ≤ 2π

B

12. Verify that the value of the line integral in Example 4.1 is unchanged using the

parametrization of the circle C given in formulas (4.8).

13. Show that if f ⊥ r

′

(t) at each point r(t) along a smooth curve C, then

C

f ··· dr = 0.

14. Showthat if f points in the same direction as r

′

(t) at each point r(t) along a smooth

curve C, then

C

f ··· dr =

C

f ds.

C

15. Prove that

C

f (x, y) ds =

−C

f (x, y) ds. (Hint: Use formulas (4.9).)

16. Let C be a smooth curve with arc length L, and suppose that f(x, y) = P(x, y) i +

Q(x, y) j is a vector field such that f(x, y) ≤ M for all (x, y) on C. Show that

C

f ··· dr

≤ ML. (Hint: Recall that

b

a

g(x) dx

≤

b

a

|g(x)| dx for Riemann integrals.)

17. Prove that the Riemann integral

b

a

f (x) dx is a special case of a line integral.

4.2 Properties of Line Integrals 143

4.2 Properties of Line Integrals

We know from the previous section that for line integrals of real-valued functions

(scalar fields), reversing the direction in which the integral is taken along a curve

does not change the value of the line integral:

C

f (x, y) ds =

−C

f (x, y) ds (4.17)

For line integrals of vector fields, however, the value does change. To see this, let

f(x, y) = P(x, y) i + Q(x, y) j be a vector field, with P and Q continuously differentiable

functions. Let C be a smooth curve parametrized by x = x(t), y = y(t), a ≤ t ≤ b,

with position vector r(t) = x(t) i + y(t) j (we will usually abbreviate this by saying that

C : r(t) = x(t) i + y(t) j is a smooth curve). We know that the curve −C traversed in the

opposite direction is parametrized by x = x(a + b − t), y = y(a + b − t), a ≤ t ≤ b. Then

−C

P(x, y) dx =

b

a

P(x(a + b − t), y(a + b − t))

d

dt

(x(a + b − t)) dt

=

b

a

P(x(a + b − t), y(a + b − t)) (−x

′

(a + b − t)) dt (by the Chain Rule)

=

a

b

P(x(u), y(u)) (−x

′

(u)) (−du) (by letting u = a + b − t)

=

a

b

P(x(u), y(u)) x

′

(u) du

= −

b

a

P(x(u), y(u)) x

′

(u) du , since

a

b

= −

b

a

, so

−C

P(x, y) dx = −

C

P(x, y) dx

since we are just using a different letter (u) for the line integral along C. A similar

argument shows that

−C

Q(x, y) dy = −

C

Q(x, y) dy ,

and hence

−C

f ··· dr =

−C

P(x, y) dx +

−C

Q(x, y) dy

= −

C

P(x, y) dx + −

C

Q(x, y) dy

= −

¸

C

P(x, y) dx +

C

Q(x, y) dy

−C

f ··· dr = −

C

f ··· dr . (4.18)

144 CHAPTER 4. LINE AND SURFACE INTEGRALS

The above formula can be interpreted in terms of the work done by a force f(x, y)

(treated as a vector) moving an object along a curve C: the total work performed

moving the object along C from its initial point to its terminal point, and then back

to the initial point moving backwards along the same path, is zero. This is because

when force is considered as a vector, direction is accounted for.

The preceding discussion shows the importance of always taking the direction of

the curve into account when using line integrals of vector fields. For this reason, the

curves in line integrals are sometimes referred to as directed curves or oriented curves.

Recall that our definition of a line integral required that we have a parametrization

x = x(t), y = y(t), a ≤ t ≤ b for the curve C. But as we know, any curve has infinitely

many parametrizations. So could we get a different value for a line integral using

some other parametrization of C, say, x = ˜ x(u), y = ˜ y(u), c ≤ u ≤ d ? If so, this would

mean that our definition is not well-defined. Luckily, it turns out that the value of a

line integral of a vector field is unchanged as long as the direction of the curve C is

preserved by whatever parametrization is chosen:

Theorem 4.2. Let f(x, y) = P(x, y) i + Q(x, y) j be a vector field, and let C be a smooth

curve parametrized by x = x(t), y = y(t), a ≤ t ≤ b. Suppose that t = α(u) for c ≤ u ≤ d,

such that a = α(c), b = α(d), and α

′

(u) > 0 on the open interval (c, d) (i.e. α(u) is strictly

increasing on [c, d]). Then

C

f··· dr has the same value for the parametrizations x = x(t),

y = y(t), a ≤ t ≤ b and x = ˜ x(u) = x(α(u)), y = ˜ y(u) = y(α(u)), c ≤ u ≤ d.

Proof: Since α(u) is strictly increasing and maps [c, d] onto [a, b], then we know that

t = α(u) has an inverse function u = α

−1

(t) defined on [a, b] such that c = α

−1

(a),

d = α

−1

(b), and

du

dt

=

1

α

′

(u)

. Also, dt = α

′

(u) du, and by the Chain Rule

˜ x

′

(u) =

d ˜ x

du

=

d

du

(x(α(u))) =

dx

dt

dt

du

= x

′

(t) α

′

(u) ⇒ x

′

(t) =

˜ x

′

(u)

α

′

(u)

so making the susbstitution t = α(u) gives

b

a

P(x(t), y(t)) x

′

(t) dt =

α

−1

(b)

α

−1

(a)

P(x(α(u)), y(α(u)))

˜ x

′

(u)

α

′

(u)

(α

′

(u) du)

=

d

c

P( ˜ x(u), ˜ y(u)) ˜ x

′

(u) du ,

which shows that

C

P(x, y) dx has the same value for both parametrizations. A simi-

lar argument shows that

C

Q(x, y) dy has the same value for both parametrizations,

and hence

C

f ··· dr has the same value. QED

Notice that the condition α

′

(u) > 0 in Theorem 4.2 means that the two parametriza-

tions move along C in the same direction. That was not the case with the “reverse”

parametrization for −C: for u = a + b − t we have t = α(u) = a + b − u ⇒ α

′

(u) = −1 < 0.

4.2 Properties of Line Integrals 145

Example 4.4. Evaluate the line integral

C

(x

2

+y

2

) dx+2xy dy fromExample 4.2, Section

4.1, along the curve C : x = t, y = 2t

2

, 0 ≤ t ≤ 1, where t = sin u for 0 ≤ u ≤ π/2.

Solution: First, we notice that 0 = sin 0, 1 = sin(π/2), and

dt

du

= cos u > 0 on (0, π/2). So

by Theorem 4.2 we know that if C is parametrized by

x = sin u , y = 2 sin

2

u , 0 ≤ u ≤ π/2

then

C

(x

2

+ y

2

) dx + 2xy dy should have the same value as we found in Example 4.2,

namely

13

3

. And we can indeed verify this:

C

(x

2

+ y

2

) dx + 2xy dy =

π/2

0

(sin

2

u + (2 sin

2

u)

2

) cos u + 2(sin u)(2 sin

2

u)4 sin u cos u

du

=

π/2

0

sin

2

u + 20 sin

4

u

cos u du

=

sin

3

u

3

+ 4 sin

5

u

π/2

0

=

1

3

+ 4 =

13

3

In other words, the line integral is unchanged whether t or u is the parameter for C.

By a closed curve, we mean a curve C whose initial point and terminal point are

the same, i.e. for C : x = x(t), y = y(t), a ≤ t ≤ b, we have (x(a), y(a)) = (x(b), y(b)).

◮

◭

C

t = a t = b

(a) Closed

◮

◭

C

t = a

t = b

(b) Not closed

Figure 4.2.1 Closed vs nonclosed curves

A simple closed curve is a closed curve which does not intersect itself. Note that

any closed curve can be regarded as a union of simple closed curves (think of the loops

in a figure eight). We use the special notation

C

f (x, y) ds and

C

f ··· dr

to denote line integrals of scalar and vector fields, respectively, along closed curves.

In some older texts you may see the notation

or

**to indicate a line integral
**

traversing a closed curve in a counterclockwise or clockwise direction, respectively.

146 CHAPTER 4. LINE AND SURFACE INTEGRALS

So far, the examples we have seen of line integrals (e.g. Example 4.2) have had the

same value for different curves joining the initial point to the terminal point. That

is, the line integral has been independent of the path joining the two points. As we

mentioned before, this is not always the case. The following theorem gives a necessary

and sufficient condition for this path independence:

Theorem 4.3. In a region R, the line integral

C

f ··· dr is independent of the path

between any two points in R if and only if

C

f ··· dr = 0 for every closed curve C which is

contained in R.

Proof: Suppose that

C

f ··· dr = 0 for every closed curve C which is contained in R. Let

P

1

and P

2

be two distinct points in R. Let C

1

be a curve in R going from P

1

to P

2

, and

let C

2

be another curve in R going from P

1

to P

2

, as in Figure 4.2.2.

◮

◮

C

1

C

2

P

1

P

2

Figure 4.2.2

Then C = C

1

∪ −C

2

is a closed curve in R (from P

1

to P

1

), and so

C

f ··· dr = 0. Thus,

0 =

C

f ··· dr

=

C

1

f ··· dr +

−C

2

f ··· dr

=

C

1

f ··· dr −

C

2

f ··· dr , and so

C

1

f ··· dr =

C

2

f ··· dr. This proves path independence.

Conversely, suppose that the line integral

C

f ··· dr is independent of the path be-

tween any two points in R. Let C be a closed curve contained in R. Let P

1

and P

2

be

two distinct points on C. Let C

1

be a part of the curve C that goes from P

1

to P

2

, and

let C

2

be the remaining part of C that goes from P

1

to P

2

, again as in Figure 4.2.2.

Then by path independence we have

C

1

f ··· dr =

C

2

f ··· dr

C

1

f ··· dr −

C

2

f ··· dr = 0

C

1

f ··· dr +

−C

2

f ··· dr = 0 , so

C

f ··· dr = 0

since C = C

1

∪ −C

2

. QED

Clearly, the above theorem does not give a practical way to determine path inde-

4.2 Properties of Line Integrals 147

pendence, since it is impossible to check the line integrals around all possible closed

curves in a region. What it mostly does is give an idea of the way in which line inte-

grals behave, and how seemingly unrelated line integrals can be related (in this case,

a specific line integral between two points and all line integrals around closed curves).

For a more practical method for determining path independence, we first need a

version of the Chain Rule for multivariable functions:

Theorem 4.4. (Chain Rule) If z = f (x, y) is a continuously differentiable function

of x and y, and both x = x(t) and y = y(t) are differentiable functions of t, then z is a

differentiable function of t, and

dz

dt

=

∂z

∂x

dx

dt

+

∂z

∂y

dy

dt

(4.19)

at all points where the derivatives on the right are defined.

The proof is virtually identical to the proof of Theorem 2.2 from Section 2.4 (which

uses the Mean Value Theorem), so we omit it.

1

We will now use this Chain Rule to

prove the following sufficient condition for path independence of line integrals:

Theorem 4.5. Let f(x, y) = P(x, y) i + Q(x, y) j be a vector field in some region R, with

P and Q continuously differentiable functions on R. Let C be a smooth curve in R

parametrized by x = x(t), y = y(t), a ≤ t ≤ b. Suppose that there is a real-valued

function F(x, y) such that ∇F = f on R. Then

C

f ··· dr = F(B) − F(A) , (4.20)

where A = (x(a), y(a)) and B = (x(b), y(b)) are the endpoints of C. Thus, the line integral

is independent of the path between its endpoints, since it depends only on the values

of F at those endpoints.

Proof: By definition of

C

f ··· dr, we have

C

f ··· dr =

b

a

P(x(t), y(t)) x

′

(t) + Q(x(t), y(t)) y

′

(t)

dt

=

b

a

¸

∂F

∂x

dx

dt

+

∂F

∂y

dy

dt

dt (since ∇F = f ⇒

∂F

∂x

= P and

∂F

∂y

= Q)

=

b

a

F

′

(x(t), y(t)) dt (by the Chain Rule in Theorem 4.4)

= F(x(t), y(t))

b

a

= F(B) − F(A)

by the Fundamental Theorem of Calculus. QED

1

See TAYLOR and MANN, § 6.5.

148 CHAPTER 4. LINE AND SURFACE INTEGRALS

Theorem 4.5 can be thought of as the line integral version of the Fundamental

Theorem of Calculus. A real-valued function F(x, y) such that ∇F(x, y) = f(x, y) is called

a potential for f. A conservative vector field is one which has a potential.

Example 4.5. Recall from Examples 4.2 and 4.3 in Section 4.1 that the line integral

C

(x

2

+ y

2

) dx + 2xy dy was found to have the value

13

3

for three different curves C going

from the point (0, 0) to the point (1, 2). Use Theorem 4.5 to show that this line integral

is indeed path independent.

Solution: We need to find a real-valued function F(x, y) such that

∂F

∂x

= x

2

+ y

2

and

∂F

∂y

= 2xy .

Suppose that

∂F

∂x

= x

2

+y

2

, Then we must have F(x, y) =

1

3

x

3

+xy

2

+g(y) for some function

g(y). So

∂F

∂y

= 2xy + g

′

(y) satisfies the condition

∂F

∂y

= 2xy if g

′

(y) = 0, i.e. g(y) = K, where

K is a constant. Since any choice for K will do (why?), we pick K = 0. Thus, a potential

F(x, y) for f(x, y) = (x

2

+ y

2

) i + 2xy j exists, namely

F(x, y) =

1

3

x

3

+ xy

2

.

Hence the line integral

C

(x

2

+ y

2

) dx + 2xy dy is path independent.

Note that we can also verify that the value of the line integral of f along any curve C

going from (0, 0) to (1, 2) will always be

13

3

, since by Theorem 4.5

C

f ··· dr = F(1, 2) − F(0, 0) =

1

3

(1)

3

+ (1)(2)

2

− (0 + 0) =

1

3

+ 4 =

13

3

.

A consequence of Theorem 4.5 in the special case where C is a closed curve, so that

the endpoints A and B are the same point, is the following important corollary:

Corollary 4.6. If a vector field f has a potential in a region R, then

C

f ··· dr = 0 for

any closed curve C in R (i.e.

C

∇F ··· dr = 0 for any real-valued function F(x, y)).

Example 4.6. Evaluate

C

x dx + y dy for C : x = 2 cos t, y = 3 sin t, 0 ≤ t ≤ 2π.

Solution: The vector field f(x, y) = x i + y j has a potential F(x, y):

∂F

∂x

= x ⇒ F(x, y) =

1

2

x

2

+ g(y) , so

∂F

∂y

= y ⇒ g

′

(y) = y ⇒ g(y) =

1

2

y

2

+ K

4.2 Properties of Line Integrals 149

for any constant K, so F(x, y) =

1

2

x

2

+

1

2

y

2

is a potential for f(x, y). Thus,

C

x dx + y dy =

C

f ··· dr = 0

by Corollary 4.6, since the curve C is closed (it is the ellipse

x

2

4

+

y

2

9

= 1).

¨

©

Exercises

A

1. Evaluate

C

(x

2

+ y

2

) dx + 2xy dy for C : x = cos t, y = sin t, 0 ≤ t ≤ 2π.

2. Evaluate

C

(x

2

+ y

2

) dx + 2xy dy for C : x = cos t, y = sin t, 0 ≤ t ≤ π.

3. Is there a potential F(x, y) for f(x, y) = y i − x j? If so, find one.

4. Is there a potential F(x, y) for f(x, y) = x i − y j? If so, find one.

5. Is there a potential F(x, y) for f(x, y) = xy

2

i + x

3

y j? If so, find one.

B

6. Let f(x, y) and g(x, y) be vector fields, let a and b be constants, and let C be a curve

in

2

. Show that

C

(a f ± b g) ··· dr = a

C

f ··· dr ± b

C

g··· dr .

7. Let C be a curve whose arc length is L. Show that

C

1 ds = L.

8. Let f (x, y) and g(x, y) be continuously differentiable real-valued functions in a region

R. Show that

C

f ∇g ··· dr = −

C

g ∇f ··· dr

for any closed curve C in R. (Hint: Use Exercise 21 in Section 2.4.)

9. Let f(x, y) =

−y

x

2

+y

2

i +

x

x

2

+y

2

j for all (x, y) (0, 0), and C : x = cos t, y = sin t, 0 ≤ t ≤ 2π.

(a) Show that f = ∇F, for F(x, y) = tan

−1

(y/x).

(b) Show that

C

f ··· dr = 2π. Does this contradict Corollary 4.6? Explain.

C

10. Let g(x) and h(y) be differentiable functions, and let f(x, y) = h(y) i + g(x) j. Can f

have a potential F(x, y)? If so, find it. You may assume that F would be smooth.

(Hint: Consider the mixed partial derivatives of F.)

150 CHAPTER 4. LINE AND SURFACE INTEGRALS

4.3 Green’s Theorem

We will now see a way of evaluating the line integral of a smooth vector field around a

simple closed curve. A vector field f(x, y) = P(x, y) i+Q(x, y) j is smooth if its component

functions P(x, y) and Q(x, y) are smooth. We will use Green’s Theorem(sometimes called

Green’s Theorem in the plane) to relate the line integral around a closed curve with a

double integral over the region inside the curve:

Theorem 4.7. (Green’s Theorem) Let R be a region in

2

whose boundary is a

simple closed curve C which is piecewise smooth. Let f(x, y) = P(x, y) i + Q(x, y) j be a

smooth vector field defined on both R and C. Then

C

f ··· dr =

R

¸

∂Q

∂x

−

∂P

∂y

dA , (4.21)

where C is traversed so that R is always on the left side of C.

Proof: We will prove the theorem in the case for a simple region R, that is, where the

boundary curve C can be written as C = C

1

∪ C

2

in two distinct ways:

C

1

= the curve y = y

1

(x) from the point X

1

to the point X

2

(4.22)

C

2

= the curve y = y

2

(x) from the point X

2

to the point X

1

, (4.23)

where X

1

and X

2

are the points on C farthest to the left and right, respectively; and

C

1

= the curve x = x

1

(y) from the point Y

2

to the point Y

1

(4.24)

C

2

= the curve x = x

2

(y) from the point Y

1

to the point Y

2

, (4.25)

where Y

1

and Y

2

are the lowest and highest points, respectively, on C. See Figure

4.3.1.

x

y

◭

◮

y = y

2

(x)

y = y

1

(x)

x = x

2

(y)

x = x

1

(y)

Y

2

Y

1

X

2

X

1 R

C

a

b

d

c

Figure 4.3.1

Integrate P(x, y) around C using the representation C = C

1

∪ C

2

given by (4.23) and

4.3 Green’s Theorem 151

(4.24). Since y = y

1

(x) along C

1

(as x goes from a to b) and y = y

2

(x) along C

2

(as x goes

from b to a), as we see from Figure 4.3.1, then we have

C

P(x, y) dx =

C

1

P(x, y) dx +

C

2

P(x, y) dx

=

b

a

P(x, y

1

(x)) dx +

a

b

P(x, y

2

(x)) dx

=

b

a

P(x, y

1

(x)) dx −

b

a

P(x, y

2

(x)) dx

= −

b

a

(P(x, y

2

(x)) − P(x, y

1

(x))) dx

= −

b

a

P(x, y)

y=y

2

(x)

y=y

1

(x)

dx

= −

b

a

y

2

(x)

y

1

(x)

∂P(x, y)

∂y

dy dx (by the Fundamental Theorem of Calculus)

= −

R

∂P

∂y

dA .

Likewise, integrate Q(x, y) around C using the representation C = C

1

∪ C

2

given by

(4.25) and (4.26). Since x = x

1

(y) along C

1

(as y goes from d to c) and x = x

2

(y) along C

2

(as y goes from c to d), as we see from Figure 4.3.1, then we have

C

Q(x, y) dy =

C

1

Q(x, y) dy +

C

2

Q(x, y) dy

=

c

d

Q(x

1

(y), y) dy +

d

c

Q(x

2

(y), y) dy

= −

d

c

Q(x

1

(y), y) dy +

d

c

Q(x

2

(y), y) dy

=

d

c

(Q(x

2

(y), y) − Q(x

1

(y), y)) dy

=

d

c

Q(x, y)

x=x

2

(y)

x=x

1

(y)

dy

=

d

c

x

2

(y)

x

1

(y)

∂Q(x, y)

∂x

dx dy (by the Fundamental Theorem of Calculus)

=

R

∂Q

∂x

dA , and so

152 CHAPTER 4. LINE AND SURFACE INTEGRALS

C

f ··· dr =

C

P(x, y) dx +

C

Q(x, y) dy

= −

R

∂P

∂y

dA +

R

∂Q

∂x

dA

=

R

¸

∂Q

∂x

−

∂P

∂y

dA .

QED

Though we proved Green’s Theorem only for a simple region R, the theorem can also

be proved for more general regions (say, a union of simple regions).

2

Example 4.7. Evaluate

C

(x

2

+y

2

) dx+2xy dy, where C is the boundary (traversed coun-

terclockwise) of the region R = { (x, y) : 0 ≤ x ≤ 1, 2x

2

≤ y ≤ 2x }.

x

y

0

(1, 2)

2

1

C

Figure 4.3.2

Solution: R is the shaded region in Figure 4.3.2. By Green’s Theorem,

for P(x, y) = x

2

+ y

2

and Q(x, y) = 2xy, we have

C

(x

2

+ y

2

) dx + 2xy dy =

R

¸

∂Q

∂x

−

∂P

∂y

dA

=

R

(2y − 2y) dA =

R

0 dA = 0 .

We actually already knew that the answer was zero. Recall from Example 4.5 in

Section 4.2 that the vector field f(x, y) = (x

2

+ y

2

) i + 2xy j has a potential function

F(x, y) =

1

3

x

3

+ xy

2

, and so

C

f ··· dr = 0 by Corollary 4.6.

Example 4.8. Let f(x, y) = P(x, y) i + Q(x, y) j, where

P(x, y) =

−y

x

2

+ y

2

and Q(x, y) =

x

x

2

+ y

2

,

and let R = { (x, y) : 0 < x

2

+ y

2

≤ 1 }. For the boundary curve C : x

2

+ y

2

= 1, traversed

counterclockwise, it was shown in Exercise 9(b) in Section 4.2 that

C

f ··· dr = 2π. But

∂Q

∂x

=

y

2

− x

2

(x

2

+ y

2

)

2

=

∂P

∂y

⇒

R

¸

∂Q

∂x

−

∂P

∂y

dA =

R

0 dA = 0 .

This would seem to contradict Green’s Theorem. However, note that R is not the

entire region enclosed by C, since the point (0, 0) is not contained in R. That is, R has a

“hole” at the origin, so Green’s Theorem does not apply.

2

See TAYLOR and MANN, § 15.31 for a discussion of some of the difficulties involved when the boundary

curve is “complicated”.

4.3 Green’s Theorem 153

x

y

0

C

1

C

2

1

1

1/2

1/2

R

◮

◭

Figure 4.3.3 The annulus R

If we modify the region R to be the annulus

R = { (x, y) : 1/4 ≤ x

2

+ y

2

≤ 1 } (see Figure 4.3.3),

and take the “boundary” C of R to be C = C

1

∪ C

2

,

where C

1

is the unit circle x

2

+ y

2

= 1 traversed

counterclockwise and C

2

is the circle x

2

+ y

2

= 1/4

traversed clockwise, then it can be shown (see Ex-

ercise 8) that

C

f ··· dr = 0 .

We would still have

R

∂Q

∂x

−

∂P

∂y

dA = 0, so for this

R we would have

C

f ··· dr =

R

¸

∂Q

∂x

−

∂P

∂y

dA ,

which shows that Green’s Theorem holds for the annular region R.

It turns out that Green’s Theorem can be extended to multiply connected regions,

that is, regions like the annulus in Example 4.8, which have one or more regions cut

out from the interior, as opposed to discrete points being cut out. For such regions, the

“outer” boundary and the “inner” boundaries are traversed so that R is always on the

left side.

C

1

C

2

R

1

R

2

◮

◭

◭

◮

(a) Region R with one hole

C

1

C

2

C

3

R

1

R

2

◮ ◮

◭ ◭

◭

◮

(b) Region R with two holes

Figure 4.3.4 Multiply connected regions

The intuitive idea for why Green’s Theorem holds for multiply connected regions

is shown in Figure 4.3.4 above. The idea is to cut “slits” between the boundaries of a

multiply connected region R so that R is divided into subregions which do not have any

“holes”. For example, in Figure 4.3.4(a) the region R is the union of the regions R

1

and

R

2

, which are divided by the slits indicated by the dashed lines. Those slits are part

of the boundary of both R

1

and R

2

, and we traverse then in the manner indicated by

154 CHAPTER 4. LINE AND SURFACE INTEGRALS

the arrows. Notice that along each slit the boundary of R

1

is traversed in the opposite

direction as that of R

2

, which means that the line integrals of f along those slits cancel

each other out. Since R

1

and R

2

do not have holes in them, then Green’s Theorem holds

in each subregion, so that

bdy

of R

1

f ··· dr =

R

1

¸

∂Q

∂x

−

∂P

∂y

dA and

bdy

of R

2

f ··· dr =

R

2

¸

∂Q

∂x

−

∂P

∂y

dA .

But since the line integrals along the slits cancel out, we have

C

1

∪C

2

f ··· dr =

bdy

of R

1

f ··· dr +

bdy

of R

2

f ··· dr ,

and so

C

1

∪C

2

f ··· dr =

R

1

¸

∂Q

∂x

−

∂P

∂y

dA +

R

2

¸

∂Q

∂x

−

∂P

∂y

dA =

R

¸

∂Q

∂x

−

∂P

∂y

dA ,

which shows that Green’s Theorem holds in the region R. A similar argument shows

that the theorem holds in the region with two holes shown in Figure 4.3.4(b).

We know from Corollary 4.6 that when a smooth vector field f(x, y) = P(x, y) i+Q(x, y) j

on a region R (whose boundary is a piecewise smooth, simple closed curve C) has a

potential in R, then

C

f ··· dr = 0. And if the potential F(x, y) is smooth in R, then

∂F

∂x

= P

and

∂F

∂y

= Q, and so we know that

∂

2

F

∂y ∂x

=

∂

2

F

∂x ∂y

⇒

∂P

∂y

=

∂Q

∂x

in R.

Conversely, if

∂P

∂y

=

∂Q

∂x

in R then

C

f ··· dr =

R

¸

∂Q

∂x

−

∂P

∂y

dA =

R

0 dA = 0 .

For a simply connected region R (i.e. a region with no holes), the following can be

shown:

The following statements are equivalent for a simply connected region R in

2

:

(a) f(x, y) = P(x, y) i + Q(x, y) j has a smooth potential F(x, y) in R

(b)

C

f ··· dr is independent of the path for any curve C in R

(c)

C

f ··· dr = 0 for every simple closed curve C in R

(d)

∂P

∂y

=

∂Q

∂x

in R (in this case, the differential form Pdx + Qdy is exact)

4.3 Green’s Theorem 155

¨

©

Exercises

A

For Exercises 1-4, use Green’s Theorem to evaluate the given line integral around the

curve C, traversed counterclockwise.

1.

C

(x

2

− y

2

) dx + 2xy dy; C is the boundary of R = { (x, y) : 0 ≤ x ≤ 1, 2x

2

≤ y ≤ 2x }

2.

C

x

2

y dx + 2xy dy; C is the boundary of R = { (x, y) : 0 ≤ x ≤ 1, x

2

≤ y ≤ x }

3.

C

2y dx − 3x dy; C is the circle x

2

+ y

2

= 1

4.

C

(e

x

2

+ y

2

) dx + (e

y

2

+ x

2

) dy; C is the boundary of the triangle with vertices (0, 0),

(4, 0) and (0, 4)

5. Is there a potential F(x, y) for f(x, y) = (y

2

+ 3x

2

) i + 2xy j? If so, find one.

6. Is there a potential F(x, y) for f(x, y) = (x

3

cos(xy) + 2x sin(xy)) i + x

2

y cos(xy) j? If so,

find one.

7. Is there a potential F(x, y) for f(x, y) = (8xy + 3) i + 4(x

2

+ y) j? If so, find one.

8. Show that for any constants a, b and any closed simple curve C,

C

a dx + b dy = 0.

B

9. For the vector field f as in Example 4.8, show directly that

C

f ··· dr = 0, where C is

the boundary of the annulus R = { (x, y) : 1/4 ≤ x

2

+ y

2

≤ 1 } traversed so that R is

always on the left.

10. Evaluate

C

e

x

sin y dx + (y

3

+ e

x

cos y) dy, where C is the boundary of the rectangle

with vertices (1, −1), (1, 1), (−1, 1) and (−1, −1), traversed counterclockwise.

C

11. For a region R bounded by a simple closed curve C, show that the area A of R is

A = −

C

y dx =

C

x dy =

1

2

C

x dy − y dx ,

where C is traversed so that R is always on the left. (Hint: Use Green’s Theorem

and the fact that A =

R

1 dA.)

156 CHAPTER 4. LINE AND SURFACE INTEGRALS

4.4 Surface Integrals and the Divergence Theorem

In Section 4.1 we learned how to integrate along a curve. We will now learn how to

perform integration over a surface in

3

, such as a sphere or a paraboloid. Recall

from Section 1.8 how we identified points (x, y, z) on a curve C in

3

, parametrized by

x = x(t), y = y(t), z = z(t), a ≤ t ≤ b, with the terminal points of the position vector

r(t) = x(t)i + y(t)j + z(t)k for t in [a, b].

The idea behind a parametrization of a curve is that it “transforms” a subset of

1

(normally an interval [a, b]) into a curve in

2

or

3

(see Figure 4.4.1).

1

a

t

b

y

z

x

0

(x(a), y(a), z(a))

(x(t), y(t), z(t))

(x(b), y(b), z(b)) r(t)

C

x = x(t)

y = y(t)

z = z(t)

Figure 4.4.1 Parametrization of a curve C in

3

Similar to how we used a parametrization of a curve to define the line integral along

the curve, we will use a parametrization of a surface to define a surface integral. We

will use two variables, u and v, to parametrize a surface Σ in

3

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

z = z(u, v), for (u, v) in some region R in

2

(see Figure 4.4.2).

u

v

R

2

(u, v)

y

z

x

0

Σ

r(u, v)

x = x(u, v)

y = y(u, v)

z = z(u, v)

Figure 4.4.2 Parametrization of a surface Σ in

3

In this case, the position vector of a point on the surface Σ is given by the vector-

valued function

r(u, v) = x(u, v)i + y(u, v)j + z(u, v)k for (u, v) in R.

4.4 Surface Integrals and the Divergence Theorem 157

Since r(u, v) is a function of two variables, define the partial derivatives

∂r

∂u

and

∂r

∂v

for (u, v) in R by

∂r

∂u

(u, v) =

∂x

∂u

(u, v)i +

∂y

∂u

(u, v)j +

∂z

∂u

(u, v)k , and

∂r

∂v

(u, v) =

∂x

∂v

(u, v)i +

∂y

∂v

(u, v)j +

∂z

∂v

(u, v)k .

The parametrization of Σ can be thought of as “transforming” a region in

2

(in the

uv-plane) into a 2-dimensional surface in

3

. This parametrization of the surface is

sometimes called a patch, based on the idea of “patching” the region R onto Σ in the

grid-like manner shown in Figure 4.4.2.

In fact, those gridlines in R lead us to how we will define a surface integral over Σ.

Along the vertical gridlines in R, the variable u is constant. So those lines get mapped

to curves on Σ, and the variable u is constant along the position vector r(u, v). Thus, the

tangent vector to those curves at a point (u, v) is

∂r

∂v

. Similarly, the horizontal gridlines

in R get mapped to curves on Σ whose tangent vectors are

∂r

∂u

.

Now take a point (u, v) in R as, say, the lower left corner of one of the rectangular grid

sections in R, as shown in Figure 4.4.2. Suppose that this rectangle has a small width

and height of ∆u and ∆v, respectively. The corner points of that rectangle are (u, v),

(u +∆u, v), (u +∆u, v +∆v) and (u, v +∆v). So the area of that rectangle is A = ∆u ∆v. Then

that rectangle gets mapped by the parametrization onto some section of the surface

Σ which, for ∆u and ∆v small enough, will have a surface area (call it dσ) that is very

close to the area of the parallelogram which has adjacent sides r(u + ∆u, v) − r(u, v)

(corresponding to the line segment from (u, v) to (u + ∆u, v) in R) and r(u, v + ∆v) − r(u, v)

(corresponding to the line segment from (u, v) to (u, v + ∆v) in R). But by combining our

usual notion of a partial derivative (see Definition 2.3 in Section 2.2) with that of the

derivative of a vector-valued function (see Definition 1.12 in Section 1.8) applied to a

function of two variables, we have

∂r

∂u

≈

r(u + ∆u, v) − r(u, v)

∆u

, and

∂r

∂v

≈

r(u, v + ∆v) − r(u, v)

∆v

,

and so the surface area element dσ is approximately

¸

¸

¸(r(u + ∆u, v) − r(u, v)) ××× (r(u, v + ∆v) − r(u, v))

¸

¸

¸ ≈

¸

¸

¸

¸

¸

¸

(∆u

∂r

∂u

) ××× (∆v

∂r

∂v

)

¸

¸

¸

¸

¸

¸

=

¸

¸

¸

¸

¸

¸

∂r

∂u

×××

∂r

∂v

¸

¸

¸

¸

¸

¸

∆u ∆v

by Theorem 1.13 in Section 1.4. Thus, the total surface area S of Σ is approximately

the sum of all the quantities

¸

¸

¸

∂r

∂u

×××

∂r

∂v

¸

¸

¸ ∆u ∆v, summed over the rectangles in R. Taking

the limit of that sum as the diagonal of the largest rectangle goes to 0 gives

S =

R

¸

¸

¸

¸

¸

¸

∂r

∂u

×××

∂r

∂v

¸

¸

¸

¸

¸

¸

du dv . (4.26)

158 CHAPTER 4. LINE AND SURFACE INTEGRALS

We will write the double integral on the right using the special notation

Σ

dσ =

R

¸

¸

¸

¸

¸

¸

∂r

∂u

×××

∂r

∂v

¸

¸

¸

¸

¸

¸

du dv . (4.27)

This is a special case of a surface integral over the surface Σ, where the surface area

element dσ can be thought of as 1 dσ. Replacing 1 by a general real-valued function

f (x, y, z) defined in

3

, we have the following:

Definition 4.3. Let Σ be a surface in

3

parametrized by x = x(u, v), y = y(u, v),

z = z(u, v), for (u, v) in some region R in

2

. Let r(u, v) = x(u, v)i + y(u, v)j + z(u, v)k be the

position vector for any point on Σ, and let f (x, y, z) be a real-valued function defined on

some subset of

3

that contains Σ. The surface integral of f (x, y, z) over Σ is

Σ

f (x, y, z) dσ =

R

f (x(u, v), y(u, v), z(u, v))

¸

¸

¸

¸

¸

¸

∂r

∂u

×××

∂r

∂v

¸

¸

¸

¸

¸

¸

du dv . (4.28)

In particular, the surface area S of Σ is

S =

Σ

1 dσ . (4.29)

Example 4.9. A torus T is a surface obtained by revolving a circle of radius a in the

yz-plane around the z-axis, where the circle’s center is at a distance b from the z-axis

(0 < a < b), as in Figure 4.4.3. Find the surface area of T.

y

z

0

a

(y − b)

2

+ z

2

= a

2

u

b

(a) Circle in the yz-plane

x

y

z

v

a

(x,y,z)

(b) Torus T

Figure 4.4.3

Solution: For any point on the circle, the line segment from the center of the circle

to that point makes an angle u with the y-axis in the positive y direction (see Figure

4.4 Surface Integrals and the Divergence Theorem 159

4.4.3(a)). And as the circle revolves around the z-axis, the line segment from the origin

to the center of that circle sweeps out an angle v with the positive x-axis (see Figure

4.4.3(b)). Thus, the torus can be parametrized as:

x = (b + a cos u) cos v , y = (b + a cos u) sin v , z = a sin u , 0 ≤ u ≤ 2π , 0 ≤ v ≤ 2π

So for the position vector

r(u, v) = x(u, v)i + y(u, v)j + z(u, v)k

= (b + a cos u) cos v i + (b + a cos u) sin v j + a sin u k

we see that

∂r

∂u

= −a sin u cos v i − a sin u sin v j + a cos u k

∂r

∂v

= −(b + a cos u) sin v i + (b + a cos u) cos v j + 0k ,

and so computing the cross product gives

∂r

∂u

×××

∂r

∂v

= −a(b + a cos u) cos v cos u i − a(b + a cos u) sin v cos u j − a(b + a cos u) sin u k ,

which has magnitude

¸

¸

¸

¸

¸

¸

∂r

∂u

×××

∂r

∂v

¸

¸

¸

¸

¸

¸

= a(b + a cos u) .

Thus, the surface area of T is

S =

Σ

1 dσ

=

2π

0

2π

0

¸

¸

¸

¸

¸

¸

∂r

∂u

×××

∂r

∂v

¸

¸

¸

¸

¸

¸

du dv

=

2π

0

2π

0

a(b + a cos u) du dv

=

2π

0

abu + a

2

sin u

u=2π

u=0

dv

=

2π

0

2πab dv

= 4π

2

ab

Since

∂r

∂u

and

∂r

∂v

are tangent to the surface Σ (i.e. lie in the tangent plane to Σ at each

point on Σ), then their cross product

∂r

∂u

×××

∂r

∂v

is perpendicular to the tangent plane to

160 CHAPTER 4. LINE AND SURFACE INTEGRALS

the surface at each point of Σ. Thus,

Σ

f (x, y, z) dσ =

R

f (x(u, v), y(u, v), z(u, v)) n dσ ,

where n =

∂r

∂u

×××

∂r

∂v

. We say that n is a normal vector to Σ.

y

z

x

0

Figure 4.4.4

Recall that normal vectors to a plane can point in two

opposite directions. By an outward unit normal vector

to a surface Σ, we will mean the unit vector that is normal

to Σ and points away from the “top” (or “outer” part) of the

surface. This is a hazy definition, but the picture in Figure

4.4.4 gives a better idea of what outward normal vectors

look like, in the case of a sphere. With this idea in mind,

we make the following definition of a surface integral of a

3-dimensional vector field over a surface:

Definition 4.4. Let Σ be a surface in

3

and let f(x, y, z) = f

1

(x, y, z)i + f

2

(x, y, z)j +

f

3

(x, y, z)k be a vector field defined on some subset of

3

that contains Σ. The surface

integral of f over Σ is

Σ

f ··· dσ =

Σ

f ··· ndσ , (4.30)

where, at any point on Σ, n is the outward unit normal vector to Σ.

Note in the above definition that the dot product inside the integral on the right is

a real-valued function, and hence we can use Definition 4.3 to evaluate the integral.

Example 4.10. Evaluate the surface integral

Σ

f ··· dσ, where f(x, y, z) = yzi + xzj + xyk

and Σ is the part of the plane x +y +z = 1 with x ≥ 0, y ≥ 0, and z ≥ 0, with the outward

unit normal n pointing in the positive z direction (see Figure 4.4.5).

y

z

x

0

1

1

1

Σ

x + y + z = 1

n

Figure 4.4.5

Solution: Since the vector v = (1, 1, 1) is normal to the plane x + y +

z = 1 (why?), then dividing v by its length yields the outward unit

normal vector n =

1

√

3

,

1

√

3

,

1

√

3

**. We now need to parametrize Σ. As
**

we can see from Figure 4.4.5, projecting Σ onto the xy-plane yields

a triangular region R = { (x, y) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 − x }. Thus, using

(u, v) instead of (x, y), we see that

x = u, y = v, z = 1 − (u + v), for 0 ≤ u ≤ 1, 0 ≤ v ≤ 1 − u

4.4 Surface Integrals and the Divergence Theorem 161

is a parametrization of Σ over R (since z = 1 − (x + y) on Σ). So on Σ,

f ··· n = (yz, xz, xy) ···

¸

1

√

3

,

1

√

3

,

1

√

3

=

1

√

3

(yz + xz + xy)

=

1

√

3

((x + y)z + xy) =

1

√

3

((u + v)(1 − (u + v)) + uv)

=

1

√

3

((u + v) − (u + v)

2

+ uv)

for (u, v) in R, and for r(u, v) = x(u, v)i + y(u, v)j + z(u, v)k = ui + vj + (1 − (u + v))k we have

∂r

∂u

×××

∂r

∂v

= (1, 0, −1) ××× (0, 1, −1) = (1, 1, 1) ⇒

¸

¸

¸

¸

¸

¸

∂r

∂u

×××

∂r

∂v

¸

¸

¸

¸

¸

¸

=

√

3 .

Thus, integrating over R using vertical slices (e.g. as indicated by the dashed line in

Figure 4.4.5) gives

Σ

f ··· dσ =

Σ

f ··· ndσ

=

R

(f(x(u, v), y(u, v), z(u, v)) ··· n)

¸

¸

¸

¸

¸

¸

∂r

∂u

×××

∂r

∂v

¸

¸

¸

¸

¸

¸

dv du

=

1

0

1−u

0

1

√

3

((u + v) − (u + v)

2

+ uv)

√

3 dv du

=

1

0

¸

¸

¸

¸

¸

¸

(u + v)

2

2

−

(u + v)

3

3

+

uv

2

2

v=1−u

v=0

¸

¸

¸

¸

¸

¸

du

=

1

0

¸

1

6

+

u

2

−

3u

2

2

+

5u

3

6

du

=

u

6

+

u

2

4

−

u

3

2

+

5u

4

24

1

0

=

1

8

.

Computing surface integrals can often be tedious, especially when the formula for

the outward unit normal vector at each point of Σ changes. The following theorem pro-

vides an easier way in the case when Σ is a closed surface, that is, when Σ encloses

a bounded solid in

3

. For example, spheres, cubes, and ellipsoids are closed surfaces,

but planes and paraboloids are not.

162 CHAPTER 4. LINE AND SURFACE INTEGRALS

Theorem 4.8. (Divergence Theorem) Let Σ be a closed surface in

3

which bounds

a solid S , and let f(x, y, z) = f

1

(x, y, z)i + f

2

(x, y, z)j + f

3

(x, y, z)k be a vector field defined on

some subset of

3

that contains Σ. Then

Σ

f ··· dσ =

S

div f dV , (4.31)

where

div f =

∂f

1

∂x

+

∂f

2

∂y

+

∂f

3

∂z

(4.32)

is called the divergence of f.

The proof of the Divergence Theoremis very similar to the proof of Green’s Theorem,

i.e. it is first proved for the simple case when the solid S is bounded above by one

surface, bounded below by another surface, and bounded laterally by one or more

surfaces. The proof can then be extended to more general solids.

3

Example 4.11. Evaluate

Σ

f ··· dσ, where f(x, y, z) = xi +yj +zk and Σ is the unit sphere

x

2

+ y

2

+ z

2

= 1.

Solution: We see that div f = 1 + 1 + 1 = 3, so

Σ

f ··· dσ =

S

div f dV =

S

3 dV

= 3

S

1 dV = 3 vol(S ) = 3 ·

4π(1)

3

3

= 4π .

In physical applications, the surface integral

Σ

f··· dσ is often referred to as the flux

of f through the surface Σ. For example, if f represents the velocity field of a fluid,

then the flux is the net quantity of fluid to flow through the surface Σ per unit time.

A positive flux means there is a net flow out of the surface (i.e. in the direction of the

outward unit normal vector n), while a negative flux indicates a net flow inward (in

the direction of −n).

The term divergence comes from interpreting div f as a measure of how much a

vector field “diverges” from a point. This is best seen by using another definition of

div f which is equivalent

4

to the definition given by formula (4.32). Namely, for a point

(x, y, z) in

3

,

div f(x, y, z) = lim

V→0

1

V

Σ

f ··· dσ , (4.33)

3

See TAYLOR and MANN, § 15.6 for the details.

4

See SCHEY, p. 36-39, for an intuitive discussion of this.

4.4 Surface Integrals and the Divergence Theorem 163

where V is the volume enclosed by a closed surface Σ around the point (x, y, z). In the

limit, V → 0 means that we take smaller and smaller closed surfaces around (x, y, z),

which means that the volumes they enclose are going to zero. It can be shown that this

limit is independent of the shapes of those surfaces. Notice that the limit being taken

is of the ratio of the flux through a surface to the volume enclosed by that surface,

which gives a rough measure of the flow “leaving” a point, as we mentioned. Vector

fields which have zero divergence are often called solenoidal fields.

The following theorem is a simple consequence of formula (4.33).

Theorem 4.9. If the flux of a vector field f is zero through every closed surface con-

taining a given point, then div f = 0 at that point.

Proof: By formula (4.33), at the given point (x, y, z) we have

div f(x, y, z) = lim

V→0

1

V

Σ

f ··· dσ for closed surfaces Σ containing (x, y, z), so

= lim

V→0

1

V

(0) by our assumption that the flux through each Σ is zero, so

= lim

V→0

0

= 0 . QED

Lastly, we note that sometimes the notation

Σ

f (x, y, z) dσ and

Σ

f ··· dσ

is used to denote surface integrals of scalar and vector fields, respectively, over closed

surfaces. Especially in physics texts, it is common to see simply

Σ

instead of

Σ

.

¨

©

Exercises

A

For Exercises 1-4, use the Divergence Theorem to evaluate the surface integral

Σ

f···dσ

of the given vector field f(x, y, z) over the surface Σ.

1. f(x, y, z) = xi + 2yj + 3zk, Σ : x

2

+ y

2

+ z

2

= 9

2. f(x, y, z) = xi + yj + zk, Σ : boundary of the solid cube S = { (x, y, z) : 0 ≤ x, y, z ≤ 1 }

3. f(x, y, z) = x

3

i + y

3

j + z

3

k, Σ : x

2

+ y

2

+ z

2

= 1

4. f(x, y, z) = 2i + 3j + 5k, Σ : x

2

+ y

2

+ z

2

= 1

164 CHAPTER 4. LINE AND SURFACE INTEGRALS

B

5. Show that the flux of any constant vector field through any closed surface is zero.

6. Evaluate the surface integral from Exercise 2 without using the Divergence Theo-

rem, i.e. using only Definition 4.3, as in Example 4.10. Note that there will be a

different outward unit normal vector to each of the six faces of the cube.

7. Evaluate the surface integral

Σ

f ··· dσ, where f(x, y, z) = x

2

i + xyj + zk and Σ is the

part of the plane 6x + 3y + 2z = 6 with x ≥ 0, y ≥ 0, and z ≥ 0, with the outward unit

normal n pointing in the positive z direction.

8. Use a surface integral to show that the surface area of a sphere of radius r is 4πr

2

.

(Hint: Use spherical coordinates to parametrize the sphere.)

9. Use a surface integral to show that the surface area of a right circular cone of

radius R and height h is πR

√

h

2

+ R

2

. (Hint: Use the parametrization x = r cos θ,

y = r sin θ, z =

h

R

r, for 0 ≤ r ≤ R and 0 ≤ θ ≤ 2π.)

10. The ellipsoid

x

2

a

2

+

y

2

b

2

+

z

2

c

2

= 1 can be parametrized using ellipsoidal coordinates

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

Show that the surface area S of the ellipsoid is

S =

π

0

2π

0

sin φ

a

2

b

2

cos

2

φ + c

2

(a

2

sin

2

θ + b

2

cos

2

θ) sin

2

φ dθ dφ .

(Note: The above double integral can not be evaluated by elementary means. For

specific values of a, b and c it can be evaluated using numerical methods. An

alternative is to express the surface area in terms of elliptic integrals.

5

)

C

11. Use Definition 4.3 to prove that the surface area S over a region R in

2

of a

surface z = f (x, y) is given by the formula

S =

R

1 +

∂f

∂x

2

+

∂f

∂y

2

dA .

(Hint: Think of the parametrization of the surface.)

5

BOWMAN, F., Introduction to Elliptic Functions, with Applications, New York: Dover, 1961, § III.7.

4.5 Stokes’ Theorem 165

4.5 Stokes’ Theorem

So far the only types of line integrals which we have discussed are those along curves

in

2

. But the definitions and properties which were covered in Sections 4.1 and 4.2

can easily be extended to include functions of three variables, so that we can now

discuss line integrals along curves in

3

.

Definition 4.5. For a real-valued function f (x, y, z) and a curve C in

3

, parametrized

by x = x(t), y = y(t), z = z(t), a ≤ t ≤ b, the line integral of f (x, y, z) along C with

respect to arc length s is

C

f (x, y, z) ds =

b

a

f (x(t), y(t), z(t))

x

′

(t)

2

+ y

′

(t)

2

+ z

′

(t)

2

dt . (4.34)

The line integral of f (x, y, z) along C with respect to x is

C

f (x, y, z) dx =

b

a

f (x(t), y(t), z(t)) x

′

(t) dt . (4.35)

The line integral of f (x, y, z) along C with respect to y is

C

f (x, y, z) dy =

b

a

f (x(t), y(t), z(t)) y

′

(t) dt . (4.36)

The line integral of f (x, y, z) along C with respect to z is

C

f (x, y, z) dz =

b

a

f (x(t), y(t), z(t)) z

′

(t) dt . (4.37)

Similar to the two-variable case, if f (x, y, z) ≥ 0 then the line integral

C

f (x, y, z) ds

can be thought of as the total area of the “picket fence” of height f (x, y, z) at each point

along the curve C in

3

.

Vector fields in

3

are defined in a similar fashion to those in

2

, which allows us

to define the line integral of a vector field along a curve in

3

.

Definition 4.6. For a vector field f(x, y, z) = P(x, y, z) i + Q(x, y, z) j + R(x, y, z) k and a

curve C in

3

with a smooth parametrization x = x(t), y = y(t), z = z(t), a ≤ t ≤ b, the

line integral of f along C is

C

f ··· dr =

C

P(x, y, z) dx +

C

Q(x, y, z) dy +

C

R(x, y, z) dz (4.38)

=

b

a

f(x(t), y(t), z(t)) ··· r

′

(t) dt , (4.39)

where r(t) = x(t) i + y(t) j + z(t) k is the position vector for points on C.

166 CHAPTER 4. LINE AND SURFACE INTEGRALS

Similar to the two-variable case, if f(x, y, z) represents the force applied to an object

at a point (x, y, z) then the line integral

C

f ··· dr represents the work done by that force

in moving the object along the curve C in

3

.

Some of the most important results we will need for line integrals in

3

are stated

below without proof (the proofs are similar to their two-variable equivalents).

Theorem4.10. For a vector field f(x, y, z) = P(x, y, z) i+Q(x, y, z) j+R(x, y, z) k and a curve

C with a smooth parametrization x = x(t), y = y(t), z = z(t), a ≤ t ≤ b and position vector

r(t) = x(t) i + y(t) j + z(t) k,

C

f ··· dr =

C

f ··· Tds , (4.40)

where T(t) =

r

′

(t)

r

′

(t)

is the unit tangent vector to C at (x(t), y(t), z(t)).

Theorem 4.11. (Chain Rule) If w = f (x, y, z) is a continuously differentiable function

of x, y, and z, and x = x(t), y = y(t) and z = z(t) are differentiable functions of t, then w is

a differentiable function of t, and

dw

dt

=

∂w

∂x

dx

dt

+

∂w

∂y

dy

dt

+

∂w

∂z

dz

dt

. (4.41)

Also, if x = x(t

1

, t

2

), y = y(t

1

, t

2

) and z = z(t

1

, t

2

) are continuously differentiable function of

(t

1

, t

2

), then

6

∂w

∂t

1

=

∂w

∂x

∂x

∂t

1

+

∂w

∂y

∂y

∂t

1

+

∂w

∂z

∂z

∂t

1

(4.42)

and

∂w

∂t

2

=

∂w

∂x

∂x

∂t

2

+

∂w

∂y

∂y

∂t

2

+

∂w

∂z

∂z

∂t

2

. (4.43)

Theorem 4.12. Let f(x, y, z) = P(x, y, z) i +Q(x, y, z) j +R(x, y, z) k be a vector field in some

solid S , with P, Q and R continuously differentiable functions on S . Let C be a smooth

curve in S parametrized by x = x(t), y = y(t), z = z(t), a ≤ t ≤ b. Suppose that there is a

real-valued function F(x, y, z) such that ∇F = f on S . Then

C

f ··· dr = F(B) − F(A) , (4.44)

where A = (x(a), y(a), z(a)) and B = (x(b), y(b), z(b)) are the endpoints of C.

Corollary 4.13. If a vector field f has a potential in a solid S , then

C

f··· dr = 0 for any

closed curve C in S (i.e.

C

∇F ··· dr = 0 for any real-valued function F(x, y, z)).

6

See TAYLOR and MANN, § 6.5 for a proof.

4.5 Stokes’ Theorem 167

Example 4.12. Let f (x, y, z) = z and let C be the curve in

3

parametrized by

x = t sin t , y = t cos t , z = t , 0 ≤ t ≤ 8π .

Evaluate

C

f (x, y, z) ds. (Note: C is called a conical helix. See Figure 4.5.1).

Solution: Since x

′

(t) = sin t + t cos t, y

′

(t) = cos t − t sin t, and z

′

(t) = 1, we have

x

′

(t)

2

+ y

′

(t)

2

+ z

′

(t)

2

= (sin

2

t + 2t sin t cos t + t

2

cos

2

t) + (cos

2

t − 2t sin t cos t + t

2

sin

2

t) + 1

= t

2

(sin

2

t + cos

2

t) + sin

2

t + cos

2

t + 1

= t

2

+ 2 ,

so since f (x(t), y(t), z(t)) = z(t) = t along the curve C, then

C

f (x, y, z) ds =

8π

0

f (x(t), y(t), z(t))

x

′

(t)

2

+ y

′

(t)

2

+ z

′

(t)

2

dt

=

8π

0

t

t

2

+ 2 dt

=

¸

1

3

(t

2

+ 2)

3/2

8π

0

=

1

3

(64π

2

+ 2)

3/2

− 2

√

2

.

-25

-20

-15

-10

-5

0

5

10

15

20

25

-25

-20

-15

-10

-5

0

5

10

15

20

25

30

0

5

10

15

20

25

30

z

x

y

z

t = 0

t = 8π

Figure 4.5.1 Conical helix C

Example 4.13. Let f(x, y, z) = x i + y j + 2z k be a vector field in

3

. Using the same

curve C from Example 4.12, evaluate

C

f ··· dr.

Solution: It is easy to see that F(x, y, z) =

x

2

2

+

y

2

2

+ z

2

is a potential for f(x, y, z) (i.e.

168 CHAPTER 4. LINE AND SURFACE INTEGRALS

∇F = f). So by Theorem 4.12 we know that

C

f ··· dr = F(B) − F(A) , where A = (x(0), y(0), z(0)) and B = (x(8π), y(8π), z(8π)), so

= F(8π sin 8π, 8π cos 8π, 8π) − F(0 sin 0, 0 cos 0, 0)

= F(0, 8π, 8π) − F(0, 0, 0)

= 0 +

(8π)

2

2

+ (8π)

2

− (0 + 0 + 0) = 96π

2

.

We will now discuss a generalization of Green’s Theorem in

2

to orientable surfaces

in

3

, called Stokes’ Theorem. A surface Σ in

3

is orientable if there is a continuous

vector field N in

3

such that N is nonzero and normal to Σ (i.e. perpendicular to the

tangent plane) at each point of Σ. We say that such an N is a normal vector field.

y

z

x

0

N

−N

Figure 4.5.2

For example, the unit sphere x

2

+y

2

+z

2

= 1 is orientable, since

the continuous vector field N(x, y, z) = x i+y j+z k is nonzero and

normal to the sphere at each point. In fact, −N(x, y, z) is another

normal vector field (see Figure 4.5.2). We see in this case that

N(x, y, z) is what we have called an outward normal vector, and

−N(x, y, z) is an inward normal vector. These “outward” and

“inward” normal vector fields on the sphere correspond to an

“outer” and “inner” side, respectively, of the sphere. That is,

we say that the sphere is a two-sided surface. Roughly, “two-

sided” means “orientable”. Other examples of two-sided, and

hence orientable, surfaces are cylinders, paraboloids, ellipsoids, and planes.

You may be wondering what kind of surface would not have two sides. An example

is the Möbius strip, which is constructed by taking a thin rectangle and connecting

its ends at the opposite corners, resulting in a “twisted” strip (see Figure 4.5.3).

A

B A

B

−→

(a) Connect A to A and B to B along the ends

A

→

A

→

(b) Not orientable

Figure 4.5.3 Möbius strip

If you imagine walking along a line down the center of the Möbius strip, as in Figure

4.5.3(b), then you arrive back at the same place from which you started but upside

down! That is, your orientation changed even though your motion was continuous

4.5 Stokes’ Theorem 169

along that center line. Informally, thinking of your vertical direction as a normal

vector field along the strip, there is a discontinuity at your starting point (and, in

fact, at every point) since your vertical direction takes two different values there. The

Möbius strip has only one side, and hence is nonorientable.

7

For an orientable surface Σ which has a boundary curve C, pick a unit normal vector

n such that if you walked along C with your head pointing in the direction of n, then

the surface would be on your left. We say in this situation that n is a positive unit

normal vector and that C is traversed n-positively. We can now state Stokes’ Theorem:

Theorem 4.14. (Stokes’ Theorem) Let Σ be an orientable surface in

3

whose

boundary is a simple closed curve C, and let f(x, y, z) = P(x, y, z)i + Q(x, y, z)j + R(x, y, z)k

be a smooth vector field defined on some subset of

3

that contains Σ. Then

C

f ··· dr =

Σ

(curl f ) ··· ndσ , (4.45)

where

curl f =

¸

∂R

∂y

−

∂Q

∂z

i +

¸

∂P

∂z

−

∂R

∂x

j +

¸

∂Q

∂x

−

∂P

∂y

k , (4.46)

n is a positive unit normal vector over Σ, and C is traversed n-positively.

Proof: As the general case is beyond the scope of this text, we will prove the theorem

only for the special case where Σ is the graph of z = z(x, y) for some smooth real-valued

function z(x, y), with (x, y) varying over a region D in

2

.

y

z

x

0

n

(x, y)

D

C

D

C

Σ : z = z(x, y)

Figure 4.5.4

Projecting Σ onto the xy-plane, we see that the

closed curve C (the boundary curve of Σ) projects onto

a closed curve C

D

which is the boundary curve of D

(see Figure 4.5.4). Assuming that C has a smooth

parametrization, its projection C

D

in the xy-plane

also has a smooth parametrization, say

C

D

: x = x(t) , y = y(t) , a ≤ t ≤ b ,

and so C can be parametrized (in

3

) as

C : x = x(t) , y = y(t) , z = z(x(t), y(t)) , a ≤ t ≤ b ,

since the curve C is part of the surface z = z(x, y). Now, by the Chain Rule (Theorem

4.4 in Section 4.2), for z = z(x(t), y(t)) as a function of t, we know that

z

′

(t) =

∂z

∂x

x

′

(t) +

∂z

∂y

y

′

(t) ,

7

For further discussion of orientability, see O’NEILL, § IV.7.

170 CHAPTER 4. LINE AND SURFACE INTEGRALS

and so

C

f ··· dr =

C

P(x, y, z) dx + Q(x, y, z) dy + R(x, y, z) dz

=

b

a

¸

P x

′

(t) + Qy

′

(t) + R

¸

∂z

∂x

x

′

(t) +

∂z

∂y

y

′

(t)

dt

=

b

a

¸¸

P + R

∂z

∂x

x

′

(t) +

¸

Q + R

∂z

∂y

y

′

(t)

dt

=

C

D

˜

P(x, y) dx +

˜

Q(x, y) dy ,

where

˜

P(x, y) = P(x, y, z(x, y)) + R(x, y, z(x, y))

∂z

∂x

(x, y) , and

˜

Q(x, y) = Q(x, y, z(x, y)) + R(x, y, z(x, y))

∂z

∂y

(x, y)

for (x, y) in D. Thus, by Green’s Theorem applied to the region D, we have

C

f ··· dr =

D

¸

∂

˜

Q

∂x

−

∂

˜

P

∂y

dA . (4.47)

Thus,

∂

˜

Q

∂x

=

∂

∂x

¸

Q(x, y, z(x, y)) + R(x, y, z(x, y))

∂z

∂y

(x, y)

**, so by the Product Rule we get
**

=

∂

∂x

(Q(x, y, z(x, y))) +

¸

∂

∂x

R(x, y, z(x, y))

∂z

∂y

(x, y) + R(x, y, z(x, y))

∂

∂x

¸

∂z

∂y

(x, y)

.

Now, by formula (4.42) in Theorem 4.11, we have

∂

∂x

(Q(x, y, z(x, y))) =

∂Q

∂x

∂x

∂x

+

∂Q

∂y

∂y

∂x

+

∂Q

∂z

∂z

∂x

=

∂Q

∂x

· 1 +

∂Q

∂y

· 0 +

∂Q

∂z

∂z

∂x

=

∂Q

∂x

+

∂Q

∂z

∂z

∂x

.

Similarly,

∂

∂x

(R(x, y, z(x, y))) =

∂R

∂x

+

∂R

∂z

∂z

∂x

.

4.5 Stokes’ Theorem 171

Thus,

∂

˜

Q

∂x

=

∂Q

∂x

+

∂Q

∂z

∂z

∂x

+

¸

∂R

∂x

+

∂R

∂z

∂z

∂x

∂z

∂y

+ R(x, y, z(x, y))

∂

2

z

∂x ∂y

=

∂Q

∂x

+

∂Q

∂z

∂z

∂x

+

∂R

∂x

∂z

∂y

+

∂R

∂z

∂z

∂x

∂z

∂y

+ R

∂

2

z

∂x ∂y

.

In a similar fashion, we can calculate

∂

˜

P

∂y

=

∂P

∂y

+

∂P

∂z

∂z

∂y

+

∂R

∂y

∂z

∂x

+

∂R

∂z

∂z

∂y

∂z

∂x

+ R

∂

2

z

∂y ∂x

.

So subtracting gives

∂

˜

Q

∂x

−

∂

˜

P

∂y

=

¸

∂Q

∂z

−

∂R

∂y

∂z

∂x

+

¸

∂R

∂x

−

∂P

∂z

∂z

∂y

+

¸

∂Q

∂x

−

∂P

∂y

(4.48)

since

∂

2

z

∂x ∂y

=

∂

2

z

∂y ∂x

by the smoothness of z = z(x, y). Hence, by equation (4.47),

C

f ··· dr =

D

¸

−

¸

∂R

∂y

−

∂Q

∂z

∂z

∂x

−

¸

∂P

∂z

−

∂R

∂x

∂z

∂y

+

¸

∂Q

∂x

−

∂P

∂y

dA (4.49)

after factoring out a −1 from the terms in the first two products in equation (4.48).

Now, recall from Section 2.3 (see p.76) that the vector N = −

∂z

∂x

i −

∂z

∂y

j + k is normal

to the tangent plane to the surface z = z(x, y) at each point of Σ. Thus,

n =

N

¸

¸

¸N

¸

¸

¸

=

−

∂z

∂x

i −

∂z

∂y

j + k

1 +

∂z

∂x

2

+

∂z

∂y

2

is in fact a positive unit normal vector to Σ (see Figure 4.5.4). Hence, using the

parametrization r(x, y) = x i + y j + z(x, y) k, for (x, y) in D, of the surface Σ, we have

∂r

∂x

= i +

∂z

∂x

k and

∂r

∂y

= j +

∂z

∂y

k, and so

¸

¸

¸

∂r

∂x

×××

∂r

∂y

¸

¸

¸ =

1 +

∂z

∂x

2

+

∂z

∂y

2

. So we see that

using formula (4.46) for curl f, we have

Σ

(curl f) ··· ndσ =

D

(curl f ) ··· n

¸

¸

¸

¸

¸

¸

∂r

∂x

×××

∂r

∂y

¸

¸

¸

¸

¸

¸

dA

=

D

¸¸

∂R

∂y

−

∂Q

∂z

i +

¸

∂P

∂z

−

∂R

∂x

j +

¸

∂Q

∂x

−

∂P

∂y

k

···

¸

−

∂z

∂x

i −

∂z

∂y

j + k

dA

=

D

¸

−

¸

∂R

∂y

−

∂Q

∂z

∂z

∂x

−

¸

∂P

∂z

−

∂R

∂x

∂z

∂y

+

¸

∂Q

∂x

−

∂P

∂y

dA ,

which, upon comparing to equation (4.49), proves the Theorem. QED

172 CHAPTER 4. LINE AND SURFACE INTEGRALS

Note: The condition in Stokes’ Theorem that the surface Σ have a (continuously

varying) positive unit normal vector n and a boundary curve C traversed n-positively

can be expressed more precisely as follows: if r(t) is the position vector for C and

T(t) = r

′

(t)/r

′

(t) is the unit tangent vector to C, then the vectors T, n, T××× n form a

right-handed system.

Also, it should be noted that Stokes’ Theorem holds even when the boundary curve

C is piecewise smooth.

Example 4.14. Verify Stokes’ Theorem for f(x, y, z) = z i + x j + y k when Σ is the

paraboloid z = x

2

+ y

2

such that z ≤ 1 (see Figure 4.5.5).

y

z

x

0

n

C

Σ

1

Figure 4.5.5 z = x

2

+ y

2

Solution: The positive unit normal vector to the surface

z = z(x, y) = x

2

+ y

2

is

n =

−

∂z

∂x

i −

∂z

∂y

j + k

1 +

∂z

∂x

2

+

∂z

∂y

2

=

−2x i − 2y j + k

1 + 4x

2

+ 4y

2

,

and curl f = (1 − 0) i + (1 − 0) j + (1 − 0) k = i + j + k, so

(curl f ) ··· n = (−2x − 2y + 1)/

1 + 4x

2

+ 4y

2

.

Since Σ can be parametrized as r(x, y) = x i + y j + (x

2

+ y

2

) k

for (x, y) in the region D = { (x, y) : x

2

+ y

2

≤ 1 }, then

Σ

(curl f ) ··· ndσ =

D

(curl f ) ··· n

¸

¸

¸

¸

¸

¸

∂r

∂x

×××

∂r

∂y

¸

¸

¸

¸

¸

¸

dA

=

D

−2x − 2y + 1

1 + 4x

2

+ 4y

2

1 + 4x

2

+ 4y

2

dA

=

D

(−2x − 2y + 1) dA , so switching to polar coordinates gives

=

2π

0

1

0

(−2r cos θ − 2r sin θ + 1)r dr dθ

=

2π

0

1

0

(−2r

2

cos θ − 2r

2

sin θ + r) dr dθ

=

2π

0

−

2r

3

3

cos θ −

2r

3

3

sin θ +

r

2

2

r=1

r=0

dθ

=

2π

0

−

2

3

cos θ −

2

3

sin θ +

1

2

dθ

= −

2

3

sin θ +

2

3

cos θ +

1

2

θ

2π

0

= π .

4.5 Stokes’ Theorem 173

The boundary curve C is the unit circle x

2

+ y

2

= 1 laying in the plane z = 1 (see

Figure 4.5.5), which can be parametrized as x = cos t, y = sin t, z = 1 for 0 ≤ t ≤ 2π. So

C

f ··· dr =

2π

0

((1)(−sin t) + (cos t)(cos t) + (sin t)(0)) dt

=

2π

0

¸

−sin t +

1 + cos 2t

2

dt

¸

here we used cos

2

t =

1 + cos 2t

2

= cos t +

t

2

+

sin 2t

4

2π

0

= π .

So we see that

C

f ··· dr =

Σ

(curl f ) ··· ndσ, as predicted by Stokes’ Theorem.

The line integral in the preceding example was far simpler to calculate than the

surface integral, but this will not always be the case.

Example 4.15. Let Σ be the elliptic paraboloid z =

x

2

4

+

y

2

9

for z ≤ 1, and let C be its

boundary curve. Calculate

C

f ··· dr for f(x, y, z) = (9xz + 2y)i + (2x + y

2

)j + (−2y

2

+ 2z)k,

where C is traversed counterclockwise.

Solution: The surface is similar to the one in Example 4.14, except now the boundary

curve C is the ellipse

x

2

4

+

y

2

9

= 1 laying in the plane z = 1. In this case, using Stokes’

Theorem is easier than computing the line integral directly. As in Example 4.14, at

each point (x, y, z(x, y)) on the surface z = z(x, y) =

x

2

4

+

y

2

9

the vector

n =

−

∂z

∂x

i −

∂z

∂y

j + k

1 +

∂z

∂x

2

+

∂z

∂y

2

=

−

x

2

i −

2y

9

j + k

1 +

x

2

4

+

4y

2

9

,

is a positive unit normal vector to Σ. And calculating the curl of f gives

curl f = (−4y − 0)i + (9x − 0)j + (2 − 2)k = −4y i + 9x j + 0 k ,

so

(curl f ) ··· n =

(−4y)(−

x

2

) + (9x)(−

2y

9

) + (0)(1)

1 +

x

2

4

+

4y

2

9

=

2xy − 2xy + 0

1 +

x

2

4

+

4y

2

9

= 0 ,

and so by Stokes’ Theorem

C

f ··· dr =

Σ

(curl f ) ··· ndσ =

Σ

0 dσ = 0 .

174 CHAPTER 4. LINE AND SURFACE INTEGRALS

In physical applications, for a simple closed curve C the line integral

C

f··· dr is often

called the circulation of f around C. For example, if E represents the electrostatic

field due to a point charge, then it turns out

8

that curl E = 0, which means that the

circulation

C

E ··· dr = 0 by Stokes’ Theorem. Vector fields which have zero curl are

often called irrotational fields.

In fact, the term curl was created by the 19

th

century Scottish physicist James Clerk

Maxwell in his study of electromagnetism, where it is used extensively. In physics,

the curl is interpreted as a measure of circulation density. This is best seen by using

another definition of curl f which is equivalent

9

to the definition given by formula

(4.46). Namely, for a point (x, y, z) in

3

,

n··· (curl f )(x, y, z) = lim

S →0

1

S

C

f ··· dr , (4.50)

where S is the surface area of a surface Σ containing the point (x, y, z) and with a

simple closed boundary curve C and positive unit normal vector n at (x, y, z). In the

limit, think of the curve C shrinking to the point (x, y, z), which causes Σ, the surface it

bounds, to have smaller and smaller surface area. That ratio of circulation to surface

area in the limit is what makes the curl a rough measure of circulation density (i.e.

circulation per unit area).

x

y

0

f

Figure 4.5.6 Curl and rotation

An idea of how the curl of a vector field is related

to rotation is shown in Figure 4.5.6. Suppose we

have a vector field f(x, y, z) which is always parallel

to the xy-plane at each point (x, y, z) and that the vec-

tors grow larger the further the point (x, y, z) is from

the y-axis. For example, f(x, y, z) = (1 + x

2

) j. Think

of the vector field as representing the flow of wa-

ter, and imagine dropping two wheels with paddles

into that water flow, as in Figure 4.5.6. Since the

flow is stronger (i.e. the magnitude of f is larger) as

you move away from the y-axis, then such a wheel

would rotate counterclockwise if it were dropped to

the right of the y-axis, and it would rotate clockwise if it were dropped to the left of

the y-axis. In both cases the curl would be nonzero (curl f(x, y, z) = 2x k in our example)

and would obey the right-hand rule, that is, curl f(x, y, z) points in the direction of your

thumb as you cup your right hand in the direction of the rotation of the wheel. So

the curl points outward (in the positive z-direction) if x > 0 and points inward (in the

negative z-direction) if x < 0. Notice that if all the vectors had the same direction and

the same magnitude, then the wheels would not rotate and hence there would be no

curl (which is why such fields are called irrotational, meaning no rotation).

