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Lecture Notes

a work in progress :)

I.F. Evidente

AY 2013-14 Sem 2

Contents

1 Sequences and Infinite Series

1.1 Sequences and Convergence of Sequences . . . . . . . . . . . . . . .

1.1.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.1.2 Convergence of a Sequence . . . . . . . . . . . . . . . . . .

1.1.3 Monotone and Bounded Sequences . . . . . . . . . . . . . .

1.1.4 Proving the convergence of sequences by definition . . . . .

1.2 Infinite Series and Convergence of Infinite Series . . . . . . . . . .

1.2.1 Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . .

1.3 Convergence Tests . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.3.1 The Divergence Test and Four Convergence Theorems . . .

1.3.2 Convergence Tests for Infinite Series of Nonnegative Terms

1.3.3 Convergence Test for Alternating Series . . . . . . . . . . .

1.4 Absolute and Conditional Convergence . . . . . . . . . . . . . . . .

1.5 Summary of Convergence and Divergence Tests . . . . . . . . . . .

2 Power Series

2.1 Power Series . . . . . . . . . . . . . . . . .

2.2 Power Series Representation of a Function

2.3 Taylor and Maclaurin Series . . . . . . . .

2.4 Approximation Using Taylor Polynomials

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3.1 Functions of Two or More Variables . . . . . . . . . . .

3.2 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . .

3.3 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . .

3.4 Partial Derivatives . . . . . . . . . . . . . . . . . . . . .

3.5 Differentiability and the Total Differential . . . . . . . .

3.6 Relative and Absolute Extrema of a Function . . . . . .

3.6.1 Relative Extrema of a Function . . . . . . . . . .

3.6.2 Absolute Extrema of a Function . . . . . . . . .

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1

1

1

3

6

7

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10

11

11

13

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15

15

16

17

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19

19

20

22

22

24

25

25

27

4.1 Directional Derivatives and Gradients . . . . . . . . . . . . .

4.2 Application of the Gradient: Optimal Rate of Change . . . .

4.3 Conservative Vector Fields and Potential Functions . . . . . .

4.4 Tangent Lines to Curves and Tangent Planes to Surfaces . . .

4.4.1 Tangent Lines to Curves . . . . . . . . . . . . . . . . .

4.4.2 Tangent Planes to Surfaces . . . . . . . . . . . . . . .

4.5 Application of the Gradient: Method of Lagrange Multipliers

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29

29

30

31

32

32

33

34

36

5.1 Double Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

5.2 Application: Volumes of Solids and Areas of Plane Regions . . . . . . . . . . . . . . 38

5.3 Double Integrals in Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . 39

ii

Chapter 1

1.1

1.1.1

Sequences

Example. What is the rule for the following sequences?

1. {5, 2, 1, 4, 7, ...}

2.

1 1 1 1

2 , 4 , 8 , 16 , ...

3. {1, 0, 1, 0, ...}

4. {1, 12 , 13 , 41 , ...}

5. {1, 12 , 31 , 41 , ...}

6. { 12 , 23 , 34 , 54 , ...}

7. {0, 1, 1, 2, 3, 5, ...}

Focus: sequences with infinite terms, rule is defined by a function.

Definition 1.1.1. A sequence of real numbers is the ordered range of some function f (n) whose

domain I is an ordered set of the form {k, k + 1, k + 2, ...}, where k .

Indexing Set: I = {k, k + 1, k + 2, ...}, usually k = 0, 1, 2. Each number in I is called an index

of the sequence, k is the lower or starting index.

Rule: f (n)

Notation: {an }

n=k , where an = f (n). If there is no ambiguity, we simply write {an }.

1

The following text usually assumes that k = 1, but the discussion is true for any starting index.

Example. What is the function defining the rule for the following sequences?

1. {5, 2, 1, 4, 7, ...} =

1

2. 21 , 41 , 81 , 16

, ... =

3. {1, 0, 1, 0, ...}

4. {1, 12 , 13 , 41 , ...} =

5. {1, 12 , 31 , 41 , ...} =

6. { 12 , 23 , 34 , 54 , ...} =

Graphs of Sequences

1. {3n 8}

n=1

2.

(1)n

2n

o

n=1

3. {1, 0, 1, 0, ...}

4.

1

n n=1

5.

(1)n+1

n

o

n=1

6.

n

n+1

o

n=1

1.1.2

Convergence of a Sequence

We are interested in the behavior of a sequence at the tail end, when n is very, very large. (We

say: for all values of n greater than some fixed index N .)

Definition 1.1.2 (Convergence of a Sequence). A sequence {an } is said to converge to the limit

L if given any > 0, there exists a number N such that if n is an integer and n > N , then

|an L| < .

A sequence that does not converge is said to diverge.

Notation. lim an = L, or an L as n .

n

Remark.

Intuitively, the limit of {an } is the unique value L that an approaches as n .

For a sequence to converge, L must be a real number (and cannot be ).

Example.

1. {3n 8}

n=1 is divergent.

3

2.

(1)n

2n

o

n=1

converges to 0.

4. n1 n=1 converges to 0.

n

o

n+1

5. (1)n

is converges to 0.

n=1

6.

n

n+1

o

n=1

converges to 1.

1

function f : \ {0} \ {0}, where f (x) = .

x

1

n

, where f (n) =

1

n,

and the

R R

Remark. Let {an } be a sequence, where an = f (n). Consider f (x), f : . Then the behavior

of f (n) as n follows the behavior of f (x) as x . (But not the other way around.)

Theorem 1.1.1. Let {an }

n=1 , where an = f (n). Consider f (x), f :

), then lim f (n) = L (or ).

R R. If x

lim f (x) = L (or

Note. Usefulness of theorem: To compute lim f (n), we can use limit theorems for function

n

f : (thms from Math 36 and 37!)

R R

Example.

1. {3n 8}

n=1 is divergent.

lim 3n 8 =

2.

1

n n=1

converges to 0.

lim

3.

n

n+1

1

=0

n

converges to 1.

lim

n

=1

n+1

3

n + n2 + 2n + 1

1.

3n3 + n + 5

4

2. {n n2 }

1

3. ln

n1

n=2

1

4. tan1 n

n

n

2

5.

1 + 2n

n

n

6.

n+1

1

7.

n!

Theorem 1.1.2 (Squeeze Theorem for Sequences). Let {an }, {bn }, {cn } be sequences such that

an bn cn (for all value of n beyond some fixed index N ). If the sequences {an } and {cn }

converge to L, then {bn } also converges to L.

Example. Determine whether the following sequences converge or diverge. Assume the starting

index is 1, unless otherwise specified.

cos n

1.

n+1

sin n

2.

n

3n + sin n

3.

3 4n

Convergence of Alternating Sequences

If the signs of a sequence alternate from positive to negative, or vice-verse, we say that the sequence

is an alternating sequence.

Theorem 1.1.3. If lim |an | = 0, then lim an = 0.

n

Example. Use the theorem to show that the sequence

(1)n

2n

is convergent.

6 lim |an |, then lim an does not

n

n

n

exist. (That is, {an } is divergent.)

Example. Use the remark to show that the sequence (1)n+1 is divergent.

1.1.3

n=1 is said to be

N

2. decreasing if an an+1 for all n N

1. increasing if an an+1 for all n

3. monotonic if {an }

n=1 is either increasing or decreasing.

Question. Is it possible for a sequence to be both increasing and decreasing?

