Calcul 2

Calculus - II
Multivariable Calculus
M.Thamban Nair
Department of Mathematics
Indian Institute of Technology Madras
February 2007
Revised: January 2009
Contents
Preface v
1 Functions of Several Variables 1

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Geometric Representation of Functions . . . . . . . . . . . . . . . . . 2
1.3 Sequences and their Convergence . . . . . . . . . . . . . . . . . . . . 2
1.4 Limit and Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4.1 Some More Topological Notions . . . . . . . . . . . . . . . . . 7
1.4.2 Two Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.5 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.5.1 Partial Increments and Total Increment . . . . . . . . . . . . 13
1.5.2 Total Differential, Gradient, Differentiability . . . . . . . . . 14
1.5.3 Derivatives of Composition of Functions . . . . . . . . . . . . 16
1.6 Derivatives of Implicitly Defined Functions . . . . . . . . . . . . . . 18
1.6.1 Level Curve and Level Surface . . . . . . . . . . . . . . . . . 20
1.7 Directional Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.8 Taylor’s Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.9 Maxima and Minima . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
1.9.1 Method of Lagrange Multipliers . . . . . . . . . . . . . . . . . 28
1.10 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2 Multiple Integrals 35
2.1 Double Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.1.1 Calculating double integrals . . . . . . . . . . . . . . . . . . . 37
ii
Contents iii
2.1.2 Calculating double integrals using polar coordinates . . . . . 40

2.1.3 Multiple integrals using change of variables . . . . . . . . . . 44
2.1.4 Surfaces and their representations . . . . . . . . . . . . . . . 47
2.1.5 Area of a surface using double integrals . . . . . . . . . . . . 50
2.1.6 Mass, Moment of inertia and Centre of gravity . . . . . . . . 53
(i) Mass: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
(ii) Moment of inertia: . . . . . . . . . . . . . . . . . . . . . . 54
(iii) Centre of gravity: . . . . . . . . . . . . . . . . . . . . . . 57
2.2 Triple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.2.1 Calculating triple integrals . . . . . . . . . . . . . . . . . . . 60
2.3 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
3 Line Integrals 62
3.1 Curves in the Plane and Space . . . . . . . . . . . . . . . . . . . . . 62
3.2 Line Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
3.2.1 Motivation and definition . . . . . . . . . . . . . . . . . . . . 63
3.2.2 Evaluation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
3.2.3 Area of a domain using line integral . . . . . . . . . . . . . . 66
3.2.4 Line integral of scalar valued functions . . . . . . . . . . . . . 67
3.3 Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
3.3.1 Conditions for line integral to be independent of
path of integration . . . . . . . . . . . . . . . . . . . . . . . . 69
4 Surface Integral 73
4.1 Integral over Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . 73
4.1.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
4.2 Stokes’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
4.2.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
4.3 Gauss’s Divergence Theorem . . . . . . . . . . . . . . . . . . . . . . 81
4.3.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
iv Contents
5 Appendix 86
Index 87
Preface
These notes are primarily for the personal use of teachers and students of IIT
Madras.
M.Thamban Nair
v
1
Functions of Several Variables
1.1 Introduction
Functions of more than one variables come naturally in applications. For example,
in physics one comes across the relation
PV
= c, constant,
T
where P, V, T represents the pressure, volume and temperature of an ideal gas. Since
cT cT PV
P = , V = , T =
V P c
each of P, V, T can be thought of as a function of the remaining two variables.
In elementary geometry, we know that the area of a triangle of base length b and
altitude h, area of a rectangle of sides a and b, and area of a circle of radius r are
given by
1
bh, ab and πr2 ,
2
respectively, and they are functions of the variables (b, h), (a, b) and r, respec-
tively.
p Also, distance of a point (x, y) in the plane from the origin (0, 0) is given by
x2 + y 2 .
We shall introduce some notations and basic definitions:
We use the symbol N to denote the set of all positive integers and R to denote
the set of all real numbers. For k ∈ N, we denote by Rk the set of all k-tuples
(x1 , . . . , xk ) with xi ∈ R for i ∈ {1, . . . , k}. Also, for u = (x1 , . . . , xk ) ∈ Rk , we
denote by |u| the positive square root of x21 + x22 + . . . , x2k , i.e.,
q
|u| := x21 + x22 + . . . , x2k .
Note that, if u and v are points in R2 or in R3 , then |u − v| is the distance between

u and v.
Definition 1.1 By a function of several variables we mean a function f : D → R,
where D is a subset of Rk for some k ∈ {2, 3, . . .}. We write this fact by
z = f (x1 , . . . , xk ), (x1 , . . . , xk ) ∈ D,
1
2 Functions of Several Variables
and say that z is a function of (x1 , . . . , xk ).

The set D is called the domain of the function f , and we say that f is defined
on D.
In this course, for the sake of simplicity of presentation, we shall consider func-
tions of two variables, i.e., D ⊆ R2 . Most of the results that we study for two
variables can be extended to the case of more than two variables.
1.2 Geometric Representation of Functions

Geometrically a function of two variables represents a surface S in the 3-dimensional
space, in such a way that the projection of S to the xy-plane is the domain D, and
each line parallel to the z-axis and passing through a point in D cuts the surface
at one and only one point. In fact, the surface S corresponding to the function f is
the graph of f . Thus, given a function f : D → R, the corresponding surface is the
set of all points (x, y, z) ∈ R3 such that z = f (x, y) with (x, y) ∈ D, i.e.,
S = {(x, y, z) ∈ R3 : z = f (x, y), (x, y) ∈ D}.
EXAMPLE 1.1 Here are two examples functions of two variables:

p
(a) z = f (x, y) := 1 − x2 − y 2 , D := {(x, y) : x2 + y 2 ≤ 1}.
xy
(b) z = f (x, y) := 2 , D := {(x, y) : x2 + y 2 6= 0}.
x + y2
Definition 1.2 A subset D of R2 is said to be a bounded set if there exits M > 0
such that |u| ≤ M for all u ∈ D.
Sets which are not bounded are called unbounded.
In Example 1.1, the domain in (a) is bounded and the domain in (b) is un-
bounded.
1.3 Sequences and their Convergence
Definition 1.3 A sequence in R2 is a function from N to R2 .

If f is a sequence in R2 , and if f (n) = (xn , yn ), then the sequence f is also
written as {(xn , yn )} or {un } where un := (xn , yn ) for n ∈ N.
Definition 1.4 A sequence (un ) in R2 is said to converge to a point u ∈ R2 if
|un − u| → 0 as n → ∞, i.e.,
(|xn − x|2 + |yn − y|2 )1/2 → 0 as n → ∞,
where un = (xn , yn ) and u = (x, y), and in that case we say that u is the limit of
(un ), and write
un → u or lim un = u.
n→∞
Limit and Continuity 3
A sequence (un ) in R2 is said to be a convergent sequence if it converges to some

point in R2 .
Thus, a sequence (un ) in R2 converges to u ∈ R2 if and only if for every ε > 0,
there exists N ∈ N such that
|un − u| < ε whenever n ≥ N.
Remark 1.1 Different sequences may have the same limit. For example, the se-
n n
quences (un ) and (vn ) with un := n+1 , 0 and vn := n+1 , n1 have the same limit
u0 := (1, 0).
Exercise 1.1 Show that the limit of a convergent sequence is unique. J
Exercise 1.2 Let (un ) be a sequence in R2 with un := (xn , yn ) for n ∈ N and

u := (x, y) ∈ R2 . Show that
(i) un → u if and only if xn → x and yn → y, and
(ii) un → u if and only if for every ε > 0, there exists N ∈ N such that |xn −x| < ε
and |yn − y| < ε whenever n ≥ N . J
Exercise 1.3 Let (un ) be a sequence in R2 . Show that (un ) converges if and only
if for every ε > 0, there exists a positive integer N such that |un − um | < ε for every
n, m ≥ N . J
1.4 Limit and Continuity

We shall discuss limit, continuity and differentiability of functions of several vari-
ables. One of the primary concepts required to do these is that of a neighbourhood
of a point in R2 .
Definition 1.5 By a neighbourhood of a point u0 = (x0 , y0 ) ∈ R2 we mean the

set of all points u = (x, y) ∈ R2 such that |u − u0 | < δ for some δ > 0. Such a set,
{u ∈ R2 : |u − u0 | < δ} is called a δ-neighbourhood of u0 = (x0 , y0 ), or an open
disc with centre u0 and radius δ.
A δ-neighbourhood of a point u0 is usually denoted by Bδ (u0 ).
Definition 1.6 A neighbourhood with its centre u0 deleted is called a deleted
neighbourhood of u0 .
Thus, {u ∈ R2 : 0 < |u − u0 | < δ} is a deleted neighbourhood of u0 .
Definition 1.7 A point u0 ∈ R2 is called a limit point of D ⊆ R2 , if every deleted
neighbourhood of u0 contains atleast one point from D.
Exercise 1.4 Show that a point u0 ∈ R2 is a limit point of D ⊆ R2 if and only if

there exists a sequence (un ) of distinct points in D which converges to u0 . J
EXAMPLE 1.2 Let D := {(x, y) ∈ R2 : x2 + y 2 < 1}. Then u0 := (1, 0) is a limit

n
point of D, as the sequence (un ) with un := n+1 , 0 converges to u0 . Also, the
n
, n1 converges to u0 . In fact every point in the closed

sequence (vn ) with vn := n+1
disc {(x, y) ∈ R2 : x2 + y 2 ≤ 1} is a limit point of D.
Definition 1.8 Suppose f is defined on a set D ⊆ R2 , and u0 = (x0 , y0 ) ∈ R2 be a
limit point of D. We say that f has the limit α as u = (x, y) ∈ D approaches u0 if
for every ε > 0 there exists a δ > 0 such that
|f (u) − α| < ε whenever u ∈ D, 0 < |u − u0 | < δ.
We write the above fact by
lim f (u) = α or lim f (x, y) = α.

u→u0 (x,y)→(x0 ,y0 )

Thus, for function f defined on a set D, if u0 is a limit point of D, then
• lim f (u) = α if and only if for every ε > 0, there exists a deleted neighbour-
u→u0
hood D0 of u0 such that
u ∈ D0 ∩ D =⇒ f (u) ∈ (α − ε, α + ε).
Proposition 1.1 Let f : D → R, and for some limit point u0 of D, lim f (u) exist.
u→u0
If α = lim f (u), then for every sequence (un ) in D with un → u0 as n → ∞, we
u→u0
have f (un ) → α as n → ∞.
Proof. Let α = lim f (u). Then, for every ε > 0, there exists δ > 0 such that
u→u0
for every u ∈ D with |u − u0 | < δ we have |f (u) − α| < ε. Let (un ) be a sequence in
D such that un → u0 as n → ∞. Then, there exists n0 ∈ N such that |un − u0 | < δ
for all n ≥ n0 . Therefore, we have |f (un ) − α| < ε for all n ≥ n0 . Thus, f (un ) → α
as n → ∞.
Remark 1.2 By Proposition 1.1, if (un ) and vn ) are sequences in D having the
same limit u0 , but their images under f have different limits, then lim f (u) does
u→u0
not exist.
p
EXAMPLE 1.3 Let f (x, y) = 1 − x2 − y 2 , D := {(x, y) : x2 + y 2 ≤ 1}. Then
lim f (x, y) = 1. Let us show this: Let ε > 0 be given. If ε ≥ 1, then |f (u)−1| =
(x,y)→(0,0)
1 − f (u) < ε for all u ∈ D. So, let 0 < ε < 1. Then we have
|f (u) − 1| < ε ⇐⇒ 1 − ε < f (u) ⇐⇒ (1 − ε)2 < 1 − |u|2 ⇐⇒ |u|2 < 1 − (1 − ε)2 .
p √
Thus, taking δ := 1 − (1 − ε)2 = 2ε − ε2 > 0, we have |f (u) − 1| < ε whenever
|u| < δ.
Exercise 1.5 Show that the function f in Example 1.3 is continuous at all points
in D := {(x, y) : x2 + y 2 ≤ 1}. J
x2 − y 2
EXAMPLE 1.4 Let f (x, y) := xy , D := {(x, y) : x2 + y 2 6= 0}. Then
x2 + y 2
taking x = r cos θ and y = r sin θ we have r2 = x2 + y 2 , and
2
r2

r
|f (x, y)| = sin 4θ ≤
→ 0 as r2 → 0.
4 4
In fact, for ε > 0,
|u|2 √
|f (x, y)| ≤ < ε whenever |u| < 2 ε.
4
Thus, lim f (x, y) = 0. Note that f is not defined at (0, 0).
(x,y)→(0,0)
If we define
f (x, y), (x, y) 6= (0, 0),
f˜(x, y) :=
0, (x, y) = (0, 0),
then f˜ is continuous at every point in R2 .
xy
EXAMPLE 1.5 Let f (x, y) := 2 , D := {(x, y) : x2 + y 2 6= 0}. Then
x + y2
lim f (x, y) does not exist. To see this, for each m ∈ R, consider the straight
(x,y)→(0,0)
line Lm := {(x, y) : y = mx}, i.e., the straight line passing through the origin with
m
slope m. Then we see that for (x, y) ∈ Lm , f (x, y) = .
1 + m2
m
Let α be any real number and m is such that 6= α. If we take ε > 0 is
1 + m2
m
such that ε < α − , then we see that there does not exist a δ > 0 satisfying
1 + m2
|f (u) − α| < ε for all u with |u| < δ. Thus, α is not a limit of f at 0. This is
true for any α. Hence, f does not have a limit at 0. In fact, we can find different
sequences (un ) and (vn ) in D having the same limit (0, 0), but (f (un )) and (f (vn )
have different limits.
x2 y
EXAMPLE 1.6 Let z = f (x, y) := , D := {(x, y) : x2 + y 2 6= 0}. Then
x4 + y 2
lim f (x, y) does not exist. To see this, for each m ∈ R, consider the set
(x,y)→(0,0)
m
Am := {(x, y) : y = mx2 }. Then we see that for (x, y) ∈ Am , f (x, y) = .
1 + m2
Again, by the same argument as in last example, the function does not have limit
at (0, 0).
Remark 1.3 It is to be observed that the limit defined above is quite different from
the limits:
lim lim f (x, y), lim lim f (x, y).
x→x0 y→y0 y→y0 x→x0
It is possible that
• the limit lim f (x, y) does not exist but one or both of the limits
(x,y)→(x0 ,y0 )
lim lim f (x, y), lim lim f (x, y) exist, and
• any one or both of lim lim f (x, y) and lim lim f (x, y) may not exist, but
lim f (x, y) exists.
(x,y)→(x0 ,y0 )
To illustrate the statements in the above remark we consider a two examples.

EXAMPLE 1.7 Let
(y − x)(1 + x)
f (x, y) := , D := {(x, y) : x + y 6= 0, y 6= −1}.
(y + x)(1 + y)
Then we see that
y
lim lim f (x, y) = lim = 1, lim lim f (x, y) = lim (−1)(1 + x) = −1,
y→0 x→0 y→0 y x→0 y→0 x→0
and
m−1
lim f (x, y) = .
y=mx,x→0 m+1
Thus, separate limit exit, but the limit does not exists at (0, 0).
Note that the above function is not defined in a deleted neighbourhood of (0, 0).

EXAMPLE 1.8 Let
1 1
f (x, y) := x sin + y sin , D := {(x, y) : xy 6= 0}.
y x
Then we see that separate limit do not exist at (0, 0), but
|f (x, y)| ≤ |x| + |y| so that lim f (x, y) = 0.

(x,y)→(0,0)

Definition 1.9 A function f defined on a set D ⊆ R2 is said to be continuous at
a point u0 ∈ D if lim f (u) exists and is equal to f (u0 ).
u→u0
Remark 1.4 We note that in order to define limit of a function f at a point

u0 = (x0 , y0 ), it is not necessary that the function is defined at u0 , whereas to define
continuity of f at u0 it is necessary that u0 belongs to the domain of f .
Remark 1.5 By Proposition 1.1, if f : D → R is continuous at u0 ∈ D, then

for very sequence (un ) which converges to u0 , we have f (un ) → f (u0 ). Thus, if
there exists a sequence (un ) with limit u0 such that f (un ) 6→ f (u0 ), then f is not
continuous at u0 .
In fact, the converse of this statement is also true. That is, for every convergent
sequence (un ) with limit u0 if we have lim f (un ) = f (u0 ), then f is continuous at
n→∞
u0 .
Exercise 1.6 Prove the last statement in he above remark. J
Remark 1.6 (i) Suppose a function f is not defined at a point u0 , but lim f (u)
u→u0
exists. Then we may extend the function f to a new function f˜ defined on D̃ :=
D ∪ {u0 }, where D is the domain of f , by
(
f (u), u ∈ D,
f˜(u) := lim f (u), u = u0 .
u→u0
Then we have limu→u0 f˜(u) = f˜(u0 ). Thus, f˜ is continuous at u0 .

(ii) Suppose a function f does not have a limit at a point (x0 , y0 ), and suppose
that (x0 , y0 ) is not in the domain of definition of f . Then, no matter whatever value
we assign at (x0 , y0 ), the extended function cannot be continuous.
EXAMPLE 1.9 In Example 1.3, the function f is continuous at every point in its
domain of definition.
EXAMPLE 1.10 In Example 1.4, the function is not defined at the point u0 =
(0, 0). But, the extended function

f (x, y), (x, y) 6= (0, 0),
f˜(x, y) :=
0, (x, y) = (0, 0),
is continuous at every point in R2 .

EXAMPLE 1.11 In Examples 1.5 and 1.6, the functions cannot be redefined at
u0 = (0, 0) so as to make them continuous at u0 .
1.4.1 Some More Topological Notions
For stating two important theorems concerning continuous functions, we need to use
a few more definitions. Although we state them for subsets of R2 , they are equally
valid for subsets of Rk as well for any k ∈ N.
Definition 1.10 A point u0 = (x0 , y0 ) ∈ R2 is said to be an interior point of a

set D ⊆ R2 if D contains a neighbourhood of u0 , that is, if there exists δ > 0 such
that Bδ (u0 ) ⊆ D.
Definition 1.11 A subset G of R2 is said to be an open set if every point in G is
an interior point of G.
Definition 1.12 A point u0 = (x0 , y0 ) is said to be a boundary point of a set

D ⊆ R2 if every neighbourhood of u0 contains points from D and Dc .
The set of all boundary points of a set D is called the boundary of D.
Definition 1.13 A subset F of R2 is said to be a closed set if F contains all its
limit points.
Exercise 1.7 Let D ⊆ R2 . Prove that the following are equivalent:
(i) D is closed.
(ii) D contains all its boundary points.
(iii) Dc is open in R2 . J
Exercise 1.8 Let D ⊆ R2 . Prove the:
(i) Every δ- neighbourhood of a point is an open set.
(ii) A point u0 is an interior point of D iff there exists an open set G such that
u ∈ G ⊆ D.
(iii) A point u0 ∈ R2 is a limit point of D iff for open set G with u0 ∈ G,
G ∩ (D \ {u0 }) 6= ∅.
(iv) A point u0 ∈ R2 is a boundary point of D iff for open set G with u0 ∈ G,
G ∩ D 6= ∅ and G ∩ Dc 6= ∅. J
EXAMPLE 1.12 The following statements can be easily verified.

(i) The set D1 := {(x, y) ∈ R2 : x2 + y 2 < 1} is an open set, but not a closed
set.
(ii) The set D2 := {(x, y) ∈ R2 : x2 + y 2 ≤ 1} is a closed set, but not an open
set.
(iii) The set D3 := {(x, y) ∈ R2 : x2 + y 2 < 1} ∪ {(1, 0)} is neither open nor
closed in R2 .
(iv) The set S1 := {(x, y) ∈ R2 : x2 + y 2 = 1} is the boundary of the sets D1 , D2
and D3 .
(v) If D4 := {(x, y) ∈ R2 : 0 < x2 + y 2 < 1}, then D4 is neither open nor closed,
and D2 is the boundary of D4 .
(v) If D5 is the set of all points in D1 with rational coordinates, then D5 is
neither open nor closed, and D2 is the boundary of D5 .
Definition 1.14 Let ϕ : [a, b] → D be a function with ϕ(t) = (f (t), g(t)), t ∈ [a, b],
where f and g are real valued functions defined on [a, b]. Then ϕ : [a, b] → D is said
to be continuous at t0 ∈ [a, b] if both f and g are continuous at t0 .
Definition 1.15 Let D ⊆ R2 . By a path in D we mean a continuous function
γ : [0, 1] → R2 with γ(t) ∈ D for all t ∈ [0, 1]. The point u0 := γ(0) is called the
initial point of the path γ and u1 := γ(1) is called the final or terminal point of γ,
and we say that γ is a path joining u0 to u1 .
Definition 1.16 A subset D of R2 is said to be a connected set if any two points

in D can be joined by a path in D, that is, for any u0 and u1 in D, there exists a
curve γ : [0, 1] → D in D such that u0 = γ(0) and u1 := γ(1).
We observe that if any two points in D ⊆ R2 can be joined by a polygonal line,
then D is connected.
EXAMPLE 1.13 The sets D1 , D2 , D3 , D4 , S1 in Example 1.12 are connected,
whereas the set D5 is not connected.
Definition 1.17 An open connected set together with, possibly, some or all of its
boundary points is called a domain.
Remark 1.7 Conventionally, a domain is an open connected set. We digressed
from this convention to be in conformity with most of the engineering mathematics
books.
Thus, D ⊆ R2 is a domain if and only D = G ∪ E where E is either empty set

or a set of some of the boundary points of G.
1.4.2 Two Theorems
Theorem 1.2 Suppose f is a continuous function defined on a closed and bounded

domain D ⊆ R2 . Then we have following:
(a) (On attaining maximum and minimum) There exist points (x1 , y1 ) and
(x2 , y2 ) in D such that
f (x1 , y1 ) ≤ f (x, y) ≤ f (x2 , y2 ) ∀ (x, y) ∈ D,
and in that case we write
f (x1 , y1 ) = min f (x, y),

x∈D
f (x2 , y2 ) = max f (x, y).
x∈D
(b) (Intermediate value theorem) If (x1 , y1 ) and (x2 , y2 ) are in D and c ∈ R

is such that
f (x1 , y1 ) < c < f (x2 , y2 )
then there exists (x0 , y0 ) ∈ D such that f (x0 , y0 ) = c.