8

See Ch. 2 in REITZ, MILFORD and CHRISTY.

9

See SCHEY, p. 78-81, for the derivation.

4.5 Stokes’ Theorem 175

Finally, by Stokes’ Theorem, we know that if C is a simple closed curve in some solid

region S in

3

and if f(x, y, z) is a smooth vector field such that curl f = 0 in S , then

C

f ··· dr =

Σ

(curl f ) ··· ndσ =

Σ

0 ··· ndσ =

Σ

0 dσ = 0 ,

where Σ is any orientable surface inside S whose boundary is C (such a surface is

sometimes called a capping surface for C). So similar to the two-variable case, we

have a three-dimensional version of a result from Section 4.3, for solid regions in

3

which are simply connected (i.e. regions having no holes):

The following statements are equivalent for a simply connected solid region S in

3

:

(a) f(x, y, z) = P(x, y, z) i + Q(x, y, z) j + R(x, y, z) k has a smooth potential F(x, y, z) in S

(b)

C

f ··· dr is independent of the path for any curve C in S

(c)

C

f ··· dr = 0 for every simple closed curve C in S

(d)

∂R

∂y

=

∂Q

∂z

,

∂P

∂z

=

∂R

∂x

, and

∂Q

∂x

=

∂P

∂y

in S (i.e. curl f = 0 in S )

Part (d) is also a way of saying that the differential form Pdx + Qdy + Rdz is exact.

Example 4.16. Determine if the vector field f(x, y, z) = xyz i + xz j + xy k has a potential

in

3

.

Solution: Since

3

is simply connected, we just need to check whether curl f = 0

throughout

3

, that is,

∂R

∂y

=

∂Q

∂z

,

∂P

∂z

=

∂R

∂x

, and

∂Q

∂x

=

∂P

∂y

throughout

3

, where P(x, y, z) = xyz, Q(x, y, z) = xz, and R(x, y, z) = xy. But we see that

∂P

∂z

= xy ,

∂R

∂x

= y ⇒

∂P

∂z

∂R

∂x

for some (x, y, z) in

3

.

Thus, f(x, y, z) does not have a potential in

3

.

¨

©

Exercises

A

For Exercises 1-3, calculate

C

f (x, y, z) ds for the given function f (x, y, z) and curve C.

176 CHAPTER 4. LINE AND SURFACE INTEGRALS

1. f (x, y, z) = z; C : x = cos t, y = sin t, z = t, 0 ≤ t ≤ 2π

2. f (x, y, z) =

x

y

+ y + 2yz; C : x = t

2

, y = t, z = 1, 1 ≤ t ≤ 2

3. f (x, y, z) = z

2

; C : x = t sin t, y = t cos t, z =

2

√

2

3

t

3/2

, 0 ≤ t ≤ 1

For Exercises 4-9, calculate

C

f ··· dr for the given vector field f(x, y, z) and curve C.

4. f(x, y, z) = i − j + k; C : x = 3t, y = 2t, z = t, 0 ≤ t ≤ 1

5. f(x, y, z) = y i − x j + z k; C : x = cos t, y = sin t, z = t, 0 ≤ t ≤ 2π

6. f(x, y, z) = x i + y j + z k; C : x = cos t, y = sin t, z = 2, 0 ≤ t ≤ 2π

7. f(x, y, z) = (y − 2z) i + xy j + (2xz + y) k; C : x = t, y = 2t, z = t

2

− 1, 0 ≤ t ≤ 1

8. f(x, y, z) = yz i + xz j + xy k; C : the polygonal path from (0, 0, 0) to (1, 0, 0) to (1, 2, 0)

9. f(x, y, z) = xy i + (z − x) j + 2yz k; C : the polygonal path from (0, 0, 0) to (1, 0, 0) to

(1, 2, 0) to (1, 2, −2)

For Exercises 10-13, state whether or not the vector field f(x, y, z) has a potential in

3

(you do not need to find the potential itself).

10. f(x, y, z) = y i − x j + z k 11. f(x, y, z) = a i + b j + c k (a, b, c constant)

12. f(x, y, z) = (x + y) i + x j + z

2

k 13. f(x, y, z) = xy i − (x − yz

2

) j + y

2

z k

B

For Exercises 14-15, verify Stokes’ Theorem for the given vector field f(x, y, z) and

surface Σ.

14. f(x, y, z) = 2y i − x j + z k; Σ : x

2

+ y

2

+ z

2

= 1, z ≥ 0

15. f(x, y, z) = xy i + xz j + yz k; Σ : z = x

2

+ y

2

, z ≤ 1

16. Construct a Möbius strip from a piece of paper, then draw a line down its center

(like the dotted line in Figure 4.5.3(b)). Cut the Möbius strip along that center line

completely around the strip. How many surfaces does this result in? How would

you describe them? Are they orientable?

17. Use Gnuplot (see Appendix C) to plot the Möbius strip parametrized as:

r(u, v) = cos u (1 + v cos

u

2

) i + sin u (1 + v cos

u

2

) j + v sin

u

2

k , 0 ≤ u ≤ 2π , −

1

2

≤ v ≤

1

2

C

18. Let Σ be a closed surface and f(x, y, z) a smooth vector field. Show that

Σ

(curl f ) ··· ndσ = 0. (Hint: Split Σ in half.)

19. Show that Green’s Theorem is a special case of Stokes’ Theorem.

4.6 Gradient, Divergence, Curl and Laplacian 177

4.6 Gradient, Divergence, Curl and Laplacian

In this final section we will establish some relationships between the gradient, diver-

gence and curl, and we will also introduce a new quantity called the Laplacian. We

will then show how to write these quantities in cylindrical and spherical coordinates.

For a real-valued function f (x, y, z) on

3

, the gradient ∇f (x, y, z) is a vector-valued

function on

3

, that is, its value at a point (x, y, z) is the vector

∇f (x, y, z) =

¸

∂f

∂x

,

∂f

∂y

,

∂f

∂z

=

∂f

∂x

i +

∂f

∂y

j +

∂f

∂z

k

in

3

, where each of the partial derivatives is evaluated at the point (x, y, z). So in this

way, you can think of the symbol ∇ as being “applied” to a real-valued function f to

produce a vector ∇f .

It turns out that the divergence and curl can also be expressed in terms of the

symbol ∇. This is done by thinking of ∇ as a vector in

3

, namely

∇ =

∂

∂x

i +

∂

∂y

j +

∂

∂z

k . (4.51)

Here, the symbols

∂

∂x

,

∂

∂y

and

∂

∂z

are to be thought of as “partial derivative operators”

that will get “applied” to a real-valued function, say f (x, y, z), to produce the partial

derivatives

∂f

∂x

,

∂f

∂y

and

∂f

∂z

. For instance,

∂

∂x

“applied” to f (x, y, z) produces

∂f

∂x

.

Is ∇ really a vector? Strictly speaking, no, since

∂

∂x

,

∂

∂y

and

∂

∂z

are not actual numbers.

But it helps to think of ∇ as a vector, especially with the divergence and curl, as we

will soon see. The process of “applying”

∂

∂x

,

∂

∂y

,

∂

∂z

to a real-valued function f (x, y, z) is

normally thought of as multiplying the quantities:

¸

∂

∂x

( f ) =

∂f

∂x

,

¸

∂

∂y

( f ) =

∂f

∂y

,

¸

∂

∂z

( f ) =

∂f

∂z

For this reason, ∇ is often referred to as the “del operator”, since it “operates” on

functions.

For example, it is often convenient to write the divergence div f as ∇ ··· f, since for

a vector field f(x, y, z) = f

1

(x, y, z)i + f

2

(x, y, z)j + f

3

(x, y, z)k, the dot product of f with ∇

(thought of as a vector) makes sense:

∇··· f =

¸

∂

∂x

i +

∂

∂y

j +

∂

∂z

k

···

f

1

(x, y, z)i + f

2

(x, y, z)j + f

3

(x, y, z)k

=

¸

∂

∂x

( f

1

) +

¸

∂

∂y

( f

2

) +

¸

∂

∂z

( f

3

)

=

∂f

1

∂x

+

∂f

2

∂y

+

∂f

3

∂z

= div f

178 CHAPTER 4. LINE AND SURFACE INTEGRALS

We can also write curl f in terms of ∇, namely as ∇ ××× f, since for a vector field

f(x, y, z) = P(x, y, z)i + Q(x, y, z)j + R(x, y, z)k, we have:

∇××× f =

i j k

∂

∂x

∂

∂y

∂

∂z

P(x, y, z) Q(x, y, z) R(x, y, z)

=

¸

∂R

∂y

−

∂Q

∂z

i −

¸

∂R

∂x

−

∂P

∂z

j +

¸

∂Q

∂x

−

∂P

∂y

k

=

¸

∂R

∂y

−

∂Q

∂z

i +

¸

∂P

∂z

−

∂R

∂x

j +

¸

∂Q

∂x

−

∂P

∂y

k

= curl f

For a real-valued function f (x, y, z), the gradient ∇f (x, y, z) =

∂f

∂x

i +

∂f

∂y

j +

∂f

∂z

k is a

vector field, so we can take its divergence:

div ∇f = ∇··· ∇f

=

¸

∂

∂x

i +

∂

∂y

j +

∂

∂z

k

···

¸

∂f

∂x

i +

∂f

∂y

j +

∂f

∂z

k

=

∂

∂x

¸

∂f

∂x

+

∂

∂y

¸

∂f

∂y

+

∂

∂z

¸

∂f

∂z

=

∂

2

f

∂x

2

+

∂

2

f

∂y

2

+

∂

2

f

∂z

2

Note that this is a real-valued function, to which we will give a special name:

Definition 4.7. For a real-valued function f (x, y, z), the Laplacian of f , denoted by

∆f , is given by

∆f (x, y, z) = ∇··· ∇f =

∂

2

f

∂x

2

+

∂

2

f

∂y

2

+

∂

2

f

∂z

2

. (4.52)

Often the notation ∇

2

f is used for the Laplacian instead of ∆f , using the convention

∇

2

= ∇··· ∇.

Example 4.17. Let r(x, y, z) = x i + y j + z k be the position vector field on

3

. Then

r(x, y, z)

2

= r ··· r = x

2

+ y

2

+ z

2

is a real-valued function. Find

(a) the gradient of r

2

(b) the divergence of r

(c) the curl of r

(d) the Laplacian of r

2

4.6 Gradient, Divergence, Curl and Laplacian 179

Solution: (a) ∇r

2

= 2x i + 2y j + 2z k = 2 r

(b) ∇··· r =

∂

∂x

(x) +

∂

∂y

(y) +

∂

∂z

(z) = 1 + 1 + 1 = 3

(c)

∇××× r =

i j k

∂

∂x

∂

∂y

∂

∂z

x y z

= (0 − 0) i − (0 − 0) j + (0 − 0) k = 0

(d) ∆r

2

=

∂

2

∂x

2

(x

2

+ y

2

+ z

2

) +

∂

2

∂y

2

(x

2

+ y

2

+ z

2

) +

∂

2

∂z

2

(x

2

+ y

2

+ z

2

) = 2 + 2 + 2 = 6

Note that we could have calculated ∆r

2

another way, using the ∇ notation along with

parts (a) and (b):

∆r

2

= ∇··· ∇r

2

= ∇··· 2 r = 2 ∇··· r = 2(3) = 6

Notice that in Example 4.17 if we take the curl of the gradient of r

2

we get

∇××× (∇r

2

) = ∇××× 2 r = 2 ∇××× r = 2 0 = 0 .

The following theorem shows that this will be the case in general:

Theorem 4.15. For any smooth real-valued function f (x, y, z), ∇××× (∇f ) = 0.

Proof: We see by the smoothness of f that

∇××× (∇f ) =

i j k

∂

∂x

∂

∂y

∂

∂z

∂f

∂x

∂f

∂y

∂f

∂z

=

¸

∂

2

f

∂y ∂z

−

∂

2

f

∂z ∂y

i −

¸

∂

2

f

∂x ∂z

−

∂

2

f

∂z ∂x

j +

¸

∂

2

f

∂x ∂y

−

∂

2

f

∂y ∂x

k = 0 ,

since the mixed partial derivatives in each component are equal. QED

Corollary 4.16. If a vector field f(x, y, z) has a potential, then curl f = 0.

Another way of stating Theorem 4.15 is that gradients are irrotational. Also, notice

that in Example 4.17 if we take the divergence of the curl of r we trivially get

∇··· (∇××× r) = ∇··· 0 = 0 .

The following theorem shows that this will be the case in general:

Theorem 4.17. For any smooth vector field f(x, y, z), ∇··· (∇××× f) = 0.

The proof is straightforward and left as an exercise for the reader.

180 CHAPTER 4. LINE AND SURFACE INTEGRALS

Corollary 4.18. The flux of the curl of a smooth vector field f(x, y, z) through any

closed surface is zero.

Proof: Let Σ be a closed surface which bounds a solid S . The flux of ∇×××f through Σ is

Σ

(∇××× f ) ··· dσ =

S

∇··· (∇××× f ) dV (by the Divergence Theorem)

=

S

0 dV (by Theorem 4.17)

= 0 . QED

There is another method for proving Theorem 4.15 which can be useful, and is often

used in physics. Namely, if the surface integral

Σ

f (x, y, z) dσ = 0 for all surfaces Σ in

some solid region (usually all of

3

), then we must have f (x, y, z) = 0 throughout that

region. The proof is not trivial, and physicists do not usually bother to prove it. But

the result is true, and can also be applied to double and triple integrals.

For instance, to prove Theorem 4.15, assume that f (x, y, z) is a smooth real-valued

function on

3

. Let C be a simple closed curve in

3

and let Σ be any capping surface

for C (i.e. Σ is orientable and its boundary is C). Since ∇f is a vector field, then

Σ

(∇××× (∇f )) ··· ndσ =

C

∇f ··· dr by Stokes’ Theorem, so

= 0 by Corollary 4.13.

Since the choice of Σ was arbitrary, then we must have (∇×××(∇f ))··· n = 0 throughout

3

,

where n is any unit vector. Using i, j and k in place of n, we see that we must have

∇××× (∇f ) = 0 in

3

, which completes the proof.

Example 4.18. A system of electric charges has a charge density ρ(x, y, z) and produces

an electrostatic field E(x, y, z) at points (x, y, z) in space. Gauss’ Law states that

Σ

E··· dσ = 4π

S

ρ dV

for any closed surface Σ which encloses the charges, with S being the solid region

enclosed by Σ. Show that ∇··· E = 4πρ. This is one of Maxwell’s Equations.

10

10

In Gaussian (or CGS) units.

4.6 Gradient, Divergence, Curl and Laplacian 181

Solution: By the Divergence Theorem, we have

S

∇··· E dV =

Σ

E··· dσ

= 4π

S

ρ dV by Gauss’ Law, so combining the integrals gives

S

(∇··· E− 4πρ) dV = 0 , so

∇··· E− 4πρ = 0 since Σ and hence S was arbitrary, so

∇··· E = 4πρ .

Often (especially in physics) it is convenient to use other coordinate systems when

dealing with quantities such as the gradient, divergence, curl and Laplacian. We will

present the formulas for these in cylindrical and spherical coordinates.

Recall from Section 1.7 that a point (x, y, z) can be represented in cylindrical coordi-

nates (r, θ, z), where x = r cos θ, y = r sin θ, z = z. At each point (r, θ, z), let e

r

, e

θ

, e

z

be unit

vectors in the direction of increasing r, θ, z, respectively (see Figure 4.6.1). Then e

r

, e

θ

,

e

z

form an orthonormal set of vectors. Note, by the right-hand rule, that e

z

××× e

r

= e

θ

.

x

y

z

0

(x, y, z)

(x, y, 0)

θ x

y

z

r

e

r

e

θ

e

z

Figure 4.6.1

Orthonormal vectors e

r

, e

θ

, e

z

in cylindrical coordinates

x

y

z

0

(x, y, z)

(x, y, 0)

θ x

y

z

ρ

φ

e

ρ

e

θ

e

φ

Figure 4.6.2

Orthonormal vectors e

ρ

, e

θ

, e

φ

in spherical coordinates

Similarly, a point (x, y, z) can be represented in spherical coordinates (ρ, θ, φ), where

x = ρ sin φ cos θ, y = ρ sin φ sin θ, z = ρ cos φ. At each point (ρ, θ, φ), let e

ρ

, e

θ

, e

φ

be unit

vectors in the direction of increasing ρ, θ, φ, respectively (see Figure 4.6.2). Then the

vectors e

ρ

, e

θ

, e

φ

are orthonormal. By the right-hand rule, we see that e

θ

××× e

ρ

= e

φ

.

We can nowsummarize the expressions for the gradient, divergence, curl and Lapla-

cian in Cartesian, cylindrical and spherical coordinates in the following tables:

182 CHAPTER 4. LINE AND SURFACE INTEGRALS

Cartesian (x, y, z): Scalar function F; Vector field f = f

1

i + f

2

j + f

3

k

gradient : ∇F =

∂F

∂x

i +

∂F

∂y

j +

∂F

∂z

k

divergence : ∇··· f =

∂f

1

∂x

+

∂f

2

∂y

+

∂f

3

∂z

curl : ∇××× f =

¸

∂f

3

∂y

−

∂f

2

∂z

i +

¸

∂f

1

∂z

−

∂f

3

∂x

j +

¸

∂f

2

∂x

−

∂f

1

∂y

k

Laplacian : ∆F =

∂

2

F

∂x

2

+

∂

2

F

∂y

2

+

∂

2

F

∂z

2

Cylindrical (r, θ, z): Scalar function F; Vector field f = f

r

e

r

+ f

θ

e

θ

+ f

z

e

z

gradient : ∇F =

∂F

∂r

e

r

+

1

r

∂F

∂θ

e

θ

+

∂F

∂z

e

z

divergence : ∇··· f =

1

r

∂

∂r

(r f

r

) +

1

r

∂f

θ

∂θ

+

∂f

z

∂z

curl : ∇××× f =

¸

1

r

∂f

z

∂θ

−

∂f

θ

∂z

e

r

+

¸

∂f

r

∂z

−

∂f

z

∂r

e

θ

+

1

r

¸

∂

∂r

(r f

θ

) −

∂f

r

∂θ

e

z

Laplacian : ∆F =

1

r

∂

∂r

¸

r

∂F

∂r

+

1

r

2

∂

2

F

∂θ

2

+

∂

2

F

∂z

2

Spherical (ρ, θ, φ): Scalar function F; Vector field f = f

ρ

e

ρ

+ f

θ

e

θ

+ f

φ

e

φ

gradient : ∇F =

∂F

∂ρ

e

ρ

+

1

ρ sin φ

∂F

∂θ

e

θ

+

1

ρ

∂F

∂φ

e

φ

divergence : ∇··· f =

1

ρ

2

∂

∂ρ

(ρ

2

f

ρ

) +

1

ρ sin φ

∂f

θ

∂θ

+

1

ρ sin φ

∂

∂φ

(sin φ f

θ

)

curl : ∇××× f =

1

ρ sin φ

¸

∂

∂φ

(sin φ f

θ

) −

∂f

φ

∂θ

e

ρ

+

1

ρ

¸

∂

∂ρ

(ρf

φ

) −

∂f

ρ

∂φ

e

θ

+

¸

1

ρ sin φ

∂f

ρ

∂θ

−

1

ρ

∂

∂ρ

(ρf

θ

)

e

φ

Laplacian : ∆F =

1

ρ

2

∂

∂ρ

¸

ρ

2

∂F

∂ρ

+

1

ρ

2

sin

2

φ

∂

2

F

∂θ

2

+

1

ρ

2

sin φ

∂

∂φ

¸

sin φ

∂F

∂φ

**The derivation of the above formulas for cylindrical and spherical coordinates is
**

straightforward but extremely tedious. The basic idea is to take the Cartesian equiv-

alent of the quantity in question and to substitute into that formula using the appro-

priate coordinate transformation. As an example, we will derive the formula for the

gradient in spherical coordinates.

4.6 Gradient, Divergence, Curl and Laplacian 183

Goal: Show that the gradient of a real-valued function F(ρ, θ, φ) in spherical coordi-

nates is:

∇F =

∂F

∂ρ

e

ρ

+

1

ρ sin φ

∂F

∂θ

e

θ

+

1

ρ

∂F

∂φ

e

φ

Idea: In the Cartesian gradient formula ∇F(x, y, z) =

∂F

∂x

i +

∂F

∂y

j +

∂F

∂z

k, put the Carte-

sian basis vectors i, j, k in terms of the spherical coordinate basis vectors e

ρ

, e

θ

, e

φ

and functions of ρ, θ and φ. Then put the partial derivatives

∂F

∂x

,

∂F

∂y

,

∂F

∂z

in terms of

∂F

∂ρ

,

∂F

∂θ

,

∂F

∂φ

and functions of ρ, θ and φ.

Step 1: Get formulas for e

ρ

, e

θ

, e

φ

in terms of i, j, k.

We can see from Figure 4.6.2 that the unit vector e

ρ

in the ρ direction at a general

point (ρ, θ, φ) is e

ρ

=

r

r

, where r = x i + y j + z k is the position vector of the point in

Cartesian coordinates. Thus,

e

ρ

=

r

r

=

x i + y j + z k

x

2

+ y

2

+ z

2

,

so using x = ρ sin φ cos θ, y = ρ sin φ sin θ, z = ρ cos φ, and ρ =

x

2

+ y

2

+ z

2

, we get:

e

ρ

= sin φ cos θ i + sin φ sin θ j + cos φ k

Now, since the angle θ is measured in the xy-plane, then the unit vector e

θ

in the θ

direction must be parallel to the xy-plane. That is, e

θ

is of the form a i + b j + 0 k. To

figure out what a and b are, note that since e

θ

⊥ e

ρ

, then in particular e

θ

⊥ e

ρ

when

e

ρ

is in the xy-plane. That occurs when the angle φ is π/2. Putting φ = π/2 into the

formula for e

ρ

gives e

ρ

= cos θ i + sin θ j + 0 k, and we see that a vector perpendicular

to that is −sin θ i + cos θ j + 0 k. Since this vector is also a unit vector and points in the

(positive) θ direction, it must be e

θ

:

e

θ

= −sin θ i + cos θ j + 0 k

Lastly, since e

φ

= e

θ

××× e

ρ

, we get:

e

φ

= cos φ cos θ i + cos φ sin θ j − sin φ k

Step 2: Use the three formulas from Step 1 to solve for i, j, k in terms of e

ρ

, e

θ

, e

φ

.

This comes down to solving a system of three equations in three unknowns. There

are many ways of doing this, but we will do it by combining the formulas for e

ρ

and

e

φ

to eliminate k, which will give us an equation involving just i and j. This, with the

formula for e

θ

, will then leave us with a system of two equations in two unknowns (i

and j), which we will use to solve first for j then for i. Lastly, we will solve for k.

First, note that

sin φ e

ρ

+ cos φ e

φ

= cos θ i + sin θ j

184 CHAPTER 4. LINE AND SURFACE INTEGRALS

so that

sin θ (sin φ e

ρ

+ cos φ e

φ

) + cos θ e

θ

= (sin

2

θ + cos

2

θ)j = j ,

and so:

j = sin φ sin θ e

ρ

+ cos θ e

θ

+ cos φ sin θ e

φ

Likewise, we see that

cos θ (sin φ e

ρ

+ cos φ e

φ

) − sin θ e

θ

= (cos

2

θ + sin

2

θ)i = i ,

and so:

i = sin φ cos θ e

ρ

− sin θ e

θ

+ cos φ cos θ e

φ

Lastly, we see that:

k = cos φ e

ρ

− sin φ e

φ

Step 3: Get formulas for

∂F

∂ρ

,

∂F

∂θ

,

∂F

∂φ

in terms of

∂F

∂x

,

∂F

∂y

,

∂F

∂z

.

By the Chain Rule, we have

∂F

∂ρ

=

∂F

∂x

∂x

∂ρ

+

∂F

∂y

∂y

∂ρ

+

∂F

∂z

∂z

∂ρ

,

∂F

∂θ

=

∂F

∂x

∂x

∂θ

+

∂F

∂y

∂y

∂θ

+

∂F

∂z

∂z

∂θ

,

∂F

∂φ

=

∂F

∂x

∂x

∂φ

+

∂F

∂y

∂y

∂φ

+

∂F

∂z

∂z

∂φ

,

which yields:

∂F

∂ρ

= sin φ cos θ

∂F

∂x

+ sin φ sin θ

∂F

∂y

+ cos φ

∂F

∂z

∂F

∂θ

= −ρ sin φ sin θ

∂F

∂x

+ ρ sin φ cos θ

∂F

∂y

∂F

∂φ

= ρ cos φ cos θ

∂F

∂x

+ ρ cos φ sin θ

∂F

∂y

− ρ sin φ

∂F

∂z

Step 4: Use the three formulas from Step 3 to solve for

∂F

∂x

,

∂F

∂y

,

∂F

∂z

in terms of

∂F

∂ρ

,

∂F

∂θ

,

∂F

∂φ

.

Again, this involves solving a system of three equations in three unknowns. Using

a similar process of elimination as in Step 2, we get:

∂F

∂x

=

1

ρ sin φ

¸

ρ sin

2

φ cos θ

∂F

∂ρ

− sin θ

∂F

∂θ

+ sin φ cos φ cos θ

∂F

∂φ

∂F

∂y

=

1

ρ sin φ

¸

ρ sin

2

φ sin θ

∂F

∂ρ

+ cos θ

∂F

∂θ

+ sin φ cos φ sin θ

∂F

∂φ

∂F

∂z

=

1

ρ

¸

ρ cos φ

∂F

∂ρ

− sin φ

∂F

∂φ

**4.6 Gradient, Divergence, Curl and Laplacian 185
**

Step 5: Substitute the formulas for i, j, k from Step 2 and the formulas for

∂F

∂x

,

∂F

∂y

,

∂F

∂z

from Step 4 into the Cartesian gradient formula ∇F(x, y, z) =

∂F

∂x

i +

∂F

∂y

j +

∂F

∂z

k.

Doing this last step is perhaps the most tedious, since it involves simplifying 3 ×3 +

3 × 3 + 2 × 2 = 22 terms! Namely,

∇F =

1

ρ sin φ

¸

ρ sin

2

φ cos θ

∂F

∂ρ

− sin θ

∂F

∂θ

+ sin φ cos φ cos θ

∂F

∂φ

(sin φ cos θ e

ρ

− sin θ e

θ

+ cos φ cos θ e

φ

)

+

1

ρ sin φ

¸

ρ sin

2

φ sin θ

∂F

∂ρ

+ cos θ

∂F

∂θ

+ sin φ cos φ sin θ

∂F

∂φ

(sin φ sin θ e

ρ

+ cos θ e

θ

+ cos φ sin θ e

φ

)

+

1

ρ

¸

ρ cos φ

∂F

∂ρ

− sin φ

∂F

∂φ

(cos φ e

ρ

− sin φ e

φ

) ,

which we see has 8 terms involving e

ρ

, 6 terms involving e

θ

, and 8 terms involving e

φ

.

But the algebra is straightforward and yields the desired result:

∇F =

∂F

∂ρ

e

ρ

+

1

ρ sin φ

∂F

∂θ

e

θ

+

1

ρ

∂F

∂φ

e

φ

Example 4.19. In Example 4.17 we showed that ∇r

2

= 2 r and ∆r

2

= 6, where

r(x, y, z) = x i + y j + z k in Cartesian coordinates. Verify that we get the same answers

if we switch to spherical coordinates.

Solution: Since r

2

= x

2

+ y

2

+ z

2

= ρ

2

in spherical coordinates, let F(ρ, θ, φ) = ρ

2

(so

that F(ρ, θ, φ) = r

2

). The gradient of F in spherical coordinates is

∇F =

∂F

∂ρ

e

ρ

+

1

ρ sin φ

∂F

∂θ

e

θ

+

1

ρ

∂F

∂φ

e

φ

= 2ρ e

ρ

+

1

ρ sin φ

(0) e

θ

+

1

ρ

(0) e

φ

= 2ρ e

ρ

= 2ρ

r

r

, as we showed earlier, so

= 2ρ

r

ρ

= 2 r , as expected. And the Laplacian is

∆F =

1

ρ

2

∂

∂ρ

¸

ρ

2

∂F

∂ρ

+

1

ρ

2

sin

2

φ

∂

2

F

∂θ

2

+

1

ρ

2

sin φ

∂

∂φ

¸

sin φ

∂F

∂φ

=

1

ρ

2

∂

∂ρ

(ρ

2

2ρ) +

1

ρ

2

sin φ

(0) +

1

ρ

2

sin φ

∂

∂φ

(sin φ (0))

=

1

ρ

2

∂

∂ρ

(2ρ

3

) + 0 + 0

=

1

ρ

2

(6ρ

2

) = 6 , as expected.

186 CHAPTER 4. LINE AND SURFACE INTEGRALS

¨

©

Exercises

A

For Exercises 1-6, find the Laplacian of the function f (x, y, z) in Cartesian coordinates.

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

5

3. f (x, y, z) = (x

2

+ y

2

+ z

2

)

3/2

4. f (x, y, z) = e

x+y+z

5. f (x, y, z) = x

3

+ y

3

+ z

3

6. f (x, y, z) = e

−x

2

−y

2

−z

2

7. Find the Laplacian of the function in Exercise 3 in spherical coordinates.

8. Find the Laplacian of the function in Exercise 6 in spherical coordinates.

9. Let f (x, y, z) =

z

x

2

+ y

2

in Cartesian coordinates. Find ∇f in cylindrical coordinates.

10. For f(r, θ, z) = r e

r

+ z sin θ e

θ

+ rz e

z

in cylindrical coordinates, find div f and curl f.

11. For f(ρ, θ, φ) = e

ρ

+ ρ cos θ e

θ

+ ρ e

φ

in spherical coordinates, find div f and curl f.

B

For Exercises 12-23, prove the given formula (r = r is the length of the position

vector field r(x, y, z) = x i + y j + z k).

12. ∇(1/r) = −r/r

3

13. ∆(1/r) = 0 14. ∇··· (r/r

3

) = 0 15. ∇(ln r) = r/r

2

16. div (F + G) = div F + div G 17. curl (F + G) = curl F + curl G

18. div ( f F) = f div F + F··· ∇f 19. div (F××× G) = G··· curl F − F··· curl G

20. div (∇f ××× ∇g) = 0 21. curl ( f F) = f curl F + (∇f ) ××× F

22. curl (curl F) = ∇(div F) − ∆F 23. ∆( f g) = f ∆g + g ∆ f + 2(∇f ··· ∇g)

C

24. Prove Theorem 4.17.

25. Derive the gradient formula in cylindrical coordinates: ∇F =

∂F

∂r

e

r

+

1

r

∂F

∂θ

e

θ

+

∂F

∂z

e

z

26. Use f = u ∇v in the Divergence Theorem to prove:

(a) Green’s first identity:

S

(u ∆v + (∇u) ··· (∇v)) dV =

Σ

(u ∇v) ··· dσ

(b) Green’s second identity:

S

(u ∆v − v ∆u) dV =

Σ

(u ∇v − v ∇u) ··· dσ

27. Suppose that ∆u = 0 (i.e. u is harmonic) over

3

. Define the normal derivative

∂u

∂n

of u over a closed surface Σ with outward unit normal vector n by

∂u

∂n

= D

n

u = n··· ∇u.

Show that

Σ

∂u

∂n

dσ = 0. (Hint: Use Green’s second identity.)

Bibliography

Abbott, E.A., Flatland, 7th edition. New York: Dover Publications, Inc., 1952

Classic tale about a creature living in a 2-dimensional world who encounters a higher-

dimensional creature, with lots of humor thrown in.

Anton, H. and C. Rorres, Elementary Linear Algebra: Applications Version, 8th edi-

tion. New York: John Wiley & Sons, 2000

Standard treatment of elementary linear algebra.

Bazaraa, M.S., H.D. Sherali and C.M. Shetty, Nonlinear Programming: Theory and

Algorithms, 2nd edition. New York: John Wiley & Sons, 1993

Thorough treatment of nonlinear optimization.

Farin, G., Curves and Surfaces for Computer Aided Geometric Design: A Practical

Guide, 2nd edition. San Diego, CA: Academic Press, 1990

An intermediate-level book on curve and surface design.

Hecht, E., Optics, 2nd edition. Reading, MA: Addison-Wesley Publishing Co., 1987

An intermediate-level book on optics, covering a wide range of topics.

Hoel, P.G., S.C. Port and C.J. Stone, Introduction to Probability Theory, Boston, MA:

Houghton Mifﬂin Co., 1971

An excellent introduction to elementary, calculus-based probability theory. Lots of good

exercises.

Jackson, J.D., Classical Electrodynamics, 2nd edition. New York: John Wiley & Sons,

1975

An advanced book on electromagnetism, famous for being intimidating. Most of the

mathematics will be understandable after reading the present book.

Marion, J.B., Classical Dynamics of Particles and Systems, 2nd edition. New York:

Academic Press, 1970

Standard intermediate-level treatment of classical mechanics. Very thorough.

O’Neill, B., Elementary Differential Geometry, New York: Academic Press, 1966

Intermediate-level book on differential geometry, with a modern approach based on dif-

ferential forms.

187

188 Bibliography

Pogorelov, A.V., Analytical Geometry, Moscow: Mir Publishers, 1980

An intermediate/advanced book on analytic geometry.

Press, W.H., S.A. Teukolsky, W.T. Vetterling and B.P. Flannery, Numerical Recipes

in FORTRAN: The Art of Scientific Computing, 2nd edition. Cambridge, UK:

Cambridge University Press, 1992

An excellent source of information on numerical methods for solving a wide variety of

problems. Though all the examples are in the FORTRAN programming language, the code

is clear enough to implement in the language of your choice.

Protter, M.H. and C.B. Morrey, Analytic Geometry, 2nd edition. Reading, MA:

Addison-Wesley Publishing Co., 1975

Thorough treatment of elementary analytic geometry, with a rigor not found in most

recent books.

Ralston, A. and P. Rabinowitz, A First Course in Numerical Analysis, 2nd edition.

New York: McGraw-Hill, 1978

Standard treatment of elementary numerical analysis.

Reitz, J.R., F.J. Milford and R.W. Christy, Foundations of Electromagnetic Theory,

3rd edition. Reading, MA: Addison-Wesley Publishing Co., 1979

Intermediate text on electromagnetism.

Schey, H.M., Div, Grad, Curl, and All That: An Informal Text on Vector Calculus, New

York: W.W. Norton & Co., 1973

Very intuitive approach to the subject, from a physicist’s viewpoint. Highly recom-

mended.

Taylor, A.E. and W.R. Mann, Advanced Calculus, 2nd edition. New York: John Wiley

& Sons, 1972

Excellent treatment of n-dimensional calculus. A good book to study after the present

book. Many intriguing exercises.

Uspensky, J.V., Theory of Equations, New York: McGraw-Hill, 1948

A classic on the subject, discussing many interesting topics.

Weinberger, H.F., A First Course in Partial Differential Equations, New York: John

Wiley & Sons, 1965

A good introduction to the vast subject of partial differential equations.

Welchons, A.M. and W.R. Krickenberger, Solid Geometry, Boston, MA: Ginn & Co.,

1936

A very thorough treatment of 3-dimensional geometry from an elementary perspective,

includes many topics which (sadly) do not seem to be taught anymore.

Appendix A

Answers and Hints to Selected Exercises

Chapter 1

Section 1.1 (p. 8)

1. (a)

√

5 (b)

√

5 (c)

√

17 (d) 1

(e) 2

√

17 2. Yes 3. No

Section 1.2 (p. 14)

1. (a) (−4, 4, −3) (b) (2, 6, −1)

(c)

−1

√

30

,

5

√

30

,

−2

√

30

(d)

√

41

2

(e)

√

41

2

(f) (14, −6, 8) (g) (−7, 3, −4)

(h) (−1, −6, 1) (i) (−2, −4, 2) (j) No.

3. No. v + w is larger.

Section 1.3 (p. 18)

1. 10 3. 73.4

◦

5. 90

◦

7. 0

◦

9. Yes, since v··· w = 0.

11. |v··· w| = 0 <

√

21

√

5 = v w

13. v+w =

√

26 <

√

21 +

√

5 = v +w

15. Hint: use Definition 1.6.

24. Hint: See Theorem 1.10(c).

Section 1.4 (p. 29)

1. (−5, −23, −24) 3. (8, 4, −5) 5. 0

7. 16.72 9. 4

√

5 11. 9 13. 0

and (8, −10, 2) 15. 14

Section 1.5 (p. 39)

1. (a) (2, 3, 2) + t(5, 4, −3) (b) x = 2 + 5t,

y = 3 + 4t, z = 2 − 3t (c)

x−2

5

=

y−3

4

=

z−2

−3

3. (a) (2, 1, 3) + t(1, 0, 1) (b) x = 2 + t,

y = 1, z = 3 + t (c) x − 2 = z − 3, y = 1

5. x = 1 + 2t, y = −2 + 7t, z = −3 + 8t

7. 7.65 9. (1, 2, 3)

11. 4x − 4y + 3z − 10 = 0

13. x − 2y − z + 2 = 0

15. 11x − 24y + 21z − 26 = 0 17. 9/

√

35

19. x = 5t, y = 2+3t, z = −7t 21. (10, −2, 1)

Section 1.6 (p. 46)

1. radius: 1, center: (2, 3, 5) 3. radius: 5,

center: (−1, −1, −1) 5. No intersection.

7. circle x

2

+ y

2

= 4 in the planes z = ±

√

5

9. lines

x

a

=

y

b

, z = 0 and

x

a

= −

y

b

, z = 0

13.

2a

2−c

,

2b

2−c

, 0

Section 1.7 (p. 50)

1. (a) (4,

π

3

, −1) (b) (

√

17,

π

3

, 1.816)

3. (a) (2

√

7,

11π

6

, 0) (b) (2

√

7,

11π

6

,

π

2

)

5. (a) r

2

+ z

2

= 25 (b) ρ = 5

7. (a) r

2

+9z

2

= 36 (b) ρ

2

(1 +8 cos

2

φ) = 36

10. (a, θ, a cot φ) 12. Hint: Use the dis-

tance formula for Cartesian coordinates.

Section 1.8 (p. 57)

1. f

′

(t) = (1, 2t, 3t

2

); x = 1 + t, y = z = 1

3. f

′

(t) = (−2 sin 2t, 2 cos 2t, 1); x = 1,

y = 2t, z = t 5. v(t) = (1, 1 − cos t, sin t),

a(t) = (0, sin t, cos t)

9. (a) Line parallel to c (b) Half-line

189

190 Appendix A: Answers and Hints to Selected Exercises

parallel to c (c) Hint: Think of the

functions as position vectors.

15. Hint: Theorem 1.16

Section 1.9 (p. 63)

1.

3π

√

5

2

3.

2

27

(13

3/2

− 8) 5. Replace

t by

27s+16

2

2/3

− 4

9 6. Hint: Use

Theorem 1.20(e), Example 1.37, and

Theorem 1.16 7. Hint: Use Exercise 6.

9. Hint: Use f

′

(t) = f(t)T, differ-

entiate that to get f

′′

(t), put those ex-

pressions into f

′

(t) ××× f

′′

(t), then write

T

′

(t) in terms of N(t). 11. T(t) =

1

√

2

(−sin t, cos t, 1), N(t) = (−cos t, −sin t, 0),

B(t) =

1

√

2

(sin t, −cos t, 1), κ(t) = 1/2

Chapter 2

Section 2.1 (p. 70)

1. domain:

2

, range: [−1, ∞) 3. domain:

{(x, y) : x

2

+ y

2

≥ 4}, range: [0, ∞)

5. domain:

3

, range: [−1, 1] 7. 1

9. does not exist 11. 2 13. 2 15. 0

17. does not exist

Section 2.2 (p. 74)

1.

∂f

∂x

= 2x,

∂f

∂y

= 2y 3.

∂f

∂x

= x(x

2

+y +4)

−1/2

,

∂f

∂y

=

1

2

(x

2

+ y + 4)

−1/2

5.

∂f

∂x

= ye

xy

+ y,

∂f

∂y

= xe

xy

+ x 7.

∂f

∂x

= 4x

3

,

∂f

∂y

= 0

9.

∂f

∂x

= x(x

2

+ y

2

)

−1/2

,

∂f

∂y

= y(x

2

+ y

2

)

−1/2

11.

∂f

∂x

=

2x

3

(x

2

+ y + 4)

−2/3

,

∂f

∂y

=

1

3

(x

2

+ y + 4)

−2/3

13.

∂f

∂x

= −2xe

−(x

2

+y

2

)

,

∂f

∂y

= −2ye

−(x

2

+y

2

)

15.

∂f

∂x

= y cos(xy),

∂f

∂y

= x cos(xy) 17.

∂

2

f

∂x

2

= 2,

∂

2

f

∂y

2

= 2,

∂

2

f

∂x ∂y

= 0 19.

∂

2

f

∂x

2

= (y + 4)(x

2

+ y + 4)

−3/2

,

∂

2

f

∂y

2

= −

1

4

(x

2

+ y + 4)

−3/2

,

∂

2

f

∂x ∂y

= −

1

2

x(x

2

+ y + 4)

−3/2

21.

∂

2

f

∂x

2

= y

2

e

xy

,

∂

2

f

∂y

2

= x

2

e

xy

,

∂

2

f

∂x ∂y

= (1 + xy)e

xy

+ 1 23.

∂

2

f

∂x

2

= 12x

2

,

∂

2

f

∂y

2

= 0,

∂

2

f

∂x ∂y

= 0 25.

∂

2

f

∂x

2

= −x

−2

,

∂

2

f

∂y

2

= −y

−2

,

∂

2

f

∂x ∂y

= 0

Section 2.3 (p. 77)

1. 2x + 3y − z − 3 = 0 3. −2x + y − z − 2 = 0

5. x + 2y = z 7.

1

2

(x − 1) +

4

9

(y − 2) +

√

11

12

(z −

2

√

11

3

) = 0 9. 3x + 4y − 5z = 0

Section 2.4 (p. 82)

1. (2x, 2y) 3. (

x

√

x

2

+y

2

+4

,

y

√

x

2

+y

2

+4

)

5. (1/x, 1/y) 7. (yz cos(xyz), xz cos(xyz), xy cos(xyz))

9. (2x, 2y, 2z) 11. 2

√

2 13.

1

√

3

15.

√

3 cos(1) 17. increase: (45, 20),

decrease: (−45, −20)

Section 2.5 (p. 88)

1. local min. (1, 0); saddle pt. (−1, 0)

3. local min. (1, 1); local max. (−1, −1);

saddle pts. (1, −1), (−1, 1) 5. local min.

(1, −1); saddle pt. (0, 0) 7. local min. (0, 0)

9. local min. (−1, 1/2) 11. width = height

= depth=10 13. x = y = 4, z = 2

Section 2.6 (p. 95)

2. (x

0

, y

0

) = (0, 0) : → (0.2858, −0.3998);

(x

0

, y

0

) = (1, 1) : → (1.03256, −1.94037)

191

Section 2.7 (p. 100)

1. min.

−4

√

5

,

−2

√

5

; max.

4

√

5

,

2

√

5

3. min.

20

√

13

,

30

√

13

; max.

−

20

√

13

, −

30

√

13

4. min.

−9

√

5

, 0,

2

√

5

; max.

9

8

,

√

59

4

,

−1

4

5.

8abc

3

√

3

Chapter 3

Section 3.1 (p. 104)

1. 1 3.

7

12

5.

7

6

7. 5 9.

1

2

11. 15

Section 3.2 (p. 109)

1. 1 3. 8 ln 2 − 3 5.

π

4

6.

1

4

7. 2 9.

1

6

10.

6

5

Section 3.3 (p. 112)

1.

9

2

3. (2 cos(π

2

) + π

4

− 2)/4 5.

1

6

7. 6

10.

1

3

Section 3.4 (p. 116)

1. The values should converge to ≈ 1.318.

(Hint: In Java the exponential function

e

x

can be obtained with Math.exp(x).

Other languages have similar functions,

otherwise use e = 2.7182818284590455 in

your program.)

2. ≈ 1.146 3. ≈ 0.705 4. ≈ 0.168

Section 3.5 (p. 123)

1. 8π 3.

4π

3

(8 − 3

3/2

) 7. 1 −

sin 2

2

9. 2πab

Section 3.6 (p. 127)

1. (1, 8/3) 3. (0,

4a

3π

) 5. (0, 3π/16)

7. (0, 0, 5a/12) 9. (7/12, 7/12, 7/12)

Section 3.7 (p. 134)

1.

√

π 2. 1 6. Both are

n

(n+1)

2

(n+2)

7.

1

n

Chapter 4

Section 4.1 (p. 142)

1. 1/2 3. 23 5. 24π 7. −2π 9. 2π

11. 4π

Section 4.2 (p. 149)

1. 0 3. No 4. Yes. F(x, y) =

x

2

2

−

y

2

2

5. No 9. (b) No. Hint: Think of how F is

defined. 10. Yes. F(x, y) = axy +bx +cy +d

Section 4.3 (p. 155)

1. 16/15 3. −5π 5. Yes. F(x, y) = xy

2

+ x

3

7. Yes. F(x, y) = 4x

2

y + 2y

2

+ 3x

Section 4.4 (p. 163)

1. 216π 2. 3 3. 12π/5 7. 15/4

Section 4.5 (p. 175)

1. 2

√

2 π

2

2. (17

√

17 − 5

√

5)/3 3. 2/5

4. 1 5. 2π(π − 1) 7. 67/15 9. 6

11. Yes 13. No 19. Hint: Think of

how a vector field f(x, y) = P(x, y) i+Q(x, y) j

in

2

can be extended in a natural way to

be a vector field in

3

.

Section 4.6 (p. 186)

1. 0 3. 12

x

2

+ y

2

+ z

2

5. 6(x + y + z)

7. 12ρ 8. (4ρ

2

− 6)e

−ρ

2

9. −

2z

r

3

e

r

+

1

r

2

e

z

11. div f =

2

ρ

−

sin θ

sin φ

+ cot φ;

curl f = cot φ cos θ e

ρ

+ 2e

θ

− 2 cos θ e

φ

25. Hint: Start by showing that e

r

=

cos θ i + sin θ j, e

θ

= −sin θ i + cos θ j, e

z

= k.

Appendix B

We will prove the right-hand rule for the cross product of two vectors in

3

.

For any vectors v and w in

3

, define a new vector, n(v, w), as follows:

1. If v and w are nonzero and not parallel, and θ is the angle between them, then

n(v, w) is the vector in

3

such that:

(a) the magnitude of n(v, w) is v w sin θ,

(b) n(v, w) is perpendicular to the plane containing v and w, and

(c) v, w, n(v, w) form a right-handed system.

2. If v and w are nonzero and parallel, then n(v, w) = 0.

3. If either v or w is 0, then n(v, w) = 0.

The goal is to show that n(v, w) = v ××× w for all v, w in

3

, which would prove the

right-hand rule for the cross product (by part 1(c) of our definition). To do this, we will

perform the following steps:

Step 1: Show that n(v, w) = v××× w if v and w are any two of the basis vectors i, j, k.

This was already shown in Example 1.11 in Section 1.4.

Step 2: Show that n(av, bw) = ab(v ××× w) for any scalars a, b if v and w are any two of

the basis vectors i, j, k.

If either a = 0 or b = 0 then n(av, bw) = 0 = ab(v ××× w), so the result holds. So assume

that a 0 and b 0. Let v and w be any two of the basis vectors i, j, k. For example,

we will show that the result holds for v = i and w = k (the other possibilities follow in

a similar fashion).

For av = ai and bw = bk, the angle θ between av and bwis 90

◦

. Hence the magnitude

of n(av, bw), by definition, is ai bk sin 90

◦

= |ab|. Also, by definition, n(av, bw) is

perpendicular to the plane containing ai and bk, namely, the xz-plane. Thus, n(av, bw)

must be a scalar multiple of j. Since its magnitude is |ab|, then n(av, bw) must be

either |ab|j or −|ab|j.

There are four possibilities for the combinations of signs for a and b. We will con-

sider the case when a > 0 and b > 0 (the other three possibilities are handled simi-

larly).

192

193

In this case, n(av, bw) must be either abj or −abj. Now, since i, j, k form a right-

handed system, then i, k, j form a left-handed system, and so i, k, −j form a right-

handed system. Thus, ai, bk, −abj form a right-handed system (since a > 0, b > 0, and

ab > 0). So since, by definition, ai, bk, n(ai, bk) form a right-handed system, and since

n(ai, bk) has to be either abj or −abj, this means that we must have n(ai, bk) = −abj.

But we know that ai ××× bk = ab(i ××× k) = ab(−j) = −abj. Therefore, n(ai, bk) = ab(i ××× k),

which is what we needed to show.

∴ n(av, bw) = ab(v××× w)

Step 3: Show that n(u, v + w) = n(u, v) + n(u, w) for any vectors u, v, w.

If u = 0 then the result holds trivially since n(u, v +w), n(u, v) and n(u, w) are all the

zero vector. If v = 0, then the result follows easily since n(u, v + w) = n(u, 0 + w) =

n(u, w) = 0+n(u, w) = n(u, 0) = n(u, w) = n(u, v) +n(u, w). A similar argument shows

that the result holds if w = 0.

So now assume that u, v and ware all nonzero vectors. We will describe a geometric

construction of n(u, v), which is shown in the figure below. Let P be a plane perpen-

dicular to u. Multiply the vector v by the positive scalar u, then project the vector

u v straight down onto the plane P. You can think of this projection vector (denoted

by pro j

P

u v) as the shadow of the vector u v on the plane P, with the light source

directly overhead the terminal point of u v. If θ is the angle between u and v, then

we see that pro j

P

u v has magnitude u v sin θ, which is the magnitude of n(u, v).

So rotating pro j

P

u v by 90

◦

in a counter-clockwise direction in the plane P gives a

vector whose magnitude is the same as that of n(u, v) and which is perpendicular to

pro j

P

u v (and hence perpendicular to v). Since this vector is in P then it is also per-

pendicular to u. And we can see that u, v and this vector form a right-handed system.

Hence this vector must be n(u, v). Note that this holds even if u v, since in that case

θ = 0

◦

and so sin θ = 0 which means that n(u, v) has magnitude 0, which is what we

would expect.

u

v

pro j

P

u v

u v

n(u, v)

θ

θ

P

Now apply this same geometric construction to get n(u, w) and n(u, v + w). Since

u (v + w) is the sum of the vectors u v and u w, then the projection vector

194 Appendix B: Proof of the Right-Hand Rule for the Cross Product

pro j

P

u (v + w) is the sum of the projection vectors pro j

P

u v and pro j

P

u w (to

see this, using the shadow analogy again and the parallelogram rule for vector addi-

tion, think of how projecting a parallelogram onto a plane gives you a parallelogram in

that plane). So then rotating all three projection vectors by 90

◦

in a counter-clockwise

direction in the plane P preserves that sum (see the figure below), which means that

n(u, v + w) = n(u, v) + n(u, w).

u

v

w

v + w

u (v + w)

pro j

P

u v

pro j

P

u w

pro j

P

u (v + w)

u v

u w

n(u, v) n(u, w)

n(u, v + w)

θ

θ

P

Step 4: Show that n(w, v) = −n(v, w) for any vectors v, w.

If v and w are nonzero and parallel, or if either is 0, then n(w, v) = 0 = −n(v, w), so

the result holds. So assume that v and w are nonzero and not parallel. Then n(w, v)

has magnitude w v sin θ, which is the same as the magnitude of n(v, w), and hence

is the same as the magnitude of −n(v, w). By definition, n(v, w) is perpendicular to

the plane containing w and v, and hence so is −n(v, w). Also, v, w, n(v, w) form a

right-handed system, and so w, v, n(v, w) form a left-handed system, and hence w,

v, −n(v, w) form a right-handed system. Thus, we have shown that −n(v, w) is a vec-

tor with the same magnitude as n(w, v) and is perpendicular to the plane containing

w and v, and that w, v, −n(v, w) form a right-handed system. So by definition this

means that −n(v, w) must be n(w, v).

Step 5: Show that n(v, w) = v××× w for all vectors v, w.

Write v = v

1

i + v

2

j + v

3

k and w = w

1

i + w

2

j + w

3

k. Then by Steps 3 and 4, we have

195

n(v, w) = n(v

1

i + v

2

j + v

3

k, w

1

i + w

2

j + w

3

k)

= n(v

1

i + v

2

j + v

3

k, w

1

i) + n(v

1

i + v

2

j + v

3

k, w

2

j + w

3

k)

= n(v

1

i + v

2

j + v

3

k, w

1

i) + n(v

1

i + v

2

j + v

3

k, w

2

j) + n(v

1

i + v

2

j + v

3

k, w

3

k)

= −n(w

1

i, v

1

i + v

2

j + v

3

k) + −n(w

2

j, v

1

i + v

2

j + v

3

k) + −n(w

3

k, v

1

i + v

2

j + v

3

k).

We can use Steps 1 and 2 to evaluate the three terms on the right side of the last

equation above:

−n(w

1

i, v

1

i + v

2

j + v

3

k) = −n(w

1

i, v

1

i) + −n(w

1

i, v

2

j) + −n(w

1

i, v

3

k)

= −v

1

w

1

n(i, i) + −v

2

w

1

n(i, j) + −v

3

w

1

n(i, k)

= −v

1

w

1

(i ××× i) + −v

2

w

1

(i ××× j) + −v

3

w

1

(i ××× k)

= −v

1

w

1

0 + −v

2

w

1

k + −v

3

w

1

(−j)

−n(w

1

i, v

1

i + v

2

j + v

3

k) = −v

2

w

1

k + v

3

w

1

j

Similarly, we can calculate

−n(w

2

j, v

1

i + v

2

j + v

3

k) = v

1

w

2

k − v

3

w

2

i

and

−n(w

3

j, v

1

i + v

2

j + v

3

k) = −v

1

w

3

j + v

2

w

3

i .

Thus, putting it all together, we have

n(v, w) = −v

2

w

1

k + v

3

w

1

j + v

1

w

2

k − v

3

w

2

i − v

1

w

3

j + v

2

w

3

i

= (v

2

w

3

− v

3

w

2

)i + (v

3

w

1

− v

1

w

3

)j + (v

1

w

2

− v

2

w

1

)k

= v××× w by definition of the cross product.

∴ n(v, w) = v××× w for all vectors v, w.

So since v, w, n(v, w) form a right-handed system, then v, w, v ××× w form a right-

handed system, which completes the proof.

Appendix C

3D Graphing with Gnuplot

Gnuplot is a free, open-source software package for producing a variety of graphs.

Versions are available for many operating systems. Below is a very brief tutorial on

how to use Gnuplot to graph functions of several variables.

INSTALLATION

1. Go to http://www.gnuplot.info/download.html and followthe links to down-

load the latest version for your operating system. For Windows, you should get the

Zip file with a name such as gp420win32.zip, which is version 4.2.0. All the

examples we will discuss require at least version 4.2.0.

2. Install the downloaded file. For example, in Windows you would unzip the Zip file

you downloaded in Step 1 into some folder (use the “Use folder names” option if

extracting with WinZip).

RUNNING GNUPLOT

1. In Windows, run wgnuplot.exe fromthe folder (or bin folder) where you installed

Gnuplot. In Linux, just type gnuplot in a terminal window.

2. You should now get a Gnuplot terminal with a gnuplot> command prompt. In

Windows this will appear in a new window, while in Linux it will appear in the

terminal window where the gnuplot command was run. For Windows, if the font

is unreadable you can change it by right-clicking on the text part of the Gnuplot

window and selecting the “Choose Font..” option. For example, the font “Courier”,

style “Regular”, size “12” is usually a good choice (that choice can be saved for

future sessions by right-clicking in the Gnuplot window again and selecting the

option to update wgnuplot.ini).

3. At the gnuplot> command prompt you can now run graphing commands, which

we will now describe.

GRAPHING FUNCTIONS

The usual way to create 3D graphs in Gnuplot is with the splot command:

splot <range> <comma-separated list of functions>

196

197

For a function z = f (x, y), <range> is the range of x and y values (and optionally the

range of z values) over which to plot. To specify an x range and a y range, use an

expression of the form [a : b][c : d], for some numbers a < b and c < d. This will cause

the graph to be plotted for a ≤ x ≤ b and c ≤ y ≤ d.

Function definitions use the x and y variables in combination with mathematical op-

erators, listed below:

Symbol Operation Example Result

+ Addition 2 + 3 5

− Subtraction 3 − 2 1

* Multiplication 2*3 6

/ Division 4/2 2

** Power 2**3 2

3

= 8

exp(x) e

x

exp(2) e

2

log(x) ln x log(2) ln 2

sin(x) sin x sin(pi/2) 1

cos(x) cos x cos(pi) −1

tan(x) tan x tan(pi/4) 1

Example C.1. To graph the function z = 2x

2

+ y

2

from x = −1 to x = 1 and from y = −2

to y = 2, type this at the gnuplot> prompt:

splot [−1 : 1][−2 : 2] 2*x**2 + y**2

The result is shown below:

-1

-0.5

0

0.5

1

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0

1

2

3

4

5

6

7

2*(x**2) + y**2

198 Appendix C: 3D Graphing with Gnuplot

Note that we had to type 2*x**2 to multiply 2 times x

2

. For clarity, parentheses can

be used to make sure the operations are being performed in the correct order:

splot [−1 : 1][−2 : 2] 2*(x**2) + y**2

In the above example, to also plot the function z = e

x+y

on the same graph, put a

comma after the first function then append the new function:

splot [−1 : 1][−2 : 2] 2*(x**2) + y**2, exp(x+y)

By default, the x-axis and y-axis are not shown in the graph. To display the axes, use

this command before the splot command:

set zeroaxis

Also, by default the x- and y-axes are switched from their usual position. To show the

axes with the orientation which we have used throughout the text, use this command:

set view 60, 120, 1, 1

Also, to label the axes, use these commands:

set xlabel "x"

set ylabel "y"

set zlabel "z"

To show the level curves of the surface z = f (x, y) on both the surface and projected

onto the xy-plane, use this command:

set contour both

The default mesh size for the grid on the surface is 10 units. To get more of a col-

ored/shaded surface, increase the mesh size (to, say, 25) like this:

set isosamples 25

Putting all this together, we get the following graph with these commands:

set zeroaxis

set view 60, 120, 1, 1

set xlabel "x"

set ylabel "y"

set zlabel "z"

set contour both

set isosamples 25

splot [−1 : 1][−2 : 2] 2*(x**2) + y**2, exp(x+y)

199

-1

-0.5

0

0.5

1

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0

5

10

15

20

25

z

2*(x**2) + y**2

6

5

4

3

2

1

exp(x+y)

20

15

10

5

x

y

z

The numbers listed below the functions in the key in the upper right corner of the

graph are the “levels” of the level curves of the corresponding surface. That is, they

are the numbers c such that f (x, y) = c. If you do not want the function key displayed,

it can be turned off with this command: unset key

PARAMETRIC FUNCTIONS

Gnuplot has the ability to graph surfaces given in various parametric forms. For

example, for a surface parametrized in cylindrical coordinates

x = r cos θ , y = r sin θ , z = z

you would do the following:

set mapping cylindrical

set parametric

splot [a : b][c : d] v*cos(u),v*sin(u),f(u,v)

where the variable u represents θ, with a ≤ u ≤ b, the variable v represents r, with

c ≤ v ≤ d, and z = f (u, v) is some function of u and v.

Example C.2. The graph of the helicoid z = θ in Example 1.34 from Section 1.7 (p. 49)

was created using the following commands:

200 Appendix C: 3D Graphing with Gnuplot

set mapping cylindrical

set parametric

set view 60, 120, 1, 1

set xyplane 0

set xlabel "x"

set ylabel "y"

set zlabel "z"

unset key

set isosamples 15

splot [0 : 4*pi][0 : 2] v*cos(u),v*sin(u),u

The command set xyplane 0 moves the z-axis so that z = 0 aligns with the xy-plane

(which is not the default in Gnuplot). Looking at the graph, you will see that r varies

from 0 to 2, and θ varies from 0 to 4π.

PRINTING AND SAVING

In Windows, to print a graph from Gnuplot right-click on the titlebar of the graph’s

window, select “Options” and then the “Print..” option. To save a graph, say, as a PNG

file, go to the File menu on the main Gnuplot menubar, select “Output Device ...”, and

enter png in the Terminal type? textfield, hit OK. Then, in the File menu again, select

the “Output ...” option and enter a filename (say, graph.png) in the Output filename?

textfield, hit OK. Now run your splot command again and you should see a file called

graph.png in the current directory (usually the directory where wgnuplot.exe is lo-

cated, though you can change that setting using the “Change Directory ...” option in

the File menu).

In Linux, to save the graph as a file called graph.png, you would issue the following

commands:

set terminal png

set output ’graph.png’

and then run your splot command. There are many terminal types (which determine

the output format). Run the command set terminal to see all the possible types. In

Linux, the postscript terminal type is popular, since the print quality is high and

there are many PostScript viewers available.

To quit Gnuplot, type quit at the gnuplot> command prompt.

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1. VERSION: 1.0

Date: 2008-01-04

Author(s): Michael Corral

Title: Vector Calculus

Modification(s): Initial version

209

Index

Symbols

D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84

M

x

, M

y

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

M

xy

, M

xz

, M

yz

. . . . . . . . . . . . . . . . . . . . . . . 126

∆ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178

2

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

3

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

¯ x. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

¯ y. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

¯ z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126

δ(x, y) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

∂(x, y, z)

∂(u, v, w)

. . . . . . . . . . . . . . . . . . . . . . . . . . . . 119

∂f

∂x

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

S

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102

R

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105

C

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136, 139

C

1

, C

∞

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

∇ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80, 177

∇

2

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178

Σ

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163

C

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145

∂. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

D

v

f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78

e

r

, e

θ

, e

z

, e

ρ

, e

φ

. . . . . . . . . . . . . . . . . . . . . 181

dr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139

i, j, k . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

A

acceleration. . . . . . . . . . . . . . . . . . . . . . . 2, 55

angle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

annulus . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153

arc length . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

area element . . . . . . . . . . . . . . . . . . . . . . . 105

average value . . . . . . . . . . . . . . . . . . . . . . 113

B

Bézier curve . . . . . . . . . . . . . . . . . . . . . . . . . 56

Beta function . . . . . . . . . . . . . . . . . . . . . . 123

C

capping surface . . . . . . . . . . . . . . . . . . . . 175

Cauchy-Schwarz Inequality . . . . . . . . . 17

center of mass. . . . . . . . . . . . . . . . . . . . . . 124

centroid . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125

Chain Rule . . . . . . . . . . . . . . . . . . . . . 60, 147

change of variable. . . . . . . . . . . . . 117, 119

circulation . . . . . . . . . . . . . . . . . . . . . . . . . 174

closed curve . . . . . . . . . . . . . . . . . . . . . . . . 145

closed surface . . . . . . . . . . . . . . . . . . . . . . 161

collinear . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

conical helix. . . . . . . . . . . . . . . . . . . . . . . . 167

conservative field . . . . . . . . . . . . . . . . . . 148

constrained critical point. . . . . . . . . . . . 96

continuity . . . . . . . . . . . . . . . . . . . . . . . 52, 69

continuously differentiable . . . . . . 59, 80

coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Cartesian. . . . . . . . . . . . . . . . . . . . . . . . . 1

curvilinear . . . . . . . . . . . . . . . . . . . . . . 47

cylindrical . . . . . . . . . . . . . . . . . . 47, 182

ellipsoidal . . . . . . . . . . . . . . . . . . . . . . 164

left-handed . . . . . . . . . . . . . . . . . . . . . . . 2

polar . . . . . . . . . . . . . . . . . . . . . . . 47, 121

rectangular . . . . . . . . . . . . . . . . . . . . . . . 1

210

Index 211

right-handed . . . . . . . . . . . . . . . . . . . . . 2

spherical . . . . . . . . . . . . . . . . . . . 47, 182

coplanar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

correlation . . . . . . . . . . . . . . . . . . . . . . . . . 134

covariance. . . . . . . . . . . . . . . . . . . . . . . . . . 134

critical point. . . . . . . . . . . . . . . . . . . . . . . . . 83

cross product . . . . . . . . . . . . . . . . . . . . . . . . 20

curl . . . . . . . . . . . . . . . . . . . . . . 169, 178, 182

curvature. . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

cylinder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

D

density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

derivative. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

directional. . . . . . . . . . . . . . . . . . . . . . . 78

mixed partial . . . . . . . . . . . . . . . . . . . . 73

partial . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

vector-valued function . . . . . . . . . . 52

determinant . . . . . . . . . . . . . . . . . . . . . . . . . 26

differential . . . . . . . . . . . . . . . . . . . . . . . . . 139

differential form . . . . . . . . . . . . . . . . . . . 139

directed curve. . . . . . . . . . . . . . . . . . . . . . 144

direction angles . . . . . . . . . . . . . . . . . . . . . 19

direction cosines. . . . . . . . . . . . . . . . . . . . . 19

directional derivative . . . . . . . . . . . . . . . 78

distance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

between points. . . . . . . . . . . . . . . . . 6, 7

from point to line. . . . . . . . . . . . . . . . 33

point to plane. . . . . . . . . . . . 37, 41, 42

distribution function. . . . . . . . . . . . . . . 129

joint . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131

normal . . . . . . . . . . . . . . . . . . . . . . . . . 130

divergence . . . . . . . . . . . . . . . 162, 177, 182

Divergence Theorem. . . . . . . . . . . . . . . 162

dot product . . . . . . . . . . . . . . . . . . . . . . . . . . 15

double integral . . . . . . . . . . . . . . . . 102, 105

polar coordinates . . . . . . . . . . . . . . 121

doubly ruled surface. . . . . . . . . . . . . . . . .45

E

ellipsoid . . . . . . . . . . . . . . . . . . . 43, 123, 164

elliptic cone . . . . . . . . . . . . . . . . . . . . . . . . . 45

elliptic paraboloid . . . . . . . . . . . . . . . . . . . 44

Euclidean space . . . . . . . . . . . . . . . . . . . . . . 1

exact differential form. . . 139, 154, 175

expected value . . . . . . . . . . . . . . . . . . . . . 132

extreme point . . . . . . . . . . . . . . . . . . . . . . . 83

F

flux. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162

force . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55

function. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

continuous . . . . . . . . . . . . . . . . . . . . . . 69

scalar. . . . . . . . . . . . . . . . . . . . . . . . . . . .53

vector-valued. . . . . . . . . . . . . . . . . . . . 51

G

Gaussian blur . . . . . . . . . . . . . . . . . . . . . . . 70

global maximum . . . . . . . . . . . . . . . . . . . . 83

global minimum. . . . . . . . . . . . . . . . . . . . . 83

gradient . . . . . . . . . . . . . . . . . . . . . . . . 80, 182

Green’s identities . . . . . . . . . . . . . . . . . . 186

Green’s Theorem. . . . . . . . . . . . . . . . . . . 150

H

harmonic . . . . . . . . . . . . . . . . . . . . . . . . . . . 186

helicoid. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49

helix . . . . . . . . . . . . . . . . . . . . . . . . 51, 59, 167

hyperbolic paraboloid . . . . . . . . . . . . . . . 44

hyperboloid. . . . . . . . . . . . . . . . . . . . . . . . . . 43

one sheet . . . . . . . . . . . . . . . . . . . . . . . . 43

two sheets. . . . . . . . . . . . . . . . . . . . . . . 43

hypersurface . . . . . . . . . . . . . . . . . . . . . . . 110

hypervolume . . . . . . . . . . . . . . . . . . . . . . . 110

I

improper integral . . . . . . . . . . . . . . . . . . 108

integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

double. . . . . . . . . . . . . . . . . . . . . 102, 105

improper . . . . . . . . . . . . . . . . . . . . . . . 108

iterated . . . . . . . . . . . . . . . . . . . . . . . . 102

multiple. . . . . . . . . . . . . . . . . . . . . . . . 101

surface . . . . . . . . . . . . . . . . . . . . 156, 158

triple. . . . . . . . . . . . . . . . . . . . . . . . . . . 110

irrotational . . . . . . . . . . . . . . . . . . . . . . . . . 174

212 Index

iterated integral . . . . . . . . . . . . . . . . . . . 102

J

Jacobi identity . . . . . . . . . . . . . . . . . . . . . . 30

Jacobian . . . . . . . . . . . . . . . . . . . . . . . . . . . 119

joint distribution. . . . . . . . . . . . . . . . . . . 131

L

Lagrange multiplier. . . . . . . . . . . . . . . . . 96

lamina . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

Laplacian . . . . . . . . . . . . . . . . . . . . . 178, 182

level curve. . . . . . . . . . . . . . . . . . . . . . . . . . . 66

limit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67

vector-valued function . . . . . . . . . . 52

line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

intersection of planes . . . . . . . . . . . 38

parallel . . . . . . . . . . . . . . . . . . . . . . . . . . 34

parametric representation . . . . . . 31

perpendicular . . . . . . . . . . . . . . . . . . . 34

skew. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

symmetric representation. . . . . . . 32

through two points . . . . . . . . . . . . . . 33

vector representation . . . . . . . . . . . 31

line integral . . . . . . . . . . . . . . . . . . . 136, 139

local maximum. . . . . . . . . . . . . . . . . . . . . . 83

local minimum . . . . . . . . . . . . . . . . . . . . . . 83

M

mass . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

matrix. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

mixed partial derivative. . . . . . . . . . . . . 73

Möbius strip . . . . . . . . . . . . . . . . . . . . . . . 168

moment . . . . . . . . . . . . . . . . . . . . . . . 124, 126

momentum. . . . . . . . . . . . . . . . . . . . . . . . . . 55

Monte Carlo method . . . . . . . . . . . . . . . 113

moving frame fields . . . . . . . . . . . . . . . . . 62

multiple integral . . . . . . . . . . . . . . . . . . . 101

multiply connected. . . . . . . . . . . . . . . . . 153

N

n-positive direction . . . . . . . . . . . . . . . . 169

Newton’s algorithm . . . . . . . . . . . . . . . . . 89

normal derivative . . . . . . . . . . . . . . . . . . 186

normal to a curve . . . . . . . . . . . . . . . . . . . 81

normal vector field. . . . . . . . . . . . . . . . . 168

O

orientable . . . . . . . . . . . . . . . . . . . . . . . . . . 168

orthonormal vectors . . . . . . . . . . . . . . . . . 64

outward normal . . . . . . . . . . . . . . . . . . . . 160

P

paraboloid. . . . . . . . . . . . . . . . . . . . . . . . . . . 44

elliptic. . . . . . . . . . . . . . . . . . . . . . . . . . . 44

hyperbolic . . . . . . . . . . . . . . . . . . . 44, 84

of revolution. . . . . . . . . . . . . . . . . . . . . 44

parallelepiped . . . . . . . . . . . . . . . . . . . . . . . 24

volume . . . . . . . . . . . . . . . . . . . . . . . . . . 25

parameter . . . . . . . . . . . . . . . . . . . . . . . 31, 60

parametrization. . . . . . . . . . . . . . . . . . . . . 60

partial derivative. . . . . . . . . . . . . . . . . . . . 71

partial differential equation. . . . . . . . . 74

path independence. . . . . . . 146, 154, 175

piecewise smooth curve . . . . . . . . . . . . 141

plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

coordinate . . . . . . . . . . . . . . . . . . . . . . . . 1

Euclidean. . . . . . . . . . . . . . . . . . . . . . . . . 1

in space . . . . . . . . . . . . . . . . . . . . . . . . . 35

line of intersection . . . . . . . . . . . . . . 38

normal form. . . . . . . . . . . . . . . . . . . . . 35

normal vector . . . . . . . . . . . . . . . . . . . 35

point-normal form. . . . . . . . . . . . . . . 35

tangent. . . . . . . . . . . . . . . . . . . . . . . . . . 75

through three points . . . . . . . . . . . . 36

position vector . . . . . . . . . . . . . . 54, 55, 139

potential . . . . . . . . . . . . . . . . . . . . . . . . . . . 148

probability . . . . . . . . . . . . . . . . . . . . . . . . . 128

probability density function. . . . . . . . 129

projection. . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

Q

quadric surface. . . . . . . . . . . . . . . . . . . . . . 43

R

random variable . . . . . . . . . . . . . . . . . . . 128

Riemann integral . . . . . . . . . . . . . . . . . . 135

Index 213

right-hand rule. . . . . . . . . . . . . . . . . 21, 192

ruled surface . . . . . . . . . . . . . . . . . . . . . . . . 45

S

saddle point . . . . . . . . . . . . . . . . . . . . . . . . . 85

sample space. . . . . . . . . . . . . . . . . . . . . . . 128

scalar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

combination. . . . . . . . . . . . . . . . . . . . . 12

scalar function . . . . . . . . . . . . . . . . . . . . . . 53

scalar triple product. . . . . . . . . . . . . . . . . 25

Second Derivative Test . . . . . . . . . . . . . . 84

second moment . . . . . . . . . . . . . . . . . . . . 134

second-degree equation . . . . . . . . . . . . . 43

simple closed curve . . . . . . . . . . . . . . . . 145

simply connected. . . . . . . . . . . . . . 154, 175

smooth function . . . . . . . . . . . . . . . . . 59, 84

solenoidal . . . . . . . . . . . . . . . . . . . . . . . . . . 163

span. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

sphere . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

spherical spiral . . . . . . . . . . . . . . . . . . . . . . 54

standard normal distribution . . . . . . 130

steepest descent . . . . . . . . . . . . . . . . . . . . . 95

stereographic projection. . . . . . . . . . . . . 46

Stokes’ Theorem . . . . . . . . . . . . . . 168, 169

surface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

doubly ruled. . . . . . . . . . . . . . . . . . . . . 45

orientable . . . . . . . . . . . . . . . . . . . . . . 168

ruled . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

two-sided . . . . . . . . . . . . . . . . . . . . . . 168

surface integral . . . . . . . . . . . . . . . 156, 158

T

tangent plane . . . . . . . . . . . . . . . . . . . . . . . 75

torus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158

trace. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

triangle inequality . . . . . . . . . . . . . . . . . . 18

triple integral . . . . . . . . . . . . . . . . . . . . . . 110

cylindrical coordinates . . . . . . . . . 122

spherical coordinates . . . . . . . . . . 122

U

uniform density . . . . . . . . . . . . . . . . . . . . 124

uniform distribution . . . . . . . . . . . . . . . 129

uniformly distributed . . . . . . . . . . . . . . 128

unit disk. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65

V

variance. . . . . . . . . . . . . . . . . . . . . . . . . . . . 134

vector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

addition . . . . . . . . . . . . . . . . . . . . . . . . . . 9

angle between. . . . . . . . . . . . . . . . . . . 15

basis . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

components . . . . . . . . . . . . . . . . . . . . . 13

direction. . . . . . . . . . . . . . . . . . . . . . . . . . 3

magnitude . . . . . . . . . . . . . . . . . . . . . 3, 7

normal . . . . . . . . . . . . . . . . . . . . . 35, 160

normalized . . . . . . . . . . . . . . . . . . . . . . 12

parallel . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

perpendicular . . . . . . . . . . . . . . . 16, 17

positive unit normal . . . . . . . . . . . 169

principal normal N. . . . . . . . . . . . . . 64

scalar multiplication . . . . . . . . . . . . . 9

subtraction. . . . . . . . . . . . . . . . . . . . . . 10

tangent. . . . . . . . . . . . . . . . . . . . . . . . . . 52

translation. . . . . . . . . . . . . . . . . . . . . 5, 9

unit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

unit binormal B. . . . . . . . . . . . . . . . . 64

unit tangent T . . . . . . . . . . . . . . . . . . 64

zero . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3, 4

vector field . . . . . . . . . . . . . . . . . . . . . . . . . 138

normal . . . . . . . . . . . . . . . . . . . . . . . . . 168

smooth. . . . . . . . . . . . . . . . . . . . . . . . . 150

vector triple product. . . . . . . . . . . . . . . . .25

velocity . . . . . . . . . . . . . . . . . . . . . . . . . . . 2, 55

volume element . . . . . . . . . . . . . . . . . . . . 110

W

wave equation. . . . . . . . . . . . . . . . . . . . . . . 74

work . . . . . . . . . . . . . . . . . . . . . . . . . . 135, 166

Z

zenith angle . . . . . . . . . . . . . . . . . . . . . . . . . 47

Vector Calculus

Michael Corral

Schoolcraft College

About the author: Michael Corral is an Adjunct Faculty member of the Department of Mathematics at Schoolcraft College. He received a B.A. in Mathematics from the University of California at Berkeley, and received an M.A. in Mathematics and an M.S. in Industrial & Operations Engineering from the University of Michigan.