Remark. Two methods to show that a sequence {an } is monotonic:

1. Let f (n) = an . Consider f (n) as a function of

R. Find f 0(n).

decreasing: f 0 (n) 0 for all n [k, )

2. If the terms of {an } are all positive:

an+1

1 for all n I

an

an+1

decreasing:

1 for all n I

an

increasing:

Recall. n! = n (n 1) (n 2) ... 3 2 1

Example. Determine whether or not the following sequences are monotonic:

5n + 1

1.

2n

n!

2.

10

1

3.

(2n)!

4. (1)n+1

n

o

5. cos

n n=2

Definition 1.1.4. If {an }

n=1 is a sequence, then

1. l is a lower bound of the sequence if l an for all n

N.

N.

3. The sequence is bounded if it has both an upper bound and lower bound.

Example. Which among the sequences in the previous example are bounded?

Example. Which among the sequences in the previous examples are convergent by the theorem?

Question. True or False: A sequence that is not bounded monotonic is divergent.

Axiom (Completeness Axiom). Let S be a nonempty set S of real numbers. If S has an upperbound, then S has a smallest upper bound (called the least upper bound). If S has a lower

bound, then S has largest lower bound (called the greatest lower bound).

Remark. Let {an } be a bounded monotonic sequence.

1. increasing: glb = first term, lub = limit of the sequence

2. decreasing: lub = first term, glb = limit of the sequence

Example. Determine the glb and lub of the convergent sequences in the previous example.

1.1.4

Recall:

Definition 1.1.5 (Convergence of a Sequence). A sequence {an } is said to converge to the limit

L if given any > 0, there exists a number N such that:

If n is an integer and n > N , then |an L| < .

Remark. To show that {an } converges to L by definition:

1. Find a suitable N in terms of

2. Show that the given N satisfies the condition: If n > N , then |an L| < .

Tip:

1. Simplify |an L|

2. In the inequality |an L| < , solve for n in terms of . The the expression in terms of is

your candidate for N .

Example. Prove the following using the definition of convergence of a sequence:

1.

1

2.

2n1

n

5n

converges to 0.

converges to 25 .

1.2

1.2.1

Infinite Series

n=1 . Can we add the terms of the sequence?

Definition 1.2.1. Let {an }

n=1 be a sequence. The expression

an = a1 + a2 + a3 + ... + an + ...

n=1

is called a infinite series. The numbers a1 , a2 , ..., an , ... are called the terms of the infinite series.

The number n is the index of summation.

Again, the following text assumes that the lower index is 1, but the discussion is still true for other

lower indices.

Definition 1.2.2. Let

an be an infinite series.

n=1

1. sn =

n

X

k=1

2. {sn }

n=1 is called the sequence of partial sums of the series.

Definition 1.2.3 (Convergence and Sum of an Infinite Series). Let

let

{sn }nn=1

n=1

n=1

n=1

converges to a limit S. In this case, we say that the sum of the infinite series is S and write

an = S

n=1

If {sn }

n=1 diverges, then

an is said to be divergent.

n=1

Remark. By definition, an infinite series is convergent if its sequence of partial sums is convergent.

Otherwise, it is divergent.

Definition 1.2.4 (Geometric Series).

(a 6= 0)

n=0

(The first term of the series is a and each term is obtained by multiplying the previous term by the

ratio r of the series.)

Note.

8

2. a = first term and r =

an+1

an

series converges, then

X

n=0

n=0

a

.

ar =

1r

n

X

1

n

n=1

X

1

Theorem 1.2.2. The harmonic series

is divergent.

n

n=1

f (n) =

n=k

1.3

1.3.1

f (n 1) =

n=k+1

f (n + 1)

n=k1

Convergence Tests

The Divergence Test and Four Convergence Theorems

n

an diverges.

n

Remark.

1. The divergence test is one of the easiest way to show that a series is divergent!

P

2. lim an = 0 DOEST NOT imply that

an converges. If lim an = 0, then NO CONCLUn

n

P

SION can be made. That is,

an may converge or diverge.

Definition 1.3.1. An alternating series is a series whose terms form an alternating sequence.

(That is, the signs alternate from positive to negative.)

Theorem 1.3.2 (Four Convergence Theorems). Suppose

is a nonzero constant.

an and

P

P

P

P

P

P

1. If

an converges, then

can converges and

can = c an . If

an diverges, then

can

diverges.

P

P

P

P

2. Suppose

an and

bn both converge. Then (an + bn ) and (an bn ) both converge and

P

P

P

P

P

P

(an + bn ) = an + bn and (an bn ) = an bn

3. If either

an or

bn diverges, then

P

(an + bn ) diverges.

P

P

4. If

an and

bn differ only by a finite number of terms, then either both converge or both

diverge. (That is, convergence or divergence is unaffected by deleting a finite number of terms

from the series.)

Note. Bawal magdistribute ng infinite summation sign over addition.

1.3.2

Before using a convergence test, make sure that all assumptions are satisfied. However, the conditions stated in the assumption need to be true only for the tail end of the series. That is, you may

still use the test even if the assumptions do not hold for a finite number of terms at the beginning

of the series. (Yes, a googol is an incredibly large number. Nevertheless, it is still finite.)

Theorem 1.3.3 (Integral Test). Suppose

n=k

Consider f (x) as a function of a real variable. If f (x) is continuous, decreasing and positive for all

real x [k, ), then

f (x) dx is convergent.

k

n=k

(That is, the series converges if the the improper integral converges and diverges is the improper

integral diverges.)

Definition 1.3.2 (p-series or Hyperharmonic series).

X

1

np

(p > 0)

n=1

X

1

Theorem 1.3.4 (Convergence of p-series).

converges if p > 1 and diverges if 0 < p < 1.

np

n=1

P

P

Theorem 1.3.5 (Comparison Test). Let

an and

bn be infinite series of nonnegative terms

such that an bn for all n = 1, 2, ...

P

P

1. If

bn converges, then

an converges.

2. If

an diverges, then

bn diverges.

Remark.

1. Difficulty with comparison test: you have to make an intelligent guess as to whether

or not the series is convergent.

If your guess is convergent, try to find a greater convergent special series.

If your guess divergent, try to find a lesser divergent special series.

10

an and

an

= L > 0, then the two series either both converge or both diverge.

n bn

P

P

an

= 0 and

bn is convergent, then

an is convergent.

2. If lim

n bn

P

P

an

3. If lim

= and

bn is divergent, then

an is divergent.

n bn

1. If lim

Note. Put the nth TERM of the series you are testing in the numerator, and the nth TERM of

the special series you are comparing it to in the denominator.

SOME TIPS:

1. Limit comparison test: f (n) is a rational function or algebraic function

2. Integral test: f (n) is easy to integrate.

3. Comparison test: could work if f (n) involves sin, cos, ln or Arctan because:

1 sin n 1; 1 cos n 1

ln n n n

2 Arctan n

1.3.3

P

Theorem 1.3.7 (Alternating Series Test for Convergence). Let an be an alternating series. The

alternating series is convergent if both of the following conditions hold:

1. lim |an | = 0

n

Remark.

1. Please use this only for an alternating series. :)

2. If an alternating series does not satisfy the above conditions, you cannot conclude that the

alternating series is divergent. If the first condition is not satisfied, use the divergence test to

prove that the sequence is divergent.

1.4

Given

1.

|an |.

an be an infinite series.