1.5 Partial Derivatives
Definition 1.18 Suppose f is a (real valued) function defined in a neigbourhood

of a point (x0 , y0 ). Then f is said to have the partial derivative with respect
d
to x at (x0 , y0 ) if f (x, y0 ) exists at x0 , and it is denoted by ∂f
∂x (x0 , y0 ). Thus, if
dx
f has partial derivative with respect to x at (x0 , y0 ), then
∂f d f (x0 + ∆x, y0 ) − f (x0 , y0 )

(x0 , y0 ) = f (x, y0 ) = lim ,
∂x dx x=x0 ∆x→0 ∆x
and it is called the partial derivative of f with respect to x at (x0 , y0 ). Similarly,

d
if if f (x0 , y) exists at y0 , then the partial derivative of f with respect to y at
dy
∂f
(x0 , y0 ), denoted by (x0 , y0 ), is defined by
∂y
∂f d f (x0 , y0 + ∆y) − f (x0 , y0 )
(x0 , y0 ) = f (x0 , y) = lim .
∂y dy y=y0 ∆y→0 ∆y

∂f ∂f
Partial derivatives (x0 , y0 ) and (x0 , y0 ) are also denoted by fx (x0 , y0 ) and
∂x ∂y
fy (x0 , y0 ) respectively.
We denote
fxx (x0 , y0 ) := (fx )x (x0 , y0 ), fxy (x0 , y0 ) := (fx )y (x0 , y0 ),
fyx (x0 , y0 ) := (fy )x (x0 , y0 ), fyy (x0 , y0 ) := (fy )y (x0 , y0 ).

Thus,
d d
fxx (x0 , y0 ) := fx (x, y0 ) , fxy (x0 , y0 ) := fx (x0 , y) ,
dx x=x0 dy y=y0
d d
fyx (x0 , y0 ) := fx (x, y0 ) , fyy (x0 , y0 ) := fy (x0 , y) .
dx x=x0 dy y=y0
Remark 1.8 It should be kept in mind that fx (x0 , y0 ) cannot be interpreted as

lim fx (x, y) even if the later limit exist. This can be explained in the case
(x,y)→(x0 ,y0 )
of a function of single variable itself:
Consider the function
1, x>0
f (x) =
0, x ≤ 0.
Clearly, f 0 (x) = 0 for every x 6= 0 so that lim f 0 (x) = 0, but, we can not say that
x→0
f 0 (0) = lim f 0 (x), as the function f is not even continuous at 0.
x→0
Partial Derivatives 11
Also, there are situations in which fx (x0 , y0 ) exists but lim fx (x, y) need
(x,y)→(x0 ,y0 )
not exist. To see this consider the function
2
x sin(1/x), x 6= 0
f (x) =
0, x = 0.
Then we have
f (x) − f (0)
= x2 sin(1/x) → 0 as x→0
x−0
so that f 0 (0) = 0, but lim f 0 (x) = lim [2x sin(1/x) − cos(1/x)] does not exist.
x→0 x→0
Partial derivatives of more than two variables are also defined analogously:
For example if f is a function of three variables, say (x1 , x2 , x3 ), then we can define
fxi , fxi xj , fxi xj xk for i, j, k ∈ {1, 2, 3}.
EXAMPLE 1.14 Let f (x, y) := x2 y + y 3 , (x, y) ∈ R2 . Then
fx = 2xy; (fx )y = 2x = (fy )x ; fxx = 2y; fyy = 6y.

EXAMPLE 1.15 Let u = exy sin z. Then,
ux = exy y sin z; uy = exy x sin z;
uxy := (ux )y = sin z(xy + 1)exy ; uxyz := (uxy )z = cos z(xy + 1)exy ;
uyz := (uy )z = exy x cos z; uyzx := (uyz )x = cos z(xy + 1)exy ;

xy
EXAMPLE 1.16 Let f (x, y) := 2 for (x, y) 6= (0, 0). We have already ob-
x + y2
served that this function does not have a limit at (0, 0). In order to check the
existence of partial derivatives of a function at a point (x0 , y0 ), a necessary condi-
tion is that the function has to be defined at that point. So, first let us the extend
the function f to
f (x, y), (x, y) 6= (0, 0)
g(x, y) :=
α, (x, y) = (0, 0)
for some α ∈ R. Note that the functions g(x, 0) and g(0, y) are continuous at x = 0
and y = 0 respectively if and only if α = 0. So, let

f (x, y), (x, y) 6= (0, 0)
g(x, y) :=
0, (x, y) = (0, 0)
Note that the g does not have a limit at (0, 0). However, g(x, 0) = 0 and g(0, y) = 0
for all x, y ∈ R. Hence,
gx (x, 0) = 0, gy (0, y) = 0 ∀ x, y ∈ R,
gxx (x, 0) = 0, gyy (0, y) = 0 ∀ x, y ∈ R.

d
Let us see if gxy (0, 0) exists. Recall that gxy (0, 0) := dy gx (0, y)y=0 .
We have to see
whether the function gx (0, y) is differentiable at y = 0. Note that for y 6= 0,
g(∆x, y) − g(0, y) g(∆x, y) y 1

gx (0, y) = lim = lim = lim = .
∆x→0 ∆x ∆x→0 ∆x ∆x→0 (∆x)2 + y 2 y
Similarly, gy (x, 0) = 1/x for all x 6= 0. Since, gx (0, y) is not continues at y = 0,

(gx )y (0, 0) does not exist. Similarly, (gx )y (0, 0) does not exist.
Remark 1.9 The above example shows that a function can have partial derivatives
at a point even if it does not have a limit at that point.
(
xy(x2 −y 2 )
x2 +y 2
, (x, y) 6= (0, 0)
EXAMPLE 1.17 Let z = f (x, y) :=
0, (x, y) = (0, 0).
Note that f (x, 0) = 0 and f (0, y) = 0 for all x, y ∈ R. Therefore,
fx (x, 0) = 0, fy (0, y) ∀x, y ∈ R.
and
fxx (x, 0) = 0, fyy (0, y) ∀x, y ∈ R.
Now, by definition,
d d
(fx )y (0, 0) = fx (0, y) , (fy )x (0, 0) = fy (x, 0) .
dy y=0 dx x=0
Note that
f (∆x, y) − f (0, y)
fx (0, y) = lim = −y,
∆x→0 ∆x
and
f (x, ∆y) − f (x, 0)
fy (x, 0) = lim = x.
∆y→0 ∆y
Thus,
fxy (0, y) = −1, fyx (x, 0) = 1 ∀ x, y ∈ R.
In particular,
fxy (0, 0) = −1, fyx (0, 0) = 1.

The above example shows that, in general, fxy need not be equal to fyx . However,
under certain additional conditions they can be equal.
Theorem 1.3 If fxy and f yx exist and are continuous in a neighbourhood D0 of

(x0 , y0 ), then fxy = fyx on D0 .
1.5.1 Partial Increments and Total Increment
Definition 1.19 Suppose f is a (real valued) function defined in a neigbourhood

of a point (x, y), and let z = f (x, y). Then
• Partial increment of z with respect to x is
∆x z := f (x + ∆x, y) − f (x, y).
• Partial increment of z with respect to y is

∆y z := f (x, y + ∆y) − f (x, y).
• Total increment of z is
∆z := f (x + ∆x, y + ∆y) − f (x, y).

Theorem 1.4 Suppose fx and fy exist and are continuous in a neighbourhood D1
of a point (x, y). Then there exist functions ϕ and ψ defined in the neighbourhood
D2 of (0, 0) such that
∆z = fx (x, y)∆x + fy (x, y)∆y + φ(∆x, ∆y)∆x + ψ(∆x, ∆y)∆y
for all (x, y) ∈ D1 and (∆x, ∆y) ∈ D2 , where
φ(∆x, ∆y) → 0, ψ(∆x, ∆y) → 0 as (∆x, ∆y) → (0, 0).
Proof. We may observe that

∆z := f (x + ∆x, y + ∆y) − f (x, y)
= [f (x + ∆x, y + ∆y) − f (x, y + ∆y)] + [f (x, y + ∆y) − f (x, y)].
Since f has partial derivatives in a neighbourhood of (x, y), by mean value theorem,
there exists ξ between x and x + ∆x such that
f (x + ∆x, y + ∆y) − f (x, y + ∆y) = fx (ξ, y + ∆y),
there exists η between y and y + ∆y such that
f (x, y + ∆y) − f (x, y) = fy (x, η).
Thus,
∆z = fx (ξ, y + ∆y)∆x + fy (x, η)∆y.
Further, since fx and fy are continuous at (x, y),
fx (ξ, y + ∆y) → fx (x, y), fy (x, η) → fy (x, y)
p
as (∆x, ∆y) → (0, 0), i.e., as ∆ρ := (∆x)2 + (∆y)2 → 0. Thus,
∆z = fx (x, y)∆x + fy (x, y)∆y + φ(∆x, ∆y)∆x + ψ(∆x, ∆y)∆y,
where φ(∆x, ∆y) → 0 and ψ(∆x, ∆y) → 0 as ∆ρ → 0.
1.5.2 Total Differential, Gradient, Differentiability
Suppose f is a function of two variables defined in a neighborhood of a point u0 :=

(x0 , y0 ).
Definition 1.20 Suppose function f has partial derivatives at (x0 , y0 ). Then the
expression
fx ∆x + fy ∆y
is called the total differential. The total differential of z := f (x, y)f , and it is
denoted by dz, and the infinitesimals ∆x and ∆y are called the differentials of the
variables x and y and are denoted by dx and dy, respectively. Thus,
dz = fx ∆x + fy ∆y or dz = fx dx + fy dy.
The pair (fx , fy ) is called the gradient of f at u0 , denoted by
(grad f )(u0 ) or (∇f )(u0 ).

Remark 1.10 In fact, the total differential of f at a point u0 is a function:
(∆x, ∆y) 7→ fx ∆x + fy ∆y
defined in a neighbourhood of (0, 0).
By Theorem 1.4,
∆z ∼
= dz.
The above approximate equality can be used to approximate certain quantities. For
instance, if an expression for f (x, y) is known, then
f (x + ∆x, y + ∆y) ∼
= f (x, y) + dz.
EXAMPLE 1.18 Volume of the material required to make a glass of inner radius
r, inner height h and thickness k is:
V = π(r + k)2 (h + k) − πr2 h.
Writing
f (r, h) := πrh , ∆r = k = ∆h,
the above expression can be written as
f (r + ∆r, h + ∆h − f (r, h).
Thus,
V = f (r + ∆r, h + ∆h − f (r, h)
∼
= fr ∆r + fh ∆h
= π(2rh∆r + r2 ∆h).

s
1+x
EXAMPLE 1.19 Let f (x, y) := . Let us find an approximate
(1 + y)(1 + z)
express for f (x, y) when x and y are close to 0. This amounts to considering the
approximate equality:
f (x, y) ∼
= f (0, 0) + fx (0, 0)x + fy (0, 0)y
1
= 1 + (1 + x − y − z).
2

Definition 1.21 The function f is said to be differentiable at (x0 , y0 ) if there

exists a pair (α, β) of real numbers such that
1
lim {[f (x0 + ∆x, y0 + ∆y) − f (x0 , y0 )] − (α∆x + β∆y)} = 0,
∆ρ→0 ∆ρ
p
where ∆ρ := (∆x)2 + (∆y)2 . The pair (α, β) is called the derivative of f and is
denoted by f 0 (u0 ).
From Theorem 1.4, the following result is obvious, thus providing a sufficient
condition for differentiability at a point.
Theorem 1.5 If fx and fy exist and are continuous in a neighbourhood of u0 =

(x0 , y0 ), then f is differentiable at X0 , and
f 0 (u0 ) = (∇f )(u0 ).
Here is a necessary condition for differentiability.
Theorem 1.6 Suppose f is differentiable at u0 := (x0 , y0 ). Then, f is continuous,

partial derivatives fx and fy exist at u0 , and
f 0 (u0 ) = (∇f )(u0 ).
Proof. Let ∆z(u0 ) := f (x0 + ∆x, y0 + ∆y) − f (x0 , y0 ). By hypothesis, there

exists (α, β) ∈ R2 such that
∆z(u0 ) − (α∆x + β∆y)

lim = 0. (∗)
∆ρ→0 ∆ρ
Now,
∆z(u0 ) − (α∆x + β∆y)
∆z(u0 ) = ∆ρ + (α∆x + β∆y).
∆ρ
Hence, lim ∆z(u0 ) = 0 so that f is continuous at u0 = (x0 , y0 ). From (∗) we also
∆ρ→0
have
f (x0 + ∆x, y0 ) − f (x0 , y0 ) − α∆x
lim =0
∆x→0 ∆x
and
f (x0 , y0 + ∆y) − f (x0 , y0 ) − β∆y
lim = 0.
∆y→0 ∆x
Hence fx and fy exist at u0 and we have f 0 (u0 ) = (α, β) = (fx (u0 ), fy (u0 )).
Remark 1.11 If a function f is either not continuous or if fx and fy does not

exist at (x0 , y0 ), then By Theorem 1.6 we can conclude that f is not differentiable
at (x0 , y0 ). Suppose fx and fy exist at u0 = (x0 , y0 ). Then it follows that, f is
differentiable at (x0 , y0 ) if and only if
1
lim {[f (x0 + ∆x, y0 + ∆y) − f (x0 , y0 )] − [fx (u0 )∆x + fy (u0 )∆y)]} = 0.
∆ρ→0 ∆ρ
and in that case the derivative is (∇f )(x0 , y0 ) := (fx (x0 , y0 ), fy (u0 )).
1.5.3 Derivatives of Composition of Functions
Suppose z = F (u, v) where u and v are functions of (x, y), i.e., u = ϕ(x, y) and
v = ψ(x, y) for some functions ϕ and ψ. Then z itself is a function of (x, y). Thus,
z = F (ϕ(x, y), ψ(x, y)).
Then we have
∆x z = F (ϕ(x + ∆x, y), ψ(x + ∆x, y)) − F (ϕ(x, y), ψ(x, y)).
But,
∆x u = ϕ(x + ∆x, y) − ϕ(x, y), ∆x v = ψ(x + ∆x, y) − ψ(x, y).
Hence, assuming all necessary conditions, we have
∆x z = F (u + ∆x u, v + ∆x v) − F (u, v)
= Fu ∆x u + Fv ∆x v + ϕ1 ∆x u + ϕ2 ∆x v,
where
ϕ1 (∆x u, ∆x v) → 0, ϕ2 (∆x u, ∆x v) → 0 as (∆x, ∆y) → (0, 0).
Thus,
∆x z ∆x u ∆x v ∆x u ∆x v
= Fu + Fv + ϕ1 + ϕ2 .
∆x ∆x ∆x ∆x ∆x
Now taking limit as (∆x, ∆y) → (0, 0), we have
∂z ∂u ∂v
= Fu + Fv .
∂x ∂x ∂x
Thus we have proved the following theorem.
Theorem 1.7 Suppose ϕ and ψ are defined in a neighbourhood D of a point (x0 , y0 )

and z = F (u, v) where u = ϕ(x, y), v = ψ(x, y) for (x, y) ∈ D. Assume that
Fu , Fv exist and are continuous in a neighbourhood of (u0 , v0 ), where u0 = ϕ(x0 , y0 ),
v0 = ψ(x0 , y0 ). Then for all (x, y) in a neighbourhood of (x0 , y0 ), we have
∂z ∂u ∂v
= Fu + Fv .
∂x ∂x ∂x
A special cases:
(i) Suppose f is a function of (x, y) in a nbd of a point (x0 , y0 ), and x and y
are functions of another variable t with t ∈ [a, b]. Then z = f (x, y) is a function of
t and we have
dz ∂z dx dy
= = fx + fy .
dt ∂t dt dt
(ii) Suppose f is a function of (x, y) in a nbd of a point (x0 , y0 ), and y is a

function x. Then z = f (x, y) is a function of x and we have
dz ∂z dy
= = fx + fy .
dx ∂x dx
2
EXAMPLE 1.20 Consider the function z = ln(u2 + v 2 ) where u = ex=y and
v = x62 + y. Then
∂z ∂z ∂u ∂z ∂v
= +
∂x ∂u ∂x ∂v ∂x
2u x+y2 2x
= 2
e + 2
u +v u +v
2 x+y2
= ue + x
u2 + v
and
∂z ∂z ∂u ∂z ∂v
= +
∂y ∂u ∂y ∂v ∂y
2u x+y2 1
= 2
e 2y + 2
u +v u +v
1 x+y 2

= 4ue + 1
u2 + v

√
EXAMPLE 1.21 Consider the function z = x2 + y where y = sin x, 0 < x < π.
Then
dz ∂z ∂z dy cos x
= + = 2x + √ .
dx ∂x ∂y dx 2 y

Euler’s Theorem:
Theorem 1.8 Suppose f is a homogeneous function of degree n in a domain D,
i.e., f (λx, λy) = λn f (x, y) for all λ ∈ R, (x, y) ∈ D. Then
∂f ∂f
x +y = nf (x, y).
∂x ∂y
Proof. We may write

y y
f (x, y) = f x, x = xn f 1, = xn g(u),
x x
where u = y/x and g(u) = f (1, u). Then by Theorem 1.7,
∂f
= nxn−1 g(u) + xn g 0 (u)(−y/x2 ),
∂x
∂f
= xn g 0 (u)(1/x) = xn−1 g 0 (u).
∂y
From these expressions the conclusion of the theorem follows.
1.6 Derivatives of Implicitly Defined Functions
Definition 1.22 A function y = f (x) is said to be implicitly defined on an

interval J if there exists a function z = F (x, y) defined on a domain D which
contains the set {(x, 0) : x ∈ J} such that
F (x, f (x)) = 0 ∀ x ∈ J.

Theorem 1.9 Suppose f is implicitly defined on an interval J of a point x0 by an
equation F (x, y) = 0 with y = f (x) for x ∈ J. Assume further that Fx and Fy are
defined and are continuous in a nbd of a point (x0 , y0 ) where x0 ∈ J and y0 = f (x0 ).
If Fy 6= 0 at (x0 , y0 ), then Fy 6= 0 and f 0 (x) exists in a nbd J0 of x0 and
Fx
f 0 (x) = − ∀ x ∈ J0 .
Fy
Proof. Let x0 ∈ J and y0 = f (x0 ), ∆y = f (x0 + ∆x) − f (x0 ). Then, since

F (x0 , y0 ) = 0 = F (x0 + ∆x, y0 + ∆y), we have
0 = ∆F = Fx ∆x + Fy ∆y + ϕ1 ∆x + ϕ2 ∆y,
where ϕ1 (∆x, ∆y), ϕ2 (∆x, ∆y) → 0 as (∆x, ∆y) → 0. Since

∆y ∆y ∆y
0 = Fx + Fy + ϕ1 + ϕ2 = (Fx + ϕ1 ) + (Fy + ϕ2 ) ,
∆x ∆x ∆x
Derivatives of Implicitly Defined Functions 19
we have
∆y Fx + ϕ1 Fx
=− →− as (∆x, ∆y) → 0.
∆x Fy + ϕ2 Fy
Thus f 0 (x0 ) exists and f 0 (x0 ) = −Fx /Fy at (x0 , y0 ).
Since Fy 6= 0 at (x0 , y0 ) and Fy is continuous in a nbd of (x0 , y0 ), we know that
Fy 6= 0 for all points in a nbd of (x0 , y0 ). In particular, there exists a nbd J0 of
x0 such that Fy (x, f (x)) 6= 0 for all x ∈ J0 . Hence, the result follows from the
arguments in the above paragraph by replacing x0 by any point in J0 .
Suppose F is defined in a nbd D of a point (x0 , y0 ).
Question: Does there exists a function y = f (x) defined in a nbd J0 of x0 such

that F (x, f (x)) = 0 for all x ∈ J0 ?
The following theorem, known as the implicit function theorem prescribes certain
conditions on F which guarantees affirmative answer to the above question. We
omit its proof. Interested reader can see the proof in any of the books on Advanced
Calculus, for example, the book, Advanced Calculus, by D.V. Widder (Prentice-Hall
of India, 1996).
Theorem 1.10 (Implicit function Theorem) Suppose F is defined in a nbd D of

a point (x0 , y0 ), and Fx and Fy exist and are continuous in D. If F (x0 , y0 ) = 0 and
Fy 6= 0 at (x0 , y0 ), then there exists a differentiable function y = f (x) defined in a
nbd J of x0 such that (x, f (x)) ∈ D and
(i) F (x, f (x)) = 0 for all x ∈ J, and
Fx
(ii) f 0 (x) = − ((x, f (x)) for all x ∈ J.
Fy
EXAMPLE 1.22 Let F (x, y) = x2 + y 2 − 1 for (x, y) ∈ R2 . Clearly, Fx and Fy

exist and are continuous in R2 . Also, F (x, y) = 0 for every point on the circle
S := {(x, y) : x2 + y 2 = 1}. Note that Fy 6= 0 whenever (x, y) 6= (1, 0). In this case
we have
dy x
=−
dx y
at any point x with (x, y) ∈ S and y 6= 0.
EXAMPLE 1.23 Let F (x, y) = ey −ex +xy for (x, y) ∈ R2 . Clearly, Fx := −ex +y
and Fy := ey + x are continuous in R2 . Also, Fy 6= 0 whenever ey 6= −x. In this
case we have
dy −ex + y ex − y
=− y = y
dx e +x e +x
y
whenever e 6= −x.
The above considerations can be extended to functions of more than two vari-
ables.
So, let z = f (x, y) be defined implicitly by the equation

F (x, y, z) = 0.
Then under appropriate conditions on F and (x0 , y0 , z0 ), we have
∂z Fx
=− ,
∂x Fz
∂z Fy
=− .
∂y Fz
EXAMPLE 1.24 Let F (x, y, z) = x2 + y 2 + z 2 − R2 . Then

∂z x ∂z y
=− , =− .
∂x z ∂y z

EXAMPLE 1.25 Let F (x, y, z) = ez + x2 y + z + 5. Then
∂z Fx 2xy ∂z Fy x2
=− =− 2 , =− =− 2 .
∂x Fz e +1 ∂y Fz e +1

1.6.1 Level Curve and Level Surface
Suppose z = u(x, y) is a function defined in a domain D ⊆ R2 , called a scalar field.