A This text was typeset in LTEX 2ε with the KOMA-Script bundle, using the GNU Emacs text editor on a Fedora Linux system. The graphics were created using MetaPost, PGF, and Gnuplot.

Copyright c 2008 Michael Corral. Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled “GNU Free Documentation License”.

too much rigor and emphasis on proofs can impede the flow of learning for the vast majority of the audience at this level. There are 420 exercises throughout the text. However. A crude way of describing A. The prerequisites are the standard courses in single-variable calculus (a.k. So that there is no ambiguity on this iii . I would rate it as a 5. in Section 3. Java was chosen due to its ubiquity. and easy availability for multiple platforms. The A exercises are mostly of a routine computational nature. If I were to rate the level of rigor in the book on a scale of 1 to 10. There are a few exercises that require the student to write his or her own computer program to solve some numerical approximation problems (e. which allows others to not only copy and distribute the book but also to modify it. The code samples in the text are in the Java programming language. Appendix C contains a brief tutorial on Gnuplot for graphing functions of two variables. “Multivariable Calculus”. and the C exercises usually require some effort or insight to solve. “Moderate” and “Challenging”. see the included copy of the GFDL. There are exercises at the end of each section. But while it is important for students to see full-blown proofs . I have tried to be somewhat rigorous about proving results. For more details.since that is how mathematics works . or simply “Calculus III”. divided into three categories: A. many of the B exercises are easy and not all the C exercises are difficult. respectively. which seems to have virtually disappeared from calculus texts over the last few decades. B and C would be “Easy”. Those exercises do not mandate the use of Java. so students are free to implement the solutions using the language of their choice. B and C. While it would have been simple to use a scripting language like Python. and perhaps even easier with a functional programming language (such as Haskell or Scheme).Preface This book covers calculus in two and three variables. hopefully with enough comments so that the reader can figure out what is being done even without knowing Java. normally known as “Vector Calculus”. which in my experience are more than enough for a semester course in this subject. Calculus I and II).a. relatively clear syntax. Appendix B contains a proof of the right-hand rule for the cross product. Answers and hints to most odd-numbered and some even-numbered exercises are provided in Appendix A. It is suitable for a one-semester course. the Monte Carlo method for approximating multiple integrals. with 1 being completely informal and 10 being completely rigorous.g. This book is released under the GNU Free Documentation License (GFDL).4). the B exercises are slightly more involved.

mecmath. Feel free to contact me at mcorral@schoolcraft. I welcome your input. I would like to thank my students in Math 240 for being the guinea pigs for the initial draft of this book. without needing my permission. corrections.g.edu for any questions on this or any other matter involving the book (e. anyone can make as many copies of this book as desired and distribute it as desired. The PDF version will always be freely available to the public at no cost (go to http://www. etc). comments. Finally. suggestions. and for finding the numerous errors and typos it contained.iv Preface matter. January 2008 M ICHAEL C ORRAL .net).

. . . . . . . . . . . . . .5 Change of Variables in Multiple Integrals . . . . . . . . . . . . . . .4 Numerical Approximation of Multiple Integrals 3.2 Double Integrals Over a General Region . . . . . . . . . . . 1. .1 Double Integrals . . . . .3 Triple Integrals . . . . . . . . . . . . . . . . . . 2. . . . . . . . . . . . . . . .5 Lines and Planes . . . . . . . . . . . . . . . . . . . . . . . . . 1. . . . . . .2 Vector Algebra . . . . . . . . . . . . . . .1 Functions of Two or Three Variables . . . . . . . . . . . . . . . . 143 4. . . . . . .6 Application: Center of Mass . . . . . . . . . . . . 1. . . . . . . . .8 Vector-Valued Functions 1. . . . . . . . . . . . . . . . . . . . . . .2 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6 Surfaces . . . . 2. . . . . . . . .4 Cross Product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1. . . . . . . . . . . . . . . . . . . . 2. . . .3 Dot Product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . .7 Application: Probability and Expected Value . . . . . . . . . . . . . . . . . . . . . . . . . . .6 Unconstrained Optimization: Numerical Methods 2. . . . . . . . . . . . . . . . . . . . . . . . . .7 Curvilinear Coordinates 1. . . . . . . . . . . . . . . 2 Functions of Several Variables 2. . 2. . . . . . . . . . . . . . . . . . . .3 Tangent Plane to a Surface . . .1 Introduction . . . . . . . . . 3. . . . .1 Line Integrals . . . . . . . . . . . . . . . . . . . . . 1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3. . . . . . . . 3. . . . . iii 1 1 9 15 20 31 40 47 51 59 65 65 71 75 78 83 89 96 101 101 105 110 113 117 124 128 .9 Arc Length . . . . . . . . . . . . . . . . . . .5 Maxima and Minima . . . .4 Directional Derivatives and the Gradient . . . . . . . . . . . . . . 135 4. . . . . . . . . . . .7 Constrained Optimization: Lagrange Multipliers . . . . . . . . 3. . . . . . . . . 150 v . . . . . . . . 1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .Contents Preface 1 Vectors in Euclidean Space 1. . . . . . . . . . . . . . . . . . . . . 2. 4 Line and Surface Integrals 135 4. .2 Properties of Line Integrals . . . . . . . . . . . . . . . . . 3 Multiple Integrals 3. . . . . . . . . . . . . . . . . . . . . . . . . . . 3. . . . . . . . .

. .5 Stokes’ Theorem . . . Divergence. . . . . 165 4. . . . . . . . . . . . .4 Surface Integrals and the Divergence Theorem . . . 156 4. . . . . Curl and Laplacian . . . . . .6 Gradient. . . . . . . . . . . . . . . . . 177 Bibliography Appendix A: Answers and Hints to Selected Exercises Appendix B: Proof of the Right-Hand Rule for the Cross Product Appendix C: 3D Graphing with Gnuplot 187 189 192 196 201 209 210 GNU Free Documentation License History Index . . . . . .vi Contents 4. . . . . . . . . . . .

1 Introduction In single-variable calculus. the functions that one encounters are functions of a variable (usually x or t) that varies over some subset of the real number line (which we denote by ). c). y). The graph of a function of two variables. y. which. in the manner shown in Figure 1. y and z). z = f (x. b. say. b).1. Euclidean space has three mutually perpendicular coordinate axes (x. y) = (x. say. The 3-dimensional coordinate system of Euclidean space can be represented on a flat surface.1 Figure 1.1. and three mutually perpendicular coordinate planes: the xy-plane. the “2” represents the number of dimensions of the plane. only by giving the illusion of three dimensions. In vector (or multivariable) calculus. These points lie in the Euclidean plane. the graph of the function f consists of the points (x. consists of all ordered pairs of real numbers (a. z) = (x. We use the word “Euclidean” to denote a system in which all the usual rules of Euclidean geometry hold. The graph of f consists of the points (x. z c P(a.1 Vectors in Euclidean Space 1. f (x. z. We denote the Euclidean plane by 2 . y = f (x).1. For such a function. y. in the Cartesian or rectangular coordinate system. Since Euclidean space is 3-dimensional. we will deal with functions of two or three variables (usually x. y. such as this page or a blackboard. y or x. f (x)).2). which in the Cartesian coordinate system consists of all ordered triples of real numbers (a. lies in Euclidean space.2 1 . we denote it by 3 . yz-plane and xz-plane (see Figure 1. c) b 0 a x x y xz-plane yz-plane z y 0 xy-plane Figure 1.1. y)).1. The Euclidean plane has two perpendicular coordinate axes: the x-axis and the y-axis. respectively). b.

which we can not see in our 3-dimensional space.e.3 Right-handed coordinate system An equivalent way of defining a right-handed system is if you can point your thumb upwards in the positive z-axis direction while using the remaining four fingers to rotate the x-axis towards the y-axis. For an entertaining discussion of this subject. This is where the idea of a vector comes in. to point the index finger in the positive direction of the x-axis. Doing the same thing with the left hand is what defines a left-handed coordinate system.1. 4 ).3. Notice that switching the x. and that rotating either type of system does not change its “handedness”. 1 One thing you will learn is why a 4-dimensional creature would be able to reach inside an egg and remove the yolk without cracking the shell! . or its acceleration? Or the gravitational force acting on the object? These phenomena all seem to involve motion and direction in some way. Throughout the book we will use a right-handed system.and y-axes in a right-handed system results in a left-handed system. VECTORS IN EUCLIDEAN SPACE The coordinate system shown in Figure 1. we have discussed the position of an object in 2-dimensional or 3-dimensional space.1. because it is possible. the graphs exist in 4-dimensional space (i. let alone simulate in 2-dimensional space.2 CHAPTER 1. Figure 1. as in Figure 1. the middle finger in the positive direction of the y-axis. and the thumb in the positive direction of the z-axis. For functions of three variables.1. see the book by A BBOTT. So we can only think of 4-dimensional space abstractly. But what about something such as the velocity of the object. using the right hand.1 So far.1 is known as a right-handed coordinate system.

i. and it is denoted by 0. preceded by a direction. Note that our definition could apply to systems with any number of dimensions (see Figure 1.4 (a)-(c)). velocity will need to be represented by a multidimensional object which should have both a magnitude and a direction. indicated by a nonnegative number. i. f ′ (t) = ±a for some number a ≥ 0. then dy/dt = f ′ (t) is the velocity of the object at time t.e. and the ± represents the direction of the velocity (though the + is usually omitted for the positive direction). denoted by PQ . v) and use the terms “magnitude” and “length” interchangeably. So you can think of that number.4 Vectors in different dimensions .1 Introduction 3 You have already dealt with velocity and acceleration in single-variable calculus. For example. if y = f (t) gives the displacement of an object after time t. A (nonzero) vector is a directed line segment drawn from a point P (called its initial point) to a point Q (called its terminal point). we draw an arrow from its initial point to its terminal point. For motion along a straight line. For general motion along a curve in 2. however. y z − −→Q P v − − → RS 0 R − − → PQ P Q x 0 P R − − → RS Q S x S x → − −S R R Q −→ − PQ y 0 P v S (a) One dimension (b) Two dimensions (c) Three dimensions Figure 1.1. Definition 1.or 3-dimensional space. which was called the velocity of the object. Its magnitude is the length of the line − − → segment. in a 1-dimensional space. To indicate the direction of a vector. The derivative f ′ (t) is just a number. as having two components: a magnitude.1. with P and Q being − − → distinct points.g.1. respectively).1. Then a is the magnitude of the velocity (normally called the speed of the object). A geometric object which has those features is an arrow. and negative if it moves in the opposite of that direction. which is positive if the object is moving in an agreedupon “positive” direction. The zero vector is just a point. indicated by a plus or minus symbol (representing motion in the positive direction or the negative direction. The vector is denoted by PQ. and its direction is the same as that of the directed line segment. the velocities are also contained in that 1-dimensional space. since they are just numbers. We will often denote a vector by a single bold-faced letter (e. which in elementary geometry is called a “directed line segment”. for motion along a straight line.e. This is the motivation for how we will define a vector.

Any vector with zero magnitude is equal to the zero vector. For example. VECTORS IN EUCLIDEAN SPACE A few things need to be noted about the zero vector. and we will leave it at that. Definition 1.e. and they point in the 2 same direction. even though they have different initial points.2. By this definition. What is the magnitude of the zero vector? We define it to be zero. while others say that it has no direction. Is there a single vector which we can choose to represent all those equal vectors? The answer is yes.1. those vectors all being equal and differing only by their initial and terminal points. And we see that u and w are parallel. vectors with the same magnitude and direction but with different initial points would be equal. in Figure 1. i.e. Some contend that the zero vector has arbitrary direction (i. . Two nonzero vectors are equal if they have the same magnitude and the same direction. since they lie on lines having the same slope 1 .1. however.1.5 So we can see that there are an infinite number of vectors for a given magnitude and direction. So u v. 2 In the subject of linear algebra there is a more abstract way of defining a vector where the concept of “direction” is not really used. Not everyone agrees on the direction of the zero vector. See A NTON and R ORRES. This agrees with the definition of the zero vector as just a point. This leads us to the following definition. can take any direction). Our definition of the zero vector. v and w all √ have the same magnitude 5 (by the Pythagorean Theorem). What about the direction of the zero vector? A single point really has no well-defined direction. 0 = 0. does not require it to have a direction. we need a way of determining when two vectors are equal. Our motivation for what a vector is included the notions of magnitude and direction.e. which has zero length. the direction can not be determined). and is suggested by the vector w in Figure 1. some say that it has indeterminate direction (i. Notice that we were careful to only define the direction of a nonzero vector. y 4 3 2 1 0 1 v w x 2 3 4 u Figure 1. which is well-defined since the initial and terminal points are distinct. We also see that v is parallel to u but points in the opposite direction.5.2 Now that we know what a vector is.5 the vectors u. So u = w.4 CHAPTER 1.

.4.5) Figure 1. Similar to seeing if two points are the same. To get the “new” vectors starting at the origin. then the original vectors are equal. 4. 5) and the vector v are different objects. The resulting point will be the terminal point of the “new” vector whose initial point is the origin. 4. 5) z v = (3. 0) and (0. it is convenient to write v = (3. For each vector. you are now seeing if the terminal points of vectors starting at the origin are the same. when speaking of “the vector” with a given magnitude and direction. 5). When doing this. Also.1. 5). 0).1. b. c) in 3 . it is understood that the initial point of v is at the origin (0. when adding vectors. 4. since every coordinate system has an origin. respectively.4. Then compare the coordinates of the terminal points of these “new” vectors: if those coordinates are the same. 4. 0. which we will do in the next section). you translate each vector to start at the origin by subtracting the coordinates of the original initial point from the original terminal point. 4. 5). 5 Thinking of vectors as starting from the origin provides a way of dealing with vectors in a standard way.1 Introduction Unless otherwise indicated. z P(3. we mean vectors in Cartesian coordinates starting at the origin. Though the point (3. without having to determine their magnitude and direction. b) in 2 or v = (a. 0) and the terminal point is (3. Do this for each original vector then compare. when we refer to vectors as v = (a.1.6 Correspondence between points and vectors Unless otherwise stated. Another advantage of using the origin as the initial point is that it provides an easy correspondence between a vector and its terminal point. Example 1. 4. The point-vector correspondence provides an easy way to check if two vectors are equal. find the (unique!) vector it equals whose initial point is the origin. Let v be the vector in 3 whose initial point is at the origin and whose terminal point is (3. 5) y 0 x (a) The point (3. But there will be times when it is convenient to consider a different initial point for a vector (for example. we will write the zero vector 0 in 2 and 3 as (0. 0.5) y 0 x (b) The vector (3. we will mean the one whose initial point is at the origin of the coordinate system.

−3. 7) − − → Translate PQ to v v=w (1. 5) = (3 − 2. 2). Consider the vectors PQ and RS in 3 . 1. 5 − 1. − − → − − → So PQ = v = (1. 1. 0) and terminal point Q − P = (3. 0) and terminal point S − R = (2. −2) = (2 − 1. 7) − (2.2. 4. 2). 4.2) . 2). 0. Does PQ = RS ? − − → Solution: The vector PQ is equal to the vector v with initial point (0. 7 − 5) = (1. − − → − − → ∴ PQ = RS z → − −Q P P (2. R = − − → − − → (1. 7). 4. VECTORS IN EUCLIDEAN SPACE − − → − − → Example 1. Q = (x2 . 4. 0) − (1. 1 − (−3). 4. 0) y → − −S R x Figure 1. 1. 0. 5) Q (3.7 Recall the distance formula for points in the Euclidean plane: For points P = (x1 . y1 ). 0 − (−2)) = (1. 5. 5). y1 ) and terminal point − − → Q = (x2 . we have the following result: − − → For a vector PQ in 2 with initial point P = (x1 . 1. the distance d between P and Q is: (1. −3. −3. 1. −2) and S = (2. 1. 2) − − → Translate RS to w R (1. 5. 0). where P = (2. − − → Similarly. y2 ) in d= 2.6 CHAPTER 1. 5. the magnitude of PQ is: − − → PQ = (x2 − x1 )2 + (y2 − y1 )2 (1.1) (x2 − x1 )2 + (y2 − y1 )2 By this formula. 2) and RS = w = (1. RS is equal to the vector w with initial point (0. −2) 0 S (2. y2 ).1. Q = (3.

0). b. c) c y 0 b R a S x P Figure 1.3) To calculate the magnitude of vectors in 3 . which is a vector in the yz-plane. so v = 0 = 02 + 02 + 02 = a2 + b2 + c2 . 0. For a vector v = (a. we assume that a = 0. b) in 2. √ Then v = (0. Without loss of generality.2. b.2) the magnitude of v is: v = a2 + b2 (1. c are 0. b. b 0 and c 0 (the other two possibilities are handled in a similar manner).1. Case 4: none of a.1. 0). gives v = |PQ| = |PR|2 + |QR|2 = a2 + b2 + c2 . y1 . b) : For a vector v = (a. Then v = (0. The distance d between points P = (x1 . Without loss of generality.1. Case 2: exactly two of a. we need a distance formula for points in Euclidean space (we will postpone the proof until the next section): Theorem 1. z2 ) in d= (x2 − x1 )2 + (y2 − y1 )2 + (z2 − z1 )2 3 is: (1.√ c). and S = (a. b.8 . 0. which is a vector of length |c| along the z-axis. c). Consider the points P = (0. QED z v Q(a. b. the magnitude of v is: (1. So v = |c| = c2 = √ √ 02 + 02 + c2 = a2 + b2 + c2 . 2 7 is a special case of formula (1. b.1 Introduction Finding the magnitude of a vector v = (a. √ √ v = b2 + c2 = 02 + b2 + c2 = a2 + b2 + c2 . 0) and Q = (a. R = (a.1. Applying the Pythagorean Theorem to the right triangle △PS R gives |PR|2 = a2 +b2 . A second application of the Pythagorean Theorem. Without loss of generality. Case 3: exactly one of a. 0).4) The proof will use the following result: Theorem 1. this time to the right triangle √ △PQR. c) in v = 3.8. 0. c). as shown in Figure 1. c is 0. c are 0. b.5) a2 + b2 + c2 Proof: There are four cases to consider: √ √ Case 1: a = b = c = 0. Then v = 0. we can assume that a. c are all positive (the other seven possibilities are handled in a similar manner). so by the Pythagorean Theorem we have b. z1 ) and Q = (x2 . b. we assume that a = b = 0 and c 0 (the other two possibilities are handled in a similar manner). This proves the theorem. y2 . b) in with P = (0. Q = (a.

Let v = (a.8 CHAPTER 1. Calculate the magnitudes of the following vectors: (a) v = (2.9 y C 6. −2) in 3 . 5. 2. Q = (1. and consider Figure 1.1. z1 ) 0 S (x1 . 2). VECTORS IN EUCLIDEAN SPACE Example 1. 0. −1. z2 ) satisfy the following conditions: x2 > x1 > 0. Let v = (1.3.) T (x2 . −2. S = (2. 0) be vectors in 3. y1 . 1) (e) v = (6.3). R = (1. −1.2). y1 . 2). does PQ = RS ? B 4. 2). 0) . −1. 4) and Q = (4. (d) The magnitude of the vector v = (5. 0). 8. Prove the special case of Theorem 1.2. 0.9. z1 ) and Q = (x2 . Show that w = |a| v . √ √ Solution: By formula (1. −4) − − → − − → 2. √ √ √ (5 − (−1))2 + (5 − 2)2 = 36 + 9 = 45 = 3 5. 2) and Q = (5. For the points P = (1. 0. Though we will see a simple proof of Theorem 1. y2 > y1 > 0. √ √ Solution: By formula (1. (Hint: Think of Case 4 in the proof of Theorem 1. 3b.5). 3c) be vectors in Show that w = 3 v . (c) The distance between the points P = (2. −1. −1) (b) v = (2. it is possible to prove it using methods similar to those in the proof of Theorem 1. 3. 0. (b) The magnitude of the vector v = (8. 1). 4. y1 . 0) and w = (a. S = (3. R = (2. Solution: By formula (1. −2) (d) v = (0. 1). y2 . 0) Figure 1. 1). v = 52 + 82 + (−2)2 = 25 + 64 + 4 = 93. Q = (2. 3) in 2 . 2. y2 . For the points P = (0. z Q(x2 . does PQ = RS ? − − → − − → 3.4). 0. z1 ) R(x2 . y1 . b.1. 4). 0) x U(x2 . 3. PQ = 2 with P = (−1. v = 82 + 32 = 73. 0. z2 ) P(x1 . 5). and z2 > z1 > 0. the distance d = (4 − 2)2 + (2 − (−1))2 + (−3 − 4)2 = √ √ 4 + 9 + 49 = 62. c) and w = (3a. Calculate the following: − − → (a) The magnitude of the vector PQ in − − → Solution: By formula (1.1 in the next section.1 where the points P = (x1 . 3. y2 . −3) in 2 . y2 .2. 0) (c) v = (3. A Exercises © ¨ 1.

See M ARION for details. denoted by kv. 4 An alternate definition of scalars and vectors.2 Vector Algebra 9 1. v 2v 3v 0. 3 The term scalar was invented by 19th century Irish mathematician.2.1. and is the zero vector 0 if k = 0. while a quantity that is affected (in a certain way) is a vector. subtraction). is obtained by translating w so that its initial point is at the terminal point of v. we define k0 = 0 for any scalar k. For a scalar k and a nonzero vector v. For our purposes. is the vector whose magnitude is |k| v .5v −v −2v Figure 1. A scalar is a quantity that can be represented by a single number. We are now ready to define the sum of two vectors. rotations).2. and as flipping the vector in the opposite direction if the scalar is a negative number (see Figure 1. For the zero vector 0.5. points in the same direction as v if k > 0. .4. the initial point of v + w is the initial point of v. where it means “carrier”. Before doing that. You can think of scalar multiplication of a vector as stretching or shrinking the vector. the scalar multiple of v by k. scalars will always be real numbers. Two vectors v and w are parallel (denoted by v w) if one is a scalar multiple of the other.3 Examples of scalar quantities are mass.2 Vector Algebra Now that we know what vectors are.3. Definition 1. and speed (not velocity). electric charge. to convey the sense of something that could be represented by a point on a scale or graduated ruler.1 Recall that translating a nonzero vector means that the initial point of the vector is changed but the magnitude and direction are preserved. we will introduce the notion of a scalar. and its terminal point is the new terminal point of w. physicist and astronomer William Rowan Hamilton. used in physics. points in the opposite direction as v if k < 0. The word vector comes from Latin.g.1). we can start to perform some of the usual algebraic operations on them (e.g. denoted by v + w. addition. is that under certain types of coordinate transformations (e. a quantity that is not affected is a scalar. The sum of vectors v and w. Definition 1.4 We can now define scalar multiplication of a vector. Definition 1.

See Figure 1. and so we see that v + 0 = v = 0 + v for any vector v.2. it uses laws from elementary geometry to prove statements about vectors.2. Since we will deal mostly with Cartesian coordinates in this book. w w v (a) Vectors v and w v+w w v (c) The sum v + w v (b) Translate w to the end of v Figure 1. In general. (a) shows that v + w = w + v for any vectors v.4 “Geometric” vector algebra Notice that we have temporarily abandoned the practice of starting vectors at the origin.3. w. VECTORS IN EUCLIDEAN SPACE Intuitively. we can define vector subtraction as follows: v − w = v + (−w).3 Subtracting vectors v and w Figure 1.2. For example.10 CHAPTER 1.2 Adding vectors v and w Notice that our definition is valid for the zero vector (which is just a point. we have not even mentioned coordinates in this section so far. adding w to v means tacking on w to the end of v (see Figure 1.2. . and hence can be translated). that is.2.2. v w w+v v+w v (a) Add vectors w w v−w −w v+w v v−w w v−w v (c) Combined add/subtract (b) Subtract vectors Figure 1.2). And (c) shows how you can think of v − w as the vector that is tacked on to the end of w to add up to v. v −w (b) Translate −w to the end of v w v (a) Vectors v and w v v−w −w (c) The difference v − w Figure 1. In fact. the following two theorems are useful for performing vector algebra on vectors in 2 and 3 starting at the origin. Also.4 shows the use of “geometric proofs” of various laws of vector algebra. since the scalar multiple −v = −1 v is a well-defined vector. In particular. 0 + 0 = 0. as we would expect. it is easy to see that v + (−v) = 0.

**1.2 Vector Algebra Theorem 1.3. Let v = (v1 , v2 ), w = (w1 , w2 ) be vectors in (a) kv = (kv1 , kv2 ) (b) v + w = (v1 + w1 , v2 + w2 )
**

2,

11 and let k be a scalar. Then

Proof: (a) Without loss of generality, we assume that v1 , v2 > 0 (the other possibilities are handled in a similar manner). If k = 0 then kv = 0v = 0 = (0, 0) = (0v1 , 0v2 ) = (kv1 , kv2 ), which is what we needed to show. If k 0, then (kv1 , kv2 ) lies on a line with slope kv2 = v2 , which is the same as the slope of the line on which v (and hence kv) lies, kv1 v1 and (kv1 , kv2 ) points in the same direction on that line as kv. Also, by formula (1.3) the magnitude of (kv1 , kv2 ) is (kv1 )2 + (kv2 )2 = k2 v2 + k2 v2 = k2 (v2 + v2 ) = |k| v2 + v2 = 1 2 1 2 1 2 |k| v . So kv and (kv1 , kv2 ) have the same magnitude and direction. This proves (a).

(b) Without loss of generality, we assume that v2 + w2 y v v1 , v2 , w1 , w2 > 0 (the other possibilities are hanw2 w w2 dled in a similar manner). From Figure 1.2.5, w v+w we see that when translating w to start at v2 w1 v the end of v, the new terminal point of w is x (v1 + w1 , v2 + w2 ), so by the definition of v + w v1 + w 1 w1 v1 0 this must be the terminal point of v + w. This Figure 1.2.5 proves (b). QED Theorem 1.4. Let v = (v1 , v2 , v3 ), w = (w1 , w2 , w3 ) be vectors in (a) kv = (kv1 , kv2 , kv3 ) (b) v + w = (v1 + w1 , v2 + w2 , v3 + w3 ) The following theorem summarizes the basic laws of vector algebra. Theorem 1.5. For any vectors u, v, w, and scalars k, l, we have (a) v + w = w + v Commutative Law (b) u + (v + w) = (u + v) + w (c) v + 0 = v = 0 + v (d) v + (−v) = 0 (e) k(lv) = (kl)v (f) k(v + w) = kv + kw (g) (k + l)v = kv + lv Associative Law Additive Identity Additive Inverse Associative Law Distributive Law Distributive Law

3,

let k be a scalar. Then

Proof: (a) We already presented a geometric proof of this in Figure 1.2.4(a). (b) To illustrate the difference between analytic proofs and geometric proofs in vector algebra, we will present both types here. For the analytic proof, we will use vectors in 3 (the proof for 2 is similar).

12

**CHAPTER 1. VECTORS IN EUCLIDEAN SPACE
**

3.

Let u = (u1 , u2 , u3 ), v = (v1 , v2 , v3 ), w = (w1 , w2 , w3 ) be vectors in u + (v + w) = (u1 , u2 , u3 ) + ((v1 , v2 , v3 ) + (w1 , w2 , w3 )) = (u1 , u2 , u3 ) + (v1 + w1 , v2 + w2 , v3 + w3 )

Then

by Theorem 1.4(b)

= (u1 + (v1 + w1 ), u2 + (v2 + w2 ), u3 + (v3 + w3 )) by Theorem 1.4(b) = ((u1 + v1 ) + w1 , (u2 + v2 ) + w2 , (u3 + v3 ) + w3 ) by properties of real numbers = (u1 + v1 , u2 + v2 , u3 + v3 ) + (w1 , w2 , w3 ) = (u + v) + w This completes the analytic proof of (b). Figure 1.2.6 provides the geometric proof.

u + (v + w) = (u + v) + w

by Theorem 1.4(b)

v+w u u+v

w

Figure 1.2.6

v Associative Law for vector addition

(c) We already discussed this on p.10. (d) We already discussed this on p.10. (e) We will prove this for a vector v = (v1 , v2 , v3 ) in k(lv) = k(lv1 , lv2 , lv3 ) = (klv1 , klv2 , klv3 ) = (kl)(v1 , v2 , v3 ) = (kl)v (f) and (g): Left as exercises for the reader.

QED 3

(the proof for

2

is similar):

by Theorem 1.4(a) by Theorem 1.4(a) by Theorem 1.4(a)

A unit vector is a vector with magnitude 1. Notice that for any nonzero vector v, v 1 the vector v is a unit vector which points in the same direction as v, since v > 0

v and v = v = 1. Dividing a nonzero vector v by v is often called normalizing v. v There are specific unit vectors which we will often use, called the basis vectors: i = (1, 0, 0), j = (0, 1, 0), and k = (0, 0, 1) in 3 ; i = (1, 0) and j = (0, 1) in 2 . These are useful for several reasons: they are mutually perpendicular, since they lie on distinct coordinate axes; they are all unit vectors: i = j = k = 1; every vector can be written as a unique scalar combination of the basis vectors: v = (a, b) = a i + b j in 2 , v = (a, b, c) = a i + b j + c k in 3 . See Figure 1.2.7.

1.2 Vector Algebra

z z

13

2 y y 1 k

v = (a, b, c)

2 1 j 0

v = (a, b) bj

ck y 1 2 x

(c)

3

y ai 0 bj

x i 1

(a)

2

x 0 ai

(b) v = a i + b j

i 0 j 1 x 2

2

(d) v = a i + b j + c k

Figure 1.2.7

Basis vectors in different dimensions

When a vector v = (a, b, c) is written as v = a i+b j+c k, we say that v is in component form, and that a, b, and c are the i, j, and k components, respectively, of v. We have: v = v1 i + v2 j + v3 k, k a scalar =⇒ kv = kv1 i + kv2 j + kv3 k v = v1 i + v2 j + v3 k, w = w1 i + w2 j + w3 k =⇒ v + w = (v1 + w1 )i + (v2 + w2 )j + (v3 + w3 )k v = v1 i + v2 j + v3 k =⇒ v = Example 1.4. Let v = (2, 1, −1) and w = (3, −4, 2) in v2 + v2 + v2 1 2 3

3.

(a) Find v − w. Solution: v − w = (2 − 3, 1 − (−4) − 1 − 2) = (−1, 5, −3) (b) Find 3v + 2w. Solution: 3v + 2w = (6, 3, −3) + (6, −8, 4) = (12, −5, 1) (c) Write v and w in component form. Solution: v = 2 i + j − k, w = 3 i − 4 j + 2 k (d) Find the vector u such that u + v = w. Solution: By Theorem 1.5, u = w−v = −(v−w) = −(−1, 5, −3) = (1, −5, 3), by part(a). (e) Find the vector u such that u + v + w = 0. Solution: By Theorem 1.5, u = −w − v = −(3, −4, 2) − (2, 1, −1) = (−5, 3, −1). (f) Find the vector u such that 2u + i − 2 j = k. 1 Solution: 2u = −i + 2 j + k =⇒ u = − 2 i + j + 1 k 2 (g) Find the unit vector Solution:

v v v v

. (2, 1, −1) =

1 √ 2 √ , √ , −1 6 6 6

= √

1 22 +12 +(−1)2

14

CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

We can now easily prove Theorem 1.1 from the previous section. The distance d between two points P = (x1 , y1 , z1 ) and Q = (x2 , y2 , z2 ) in 3 is the same as the length of the vector w − v, where the vectors v and w are defined as v = (x1 , y1 , z1 ) and w = (x2 , y2 , z2 ) (see Figure 1.2.8). So since w − v = (x2 − x1 , y2 − y1 , z2 − z1 ), then d = w − v = (x2 − x1 )2 + (y2 − y1 )2 + (z2 − z1 )2 by Theorem 1.2.

z P(x1 , y1 , z1 ) w−v v w 0 x Q(x2 , y2 , z2 ) y

Figure 1.2.8

Proof of Theorem 1.2: d = w − v

A

Exercises ©

¨

**1. Let v = (−1, 5, −2) and w = (3, 1, 1). (a) Find v − w. (b) Find v + w. (e) Find
**

1 2 (v

(c) Find

v v

.

(d) Find

1 2 (v

+ w) .

(f) Find −2 v + 4 w.

(g) Find v − 2 w.

− w) .

(h) Find the vector u such that u + v + w = i. (i) Find the vector u such that u + v + w = 2 j + k. (j) Is there a scalar m such that m(v + 2 w) = k? If so, find it. 2. For the vectors v and w from Exercise 1, is v − w = v − w ? If not, which quantity is larger? 3. For the vectors v and w from Exercise 1, is v + w = v + w ? If not, which quantity is larger?

B

4. Prove Theorem 1.5(f) for

3.

5. Prove Theorem 1.5(g) for

3.

C

6. We know that every vector in 3 can be written as a scalar combination of the vectors i, j, and k. Can every vector in 3 be written as a scalar combination of just i and j, i.e. for any vector v in 3 , are there scalars m, n such that v = m i + n j? Justify your answer.

3. . We will now see one type of multiplication of vectors. We will always choose the smallest nonnegative angle θ between them. v3 ) and w = (w1 . and so (u · v) · w is not defined since the left side of that dot product (the part in parentheses) is a scalar and not a vector. which we will now develop as a consequence of the analytic definition. we did not define multiplication of a vector by a vector.3. v. (1. Any two nonzero vectors with the same initial point have two angles between them: θ and 360◦ − θ. called the dot product. Definition 1. w3 ) be vectors in The dot product of v and w. Why? Because for vectors u. The angle between two nonzero vectors with the same initial point is the smallest angle between them.1. So the associative law that holds for multiplication of numbers and for addition of vectors (see Theorem 1. There is a geometric way of defining the dot product. does not hold for the dot product of vectors. 3.6) the dot product is: (1. Let v = (v1 . Also notice that we defined the dot product in an analytic way. denoted by v · w.5(b). by referencing vector coordinates.3 Dot Product You may have noticed that while we did define multiplication of a vector by a scalar in the previous section on vector algebra. is given by: v · w = v1 w1 + v2 w2 + v3 w3 Similarly. v2 . Definition 1. w2 .6. the dot product u · v is a scalar.e. w. not a vector. so that 0◦ ≤ θ ≤ 180◦ .(e)). w2 ) in v · w = v1 w1 + v2 w2 2. v2 ) and w = (w1 .1 Angle between vectors We can now take a more geometric view of the dot product by establishing a relationship between the dot product of two vectors and the angle between them. For vectors v = v1 i + v2 j + v3 k and w = w1 i + w2 j + w3 k in component form. the dot product is still v · w = v1 w1 + v2 w2 + v3 w3 .1.7. See Figure 1. for vectors v = (v1 .3 Dot Product 15 1.7) Notice that the dot product of two vectors is a scalar. θ θ 360 − θ (a) 0◦ < θ < 180◦ ◦ 360◦ − θ θ 360◦ − θ (b) θ = 180◦ (c) θ = 0◦ Figure 1. i. We do not define the angle between the zero vector and any other vector.

5. so since v 0 and w 0 then v· w . z v θ 0 x Figure 1. since v > 0 and w > 0. We will write v ⊥ w to indicate that v and w are perpendicular. . then cos θ = 1 1 v· w = √ √ = √ ≈ 0.3. −4. and let θ be the angle between them. v3 − w3 ). w be nonzero vectors. v3 ) and w = (w1 . v2 − w2 . v = 6. −1) and w = (3.3. we have v−w 2 = v 2 + w 2 −2 v w cos θ (1. Let v = (v1 . √ √ Solution: Since v · w = (2)(3) + (1)(−4) + (−1)(1) = 1. we have the following important corollary to Theorem 1.8) Proof: We will prove the theorem for vectors in 3 (the proof for 2 is similar).9) gives + w 2 −2 v w cos θ = (v1 − w1 )2 + (v2 − w2 )2 + (v3 − w3 )2 −2 v + w 2 − 2(v · w) .6.16 CHAPTER 1.7. Find the angle θ between the vectors v = (2. By the Law of Cosines (see Figure 1. Then cos θ = v· w v w (1. expanding v − w v 2 2 in equation (1.2 w v−w y Since v − w = (v1 − w1 . VECTORS IN EUCLIDEAN SPACE Theorem 1.41◦ v w 6 26 2 39 Two nonzero vectors are perpendicular if the angle between them is 90◦ . and w = 26.9) (note that equation (1.6: · Corollary 1. QED cos θ = v w = v = (v2 + v2 + v2 ) + (w2 + w2 + w2 ) − 2(v1 w1 + v2 w2 + v3 w3 ) 1 2 3 1 2 3 2 = (v2 − 2v1 w1 + w2 ) + (v2 − 2v2 w2 + w2 ) + (v2 − 2v3 w3 + w2 ) 1 1 2 2 3 3 Example 1.2). 1.9) holds even for the “degenerate” cases θ = 0◦ and 180◦ ). Since cos 90◦ = 0. w3 ). v2 . 1).08 =⇒ θ = 85. Two nonzero vectors v and w are perpendicular if and only if v· w = 0. so w cos θ = −2(v · w) . Let v. w2 .

We will prove part (f). 5. v ⊥ w since v · w = (−1)(3) + (5)(1) + (−2)(1) = 0. If θ is the angle between nonzero vectors v and w. See Figure 1. 5 QED Also known as the Cauchy-Schwarz-Buniakovski Inequality. −2) and w = (3. so |v · w| = |cos θ| v w . The following theorem summarizes the basic properties of the dot product.3 Dot Product Since cos θ > 0 for 0◦ ≤ θ < 90◦ and cos θ < 0 for 90◦ < θ ≤ 180◦ . Then by Theorem 1.3 Sign of the dot product & angle between vectors Example 1. respectively. or zero. 1. then > 0 for 0◦ ≤ θ < 90◦ v · w is 0 for θ = 90◦ < 0 for 90◦ < θ ≤ 180◦ 17 By Corollary 1. 1) perpendicular? Solution: Yes. . and so the inequality holds trivially.8. or a right angle. w 0◦ ≤ θ < 90◦ v (a) v · w > 0 w 90◦ < θ ≤ 180◦ v (b) v · w < 0 w θ = 90◦ v (c) v · w = 0 Figure 1. (f) If either v = 0 or w = 0. Theorem 1. and are left to the reader as exercises. depending on whether the dot product is positive.6. obtuse. So assume that v and w are nonzero vectors. For any vectors u. v · w = cos θ v w . so |v · w| ≤ v w since |cos θ| ≤ 1. we also have: Corollary 1.3. v. and scalar k. negative. we have (a) v · w = w · v Commutative Law (b) (kv) · w = v · (kw) = k(v · w) Associative Law (c) v · 0 = 0 = 0 · v (d) u · (v + w) = u · v + u · w Distributive Law Distributive Law Cauchy-Schwarz Inequality5 (e) (u + v) · w = u · w + v · w (f) |v · w| ≤ v w Proof: The proofs of parts (a)-(e) are straightforward applications of the definition of the dot product.9.6. the dot product can be thought of as a way of telling if the angle between two vectors is acute.3.1. w.3. then v · w = 0 by part (c).8. Are the vectors v = (−1.

Calculate v · w. (c) Since v = w + (v − w). −4. then their span is a line. 1. we see that if u · v = 0 and u · w = 0. 3). l. then u · (kv + lw) = k(u · v) + l(u · w) = k(0) + l(0) = 0 for all scalars k.3. 2. VECTORS IN EUCLIDEAN SPACE Using Theorem 1.18 CHAPTER 1. we have (a) v 2 = v · v (b) v + w ≤ v + w Triangle Inequality (c) v − w ≥ v − w Proof: (a) Left as an exercise for the reader. we have v+w 2 = v ≤ v ≤ v = (v + w) · (v + w) = v · v + v · w + w · v + w · w 2 2 2 + 2 |v · w| + w +2 v + 2(v · w) + w 2 2 .9. If nonzero vectors v and w are parallel. Let v = −3 i − 2 j − k and w = 6 i + 4 j + 2 k. For Exercises 3-8. we have the following fact: If u ⊥ v and u ⊥ w.9. the most important of which is the Triangle Inequality. The dot product can be used to derive properties of the magnitudes of vectors. Another way of saying this is with the familiar statement “the shortest distance between two points is a straight line. if they are not parallel. Thus. QED The Triangle Inequality gets its name from the fact that in any triangle.9(f) we have 2 w + w = ( v + w )2 and so v + w ≤ v + w after taking square roots of both sides. no one side is longer than the sum of the lengths of the other two sides (see Figure 1. so subtracting w from both sides gives v − w ≤ v − w . then v = w + (v − w) ≤ w + v − w by the Triangle Inequality. so by Theorem 1. then u ⊥ (kv + lw) for all scalars k. so since a ≤ |a| for any real number a.” ¨ v+w w v Figure 1. So what we showed above is that a vector which is perpendicular to two other vectors is also perpendicular to their span. we have . For vectors v and w.3. which proves (b).4 A Exercises © 1. Calculate v · w. l. the collection of all scalar combinations kv + lw is called the span of v and w. (b) By part (a) and Theorem 1. as given in the following theorem: Theorem 1. w. For any vectors v.4). Let v = (5.10. . then their span is a plane. find the angle θ between the vectors v and w. −2) and w = (4.

−1). w from Exercise 5. 1. 10. 2. Prove that v − w ≤ v − w for all v. For v. 16. v = (5. 4) 6. 1. w = 3 i + 2 j + 4k 19 9. verify the Cauchy-Schwarz Inequality |v · w| ≤ v 13. and k. v = (4. v = (2. verify the Triangle Inequality v + w ≤ v + w .) . −10). 2. w . w = (2. and cos α. 4. 4) and w = (0. β. Prove Theorem 1. C 21. −4. Prove or give a counterexample: If v · w = 0 for all v. cos γ are called the direction cosines. For v. Prove Theorem 1. 3 w .9(d). 2. For v. 3) and w = (−2. 19. w from Exercise 6. −2). Show that cos2 α + cos2 β + cos2 γ = 1.5). B Note: Consider only vectors in 15. and γ be the angles between a nonzero vector v in 3 and the vectors i. v = − i + 2 j + k. 0) 7. Prove Theorem 1. For nonzero vectors v and w.3. w = (1.) v L u Figure 1.9(e). then v = w. Prove Theorem 1. Let α. 25. Prove Theorem 1. then w = 0. 11.3.10(a). v = (7. 3) 5. verify the Triangle Inequality v + w ≤ v + w . 4.9(a). −2) 8. for Exercises 15-25. w = −3 i + 6 j + 3 k 4. 0. 17. Let v = (6. 1. w = (4. Prove or give a counterexample: If u · v = u · w for all u.9(b). Let v = (8. 4). then v = w. v = i. Show that |v · w| u = . 23. 4).9(c). w. verify the Cauchy-Schwarz Inequality |v · w| ≤ v 12. −1).5 w 26. 24. Prove or give a counterexample: If u · v = u · w. respectively. w from Exercise 5. 20. j.3 Dot Product 3. 18. 14. γ are often called the direction angles of v. Is v ⊥ w? Justify your answer. 6. Is v ⊥ w? Justify your answer. cos β. (Note: α. β. w = (8. w (Hint: Consider the angle between v and w. 22. the projection of v onto w (sometimes written as pro jw v) is the vector u along the same line L as w whose terminal point is obtained by dropping a perpendicular line from the terminal point of v to L (see Figure 1.1. w from Exercise 6. Prove Theorem 1. For v. −2.

w3 ) be vectors in product of v and w. denoted by v × w. Solution: Since i = (1.8. .20 CHAPTER 1. 0). but we will see the geometric basis for it shortly. v3 w1 − v1 w3 . not a vector.7. is only defined for vectors in 3 . is the vector in 3 given by: v × w = (v2 w3 − v3 w2 . v2 . The cross (1. then it is perpendicular to the span of v and w. If the cross product v × w of two nonzero vectors v and w is also a nonzero vector. 1. however. we have the following: Corollary 1.11.3 we defined the dot product. then it is perpendicular to both v and w. If the cross product v × w of two nonzero vectors v and w is also a nonzero vector. 1) =k Similarly it can be shown that j × k = i and k × i = j. v1 w2 − v2 w1 ) z 3. This product. In this section we will define a product of two vectors that does result in another vector. (0)(0) − (1)(0). the cross product of the given vectors was perpendicular to both those vectors. Definition 1. which gave a way of multiplying two vectors. Let v = (v1 . x 1 k = i× j 1 y i 0 j 1 Figure 1.9.4 Cross Product In Section 1. then i × j = ((0)(0) − (0)(1). = v1 v2 w3 − v1 v2 w3 + w1 v2 v3 − w1 v2 v3 + v1 w2 v3 − v1 w2 v3 ∴ v × w ⊥ v by Corollary 1.10) Example 1. The resulting product. v3 ) = v2 w3 v1 − v3 w2 v1 + v3 w1 v2 − v1 w3 v2 + v1 w2 v3 − v2 w1 v3 = 0 . It turns out that this will always be the case. v3 w1 − v1 w3 . Theorem 1. w2 . (1)(1) − (0)(0)) = (0. v2 . after rearranging the terms. was a scalar.1 In the above example. 0. The definition may appear strange and lacking motivation. called the cross product. Find i × j. The proof that v × w ⊥ w is similar. 0) and j = (0.7. v1 w2 − v2 w1 ) · (v1 . VECTORS IN EUCLIDEAN SPACE 1.12. v3 ) and w = (w1 . 0.4. QED As a consequence of the above theorem and Theorem 1. Proof: We will show that (v × w) · v = 0: (v × w) · v = (v2 w3 − v3 w2 .

then sin θ ≥ 0.4. It turns out (see Appendix B) that the direction of v × w is given by the right-hand rule. and v2 w2 on the right side gives 1 1 2 2 3 3 2 = v2 (w2 + w2 + w2 ) + v2 (w2 + w2 + w2 ) + v3 (w2 + w2 + w2 ) 2 3 1 2 3 2 1 2 3 1 1 2 − (v1 w2 + v2 w2 + v2 w2 + 2(v1 w1 v2 w2 + v1 w1 v3 w3 + v2 w2 v3 w3 )) 3 3 1 2 2 2 = v2 w2 − 2v2 w2 v3 w3 + v2 w2 + v2 w1 − 2v1 w1 v3 w3 + v2 w2 + v2 w2 − 2v1 w1 v2 w2 + v2 w2 2 3 3 2 3 1 3 1 2 2 1 2 = (v1 + v2 + v2 )(w2 + w2 + w2 ) 2 3 1 2 3 − ((v1 w1 )2 + (v2 w2 )2 + (v3 w3 )2 + 2(v1 w1 )(v2 w2 ) + 2(v1 w1 )(v3 w3 ) + 2(v2 w2 )(v3 w3 )) so using (a + b + c)2 = a2 + b2 + c2 + 2ab + 2ac + 2bc for the subtracted term gives 2 = (v1 + v2 + v2 )(w2 + w2 + w2 ) − (v1 w1 + v2 w2 + v3 w3 )2 2 3 1 2 3 2 = v w 2 = v = v v× w 2 2 2 2 w = v w (v · w)2 . w in 3 is a plane P. v × w form a right-handed system. nonparallel vectors v.1 that this means that you can point your thumb upwards in the direction of v × w while rotating v towards w with the remaining four fingers.4. w. there are two possible directions for v× w. that is. where θ is the angle between v and w.2.4 Cross Product 21 The span of any two nonzero. so we have: . for nonzero vectors v.1. z v θ w x 0 P v× w y −v × w Direction of v × w Figure 1. so the above corollary shows that v × w is perpendicular to that plane. Recall from Section 1. so 2 − (v · w)2 1− 2 sin2 θ . since v > 0 and w > 0. v2 w2 . one the opposite of the other. and since 0◦ ≤ θ ≤ 180◦ . As shown in Figure × 1.6 v 2 w 2 w 2 (1 − cos2 θ) . w: v× w 2 = (v2 w3 − v3 w2 )2 + (v3 w1 − v1 w3 )2 + (v1 w2 − v2 w1 )2 = v2 (w2 + w2 ) + v2 (w2 + w2 ) + v2 (w2 + w2 ) − 2(v1 w1 v2 w2 + v1 w1 v3 w3 + v2 w2 v3 w3 ) 1 2 3 2 1 3 3 1 2 and now adding and subtracting v2 w2 .2 We will now derive a formula for the magnitude of v × w. the vectors v. so by Theorem 1.

Let θ be the angle between v and w. w (as vectors in A = v× w is: . The area APQR of 1 △PQR is 2 bh.4. So we see that b= v and h = w sin θ 1 v w sin θ 2 1 v× w = 2 of the parallelogram PQRS is twice the area of the triangle APQR = APQRS = v w sin θ So since the area APQRS △PQR.3. where b is the base of the triangle and h is the height. like for any other vector. as in the following example. P h θ Q b R Figure 1. when the magnitude of the cross product can be calculated directly. w (as vectors in A= 1 v× w 2 3) 3) is: (b) The area A of a parallelogram with adjacent sides v. as shown in Figure 1. Example 1.4.8. Let △PQR and PQRS be a triangle and parallelogram. we have proved the following theorem: Theorem 1. in 3 .11) It may seem strange to bother with the above formula. and identify the sides QR and QP with vectors v and w.22 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE If θ is the angle between nonzero vectors v and w in v× w = v w sin θ 3. then (1.13. Area of triangles and parallelograms (a) The area A of a triangle with adjacent sides v.8.3 Q S w θ v R P h S Think of the triangle as existing in 3 . then By the discussion in Example 1. respectively. respectively. The formula is more useful for its applications in geometry.

4 Cross Product 23 It may seem at first glance that since the formulas derived in Example 1.1. 8. 4 2 . 2 S So we can write v = (−3.5. 3). 29) 2 1 √ 1 (−155)2 + (−190)2 + 292 = 60966 = 2 2 A ≈ 123. 2). and R = (−5. 7. However. −7) = (−7. 2) = (−3. Theorem 1. −7) = (1. (1)(8) − (3)(−7)) = 2 1 = (−155. 4). 3. 4) − (4. −7). −1. 0). 4. (25)(−7) − (1)(15). 8) 1 1 v× w = (1. 18) − (2. 2 can be thought of as the subset of 3 such that the z-coordinate is always 0. −1. 12.46 A= v 0 x P(2. (−3)(2) − (−1)(1)) 2 3 4 Figure 1. We would get a different formula for the area if we had picked PQ and PR as the adjacent sides.4. where P = (2. − − → − − → y Solution: Let v = S P and w = S R. where P = (1.4. 4. R = (5. 3. 2. so the area A of the triangle △PQR is R(−5. 15) 2 2 1 ((3)(15) − (25)(8).13 is valid. −5) 0 1 = ((−1)(0) − (0)(2). 2) = (1.10. 18). 2). Calculate the area of the triangle △PQR. and S = (4. 25) × (−7. Q(3.8 were for the adjacent sides QP and QR only. 4. and Theorem 1. but it can be shown (see Exercise 26) that the different formulas would yield the same value. Q = (3. 0) and w = (1. −190.9. Q = (2. −7) Figure 1. as in Figure 1. 0.13 makes it simpler to calculate the area of a triangle in 3-dimensional space than by using traditional geometric methods. 4. 0) × (1. 8) − (2.4 w y Example 1. (0)(1) − (−3)(0).5 5 A=5 . 8). 1) − (4.13 that the formulas hold for any adjacent sides are not justified.4. −1) and w = (5. 12. Then R v = (1. so the choice of adjacent sides indeed does not matter. − − → − − → z Solution: Let v = PQ and w = PR. 2. then the more general statements in Theorem 1. 15). 7. and the cross product is only But these are vectors in Q w 3 defined for vectors in 3 . as in Figure 1. 25) and w = (−5.4. Example 1. Calculate the area of the parallelogram PQRS . 1).4. Then the v 1 P area A of PQRS is x A = v × w = (−3. 8. 0) = (0. 18) Then v = (3. 12. 7.

Theorem 1. We will prove parts (a) and (g) and leave the rest to the reader as exercises. i. .11. Figure 1. k3 ≤ 1. w in 3 . VECTORS IN EUCLIDEAN SPACE The following theorem summarizes the basic properties of the cross product.6 × (g) If either v or w is 0 then v× w = 0 by part (e). v1 w2 − v2 w1 ) z v v× w y w x 0 = −(v3 w2 − v2 w3 . v3 in 3 .4. we have: v × w = (v2 w3 − v3 w2 .4. we have i× j = k j × i = −k j× k = i k × j = −i k× i = j i × k = −j i× i = j× j = k× k = 0 Recall from geometry that a parallelepiped is a 3-dimensional solid with 6 faces. k2 . v. then by formula (1. v2 w1 − v1 w2 ) = −(w2 v3 − w3 v2 . So since 0◦ ≤ θ ≤ 180◦ .6 6 An equivalent definition of a parallelepiped is: the collection of all scalar combinations k1 v1 +k2 v2 +k3 v3 of some vectors v1 . Adding to Example 1. they are parallel. For any vectors u.11). If both v and w are nonzero. and θ is the angle between them.e. QED Example 1.7.24 CHAPTER 1. where 0 ≤ k1 . we have (a) v × w = −w × v Anticommutative Law (b) u × (v + w) = u × v + u × w Distributive Law (c) (u + v) × w = u × w + v × w Distributive Law (d) (kv) × w = v × (kw) = k(v × w) (e) v × 0 = 0 = 0 × v (f) v × v = 0 (g) v × w = 0 if and only if v w Associative Law Proof: The proofs of properties (b)-(f) are straightforward. and scalar k. w1 v2 − w2 v1 ) = −w × v w× v Note that this says that v × w and w × v have the same magnitude but opposite direction (see Figure 1. which is true if and only if sin θ = 0 (since v > 0 and w > 0). so v and w are scalar multiples. all of which are parallelograms.6). v × w = 0 if and only if v w sin θ = 0. w3 v1 − w1 v3 . and either v = 0 = 0w or w = 0 = 0v.14. v1 w3 − v3 w1 . v3 w1 − v1 w3 . v2 . (a) By the definition of the cross product and scalar multiplication. then sin θ = 0 if and only if θ = 0◦ or 180◦ . But the angle between v and w is 0◦ or 180◦ if and only if v w.

Solution: Recall that the volume of a par. w in 3 .4. we have the following result: For any vectors u.7 In Example 1. The proof of the following theorem is left as an exercise for the reader: . Repeating this with the base determined by w and u.4. where θ is the angle between u and v × w.12. then picking the wrong order for the three adjacent sides in the scalar triple product in formula (1. because the vector u is on the same side of the base parallelogram’s plane as the vector × v× w (so that cos θ > 0).12) Since v × w = −w × v for any vectors v. the volume is w · (u × v). Another type of triple product is the vector triple product u × (v × w). and not − u cos θ. w in 3 represent any three adjacent sides of a parallelepiped.v × w allelepiped is the area A of the base parallelogram times the height h. v. as in Figure 1. So taking the absolute value of the scalar triple product for any order of the three adjacent sides will always give the volume: Theorem 1.15. u v× w vol(P) = A h u u · (v × w) = v× w u v× w = u · (v × w) cos θ = h v Parallelepiped P Figure 1. then the volume of the parallelepiped is |u · (v × w)|.7.) (1. Volume of a parallelepiped: Let the vectors u. v. u · (v × w) = w · (u × v) = v · (w × u) (Note that the equalities hold trivially if any of the vectors are 0.1.12 the height h of the parallelepiped is u cos θ. Hence.13(b). w in 3 represent adjacent sides of a parallelepiped P. v. then repeating the same steps using the base determined by u and v (since w is on the same side of that base’s plane as u × v). By Theorem 1.6 we know that u · (v × w) . And we can see that since v× w is θ perpendicular to the base parallelogram dew termined by v and w. the area A of the base parallelogram × × is v× w . If vectors u. By Theorem u 1. Show that the volume of P is the scalar triple product u · (v × w).12) will give you the negative of the volume of the parallelepiped. w in 3. then the height h is u cos θ.4 Cross Product 25 Example 1. Since the volume is the same no matter which base and height we use.

We will not go too deeply into the theory of determinants7 . In particular. 2. 0) = (14. It is often easier to use the component form for the cross product. v and w are coplanar). 7 See A NTON and R ORRES for a fuller development. u × (v × w) is perpendicular to both u and v × w = (0.8). Example 1.8 For vectors v = v1 i + v2 j + v3 k and w = w1 i + w2 j + w3 k in component form. 18. w in u × (v × w) = (u · w)v − (u · v)w (1. 14. 0) − (6. since that plane is itself perpendicular to v × w. u × (v × w). 0). which could be any vector? The following example may help to see how this works. we will just cover what is essential for our purposes. This makes sense since. then u × (v × w) = (u · w)v − (u · v)w = (8. . u × (v × w) is perpendicular to both u and v × w. 4).4. Theorem 1. w = (1. v. being perpendicular to v × w means that u × (v × w) lies in the plane containing v and w. 4) (see Figure 1. 0) = 7 (2. 2. the cross product is written as: v × w = (v2 w3 − v3 w2 )i + (v3 w1 − v1 w3 )j + (v1 w2 − v2 w1 )k.13. 0.26 CHAPTER 1.4.16. Find u × (v × w) for u = (1. But then how is u × (v × w) also perpendicular to u. Also. For any vectors u.13). v = (2. −4. because it can be represented as a determinant.13) An examination of the formula in Theorem 1. 2. VECTORS IN EUCLIDEAN SPACE 3. 3. 0).11. By the right side of formula (1. v× w z u y 0 u × (v × w) v w x Figure 1. 0) Note that v and w lie in the xy-plane.e. 3. and hence lies in the plane containing v and w (i. Solution: Since u · v = 6 and u · w = 7. we see that u × (v × w) is a scalar combination of v and w. by Theorem 1. and that u × (v × w) also lies in that plane. 0) − 6 (1.16 gives some idea of the geometry of the vector triple product.

14) and its determinant is given by the formula: One way to remember the above formula is the following: multiply each scalar in the first row by the determinant of the 2 × 2 matrix that remains after removing the row and column that contain that scalar. b. written as a b c d or a b c d 27 where a. then sum those products up. 1 2 = (1)(4) − (2)(3) = 4 − 6 = −2 3 4 A 3 × 3 matrix is an array of three rows and three columns of scalars. c. Example 1. d are scalars. The determinant of such a matrix.15. written as a1 a2 a3 a1 a2 a3 b1 b2 b3 or b1 b2 b3 .4 Cross Product A 2 × 2 matrix is an array of two rows and two columns of scalars. c1 c2 c3 c1 c2 c3 a1 a2 a3 b b b b b b b1 b2 b3 = a1 2 3 − a2 1 3 + a3 1 2 c1 c2 c1 c3 c2 c3 c1 c2 c3 (1. 1 0 2 −1 3 4 −1 3 = 1 0 2 1 0 2 − 0 4 3 1 2 + 2 4 −1 = 1(−2 − 0) − 0(8 − 3) + 2(0 + 1) = 0 1 0 .1. c d is the scalar defined by the following formula: a b = ad − bc c d It may help to remember this formula as being the product of the scalars on the downward diagonal minus the product of the scalars on the upward diagonal. putting alternating plus and minus signs in front of each (starting with a plus). Example 1. written as a b c d or det a b .14.

v3 ). u3 ). 2). u2 . Find the volume of the parallelepiped with adjacent sides u = (2. However. then the definition still makes sense. Let v = 4 i − j + 3 k and w = i + 2 k. v = (−1. By Theorem 1. −2) (see Figure 1. and lets us write the cross product of v = v1 i + v2 j + v3 k and w = w1 i + w2 j + w3 k as a determinant: i j k v v3 v v3 v v2 × w = v1 v2 v3 = 2 i − 1 v j + 1 k w2 w3 w1 w3 w1 w2 w1 w2 w3 = (v2 w3 − v3 w2 )i + (v3 w1 − v1 w3 )j + (v1 w2 − v2 w1 )k Example 1.4. w = (w1 . 1. the volume of the parallelepiped P is the absolute value of the scalar triple product of the three adjacent sides (in any order).15. Theorem 1. = 2(−8) − 1(0) + 3(−4) = −28.15) Example 1.9 P z v y vol(P) = |−28| = 28. Solution: By Theorem 1. 1. v2 . The proof is left as an exercise for the reader.28 CHAPTER 1. 3. if we put three vectors in the first row of a 3 × 3 matrix. derived from algebraic operations on scalar entries in a matrix.12. since we would be performing scalar multiplication on those three vectors (they would be multiplied by the 2 × 2 scalar determinants as before). w2 . w = (1. In fact.9). VECTORS IN EUCLIDEAN SPACE We defined the determinant as a scalar. the following theorem provides an alternate definition of the determinant of a 3 × 3 matrix as the volume (or negative volume) of a parallelepiped whose adjacent sides are the rows of the matrix. v = (v1 .4. 2 1 3 2 u · (v × w) = −1 3 1 1 −2 3 2 =2 1 −2 −1 2 − 1 1 −2 −1 3 + 3 1 1 u 0 x w Figure 1. This gives us a determinant that is now a vector. w3 ) in u1 u2 u3 u · (v × w) = v1 v2 v3 w1 w2 w3 3: (1.17. so . 3).17. Then i j k −1 3 × w = 4 −1 3 = v i − 0 2 1 0 2 4 3 j + 1 2 4 −1 k = −2 i − 5 j + k 1 0 The scalar triple product can also be written as a determinant.17. by Example 1. For any vectors u = (u1 .16.

P = (−2. v = (3. 4). Q = (4. v. 0) For Exercises 11-12. u = (1. 4). 2). Calculate (u × v) · (w × z) for u = (1. 0. v = (1.16) = (z · v)(w · u) − (z · u)(w · v) = u·w u·z v· w v· z = (u · w)(v · z) − (u · z)(v · w) (by commutativity of the dot product). 3). 4. 0. 0. 5). 5). 1). −4. 1. w = (2. −2) 12. u = (1. 2). 1. v = i. 1) 10. 2. 1. −2) 15. w = −3 i + 6 j + 3 k For Exercises 7-8. Q = (1. w = (1.1. Q = (1. 9. calculate v × w. 7. 4). P = (2. v = (7. 1. 0.4 Cross Product 29 Interchanging the dot and cross products can be useful in proving vector identities: Example 1. 1. −4. (u × v) · (w × z) = x · (w × z) = w · (z × x) (by formula (1. R = (6. find the volume of the parallelepiped with adjacent sides u. 3). v = (2. 2). −10). 3). v = (−1. Then u· w u· z for all vectors u. 2). w = (5. 3. 6. w. w = (4. 2. S = (3. 2. w = (2. 2. 0. 1. u = (1. 1). v = (5. S = (3. 4) 4. calculate u · (v × w) and u × (v × w). v = (2. 1) For Exercises 13-14. calculate the area of the triangle △PQR. −2). w = (2. 1. 2). v = − i + 2 j + k. A For Exercises 1-6. Prove: (u × v) · (w × z) = Solution: Let x = u × v. −2). 1. 2) 14. 0. 2). −10) 6.12)) = w · (z × (u × v)) = w · ((z · v)u − (z · u)v) (by Theorem 1. −2. R = (2. 1. 0) 8. 2. 0) Exercises © ¨ 2. R = (2. 2. P = (4. z in v·w v·z 3. −10). 1. P = (5. calculate the area of the parallelogram PQRS . z = (2. 3). −1) For Exercises 9-10. . 1. 4. w = 3 i + 2 j + 4k 5. 1. 6). 13. 0. u = (1. −2). 11. 4). w = (2. v = (3. 2). R = (−1. w = (1. Q = (2. 3). w = (7. w. v = (7. 3) 3.18. 5. 0. 3. v.