11

|an | is convergent.

2.

an is convergent, but

|an | is divergent.

Theorem 1.4.1. If

an is convergent.

Problem: Draw a Venn diagram illustrating the relationship between the set of convergent series,

the set of absolutely convergent series, the set of conditionally convergent series and the set of

divergent series.

TESTS FOR ABSOLUTE CONVERGENCE

P

Theorem 1.4.2 (Root Test). Let

an be an infinite series.

p

1. If lim n |an | = L < 1, then the series is absolutely convergent.

n

2. If lim

p

n

3. If lim

p

n

p

n

|an | = , then the series is divergent.

TIP: The Root Test is useful when the index of summation is a power that can be extracted.

P

Theorem 1.4.3 (Ratio Test). Let

an be an infinite series for which each term is nonzero.

an+1

= L < 1, then the series is absolutely convergent.

1. If lim

n

an

an+1

an+1

= , then the series is divergent.

= L > 1 or lim

2. If lim

n

n

an

an

an+1

= 1, then no conclusion can be made.

3. If lim

n

an

TIP: The Ratio Test is useful when the series involves factorials, or the index of summation is a

power that cannot be extracted.

12

1.5

Thm (The Divergence Test). If lim an 6= 0, then the series

n

an diverges.

x

X

Thm (Integral Test). Suppose

an is a series with positive terms. Let f (n) = an . Consider f (x)

n=k

as a function of a real variable. If f (x) is continuous, decreasing and positive for all real x [k, ),

then

Z

Z

X

X

f (x) dx is convergent

f (x) dx is divergent

an is convergent;

an is divergent

k

n=k

n=k

Thm (Comparison Test). Let an and bn be infinite series of non-negative terms such that an bn

for all n = 1, 2, ...

P

P

(a) If

bn converges, then

an converges.

P

P

(b) If

an diverges, then

bn diverges.

X

X

Thm (Limit Comparison Test). Let

an and

bn be infinite series of positive terms.

an

= L > 0, then the two series either both converge or both diverge.

bn

X

X

an

= 0 and

bn is convergent, then

an is convergent.

(b) If lim

n bn

X

X

an

(c) If lim

= and

bn is divergent, then

an is divergent.

n bn

(a) If lim

P

Thm (Alternating Series Test for Convergence). Let

an be an alternating series. The alternating

series is convergent if both of the following conditions hold:

(a) lim |an | = 0

n

Note: If an AS does not satisfy the above conditions, you cannot conclude that the AS is divergent.

If the first condition is not satisfied, use the divergence test to prove that the sequence is divergent.

D. ABSOLUTE CONVERGENCE TESTS

P

Thm (Root Test). Let

an be an infinite series.

p

(a) If lim n |an | = L < 1, then the series is absolutely convergent.

n

p

p

(b) If lim n |an | = L > 1 or lim n |an | = , then the series is divergent.

n

n

p

n

(c) If lim

|an | = 1, then no conclusion can be made.

n

P

Thm (Ratio Test). Let

an be an infinite series for which each term is nonzero.

13

an+1

= L < 1, then the series is absolutely convergent.

(a) If lim

n

an

an+1

= L > 1 or lim an+1 = , then the series is divergent.

(b) If lim

n

n

an

an

an+1

= 1, then no conclusion can be made.

(c) If lim

n

an

TIPS:

1. Limit comparison test: f (n) is a rational function or algebraic function

2. Integral test: f (n) is easy to integrate.

3. Comparison test: could work if f (n) involves sin, cos, ln or Arctan because:

1 sin n 1; 1 cos n 1

ln n n n

2 Arctan n

4. The Root Test is useful when the index of summation is a power that can be extracted.

5. The Ratio Test is useful when the series involved factorials, or the index of summation is a power that

cannot be extracted.

SPECIAL SERIES:

1. Geometric series

2. Harmonic and alternating harmonic series

3. p-series

4. Constant series

P 1

P 1

5.

n! and

nn are convergent.

REMARKS:

1. If the instruction is to determine if convergent or divergent:

(a) Guess

(b) Determine the appropriate test to use. Set D Tests may be used because if the IS is absolutely

convergent, then the IS is convergent.

2. If the instruction is to determine if the series is absolutely convergent, conditionally convergent

or divergent:

X

(a) Test for absolutely convergence. Set B Tests may be used because

|an | is an IS of nonnegative

terms.

(b) If it is not absolutely convergent and you have not been able to conclude that it is divergent (via

ratio or root test), test for conditional convergence.

(c) If it is not conditionally convergent, prove that it is divergent.

3. NO CONCLUSION is NOT an acceptable final answer.

14

Chapter 2

Power Series

2.1

Power Series

. A power series in x a is a sum of

n=0 be a sequence and a

the form

c0 + c1 (x a) + c2 (x a)2 + ... + cn (x a)n + ...

Notation: For compactness, we a power series in x a as:

cn (x a)n

n=0

(Again, the lower index may be some other nonnegative integer k.)

Remark.

A power series is a function in x, so we can evaluate it as some x = x0 . If

we plug in x = x0 , we obtain an infinite series. (Note: Be careful about evaluating a power

X

series in x a at x = a. Evaluated at x = a,

cn (x a)n = c0 .)

n=0

Relevant question: For what values of x = x0 will we obtain a convergent infinite series?

(Note: A power series will always converge when x = a.)

Theorem 2.1.1. Let

n=0

2. The power series is convergent for all x

R. (Case 2)

3. There exists R > 0 such that the power series is absolutely convergent for all x such that

|x a| < R and divergent for all |x a| > R. (Case 3)

Remark.

1. The theorem states that the set of all values for which a power series in x a

converges is always an interval centered at a. Hence this set of values is called the interval

of convergence (IOC) of the power series.

2. The radius of the interval of convergence is called the radius of convergence (ROC) of the

power series.

15

(b) Case 2: ROC =

(c) Case 3: ROC = R

3. The series may or may not converge for x such that |x a| = R (or x a = R).

To find ROC and IOC:

1. Consider the case x 6= a. (We already know x = a is in the interval of convergence.)

2. Use ratio or root test. Simplication yields something of the form

lim |x a|f (n) = |x a| lim f (n)

n

n

n

i. ROC: R =

1

L

ii. IOC:

(1) The interval of convergence includes all x such that R < x a < R.

(2) Test for convergence at x a = R and x a = R (do not use ratio or root

test!)

(3) Get the union of (1) and (2) solve for x.

2.2

n=0

f (x) =

n=0

1.

n=0

3. The sum of the power series is f (x).

Remark. Not all functions have a power series representation!

16

You must know the power series representation for the following, which we shall derive in the

lecture:

1. f (x) =

1

, where |x| < 1

1x

2. f (x) = ex , where x

R

5. f (x) = cos x, where x R

4. f (x) = sin x, where x

power series in x a that has a nonzero radius of convergence R:

f (x) =

cn (x a)n

n=0

"

#

X

X

0

n

f (x) = Dx

cn (x a) =

Dx [cn (x a)n ]

n=0

n=0

power series in x a that has a nonzero radius of convergence R:

f (x) =

cn (x a)n

n=0

Z

f (x)dx =

Z "X

#

n

cn (x a)

dx =

n=0

2.3

Z

X

cn (x a) dx + C

n=0

Definition 2.3.1. If f is a function for which f (n) (a) exists for all n

for f about x = a is

X

f (n) (a)

n=0

n!

f 00 (a)

(x a)2 + ...

