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Quick Guide To Multivariate Calc Formulae PDF
Quick Guide To Multivariate Calc Formulae PDF
OF MULTIVARIABLE CALCULUS
Contents
1. Analytic Geometry
1.1. Definition of a Vector
1.2. Scalar Product
1.3. Properties of the Scalar Product
1.4. Length and Unit Vectors
1.5. Angle
1.6. Parallel and Perpendicular Vectors
1.7. Lines
1.8. Planes
1.9. Cross Product
1.10. Properties of the Cross Product
1.11. Distances of Points from a Plane in R3
1.12. Other Representations of Lines and planes in R3
1.13. Spheres and Cylinders
2. Parameterized Curves in R3
2.1. Velocity, Speed, and Acceleration
2.2. Velocity of curves with kr(t)k = 1
2.3. Smooth Curves
2.4. Arclength
2.5. Curvature
2.6. Normal and Binormal Vectors
2.7. Torsion
2.8. Frenet Frame
2.9. Curvature of Curves NOT parmeterized with respect to Arclength
3. Surfaces in Rn
3.1. Domain and Range
3.2. Limits
3.3. Continuity
3.4. Partial Derivatives
3.5. Differentiability
3.6. Directional Derivaitve
3.7. Gradient Vector
3.8. Directional Derivatives and the Gradient Vector
3.9. Higher Derivatives and Clairauts Theorem
3.10. Global and Local Extrema
3.11. Critical Points
3.12. Functions of Two Variables Second Derivative Test
3.13. The Double Integral
3.14. Fubinis Theorem
3.15. Level Surfaces
3.16. Tangent Planes of Level Surfaces
3.17. Using Lagrange Multipliers to Find Extrema with Constraints
3.18. The Triple Integral
3.19. Chain Rule
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1. Analytic Geometry
1.1. Definition of a Vector. A vector v is an n-tuple of real numbers:
v = (v1 , . . . , vn ).
Given two vectors v, w Rn , addition and multiplication with a scalar t R are defined by
v + w = (v1 , . . . , vn ) + (w1 , . . . , wn ) = (v1 + w1 , . . . , vn + wn )
t v = t (v1 , . . . , vn ) = (tv1 , . . . , tvn ).
From the definitions, it follows immediately that addition and scalar multiplication of vectors are:
(1) distributive: t (v + w) = t v + t w
(2) associative: (u + v) + w = u + (v + w)
(3) commutative: v + w = w + v
1.2. Scalar Product. The scalar product or dot product v w is defined by
v w = (v1 , . . . , vn ) (w1 , . . . , wn ) =
n
X
vi w i .
i=1
1.3. Properties of the Scalar Product. It follows from the definition that the scalar product is
(1) linear: t (v w) = (t v) w = v (t w), and u (v + w) = u v + u w
(2) commutative: v w = w v
1.4. Length and Unit Vectors. The length of a vector v is defined by
q
x u1
v1
t=
y u2
v2
t=
z u3
v3
A curver : [a, b] R is called parameterized with respect to arclength if kr0 (t)k = 1 for all t [a, b].
2.5. Curvature. Let r : [a, b] R3 be parameterized with respect to arclength. Then (t) = kr00 (t)k is
called the curvature of r at t. Differentiating the equation kr0 (t)k = 1 shows that r0 (t) and r00 (t) are
orthogonal for all t. If (t) 6= 0, the vector
n(t) =
r00 (t)
kr00 (t)k
3. Surfaces in Rn
3.1. Domain and Range. A function f : Rn R assigns a unique real value f (x1 , . . . , xn ) to each
point (x1 , . . . , xn ) of a set D in Rn . The set D is called the domain of f , the set
Imf = {f (x1 , . . . , xn ) | (x1 , . . . , xn ) D} is called the image or range of f .
3.2. Limits. A real number L is said to be the limit of f at (a, b, . . . ) if for all sequences (am , bm , . . . )
with limm am = a, limm bm = b, . . . , the following holds:
lim f (am , bm , . . . ) = L.
We denote this by
lim
(x1 ,x2 ,... )(a,b,... )
f (x1 , x2 , . . . ) = L.
Equivalently, if for every real number > 0 there is another real number > 0 such that
k(x1 , x2 , . . . ) (a, b, . . . )k < |f (x1 , x2 , . . . ) L| < .
3.3. Continuity. A function f : Rn R with domain D is said to be continuous at (a, b, . . . ) D if
lim
(x1 ,x2 ,... )(a,b,... )
f (x1 , x2 , . . . ) = f (a, b, . . . )
3.4. Partial Derivatives. Let f : Rn R be a function with domain D and (x1 , . . . , xn ) D. The
partial derivative of f at (x1 , . . . , xn ) with respect to xi is given by the limit
f
f (x1 , . . . , xi + h, . . . , xn ) f (x1 , . . . , xi , . . . , xn )
= lim
.
h0
xi
h
3.5. Differentiability. A function f : Rn R with domain D is called differentiable at
(x1 , . . . , xn ) D if all partial derivatives exist and are continuous at (x1 , . . . , xn ).
3.6. Directional Derivaitve. Let f : Rn R be a function with domain D and r D. Suppose that u
is a unit vector in Rn . The directional derivative of f at r in the direction of u is given by
d
f (r + tu) .
dt
t=0
3.8. Directional Derivatives and the Gradient Vector. Let f : Rn R be a function with domain
D that is differentiable at r D. Using the chain rule, the directional derivative is given by
d
= f r u
f (r + tu)
dt
t=0
3.9. Higher Derivatives and Clairauts Theorem. Let f : Rn R be a function with domain D
f
and suppose the partial derivatives of f are themselves differentiable. Then differentiating
with
xi
f
respect to xj is the same as differentiating
with respect to xi :
xj
2f
2f
=
.
xi xj
xj xi
3.10. Global and Local Extrema. A function f : Rn R with domain D has
a global maximum at r D if f (x) f (r) for all x D
a global minimum at r D if f (x) f (r) for all x D
a local maximum at r D if there is a disc R centered at r such that f (x) f (r) for all x R
a local minimum at r D if there is a disc R centered at r such that f (x) f (r) for all x R
n
3.11.