Show that if v × w = 0 for all w in 18. 23. 3 if and only if u · (v × w) = 0. w lie in the same plane in 30. where a 0.) 25. To do this. v.16. 17. where −u = RP and −v = RQ. show that (u × v) × (w × z) = (z · (u × v))w − (w · (u × v))z and that (u × v) × (w × z) = (u · (w × z))v − (v · (w × z))u Why do both equations make sense geometrically? . Prove Theorem 1. where u = PR. (Hint: Expand both sides of the equation. Show that u. for any scalar k a 2 28.17. For all vectors u. Prove Theorem 1. Prove the Jacobi identity: u × (v × w) + v × (w × u) + w × (u × v) = 0 29.14(b). 27. v.14(c).14(d). 3. under what condition(s) would v × w also be a unit vector in 3 ? Justify your answer. Prove Theorem 1. z in 3. Consider the vector equation a × x = b in 3. 19.30 CHAPTER 1.14(f). + |v · w|2 = v 2 w 2 C 26. Prove the following for all vectors v. Prove Theorem 1. If v and w are unit vectors in 3 . VECTORS IN EUCLIDEAN SPACE B 16. and v = QR. Show that: (a) a · b = 0 b× a (b) x = + ka is a solution to the equation. −w = PQ. Prove Theorem 1. Prove that in Example 1. w. 20. Prove Theorem 1.8 the formula for the area of the triangle △PQR yields the same value no matter which two adjacent sides are chosen. show that 1 1 2 u × (−w) = 2 v × w . 24. 22. then v = 0. show that 2 (−u) × (−v) = 2 v × w .14(e). w = QP as before. w in (a) v × w 2 3: (b) If v · w = 0 and v × w = 0. Prove Theorem 1. 1 1 Similarly. then v = 0 or w = 0. 21.

parallel to a vector Let P = (x0 . in the language of vectors. b. z) given by x = x0 + at. z0 ) be the vector pointing from the origin to P. z P(x0 . the vector r + tv will point to every point on L. y0 .5. We then get the parametric representation of L with the parameter t: For a point P = (x0 . c). z0 ) and nonzero vector v = (a. Line through a point. then the terminal point of the vector r + tv is (x0 + at. y0 . The reason for doing this is simple: using vectors makes it easier to study objects in 3-dimensional Euclidean space. c) in parallel to v consists of all points (x. y. z0 ) r r + tv t<0 x Figure 1. Note that we used the correspondence between a vector and its terminal point. 3. the line L through P z = z0 + ct. y0 . let v = (a.5. then we see from Figure 1. . as t varies over all real numbers. z0 + ct). Since multiplying the vector v by a scalar t lengthens or shrinks v while preserving its direction if t > 0.1). like lines and planes.1. b. Since v = (a. the line L through P parallel to v is given by r + tv. y0 . y0 . That is.1 0 v tv r + tv t>0 y L Let r = (x0 .17) Note that in both representations we get the point P on L by letting t = 0. c) be a nonzero vector.5 Lines and Planes Now that we know how to perform some operations on vectors.1 that every point on the line L can be obtained by adding the vector tv to the vector r for some scalar t. z0 ) be a point in 3 . y0 + bt. we can start to deal with some familiar geometric objects. for − ∞ < t < ∞ (1. and let L be the line through P which is parallel to v (see Figure 1. for − ∞ < t < ∞ (1. y0 .5. We will first consider lines. y = y0 + bt.5 Lines and Planes 31 1. z0 ) and nonzero vector v in 3 . z0 ) is the vector pointing to P. b. and reversing its direction if t < 0. We can summarize the vector representation of L as follows: For a point P = (x0 .16) where r = (x0 .

so we can write the following system of equalities. 3. the line L through P parallel to v consists of all points (x. Solution: (a) Let r = (2. but we do know that x = x0 + at. 2. called the symmetric representation of L: For a point P = (x0 . Example 1. That is an advantage of using vector notation. 5) + t(4. 5) and parallel to the vector v = (4.16). the parametric representation always gives just the points on L and nothing else. 11) and (10. y. say. then we can solve for the parameter t: t = (x − x0 )/a. You may have noticed that the vector representation of L in formula (1. Then the symmetric representation of L would be: x = x0 .2). 6). . z = 5 + 6t. z) given by the equations x − x0 y − y0 z − z0 = = a b c What if. 3. c) in 3 with a. y.5. Write the line L through the point P = (2. z) such that x−2 y−3 z−5 = = 4 −1 6 (d) Letting t = 1 and t = 2 in part(b) yields the points (6. On the other hand. Similar equations Figure 1. the vector representation gives us the vectors whose terminal points make up the line L. z) such that x = 2 + 4t.17). Then by formula (1. Lastly: (d) find two points on L distinct from P. for − ∞ < t < ∞ (b) L consists of the points (x. y − y0 z − z0 = b c (1. 1. So you have to remember to identify the vectors r + tv with their terminal points. These three values all equal the same value t. is zero: t = (y − y0 )/b and t = (z − z0 )/c. b. for − ∞ < t < ∞ (c) L consists of the points (x.19) x0 z L y 0 x = x0 (1.19. if a 0. L is given by: r + tv = (2.2 can be derived for the cases when b = 0 or c = 0. which x is parallel to the yz-plane (see Figure 1. y. b and c all nonzero. VECTORS IN EUCLIDEAN SPACE In formula (1. 3.18) Note that this says that the line L lies in the plane x = x0 . though. (c) symmetric. respectively. 6).16) is more compact than the parametric and symmetric formulas. (b) parametric. −1. We can also solve for t in terms of y and in terms of z if neither b nor c.5. and so x = x0 + 0t = x0 . −1. 17) on L. in the following forms: (a) vector. not just L itself. 5). y0 . y = 3 − t. Technically.32 CHAPTER 1. a = 0 in the above scenario? We can not divide by zero. z0 ) and vector v = (a.

1. Then the line L through P1 and P2 has the following representations: Vector: r1 + t(r2 − r1 ) . for − ∞ < t < ∞ (1. The following is a summary of the vector. z = −4 − 2t. then d = w sin θ. The distance d from P to L is the length of the line segment from P to L which is perpendicular to L (see Figure 1.5. and let L be the line through P1 and P2 . y1 .23) . y = 1 + 3t. we will get the entire line L as t varies over all real numbers. y2 . y1 .3. z2 ) P1 (x1 . 4. Then as we can see from Figure 1. z1 ). y2 . y. y2 . y2 . z2 ) be the vectors pointing to P1 and P2 . y1 . z2 ). respectively. and symmetric forms for the line L: z P2 (x2 . −6) in parametric form. for − ∞ < t < ∞ Parametric: x = x1 + (x2 − x1 )t. P2 = (x2 . z = z1 + (z2 − z1 )t. Solution: By formula (1. So if we multiply the vector r2 − r1 by a scalar t and add it to the vector r1 .4 d L (1.20) Example 1. r2 − r1 is the vector from P1 to P2 . then: d= v× w v P w θ Q v Figure 1.5. z1 ) and P2 = (x2 .3 r2 r1 + t(r2 − r1 ) y Let P1 = (x1 .21) (1. z1 ).20. So since v × w = v w sin θ and v 0.5. and z1 z2 ) (1. If θ is the angle between w and v. −4) and P2 = (4. z) such that x = −3 + 7t. y2 .5 Lines and Planes 33 Line through two points Let P1 = (x1 . Pick a point Q on L. and let r1 = (x1 . Write the line L through the points P1 = (−3. y1 . y1 . parametric.4).5. z2 ) be distinct points in 3 . z1 ) and r2 = (x2 . Symmetric: x − x1 y − y1 z − z1 = = x2 − x1 y2 − y1 z2 − z1 (if x1 x2 . for − ∞ < t < ∞ Distance between a point and a line Let L be a line in 3 in vector form as r + tv (for −∞ < t < ∞). Let r1 = (x1 .22) y = y1 + (y2 − y1 )t. and let w be the vector from Q to P. 1. L consists of the points (x. r2 = (x2 . y1 y2 . z1 ) r2 − r1 L r1 0 x Figure 1. z2 ) be distinct points in 3 . and let P be a point not on L.21).

so 4 0 √ 2218 = √ = 5. with parameters s and t: x = −1 + 3s. y = 8 − 3t.98 62 15 i − 43 j − 12 k v× w = = d= v (7. z) triples equal will result in a system of 3 equations in 2 unknowns (s and t). parallel. 1. even though they are not parallel. 1) to the line L in Example 1. −4) is on L. two lines are either identical. Also. 1. x To determine whether two lines in 3 intersect. −4) = (4.20. y = 2 + 2s.5). 1. 0.5 to use the parametric representation of the lines. skew 0 lines are on parallel planes (see Figure 1. they do not intersect but they L2 y are not parallel. 1) − (−3. 8 − 3t. Find the distance d from the point P = (1. gives the point of intersection (−1. −2). −2) 152 + (−43)2 + (−12)2 72 + 32 + (−2)2 z In 2-dimensional space. Find the point of intersection (if any) of the following lines: x+1 y−2 z−1 = = 3 2 −1 and x+3= y−8 z+3 = −3 2 Solution: First we write the lines in parametric form. However. since the values of the parameters may not be the same at the point of intersection. Since the point Q = (−3. 1 − s) = (−3 + t. 1). we see that we can represent L in vector form as: r + tv. 2 + 2s. Solution: From Example 1.20. z = −3 + 2t The lines intersect when (−1 + 3s. there is an additional possibility: two lines can be skew. it is often easier Figure 1. 1. In 3-dimensional space.34 CHAPTER 1.5. that is. −3 + 2t) for some s. 3. It is clear that two lines L1 and L2 . are parallel (denoted as L1 L2 ) if v1 and v2 are parallel. . Setting the two (x. or L1 they intersect.21.22. Example 1. In this case. then for − − → w = QP = (1. t: −1 + 3s = −3 + t : ⇒ t = 2 + 3s 2 + 2s = 8 − 3t : ⇒ 2 + 2s = 8 − 3(2 + 3s) = 2 − 9s ⇒ 2s = −9s ⇒ s = 0 ⇒ t = 2 + 3(0) = 2 (Note that we had to check this. 2.) 1 − s = −3 + 2t : 1 − 0 = −3 + 2(2) ⇒ 1 = 1 Letting s = 0 in the equations for the first line. 3. y. VECTORS IN EUCLIDEAN SPACE Example 1. respectively. represented in vector form as r1 + sv1 and r2 + tv2 . z = 1 − s and x = −3 + t.5. or letting t = 2 in the equations for the second line. for r = (−3. we have: i j k 3 −2 v × w = 7 3 −2 = i − 0 5 4 0 5 7 −2 j + 4 5 7 3 k = 15 i − 43 j − 12 k . 5). −4) and v = (7. L1 and L2 are perpendicular (denoted as L1 ⊥ L2 ) if v1 and v2 are perpendicular. 1. you should use different parameter variables (usually s and t) for the lines.

y − y0 . Then P consists of the points (x. y0 .5 Lines and Planes We will now consider planes in 3-dimensional Euclidean space. z − z0 ). y. y. . y0 . n r (x. then r ⊥ n and hence n · r = 0. c) be a nonzero vector which is perpendicular to the plane P. z − z0 ) lies in the plane P (see Figure 1. y0 . and let n = (a.23. 1. So if r 0. b.24) where r = (x − x0 . z) be any point in the plane P. z) (x0 . z0 ) be a point in P.25) and combine the constant terms.23 is 2x + 4y + 8z − 22 = 0. Such a vector is called a normal vector (or just a normal) to the plane. Example 1. z) lies in P. b. y. if (x.18.26) (1.25) For example.1.6). Now let (x. or equivalently: a(x − x0 ) + b(y − y0 ) + c(z − z0 ) = 0 The above equation is called the point-normal form of the plane P.5. z) such that: 2(x + 3) + 4(y − 1) + 8(z − 3) = 0 If we multiply out the terms in formula (1. Then the vector r = (x − x0 . 3) and perpendicular to the vector n = (2. let (x0 . y − y0 . 8). we get an equation of the plane in normal form: ax + by + cz + d = 0 (1. the plane P consists of all points (x. And if r = 0 then we still have n · r = 0. y − y0 .5. z0 ) Figure 1. 35 Plane through a point. and suppose it contains a point P0 = (x0 . z − z0 ) 0 and n · r = 0. perpendicular to a vector Let P be a plane in 3 .6 The plane P Conversely. z) is any point in 3 such that r = (x − x0 . the normal form of the plane in Example 1. z0 ). Find the equation of the plane P containing the point (−3. y.25). Solution: By formula (1. Let P be a plane in 3 . then r ⊥ n and so (x. 4. y. c) be a nonzero vector which is perpendicular to P. Let n = (a. This proves the following theorem: Theorem 1. z) satisfying the vector equation: n· r = 0 (1. y.

− − → Solution: Let Q = (2. 2) and S = (3. In fact. simply pick from the two lines a total of three noncollinear points (i.5. −2. −2). −1. the plane P consists of all points (x. 1). 1. −1. R and S are noncollinear points in 3 . S Example 1. We will leave examples of this as exercises for the reader.e. 1. one point from one line and two points from the other). −2) = (5.7 Noncollinear points Q. But two (nonidentical) lines which either intersect or are parallel do determine a plane. So QR and QS (and hence Q. −1) × (1. 1) So using formula (1. then use the technique above. VECTORS IN EUCLIDEAN SPACE Plane containing three noncollinear points In 2-dimensional and 3-dimensional space.25) with the point Q (we could also use R or S ). Then for the vectors QR = −→ − (−1. y. 2) and (3. For if Q. to find the equation of the plane that contains those two lines. three collinear points (i. the plane P has a normal vector − − → −→ − n = QR × QS = (−1.24. all on the same line) do not determine a plane. (1. 1. 1. So two skew lines do not determine a plane. 3). an infinite number of planes would contain the line on which those three points lie. parallel planes. −3. R and S ) lie in the − − → −→ − plane through the point Q with normal vector n = QR × QS (see Figure 1. and so their cross product QR × QS − − → −→ − − − → −→ − is perpendicular to both QR and QS . However.5. 3).7).36 CHAPTER 1.e. 2. In both cases. then QR and QS are nonzero − − −→ → − vectors which are not parallel (by noncollinearity). 2. −1) and QS = (1. as in Example 1. two points determine a line. to write the equation.24. −2. − − → −→ − n = QR × QS − − → QR R S Q −→ − QS Figure 1. 5x − 3y + z − 10 = 0 We mentioned earlier that skew lines in 3 lie on separate. R. three noncollinear points do determine a − − → −→ − plane. . R = (1. z) such that: 5(x − 2) − 3(y − 1) + (z − 3) = 0 or in normal form. Two points do not determine a plane in 3 . Find the equation of the plane P containing the points (2. 1).

3. and let P be a plane with normal form ax + by + cz + d = 0 that does not contain Q.1. 4. Then r 0 since Q does not lie in P.8 D P By Theorem 1.5. Assume that n points toward the side of P where the point Q is located. The distance D is then |cos θ| r .27) Proof: Let R = (x. z0 ) be a point in 3 .25. c) is a normal vector for P. so n r D = |cos θ| r = |a(x0 − x) + b(y0 − y) + c(z0 − z)| √ n r n a2 + b2 + c2 |ax0 + by0 + cz0 − (ax + by + cz)| |ax0 + by0 + cz0 − (−d)| |ax0 + by0 + cz0 + d| = = = √ √ √ a2 + b2 + c2 a2 + b2 + c2 a2 + b2 + c2 r = = If n points away from the side of P where the point Q is located. any plane divides 3 into two disjoint parts. Find the distance D from (2. we know that n = (a. n Q r D θ R Figure 1. Thus. y0 − y. y0 . Let Q = (x0 . b. then 90◦ < θ < 180◦ and so cos θ < 0.5. y. we know that cos θ = n· r n· r n· r . Now.87 35 35 Solution: Recall that the plane is given by 5x − 3y + z − 10 = 0. So .24. and thus repeating the same argument as above still gives the same result.19.8). The following theorem gives a formula for that distance. QED Example 1. D= |5(2) − 3(4) + 1(−5) − 10| 52 + (−3)2 + 12 |−17| 17 = √ = √ ≈ 2. From the normal form equation for P. z) be any point in the plane P (so that ax + by + cz + d = 0) and − − → let r = RQ = (x0 − x.5 Lines and Planes 37 Distance between a point and a plane The distance between a point in 3 and a plane is the length of the line segment from that point to the plane which is perpendicular to the plane. Then 0◦ < θ < 90◦ . so cos θ > 0. Place n so that its initial point is at R. −5) to the plane from Example 1. Theorem 1. z0 − z).6 in Section 1. the distance D is cos θ r = |cos θ| r (see Figure 1. Then the distance D from Q to P is: D= |ax0 + by0 + cz0 + d| √ a2 + b2 + c2 (1. and let θ be the angle between r and n.

n1 × n2 is parallel to the intersection of P1 and P2 . we can write L in the following vector form: L : r + t(n1 × n2 ) . find a common solution (x. then n1 × n2 is parallel to the plane P1 . Example 1. −1). 7. Thus. z) to the two normal form equations of the planes. Since n1 × n2 = (−1.26. z) on both planes will satisfy the following system of two equations in three unknowns: 5x − 3y + z − 10 = 0 2x + 4y − z + 3 = 0 Set x = 0 (why is that a good choice?). they do so in L a line (see Figure 1.28) where r is any vector pointing to a point belonging to both planes. Solution: The plane 5x − 3y + z − 10 = 0 has normal vector n1 = (5. Likewise. i. VECTORS IN EUCLIDEAN SPACE Line of intersection of two planes Note that two planes are parallel if they have normal vectors that are parallel. then the two planes are not parallel and hence will intersect. 7. substituting that into the first equation gives y = 7. 7.9). 31) is on L. 26). y. To find a point in both planes. intersect in a line L. Since n1 and n2 are not scalar multiples.5. y. Then z = 31. 4. respectively. for − ∞ < t < ∞ . Since n1 × n2 ⊥ n1 . Suppose that two planes P1 and P2 with normal vectors n1 and n2 . This can often be made easier by setting one of the coordinate variables to zero. 1) and the plane 2x + 4y − z + 3 = 0 has normal vector n2 = (2. and the planes are perpendicular if their normal vectors are perpendicular. and so the point (0.38 CHAPTER 1. n1 × n2 is parallel to L.9 n1 × n2 ⊥ n2 means that n1 × n2 is also parallel to P2 . which leaves you to solve two equations in just two unknowns. −3.5. 26). for − ∞ < t < ∞ (1. Find the line of intersection L of the planes 5x − 3y + z − 10 = 0 and 2x + 4y − z + 3 = 0. then L is given by: r + t(n1 × n2 ) = (0. z = 31 + 26t. 31) + t(−1. If two planes do intersect.e. Then the above equations are reduced to: −3y + z − 10 = 0 4y − z + 3 = 0 The second equation gives z = 4y + 3. y = 7 + 7t. for − ∞ < t < ∞ or in parametric form: x = −t. A point (x. Thus. 7. Figure 1.

y = 4 + 3t. 12. (0. Q = (0. 1. 2. 5). v = (2. z = 5 + 4t For Exercises 9-10. P = (3. z = −7 − 5s and 10. −10) 6. −1. write the normal form of the plane P containing the point Q and perpendicular to the vector n. Write the normal form of the plane containing the lines from Exercise 9. 8. x = 1 + 6t. P = (1. 6. 4) 14. (b) parametric. 2x − y + z + 2 = 0 18. 0. −2. 0). 3) 13. Find the point(s) of intersection (if any) of the line x−6 = y + 3 = z with the plane 4 x + 3y + 2z − 6 = 0. 3). Q = (6. L : x = −2 − 2t. −3) 3. 0). −2. Q = (5. −3). Write the normal form of the plane containing the lines from Exercise 10. y = 2 + t. 2). 6) For Exercises 13-14. write the line L through the points P1 and P2 in parametric form. 1) 2. 9. y = 4t. 3) For Exercises 5-6. find the point of intersection (if any) of the given lines. −1). −1. 7.1. y = −4 − 3s. L : x = 3 + 2t. 0). (6. x + 2y + z + 4 = 0 For Exercises 19-20. Q = (4. −2). 1. x + 3y + 2z − 6 = 0. P1 = (1. (−3. 1. z = 7 + t 8. −4. find the distance d from the point P to the line L. 1. 3). 3. n = (4. 1. (1. P : 3x − y − 5z + 8 = 0 19. 5. n = (2. (1. 1) 11. (Hint: Put the equations of the line into the equation of the plane. −1). 2). 5. B 21. v = (1.) . find the line of intersection (if any) of the given planes. 3). P2 = (−2. find the distance D from the point Q to the plane P. 2. 5) For Exercises 7-8. −3).5 Lines and Planes 39 A Exercises © ¨ For Exercises 1-4. P : −5x + 2y − 7z + 1 = 0 20. −4. write the line L through the point P and parallel to the vector v in the following forms: (a) vector. 0. 17. 0. P = (2. x = 7 + 3s. 0. and (c) symmetric. For Exercises 17-18. P1 = (4. (4. 4. 1. 16. P = (2. −2). 15. 0). 2. v = (5. v = (7. 3x + y − 5z = 0. P = (0. 1. write the normal form of the plane containing the given points. z = 3 − 2t x−6 x − 11 y − 14 z + 9 = y + 3 = z and = = 4 3 −6 2 For Exercises 11-12. 1) 4. P2 = (3. 0. 1. P = (0.

for some real-valued function F. z z (1. y. z) in 3 which are a fixed distance r (called the radius) from a fixed point P0 = (x0 . since it is “flat”.1 illustrates the vectorial approach to spheres. a plane intersects a sphere either at a single point or in a circle. y.9.40 CHAPTER 1. Figure 1. z0 ) (called the center of the sphere): S = { (x. which we will define informally8 as the solution set of the equation F(x. . given by x2 + y2 = r2 as a subset of 2 ). z) = 0 for the function F(x. z) : (x − x0 )2 + (y − y0 )2 + (z − z0 )2 = r2 } (1. In general. Similarly for the intersections with the xz-plane and the yz-plane. A sphere S is the set of all points (x. VECTORS IN EUCLIDEAN SPACE 1. A plane is an example of a surface. y0 . For example. a plane given by ax+by+cz+d = 0 is the solution set of F(x. z0 ) are vectors. y. z) = 0 in 3 . Surfaces are 2-dimensional.30) x =r x y 0 x − x0 = r x x − x0 (x0 . center (x0 . Definition 1. the most important of which are the sphere and the cylinder.6. 0) 0 x (b) radius r.1(a) that the intersection of the sphere with the xy-plane is a circle of radius r (i. y. 0. y0 . a great circle.6 Surfaces In the previous section we discussed planes in Euclidean space. z) = ax+by+cz+d. z) and x0 = (x0 .6. y0 . z0 ) x0 y x (a) radius r. y.6. In this section we will look at some surfaces that are more complex. y0 . The plane is the simplest surface. this can be written in the equivalent form: S = { x : x − x0 = r } where x = (x.29) Using vector notation. center (0. 8 See O’N EILL for a deeper and more rigorous discussion of surfaces. z0 ) Figure 1. y.1 Spheres in 3 Note in Figure 1.e.

Putting z = 12 into the equation of the sphere gives x2 + y2 + 122 = 169 x2 + y2 = 169 − 144 = 25 = 52 which is a circle of radius 5 centered at (0.2). 4 + √ 6 6 6 . Example 1. which can be determined by completing the square for the x. Is 2x2 + 2y2 + 2z2 − 8x + 4y − 16z + 10 = 0 the equation of a sphere? x2 + y2 + z2 − 4x + 2y − 8z + 5 = 0 (x − 2)2 + (y + 1)2 + (z − 4)2 = 16 Solution: Dividing both sides of the equation by 2 gives (x2 − 4x + 4) + (y2 + 2y + 1) + (z2 − 8z + 16) + 5 − 4 − 1 − 16 = 0 which is a sphere of radius 4 centered at (2. Find the points(s) of intersection (if any) of the sphere from Example 1. so it does intersect the plane z = 12.28 and the line x = 3 + t.29) is multiplied out. b. Putting those two values into 6 the equations of the line gives the following two points of intersection: 4 4 8 2 + √ . c and d. which was (x − 2)2 + (y + 1)2 + (z − 4)2 = 16. Find the intersection of the sphere x2 + y2 + z2 = 169 with the plane z = 12. Conversely. 4 − √ 6 6 6 and 8 4 4 2 − √ . we get an equation of the form: x2 + y2 + z2 + ax + by + cz + d = 0 (1. y = 1 + 2t.29.6. Solution: Put the equations of the line into the equation of the sphere. x Figure 1. −1 − √ .6.27. an equation of this form may describe a sphere. −1. 12).28.6 Surfaces 41 Example 1. z = 3 − t.1. 4). Solution: The sphere is centered at the origin and has √ radius 13 = 169. y and z variables. −1 + √ . parallel to the xy-plane (see Figure 1.2 z z = 12 y 0 If the equation in formula (1.31) for some constants a. and solve for t: (3 + t − 2)2 + (1 + 2t + 1)2 + (3 − t − 4)2 = 16 (t + 1)2 + (2t + 2)2 + (−t − 1)2 = 16 6t2 + 12t − 10 = 0 4 The quadratic formula gives the solutions t = −1 ± √ . 0. Example 1.

42

CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

If two spheres intersect, they do so either at a single point or in a circle. Example 1.30. Find the intersection (if any) of the spheres x2 + y2 + z2 = 25 and x2 + y2 + (z − 2)2 = 16. x2 + y2 + z2 = 25 16 − (z − 2)2 = 25 − z2 x2 + y2 + (z − 2)2 = 16 ⇒ ⇒ ⇒ ⇒ ∴ The intersection is the circle x2 + y2 = x2 + y2 = 25 − z2 , and ⇒

Solution: For any point (x, y, z) on both spheres, we see that

x2 + y2 = 16 − (z − 2)2 , so 4z − 4 = 9

2 2 231 16

z = 13/4

x + y = 25 − (13/4)2 = 231/16 of radius

√ 231 4

≈ 3.8 centered at (0, 0, 13 ). 4

The cylinders that we will consider are right circular cylinders. These are cylinders obtained by moving a line L along a circle C in 3 in a way so that L is always perpendicular to the plane containing C. We will only consider the cases where the plane containing C is parallel to one of the three coordinate planes (see Figure 1.6.3).

z r z r y 0 x

(a) x2 + y2 = r2 , any z

z

y x

r 0

y

0 x

(b) x2 + z2 = r2 , any y

3

(c) y2 + z2 = r2 , any x

Figure 1.6.3 Cylinders in

For example, the equation of a cylinder whose base circle C lies in the xy-plane and is centered at (a, b, 0) and has radius r is (x − a)2 + (y − b)2 = r2 , (1.32)

where the value of the z coordinate is unrestricted. Similar equations can be written when the base circle lies in one of the other coordinate planes. A plane intersects a right circular cylinder in a circle, ellipse, or one or two lines, depending on whether that plane is parallel, oblique9 , or perpendicular, respectively, to the plane containing C. The intersection of a surface with a plane is called the trace of the surface.

9

i.e. at an angle strictly between 0◦ and 90◦ .

1.6 Surfaces

43

3,

The equations of spheres and cylinders are examples of second-degree equations in i.e. equations of the form Ax2 + By2 + Cz2 + Dxy + Exz + Fyz + Gx + Hy + Iz + J = 0 (1.33)

for some constants A, B, . . . , J. If the above equation is not that of a sphere, cylinder, plane, line or point, then the resulting surface is called a quadric surface. One type of quadric surface is the ellipsoid, given by an equation of the form: x2 y2 z2 + + =1 a2 b2 c2 (1.34) a In the case where a = b = c, this is just a sphere. In general, an ellipsoid is egg-shaped (think of an ellipse rotated around its major axis). Its traces in the coordinate planes are ellipses.

0

c

z

y

b

x Figure 1.6.4

Ellipsoid

Two other types of quadric surfaces are the hyperboloid of one sheet, given by an equation of the form: x2 y2 z2 + − =1 (1.35) a2 b2 c2 and the hyperboloid of two sheets, whose equation has the form: x2 y2 z2 − − =1 a2 b2 c2

z z

(1.36)

y 0 0

y

x Figure 1.6.5 Hyperboloid of one sheet

x Figure 1.6.6 Hyperboloid of two sheets

44

CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

For the hyperboloid of one sheet, the trace in any plane parallel to the xy-plane is an ellipse. The traces in the planes parallel to the xz- or yz-planes are hyperbolas (see Figure 1.6.5), except for the special cases x = ±a and y = ±b; in those planes the traces are pairs of intersecting lines (see Exercise 8). For the hyperboloid of two sheets, the trace in any plane parallel to the xy- or xzplane is a hyperbola (see Figure 1.6.6). There is no trace in the yz-plane. In any plane parallel to the yz-plane for which | x| > |a|, the trace is an ellipse. The elliptic paraboloid is another type of quadric surface, whose equation has the form: x2 y2 z + 2 = 2 c a b (1.37)

z

The traces in planes parallel to the xy-plane are ellipses, though in the xy-plane itself the trace is a single point. The y traces in planes parallel to the xz- or yz-planes are parabo0 las. Figure 1.6.7 shows the case where c > 0. When c < 0 the x surface is turned downward. In the case where a = b, the surface is called a paraboloid of revolution, which is often Figure 1.6.7 Paraboloid used as a reflecting surface, e.g. in vehicle headlights.10 A more complicated quadric surface is the hyperbolic paraboloid, given by: x2 y2 z − 2 = 2 c a b (1.38)

100 50 0 -10 z -50 -5 -100-10 -5 0 y 5 10 10 5 0 x

Figure 1.6.8

10

Hyperbolic paraboloid

For a discussion of this see pp. 157-158 in H ECHT.

1.6 Surfaces

45

The hyperbolic paraboloid can be tricky to draw; using graphing software on a computer can make it easier. For example, Figure 1.6.8 was created using the free Gnuplot package (see Appendix C). It shows the graph of the hyperbolic paraboloid z = y2 − x2 , which is the special case where a = b = 1 and c = −1 in equation (1.38). The mesh lines on the surface are the traces in planes parallel to the coordinate planes. So we see that the traces in planes parallel to the xz-plane are parabolas pointing upward, while the traces in planes parallel to the yz-plane are parabolas pointing downward. Also, notice that the traces in planes parallel to the xy-plane are hyperbolas, though in the xy-plane itself the trace is a pair of intersecting lines through the origin. This is true in general when c < 0 in equation (1.38). When c > 0, the surface would be similar to that in Figure 1.6.8, only rotated 90◦ around the z-axis and the nature of the traces in planes parallel to the xz- or yz-planes would be reversed. The last type of quadric surface that we will consider is the elliptic cone, which has an equation of the form: x2 y2 z2 + − =0 a2 b2 c2 (1.39)

z

y The traces in planes parallel to the xy-plane are ellipses, 0 except in the xy-plane itself where the trace is a single point. The traces in planes parallel to the xz- or yz-planes are hyperbolas, except in the xz- and yz-planes themselves where the traces are pairs of intersecting lines. x Notice that every point on the elliptic cone is on a line which lies entirely on the surface; in Figure 1.6.9 these Figure 1.6.9 Elliptic cone lines all go through the origin. This makes the elliptic cone an example of a ruled surface. The cylinder is also a ruled surface. What may not be as obvious is that both the hyperboloid of one sheet and the hyperbolic paraboloid are ruled surfaces. In fact, on both surfaces there are two lines through each point on the surface (see Exercises 11-12). Such surfaces are called doubly ruled surfaces, and the pairs of lines are called a regulus. It is clear that for each of the six types of quadric surfaces that we discussed, the surface can be translated away from the origin (e.g. by replacing x2 by (x − x0 )2 in its equation). It can be proved11 that every quadric surface can be translated and/or rotated so that its equation matches one of the six types that we described. For example, z = 2xy is a case of equation (1.33) with “mixed” variables, e.g. with D 0 so that we get an xy term. This equation does not match any of the types we considered. However, by rotating the x- and y-axes by 45◦ in the xy-plane by means of the coor√ √ dinate transformation x = (x′ − y′ )/ 2, y = (x′ + y′ )/ 2, z = z′ , then z = 2xy becomes the hyperbolic paraboloid z′ = (x′ )2 − (y′ )2 in the (x′ , y′ , z′ ) coordinate system. That is, z = 2xy is a hyperbolic paraboloid as in equation (1.38), but rotated 45◦ in the xy-plane.

11

See Ch. 7 in P OGORELOV.

VECTORS IN EUCLIDEAN SPACE A Exercises © ¨ For Exercises 1-4. (0. 8. Recall that two planes intersect in a line. 0. C 10. 1. i. in this manner. 0) x Figure 1. Find this point (x. Find the point(s) of intersection of the sphere (x − 3)2 + (y + 1)2 + (z − 3)2 = 9 and the line x = −1 + 2t. (Hint: Equation (1. c) 1 0 (x. 0). y. Show that the hyperboloid of one sheet is a doubly ruled surface.12 Find the equation of the sphere that passes through the points (0.6. each point on the surface is on two lines lying entirely on the surface.35) as a2 − c2 = 1 − b2 . 0) in terms of a. 7. 0. c) intersects the xyplane at some point (x. (Note: Every point in the xy-plane can be matched with a point on S ∗ . 0. and vice versa. Let S be the sphere with radius 1 centered at (0. 0. x2 + y2 + z2 + 2x − 2y − 8z + 19 = 0 4. c) be an arbitrary point on S ∗ . 2) and (a. and let S ∗ be S without the “north pole” point (0. 0. B 6. and y2 b2 2 2 − = z c in the xy-plane. x2 + y2 + z2 − 4x − 6y − 10z + 37 = 0 3. points that do not lie in the same plane) determine a sphere. for a proof. b and c. determine if the given equation describes a sphere. b.) 12 z (0. Find the trace of the hyperbolic paraboloid x2 a2 x2 a2 y z + b2 − c2 = 1 in the plane x = a. It can be shown that any four noncoplanar points (i. −4. y. x2 + y2 − z2 + 12x + 2y − 4z + 32 = 0 5.31)) 11. b. 3). y. z = 3 + t. (Hint: Exercise 11) 13. (1. Then the line passing through (0. y = −2 − 3t. b.10 S y See W ELCHONS and K RICKENBERGER. 2).) 12. factor each side. Find the intersection of the spheres x2 + y2 + z2 = 9 and (x − 4)2 + (y + 2)2 + (z − 4)2 = 9. Show that the hyperbolic paraboloid is a doubly ruled surface.10. 2). This method is called stereographic projection.6. find its radius and center. p.46 CHAPTER 1. 3) and (0. 9. . If so.e. Find the intersection of the sphere x2 + y2 + z2 = 9 and the cylinder x2 + y2 = 4. (Hint: Write equation y2 z2 x2 (1. as in Figure 1. Let (a. Find the trace of the hyperboloid of one sheet the trace in the plane y = b. 0). 160. 1). 2) (a.e. 0. 2x2 + 2y2 + 2z2 + 4x + 4y + 4z − 44 = 0 2. −1. which essentially identifies all of 2 with a “punctured” sphere.

y) as a point in 2 .7. Let P = (x. y. z): x = r cos θ y = r sin θ z=z r= x2 + y2 y x z P(x. Cylindrical coordinates are often used when there is symmetry around the z-axis.7 Curvilinear Coordinates 47 1. y.7 Curvilinear Coordinates z (x. θ. θ. z) z y θ = tan−1 φ = cos−1 √ P0 (x. y. 0) where 0 ≤ θ ≤ π if y ≥ 0 and π < θ < 2π if y < 0 Figure 1. y) = (0. as with Cartesian coordinates. and let φ be the angle between that line segment and the positive z-axis (see Figure 1. θ is undefined when (x. Let ρ be the length of the line segment from the origin to P. θ) be its polar coordinates (see Figure 1. 0).1.2 Cylindrical coordinates Spherical coordinates (ρ. we will think of the point as lying on a cylinder or sphere. 0) be the projection of P upon the xy-plane.2).3 Spherical coordinates Both θ and φ are measured in radians. z) and the spherical coordinates (ρ.7. z) z θ = tan−1 z=z 0 x θ x y y r P0 (x. 0). φ is called the zenith angle. Note that r ≥ 0. y. z) = (0. z) are defined as follows: Cylindrical coordinates (r. θ.7.3). φ) of P(x. Instead of referencing a point in terms of Figure 1. . y. then parallel to y the z-axis.7. while spherical coordinates are useful when there is symmetry about the origin. as in Figure 1. let (r. θ. y. The two types of curvilinear coordinates which we will consider are cylindrical and sphery x ical coordinates.7. y. z) are determined by following a family of straight paths from the origin: first z along the x-axis. φ): x = ρ sin φ cos θ y = ρ sin φ sin θ z = ρ cos φ ρ= x2 + y2 + z2 y x z x2 +y2 +z2 z ρ φ 0 x θ x y P(x. Also. these paths can be curved. 0. and let P0 = (x. y.1. In curvilinear coordinate sysx 0 tems. Then the cylindrical coordinates (r. then parallel to the y-axis. y. 0) where 0 ≤ θ ≤ π if y ≥ 0 and π < θ < 2π if y < 0 Figure 1. y. z) be a point in Cartesian coordinates in 3 .1 sides of a rectangular parallelepiped. Treating (x.7. 0 ≤ θ < 2π. ρ ≥ 0 and 0 ≤ φ ≤ π. z) The Cartesian coordinates of a point (x. and φ is undefined when (x.

5π .7. and the surface z = z0 is a plane parallel to the xy-plane. φ = cos−1 3 ≈ 1. z r0 y 0 0 θ0 x (a) r = r0 z z0 y z y 0 x (b) θ = θ0 x (c) z = z0 Figure 1. 4 .23 4 Example 1.4(a) and 1.7. . VECTORS IN EUCLIDEAN SPACE ∴ (ρ. we see from Figure 1. θ0 and z0 . θ = tan−1 −2 = tan−1 (1) = 5π . θ. θ. z) = 2 2. For cylindrical coordinates (r. we see from Figure 1. Convert the point (−2.4 that the surface r = r0 is a cylinder of radius r0 centered along the z-axis. −2 4 √ 5π ∴ (r.23 radians. 1 √ 1 (b) ρ = (−2)2 + (−2)2 + 12 = 9 = 3. and constants ρ0 . z ρ0 y 0 0 θ0 x (a) ρ = ρ0 z z y φ0 y 0 x (c) φ = φ0 x (b) θ = θ0 Figure 1. and constants r0 . θ0 and φ0 .31. the surface θ = θ0 is a half-plane emanating from the z-axis. θ.48 CHAPTER 1.5(a) show how these coordinate systems got their names. and the surface φ = φ0 is a circular cone whose vertex is at the origin. 1) from Cartesian coordinates to (a) cylindrical and (b) spherical coordinates.7. φ). φ) = 3. since y = −2 < 0.4 Cylindrical coordinate surfaces For spherical coordinates (ρ. z). −2. 1.7. the surface θ = θ0 is a half-plane emanating from the z-axis.7. √ Solution: (a) r = (−2)2 + (−2)2 = 2 2.7.5 that the surface ρ = ρ0 is a sphere of radius ρ0 centered at the origin.5 Spherical coordinate surfaces Figures 1. θ.

Using spherical coordinates to write the equation of a sphere does not necessarily make the equation simpler. as opposed to the Cartesian equation where you could immediately identify the surface as a sphere of radius 3 centered at (2. Solution: Since r = x2 + y2 . As the (vertical) z coordinate increases. 0). Write the equation of the cylinder x2 +y2 = 4 in cylindrical coordinates.5 1. Solution: This surface is called a helicoid.32.7 Curvilinear Coordinates 49 Sometimes the equation of a surface in Cartesian coordinates can be transformed into a simpler equation in some other coordinate system. Figure 1. Solution: Multiplying the equation out gives x2 + y2 + z2 − 4x − 2y + 5 = 9 .5 1 1 1. Describe the surface given by θ = z in cylindrical coordinates. or ρ2 − 2 sin φ (2 cos θ − sin θ ) ρ − 4 = 0 after combining terms. 14 12 10 8 z 6 4 2 0 -2 -1 -0. 1.34.7. So this sweeps out a (ruled!) surface shaped like a spiral staircase.6 shows a section of this surface restricted to 0 ≤ z ≤ 4π and 0 ≤ r ≤ 2.5 2 2 x -2 -1.5 0.5 Figure 1.7. so does the angle θ. Example 1.6 Helicoid θ = z . Note that this actually makes it more difficult to figure out what the surface is. so we get ρ2 − 4ρ sin φ cos θ − 2ρ sin φ sin θ − 4 = 0 . where the spiral has an inﬁnite radius. Example 1.33.5 -1. Write the equation (x − 2)2 + (y − 1)2 + z2 = 9 in spherical coordinates. then the equation in cylindrical coordinates is r = 2. if the sphere is not centered at the origin.5 y 0 0. Example 1. as in the following example.5 -1 0 -0.1. while the radius r is unrestricted.

x2 + y2 + z2 = 25 6. φ1 ) and (ρ2 . VECTORS IN EUCLIDEAN SPACE A Exercises © ¨ For Exercises 1-4. C 10. 2 4 9. is d= ρ2 + ρ2 − 2ρ1 ρ2 [sin φ1 sin φ2 cos( θ2 − θ1 ) + cos φ1 cos φ2 ] . φ1 ) and (ρ2 . 0) 4. which provides a general expression for the electrostatic potential at a point due to a unit charge. 1 2 . is d= 2 2 r1 + r2 − 2r1 r2 cos( θ2 − θ1 ) + (z2 − z1 )2 . θ1 . − 7. Let P1 and P2 be points whose spherical coordinates are (ρ1 . (−5. θ1 . 13. Show that for a 0. 5. the line segment from the origin to P can be extended to intersect the cylinder given by r = a (in cylindrical coordinates). 6) 3. find the (a) cylindrical and (b) spherical coordinates of the point whose Cartesian coordinates are given. −1) For Exercises 5-7. the equation ρ = 2a sin φ cos θ in spherical coordinates describes a sphere centered at (a. 12. 0) with radius |a|. x2 + y2 = 2y 7. respectively. Then P lies on the sphere ρ = a. Let v1 be the vector from the origin to P1 . 100-102 in J ACKSON. show that cos γ = cos φ1 cos φ2 + sin φ1 sin φ2 cos( θ2 − θ1 ). respectively. (2. Show that the distance d between the points P1 and P2 with cylindrical coordinates (r1 . 2. Find the cylindrical coordinates of that point of intersection. θ1 . θ. ( 21. θ2 . 11. θ2 . 2 3. 5. Show that the distance d between the points P1 and P2 with spherical coordinates (ρ1 .50 CHAPTER 1. (0. Let P = (a. and let v2 be the vector from the origin to P2 . Since 0 < φ < π. 2) 1. respectively. z1 ) and (r2 . with a > 0 and 0 < φ < π. φ2 ). √ √ √ √ 2. z2 ). φ) be a point in spherical coordinates. This formula is used in electrodynamics to prove the addition theorem for spherical harmonics. See pp. 0. θ2 . φ2 ). x2 + y2 + 9z2 = 36 B 8. For the angle γ between v1 and v2 . Describe the intersection of the surfaces whose equations in spherical coordinates are θ = π and φ = π . write the given equation in (a) cylindrical and (b) spherical coordinates.

f3 (t). For example. the curve lies on the surface of the right circular cylinder x2 + y2 = 1. This is the equation of a helix (see Figure 1. sin t. The concept of a limit.8. Define f : → 3 by f(t) = (cos t.35. Thus. we can begin discussing functions whose values are vectors. called the component functions of f. The first form is often used when emphasizing that f(t) is a vector.1). However. Definition 1. 1. can be extended naturally to vector-valued functions. t). the x.1 It may help to think of vector-valued functions of a real variable in 3 as a generalization of the parametric functions in 2 which you learned about in single-variable calculus.8. .1. though. there are times when such generalizations do not hold (see Exercise 13). Much of the theory of real-valued functions of a single real variable can be applied to vector-valued functions of a real variable. f2 (t). it will sometimes be the case that results from singlevariable calculus can simply be applied to each of the component functions to yield a similar result for the vector-valued function. f(t) = ti + t2 j + t3 k is a vector-valued function in 3 . the terminal points of f(t) trace out a curve spiraling upward. f2 (t). z Example 1.8 Vector-Valued Functions Now that we are familiar with vectors and their operations. defined for all real numbers t. and the second form is useful when considering just the terminal points of the vectors.8 Vector-Valued Functions 51 1.and y-coordinates of f(t) are x = cos t and y = sin t. 2 2 2 2 f(2π) f(0) x y 0 Figure 1. A vector-valued function of a real variable is a rule that associates a vector f(t) with a real number t. which in Cartesian coordinates has the terminal point (1. where t is in some subset D of 1 (called the domain of f). Since each of the three component functions are real-valued. so x + y = cos t + sin t = 1. We would write f : → 3 . as in the following definition. As the value of t increases.10. For each t. We write f : D → 3 to denote that f is a mapping of D into 3 . f3 (t)) for some real-valued functions f1 (t). By identifying vectors with their terminal points. a curve in space can be written as a vector-valued function. At t = 1 the value of the function is the vector i + j + k. 1). A vector-valued function of a real variable can be written in component form as f(t) = f1 (t)i + f2 (t)j + f3 (t)k or in the form f(t) = ( f1 (t).

Let f(t) be a vector-valued function.2 Tangent vector f ′ (a) and tangent line L = f(a) + sf ′ (a) Example 1. VECTORS IN EUCLIDEAN SPACE Definition 1.8. z = 2π + s for −∞ < s < ∞. 1) for all t. f2 ′ (a).8. Then we say that the limit of f(t) as t approaches a equals c. Definition 1. then t→a t→a lim f(t) = lim f1 (t). and f3 (t) are continuous at a. let a be a real number and let c be a vector. The tangent line L to the curve at f(2π) = (1.2). z f(a) f(a f ′ (a) + h) − L f(t) y f(a ) f(a + h) 0 x Figure 1. denoted by f ′ (a) or (a). if the component derivatives exist. and let a be a real number in its domain. lim f3 (t) t→a t→a t→a t→a provided that all three limits on the right side exist. representing the slope of the tangent line to the graph of the function at a point.52 CHAPTER 1. f3 (t)). lim f2 (t). f3 (t)) be a vector-valued function. Equivalently. If f(t) = ( f1 (t). 0. Similarly. 2π) is L = f(2π) + s f ′ (2π) = (1. 2π) + s(0. or in parametric form: x = 1. We say that f(t) is differentiable at a if f ′ (a) exists. written as lim f(t) = c. f2 (t). f2 (t). 1). and it lies on the tangent line to the curve (see Figure 1.11. sin t. t→a f(t) is continuous at a if and only if f1 (t). 1. . df The derivative of f(t) at a. f2 (t). is the limit dt f ′ (a) = lim f(a + h) − f(a) h→0 h if that limit exists. Recall that the derivative of a real-valued function of a single variable is a real number. 0. Then f(t) is continuous at a if lim f(t) = f(a). Let f(t) = (cos t. Then f ′ (t) = (− sin t. f ′ (a) = ( f1 ′ (a). cos t. Equivalently. the derivative of a vector-valued function is a tangent vector to the curve in space which the function represents. Let f(t) = ( f1 (t). f3 ′ (a)). if lim f(t) − c = 0. t). y = s. The above definition shows that continuity and the derivative of vector-valued functions can also be defined in terms of its component functions.12.36.

and let c be a constant vector. (t). (t). let u(t) be a differentiable scalar function. g3 (t) are all differentiable real-valued functions. Then d d (f(t) · g(t)) = ( f1 (t) g1 (t) + f2 (t) g2 (t) + f3 (t) g3 (t)) dt dt d d d = ( f1 (t) g1 (t)) + ( f2 (t) g2 (t)) + ( f3 (t) g3 (t)) dt dt dt d f1 dg1 d f2 dg2 d f3 dg3 = (t) g1 (t) + f1 (t) (t) + (t) g2 (t) + f2 (t) (t) + (t) g3 (t) + f3 (t) (t) dt dt dt dt dt dt d f2 d f3 d f1 (t). Let f(t) and g(t) be differentiable vector-valued functions. (f) Write f(t) = ( f1 (t).20. g2 (t). f2 (t). then their product. (t) dt dt dt df dg = (t) · g(t) + f(t) · (t) for all t. where the component functions f1 (t). is a vector-valued function (since the product of a scalar with a vector is a vector). We will prove part (f). f3 (t)) and g(t) = (g1 (t). QED dt dt . f3 (t). (t) · (g1 (t). f2 (t). g3 (t)). and leave the proof of part (g) as an exercise for the reader. Then d (c) = 0 dt d df (b) (kf) = k dt dt df dg d + (c) (f + g) = dt dt dt d df dg (d) (f − g) = − dt dt dt du df d f+u (e) (u f) = dt dt dt d df dg (f) (f · g) = · g + f· dt dt dt df dg d × g+f× (g) (f × g) = dt dt dt (a) Proof: The proofs of parts (a)-(e) follow easily by differentiating the component functions and using the rules for derivatives from single-variable calculus. f3 (t)) · (t). g1 (t).8 Vector-Valued Functions 53 A scalar function is a real-valued function.1. g2 (t). g3 (t)) = dt dt dt dg2 dg3 dg1 + ( f1 (t). defined by (u f)(t) = u(t) f(t) for all t. Theorem 1. let k be a scalar. The basic properties of derivatives of vector-valued functions are summarized in the following theorem. Note that if u(t) is a scalar function and f(t) is a vector-valued function. f2 (t). g2 (t).

we have dt dt 2 f(t) d d f(t) = (f(t) · f(t)) = f ′ (t) · f(t) + f(t) · f ′ (t) by Theorem 1. √ .05 0 z-0. so dt dt = 2f ′ (t) · f(t) .20(f). √ . Solution: Since f(t) is a real-valued function of t.4 -0. then f(t) is constant if and only if f(t) ⊥ f ′ (t) for all t. Suppose f(t) is differentiable.3 shows the graph of the curve when a = 0. The spherical spiral f(t) = 0.8 -0.6 -0. we know that f(t) 2 = 2 f(t) f(t) . In the exercises. the reader will be asked to show that this curve lies on the sphere x2 + y2 + z2 = 1 and to verify directly that f ′ (t) · f(t) = 0 for all t. dt f(t) d We know that f(t) is constant if and only if f(t) = 0 for all t. cos t sin t −at .37. Hence.2 0. √ 1 + a2 t 2 1 + a2 t 2 1 + a2 t 2 Figure 1. Also.8.8.6 0. This means that if a curve lies completely on a sphere (or circle) centered at the origin.8 -0.2 x 0 0.15 0.2 .3 Spherical spiral with a = 0.4 0. the above example shows this important fact: If f(t) 0.38. Example 1.2 0. Thus.2 0.4 -0.15 -0.1 -0. for a 0. VECTORS IN EUCLIDEAN SPACE Example 1.6 -0. Find the derivative of f(t) .1 0.2.8 1 1 Figure 1. so if f(t) 0 then ′ (t) · f(t) f d f(t) = .4 0. then by the Chain Rule for reald d valued functions. f(t) ⊥ f ′ (t) if dt and only if f ′ (t) · f(t) = 0. dt dt d d But f(t) 2 = f(t) · f(t).2 -1 -0.2 y 0 0. then the tangent vector f ′ (t) is always perpendicular to the position vector f(t).6 0.05 -0.8 -1 -0.54 CHAPTER 1. so f(t) 2 = (f(t) · f(t)).

. towards the center of the circle).e. y(t). And not only does r(t) lie on the sphere of radius 5 centered at the origin. Example 1. 13 ˙ (b) a(t) = v(t) = (−5 cos t. . momentum. let the real variable t represent time elapsed from some initial time (t = 0). z(t)) the position vector of the object. In fact. Find its (a) velocity and (b) acceleration vectors. Also. x = x(t). y. 3 cos t. z(t). note that a(t) = −r(t). with its position (x. such as velocity.1. v(t) = 5 for all t also.. z(t)) dr dt ′ ′ ′ = (x (t). . z = z(t) for some real-valued functions x(t). z) at time t a function of t. . the force equation becomes the familiar F(t) = ma(t). It turns out (see Exercise 16) that whenever an object moves in a circle with constant speed.39. 4 sin t) be the position vector of an object at time t ≥ 0. dt . but perhaps not so obvious is that it lies completely within a circle of radius 5 centered at the origin. etc. y(t). y (t). z (t)) dv ˙ acceleration: a(t) = v(t) = v ′ (t) = dt d2 r ¨ = r(t) = r ′′ (t) = 2 dt ′′ ′′ ′′ = (x (t). higher-order derivatives of vector-valued functions are obtained by repeatedly differentiating the (first) derivative of the function: f ′′ (t) = d ′ f (t) . 4. y(t). dn f d dn−1 f = dtn dt dtn−1 (for n = 2. z (t)) ˙ velocity: v(t) = r(t) = r ′ (t) = momentum: p(t) = mv(t) ˙ force: F(t) = p(t) = p ′ (t) = dp dt (Newton’s Second Law of Motion) The magnitude v(t) of the velocity vector is called the speed of the object. . We can define various physical quantities associated with the object as follows:13 position: r(t) = (x(t). acceleration. so by Example 1. force. the acceleration vector will point in the opposite direction of the position vector (i. Let r(t) = (5 cos t. 4 cos t) Note that r(t) = 25 cos2 t + 25 sin2 t = 5 for all t. −4 sin t) We will often use the older dot notation for derivatives when physics is involved. Note that since the mass m is a constant. That is. and suppose that an object of constant mass m is subjected to some force so that it moves in space.8 Vector-Valued Functions 55 Just as in single-variable calculus. For example. ˙ Solution: (a) v(t) = r(t) = (−5 sin t. Call r(t) = (x(t). .) We can use vector-valued functions to represent physical quantities. y (t).37 we know that ˙ r(t) · r(t) = 0 for all t (which we can verify from part (a)). y = y(t). 3. 3 sin t. −3 sin t. dt f ′′′ (t) = d ′′ f (t) .

0) 0 0. a2 t + b2 .5 1 2 y 3 4 5 4 3 3. In general.8.5 (4. VECTORS IN EUCLIDEAN SPACE Recall from Section 1.2) (0. a t2 + b t + c ) represents a 1 1 1 2 2 2 3 3 3 (possibly degenerate) parabola in 3 . For instance. Example 1.5 0 0 2 2. 0.5 Figure 1. 3). 1] it is the line segment between the points. Bézier curves are used in Computer Aided Design (CAD) to approximate the shape of a polygonal path in space (called the Bézier polygon or control polygon). Note from the last formula that the curve is a parabola that goes through b0 (when t = 0) and b2 (when t = 1). A function of the form f(t) = (a t2 + b t + c . For t in the interval [0.5 2 1. b1 .5 that if r1 . As an example. define b1 (t) = (1 − t)b0 + tb1 0 b1 (t) = (1 − t)b1 + tb2 1 b2 (t) = (1 − t)b1 (t) + tb1 (t) 1 0 0 = (1 − t)2 b0 + 2t(1 − t)b1 + t2 b2 for all real t. and when t is restricted to the interval [0. 4t + t2 .4.8. and b2 = (4.5. a3 t + b3 ) represents a line in 3 . and the curve is b2 (t). b2 . as shown in Figure 1. b1 = (1. b1 . a function of the form f(t) = (a1 t + b1 . 5. 6t − 4t2 ). with l(0) = r1 and l(1) = r2 .0.2. b2 in 3 . given three points (or position vectors) b0 . 0 1 0 (1. 1].56 CHAPTER 1. we see that b1 (t) is the line segment between 0 b0 and b1 . The function b2 (t) is the 1 0 Bézier curve for the points b0 . Then the explicit formula for the Bézier curve is b2 (t) = (2t + 2t2 . and b1 (t) is the line segment between b1 and b2 . 2).5 x 1 1. 2.40.3) 3 2.4 Bézier curve approximation for three points . r2 are position vectors to distinct points then r1 +t(r2 −r1 ) represents a line through those two points as t varies over all real numbers. 0 where the line segments are b1 (t) and b1 (t). 0).5 z 1 0. a t2 + b t + c . So the function l(t) = (1 − t)r1 + tr2 is a line through the terminal points of r1 and r2 . That vector sum can be written as (1 − t)r1 + tr2 . let b0 = (0.

5. 1) B cos t sin t −at 7. .2) (0. √ . This curve will be a vector-valued function whose components are polynomials of degree n − 1.0) 0. √ . b).1) 1. r(t) = (t.5 4 5 4 Figure 1.8 Vector-Valued Functions 57 In general.1. f(t) = (t + 1. 1 − cos t) 6.5 0 0. 5. calculate f ′ (t) and find the tangent line at f(0). f(t) = (cos 2t. r(t) = (3 cos t. 27-30 in FARIN.8. b).3.5. the reader will be given the algorithm for the case of n = 4 points and asked to write the explicit formula for the Bézier curve for the four points shown in Figure 1. If f ′ (t) = 0 for all t in some interval (a. with a 2 t2 2 t2 1+a 1+a 1 + a2 t 2 (a) Show that f(t) = 1 for all t. f(t) = (et + 1. Let f(t) = √ . t) Exercises © For Exercises 1-4. 2.1. e2t + 1. 2 cos t) 2 For Exercises 5-6.5 (2. the polygonal path determined by n ≥ 3 noncollinear points in 3 can be used to define the Bézier curve recursively by a process called repeated linear interpolation. See pp.14 In the exercises.5 Bézier curve approximation for four points ¨ A 1. 2 (4. 2 sin2 t. t3 + 1) 3. (b) Show directly that f ′ (t) · f(t) = 0 for all t. 14 0. show that f(t) is a constant vector in (a. f(t) = (sin 2t. sin 2t. t − sin t. t2 + 1. 2 sin t. find the velocity v(t) and acceleration a(t) of an object with the given position vector r(t).0) 0 0 1 2 y 3 3 3.5 1 1.0.5 1 z (0. et + 1) 4. 8.8. and its formula is given by de Casteljau’s algorithm.5 x 2 2.

40) for the Bézier curve for the points b0 = (0.58 CHAPTER 1. The Bézier curve b3 (t) for four noncollinear points b0 . b1 . If F(t) is the force acting on the particle at time t. b3 = (4. dt 16. 0. acceleration a(t) and momentum p(t) at time t. Show that L ′ (t) = N(t). 3.) 17. 9. 2π) such that f ′ (t) = f(2π) − f(0) . 0). Show that d df d2 f f× = f × 2. 0 (b) Write the explicit formula (as in Example 1. there is no t in the interval (0. Let r(t) be the position vector in 3 for a particle that moves with constant speed c > 0 in a circle of radius a > 0 in the xy-plane. Show that a(t) points in the opposite direction as r(t) for all t. Let a particle of (constant) mass m have position vector r(t).37 to show that r(t) ⊥ v(t) and a(t) ⊥ v(t). The angular momentum L(t) of the particle with respect to the origin at time t is defined as L(t) = r(t) × p(t). the function f(t) = tc represents a line parallel to c. (Hint: Use Example 1. 15. 2). dt dt dt 11. b1 = (0. then define the torque N(t) acting on the particle with respect to the origin as N(t) = r(t) × F(t). dt dt dt dt 13. The Mean Value Theorem does not hold for vector-valued functions: Show that for f(t) = (cos t. sin t. For a constant vector c (a) What kind of curve does g(t) = t3 c represent? Explain. b2 = (2. (c) Compare f ′ (0) and g ′ (0). 0). 5. how do you explain the difference in the two derivatives? 10. 1). Show that d dg df dh (f · (g × h)) = · (g × h) + f · × h + f· g × . (b) What kind of curve does h(t) = et c represent? Explain. 2π − 0 3 C 14. VECTORS IN EUCLIDEAN SPACE 0. Show that d (r × (v × r)) = r 2 a + (r · v)v − ( v 2 + r · a)r. b2 . Let r(t) be the position vector for a particle moving in 3 . Prove Theorem 1. 1. b1 (t) = (1 − t)b2 + tb3 2 .20(g). Given your answer to part (a). t). velocity v(t). and hence a(t) r(t). 12. b3 in 0 the following algorithm (going from the left column to the right): b1 (t) = (1 − t)b0 + tb1 0 b1 (t) = (1 − t)b1 + tb2 1 b2 (t) = (1 − t)b1 (t) + tb1 (t) 0 0 1 b2 (t) = (1 − t)b1 (t) + tb1 (t) 1 1 2 is defined by b3 (t) = (1 − t)b2 (t) + tb2 (t) 0 0 1 (a) Show that b3 (t) = (1 − t)3 b0 + 3t(1 − t)2 b1 + 3t2 (1 − t)b2 + t3 b3 .

and that no section of the curve is repeated. y(t).2 and § 18. the arc length of a curve in 3 . we have 2π 2π 2π L= (− sin t)2 + (cos t)2 + 12 dt = 0 √ √ = 2(2π − 0) = 2 2π sin2 t + cos2 t + 1 dt = 0 0 √ 2 dt Similar to the case in 2 . .1.41). normally glossed over in calculus texts.9 Arc Length 59 1. b]. (1.41) A real-valued function whose first derivative is continuous is called continuously differentiable (or a C1 function). which are beyond the scope of this book. if there are values of t in the interval [a. Duhamel’s principle is needed. Suppose that in the interval (a. Then the arc length L of the curve from t = a to t = b is b b L= a f ′ (t) dt = a x ′ (t)2 + y ′ (t)2 + z ′ (t)2 dt (1. z(t)) be a curve in 3 whose domain includes the interval [a. and a function whose derivatives of all orders are continuous is called smooth (or a C∞ function).13. Note that we did not prove that the formula in the above definition actually gives the length of a section of a curve. sin t. b] into subintervals where all the component functions are continuously differentiable (except at the endpoints. b) the first derivative of each component function x(t). See the proof in T AYLOR and M ANN. which can be ignored). it seems natural to define the distance s traveled by the object from time t = a to t = b as the definite integral b b s= a v(t) dt = a x ′ (t)2 + y ′ (t)2 + z ′ (t)2 dt .41. 15 In particular. y(t) and z(t) exists and is continuous. All the functions we will consider will be smooth. Find the length L of the helix f(t) = (cos t. b]. The sum of the arc lengths over the subintervals will be the arc length over [a. b] where the derivative of a component function is not continuous then it is often possible to partition [a. Let f(t) = (x(t). Since v(t) is the speed of the object at time t. This is indeed how we will define the distance traveled and.40) which is analogous to the case from single-variable calculus for parametric functions in 2 .9 Arc Length Let r(t) = (x(t). Definition 1. § 14. A smooth curve f(t) is one whose derivative f ′ (t) is never the zero vector and whose component functions are all smooth. y(t). in general. Solution: By formula (1.2. z(t)) be the position vector of an object moving in 3 . t) from t = 0 to t = 2π. A rigorous proof requires dealing with some subtleties.15 Example 1.

then f(s) = f(α(s)) is a differentiable vector-valued function of s. b] be a smooth one-to-one mapping of an interval [c. The following are all equivalent parametrizations of the same curve: f(t) = (cos t. Definition 1. 2π] g(s) = (cos 2s. b] f(t) 3 f g(s) = f(α(s)) = f(t) Note that the differentiability of g(s) follows from a version of the Chain Rule for vector-valued functions (the proof is left as an exercise): Theorem 1. 1] To see that g(s) is equivalent to f(t). π] h(s) = (cos 2πs. t) from Example 1. π]. Let C be a smooth curve in 3 represented by a function f(t) defined on an interval [a. We say that g(t) and f(t) are different parametrizations of the same curve. defining α : [0. . the speeds of f(t) and g(t) are f ′ (t) = 2 and g ′ (t) = 2 2. respectively. sin 2t.14. and t = α(s) is a differentiable scalar function of s. sin t. this says that g(t) traces the curve twice as fast as f(t). d] α t [a. viewing the functions as position vectors and their derivatives as velocity √ √ vectors. b]. π] onto [0. 2π]. t) for t in [0. 2πs) for s in [0.42. sin t. over the interval [0. If α is strictly increasing on [c.21. sin 2s. d] onto [a. b]. d] → [a. 2t). This makes sense since.41 is also traced out by the function g(t) = (cos 2t. and df df dt = (1. 2π] by α(s) = 2s.60 CHAPTER 1. s [c. 1] → [0. 2π] by α(s) = 2πs shows that h(s) is equivalent to f(t). Intuitively. For example. Then α is smooth. define α : [0. one-to-one. π] → [0. d] then we say that g(s) is equivalent to f(t). Then the function g : [c. Example 1. 2π]. and let α : [c.42) ds dt ds for any s where the composite function f(α(s)) is defined. maps [0. 2s) for s in [0. and is strictly increasing (since α ′ (s) = 2 > 0 for all s). g(t) traces out the same section of the curve as f(t) does over the interval [0. VECTORS IN EUCLIDEAN SPACE Notice that the curve traced out by the function f(t) = (cos t. Chain Rule: If f(t) is a differentiable vector-valued function of t. d] → 3 defined by g(s) = f(α(s)) is a parametrization of C with parameter s. Likewise. sin 2πs.

L] → [a. by the parameter s given by t s = s(t) = a f ′ (u) du. L].1. L]. b]. b] there is a unique s in [0. L] t [a. But we see that a b s(a) = a f ′ (u) du = 0 and s(b) = a f ′ (u) du = L = arc length from t = a to t = b α(s) So the function s : [a. b]. (1. b]. b] → [0. . then f ′ (t) > 0 for all t in [a. That is. differentiable mapping onto the interval [0. b] → [0. So the new parameter will be distance instead of time. by the Chain Rule. then it is a function of t. From single-variable calculus. f(s) has unit speed: f ′ (s) = f ′ (α(s)) α ′ (s) by the Chain Rule. t] for each t in [a. L]. Then f(s) is smooth. its derivative is s ′ (t) = ds d = dt dt t f ′ (u) du = f ′ (t) a for all t in [a. L] such that s = s(t) and t = α(s).43) In terms of motion along a curve. Since s is the arc length of the curve over the interval [a. for any given smooth parametrization f(t) defined on [a. b]. so f (α(s)) f ′ (s) = 1 for all s in [0. s(b)]. b]. So the arc length parametrization traverses the curve at a “normal” rate.9.9 Arc Length 61 A curve can have many parametrizations. In fact. so 1 = f ′ (α(s)) ′ . b] s(t) Figure 1. s is the distance traveled along the curve after time t has elapsed. Recall that this means that s is a one-to-one mapping of the interval [a. L] is a one-to-one. the distance traveled along the curve (in one direction) is uniquely determined by the amount of time elapsed. for each t in [a.1 t = α(s) by f(s) = f(α(s)) for all s in [0. L] → 3 s [0. so which one is the best to use? In some situations the arc length parametrization can be useful. with different speeds. Thus s ′ (t) > 0 and hence s(t) is strictly increasing on the interval [a. And we know that the derivative of α is 1 1 = ′ α ′ (s) = ′ s (α(s)) f (α(s)) So define the arc length parametrization f : [0. By the Fundamental Theorem of Calculus. we know that this means that there exists an inverse function α : [0. and vice versa. L]. b] that is differentiable and the inverse of s : [a. Since f(t) is smooth. The idea behind this is to replace the parameter t. b] onto the interval [s(a). There is a natural correspondence between s and t: from a starting point on the curve.

the usual parametrizations of Bézier curves. arc length parametrizations are more useful for theoretical purposes than for practical computations. for t in [a. we have t t s= 0 f ′ (u) du = 0 √ √ 2 du = 2 t for all t in [0. which often leads to an integral that is either difficult or impossible to evaluate in a simple closed form. The simple integral in Example 1.43 is the exception.16 The methods involve using an arc length parametrization.43). Note that f ′ (s) = 1. they are in fact usually impossible to calculate at all. you would then substitute the expression for t in terms of s (which we called α(s)) into the formula for f(t) to get f(s).43. in CAD. Suppose that r = r(t). We will leave this to the exercises. y(t) = r(t) sin θ(t). θ = θ(t) and z = z(t) are the cylindrical coordinates of a curve f(t). parametrizing a curve f(t) by arc length requires you to evaluate the t integral s = a f ′ (u) du in some closed form (as a function of t) so that you could then solve for t in terms of s.44) Proof: The Cartesian coordinates (x(t). b]. Then the arc length L of the curve over [a. If that can be done. in the field of mathematics known as differential geometry. which we discussed in Section 1. 2 √ s s s ∴ f(s) = cos √ . But their arc length parametrizations are not only not polynomials. In general.22.41 and formula (1. Solution: By Example 1. are polynomial functions in 3 . which makes their computation much easier. y(t). √ for all s in [0. 2 2 2 Arc length plays an important role when discussing curvature and moving frame fields. b] is b L= a r ′ (t)2 + r(t)2 θ ′ (t)2 + z ′ (t)2 dt (1. 2π]. 16 17 y ′ (t) = r ′ (t) sin θ(t) + r(t)θ ′ (t) cos θ(t) See O’N EILL for an introduction to elementary differential geometry. Example 1. and these definitions can be shown to be equivalent to those using arc length.17 Curvature and moving frame fields can be defined without using arc length. VECTORS IN EUCLIDEAN SPACE In practice.8. by arc length. sin t. sin √ . is desirable. 2π].62 CHAPTER 1. The arc length for curves given in other coordinate systems can also be calculated: Theorem 1. . z(t) = z(t) so differentiating the above expressions for x(t) and y(t) with respect to t gives x ′ (t) = r ′ (t) cos θ(t) − r(t)θ ′ (t) sin θ(t). not the norm. for t in [0. t). 2 2π]. This makes their computation relatively simple. s So we can solve for t in terms of s: t = α(s) = √ . Parametrize the helix f(t) = (cos t. For example. which. z(t)) of a point on the curve are given by x(t) = r(t) cos θ(t).

1]. 1. π/2] √ 2. f(t) = (2 cos 3t.1. 2t3/2 ) on [0. Find the arc length L of the curve whose cylindrical coordinates are r = et . and so L= a b x ′ (t)2 + y ′ (t)2 + z ′ (t)2 dt r ′ (t)2 + r(t)2 θ ′ (t)2 + z ′ (t)2 dt QED = a Example 1. 3 sin 2t. f(t) = (3 cos 2t. for t over the interval [0.44. (t2 + 1) sin t. 1] 3. 5. 3t) on [0. f(t) = ((t2 + 1) cos t.9 Arc Length and so x ′ (t)2 + y ′ (t)2 = (r ′ (t) cos θ(t) − r(t)θ ′ (t) sin θ(t))2 + (r ′ (t) sin θ(t) + r(t)θ ′ (t) cos θ(t))2 = r ′ (t)2 (cos2 θ + sin2 θ) + r(t)2 θ ′ (t)2 (cos2 θ + sin2 θ) − 2r ′ (t)r(t)θ ′ (t) cos θ sin θ + 2r ′ (t)r(t)θ ′ (t) cos θ sin θ b 63 = r ′ (t)2 + r(t)2 θ ′ (t)2 . calculate the arc length of f(t) over the given interval. 2 2t) on [0. then 1 L= 0 1 r ′ (t)2 + r(t)2 θ ′ (t)2 + z ′ (t)2 dt e2t + e2t (1) + e2t dt = 0 1 = 0 √ √ et 3 dt = 3(e − 1) A Exercises © ¨ For Exercises 1-3. θ ′ (t) = 1 and z ′ (t) = et . Parametrize the curve from Exercise 3 by arc length. θ = t and z = et . 2 sin 3t. Solution: Since r ′ (t) = et . Let f(t) be a differentiable curve such that f(t) 0 for all t. 1] 4. B 6. Parametrize the curve from Exercise 1 by arc length. Show that d f(t) f(t) × (f ′ (t) × f(t)) = . dt f(t) f(t) 3 .

the unit binormal vector B is defined by B(t) = T(t) × N(t). = ′ (t) f f ′ (t) 4 Show that f ′ (t) × f ′′ (t) and that T ′ (t) = f ′ (t) κ(t) N(t). N. f ′ (t) f ′ (t) × (f ′′ (t) × f ′ (t)) . N(t) and B(t) form a right-handed system of mutually perpendicular unit vectors (called orthonormal vectors) at each point on the curve f(t). the curvature κ is defined by κ(t) = Show that T ′ (t) f ′ (t) × (f ′′ (t) × f ′ (t)) .64 CHAPTER 1. f ′ (t) × f ′′ (t) . 7. b] is b L= a ρ ′ (t)2 + (ρ(t)2 sin2 φ(t)) θ ′ (t)2 + ρ(t)2 φ ′ (t)2 dt. f ′ (t) 3 0 8. f ′ (t) × f ′′ (t) Note: The vectors T(t). 12. assume that f ′ (t) and f ′′ (t) are not parallel. Then we can define the unit f ′ (t) . Find T. T ′ (t) f ′ (t) × (f ′′ (t) × f ′ (t)) . Continuing Exercise 9. Let f(t) be a smooth curve such that f ′ (t) tangent vector T by T(t) = Show that T ′ (t) = 0 for all t. θ = θ(t) and φ = φ(t) for t in an interval [a. B and κ at each point of the helix f(t) = (cos t. Continuing Exercise 8. . B at a point on a curve. N. f ′ (t) 3 Note: κ(t) gives a sense of how “curved” the curve f(t) is at each point. Show that the arc length L of a curve whose spherical coordinates are ρ = ρ(t). t). κ(t) = 11. f ′ (t) f ′′ (t) × f ′ (t) 9. B(t) = 10. VECTORS IN EUCLIDEAN SPACE Exercises 7-9 develop the moving frame field T. Then T ′ (t) so we can define the unit principal normal vector N by N(t) = Show that N(t) = T ′ (t) . Continuing Exercise 7. sin t.

