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Multivariable Calculus
with Vectors

HARTLEY ROGERS, Jr.

Massachusetts Institute of Technology

PRENTICE HALL / Upper Saddle River, New Jersey 07458

Contents
1 Euclidean Geometry in Three Dimensions 1
1.1 Introduction; Euclidean Geometry in Two Dimensions 1
1.2 Points, Lines, and Planes 4
1.3 Parallelism 6
1.4 Angles and Perpendicularity 8
1.5 Projections 11
1.6 Figures in E3 13
1.7 Synthetic Geometry 17
1.8 Problems 19

2 Geometric Vectors and Vector Algebra 23

2.1 Vectors 23
2.2 Applications of Vectors 25
2.3 Some Geometrical Definitions 27
2.4 The Four Operations of Vector Algebra 27
2.5 Proving the Laws of Vector Algebra 34
2.6 Applications of Vector Operations 35
2.7 Vector Proofs in Geometry 36
2.8 Problems 37

3 Vector Algebra with Cartesian Coordinates 40

3
3.1 Cartesian Coordinates in E 40
3.2 Vectors in Cartesian Coordinates 41
3.3 Coordinate Formulas for the Vector Operations 42
3.4 Frames and the Frame Identity 46
3.5 Applications 48
3.6 Triple Products 49
3.7 Review of 2x2 and 3x3 Determinants; Cramer's Rule 52
3.8 Problems 56

4 Analytic Geometry in Three Dimensions 61

2
4.1 Review of Analytic Geometry in E ; Conic Sections 61
4.2 Planes in E3 66
4.3 Applications 69
4.4 Lines in E3 71
4.5 More Applications 75
4.6 Quadric Surfaces 78

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4.7 Changing from One Cartesian System to Another in E2 80

4.8 Problems 86

5 Calculus of One-Variable Vector Functions 90

5.1 One-variable Vector Functions 90
5.2 Limits and Continuity 91
5.3 Derivatives 95
5.4 Differentiation Rules 98
5.5 Derivatives of Unit Vectors 100
5.6 An Application: Motion of a Center of Mass 101
5.7 Indefinite Integrals 103
5.8 Definite Integrals 106
5.9 Problems 110

6 Curves 113
6.1 Curves and Paths 113
6.2 Finding a Path for a Curve 117
6.3 Unit Tangent Vectors; Smoothness 119
6.4 Arc Length; Geometric Properties 123
6.5 Jordan Curves 127
6.6 Curvature; Unit Normal Vectors 128
6.7 Moving Frame, Formulas for K and N 130
6.8 Torsion 134
6.9 Problems 136

7 Cylindrical Coordinates 141

7.1 Cylindrical Coordinates 141
7.2 Defining Equations 143
7.3 Coordinate Surfaces and Coordinate Curves 144
7.4 Coordinate Vectors and Coordinate Frames 146
7.5 Paths, Velocity, and Acceleration 148
7.6 Motion under a Central Force 151
7.7 Motion under an Inverse-square Central Force 153
7.8 Problems 157

8 Scalar Fields and Scalar Functions 161

8.1 Scalar Fields and Vector Fields 161
8.2 Visualizing a Scalar Field 163
8.3 Directional Derivatives 165
8.4 Scalar Functions 166
8.5 Partial Functions 170
8.6 Partial Derivatives 171
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8.7 Limits and Continuity 174

8.8 Counterexamples 177
8.9 Problems 179

9 Linear Approximation; the Gradient 182

9.1 Linear Approximation for One-variable Functions 182
9.2 Linear Approximation for Multivariable Functions 186
9.3 Proof of the Linear-approximation Theorem 191
9.4 Finding Directional Derivatives; the Gradient Vector 192
9.5 Facts about the Gradient Vector 195
9.6 Examples and Applications 197
9.7 Differentiability 200
9.8 Equality of Cross-derivatives 201
9.9 Counterexamples 204
9.10 Problems 206

10 The Chain Rule 210

10.1 Physical Variables and Their Derivatives 210
10.2 The Chain Rule in Multivariable Calculus 214
10.3 Proof of the Chain Rule 217
10.4 Terminology for the Chain Rule 218
10.5 Formal Derivatives; Variant Forms 220
10.6 Higher Derivatives by the Chain Rule 223
10.7 Problems 225

11 Using the Chain Rule 228

11.1 Differential Notation 228
11.2 The Elimination Method 230
11.3 Implicit Differentiation in Elementary Calculus 233
11.4 Implicit Differentiation in Multivariable Calculus 235
11.5 Examples and Applications 241
11.6 Normal Vectors to Surfaces 245
11.7 Proof that the Elimination Method is Valid 247
11.8 Problems 249

12 Maximum-Minimum Problems 254

12.1 Global Problems and Local Problems 254
12.2 The Max-Min Existence Theorem 257
12.3 Critical Points 260
12.4 Derivative Tests at Critical Points 262
12.5 Complete Solutions to Maximum-Minimum Problems 267
12.6 Proof for the Two-variable Derivative Test 269
12.7 Problems 272
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13 Constrained Maximum-Minimum Problems 274