2!

X

f (n) (0)

n=0

n!

xn = f (0) + f 0 (0)x +

17

f 00 (0) 2

x + ...

2!

Remark.

1. A function f (x) for which f (n) (x) exists for all n

function.

3. Note that both the Maclaurin and Taylor Series for f about x = a are power series in x a.

Remark.

1. All infinitely differentiable functions have a Taylor Series about x = a.

2. Not all infinitely differentiable functions have a power series representation.

3. Thus, the Taylor Series of f about x = a is NOT ALWAYS a power series representation for

f . That is, generally,

X

f (n) (a)

f (x) 6=

(x a)n

n!

n=0

4. However, if a function has a power series representation in x a [in x], then that power series

representation must be the same as its Taylor Series [Maclaurin Series]. (Did you get that?)

2.4

Definition 2.4.1. If f can be differentiated n times at a, then we define the nth Taylor Polynomial for f about x = a to be

pn (x) =

n

X

f (k) (a)

k!

k=0

(x a)k

pn (x) =

n

X

f (k) (0)

k=0

k!

xk

Approximation using Taylor Polynomials

Suppose f can be differentiated n times at a. Let pn (x) be its nth Taylor polynomial. If x0 is very

close to a, then f (x0 ) pn (x0 ). Note the following:

1. The higher the degree of the Taylor polynomial, the better the approximation.

2. The closer x0 is to a, the better the approximation.

For your information only (that is, this will not come out in the exam):

If lim f (x) pn (x) = 0, then the Taylor series of f is a PSR for f , or f (x) =

n

X

f (n) (a)

n=0

18

n!

(x a)n .

Chapter 3

More Variables

3.1

R R R

Recall:

= 2 = {(x, y) | x

and y }. Geometrically,

dimensional Euclidean space, or simply, Euclidean 2-space.

Definition 3.1.1. A function of two variables f (x, y) is a rule that assigns a unique real number

to each point (x, y) in some subset D of 2 .

Remark.

The set D is called the domain of f , which we denote by dom f . If no set D is specified, as

is usually the case in this course, we assume that the domain of f is the largest subset of 2

containing all points (x, y) for which f (x, y) is defined. This largest subset is referred to as

the natural domain of f .

The set of all possible values of f (x, y) is called the range of f and is denoted by ran f .

The graph of f (x, y) is the surface in

f (x, y).

R3 .

call C the trace of on the plane .

Let C be the curve of intersection of and . We

all points of S orthogonally on the xy-plane. We denote the projection of S on xy-plane by

Projxy (S).

Suppose is the graph of f . Geometrically, the domain of f is Projxy ()

Let f (x, y) be a function of two variables with graph given by z = f (x, y). Let Ck be the curve

of intersection of the plane z = k and the graph of f (x, y). The level curve of height k is

19

Projxy (Ck ). A set of level curves for various values of k is called a contour map of f . We get an

idea about the graph of f from its contour map. For example, the steepness of its graph can be

gleaned from the contour map.

Remark. All the above notions can be extended to functions of 3 or more variables. In particular,

we are also interested in functions of 3 variables.

3.2

Limits

Let f (x, y) be a function of two variables. Let C be a smooth curve on the xy-plane with equation

y = g(x) whose points are in the domain of f . Let (x0 , y0 ) be a point on C. The limit of f (x, y)

as (x, y) approaches the point (x0 , y0 ) along the curve C is:

lim

xx0

(x,y)(x0 ,y0 )

lim

yy0

(x,y)(x0 ,y0 )

Recall: For functions of one variable, we have the concept of one-sided limits. There are only two

types since there are only two ways of approaching x0 : from the left and from the right. Since the

limit is the unique value that the y-values approach as the x-values approach x0 from both sides,

the limit of the function exists if the two one-sided limits are equal.

In the case of functions of two variables, the point (x, y) may approach (x0 , y0 ) via an infinite

number of paths. Intuitively, the limit of f (x, y) as (x, y) approaches (x0 , y0 ) is the unique value

that f (x, y) approaches as (x, y) approaches (x0 , y0 ) via all these possible paths! This makes the

computation of limits of functions of two variables much more complex. Thus, we restrict our

computation of limits to very simple types of functions: polynomial and rational functions.

Theorem 3.2.1.

1.

lim

c=c

(x,y)(x0 ,y0 )

lim

(x,y)(x0 ,y0 )

lim

(x,y)(x0 ,y0 )

then

1.

lim

f (x, y) g(x, y) = L M

(x,y)(x0 ,y0 )

20

f (x, y) = f (x0 , y0 )

f (x, y) = L and

lim

(x,y)(x0 ,y0 )

g(x, y) = M ,

2. If c

R, then (x,y)(x

lim

cf (x, y) = c L.

,y )

0

3.

lim

f (x, y) g(x, y) = L M .

(x,y)(x0 ,y0 )

4. If M 6= 0, then

f (x, y)

L

=

.

M

(x,y)(x0 ,y0 ) g(x, y)

lim

f (x, y)

is a rational function

g(x, y)

lim

h(x, y) =

(x,y)(x0 ,y0 )

f (x0 , y0 )

g(x0 , y0 )

Remark. Let f (x, y) be a function of two variables and let C1 and C2 be different paths in the

domain of f containing the point (x0 , y0 ). If the limits of f (x, y) as (x, y) approaches the point

(x0 , y0 ) along the curves C1 and C2 are not equal, then the limit of f (x, y) as (x, y) approaches the

point (x0 , y0 ) does not exist.

Note. Let P and Q be points in 2- or 3-space. We denote the distance d between P and Q by

d = ||P Q||.

p

1. 2-space: d = ||P Q|| = (x1 x2 )2 + (y1 y2 )2

p

2. 3-space: d = ||P Q|| = (x1 x2 )2 + (y1 y2 )2 + (z1 z2 )2

Definition 3.2.1. If P

is

B(P, r) = {Q

Definition 3.2.2. Let P 2 and let f be a function in 2 variables defined on some open ball

B(P, r) centered at P , except possibly at P . Then

lim

(x,y)(x0 ,y0 )

f (x, y) = f (x0 , y0 )

p

For every > 0, there exists > 0 such that if (x x0 )2 + (y y0 )2 < , then |f (x, y) L| < .

21

3.3

Continuity

lim

f (x, y) =

(x,y)(x0 ,y0 )

f (x0 , y0 ).

Types of Discontinuities

1. Removable: limit exists, but is not equal to the function value

2. Essential: limit does not exist

Definition 3.3.2. A function of 2 variables that is continuous at every point (x, y) is said to be

continuous everywhere, or simply continuous.

Theorem 3.3.1 (Continuity Theorems).

1. A polynomial function is continuous everywhere.

2. A rational function is continuous at every point in its domain.

3. A sum, difference, product, quotient (except where the denominator is 0) or composition of

continuous functions are continuous.

Theorem 3.3.2. If

lim

(f g)(x, y) = f

lim

g(x, y) = f (b)

(x,y)(x0 ,y0 )

b, then

lim

(x,y)(x0 ,y0 )

3.4

(x,y)(x0 ,y0 )

Partial Derivatives

1. The partial derivative of f with respect to x is

f (x + h, y) f (x, y)

h0

h

fx (x, y) = lim

f (x, y + h) f (x, y)

h0

h

fy (x, y) = lim

Other notations:

f f

,

x y

If z = f (x, y):

z z

,

x y

22

fx (x0 , y0 ) = lim

xx0

f (x, y0 ) f (x0 , y0 )

x x0

f (x0 , y) f (x0 , y0 )

h0

h

fy (x0 , y0 ) = lim

Remark.