2 Functions of Several Variables 2.8 we discussed vector-valued functions of a single real variable. We see that D consists of all points on and inside the unit circle in 2 (D is sometimes called the closed unit disk). We will now examine real-valued functions of a point (or vector) in 2 or 3 . The domain of the function f (x. The domain of the function f (x. y) in D a real number f (x. y) = xy is all of 2. A similar definition holds for functions f (x. Example 2. and the range of f is the set of all real numbers f (x. y) as (x. but there will be times when we will use points in 3 . That is. z) in 3 . Example 2.2. The domain of the function f (x.3. For the most part these functions will be defined on sets of points in 2 . and the range of f is all of . The range of f is all real numbers except 0. y) varies over the domain D. y. Example 2. the domain is the set D = {(x. y) for which x = y. y) : x2 + y2 ≤ 1}. The largest possible set D in 2 on which f is defined is called the domain of f . since the quantity inside the square root is nonnegative if and only if 1 − (x2 + y2 ) ≥ 0.1 Functions of Two or Three Variables In Section 1. y. y) = 1 − x2 − y2 is the set D = {(x. y). z) defined on points (x. 65 .1. The range of f is the interval [0. y) : x y}. y) = 1 x−y is all of 2 except the points (x. and there will also be times when it will be convenient to think of the points as vectors (or terminal points of vectors). 1] in . A real-valued function f defined on a subset D of 2 is a rule that assigns to each point (x.

as was mentioned in Section 1. for c in . y). The traces of this surface in the planes z = c.4 z 0. y)} in 3 .4 -5 -10 -5 y 0 0 5 5 10 10 x -10 √ sin x2 +y2 Figure 2.1 The function f (x. the level curves are the solution sets of the equations f (x.5 at the point (x. The function is not defined at (0. y. since both the numerator and denominator are 0 at that point. y) is the set {(x. z) : z = f (x. z) = f (x. so that the graph of f (x. 0). 1 0. Level curves are often projected onto the xy-plane to give an idea of the various “elevation” levels of the surface (as is done in topography). z) = 0 (namely. y) = √ 2 2 x +y You may be wondering what happens to the function in Example 2. The domain of the function f (x.2 0 -0. So we see that this graph is a surface in 3 . The graph of the function f (x. F(x. We will now state explicitly what is meant by the limit of a function of two variables.1. are called the level curves of the function. Example 2. y) − z).8 0. y. where c varies over .4. . y) = (0. and the range of f is all positive real numbers. 0). y) approaches (0. A function f (x. but the limit of the function exists (and equals 1) as (x. 0). y) defined in 2 is often written as z = f (x. y) = c.2 -0. z) = e x+y−z is all of 3. since it satisfies an equation of the form F(x. Note that the level curves (shown both on the surface and projected onto the xy-plane) are groups of concentric circles.5.66 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES Example 2. y. y) = sin x2 + y2 x2 + y2 is shown below.6 0. y. Equivalently.1.

y) = xy x2 +y2 is properly defined at the point (1.2) lim x2 xy (1)(2) 2 = 2 = 2 2 5 +y 1 +2 since f (x.1 Functions of Two or Three Variables 67 Definition 2. Let (a. 2). we will simply state that when the function f (x. y) = L . y) be a real-valued function defined on some set containing (a. The idea behind the above definition is that the values of f (x. is not some indeterminate form like 0/0) then you can just substitute (x. The major difference between limits in one variable and limits in two or more variables has to do with how a point is approached. y) sufficiently close to (a. Example 2. b) with some sufficiently small radius δ). however. y) − L| < ǫ whenever 0 < (x − a)2 + (y − b)2 < δ. Instead. within ǫ of L) if we pick (x. y) can get arbitrarily close to L (i. and how they can usually only be done easily for simple functions. written as (x. A similar definition can be made for functions of three variables. so we will not bother with such proofs. (2.g.6.b) lim f (x. y) to find the limit. b) along an infinite number of paths (see Figure 2. In the single-variable case.e. y) is given by a single formula and is defined at the point (a. (x.2(a)). b) into the formula for f (x. In two dimensions.y)→(1. If you recall the “epsilon-delta” proofs of limits of real-valued functions of a single variable.1. b) be a point in 2 . b) x (a) x → a in Figure 2. b) (but not necessarily defined at (a. b) (e. y) → (a.y)→(a. inside a circle centered at (a. y) can approach a point (a. (x. and let f (x. b). there exists a δ > 0 such that | f (x. b) itself).e. you may remember how awkward they can be. y) = (a. the statement “x → a” means that x gets closer to the value a from two possible directions along the real number line (see Figure 2. In general. y) equals L as (x. b) (i.1.2. y) approaches (a.1.2(b)).2 “Approaching” a point in different dimensions . Then we say that the limit of f (x.1) if given any ǫ > 0. the multivariable cases are at least equally awkward to go through.1. b) in 2 (a. y x 0 a x x 0 (b) (x.

y)→(a.b) lim g(x. Then: (a) (b) (c) (x. y) (x. suppose that (x. y) → (0.b) lim g(x.y)→(a. then we see that f (x. y) (x. y)g(x. y) ± (x. y) for all (x.0) lim xy does not exist x2 + y2 Note that we can not simply substitute (x. y) = g(x. y) = k lim (x.y)→(a.1. FUNCTIONS OF SEVERAL VARIABLES (x. y) = x2 1 xy = 2 = 2 + y2 2 2 x x +x which means that f (x. y) f (x. y) − L| ≤ g(x.b) f (x. y) lim (x. so that y = 0 along that path. and that k is lim lim [ f (x. as shown in the following theorem. y) = 0.68 Example 2. y) and (x.y)→(a. (e) If | f (x. To see this.y)→(a. we will show that the function approaches different values as (x. Theorem 2. y)] = f (x. for x > 0. y) ± g(x. y) = xy x0 = 2 =0 x2 + y2 x + 02 along that path (since x > 0 in the denominator).7. y) = (0. y) g(x.y)→(a.b) lim f (x. since doing so gives an indeterminate form 0/0.b) (x. y) both exist. Then f (x.y)→(a. 0) along different paths in 2 . Limits of real-valued multivariable functions obey the same algebraic rules as in the single-variable case. y) approaches different values as (x. y) − L| ≤ g(x.y)→(a. y) for all (x. y)] = k f (x.b) (d) (x. it suffices to have | f (x. b) itself). then (x.b) (x.b) lim g(x.b) Note that in part (e). 0) into the function.y)→(a.y)→(a. To show that the limit does not exist.b) f (x.b) lim lim g(x. which we state without proof. CHAPTER 2. y) “sufficiently close” to (a. 0) along the positive x-axis. 0) along different paths. y) and if (x. y) 0 lim f (x.b) lim (x. Hence the limit does not exist. y) lim g(x. .b) lim [ f (x.y)→(a. y) → (0. y) approaches (0.y)→(a.y)→(a.y)→(0. Suppose that some scalar. b) (but excluding (a.y)→(a.y)→(a. But if (x. y) → (0.b) lim (x.b) (x. y) = L. y) if (x.b) lim f (x. 0) along the straight line y = x through the origin.y)→(a.

y) = 0 = f (0. Example 2.b) b4 = f (a. Show that (x. y) = y 2 x + y2 if (x. In fact.8. there are no indeterminate forms for (x. y) = f (a. 2.8. and we see that lim f (x. notice that y4 = y2 4 and so 0 ≤ y4 ≤ x2 + y2 4 for all (x. y) is a continuous (x.2. Define a function f (x.1 Functions of Two or Three Variables Example 2.0) 69 lim y4 = 0. y) with domain D in 2 is continuous at the point (a. y) is well-defined for all (x. Definition 2. for all (x. 0). 0) 4 f (x. So since (x. y).y)→(0.y)→(a. First. x2 + y2 (x. b).8 so that it is continuous on all of 2 . We say that f (x. We will use Theorem 2. Thus. y)). A real-valued function f (x. you can assume that all the functions we deal with are continuous.y)→(0. b) for (a. y) on all of 2 as follows: 0 if (x. y) (0.y)→(a.b) function if it is continuous at every point in its domain D. then f (x. Unless indicated otherwise.e. y) = (0.9. x2 + y2 x + y2 Therefore lim y4 = 0. we need an alternate method for evaluating this limit. we can modify the function from Example 2. b) in D if lim f (x. 0) into the function gives the indeterminate form 0/0.0) Continuity can be defined similarly as in the single-variable case. y) in any (x. x2 + y2 Since substituting (x. y) = (0. 0).0) lim f (x. 0) Then f (x. y) (0. But x2 + y2 4 = (x2 + y2 )2 .2. b) a2 + b2 (0.1(e). 0) we have y4 (x2 + y2 )2 ≤ 2 = x2 + y2 → 0 as (x.y)→(0. 0) by Example 2. y) → (0. y) is continuous on all of . y) = 2 (i.

(x. lim (x. 14. Show that f (x. y) ≤ f (y. y) = f (y.0) lim cos(xy) 8. 15.y)→(0. 21.y)→(0. y) = 4.y)→(0. This function is called a Gaussian blur. y) in 2 .0) lim 1 xy (x. (x. x) for all (x. y) in (x. 17.1. x) for all lim sin x2 + y2 x2 + y2 =1.y)→(0. f (x.y)→(1. evaluate the given limit.0) lim B 1 19. f (x.0) lim e xy xy2 x2 + y4 xy2 x2 + y2 x2 − 2xy + y2 x−y (x2 + y2 ) cos cos 1 xy x2 − y2 (x. 18.−1) x−y lim 13. 2 2 2 20.y)→(0. FUNCTIONS OF SEVERAL VARIABLES A 1. y) = 2πσ2 e−(x +y )/2σ .1) (x.y)→(1. for σ > 0. 2. f (x.0) lim lim (x.0) lim lim x2 − y2 x−y 4 sin(xy) y x2 + y2 x y (x. 9. y.1(b). Suppose that f (x. Prove Theorem 2.0) (x.70 CHAPTER 2.y)→(0. state the domain and range of the given function. y.y)→(0.y)→(0.y)→(0. y) = x2 1 + y2 x2 + 1 y (x − 1)(yz − 1) 5. .) 23.0) lim (x. (x.) C 22. Prove Theorem 2.0) lim (x.y)→(0. 16. y) = x2 + y2 − 1 3. (Hint: You will need to use L’Hôpital’s Rule for single-variable limits.0) 2. z) = sin(xyz) 6.1(a) in the case of addition. and is used as a filter in image processing software to produce a “blurred” effect.0) x2 + y2 x2 − 2xy + y2 11. y) = x2 + y2 − 4 Exercises © ¨ For Exercises 1-6. f (x. 7. is constant on the circle of radius r > 0 centered at the origin. Use the substitution r = x2 + y2 to show that (x. z) = For Exercises 7-18. 10. 12. f (x. Show that f (x. (Hint: Use Definition 2. f (x.y)→(0.

is ∂y (2. b) ∂f (a. Likewise.3) Note: The symbol ∂ is pronounced “del”.2. b) be a point in D.2 Partial Derivatives 71 2. h→0 ∂y h (2. denoted by defined as ∂f f (a. Find ∂f ∂f (x. to distinguish it from the letter d used for the “usual” derivative. y) in the (positive) x or y direction. ∂x ∂y Solution: Treating y as a constant and differentiating f (x. b) = lim . Then the partial derivative of f at (a.3. respectively. Clairaut and L. What this means is that the partial derivative of a function f (x. y) with respect to x can be calculated by treating the y variable as a constant. and let (a. b) with respect to y. we can see that the partial derivative of a function f (x. is defined as ∂x f (a + h.10. y) as if it were a function of x alone. y) be a real-valued function with domain D in 2 . y) = x2 y + y3 . Definition 2. Euler around 1740. using the usual rules from single-variable calculus. b) (a. y) with respect to y is obtained by treating the x variable as a constant and then differentiating f (x. and then simply differentiating f (x. b). b) = lim h→0 ∂x h and the partial derivative of f at (a. y) with respect to x or y is the rate of change of f (x. ∂f denoted by (a. b). We will start with the notion of a partial derivative. Example 2. Let f (x.2) ∂f (a. ∂y 1 It is not a Greek letter. y) as if it were a function of y alone. y) with respect to x gives ∂f (x. From the definitions above. and what a limit of such a function is. . y) = 2xy ∂x and treating x as a constant and differentiating f (x.2 Partial Derivatives Now that we have an idea of what functions of several variables are. y) = x2 + 3y2 . y) and (x. b) − f (a. y) for the function f (x. we can start to develop an idea of a derivative of a function of two or more variables. b + h) − f (a. b) with respect to x.1 Recall that the derivative of a function f (x) can be interpreted as the rate of change of that function in the (positive) x direction. The symbol was first used by the mathematicians A. the partial derivative of f (x. y) with respect to y gives ∂f (x.

and for the function f (x. 2. This yields the higher-order partial derivatives: Since both ∂2 f ∂ ∂f = 2 ∂x ∂x ∂x 2f ∂ ∂f ∂ = ∂y ∂x ∂y ∂x ∂3 f ∂ ∂2 f = ∂x3 ∂x ∂x2 3f ∂ ∂2 f ∂ = ∂y ∂x2 ∂y ∂x2 ∂ ∂2 f ∂3 f = ∂y2 ∂x ∂y ∂y ∂x ∂ ∂2 f ∂3 f = ∂x ∂y ∂x ∂x ∂y ∂x . ∂ ∂f ∂2 f = 2 ∂y ∂y ∂y 2f ∂ ∂ ∂f = ∂x ∂y ∂x ∂y ∂ ∂2 f ∂3 f = ∂y ∂y2 ∂y3 3f ∂ ∂2 f ∂ = ∂x ∂y2 ∂x ∂y2 ∂ ∂2 f ∂3 f = ∂x2 ∂y ∂x ∂x ∂y ∂3 f ∂ ∂2 f = ∂y ∂x ∂y ∂y ∂x ∂y Example 2. y) with respect to y gives 2xy cos(xy2 ) ∂f = . . and for the ∂x ∂y ∂x ∂y ∂y ∂x ∂x ∂y . 2 ∂2 f ∂ f ∂ f ∂2 f ∂2 f ∂2 f . Find ∂f ∂f sin(xy2 ) .72 CHAPTER 2. Find the partial derivatives function f (x. y) = 2 ∂x ∂y x +1 Solution: Treating y as a constant and differentiating f (x. y). . y) with respect to x gives ∂f (x2 + 1)(y2 cos(xy2 )) − (2x) sin(xy2 ) = ∂x (x2 + 1)2 and treating x as a constant and differentiating f (x.11. ∂x ∂y ∂x ∂y We will often simply write Example 2. 2. y) = e x y + xy3 . ∂y x2 + 1 ∂f ∂f and are themselves functions of x and y. . y) and (x. we can take their partial ∂x ∂y derivatives with respect to x and y. FUNCTIONS OF SEVERAL VARIABLES ∂f ∂f ∂f ∂f and instead of (x.12.

y) in the domain of f . This applies even to mixed partial derivatives of order 3 or higher. fxx (x. D1 (x. y) . ∂2 f and ∂x ∂y It turns that this will usually be the case. y) D11 (x. Dxx (x. fyx (x. fx (x. y) D2 (x. fy (x. Dyx (x. y) . Specifically. so you can assume in the remainder of the text that ∂2 f ∂2 f = for all (x. then they are equal at that 2 All the functions we will deal with will have continuous partial derivatives of point. y) . ∂2 f ∂2 f such as ∂y ∂x and ∂x ∂y . Dy (x. y) . fyy (x. y) . y) . y) . y) See pp. y) .2. y) D21 (x. y) . f12 (x. y) D22 (x. y) . ∂y ∂x ∂x ∂y In other words. f21 (x. f1 (x. y) . are called mixed partial derivatives. we have 2 ∂f = 2xye x y + y3 ∂x 2 ∂ ∂2 f = (2xye x y + y3 ) 2 ∂x ∂x 2 ∂f = x2 e x y + 3xy2 ∂y 2 ∂ ∂2 f = (x2 e x y + 3xy2 ) 2 ∂y ∂y 73 = 2ye x y + 4x2 y2 e x 2 2y = x4 e x y + 6xy ∂2 f ∂ 2 x2 y = (x e + 3xy2 ) ∂x ∂y ∂x = 2xe x y + 2x3 ye x y + 3y2 2 2 2 2 ∂2 f ∂ = (2xye x y + y3 ) ∂y ∂x ∂y = 2xe x y + 2x3 ye x y + 3y2 2 2 Higher-order partial derivatives that are taken with respect to different variables. . it doesn’t matter in which order you take partial derivatives. y) . y) D12 (x. f2 (x. All of the following are equivalent: ∂f : ∂x ∂f : ∂y ∂2 f : ∂x2 ∂2 f : ∂y2 ∂2 f : ∂y ∂x ∂2 f : ∂x ∂y 2 ∂2 f ∂y ∂x ∂2 f both ∂y ∂x = ∂2 f ∂x ∂y . Dxy (x. f11 (x. all orders. y) . fxy (x. Dyy (x. Notice in the above example that whenever are continuous at a point (a. y) . y) . b). y) . The notation for partial derivatives varies.2 Partial Derivatives Solution: Proceeding as before. y) . Dx (x. y) . f22 (x. 214-216 in T AYLOR and M ANN for a proof.

f (x. Show that f (x. f (x. ∂x2 c ∂y 3 Conversely. y) = xy + 1 x+y x2 + y + 4 2 +y2 ) 13. and let c 0 be a constant. y) = x4 9. y) = x+1 y+1 21. y) = sin(xy) B 27. ¨ 2. ∂x2 ∂y2 The wave equation is an example of a partial differential equation. f (x. it turns out that any solution must be of this form. y) = e−(x 14. f (x. f (x. ∂x2 ∂y2 15. find 1. f (x. f (x. y) = ln(xy) 22. y) = cos(x + y) 4. 1 in W EINBERGER. 14. y) = x+1 y+1 5. y) = x4 25. y) = cos(x + y) 20.74 CHAPTER 2. f (x. f (x. y) = 11. y) = tan(x + y) ∂2 f ∂2 f . y) = ln(xy) 16. Show that the function f (x. find 17. f (x. y) = sin(xy) For Exercises 17-26. y) = x2 + y2 3. y) = x + 2y 10. Let u and v be twice-differentiable functions of a single variable. 15). f (x. f (x. FUNCTIONS OF SEVERAL VARIABLES A For Exercises 1-16. y) = x2 − y2 + 6xy + 4x − 8y + 2 8. f (x. y) = u(x + cy) + v(x − cy) is a solution of the general one-dimensional wave equation3 ∂2 f 1 ∂2 f − 2 2 =0. y) = x2 − y2 + 6xy + 4x − 8y + 2 24. y) = x + 2y 26. y) = e xy + xy 7. f (x. y) = x2 + y2 19. f (x. f (x. f (x. . f (x. y) = e xy + xy 23. 18. f (x. y) = x2 + y2 3 6. y) = x2 + y + 4 ∂f ∂x Exercises © and ∂f ∂y . f (x. y) = sin(x + y) + cos(x − y) satisfies the wave equation ∂2 f ∂2 f − =0. f (x. f (x. f (x. f (x. y) = sin(x + y) 12. 28. y) = x2 + y + 4 and ∂2 f ∂y ∂x (use Exercises 1-8. See Ch. f (x. f (x.

The formal definition mimics the intuitive notion of a tangent line to a curve. b) is the slope of the tangent line Ly to the trace of the surface z = f (x. The intuitive idea is that a tangent plane “just touches” a surface at a point.1 are contained in . This indeed turns out to be the case. you might expect that partial derivatives can be used to define a tangent plane to the graph of a surface z = f (x. and let Q = (x. b)) Ly Lx b 0 (a. Recall that the derivative dx of a function y = f (x) has a geometric meaning. y.4. then the two tangent lines to the surface z = f (x. b. the trace of the surface described by z = f (x. ∂x Similarly. y) in the positive x and y direcdy tions. y) be the equation of a surface S in 3 . b)).3. b) in the domain D of f (x. c) be a point on S . Note that since two lines in 3 determine a plane.3 Tangent Plane to a Surface In the previous section we mentioned that the partial derivatives ∂ f and ∂ f can be ∂x ∂y thought of as the rate of change of a function z = f (x. f (a. f (x)) in 2 . y) ∂y in the plane x = a (see Figure 2. y) (a. y): given a point (a. Let z = f (x.2. z z = f (x. y) (a. If the (acute) angle between the vector − − → PQ and the plane T approaches zero as the point Q approaches P along the surface S . There is a similar geometric meaning to the partial derivatives ∂ f and ∂ f of ∂x ∂y a function z = f (x.3. b) z slope = ∂f ∂y (a. y) in the x and y directions described in Figure 2. y) in the plane y = b is a curve in 3 through the point (a. and let P = (a. b) z = f (x. y). b. First. Definition 2. b)) slope = ∂f ∂x (a. we need a definition of a tangent plane.3 Tangent Plane to a Surface 75 2. respectively. f (a. b. b). and the slope of the tangent line L x to that curve at that point is ∂ f (a. ∂ f (a. f (a. then we call T the tangent plane to S at P.1 Partial derivatives as slopes dy Since the derivative dx of a function y = f (x) is used to find the tangent line to the graph of f (which is a curve in 2 ). Let T be a plane which contains the point P. namely as the slope of the tangent line to the graph of f at the point (x. z) represent a generic point on the surface S .1).3. b) D (a) Tangent line L x in the plane y = b y 0 a x (a. b. y). b) D y x (b) Tangent line Ly in the plane x = a Figure 2.

b)) is ∂x ∂x parallel to Lx (since vx lies in the xz-plane and lies in a line with slope ∂x 1 = ∂ f (a. z Suppose that we want an equation of the tangent plane T to the surface z = f (x.3. respectively. y) will exist at the point (a. b) = 0 4 See T AYLOR and M ANN.6) ∂x (a. b). then all we need are vectors vx and vy that are parallel to Lx and Ly . It is possible that if we take the trace of the surface in the plane x − y = 0 (which makes a 45◦ angle with the positive x-axis). Similarly. ∂ f (a. b) = 0 . then the vector vx = (1. b)) L in the planes y = b and x = a. f (a. C) is a normal vector to the plane T . 0.4. or it may not have a tangent line at all at that point.4) 0 x Figure 2. b. b. Let Lx z = f (x. if the tangent plane exists at that point. those conditions will always hold. the resulting curve in that plane may have a tangent line which is not in the plane determined by the other two tangent lines. Luckily.2 Tangent plane Since the slope of Lx is ∂ f (a. b) then the ∂x ∂y tangent plane to the surface z = f (x. we have the following result: The equation of the tangent plane to the surface z = f (x.3. y) at a point (a. B. b) j +k is normal to the plane T . b)) is parallel to Ly . b)).3. and then let n = vx × vy . b) (x − a) − ∂f ∂y (a. b) ∂f where n = (A. the vector ∂y i j n = vx × vy = 1 0 0 1 k ∂f ∂x (a. b). 0. f (a. b) x 0 1 Figure 2. b) and are continuous at (a. respectively (as in Figure y 2. b) (y − b) + z − f (a. b. (2. Then the equation for T is T y A(x − a) + B(y − b) + C(z − f (a. b)) is ∂f ∂f (2.3. the vector ∂x vy = (0. y) at the point (a. b. Hence. . ∂ f (a. b)) = 0 (2. FUNCTIONS OF SEVERAL VARIABLES the tangent plane at that point. z vx = (1. b) ∂f ∂y (a. y) and Ly be the tangent lines to the traces of the surface (a. Thus the equation of T is − ∂f ∂x (a.2). f (a.5) Multiplying both sides by −1. § 6. ∂ f (a. Since T contains the lines Lx and Ly . See Figure 2. and suppose that the conditions for T to exist do Lx hold. f (a.76 CHAPTER 2. it turns out4 that if ∂ f and ∂ f exist in a region around a point (a.3). 1. b) i ∂x − ∂f ∂y (a.3 = − ∂ f (a. The existence of those two tangent lines does not by itself guarantee the existence of the tangent plane. b)). b)) ∂x (a. b) (y − b) − z + f (a. In this text.b) ∂f ∂x (a. b) (x − a) + ∂y (a.

5) For Exercises 7-10. P = (3. 1. f (x. x2 + y2 − z2 = 0. 2. −1) is 2x + 2y − z − 9 = 0 . so the equation 2(1)(x − 1) + 2(2)(y − 2) − z + 5 = 0 . b. ∂F ∂y = 2y. x2 + y2 = 4. 2 √ 11 3 9. P = (2.13. 2. y) = xy. −1). 2. f (x. P = (1. 0) . f (x. b. (2. c) is given by the equation ∂F ∂x (a. z) = x2 + y2 + z2 − 9. so the equation of the tangent plane at (2.7) Note that formula (2. 2. 2) 3. 4) 2. we have ∂F ∂z = 2z. f (x.2. find the equation of the tangent plane to the surface z = f (x. 4. y) = x2 + y2 . c) (z − c) = 0 . y. y) = x2 + y2 . f (x.3 Tangent Plane to a Surface 77 Example 2. −1) 4. z) = f (x. P = (1. P = (−1. Example 2. or ¨ A Exercises © For Exercises 1-6. 5) 8. ∂F ∂x = 2x. and 2(2)(x − 2) + 2(2)(y − 2) + 2(−1)(z + 1) = 0 . 0. −1. y) = x2 + y3 .14. 5). 3) √ 10. P = (3. 1. y) at the point P. y) = xey . y) = x + 2y. P = ( 3. y) − z. 1. Solution: For the function f (x. then the tangent plane to the surface at a point (a. Find the equation of the tangent plane to the surface x2 + y2 + z2 = 9 at the point (2. x2 + y2 + z2 = 9. 0. 5) is ∂f ∂x = 2x and ∂f ∂y = 2y. P = (1.6) is the special case of formula (2. 1) 5. 7.7) where F(x. b. f (x. Find the equation of the tangent plane to the surface z = x2 + y2 at the point (1. x2 4 + y2 9 + z2 16 = 1. b. c) (y − b) + ∂F ∂z (a. it can be shown that if a surface is defined implicitly by an equation of the form F(x. or 2x + 4y − z − 5 = 0 . Solution: For the function F(x. we have of the tangent plane at the point (1. 4. P = 1. 2. 1. In a similar fashion. 1) 6. 1. find the equation of the tangent plane to the given surface at the point P. y) = x2 y. y. z) = 0. y. c) (x − a) + ∂F ∂y (a. P = (0.

If f (x. 1) ∂x the formula reduces to Dv f (a. Then the directional derivative of f at (a. That is. Let (a. which the reader should be used to by now. b) = lim f (a + hv1 . b) = lim f ((a.9) h→0 From this we can immediately recognize that the partial derivatives ∂ f and ∂ f are ∂x ∂y special cases of the directional derivative with v = i = (1. and let (a. 1) are the only unit vectors in 2 with a zero component. b) be a point in D. b) = v1 ∂f ∂f (a. Since there are many vectors with the same ∂x ∂y direction. is defined as Dv f (a. So since ∂y ∂y i = (1.78 CHAPTER 2. Let f (x. FUNCTIONS OF SEVERAL VARIABLES 2. y) be a real-valued function with domain D in 2 . b + hv2 ) − f (a. b) be a point in D. y).4 Directional Derivatives and the Gradient For a function z = f (x. But this is just the usual idea of identifying vectors with their terminal points. v2 ) be a unit vector in 2 . we use a unit vector in the definition. Then Dv f (a. 0) then the above formula reduces to Dv f (a.2. v2 ). Definition 2. as that represents a “standard” vector for a given direction. b) . Let v be a unit vector in 2 . ∂x ∂y (2. respectively. respectively. What about other directions? It turns out that we can find the rate of change in any direction using a more general type of derivative called a directional derivative. b) as a vector. then there is a simple formula for the directional derivative: Theorem 2. h (2.5. for v = j = (0. b) = ∂ f (a. b). we learned that the partial derivatives ∂ f and ∂ f represent ∂x ∂y the (instantaneous) rate of change of f in the positive x and y directions. If we were to write the vector v as v = (v1 . y) be a real-valued function with domain D in 2 such that the partial derivatives ∂ f and ∂ f exist and are continuous in D. b) h (2. 0) and v = j = (0.10) Proof: Note that if v = i = (1. b) . y) has continuous partial derivatives ∂ f and ∂ f (which will always be the case ∂x ∂y in this text). then we . since we are adding the vector hv to it. 0) and j = (0. which is true since Dj f = ∂ f . Similarly. ∂x which we know is true since Di f = ∂ f . b) = ∂ f (a. b) + hv) − f (a. as we noted earlier. then Dv f (a. ∂ f = Di f and ∂ f = Dj f . denoted by Dv f (a. b). b) + v2 (a. b). 1).8) h→0 Notice in the definition that we seem to be treating the point (a. Let f (x. ∂x ∂y and let v = (v1 . b) in the direction of v.

we have ∂f ∂f f (a + hv1 . b) = v1 (a. b) ∂x ∂y h→0 QED after reversing the order of summation. there exists a number 0 < β < 1 such that f (a + hv1 . b) + f (a + hv1 . b) + v2 (a. y) on the interval [b. b). The second vector has a special name: . b + hv2 ) − f (a + hv1 . b) hv2 ∂y (a + hv1 . b) = lim f (a + hv1 .11) Since h 0 and v2 0. ∂y By a similar argument. so = v2 (a. b) = v · ∂f ∂f ∂x (a. b) = hv1 Thus. b + αhv2 ) + hv1 ∂x (a + βhv1 . b) + v1 (a. b + hv2 ) − f (a. b) .11). then hv2 0 and thus any number c between b and b + hv2 can be written as c = b + αhv2 for some number 0 < α < 1. b) (a + hv1 . b) h ∂f ∂f = lim v2 (a + hv1 . b + hv2 ] (or [b + hv2 . b) h→0 ∂y ∂x ∂f ∂f ∂f ∂f and . ∂x so by formula (2. b + hv2 ) − f (a. b + hv2 ) − f (a + hv1 . ∂y (a. b) − f (a.2. b + αhv2 ) = g ′ (b + αhv2 ) = = ∂y b + hv2 − b hv2 and so f (a + hv1 . Note that Dv f (a. b + αhv2 ) + v1 (a + βhv1 . b] if one of h or v2 is negative) to find a number 0 < α < 1 such that ∂f g(b + hv2 ) − g(b) f (a + hv1 . b + hv2 ) − f (a. b + αhv2 ) . (2.9) we have Dv f (a. v2 ) with v1 So fix such a vector v and fix a number h 0. then the Mean Value Theorem from single-variable calculus can be applied to the function g(y) = f (a + hv1 . b) ∂y ∂x ∂f (a + βhv1 . So since the function f (a + hv1 . b) − f (a. Then 0 and v2 79 0. b) = f (a + hv1 . f (a + hv1 . y) is a real-valued function of y (since a + hv1 is a fixed number).4 Directional Derivatives and the Gradient need only show the formula holds for unit vectors v = (v1 . b) . b) by the continuity of ∂y ∂x ∂x ∂y ∂f ∂f Dv f (a. b + αhv2 ) + v1 (a + βhv1 . by equation (2. b) = h h ∂f ∂f = v2 (a + hv1 . b + hv2 ) − f (a + hv1 . b) . b) = hv2 ∂f (a + hv1 .

13) in 3. The symbol ∇ is pronounced “del”. y) = c (see Figure 2. √ 2 2 · (22 + 3(1)2 (2). . For a real-valued function f (x.1). the gradient is the vector ∇f = ∂f ∂f ∂f . is the vector ∂f ∂f (2. For a real-valued function f (x. 2) = 1 1 √ . the gradient of f .4. 2) in the direction of v = 1 1 √ . denoted by ∇ f . y) = c x 0 Figure 2.80 CHAPTER 2. Let c be a real number in the range of f and let v be a unit vector in 2 which is tangent to the level curve f (x. Dv f = v · ∇ f Example 2.12) ∇f = .15. y) whose partial derivatives ∂ f and ∂ f exist and are ∂x ∂y continuous is called continuously differentiable. ∂x ∂y ∂z (2.5 Corollary 2.4. y) is such a function and that ∇ f 0. y.1 5 Sometimes the notation grad( f ) is used instead of ∇ f . 2(1)(2) + 13 ) = 15 √ 2 A real-valued function z = f (x. Find the directional derivative of f (x.6. y). so Dv f (1. 2xy + x3 ). . Solution: We see that ∇ f = (y2 + 3x2 y. y v ∇f f (x. y) = xy2 + x3 y at the point (1. FUNCTIONS OF SEVERAL VARIABLES Definition 2. z).3. 2) = v · ∇ f (1. ∂x ∂y in 2. Assume that f (x. √ 2 2 .

The largest value that Dv f can take is when cos θ = 1 (θ = 0◦ ). Example 2. y) be a continuously differentiable real-valued function. where x. In which direction does the function f (x. while the smallest value occurs when cos θ = −1 (θ = 180◦ ). √ 5 5 . √ 5 5 and decreases the fastest in the direction of . Then: (a) The gradient ∇ f is normal to any level curve f (x. In other words. then the rate of change of f in the direction of v is 0. y. then the temperature will decrease the fastest in the direction of −∇ f (1.17. (b) The value of f (x. ∇ f ⊥ v. y) = c. y) the length ∇ f is fixed. 1) = (e−1 . Thus. Likewise. y) decreases the fastest in the direction of −∇ f . f increases the fastest in the direction of −2 −1 √ . y) = xy2 + x3 y increase the fastest from the point (1. for any unit vector v in 2 . −2e−2y . z) = e−x + e−2y +e4z .4 Directional Derivatives and the Gradient 81 The value of f (x. a similar argument can be used to show that it also applies to functions of three or more variables. At a fixed point (x. So since v = 1 then Dv f = ∇ f cos θ. i. so since v is a tangent vector to this curve. where θ is the angle between v and ∇ f . −4e4 ). 2)? In which direction does it decrease the fastest? that direction is v = 2 1 √ . Though we proved Theorem 2.16.e.2. 2) = (10. 2xy + x3 ). z are space coordinates relative to the center of the solid. So since ∇ f 0 then Dv f = 0 ⇒ cos θ = 0 ⇒ θ = 90◦ . . 1) will the temperature decrease the fastest? Solution: Since ∇ f = (−e−x . 1. In which direction from the point (1. Example 2. A unit vector in = 1 2 √ . (c) The value of f (x. the value of the function f increases the fastest in the direction of ∇ f (since θ = 0◦ in that case). we still have Dv f = ∇ f cos θ. √ 5 5 Solution: Since ∇ f = (y2 + 3x2 y. 1. 4e4z ). the directional derivative in the three-dimensional case can also be defined by the formula Dv f = v · ∇ f . In other words. We have thus proved the following theorem: Theorem 2. In general. Dv f = 0. and the value of f decreases the fastest in the direction of −∇ f (since θ = 180◦ in that case). with ∇ f 0. But we know that Dv f = v · ∇ f = v ∇ f cos θ. 5) ∇f ∇f 0. 2e−2 . which means that ∇ f is normal to the level curve. then ∇ f (1.4 for functions of two variables. y) is constant along a level curve. The temperature T of a solid is given by the function T (x.4. y. where θ is the angle between v and ∇ f . Let f (x. and the value of Dv f then varies as θ varies. y) increases the fastest in the direction of ∇ f .

P = (1. FUNCTIONS OF SEVERAL VARIABLES A 1. f (x. ∇( f g) = f ∇g + g ∇ f 23. 12. 1. 1) For Exercises 15-16. 2). y) = each point (x.82 CHAPTER 2. Show that ∇r = 1 r when (x. 1. f (x. y. let c be a constant. Dv ( f + g) = Dv f + Dv g 27. 1. Repeat Example 2. z) = sin(xyz) 9. f (x. f (x. y) = ln(xy) 7. z) = x2 eyz . P = (1. y) g2 0 24. 18. y) = x2 + y2 − 1. ∇(c f ) = c ∇ f 21. f (x. P = (1. y) = x2 + y2 + 4 Exercises © ¨ For Exercises 1-10. let f (x. z) = x2 + y2 + z2 5. f (x. find the directional derivative of f at the point P in the direction of v = 1 1 1 √ . y) be continuously differentiable real-valued functions. 1) + y2 11. √ 2 2 . f (x. 3). y) (0. y) = x2 + y2 + 4. y) = 2x + 5y 8. 2.16 at the point (2. z) = sin(xyz). and let v be a unit vector in 2 . 1) 13. y. y. y. y. 16. ∇( f /g) = g ∇ f − f ∇g if g(x. f (x. y) in 20. Dv (c f ) = c Dv f 26. y) = x2 + y2 − 1 3. and that ∇(r2 ) = 2 r. f (x. B For Exercises 19-26. y) = x2 ey . r . y) and g(x. y) = x2 1 . P = (1. 1) 15. 0). Dv ( f g) = f Dv g + g Dv f x2 + y2 is the length of the position vector r = x i + y j for 2 . Repeat Example 2. f (x. y. √ 3 3 3 . P = (1. The function r(x. 1) 14. 1) 17. f (x. f (x. √ . f (x. y) = x2 1 + y2 4. f (x. z) = x2 eyz 10. z) = x2 + y2 + z2 For Exercises 11-14. find the directional derivative of f at the point P in the direction of v = 1 1 √ . D−v f = −Dv f 25. P = (1. y) = x2 ey 6. f (x. f (x. ∇( f + g) = ∇ f + ∇g 22.17 at the point (3. Show that: 19. compute the gradient ∇ f .

Note: Theorem 2. y) ≤ f (a. b) is the largest value of f near (a. to find the critical points of f you have to solve the equations ∂f ∂f ∂x (x.5. Let f (x. y). b) = 0. y) where the values of x and y have the same sign (so that f (x. A point (a. then f has a global minimum at (a.18. points where the function has a local maximum or local minimum. In fact. y) inside some disk of positive radius centered at (a. b) for all (x. b)). b) = 0 is called a critical point for the function f (x. ∂x ∂x Similarly. y) ≥ f (a. ∂x and ∂ f = x = 0 ⇒ x = 0. Definition 2. y) for which (x − a)2 + (y − b)2 < r2 .5 can be extended to apply to functions of three or more variables. In particular. y) = 0 and ∂y (x. Similar to the single-variable case. i. y) as (x. We will consider only functions of two variables. The function f (x. b) ∂x ∂y exist. y) = 0 simultaneously for (x. We know that f (a. y) = xy > 0 = f (0. b). 0)). y) ≤ f (a. y) = xy < 0 = f (0. b) = 0 is not always sufficient to guarantee that a critical point is a local maximum or minimum. Then a necessary condition for f (x.2. and let (a. y) in the domain of f . b) = 0. b). If f (x. Suppose that (a. b) for all (x. So we know that g ′ (a) = 0.e. b). b) for all (x. so (0. b). y) be a real-valued function. f (a. We say that f has a local maximum at (a. b) in the y direction and so ∂ f (a.7. y) be a real-valued function such that both ∂ f (a. that is. b) and ∂ f (a. b) where ∇ f (a. in some sufficiently small disk centered at (a. If f (x. functions of three or more variables require methods using linear algebra. b) if f (x. the necessary condition that ∇ f (a. b). y). b). 0) contains points (x.5 Maxima and Minima 83 2. b) be a point in the domain of f . y) goes in all directions from the point (a. b) = 0. along the path y = x . y) = xy has a critical point at (0. b) is the largest value of f (x. then ∂ f (a. the single-variable function g(x) = f (x. 0) is the only critical point. and that the first-order partial derivatives of f exist at (a. Likewise. 0): ∂ f = y = 0 ⇒ y = 0. b) for all (x. Let f (x. f (a. y) in the domain of f . y) ≤ f (a. b) is the largest value of f in the x direction (around the point (a. y). b) for all (x. b) if f (x. 0)) and different signs (so that f (x. But clearly f does not have a ∂y local maximum or minimum at (0. then f has a global maximum at (a. So given a function f (x. there is some sufficiently small r > 0 such that f (x. that is. ∂y We thus have the following theorem: Theorem 2.5 Maxima and Minima The gradient can be used to find extreme points of real-valued functions of several variables. b) is that ∇ f (a. 0) since any disk around (0. b). Since g ′ (x) = ∂ f (x. Example 2. y). b) has a local maximum at x = a. b) is a local maximum point for f (x. we say that f has a local minimum at (a. b). y) to have a local maximum or minimum at (a. y) ≥ f (a. y) inside some disk of positive radius centered at (a.

then the test fails.1. which is a hyperbolic paraboloid.5. then f has a local minimum at (a.e. b) ∂x2 ∂2 f (a. 0) is an example of a saddle point. b) − ∂y ∂x ∂x2 ∂y 2 > 0. ∇ f (a. then f has a local maximum at (a. y) = xy. saddle point at (0.5. while along the path y = −x we have f (x.1 f (x.e.6.6 Theorem 2. b) (i. y) be a smooth real-valued function. 100 50 0 z -50 -10 -100-10 -5 -5 y 0 0 5 5 10 10 x Figure 2. which has a local maximum at (0. 0). b) 2 (a.84 CHAPTER 2. y) = x2 . Define D= Then (a) if D > 0 and (b) if D > 0 and ∂2 f (a. i. then f has neither a local minimum nor a local maximum at (a. b) = 0). which we will not prove here. 6 See T AYLOR and M ANN. . which has a local minimum at (0. with a critical point at (a. Let f (x. it is a local maximum in one direction and a local minimum in another direction. The graph of f (x. b) ∂x2 ∂2 f ∂2 f ∂2 f (a. § 7. 0). 0) The following theorem gives sufficient conditions for a critical point to be a local maximum or minimum of a smooth function (i. a function whose partial derivatives of all orders exist and are continuous). FUNCTIONS OF SEVERAL VARIABLES in 2 . b) (c) if D < 0. b) < 0. y) is shown in Figure 2. y) = −x2 . So (0.e. b) (d) if D = 0. b) (a.6. f (x.

(2. Solution: First find the critical points. y) = xy − x3 − y2 . Find all local maxima and minima of f (x. −1) − (2. y) = x2 + xy + y2 − 3x. i.2.20. b) ∂y ∂x ∂2 f (a. −1) ∂x2 ∂2 f =2. −1). Note that the assumption that f (x. we need the second-order partial derivatives: ∂2 f =2.5 Maxima and Minima 85 If condition (c) holds. ∂y2 ∂2 f =1 ∂y ∂x 2 ∂2 f ∂2 f ∂2 f (2. y) is smooth means that ∂2 f (a. . Since ∂f = y − 3x2 ∂x and ∂f = x − 2y ∂y Example 2. y) = (2.6. To use Theorem 2. i. b) ∂x2 ∂y > 0. b) ∂x2 2f ∂2 f (a. b) have the same sign. b) is a saddle point. then the critical points (x. b) 2 D= since ∂2 f ∂x2 ∂2 f ∂y ∂x = ∂2 f ∂x ∂y . ∂2 f ∂y2 Also. Thus. y) are the common solutions of the equations 2x + y − 3 = 0 x + 2y =0 which has the unique solution (x. if D > 0 then ∂2 f (a. b) ∂x ∂y ∂2 f (a. Solution: First find the critical points. ∂x2 and so D= and ∂2 f (2. Since ∂f = 2x + y − 3 ∂x and ∂f = x + 2y ∂y Example 2. This means that in parts (a) and (b) of the by ∂2 f (a.e.e. b) ∂ 2 (a. −1) ∂y ∂x ∂x2 ∂y = (2)(2) − 12 = 3 > 0 = 2 > 0. So (2. Find all local maxima and minima of f (x. b) ∂y2 theorem one can replace if desired. b) ∂y2 = D+ ∂2 f ∂y ∂x (a. b) ∂x2 ∂2 f (a. and so (a. then (a. −1) 2 (2. where ∇ f = 0. −1) is the only critical point. b) and (a. −1) is a local minimum.19. where ∇ f = 0.

∂x2 ∂2 f =8. 0) 2 (0. Find all local maxima and minima of f (x.86 CHAPTER 2. i. substituting that into the second equation yields 1 x − 6x2 = 0. ∂x2 So D= ∂2 f = −2 . ∂y2 2 ∂2 f =1 ∂y ∂x ∂2 f ∂2 f ∂2 f (0. D= and ∂2 f 1 1 . (2. 12 ∂2 f ∂y2 1 1 6 . which has the solutions x = 0 and x = 6 . 12 2 = (−6 1 )(−2) − 12 = 1 > 0 6 = −1 < 0.e. 0) − ∂y ∂x ∂x2 ∂y = (−6(0))(−2) − 12 = −1 < 0 and thus (0. y) = (x − 2)4 + (x − 2y)2 . 12 − ∂2 f ∂y ∂x 1 1 6 . y) = (0. ∂x2 6 12 ∂2 f ∂x2 1 1 6 . 12 is a local maximum. and so x = 2(1) = 2. ∂y2 ∂2 f = −4 ∂y ∂x .21. Also. substituting that into the first equation yields 4(2y − 2)3 = 0. Solution: First find the critical points. Thus. y) are the common solutions of the equations 4(x − 2)3 + 2(x − 2y) = 0 −4(x − 2y) = 0 The second equation yields x = 2y. 1 1 6 . 6 6 1 1 So the critical points are (x. 0) (0. y) = 6 . To use Theorem 2.6. 1) is the only critical point. FUNCTIONS OF SEVERAL VARIABLES then the critical points (x. y) are the common solutions of the equations y − 3x2 = 0 x − 2y = 0 The first equation yields y = 3x2 . So x = 0 ⇒ y = 3(0) = 0 and 2 1 x = 1 ⇒ y = 3 1 = 12 .6. we need the second-order partial derivatives: ∂2 f = 12(x − 2)2 + 2 . 12 . we need the second-order partial derivatives: ∂2 f = −6x . which has the solution y = 1. 0) and (x. Since ∂f = 4(x − 2)3 + 2(x − 2y) ∂x and Example 2. 0) is a saddle point. Thus. where ∇ f = 0. To use Theorem 2. ∂f = −4(x − 2y) ∂y then the critical points (x.

since f (x. so it has a critical point at r = 1. i. where ∇ f = 0. it looks like we might have a local maximum for (x. y). Find all local maxima and minima of f (x. What can be done in this situation? Sometimes it is possible to examine the function to see directly the nature of a critical point. y) on the unit circle x2 + y2 = 1. 1) 2 (2. y) on the unit circle x2 + y2 = 1. 0). we have D = 4 > 0 and ∂ 2 (0. 2 Then g ′ (r) = 2r(1 − r2 )e−r . Thus f (x. and we can check that g ′′ (1) = −4e−1 < 0. 1) ∂y ∂x ∂x2 ∂y 2 = (2)(8) − (−4)2 = 0 and so the test fails. Since 2 2 ∂f = 2x(1 − (x2 + y2 ))e−(x +y ) ∂x 2 2 ∂f = 2y(1 − (x2 + y2 ))e−(x +y ) ∂y 2 +y2 ) . ∂x for points (x. To use Theorem 2. then 2 we see that we can write f (x. y) on the unit circle x2 + y2 = 1 are local maximum points for f . y) as a function g(r) of the variable r alone: g(r) = r2 e−r .5. 0) is a local minimum.2. . y). y) ≥ 0 = f (2. θ) instead of (x. 1) for all (x. But we also see that f (2. 0) = 2 > 0. y) is the sum of fourth and second powers of numbers and hence must be nonnegative. y). y) in 2 . Thus. However. the points (x. then the critical points are (0. so (0. 1) is in fact a global minimum for f . In our case.6. But r = 1 corresponds to the unit circle x2 + y2 = 1. y) = (x2 + y2 )e−(x Solution: First find the critical points.5 Maxima and Minima So D= 87 ∂2 f ∂2 f ∂2 f (2. 1) = 0. as shown in Figure 2. 0) and all points (x.22.e. we see that f (x. If we look at the graph of f (x. y) on the unit circle x2 + y2 = 1. and hence (2. we need the second-order partial derivatives: 2 2 ∂2 f = 2[1 − (x2 + y2 ) − 2x2 − 2x2 (1 − (x2 + y2 ))]e−(x +y ) 2 ∂x 2 2 ∂2 f = 2[1 − (x2 + y2 ) − 2y2 − 2y2 (1 − (x2 + y2 ))]e−(x +y ) 2 ∂y 2 2 ∂2 f = −4xy[2 − (x2 + y2 )]e−(x +y ) ∂y ∂x f At (0.2. Example 2. y) ≥ 0 for all (x. 1) − (2. where r2 = x2 + y2 . we have 2 D = (−4x2 e−1 )(−4y2 e−1 ) − (−4xye−1 )2 = 0 and so the test fails. so the Second Derivative Test from single-variable calculus says that r = 1 is a local maximum. If we switch to using polar coordinates (r.

f (x.1 0. y) = −4x2 + 4xy − 2y2 + 16x − 12y 9.05 0 -3 -2 -1 0 1 y 2 3 3 2 1 -3 -2 -1 0 x Figure 2. find all local maxima and minima of the function f (x.88 CHAPTER 2. then the tangent plane to the surface z = f (x. find the dimensions that will minimize the surface area. f (x. (Hint: Use the volume condition to write the surface area as a function of just two variables. y) = x2 + y2 Exercises © ¨ For Exercises 1-10. Find three positive numbers x.2 0. y) at the point (a. (Hint: Use Theorem 2. f (x. 2. y) = 2x3 + 6xy + 3y2 7. f (x. b) is a local maximum or local minimum point for a smooth function f (x. y) = x3 − 12x + y2 + 8y 4. f (x. y) = x3 − 3x + y3 − 3y 5. y) = (x2 + y2 )e−( x 2 +y2 ) A 1.5. z whose sum is 10 such that x2 y2 z is a maximum. y) = x + 2y 10. y). Prove that if (a.) 12. f (x. FUNCTIONS OF SEVERAL VARIABLES 0. b. y) = x3 − 3x + y2 3. f (x.) C 13.5.4 0. y. f (x.3 0.2 f (x. y) = x3 + 3x2 + y3 − 3y2 6. f (x. y) = 4x2 − 4xy + 2y2 + 10x − 6y B 11.25 0. For a rectangular solid of volume 1000 cubic meters. . f (x. y) = 2x3 − 6xy + y2 8.15 z 0. y). b)) is parallel to the xy-plane.35 0. f (a.

. In this section we will describe another method of Newton for finding critical points of real-valued functions of two variables. in general this will not be the case. If the equations involve polynomials in x and y of degree three or higher. and define D(x. The method we used required us to find the critical points of f . y). yn ) ∂2 f ∂x ∂y (xn . y) (x. yn ) ∂f ∂y (xn .6 Unconstrained Optimization: Numerical Methods The types of problems that we solved in the previous section were examples of unconstrained optimization problems. There are formulas for solving polynomial equations of degree 4. if one of the equations that had to be solved was x3 + 9x − 2 = 0 . we tried to find local (and perhaps even global) maximum and minimum points of real-valued functions f (x. 8 There are also two nonreal. but it can be proved that there is no general formula for solving equations for polynomials of degree five or higher. the only choice may be to find a solution using some numerical method which gives a sequence of numbers which converge to the actual solution. then solving even one such equation. y) could be any points in the domain of f . y ) ∂y2 n n ∂f ∂y (xn . which are not quite as simple as the familiar quadratic formula. Cubic polynomial equations in one variable can be solved using Cardan’s formulas. y) − ∂y ∂x ∂x2 ∂y 2 . define: ∂2 f (x . you may have a hard time getting the exact solutions. . y ) ∂x2 n n ∂f ∂x (xn . yn+1 = yn − D(xn .6 Unconstrained Optimization: Numerical Methods 89 2. 1. yn ) . y) = ∂2 f ∂2 f ∂2 f (x.7 For example. y) be a smooth real-valued function. In a much. For example. especially since the only real solution8 turns out to be 28 + 1− situation such as this. which in general is a system of two equations in two unknowns (x and y). While this was relatively simple for the examples we did. y) 2 (x. yn ) xn+1 = xn − D(xn . Newton’s algorithm: Pick an initial point (x0 . Trial and error would not help 3 √ 3 √ 28 − 1.2. yn ) ∂f ∂x (xn . Let f (x. yn )∞ converges to a critical point. . That is. This is also a problem for the equivalent method (the Second Derivative Test) in single-variable calculus. See U SPENSKY for more details. then you will have to try different initial points to find them. For n = 0. yn ) ∂2 f ∂x ∂y (xn . which you probably learned in single-variable calculus. y0 ). or complicated expressions involving trigonometric. though one that is not usually emphasized. If there are several n=1 critical points. 2. which meant having to solve the equation ∇ f = 0. complex number solutions. or logarithmic functions. yn ) (2. could be impossible by elementary means. 3. 7 . exponential. yn ) ∂2 f (x . let alone two. Newton’s method for solving equations f (x) = 0. where the points (x.14) Then the sequence of points (xn . .

The full code is shown in Listing 2. we will write a simple program.1 below). so we should pick an initial point where D is not zero. We need to pick an initial point (x0 . y) over a large region may help (see Figure 2. which in this case can not be done easily. 0) as our initial point.6. though it may be hard to tell where the critical points are. ∂y ∂x ∂x2 ∂y2 Notice that solving ∇ f = 0 would involve solving two third-degree polynomial equations in x and y. .90 CHAPTER 2. so take (0. And we can see that D(0. y) = x3 − xy − x + xy3 − y4 for −20 ≤ x ≤ 20 and −20 ≤ y ≤ 20 Notice in the formulas (2. y) = x3 − xy − x + xy3 − y4 . = 6xy − 12y2 . Find all local maxima and minima of f (x. y0 ) for our algorithm. which will take a given initial point as a parameter and then perform 100 iterations of Newton’s algorithm. FUNCTIONS OF SEVERAL VARIABLES Solution: First calculate the necessary partial derivatives: Example 2.14) that we divide by D. ∂f ∂f = 3x2 − y − 1 + y3 . we will let a computer do the computing. and since the computations are quite tedious. In each iteration the new point will be printed. For this.6. Looking at the graph of z = f (x. using the Java programming language.23.1 f (x. Since it may take a large number of iterations of Newton’s algorithm to be sure that we are close enough to the actual critical point.1. z 50000 0 -50000 -100000 -150000 -200000 -250000 -300000 -350000-20 -20 -15 -10 -5 -15 -10 0 -5 5 0 5 10 10 15 15 20 20 x y Figure 2. 0) = (0)(0) − (−1)2 = −1 0. = −x + 3xy2 − 4y3 ∂x ∂y ∂2 f ∂2 f ∂2 f = −1 + 3y2 = 6x . so that we can see if there is convergence.

yn ) ) / D. y ) − Math . y = yn − ( fxx ( xn . pow ( y . double yn = y . p r i n t l n ( " Error : D = 0 at i t e r a t i o n n = " + n ) . } //The second p a r t i a l d e r i v a t i v e o f f wrt x : 6x public s t a t i c double fxx ( double x . out . System . yn ) ∗ f y ( xn . yn ) ∗ f y ( xn . yn ) ∗ f x ( xn . y ) ∗ fyy ( x . y ) . } //The mixed second p a r t i a l d e r i v a t i v e o f f wrt x and y : −1+3y^2 public s t a t i c double fxy ( double x . yn ) ∗ f x ( xn . yn ) ) / D. 2 ) . " + y + " ) " ) . double y ) { return 3∗Math . 3 ) . } //The f i r s t p a r t i a l d e r i v a t i v e o f f wrt y : −x+3xy^2−4y^3 public s t a t i c double f y ( double x . parseDouble ( args [ 1 ] ) . n++) { double D = fxx ( x . // I n i t i a l x value double y = Double . double y ) { return −x + 3∗x∗Math . System . pow ( y . 3 ) .java . //Go through 100 i t e r a t i o n s o f Newton ’ s algorithm for ( int n=1.2. pow ( y . pow ( y . pow ( x . double y ) { return 6∗x∗y − 12∗Math . 2 ) . pow ( fxy ( x . //End the program } else { //C a l c u l a t e the new values f o r x and y x = xn − ( fyy ( xn . p r i n t l n ( " I n i t i a l p o i n t : ( " + x + " . p r i n t l n ( "n = " + n + " : ( " + x + " . y ) as command− l i n e parameters double x = Double . double y ) { return 6∗x . //The c u r r e n t x and y values i f (D == 0 ) { //We can not d i v i d e by 0 System . out . out . } } } //Below are the p a r t s s p e c i f i c t o the f u n c t i o n f //The f i r s t p a r t i a l d e r i v a t i v e o f f wrt x : 3x^2−y−1+y^3 public s t a t i c double f x ( double x . 2 ) − 4∗Math . // I n i t i a l y value System . 2 ) . double xn = x . } } Listing 2. e x i t ( 0 ) . " + y + " ) " ) . parseDouble ( args [ 0 ] ) . } //The second p a r t i a l d e r i v a t i v e o f f wrt y : 6xy −12y^2 public s t a t i c double fyy ( double x . pow ( y . y )= x^3−xy−x+xy^3−y^4 public class newton { public s t a t i c void main ( String [ ] args ) { //Get the i n i t i a l p o i n t ( x . yn ) − fxy ( xn . double y ) { return −1 + 3∗Math .6 Unconstrained Optimization: Numerical Methods 91 //Program t o f i n d the c r i t i c a l p o i n t s o f f ( x . yn ) − fxy ( xn . n<=100. 2 ) − y − 1 + Math .1 Program listing for newton.

39636433796318005) n = 10: (0. −0.4711356343449874.-0.326672684688674 × 10−17 ∂y We also have D(0.47113558510349535.4711356343449874..47123972682634485.3963643379632247) n = 8: (0.39636433796318005) n = 98: (0.-0.-0.4711356343449705.0. −0.java Then run the program with the initial point (0. 0) with this command: java newton 0 0 Below is the output of the program using (0.3966334583092305) n = 6: (0.4711356343449874. we appear to have converged fairly quickly (after only 8 iterations) to what appears to be an actual critical point (up to Java’s level of precision).39636433796318005) = 4.-0.39636433796318005) = −8.39636433796318005) n = 9: (0. −0.0.-1. run this command at a command prompt to compile the code: javac newton.6 we know that (0.39636433796318005) = −8.4711356343449874.4711356343449874. −0.39636450001936047) n = 7: (0.39636433796318005) n = 100: (0.-0.92 CHAPTER 2.39636433796318005) As you can see.4711356343449874. you should first save the code in Listing 2.1 in a plain text file called newton.39636433796318005) is a saddle point.0) n = 1: (0. 9 Available for free at http://java.4711356343449874. 0) as the initial point.85722573273506 × 10−17 ∂x ∂f (0.6065857885615251.39636433796318005).39636433796318005) n = 97: (0.-0.java.0.-0.405341511995805) n = 5: (0.sun.4711356343449874.-0.java is saved. It turns out that both partial derivatives are indeed close enough to zero to be considered zero: ∂f (0.0) n = 2: (1. n = 96: (0. You will need the Java Development Kit9 to compile the code.39636433796318005) .4711356343449874.39636433796318005) n = 99: (0. either by evaluating ∂ f and ∂ f at the point ourselves or by modifying our ∂x ∂y program to also print the values of the partial derivatives at the point.-0. FUNCTIONS OF SEVERAL VARIABLES To use this program. −0.44194107452339687) n = 4: (0.5) n = 3: (0. It is easy to confirm that ∇ f = 0 at this point.-0.com/javase/downloads . In the directory where newton. namely the point (0.4711356343449874.0.4711356343449874.4711356343449874.484506572966545.-0..776075636032301 < 0.-0.-0.4711356343449874.-0. truncated to show the first 10 lines and the last 5 lines: java newton 0 0 Initial point: (0. so by Theorem 2.

49848120123515316) n = 14: (-0.4345777963475479) n = 15: (-0.42501465652420045) is a local maximum.3672160534444.1855674752461383. 0.-2. running the computer program with the initial point (−5.4319791238981274) n = 8: (-0.42501465652420045).42501465652420045) = 15.-0.6703832459238667.6703832679150286.0.42501465652420045) .6703832459238667.05837851765533317.0.42501465652420045) = −4.2918236503332734) n = 13: (-0.2.-0.42501465652420045) n = 100: (-0.0.5.004453014967208.6703832459238701. which means it is a critical point.0.. .42501465652421205) n = 18: (-0.129841298650007.. −5.6703832459238667.-1. 0.5788664043863884.0.4250146565242004) n = 19: (-0.6703832459238667.6703832459238667.6704392913413444.-0.0. And D(−0. it seems likely that there may be three critical points.6703832459238667.0.595509445899435).6703832459238667.6536079835854451) n = 9: (-0.0.0.2.5426077421319053) n = 6: (-0.6 Unconstrained Optimization: Numerical Methods 93 Since ∇ f consists of cubic polynomials. An idea of what the graph of f looks like near that point is shown in Figure 2. 0.4794622222856417.-0.0.6703832459238667.0.4176293491131443) n = 12: (-0.42501465652420045) n = 99: (-0.42501465652420045) Again.9206128022529645) n = 11: (-0.49295774647887325. with D < 0 at that point. n = 98: (-0.-0. which does suggest a local maximum around that point.24529117721011612) n = 7: (0.2047647348546167) n = 4: (-0. 0. and trying different values does indeed lead to different sequences which converge: java newton -1 -1 Initial point: (-1.-1.6703832459238667.-0. The computer program makes experimenting with other initial points easy.540962756992551. which makes it a saddle point.0.6703832459238667.4540060574531383. Finally.5161209914612475.8643989895639324) n = 5: (-0.3853578526055 > 0 ∂2 f (−0.-1.6985177124230715. −5) yields the critical point (−7.-0.-1.42501465652420045) n = 20: (-0. it is easy to confirm that both ∂ f and ∂ f vanish at the point ∂x ∂y (−0.6733618916578702.0.121516233310142) n = 10: (-1.11570743992954591.5) n = 2: (-0.6.4250147307973365) n = 17: (-0.0) n = 1: (-0.4252025996474051) n = 16: (-0.08450704225352113) n = 3: (-0.0222994755432 < 0 ∂x2 so we know that (−0.

6 y 0.4 -0. −5.2 -0.6 -0.57) -1 -0. is that starting from some initial point. FUNCTIONS OF SEVERAL VARIABLES .4 0.8 -0. Recall that the negative gradient −∇ f gives the direction of the fastest rate of decrease of a function f .4.8 -1 0 0. then.4 0.4 z -0. Our description of Newton’s algorithm is the special two-variable case of a more general algorithm that can be applied to functions of n ≥ 2 variables.0. at least in practical applications. −0.2 f (x.8 (-0.94 CHAPTER 2. global maxima and minima tend to be more interesting than local versions. y) = x3 − xy − x + xy3 − y4 : (−0.2 0 -0.595509445899435) : saddle point The derivation of Newton’s algorithm.2 1 0 x Figure 2.540962756992551. y) = x3 − xy − x + xy3 − y4 for −1 ≤ x ≤ 0 and 0 ≤ y ≤ 1 We can summarize our findings for the function f (x. 0. so a large number of methods have been developed to find the global minimum of functions of any number of variables. In the case of functions which have a global maximum or minimum.6 -0. Many of these methods are based on the steepest descent technique. you move a certain amount in the (0. Newton’s algorithm can be used to find those points.6703832459238667.42501465652420045) : local maximum (−7. In general. This field of study is called nonlinear programming. which is based on an idea that we discussed in Section 2. See R ALSTON and R ABINOWITZ for more detail and for discussion of other numerical methods.67.6. The crux of the steepest descent idea.4711356343449874. 0. A maximization problem can always be turned into a minimization problem (why?). and the proof that it converges (given a “reasonable” choice for the initial point) requires techniques beyond the scope of this text.6 0.39636433796318005) : saddle point .2 0.42.0.

how do you explain it? (Hint: Something strange should happen. y) = sin(xy) − x − y = 0 and f2 (x. y0 ). fxx. In fact. yn ) D(xn . yn ) − (xn . 2. First use the initial point (0.21 from the previous section. yn ) xn+1 = xn − ∂ f1 ∂y (xn . 2). see B AZARAA. y0 ). yn )∞ converges to a solution. y) are smooth real-valued functions: Pick an initial point (x0 . D(xn . y) = 0 and f2 (x. yn ) ∂ f2 ∂ f1 ∂ f2 ∂ f1 (xn . Notice that our computer program can be modified fairly easily to use this function (just change the return values in the fx. yn ) ∂ f2 ∂x (xn . where we showed that the point (2.) 2. y) = (x − 2)4 + (x − 2y)2 .6 Unconstrained Optimization: Numerical Methods 95 direction of −∇ f at that point. yn ) . 0) and (1. Did anything strange happen when your program ran? If so. and of nonlinear programming in general. Recall Example 2. 3. 3). and you then just keep repeating that procedure until eventually (hopefully) you reach the point where f has its smallest value. Wherever that takes you becomes your new point. where Then the sequence of points (xn . 1). y) and f2 (x. There is a “pure” steepest descent method. Either modify that program or write one of your own in a programming language of your choice to show that Newton’s algorithm does lead to the point (2. . yn ) f1 (xn . . yn+1 = yn + D(xn . then use the initial point (3. yn ) (xn . 1. ¨ C Exercises © 1. etc. yn ) ∂ f2 ∂y (xn . y) = e2x − 2x + 3y = 0 . y) = 0 . . 1) for the initial point (x0 . and a multitude of variations on it that improve the rate of convergence. and compare the results. Newton’s algorithm can be interpreted as a modified steepest descent method. Show that you get two different solutions when using (0. yn ) ∂ f1 ∂x (xn . yn ) = ∂x ∂y ∂y ∂x . There is a version of Newton’s algorithm for solving a system of two equations f1 (x. 1) was a global minimum for the function f (x. yn ) f2 (xn . Write a computer n=1 program that uses this algorithm to find approximate solutions to the system of equations f1 (x. yn ) (xn . yn ) .2. For more discussion of this. define: f1 (xn . ease of calculation. Make sure that your program attempts to do 100 iterations of the algorithm. For n = 0. . S HERALI and S HETTY. fy. where f1 (x. fyy and fxy function definitions to use the appropriate partial derivative). . yn ) f2 (xn .

respectively. 10]. y) = xy given : 2x + 2y = 20 The reader is probably familiar with a simple method. called the Lagrange multiplier method10 . y) = xy = x(10 − x) = 10x − x2 . y) = c (or g(x. say. using single-variable calculus. The perimeter P of the rectangle is then given by the formula P = 2x + 2y. then the maximum area occurs for a rectangle whose width and height both are 5 m. . for solving constrained optimization problems: Maximize (or minimize) : f (x. 10] (since f = 0 at the endpoints of the interval). y) = c is called the constraint equation. Similar definitions hold for functions of three variables. z)) given : g(x.5 and 2. y. Notice in the above example that the ease of the solution depended on being able to solve for one variable in terms of the other in the equation 2x + 2y = 20. y. But what if that were not possible (which is often the case)? In this section we will use a general method. For a rectangle whose perimeter is 20 m. y) with the condition that they satisfy the constraint equation g(x. which we then substitute into f to get f (x. FUNCTIONS OF SEVERAL VARIABLES 2. Since we must have 2x + 2y = 20. this problem can be stated as: Maximize : f (x. The Lagrange multiplier method for solving such problems can now be stated: 10 Named after the French mathematician Joseph Louis Lagrange (1736-1813). for solving this problem.6 we were concerned with finding maxima and minima of functions without any constraints on the variables (other than being in the domain of the function). then the Second Derivative Test tells us that x = 5 is a local maximum for f . y in terms of x using that equation.24. z) = c) for some constant c The equation g(x. This is now a function of x alone. and we say that x and y are constrained by g(x. Since f ′ (x) = 10 − 2x = 0 ⇒ x = 5 and f ′′ (5) = −2 < 0. Solution: The area A of a rectangle with width x and height y is A = xy. find the dimensions that will maximize the area.7 Constrained Optimization: Lagrange Multipliers In Sections 2. Since we are given that the perimeter P = 20. and hence x = 5 must be the global maximum on the interval [0. What would we do if there were constraints on the variables? The following example illustrates a simple case of this type of problem. Example 2. This gives y = 10 − x. y) which are maxima or minima of f (x.96 CHAPTER 2. So since y = 10 − x = 5. y) = c are called constrained maximum or constrained minimum points. so we now just have to maximize the function f (x) = 10x − x2 on the interval [0. y) (or f (x. Points (x. then we can solve for. y) = c.

y) be smooth functions. Again. y) = λ∇g(x. Example 2. y) satisfying ∇ f (x. find the points (x. . y) or at a “boundary” point of the set B. It can be shown12 that if the constraint equation g(x. y) given : g(x. see T AYLOR and M ANN. y) = λ∇g(x. this problem can be stated as: Maximize : f (x. Whether a point (x.7.25. there are “hidden” constraints. y) for some constant λ (the number λ is called the Lagrange multiplier). y) will occur either at a point (x. which is beyond the scope of this text. For a rectangle whose perimeter is 20 m. y) = 2x + 2y = 20 Then solving the equation ∇ f (x. with x and y representing the width and height. Then to solve the constrained optimization problem Maximize (or minimize) : f (x. y) = λ∇g(x. use the Lagrange multiplier method to find the dimensions that will maximize the area. If there is a constrained maximum or minimum.11 Note that the theorem only gives a necessary condition for a point to be a constrained maximum or minimum. y) = xy given : g(x. For instance. y). namely 0 ≤ x. y) = c (plus any hidden constraints) describes a bounded set B in 2 . together with any implicit constraints. in Example 2. y) = λ∇g(x. which cause that line to be restricted to a line segment in 2 (including the endpoints of that line segment). So how can you tell when a point that satisfies the condition in Theorem 2. In Example 2. then the constrained maximum or minimum of f (x. A rigorous proof of the above theorem requires use of the Implicit Function Theorem. y) for some λ actually is a constrained maximum or minimum can sometimes be determined by the nature of the problem itself. which by itself is not bounded.24 it was clear that there had to be a global maximum. Solution: As we saw in Example 2. Let f (x.7 Constrained Optimization: Lagrange Multipliers 97 Theorem 2. y) for some λ means solving the equations 11 12 See T AYLOR and M ANN. § 6. respectively.8 for more detail. y) that satisfy the equation g(x.24 the constraint equation 2x + 2y = 20 describes a line in 2 . and suppose that c is a scalar constant such that ∇g(x.24.2. y) = c . y) 0 for all (x. y) that satisfies ∇ f (x. y) = c. y ≤ 10. of the rectangle. y) and g(x. which is bounded.7 really is a constrained maximum or minimum? The answer is that it depends on the constraint function g(x. y) that solve the equation ∇ f (x. However. then it must be such a point. due to the nature of the problem.

namely: ∂x ∂x ∂y ∂y y = 2λ . Doing this we get x y =λ= 2 2 ⇒ x=y. y) = (x − 1)2 + (y − 2)2 given : g(x.98 CHAPTER 2. 5) = 25 > 0. so the point (5. 2(y − 2) = 2λy Note that x 0 since otherwise we would get −2 = 0 in the first equation. ∴ The maximum area occurs for a rectangle whose width and height both are 5 m. So we can solve both equations for λ as follows: x−1 y−2 =λ= x y ⇒ xy − y = xy − 2x ⇒ y = 2x . FUNCTIONS OF SEVERAL VARIABLES ∂f ∂g ∂f ∂g =λ and = λ . x = 2λ The general idea is to solve for λ in both equations. and minimizing the distance is equivalent to minimizing the square of the distance. 5) that we found (called a constrained critical point) must be the constrained maximum. Example 2. y) = 2x + 2y = 2x + 2x = 4x ⇒ x=5 ⇒ y=5 There must be a maximum area. y) = λ∇g(x. y) means solving the following equations: 2(x − 1) = 2λx . 2) is d= (x − 1)2 + (y − 2)2 . y) = x2 + y2 = 80 Solving ∇ f (x. since the minimum area is 0 and f (5. 2). Similarly. then set those expressions equal (since they both equal λ) to solve for x and y. y) to the point (1. Find the points on the circle x2 + y2 = 80 which are closest to and farthest from the point (1. Thus the problem can be stated as: Maximize (and minimize) : f (x.26. Solution: The distance d from any point (x. so now substitute either of the expressions for x or y into the constraint equation to solve for x and y: 20 = g(x. y 0.