Recall that the equations z = u(x, y) defines a surface. For c ∈ R, consider the
surface defined by the equation z = c. One may visualize that the intersection of
these two surface is a curve in the space. The projection of this curve onto the
xy-plane is called a level curve. More precisely:
Definition 1.23 if z = u(x, y) is a scalar field, then for each c ∈ R, the set of all
(x, y) ∈ D such that f (x, y) = c is called a level curve of u.
Definition 1.24 If u is a function defined in a domain D in R3 , then, for each
c ∈ R, the set of all (x, y, z) ∈ D such that u(x, y, z) = c is called a level surface
of u.
If Γ is a level curve of a function u, then it can be easily seen that ~v := (uy , −ux )
is a vector in the direction of the tangent at the point (x, y). Indeed, if y = f (x) is
implicitly defined by
F (x, y) := u(x, y) − c = 0,
then the level curve of u is the graph of f , and its tangent is along the direction of
(1, −ux /uy ), i.e., along (uy , −ux ) whenever uy 6= 0, and if uy = 0 then its direction
is obviously along (0, −ux ). Thus, we see that
5u · ~v = (ux , uy ) · (uy , −ux ) = ux uy − uy ux = 0,
so that the gradient 5u of u is perpendicular to the tangent line, and hence it is
along the normal to the level curve.
Directional Derivatives 21
1.7 Directional Derivatives

Suppose u is a function defined in a domain D ⊆ R2 . We would like to know the
change in the values of u as (x, y) varies from (x0 , y0 ) along a particular direction
~s. Thus, taking ∆~s = (∆x, ∆y) and writing
p
∆s = (∆x)2 + (∆y)2 ,
we have
∆u = u(x0 + ∆x, y + ∆y) − u(x0 , y0 )

= ux ∆x + uy ∆y + ϕ1 ∆x + ϕ2 ∆y,
where ϕ1 → 0 and ϕ2 → 0 as (∆x, ∆y) → (0, 0). Hence,
∆u ∆x ∆y ∆x ∆y
= ux + uy + ϕ1 + ϕ2 .
∆s ∆s ∆s ∆s ∆s
Thus, if u has continuous partial derivatives at (x0 , y0 ), we have
∆u
lim = ux cos α + uy cos β,
∆s→0 ∆s
where α and β are the angles that ~s makes with the x-axis and y-axis respectively.
Thus
∂u ∆u
:= lim = 5u · n~s ,
∂s ∆s→0 ∆s
where n~s is the unit vector along ~s, that is,
~s
n~s := .
|~s|
∂u
Definition 1.25 The quantity ∂s defined is called the directional derivative of
u along ~s.
Remark 1.12 We may observe by taking e~1 = (1, 0) and e~2 = (0, 1) that
∂u ∂u ∂u ∂u
= , = .
∂e1 ∂x ∂e2 ∂y
Remark 1.13 By the definition of the directional derivative, we have
∂u
= 5u · n~s = | 5 u| cos θs ,
∂s
where θs is the angle between the vectors 5u and ~s. Thus,
∂u
≤ | 5 u|,
∂s
and
∂u
= | 5 u| ⇐⇒ θs = 0.
∂s
Note that if ~s = 5u, then n~s = 5u/| 5 u| so that
∂u
= 5u · n~s = | 5 u|.
∂s
Thus, among all directional derivatives at a point, the one along ~s = 5u is the
maximum.
In a similar way, we can define directional derivatives of functions of three or

more variables. Thus, if u = u(x, y, z) defined in a domain D ⊆ R3 , and if P0 =
(x0 , y0 , z0 ) ∈ D, then the directional derivative of u along ~s := s1~i + s1~j + s1~k is
defined as
∂u
= 5u · n~s = | 5 u| cos θs ,
∂s
where θs is the angle between the vectors 5u and ~s.
EXAMPLE 1.26 Let u(x, y) = xy. Then the directional derivative of u in the
∂u
direction of ~s := (3, 4) at the point P = (1, 2) is given by := 5u · n~s at P , where
∂s
1
5u = (y, x) and n~s = ~s/|~s| = 5 (3, 4). Hence, at P = (1, 2),
∂u 1
= (3y + 4x)P = 2.
∂s 5
EXAMPLE 1.27 Let u(x, y) = x2 + y 2 . Then the directional derivative of u in
∂u
the direction of ~s := (s1 , s2 ) at the point P = (a, b) is given by := 5u · n~s at
p ∂s
(a, b), where 5u = (2x, 2y) and n~s = ~s/|~s| = (s1 , s2 )/ s21 + s22 . Hence

∂u (2xs1 + 2ys2 )P 2
= p
2 2
=p 2 (as1 + bs2 ).
∂s s1 + s2 s1 + s22
EXAMPLE 1.28 Let u(x, y, z 2 ) = x2 + y 2 + z 2 and ~s = 2~s + ~j + 3~k. Then the

directional derivative of u in the direction of ~s at the point P = (1, 1, 1) is:
∂u
= 5u · n~s ,
∂s
where
~s (2, 1, 3) (2, 1, 3)
5u = (2x, 2y, 2z), n~s = =√ = √ .
|~s| 4+1+9 14
Thus,
4x + 2y + 6z
5u = √
14
so that at P = (1, 1, 1),
∂u (4 × 2) + (2 × 1) + (6 × 3) 12
= √ =√ .
∂s 14 14
Taylor’s Formula 23
If ~s = 5u,
∂u p √
(P ) = | 5 u|(P ) = 2 x2 + y 2 + z 2 (P ) = 2 3.
∂s
Exercise 1.9 Suppose f is differentiable at u0 := (x0 , y0 ). Then, prove that direc-
tional derivatives of f in any direction ~s exist at u0 , and
∂u
f 0 (u0 ) = at u0 .
∂s
1.8 Taylor’s Formula

Recall that if f is a function of one variable having continuous derivatives up to the
order n + 1 in a nbd of a point x0 , then the Taylor’s formula for f at any x in that
nbd is
n
X f (k) (x0 ) f (k+1) (ξx )
f (x) = f (x0 ) + (x − x0 )k + (x − x0 )k+1
k! k!
k=1
for some ξx lying between x0 and x. Writing ∆x = x − x0 , the above formula can
be written as
n
d k d n+1

X 1 1
f (x) = f (x0 ) + ∆x f (x0 ) + ∆x f (x0 + ξ∆x).
k! dx (n + 1)! dx
k=1
Here, we used the notation

k
df k−1

d df d d
∆x f := ∆x , ∆x f := ∆x ∆x .
dx dx dx dx dx
We obtain similar formula for functions of two variables as well. For this purpose
let us define
∂ ∂ ∂f ∂f
∆x + ∆y f := ∆x + ∆y ,
∂x ∂y ∂x ∂y
and for k = 2, 3, . . .,
∂ k ∂ k−1

∂ ∂ ∂ ∂
∆x + ∆y f := ∆x + ∆y ∆x + ∆y f.
∂x ∂y ∂x ∂y ∂x ∂y
It can be seen that
k
∂ k
r k−r
∂ X
k

r k−r ∂ ∂
∆x + ∆y f= Cr (∆x) (∆y) f.
∂x ∂y ∂x ∂y
r=0
Note that, under the assumption that f has continuous partial derivatives fxy
and fyx in a nbd D0 of a point P0 ,
∂ 2 ∂2f ∂2f ∂2f

∂
∆x + ∆y f = (∆x)2 2 + 2∆x∆y + (∆y)2 2 .
∂x ∂y ∂x ∂x∂y ∂y
Theorem 1.11 Suppose f is a function of two variables having continuous partial

derivatives up to the order n + 1 in a nbd D0 of a point (x0 , y0 ). Then the Taylor’s
formula for any x in D0 is given by
n
∂ k

X 1 ∂
f (x, y) = f (x0 , y0 ) + ∆x + ∆y f (x0 , y0 )
k! ∂x ∂y
k=1
∂ n+1

1 ∂
+ ∆x + ∆y f (x0 + ξ∆x, y0 + ξ∆y).
(n + 1)! ∂x ∂y
for some 0 < ξ < 1.
Proof. Let ϕ(t) = f (x0 + t∆x, y0 + t∆y). Then we have
∂ k

∂
ϕ(k) (t) = ∆x + ∆y f (x0 + ξ∆x, y0 + ξ∆x). (∗)
∂x ∂y
Hence, using the Taylor’s formula for functions of one variable we have
n
X ϕ(k) (0) ϕ(k+1) (ξ)
ϕ(1) = ϕ(0) + +
k! k!
k=1
for some ξ lying between 0 and 1. In view of (∗), this is exactly the required
formula.
1.9 Maxima and Minima
Definition 1.26 Suppose f : D → R and u0 ∈ D.

(i) The function f is said to have a maximum at u0 (or f attains local maximum
at u0 ) if there exists a nbd G0 ⊆ D of u0 such that f (u) < f (u0 ) for all u ∈ G0 ,
u 6= u0 , and we say that f attains a maximum at u0 .
(ii) The function f is said to have a minimum at u0 (or f attains local minimum
at u0 ) if there exits a nbd H0 ⊆ D of u0 such that f (u) > f (u0 ) for all u ∈ H0 ,
u 6= u0 , , and we say that f attains a maximum at u0 .
(iii) The function f is said to have extremum at u0 if f attains either maximum
or minimum at u0 , and we say that f attains an extremum at u0 .
Remark 1.14 (a) By the above definition, if a function f has a maximum (resp.
minimum) at a point u0 , then there exists a nbd of u0 such that f can not attain
maximum (resp. minimum) at any other point in that nbd. For example, the
function f (x, y) = 1 defined on D := {(x, y) : x2 + y 2 < 1}, does not attain
maximum or minimum at any point in D, though for every u0 = (x0 , y0 ), f (x, y) ≤
f (x0 , y0 ) = 1 for every (x, y) ∈ D.
Maxima and Minima 25
(b) In the above we have defined maximum and minimum only locally, i.e.,
in a nbd of a point. In case there exists u0 ∈ D such that f (x) < f (u0 ) (resp.
f (x) > f (u0 )) for all u ∈ D, then we say that f attains global maximum at u0
(global minimum at u0 ).
Following theorem prescribes a necessary condition for a function to have a
maximum or minimum at a point.
Theorem 1.12 Suppose f : D → R has a maximum or minimum at u0 ∈ D, and
suppose fx and fy exist at u0 . Then fx = 0 = fy at u0 .
Proof. Suppose f : D → R has maximum at u0 = (x0 , y0 ) ∈ D. Then
f (x0 + h, y0 ) < f (x0 , y0 )
for all h in a deleted nbd J0 of 0. Hence, the function ϕ : J0 → R defined by

ϕ(h) = f (x0 + h, y0 ) has a maximum at 0. Therefore, ϕ0 (0) = 0, i.e., fx (u0 ) = 0.
Similarly, we can discuss the case of attaining minimum at u0 .
Definition 1.27 Let f : D → R, and u0 ∈ D. If fx and fy exist at u0 and

fx = 0 = fy at u0 , then u0 is called a critical point of f . A critical point of f at
which f is neither a maximum nor a minimum is called a saddle point of f .
EXAMPLE 1.29 Let f (x, y) = (x − 1)2 + (y − 2)2 − 1, (x, y) ∈ R2 . Then we
see that f (x, y) > f (1, 2) = −1 for all (x, y) 6= (1, 2). Thus, f attains minimum at
(1, 2) ∈ R2 .
EXAMPLE 1.30 Let f (x, y) = 21 − sin(x2 + y 2 ), (x, y) ∈ R2 . Then we see that
f (x, y) < f (0, 0) = 21 for all (x, y) 6= (0, 0) in a nbd of (0, 0). Thus, f attains
maximum at (1, 2) ∈ R2 .
EXAMPLE 1.31 Let f (x, y) = x2 − y 2 . Then fx = 0 = fy at (0, 0) ∈ R2 , but, f
attains neither maximum nor minimum at (0, 0); in fact, in every nbd of the origin,
there are points at which f takes positive as well as negative values. Thus, (0, 0) is
a critical point which is a saddle point of f .
Now we prescribe a sufficient condition for a function to have a maximum or a
minimum at a point.
Theorem 1.13 Suppose u0 := (x0 , y0 ) ∈ D is a critical point of f : D → R, and
f has continuous partial derivatives up to the order three in a nbd of u0 . Then we
have the following:
(i) f has a maximum at u0 , if
2
fxx fyy − fxy > 0, fxx < 0 at u0 .
(ii) f has a minimum at u0 if

2
fxx fyy − fxy > 0, fxx > 0 at u0 .
2 < 0 at u .
(iii) u0 is a saddle point of f if fxx fyy − fxy 0
Remark 1.15 Look at the definition of a saddle point and the part (iii) in Theorem
2 < 0 is a necessary
1.13. Part (iii) in Theorem 1.13 does not say that fxx fyy − fxy
condition for u0 to be a saddle point of f ; the condition is only sufficient. The
2 < 0 is not
point u0 can be a saddle point of f even when the condition fxx fyy − fxy
satisfied; but in that case one of the conditions fxx > 0 and fxx < 0 is to satisfied
at u0 .
Next we give another sufficient condition which involves eigenvalues of certain

matrix.
Suppose A is a n × n matrix with real entries. Then we say that λ ∈ R is an
eigenvalue of A if det(A − λI) = 0. It is known that if A is symmetric, then there
are λ1 , . . . , λn such that
det(A − λI) = (λ1 − λ)(λ2 − λ) . . . (λn − λ).
A symmetric matrix A is said to be positive definite if all its eigenvalues are

positive and it is said to be negative definite if all its eigenvalues are negative.
Theorem 1.14 Suppose u0 ∈ D is a critical point of f : D → R, and f has

continuous partial derivatives up to the order two in a nbd of u0 . Let

fxx fxy
H= at u0 .
fyx fyy
Then
(i) f has a maximum at u0 , if H is negative definite, and
(ii) f has a minimum at u0 if H is positive definite.
(ii) u0 is a saddle point of f if H is neither positive definite nor negative definite,
but det(H) 6= 0.
EXAMPLE 1.32 Find the distance between the straight lines given by the equa-
tions
x−1 y z x y z
(i) = = and (ii) = = .
1 2 1 1 1 1
Note that an arbitrary point po the first line given by (λ + 1, 2λ, λ) whereas an
arbitry point on the second line is given by (µ, µ, µ). Thus, we have to minimize the
function
f (λ, µ) := (λ + 1 − µ)2 + (2λ − µ)2 + (λ − µ)2 .
Note that
fλ = 2(λ + 1 − µ) + 4(2λ − µ) + 2(λ − µ) = 12λ − 8µ + 2,

fµ = −2(λ + 1 − µ) − 2(2λ − µ) − 2(λ − µ) = −8λ + 6µ − 2 =

Hence, fλ = 0, fµ = 0 give λ = 1/2, µ = 1. It can be seen that
2
fλλ fµµ − fλµ > 0, fλλ > 0 at (λ, µ) = (1/2, 1).
p √
Hence, the minimum distance is f (1/2, 1) = 1/ 2.
EXAMPLE 1.33 Let f (x, y) = x2 + y 2 − xy + 3x − 2y + 1. Then
fx = 2x + −y + 3, fy = 2y − x − 2.
Hence
fx = 0 = fy ⇐⇒ (x, y) = (−4/3, 1/3)
and
2
fxx fyy − fxy =3 and fxx = 2 > 0 at (−4/3, 1/3).
Hence, by the above theorem, f has a minimum at (−4/3, 1/3).
2 = 3 and f
Remark 1.16 In Example 1.33, although fxx fyy − fxy xx = 2 at every
2
(x, y) ∈ R , the function has only one extremum.
EXAMPLE 1.34 Let us find the shortest distance from the origin to the plane
x − 2y − 2z = 1 (by finding extrema of certain functions).
Well, you already know that the √ shortest distance from the origin to the plane
given by ax = by + cz = d is |d|/ a2 + b2 + c2 . Thus, the answer required in the
present example is 1/3. Let us find the same by finding the minimum of certain
functions.
p
Recall that the distance from the origin to any point (x, y, z) is given by x2 + y 2 + z 2 .
Thus, the problem reduces to minimizing the function x2 + y 2 + z 2 when (x, y, z)
varies over the plane given by x − 2y − 2z = 1.
Since x − 2y − 2z = 1 implies z = 12 (x − 2y − 1), it is enough to find the minimum
value of
1
f (x, y) := x2 + y 2 + z 2 = x2 + y 2 + (x − 2y − 1)2 .
4
Note that
1 5 1
fx = 2x + (x − 2y − 1) = x − y − ,
2 2 2
fy = 2y − (x − 2y − 1) = 4y − x + 1.
Thus,
1 2
fx = 0 & fy = 0 ⇐⇒ x = & y=− ,
9 9
and in that case z = − 92 . Since the function f does not attain maximum at any
point, the minimum of f is f ( 91 , − 29 ) = 19 so that the required minimum distance is
q
f ( 19 , − 92 ) = 13 .
Exercise 1.10 Show that the shortest distance from the origin to the plane given
|d|
by ax = by + cz = d is √a2 +b 2 +c2
, by finding minimum of certain function. J
Exercise 1.11 Show that the rectangle having a maximum area for a fixed perimeter
is a square. J
1.9.1 Method of Lagrange Multipliers
In Example 1.34 what we have found is the minimum of a function
f (x, y, z) := x2 + y 2 + z 2 (i)
when (x, y, z) varies over the set of points such that
ϕ(x, y, z) := x − 2y − 2z − 1 = 0. (ii)
The method we adopted was that, from the equation (ii), we expressed z as a
function of (x, y), namely
1
z = g(x, y) := (x − 2y − 1)
2
and substituted the same into (i) to obtain a function of two variables, namely
1
h(x, y) := f (x, y, g(x, y)) := x2 + y 2 + x2 + y 2 + (x − 2y − 1)2
4
and used the method of finding minimum of h.
In general, suppose the problem is to find an extremum of a function
f (x, y, z) (iii)
when (x, y, z) varies over the set of points such that
ϕ(x, y, z) = 0. (iv)
If we are able to find a function z = g(x, y) such that
ϕ(x, y, g(x, y)) = 0,
then we could find extrema of
h(x, y) := f (x, y, g(x, y)).
But, if the function ϕ is not simple enough to find such a function g, then the
above procedure cannot be adopted. Now we describe a procedure, called method
of Lagrange multipliers, which does not involve such a function g explicitly.
We shall consider the method of Lagrange multipliers in the case of two variables.
The procedure can be extended to any finite number of variables.
Suppose we would like to find maximum or minimum of a function f which is

defined in some open set D ⊆ R2 , subject to the condition ϕ(x, y) = 0, where ϕ is
also defined in D. Suppose f attains maximum at a point P0 := (x0 , y0 ) as (x, y)
varies over the set
Sf := {(x, y) : ϕ(x, y) = 0}.
Let us also assume that fx , fy , ϕx , ϕy exist in a nbd of P0 , and there exists a function
y = g(x) defined in a nbd J0 of x0 such that ϕ(x, g(x)) = 0 for all x ∈ J0 . Then
u = f (x, y) is a function of a single variable x ∈ J0 . Thus, u attains maximum at
P0 so that derivative of u w.r.t. x is 0 at x0 . Thus, we have the following necessary
conditions:
du
:= fx + fy y 0 = 0, ϕx + ϕy y 0 = 0 at P0 .
dx
Hence, we must have
(fx + fy y 0 ) + λ(ϕx + ϕy y 0 ) = 0 at P0 ∀ λ ∈ R,
i.e,
(fx + λϕx ) + (fy + λϕy )y 0 = 0 at u0 ∀ λ ∈ R,
Choosing λ0 such that fy + λ0 ϕy = 0 at (x0 , y0 ), we obtain
ϕ = 0, fx + λϕx = 0, fy + λϕy = 0 for (λ, x, y) = (λ0 , x0 , y0 ). (∗)
Note that, writing