Use definition 3.4.1 if you wish to get the partial derivatives of f (functions)

Use definition 3.4.2 if you wish to get the partial derivative at particular point (value)

Remark. Computation of Partial Derivatives:

1. To get fx (x, y), treat y as a constant and get the derivative of f wrt x.

2. To get fy (x, y), treat x as a constant and get the derivative of f wrt y.

Remark. Geometric Interpretation of Partial Derivatives:

fx (x0 , y0 ) gives the slope of the surface in the direction of the positive x-axis.

fy (x0 , y0 ) gives the slope of the surface in the direction of the positive y-axis.

Remark. Partial Derivatives as Rate of Change:

f

give the instantaneous rate of change in f per unit change in x as y is held constant

x

f

give the instantaneous rate of change in f per unit change in y as x is held constant

y

Partial derivatives are also functions of two variables. Thus, it would be possible to also get their

partial derivatives. This gives rise to 2nd-order partial derivatives. There are four types:

2f

f

1.

=

= fxx

x2

x x

f

2f

2.

=

= fyy

y 2

y y

f

2f

3.

=

= (fx )y = fxy

yx

y x

2f

f

4.

=

= (fy )x = fyx

xy

x y

Note: Take note of the order of integration for types 3 and 4 using the two different notations!

Remark. Likewise, we can get the higher order partial derivatives of order 3, 4 and so on.

23

Implicit Differentiation

Let z be a function in x and y defined implicitly by the equation F (x, y, z) = C, where C

Implicit differentiation allows us to get the partial derivatives of z with respect to x and y.

R.

Type 1: z = f (x, y), x = x(t), y = y(t)

Theorem 3.4.1. If x(t) and y(t) are differentiable at t and z = f (x, y) is differentiable at (x(t), y(t),

then

dz

z dx z dy

=

dt

x dt

y dt

Note: For Type 1, note that z = f (x, y) = f (x(t), y(t)) is a function of a single variable t. Thus,

dz

we call

the total derivative of z with respect to t (as opposed to partial derivatives).

dt

Type 2: z = f (x, y) and x = x(u, v), y = y(u, v)

Theorem 3.4.2. If x = x(u, v) and y = y(u, v) have first order partial derivatives at (u, v) and if

f (x, y) is differentiable at (x, (u, v), y(u, v)), then:

z x z y

z

=

u

x u y u

and

3.5

z

z x z y

=

v

x v

y v

following conditions are satisfied:

1. fx (x0 , y0 ) and fy (x0 , y0 ) exist, and

2.

lim

(x,y)(x0 ,y0 )

f (x, y) L(x, y)

p

= 0, where

(x x0 )2 + (y y0 )2

L(x, y) = f (x0 , y0 ) + fx (x0 , y0 )(x x0 ) + fy (x0 , y0 )(y y0 )

Remark. Properties of a function f that is differentiable at (x0 , y0 ):

1. The graph of f has a non-vertical tangent plane at (x0 , y0 , f (x0 , y0 )).

2. L(x, y) approximates f (x, y) when (x, y) is very close to (x0 , y0 ).

3. f is continuous at (x0 , y0 ).

24

Theorem 3.5.2. If all first-order partial derivatives of f exist and are continuous at a point, then

f is differentiable at that point.

Definition 3.5.2. If z = f (x, y) is differentiable at (x0 , y0 ), then the total differential of z at

(x0 , y0 ) is given by

dz = fx (x0 , y0 )dx + fy (xo , y0 )dy

Remark. z dz

Note: Again, we can extend the above notions to functions of three or more variables.

3.6

3.6.1

Relative Extrema of a Function

Definition 3.6.1. Given a function of two variables f (x, y) and a point (x0 , y0 ) on the xy-plane:

1. f is said to have a relative maximum at (x0 , y0 ) if there exists an open ball B on the

xy-plane centered at (x0 , y0 ) such that f (x0 , y0 ) f (x, y) for every (x, y) B

2. f is said to have a relative maximum at (x0 , y0 ) if there exists an open ball B on the

xy-plane centered at (x0 , y0 ) such that f (x0 , y0 ) f (x, y) for every (x, y) B

3. f is said to have a relative extremum at (x0 , y0 ) if either f has a relative maximum or a

relative minimum at (x0 , y0 ).

Remark. Suppose f has a relative minimum [maximum, extremum] at P .

1. The value f (x0 , y0 ) is said to be a relative minimum [maximum, extremum] value of f .

2. The point (x0 , y0 , f (x0 , y0 )) is called a relative minimum [maximum, extremum] point of f .

3. Graphically, the graph of z = f (x, y) has peaks and trenches at relative maximum and relative

minimum points, respectively.

4. It is relative or local because the point is highest or lowest relative to its very close

neighbors.

5. Note that a function may have several relative extrema.

Definition 3.6.2. The point (x0 , y0 ) is a critical point of the function f (x, y) if (x0 , y0 ) dom f

and either

1. fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0 (Type 1), or

2. fx (x0 , y0 ) or fy (x0 , y0 ) does not exist (Type 2)

25

Theorem 3.6.1. If the function f (x, y) has a relative extremum at (x0, y0 ) and fx (x0 , y0 ) and

fy (x0 , y0 ) exist, then fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0.

Remark.

1. The theorem tells us that if f (x, y) has a relative extrema at (x0 , y0 ) and the partial derivatives

of f exist at that point, then (x0 , y0 ) must be a Type 1 critical point.

2. As a consequence, if f is differentiable at all points in its domain, then the candidates for

points where relative extrema occur come from the critical points of f . (Naturally, these are

all Type 1 critical points)

3. In addition, if the graph of f has a tangent plane at a relative extreme point, then it must

be horizontal.

4. The converse of the theorem is NOT true. It is not true that if (x0 , y0 ) is a critical point of

f , then f has a relative extrema at (x0 , y0 ).

Definition 3.6.3. A point (x0 , y0 , z0 ) is said to be a saddle point of a surface if there exist

two vertical planes such that the trace of in one plane has a relative maximum at (x0 , y0 ) and

the trace of in the other plane has a relative minimum at (x0 , y0 ).

Theorem 3.6.2 (Second Derivative Test for Relative Extrema). Suppose that the first and second order partial derivatives of a differentiable function f (x, y) is continuous on some open ball

B ((x0 , y0 ), r) and fx (x0 , y0 ) = fy (x0 , y0 ) = 0. Let

D = fxx (x0 , y0 )fyy (x0 , y0 ) [fxy (x0 , y0 )]2 .

1. If D > 0 and

(a) fxx (x0 , y0 ) > 0, then f (x, y) has a relative minimum at (x0 , y0 ).

(b) fxx (x0 , y0 ) < 0, then f (x, y) has a relative maximum at (x0 , y0 ).

2. If D < 0, then f (x, y) has a saddle point at (x0 , y0 ).

3. If D = 0, then no conclusion can be made.

Remark. One way to remember the formula for D:

The Jacobian of f is the matrix of partial derivatives of f

"

#

fxx fxy

fyx fyy

D is the determinant of the Jacobian of f .