So the two constrained critical points are (4. then we were guaranteed that the constrained critical points we found were indeed the constrained maximum and minimum.7. Since f (4. 8) = 45 and f (−4.2. but made no use of its value.1 The Lagrange multiplier method can be extended to functions of three variables. 0. y) = c is changed by 1. −1 √ 2 2 then 1 1 √ . −1 √ 2 2 . Maximize (and minimize) : f (x. so we can divide by λ in the second equation to get y = 0 and we can divide by λ in the first and 1 third equations to get x = 2λ = z. 0. Since f > f . 2). then it must be the case that (4. and since the constraint equation 3. −8). y. 2) and (−4. z): 1 = 2λx 0 = 2λy 1 = 2λz The first equation implies λ 0 (otherwise we would have 1 = 0). 2) 0 x (−4. z) = x + z given : g(x.7. which is a bounded set in 2 .7 Constrained Optimization: Lagrange Multipliers Substituting this into g(x.1). x2 + y2 = 80 y 99 (4. −8) is the farthest from (1. We needed λ only to find the constrained critical points. z) = λ∇g(x. y) that we wish to maximize or minimize. z) = x2 + y2 + z2 = 1 yields the constrained critical points and −1 √ . and since there must be points on the circle closest to and farthest from (1. x2 + y2 + z2 = 1 describes a sphere (which is bounded) in constrained maximum point and −1 √ .27. −8) Figure 2. Substituting these expressions into the constraint equation g(x. 0. 8) (1. 2) (see Figure 2. Example 2. when the constant c in the constraint equation g(x. 8) and (−4. y. 0. so x = ±4. √ 2 2 −1 √ . 0. It turns out that λ gives an approximation of the change in the value of the function f (x. −1 √ 2 2 1 1 √ . y) = x2 + y2 = 80 yields 5x2 = 80. . y. So far we have not attached any significance to the value of the Lagrange multiplier λ. y. Notice that since the constraint equation x2 + y2 = 80 describes a circle. 8) is the point on the circle closest to (1. z) = x2 + y2 + z2 = 1 Solution: Solve the equation ∇ f (x. 0. √ 2 2 is the is the constrained minimum point. √ 2 2 1 1 √ . y. −8) = 125.

5. y) = λ∇g(x. Find the constrained maxima and minima of f (x. In a similar fashion we could show that the constrained optimization problem Maximize : f (x. and that λ = x/2 = y/2. Find the points on the circle x2 + y2 = 100 which are closest to and farthest from the point (2. y) = (5. So we see that the value of f (x.5 is close to 2. y) = (5. in Example 2. And the 3-variable case can get even more complicated. y) at the constrained maximum increased from f (5. pt) − f (old max. y) = xy given : g(x. B 4.25.5. may not be possible to do. it increased by 2. though we will not discuss them here. y. y) = xy given that x2 + 3y2 = 6. that is. . 5) = 25 to f (5. FUNCTIONS OF SEVERAL VARIABLES For example. y) means having to solve a system of two (possibly nonlinear) equations in three unknowns.5625. Find the constrained maxima and minima of f (x. y) = 2x + y given that x2 + y2 = 4. Find the constrained maxima and minima of f (x.100 CHAPTER 2. Notice that λ = 2.13 ¨ A Exercises © 1. 3. a2 b2 c2 13 See B AZARAA. 5. which as we have seen before. y) = xy given : g(x. z) = x + y2 + 2z given that 4x2 + 9y2 − 36z2 = 36. λ ≈ ∆ f = f (new max. λ = 2.25 we showed that the constrained optimization problem Maximize : f (x. pt) . 5. Finally. Find the volume of the largest rectangular parallelepiped that can be inscribed in the ellipsoid x2 y2 z2 + + =1.5625 when we increased the value of c in the constraint equation g(x.25. y) = c from c = 20 to c = 21.25) = 27. i. y) = 2x + 2y = 21 has the solution (x. 2. S HERALI and S HETTY. 3). Luckily there are many numerical methods for solving constrained optimization problems.25).5625. note that solving the equation ∇ f (x.e. 5). y) = 2x + 2y = 20 had the solution (x. Thus. All of this somewhat restricts the usefulness of Lagrange’s method to relatively simple functions.

1 Double Integrals In single-variable calculus. y) is a continuous function of y over the interval [c. let A(x) be that area (see Figure 3. y) ≥ 0 represents the volume “under” the surface z = f (x. For instance. The area A under that curve (i. Then the trace of the surface in that plane is the curve f (x∗. as we will see shortly. y). the double integral of a nonnegative real-valued function f (x. slice the surface z = f (x.3 Multiple Integrals 3. and only y varies. For any number x∗ in the interval [a. so we know that the area under the curve is the definite integral.1). Recall also that the definite integral of a nonnegative function f (x) ≥ 0 represented the area “under” the curve y = f (x). d] then depends only on the value of x∗. c ≤ y ≤ d} in 2 . y) be a continuous function such that f (x. y) ≥ 0 for all (x. y) dy since we are treating x as fixed. This makes sense since for a fixed x the function f (x. differentiation and integration are thought of as inverse operations. y) : a ≤ x ≤ b. d]. As we will now see. another function F(x) whose derivative is f (x).1. that is. y) with the plane x = x∗ parallel to the yz-plane. where x∗ is fixed and only y varies.e. b]. y) on the rectangle R = {(x. So using the variable x instead of x∗. the area of the region between the curve and the xy-plane) as y varies over the interval [c. Let f (x.1. to integrate a function f (x) it is necessary to find the antiderivative of f . d].1 The area A(x) varies with x Then A(x) = c f (x. y) c a x b x R 0 A(x) d y Figure 3. y). Is there a similar way of defining integration of real-valued functions of two or more variables? The answer is yes. z z = f (x. d 101 . We will often write this as R = [a. b] × [c.

Notice that integrating f (x. 1 due to Fubini’s Theorem. y) dx dy . This is the first iterated integral. y) is integrated as a function of y. The above expression uses what are called iterated integrals. and the last expression in equation (3. b] of that crosssectional area A(x): b b d V= a A(x) dx = a c f (x. y) with respect to y. (3. which can then be integrated with respect to x. which would then depend only on the variable y. Once that integration is performed. we could just as easily have taken the area of cross-sections under the surface which were parallel to the xz-plane.1) We will always refer to this volume as “the volume under the surface”. MULTIPLE INTEGRALS The area A(x) is a function of x.3) where it is understood that the fact that dx is written before dy means that the function f (x. 2]. 1] × [0. y) dx dy . (3.102 CHAPTER 3. Also. Example 3.2) It turns out that in general1 the order of the iterated integrals does not matter. y) but above the xy-plane over the rectangle R is the integral over [a.1) is called a double integral. 18 in T AYLOR and M ANN. so by the “slice” or cross-section method from singlevariable calculus we know that the volume V of the solid under the surface z = f (x. First the function f (x.1). y) is first integrated with respect to x using the “inner” limits of integration a and b. That is what occurs in the “inner” integral between the square brackets in equation (3. That is what occurs in the “outer” integral above (the second iterated integral). so that the volume V would be d b V= c a f (x. y) with respect to y is the inverse operation of taking the partial derivative of f (x. This process of going through two iterations of integrals is called double integration. Find the volume V under the plane z = 8x + 6y over the rectangle R = [0. treating the variable x as a constant (this is called integrating with respect to y). Also.1. . and then the resulting function is integrated with respect to y using the “outer” limits of integration c and d. y) dy dx (3. the result is then an expression involving only x. we will usually discard the brackets and simply write d b V= c a f (x. This order of integration can be changed if it is more convenient. The final result is then a number (the volume). See Ch.

and the b . Solution: We know that f (x. 2]. so: 2 1 103 V= 0 2 0 (8x + 6y) dx dy 4x2 + 6xy 0 2 x=1 x=0 = = 0 dy (4 + 6y) dy 2 0 = 4y + 3y2 = 20 Suppose we had switched the order of integration. Find the volume V under the surface z = e x+y over the rectangle R = [2. the integral a f (x) dx represents the difference of the area below the curve y = f (x) but above the x-axis when f (x) ≥ 0.3. so 2 3 V= 1 2 2 e x+y dx dy e x+y 1 2 x=3 x=2 = = 1 dy (ey+3 − ey+2 ) dy − ey+2 4 2 1 4 =e y+3 5 = e − e − (e − e3 ) = e5 − 2e4 + e3 Recall that for a general function f (x).2. y) = e x+y > 0 for all (x. We can verify that we still get the same answer: 1 2 V= 0 1 0 (8x + 6y) dy dx 8xy + 3y2 0 1 y=2 y=0 = = 0 dx (16x + 12) dx 1 0 = 8x2 + 12x = 20 Example 3. y).1 Double Integrals Solution: We see that f (x. y) = 8x + 6y ≥ 0 for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 2. 3] × [1.

2π π Example 3. 0 2 0 4 xy cos(x2 y) dx dy xy dx dy 0 1 d b c a sin x cos(y − π) dx dy 1 dx dy 11. Let M be a constant. 1] 3. 0 (1 − y)x2 dx dy (x + 2) dx dy 6. f (x. 1] 4. 12. y) represents the difference of the volume below the surface z = f (x. Thus. Similarly. f (x. Show that M dx dy = M(d − c)(b − a). y) = e x+y . y) over the rectangle R. 1] × [0. 2. . f (x. 5. 2] × [0. y) ≤ 0. 1] × [0. π] × [0.3. 0 π/2 0 8. y) = x3 + y2 . 2] 1 2 For Exercises 5-12. 0 1 9. y) but above the xy-plane when f (x. evaluate the given double integral. −1 −1 13. y) = sin(x + y) is both positive and negative over the rectangle [0. y) ≥ 0 or not. our method of double integration by means of iterated integrals can be used to evaluate the double integral of any continuous function over a rectangle. R = [0. R = [1. regardless of whether f (x. and the volume above the surface but below the xy-plane when f (x. 0 2 0 1 x(x + y) dx dy x(xy + sin x) dx dy −1 π −1 0 1 2 π/2 7. MULTIPLE INTEGRALS area above the curve but below the x-axis when f (x) ≤ 0. 1] 1 2 1 2 1 Exercises © ¨ For Exercises 1-4. 10. We can still evaluate the double integral: 2π 0 0 π 2π sin(x + y) dx dy = 0 2π − cos(x + y) x=π x=0 dy = 0 (− cos(y + π) + cos y) dy 2π 0 = − sin(y + π) + sin y =0 = − sin 3π + sin 2π − (− sin π + sin 0) A 1. y) = x4 + xy + y3 . y) = 4xy. R = [0. the double integral of any continuous function f (x. Solution: Note that f (x. 2π]. f (x.104 CHAPTER 3. 1] × [−1. find the volume under the surface z = f (x. R = [0. y) ≥ 0. Evaluate 0 0 sin(x + y) dx dy.

y) dA = R a g1 (x) f (x.3.2 Double Integrals Over a General Region In the previous section we got an idea of what a double integral over a rectangle represents. with the A signifying area. denoted by R b g2 (x) f (x.4) This means that we take vertical slices in the region R between the curves y = g1 (x) and y = g2 (x). is given by f (x.2.2. which then allows us to take the second iterated integral with respect to x. Suppose that we have a region R in the xy-plane that is bounded on the left by the vertical line x = a. though). This makes sense since the result of the first iterated integral will have to be a function of x alone. Note that f (x.2 Double Integrals Over a General Region 105 3. y) over the region R. y) dA.1 Double integral over a nonrectangular region R Then using the slice method from the previous section. y) dx dy Figure 3. y) over more general regions in 2 . We can now define the double integral of a real-valued function f (x. y) is first integrated with respect to y. and bounded above by a curve y = g2 (x). The symbol dA is sometimes called an area element or infinitesimal. y) dy dx (3. y) dy dx R 0 (b) Horizontal slice: d c h2 (y) h1 (y) x (a) Vertical slice: f (x. with functions of x as the limits of integration. b) (they could intersect at the endpoints x = a and x = b. bounded below by the horizontal . the double integral of a real-valued function f (x. We will assume that g1 (x) and g2 (x) do not intersect on the open interval (a. y y = g2 (x) d y R c x 0 a b a g2 (x) g1 (x) x = h1 (y) x = h2 (y) y = g1 (x) b f (x. if we have a region R in the xy-plane that is bounded on the left by a curve x = h1 (y). bounded below by a curve y = g1 (x). bounded on the right by the vertical line x = b (where a < b). bounded on the right by a curve x = h2 (y). as in Figure 3.1(a). Similarly.

y) ≥ 0 for all (x.5) Notice that these definitions include the case when the region R is a rectangle.1(b) (assuming that h1 (y) and h2 (y) do not intersect on the open interval (c. y) dA is the volume under the Also.2.4 . y) in the region R. and bounded above by the horizontal line y = d (where c < d). then taking horizontal slices gives d h2 (y) f (x. y) dx dy (3. Using vertical slices we get: V= R y y = 2x2 (8x + 6y) dA 1 R x 0 1 Figure 3. d)).3): V= R (8x + 6y) dA 2 1 √ 2 2 = 0 y/2 = 0 4x2 + 6xy dy (8x + 6y) dx x=1 x= √ y/2 dy = 0 (4 + 6y − (2y + √ 6 √ √ y y )) dy 2 2 2 = = 4y + 2y2 − 6 2 5/2 5 y 0 =8+8− 0 √ √ 6 2 32 5 √ (4 + 4y − 3 2y3/2 ) dy = 16 − 48 5 = 32 5 = 6.3 We get the same answer using horizontal slices (see Figure 3.2. y) dA = R c h1 (y) f (x. Solution: The region R is shown in Figure 3.106 CHAPTER 3.4 y 2 x= y/2 R x 0 1 Figure 3. y) : 0 ≤ x ≤ 1. MULTIPLE INTEGRALS line y = c. then R surface z = f (x. if f (x. 0 ≤ y ≤ 2x2 }.4. y) over the region R.2.2.2. Find the volume V under the plane z = 8x+6y over the region R = {(x. as in Figure 3. f (x.2.2 = 0 1 = 0 1 2x2 0 8xy + 3y2 (8x + 6y) dy dx y=2x2 y=0 dx = 0 (16x3 + 12x4 ) dx 1 12 5 5 x 0 = 4x4 + =4+ 12 5 = 32 5 = 6. Example 3.

2. d]. y) : 0 ≤ x ≤ 2. Then the volume under the surface z = f (x. y) ered so far. The volume V is given by f (x.2 Double Integrals Over a General Region 107 Example 3. b] × [c. 0 ≤ y ≤ −2x + 4}. Then divide that rectangle into a grid of subrectangles. Using vertical slices in R gives V= R 2 1 4 (4 − 2x − y) dA 1 4 (4 = 0 2 0 −2x+4 − 2x − y) dy dx y=−2x+4 y=0 = 0 2 − 1 (4 − 2x − y)2 8 1 8 (4 dx = 0 − 2x)2 dx 2 0 1 = − 48 (4 − 2x)3 = 64 48 = 4 3 For a general region R. y j∗ ). where ∆xi = xi+1 − xi . y) = z = 1 (4 − 2x − y) and the region R. is R = {(x. xi+1 ] × [y j . Find the volume V of the solid bounded by the three coordinate planes and the plane 2x + y + 4z = 4. y j+1 ]. Assume that f (x. . which may not be one of the types of regions we have considf (x. y) dA is defined as follows. 0.2. y) over that subrectangle is approximately f (xi∗ .2.4 Solution: The solid is shown in Figure 3. where f (x.4(a) with a typical vertical slice. y j∗ ) ∆xi ∆y j . the double integral R is a nonnegative real-valued function and that R is a bounded region in 2 . 0. y) dA. as shown by the shaded subrectangles in Figure 3. 0) 2 Figure 3.3. Only consider the subrectangles that are enclosed completely within the region R.5. shown in 4 R Figure 3. 0) (a) y = −2x + 4 R x 0 (b) (0. 4. y 4 z (0.2.5(a). 1) 2x + y + 4z = 4 y 0 x (2.4(b). so it can be enclosed in some rectangle [a. In any such subrectangle [xi . pick a point (xi∗ .

so that the length of the largest diagonal of the subrectangles goes to 0. y j∗ ) yj c 0 a (a) ∆y j z = f (x. using the definition of the Riemann integral from single-variable calculus. definition of R Finally.6) where the summation occurs over the indices of the subrectangles inside R. MULTIPLE INTEGRALS ∆y j = y j+1 − y j . y j∗ ) is the height and ∆xi ∆y j is the base area of a parallelepiped. y) dA reduces to a sequence of two iterated integrals. or over a region which contains points where the function f (x. d] as the largest diagonal of the subrectangles goes to 0).e. We then define R summation (the limit is taken over all subdivisions of the rectangle [a. our f (x. namely f (xi∗ . We can evaluate improper double integrals (i. In the case of a region of the type shown in Figure 3. y j∗ ) R y x xi xi+1 b Subrectangles inside the region R xi+1 x (b) Parallelepiped over a subrectangle. y j∗ ) y j y j+1 0 xi (xi∗ . . and so the above sum approaches the actual volume under the surface f (x. If we take smaller and smaller subrectangles.108 CHAPTER 3.2. y) < 0. y j∗ ) ∆xi ∆y j Figure 3.5(b). y) that is not necessarily always nonnegative: just replace each mention of volume by the negative volume in the description above when f (x. y) over the region R. y) f (xi∗ . as shown in Figure 3. over an unbounded region. the region R does not have to be bounded.1. Then the total volume under the surface is approximately the sum of the volumes of all such parallelepipeds.2.2. and f (xi∗ . then the subrectangles begin to fill more and more of the region R. b] × [c. y) dA as the limit of that double z = f (x. j i (3. with volume f (xi∗ . y d z ∆xi y j+1 (xi∗ .5 Double integral over a general region R A similar definition can be made for a function f (x. y j∗ ) ∆xi ∆y j . y) is not defined) as a sequence of iterated improper single-variable integrals.

Show how Exercise 12 can be used to solve Exercise 10.6. and c. 0 2 0 sin x dx dy 2y 0 ∞ 0 1 0 x2 ∞ x ln x 3. C 12. 8. Evaluate Solution: ∞ 1 0 1/x2 2y dy dx. 0 2 0 y cos x sin y dx dy 1 dx dy 0 0 6. 2y dy dx = 1 ∞ ∞ 1 y2 y=1/x2 y=0 dx ∞ 1 = 1 x−4 dx = − 3 x−3 = 0 − (− 1 ) = 3 1 3 A 1 1 √ 2 Exercises © π ¨ For Exercises 1-6. c a Figure 3.2 Double Integrals Over a General Region ∞ 1 0 1/x2 109 Example 3. (Hint: Mimic Example 3.5 how three noncollinear points determine a plane. b. B 11. you can assume that R is a region of the type shown in Figure 3.2.1(a). 10.5.6. Find the volume V of the solid bounded by the three coordinate planes and the plane x + y + z = 1. is abc . 0 ey dx dy xye−(x 2 +y2 ) 2 5. y 1. and recall from 6 Section 1. For sim- plicity. as in Figure 3. evaluate the given double integral.6 b . 0 24x2 y dy dx 4x dy dx 2. 0 dx dy 7. 2 dy dx 0 9.3. Prove that the volume of a tetrahedron with mutually perpendicular adjacent sides of lengths a. Explain why the double integral R 1 dA gives the area of the region R.) 13. 1 π/2 0 y 4.2. Find the volume V of the solid bounded by the three coordinate planes and the plane 3x + 2y + 5z = 6.2.

z) : x1 ≤ x ≤ x2 . by S f (x. It can be shown that this limit does not depend on the choice of the rectangular parallelepiped enclosing S . x2 ] × [y1 . y is bounded between two curves h1 (x) and h2 (x). y2 ] × [z1 . y∗ . MULTIPLE INTEGRALS 3. It may be hard to get a grasp on the concept of the “volume” of a four-dimensional object. y. which then leaves you with a .y) f (x. the word “volume” is often used as a general term to signify the same concept for any n-dimensional object (e. z∗ ). y1 ≤ y ≤ y2 . what does the triple integral represent? We saw that a double integral could be thought of as the volume under a two-dimensional surface. z) over a solid S in 3 . area in 2 ). It turns out that the triple integral simply generalizes this idea: it can be thought of as representing the hypervolume under a three-dimensional hypersurface w = f (x. z) dz dy dx . y. A more complicated case is where S is a solid which is bounded below by a surface z = g1 (x. and the triple summation is over all the subparallelepipeds inside S . and x varies between a and b. the triple integral is a sequence of three iterated integrals. Physically. namely z2 y2 y1 x2 f (x.g. z2 ]. S = {(x. that is.7) where the limit is over all divisions of the rectangular parallelepiped enclosing S into subparallelepipeds whose largest diagonal is going to 0. y. z∗ ) ∆x ∆y ∆z . ∆y and ∆z.110 CHAPTER 3. (3. denoted by f (x.y) f (x. y. In each subparallelepiped inside S . y. This is the simplest case. Then define the triple integral of f (x. y. y∗ . pick a point (x∗ . y. Then b h2 (x) h1 (x) g2 (x. (3. z) dV. z) dV = S a g1 (x. z) dx dy dz .8) where the order of integration does not matter. but at least we now know how to calculate that volume! In the case where S is a rectangular parallelepiped [x1 . We simply proceed as before: the solid S can be enclosed in some rectangular parallelepiped.3 Triple Integrals Our definition of a double integral of a real-valued function f (x. z) whose graph lies in 4 . length in 1 . In general. y. y) over a region R in 2 can be extended to define a triple integral of a real-valued function f (x. which is then divided into subparallelepipeds. y). y. z) dV = lim S f (x∗ . bounded above by a surface z = g2 (x. (3. y. z) dV = S z1 x1 f (x.9) Notice in this case that the first iterated integral will result in a function of x and y (since its limits of integration are functions of x and y). z) over S . with sides of lengths ∆x. y). z1 ≤ z ≤ z2 }. The symbol dV is often called the volume element.

regardless of what it represents. Solution: 3 0 0 2 0 1 3 2 0 3 2 0 3 1 2 4y 3 1 2y 1 2 2x y (xy + z) dx dy dz = 0 + xz x=1 x=0 dy dz = 0 + z dy dz y=2 y=0 = 0 + yz dz = 0 (1 + 2z) dz 3 0 = z + z2 = 12 1 1−x 0 0 2−x−y Example 3. triple integrals can be quite tricky. many variations on this case (for example. At this point.8. z).7. Solution: 1 0 0 1−x 0 2−x−y 1 1−x 0 1 1−x 0 1 1−x 0 1 1 2 − 2 x2 − xy − 1 y2 dy dx 2 y=1−x y=0 1 (x + y)(2 − x − y) + 2 (2 − x − y)2 dy dx 1 (x + y)z + 2 z2 (x + y + z) dz dy dx = 0 z=2−x−y z=0 dy dx = 0 = 0 = 0 1 1 2y − 2 x2 y − xy − 1 xy2 − 1 y3 2 6 11 6 dx = 0 − 2x + 1 x3 dx 6 1 1 4 24 x 0 = 11 6 x − x2 + = 7 8 . We will see some other ways in which triple integrals are used later in the text. changing the roles of the variables x. 3 2 0 0 1 Example 3. There are.3 Triple Integrals 111 double integral of a type that we learned how to evaluate in Section 3. Evaluate 0 (xy + z) dx dy dz.2.3. of course. is the most important thing. Evaluate 0 (x + y + z) dz dy dx. y. so as you can probably tell. just learning how to evaluate a triple integral.

112

**CHAPTER 3. MULTIPLE INTEGRALS
**

3

Note that the volume V of a solid in V=

is given by 1 dV .

S

(3.10)

Since the function being integrated is the constant 1, then the above triple integral reduces to a double integral of the types that we considered in the previous section if the solid is bounded above by some surface z = f (x, y) and bounded below by the xy-plane z = 0. There are many other possibilities. For example, the solid could be bounded below and above by surfaces z = g1 (x, y) and z = g2 (x, y), respectively, with y bounded between two curves h1 (x) and h2 (x), and x varies between a and b. Then

b h2 (x) h1 (x) g2 (x,y) b h2 (x) h1 (x)

V=

S

1 dV =

a g1 (x,y)

1 dz dy dx =

a

(g2 (x, y) − g1 (x, y)) dy dx

**just like in equation (3.9). See Exercise 10 for an example.
**

¨

A

3 2 0 π x 0 e y 0 2 4 2 0 0 xy 1

Exercises ©

1

**For Exercises 1-8, evaluate the given triple integral.
**

x 0 1 z 0 2 y2 0 1 1−x 0 0 0 1−x−y 0 z2 0 y y

1.

0

xyz dx dy dz x2 sin z dz dy dx

0 0 1/y

2.

0

xyz dz dy dx zey dx dy dz

0

2

3. 5.

1 0 3

4. 6.

1

x2 z dx dz dy 1 dx dy dz

1

yz dx dz dy 1 dz dy dx

0

7.

8.

z2 y2 x2 z1 y1 x1

9. Let M be a constant. Show that

M dx dy dz = M(z2 − z1 )(y2 − y1 )(x2 − x1 ).

B

10. Find the volume V of the solid S bounded by the three coordinate planes, bounded above by the plane x + y + z = 2, and bounded below by the plane z = x + y.

C

b z a a y b

**11. Show that
**

a

f (x) dx dy dz =

a

(b−x)2 2

f (x) dx. (Hint: Think of how changing

the order of integration in the triple integral changes the limits of integration.)

3.4 Numerical Approximation of Multiple Integrals

113

**3.4 Numerical Approximation of Multiple Integrals
**

As you have seen, calculating multiple integrals is tricky even for simple functions and regions. For complicated functions, it may not be possible to evaluate one of the iterated integrals in a simple closed form. Luckily there are numerical methods for approximating the value of a multiple integral. The method we will discuss is called the Monte Carlo method. The idea behind it is based on the concept of the average value of a function, which you learned in single-variable calculus. Recall that for a continuous function f (x), the average value f¯ of f over an interval [a, b] is defined as f¯ = 1 b−a

b

f (x) dx .

a

(3.11)

The quantity b − a is the length of the interval [a, b], which can be thought of as the “volume” of the interval. Applying the same reasoning to functions of two or three variables, we define the average value of f (x, y) over a region R to be f¯ = 1 A(R)

R

f (x, y) dA ,

(3.12)

**where A(R) is the area of the region R, and we define the average value of f (x, y, z) over a solid S to be 1 f (x, y, z) dV , (3.13) f¯ = V(S )
**

S

**where V(S ) is the volume of the solid S . Thus, for example, we have f (x, y) dA = A(R) f¯ .
**

R

(3.14)

The average value of f (x, y) over R can be thought of as representing the sum of all the values of f divided by the number of points in R. Unfortunately there are an infinite number (in fact, uncountably many) points in any region, i.e. they can not be listed in a discrete sequence. But what if we took a very large number N of random points in the region R (which can be generated by a computer) and then took the average of the values of f for those points, and used that average as the value of f¯? This is exactly what the Monte Carlo method does. So in formula (3.14) the approximation we get is f (x, y) dA ≈ A(R) f¯ ± A(R)

R

f 2 − ( f¯)2 , N

N 2 i=1 ( f (xi , yi ))

(3.15)

where f¯ =

N i=1

f (xi , yi ) N

and

f2 =

N

,

(3.16)

114

CHAPTER 3. MULTIPLE INTEGRALS

with the sums taken over the N random points (x1 , y1 ), . . ., (xN , yN ). The ± “error term” in formula (3.15) does not really provide hard bounds on the approximation. It represents a single standard deviation from the expected value of the integral. That is, it provides a likely bound on the error. Due to its use of random points, the Monte Carlo method is an example of a probabilistic method (as opposed to deterministic methods such as Newton’s method, which use a specific formula for generating points). For example, we can use formula (3.15) to approximate the volume V under the plane z = 8x + 6y over the rectangle R = [0, 1] × [0, 2]. In Example 3.1 in Section 3.1, we showed that the actual volume is 20. Below is a code listing (montecarlo.java) for a Java program that calculates the volume, using a number of points N that is passed on the command line as a parameter.

//Program t o approximate the double i n t e g r a l o f f ( x , y )=8 x+6y //over the r e c t a n g l e [ 0 , 1 ] x [ 0 , 2 ] . public class montecarlo { public s t a t i c void main ( String [ ] args ) { //Get the number N o f random p o i n t s as a command− l i n e parameter int N = I n t e g e r . parseInt ( args [ 0 ] ) ; double x = 0 ; //x−c o o r d i n a t e o f a random p o i n t double y = 0 ; //y−c o o r d i n a t e o f a random p o i n t double f = 0 . 0 ; //Value o f f at a random p o i n t double mf = 0 . 0 ; //Mean o f the values o f f double mf2 = 0 . 0 ; //Mean o f the values o f f ^2 for ( int i =0; i <N; i ++) { //Get the random c o o r d i n a t e s x = Math . random ( ) ; //x i s between 0 and 1 y = 2 ∗ Math . random ( ) ; //y i s between 0 and 2 f = 8∗x + 6∗y ; //Value o f the f u n c t i o n mf = mf + f ; //Add t o the sum o f the f values mf2 = mf2 + f ∗ f ; //Add t o the sum o f the f ^2 values } mf = mf /N; //Compute the mean o f the f values mf2 = mf2 /N; //Compute the mean o f the f ^2 values System . out . p r i n t l n ( "N = " + N + " : i n t e g r a l = " + v o l ( ) ∗ mf + " +/ − " + v o l ( ) ∗ Math . s q r t ( ( mf2 − Math . pow ( mf , 2 ) ) /N ) ) ; //Print the r e s u l t } //The volume o f the r e c t a n g l e [ 0 , 1 ] x [ 0 , 2 ] public s t a t i c double v o l ( ) { return 1 ∗ 2 ; } } Listing 3.1 Program listing for montecarlo.java

The results of running this program with various numbers of random points (e.g. java montecarlo 100) are shown below:

3.4 Numerical Approximation of Multiple Integrals N N N N N N = = = = = = 10: 100: 1000: 10000: 100000: 1000000: 19.36543087722646 21.334419561385353 19.807662237526227 20.080975812043256 20.009403854556716 20.000866994982314 +/+/+/+/+/+/2.7346060413546147 0.7547037194998519 0.26701709691370235 0.08378816229769506 0.026346782289498317 0.008321168748642816

115

As you can see, the approximation is fairly good. As N → ∞, it can be shown that the √ Monte Carlo approximation converges to the actual volume (on the order of O( N), in computational complexity terminology). In the above example the region R was a rectangle. To use the Monte Carlo method for a nonrectangular (bounded) region R, only a slight modification is needed. Pick a ˜ rectangle R that encloses R, and generate random points in that rectangle as before. Then use those points in the calculation of f¯ only if they are inside R. There is no need to calculate the area of R for formula (3.15) in this case, since the exclusion of points ˜ not inside R allows you to use the area of the rectangle R instead, similar to before. For instance, in Example 3.4 we showed that the volume under the surface z = 8x+6y over the nonrectangular region R = {(x, y) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 2x2 } is 6.4. Since the ˜ rectangle R = [0, 1] × [0, 2] contains R, we can use the same program as before, with the only change being a check to see if y < 2x2 for a random point (x, y) in [0, 1] × [0, 2]. Listing 3.2 below contains the code (montecarlo2.java):

//Program t o approximate the double i n t e g r a l o f f ( x , y )=8 x+6y over the //r e g i o n bounded by x =0 , x =1 , y =0 , and y=2x^2 public class montecarlo2 { public s t a t i c void main ( String [ ] args ) { //Get the number N o f random p o i n t s as a command− l i n e parameter int N = I n t e g e r . parseInt ( args [ 0 ] ) ; double x = 0 ; //x−c o o r d i n a t e o f a random p o i n t double y = 0 ; //y−c o o r d i n a t e o f a random p o i n t double f = 0 . 0 ; //Value o f f at a random p o i n t double mf = 0 . 0 ; //Mean o f the values o f f double mf2 = 0 . 0 ; //Mean o f the values o f f ^2 for ( int i =0; i <N; i ++) { //Get the random c o o r d i n a t e s x = Math . random ( ) ; //x i s between 0 and 1 y = 2 ∗ Math . random ( ) ; //y i s between 0 and 2 i f ( y < 2∗Math . pow ( x , 2 ) ) { //The p o i n t i s in the r e g i o n f = 8∗x + 6∗y ; //Value o f the f u n c t i o n mf = mf + f ; //Add t o the sum o f the f values mf2 = mf2 + f ∗ f ; //Add t o the sum o f the f ^2 values } } mf = mf /N; //Compute the mean o f the f values mf2 = mf2 /N; //Compute the mean o f the f ^2 values System . out . p r i n t l n ( "N = " + N + " : i n t e g r a l = " + v o l ( ) ∗ mf +

2. s q r t ( ( mf2 − Math .440184132811864 +/. C Exercises © ¨ 1. 4.9185131565120592 6. you will need to generate random triples (x. Write a program that uses the Monte Carlo method to approximate the double e xy dA.0. Write a program that uses the Monte Carlo method to approximate the triple integral e xyz dV. java montecarlo2 1000) are shown below: N N N N N N = = = = = = 10: 100: 1000: 10000: 100000: 1000000: integral integral integral integral integral integral = = = = = = 6. 1]. 0 ≤ y ≤ 1. where R = [0.31916837260973624 6. MULTIPLE INTEGRALS " +/ − " + v o l ( ) ∗ Math . 1000. 2 ) ) /N ) ) .03200476870881392 6. 100. and use the volume of the parallelepiped instead of the area of a rectangle in formula (3. } } Listing 3. instead of random pairs (x.15) (see Exercise 2).3149056229650355 +/.java The results of running the program with various numbers of random points (e.10040086346895105 6. x2 9 + y4 + z1 = 2 2 . y) in a rectangle.417050897922222 +/. z) in a parallelepiped.01009454409789472 To use the Monte Carlo method to evaluate triple integrals. pow ( mf . y. see P RESS et al. 1] × [0.0. 10000. For a more detailed discussion of numerical integration methods. 1 ] x [ 0 . z) : 0 ≤ x ≤ 1. 3. where S = [0. 6. Use the Monte Carlo method to approximate the volume of the ellipsoid 1.0. 100000 and 1000000 random points. 0 ≤ z ≤ 1 − x − y}. 100000 and 1000000 random points. 1] × [0. Repeat Exercise 2 with the solid S = {(x. 0 ≤ y ≤ x2 }. } //The volume o f the r e c t a n g l e [ 0 .0. y) : −1 ≤ x ≤ 1. 1]. 2. y.95747529014894 +/.116 CHAPTER 3.2 Program listing for montecarlo2. 10000. 2 ] public s t a t i c double v o l ( ) { return 1 ∗ 2 .349975080015089 +/. Show the program output for N = integral R 10. 100. Show the program output for S N = 10.0. Use the Monte Carlo method to approximate the volume of a sphere of radius 1. 1] × [0. 1000.g.477032813858756 +/. Repeat Exercise 1 with the region R = {(x. 5.9549009662159909 6.

0 √ 14 3 5 Let us take a different look at what happened when we did that substitution. which can be easily integrated to give . First. though it is a bit more complicated than the substitution method which you learned in single-variable calculus. which will give some motivation for how substitution works in multiple integrals.3. 2].5 Change of Variables in Multiple Integrals 117 3. the reader may be wondering if it is possible to simplify those integrals using a suitable substitution for the variables. 3]). That is. The answer is yes.5 Change of Variables in Multiple Integrals Given the difficulty of evaluating multiple integrals. 2] onto [0. . the definite integral 2 1 x3 x2 − 1 dx . On the interval of integration [1. we let u = x2 − 1. Recall that if you are given. the function x → x2 − 1 is strictly increasing (and maps [1. then you would make the substitution u = x2 − 1 ⇒ x2 = u + 1 du = 2x dx which changes the limits of integration x=2⇒u=3 so that we get 2 1 2 x=1⇒u=0 x3 x2 − 1 dx = = 1 3 0 1 2 2x 1 2 (u 3 · 2x x2 − 1 dx √ + 1) u du = = 1 2 u3/2 + u1/2 du . 3]) and hence has an inverse function (defined on the interval [0. 3] we can define x as a function of u. √ Then substituting that expression for x into the function f (x) = x3 x2 − 1 gives √ f (x) = f (g(u)) = (u + 1)3/2 u . namely √ x = g(u) = u + 1 . for example. on [0.

g−1 (2) f (x) dx = 1 g−1 (1) In general. which means f (g(u)) g ′ (u) du . so that a = g(c) and b = g(d). This formula turns out to be a special case of a more general formula which can be used to evaluate multiple integrals. .62 for all the details. respectively. and b g−1 (b) f (x) dx = a f (g(u)) g ′ (u) du . We will assume that all the functions involved are continuously differentiable and that the regions and solids involved all have “reasonable” boundaries.17) g−1 (a) This is called the change of variable formula for integrals of single-variable functions. if x = g(u) is a one-to-one. which can be written as = 0 2 √ 1 (u + 1)3/2 u · 2 (u + 1)−1/2 du . differentiable function from an interval [c. MULTIPLE INTEGRALS dx = g ′ (u) ⇒ dx = g ′ (u) du du dx = 1 (u + 1)−1/2 du . (3. and it is what you were implicitly using when doing integration by substitution. which means that g ′ (u) 0 on the interval (c. The proof of the following theorem is beyond the scope of the text. 2 so since g(0) = 1 ⇒ 0 = g−1 (1) g(3) = 2 ⇒ 3 = g−1 (2) then performing the substitution as we did earlier gives 2 2 f (x) dx = 1 1 3 x3 x2 − 1 dx 1 2 (u 3 = 0 √ + 1) u du . We will state the formulas for double and triple integrals involving real-valued functions of two and three variables. d] (which you can think of as being on the “u-axis”) onto an interval [a. b] (on the x-axis). d).32 and § 15.118 and we see that CHAPTER 3.2 2 See T AYLOR and M ANN. § 15. then c = g−1 (a) and d = g−1 (b).

if x = x(u. v) in formula (3. v)) | J(u. y) and dA(u.23) Notice that formula (3. v). w) define a one-to-one mapping of a solid S ′ in uvw-space onto a solid S in xyz-space such that the determinant ∂x ∂u ∂y J(u. v. v. w). w) = ∂u ∂z ∂u is never 0 in S ′ . y) = R R′ ∂x ∂v ∂y ∂v (3. w)| dV(u. v) = ∂(x. v) coordinates.22) Similarly. ∂(u. which you can think of as a two-variable version of the relation dx = g ′ (u) du in the single-variable case. respectively. v) = ∂y ∂u is never 0 in R′ . Change of Variables Formula for Multiple Integrals Let x = x(u. w). v) (3. v) and y = y(u. y(u. v. v.19) is saying that dA(x. y) and (u. w). v). z(u. w) . v) . v. w)) | J(u. w) and z = z(u. y. y(u. y) dA(x. y) . v)| dA(u.5 Change of Variables in Multiple Integrals 119 Theorem 3. v. v. v. v) to denote the area element in the (x. v)| dA(u. w) of three variables is sometimes written as J(u.19) We use the notation dA(x. y. v. z) .1. y. y) = | J(u. The following example shows how the change of variables formula is used. z) = S S′ ∂x ∂v ∂y ∂v ∂z ∂v ∂x ∂w ∂y ∂w ∂z ∂w (3. y = y(u. v.20) f (x(u. w) (3. w) = ∂(x.21) The determinant J(u. v. then f (x.3. z) dV(x. (3. v. Then f (x. and is sometimes written as J(u. ∂(u. Similarly. (3.18) is called the Jacobian of x and y with respect to u and v. v) define a one-to-one mapping of a region R′ in the uv-plane onto a region R in the xy-plane such that the determinant ∂x ∂u J(u. .18) f (x(u. the Jacobian J(u.

where R = {(x. v)| = 2 2 2 so using horizontal slices in R′ . MULTIPLE INTEGRALS x−y Example 3. note that evaluating this double integral without using substitution is probably impossible.120 CHAPTER 3. v) = ∂y ∂u ∂x 1 2 ∂v = 1 ∂y −2 ∂v 1 2 1 2 = 1 1 1 = . In Figure 3.5. ⇒ | J(u. v)) | J(u.19).9. Solution: First. So solving for x and y gives x = 1 (u + v) and y = 2 (v − u). we will try the substitution u = x − y and v = x + y.1 x 1 x = 2 (u + v) v 1 R′ u = −v −1 The regions R and R′ 0 u=v u 1 1 2 (v y= − u) Now we see that ∂x ∂u J(u. 2 1 we see how the mapping x = x(u. v)| dA v −v = 0 1 ev u 1 2 du dv dv = 0 1 u=v v u v 2 e u=−v v 2 (e = = 0 2 v − e−1 ) dv 1 0 4 (e − e−1 ) = 1 e2 − 1 1 e− = 4 e 4e . x + y ≤ 1}. y = y(u. v) = 2 (u + v). y ≥ 0. we need to write both x and y in terms of u 1 and v. Evaluate R e x+y dA.1 below. v). we have x−y e x+y dA = R R′ 1 f (x(u. y 1 x+y=1 R 0 1 Figure 3. By looking at the numerator and denominator of the exponent of e. y) : x ≥ 0. y(u.5. at least in a closed form. To use the change of variables formula (3. v) = 1 (v − u) maps the region R′ 2 onto R in a one-to-one manner.

θ) = r cos θ we have ∂x ∂r J(u. v) = ∂y ∂r ∂x cos θ −r sin θ ∂θ = r cos2 θ + r sin2 θ = r ⇒ | J(u. (3. θ) = r sin θ .5. Letting x = x(r. θ) : 0 ≤ r ≤ 1.10.2). so we have the following formula: Double Integral in Polar Coordinates f (x. Example 3. Solution: Using vertical slices. we see that V= R z x2 + y2 = 1 (1 − z) dA = R (1 − (x2 + y2 )) dA . v)| = |r| = r . 0 ≤ θ ≤ 2π}. = ∂y sin θ r cos θ ∂θ and y = y(r. Find the volume V inside the paraboloid z = x2 + y2 for 0 ≤ z ≤ 1.3.5.5 Change of Variables in Multiple Integrals 121 The change of variables formula can be used to evaluate double integrals in polar coordinates. y) : x2 + y2 ≤ 1} is the unit disk in 2 (see Figure 3. 2π 1 0 2π 1 0 2π r2 2 1 4 y 0 x Figure 3. y = r sin θ maps the region R′ in the rθ-plane onto the region R in the xy-plane in a one-to-one manner. In polar coordinates (r. r sin θ) r dr dθ .2 z = x2 + y2 V= 0 (1 − r2 ) r dr dθ (r − r3 ) dr dθ − r=1 r4 4 r=0 = 0 = 0 2π dθ = = π 2 0 dθ . 1 where R = {(x. Thus. y) dx dy = R R′ f (r cos θ. θ) we know that x2 + y2 = r2 and that the unit disk R is the set R′ = {(r.24) where the mapping x = r cos θ.

y = ρ sin φ sin θ. y.11.3 z = x2 + y2 V= 0 (1 − r) r dr dθ (r − r2 ) dr dθ − r=1 r3 3 r=0 = 0 = 0 2π dθ = = π 3 0 dθ In a similar fashion. Find the volume V inside the cone z = Solution: Using vertical slices. z) dx dy dz = S S′ f (r cos θ. In polar coordinates (r. Triple Integral in Spherical Coordinates f (x. θ) we know that x2 + y2 = r and that the unit disk R is the set R′ = {(r. . z = z maps the solid S ′ in rθz-space onto the solid S in xyz-space in a one-to-one manner.5. (3. θ) : 0 ≤ r ≤ 1. where R = {(x. Thus. it can be shown (see Exercises 5-6) that triple integrals in cylindrical and spherical coordinates take the following forms: Triple Integral in Cylindrical Coordinates f (x.5. z) dx dy dz = S S′ f (ρ sin φ cos θ. z x2 + y2 = 1 1 Example 3. y = r sin θ. we see that V= R (1 − z) dA = R 1− x2 + y2 dA . ρ sin φ sin θ. y.3). (3. ρ cos φ) ρ2 sin φ dρ dφ dθ . MULTIPLE INTEGRALS x2 + y2 for 0 ≤ z ≤ 1. y) : x2 + y2 ≤ 1} is the unit disk in 2 (see Figure 3. z) r dr dθ dz .25) where the mapping x = r cos θ. z = ρ cos φ maps the solid S ′ in ρφθ-space onto the solid S in xyz-space in a one-to-one manner. 0 ≤ θ ≤ 2π}.122 CHAPTER 3.26) where the mapping x = ρ sin φ cos θ. 2π 1 0 2π 1 0 2π r2 2 1 6 y 0 x Figure 3. r sin θ.

0) and (1. y > 0.) 11. 7. 3 = 0 − a3 3 cos φ dθ = 0 2a3 3 ¨ dθ = A Exercises © 1. (u + 1) x+y for x > 0. 4. where R is the triangle with vertices (0. Find the volume V inside the cone z = B x2 + y2 for 0 ≤ z ≤ 3. 9.5 Change of Variables in Multiple Integrals Example 3. 0). x) = B(x. 2 y z x 10. y) for x > 0. Find the volume inside the elliptic cylinder x2 a2 2 + y2 b2 2 C = 1 for 0 ≤ z ≤ 2. Prove formula (3. (Hint: Use the change of variables u = (x + y)/2. satisfies the relation B(y. then consider Example 3. . Find the volume V of the solid inside both x2 + y2 + z2 = 4 and x2 + y2 = 1. Show that the Beta function. for x > 0. defined by 1 B(x.26). Using the substitution t = u/(u + 1). show that the Beta function can be written as B(x. 3. y > 0.) 8. find the volume V inside the sphere S = x2 + y2 + z2 = a2 . Show that the volume inside the ellipsoid a2 + b2 + c2 = 1 is 4πabc . 6. (2. y > 0. Prove formula (3. y) = 0 t x−1 (1 − t)y−1 dt . so 2π π 0 0 2π π 0 a 123 V= S 2π 1 dV = 0 π 0 2π 1 ρ2 sin φ dρ dφ dθ ρ=a ρ=0 = 0 ρ3 3 sin φ dφ dθ = 0 φ=π φ=0 2π a3 sin φ dφ dθ 3 4πa3 . Find the volume V inside the paraboloid z = x2 + y2 for 0 ≤ z ≤ 4. For a > 0.12. Evaluate R x2 + y2 . x−y 2 sin x+y 2 cos dA. 2. 12. y) = 0 ∞ u x−1 du . (Hint: Use the 3 change of variables x = au. y = bv. z = cw. 1). Solution: We see that S is the set ρ = a in spherical coordinates. Find the volume of the solid bounded by z = x2 + y2 and z2 = 4(x2 + y2 ).3.12. Find the volume V inside both the sphere x2 + y2 + z2 = 1 and the cone z = 5.25). v = (x − y)/2.

M= a f (x) dx . for some point (x∗ . MULTIPLE INTEGRALS 3. y) dA. Mx = R yδ(x. and taken as 1 for simplicity). M Figure 3. To see this. which is the double integral δ(x. y) is δ(x. the center of mass of R has coordinates ( x. In the general case where the density of a region (or lamina) R is a continuous function δ = δ(x. y) given by ¯ ¯ x= ¯ where b y y = f (x) R ( x .29).27) represent a special case when δ(x. Find the center of mass of the region R = {(x. 0 ≤ y ≤ 2x2 }. (3. M (3. y) = 1 throughout R in the formulas in (3. y) dA . y∗ )∆x ∆y. Example 3. y) : a ≤ x ≤ b.28) xδ(x. y) : 0 ≤ x ≤ 1. 0 ≤ y ≤ f (x)} in 2 that represents a thin. b]. y∗ ) in that rectangle. flat plate (see Figure 3. In this case the area M of the region is considered the mass of R (the density is constant.124 CHAPTER 3. y) of points inside R (where R can be any region in 2 ) the coordinates ( x. y) dA . Then the mass of R is the limit of the sums of the masses of all such rectangles inside R as the diagonals of the rectangles approach 0.6. The quantity M is the mass of the region R.29) The quantities M x and My are called the moments (or first moments) of the region R about the x-axis and y-axis. respectively.e the mass of R is uniformly distributed over the region. y) dA .6 Application: Center of Mass Recall from single-variable calculus that for a region R = {(x. y) ¯ ¯ 0 a b Center of mass of R x My M and y= ¯ Mx . The mass of that rectangle is approximately δ(x∗ . R Note that the formulas in (3. (3. y) = x + y. y) of the coordinates (x. i.27) assuming that R has uniform density. . 2 b b My = a x f (x) dx .1 Mx = a ( f (x))2 dx .13. M= R δ(x. think of taking a small rectangle inside R with dimensions ∆x and ∆y close to 0.1).6. if the density function at (x. y) of the center of mass of R are given by ¯ ¯ x= ¯ where My = R My M and y= ¯ Mx . where f (x) is a continuous function on [a.

In the special case where the density function δ(x. y) is a constant function on the region R. y) dA 2x2 My = R 1 xδ(x. y) is called the centroid of R. ¯ ¯ . the center of mass ( x. y) is given by ¯ ¯ x= ¯ My 11/15 22 = = . y) dA (x + y) dy dx 0 0 y=2x2 1 y2 xy + dx = 2 y=0 0 = 1 = (2x3 + 2x4 ) dx 1 2x5 + = 2 5 and 0 4 x = 0 9 10 Mx = R 1 yδ(x.6. where there is quite a bit of area. y) = x + y ¯ ¯ 4 increases as (x. 15 so the center of mass ( x.2.6 Application: Center of Mass Solution: The region R is shown in Figure 3. y) dA 2x2 0 = = = y(x + y) dy dx y=2x2 1 2 xy y3 dx = 2 + 3 0 y=0 0 0 1 = (2x5 + 8x7 21 0 6 x 8x6 ) dx 3 = 5 7 = x(x + y) dy dx 2 1 2 y=2x 2 x y + xy dx = 2 y=0 0 0 1 (2x4 + 2x5 ) dx 1 0 1 0 3 + = 2x5 x6 + 5 3 = 0 11 . M 9/10 27 y= ¯ Mx 5/7 50 = = .27) to show that 3 ( x.3. This makes sense since the density function δ(x. M 9/10 63 Note how this center of mass is a little further towards the upper corner of the region R than when the density is uniform (it is easy to use the formulas in (3.6. y) approaches that upper corner. We have M= R 1 2x2 125 y y = 2x2 R x 0 1 Figure 3. 5 in that case).2 δ(x. y) = 3 .

Find the center of mass of the solid S = {(x.32) M= In this case. Solution: The solid S is just the upper hemisphere inside the sphere of radius a centered at the origin (see Figure 3.3 a y δ(x. xz-plane and xy-plane. Myz . Let S be a solid with a continuous mass density function δ(x. z) dV . z) : z ≥ 0. M y= ¯ M xz .3). But since the volume of S is half the volume of the sphere of 3 3 radius a. We have ¯ M= S a z ( x . M is the mass of S . So since the density function is a constant and S is symmetric about the z-axis. then M = 2πa . Example 3. (3. z) in S . M xz and M xy are called the moments (or first moments) of S around the yz-plane. y.6. M z= ¯ M xy . y. z) dV = S 1 dV = Volume(S ). z) ¯ ¯ ¯ 0 x Figure 3. which in spherical coordinates is S 2π π/2 0 2π π/2 0 a a = = 0 (ρ cos φ) ρ2 sin φ dρ dφ dθ sin φ cos φ 0 2π 0 π/2 0 a4 4 0 = = 0 ρ3 dρ dφ dθ sin φ cos φ dφ dθ . z) dV . so we ¯ ¯ need only find z. And 3 3 M xy = S zδ(x.6. z) = 1. z) dV . M (3. z) dV z dV . Also. y. y. MULTIPLE INTEGRALS The formulas for the center of mass of a region in 2 can be generalized to a solid S in 3 . y. y. y. y. y. S M xy = S zδ(x. where ¯ ¯ ¯ x= ¯ where Myz = S Myz . then it is clear that x = 0 and y = 0. if the density function at (x.14.126 CHAPTER 3.31) (3. z) dV . z) at any point (x. y. y.30) xδ(x. which we know by Example 3. respectively. x2 + y2 + z2 ≤ a2 }. δ(x. y. M xz = S yδ(x. Then the center of mass of S has coordinates ( x. z). y.12 is 4πa . z) is δ(x.

z) : x ≥ 0. S = {(x. S = {(x.6 Application: Center of Mass 2π π/2 0 2π 4 127 M xy = 0 a4 8 sin 2φ dφ dθ (since sin 2φ = 2 sin φ cos φ) φ=π/2 φ=0 = 0 2π a − 16 cos 2φ a4 8 dθ = 0 dθ = so πa4 . ¯ ¯ ¯ 8 A Exercises © ¨ For Exercises 1-5. 0 ≤ z ≤ 1 }. x ≥ 0. y) : y ≥ 0. δ(x. δ(x. R = {(x. 8 Thus. R = {(x. y. y) = 2y 2. z) = xyz 7. 0. z) = 0. y). z) : 0 ≤ x ≤ 1. δ(x. y ≥ 0. z) : z ≥ 0. 0 ≤ y ≤ 1. δ(x. 0 ≤ y ≤ x2 }. y) : y ≥ 0. z). x2 + y2 + z2 ≤ a2 }. S = {(x. x2 + y2 + z2 ≤ a2 }. 0 ≤ y ≤ 4 }. 6. δ(x. 1 ≤ x2 + y2 ≤ 4 }. y. 3a . R = {(x. find the center of mass of the region R with the given density function δ(x. 0 ≤ z ≤ 1 − x − y}. y) = 5. y. x2 + y2 ≤ 1 }. S = {(x. R = {(x. z) : 0 ≤ x ≤ 1. 1. δ(x. y. y. δ(x. y) = x + y 3. δ(x. y) = y x2 + y2 B For Exercises 6-10. z) = 1 . the center of mass of S is ( x. z ≥ 0. y. δ(x. z) = x2 + y2 + z2 10. 0 ≤ y ≤ 1. y. S = {(x. z) = 1 9. 0 ≤ z ≤ 1 }. z) = x2 + y2 + z2 8. 4 M xy = M πa4 4 2πa3 3 z= ¯ = 3a . y. y) : y ≥ 0. y) : 0 ≤ x ≤ 1. y) = 1 4. y. x2 + y2 ≤ a2 }. y. 0 ≤ y ≤ 1. y) : 0 ≤ x ≤ 2. y. R = {(x. find the center of mass of the solid S with the given density function δ(x. y.3. z) : 0 ≤ x ≤ 1. δ(x.

1) has length 1. then length of (0. written as P(X = 3). Theory of Sets. 1). The reasoning is this: the interval (0. 2. An event A is a subset of the sample space. For For a proof see p. and you let a variable X represent the value rolled. Instead. For example. 2. written as P(X ≤ 3). 9-10 in K AMKE . Note that the set of all real numbers between 0 and 1 is not a discrete (or countable) set of values. 1). it makes no sense to consider P(X = x) since it must be 0 (why?). In particular we will see ways in which multiple integrals can be used to calculate probabilities and expected values. and for x in (0. x) x = =x. 1 is 6 . For a continuous random variable. 1) 1 P(X ≤ x) = In the case of a discrete random variable. 1). Note that P(X ≤ 3) = P(X = 1) + P(X = 2) + P(X = 3). there are three equally likely numbers (1. .. and hence in particular the 3 has a one out of six chance of being rolled.128 CHAPTER 3. which is given by P(X ≤ x) = x. MULTIPLE INTEGRALS 3.e. it can not be put into a one-to-one correspondence with the set of positive integers.g. Then the probability of rolling a 3. 3}. since of the six numbers 6 2 on the die. 6}. 3. So since X represents a random number in (0. we saw how the probability of an event was the sum of the probabilities of the individual outcomes comprising that event (e. Now let X be a variable representing a random real number in the interval (0. and 3) that are less than or equal to 3. the event X ≤ 3 is the set {1. x). and hence is uniformly distributed over (0.7 Application: Probability and Expected Value In this section we will briefly discuss some applications of multiple integrals in the field of probability theory. An event A is a subset of the sample space. Probability Suppose that you have a standard six-sided (fair) die. since there are six sides on the die and each one is equally likely to be rolled. P(X ≤ 3) = P(X = 1) + P(X = 2) + P(X = 3) in the die example). 1) the interval (0. 2. 5. 1950. For example. New York: Dover. is 3 = 1 . . Likewise the probability of rolling at most a 3. the probability of an event will instead be the integral of a function. in the case of the die. 1). In our case. for any real number x in (0. we consider the probability P(X ≤ x). length of (0. E. Let X be a continuous real-valued random variable on a sample space Ω in 3 We call X a continuous random variable on the sample space Ω = (0. in our case the event X ≤ x is the set (0. x) has length x. We call X a discrete random variable on the sample space (or probability space) Ω consisting of all possible outcomes.3 In this case. Ω = {1. i. 4. which we will now describe. 1).

for −∞ < x < ∞.39) F(x) = P(X ≤ x) = x. for x ≥ b x (3.35) Suppose that there is a nonnegative.33) (3.3.7 Application: Probability and Expected Value simplicity.37) Also. Define the distribution function F of X as F(x) = P(X ≤ x) . f (x) dx = 1 . x −∞ ∞ −∞ x 129 for −∞ < x < ∞ for x ≥ b for a < x < b for x ≤ a . for 0 < x < 1 f (x) = F (x) = 0. for x ≥ 1 (3. for x ≤ 0 . and probability density function 1.38) Example 3. (3. for a < x < b f (x) = F (x) = b−a 0. then X has the uniform distribution function 1. for short) for X. 1 . 1). (3.40) and probability density function In general. let Ω = (a. ′ (3. (3. continuous real-valued function f on F(x) = and f (y) dy . elsewhere. ′ (3. with distribution function 1. for 0 < x < 1 0. 1).15. for x ≤ a . we have F ′ (x) = f (x) . b). by the Fundamental Theorem of Calculus. a for a < x < b . for −∞ < x < ∞ . (3. if X represents a randomly selected real number in an interval (a. Let X represent a randomly selected real number in the interval (0.41) F(x) = P(X ≤ x) = b−a . We thus have P(X ≤ x) = f (y) dy . 0. We say that X has the uniform distribution on (0. for a < x < b 0.42) . 1.34) such that (3. elsewhere.f.36) Then we call f the probability density function (or p.d. = P(X ≤ x). b).

e−x 2 /2 dx = −∞ .f. MULTIPLE INTEGRALS Example 3.d. First.36).43) This is often called a “bell curve”. we should have ∞ −∞ 2 1 √ e−x /2 dx = 1 2π (3. we see that ∞ −∞ ∞ −∞ e−(x 2 +y2 )/2 2π dx dy = 0 2π 0 ∞ e−r 2 /2 r dr dθ dθ r=∞ = 0 2π −e−r 2 /2 r=0 2π = 0 (0 − (−e0 )) dθ = 1 dθ = 2π . But using polar coordinates.130 CHAPTER 3. ∞ −∞ ∞ −∞ e−(x 2 +y2 )/2 dx dy = = = ∞ e−y 2 /2 ∞ −∞ e−x 2 /2 dx dy 2 /2 −∞ ∞ −∞ ∞ −∞ e−x e−x 2 /2 dx 2 ∞ −∞ e−y dy 2 /2 dx since the same function is being integrated twice in the middle equation.16. just with different variables. which is equivalent to ∞ −∞ e−x 2 /2 dx = √ 2π .45) We can use a double integral in polar coordinates to verify this integral. 2π for −∞ < x < ∞. 0 and so ∞ −∞ 2 e−x ∞ 2 /2 dx = 2π . (3. whose probability density function f is 2 1 f (x) = √ e−x /2 . (3.. A famous distribution function is given by the standard normal distribution. Since we are claiming that f is a p. and is used widely in statistics.44) by formula (3. and hence √ 2π .

3.7 Application: Probability and Expected Value

131

In addition to individual random variables, we can consider jointly distributed random variables. For this, we will let X, Y and Z be three real-valued continuous random variables defined on the same sample space Ω in (the discussion for two random variables is similar). Then the joint distribution function F of X, Y and Z is given by F(x, y, z) = P(X ≤ x, Y ≤ y, Z ≤ z) ,

z y −∞ ∞ −∞ x

for −∞ < x, y, z < ∞.

3

(3.46)

**If there is a nonnegative, continuous real-valued function f on F(x, y, z) =
**

−∞ −∞ ∞ −∞ ∞ −∞

such that (3.47)

f (u, v, w) du dv dw ,

for −∞ < x, y, z < ∞

and

f (x, y, z) dx dy dz = 1 ,

(3.48)

then we call f the joint probability density function (or joint p.d.f. for short) for X, Y and Z. In general, for a1 < b1 , a2 < b2 , a3 < b3 , we have

b3 b2 a2 b1

P(a1 < X ≤ b1 , a2 < Y ≤ b2 , a3 < Z ≤ b3 ) =

f (x, y, z) dx dy dz ,

a3 a1

(3.49)

with the ≤ and < symbols interchangeable in any combination. A triple integral, then, can be thought of as representing a probability (for a function f which is a p.d.f.). Example 3.17. Let a, b, and c be real numbers selected randomly from the interval (0, 1). What is the probability that the equation ax2 + bx + c = 0 has at least one real solution x? Solution: We know by the quadratic formula that there is at least one real solution if b2 − 4ac ≥ 0. So we need to calculate P(b2 − 4ac ≥ 0). We will use three jointly distributed random variables to do this. First, since 0 < a, b, c < 1, we have √ √ b2 − 4ac ≥ 0 ⇔ 0 < 4ac ≤ b2 < 1 ⇔ 0 < 2 a c ≤ b < 1 , where the last relation holds for all 0 < a, c < 1 such that 0 < 4ac < 1 ⇔ 0 < c < 1 . 4a

c 1 c= R1 0

1 4 1 4a

R2 1

a

Figure 3.7.1 Region R = R1 ∪ R2

Considering a, b and c as real variables, the region R in the ac-plane where the above 1 relation holds is given by R = {(a, c) : 0 < a < 1, 0 < c < 1, 0 < c < 4a }, which we can see is a union of two regions R1 and R2 , as in Figure 3.7.1 above. Now let X, Y and Z be continuous random variables, each representing a randomly selected real number from the interval (0, 1) (think of X, Y and Z representing a, b and c, respectively). Then, similar to how we showed that f (x) = 1 is the p.d.f. of the

132

CHAPTER 3. MULTIPLE INTEGRALS

uniform distribution on (0, 1), it can be shown that f (x, y, z) = 1 for x, y, z in (0, 1) (0 elsewhere) is the joint p.d.f. of X, Y and Z. Now, √ √ P(b2 − 4ac ≥ 0) = P((a, c) ∈ R, 2 a c ≤ b < 1) , √ √ so this probability is the triple integral of f (a, b, c) = 1 as b varies from 2 a c to 1 and as (a, c) varies over the region R. Since R can be divided into two regions R1 and R2 , then the required triple integral can be split into a sum of two triple integrals, using vertical slices in R:

1/4 1 0 R1 1/4 1 0 1/4 1 √ √ 2 a c 1 1/4a 0 1/4a 0 1 √ √ 1 db dc da 2 a c

P(b2 − 4ac ≥ 0) =

1 db dc da +

1/4 R2 1 1/4 1 1/4 1 1/4 1 1/4 1 12a

0

=

0

√ √ (1 − 2 a c) dc da +

c=1 c=0

√ √ (1 − 2 a c) dc da

c=1/4a c=0

=

0 1/4

√ c − 4 a c3/2 3 1−

4 3

da + da

c−

4 3

√ 3/2 ac

da

=

0

√ a da + + 1 ln a 12

8 = a − a3/2 9

1/4 0

1 1 1 1 1 5 = − ln + ln 4 + 0− = 4 9 12 4 36 12 5 + 3 ln 4 ≈ 0.2544 P(b2 − 4ac ≥ 0) = 36 In other words, the equation ax2 + bx + c = 0 has about a 25% chance of being solved!

Expected Value

The expected value EX of a random variable X can be thought of as the “average” value of X as it varies over its sample space. If X is a discrete random variable, then EX =

x

x P(X = x) ,

(3.50)

with the sum being taken over all elements x of the sample space. For example, if X represents the number rolled on a six-sided die, then

6 6

EX =

x=1

x P(X = x) =

x=1

x

1 = 3.5 6

(3.51)

is the expected value of X, which is the average of the integers 1 − 6.

**3.7 Application: Probability and Expected Value If X is a real-valued continuous random variable with p.d.f. f , then EX =
**

∞ −∞

133

x f (x) dx .

(3.52)

and so

1 . (3.54) 2 −∞ 0 For a pair of jointly distributed, real-valued continuous random variables X and Y with joint p.d.f. f (x, y), the expected values of X and Y are given by EX = x f (x) dx = x dx = EX = respectively.

∞ −∞ ∞ −∞

**For example, if X has the uniform distribution on the interval (0, 1), then its p.d.f. is 1, for 0 < x < 1 f (x) = (3.53) 0, elsewhere,
**

∞ 1

x f (x, y) dx dy and

EY =

∞ −∞

∞ −∞

y f (x, y) dx dy ,

(3.55)

Example 3.18. If you were to pick n > 2 random real numbers from the interval (0, 1), what are the expected values for the smallest and largest of those numbers? Solution: Let U1 , . . . , Un be n continuous random variables, each representing a randomly selected real number from (0, 1), i.e. each has the uniform distribution on (0, 1). Define random variables X and Y by X = min(U1 , . . . , Un ) and Y = max(U1 , . . . , Un ) .

Then it can be shown4 that the joint p.d.f. of X and Y is n(n − 1)(y − x)n−2 , for 0 ≤ x ≤ y ≤ 1 f (x, y) = 0, elsewhere. Thus, the expected value of X is

1 1

(3.56)

EX =

0 1 x

n(n − 1)x(y − x)n−2 dy dx

y=1 y=x

=

0 1

nx(y − x)n−1

dx

=

0

**nx(1 − x)n−1 dx , so integration by parts yields 1 (1 − x)n+1 n+1
**

1 0

= −x(1 − x)n − 1 , EX = n+1

4

See Ch. 6 in H OEL, P ORT and S TONE.

134

CHAPTER 3. MULTIPLE INTEGRALS

**and similarly (see Exercise 3) it can be shown that
**

1 y 0

EY =

0

n(n − 1)y(y − x)n−2 dx dy =

n . n+1

So, for example, if you were to repeatedly take samples of n = 3 random real numbers from (0, 1), and each time store the minimum and maximum values in the sample, 1 then the average of the minimums would approach 4 and the average of the max3 imums would approach 4 as the number of samples grows. It would be relatively simple (see Exercise 4) to write a computer program to test this.

B

1. Evaluate the integral

∞ −x2 e −∞

Exercises ©

¨

**dx using anything you have learned so far.
**

2 2 ∞ 1 √ e−(x−µ) /2σ −∞ σ 2π

**2. For σ > 0 and µ > 0, evaluate 3. Show that EY =
**

n n+1

dx.

in Example 3.18

C

4. Write a computer program (in the language of your choice) that verifies the results in Example 3.18 for the case n = 3 by taking large numbers of samples. 5. Repeat Exercise 4 for the case when n = 4. 6. For continuous random variables X, Y with joint p.d.f. f (x, y), define the second moments E(X 2 ) and E(Y 2 ) by E(X 2 ) =

∞ −∞ ∞ −∞

x2 f (x, y) dx dy and

E(Y 2 ) =

∞ −∞

∞ −∞

y2 f (x, y) dx dy ,

and the variances Var(X) and Var(Y) by Var(X) = E(X 2 ) − (EX)2 and Var(Y) = E(Y 2 ) − (EY)2 .

Find Var(X) and Var(Y) for X and Y as in Example 3.18. 7. Continuing Exercise 6, the correlation ρ between X and Y is defined as ρ=

∞ ∞

E(XY) − (EX)(EY) Var(X) Var(Y)

,

where E(XY) = −∞ −∞ xy f (x, y) dx dy. Find ρ for X and Y as in Example 3.18. (Note: The quantity E(XY) − (EX)(EY) is called the covariance of X and Y.) 8. In Example 3.17 would the answer change if the interval (0, 100) is used instead of (0, 1)? Explain.

with a force f (x. This definition will be motivated by the physical notion of work.1. we will see how to define the integral of a function (either realvalued or vector-valued) of two variables over a general path (i. b] We will assume for now that the function f (x. since an interval (or collection of intervals) is really the only kind of “path” in 1 . b] in 1 . This integral (usually called a Riemann integral) can be thought of as an integral over a path in 1 . Partition the interval [a. so we only consider the magnitude of the force.4 Line and Surface Integrals 4. then the work W done in moving that object from position x = a to x = b was defined as the integral: b W= a f (x) dx In this section. y) of the object and is applied in the direction of motion along C (see Figure 4. b]. y = y(t) for t in [a. y) which varies with the position (x. We will begin with real-valued functions of two variables. a curve) in 2 .e. y C t=a t = ti ∆yi ∆si ≈ ∆xi ∆xi 2 + ∆yi 2 t = ti+1 t=b x 0 Figure 4. Suppose that we want to find the total amount W of work done in moving an object along a curve C in 2 with a smooth parametrization x = x(t). You may also recall that if f (x) represented the force applied along the x-axis to an object at position x in [a.1 Line Integrals In single-variable calculus you learned how to integrate a real-valued function f (x) over an interval [a.1 Curve C : x = x(t). for some integer n ≥ 2 135 . a ≤ t ≤ b. b] as follows: a = t0 < t1 < t2 < · · · < tn−1 < tn = b . y = y(t).1 below). the intuitive idea of work is that Work = Force × Distance . In physics.1. y) is continuous and real-valued.

