Final Review

Will Rosenbaum Department of Mathematics
Updated: March 18, 2013 University of California, Los Angeles

Introduction
The purpose of this essay is to review the basic formulas and theorems in multivariable in-
tegral calculus. It is by no means intended to be a comprehensive treatment of the material.
Rather it is a quick and dirty review of the material covered in Math 32B. The author reserves
the right to be occasionally sloppy when quoting definitions and theorems. For a more care-
ful and thorough treatment of the material, see any standard multivariable calculus text (in
Math 32B we used Rogawski’s Calculus – Multivariate). The goal is that the material pre-
sented here should be sufficient to solve most computational problems that could appear,
for example, on a final exam for Math 32B or an equivalent course. Specific examples will be
deferred to another essay.
The material is broken into three sections. The first covers the basics of computing mul-
tiple integrals, as well as the change of variables formula. The second section covers vector
fields, parametrized curves and surfaces. The third and final section covers the classical the-
orems of vector calculus (all of which can be viewed as generalizations of the Fundamental
Theorem of Calculus).

1 Multiple integrals
Here, we present techniques for evaluating functions of two and three variables. The idea in
both cases is to write the multiple integral as an iterated integral. This reduces the compu-
tation of multiple integrals to single variable integration.

1.1 Iterated integrals Let D be a region in R2 , and f (x, y) a function from D to R. If we can
write D as points (x, y) satisfying a ≤ x ≤ b and g1 (x) ≤ y ≤ g2 (x) (such regions D are
called x–simple) then we can compute the double integral
ZZ
f (x, y) dA
D

as an iterated integral:
ZZ Z b Z g2 (x)
f (x, y) dA = f (x, y) dy dx.
D a g1 (x)

To compute the right hand side, first integrate with respect to y treating x as constant, where
the bounds of integration are from y = g1 (x) to y = g2 (x). Then integrate the resulting
expression with respect to x. An analogous formula also holds when D is y–simple. Specif-
ically, if D can be written in the form c ≤ y ≤ d and h1 (y) ≤ x ≤ h2 (y) we can instead
compute
ZZ Z d Z h2 (y)
f (x, y) dA = f (x, y) dx dy.
D c h1 (y)

the inner integral is computed by integrating with respect to z treating x and y as constants. Our primary tool in dealing with these challenges is the change of variables formula. z) dV = f (x.y) Again.2 Change of Variables There are many reasons that integration in several variables may be difficult. Then the change of variables formula states that ZZ ZZ f (x. v). Suppose W can be written in the form g1 (x. W D g1 (x. y. it may be very difficult (if not impossible) to compute an antiderivative for the iterated integral. y) ≤ z ≤ g2 (x. y) for (x. v) = (x(u. z) a function from W to R. the domain of integration itself may be complicated – we may not easily be able to write it as an x–simple or y–simple domain. they are equal. y) dx dy = f (x(u. Let W be a region in R3 and f (x. For example. v)) |Jac(G)| du dv D U where Jac(G) is the Jacobian of G defined by . The outer integral (over D) can then be computed by reducing it to an iterated integral in two dimensions as before. y. z) dz dA. y. Even if we can write the integral as an iterated integral. v)) is a map taking a region U in the uv–plane to D in the xy–plane. 1. y) ∈ D ⊂ R2 . v). they are defined). y(u. Final Review Fubini’s theorem states that as long as both iterated integrals converge (i. The situation for triple integrals is similar. Suppose G(u. Then we can compute the triple integral of f over W as the iterated integral ZZZ Z Z Z g2 (x.e. y(u.y) f (x.

∂x ∂x .

.

.

∂x ∂y ∂y ∂x Jac(G) = .

.

∂u ∂y ∂v .

∂y .

there are a few special cases that show up frequently enough that we can describe them in a bit more detail here. Cylindrical coordinates In R3 we define  x = r cos θ  y = r sin θ where 0 ≤ r < ∞. ∂u ∂v ∂u ∂v ∂u ∂v An analogous formula also holds for functions of 3 (or more) variables. and θ specifies the direction measured as the angle formed by the line segment connecting the point to the origin and the positive x–axis in the counter-clockwise direction. Notice that constant val- ues of r give circular arcs in the xy-plane. y = r sin θ. In polar coordi- nates. r specifies the distance of a point from the origin. This gives Jac(G) = r. while constant values of θ give rays ending at the origin. or equivalently we can view dA = r dr dθ. a subtle art. 0 ≤ θ < 2π. 0 ≤ r < ∞. Fortunately. Applying the change of variables formula to simplify integration is. in general. 0 ≤ θ < 2π.  z=z  2 . Polar coordinates In R2 we can define x = r cos θ. = − .