13.1 Constrained Problems 274
13.2 The Lagrange Method for One Constraint 276
13.3 The Lagrange Method for Two Constraints 281
13.4 Significance of Multipliers; Derivative Tests 283
13.5 A Further Example 285
13.6 The Parametric Method for Constrained Problems 287
13.7 Boundary-point Analysis for Unconstrained Problems 291
13.8 Problems 293

14 Multiple Integrals 297

14.1 Definite Integrals in One-variable Calculus 297
14.2 Scalar-valued Multiple Integrals 299
14.3 Applications of Scalar-valued Integrals 303
14.4 Laws; the Existence Theorem 305
14.5 Evaluating Multiple Integrals from the Definition 307
14.6 Vector-valued Multiple Integrals 310
14.7 Applications of Vector-valued Integrals 311
14.8 An Example 313
14.9 Uniform Continuity 314
14.10 Existence for Multiple Integrals 315
14.11 Problems 319

15 Iterated Integrals 322

15.1 Iterated Integrals 322
15.2 Evaluating Double Integrals on Simple Regions; Fubini's Theorem 326
15.3 Evaluating Double Integrals on Regular Regions 328
15.4 Evaluating Triple Integrals on Simple Regions 330
15.5 Evaluating Triple Integrals on Regular Regions; Rods and Slices 331
15.6 Setting up Iterated Integrals 333
15.7 Examples 335
15.8 Proving Fubini's Theorem 337
15.9 Problems 340

16 Integrals in Polar, Cylindrical, or Spherical Coordinates 342

16.1 Cylindrical Coordinates, Polar Coordinates, and Spherical
Coordinates 342
16.2 Iterated Integrals in Polar Coordinates 344
16.3 Setting up Integrals in Polar Coordinates 347
16.4 Iterated Integrals in Cylindrical Coordinates 348
16.5 Setting up Integrals in Cylindrical Coordinates 351
16.6 Iterated Integrals in Spherical Coordinates 353
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16.7 Setting up Integrals in Spherical Coordinates 356

16.8 The Parallel-axis Theorem for Moments of Inertia 358
16.9 Problems 360

17 Curvilinear Coordinates and Change of Variables 362

17.1 Curvilinear Coordinates 362
17.2 Coordinate Curves, Surfaces, and Unit Vectors 364
17.3 The Jacobian 367
17.4 Change of Variables for Multiple Integrals 371
17.5 Examples 373
17.6 The Inverse Jacobian 377
17.7 Duhamel's Principle 378
17.8 Problems 381

18 Vector Fields 384

18.1 Vector Fields; Gradient Fields 384
18.2 Vector Fields in Cartesian Coordinates 386
18.3 Visualizing a Vector Field 388
18.4 Limits, Continuity, Differentiability, and Algebraic Combinations of
Vector Fields 390
18.5 Derivative Test for Gradient Fields 393
18.6 Vector Fields in Non-Cartesian Coordinates 394
18.7 Five Examples in E2 396
18.8 Time-dependent Fields and Steady-state Fields 399
18.9 Directional Derivatives for Vector Fields 400
18.10 Problems 402

19 Line Integrals 404

19.1 Integrals on Curves 404
19.2 Scalar Line Integrals 405
19.3 Evaluating Scalar Line Integrals 407
19.4 Vector Line Integrals 411
19.5 Evaluating Vector Line Integrals 415
19.6 Other Integrals on Curves 419
19.7 Examples and Applications 421
19.8 Problems 423

20 Conservative Fields 425

20.1 Independence of Path; Conservative Fields 425
20.2 The Conservative-field Theorem 429
20.3 Integration in a Conservative Field 431
20.4 Finding a Potential: the Line-integral Method 432
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20.5 Finding a Potential: the Indefinite-integral Method 435

20.6 Exact Differential Equations 439
20.7 Problems 442

21 Surfaces 444
21.1 Parametric Representation of Surfaces 444
21.2 Elementary Surfaces; Smoothness 447
21.3 The Parametric Normal Vector w 450
21.4 Surface Area 454
21.5 Finite Surfaces 458
21.6 Sidedness; Closed Surfaces 460
21.7 Connectivity 462
21.8 Curvature 463
21.9 Problems 465

22 Surface Integrals 468

22.1 Integrals on Surfaces 468
22.2 Scalar Surface Integrals 469
22.3 Evaluating Scalar Surface Integrals 470
22.4 Directed Surfaces; Vector Surface Integrals 475
22.5 Evaluating Vector Surface Integrals 479
22.6 Other Integrals on Surfaces 482
22.7 Examples 484
22.8 Problems 485

23 Measures and Densities 487

23.1 Elementary Regions and Regular Regions in E2 and E3 487
23.2 Finite Measures in E2 or E3; Integral Measures 490
23.3 The Density of a Measure 492
23.4 The Circulation Measure for a Vector Field F in E2 495
23.5 The Flux Measure for a Vector Field F in E3 497
23.6 Surface Measures; the Circulation Measure for F in E3 499
23.7 Singular Measures 502
23.8 Counterexamples 503
23.9 Problems 507