26

3.6.2

Definition 3.6.4. Let f be a function of two variables x and y. Let R be a region on the xy-plane

and (x0 , y0 ) a point in R.

1. f is said to have an absolute maximum on R at (x0 , y0 ) if f (x0 , y0 ) f (x, y) for every

(x, y) R.

2. f is said to have an absolute minimum on R at (x0 , y0 ) if f (x0 , y0 ) f (x, y) for every

(x, y) R.

3. f is said to have an absolute extremum on R at (x0 , y0 ) if either f has an absolute

maximum value or absolute minimum value on R at (x0 , y0 ).

Remark. Suppose that f has an absolute maximum [minimum, extremum] at (x0 , y0 ).

1. We say f (x0 , y0 ) is the absolute maximum [minimum, extremum] value of f on R.

2. What is the difference between a relative extremum and an absolute extremum?

Definition 3.6.5. Let R be a region on the xy-plane

1. R is bounded if it can be contained in some rectangle.

2. R closed if R contains its boundary.

Theorem 3.6.3 (Extreme Value Theorem). If f (x, y) is continuous on a closed and bounded set

R, then f has both an absolute maximum and an absolute minimum on R.

Remark. If f and R satisfy the conditions of EVT, the absolute extrema occur at (1) critical

points inside R, or (2) points on the boundary of R

PROCEDURE: Finding Absolute Extrema on a Region R satisfying EVT

1. Find the critical numbers of f (x, y) in R. Evaluate f (x, y) at the critical numbers.

2. Evaluate f (x, y) at the vertices of R (if any).

3. Convert f (x, y) to a function of one variable g (x) or g (y) on the boundaries of R. Find the

critical numbers of g and evaluate f (x, y) at these numbers. (Recall: For a function of one

variable, the critical numbers are points for which the derivative of g is 0 or does not exist.)

4. Compare the values obtained.

Remark. Let f be a function of two variables and R = {(x, y) | x > 0 and y > 0}. Suppose f is

continuous on R and (x0 , y0 ) is the only critical point of f .

1. If f (x, y) is very large when either x or y are very close to zero or very large, then f has an

absolute minimum at (x0 , y0 ).

27

2. If f (x, y) is very negative when either x or y are very close to zero or very large, then f

has an absolute maximum at (x0 , y0 ).

Examples:

1. A manufacturer wishes to make an open rectangular box with volume 500 cm3 using the least

possible amount of material. Find the dimensions of the box.

2. The cost of materials for a rectangular box 16 cm3 in volume is one peso per square inch for

the sides and two pesos per square inch for the top and bottom. Determine the dimensions

of the box so that the cost is minimum.

28

Chapter 4

Applications

4.1

Recall that the partial derivatives fx (x, y) and fy (x, y) measure the rate at which f is changing in

the direction of the positive x-axis and positive y-axis, respectively. What if we wish to measure

the rate of change in another direction?

Definition 4.1.1. Given f (x, y) and a unit vector ~u = u1i + u2 j, the directional derivative of

f in the direction of ~u is

D~u f (x, y) = lim

xa

f (x + u1 h, y + u2 h) f (x, y)

h

Example.

Given f (x, y) = x2 + y 2 . Find the directional derivative of f in the direction of

~u = 22 i + 22 j.

Remark.

1. D~u (x0 , y0 ) gives the rate at which f is changing in the direction of ~u at (x0 , y0 ).

2. Note that if ~u = i, then D~u (x, y) = fx (x, y). Similarly, if ~u = j, then D~u (x, y) = fy (x, y).

3. Geometrically, D~u (x0 , y0 ) is the slope of the surface z = f (x, y) in the direction of ~u at the

point (x0 , y0 , f (x0 , y0 )).

Example. Consider the previous example. Find the rate at which f is changing in the direction

of ~u at the origin.

the directional derivaDefinition 4.1.2. Given f (x, y, z) and a unit vector ~u = u1i + u2 j + u3 k,

tive in the direction of ~u is

f (x + u1 h, y + u2 h, z + u3 h) f (x, y, z)

D~u f (x, y, z) = lim

xa

h

provided this limit exists.

29

Definition 4.1.3.

~ (x, y) = fx (x, y) i + fy (x, y) j.

1. Given f (x, y), the gradient of f is f

2. Given f (x, y, z), the gradient of f is f

Example. f (x, y) = x3 xy 2 . (a) Find the gradient of f . (b) Find the gradient at the point

(1,-1).

Remark.

~ is sometimes considered the derivative of f .

1. f

~ is a function whose input is a point and whose output is a vector. The

2. Note that f

gradient is an example of what is called a vector-valued function. So far we have been

studying scalar-valued functions.We sometimes refer to vector-valued functions as vector

fields because they have many applications in physics. For instance, velocity fields and force

fields are vector-valued functions.

Theorem 4.1.1. Let f be a function of two or three variables and let ~u be a unit vector. Then

~ (x, y) ~u

D~u f (x, y) = f

Note: If the given vector is not a unit vector, normalize it first.

Example.

1. Compute the directional derivative of the previous example using the theorem.

2. Find the directional derivative of f (x, y, z) = x2 yz 3 + z in the direction of h2, 1, 2i.

3. Find the directional derivative of f (x, y) = exy at (2, 0) in the direction of the vector that

makes an angle of 3 with the positive x-axis.

4. Given a metal plate, the temperature at the point (x, y) is given by the function T (x, y) =

x2 xy +y 2 . What is the rate at which the temperature is changing in the south east direction

at the point (1, 1)?

4.2

Problem: At the point (x0 , y0 ), in which direction will f increase or decrease most rapidly?

~ (x0 , y0 ) 6= ~0.

Theorem 4.2.1. Given f (x, y) such that f is differentiable at (x0 , y0 ) and f

~ (x0 , y0 ). We say that f

~ (x0 , y0 )

1. At (x0 , y0 ), f will increase most rapidly in the direction of f

points in the direction of
steepest
ascent. Moreover, the rate of change of f in this

~

direction is D~u f (x0 , y0 ) =
f

(x0 , y0 )

30

2. At (x0 , y0 ), f will decrease most rapidly in the direction of f

~ (x0 , y0 ) points in the direction of steepest descent. Moreover, the rate of change in

f

~

f in the direction is D~u f (x0 , y0 ) = f

(x0 , y0 )

Example.

1. Suppose a bug is located on the hyperbolic paraboloid z = y 2 x2 at the point

(1, 1, 0). In which direction should it move for the steepest climb and what is the slope as it

starts out?

2. If the temperature is given by f (x, y, z) = 3x2 5y 2 + 2z 2 are you are located at the point

1 1 1

3 , 5 , 2 and you want to get cool ASAP, in which direction should you set out? What is the

rate of change in temperature in this direction?

Exercises.

1. Use the definition of the directional derivative to find D~u f for f (x, y) = x2 y 2 in the

direction of 35 , 54 .

2. Find the directional derivative of f (x, y, z) = x3 y yz 3 + z in the direction of h2, 1 2i.

3. In what direction should one initially travel, starting from the origin, to obtain the most rapid

rate of increase in the function f (x, y) = (3 x + y)2 + (4x y + 2)3 ?

4.3

Given a vector function F~ (x, y) = P (x, y)i + Q(x, y)j, the scalar functions P (x, y) and Q(x, y) are

called the components of F~ (x, y).