F2 (x. Curl Given a vector field F in R3 as before. θ measures the angle made by (x. For example. Divergence If F = hF1 . 0 ≤ ϕ ≤ π.  z = ρ cos ϕ  In spherical coordinates Jac(G) = ρ2 sin ϕ. z). r is the distance of a point in R3 from the z–axis. − . As in polar coordinates. y. y. 0 ≤ θ < 2π. denoted ∇f given by   ∂f ∂f ∂f ∇f (x. y. or equivalently dV = ρ2 sin ϕ dρ dθ dϕ. F3 (x. There are a few operations on vector fields that arise frequently: Gradient If f : R3 → R is a (scalar) function. Spherical coordinates In R3 define  x = ρ cos θ sin ϕ  y = ρ sin θ sin ϕ where 0 ≤ ρ < ∞. We can think of F as assigning a vector (i. 3 . z). z) = hF1 (x. z) . 2 Vector Fields. F2 . ∂y . the gradient of f . y. ∂x ∂y ∂z If a vector field F satisfies F = ∇f for some scalar function f . which gives rise to mnemonic for its formula: The curl is alternatively D ∂ ∂ ∂ again thinking of ∇ = ∂x . z). ∂z this notation is gives a nice mnemonic for the formula of div F = ∇ · F: it is just the “dot product” of ∇ and F. z) = (x. ∂y ∂z ∂z ∂x ∂x ∂y denoted ∇ ×EF. (x. z). we can obtain a vector field. y. Curves. or equivalently the distance of the projection of (x. − . y. Thinking of ∇ = ∂x . (x. we can write a vector field F as F(x. z) and the positive z–axis. y. we define the curl of F by the formula   ∂F3 ∂F2 ∂F1 ∂F3 ∂F2 ∂F1 curl F = − . 0) and the positive x–axis. and ϕ measures the angle made by (x. y. and Surfaces 2. z) onto the xy–plane from the origin.e. z) to the origin. y. an arrow) to each point in R3 . hence dV = r dr dθ dz. y. y. The variable ρ measure the distance from a point (x. 0) and the positive x–axis. Final Review This gives Jac(G) = r. Geometrically.1 Vector Fields A vector field is a function F : U → Rn where U is a region in Rn . ∂y . we can think of curl F = ∇ × F as the “cross product” of ∇ and F. ∂x ∂y ∂z D E ∂ ∂ ∂ The divergence is sometimes denoted by ∇ · F. y. when n = 3. F3 i the divergence of F is given by ∂F1 ∂F2 ∂F3 div F = + + . we say that F is conservative and that f is a potential function for F. y. ∂z . θ measures the angle made by (x. z)i .

These two equations give relatively easy to check criteria for showing that a vector field is not conservative or showing that it is not the curl of some other vector field. c a A mnemonic to remember this formula is that ds = kc′ (t)k dt. The first parametrization starts at the point (1. For example. We can perform two types of integrals on curves: scalar integrals and vector integrals. c a We can remember this formula by the mnemonic ds = c′ (t) dt. It is important to note that reversing the orientation of a curve changes the sign of vector line integrals over that curve: Z Z F · ds = − F · ds.2 Parametrized Curves A parametrized curve C is a function c(t) : [a. y. Given a parametrized surface. the same curve may be described by (many) different parametrizations. In general. the we compute Z Z b F(x. sin ti or hsin t. the derivative (or tangent vector) of c is given by c′ (t) = hx′ (t). −C C However. we can form the tangent vectors ∂G ∂G Tu = and Tv = ∂u ∂v and the normal vector n = Tu × Tv . In general. cos ti for 0 ≤ t ≤ 2π. z ′ (t)i .3 Parametrized Surfaces A parametrized surface S is a map G(u. v) : U → R3 where U is some region in R2 . A parametrization of a curve induces an orientation of a curve: the orientation that traverses the curve in the direction of the derivative of the parametrization. y(t). 2. 4 . curves have two dis- tinct orientations corresponding to the two directions that one could traverse the curve. 2. An orientation of a curve is a choice of direction that the curve is traversed. Final Review A direct computation shows that for any scalar function f and for any vector field F. we have curl(∇f ) = 0 and div(curl(F)) = 0. y. b] → R3 . 1) and traverses the circle clockwise. If F : R3 → R3 is a vector field. z(t)i. 0) and traverses the circle counter-clockwise. scalar line integrals are unaffected by the orientation. while the second starts at (0. We can also perform a vector line integral over the curve c. z) ds = f (c(t)) kc′ (t)k dt. In terms of its components c(t) = hx(t). z) · ds = F(c(t)) · c′ (t) dt. the unit circle can be parametrized by hcos t. y ′ (t). We compute the scalar line integral of a (scalar) function f : R3 → R by Z Z b f (x.