F (x, y, λ) := f (x, y) + λϕ(x, y)
the conditions in (∗) is same as
ϕ = 0, Fx = 0 = Fy at (λ0 , x0 , y0 ).
The parameter λ above is called the Lagrange multiplier, and the method using
Lagrange multiplier is the procedure of finding (λ, x, y) such that
ϕ = 0, Fx = 0 = Fy
so that the required point at which f attains an extremum in Sf is one among these
points.
EXAMPLE 1.35 Among all rectangles with a given perimeter `, let us find the
one having maximum area. Thus, the problem is to find the point (x0 , y0 ) at which
the function f (x, y) := xy attains maximum subject to the constraint ϕ(x, y) :=
2(x + y) − ` = 0. We consider the equation
ϕ = 2(x + y) − ` = 0, fx + λϕx := y + 2λ = 0, fy + λϕy = x + 2λ = 0.
Thus,
x = −2λ = y, ` = 2(x + y) = 4x
so that x = y = `/4.
EXAMPLE 1.36 We show that among all rectangular parallelepiped inscribed in

a given sphere, cube has the maximum volume. To see this, let x, y, z be the sides of
the parallelepiped. Clearly, we must have x2 + y 2 + z 2 = d2 , where d is the diameter
of the sphere. So, we must find the maximum of the function f (x, y, z) := xyz
subject to the condition ϕ(x, y, z) := x2 + y 2 + z 2 − d2 . Hence, the equations to be
solved are:
ϕ(x, y, z) := x2 + y 2 + z 2 − d2 = 0
fx + λϕx := yz + λ(2x) = 0
fy + λϕy := xz + λ(2y) = 0
fx + λϕz := xy + λ(2z) = 0.
From the above equations, it follows that
x(fx + λϕy ) + y(fy + λϕy ) + z(fz + λϕz ) = 0,
i.e.,
3xyz + 2λ(x2 + y 2 + z 2 ) = 0.
Thus,
3xyz + 2λd2 = 0.
Hence,
3 3
0 = yz + 2λ2x = yz − 2 x2 yz = yz 1 − 2 x2 .
d d
√ √ √
Thus, x = d/ 3. Similarly, y = d/ 3 and z = d/ 3.
EXAMPLE 1.37 Let us find the parelleloeiped of maximum volume with a given
surface area:
The function to be maximized is
f (x, y, z) = xyz
subject to the condition

2(xy + yz + zx) = A.
Thus,
ϕ(x, y, z) = 2(xy + yz + zx) = A.
Note that
fx + λϕx = 0 ⇐⇒ yz + 2λ(y + z) = 0, (i)
fy + λϕy = 0 ⇐⇒ zx + 2λ(z + x) = 0, (ii)
fz + λϕz = 0 ⇐⇒ xy + 2λ(x + y) = 0. (iii)
Multiplying (i), (ii) and (iii) by x, y and z respectively and adding we get
3xyz + 2λA = 0.
Thus, λ = −3xyz/2A. Hence, from (i),
3
yz − xyz(y + z) = 0, i.e., 3x(y + z) = A, i.e., 3(xy + xz) = A,
A
i.e.,
3(A − 2yz) = 2A, , i.e., 6yz = A, , i.e., yz = A/6.
Similarly, zx = A/6 and xy =p
A/6. Thus, so that z =
p A/6y and hence,
p x = A/6z =
2
y. Hence, x = A/6 and x = A/6. Similarly, y = A/6 and z = A/6.
EXAMPLE 1.38 Suppose a wire of length ` is cut into three pieces and are bent
them to form a circle, a square, and an equilateral triangle. Let us find the length
of these pieces so that that the total areas inscribed by these figures is minimum:
The function to be minimized is
√
2 2 3 2
f (x, y, z) := πx + y + z
4
subject to the constrained
ϕ(x, y, z) := 2πx + 4y + 3z − ` = 0.
Now, we may apply Lagrange multiplier method. The equations to be solved are:
ϕ(x, y, z) := 2πx + 4y + 3z − ` = 0
fx + λϕx := 2πx + λ(2π) = 0
fy + λϕy := 2y + λ(4) = 0
√
3
fz + λϕz := z + λ(3) = 0.
2
Thus,
6
x = −λ, y = −2λ, z = −λ √ (∗)
3
and
6
ϕ(x, y, z) := 2πx + 4y + 3z − ` = 2π(−λ) + 4(−2λ) + 3 − λ √ − ` = 0
3
Hence h 6 i
λ − 2π − 8 − 3 √ = `. (∗∗)
3
From (∗∗), we get value of λ, and then obtain the values of x, y, z, from the previous
three equations:
√
2 2 3 2 √ √
f (x, y, z) = πx + y + z = πλ2 + 4λ2 + 3 3λ2 = (π + 4 + 3 3)λ2 .
4

Exercise 1.12 Find the maximum of f (x, y, z) := x2 y 2 z 2 subject to the constraint

that x2 + y 2 + y 2 = 1.
Exercise 1.13 Among all parallelepiped of a given volume V , find the one which
has minimum surface area.
Exercise 1.14 Find points on the surface given by z 2 = xy + 4 subject closest to

the origin.
Exercise 1.15 Show that, among all parallelepiped with the given surface area A,
the cube has the maximum volume.
Exercise 1.16 Show that, of all triangles inscribed in a circle, the equilateral tri-
angle has the greatest area.
1.10 Problems
1. Give an example of a set which is neither open or closed.
2. Show that the limit of a convergent sequence is unique.
3. Let (Xn ) be a sequence in R2 with Xn := (xn , yn ) for n ∈ N and U := (x, y) ∈

R2 . Show that
(i) Xn → X if and only if xn → x and yn → y, and
(ii) Xn → X if and only if for every ε > 0, there exists N ∈ N such that
|xn − x| < ε and |yn − y| < ε whenever n ≥ N .
4. Let (Xn ) be a sequence in R2 . Show that (Xn ) converges if and only if for
every ε > 0, there exists N ∈ N such that |Xn − Xm | < ε whenever n, m ≥ N .
5. Show that a point X0 ∈ R2 is a limit point of D ⊆ R2 if and only if there

exists a sequence (Xn ) of distinct points in D which converges to X0 .
x2 − y 2
6. For the function f (x, y) := xy defined on D := {(x, y) : x2 + y 2 6= 0},
x2 + y 2
show that lim f (x, y) = 0.
(x,y)→(0,0)
x2 y
7. Show that for the function z = f (x, y) := defined on D := {(x, y) :
x4 + y 2
x2 + y 2 6= 0}, lim f (x, y) does not exist.
(x,y)→(0,0)
(y − x)(1 + x)
8. Let f (x, y) := defined on D := {(x, y) : x + y 6= 0}. Check
(y + x)(1 + y)
whether lim lim f (x, y) and lim lim f (x, y) exist. Are they same?
y→0 x→0 x→0 y→0
Problems 33
1 1
9. For f (x, y) := x sin + y sin defined on D := {(x, y) : xy 6= 0}, show that
y x
lim(x,y)→(0,0) f (x, y) = 0. Check whether lim lim f (x, y) and limx→0 limy→0 f (x, y)
y→0 x→0
exist.
10. For the following functions, examine whether fx , fy , fxx , fxy , fyy exist at
(0, 0), and if so find their values.

f (x, y), (x, y) 6= (0, 0)
(i) g(x, y) :=
0, (x, y) = (0, 0)
( 2 2
xy(x −y )
x2 +y 2
, (x, y) 6= (0, 0)
(ii) z = f (x, y) :=
0, (x, y) = (0, 0).
11. Find the constants a, b so that the surface given by ax2 − byz = (a + z)x will
be orthogonal to the surface given by 4x2 y + z 3 = 4 at the point (1, −1, 2).
12. In the following cases, find the directional derivative of the function f at the
point P0 in the direction of ~s:
(i) f (x, y, z) = x2 + y 2 − z; P0 = (1, 1, 2); ~s = 4~i + 4~j − 2~k.
(ii) f (x, y, z) = x2 y − 3xyz + +z 3 ; P0 = (3, 1, 2); ~s = 3~i − 2~j + 6~k.
(iii) f (x, y, z) = x2 yz 2 ; P0 = (1, 2, 3) ∈ R3 ; ~s = −2~i + 3~j − 6~k.
Also, Calculate the maximum rate of change of f at P0 .
13. Find ∂f 2 3
∂s at P0 = (2, −1, 1) if f (x, y, z) = xy + yz and ~
s is perpendicular to
2
the surface given by xν(z) − y = −4 at (−1, 2, 1).
14. Find the values of the constants a, b, c so that the directional derivative of
f (x, y, z) := axy 2 + byz + cz 2 x3 at P0 = (1, 2, −1) has a maximum magnitude
of 64 in the direction parallel to z-axis.
15. Find the maximal directional derivative of x3 y 2 z at (1, −2, 3).
16. Find the direction in which the directional derivative of x2 yz 3 is maximum at

a point P0 = (a, b, c).
du
17. If u is a function of x implicitly defined by u = f (x, u), find dx .
Hint: Express the given equation in the form F (x, u) = 0.
18. Suppose u is a function of (x, y) implicitly defined by u = f (g(x, u), h(y, u)),
where f , g and h are known functions. Find ∂u ∂u
∂x and ∂y .
Hint: Express the given equation in the form F (x, y, u) = 0.
du
19. If u = log(x + u), find dx .
∂y ∂y ∂2y
20. If log uy + y log u = x, find ∂u , ∂x and ∂x2
.
∂z
21. If sin zy = cos zx, compute ∂x at (x, y, z) = ( 13 , 16 , π).
22. If z(z 2 + 3x) + 3y = 0, prove that
∂2z ∂2z 2z(x − 1)

+ = 2 .
∂x2 ∂y 2 (z + x)3
∂y ∂u ∂u ∂x ∂x ∂y ∂y
23. If u = f (x + u, yu), find , , , , , , .
∂x ∂x ∂y ∂u ∂y ∂u ∂x
24. Using Taylor’s formula for functions of two variables, find an expression for
(i) f (x, y) := x2 + xy − y 2 in terms of powers of x − 1 and y + 2;
(ii) f (x, y) := (1 − 3x + 2y)3 in terms of powers of x − 1 and y + 1.
25. Find Taylor expansion for x3 − 2xy 2 at the point (x0 , y0 ) = (1, −1).
26. Expand x2 y + sin y + ex in powers of (x − 1) and (y − π) through quadratic

terms and write the reminder.
27. Test the following functions for maximum, minimum and saddle points:
(i) x4 + y 4 − x2 − y 2 + 1.
(ii) x2 + 2y 2 + 3z 2 − 2xy − 2yz − 2.
28. Find the extrema of

2
(i) (x2 + y 2 )e6x+2x .
(ii) sin x + sin y + sin(x + y).
29. Find the shortest distance from the origin to the plane x − 2y − 2z = 1.
30. Find the minimum value of x2 +y 2 +z 2 subject to the condition ax+by+cz = p,

where a, b, c, p are given numbers.
31. Show that the rectangular solid of maximum volume that can be inscribed in
a sphere is a cube.
2
Multiple Integrals
In this chapter we consider integrals of functions of more than one variables.
2.1 Double Integrals

In this section we consider integrals of functions of two variables.
First recall that a subset D of R2 is a domain if it is open and connected. By
connectedness of D we mean that any two points in D can be connected by a finite
number of line segments, that is, if u, v ∈ D, then there exists u1 , u2 , . . . , uk in D
such that {(1 − t)ui−1 + tui : 0 ≤ t ≤ 1} ⊆ D for i = 1, 2, . . . , k with u0 = u and
uk = v.
A domain together with its boundary points is called a closed domain.
Let D be a closed domain in R2 and f : D → R be a function. Suppose D is
decomposed into a finite number of subregions D1 , D2 , . . . , Dn such that no two of
them have common interior points. Such a decomposition Π := {Di }ni=1 of D is
called a partition of D.
Let Π := {Di }ni=1 be a partition of D, Pi ∈ Di and ∆si be the area of Di for
i = 1, 2, . . . , n. Consider the sum
n
X
S(f, Π, P) := f (Pi )∆si .
i=1
The quantity
µ(Π) := max{∆si : i = 1, . . . , n}
is called the mesh of the partition Π, and the above sum S(f, Π, P) is called the
Riemann sum for f corresponding to the partition Π.
If f (x, y) ≥ 0 for (x, y) ∈ D, then each f (Pi )∆si is the volume of the cylinder
with base Di , generators parallel to z-axis, and height f (Pi ), and S(f, D, P) is the
sum of all such volumes.
Definition 2.1 We say that f is integrable over D if S(f, Π, P) approaches some
number, say γ, as µ(Π) approaches zero, irrespective of the manner in which the
partition Π := {Di }ni=1 and the set P = {Pi }ni=1 are taken.
35
36 Multiple Integrals
More precisely, f is integrable over D, if there exists γ ∈ R such that for every
ε > 0, there exists a δ > 0 satisfying
|S(f, Π, P) − γ| < ε
for every partition Π with µ(Π) < δ, and in that case, the quantity γ is called the
integral of f over D, and we write γ as
ZZ ZZ
f (P )ds or f (x, y)dxdy.
D D

Let (nk ) be an increasing sequence of positive integers. For each k ∈ N, let
(k) k (k) (k)
Πk = {Di }ni=1 be a partition of D, and let ∆si := Area(Di ) and
nk
(k) (k)
X
(k) (k)
Sk (f, D ,P ) := f (Pi )∆si .
i=1
It can be shown that if µ(Πk ) → 0 as k → ∞, then
f is integrable ⇐⇒ {Sk (f, D(k) , P (k) )} converges as k → ∞.
Theorem 2.1 If f is continuous, then the integral of f over D exists.
In the following we shall take functions for which integrals over D exist.
Theorem 2.2 For functions f and g and real number α, the following hold.
ZZ ZZ ZZ
[f (x, y) + g(x, y)]dxdy = f (x, y)dxdy + g(x, y)dxdy,
D D D
ZZ ZZ
α f (x, y)dxdy = α f (x, y)dxdydy.
D D
Theorem 2.3 Suppose D is decomposed RR into two subregions RR D1 and D2 (hav-

ing no common interior points). Then f (x, y)dxdy exists f (x, y)dxdydy and
RR D D1
f (x, y)dxdydy exist, and in that case
D2
ZZ ZZ ZZ
f (x, y)dxdy = f (x, y)dxdydy + f (x, y)dxdydy.
D D1 D2
Double Integrals 37
2.1.1 Calculating double integrals
Suppose the region D is of the form
D = {(x, y) ∈ R2 : ϕ1 (x) ≤ y ≤ ϕ2 (x); a ≤ x ≤ b}, (2.1.1)
where ϕ1 and ϕ2 are continuous functions on [a, b] such that ϕ1 (x) ≤ ϕ2 (x) for
a < x < b. Then we would like to see if we have
ZZ Z "Z #
b ϕ1 (x)
f (x, y)dxdy = f (x, y)dy dx. (2.1.2)
a ϕ1 (x)
D
A domain D of the above form is called regular in y-direction. Similarly, domain

D is said to be regular in x-direction if there exist continuous functions ψ1 and
ψ2 on [c, d] such that ϕ1 (y) ≤ ϕ2 (y) for c < y < d and
D = {(x, y) ∈ R2 : ψ1 (y) ≤ x ≤ ψ2 (y); c ≤ y ≤ d}. (2.1.3)
In this case, we would like to see if

"Z #
ZZ Z d ϕ1 (y)
f (x, y)dxdy = f (x, y)dx dy. (2.1.4)
c ψ1 (y)
D
A domain which regular in both y and x direction is called a regular domain.

The integrals on the right hand sides of (i) and (ii) are called two-fold iterated
iterated integrals.
If D is regular in y-direction and given as in (2.1.1), then we say that D is
bounded by the curves
x = a, x = b, y = ϕ1 (x), y = ϕ2 (x); a < x < b.
Similarly, if D is regular in x-direction and given as in (2.1.3), then we say that D

is bounded by the curves
y = c, y = d, x = ψ( y), x = ψ2 (y); c < y < d.
EXAMPLE 2.1 let us calculate the two-fold iterated integrals in (i) and (ii) for
the function f (x, y) = x2 + y 2 if the domain D is the region bounded by the curves
y = x2 , x = 1 and y = 0:
1 x2
!
1 x2 1
y3 x6
Z Z Z Z
2 2 2 4 26
(x + y )dy dx = x y+ dx = x + dx = .
0 0 0 3 0 0 3 105
√ ! 1
Z 1 Z y Z 1 3
2 2 x 2
(x + y )dx dy = +y x dy
0 0 03 √
y
Z 1 " 3/2
!#
1 y
= + y2 − + y 5/2 dy
0 3 3
" !#1
y y3 y 3/2

5/2
= + − +y dy
3 3 3
0

2 44 26
= − = .
3 105 105

y
Suppose D is regular in y-direction. Let us denote the integral in (2.1.2) by ID ,
that is,
Z b "Z ϕ1 (x) #
y
ID :== f (x, y)dy dx.
a ϕ1 (x)
The following theorem can be proved using the following facts:
If D is regular in y-direction given as in (2.1.2) then

Z b
Area(D) = [ϕ2 (x) − ϕ1 (x)]dx.
a
Similarly, if If D is regular in x-direction given as in (2.1.4), then

Z d
Area(D) = [ψ2 (y) − ψ1 (y)]dy.
c
Theorem 2.4 Suppose D is regular in y-direction given as in (2.1.2), and S =

Area(D). Let m, M be such that
m ≤ f (x, y) ≤ M ∀x ∈ D.
Then Z b "Z #
ϕ1 (x)
mS ≤ f (x, y)dy dx ≤ M S.
a ϕ1 (x)
By Theorem 2.4 and using the intermediate value property of continuous func-
tions:
If f is continuous on a closed and bounded subset of R2 and c1 and c2

are values of f , i.e., there exists P1 and P2 in D such that f (P1 ) = c1
and f (P2 ) = c2 , and if c1 < c2 and c such that c1 < c0 < c2 , then there
exists P0 in D such tha f (P0 ) = c0 .
Double Integrals 39
we obtain the following.

Theorem 2.5 (Mean-value theorem) Suppose D is regular in y-direction given
as in (2.1.2), and S = Area(D). If f is continuous, then there exists P ∈ D such
that Z "Z ϕ1 (x) #
1 b
f (x, y)dy dx = f (P ).
S a ϕ1 (x)
Similarly, if D is regular in x-direction given as in (2.1.4) and f is continuous, then

there exists Q ∈ D such that
Z "Z ψ1 (y) #
1 b
f (x, y)dx dy = f (Q).
S a ψ1 (y)
Suppose D is decomposed into two subregions D1 and D2 by using a straight

line parallel to either x-axis or y-axis. Then it can be seen that
y y y
ID = ID 1
+ ID 2
by using appropriate curves bounding D1 and D2 .

x and show that
Similarly, if D is regular in x-direction, then we can define ID
x x x
ID = ID 1
+ ID 2
.
More generally, we have following:

Theorem 2.6 If D is regular in y-direction and if it is decomposed into two subre-
gions D1 , D2 , . . . , Dk using a straight line parallel to either x-axis or y-axis, then
y y y y
ID = ID 1
+ ID 2
+ . . . + ID k
.
Similarly, if D is regular in x-direction and if it is decomposed into two subregions

D1 , D2 , . . . , Dk using a straight line parallel to either x-axis or y-axis, then
x x x x
ID = ID 1
+ ID 2
+ . . . + ID k
.
Now, Theorem 2.6 and Theorem 2.5 give the following:

Theorem 2.7 Suppose f is a continuous function defined on D given as in (2.1.2).
If D is regular in y-direction given as in (2.1.2), then
ZZ Z "Z b
#
ϕ1 (x)
f (x, y)dxdy = f (x, y)dy dx.
a ϕ1 (x)
D
Similarly, if D is regular in y-direction given as in (2.1.4), then

ZZ Z "Z b ψ1 (y)
#
f (x, y)dxdy = f (x, y)dx dy.
a ψ1 (y)
D
ZZ
EXAMPLE 2.2 Let us calculate xy dxdy, where D is a region bounded by the
√ D
curves x = 1, x = 2, y = x, y = 3x. In this case,
ZZ Z 2 Z √ 3x
! Z 2
15
xy dxdy = x y dy dx = x3 dx = .
1 x 1 4
D

Remark 2.1 If f ≥ 0 on D, then we can have geometric meaning of the the above
theorem by observing that for each x, the integral
Z ϕ1 (x)
f (x, y)dy
ϕ1 (x)
is the area of a section of the solid bounded by
z = 0, z = f (x, y), y = ϕ1 (x), y = ϕ2 (x).
In view of the remarks in the beginning of this section, if f is a non-negative

function, then the integral of f over D can be thought of as the volume of the solid
bounded by the cylindrical surface with generators parallel to z-axis, bases D and
bounded from the top by the surface z = f (x, y), (x, y) ∈ D.
Let D be a closed domain in R2 , and a solid region W in R3 is the one common
to the region below the graph of z = f (x, y) and above the graph of z = g(x, y)
where f and g are continuous functions defined on D, i.e.,
W = {(x, y, z) : g(x, y) ≤ z ≤ f (x, y); (x, y) ∈ D}.
Then volume of W is given by

ZZ
vol(W ) = [f (x, y) − g(x, y)]dxdy.
D
2.1.2 Calculating double integrals using polar coordinates
Suppose a region D in R2 is described by polar coordinates as
D = {(θ, ρ) ∈ R2 : Φ1 (θ) ≤ ρ ≤ Φ2 (θ); α ≤ θ ≤ β},

where Φ1 and Φ2 are continuous functions on [α, β] such that Φ1 (θ) ≤ Φ2 (θ) for
α < θ < β. Such a region is called regular with respect to rays or simply a
regular domain in polar coordinates. Note that if D is regular, then each ray
Double Integrals 41
from the origin passing through an interior point of D will cut the boundary of D
exactly at two different points.
Let D be a domain regular in polar coordinates, and let F (θ, ρ) be a continuous
function defined on D. We would like to express the double integral
ZZ
F (θ, ρ)dθ dρ
D
as iterated integrals with respect to θ and ρ.