Definition 4.3.1. A vector function (or more appropriately, a vector field) F is said to be a

conservative vector field if it is the gradient of some scalar function f . That is, there exists a

scalar function f such that

~ = F~

f

The function f is called a potential function for F~ .

Note that not all vector fields are are conservative. What condition guarantees that a given vector

field is a conservative?

Theorem 4.3.1.

1. Suppose that F~ (x, y) = P (x, y)i + Q(x, y)j is a vector field on 2 and whose components

have continuous first-order partial derivatives. Then F~ (x, y) is a conservative vector field on

2 if and only if P = Q .

y

x

2. Suppose that F~ (x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y.z)k is a vector field on 3 whose

components have continuous first-order partial derivatives. Then F~ is a conservative vector

field on 3 if and only if the following hold

Py = Qx

Pz = Rx

31

Qz = Ry

Example. Determine if the following vector fields are conservative. If it is conservative, find all

potential functions.

~ (x, y) = (ey 2xy) i + xey x2 j

1. f

~ (x, y) = (2x + ln y) i + y 2 + x j

2. f

y

3. F~ (x, y) = 2xy + 1, x2 + 2yz, y 2 2

4. F~ (x, y, z) = ex sin z + 2yz, 2xz + 2y, ex cos z + 2xy + 3z 2

If F~ is a conservative force field, then total energy is conserved as F~ moves a particle along a curve

in space. Moreover, its potential function f is related to the potential energy of F~ .

Exercises. Determine whether or not the following vector fields are conservative. If the vector

field is conservative, find all potential functions.

~ (x, y) = (2x 3y) i + 3x + 12y 2 ~j.

1. f

2. F~ (x, y) = 6x2 y 2 14xy + 3, 4x3 y 7x2 8

3. F~ (x, y) = h3y, 2xi

4. F~ (x, y) = 2xy + 1, x2 + 2yz, y 2 2

5. F~ (x, y, z) = hy cos xy, x cos xy, sin zi

4.4

4.4.1

1. 2-space:

x = f (t)

y = g(t)

tD

2. 3-space:

x = f (t)

where D

domain.

y = g(t)

z = h(t)

tD

R. The variable t is called the parameter and the set D is called the parametric

The graph of a given set of parametric equations is a curve containing all points in the set:

1. 2-space: {(f (t), g(t)) | t D}

2. 3-space: {(f (t), g(t), h(t)) | t D}

Recall: Given a line in 3-space:

32

2. vector parallel to the line: ha, b, ci

Parametric equations of the line:

x = at + x0

y = bt + y0

z = ct + z0

x = f (t)

y = g(t)

z = h(t)

tD

Let t0 D. Then P = (f (t0 ), g(t0 ), h(t0 )) is a point on C. Moreover, a vector parallel to the line

tangent to the curve at P is hf 0 (t0 ), g 0 (t0 ), h0 (t0 )i. This vector is called a tangent vector to C at

P.

The parameter t may represent some entity such as the polar angle of a point, or the arc length of a

curve, or one of the independent variables. In many applications, the parameter t represents time.

In this case, the parametric equations give the position of a particle at time t, and are hence called

parametric equations of motion of the particle. The curve that is traced out as the parameter

t increases gives the trajectory of the particle. Moreover, the vector hf 0 (t), g 0 (t), h0 (t)i gives the

velocity of the particle at time t.

4.4.2

Recall: If is the graph of z = f (x, y), then an equation of the tangent plane to at the point

(x0 , y0 , f (x0 , y0 )) is z = L(x, y).

Now suppose that is some surface in 3-space which is not necessarily the graph of a function in

2 variables. What is an equation of the tangent plane to at a point on ?

1. point on the plane: (x0 , y0 , z0 )

2. normal vector to the plane: ha, b, ci

Equation of the plane:

a(x x0 ) + b(y y0 ) + c(z z0 ) = 0

Definition 4.4.1. Let be a surface in 3-space with equation F (x, y, z) = 0. Suppose P =

(x0 , y0 , z0 ) is a point on .

~ (x0 , y0 , z0 ) as normal vector

1. The tangent plane to at P is the plane through P with F

~ (x0 , y0 , z0 ) as parallel vector

2. The normal line to at P is the line through P with F

33

Remark. A normal vector of the tangent plane to at P is orthogonal to the tangent vector of

every curve on passing through P .

Remark. Suppose that 1 : F (x, y, z) = 0 and 2 : G(x, y, z) = 0 are surfaces in 3-space. Let

~ (x0 , y0 , z0 )

P = (x0 , y0 , z0 ) be a point on the curve of intersection C of 1 and 2 . Then F

~

G(x

0 , y0 , z0 ) is a tangent vector of C at P .

Definition 4.4.2. Let P be a point on two surfaces 1 and 2 . The surfaces 1 and 2 are said to

be tangent at a point if they have the same tangent plane at P .

4.5

Problem: Optimize the function f (x, y) subject to the constraint g(x, y) = 0.

Geometrically, this means that we want to find a point on the curve g(x, y) = 0 on the xy-plane

for which f (x, y) is maximum or minimum.

Theorem 4.5.1. Suppose f and g are functions of two variables with continuous first-order partial

derivatives. Suppose f has a relative extremum at a point (x0 , y0 ) on the constraint curve g(x, y) = 0

~

and g(x

0. Then there exists a constant such that

0 , y0 ) 6= ~

~ (x0 , y0 ) = g(x

~

f

0 , y0 )

Remark.

1. This means that the relative extrema of f on the constraint curve g(x, y) = 0 occur at points

~ (x0 , y0 ) and g(x

~

(x0 , y0 ) for which the gradient vectors f

0 , y0 ) are parallel.

2. The constant is called a Lagrange Multiplier.

3. If f (x, y) has an absolute maximum and minimum on the constraint curve g(x, y) = 0, then

these occur at the relative maximum and minimum of f (x, y) on g(x, y) = 0, or at the end

points of the constraint curve.

Steps to find absolute extrema:

1. Solve the system of equations

(

~ (x, y) = g(x,

~

f

y)

g(x, y) = 0

3. Identify the minimum and maximum values.

34

Problem: Optimize the function f (x, y, z) subject to the constraint g (x, y, z) = 0.

Theorem 4.5.2. Suppose f and g are functions of three variables with continuous first-order

partial derivatives. If f has a relative extremum at a point (x0 , y0 , z0 ) subject to the constraint

~ (x0 , y0 , z0 ) 6= ~0, then there exists a constant such that

g (x, y, z) = 0 and g

~ (x0 , y0 , z0 ) = g

~ (x0 , y0 , z0 )

f

Exercises.

1. Find a point on the surface z = 8 3x2 2y 2 at which the tangent plane is perpendicular to

the line x = 2 3t, y = 7 + 8t, z = 5 t.