z) = F1 (x. we say that S is closed. y. z) dx + C(y. = F2 . this theorem can make the computation of line integrals considerably eas- ier. it must satisfy in the text ∂V ∂V ∂V = F1 . z).1 Fundamental Theorem of Conservative Vector Fields Suppose F is a conservative vector field with potential function V . v)) kn(u. S U We can remember this formula by dS = kn(u. the boundary of a surface typically consists of one or more disjoint curves. ∂x ∂y ∂z To find V . For example.∗ If it is the case that curl(F) = 0. there are two types of integrals over surfaces: scalar surface integrals and vector surface integrals. S U So we can remember dS = n(u. v)) · n(u. b] → R3 be a parametrized curve. if F = ∇V . reversing the orientation of S changes the sign of a vector surface integral over S. v). we can compute the vector surface integral (also known as the flux of F through S) as ZZ ZZ F(x. but a disk is not because its boundary is a circle. y. If such a V exists. Then Z F · ds = V (c(b)) − V (c(a)). we can therefore apply the Fundamental Theorem of Calculus to get. 3. a sphere is a closed surface. y. If f is a scalar function. R ∗ This is equivalent to F you might be able to find a potential function V for F. it is worth checking if curl(F) = 0. 5 . z) dS = f (G(u. v) du dv. v)k du dv. For our purposes. F = ∇V . Therefore. where F = hF1 . If the boundary is empty. Final Review Just as with parametrized curves. we compute the scalar surface integral of f over S by ZZ ZZ f (x. v) du dv. That is. 3 Vector Calculus Theorems In this section we give four theorems that generalize the fundamental theorem of calcu- lus. F3 i . for example. y. As was the case with vector line integrals. then curl(F) = 0. Changing the orientation of a parametrized surface just amounts to reversing the sign of the normal vector n computed from G(u. the boundary is oriented in the direction you must walk to keep the surface on your left. satisfying the “cross partial condition” given gral much easier. As mentioned before. z) · dS = F(G(u. Let c : [a. An orientation on S is a (continuous) choice of direction for the normal vector n at each point of S. F2 . if you are asked to compute c F · ds. making the computation of the inte. The boundary of a surface is denoted ∂S. Z V (x. These theorems have important theoretical consequences. = F3 . The orientation of the surface induces an orientation of the boundary: if you imagine yourself standing on the boundary surface so that your head is in the direction of the surface normal vector. If F is a vector field. c If applicable. but often they also serve as shortcuts for computing integrals that might otherwise be tricky to compute. v)k du dv.

S ∂S Unless you are explicitly told to use Stokes’ theorem. W ∂W The divergence theorem can be a great time–saver when you are asked to compute the flux of a vector field through a closed surface. if you asked to compute the left side (i. it may be difficult to find a suitable vector field F that allows you to compute the right side of the equation. you would need to compute six integrals (corresponding to the six faces of the box) in order to find the flux.4 Divergence Theorem Suppose F is a vector field in R3 and W is a region in R3 with boundary ∂W .2 Green’s Theorem Suppose F = hF1 . 6 . Then ZZZ ZZ div(F) dV = F · dS. such as the boundary of a square or triangle: to compute the line integral directly. 3. This is often helpful when the path is defined piece-wise. The two big clues that you should look for when Stokes’ theorem may apply are: H 1. however. if you are asked to compute the right side of the equation (i. it may be hard to find a suitable surface whose boundary is C. a line integral over a closed curve C) but not explicitly told that the curve is the boundary of some surface. You can then use the remaining relations involving V ’s derivatives and F2 . Final Review where C is a function depending only on y and z. Then ZZ   I ∂F2 ∂F1 − dA = F · ds. You are asked to compute S G · dS where G is given as the curl of some vector field – G = curl(F). the divergence theorem allows you to compute everything with one integral. all you must do is describe the region D that the path encloses. To apply the theorem. However. and compute the left side of the equation.e. For example. unless you are given a vector field F satisfying G = curl(F). if the surface is the surface of a box.e. RR 2. D ∂x ∂y ∂D It seems that Green’s theorem is most often applied when you are asked to integrate a line integral around some closed path (i. you are given a surface integral of a vector field G over S).e. it is usually the trickiest of the four theorems two apply. z).3 Stokes’ Theorem Suppose F is a vector field on R3 and S a surface with (oriented) bound- ary ∂S. You are asked to compute c F · ds where c is given as a boundary of some surface. you would need to perform an integral on each of the sides of the shape separately. Let ∂D be the (oriented) boundary of D. F3 to solve for C(y. On the other hand. F2 i is a vector field in R2 and D is a region in R2 . you are given the right side of the equation). Then ZZ I curl(F) · dS = F · ds. On one hand. 3. 3. Applying Green’s theorem. will allow you to compute the solution using (typically) a single integral.