RR
Recall that F (θ, ρ)dθ dρ is a number to which a Riemann sum
D
n
X
S(F, Π, P) := F (Pi )∆si
i=1
corresponding to partitions Π approach as the mesh µ(Π) approach 0 irrespective of

the manner in which the domain is partitioned and the points P1 , . . . , Pn are taken.
Now, consider the family of partitions Pm,n := {Dij : i = 1, . . . , n; j = 1, . . . , m} of
D by using the concentric circles ρ = ρi , i = 1, . . . , n and rays θ = θj , j = 1, . . . , m
so that µ(Πm,n ) → 0 as m, n → ∞. Then S(F, Πm,n , Pm,n ) is of the form
m X
X n
S(F, Πm,n , Pm,n ) = F (Pij )∆sij .
j=1 i=1
Let i, j be such that the domain Dij ⊆ D. Then
1 2 1
∆sij = ρi ∆θj − ρ2i−1 ∆θj
2 2
(ρi + ρi−1 )
= ∆ρi ∆θj
2
∗
= ρi ∆ρi ∆θj .
Let Pij = (θj∗ , ρ∗i ) where θj−1 ≤ θj∗ ≤ θj . Then we see that
m X
X n m X
X n
S(F, Πm,n , Pm,n ) := F (Pij )∆sij = F (θj∗ , ρ∗i )ρ∗i ∆ρi ∆θj − εm,n ,
j=1 i=1 j=1 i=1
where εm,n → 0 as m, n → ∞. Note that, for each j,

n
X Z Φ2 (θj∗ )
F (θj∗ , ρ∗i )∆ρi → F (θj∗ , ρ)ρ dρ as n → ∞.
i=1 Φ1 (θj∗ )
Writing
Z Φ2 (θ)
g(θ) := F (θ, ρ)ρ dρ
Φ1 (θ)
and using the fact that
m
X Z β
g(θj∗ )∆θj → g(θ) dθ as m → ∞,
i=1 α
it follows that
m X
X n Z β
S(F, Πm,n , Pm,n ) := F (Pij )∆sij → g(θ) dθ as m → ∞,
j=1 i=1 α
i.e.,
!
Z β Z Φ2 (θ)
S(F, Πm,n , Pm,n ) → F (θ, ρ)ρ dρ dθ as m → ∞.
α Φ1 (θ)
Thus,
!
ZZ Z β Z Φ2 (θ)
F (θ, ρ)dθ dρ = F (θ, ρ)ρ dρ dθ.
α Φ1 (θ)
D
EXAMPLE 2.3 Let us find the volume V of the solid bounded by the spherical
surface x2 + y 2 + z 2 = 4a2 and the cylindrical surface x2 + y 2 − 2ay = 0.
Clearly, V = 4V0 , where V0 is the volume of the part in the first octant. Note
that the function to be integrated is
p
f (x, y) = 4a2 − x2 − y 2
and the domain Dp 0 over which integral is to be taken is bounded by the curves:
y = 0, y = 2a; x = 2ay − y 2 . Thus, in cartesian coordinates,
Z Z Z 2a Z √2ay−y2 p !
V0 = f (x, y) dx dy = 4a2 − x2 − y 2 dx dy.
0 0
D0
This integral is too complicated to evaluate as it is. Now let us compute it using
polar coordinates, x = ρ cos θ and y = ρ sin θ. Note that
x2 + y 2 − 2ay = 0 ⇐⇒ ρ2 − 2aρ sin θ = 0 ⇐⇒ ρ = 2a sin θ,
p
F (θ, ρ) := f (ρ cos θ, ρ sin θ) = 4a2 − ρ2
with
D : 0 ≤ θ ≤ π/2, 0 ≤ ρ ≤ 2a sin θ.
Double Integrals 43
Then we have
Z π/2 Z 2a sin θ p
V0 = 2 2
( 4a − ρ )ρ dρ dθ
0 0
" #2a sin θ
π/2
(4a2 − ρ2 )3/2
Z
= − dθ
0 3
0
8a3 π/2
Z
= (1 − cos3 θ) dθ
3 0
4 3
= a (3π − 4).
9

EXAMPLE 2.4 Let us evaluate the Poisson integral
Z ∞
2
e−x dx.
−∞
Recall that Z ∞ Z a
−x2 2
e dx = lim e−x dx.
−∞ a→∞ −a
Note that 2
Z a Z a Z a
2 +y 2 ) 2
e−(x dxdy = e−x dx . (1)
−a −a −a
Thus, we can conclude that

Z ∞ 2 Z a 2 Z a Z a
−x2 −x2 2 +y 2 )
e dx = lim e dx = lim e−(x dxdy.
−∞ a→∞ −a a→∞ −a −a
Z a Z a
2 +y 2 )
Thus, it is enough to calculate lim e−(x dxdy. Note that
a→∞ −a −a
Z Z Z a Z a Z Z
−(x2 +y 2 ) −(x2 +y 2 ) 2 +y 2 )
e dxdy ≤ e dx dy ≤ e−(x dxdy, (2)
−a −a
Dr DR
where Dr and DR are circular regions with origin as center and r and R as radii
√
with r < a, R ≥ a. Now, using polar coordinates,
Z Z Z 2π Z r
−(x2 +y 2 ) −ρ2 2
e dxdy = e ρ dρ dθ = π[1 − e−r ]. (3)
0 0
Dr
Similarly,
Z Z Z 2π Z r
−(x2 +y 2 ) −ρ2 2
e dxdy = e ρ dρ dθ = π[1 − e−R ]. (4)
0 0
DR
Thus, from (1)-(4),

Z a 2
−r2 −x2 2
π[1 − e ]≤ e dx ≤ π[1 − e−R ].
−a
Letting r → ∞, R → ∞, we have
Z ∞ 2
−x2
π≤ e dx ≤ π.
−∞
Z ∞ √
2
Thus, e−x dx = π.
−∞
2.1.3 Multiple integrals using change of variables
In the last section, we considered the polar coordinates
x = ρ cos θ, y = ρ sin θ
for evaluating double integrals. Now, we consider a general change of variables of

the form
x = ϕ(u, v), y = ψ(u, v)
where (u, v) varies over a domain D
e in such a way that the map
(u, v) 7→ (x, y)
is a one-one correspondence between D e and D. Moreover, we assume that the

functions ϕ and ψ defined on D has continuous partial derivatives
e
∂ϕ ∂ϕ ∂ψ ∂ψ
, , ,
∂u ∂v ∂u ∂v
on D.
e Suppose f is a continuous real valued function defined on D. Then we obtain
the function
f˜(u, v) := f (ϕ(u, v), ψ(u, v)
defined on D.
e
Suppose the the domain De is divided into sub-domains using straight lines par-
allel to coordinate axes. Now, lt us take a rectangle lying in D
e with its vertices
given by
A1 = (u0 , v0 ), A2 = (u0 +∆u, v0 ), A3 = (u0 +∆u, v0 +∆v), A4 = (u0 +∆u, v0 +∆v).
Let the corresponding images under the transformation
(u, v) 7→ (x, u) = (ϕ(u, v), ψ(u, v))

Double Integrals 45
be B1 , B2 , B3 , B4 respectively. Let Bi = (xi , yi ) for i = 1, 2, 3, 4. Then we have
x1 = ϕ(u0 , v0 ),
x2 = ϕ(u0 + ∆u, v0 ) ≈ ϕ(u0 , v0 ) + ϕu ∆u,
x3 = ϕ(u0 + ∆u, v0 + ∆v) ≈ ϕ(u0 , v0 ) + ϕu ∆u + ϕv ∆v,
and
y1 = ψ(u0 , v0 ),
y2 = ψ(u0 + ∆u, v0 ) ≈ ψ(u0 , v0 ) + ψu ∆u,
y3 = ψ(u0 + ∆u, v0 + ∆v) ≈ ψ(u0 , v0 ) + ψu ∆u + ψv ∆u.
Now,
1
Area(∆B1 B2 B3 ) ≈ |(x3 − x1 )(y3 − y2 ) − (x3 − x2 )(y3 − y1 )|.
2
Thus, we see that
Area(B1 B2 B3 B4 ) ≈ |(x3 − x1 )(y3 − y2 ) − (x3 − x2 )(y3 − y1 )|

= |J(ϕ, ψ)|∆u∆v,
where J(ϕ, ψ) is the determinant of the Jacobian matrix

 
∂ϕ ∂ϕ
 ∂u ∂v 
 
 
 ∂ψ ∂ψ 
∂u ∂v
Thus, it can be seen that
ZZ Z Z
f (x, y) dx dy = f˜(u, v)|J(ϕ, ψ)| du dv,
D D
e
Note that, in the case of polar coordinates,
x = ϕ(θ, ρ) = ρ cos θ, y = ψ(θ, ρ) = ρ sin θ
so that
 
∂ϕ ∂ϕ  
 ∂u ∂v  −ρ sin θ cos θ
J(ϕ, ψ) = det 

 = det 
  = −ρ.
 ∂ψ ∂ψ ρ cos θ sin θ

∂u ∂v
Hence, in this case,
ZZ Z Z
f (x, y) dx dy = f˜(θ, ρ)ρ dθ dρ,
D D
e
ZZ
EXAMPLE 2.5 Let us evaluate the double integral (y − x)dxdy where D is
D
the region bounded by the straight lines
1 7 1
y = x + 1, y = x − 3, y =− x+ , y =− x+5
3 3 3
by appropriate change of variables.
Note that
1 7 1
y − x = 1, y − x = −3, y+ x= , y + x = −5.
3 3 3
The above representation prompts us to take the variables:
1
u=y−x=1 and v = y + x
3
so that it can be seen that the domain in the uv-plane is bounded by the straight
lines
7
u = 1, u = −3, v = , v = −5.
3
The change of variables formulas are given by
3 3 1 3
x = ϕ(u, v) := − u + v, y = ψ(u, v) := u + v.
4 4 4 4
Hence,
 
∂ϕ ∂ϕ  3 3 
 ∂u −
∂v   4 4 
J(ϕ, ψ) = det 

 = det 
  = −3.
 ∂ψ ∂ψ 

1 3
 4
∂u ∂v 4 4
Thus,
ZZ ZZ Z 5 Z 1
3
(y − x)dxdy = f˜(u, v)|J(ϕ, ψ)|dudv = udu dv = −8.
7/3 −3 4
D D
e

ZZ
EXAMPLE 2.6 Let us write the integral f (x, y)dxdy in terms of the variables
D
u, v using the change of variables x = u − uv, y = uv, where D is bounded by the
curves y = αx, y = βx and x = c with 0 < α < β and c > 0.
It is seen that the boundary of the region determined by the lines y = αx,
y = βx, x = c correspond to the lines
α β c
v= , v= , v =1− ,
1+α 1+β u
Double Integrals 47
together with u = 0 in the uv-plane, and the Jacobian of the transformation is

1 − v −u
det
v u
Thus,
β
ZZ Z
1+β
Z 1− uc
f (x, y)dxdy = f˜(u, v) dvdu.
α
1+α
0
D

x−y
ZZ
EXAMPLE 2.7 Let us evaluate cos dxdy using the change of vari-
x+y
D
ables u = x − y, v = x + y, where D is the region bounded by the lines x = 0, y =
0, x + y = 1.
Note that the transformation (u, v) 7→ (x, y) is given by
1 1
x = (u + v), x = (v − u),
2 2
and the Jacobian of the transformation is 1/2. Also, the lines x = 0, y = 0, x+y = 1
correspond to the lines u = −v, u = v, v = 1 respectively. Hence,
1 1
Z Z v u
x−y
ZZ ZZ
1 u sin 1
cos dxdy = cos dudv = cos du dv = ... .
x+y 2 v 2 0 −v v 2
D D
e
2.1.4 Surfaces and their representations
A surface in the space R3 can be given in various forms. Most common among them
are as follows:
(i) A set of the form
S := {(x, y, z) ∈ D : ϕ(x, y, z) = 0},
where D is a domain in R3 and F : D → R is a continuous function.

(ii) A set of the form
S := {Φ(u, v) : (u, v) ∈ D},
where D is a region1 in the plane R2 and Φ : D → R3 is a continuous function.

Functions of the form Φ are gives as
Φ(u, v) := (x(u, v), x(u, v), x(u, v)), (u, v) ∈ D.

1
A region consists of a connected open set together with some or all of its boundary points.
We shall also consider surfaces which are finite combination of surfaces of the
forms given in (i) and/or (ii).
In case (i), the surface is a level surface, and in case (ii), the surface S is said
to be parametrized by Φ.
As a special case of the above two representations, a surface S may be given by
the set of all points (x, y, z) satisfying the equation
z = g(x, y), (x, y) ∈ D,
for some continuous function f : D → R. Clearly, by taking

(a) F (x, y, z) := g(x, y) − z and
(b) Φ(x, y) := (x, y, g(x, y))
we see that this surface has the forms in (i) and (ii) respectively.
Suppose a surface S is given as in (i), and at each P ∈ S, the gradient ∇ϕ exists

and nonzero. Then ∇ϕ is a normal to the surface S, in the sense that the vector
~n(P ) is perpendicular to the tangents to all smooth curves lying in S and passing
through P . Indeed, if a curve lying on S is given by
γ(t) := (x(t), y(t), z(t)), a ≤ t ≤ b,
and P0 = (x(t0 ), y(t0 ), z(t0 ) then
F (x(t), y(t), z(t)) = 0 ∀ t ∈ [a, b],
so that
ϕx x0 (t) + ϕy y 0 (t) + ϕz z 0 (t) = 0 at t = t0 .
Thus,
∇ϕ.vγ = 0,
where vγ := (x0 (t0 ), y 0 (t0 ), z 0 (t0 )), the tangent vector to the curve at P0 . In such
case we say that S is a smooth surface. The vector
∇ϕ
~n(P ) := (P )
|∇ϕ|
is a unit normal to S. Clearly, -~n(P ) is also a unit normal to S. The above vector
~n(P ) is called the canonical unit normal to S. The plane pasing through the
point P with ~n(P ) as normal is called the tangent plane to S at P .
Suppose a surface S is represented parametrically by a function Φ : D → R3 .
Then S is a set of all points of the form Φ(u, v) := (x(u, v), y(u, v), z(u, v)) with
(u, v) varying in D. Suppose that
Φu := xu (u, v)~i + yu (u, v)~j + zu (u, v)~k,

Double Integrals 49
Φv := xv (u, v)~i + yv (u, v)~j + zv (u, v)~k

exist and are continuous. Further, assume that the vectors Φu and Φv are linearly
independent; equivalently, Φu × Φv 6= ~0. Then, at each point P ∈ S, the vector
Φu × Φv
~n(P ) = (P )
|Φu × Φv |
is a unit normal to the surface S at P . We observe that
|Φu × Φv |2 = |Φu |2 |Φv |2 sin2 θ

= |Φu |2 |Φv |2 (1 − cos2 θ)
(Φu .Φv )2
= |Φu |2 |Φv |2 (1 −
|Φu |2 |Φv |2
= |Φu | |Φv | − (Φu .Φv )2
2 2
= EG − F 2 ,
where
E := |Φu |2 , G := |Φv |2 , F := Φu .Φv . (2.1.5)
If a surface S is given by an equation z = g(x, y) such that partial derivatives gx
and gy exist and are continuous on S, then
∇ϕ Φu × Φv gx~i + gy~j − ~k
= == q ,
|∇ϕ| |Φu × Φv | 1 + gx2 + gy2
where ϕ(x, y, z) := g(x, y) − z and Φ(x, y) := (x, y, g(x, y)).

EXAMPLE 2.8 Consider the surface S given by the equation: x2 + y 2 + z 2 = R2 .
We may take ϕ(x, y, z) = x2 + y 2 + z 2 − R2 . Then we have
∇ϕ = ϕx~i + ϕy~j + ϕz~k = 2(x~i + y~j + z~k).
Hence
∇ϕ ~ 1 P~
~n(P~ ) = (P ) = (x~i + y~j + z~k) = .
|∇ϕ| R R

EXAMPLE 2.9 Consider the representation

hp 2
z= x + y2
R
of a right circular cone of hight h and base radius R with p vertex at the origine and
z-axis as the axis. In this case, we can take ϕ(x, y, z) = h x2 + y 2 − Rz. Then we
have
!
x~i + y~j h 2 x~i + y~j
∇ϕ = ϕx~i + ϕy~j + ϕz~k = h p − R~k = − R~k,
x2 + y 2 R z
|∇ϕ|2 = ϕ2x + ϕ2y + ϕ2z = h2 + R2

so that " ! #
∇ϕ 1 h2 x~i + y~j
~n = =√ − R~k .
|∇ϕ| h + R2
2 R z

EXAMPLE 2.10 Consider the surface S : x2 + y 2 + z 2 = R2 . This surface can

also be represented by
S : Φ(θ, φ) := (R sin φ cos θ, R sin φ sin θ, R cos φ)
with 0 ≤ θ ≤ 2π, 0 ≤ φ ≤ π. Then
Φθ := −R sin φ sin θ~i + R sin φ cos θ~j + 0~k,
Φφ := R cos φ cos θ~i + R cos φ sin θ~j − R sin φ~k.

Hence,
Φθ × Φφ = −R sin φ[R sin φ cos θ~i + R sin φ sin θ~j + R cos φ~k]
= −R sin φ[x~i + ~j + ~k],
|Φθ × Φφ | = R2 | sin φ|,

so that for a point P~ ∈ S,
(
Φθ × Φφ P~ /R, sin φ > 0,
= ~
|Φθ × Φφ | −P /R, sin φ < 0
Definition 2.2 A surface S is said to be orientable if at each point P ∈ S, a

normal vector ~n(P ) can be specified in such a way that it can be continued to the
entire surface in a unique and continuous manner.
For an orientable surface, if the chosen unit normal varies along a closed curve,
then its direction will not be reversed as it comes back. Moebius strip is an
example of a non-orientable surface.
2.1.5 Area of a surface using double integrals
Suppose a surface S is given by the equation
z = g(x, y), (x, y) ∈ D.
Let Π = {Di }ni=1 be a partition of D, and let Pi := (xi , yi ) ∈ Di for i = 1, . . . , n.
Mi := (xi , yi , zi ) ∈ Di ; zi := f (xi , yi ), i = 1, . . . , n.
Double Integrals 51
Let Si be that part of the tangent plane at Mi intersected by the cylinder with base
Di with generators parallel to z-axis. Let ∆σi for i = 1, . . . , n. Then the area of S
is defined as the limit of the sum
Xn
∆σi
i=1
as µ(Π) → 0. Now, if we denote ∆si = Area(Di ), then it can be seen that
∆si ≈ ∆σi cos θi
where θi is the acute angle between Di and Si . Since
∇ϕ = (gx , gy , −1)
it follows that
1
cos θi = q at Pi .
1 + gx2 + gy2
Thus,
∆si q
∆σi ≈ = ∆si 1 + gx2 + gy2 at Pi
cos θi
and hence
n q
X ZZ q
Area(S) = lim 1 + gx2 + gy2 ∆si = 1 + gx2 + gy2 dxdy.
µ(Π)→0
i=1 D
Similarly, if the surface S is given by the equation
x = g(y, z), (y, z) ∈ D
then ZZ q
Area(S) = 1 + gy2 + gy2 dxdy
D
and if the surface S is given by the equation
y = h(z, x), (z, x) ∈ D
then ZZ p
Area(S) = 1 + h2z + h2x dxdy
D
EXAMPLE 2.11 Let us calculate the area of the surface S of a sphere of radius
R using double integrals: Let us take the centre of the sphere as the origin of the
coordinate axes. Then the equation of the sphere is given by
x2 + y 2 + z 2 = R 2 .
Taking
D := {(x, y) : x2 + y 2 ≤ R2 }
and
p
z = g(x, y) := R2 − (x2 + y 2 ), (x, y) ∈ D
we obtain ZZ q
Area(S) = 2 1 + gx2 + gy2 dxdy.
D
Note that
−x −y
gx = p , fy = p ,
R − (x2 + y 2 )
2 R − (x2 + y 2 )
2
and hence
q R
1 + gx2 + gy2 = p .
R2 − (x2 + y 2 )
Thus,
ZZ q
Area(S) = 2 1 + gx2 + gy2 dxdy
ZDZ
R
= 2 p dxdy
R2 − (x2 + y 2 )
D
Z 2π Z R
R
= 2 p ρ δρ dθ
0 0 R − ρ2
2
= 4πR2 .

EXAMPLE 2.12 Let us calculate the area of that part of the cylinder x2 +y 2 = a2
which is cut out by the cylinder x2 + z 2 = a2 . In this case we may take
p
y = g(z, x) := a2 − x2 ), (z, x) ∈ D
with
D : {(z, x) : z 2 + x2 ≤ a2 , z ≥ 0, x ≥ 0}.
Then ZZ p
Area(S) = 8 1 + gz2 + gx2 dxdy.
D
Note that
−x q a
gx = p , gz = 0, 1 + gx2 + gy2 = √ .
a2 − x2 ) a2 − x2
Double Integrals 53
Thus,
ZZ p
Area(S) = 8 1 + fz2 + fx2 dxdy
D
√ !
Z a Z a2 −x2
1
= 8a √ dx dx
0 0 a2 − x2
= 8a2 .