2. Find an equation of the tangent plane and normal line to z = e3y sin 3x at

35

6 , 0, 1

Chapter 5

5.1

Double Integrals

The Volume Problem: Suppose f (x, y) is continuous and nonnegative on a region R in the

xy-plane. Find the volume of the solid bounded above by the surface z = f (x, y) and below by the

region R on the xy-plane.

n

X

V = lim

f (x , y )Ak

n

k=1

Definition 5.1.1. Let f (x, y) be a function of two variables and R a region on the xy-plane. The

double integral of f (x, y) over R is

ZZ

n

X

f (x, y) dA = lim

f (xk , yk ) Ak

n

ZZ

ZZ

1.

cf (x, y) dA = c

f (x, y) dA, where c

R

ZZ

ZZ

[f (x, y) g(x, y)] dA =

2.

k=1

ZZ

f (x, y) dA

g(x, y) dA

R

3. If R is the union of two regions R1 and R2 such that R1 and R2 intersect only at their

boundaries (if at all), then

ZZ

ZZ

ZZ

f (x, y) dA =

f (x, y) dA +

f (x, y) dA

R

R1

R2

To evaluate double integrals, we shall convert them to what are called iterated integrals. In the

previous chapter, we applied partial integration (the reverse of partial differentiation) to obtain

potential functions of conservative vector functions. Integrals of the form

Z b

Z d

f (x, y) dx and

f (x, y) dy

a

36

are called partial definite integrals with respect to x and y, respectively. (Why definite?)

An iterated integral is a combination of two or more partial definite integrals. We evaluate iterated integrals by repeating the integration process several times, hence, the term iterated integrals.

In this chapter, we only deal with iterated integrals of the form

!

Z Z

Z

Z

b

g2 (x)

g2 (x)

f (x, y) dy dx =

a

g1 (x)

f (x, y) dy dx

a

g1 (x)

and

Z

d Z h2 (y)

f (x, y) dx dy

f (x, y) dx dy =

c

h1 (y)

h2 (y)

h1 (y)

If R is the rectangular region on the xy-plane bounded by the lines x = a, x = b, y = c and y = d,

then R = {(x, y) | a x b and c y d}

Theorem 5.1.1. Given the rectangular region R = {(x, y) | a x b and c y d} and f (x, y)

continuous on R,

ZZ

Z b Z g2 (x)

f (x, y) dA =

f (x, y) dy dx

a

g1 (x)

1. Type 1 Region R: lower boundary is the curve y = g1 (x), upper boundary is the curve

y = g2 (x), a is the smallest x-coordinate in R, and b is the largest x-coordinate in R

R:

g1 (x) y g2 (x)

axb

2. Type 2 Region R: left boundary is the curve x = h1 (y), right boundary is the curve x = h2 (y),

c is the smallest y-coordinate in R, and d is the largest y-coordinate in R

R:

h1 (y) x h2 (y)

cyd

1. If R is a Type 1 Region given by:

g1 (x) y g2 (x)

, then

axb

Z bZ

ZZ

g2 (x)

f (x, y) dA =

f (x, y) dy dx

a

37

g1 (x)

h1 (y) x h2 (y)

, then

cyd

ZZ

d Z h2 (y)

f (x, y) dA =

f (x, y) dx dy

c

h1 (y)

Note: Sometimes it is difficult (or even impossible) to evaluate iterated integrals in a given order

of integration. However, reversing the order of integration may allow us to evaluate the iterated

integral. If you wish to reverse the order of integration, you must change the description of region

to the appropriate type. You do not reverse the order of integration by changing

Z

d Z h2 (y)

Z

f (x, y) dx dy

h2 (y) Z d

f (x, y) dy dx

to

h1 (y)

h1 (y)

(No, sadly, it is not that simple.) Remember that the outer limits of integration must be constants,

so the second integral makes no sense.

5.2

Volumes of Solids

Let G be a solid bounded below by the surface z = f1 (x, y), and above by the surface z = f2 (x, y).

Let R = Projxy (G). Then

ZZ

VG =

[f2 (x, y) f1 (x, y)] dA

R

In the special case that the base of the solid is a region R on the xy-plane and the upper surface

is z = f (x, y), then

ZZ

VG =

f (x, y) dA

R

Example.

1. Set up the iterated integral that gives the volume of the solid in the first octant enclosed by

the coordinate planes and the plane 3x + 2y + 4z = 12

2. Set up an iterated integral to find the volume of the solid bounded by z = 9 x2 3y 2 and

the xy-plane.

3. Set up the iterated integral that gives the volume of the solid in the first octant bounded by

x2 + y 2 = 4 and x2 + z 2 = 4.

38

If R is a region in the xy-plane, then the area of the region is given by

ZZ

dA

AR =

R

N.B. Geometrically:

b

Z

dx = b a gives the length of the interval of integration.

dx =

[a,b]

ZZ

dA gives the area of the region of integration.

R

Example. Find the area of the region bounded by y = sin x and y = cos x from x =

5.3

and x = .

Assign O to be the pole (origin) in the polar coordinate system. A point P in 2-space has polar

coordinates (r, ):

|r| = |OP |

If r > 0, is the angle OP makes with the polar axis.

If r < 0, is the angle the extension of OP makes with the polar axis. Equivalently, + is

the angle OP makes with the polar axis.

Remark. Note that a point P in 2-space has infinitely many polar coordinates. In particular, the

pole is given by (0, ), where is any value.

Conversion:

1. (r, ) (x, y)

x = r cos

y = r sin

r 2 = x2 + y 2

2. (x, y) (r, )

r=

If x 6= 0: tan =

y

x

p

x2 + y 2

If x = 0 and y > 0: =

If x = 0 and y < 0: =

3

2

1. = c, where c 6= 0: line making an angle of with the polar axis

39

3. r = b sin : circle tangent to the horizontal axis at (0, 0) of diameter |b|, 0 gives one

revolution of the circle

4. r = a sin : circle tangent to the vertical axis at (0, 0) of diameter |a|, 2

revolution of the circle

gives one

A simple polar region in a polar coordinate system is a region that is enclosed between two rays

= and = , and two continuous polar curves, r = g1 () and r = g2 (), such that

0 g1 () g2 ()

R:

g1 () r g2 ()

radial boundaries of R: = and = (going in the counterclockwise direction)

inner boundary of R: r = g1 (), outer boundary of R: r = g2 ()

Theorem 5.3.1. If R is a simple polar region and f (r, ) is a function in r and that is continuous

on R, then

ZZ

Z Z g2 ()

f (r, ) dA =

f (r, )r dr d

R

g1 ()

Remark.

In Cartesian or rectangular coordinates: dA dx dy or dy dx

In polar coordinates: dA r dr d

Example.

ZZ

1. Evaluate

cos dA, where R is the region bounded by r = sin in the first quadrant.

R

2. Set up and iterated integral to find the area of the region inside the circle r = 4 sin and

outside the circle r = 2.

3. Set up an iterated integral to find the volume of the solid bounded by z = 9 x2 3y 2 and

the xy-plane.

4. Derive the volume of a sphere using double integration in polar coordinates.

Z 2 Z 4y2

1

p

5. Evaluate

dx dy

1 + x2 + y 2

0

y

40

1. A boundary of R is a circle centered at the origin, or a circle tangent to one of the axes.

2. The expression x2 + y 2 appears in the integrand.

Caveat: Use symmetry only for geometric problems like area and volume. Do not use symmetry

for general integration problems unless you are really, really sure that symmetry works! Also, even

if the base or the projection of the solid on the xy-plane is symmetric, it does not mean that the

solid is also symmetric!

41

Bibliography

[1] H. Anton, I. Bivens, S. Davis, Calculus: Early Transcendentals, John Wiley and Sons,

7th Edition, 2002.

[2] L. Leithold. The Calculus 7. Harpercollins College Div., 7th edition, December 1995.

[3] J. Stewart, The Calculus: Early Transcendentals, Brooks/Cole, 6th Edition, 2008.

42

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