24 Green's Theorem 509

24.1 The Rotational Derivative in E2 509
24.2 The Rotational Derivative in Cartesian Coordinates 512
24.3 Green's Theorem 516
24.4 A Converse Derivative Test for E2 520
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24.5 Irrotational Fields in E2 522

24.6 Proof of Green's Theorem 524
24.7 The Rotational Derivative in Polar Coordinates 526
24.8 Problems 528

25 The Divergence Theorem 531

25.1 The Divergence in E3 531
25.2 The Divergence in Cartesian Coordinates 535
25.3 The Divergence Theorem 538
25.4 Examples and Applications 541
25.5 Divergenceless Fields 543
25.6 The V Notation for Divergence 546
25.7 Proof of the Divergence Theorem 549
25.8 Flux and Divergence in E2 551
25.9 Problems 553

26 Curl and Stokes's Theorem 556

26.1 Rotational Derivatives in E 556
26.2 Rotational Derivatives in E3 in Cartesian Coordinates 558
26.3 The Curl of a Vector Field 560
26.4 Stokes's Theorem 565
26.5 Irrotational Fields in E3 570
26.6 A Converse Derivative Test for E3 572
26.7 The V Notation for Curl 574
26.8 Proof of Stokes's Theorem 575
26.9 Problems 578

27 Mathematical Applications 581

27.1 Leibnitz's Rule 581
27.2 Vf , V-F, and VxF in Curvilinear Coordinates 584
27.3 Invariant Formulas 587
27.4 The Laplacian; Harmonic Functions; Poisson Inversion 592
27.5 Vector Potentials 596
27.6 Algebraic Rules for V 599
27.7 Properties of Vector Fields 601
27.8 Helmholtz's Theorem 602
27.9 Other Theorems and Definitions 603
27.10 Problems 606

28 Physical Applications 609

28.1 Improper Integrals 609
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28.2 Gravitational Fields in Empty Space 611

28.3 Gravitational Fields within Matter 617
28.4 Fluid Flow 621
28.5 Electromagnetic Fields; Maxwell's Equations 623
28.6 Heat Flow 628
28.7 Quantum Mechanics 629
28.8 Problems 630

29 Vectors and Matrices 632

n
29.1 The Space R ; n-vectors 632
29.2 Vector Operations in Rn 634
29.3 Vector Algebra in Rn 637
29.4 Vector Geometry in Rn 638
29.5 Matrices; Column-vectors and Row-vectors 640
29.6 Matrix Operations: Multiplication by a Scalar; Addition 642
29.7 Matrix Operation: Multiplication of a Matrix Times a Column
Vector 643
29.8 Matrix Operations: Transposition; Inner Product 643
29.9 Special Matrices; Laws of Matrix Algebra 645
29.10 Problems 646

30 Solving Simultaneous Equations by Row-reduction 648

30.1 Systems of Simultaneous Linear Equations 648
30.2 Geometry of Solution-sets for Systems with Two or Three Unknowns 653
30.3 Elementary Operations and Row-reduction 654
30.4 Row-reducing a Matrix 655
30.5 Solving Homogeneous Systems 658
30.6 Solving Inhomogeneous Systems 661
30.7 The Rank of a Matrix; Uniqueness of Row-reduced Form 664
30.8 General Solutions 665
30.9 Integer Solutions; Balancing Chemical Equations 667
30.10 Problems 671

31 Determinants 674
31.1 Laplace Expansions and nxn Determinants 674
31.2 Basic Properties of Determinants 678
31.3 Evaluating Determinants 678
31.4 Cramer's Rule 681
31.5 Vector Product for n-vectors 684
31.6 Proof of the Fundamental Theorem on Laplace Expansions 686
31.7 Proofs of the Basic Properties of Determinants 687
31.8 Hypervolume of Regions in Rn 689
31.9 Problems 691
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32 Matrix Algebra 693

32.1 Matrix Multiplication 693
32.2 Properties of Matrix Multiplication 695
32.3 Inverses of Square Matrices 698
32.4 Inverting by Formula 702
32.5 Inverting by Row-reduction 793
32.6 Calculating with Determinants and Matrices 705
32.7 Determinants and Matrix Multiplication 707
32.8 Eigenvectors and Eigenvalues for Square Matrices 708
32.9 Changing Cartesian Axes; Orthogonal Matrices 713
32.10 Problems 719

33 Subspaces and Dimension 721

33.1 Vector Subspaces 721
33.2 Affine Subspaces 725
33.3 Linear Independence 726
33.4 Bases for Vector Subspaces 728
33.5 Linear Dependence in Row-reduction; Dimension 730
33.6 Subspaces and Solution-sets 733
33.7 Column-space and Row-space; Theorems on Rank 736
33.8 Linear Dependence Calculations 737
33.9 Orthonormal Bases 739
33.10 Problems 743

34 Topics in Linear Algebra 744

34.1 Introduction 744
34.2 The space E n; n-dimensional Euclidean Geometry 744
34.3 Non-constructive Definitions 749
34.4 Linear Transformations 750
34.5 Quadratic Forms and Principal Axes 753
34.6 Problems 766

Answers to Selected Problems 767

Index 781