EXAMPLE 2.13 Let us calculate the area of the surface of the paraboloid y 2 +z 2 =
4x which lies between the parabolic cylinder y 2 = 2x and the plane x = 2. In this
case we may take p
z = g(x, y) := 4x − y 2 , (x, y) ∈ D
with D ⊆ R2 as the domain bounded by the curves y 2 = 2x and x = 2. Then
ZZ p
Area(S) = 2 1 + gz2 + gx2 dxdy.
D
Note that
2 −y
gx = p , gy = p ,
4x − y 2 4x − y 2
r
q
2 2
4x + 4
1 + gx + gy = .
4x − y 2
Thus,
ZZ q
Area(S) = 2 1 + gx2 + gy2 dxdy
D
ZZ r
4x + 4
= 2 dxdy
4x − y 2
D
√ !
Z 2√ Z 2x
dy
= 4 4x + 4 p dy dx
0 0 4x − y 2
Z 2√
= π 4x + 4dx
0
8 √
= π(4 − 2).
3

2.1.6 Mass, Moment of inertia and Centre of gravity
(i) Mass:
We would like to find a formula or representation for the mass of a material planar
region provided the density distribution of the material is known.
Let us assume that a material region occupy a domain D in R2 . Suppose that

the density at each point P ∈ D is given as f (P ).
Suppose Π := {Di }ni=1 is a partition of D, Pi ∈ Di and ∆si := Area(Di ) for
i = 1, . . . , n. Then, for µ(Π) small enough, the mass of Di can be thought of as
approximately equal to f (Pi )∆si , so that the mass of D is approximately equal to
n
X
f (Pi )∆si .
i=1
Motivated by this observation, we define

n
X ZZ
Massof D = lim f (Pi )∆si = f (x, y)dxdy.
µ(Π)→0
i=1 D
EXAMPLE 2.14 Consider a material disc of radius R. Suppose that the surface
density f (P ) at a point P is proportional to its distance from the center O, i.e.,
f (P ) = k|OP | for some constant k. Taking O as the coordinate origin, the mass of
the disc is ZZ p Z 2π Z R
2
2 2
k x + y ds = k ρ.ρdρδθ = kπR3 .
0 0 3
D
(ii) Moment of inertia:
We would like to find a formula or representation for the moment of inertia of

a material planar region with respect to a point or a line, provided the density
distribution of the material is known.
Let us assume that a material region occupy a domain D in R2 . Suppose that
the density at each point P ∈ D is given as f (P ). Suppose we want to find the
moment of inertia of D w.r.t. a point Q.
Suppose Π := {Di }ni=1 is a partition of D, Pi ∈ Di and ∆si := Area(Di ) for
i = 1, . . . , n. Then, for each i, the moment of inertia of Pi w.r.t. Q is given by
mi |Pi Q|2 ,
where mi is the mass of the material point at Pi . For µ(Π) small enough, the above
quantity is approximately equal to
f (Pi )∆si |Pi Q|2 .
Thus, for µ(Π) small enough, the moment of inertia of the material points at
P1 , . . . , Pn put together is approximately equal to
n
X
f (Pi )∆si |Pi Q|2 .
i=1
Double Integrals 55
Motivated by the above, we define the moment of inertia of D w.r.t. a point

Q = (α, β) as
n
X ZZ
2
M.I(D; Q) := lim f (Pi )∆si |Pi Q| = [(x − α)2 + (y − β)2 ]f (x, y)dxdy.
µ(Π)→0
i=1 D
In particular, moment of inertia of D w.r.t. the origin O := (0, 0) is

ZZ
M.I(D; O) == (x2 + y 2 )f (x, y)dxdy.
D
Since distance from a point P0 = (x0 , y0 ) to a line L given by the equation

ax + by + c = 0 is
|ax0 + by0 + c|
√
a2 + b2
we define the moment of inertial of D w.r.t. the line L given by the equation
ax + by + c = 0 as
(ax + by + c)2
ZZ
M.I(D; L) == f (x, y)dxdy.
a2 + b2
D
Clearly, if the line is given by
y = σx + c or x sin θ − y cos θ = d = 0,
where σ is the slop of the line and θ is the angle that it makes with the positive side
of the x-axis, then the formula for the moment of inertia will take the form
(y − mx − c)2
ZZ
M.I(D; L) == f (x, y)dxdy
1 + σ2
D
and ZZ
M.I(D; L) == (x sin θ − y cos θ + d)2 f (x, y)dxdy,
D
respectively. In particular, we have the following:
(i) If L is the y-axis, i.e., equation of the line is x = 0, then

ZZ
Iyy := M.I(D; L) = x2 f (x, y)dxdy.
D
(ii) If L is the x-axis, i.e., equation of the line is y = 0, then

ZZ
Ixx := M.I(D; L) = y 2 f (x, y)dxdy,
D
(iii) if L is any line through the origin i.e., equation of the line is x sin θ −y cos θ = 0,
then ZZ
Iθ := M.I(D; L0 ) = (x sin θ − y cos θ)2 f (x, y)dxdy.
D
Ellipse of inertia: Note that in (iii) above, we have

Iθ = sin2 θIyy + cos2 θIxx − 2 cos θ sin θIxy ,
where ZZ
Ixy = xyf (x, y)dxdy.
D
Thus, writing
cos θ sin θ
X := √ and Y := √ ,
Iθ Iθ
we have
Ixx X + Iyy Y − 2Ixy XY = 1
Since
2
Ixy ≤ Ixx Iyy , (Cauchy − Schwarz inequality)
it follows that the equation Ixx X +√ Iyy Y − 2I√xy XY = 1 represents an ellipse, which
is the locus of points Pθ := (cos θ/ Iθ , sin θ/ Iθ ) on the line as θ varies. This ellipse
is called the ellipse of inertia of the domain D.
EXAMPLE 2.15 Let us find the moment of inertia (M.I) of a material plate of
unit constant density occupying the area bounded by the lines
x = 0, x = a, y = 0, y=b
w.r.t. to the coordinate origin: By definition,
ZZ Z b Z a
2 2 ab
M.I = (x + y )dxdy = 2 2
(x + y )dy dx = (a2 + b2 ).
0 0 3
D

EXAMPLE 2.16 Let us find the moment of inertia (M.I) of a material disc of unit
constant density occupying the area bounded by the circle
ρ = 2a cos θ.
w.r.t. to the coordinate origin: Note that the representation of the given circle in
polar coordinate is (x − a)2 + y 2 = a2 . Thus,
ZZ Z π/2 Z 2a cos θ
2 2 2
M.I = (x + y )dxdy = ρ ρdρ dθ
−π/2 0
D
π/2 2a cos θ Z π/2
ρ4 3πa4
Z
= = 4a4 cos4 θdθ = .
−π/2 4 0 −π/2 2

Double Integrals 57
EXAMPLE 2.17 Let us find the moment of inertia (M.I) of a material disc of unit
constant density occupying the area bounded by the circle
(x − a)2 + (y − b)2 = 2a2
w.r.t. to the y-axis. Taking the coordinate transformations:

√
x = a + ρ cos θ, y = b + ρ sin θ, 0 ≤ θ ≤ 2π, 0 ≤ ρ ≤ 2,
we have
√ !
ZZ Z 2π Z 2a
2
M.I = x dxdy = (a + ρ cos θ) ρdρ dθ = 3πa4 .
2
0 0
D
(iii) Centre of gravity:
Recall that the coordinates of the centre of gravity of a finite number of material
points with masses m1 , m2 , . . . , mn located at the points P1 , P2 , . . . , Pn respectively,
with coordinates Pi = (xi , yi ), i = 1, 2, . . . , n, are given by
Pn Pn
i=1 xi m i yi mi
xC := Pn , yC := Pi=1 n .
i=1 mi i=1 mi
Note that ni=1 mi is the total mass of the points P1 , P2 , . . . , Pn . Motivated by this
P
we define the coordinates xC and yC of the centre of gravity of a material plate
occupying a region D ⊂ R2 of point density γ(x, y) is as follows:
Suppose Π := {Di }ni=1 is a partition of D, Pi ∈ Di and ∆si := Area(Di ) for i =
1, . . . , n. Since the coordinates of the centre of gravity of the points P1 , P2 , . . . , Pn
are approximately equal to
Pn Pn
i=1 xi γ(xi , yi )∆si yi γ(xi , yi )∆si
x̃ = Pn , ỹ := Pi=1
n ,
i=1 γ(xi , yi )∆si i=1 γ(xi , yi )∆si
we define the coordinates xC and yC of the centre of gravity of D as

RR
Pn xγ(x, y)dxdy ZZ
i=1 xi γ(xi , yi )∆si D 1
xC = lim Pn , = RR = xγ(x, y)dxdy,
µ(Π)→0 i=1 γ(xi , yi )∆si γ(x, y)dxdy M
D D
RR
Pn yγ(x, y)dxdy ZZ
i=1 yi γ(xi , yi )∆si D 1
yC = lim Pn , = RR = yγ(x, y)dxdy.
µ(Π)→0 i=1 γ(xi , yi )∆si γ(x, y)dxdy M
D D
RR
where M := γ(x, y)dxdy is the mass of the plate.
D
EXAMPLE 2.18 Let us find the coordinates xC , yC of the centre of gravity of the
part of a circular plate (of unit density) of radius a in the upper half plane. Clearly,
xC = 0. By definition ZZ
1
yC = ydxdy,
M
D
where the mass M is given by
πa2
ZZ
M= dxdy =
2
D
and
π a iπ h ρ3 ia a3
ZZ Z Z h
ydxdy = ρ sin θρdρdθ = − cos θ =2 .
0 0 0 3 0 3
D
4a
Thus, yC =
3π
EXAMPLE 2.19 Let us find the coordinates xC , yC of the centre of gravity of the
part of an elliptical plate (of unit density) in the first quadrant, where the ellipse is
given by
x2 y 2
+ 2 = 1.
a2 b
By definition ZZ
1
xC = xdxdy,
M
D
where the mass M is given by

b
√ !
ZZ Z a Z a2 −x2 Z π/2
a b πab
M= dxdy = dy dx = cos2 θdθ = ,
0 0 a 0 4
D
and
b
√ !
a a2 −x2 a
ba2
ZZ Z Z Z
a b p
xdxdy = xdy dx = x a2 − x2 dx = .
0 0 a 0 3
D
Thus,
4a
xC = .
3π
Similarly, we get
4b
yC = .
3π

Triple Integrals 59
2.2 Triple Integrals

In this section we consider integrals of functions of three variables. Let f be a
function defined on a domain V in the space R3 . We would like to define the
integral of f over V .
Let V be a closed domain in R3 and f : V → R be a function. Consider a
partition Π := {Vi }ni=1 of D. Let Pi ∈ Di and ∆vi denotes the volume of Vi for
i = 1, 2, . . . , n. Let
µ(Π) := max{∆vi : i = 1, . . . , n},
the mesh of the partition Π.
Definition 2.3 We say that f is integrable over V if
n
X
S(f, Π, P) := f (Pi )∆vi (1)
i=1
approaches a value, say γ, as µ(Π) approaches zero, irrespective of the manner in

which the partition Π := {Di }ni=1 and the set P = {Pi }ni=1 are taken, and in that
case γ is called the integral of f over V , and it is denoted by
ZZZ ZZZ
f (P )dv or f (x, y, z)dxdydz.
V V

We may observe that if f (P ) = 1 for all P in V , then the sum in (1) is nothing
but the volume of V , irrespective of the way the domain is partitioned. Thus,
n
X ZZZ
vol(V ) = ∆vi = dv.
i=1 V
Let (nk ) be an increasing sequence of positive integers. For each k ∈ N, let

(k) k (k) (k)
Πk = {Vi }ni=1 be a partition of D, and let ∆vi := vol(Di ) and
nk
(k) (k)
X
Sk (f, Πk , P (k) ) := f (Pi )∆vi .
i=1
It can be shown that if µ(Πk ) → 0 as k → ∞, then
f is integrable ⇐⇒ {Sk (f, D(k) , P (k) )} converges as k → ∞, and in

that case, the limit is the integral of f over V .
Triple integrals share all that properties that double integrals have. Now, we
consider methods of evaluation of triple integrals using single and double integrals.
2.2.1 Calculating triple integrals
Suppose V consists of the the set of all (x, y, z) such that
(x, y) ∈ D, ψ1 (x, y) ≤ z ≤ ψ2 (x, y),
where D is a closed domain in the plane R2 . Then, it can be seen that

ZZZ Z Z Z ψ2 (x,y)
(f (x, y, z)dv = f (x, y, z)dzdxdy. (2)
ψ1 (x,y)
V D
Z ψ2 (x,y)
Note that, for a fixed (x, y) ∈ D, g(x, y) := f (x, y, z)dz is a function of two
ψ1 (x,y)
variables defined on D. Thus integral on the right-hand side of (2) above can be
evaluated using methods for double integrals.
EXAMPLE 2.20 Find the volume of the solid V with boundary as the ellipsoid:
x2 y 2 z 2
+ 2 + 2 = 1.
a2 b c
In this case, !
ZZ Z ψ2 (x,y)
vol(V ) = f (x, y, z)dz dxdy,
ψ1 (x,y)
D
x2 y 2
where D is the region in R2 with boundary + 2 = 1 and
a2 b
r r
x2 y 2 x2 y 2
ψ1 (x, y) = −c 1 − − 2 and ψ1 (x, y) = +c 1 − − 2.
a2 b a2 b
Thus, r
x2 y 2
ZZ
vol(V ) = 2c 1 − − 2 dxdy.
a2 b
D
Now, taking the coordinate transformations x = aρ cos θ, y = bρ sin θ we have |J| =
abρ so that Z 2π Z 1 p
4
vol(V ) = 2abc 1 − ρ2 ρdρdθ = πabc.
0 0 3

EXAMPLE 2.21 Let us find the mass of a hemisphere of radius R if the density
at each point P is proportional to the distance of P from the base: Thus, density is
given by γ(x, y, z) = kz and hence
Z 2π Z R Z √R2 −ρ2
kπR4
ZZZ
M ass = kzdx dy dz = k ρz dρ dθ = .
0 0 0 4
V

Applications 61
2.3 Applications
As in the case of double integrals, moment of inertia and centre of gravity of
a domain V in the space can be defined analogously using triple integrals:
(i). Moment of inertia of a domain V in R3 w.r.t. a point Q = (x0 , y0 , z0 ) is
defined as
ZZZ
M.I(V ; Q) = [(x − x0 )2 + (y − y0 )2 + (z − z0 )2 ]γ(x, y, z)dx dy dz,
V
where γ(x, y, z) is the point density function. In particular, moment of inertia of D

w.r.t. the origin O := (0, 0) is
ZZZ
M.I(D; O) = (x2 + y 2 + z 2 )γ(x, y, z)dx dy dz.
V
Moment of inertia of a domain V in R3 w.r.t. the coordinate planes are given by

ZZZ
Ixy = z 2 )γ(x, y, z)dx dy dz,
V
ZZZ
Iyz = x2 γ(x, y, z)dx dy dz,
V
ZZZ
Izx = y 2 γ(x, y, z)dx dy dz,
V
respectively.
(i). Coordinates xC , yC , zC of the centre of gravity of V are defined as
ZZZ
1
xC = xγ(x, y, z) dx dy dz,
M
V
ZZZ
1
yC = yγ(x, y, z) dx dy dz,
M
V
ZZZ
1
zC = yγ(x, y, z) dx dy dz.
M
V
RRR
where M := γ(x, y, z) dx dy dz is the mass of the solid.
V
3
Line Integrals
In this chapter we consider integrals of scalar valued and vector valued functions
over curves in the place and space.
3.1 Curves in the Plane and Space

Before defining line integrals of vector-valued and scalar-valued functions, let us
define curves in space.
We may first recall that a function f : [a, b] → R3 with f (t) = (f1 (t), f2 (t), f3 (t))
with t ∈ [a, b] is continuous if and only if each fj : [a, b] → R3 for i = 1, 2, 3 is
continuous. Similarly, f : [a, b] → R3 differentiable on the open interval (a, b) if and
only if each fj : [a, b] → R3 for i = 1, 2, 3 is differentiable on (a, b).
Definition 3.1 (i) By a curve in the space R3 we mean a continuous function
γ : [a, b] → R3
for some a, b ∈ R3 with a < b. The point u := γ(a) is called the initial point and
the point u1 := γ(b) is called the terminal or final point of the curve γ.
(ii) Given a curve γ : [a, b] → R3 , the graph of γ, namely,
Γ := {γ(t) : a ≤ t ≤ b}
is also called a curve in R3 , and in that case γ is called a parametrization of Γ.

Remark 3.1 (i) We may observe that the same curve Γ can have different parametriza-
tion. For example,
γ1 (t) := (t, t, t), 0 ≤ t ≤ 1,
and
γ2 (t) := (t2 , t2 , t2 ), 0 ≤ t ≤ 1,
represent the same line segment given by x = y = z in the space.
(ii) If Γ is a curve with parametrization γ : [a, b] → R3 ϕ : [α, β] → [a, b] is a
continuous surjection with ϕ(α) = a, ϕ(β) = b, then the composition of ϕ and γ,
namely, γ◦ϕ : [α, β] → R3 is also a parametrization of Γ.
62
Line Integrals 63
Definition 3.2 A curve Γ is said to a smooth curve if it has a parametrization say

γ : [a, b] → R3 with γ(t) = (x(t), y(t), z(t)) for a ≤ t ≤ b which is differentiable on
the open interval (a, b), that is, if and only if the coordinate functions x(t), y(t), z(t)
for t ∈ [a, b] are differentiable on (a, b).
3.2 Line Integrals

3.2.1 Motivation and definition
Consider a straight line segment in the plane joining point A to another point B,
~
and certain uniform form F is applied to at A in the direction ~s := AB. Then
we know from physics at school level that the work W of the force is given by the
equation
W = F |~s|.
Now, suppose that a force F~ is applied at A so as to move from A to B. Then

the work done by the force F~ is
F0 |~s|,
where F0 is the magnitude of the component of F~ in the direction of ~s, that is,
F0 = |F~ | cos θ, where θ is the angle that F~ makes with ~s. Thus, in this case,
F~ .~s
W = |F~ | cos θ|~s| = |F~ | |~s| = F~ .~s.
|F~ ||~s|
Motivated by the above consideration, let us define the work of a force F~ (P ) in

displacing a point P from a point M to N along a curve Γ.
Let F~ (x, y, z) = f (x, y, z)~i + g(x, y, z)~j + h(x, y, z)~k be a vector valued function
defined on a domain G ⊆ R3 which contains a curve Γ. Let P0 = M, P1 , P2 , . . . , Pn =
N be points on Γ, and let ∆si = Pi−1 ~ Pi for i = 1, 2, . . . , n. Then the work of the
~
force F (Pi−1 ) to along ∆~si is
F~ (Pi−1 ).∆~si , i = 1, 2, . . . , n.
This force can be considered to be approximately equal to the work of the force
F~ (Pi−1 ) in displacing a moving point P from Pi−1 to Pi , and the total work of
the force F~ (P ) in displacing a moving point P from M to N can be thought of as
approximately equal to
Xn
F~ (Pi−1 ).∆~si .
i=1
Definition 3.3 The line integral of F~ along Γ is defined by the limit

n
X
lim F~ (Pi−1 ) · ∆~si
µ(Π)→0
i=1
64 Line Integrals
whenever it exists, and it is denoted by

Z
F~ · d~s.
Γ

Writing Pi = (xi , yi , zi ),
∆xi := xi − xi−1 , ∆yi := yi − yi−1 , ∆zi := zi − zi−1 ,
fi := f (xi−1 , yi−1 , zi−1 ), gi := g(xi−1 , yi−1 , zi−1 ), hi := h(xi−1 , yi−1 , zi−1 )

for i = 1, . . . , n, we may also note that
F~ (Pi−1 ).∆~si = fi ∆xi + gi ∆yi + hi ∆zi , , i = 1, 2, . . . , n.
Therefore, the limit

n
X
lim F~ (Pi−1 ) · ∆~si ,
µ(Π)→0
i=1
that is the line integral, it exists, is also denoted by
Z
f (x, y, z) dx + g(x, y, z) dy + h(x, y, z) dz.
Γ
3.2.2 Evaluation
Now, let γ : [a, b] → R3 be a parametrization of Γ. For t ∈ [a, b], let
γ(t) = (x(t), y(t), z(t)) and ~s(t) := x(t)~i + y(t)~j + z(t)~k.
Consider a partition Π : a := t0 < t1 < t2 < . . . < tn = b be a partition of [a, b]. Let
Pi−1 = γ(ti−1 ), ∆~si := ~s(ti ) − ~s(ti−1 )
for i = 1, 2, . . . , n. Let
xi = x(ti−1 ), yi = y(ti−1 ), yi = y(ti−1 ).
Assume further that the curve is smooth, that is, γ(t) is differentiable on [a, b].
Then, by Mean Value Theorem, there exist ξi , ηi , ωi in [ti−1 , ti ] such that
∆xi := x(ti ) − x(ti−1 ) = x0 (ξi )∆ti ,
∆yi := y(ti ) − y(ti−1 ) = y 0 (ηi )∆ti ,

∆zi := z(ti ) − z(ti−1 ) = z 0 (ωi )∆ti
for i = 1, 2, . . .. Hence, taking
Qi := (x(ξi ), y(ηi ), z(ωi )), i = 1, . . . , n,

Line Integrals 65
F~ (Qi ).∆~si = fi ∆xi + gi ∆yi + hi ∆zi

= f˜i x0 (ξi )∆ti + g̃i y 0 (ηi )∆ti + h̃i z 0 (ωi )∆ti ,
where
f˜i := f (Qi ), g̃i := g(Qi ), h̃i := h(Qi )
for i = 1, 2, . . .. Thus,
n
X
lim F~ (Pi−1 ) · ∆~si ,
µ(Π)→0
i=1
if exists, is equal to
Z b
F̃ (t) · γ0(t)dt,
a
or Z b
[f˜(t)x0 (t) + g̃(t)y 0 (t) + h̃(t)z 0 (t)]dt,
a
where
F̃ (t) := F (γ(t))
and
f˜(t) := f (γ(t)),
g̃(t) := g(γ(t)),
h̃(t) := h(γ(t)).
We may observe that if Γ is a curve joining M to N with parametrization γ(t),

t ∈ [a, b], then the reverse of Γ, say Γ
e joining N to M has parametrization
γ̃(t) := γ(a + b − t), t ∈ [a, b].
Thus, it can be easily seen that