Thus.4) The integral on the right side of the above equation gives us our idea of how to define. (4. a ≤ t ≤ b. y(ti ∗)) for some ti ∗ in [ti . so that b W= a f (x(t). the sum over all subintervals becomes the integral from t = a to t = b. yi∗ ) ∆xi 2 + ∆yi 2 .1. y(t)).136 CHAPTER 4. ti+1 ] the distance ∆si traveled along the curve is approximately ∆xi 2 + ∆yi 2 . for any real-valued function f (x. the line integral of f (x. if the subinterval is small enough then the work done in moving the object along that piece of the curve is approximately Force × Distance ≈ f (xi∗ . and f (xi∗ .1. by the Pythagorean Theorem. But since ∆xi 2 + ∆yi 2 = where ∆ti = ti+1 − ti .5) The symbol ds is the differential of the arc length function t s = s(t) = a x ′ (u)2 + y ′ (u)2 du . (4. the integral of f (x. y). y(t)) x ′ (t)2 + y ′ (t)2 dt . over a typical subinterval [ti . y(t)) x ′ (t)2 + y ′ (t)2 dt . y = y(t). W≈ f (xi∗ . y) along C with respect to arc length s is b f (x. ti+1 ]. LINE AND SURFACE INTEGRALS As we can see from Figure 4. yi∗ ) becomes f (x(t). y) and a curve C in 2 . and so n−1 W≈ f (xi∗ . yi∗ ) i=0 ∆xi 2 + ∆yi 2 (4.6) . (4. respectively. y) ds = C a f (x(t).1) where (xi∗ . For a real-valued function f (x.2) is approximately the total amount of work done over the entire curve. yi∗ ) = (x(ti ∗).3) Taking the limit of that sum as the length of the largest subinterval goes to 0. ∆xii and ∆yii become x ′ (t) ∆t ∆t and y ′ (t). (4. (4. yi∗ ) i=0 ∆xi ∆ti 2 + ∆yi ∆ti 2 ∆ti .1. called a line integral: Definition 4. y) along the curve C. parametrized by x = x(t). then n−1 ∆xi ∆ti 2 + ∆yi ∆ti 2 ∆ti .

y) = h for all (x. You can think of differentials as infinitesimal lengths. So if you think of f (x. y) ds = C 2π a f (x(t). (4.2 Area of shaded rectangle = height × width ≈ f (x.1. y). and thus the line integral f (x. y) ds represent? The preceding discussion of ds gives us a clue. y) y 0 x C : x2 + y2 = r2 Figure 4. ds = s ′ (t) dt = x ′ (t)2 + y ′ (t)2 dt .2). t]. what does the line integral C f (x.3). That is. for all t in [a.4. y) ds Example 4. then f (x. y) C ds x 0 Figure 4. b]. For a general real-valued function f (x. C y f (x.7) by the Fundamental Theorem of Calculus.9 as the length of the curve C over the interval [a.1. y).1. Then b A= = 0 f (x.1 Line Integrals 137 which you may recognize from Section 1. y(t)) x ′ (t)2 + y ′ (t)2 dt h (−r sin t)2 + (r cos t)2 dt 2π =h 0 r sin2 t + cos2 t dt 2π = rh 0 1 dt = 2πrh . Parametrize C as follows: x = x(t) = r cos t . Solution: We will use the right circular cylinder with base circle C given by x2 + y2 = r2 and with height h in the positive z direction (see Figure 4.1. y) ds can be thought of as approximately the area of a section of that fence over some infinitesimally small section of the curve. Use a line integral to show that the lateral surface area A of a right circular cylinder of radius r and height h is 2πrh. 0 ≤ t ≤ 2π z r h = f (x.3 Let f (x. y) as the height of a picket fence along C. y) ds is the total area of that picket fence (see Figure 4. y = y(t) = r sin t .1.

a ≤ t ≤ b. y). y) on 2 . then denote by −C the same curve as C but traversed in the opposite direction.9) f (x.11) as the line integral of f (x. we used the idea of work as force multiplied by distance. let r(t) = x(t) i + y(t) j . (4. a circle of radius r). and b f (x. Such a function f is called a vector field on 2 .12) as the line integral of f (x. y) ds = C −C y = y(a + b − t) . y) along C with respect to y. 0 ≤ t ≤ 2π . y = y(t). i. y(t)) y ′ (t) dt (4. y) ds unchanged. y) defined on 2 by f(x. Also. If we had gone in the clockwise direction. i.8) then it is easy to verify (see Exercise 12) that the value of the line integral is unchanged. and its values are vectors in 2 . Then −C is parametrized by x = x(a + b − t) . y = y(t) = r sin(2π − t) . LINE AND SURFACE INTEGRALS Note in Example 4. It is defined at points in 2 .e. we know that force is actually a vector. using the parametrization x = x(t) = r cos(2π − t) . y(t)) x ′ (t) dt (4. For a curve C with a smooth parametrization x = x(t). y) ds .138 CHAPTER 4. If a curve C has a parametrization x = x(t). So it would be helpful to develop a vector form for a line integral. notice that we traversed the circle in the counter-clockwise direction. suppose that we have a function f(x. For this.1 that if we had traversed the circle C twice. y) along C with respect to x. y) i + Q(x. However. a ≤ t ≤ b. (4. then we would have gotten an area of 4πrh. let t vary from 0 to 4π. In the derivation of the formula for a line integral. y) dx = C a f (x(t). a≤t≤b. In general. y) j for some continuous real-valued functions P(x. (4.e. twice the desired area. for any f (x. y) dy = C a f (x(t). y = y(t). even though the curve itself is still the same (namely. y) and Q(x.10) Notice that our definition of the line integral was with respect to the arc length parameter s. y) = P(x. and we have f (x. it can be shown (see Exercise 15) that reversing the direction in which a curve C is traversed leaves C f (x. We can also define b f (x.

For a vector field f(x. where r(t) = x(t) i + y(t) j is the position vector for points on C. y) dx + C b a C Q(x. y) dx + Q(x. y(t)) x ′ (t) dt + a Q(x(t). y). y). y) dx + C C Q(x. The line integral in Definition 4. y) dy = C P(x. Since C is a smooth curve.1 Line Integrals be the position vector for a point (x(t).13) (4. A differential form ∂x ∂y P(x. y(t)). This leads us to the following definition: Definition 4. b] and hence T(t) = r ′ (t) r ′ (t) is the unit tangent vector to C at (x(t). y) dy (4. y(t)) · r ′ (t) dt . b]. y). Then r ′ (t) = x ′ (t) i + y ′ (t) j and so b b 139 P(x. y) = P(x. Putting Definitions 4. y) j and a curve C with a smooth parametrization x = x(t). y(t)) x ′ (t) + Q(x(t). y) dy = a b P(x(t). then r ′ (t) 0 on [a. y) i + Q(x.4. y) dx + Q(x.2 is often called a line integral of a vector field to distinguish it from the line integral in Definition 4. then r ′ (t) is a tangent vector to C at the point (x(t). y(t)) · r ′ (t) dt = a by definition of f(x. y) dy is known as a differential form. y(t)) on C.2 together we get the following theorem: . Notice that the function f(x(t). y) dx + Q(x. y(t)) · r ′ (t) is a real-valued function on [a.1 which is called a line integral of a scalar field. the differential of F is dF = ∂F dx + ∂F dy. so the last integral on the right looks somewhat similar to our earlier definition of a line integral. y(t)) y ′ (t) dt = a b (P(x(t). For convenience we will often write P(x.2. y(t)) in the direction of increasing t (which we call the direction of C). y) dy is called exact if it equals dF for some function F(x. where it is understood that the line integral along C is being applied to both P and Q. For a realvalued function F(x. The quantity P(x. Recall that if the points on a curve C have position vector r(t) = x(t) i+y(t) j. the line integral of f along C is C f · dr = = P(x. y = y(t). y) dy .1 and 4. a ≤ t ≤ b. y(t)) y ′ (t)) dt f(x(t). We use the notation dr = r ′ (t) dt = dx i + dy j to denote the differential of the vectorvalued function r. y) dx + C C Q(x.14) f(x(t).

y) represents the force moving an object along a curve C. (4. y) = P(x.1. (4. y(t)). then 1 (x2 + y2 ) dx + 2xy dy = C 0 1 (x(t)2 + y(t)2 )x ′ (t) + 2x(t)y(t) y ′ (t) dt (t2 + 4t4 )(1) + 2t(2t2 )(4t) dt 0 1 = = = 0 3 t (t2 + 20t4 ) dt 1 3 + 4t 5 0 = 1 13 +4= 3 3 . (a) Since x ′ (t) = 1 and y ′ (t) = 2. LINE AND SURFACE INTEGRALS Theorem 4. C (x2 + y2 ) dx + 2xy dy. If the vector field f(x.1. y) j and a curve C with a smooth parametrization x = x(t). y) i + Q(x. y = 2t2 .15) where T(t) = r ′ (t) r ′ (t) is the unit tangent vector to C at (x(t). y = 2t . (b) C : x = t .140 CHAPTER 4.2.4 = = (b) Since x ′ (t) = 1 and y ′ (t) 13t3 3 1 = 0 13 3 = 4t. C f · dr = C f · T ds . y = y(t). 2) 2 Solution: Figure 4.16) Example 4.4 shows both curves. Evaluate (a) C : x = t . where: 0≤t≤1 0≤t≤1 y (1. then 1 (x2 + y2 ) dx + 2xy dy = C 0 1 (x(t)2 + y(t)2 )x ′ (t) + 2x(t)y(t) y ′ (t) dt x = 0 1 (t + 4t )(1) + 2t(2t)(2) dt 13t dt 0 2 2 2 0 1 Figure 4. then the work W done by this force is W= C f · T ds = C f · dr . For a vector field f(x. a ≤ t ≤ b and position vector r(t) = x(t) i + y(t) j.1.

y = 2. Evaluate to (0.1 Line Integrals 141 So in both cases. if C is a piecewise smooth curve. . 0 ≤ t ≤ 1 (see Figure 4. then the work done is 13 . Also. Cn . . . as we will see in the next section. . the formulation C f · T ds from Theorem 4. 3 This may lead you to think that work (and more generally.5 1 Solution: Write C = C1 ∪ C2 .e. where C is the polygonal path from (0.5). in physics it is common to b see the notation a f · dl. For example. However. if the vector field f(x. . 0 ≤ t ≤ 2 and C2 is the curve given by x = t. the line integral of a vector field) is independent of the path taken. + f · drn C C1 C2 Cn where each ri is the position vector of the curve Ci . C (x2 + y2 ) dx + 2xy dy. Although we defined line integrals over a single smooth curve.4. . ∪ Cn is the union of smooth curves C1 . 2). that is C = C1 ∪ C2 ∪ . which is a useful physical interpretation of line integrals. . 2) along the given curve C. 0) to (1. . 0) y 2 C2 C1 x 0 1 Figure 4. Example 4.3. where it is understood that the limits of integration a and b are for the underlying parameter t of the curve.1. y) = (x2 + y2 ) i + 2xy j represents the force moving an object from (0. and the letter l signifies length. Then (x2 + y2 ) dx + 2xy dy = C C1 (1. where C1 is the curve given by x = 0. this is not always the case. then we can define f · dr = f · dr1 + f · dr2 + .1 is often preferred in physics since it · emphasizes the idea of integrating the tangential component f· T of f in the direction of T (i. 2) (x2 + y2 ) dx + 2xy dy (x2 + y2 ) dx + 2xy dy C2 2 + = 0 (02 + t2 )(0) + 2(0)t(1) dt + 0 2 1 (t2 + 4)(1) + 2t(2)(0) dt = = 0 3 t 0 dt + 0 1 (t2 + 4) dt 13 1 +4= 3 3 3 + 4t 0 = Line integral notation varies quite a bit.1. . in the direction of C). 2) to (1. y = t.

13. Prove that the Riemann integral b a f (x) dx is a special case of a line integral. 0) to (3. and suppose that f(x.1 is unchanged using the parametrization of the circle C given in formulas (4. 14. Prove that C f (x. y = sin t. Show that if f ⊥ r ′ (t) at each point r(t) along a smooth curve C. 1) to (0. 0) to (3. y = sin t. 0) to (1. y) ds. C: path from (2. 0 ≤ t ≤ 2π C : x = cos t.8). y) i + Q(x. f(x. y) = 2x + y. y = 2t. 0) and then back to (2. y = sin t. 0 ≤ t ≤ 2π C : the polygonal path from (0. 0 ≤ t ≤ 1 C : x = cos t. y) = i − j. For Exercises 6-11. y) ds for the given function f (x. f (x. Let C be a smooth curve with arc length L. then C f · dr = 0. y) = xy2 i + xy3 j. C f · dr for the given vector field f(x. f(x. calculate 6. f(x. 2) 4. 0) to (0.) C 17.9). f(x. f (x. y) = (x2 − y) i + (x − y2 ) j.) 16. . 0 ≤ t ≤ 1 2. y) = 2 x +1 3. B 12. y) = (x2 + y2 ) i. 8. C : x = 3t. (Hint: Recall that a g(x) dx ≤ a |g(x)| dx for Riemann integrals. C : x = cos t. Use a line integral to find the lateral surface area of the part of the cylinder x2 + y2 = 4 below the plane x + 2y + z = 6 and above the xy-plane. y) = x i + y j. y) = y i − x j. 0 ≤ t ≤ π/2 x . 0 ≤ t ≤ 2π C : x = cos t. y) = x + y2 . y = 0. C: polygonal path from (0. y) ds = −C f (x. then C f · dr = C f ds. f(x. C 15. y) j is a vector field such that f(x. y) = P(x. Verify that the value of the line integral in Example 4. 1. y) on C. 0) C : x = 2 + cos t. LINE AND SURFACE INTEGRALS A For Exercises 1-4.142 CHAPTER 4. y = sin t. y) = xy. C : x = t. f (x. Show that b b f · dr ≤ ML. Show that if f points in the same direction as r ′ (t) at each point r(t) along a smooth curve C. 0 ≤ t ≤ 2π 7. y = sin t. f(x. 11. 10. 0) counterclockwise along the circle x2 + y2 = 4 to the point (−2. 0) along the x-axis 5. (Hint: Use formulas (4. y) and curve C. calculate C Exercises © ¨ f (x. y) ≤ M for all (x. f (x. y) and curve C. 9.

2 Properties of Line Integrals 143 4. (4. y(a + b − t)) d (x(a + b − t)) dt dt = a a P(x(a + b − t). y) dx + −C C −C Q(x. since a b =− . a ≤ t ≤ b. y) dy C P(x. y(u)) (−x ′ (u)) (−du) (by letting u = a + b − t) a = b = b P(x(u). y(u)) x ′ (u) du .18) . We know that the curve −C traversed in the opposite direction is parametrized by x = x(a + b − t).17) For line integrals of vector fields. y) dx + Q(x. y) i + Q(x. y) ds (4. y) ds = C −C f (x. so a P(x. C and hence −C f · dr = =− =− P(x. let f(x. Then b P(x. y) dx = − P(x. y) dy Q(x. with P and Q continuously differentiable functions. To see this. y) dy C C −C f · dr = − C f · dr . y) dx + − P(x. a ≤ t ≤ b. the value does change. y = y(a + b − t). y) = P(x. y = y(t). Let C be a smooth curve parametrized by x = x(t). A similar argument shows that −C Q(x. however. y) j be a vector field. y) dx C since we are just using a different letter (u) for the line integral along C. y) dy = − Q(x. with position vector r(t) = x(t) i + y(t) j (we will usually abbreviate this by saying that C : r(t) = x(t) i + y(t) j is a smooth curve). y(u)) x ′ (u) du b a b =− −C P(x(u). y) dx = −C a b P(x(a + b − t).4.2 Properties of Line Integrals We know from the previous section that for line integrals of real-valued functions (scalar fields). y(a + b − t)) (−x ′ (a + b − t)) dt (by the Chain Rule) P(x(u). y) dy . reversing the direction in which the integral is taken along a curve does not change the value of the line integral: f (x.

The preceding discussion shows the importance of always taking the direction of the curve into account when using line integrals of vector fields. d]).e. then we know that t = α(u) has an inverse function u = α−1 (t) defined on [a. it turns out that the value of a line integral of a vector field is unchanged as long as the direction of the curve C is preserved by whatever parametrization is chosen: Theorem 4. That was not the case with the “reverse” parametrization for −C: for u = a + b − t we have t = α(u) = a + b − u ⇒ α ′ (u) = −1 < 0. any curve has infinitely many parametrizations. is zero. such that a = α(c). dt = α ′ (u) du. the curves in line integrals are sometimes referred to as directed curves or oriented curves. QED and hence C f · dr has the same value. Then C f· dr has the same value for the parametrizations x = x(t). and let C be a smooth curve parametrized by x = x(t). Notice that the condition α ′ (u) > 0 in Theorem 4. this would mean that our definition is not well-defined. say. ˜ ˜ ˜ which shows that C P(x. LINE AND SURFACE INTEGRALS The above formula can be interpreted in terms of the work done by a force f(x. y) dx has the same value for both parametrizations. a ≤ t ≤ b. x = x(u). Luckily. direction is accounted for. So could we get a different value for a line integral using ˜ ˜ some other parametrization of C. y) dy has the same value for both parametrizations. This is because when force is considered as a vector. α(u) is strictly · increasing on [c. y(u)) x ′ (u) du . d) (i. A similar argument shows that C Q(x. Also. y(t)) x (t) dt = a ′ α−1 (b) P(x(α(u)). and du = α ′1 . a ≤ t ≤ b and x = x(u) = x(α(u)). y) = P(x. y) (treated as a vector) moving an object along a curve C: the total work performed moving the object along C from its initial point to its terminal point. y) i + Q(x. c ≤ u ≤ d ? If so. and then back to the initial point moving backwards along the same path. and α ′ (u) > 0 on the open interval (c. b = α(d). y = y(t). Suppose that t = α(u) for c ≤ u ≤ d. b]. y = y(t). d = α−1 (b). and by the Chain Rule dt (u) x ′ (u) = ˜ d dx dt dx ˜ = (x(α(u))) = = x ′ (t) α ′ (u) du du dt du ⇒ x ′ (t) = x ′ (u) ˜ α ′ (u) so making the susbstitution t = α(u) gives b P(x(t).2 means that the two parametrizations move along C in the same direction. Recall that our definition of a line integral required that we have a parametrization x = x(t). For this reason. y = y(t).144 CHAPTER 4. . y = y(u) = y(α(u)). y(α(u))) α−1 (a) d x ′ (u) ′ ˜ (α (u) du) α ′ (u) = c P( x(u). Let f(x. y = y(u). c ≤ u ≤ d. b] such that c = α−1 (a). y) j be a vector field. a ≤ t ≤ b for the curve C. d] onto [a. ˜ ˜ Proof: Since α(u) is strictly increasing and maps [c.2. But as we know.

y = 2t2 . And we can indeed verify this: 3 π/2 (x2 + y2 ) dx + 2xy dy = C 0 π/2 (sin2 u + (2 sin2 u)2 ) cos u + 2(sin u)(2 sin2 u)4 sin u cos u du sin2 u + 20 sin4 u cos u du 0 π/2 = = sin3 u + 4 sin5 u 3 0 1 13 = +4= 3 3 In other words. Note that any closed curve can be regarded as a union of simple closed curves (think of the loops in a figure eight).1. In some older texts you may see the notation traversing a closed curve in a counterclockwise or clockwise direction.2. namely 13 . i. π/2). and by Theorem 4.2 we know that if C is parametrized by x = sin u . 1 = sin(π/2).4. We use the special notation f (x. y(a)) = (x(b). Solution: First. the line integral is unchanged whether t or u is the parameter for C.2.2 Properties of Line Integrals 145 Example 4. y = 2 sin2 u . Section 4. y = y(t).2. By a closed curve. a ≤ t ≤ b. for C : x = x(t). y) ds and C C f · dr or to indicate a line integral to denote line integrals of scalar and vector fields. 0 ≤ t ≤ 1. along the curve C : x = t. respectively. dt du = cos u > 0 on (0. So 0 ≤ u ≤ π/2 then C (x2 + y2 ) dx + 2xy dy should have the same value as we found in Example 4. we notice that 0 = sin 0.e.1 Closed vs nonclosed curves A simple closed curve is a closed curve which does not intersect itself. ◮ t=a t=b t=a ◮ ◭ C (a) Closed t=b ◭ C (b) Not closed Figure 4. we have (x(a). where t = sin u for 0 ≤ u ≤ π/2. Evaluate the line integral C (x2 +y2 ) dx+2xy dy from Example 4. we mean a curve C whose initial point and terminal point are the same. .4. respectively. y(b)). along closed curves.

2 = C1 C1 f · dr . Then by path independence we have f · dr = f · dr = 0 f · dr = 0 .2. LINE AND SURFACE INTEGRALS So far.3. the examples we have seen of line integrals (e. Let C1 be a curve in R going from P1 to P2 . and let C2 be another curve in R going from P1 to P2 . Let P1 and P2 be two distinct points on C. Let P1 and P2 be two distinct points in R. this is not always the case.2. so f · dr = 0 QED C1 C2 f · dr C1 f · dr − C2 C1 f · dr + −C2 C since C = C1 ∪ −C2 . Then C = C1 ∪ −C2 is a closed curve in R (from P1 to P1 ). The following theorem gives a necessary and sufficient condition for this path independence: Theorem 4. Proof: Suppose that C f · dr = 0 for every closed curve C which is contained in R. In a region R. This proves path independence.2. and so C f · dr = 0.146 CHAPTER 4. suppose that the line integral C f · dr is independent of the path between any two points in R. Example 4.2) have had the same value for different curves joining the initial point to the terminal point. That is. As we mentioned before. Let C1 be a part of the curve C that goes from P1 to P2 . Thus.2. Let C be a closed curve contained in R. and so f · dr = C2 f · dr. again as in Figure 4. the line integral C f · dr is independent of the path between any two points in R if and only if C f · dr = 0 for every closed curve C which is contained in R. the line integral has been independent of the path joining the two points. as in Figure 4. the above theorem does not give a practical way to determine path inde- . 0= C C1 ◮ P1 P2 f · dr f · dr + f · dr − −C2 C2 = C1 f · dr ◮ C2 Figure 4. and let C2 be the remaining part of C that goes from P1 to P2 . Conversely.g.2. Clearly.

Proof: By definition of b C C f · dr. Then C (4.2 from Section 2. y(t)) y ′ (t) dt a b a b ∂F ∂F ∂F dx ∂F dy dt (since ∇F = f ⇒ + = P and = Q) ∂x dt ∂y dt ∂x ∂y F ′ (x(t). Let f(x.2 Properties of Line Integrals 147 pendence. (4. a ≤ t ≤ b. then z is a differentiable function of t. y = y(t).4. a specific line integral between two points and all line integrals around closed curves). since it is impossible to check the line integrals around all possible closed curves in a region.20) where A = (x(a). Thus. § 6. y) = P(x.5. since it depends only on the values of F at those endpoints. and both x = x(t) and y = y(t) are differentiable functions of t.4) = a = F(x(t). we have f · dr = = P(x(t).19) f · dr = F(B) − F(A) .5. (Chain Rule) If z = f (x. y) such that ∇F = f on R. so we omit it. y(t)) b a = F(B) − F(A) QED by the Fundamental Theorem of Calculus. and dz ∂z dx ∂z dy = + dt ∂x dt ∂y dt at all points where the derivatives on the right are defined. we first need a version of the Chain Rule for multivariable functions: Theorem 4. The proof is virtually identical to the proof of Theorem 2. For a more practical method for determining path independence. y(t)) dt (by the Chain Rule in Theorem 4. Suppose that there is a real-valued function F(x. and how seemingly unrelated line integrals can be related (in this case.1 We will now use this Chain Rule to prove the following sufficient condition for path independence of line integrals: Theorem 4. with P and Q continuously differentiable functions on R. y) j be a vector field in some region R. 1 See T AYLOR and M ANN. y(b)) are the endpoints of C. Let C be a smooth curve in R parametrized by x = x(t). y) is a continuously differentiable function of x and y. the line integral is independent of the path between its endpoints.4 (which uses the Mean Value Theorem). . y(t)) x ′ (t) + Q(x(t). y(a)) and B = (x(b). y) i + Q(x. What it mostly does is give an idea of the way in which line integrals behave.4.

y) = x2 + g(y) . since by Theorem 4.3 in Section 4. namely F(x. C ∇F · dr = 0 for any real-valued function F(x. Example 4. 0 ≤ t ≤ 2π. so ∂x 2 ∂F 1 = y ⇒ g ′ (y) = y ⇒ g(y) = y2 + K ∂y 2 .6. Solution: We need to find a real-valued function F(x. y) = x i + y j has a potential F(x. y) = 1 x3 + xy2 + g(y) for some function ∂x 3 g(y). f · dr = F(1.2 and 4. i. y)). Note that we can also verify that the value of the line integral of f along any curve C going from (0. y) = 1 3 x + xy2 . y) such that ∇F(x.6. LINE AND SURFACE INTEGRALS Theorem 4. so that the endpoints A and B are the same point. Thus. then C f · dr = 0 for any closed curve C in R (i.5 in the special case where C is a closed curve. Since any choice for K will do (why?). So ∂F = 2xy + g ′ (y) satisfies the condition ∂F = 2xy if g ′ (y) = 0. a potential F(x. y) for f(x. Recall from Examples 4. 2) will always be 13 .5 3 1 13 1 . y) = f(x. A conservative vector field is one which has a potential. Solution: The vector field f(x. Use Theorem 4.e. y = 3 sin t. 0) = (1)3 + (1)(2)2 − (0 + 0) = + 4 = 3 3 3 C A consequence of Theorem 4. we pick K = 0.148 CHAPTER 4. Example 4. y) such that ∂F = x2 + y2 ∂x and ∂F = 2xy . y) = (x2 + y2 ) i + 2xy j exists. where ∂y ∂y K is a constant. 0) to the point (1. Evaluate C x dx + y dy for C : x = 2 cos t.1 that the line integral (x2 + y2 ) dx + 2xy dy was found to have the value 13 for three different curves C going 3 C from the point (0.5 can be thought of as the line integral version of the Fundamental Theorem of Calculus. Then we must have F(x.e. 0) to (1.5 to show that this line integral is indeed path independent. 2).5. 3 Hence the line integral C (x2 + y2 ) dx + 2xy dy is path independent. y): 1 ∂F = x ⇒ F(x. g(y) = K. y) is called a potential for f. If a vector field f has a potential in a region R. 2) − F(0. is the following important corollary: Corollary 4. ∂y Suppose that ∂F = x2 + y2 . A real-valued function F(x.

(Hint: Consider the mixed partial derivatives of F.6.2 Properties of Line Integrals 1 2 1 2 x + y is a potential for f(x. find one. y) = y i − x j? If so. y) = tan−1 (y/x). Evaluate C 3. Let f (x. Show that f ∇g · dr = − g ∇ f · dr C C for any closed curve C in R. y) and g(x. Let f(x. for F(x. (x2 + y2 ) dx + 2xy dy for C : x = cos t.6? Explain. Let g(x) and h(y) be differentiable functions. y). 4. and let C be a curve in 2 . Is there a potential F(x. Is there a potential F(x. Thus. 2 2 x dx + y dy = C C 149 for any constant K. y) be continuously differentiable real-valued functions in a region R. Does this contradict Corollary 4. 7. y) be vector fields. Is there a potential F(x. (Hint: Use Exercise 21 in Section 2. C 10. y) = h(y) i + g(x) j. and C : x = cos t. y) for f(x. y)? If so. Evaluate C Exercises © (x2 + y2 ) dx + 2xy dy for C : x = cos t. A 1. 0 ≤ t ≤ π. Show that 1 ds = L. Let C be a curve whose arc length is L. y) and g(x. B 6. find it. y = sin t. 2. y = sin t. 0).4. (a) Show that f = ∇F. y) = xy2 i + x3 y j? If so. y) for f(x. y) for f(x.4. so F(x. 0 ≤ t ≤ 2π. find one. find one. Let f(x. y) = −y x2 +y2 i+ x x2 +y2 j for all (x. Show that C (a f ± b g) · dr = a C f · dr ± b C C g · dr . (b) Show that C f · dr = 2π. You may assume that F would be smooth. 0 ≤ t ≤ 2π. 8.) 9. Can f have a potential F(x. y) (0. y) = f · dr = 0 x2 4 by Corollary 4. let a and b be constants. and let f(x.) . since the curve C is closed (it is the ellipse ¨ + y2 9 = 1). y) = x i − y j? If so. y = sin t. 5.

1 b Integrate P(x. ∂x ∂y (4. that is. on C. (4. Let f(x. y) j is smooth if its component functions P(x. y) j be a smooth vector field defined on both R and C.150 CHAPTER 4. See Figure 4. y y = y2 (x) d ◭ x = x1 (y) X1 Y1 Y2 X2 x = x2 (y) R ◮ C x c y = y1 (x) a Figure 4. (Green’s Theorem) Let R be a region in 2 whose boundary is a simple closed curve C which is piecewise smooth. y) i+ Q(x.7.3. respectively.1. LINE AND SURFACE INTEGRALS 4.24) (4. A vector field f(x. respectively.21) where C is traversed so that R is always on the left side of C.3 Green’s Theorem We will now see a way of evaluating the line integral of a smooth vector field around a simple closed curve.3. y) around C using the representation C = C1 ∪ C2 given by (4. Then f · dr = R C ∂Q ∂P − dA . Proof: We will prove the theorem in the case for a simple region R. C1 = the curve x = x1 (y) from the point Y2 to the point Y1 C2 = the curve x = x2 (y) from the point Y1 to the point Y2 . We will use Green’s Theorem (sometimes called Green’s Theorem in the plane) to relate the line integral around a closed curve with a double integral over the region inside the curve: Theorem 4. y) are smooth. y) = P(x.22) (4. and (4.23) where X1 and X2 are the points on C farthest to the left and right. y) i + Q(x. y) = P(x. y) and Q(x.23) and .25) where Y1 and Y2 are the lowest and highest points. where the boundary curve C can be written as C = C1 ∪ C2 in two distinct ways: C1 = the curve y = y1 (x) from the point X1 to the point X2 C2 = the curve y = y2 (x) from the point X2 to the point X1 .

y) dy d =− = c Q(x1 (y). y1 (x)) dx + b b P(x. integrate Q(x. y) dy + c d c Q(x2 (y). y1 (x))) dx P(x. y) dx a = a b P(x.1.1. y) dy d = d Q(x1 (y).25) and (4. y) x2 (y) x1 (y) x=x2 (y) x=x1 (y) dy = c ∂Q(x. y) y=y2 (x) y=y1 (x) dx a b a y2 (x) y1 (x) ∂P(x. y) dx dy (by the Fundamental Theorem of Calculus) ∂x = R ∂Q dA .24). y) dx + C2 P(x. y) dy = C C1 c Q(x. then we have Q(x. then we have P(x.3 Green’s Theorem 151 (4. y2 (x)) − P(x.3. y) dy (Q(x2 (y). y2 (x)) dx P(x.3. ∂y R Likewise. as we see from Figure 4. and so ∂x . y) dx = C C1 b P(x. y) around C using the representation C = C1 ∪ C2 given by (4. y1 (x)) dx − b a b =− =− =− =− (P(x. Since y = y1 (x) along C1 (as x goes from a to b) and y = y2 (x) along C2 (as x goes from b to a). Since x = x1 (y) along C1 (as y goes from d to c) and x = x2 (y) along C2 (as y goes from c to d). y2 (x)) dx a = a P(x. y) − Q(x1 (y). y) dy + c d Q(x2 (y). y)) dy d = c d Q(x. as we see from Figure 4. y) dy + C2 Q(x.26). y) dy dx (by the Fundamental Theorem of Calculus) ∂y ∂P dA .4.

0) is not contained in R.31 for a discussion of some of the difficulties involved when the boundary curve is “complicated”.2 Example 4.3.2 that the vector field f(x.2. and so C f · dr = 0 by Corollary 4. Example 4. LINE AND SURFACE INTEGRALS C f · dr = P(x.2 that C f · dr = 2π. But ∂P ∂Q y2 − x2 = = 2 ⇒ ∂x ∂y (x + y2 )2 ∂Q ∂P − dA = ∂x ∂y R R 0 dA = 0 . traversed counterclockwise. y) j. y) : 0 < x2 + y2 ≤ 1 }. where C is the boundary (traversed counterclockwise) of the region R = { (x. − ∂x ∂y QED Though we proved Green’s Theorem only for a simple region R. 1 Figure 4. R has a “hole” at the origin. we have 2 for P(x. since the point (0. a union of simple regions). 2x2 ≤ y ≤ 2x }. so Green’s Theorem does not apply.7. y) i + Q(x. y) = x (x2 + y2 ) dx + 2xy dy = C R ∂Q ∂P − dA ∂x ∂y (2y − 2y) dA = R R C x 0 = 0 dA = 0 .2 We actually already knew that the answer was zero.6. note that R is not the entire region enclosed by C.5 in Section 4. + y2 and let R = { (x. 2 See T AYLOR and M ANN. That is.3. This would seem to contradict Green’s Theorem. For the boundary curve C : x2 + y2 = 1. However. y) dx + C C Q(x. . y) = P(x. y (1. y) = x2 x . the theorem can also be proved for more general regions (say. 2) Solution: R is the shaded region in Figure 4. Evaluate C (x2 +y2 ) dx+2xy dy.8.152 CHAPTER 4. 2 + y2 and Q(x. y) dy ∂Q dA ∂x R =− R ∂P dA + ∂y = R ∂Q ∂P dA . y) = (x2 + y2 ) i + 2xy j has a potential function 1 F(x. Recall from Example 4. it was shown in Exercise 9(b) in Section 4. y) = 2xy. y) = 3 x3 + xy2 . where P(x. y) : 0 ≤ x ≤ 1. y) = x2 −y + y2 and Q(x. § 15. Let f(x. By Green’s Theorem.

and we traverse then in the manner indicated by ◭ ◮ . so for this Figure 4.8. that is. C1 R1 C2 R1 C3 C2 ◮ ◭C ◮ ◮ ◭ R2 1 ◭ ◮ ◭ R2 ◮ (a) Region R with one hole (b) Region R with two holes Figure 4.3). then it can be shown (see Exercise 8) that C 153 y 1 C1 ◭ R C2 0 1/2 1 x 1/2 f · dr = 0 .3. − ∂x ∂y which shows that Green’s Theorem holds for the annular region R.3. where C1 is the unit circle x2 + y2 = 1 traversed counterclockwise and C2 is the circle x2 + y2 = 1/4 traversed clockwise. which have one or more regions cut out from the interior.3. It turns out that Green’s Theorem can be extended to multiply connected regions.4(a) the region R is the union of the regions R1 and R2 .3. For example.4 Multiply connected regions The intuitive idea for why Green’s Theorem holds for multiply connected regions is shown in Figure 4. regions like the annulus in Example 4. as opposed to discrete points being cut out. which are divided by the slits indicated by the dashed lines.3 The annulus R R we would have f · dr = R C ∂Q ∂P dA . Those slits are part of the boundary of both R1 and R2 .3 Green’s Theorem If we modify the region R to be the annulus R = { (x. and take the “boundary” C of R to be C = C1 ∪ C2 .3. ∂Q ∂x We would still have R − ∂P ∂y dA = 0. For such regions. y) : 1/4 ≤ x2 + y2 ≤ 1 } (see Figure 4.4. The idea is to cut “slits” between the boundaries of a multiply connected region R so that R is divided into subregions which do not have any “holes”.4 above. the “outer” boundary and the “inner” boundaries are traversed so that R is always on the left side. in Figure 4.

y) = P(x. then C f · dr = 0. And if the potential F(x. A similar argument shows that the theorem holds in the region with two holes shown in Figure 4.6 that when a smooth vector field f(x. so that bdy of R1 f · dr = R1 ∂Q ∂P dA − ∂x ∂y and bdy of R2 f · dr = R2 ∂Q ∂P dA . then Green’s Theorem holds in each subregion. the differential form P dx + Q dy is exact) (c) C (d) ∂P ∂Q = in R ∂y ∂x . − ∂x ∂y R and so C1 ∪C2 f · dr = R1 ∂Q ∂P dA + − ∂x ∂y R2 ∂Q ∂P dA = − ∂x ∂y which shows that Green’s Theorem holds in the region R. y) j has a smooth potential F(x. the following can be shown: The following statements are equivalent for a simply connected region R in (a) f(x. We know from Corollary 4. Notice that along each slit the boundary of R1 is traversed in the opposite direction as that of R2 . simple closed curve C) has a potential in R. ∂y ∂x ∂x ∂y ∂y ∂x Conversely. if ∂P ∂y = ∂Q ∂x in R then f · dr = R C ∂Q ∂P dA = − ∂x ∂y R 0 dA = 0 . y) = P(x. − ∂x ∂y But since the line integrals along the slits cancel out. y) in R (b) C 2: f · dr is independent of the path for any curve C in R f · dr = 0 for every simple closed curve C in R (in this case. For a simply connected region R (i. ∂Q ∂P dA . y) i + Q(x. which means that the line integrals of f along those slits cancel each other out. and so we know that ∂y ∂2 F ∂2 F ∂P ∂Q = ⇒ = in R. y) i+Q(x.4(b).3.154 CHAPTER 4. then ∂F = P ∂x and ∂F = Q. a region with no holes). we have C1 ∪C2 f · dr = bdy of R1 f · dr + bdy of R2 f · dr . y) is smooth in R. Since R1 and R2 do not have holes in them.e. y) j on a region R (whose boundary is a piecewise smooth. LINE AND SURFACE INTEGRALS the arrows.

C (x2 − y2 ) dx + 2xy dy. (Hint: Use Green’s Theorem and the fact that A = 1 dA. y) for f(x. show directly that C f · dr = 0. 0).) R . −1). 10. 6. y) for f(x. C 11. 2 2 2. C is the boundary of R = { (x. C 4. y) = (8xy + 3) i + 4(x2 + y) j? If so. show that the area A of R is A=− y dx = C C x dy = 1 2 C x dy − y dx . x2 ≤ y ≤ x } 2y dx − 3x dy. 1. C is the boundary of R = { (x. y) = (x3 cos(xy) + 2x sin(xy)) i + x2 y cos(xy) j? If so. where C is traversed so that R is always on the left. Show that for any constants a. 4) 5. Is there a potential F(x. C is the boundary of the triangle with vertices (0. 2x2 ≤ y ≤ 2x } x2 y dx + 2xy dy. where C is the boundary of the annulus R = { (x. use Green’s Theorem to evaluate the given line integral around the curve C. Is there a potential F(x. C 3. (1. −1). find one. (−1. 1) and (−1. where C is the boundary of the rectangle with vertices (1. b and any closed simple curve C.8. find one. traversed counterclockwise. C is the circle x2 + y2 = 1 (e x + y2 ) dx + (ey + x2 ) dy. B 9. find one.3 Green’s Theorem 155 A Exercises © ¨ For Exercises 1-4. 8. 7. 1).4. y) : 0 ≤ x ≤ 1. 0) and (0. y) for f(x. C a dx + b dy = 0. y) : 1/4 ≤ x2 + y2 ≤ 1 } traversed so that R is always on the left. C (4. y) : 0 ≤ x ≤ 1. Is there a potential F(x. Evaluate C e x sin y dx + (y3 + e x cos y) dy. For a region R bounded by a simple closed curve C. y) = (y2 + 3x2 ) i + 2xy j? If so. traversed counterclockwise. For the vector field f as in Example 4.

we will use a parametrization of a surface to define a surface integral. for (u. the position vector of a point on the surface Σ is given by the vectorvalued function r(u.1). z(b)) y a t b Figure 4.1 Parametrization of a curve C in 3 Similar to how we used a parametrization of a curve to define the line integral along the curve. parametrized by x = x(t). The idea behind a parametrization of a curve is that it “transforms” a subset of (normally an interval [a. with the terminal points of the position vector r(t) = x(t)i + y(t)j + z(t)k for t in [a. We will use two variables. v)k for (u. y. u and v. v) x = x(u. v). Recall from Section 1. v) 0 u Figure 4.4. to parametrize a surface Σ in 3 : x = x(u. y(t).4 Surface Integrals and the Divergence Theorem In Section 4. v). v)j + z(u.4. y = y(u.2). z = z(u.1 we learned how to integrate along a curve. b]) into a curve in 2 or 3 (see Figure 4. y = y(t). v) y = y(u.2 x 3 r(u. z = z(t). y(b). z (x(t). y(a). z(t)) (x(a).8 how we identified points (x. v) in some region R in 2 (see Figure 4. v) in R. z) on a curve C in 3 . v).156 CHAPTER 4. LINE AND SURFACE INTEGRALS 4. . v)i + y(u. We will now learn how to perform integration over a surface in 3 . a ≤ t ≤ b. v) = x(u. b].4. z(a)) x = x(t) y = y(t) z = z(t) 1 1 C r(t) 0 x (x(b).4. v) y Parametrization of a surface Σ in In this case. such as a sphere or a paraboloid. v 2 z Σ R (u. v) z = z(u.

∂v ∆v and so the surface area element dσ is approximately (r(u + ∆u. respectively. the variable u is constant. v)j + (u. define the partial derivatives for (u. as shown in Figure 4. v) = ∂u ∂r (u. v) = ∂v ∂x (u. This parametrization of the surface is sometimes called a patch. v) in R by ∂r (u. for ∆u and ∆v small enough.13 in Section 1. So the area of that rectangle is A = ∆u ∆v. Thus. v). and ∂u ∆u ∂r r(u.4. v) ≈ . v + ∆v) − r(u. v)) × (r(u. and ∂u ∂u ∂y ∂z (u. summed over the rectangles in R. v)i + ∂v ∂y ∂z (u. say. v) is ∂r . v) − r(u. v + ∆v) in R).3 in Section 2. v) − r(u. In fact. v)k . Suppose that this rectangle has a small width and height of ∆u and ∆v. v) to (u + ∆u.4.4.8) applied to a function of two variables. will have a surface area (call it dσ) that is very close to the area of the parallelogram which has adjacent sides r(u + ∆u. Then that rectangle gets mapped by the parametrization onto some section of the surface Σ which. v) ≈ . v) to (u. But by combining our usual notion of a partial derivative (see Definition 2.2. v) − r(u. the horizontal gridlines ∂v in R get mapped to curves on Σ whose tangent vectors are ∂r .4. Similarly. v). Thus. the lower left corner of one of the rectangular grid sections in R.2) with that of the derivative of a vector-valued function (see Definition 1. v + ∆v) and (u.4 Surface Integrals and the Divergence Theorem Since r(u. Taking ∂u ∂v the limit of that sum as the diagonal of the largest rectangle goes to 0 gives S = R ∂r ∂r × du dv . v) (corresponding to the line segment from (u.26) . v)j + (u. v)) ≈ (∆u ∂r ∂r ∂r ∂r ) × (∆v ) = × ∆u ∆v ∂u ∂v ∂u ∂v by Theorem 1. v + ∆v). v + ∆v) − r(u. and the variable u is constant along the position vector r(u. we have ∂r r(u + ∆u. (u + ∆u. v) is a function of two variables. So those lines get mapped to curves on Σ.12 in Section 1. ∂u ∂v (4.2. v) (corresponding to the line segment from (u. the tangent vector to those curves at a point (u. Along the vertical gridlines in R. The corner points of that rectangle are (u. based on the idea of “patching” the region R onto Σ in the grid-like manner shown in Figure 4. v) in R) and r(u. v + ∆v) − r(u. those gridlines in R lead us to how we will define a surface integral over Σ. ∂v ∂v ∂r ∂u 157 and ∂r ∂v The parametrization of Σ can be thought of as “transforming” a region in 2 (in the uv-plane) into a 2-dimensional surface in 3 . (u + ∆u. v)i + ∂u ∂x (u. v). v)k . ∂u Now take a point (u. v) in R as. the total surface area S of Σ is approximately the sum of all the quantities ∂r × ∂r ∆u ∆v.

LINE AND SURFACE INTEGRALS We will write the double integral on the right using the special notation dσ = Σ R ∂r ∂r × du dv . z) dσ = Σ R f (x(u. y. Find the surface area of T . we have the following: Definition 4. v)i + y(u. v)j + z(u. for (u. The surface integral of f (x. where the surface area element dσ can be thought of as 1 dσ. v)) ∂r ∂r × du dv . as in Figure 4. v).27) This is a special case of a surface integral over the surface Σ.4. the surface area S of Σ is S = Σ 1 dσ .28) In particular. y.3 Solution: For any point on the circle.3. v) = x(u. z) over Σ is f (x. Replacing 1 by a general real-valued function f (x. Let r(u. z) be a real-valued function defined on some subset of 3 that contains Σ. (4. where the circle’s center is at a distance b from the z-axis (0 < a < b).4.y. and let f (x. v). ∂u ∂v (4.158 CHAPTER 4.9. ∂u ∂v (4. y. z) defined in 3 . Let Σ be a surface in 3 parametrized by x = x(u. y. v) in some region R in 2 .z) a b (a) Circle in the yz-plane x (b) Torus T Figure 4.29) Example 4. v)k be the position vector for any point on Σ. z = z(u. A torus T is a surface obtained by revolving a circle of radius a in the yz-plane around the z-axis. y = y(u. y(u. z z (y − b)2 + z2 = a2 a 0 u y y v (x. v). the line segment from the center of the circle to that point makes an angle u with the y-axis in the positive y direction (see Figure . v). v). z(u.3.

0 ≤ v ≤ 2π 1 dσ ∂r ∂r du dv × ∂u ∂v a(b + a cos u) du dv 0 2π 0 = 0 = = 0 2π abu + a2 sin u 2πab dv 0 u=2π u=0 dv = = 4π2 ab Since ∂r and ∂r are tangent to the surface Σ (i.4.3(b)). 0 ≤ u ≤ 2π .4.4. the surface area of T is S = Σ 2π 2π 0 2π 2π y = (b + a cos u) sin v . v)j + z(u. ∂v and so computing the cross product gives ∂r ∂r × = −a(b + a cos u) cos v cos u i − a(b + a cos u) sin v cos u j − a(b + a cos u) sin u k . z = a sin u . the torus can be parametrized as: x = (b + a cos u) cos v . ∂u ∂v which has magnitude ∂r ∂r = a(b + a cos u) . v)i + y(u. lie in the tangent plane to Σ at each ∂u ∂v point on Σ).e. So for the position vector r(u. v) = x(u. Thus.3(a)).4 Surface Integrals and the Divergence Theorem 159 4. × ∂u ∂v Thus. v)k = (b + a cos u) cos v i + (b + a cos u) sin v j + a sin u k we see that ∂r = −a sin u cos v i − a sin u sin v j + a cos u k ∂u ∂r = −(b + a cos u) sin v i + (b + a cos u) cos v j + 0k . then their cross product ∂r × ∂r is perpendicular to the tangent plane to ∂u ∂v . And as the circle revolves around the z-axis. the line segment from the origin to the center of that circle sweeps out an angle v with the positive x-axis (see Figure 4.

y(u. y. LINE AND SURFACE INTEGRALS the surface at each point of Σ. Note in the above definition that the dot product inside the integral on the right is a real-valued function.4. y. Thus. in the case of a sphere. then dividing v by its length yields the outward unit normal vector n = 1 1 1 √ . z) = f1 (x. z Recall that normal vectors to a plane can point in two opposite directions. y). we make the following definition of a surface integral of a 3-dimensional vector field over a surface: y 0 x Figure 4.4. z)j + f3 (x. z)i + f2 (x. z) dσ = Σ R f (x(u. z) = yzi + xzj + xyk and Σ is the part of the plane x + y + z = 1 with x ≥ 0. y. The surface integral of f over Σ is f · dσ = Σ Σ f · n dσ .4. at any point on Σ. (4. Solution: Since the vector v = (1. z = 1 − (u + v). By an outward unit normal vector to a surface Σ.30) where. Evaluate the surface integral Σ f · dσ.5. √ . projecting Σ onto the xy-plane yields a triangular region R = { (x. we will mean the unit vector that is normal to Σ and points away from the “top” (or “outer” part) of the surface. 1) is normal to the plane x + y + z = 1 (why?). where f(x. and hence we can use Definition 4. v) instead of (x. 1.10. y = v.5 n y . v). where n = ∂r ∂u × ∂r ∂v . y.5). y ≥ 0. 0 ≤ v ≤ 1 − u . We now need to parametrize Σ. with the outward unit normal n pointing in the positive z direction (see Figure 4. f (x. As we can see from Figure 4. y) : 0 ≤ x ≤ 1. We say that n is a normal vector to Σ. With this idea in mind. √ 3 3 3 z 1 Σ 0 1 x 1 x+y+z=1 Figure 4.4. This is a hazy definition. and z ≥ 0.4 gives a better idea of what outward normal vectors look like. n is the outward unit normal vector to Σ. y. 0 ≤ y ≤ 1 − x }. y. for 0 ≤ u ≤ 1. but the picture in Figure 4. v). we see that x = u. Example 4.4. using (u. Thus. Let Σ be a surface in 3 and let f(x.4. v)) n dσ .3 to evaluate the integral. z(u.4 Definition 4.160 CHAPTER 4. z)k be a vector field defined on some subset of 3 that contains Σ.

v). but planes and paraboloids are not. So on Σ. v)i + y(u. y(u. √ = √ (yz + xz + xy) 3 3 3 3 1 1 = √ ((x + y)z + xy) = √ ((u + v)(1 − (u + v)) + uv) 3 3 1 = √ ((u + v) − (u + v)2 + uv) 3 161 for (u. v)j + z(u.4. 1 1 1 1 f · n = (yz. spheres. integrating over R using vertical slices (e. The following theorem provides an easier way in the case when Σ is a closed surface. ∂u ∂v Thus. xy) · √ . 8 Computing surface integrals can often be tedious. z(u.g.4 Surface Integrals and the Divergence Theorem is a parametrization of Σ over R (since z = 1 − (x + y) on Σ). v)) · n) R 1 1−u = = ∂r ∂r × dv du ∂u ∂v √ 1 √ ((u + v) − (u + v)2 + uv) 3 dv du 0 0 3 v=1−u 1 2 (u + v)3 uv2 (u + v) du = − + 2 3 2 0 v=0 1 = 0 1 u + − + 6 2 2 6 1 3u2 5u3 du u u2 u3 5u4 = + − + 6 4 2 24 = 0 1 . 1) ∂u ∂v ⇒ √ ∂r ∂r × = 3. v)k = ui + vj + (1 − (u + v))k we have ∂r ∂r × = (1. 1. that is. −1) × (0. 1. √ . For example. and ellipsoids are closed surfaces. cubes. when Σ encloses a bounded solid in 3 . as indicated by the dashed line in Figure 4.5) gives f · dσ = Σ Σ f · n dσ (f(x(u. . 0.4. −1) = (1. v) in R. v). v) = x(u. and for r(u. xz. especially when the formula for the outward unit normal vector at each point of Σ changes.

bounded below by another surface. where f(x. so f · dσ = Σ S div f dV = S 3 dV 4π(1)3 = 4π .33) V→0 V Σ 3 4 See T AYLOR and M ANN. it is first proved for the simple case when the solid S is bounded above by one surface. The proof can then be extended to more general solids. and bounded laterally by one or more surfaces.32). z) = f1 (x.8. for a point (x. for an intuitive discussion of this. This is best seen by using another definition of div f which is equivalent4 to the definition given by formula (4. y. y. if f represents the velocity field of a fluid. ∂ f1 ∂ f2 ∂ f 3 + + ∂x ∂y ∂z (4. p.e. § 15. z) in 3 . then the flux is the net quantity of fluid to flow through the surface Σ per unit time. and let f(x. LINE AND SURFACE INTEGRALS Theorem 4.31) where div f = is called the divergence of f. y.11. z)j + f3 (x. The term divergence comes from interpreting div f as a measure of how much a vector field “diverges” from a point. z)i + f2 (x.e. Evaluate x2 + y2 + z2 = 1. 3 =3 S 1 dV = 3 vol(S ) = 3 · In physical applications. (4.162 CHAPTER 4. y.32) The proof of the Divergence Theorem is very similar to the proof of Green’s Theorem. See S CHEY. Σ f · dσ. . Then f · dσ = Σ S div f dV . (Divergence Theorem) Let Σ be a closed surface in 3 which bounds a solid S . 1 div f(x. A positive flux means there is a net flow out of the surface (i. while a negative flux indicates a net flow inward (in the direction of −n). For example. z) = lim f · dσ . 36-39. Namely. z)k be a vector field defined on some subset of 3 that contains Σ. i.6 for the details. y.3 Example 4. y. the surface integral Σ f · dσ is often referred to as the flux of f through the surface Σ. (4. in the direction of the outward unit normal vector n). z) = xi + yj + zk and Σ is the unit sphere Solution: We see that div f = 1 + 1 + 1 = 3. y.

Vector fields which have zero divergence are often called solenoidal fields.33).33). Proof: By formula (4. z). f(x. y. z) : 0 ≤ x. z) dσ and Σ Σ QED f · dσ is used to denote surface integrals of scalar and vector fields. Σ : x2 + y2 + z2 = 1 Σ · f· dσ . f(x. y. Σ : x2 + y2 + z2 = 1 4. y. y. The following theorem is a simple consequence of formula (4. V → 0 means that we take smaller and smaller closed surfaces around (x. it is common to see simply instead of .4 Surface Integrals and the Divergence Theorem 163 where V is the volume enclosed by a closed surface Σ around the point (x. Σ : boundary of the solid cube S = { (x.9. over closed surfaces. Notice that the limit being taken is of the ratio of the flux through a surface to the volume enclosed by that surface. which means that the volumes they enclose are going to zero. f(x. Σ Σ A Exercises © ¨ For Exercises 1-4. z) = x3 i + y3 j + z3 k. z) over the surface Σ. respectively. 1. z) we have div f(x. z) = lim 1 V→0 V Σ f · dσ for closed surfaces Σ containing (x. It can be shown that this limit is independent of the shapes of those surfaces. then div f = 0 at that point.4. z ≤ 1 } 3. Theorem 4. at the given point (x. z). as we mentioned. y. so 1 (0) by our assumption that the flux through each Σ is zero. z) = 2i + 3j + 5k. y. If the flux of a vector field f is zero through every closed surface containing a given point. y. y. use the Divergence Theorem to evaluate the surface integral of the given vector field f(x. Σ : x2 + y2 + z2 = 9 2. so = lim V→0 V = lim 0 V→0 =0. we note that sometimes the notation f (x. y. y. In the limit. f(x. Lastly. z) = xi + 2yj + 3zk. y. z). y. z) = xi + yj + zk. which gives a rough measure of the flow “leaving” a point. Especially in physics texts. y.

Use a surface integral to show that the surface area of a sphere of radius r is 4πr2 .. 1961. Evaluate the surface integral Σ f · dσ. (Hint: Use spherical coordinates to parametrize the sphere. for 0 ≤ θ ≤ 2π and 0 ≤ φ ≤ π. and z ≥ 0. . § III. (Hint: Use the parametrization x = r cos θ. For specific values of a. 6. Introduction to Elliptic Functions. for 0 ≤ r ≤ R and 0 ≤ θ ≤ 2π. The ellipsoid x2 a2 + y2 b2 + z2 c2 = 1 can be parametrized using ellipsoidal coordinates x = a sin φ cos θ . Show that the surface area S of the ellipsoid is π 2π S = 0 0 sin φ a2 b2 cos2 φ + c2 (a2 sin2 θ + b2 cos2 θ) sin2 φ dθ dφ . LINE AND SURFACE INTEGRALS B 5. Note that there will be a different outward unit normal vector to each of the six faces of the cube.7. using only Definition 4.164 CHAPTER 4. z) = x2 i + xyj + zk and Σ is the part of the plane 6x + 3y + 2z = 6 with x ≥ 0. y = b sin φ sin θ .e. as in Example 4. An alternative is to express the surface area in terms of elliptic integrals.) 9. F.5 ) C 11. z = c cos φ .) 10. Use Definition 4. (Hint: Think of the parametrization of the surface.3 to prove that the surface area S over a region R in surface z = f (x. 7. y ≥ 0. z = R r.) 5 B OWMAN. h y = r sin θ. y.3. i. Use a surface integral to show that the surface area of a right circular cone of √ radius R and height h is πR h2 + R2 . 8. Show that the flux of any constant vector field through any closed surface is zero. Evaluate the surface integral from Exercise 2 without using the Divergence Theorem. where f(x. with the outward unit normal n pointing in the positive z direction. with Applications.10. b and c it can be evaluated using numerical methods. y) is given by the formula S = R 2 of a 1+ ∂f 2 ∂x + ∂f 2 ∂y dA . New York: Dover. (Note: The above double integral can not be evaluated by elementary means.

5. y. Definition 4. y(t).5 Stokes’ Theorem 165 4. z) dy + C R(x. Vector fields in 3 are defined in a similar fashion to those in 2 . y(t). z = z(t). z) ds can be thought of as the total area of the “picket fence” of height f (x. a ≤ t ≤ b.34) The line integral of f (x. y. y = y(t). y(t). y. For a real-valued function f (x. y. which allows us to define the line integral of a vector field along a curve in 3 . y. a ≤ t ≤ b. parametrized by x = x(t). (4. y. (4. . z(t)) · r ′ (t) dt . y(t). z) ds = C a f (x(t). For a vector field f(x. Definition 4. z) dz (4.35) The line integral of f (x. y. so that we can now discuss line integrals along curves in 3 .5 Stokes’ Theorem So far the only types of line integrals which we have discussed are those along curves in 2 . the line integral of f along C is f · dr = = a P(x. z) at each point along the curve C in 3 . y.6. z(t)) z ′ (t) dt . z) along C with respect to x is b f (x. z(t)) x ′ (t) dt .2 can easily be extended to include functions of three variables. (4. y. y. z(t)) x ′ (t)2 + y ′ (t)2 + z ′ (t)2 dt . y. z) along C with respect to y is b f (x. (4. z(t)) y ′ (t) dt . z) and a curve C in 3 . z) dy = C a f (x(t). z) dx + C b C Q(x. y. y.4.1 and 4.37) Similar to the two-variable case. z) = P(x.38) (4. y. z = z(t). z) ≥ 0 then the line integral C f (x.39) C f(x(t). the line integral of f (x. y = y(t). y. if f (x. z) along C with respect to arc length s is b f (x. But the definitions and properties which were covered in Sections 4. z) dx = C a f (x(t). z) along C with respect to z is b f (x. y. z) dz = C a f (x(t). y(t).36) The line integral of f (x. y. z) i + Q(x. z) j + R(x. y. y. where r(t) = x(t) i + y(t) j + z(t) k is the position vector for points on C. z) k and a curve C in 3 with a smooth parametrization x = x(t).

C f · dr = C f · T ds .166 CHAPTER 4.44) where A = (x(a). y(t). a ≤ t ≤ b. and x = x(t). then C · f· dr = 0 for any closed curve C in S (i. if f(x. and dw ∂w dx ∂w dy ∂w dz = + + . y. z)). y(b). z = z(t). See T AYLOR and M ANN. dt ∂x dt ∂y dt ∂z dt (4. (4. z(a)) and B = (x(b). y.43) Theorem 4. then w is a differentiable function of t. Q and R continuously differentiable functions on S .41) Also. C 6 ∇F · dr = 0 for any real-valued function F(x. ∂t2 ∂x ∂t2 ∂y ∂t2 ∂z ∂t2 (4. (Chain Rule) If w = f (x. y = y(t). z = z(t). z) j + R(x. y. t2 ). Theorem 4.e. Let C be a smooth curve in S parametrized by x = x(t). z) is a continuously differentiable function of x. z) then the line integral C f · dr represents the work done by that force in moving the object along the curve C in 3 . t2 ) and z = z(t1 .12. y = y(t1 . y. z) represents the force applied to an object at a point (x.42) ∂t1 ∂x ∂t1 ∂y ∂t1 ∂z ∂t1 and ∂w ∂w ∂x ∂w ∂y ∂w ∂z = + + . z(b)) are the endpoints of C. For a vector field f(x. z) such that ∇F = f on S . If a vector field f has a potential in a solid S . z) k be a vector field in some solid S . z) j+R(x. Then C f · dr = F(B) − F(A) . y = y(t) and z = z(t) are differentiable functions of t. LINE AND SURFACE INTEGRALS Similar to the two-variable case. y. y. if x = x(t1 . y. § 6.10. z) = P(x. y. t2 ) are continuously differentiable function of (t1 . z) = P(x. . Suppose that there is a real-valued function F(x. y = y(t). z) i+Q(x.5 for a proof. Theorem 4. then6 ∂w ∂w ∂x ∂w ∂y ∂w ∂z = + + (4. a ≤ t ≤ b and position vector r(t) = x(t) i + y(t) j + z(t) k. (4. y. z(t)). and z. t2 ). z) i + Q(x. with P. y. Corollary 4. y.11.13. Let f(x. y. y. z) k and a curve C with a smooth parametrization x = x(t). y. y(a).40) where T(t) = r ′ (t) r ′ (t) is the unit tangent vector to C at (x(t). Some of the most important results we will need for line integrals in 3 are stated below without proof (the proofs are similar to their two-variable equivalents).

5 Stokes’ Theorem Example 4. y(t). y. z) ds = C 0 8π f (x(t). y. z(t)) = z(t) = t along the curve C. y. y. Solution: It is easy to see that F(x. Let f(x. z=t.12. Evaluate C 3 167 parametrized by y = t cos t . Solution: Since x ′ (t) = sin t + t cos t. 3 30 25 20 15 z 10 5 0-25 -20 -15 -10 -5 y -25 -20 -15 -10 x t = 8π t=0 5 0 -5 0 5 10 15 20 25 30 25 20 15 10 Figure 4. and z ′ (t) = 1.5. z) ds. y ′ (t) = cos t − t sin t. z(t)) t 0 x ′ (t)2 + y ′ (t)2 + z ′ (t)2 dt = t2 + 2 dt 8π 1 = (t2 + 2)3/2 3 = 0 √ 1 (64π2 + 2)3/2 − 2 2 . . z) (i.1). z) = x2 2 3. f (x. so since f (x(t).4. then 8π f (x. See Figure 4. z) = z and let C be the curve in x = t sin t . z) = x i + y j + 2z k be a vector field in curve C from Example 4. Using the same + y2 2 + z2 is a potential for f(x. y.1 Conical helix C Example 4.12. Let f (x. (Note: C is called a conical helix. we have x ′ (t)2 + y ′ (t)2 + z ′ (t)2 = (sin2 t + 2t sin t cos t + t2 cos2 t) + (cos2 t − 2t sin t cos t + t2 sin2 t) + 1 = t2 (sin2 t + cos2 t) + sin2 t + cos2 t + 1 = t2 + 2 .e.5. evaluate C f · dr. y(t). y.13. 0 ≤ t ≤ 8π .

z) = x i+y j+z k is nonzero and −N normal to the sphere at each point. called Stokes’ Theorem. A surface Σ in 3 is orientable if there is a continuous vector field N in 3 such that N is nonzero and normal to Σ (i. perpendicular to the tangent plane) at each point of Σ. 8π cos 8π. 2 We will now discuss a generalization of Green’s Theorem in 2 to orientable surfaces in 3 . “twosided” means “orientable”. ellipsoids. 0) (8π)2 + (8π)2 − (0 + 0 + 0) = 96π2 . 8π. since N the continuous vector field N(x. respectively. z For example.2 we say that the sphere is a two-sided surface.5. z) is an inward normal vector. z(0)) and B = (x(8π). as in Figure 4. A A B → → −→ B A (a) Connect A to A and B to B along the ends (b) Not orientable Figure 4. paraboloids. z) is what we have called an outward normal vector. the unit sphere x2 +y2 +z2 = 1 is orientable.168 CHAPTER 4. and 0 −N(x. 0) =0+ = F(8π sin 8π. and planes. z) is another normal vector field (see Figure 4.5.3 Möbius strip If you imagine walking along a line down the center of the Möbius strip. Roughly. 8π) − F(0 sin 0. y(8π). surfaces are cylinders. An example is the Möbius strip. so = F(0.5. then you arrive back at the same place from which you started but upside down! That is. resulting in a “twisted” strip (see Figure 4. Other examples of two-sided. So by Theorem 4. your orientation changed even though your motion was continuous A .3(b). LINE AND SURFACE INTEGRALS ∇F = f). and hence orientable.2). z(8π)). These “outward” and “inward” normal vector fields on the sphere correspond to an “outer” and “inner” side. 8π) − F(0. y.5. y. y. That is. 0 cos 0.e. We see in this case that y N(x. −N(x. x Figure 4. y(0). where A = (x(0).12 we know that C f · dr = F(B) − F(A) . In fact. You may be wondering what kind of surface would not have two sides.5. y. which is constructed by taking a thin rectangle and connecting its ends at the opposite corners. of the sphere. We say that such an N is a normal vector field.3). 0.

The Möbius strip has only one side. pick a unit normal vector n such that if you walked along C with your head pointing in the direction of n.45) where curl f = ∂P ∂R ∂Q ∂P ∂R ∂Q − i+ − j+ − k. Assuming that C has a smooth parametrization. y).4).7. Proof: As the general case is beyond the scope of this text. then the surface would be on your left. Informally. Then f · dr = Σ C (curl f ) · n dσ . in fact. with (x. y. y) CD Figure 4. there is a discontinuity at your starting point (and. since the curve C is part of the surface z = z(x. y. and C is traversed n-positively. thinking of your vertical direction as a normal vector field along the strip. y. We say in this situation that n is a positive unit normal vector and that C is traversed n-positively. y) varying over a region D in 2 .4. we see that the closed curve C (the boundary curve of Σ) projects onto a closed curve C D which is the boundary curve of D (see Figure 4.5 Stokes’ Theorem 169 along that center line.7 For an orientable surface Σ which has a boundary curve C. y) for some smooth real-valued function z(x. (Stokes’ Theorem) Let Σ be an orientable surface in 3 whose boundary is a simple closed curve C. y(t)) as a function of t. a ≤ t ≤ b . y = y(t) .14. we know that z ′ (t) = 7 ∂z ′ ∂z ′ x (t) + y (t) . and let f(x. its projection C D in the xy-plane also has a smooth parametrization. for z = z(x(t). we will prove the theorem only for the special case where Σ is the graph of z = z(x. y. z)k be a smooth vector field defined on some subset of 3 that contains Σ. by the Chain Rule (Theorem 4. y) n C y 0 x D (x. . say C D : x = x(t) .5. y). y = y(t) . (4. ∂y ∂z ∂z ∂x ∂x ∂y (4. z = z(x(t). and hence is nonorientable. Now.4 as C : x = x(t) . z)i + Q(x. and so C can be parametrized (in 3) z Σ : z = z(x.2). Projecting Σ onto the xy-plane.46) n is a positive unit normal vector over Σ. We can now state Stokes’ Theorem: Theorem 4. y(t)) . at every point) since your vertical direction takes two different values there.5. ∂x ∂y For further discussion of orientability.4 in Section 4. a ≤ t ≤ b . see O’N EILL. § IV. z) = P(x. z)j + R(x.

y) + R(x. y.11. by Green’s Theorem applied to the region D. y. LINE AND SURFACE INTEGRALS C f · dr = = P(x. y)) + R(x. Thus. y) = P(x. and ∂x ∂z ˜ Q(x. where ∂z ˜ P(x. z(x. y)) (x. y. ∂x ∂y (4. we have ∂ ∂Q ∂x ∂Q ∂y ∂Q ∂z (Q(x. z(x. y) in D. y)) + R(x. y. ∂x ∂x ∂z ∂x . y)) (x. ∂R ∂R ∂z ∂ (R(x. z(x. z) dy + R(x. y. y. y) dx + Q(x. y. z(x. y. y) dy . z(x. y. ∂x ∂z ∂x Similarly. y. y))) + R(x. z(x. y.47) Thus. y) ∂y for (x. = ∂x ∂x ∂y ∂x ∂y Now. y) = Q(x. y. z(x. ˜ ∂z ∂ ∂Q Q(x.42) in Theorem 4. y) . z) dx + Q(x. y) . by formula (4. y))) = + . we have f · dr = D C ˜ ˜ ∂Q ∂P − dA . z(x. y)) + R(x. z(x. y) . y)) (x.170 and so CHAPTER 4. y)) (x. y. y)) (x. z(x. y))) = + + ∂x ∂x ∂x ∂y ∂x ∂z ∂x ∂Q ∂Q ∂z ∂Q ·1+ ·0+ = ∂x ∂y ∂z ∂x ∂Q ∂Q ∂z = + . z) dz C b P x ′ (t) + Q y ′ (t) + R a b ∂z ′ ∂z ′ x (t) + y (t) ∂x ∂y dt = a P+R ∂z ′ ∂z ′ x (t) + Q + R y (t) dt ∂x ∂y = CD ˜ ˜ P(x. z(x. y. so by the Product Rule we get = ∂x ∂x ∂y ∂ ∂z ∂ ∂z ∂ (Q(x.

y) in D. y) = x i + y j + z(x. N n= = N ∂z − ∂x i − ∂z ∂y j+k + ∂z 2 ∂y 1+ ∂z 2 ∂x is in fact a positive unit normal vector to Σ (see Figure 4. we can calculate ˜ ∂2 z ∂P ∂P ∂P ∂z ∂R ∂z ∂R ∂z ∂z = + + + +R . and so ∂y using formula (4.47). ∂z ∂z Now.5 Stokes’ Theorem Thus. of the surface Σ.3 (see p.76) that the vector N = − ∂x i − ∂y j + k is normal to the tangent plane to the surface z = z(x. z(x.4).49). recall from Section 2.48) = ∂2 z ∂y ∂x by the smoothness of z = z(x. QED which. by equation (4. y. Thus. y)) ∂x ∂x ∂z ∂x ∂x ∂z ∂x ∂y ∂x ∂y 2z ∂Q ∂Q ∂z ∂R ∂z ∂R ∂z ∂z ∂ = + + + +R . ˜ ∂Q ∂Q ∂Q ∂z ∂2 z ∂R ∂R ∂z ∂z = + + + + R(x. using the parametrization r(x.5. we have ∂r ∂x ∂r ∂x × ∂r ∂y = 1+ ∂z 2 ∂x + ∂z 2 ∂y .48). ∂x ∂z ∂x ∂x ∂y ∂z ∂x ∂y ∂x ∂y In a similar fashion. − D C f · dr = ∂R ∂Q ∂z ∂P ∂R ∂z ∂Q ∂P − − − + − ∂y ∂z ∂x ∂z ∂x ∂y ∂x ∂y dA (4. for (x. y). .4. So we see that (curl f) · n dσ = Σ D (curl f ) · n ∂r ∂r × dA ∂x ∂y = D ∂z ∂z ∂P ∂R ∂Q ∂P ∂R ∂Q i+ j+ k · − i − j + k dA − − − ∂y ∂z ∂z ∂x ∂x ∂y ∂x ∂y − D = ∂P ∂R ∂z ∂Q ∂P ∂R ∂Q ∂z − − − + − ∂y ∂z ∂x ∂z ∂x ∂y ∂x ∂y dA . we have ∂z ∂z = i + ∂x k and ∂r = j + ∂y k. Hence. upon comparing to equation (4. ∂y ∂y ∂z ∂y ∂y ∂x ∂z ∂y ∂x ∂y ∂x So subtracting gives ˜ ˜ ∂Q ∂P ∂Q ∂R ∂z ∂R ∂P ∂z ∂Q ∂P − = − + − + − ∂x ∂y ∂z ∂y ∂x ∂x ∂z ∂y ∂x ∂y since ∂2 z ∂x ∂y 171 (4.46) for curl f. y) k. proves the Theorem.49) after factoring out a −1 from the terms in the first two products in equation (4. Hence. y) at each point of Σ.

y) = x i + y j + (x2 + y2 ) k for (x. y. Σ y 0 x Figure 4. it should be noted that Stokes’ Theorem holds even when the boundary curve C is piecewise smooth. . and curl f = (1 − 0) i + (1 − 0) j + (1 − 0) k = i + j + k. z) = z i + x j + y k when Σ is the paraboloid z = x2 + y2 such that z ≤ 1 (see Figure 4.5. so (curl f ) · n = (−2x − 2y + 1)/ 1 + 4x2 + 4y2 . y) : x2 + y2 ≤ 1 }. Verify Stokes’ Theorem for f(x. n.5 z = x2 + y2 Since Σ can be parametrized as r(x. LINE AND SURFACE INTEGRALS Note: The condition in Stokes’ Theorem that the surface Σ have a (continuously varying) positive unit normal vector n and a boundary curve C traversed n-positively can be expressed more precisely as follows: if r(t) is the position vector for C and T(t) = r ′ (t)/ r ′ (t) is the unit tangent vector to C.14. y) = x2 + y2 is n= ∂z − ∂x z C n 1 i− ∂z ∂y j+k + ∂z 2 ∂y 1+ ∂z 2 ∂x = −2x i − 2y j + k 1 + 4x2 + 4y2 . Also.5. then the vectors T.172 CHAPTER 4.5). then (curl f ) · n dσ = Σ D (curl f ) · n ∂r ∂r × dA ∂x ∂y 1 + 4x2 + 4y2 dA = D −2x − 2y + 1 1+ 4x2 + 4y2 = D (−2x − 2y + 1) dA . so switching to polar coordinates gives 2π 1 0 2π 1 0 2π = 0 (−2r cos θ − 2r sin θ + 1)r dr dθ (−2r2 cos θ − 2r2 sin θ + r) dr dθ 3 = 0 = 0 2π − 2r cos θ − 3 2r3 3 sin θ + 1 2 r=1 r2 2 r=0 dθ = 0 − 2 cos θ − 2 sin θ + 3 3 2π 0 dθ 2 = − 2 sin θ + 3 cos θ + 1 θ 3 2 =π. Example 4. T × n form a right-handed system. Solution: The positive unit normal vector to the surface z = z(x. y) in the region D = { (x.