Critical Points. Let f : D R R be differentiable. We call a point r D a critical point if
f r = 0. If f has an extremum at r, then r is critical, but the converse is not necessarily true.
3.12. Functions of Two Variables Second Derivative Test. Let f : D R2 R and its
derivatives be differentiable and let (x0 , y0 ) D be a critical point of f . Let
2 2 !
2f 2f
f
D(x0 , y0 ) =
2
2
x y
xy
(x0 ,y0 )
2
f
if D(x0 , y0 ) > 0 and
< 0, then f has a maximum at (x0 , y0 ).
x2 (x0 ,y0 )
2 f
> 0, then f has a minimum at (x0 , y0 ).
if D(x0 , y0 ) > 0 and
x2 (x0 ,y0 )
if D(x0 , y0 ) < 0, then f has a saddle at (x0 , y0 ).
if D(x0 , y0 ) = 0, then the second derivative test gives no information about the nature of the
critical point.
3.13. The Double Integral. Let R = [a, b] [c, d] and let f : R R be continuous. The double integral
of f over R is defined to be
ZZ
X
f (x, y) dA = lim
(xi xi1 )(yj yj1 )f (xi , yj )
R
|P |0
i,j
3.15. Level Surfaces. Let f (x, y, z) : R3 R be a function of three variables. The level set
{(x, y, z) | f (x, y, z) = c} for a constant c generally yields a surface in R3 .
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3.16. Tangent Planes of Level Surfaces. Consider the level set {(x, y, z) | f (x, y, z) = c} of a function
f : R3 R.
(1) The gradient vector f (x0 , y0 , z0 ) at a point (x0 , y0 , z0 ) is perpendicular to the plane tangent to
the level surface at (x0 , y0 , z0 ).
(2) The tangent plane is given by the equation
f (x0 , y0 , z0 ) (x x0 , y y0 , z z0 ) = 0.
3.17. Using Lagrange Multipliers to Find Extrema with Constraints. let f : R3 R be
differentiable. To find the maximum and minimum value of f subject to the constraint
g(x, y, z) = c,
the gradients f and g must be parallel. An algorithm to find the maximum and minimum values is
hence given by:
(1) Find all points (x, y, z) such that f = g, for some R, and g(x, y, z) = c.
(2) Evaluate f at these points. The largest (smallest) value is the maximum (minimum) of f subject
to the constraint g(x, y, z) = c.
3.18. The Triple Integral. Let g : R3 R be continuous and R = [a, b] [c, d] [e, f ]. The triple
integral of g over R is defined to be
ZZZ
X
(xi xi1 )(yj yj1 )(zk zk1 )g(xi , yj , zk )
g(x, y, z) dV = lim
|P |0
i,j,k
3.19. Chain Rule. Let r(t) be a smooth curve in Rn and let f : Rn R be a function of several
variables. Then
df
= f r0 (t).
dt
More generally, suppose each of the variables xi is a function of the variables t1 , . . . , tm , then
n
X f xi
f
=
tj
xi tj
i=1
3.20. Change of Variables Formula in Two Dimensions. Let (x(u, v), y(u, v)) be a parameter
transformation with Jacobian matrix
x/v
J = x/u
y/u y/v
which maps S R2 into R R2 . Then
ZZ
ZZ
f (x, y) dxdy =
f (u, v)| det J| dudv
R
3.21. Polar Coordinates. The parameter transformation (x(r, ), y(r, )) = (r cos , r sin ) expresses
(x, y) in polar coordinates. Then
ZZ
ZZ
f (x, y) dxdy =
f (r, ) rdrd
R
3.22. Surface Area. Let f : R R be differentiable. The surface area of f over D is given by
s
2 2
ZZ
f
f
1+
+
dxdy
x
y
R
3.23. Path Integrals. Let f : R2 R be differentiable and let r(t) parameterize a smooth curve C in
R2 . The path integral of f along C is given by
Z
f (r(t)) kr0 (t)k dt
C
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4. Vector Fields
A vector field F assigns to each point in a domain R Rn a vector in Rn .
4.1. Line Integrals. Let F be a vector field on a domain R Rn and let C be a smooth curve in R
parameterized by r(t). The line integral of F along C is given by
Z
F(r(t)) r0 (t) dt
C
4.2. Conservative Vector Fields and the Potential Function. If F = f for some function
f : R2 R, then F is called a conservative vector field with potential function f .
4.3. Line Integrals of Conservative Vector Fields. Let F = f be conservative on a domain
R Rn . For any continuous curve C in R from u to b which is parameterized by r(t), we have
Z
F r0 (t) dt = f (v) f (u).
C
In particular
R
(1) If C is closed then C F r0 dt = 0.
e is another continuous curve in R from u to v parameterized by s(t), then
(2) Rif C
R
0
0
e F s dt = C F r dt. The integral is said to be path-independent.
C
4.4. Line Integrals of Vector Fields in R2 . Let F = (P, Q) be a vector field on a domain R R2 and
let C be a smooth curve in R given by (x(t), y(t)). Then
Z b
Z
Z
0
0
F(P (x(t), y(t)), Q(x(t), y(t))) (x (t), y (t)) dt =
P (x, y) dx +
Q(x, y) dy
a
dxdy
P dx + Q dy =
y
R
R x