Z Z
F~ · d~s = − F~ · d~s.
Γ
e Γ
EXAMPLE 3.1 Let us find the line integral of F~ (x, y, z) := x3~i + 3zy 2~j − x2 y~k
along the straight segment Γ joining the points M = (3, 2, 1) to N = (0, 0, 0).
Clearly, Z Z
F · d~s = − F~ ·
~ d~s,
Γ Γ
e
where Γ
e is the reverse of Γ. Since Γ
e has the parametrization
(x(t), y(t), z(t)) := (3t, 2t, t), 0 ≤ t ≤ 1,

66 Line Integrals
we have
Z Z 1
F~ · d~s = (x3 x0 + 3zy 2 y 0 − x2 yz 0 )dt
Γ
e 0
Z 1
= [(3t)3 3 + 3t(2t)2 2 − (3t)2 t)dt
0
Z 1
= [81 + 34 − 18)t3 dt
0
87
= .
4
Z
87
Hence, F~ · d~s = − .
Γ 4
EXAMPLE 3.2 Let us find the line integral of the functions 6x2 y and 10xy 2 , that
is F~ (x, y) := 6x2 y~i + 10xy 2~j along the plane curve Γ : y = x3 joining M = (1, 1) to
N = (2, 8). We may take the parametrization as: γ(t) := (t, t3 ), 1 ≤ t ≤ 2. The we
have
Z Z 2 Z 2
2 0 2 0
f dx + gdy = (6x yx + 10xy y )dt = (6t5 + 30t9 )dt = 3132.
Γ 1 1
3.2.3 Area of a domain using line integral
Suppose D is a regular domain in the plane R2 with boundary Γ, is a curve traced

in counter clockwise direction. Then,
Z Z Z
1
Area(D) = − y dx = x dy = (x dy − y dx).
Γ Γ 2 Γ
x2 y 2 z 2
EXAMPLE 3.3 Let us find the area of enclosed by the ellipse 2 + 2 + 2 . We
a b c
may take the parametrization of the ellipse as
γ(t) := (z cos t, b sin t), 0 ≤ t ≤ 2π.
Then the area is given by

Z Z 2π Z 2π Z 2π
0
x dy = xy dt = a cos tb cos tdt = ab cos2 tdt = πab.
Γ 0 0 0

√xdx+ydy
R
Exercise 3.1 Show that the line integral C is dependent only on the
x2 +y 2 +1
endpoints of C, but independent of the path of integration. Using this evaluate it
along the curve C given by x2 = 4y from the point A = (−1, 1/4) to the point
B = (4, 4). J
Green’s Theorem 67
3.2.4 Line integral of scalar valued functions
Suppose Γ is a smooth curve in the plane R2 or in the space R3 joining point M to N ,

and f is a continuous function defined in a domain containing Γ. Let P0 , P1 , . . . , Pn
be points on Γ with P0 = M and Pn = N . Let ∆si be the length of the arc length
joining Pi−1 to Pi for i = 1, 2, . . . , n. Then the limit of the sum
n
X
f (Pi−1 )∆si ,
i=1
if exists, as maxi ∆si approaches 0 is the the line integral of f along Γ, and it is
denoted by Z
f (x) ds.
Γ
If x(t) := (x(t), y(t)), a ≤ t ≤ b, is a parametrization of Γ with x(a) = M and

x(b) = N , then
Z Z b p
f (x) ds = f (x(t)) x0 (t)2 + y 0 (t)2 dt. (3.2.1)
Γ a
3.3 Green’s Theorem

Theorem 3.1 Suppose D is a regular domain in the plane R2 with boundary Γ,
is a curve traced in counter clockwise direction. If F~ := f~i + g~j is a vector valued
function defined on D such that f and g have continuous partial derivatives in the
interior of D, then (Green’s formula)
ZZ Z
∂g ∂f
− dx dy = (f dx + g dy) (3.3.1)
∂x ∂y Γ
D
holds
Proof. Let D be given by
D := {(x, y) : a ≤ x ≤ b; ϕi (x) ≤ y ≤ ϕ2 (x)}.
Then
!
ZZ Z b Z ϕ2 (x)
∂f ∂f
dx dy = dy dx
∂y a ϕ1 (x) ∂y
D
Z b
= [f (x, ϕ2 (x)) − f (x, ϕ2 (x)]dx
aZ
= − f dx.
Γ
68 Line Integrals
Similarly, using the representation

D := {(x, y) : c ≤ y ≤ d; psii (y) ≤ x ≤ ψ2 (y)}
of D, we have
!
ZZ Z d Z ψ2 (y)
∂g ∂g
dx dy = dx dy
∂x c ψ1 (y) ∂x
D
Z b
= [f (ψ2 (y), y) − f (ψ1 (y), y)]dx
a
Z
= − g dy.
Γ
ZZ Z
∂g ∂f
Hence, we obtain − dx dy = (f dx + g dy).
∂x ∂y Γ
D
Z
EXAMPLE 3.4 Using Green’s theorem evaluate (y 4 + x3 )dx + 2x6 dy, where C
C
is the boundary of the square [0, 1] × [0, 1] traced in counter clock-wise direction:
Taking f (x, y) = y 4 + x3 and g(x, y) = 2x6 , by Green’s theorem we have
Z Z 1Z 1
4 3 3
(y + x )dx + 2x dy = (12x5 − 4y 3 ) dxdy = 1.
C 0 0

EXAMPLE 3.5 Using Green’s theorem, obtain an express for the area of a regular
domain D in terms of line integral:
By Green’s theorem we have
ZZ ZZ Z
1 ∂x ∂(−y) 1
Area(D) = dxdy = − dxdy = (−y dx + x dy).
2 ∂x ∂y 2 Γ
D D

Exercise 3.2 Prove the identity:
ZZ 2
∂ u ∂2u
Z
∂u
2
+ 2 dx dy = ds, (3.3.2)
∂x ∂y C ∂n
D
∂u
where C is a contour bounding the domain D and is the directional derivative
∂n
∂u
of the outer normal ~n, i.e., = ∇u · ~n. The integral on the right-hand-side of the
∂n
formula in (3.3.2) is defined as in (3.2.1).
[Hint: Write the left-hand side of (3.3.2) in the form of the left-hand side of the
Green’s formula, and note that v(t) := (x0 (t), y 0 (t)) represent the tangent vector
to the curve at the point x(t) and w(t) := (y 0 (t), −x0 (t)) is in the direction of the
normal. Thus, ~n(t) = w(t)/|w(t)|.] J
3.3.1 Conditions for line integral to be independent of

path of integration
As an immediate corollary to Green’s theorem we have the following.
Theorem 3.2 Suppose f and g are real valued functions defined on a domain D
∂f ∂g
having continuous partial derivatives and satisfying
∂y ∂x
∂g ∂f
= ∀ (x, y) ∈ D.
∂x ∂y
Then Z
f dx + g dy = 0
Γ
for every closed curve Γ in D which encloses a finite number of regular domains
contained in D.
We also have a converse of the above theorem.
Theorem 3.3 Suppose f and g are real valued functions Z defined on a domain D
∂f ∂g
having continuous partial derivatives and . If (f dx + g dy) = 0 for every
∂y ∂x C
∂g ∂f
circle C in D, then = for all (x, y) ∈ D.
∂x ∂y
Z
Proof. Suppose (f dx + g dy) = 0 for all simple closed curve in D. Assume for
Γ
∂g ∂f
a moment that there exists P0 = (x0 , y0 ) ∈ D such that (P0 ) 6= (P0 ). Without
∂x ∂y
∂g ∂f
loss of generality, assume that (P0 ) − (P0 ) = c0 > 0. Then, by the continuity
∂x ∂y
∂g ∂f
of and , there exists a disc D0 with centre (x0 , y0 ) contained in D such that
∂x ∂y
∂g ∂f
− ≥ c0 /2 for all (x, y) ∈ D0 . Let C0 be the boundary of D0 . Then by Green’s
∂x ∂y
formula (3.3.1), we have
Z ZZ
∂g ∂f c0
(f dx + g dy) = − dx dy ≥ Area(D0 ) > 0.
C0 ∂x ∂y 2
D0
This is a contradiction to the assumption. Thus, it is not possible to have any point
∂g ∂f
at which 6= .
∂x ∂y
We observe that if there exists a function u(x, y), (x, y) ∈ D, such that
du = f dx + g dy, (x, y) ∈ D,
70 Line Integrals
then for any curve Γ lying in D with parametrization γ(t), a ≤ t ≤ b, joining points
M to N in D,
Z Z b
d
f dx + g dy = u(γ(t))dt = u(γ(b)) − u(γ(a)) = u(N ) − u(M ).
Γ a dt
Consequently, the line integral is independent of the manner in which the M is
joined to N , as long as the path of integration lies in D. This observation prompts
us to as the question:
Under what condition do we have

du = f dx + g dy
for all (x, y) ∈ D?
Theorem 3.4 consider the case in which D is a rectangle with its sides parallel to
the coordinate axes, and Theorem 3.5 is for a more general domain, namely for any
simply connected domain.
Theorem 3.4 Suppose D is a rectangle with its sides parallel to the coordinate
axes, and f and g are real valued functions defined on D having continuous partial
∂f ∂g
derivatives and , satisfying
∂y ∂x
∂g ∂f
= ∀ (x, y) ∈ D.
∂x ∂y
Then there exists a function u defined on D such that
du = f dx + g dy ∀ (x, y) ∈ D.
Proof. Let P0 := (a, b) be any point in the rectangle D. For (x, y) ∈ D, let
Z x Z y
u(x, y) := f (t, y) dt + g(a, t) dt.
a b
[Note that, since D is a rectangle with its sides parallel to the coordinate axes, the
above integrals are well-defined.] Then we have
∂u
= f (x, y)
∂x
and
Z x Z y
∂u ∂ ∂
= f (t, y)dt + g(a, t) dt
∂y ∂y ∂y b
Z x a
∂
= f (t, y) dt + g(a, y)
a ∂y
Z x
∂
= g(t, y)dx + g(a, y)
a ∂t
= [g(x, y) − g(a, y)] + g(a, y)
= g(x, y).
Hence, we have
∂u ∂u
du = dx + dy = f dx + gdy.
∂x ∂y
This completes the proof.
Now we consider D to be a simply connected domain. By a simply connected

domain, we mean a domain D such that any pair of points in D can be joined by
using a finite number of line segments. It can be seen that D is simply connected
if and only if any pair of points in D can be joined by using a finite number of line
segments parallel to the coordinate axes.
Theorem 3.5 Suppose D is a simply connected domain, and f and g are real valued
∂f ∂g
functions defined on D having continuous partial derivatives and , satisfying
∂y ∂x
∂g ∂f
= ∀ (x, y) ∈ D.
∂x ∂y
Then there exists a function u defined on D such that
du = f dx + g dy ∀ (x, y) ∈ D.
Proof. Given points P1 := (x1 , y1 ) and P2 := (x2 , y2 ) in D, define

Z P2
f dx + g dy
P1
to be the line integral along a curve joining P1 to P1 consisting of line segments

parallel to the coordinate axes. Using Theorem 3.2 it can be seen that the above
line integral is independent of the manner in which the line segments connecting P1
to P1 are taken.
Now, fix a point P0 (x0 , y0 ) in D. For an arbitrary point P := (x, y) in D, let
Z P
u(x, y) := f dx + g dy.
P0
Then, writing P1 := (x + ∆x, y), we have

Z P1 Z P1
u(x + ∆x, y) − u(x, y) 1
:= (f dx + g dy) − (f dx + g dy)
∆x ∆x P0 P0
Z P1
1
= f dx + g dy
∆x P
Z x+∆x
1
= f (t, y) dt.
∆x x
Now, by mean Value Theorem, there exists a point ξ lying between x and x + ∆x
such that Z x+∆x
1
f (t, y) dt = f (ξ, y).
∆x x
72 Line Integrals
Since lim ∆x → 0f (ξ, y) = f (x, y), we have
∂u
= f (x, y).
∂x
Similarly, writing P2 := (x, y + ∆y), we have

Z P2
u(x, y + ∆y) − u(x, y) 1
lim = lim f dx + g dy
∆y→0 ∆y ∆y→0 ∆y P
Z y+∆y
1
= lim g(x, t) dt
∆y→0 ∆y y
= g(x, y).
∂u
Thus, = g(x, y). Consequently, we have
∂y
du = f dx + gdy
at all points (x, y) in D.
The following corollary is immediate from Theorem 3.5
Corollary 3.6 Suppose D is a simply connected domain, and f and g are real valued
∂f ∂g
functions defined on D having continuous partial derivatives and , satisfying
∂y ∂x
∂g ∂f
= ∀ (x, y) ∈ D.
∂x ∂y
Then for any two curves Γ1 and Γ2 a pair of points in D,
Z Z
(f dx + g dy) = (f dx + g dy).
Γ1 Γ2
In other words, the line integral over any curve joining any two points in D is
independent of the path of integration. In particular, for any closed curve Γ in D,
Z
(f dx + g dy) = 0.
Γ
4
Surface Integral
4.1 Integral over Surfaces

Recall from Section 2.1.5 that a surface S in the space R3 can be represented as a
level surface
S := {(x, y, z) ∈ D : ϕ(x, y, z) = 0},
where D is a domain in R3 and ϕ : D → R is a continuous function, or in a
parametric form,
S := {Φ(u, v) : (u, v) ∈ D},
where D is a region1 in the plane R2 and Φ : D → R3 is a continuous function, or
in a finite combination of the above.
Note that
{(x, y, z) : z = g(x, y), (x, y) ∈ D}
for some continuous function g : D → R is a surface having both the above forms,
which can be seen by taking
(a) ϕ(x, y, z) := z − g(x, y) and
(b) Φ(x, y) := (x, y, g(x, y))
respectively. Also, we have seen that if S is a level surface such that ∇ϕ exists and
nonzero at P ∈ S, then the vector
∇ϕ
~n(P ) := (P )
|∇ϕ|
represents one to the tow unit normals to S at P . In case S is represented para-
metrically by a function Φ : D → R3 . Then S is a set of all points of the form
Φ(u, v) := (x(u, v), y(u, v), z(u, v)) with (u, v) varying in a domain D, then a unit
normal is given by
Φu × Φv
~n(P ) = ,
|Φu × Φv |
where
|Φu × Φv |2 = EG − F 2
1
A region consists of a connected open set together with some or all of its boundary points.
73
74 Surface Integral
with
E := |Φu |2 , G := |Φv |2 , F := Φu .Φv .
In the special case of S given by an equation z = f (x, y) such that partial derivatives
fx and fy exist and are continuous on S, then we have
∇ϕ Φu × Φv −gx~i − gy~j + ~k
= == q .
|∇ϕ| |Φu × Φv | 1 + gx2 + gy2
In order to define the surface integral of a function f over S, we decompose S

into a finite number of parts, say S1 , S2 , . . . , Sn , and consider the sum
n
X
γn (f, S) := f (Pi )∆Si
i=1
where Pi ∈ Si and ∆Si := Area(Si ) for i = 1, . . . , n. If limit of γn (f, S) exists as

max{∆Si : 1 ≤ i ≤ n} → 0, then we say that f is integrable over S and the
surface integral of f over S is given by
ZZ
f dS := lim γn (f, S).
n→∞
S
If S is given by a parametrization Φ(u, v), (u, v) ∈ D, and if ∆S is the area of an

elementary part of S and ∆A the area of the projection of ∆S onto D, then we have
∆S ' |Φu × Φv | ∆A.
Thus, ZZ ZZ
f dS := f (Φ(u, v))|Φu × Φv |dudv.
S D
In particular, if S is given by z = g(x, y), (x, y) ∈ D, then

ZZ ZZ q
f dS := f (x, y, g(x, y)) 1 + gx2 + gy2 dxdy.
S D
A special case of surface integrals that occur in applications is of the form

ZZ ZZ
~ ~
F .dS := F~ .~ndS
S S
where F~ is a vector field defined on S and ~n is the normal (outward or inward) to

S. For example, if F~ is the velocity of a fluid flowing through S, then the above
integral represents the total fluid flowing along the direction ~n. In the above the
notation dS~ is to indicate that the surface is oriented with respect to its normal ~n.
Integral over Surfaces 75
If F~ = F1~i + F2~j + F3~k and ~n = n1~i + n2~j + n3~k, then

ZZ ZZ
~
F .~ndS = (F1 n1 + F2 n2 + F3 n3 )dS.
S S
Let n1 = cos α, n2 = cos β and n3 − cos γ. Then

ZZ ZZ
F~ .~ndS = (F1 cos α + F2 cos β + F3 cos γ)dS.
S S
q (x, y) ∈ Dxy , where Dxy is the projection

In particular, if S is given by z = g(x, y),
of S onto the xy-plane, then cos γ = 1/ 1 + gx2 + gy2 . Hence,
ZZ ZZ
F3 cos γdS = F̃3 (x, y)dxdy,
S Dxy
where F̃3 (x, y) := F3 (x, y, g(x, y)), (x, y) ∈ Dxy . Similarly if S is given by x =
g(y, z), (y, z) ∈ Dyz or if S is given by y = g(z, x), (z, x) ∈ Dzx , where Dxy and Dyz
are projections of S onto the xy-plane and yz-plane respectively, then
ZZ ZZ
F1 cos γdS = F̃1 (y, z)dydz,
S Dyz
ZZ ZZ
F2 cos γdS = F̃2 (z, x)dzdx,
S Dzy
With the above considerations in mind, sometimes we write,
ZZ
(F1 n1 + F2 n2 + F3 n3 )dS
S
as ZZ
F1 dy dz + F2 dz dx + F3 dx dy.
S
4.1.1 Examples
EXAMPLE 4.1 Let S be the part of the plane given by x + y + z = 1 in the first
octant. Then ZZ ZZ q
xydS = xy 1 + gx2 + gy2 dx dy,
S D
where D := {(x, y) : 0 ≤ y ≤ 1 − x, 0 ≤ x ≤ 1} and g(x, y) = 1 − x − y for all
(x, y) ∈ D. Hence,
√
ZZ √ ZZ √ Z 1 Z 1−x 3
xydS = 3 xy dx dy = 3 xydydx = .
0 0 24
S D

76 Surface Integral
EXAMPLE 4.2 Let us find the mass of the surface of a right circular cone of hight
4 units and radius of the base unity, assuming the density at each point is equal to
its distance from the vertex.
The given cone can be represented by
p
S : z = 4 x2 + y 2 , 0 ≤ z ≤ 4.
Hence
ZZ
Mass = f (x, y, z)dS
ZSZ q
= f (x, y, g(x, y)) 1 + gx2 + gy2 dxdy,
D
where D : x2 + y 2 ≤ 1 and
p p
f (x, y, z) := x2 + y 2 + z 2 , g(x, y) := 4 x2 + y 2 .
q √
Thus, 1 + gx2 + gy2 = 17 and
ZZ √ ZZ p
f (x, y, z)dS = 17 x2 + y 2 + 16(x2 + y 2 )dxdy
S D
ZZ p Z 2π Z 1
= 17 2 2
x + y dxdy = 17 ρ3 dρdθ
0 0
D
17π
= .
2

EXAMPLE 4.3 Let S be the boundary of a solid bounded by the cylindrical
2 + y 2 = 3, and plane surfaces x2 + y 2 ≤ 3 & z = 0 and z = 4 − y. Let us
surface xRR
evaluate (y + z)dS. We have
S
ZZ ZZ ZZ ZZ
(y + z)dS = (y + z)dS + (y + z)dS + (y + z)dS,
S S1 S2 S3
where
S1 := {(x, y, z) : x2 + y 2 ≤ 3, z = 0},
S2 := {(x, y, z) : x2 + y 2 = 3, 0 ≤ z ≤ 4 − y},
S3 := {(x, y, z) : x2 + y 2 ≤ 3, z = 4 − y}.
Thus, we have the following:
Integral over Surfaces 77
ZZ ZZ q
(i) (y + z)dS = [y + g(x, y)] 1 + gx2 + gy2 dx dy,
S1 D
where D := {(x, y) : x2 + y 2 ≤ 3} and g(x, y) = 0 for all (x, y) ∈ D. Hence,

√
ZZ ZZ Z 2π Z 3
(y + z)dS = y dx dy = ρ sin θ.ρ dρdθ = 0.
0 0
S1 D
(ii) Here we note that

√ √ √
S2 = {( 3 cos θ, 3 sin θ, z) : 0 ≤ θ ≤ 2π, 0 ≤ z ≤ 4 − 3 sin θ}
so that ZZ ZZ √
(y + z)dS = ( 3 sin θ + z)|Φθ × Φz | dz dθ,
S2 D
where
√
D := {(θ, z) : 0 ≤ θ ≤ 2π, 0 ≤ z ≤ 4 − 3 sin θ}
and
√ √
Φ(θ, z) := ( 3 cos θ, 3 sin θ, z), (θ, z) ∈ D.
√
It is seen that |Φθ × Φz | = 3. Hence,
√ √
ZZ √ Z 2π Z 4− 3 sin θ √ 29 3π
(y + z)dS = 3 ( 3 sin θ + z) dz dθ = .
0 0 π
S2
ZZ ZZ q
(iii) (y + z)dS = [y + g(x, y)] 1 + gx2 + gy2 dx dy,
S3 D
where D := {(x, y) : x2 + y 2 ≤ 3} and g(x, y) = 4 − y for all (x, y) ∈ D. Hence,

ZZ ZZ √ √
(y + z)dS = 4 2dx dy = 12 2π.
S3 D
Thus,
ZZ √ √
(y + z)dS = π(12 2 + 29 3/2).
S