14. Calculate C f · dr for f(x.5. where C is traversed counterclockwise. y) = x + y9 the vector 4 n= ∂z − ∂x i − ∂z ∂y 2 2 j+k + ∂z 2 ∂y 1+ ∂z 2 ∂x = x −2 i − 2y 9 x2 4 j+k + 4y2 9 . As in Example 4. z(x. but this will not always be the case. as predicted by Stokes’ Theorem. y = sin t. which can be parametrized as x = cos t. And calculating the curl of f gives curl f = (−4y − 0)i + (9x − 0)j + (2 − 2)k = −4y i + 9x j + 0 k .4. using Stokes’ 4 Theorem is easier than computing the line integral directly. Example 4. and let C be its 4 boundary curve. In this case. y. at 2 2 each point (x. Solution: The surface is similar to the one in Example 4.5). so (curl f ) · n = x (−4y)(− 2 ) + (9x)(− 2y ) + (0)(1) 9 1+ x2 4 + 4y2 9 = 2xy − 2xy + 0 1+ x2 4 + 4y2 9 =0. z) = (9xz + 2y)i + (2x + y2 )j + (−2y2 + 2z)k.15.5 Stokes’ Theorem 173 The boundary curve C is the unit circle x2 + y2 = 1 laying in the plane z = 1 (see Figure 4.14. So 2π C f · dr = = ((1)(− sin t) + (cos t)(cos t) + (sin t)(0)) dt 0 2π 1 + cos 2t dt 2 0 t sin 2t 2π = cos t + + =π. Let Σ be the elliptic paraboloid z = x + y9 for z ≤ 1. z = 1 for 0 ≤ t ≤ 2π. The line integral in the preceding example was far simpler to calculate than the surface integral. y)) on the surface z = z(x. and so by Stokes’ Theorem f · dr = Σ C (curl f ) · n dσ = Σ 0 dσ = 0 . y. 1+ is a positive unit normal vector to Σ. except now the boundary 2 2 curve C is the ellipse x + y9 = 1 laying in the plane z = 1. . 2 4 0 − sin t + f · dr = Σ here we used cos2 t = 1 + cos 2t 2 So we see that C (curl f ) · n dσ.

Vector fields which have zero curl are often called irrotational fields. z) = lim 1 S →0 S f · dr . then such a wheel Figure 4. meaning no rotation). to have smaller and smaller surface area. z) in 3 . See S CHEY. LINE AND SURFACE INTEGRALS · In physical applications. then the wheels would not rotate and hence there would be no curl (which is why such fields are called irrotational. the magnitude of f is larger) as you move away from the y-axis. for a point (x.5.174 CHAPTER 4. Suppose we have a vector field f(x.e. In both cases the curl would be nonzero (curl f(x. z) and that the vectors grow larger the further the point (x. if E represents the electrostatic field due to a point charge. So the curl points outward (in the positive z-direction) if x > 0 and points inward (in the negative z-direction) if x < 0. z). for a simple closed curve C the line integral C f· dr is often called the circulation of f around C.6 Curl and rotation would rotate counterclockwise if it were dropped to the right of the y-axis. the curl is interpreted as a measure of circulation density. Think of the vector field as representing the flow of water. p. that is.6. where it is used extensively.5.6. This is best seen by using another definition of curl f which is equivalent9 to the definition given by formula (4. For example. y. z) = 2x k in our example) and would obey the right-hand rule. In the limit. y. then it turns out8 that curl E = 0.5. curl f(x. Namely. think of the curve C shrinking to the point (x. y. Notice that if all the vectors had the same direction and the same magnitude.e. For example. f(x. circulation per unit area). y. That ratio of circulation to surface area in the limit is what makes the curl a rough measure of circulation density (i. the surface it bounds. which means that the circulation C E · dr = 0 by Stokes’ Theorem. M ILFORD and C HRISTY. the term curl was created by the 19th century Scottish physicist James Clerk Maxwell in his study of electromagnetism. y. z) points in the direction of your thumb as you cup your right hand in the direction of the rotation of the wheel. and imagine dropping two wheels with paddles x into that water flow. z) and with a simple closed boundary curve C and positive unit normal vector n at (x. 2 in R EITZ. y. . y. for the derivation. z) = (1 + x2 ) j. In fact. In physics.46). z) which is always parallel f to the xy-plane at each point (x. y. 8 9 See Ch.50) C where S is the surface area of a surface Σ containing the point (x. 78-81. y. y An idea of how the curl of a vector field is related to rotation is shown in Figure 4. Since the 0 flow is stronger (i. and it would rotate clockwise if it were dropped to the left of the y-axis. which causes Σ. z) is from the y-axis. as in Figure 4. n · (curl f )(x. y. (4. z). y.

z) ds for the given function f (x. z) is a smooth vector field such that curl f = 0 in S . and = in S (i. z) = xy. y. y. f(x. z) = P(x. z) does not have a potential in A For Exercises 1-3. =y ∂z ∂x ⇒ ∂P ∂z ∂R for some (x. z) i + Q(x. y. we know that if C is a simple closed curve in some solid region S in 3 and if f(x. ∂y ∂z throughout 3. we just need to check whether curl f = 0 throughout 3 . z) j + R(x. y. for solid regions in 3 which are simply connected (i.5 Stokes’ Theorem 175 Finally.e. regions having no holes): The following statements are equivalent for a simply connected solid region S in 3: (a) f(x. and R(x. y. Determine if the vector field f(x. curl f = 0 in S ) ∂y ∂z ∂z ∂x ∂x ∂y Part (d) is also a way of saying that the differential form P dx + Q dy + R dz is exact. y. Thus. by Stokes’ Theorem. z) = xyz i + xz j + xy k has a potential in 3 . 3 . then f · dr = Σ C (curl f ) · n dσ = Σ 0 · n dσ = Σ 0 dσ = 0 .3. Example 4. y. y. that is. ∂P ∂R = . y. y. y. = . ∂R ∂Q = . But we see that ∂R ∂P = xy . y.e. z) = xz. z) in ∂x 3. z) in S (b) C f · dr is independent of the path for any curve C in S f · dr = 0 for every simple closed curve C in S (c) C (d) ∂Q ∂P ∂R ∂Q ∂P ∂R = . z) k has a smooth potential F(x. z) and curve C. Solution: Since 3 is simply connected.4. Q(x. So similar to the two-variable case. where Σ is any orientable surface inside S whose boundary is C (such a surface is sometimes called a capping surface for C). y. z) = xyz. ∂z ∂x and ∂Q ∂P = ∂x ∂y where P(x.16. . y. calculate C Exercises © ¨ f (x. we have a three-dimensional version of a result from Section 4.

z) = (y − 2z) i + xy j + (2xz + y) k. z = 1. Show that (curl f ) · n dσ = 0. 1 ≤ t ≤ 2 y 3. 10. LINE AND SURFACE INTEGRALS 1. z) = 2y i − x j + z k. z) = x i + y j + z k. c constant) 13. f (x. 0) to (1. z) has a potential in (you do not need to find the potential itself). y. y. Use Gnuplot (see Appendix C) to plot the Möbius strip parametrized as: 1 r(u. −2) For Exercises 10-13. 14. y. f(x. z = t. f(x. (Hint: Split Σ in half. y. f(x. f(x. Σ : x2 + y2 + z2 = 1. f(x. y. f(x. b. y = sin t. f(x. y. 0 ≤ t ≤ 2π C : x = cos t.176 CHAPTER 4. then draw a line down its center (like the dotted line in Figure 4. 0) C : the polygonal path from (0. z ≤ 1 16. y. state whether or not the vector field f(x. 0 ≤ t ≤ 2π x 2. Show that Green’s Theorem is a special case of Stokes’ Theorem. y. 0 ≤ t ≤ 1 f · dr for the given vector field f(x. f(x. 0) to (1.5. 0. 6. z = C √ 2 2 3/2 . − 2 ≤ v ≤ 2 2 2 1 2 C 18. . z) and curve C. 0 ≤ u ≤ 2π . calculate 4. z) = xy i + (z − x) j + 2yz k. 0. z) = (x + y) i + x j + z2 k 11. (1. f (x. y. z) = z2 . C : x = t sin t. 3 t 0≤t≤1 For Exercises 4-9. y. 5. y. y. z ≥ 0 Σ : z = x2 + y2 . y. C : x = t2 . f(x. z) = yz i + xz j + xy k. y. 0) to (1. y = 2t. 0) to (1. z) = y i − x j + z k 12. 2. z) = y i − x j + z k. y = 2t. z = 2. 0. 0) to 3 7. z) a smooth vector field. v) = cos u (1 + v cos u ) i + sin u (1 + v cos u ) j + v sin u k . y. f(x. How many surfaces does this result in? How would you describe them? Are they orientable? 17. 0. f (x.) Σ 19. 2. z = t. f(x. z) = a i + b j + c k (a. C : x = cos t. z) = i − j + k. y = sin t. 9. 15. y. Construct a Möbius strip from a piece of paper. y = t. y. y. z = t. z) and surface Σ. Let Σ be a closed surface and f(x. z) = xy i + xz j + yz k. C : x = cos t. verify Stokes’ Theorem for the given vector field f(x. 0 ≤ t ≤ 1 C : the polygonal path from (0. y. z) = xy i − (x − yz2 ) j + y2 z k B For Exercises 14-15. f(x. y = t cos t. C : x = 3t. z = t2 − 1. 2. 0 ≤ t ≤ 2π C : x = t. Cut the Möbius strip along that center line completely around the strip. 8. z) = + y + 2yz. z) = z. y = sin t.3(b)).

the symbols ∂x . z). z)j + f3 (x. z) is a vector-valued function on 3 . ∇ is often referred to as the “del operator”. where each of the partial derivatives is evaluated at the point (x. This is done by thinking of ∇ as a vector in 3 . ∂x “applied” to f (x. z) = ∂f ∂f ∂f ∂f ∂f ∂f = . since ∂x . its value at a point (x. . ∂y and ∂z are not actual numbers. that is. For instance.51) ∂ ∂ ∂ Here. y. the gradient ∇ f (x. ∂z to a real-valued function f (x. Divergence. y. Curl and Laplacian 177 4. z) produces ∂ f . y. z)k. ∂y and ∂z are to be thought of as “partial derivative operators” that will get “applied” to a real-valued function. z)i + f2 (x. no. it is often convenient to write the divergence div f as ∇ · f. i+ j+ k ∂x ∂y ∂z ∂x ∂y ∂z in 3 . y. ∂y ∂y ∂f ∂ (f) = ∂z ∂z For this reason. Divergence. as we ∂ ∂ ∂ will soon see. since for a vector field f(x. y. z) is the vector ∇ f (x. ∂x ∂y ∂z ∂x ∂ ∂ ∂ Is ∇ really a vector? Strictly speaking. For a real-valued function f (x. and we will also introduce a new quantity called the Laplacian. ∂ f and ∂ f . y. to produce the partial ∂ derivatives ∂ f . We will then show how to write these quantities in cylindrical and spherical coordinates. It turns out that the divergence and curl can also be expressed in terms of the symbol ∇. y. y. divergence and curl. The process of “applying” ∂x .4. Curl and Laplacian In this final section we will establish some relationships between the gradient. z)i + f2 (x. z) = f1 (x. ∂y . z) on 3 . y. y. since it “operates” on functions. the dot product of f with ∇ (thought of as a vector) makes sense: ∇· f = ∂ ∂ ∂ i+ j+ k · f1 (x.6 Gradient. z)k ∂x ∂y ∂z ∂ ∂ ∂ ( f1 ) + ( f2 ) + ( f3 ) = ∂x ∂y ∂z ∂ f1 ∂ f 2 ∂ f 3 = + + ∂x ∂y ∂z = div f . z) is normally thought of as multiplying the quantities: ∂f ∂ (f) = . especially with the divergence and curl. y. say f (x.6 Gradient. ∂x ∂y ∂z (4. namely ∇= ∂ ∂ ∂ i+ j+ k. For example. But it helps to think of ∇ as a vector. z)j + f3 (x. y. you can think of the symbol ∇ as being “applied” to a real-valued function f to produce a vector ∇ f . y. ∂x ∂x ∂f ∂ (f) = . So in this way. y. y. z).

is given by ∂2 f ∂2 f ∂2 f ∆ f (x.178 CHAPTER 4.7. z) = x i + y j + z k be the position vector field on r(x. so we can take its divergence: div ∇ f = ∇ · ∇ f = ∂f ∂x ∂f ∂y ∂f ∂z i+ j+ k is a ∂ ∂ ∂ i+ j+ k · ∂x ∂y ∂z ∂ ∂f ∂ ∂f = + + ∂x ∂x ∂y ∂y ∂2 f ∂2 f ∂2 f = 2 + 2 + 2 ∂x ∂y ∂z ∂f ∂f ∂f i+ j+ k ∂x ∂y ∂z ∂ ∂f ∂z ∂z Note that this is a real-valued function. y. z) 2 = r · r = x2 + y2 + z2 is a real-valued function. z). (4. z) = ∂R ∂P ∂Q ∂P ∂R ∂Q i − j + k − − − ∂y ∂z ∂x ∂z ∂x ∂y ∂R ∂Q ∂P ∂R ∂Q ∂P = i + j + k − − − ∂y ∂z ∂z ∂x ∂x ∂y = curl f For a real-valued function f (x. z)i + Q(x. y. z). y. y.52) ∂x ∂y ∂z Often the notation ∇2 f is used for the Laplacian instead of ∆ f . using the convention ∇2 = ∇ · ∇. denoted by ∆ f . z)k. y. y. to which we will give a special name: Definition 4. y. the gradient ∇ f (x. y. we have: i j k ∂ ∂ ∂ ∇×f = ∂x ∂y ∂z P(x. the Laplacian of f . y. z) = P(x. Let r(x. y. z) R(x. Find (a) the gradient of r 2 3. y. Example 4. since for a vector field f(x. y. z) = vector field. namely as ∇ × f. z) Q(x. z) = ∇ · ∇ f = 2 + 2 + 2 . For a real-valued function f (x. LINE AND SURFACE INTEGRALS We can also write curl f in terms of ∇. Then (b) the divergence of r (c) the curl of r (d) the Laplacian of r 2 . z)j + R(x. y.17.

notice that in Example 4. Curl and Laplacian Solution: (a) ∇ r (b) ∇ · r = (c) i ∂ ∇× r = ∂x x (d) ∆ r 2 ∂ ∂x (x) 2 179 = 2x i + 2y j + 2z k = 2 r + ∂ ∂z (z) + ∂ ∂y (y) =1+1+1=3 j ∂ ∂y y ∂2 (x2 ∂y2 k ∂ = (0 − 0) i − (0 − 0) j + (0 − 0) k = 0 ∂z z + y2 + z2 ) + ∂2 (x2 ∂z2 = ∂2 (x2 ∂x2 + y2 + z2 ) + + y2 + z2 ) = 2 + 2 + 2 = 6 Note that we could have calculated ∆ r 2 another way. Proof: We see by the smoothness of f that i j k ∂ ∂ ∂ ∇ × (∇ f ) = ∂x ∂y ∂z ∂f ∂f ∂f ∂x ∂y ∂z ∂2 f ∂2 f ∂2 f ∂2 f ∂2 f ∂2 f − − − i− j+ k=0. y. If a vector field f(x. ∇ · (∇ × f) = 0.15 is that gradients are irrotational. z). using the ∇ notation along with parts (a) and (b): ∆ r 2 = ∇ · ∇ r 2 = ∇ · 2 r = 2 ∇ · r = 2(3) = 6 Notice that in Example 4. The following theorem shows that this will be the case in general: Theorem 4. Divergence.4. = ∂y ∂z ∂z ∂y ∂x ∂z ∂z ∂x ∂x ∂y ∂y ∂x since the mixed partial derivatives in each component are equal. QED 2 we get . z). z) has a potential. Corollary 4. The following theorem shows that this will be the case in general: Theorem 4.17 if we take the curl of the gradient of r ∇ × (∇ r 2 ) = ∇ × 2 r = 2 ∇ × r = 2 0 = 0 .15. then curl f = 0.16. For any smooth vector field f(x.17. Also.17 if we take the divergence of the curl of r we trivially get ∇ · (∇ × r) = ∇ · 0 = 0 .6 Gradient. y. ∇ × (∇ f ) = 0. The proof is straightforward and left as an exercise for the reader. Another way of stating Theorem 4. For any smooth real-valued function f (x. y.

Gauss’ Law states that E · dσ = 4π Σ S ρ dV for any closed surface Σ which encloses the charges. y.15 which can be useful. The flux of the curl of a smooth vector field f(x. y. (by Theorem 4. y. For instance. where n is any unit vector. This is one of Maxwell’s Equations. y. z) through any closed surface is zero.e. if the surface integral f (x. y. . then (∇ × (∇ f )) · n dσ = Σ C Σ ∇ f · dr by Stokes’ Theorem. z) = 0 throughout that region. Namely. LINE AND SURFACE INTEGRALS Corollary 4. A system of electric charges has a charge density ρ(x.13. so = 0 by Corollary 4.15.18. then we must have (∇× (∇ f ))· n = 0 throughout 3 . The proof is not trivial. Example 4. y. z) in space.17) QED There is another method for proving Theorem 4.10 10 In Gaussian (or CGS) units. with S being the solid region enclosed by Σ. z) is a smooth real-valued function on 3 . But the result is true. y.18. and is often used in physics. Using i. and physicists do not usually bother to prove it. The flux of ∇ × f through Σ is (∇ × f ) · dσ = Σ S ∇ · (∇ × f ) dV 0 dV S (by the Divergence Theorem) = =0. Proof: Let Σ be a closed surface which bounds a solid S . Σ is orientable and its boundary is C). to prove Theorem 4. j and k in place of n. and can also be applied to double and triple integrals. z) and produces an electrostatic field E(x. × · Since the choice of Σ was arbitrary. we see that we must have ∇ × (∇ f ) = 0 in 3 . then we must have f (x. Since ∇ f is a vector field. Show that ∇ · E = 4πρ. z) dσ = 0 for all surfaces Σ in some solid region (usually all of 3 ). which completes the proof. z) at points (x.180 CHAPTER 4. Let C be a simple closed curve in 3 and let Σ be any capping surface for C (i. assume that f (x.

Note. curl and Laplacian. y = ρ sin φ sin θ. y. by the right-hand rule.7 that a point (x. that ez × er = eθ .6. θ. Then the vectors eρ .4. 0) x eθ er y 0 x θ y z (x. so ∇ · E = 4πρ . At each point (r. Divergence. y. z) z 0 x θ x y r (x. Curl and Laplacian Solution: By the Divergence Theorem.6. ez form an orthonormal set of vectors. ez in cylindrical coordinates Figure 4. y. z = ρ cos φ. eθ . z = z. eθ . 0) Figure 4. z) can be represented in cylindrical coordinates (r. let er . eθ . curl and Laplacian in Cartesian. z. a point (x. let eρ . By the right-hand rule. eφ are orthonormal. we have ∇ · E dV = S Σ 181 E · dσ ρ dV S = 4π (∇ · E − 4πρ) dV = 0 . where x = ρ sin φ cos θ. so S by Gauss’ Law. θ. y.1 Orthonormal vectors er . ez z (x. Then er . θ. z). so combining the integrals gives ∇ · E − 4πρ = 0 since Σ and hence S was arbitrary. Recall from Section 1.6. where x = r cos θ. ez be unit vectors in the direction of increasing r. eφ be unit vectors in the direction of increasing ρ. z) φ ρ z eρ eθ eφ y (x.1). eθ .6 Gradient.6. divergence. divergence. we see that eθ × eρ = eφ . z). cylindrical and spherical coordinates in the following tables: . θ. θ.2). eφ in spherical coordinates Similarly. respectively (see Figure 4. φ. eθ . We can now summarize the expressions for the gradient. φ). y = r sin θ. z) can be represented in spherical coordinates (ρ. We will present the formulas for these in cylindrical and spherical coordinates. y. y. φ). At each point (ρ. eθ . respectively (see Figure 4. θ.2 Orthonormal vectors eρ . Often (especially in physics) it is convenient to use other coordinate systems when dealing with quantities such as the gradient.

LINE AND SURFACE INTEGRALS Cartesian (x. . θ. we will derive the formula for the gradient in spherical coordinates. The basic idea is to take the Cartesian equivalent of the quantity in question and to substitute into that formula using the appropriate coordinate transformation. z): Scalar function F.182 CHAPTER 4. y. Vector field f = fρ eρ + fθ eθ + fφ eφ 1 ∂F 1 ∂F ∂F eρ + eθ + eφ ∂ρ ρ sin φ ∂θ ρ ∂φ 1 ∂ 2 ∂ 1 ∂ fθ 1 divergence : ∇ · f = 2 (ρ fρ ) + + (sin φ fθ ) ρ sin φ ∂θ ρ sin φ ∂φ ρ ∂ρ ∂ fφ ∂ fρ 1 ∂ ∂ 1 eρ + eθ (sin φ fθ ) − (ρ fφ ) − curl : ∇ × f = ρ sin φ ∂φ ∂θ ρ ∂ρ ∂φ 1 ∂ fρ 1 ∂ + − (ρ fθ ) eφ ρ sin φ ∂θ ρ ∂ρ ∂2 F 1 ∂ 2 ∂F 1 ∂F ∂ 1 Laplacian : ∆ F = 2 ρ + sin φ + 2 2 sin2 φ ∂θ2 ∂ρ ∂φ ρ ∂ρ ρ sin φ ∂φ ρ gradient : ∇F = The derivation of the above formulas for cylindrical and spherical coordinates is straightforward but extremely tedious. Vector field f = f1 i + f2 j + f3 k ∂F ∂F ∂F i+ j+ k ∂x ∂y ∂z ∂ f1 ∂ f2 ∂ f3 divergence : ∇ · f = + + ∂x ∂y ∂z ∂ f3 ∂ f2 ∂ f1 ∂ f3 ∂ f2 ∂ f1 − − − curl : ∇ × f = i+ j+ k ∂y ∂z ∂z ∂x ∂x ∂y ∂2 F ∂2 F ∂2 F Laplacian : ∆ F = 2 + 2 + 2 ∂x ∂y ∂z gradient : ∇F = Cylindrical (r. z): Scalar function F. Vector field f = fr er + fθ eθ + fz ez ∂F 1 ∂F ∂F er + eθ + ez ∂r r ∂θ ∂z 1 ∂ fθ ∂ f z 1 ∂ (r fr ) + + divergence : ∇ · f = r ∂r r ∂θ ∂z 1 ∂ ∂ fr 1 ∂ fz ∂ fθ ∂ fr ∂ f z curl : ∇ × f = er + eθ + ez − − (r fθ ) − r ∂θ ∂z ∂z ∂r r ∂r ∂θ 1 ∂ ∂F 1 ∂2 F ∂2 F Laplacian : ∆ F = r + 2 2 + 2 r ∂r ∂r r ∂θ ∂z gradient : ∇F = Spherical (ρ. φ): Scalar function F. θ. As an example.

4. note that since eθ ⊥ eρ .6 Gradient. y. To figure out what a and b are. put the Carte∂x ∂y ∂z sian basis vectors i. Putting φ = π/2 into the formula for eρ gives eρ = cos θ i + sin θ j + 0 k. First. since eφ = eθ × eρ . r x2 + y2 + z2 x2 + y2 + z2 . k in terms of eρ . and we see that a vector perpendicular to that is − sin θ i + cos θ j + 0 k. This comes down to solving a system of three equations in three unknowns. We can see from Figure 4. with the formula for eθ .2 that the unit vector eρ in the ρ direction at a general r point (ρ. eφ . θ. which will give us an equation involving just i and j. φ) in spherical coordinates is: 1 ∂F 1 ∂F ∂F eρ + eθ + eφ ∇F = ∂ρ ρ sin φ ∂θ ρ ∂φ Idea: In the Cartesian gradient formula ∇F(x. but we will do it by combining the formulas for eρ and eφ to eliminate k. eθ . eφ in terms of i. θ. we get: eφ = cos φ cos θ i + cos φ sin θ j − sin φ k Step 2: Use the three formulas from Step 1 to solve for i. since the angle θ is measured in the xy-plane. That occurs when the angle φ is π/2. Lastly. z) = ∂F i + ∂F j + ∂F k. Then put the partial derivatives ∂F . This. ∂x ∂y ∂z ∂ρ ∂F ∂F . Divergence. k in terms of the spherical coordinate basis vectors eρ . y = ρ sin φ sin θ. Curl and Laplacian 183 Goal: Show that the gradient of a real-valued function F(ρ. ∂φ and functions of ρ. ∂θ Step 1: Get formulas for eρ . note that sin φ eρ + cos φ eφ = cos θ i + sin θ j . and ρ = eρ = sin φ cos θ i + sin φ sin θ j + cos φ k Now. which we will use to solve first for j then for i. eρ = r xi + yj + zk = . will then leave us with a system of two equations in two unknowns (i and j).6. z = ρ cos φ. eθ is of the form a i + b j + 0 k. where r = x i + y j + z k is the position vector of the point in Cartesian coordinates. θ and φ. ∂F in terms of ∂F . we will solve for k. Thus. φ) is eρ = r . That is. eφ and functions of ρ. Since this vector is also a unit vector and points in the (positive) θ direction. ∂F . j. θ and φ. k. eθ . we get: so using x = ρ sin φ cos θ. j. it must be eθ : eθ = − sin θ i + cos θ j + 0 k Lastly. j. There are many ways of doing this. then in particular eθ ⊥ eρ when eρ is in the xy-plane. eθ . then the unit vector eθ in the θ direction must be parallel to the xy-plane.

∂z . Using a similar process of elimination as in Step 2. ∂ρ ∂x ∂ρ ∂y ∂ρ ∂z ∂ρ ∂F ∂F ∂x ∂F ∂y ∂F ∂z = + + . we have ∂F ∂φ in terms of ∂F ∂F ∂F ∂x . ∂F . ∂F . LINE AND SURFACE INTEGRALS sin θ (sin φ eρ + cos φ eφ ) + cos θ eθ = (sin2 θ + cos2 θ)j = j . this involves solving a system of three equations in three unknowns. ∂φ ∂x ∂φ ∂y ∂φ ∂z ∂φ which yields: ∂F ∂F ∂F ∂F = sin φ cos θ + sin φ sin θ + cos φ ∂ρ ∂x ∂y ∂z ∂F ∂F ∂F = −ρ sin φ sin θ + ρ sin φ cos θ ∂θ ∂x ∂y ∂F ∂F ∂F ∂F = ρ cos φ cos θ + ρ cos φ sin θ − ρ sin φ ∂φ ∂x ∂y ∂z Step 4: Use the three formulas from Step 3 to solve for ∂F . ∂F in terms of ∂F . we see that cos θ (sin φ eρ + cos φ eφ ) − sin θ eθ = (cos2 θ + sin2 θ)i = i . ∂y . we get: ∂F 1 ∂F ∂F ∂F = − sin θ + sin φ cos φ cos θ ρ sin2 φ cos θ ∂x ρ sin φ ∂ρ ∂θ ∂φ ∂F 1 ∂F ∂F ∂F ρ sin2 φ sin θ = + cos θ + sin φ cos φ sin θ ∂y ρ sin φ ∂ρ ∂θ ∂φ ∂F 1 ∂F ∂F ρ cos φ = − sin φ ∂z ρ ∂ρ ∂φ . ∂θ ∂x ∂θ ∂y ∂θ ∂z ∂θ ∂F ∂F ∂x ∂F ∂y ∂F ∂z = + + . we see that: k = cos φ eρ − sin φ eφ Step 3: Get formulas for ∂F . and so: i = sin φ cos θ eρ − sin θ eθ + cos φ cos θ eφ Lastly. ∂F . ∂x ∂y ∂z ∂ρ ∂θ ∂F . ∂φ Again.184 so that CHAPTER 4. ∂F ∂F ∂x ∂F ∂y ∂F ∂z = + + . ∂ρ ∂θ By the Chain Rule. and so: j = sin φ sin θ eρ + cos θ eθ + cos φ sin θ eφ Likewise.

φ) = r 2 ). θ. Doing this last step is perhaps the most tedious. Curl and Laplacian 185 Step 5: Substitute the formulas for i. and 8 terms involving eφ . θ. Solution: Since r 2 = x2 + y2 + z2 = ρ2 in spherical coordinates. z) = x i + y j + z k in Cartesian coordinates. where r(x. since it involves simplifying 3 × 3 + 3 × 3 + 2 × 2 = 22 terms! Namely. y. j. z) = ∂x i + ∂y j + ∂z k. 6 terms involving eθ . The gradient of F in spherical coordinates is ∂F 1 ∂F 1 ∂F eρ + eθ + eφ ∂ρ ρ sin φ ∂θ ρ ∂φ 1 1 (0) eθ + (0) eφ = 2ρ eρ + ρ sin φ ρ r = 2ρ eρ = 2ρ . And the Laplacian is ρ ∂ 1 ∂2 F 1 ∂F 1 ∂ 2 ∂F + 2 ρ + sin φ ∆F = 2 2 2 ∂ρ ∂φ ρ ∂ρ ρ sin φ ∂φ ρ2 sin φ ∂θ ∂ 1 1 ∂ 2 1 (sin φ (0)) (0) + 2 = 2 (ρ 2ρ) + 2 ρ ∂ρ ρ sin φ ρ sin φ ∂φ 1 ∂ (2ρ3 ) + 0 + 0 = 2 ρ ∂ρ 1 = 2 (6ρ2 ) = 6 .17 we showed that ∇ r 2 = 2 r and ∆ r 2 = 6. ∇F = 1 ∂F ∂F ∂F − sin θ + sin φ cos φ cos θ ρ sin2 φ cos θ (sin φ cos θ eρ − sin θ eθ ρ sin φ ∂ρ ∂θ ∂φ + cos φ cos θ eφ ) + 1 ∂F ∂F ∂F ρ sin2 φ sin θ (sin φ sin θ eρ + cos θ eθ + cos θ + sin φ cos φ sin θ ρ sin φ ∂ρ ∂θ ∂φ + cos φ sin θ eφ ) + 1 ∂F ∂F − sin φ ρ cos φ (cos φ eρ − sin φ eφ ) . Verify that we get the same answers if we switch to spherical coordinates.4.6 Gradient. Divergence. ∂F . But the algebra is straightforward and yields the desired result: ∇F = ∂F 1 ∂F 1 ∂F eρ + eθ + eφ ∂ρ ρ sin φ ∂θ ρ ∂φ Example 4. as expected. φ) = ρ2 (so that F(ρ.19. y. ρ ∇F = . In Example 4. let F(ρ. as we showed earlier. k from Step 2 and the formulas for ∂F . ∂F ∂x ∂y ∂z ∂F ∂F ∂F from Step 4 into the Cartesian gradient formula ∇F(x. as expected. ρ ∂ρ ∂φ which we see has 8 terms involving eρ . so r r = 2ρ = 2 r .

y. y. For f(r. div (F × G) = G · curl F − F · curl G 21. (Hint: Use Green’s second identity. 25. B For Exercises 12-23. y. div (∇ f × ∇g) = 0 22. z) = (x2 + y2 + z2 )3/2 6. z) = x5 ¨ For Exercises 1-6. Find the Laplacian of the function in Exercise 3 in spherical coordinates. 9. θ. curl ( f F) = f curl F + (∇ f ) × F 23. ∇ · (r/r3 ) = 0 15. curl (F + G) = curl F + curl G 19. y. y. y.186 CHAPTER 4.) ∂n Σ . y. z) in Cartesian coordinates. φ) = eρ + ρ cos θ eθ + ρ eφ in spherical coordinates. ∇ (1/r) = −r/r3 13. f (x. u is harmonic) over 3 . Prove Theorem 4. Let f (x. ∆ ( f g) = f ∆ g + g ∆ f + 2(∇ f · ∇g) C 24. 3. prove the given formula (r = r is the length of the position vector field r(x. z) = x3 + y3 + z3 7. z) = x i + y j + z k). 12.17. Suppose that ∆ u = 0 (i. z) = 2 x + y2 10. z) = e−x 2 −y2 −z2 5. Use f = u ∇v in the Divergence Theorem to prove: (a) Green’s first identity: S ∂F ∂r er + 1 r ∂F ∂θ eθ + ∂F ∂z ez (u ∆ v + (∇u) · (∇v)) dV = S Σ (u ∇v) · dσ (b) Green’s second identity: (u ∆ v − v ∆ u) dV = Σ (u ∇v − v ∇u) · dσ ∂u 27. f (x. find div f and curl f. y. f (x. z) = x + y + z 4. curl (curl F) = ∇(div F) − ∆ F 17. ∇ (ln r) = r/r2 16. Derive the gradient formula in cylindrical coordinates: ∇F = 26. For f(ρ. div ( f F) = f div F + F · ∇ f 20.e. f (x. 8. y. z) = e x+y+z Exercises © 2. f (x. f (x. Find the Laplacian of the function in Exercise 6 in spherical coordinates. div (F + G) = div F + div G 18. θ. Find ∇ f in cylindrical coordinates. 11. Define the normal derivative ∂n of u over a closed surface Σ with outward unit normal vector n by ∂u = Dn u = n · ∇u. z) = r er + z sin θ eθ + rz ez in cylindrical coordinates. find div f and curl f. ∂n ∂u Show that dσ = 0. ∆ (1/r) = 0 14. z in Cartesian coordinates. find the Laplacian of the function f (x. LINE AND SURFACE INTEGRALS A 1.

1990 An intermediate-level book on curve and surface design. Inc. 1975 An advanced book on electromagnetism. New York: John Wiley & Sons. Very thorough. 7th edition. 2nd edition. with a modern approach based on differential forms.G. covering a wide range of topics. Nonlinear Programming: Theory and Algorithms. New York: Dover Publications. New York: Academic Press. 1952 Classic tale about a creature living in a 2-dimensional world who encounters a higherdimensional creature. Stone. Rorres. Sherali and C. 2000 Standard treatment of elementary linear algebra... Reading. Boston. 1987 An intermediate-level book on optics. Curves and Surfaces for Computer Aided Geometric Design: A Practical Guide. E. 1993 Thorough treatment of nonlinear optimization. 1971 An excellent introduction to elementary.Bibliography Abbott. O’Neill. Most of the mathematics will be understandable after reading the present book. Classical Electrodynamics. Optics.. calculus-based probability theory.. with lots of humor thrown in.. Marion. Classical Dynamics of Particles and Systems.. Flatland. New York: John Wiley & Sons. MA: Addison-Wesley Publishing Co. Elementary Linear Algebra: Applications Version. Hoel.J. Anton. S. E. Port and C. 1970 Standard intermediate-level treatment of classical mechanics. H. H.. 187 . 2nd edition. J. 2nd edition.S. Bazaraa.M. New York: John Wiley & Sons. Hecht. P. Farin. Shetty. 2nd edition. famous for being intimidating. 2nd edition.. M. San Diego.A. MA: Houghton Mifﬂin Co. B. Lots of good exercises. J. 1966 Intermediate-level book on differential geometry. Elementary Differential Geometry.B. CA: Academic Press.C. Introduction to Probability Theory... Jackson. New York: Academic Press. G.D. 8th edition. and C.D..

P.. A First Course in Partial Differential Equations. Rabinowitz. Theory of Equations. J. Reitz. 1980 An intermediate/advanced book on analytic geometry.H. 1948 A classic on the subject. Reading.T. H.W. New York: John Wiley & Sons. MA: Ginn & Co. Welchons. W.. Vetterling and B. Numerical Recipes in FORTRAN: The Art of Scientific Computing.R.188 Bibliography Pogorelov. and C. Analytic Geometry. Cambridge.. Div. and W..M. Solid Geometry. Foundations of Electromagnetic Theory. Reading. Milford and R.R. . Flannery. Grad. Though all the examples are in the FORTRAN programming language.M. S. 1973 Very intuitive approach to the subject. Curl.. 2nd edition. Boston.. A good book to study after the present book. Uspensky. Moscow: Mir Publishers. and All That: An Informal Text on Vector Calculus. from a physicist’s viewpoint.B.F.V... 3rd edition. A. Taylor. MA: Addison-Wesley Publishing Co. MA: Addison-Wesley Publishing Co. Protter. Many intriguing exercises. Krickenberger. Press. Analytical Geometry.. Christy. 2nd edition. and P.A. 2nd edition.E. 1936 A very thorough treatment of 3-dimensional geometry from an elementary perspective.H. discussing many interesting topics. A. Norton & Co.. A. J. and W.R. Advanced Calculus. 1965 A good introduction to the vast subject of partial differential equations. with a rigor not found in most recent books. 1975 Thorough treatment of elementary analytic geometry.W. F. includes many topics which (sadly) do not seem to be taught anymore. Ralston. New York: McGraw-Hill. 2nd edition. New York: John Wiley & Sons. Mann. M. 1992 An excellent source of information on numerical methods for solving a wide variety of problems. Schey. W. Morrey. Weinberger. A First Course in Numerical Analysis. Highly recommended. UK: Cambridge University Press. 1972 Excellent treatment of n-dimensional calculus. H. Teukolsky. A.J. New York: McGraw-Hill. 1978 Standard treatment of elementary numerical analysis. New York: W.V. the code is clear enough to implement in the language of your choice. 1979 Intermediate text on electromagnetism.

50) √ 1. 0 (f) (14. 2) 3. −2. z = −7t 21. −5) 5. (j) No. 4 5 11. z = 3 + t (c) x − 2 = z − 3.4◦ 5. z = 0 2a 2b 13. 0 √ 7. f ′ (t) = (−2 sin 2t. 14 Section 1. θ. circle x2 + y2 = 4 in the planes z = ± 5 y y x x 9. 2) + t(5. 90◦ 7. 3. √5 .8 (p. y = −2 + 7t. 3) 11. Yes 3. Section 1. 2t. 0◦ 9.7 (p. −4) (h) (−1.816) 3 3 √ √ 11π 3. 3. y = 1 5. Hint: See Theorem 1. |v · w| = 0 < 21 √5 = v w √ √ 13. 16. (a) (−4. (a) 5 √ (e) 2 17 √ √ (b) 5 (c) 17 2. v + w is larger. radius: 1. Section 1. 18) 1. Section 1. −3) y = 3 + 4t.4 (p. 1. (a) (2. −24) 3. (a. 39) 1.Appendix A Answers and Hints to Selected Exercises 3. center: (−1. 8) (g) (−7. 5) 3. since v · w = 0. −6. 14) 1. −6. z = −3 + 8t 7.3 (p. 2 cos 2t.10(c). sin t). z = 2 − 3t (c) x−2 5 (b) x = 2 + 5t. radius: 5. No intersection. 1. 46) 1. v + w = 26 < 21 + 5 = v + w 15. cos t) 9. lines a = b . y = 2+3t. Hint: Use the distance formula for Cartesian coordinates. = y−3 = z−2 4 −3 189 . x = 1 + 2t. 3. 57) 1. 0) (b) (2 7. 2−c . y = 1. −4. −3) −2 −1 (c) √ . 11π . 1). 3t2 ). 29) 1. π . 4x − 4y + 3z − 10 = 0 13. Hint: use Definition 1.5 (p. −1) (b) ( 17. (a) (4. z = t 5. π ) 6 2 5. sin t. −1. 4. 4. 2. −23. f ′ (t) = (1. a(t) = (0. x = 5t. No. −1) 5. z = 0 and a = − b . 9 13. x − 2y − z + 2 = 0 √ 15. (a) Line parallel to c (b) Half-line Section 1. 41 (e) (d) 2 √ 41 2 Section 1. π . a cot φ) 12. x = 1 + t. −10.2 (p.1 (p. Yes. y = z = 1 3. 1) Chapter 1 Section 1. (a) (2 7. (8. 9/ 35 19. 24. √ 30 30 30 (b) (2. 4.72 9. 1) (i) (−2. 8) √ 1. 73. (10. (−5. (1. 1) Section 1. 11x − 24y + 21z − 26 = 0 17. 0 and (8.6 (p. 10 3. 7. √ 7.√ −1) 6. (a) r2 + 9z2 = 36 (b) ρ2 (1 + 8 cos2 φ) = 36 10. 2−c . 0. v(t) = (1. center: (2. (a) r2 + z2 = 25 (b) ρ = 5 7.65 9. (a) (2. 6 . y = 2t. 1 − cos t. √ √ 11. x = 1.6. 2) 15. No (d) 1 (b) x = 2 + t. 3) + t(1.

−1). 63) 1. ∂ 2 = y2 e xy . 0). ∂x ∂y 2 ∂2 f xy + 1 23. 95) 2. ( √ x . saddle pt. 3 cos(1) 17.16 Section 1. increase: (45. 2z) 11. y) : x2 + y2 ≥ 4}. Example 1. −0.03256. 2 13. x + 2y = z 7. ∂f ∂y = 2y 3. x2 +y2 +4 √ y x2 +y2 +4 ) 5. ∂ f = 4x3 . range: [0.4 (p. ∂ f = 2x (x2 + y + 4)−2/3 . does not exist Section 2. 77) 9. −1). does not exist 11. 70) 2. xz cos(xyz). − sin t. 1/y) 7. 1] 7. cos t. x = y = 4. y0 ) = (1. 5. local min. z = 2 11. ∂x ∂y = 0 25. ∂y 3 ∂x ∂f ∂x = 2x. Hint: Use κ(t) = 1/2 Chapter 2 Section 2.190 Appendix A: Answers and Hints to Selected Exercises ∂2 f 1 = − 4 (x2 + y + 4)−3/2 . local min. local min. ∂f ∂x ∂f −(x2 +y2 ) 15. domain: range: [−1.94037) . Replace B(t) = Theorem 1. (0. 2x + 3y − z − 3 = 0 3.3998). 1). ∂ f = y(x2 + y2 )−1/2 ∂x ∂y = depth=10 13. 0) 7. −20) 9. 2 15.37. ∂ f = −2xe−(x +y ) . 82) 1. 2y) 3. 20). ∂x ∂y = (1 + xy)e ∂x2 2f ∂2 f ∂2 f = 0. (1. ∂x ∂y = 0 ∂y2 parallel to c (c) Hint: Think of the functions as position vectors. 3 ) = 0 9. Hint: Theorem 1. ∂ f = 12x2 . ∂x2 = 2. 2 −4 9 6. 3x + 4y − 5z = 0 2 1 √ (sin t. xy cos(xyz)) √ 1 1. (1. (1. 74) 1. −1.2858. 2y. (yz cos(xyz).20(e). ∂ f = ye xy + y. local min. −2x + y − z − 2 = 0 √ pressions into f ′ (t) × f ′′ (t). then write 11 1 5. 1) : → (1. − cos t.1 (p. ∂f 1 2 −1/2 5. 0) : → (0. 1). 0). −1). ∞) 3. ∂x 3 2 2 ∂f = 1 (x2 + y + 4)−2/3 13. ∂y = 2 (x + y + 4) ∂x ∂f (1. domain: 3 . 2 2 13. local min. width = height 9. (−1. 3. N(t) = (− cos t. Hint: Use Exercise 6.2 (p. 9 T 11. 1) 5. ∂ f = y cos(xy). domain: 9.5 (p. saddle pts. 0) = x(x2 + y + 4)−1/2 .6 (p. 2 (x − 1) + 4 (y − 2) + 12 (z − ′ (t) in terms of N(t). 1 decrease: (−45. √3 √ {(x. (2x. (x0 . t by 27s+16 2 2 3/2 27 (13 2/3 − 8) 5. y0 ) = (0.9 (p. ∂x2 = (y + 4)(x + y + 4) Section 2. ∂y = −2ye ∂x ∂2 f ∂2 f ∂f ∂y = x cos(xy) 17. ∂ f = 0 ∂y ∂x ∂y 9. differentiate that to get f ′′ (t). (1/x. ∂y2 ∂2 f 1 2 −3/2 ∂x ∂y = − 2 x(x + y + 4) 2f 2f 21. 1/2) 11. ∂ 2 = x2 e xy .16 7. (−1. T(t) = √ 2 11 1 √ (− sin t. (−1. ∂x ∂y = 0 19. ∂2 f ∂2 f 2 −3/2 . 15. ∂y2 = 2. ∂y2 ∂x ∂2 f ∂2 f = −y−2 . (−1. √ 3π 5 2 3. 0 17. put those ex1. (x0 . saddle pt. and Theorem 1. 1). Section 2. local max. Hint: Use f ′ (t) = f(t) T. 88) Section 2. ∂ 2 = −x−2 . ∂ f = x(x2 + y2 )−1/2 . (0. 0) = xe xy + x 7. range: [−1. Section 2. (2x.3 (p. 1. ∞) 15.

Yes.5 (p. No 19.7182818284590455 in your program. 163) 1. max. − 2z er + r12 ez r3 sin θ 2 11. No 9. 6 Section 4. 116) 1. −2π 9. 1 6. 5 9. 175) √ √ √ 1. 2π Chapter 3 Section 3.168 Section 4. Yes. Yes. y) = xy2 + x3 7. √ 5 5 13 13 √ 59 −1 4 . 4π 3 (8 Section 4. 2πab Section 3.3 (p. 109) 1.318. (2 cos(π2 ) + π4 − 2)/4 5. (b) No. 15/4 Section 3.) 2. 4π 7. 12 x2 + y2 + z2 5. eθ = − sin θ i + cos θ j.1 (p. 8π 3. 1. (7/12.6 (p. (17 17 − 5 5)/3 3. 1 n 20 30 √ . 6(x + y + z) 2 7. − √ . Yes. 4. 12π/5 7. 8/3) 3. 127) 4a 1. 3 3. 7/12. Hint: Start by showing that er = cos θ i + sin θ j. ez = k. (1. (4ρ2 − 6)e−ρ 9.4 (p. 7. 8abc √ 3 3 −4 −2 √ . 186) 7. 100) 1. 23 5. y) = P(x. y) j in 2 can be extended in a natural way to be a vector field in 3 .exp(x).2 (p. Chapter 4 Section 4. ≈ 0. F(x. 216π 2. 3π/16) 7. (Hint: In Java the exponential function e x can be obtained with Math. The values should converge to ≈ 1. −5π 5. y) = axy + bx + cy + d 1 6 2 2 5.191 Section 2. 155) 1. y) = 4x2 y + 2y2 + 3x Section 3.5 (p. otherwise use e = 2. 9 3. 1 − sin 2 2 − 33/2 ) 9. 104) 1. 3π ) 5. 123) 1.2 (p. F(x. 134) 2 4 √ . 1 3 1 6 7. min. (0. 10. Section 4. y) i+ Q(x. 2/5 4.4 (p.705 4. min.146 3. 16/15 3. max. 1 3.3 (p. 0 3.1 (p. ≈ 1. 7/12) 1. 0. Other languages have similar functions. y) = x − y2 2 5. (0. 1/2 3.7 (p. Section 3. F(x. Both are n (n+1)2 (n+2) 7. √ π 2. 15 1. 24π 11. 6 11. √ 5 5 30 20 . curl f = cot φ cos θ eρ + 2eθ − 2 cos θ eφ 25. 142) 1. 8 ln 2 − 3 5. 7 12 7 6 1 2 Section 4. 1 3. 10. 67/15 9. Hint: Think of how F is defined. 112) 1. ≈ 0. min. 4 . div f = ρ − sin φ + cot φ. 2 2 π2 2. 149) 11. 9 8. 0. max. − √ . No 4.7 (p. 1 4 7. 0 3. 3. 6 5 π 4 6. 2 10. 1 5. 12ρ 8. √ 5 5 Section 3.6 (p. (0. F(x. 2π(π − 1) 7. . 5a/12) 9. Section 3. √ 13 13 −9 2 √ . 2 9. 5. Yes 13. Hint: Think of how a vector field f(x.

n(v. and (c) v. Thus. For example. bw) must be a scalar multiple of j. w) is v w sin θ. j. We will consider the case when a > 0 and b > 0 (the other three possibilities are handled similarly). 2. For av = ai and bw = bk. (b) n(v. To do this. Since its magnitude is |ab|. j.Appendix B We will prove the right-hand rule for the cross product of two vectors in For any vectors v and w in 3. w). k. Hence the magnitude of n(av. If either a = 0 or b = 0 then n(av. j. n(av. If v and w are nonzero and parallel. we will perform the following steps: Step 1: Show that n(v. If v and w are nonzero and not parallel. bw). If either v or w is 0. 3. then n(v. This was already shown in Example 1. we will show that the result holds for v = i and w = k (the other possibilities follow in a similar fashion). by definition. w) = v × w if v and w are any two of the basis vectors i. k. is ai bk sin 90◦ = |ab|. w) = v × w for all v. bw) = ab(v × w) for any scalars a. bw) must be either |ab|j or −|ab|j. namely. then n(v. w) form a right-handed system. w) = 0. So assume that a 0 and b 0. 3. by definition. k. then n(v. n(v. w. Let v and w be any two of the basis vectors i. w) is perpendicular to the plane containing v and w. the xz-plane. define a new vector. bw) is perpendicular to the plane containing ai and bk. There are four possibilities for the combinations of signs for a and b. which would prove the right-hand rule for the cross product (by part 1(c) of our definition). Also. n(av.11 in Section 1. w) = 0. b if v and w are any two of the basis vectors i. w in 3 . bw) = 0 = ab(v × w). the angle θ between av and bw is 90◦ . w) is the vector in 3 such that: (a) the magnitude of n(v. so the result holds. and θ is the angle between them. The goal is to show that n(v. 192 .4. Step 2: Show that n(av. as follows: 1. then n(av.

since i. 0) = n(u. b > 0. v). ai. Hence this vector must be n(u. v) u pro jP u v Now apply this same geometric construction to get n(u. by definition. Note that this holds even if u v. v + w) = n(u. v and w are all nonzero vectors. v). then project the vector u v straight down onto the plane P. which is what we would expect. v + w). j form a left-handed system. −abj form a right-handed system (since a > 0. bw) = ab(v × w) Step 3: Show that n(u. If u = 0 then the result holds trivially since n(u. k form a righthanded system. Therefore. w) and n(u. bk. u v θ v θ P n(u. w. And we can see that u. and ab > 0). then i. then the projection vector . bk) has to be either abj or −abj. w) = 0 + n(u. So now assume that u. w) for any vectors u. bk) form a right-handed system. Let P be a plane perpendicular to u. If v = 0. But we know that ai × bk = ab(i × k) = ab(−j) = −abj. −j form a righthanded system. n(u. ai. k. If θ is the angle between u and v. n(ai. and since n(ai. since in that case θ = 0◦ and so sin θ = 0 which means that n(u. which is shown in the figure below. k. A similar argument shows that the result holds if w = 0. this means that we must have n(ai. n(ai. bk. bk) = ab(i × k). Multiply the vector v by the positive scalar u . So since. So rotating pro jP u v by 90◦ in a counter-clockwise direction in the plane P gives a vector whose magnitude is the same as that of n(u. then the result follows easily since n(u. ∴ n(av.193 In this case. v). v + w) = n(u. Since u (v + w) is the sum of the vectors u v and u w. v) + n(u. w) are all the zero vector. j. w) = n(u. and so i. v) and which is perpendicular to pro jP u v (and hence perpendicular to v). You can think of this projection vector (denoted by pro jP u v) as the shadow of the vector u v on the plane P. Now. We will describe a geometric construction of n(u. which is what we needed to show. v and this vector form a right-handed system. v) + n(u. bk) = −abj. with the light source directly overhead the terminal point of u v. v) and n(u. w). v) has magnitude 0. bw) must be either abj or −abj. then we see that pro jP u v has magnitude u v sin θ. Since this vector is in P then it is also perpendicular to u. 0 + w) = n(u. v. which is the magnitude of n(u. Thus. n(av. v + w). w) = n(u.

Also. By definition. w) form a right-handed system. −n(v. think of how projecting a parallelogram onto a plane gives you a parallelogram in that plane). Step 5: Show that n(v. Then by Steps 3 and 4. So then rotating all three projection vectors by 90◦ in a counter-clockwise direction in the plane P preserves that sum (see the figure below). w). −n(v. v) and is perpendicular to the plane containing w and v. so the result holds. w) form a right-handed system. v + w) = n(u. v + w) Step 4: Show that n(w. v) n(u. w) is a vector with the same magnitude as n(w. w. we have . v) = −n(v. w) is perpendicular to the plane containing w and v. n(v. w). If v and w are nonzero and parallel. u v u (v + w) v+w pro jP u v pro jP u (v + w) u w w θ θ v u pro jP u w n(u. using the shadow analogy again and the parallelogram rule for vector addition. w. which means that n(u.194 Appendix B: Proof of the Right-Hand Rule for the Cross Product pro jP u (v + w) is the sum of the projection vectors pro jP u v and pro jP u w (to see this. v. So by definition this means that −n(v. and so w. which is the same as the magnitude of n(v. and hence so is −n(v. Thus. and hence w. Then n(w. So assume that v and w are nonzero and not parallel. then n(w. w). w) for any vectors v. v. v) = 0 = −n(v. w) must be n(w. w) form a left-handed system. n(v. v. w) P n(u. and hence is the same as the magnitude of −n(v. w). we have shown that −n(v. Write v = v1 i + v2 j + v3 k and w = w1 i + w2 j + w3 k. w) form a right-handed system. and that w. v) has magnitude w v sin θ. v). n(v. v. w) = v × w for all vectors v. v) + n(u. w). w. or if either is 0.

putting it all together. w3 k) = −n(w1 i. v1 i + v2 j + v3 k) = v1 w2 k − v3 w2 i and −n(w3 j. v1 i + v2 j + v3 k) = −v1 w3 j + v2 w3 i . w2 j) + n(v1 i + v2 j + v3 k. v3 k) = −v1 w1 n(i. w) = v × w for all vectors v. v1 i + v2 j + v3 k). v1 i + v2 j + v3 k) = −v2 w1 k + v3 w1 j Similarly. k) = −v1 w1 (i × i) + −v2 w1 (i × j) + −v3 w1 (i × k) = −v1 w1 0 + −v2 w1 k + −v3 w1 (−j) −n(w1 i. w1 i) + n(v1 i + v2 j + v3 k. w2 j + w3 k) = n(v1 i + v2 j + v3 k. Thus. n(v. v1 i + v2 j + v3 k) + −n(w2 j. w) = −v2 w1 k + v3 w1 j + v1 w2 k − v3 w2 i − v1 w3 j + v2 w3 i = (v2 w3 − v3 w2 )i + (v3 w1 − v1 w3 )j + (v1 w2 − v2 w1 )k = v × w by definition of the cross product.195 n(v. We can use Steps 1 and 2 to evaluate the three terms on the right side of the last equation above: −n(w1 i. w. then v. we have n(v. ∴ n(v. w) form a right-handed system. w) = n(v1 i + v2 j + v3 k. w. v1 i) + −n(w1 i. v1 i + v2 j + v3 k) = −n(w1 i. v2 j) + −n(w1 i. w1 i + w2 j + w3 k) = n(v1 i + v2 j + v3 k. v1 i + v2 j + v3 k) + −n(w3 k. So since v. we can calculate −n(w2 j. j) + −v3 w1 n(i. . which completes the proof. w1 i) + n(v1 i + v2 j + v3 k. w. i) + −v2 w1 n(i. v × w form a righthanded system.

which we will now describe. In Windows this will appear in a new window. For Windows. Below is a very brief tutorial on how to use Gnuplot to graph functions of several variables. In Windows. while in Linux it will appear in the terminal window where the gnuplot command was run.info/download. 2. size “12” is usually a good choice (that choice can be saved for future sessions by right-clicking in the Gnuplot window again and selecting the option to update wgnuplot.html and follow the links to download the latest version for your operating system. For example.Appendix C 3D Graphing with Gnuplot Gnuplot is a free.2. GRAPHING FUNCTIONS The usual way to create 3D graphs in Gnuplot is with the splot command: splot <range> <comma-separated list of functions> 196 . Go to http://www. run wgnuplot. 3. At the gnuplot> command prompt you can now run graphing commands.gnuplot.0.zip. In Linux.2. you should get the Zip file with a name such as gp420win32. You should now get a Gnuplot terminal with a gnuplot> command prompt. RUNNING GNUPLOT 1.ini).0. All the examples we will discuss require at least version 4. open-source software package for producing a variety of graphs. in Windows you would unzip the Zip file you downloaded in Step 1 into some folder (use the “Use folder names” option if extracting with WinZip). Versions are available for many operating systems. Install the downloaded file. if the font is unreadable you can change it by right-clicking on the text part of the Gnuplot window and selecting the “Choose Font. INSTALLATION 1. just type gnuplot in a terminal window. style “Regular”.” option.exe from the folder (or bin folder) where you installed Gnuplot. which is version 4.. For Windows. For example. 2. the font “Courier”.

Function definitions use the x and y variables in combination with mathematical operators. for some numbers a < b and c < d. To specify an x range and a y range. To graph the function z = 2x2 + y2 from x = −1 to x = 1 and from y = −2 to y = 2.5 -1. listed below: Symbol + − * / ** exp(x) log(x) sin(x) cos(x) tan(x) Operation Addition Subtraction Multiplication Division Power ex ln x sin x cos x tan x Example 2+3 3−2 2*3 4/2 2**3 exp(2) log(2) sin(pi/2) cos(pi) tan(pi/4) Result 5 1 6 2 23 = 8 e2 ln 2 1 −1 1 Example C.5 0 0. This will cause the graph to be plotted for a ≤ x ≤ b and c ≤ y ≤ d.5 1 -2 -1 -0.5 1 -1 -0. type this at the gnuplot> prompt: splot [−1 : 1][−2 : 2] 2*x**2 + y**2 The result is shown below: 2*(x**2) + y**2 7 6 5 4 3 2 1 0 2 1. y).5 0.1. <range> is the range of x and y values (and optionally the range of z values) over which to plot.197 For a function z = f (x. use an expression of the form [a : b][c : d].5 0 .

use these commands: set xlabel "x" set ylabel "y" set zlabel "z" To show the level curves of the surface z = f (x. use this command: set view 60. by default the x. 120. To display the axes. 1. y) on both the surface and projected onto the xy-plane. 1. use this command: set contour both The default mesh size for the grid on the surface is 10 units. To get more of a colored/shaded surface. 1 set xlabel "x" set ylabel "y" set zlabel "z" set contour both set isosamples 25 splot [−1 : 1][−2 : 2] 2*(x**2) + y**2. parentheses can be used to make sure the operations are being performed in the correct order: splot [−1 : 1][−2 : 2] 2*(x**2) + y**2 In the above example. increase the mesh size (to. exp(x+y) By default. 1 Also. For clarity. say. exp(x+y) . use this command before the splot command: set zeroaxis Also. the x-axis and y-axis are not shown in the graph. to also plot the function z = e x+y on the same graph. 25) like this: set isosamples 25 Putting all this together. put a comma after the first function then append the new function: splot [−1 : 1][−2 : 2] 2*(x**2) + y**2. To show the axes with the orientation which we have used throughout the text.198 Appendix C: 3D Graphing with Gnuplot Note that we had to type 2*x**2 to multiply 2 times x2 .and y-axes are switched from their usual position. 120. to label the axes. we get the following graph with these commands: set zeroaxis set view 60.

y = r sin θ . with a ≤ u ≤ b. they are the numbers c such that f (x. the variable v represents r.5 -2 -1. The graph of the helicoid z = θ in Example 1. If you do not want the function key displayed. For example.5 2 1 x The numbers listed below the functions in the key in the upper right corner of the graph are the “levels” of the level curves of the corresponding surface. y) = c. Example C.5 y 0 0.34 from Section 1.v) where the variable u represents θ. z=z you would do the following: set mapping cylindrical set parametric splot [a : b][c : d] v*cos(u).199 25 20 15 z 10 5 0 2*(x**2) + y**2 6 5 4 3 2 1 exp(x+y) 20 15 10 5 -1 -0. That is. v) is some function of u and v.5 1.7 (p. for a surface parametrized in cylindrical coordinates x = r cos θ .5 1 0. and z = f (u. 49) was created using the following commands: .2. with c ≤ v ≤ d.f(u.v*sin(u).5 -1 0 -0. it can be turned off with this command: unset key PARAMETRIC FUNCTIONS Gnuplot has the ability to graph surfaces given in various parametric forms.

you will see that r varies from 0 to 2.” option. PRINTING AND SAVING In Windows.”.. To save a graph. select the “Output . In Linux.. graph..png in the current directory (usually the directory where wgnuplot.v*sin(u). and enter png in the Terminal type? textfield.png) in the Output filename? textfield. and θ varies from 0 to 4π. select “Output Device .. though you can change that setting using the “Change Directory .. Looking at the graph. to print a graph from Gnuplot right-click on the titlebar of the graph’s window. the postscript terminal type is popular. select “Options” and then the “Print.u The command set xyplane 0 moves the z-axis so that z = 0 aligns with the xy-plane (which is not the default in Gnuplot). To quit Gnuplot. in the File menu again. Now run your splot command again and you should see a file called graph. since the print quality is high and there are many PostScript viewers available. Run the command set terminal to see all the possible types. as a PNG file. 120. In Linux.” option in the File menu).png.” option and enter a filename (say. hit OK. . type quit at the gnuplot> command prompt. There are many terminal types (which determine the output format).exe is located..200 Appendix C: 3D Graphing with Gnuplot set mapping cylindrical set parametric set view 60. go to the File menu on the main Gnuplot menubar. say. to save the graph as a file called graph. hit OK.png’ and then run your splot command. 1 set xyplane 0 set xlabel "x" set ylabel "y" set zlabel "z" unset key set isosamples 15 splot [0 : 4*pi][0 : 2] v*cos(u).. Then. 1. you would issue the following commands: set terminal png set output ’graph.

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1. For persons making modifications to the book.0 Date: 2008-01-04 Author(s): Michael Corral Title: Vector Calculus Modification(s): Initial version 209 . VERSION: 1.History This section contains the revision history of the book. please record the pertinent information here. following the format in the first item below.

. . . . . 178 . . . . 1 Cartesian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56 Beta function . . . . . . . . 12 A acceleration . . 17 center of mass . 164 left-handed . . . . j. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139 i. . . . . . . . . . . . . . . 78 er . . . . . . . . . . . . . . 177 ∇2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124 ¯ z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59 ∇ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119 circulation . . . . . . . . . . . . . 126 ¯ δ(x. . . . . . . . . . . . . . . . . . . . . . . . . 174 closed curve . . . . 59 area element . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148 constrained critical point . . . 181 dr . . . . . . . . . . . y) . . . . . . . . . . . . ez . . 2 polar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69 continuously differentiable . . . . . . 59. . . . . . . . . . . . . 110 S angle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139 C∞ . . . . . . . 1 . 161 collinear . . . . . . . . . . . . . . . . . . . . . . . . . . 113 B Bézier curve . . . . . . . . . . 47. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105 average value . . . . . . . . . . k . . . . . .124 ¯ y . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . eθ . . . . . . . . . . 145 closed surface . . . . . . . . . . . . . 125 Chain Rule . . . . . . . . . 60. . . . . . . . . . . . . . . . . . . . . . . . . .117. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . z) . . . . . . . . . . . . . . . . . . . . . 47 cylindrical . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 curvilinear . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . w) ∂f . . . . . . . . . . . 36 conical helix . . . . . . 153 arc length . . . . . . . . . . . 71 Dv f . . . . . . . . . . . . . . 123 C capping surface . . . . . . . . . . . . . . . . . . . . . . . . . . . 55 210 . . . . . . . . . . . . . . . . .1 3 . . . . . . . . . . . . . . . . . . My . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175 Cauchy-Schwarz Inequality . . . . . . . . . . . . . . . . . . . . . .145 ∂ . . . . . . . . 71 ∂x . . . . . . . . . . . 124 centroid . .Index Symbols D . . . . . . . . . . . . . . . . . . . . . . . . . . 147 change of variable. . . . . . . . .136. . . . . . . . . . y. . . 124 M xy . . . . . . . . . . .1 x . . . . . . . . . . . . . . 80 coordinates . . . . . . . 84 M x . . . . . 119 ∂(u. . . . . . . 80. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47. . . . . . . . . . . 126 ∆ . . . . . . . . . . . . . . . v. 178 2 . . . . . . . . . 105 R C C1 . . . . . . . . . . . . . . . eρ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121 rectangular . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Myz . . . . . . . . . . . . . . . . . . eφ . . . . . . . . . . . . 15 annulus . . . . . . . . . . . . . . . . . 167 conservative field . . M xz . . . . . . . . . . . . . . . . . . . 182 ellipsoidal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163 Σ C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2. . . . . . . . 96 continuity . . . . . 124 ∂(x. 102 . . .

. . . . . . . . . . . . . . . . 144 direction angles . . . . . . 52 determinant . . . . . . . . . . . . . . . . . . 132 extreme point . . . . . . . . 83 global minimum . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177. . . . . . . . . . . . . . . . . . . . . . . . . . . . 124 derivative . . . . . . . . . . . . . . . . 108 iterated . . . . . 15 double integral . . . . . . 55 function. . . . . 121 doubly ruled surface. . 3 directional. . . . . . . . . . . . . . . . . . . . . 59 double. . . . . . . . . 45 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62 cylinder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .53 vector-valued . . . . . . . . 178. . . . . . . . . . . . . . . . . . . . . . . . . 169. . . . . . 182 coplanar . . . . . 186 Green’s Theorem . . . . . . . . . . . . . . . 49 helix . . . 71 vector-valued function . . 78 distance . . . . . . . . . . . . . . 51 D density . . . . . . . . . . . 26 correlation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110 irrotational. . . . . . . . . . . . . . . . . . . . . . . . . . . . 42 211 elliptic paraboloid . . . . . . . . . . . . . . . 1 exact differential form . . . . . . . . . . . . 69 scalar. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186 helicoid . . . . . . . . . . . . . . . . . . . . . . . . . 175 expected value . . . . . . . . . . . . 134 covariance. . . . 139. . . . . . . . . . . . . . . . . . . . . . . . . . 108 integral . . . . . . . . . . . . . . 80. . . . . . . .174 E ellipsoid . . . . 47. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164 elliptic cone . . . . . . . . . . . . . . .102. . . . . . . . . 6. . . . . . . . . 156. . . . . 43 hypersurface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 Euclidean space . . . . . . . . . . . . 162 dot product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59. . . . . . . . . . . . . . . . .45 G Gaussian blur . 51. . . . . . . . . . . . . . . . . . . . . . . . . . .Index right-handed . . 2 spherical . . . . . . . . 167 hyperbolic paraboloid . . . . . 101 surface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129 joint . . . . . . . . . . . . . . . . . . . . . . . . 83 cross product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154. . . 73 partial . . . . . . . . . 37. . . . . . . . . . . . . . . . . 41. . . . . . . . . . . . . . . . . . . . .19 directional derivative . . . . . . . . . . . . . . . 102 multiple . . 43 one sheet . 42 distribution function . 162. . . .1 continuous . . . . . . . . . . . 33 point to plane . . . . . . . . . . . . . . . . . 83 gradient . . . . . . . . . . . . . . . 43. . . . . . . . . . . . . . . . . . . .78 mixed partial . . . . . . . . 43 two sheets . . 110 hypervolume . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 direction cosines. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .134 critical point. . . . . . . . 130 divergence . . . . . . . . . 105 improper . . . . . . . . . . . . . . . . . . . . . . 139 differential form . . 105 polar coordinates . . . . . . . . . . 110 I improper integral . . . . . . . . 44 hyperboloid . . . 26 differential . . . . . . . . . . . . . . . 139 directed curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182 Divergence Theorem . . . 182 Green’s identities . . . . . . . .