78 Surface Integral
4.2 Stokes’ Theorem

2 Recall from Green’s theorem that, if Γ is the positively oriented boundary of a
regular closed domain D in the xy-plane, the plane and F~ := F1~i + F2~j is a vector
field on D, then Z ZZ
∂F2 ∂F1
F~ .d~r = − dx dy,
Γ ∂x ∂y
D
where ~r(t), a ≤ t ≤ b is a parametrization of Γ. Considering D as a surface S in the
space and F~ := F1~i + F3~j + F3~k is a vector field on D with F3 = 0, it is seen that

~ ~ ∂F2 ∂F1 ~
curlF = ∇ × F = − k.
∂x ∂y
Thus, Z ZZ
F~ .d~r = curlF~ .~k dS.
Γ
S
Stokes’ formula is a generalization of the above formula with S as any closed oriented
surface in the space with its boundary Γ, a simple closed smooth curve.
Theorem 4.1 (Stokes’ theorem - Stokes’ formula) Let S be an oriented surface
with boundary Γ oriented positively w.r.t. the normal ~n of S. Then for any vector
field F~ having continuous curl,
Z ZZ
~
F .d~r = curl F~ .~n dS.
Γ
S
Proof. Let ~n = cos α~i + cos β~j + cos γ~k and F~ = F1~i + F2~j + F3~k. Then we have
ZZ ZZ ZZ
~
curlF .~ndS = ~
(∇ × F ).~n dS = (G1 + G2 + G3 ) dS,
S S S
where
∂F3 ∂F2
G1 = − cos α,
∂y ∂z

∂F1 ∂F3
G2 = − cos β,
∂z ∂x

∂F2 ∂F1
G3 = − cos γ.
∂x ∂y
Assume, for the sake of simplicity that S is given
q by the equation z = g(x, y),
(x, y) ∈ D. Then, we have ~n = (−gx , −gy , 1)/ 1 + gx2 + gy2 (which makes acute
angle with ~k) so that
ZZ ZZ
∂F2 ∂F1
G3 dS = − (−gx ) dx dy, (i)
∂x ∂y
S D
2
Notes by M.T. Nair, Dept. of Mathematics, IITM
Stokes’ Theorem 79
ZZ ZZ
∂F2 ∂F1
G3 dS = − (−gy ) dx dy, (ii)
∂x ∂y
S D
ZZ ZZ
∂F2 ∂F1
G3 dS = − dx dy. (iii)
∂x ∂y
S D
In this case, Γ may be given by (x(t), y(t), z(t)), a ≤ t ≤ b with its projection C as
the boundary of D given by (x(t), y(t)), a ≤ t ≤ b. Thus,
Z Z Z b
F~ .d~r = (F1 dx + F2 dy + F3 dz) = (F1 x0 + F2 y 0 + F3 z 0 )dt.
Γ Γ a
Since z 0 = gx x0 + gy y 0 we have
Z Z b
F~ .d~r = [(F1 + F3 gx )x0 + (F2 + F3 gy )y 0 ]dt
Γ Za
= (F1 + F3 gx )dx + (F2 + F3 gy )dy.
C
Therefore, by Green’s theorem,

Z ZZ
~ ∂Q ∂P
F .d~r = − dx dy,
Γ ∂x ∂y
D
where
P := F1 + F3 gx , Q = F2 + F3 gy .
Since F1 , F2 , F3 are functions of x, y, z and x = g(x, y), it can be seen, using the
expressions in (i), (ii), (iii), that
ZZ ZZ
∂Q ∂P
− dx dy = (G1 + G2 + G3 ) dS.
∂x ∂y
D S
This completes the proof.
4.2.1 Examples
EXAMPLE 4.4 Let S be the part of the surface given by z = 5 − x2 − y 2 above

the planeR zR = 1, an let F~ := z 2~i − 3xy~j + x3 y 3~k. Let us use Stokes’ theorem to
evaluate ~ ~
S curlF .dS. By Stokes’ theorem
ZZ Z
curlF~ .~n dS = F~ .d~r,
Γ
S
where Γ is the boundary of S oriented positively. In this case the geometric curve
Γ is the intersection of surface z = 5 − x2 − y 2 with the plane z = 1. Thus, Γ is the
80 Surface Integral
positively oriented circle: x2 + y 2 = 4 in the plane z = 1. Consider the following

parametrization of Γ:
~r(t) := x(t)~i + y(t)~j + z(t)~k, 0 ≤ t ≤ 2π.
where
x(t) := 2 cos t, y(t) := 2 sin t, z(t) := 1, 0 ≤ t ≤ 2π.
Then, by Stokes’ theorem,

ZZ Z 2π
curlF~ .~n dS = (F1 x0 + F2 y 0 + F3 z 0 )dt
0
S
Z 2π
= [1.(−2 sin t) + (−3)(2 cos t)(2 sin t)(2 cos t)]dt.
0
Z 2π
= (−2 sin t − 24 sin t cos2 t) dt = 0
0
EXAMPLE 4.5 Let us evaluate Γ F~ .d~r using Stokes’ theorem, where F~ := z 2~i +
R
y 2~j + x~k and Γ is the triangle with vertices (1, 0, 0), (0, 1, 0), (0, 0, 1). In this case,
we may take the triangular region with Γ as the boundary as the surface, and one
of the normals as ~n. Thus, S is given by the equation
S : z = (g(x, y) := 1 − x − y.
√
Let us take ~n to be the upward normal, that is, ~n = (~i + ~j + ~k)/ 3. Note that
curlF~ = (2z − 1)~j and hence
Z ZZ ZZ
F~ .d~r = curlF~ .~ndS = [(2z − 1)~j].[(~i + ~j + ~k)]dxdy,
Γ
S D
where D is the projection of S onto the xy-plane. Thus,

Z Z 1 Z x+1 Z 1 Z x+1
1
F~ .d~r = [2(1 − x − y) − 1)dxdy = (1 − 2x − 2y) dxdy = − .
Γ 0 0 0 0 6
curlF~ .~ndS where F~ =

RR
Exercise 4.1 Using Stokes’ theorem, evaluate the integral
S
y~i + z 3~j + x~k and S is the surface given by x2 + y 2 ≤ 1, z = 1, y ≥ 0, ~i being the
unit normal along the positive z-axis.
Gauss’s Divergence Theorem 81
4.3 Gauss’s Divergence Theorem

Theorem 4.2 (Gauss’s divergence theorem - Ostrogradsky’s formula)3 Let
V be a regular domain with a smooth closed boundary surface S. Let F~ be a vector
field defined on V and ~n be the unit outward normal to S. Then
ZZZ ZZ
divF~ dV = F~ .~ndS.
V S
Proof. We have
ZZZ ZZZ
∂F1 ∂F2 ∂F3
divF~ dV = + + dV,
∂x ∂y ∂z
V V
ZZ ZZ
F~ · ~n dS = (F1 cos α + F2 cos β + F3 cos γ) dS.
S S
Hence, it is enough to prove that

ZZZ ZZ
∂F1
dV = F1 cos α dS, (i)
∂x
V S
ZZZ ZZ
∂F2
dV = F2 cos β dS, (ii)
∂y
V S
ZZZ ZZ
∂F3
dV = F3 cos γ dS. (iii)
∂z
V S
We shall prove the above only for the case of a regular region. Then V can be
represented by
V : g1 (x, y) ≤ z ≤ g2 (x, y), (x, y) ∈ D,
where D is a regular region in the xy-plane. Then, it follows that
ZZZ Z Z Z g2 (x,y) !
∂F3 ∂F3
dV = dz dxdy
∂z g1 (x,y) ∂z
V
ZDZ
= [F3 (x, y, g2 (x, y)) − F3 (x, y, g1 (x, y))]dxdy
ZDZ ZZ
= F3 (x, y, z) cos γdS − F3 (x, y, z) cos γdS,
S2 S1
3
The domain here can be a closed and bounded simply connected region, i.e., region whose
compliment is connected such that it is the closure of its interior.
82 Surface Integral
where S1 : z = g1 (x, y) and S2 : z = g2 (x, y) for (x, y) ∈ D. Since cos γ is positive

on S2 and negative on S1 , it follows that
ZZ ZZ ZZ
F3 (x, y, z) cos γdS − F3 (x, y, z) cos γdS = F3 (x, y, z) cos γ dS.
S2 S2 S
Thus, (iii) is proved. Similarly, (1) and (ii) can be proved by projecting V onto
xz-plane and yz-plane respectively.
4.3.1 Examples
F~ .~ndS using divergence

RR
EXAMPLE 4.6 Let us evaluate the surface integral
S
theorem, where F~ := x3~i + x2 y~j + x2 z~k and S is the closed surface consisting of
the cylinder x2 + y 2 = a2 , 0 ≤ z ≤ b and the circular disks z = 0 and z = b with
x2 + y 2 ≤ a2 .
Note that divF~ = 3x2 + x2 + x2 = 5x2 . By divergence theorem,
ZZ ZZZ ZZ Z b ZZ
~
F .~ndS = 5 2
x dV = 5 x 2
dz dxdy = 5b x2 dxdy,
0
S V D D
where D : x2 + y 2 ≤ a2 . Since
Z 2π Z a 2π a
πa4
ZZ Z Z
2 2 2 3
x dxdy = (ρ cos θ) ρdρ dθ = cos θ ρ dρ dθ = ,
0 0 0 0 4
D
5πa4 b
ZZ
we have F~ .~ndS = .
4
S
F~ .~ndS using divergence

RR
EXAMPLE 4.7 Let us evaluate the surface integral
S
theorem, where F~ := xy~i − 12 y 2~j + z~k and the surface consists of three parts: S1 :
z = 4 − 3x2 − 3y 2 on the top, S2 : x2 + y 2 = 1, 0 ≤ z ≤ 1 on the sides and S3 : z = 0
on the bottom.
Note that divF~ = y − y + 1 = 1. By divergence theorem, using the symmetry of
the region, we have
ZZ ZZZ ZZZ Z Z Z 4−3x2 −3y2
~
F .~ndS = ~
divF dV = dV = dx dy dz,
0
S V V D
where D is the disc x2 + y 2 ≤ 1. Hence,

ZZ ZZ Z 2π Z 1
~ 2 2 5π
F .~ndS = (4 − 3x − 3y )dx dy = (4 − ρ2 )ρ dρdθ = .
0 o 2
S D

EXAMPLE 4.8 Let us verify Gauss divergence theorem (Ostrogradsky’s formula),

where the vector field is F~ = x2~i − 2xy~j + 3xz~k and the domain V is the portion of
the sphere x2 + y 2 + z 2 ≤ 4 in the first octant (i.e., x ≥ 0, y ≥ 0, z ≥ 0).
We have to verify ZZZ ZZ
div F~ dv = F~ · ~ndσ. (∗)
V S
Note that F~ = f~i + g~j + h~k where f = x2 , g = −2xy, h = 3xz so that

∂f ∂g ∂h
div F~ = + + = 2x − 2x + 3x = 3x.
∂x ∂y ∂z
Thus,
ZZZ ZZ Z √4−x2 −y2 ! ZZ p
div F~ dv = 3xdz dxdy = 3x 4 − x2 − y 2 dxdy. (∗∗)
0
V D D
Next, we observe that the boundary of the domain V consist of four pieces of
surfaces, S1 , , S2 , S3 , S4 , where S1 , , S2 , S3 are parts on the coordinate planes xy-
plane, yz-plane, zx-plane, respectively, and S4 is the spherical part. Since the normal
~n on the surfaces S1 , , S2 , S3 are −~k, −~i, −~j, respectively, it can be seen (check!)
1
that that F~ ·~n = 0 on these surfaces. For the surface S4 , we have ~n = (x~i+y~i+z~i).
2
Hence, ZZ ZZ ZZ
~ ~ 1
F · ~ndσ = F · ~ndσ = (x3 − 2xy 2 + 3xz 2 )dσ.
2
S S4 S4
p
Since the surface S4 is given by z = 4 − x2 − y 2 , we have
2
dσ = p dxdy
4 − x2 − y 2
so that
ZZ ZZ
dxdy
F~ · ~ndσ = [x3 − 2xy 2 + 3x(4 − x2 − y 2 )] p ,
4 − x2 − y 2
S D
where D is the portion of the closed disc x2 + y 2 ≤ 4 in the first quadrant. It can
be easily seen (for example, using polar coordinates) that
x3 − 2xy 2
ZZ
p dxdy = 0.
4 − x2 − y 2
D
Hence,
3x(4 − x2 − y 2 )
ZZ ZZ ZZ p
F~ · ~ndσ = p dxdy = 3x 4 − x2 − y 2 dxdy. (∗ ∗ ∗)
4 − x2 − y 2
S D D
Now, (∗∗) and (∗ ∗ ∗) imply (∗). In fact, the common value of the integrals in (∗∗)
and (∗ ∗ ∗) is 3π.
84 Surface Integral
Marking scheme for Question: 10 MTN

Let us verify Gauss divergence theorem (Ostrogradsky’s formula), where the
vector field is F~ = x2~i − 2xy~j + 3xz~k and the domain V is the portion of the sphere
x2 + y 2 + z 2 ≤ 4 in the first octant (i.e., x ≥ 0, y ≥ 0, z ≥ 0).
Step:1 For writing the formula:
ZZZ ZZ
div F~ dv = F~ · ~ndσ. (Marks : 1)
V S
Step:2 For the step:

ZZZ ZZ Z √4−x2 −y2 !
div F~ dv = 3xdz dxdy. (Marks : 1)
0
V D
Step:3 For the computation:

ZZ p
3x 4 − x2 − y 2 dxdy = 48π. (Marks : 1)
D
Step:4 For understanding the surface consists of 4 pieces, three plane pieces S1 , , S2 , S3
and a part S4 of the sphere, and writing F~ · ~n = 0 on S1 , S2 , S3 :
(Marks:1)
Step:5 For writing
ZZ ZZ
~
F · ~ndσ = F~ · ~ndσ
S S
Z4 Z
1
= (x3 − 2xy 2 + 3xz 2 )dσ
2
S
ZZ 4
dxdy
= [x3 − 2xy 2 + 3x(4 − x2 − y 2 )] p ,
4 − x2 − y 2
D
(Marks: 1)
Step:6 For showing
3x(4 − x2 − y 2 )
ZZ ZZ ZZ p
~
F · ~ndσ = p dxdy = 3x 4 − x2 − y 2 dxdy. ((Marks : 1)
4 − x2 − y 2
S D D
Note: If step 4 is not taken care of and write step 5 onwards without mention-
ioning anything on step 5, then zero mark is awarded at step 4, 5, 6.
Exercise 4.2 Suppose V is a regular domain in R3 and F~ is a vector field on V .

Using Stokes’ formula and divergence theorem, deduce that
ZZZ
div curl(F~ )dV = 0.
V
F~ .~ndS
RR
Exercise 4.3 Using Gauss divergence theorem evaluate the surface integral
S
2
where F~ = xy~i − y2 ~j + z~k and the surface S consists of three surfaces given by
z = 4 − (x2 + y 2 ), 1 ≤ z ≤ 4 on top, x2 + y 2 ≤ 1, 0 ≤ z ≤ 1 on the side and
x2 + y 2 ≤ 1, z = 0 on the bottom with ~i being the unit outward normal. J
Exercise 4.4 Prove the identity:

ZZZ ZZ
∂u ∂v
(v∆u − u∆v) dxdydz = v −u dσ.
∂n ∂n
V σ
[Hint: Use divergence theorem taking F~ = (vux − uvx , vuy − uvy , vuz − uvz ).] J
5
Appendix
In this chapter we supply certain material which are refereed within the tex but
details of which are not given.
86
Index
δ-neighbourhood, 3 Surface, 20
limit, 4
boundary, 8 limit point, 3
boundary point, 8 Line Integrals, 63
bounded set, 2
mass, 53
centre of gravity, 57, 61 Maxima, 24
closed set, 8 maximum and minimum, 9
Composition of Functions, 16 maximum at a point, 24
connected set, 9 mesh, 35, 59
continuity at a point, 6 Minima, 24
convergence, 2 Moebius strip, 50
curl, 78 moment of inertia, 54, 61
curve, 62
neighbourhood, 3
Differentiability, 14
differentiable, 15 open set, 7
Directional derivatives, 21 orientable surface, 50
domain, 9 Ostrogradsky’s formula, 81
domain of the function, 2
partial derivative, 10
ellipse of inertia, 56 Partial derivatives, 10
Euler’s Theorem, 18 Partial Increments, 13
partition, 35
Gauss’s Divergence Theorem, 81
gradient, 14 regular domain, 37
Green’s formula, 67 regular in x-direction, 37
Green’s Theorem, 67 regular in y-direction, 37
Riemann sum, 35
Implicit function Theorem, 19
Implicitly defined functions, 18 scalar filed, 20
initial point, 9 simply connected domain, 71
integrable, 35, 36, 59 Stokes’ formula, 78
integral, 36, 59 Stokes’ Theorem, 78
interior point, 7 Surface Integral, 73
Intermediate value theorem, 9 surfaces, 73
Lagrange multipliers, 28 Taylor’s Formula, 23

Level terminal point, 9
Curve, 20 Topological notions, 7
87
88 Index
total differential, 14
Total Increment, 13
Triple Integrals, 59

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Calculus - II

1 Functions of Several Variables 1

2.1.2 Calculating double integrals using polar coordinates . . . . . 40

Functions of Several Variables

Note that, if u and v are points in R2 or in R3 , then |u − v| is the distance between

and say that z is a function of (x1 , . . . , xk ).

1.2 Geometric Representation of Functions

EXAMPLE 1.1 Here are two examples functions of two variables:

1.3 Sequences and their Convergence

Definition 1.3 A sequence in R2 is a function from N to R2 .

A sequence (un ) in R2 is said to be a convergent sequence if it converges to some

|un − u| < ε whenever n ≥ N.

Exercise 1.1 Show that the limit of a convergent sequence is unique. J

Exercise 1.2 Let (un ) be a sequence in R2 with un := (xn , yn ) for n ∈ N and

1.4 Limit and Continuity

Definition 1.5 By a neighbourhood of a point u0 = (x0 , y0 ) ∈ R2 we mean the

Exercise 1.4 Show that a point u0 ∈ R2 is a limit point of D ⊆ R2 if and only if

EXAMPLE 1.2 Let D := {(x, y) ∈ R2 : x2 + y 2 < 1}. Then u0 := (1, 0) is a limit

|f (u) − α| < ε whenever u ∈ D, 0 < |u − u0 | < δ.

We write the above fact by

lim f (u) = α or lim f (x, y) = α.

In fact, for ε > 0,

To illustrate the statements in the above remark we consider a two examples.

|f (x, y)| ≤ |x| + |y| so that lim f (x, y) = 0.

Remark 1.4 We note that in order to define limit of a function f at a point

Remark 1.5 By Proposition 1.1, if f : D → R is continuous at u0 ∈ D, then

Exercise 1.6 Prove the last statement in he above remark. J

Then we have limu→u0 f˜(u) = f˜(u0 ). Thus, f˜ is continuous at u0 .

is continuous at every point in R2 .

1.4.1 Some More Topological Notions

Definition 1.10 A point u0 = (x0 , y0 ) ∈ R2 is said to be an interior point of a

Definition 1.12 A point u0 = (x0 , y0 ) is said to be a boundary point of a set

EXAMPLE 1.12 The following statements can be easily verified.

Definition 1.16 A subset D of R2 is said to be a connected set if any two points

Thus, D ⊆ R2 is a domain if and only D = G ∪ E where E is either empty set

1.4.2 Two Theorems

Theorem 1.2 Suppose f is a continuous function defined on a closed and bounded

f (x1 , y1 ) ≤ f (x, y) ≤ f (x2 , y2 ) ∀ (x, y) ∈ D,

and in that case we write

f (x1 , y1 ) = min f (x, y),

(b) (Intermediate value theorem) If (x1 , y1 ) and (x2 , y2 ) are in D and c ∈ R

then there exists (x0 , y0 ) ∈ D such that f (x0 , y0 ) = c.

1.5 Partial Derivatives

Definition 1.18 Suppose f is a (real valued) function defined in a neigbourhood

∂f d f (x0 + ∆x, y0 ) − f (x0 , y0 )

and it is called the partial derivative of f with respect to x at (x0 , y0 ). Similarly,

fxx (x0 , y0 ) := (fx )x (x0 , y0 ), fxy (x0 , y0 ) := (fx )y (x0 , y0 ),

fyx (x0 , y0 ) := (fy )x (x0 , y0 ), fyy (x0 , y0 ) := (fy )y (x0 , y0 ).

Remark 1.8 It should be kept in mind that fx (x0 , y0 ) cannot be interpreted as

fxi , fxi xj , fxi xj xk for i, j, k ∈ {1, 2, 3}.

EXAMPLE 1.14 Let f (x, y) := x2 y + y 3 , (x, y) ∈ R2 . Then

fx = 2xy; (fx )y = 2x = (fy )x ; fxx = 2y; fyy = 6y.

ux = exy y sin z; uy = exy x sin z;

gxx (x, 0) = 0, gyy (0, y) = 0 ∀ x, y ∈ R.

g(∆x, y) − g(0, y) g(∆x, y) y 1

Similarly, gy (x, 0) = 1/x for all x 6= 0. Since, gx (0, y) is not continues at y = 0,

fx (x, 0) = 0, fy (0, y) ∀x, y ∈ R.

Theorem 1.3 If fxy and f yx exist and are continuous in a neighbourhood D0 of

1.5.1 Partial Increments and Total Increment

Definition 1.19 Suppose f is a (real valued) function defined in a neigbourhood

• Partial increment of z with respect to y is

Proof. We may observe that