MAT3100-ADVANCED CALCULUS 2018

Lecture 6: May 15, 2018

Lecturer: Dr Chrisper Chileshe DEPARTMENT OF MATHEMATICS AND STATISTICS, UNZA.

6.1 The Taylor’s Theorem

Recall from second year (in MAT 2100) that if y = f (x) is a continuous function with
continuous first n + 1 derivatives on the interval [xo , x], then

0 00
f (xo ) f (xo ) 2 f (n) (xo )
f (x) = f (xo ) + (x − xo ) + (x − xo ) + · · · + (x − xo )n + Rn (x)
1! 2! n!

f (n+1) (c)
where Rn (x) = (x − xo )n+1 is the remainder and further that c is some number
(n + 1)!
in the interval [xo , x]. When we leave out the remainder, we obtain a polynomial pn (x) of
degree n. Hence f (x) = pn (x) + Rn (x), where pn (x) is a polynomial of degree n about the
point xo and Rn (x) is the remainder. Let us extend Taylor’s theorem to functions of two
variables. Define F (t) by
F (t) = f (x + ht, y + kt) (6.1)

where we temporally hold x, y, h and k constant and independent of t. We further suppose

that F (t) is continuous with continuous N derivatives about the point t = 0, then

t 0 t2 00 tN −1 (N −1) tN (N )
F (t) = F (0) + F (0) + F (0) + · · · + F (0) + F (c) (6.2)
1! 2! (N − 1)! N!

where c is some number between 0 and t. Let u = x + ht and v = y + kt in Equation 6.1.

We then obtain: F (t) = f (u, v) and by chain rule:

dF ∂f du ∂f dv
= +
dt ∂u dt ∂v dt
∂f ∂f
= h (u, v) + k (u, v)
∂u ∂v 
∂ ∂
= h + k (u, v) f (u, v).
∂u ∂

6-1
6-2 Lecture 6: May 15, 2018

Obtaining the second derivative yields

d2 F
   
∂ ∂f du ∂f dv du ∂ ∂f du ∂f dv dv
= + + +
dt2 ∂u ∂u dt ∂v dt dt ∂v ∂u dt ∂v dt dt
2  2
∂ 2 f du ∂ 2 f dv du ∂ 2 f du dv ∂ 2 f dv
 
= + + + 2
∂u2 dt ∂v∂u dt dt ∂v∂u dt dt ∂v dt
2 2 2 2
∂ f ∂ f ∂ f ∂ f
= h2 2 + kh + hk + k2 2 .
∂u ∂v∂u ∂v∂u ∂v

Recall that f (x+ht, y +kt) is assumed to be continuous with continuous N derivatives hence
by Clairaut’s theorem, the mixed partials are equal. Thus we write:
2
d2 F

∂ ∂
= h +k f (u, v)
dt2 ∂u ∂v

In general, if n is a positive integer, then

n
dn F

∂ ∂
= h +k f (u, v).
dtn ∂u ∂v

∂f
Note that for t = 0, we have that u = x + h × 0 = x and v = y + k × 0 = y so that
∂u
∂f ∂f ∂f ∂ 2f ∂ 2f ∂ 2f
becomes and becomes . Similarly, becomes or since they are
∂x ∂v ∂y ∂u∂v ∂x∂y ∂y∂x
equal.
And we obtain:
0 ∂f ∂f
F (0) = h f (x, y) + k f (x, y),
∂x ∂y
2
00 ∂ f ∂ 2f ∂ 2f
F (0) = h2 2 f (x, y) + 2hk f (x, y) + k 2 2 f (x, y).
∂x ∂x∂y ∂y

In general,  n
(n) ∂ ∂
F (0) = h +k f (x, y) (6.3)
∂x ∂y
and  N
(N ) ∂ ∂
F (c) = h +k f (x + ch, y + ck) (6.4)
∂x ∂y
Lecture 6: May 15, 2018 6-3

We now introduce Equations 6.2, 6.3 and 6.4 into 6.1 and letting t = 1 to obtain:
N −1  n
X 1 ∂ ∂
f (x + h, y + k) = h +k f (x, y) + RN (6.5)
n=0
n! ∂u ∂v

where the remainder RN after N terms is given by

 N
1 ∂ ∂
RN = h +k f (x + ch, y + ck) (6.6)
N ! ∂x ∂y
for some real number c between 0 and 1.
Take for instance, N = 3, in Equation 6.5, then
2  n  
X 1 ∂ ∂ ∂ ∂
f (x + h, y + k) = h +k f (x, y) + R3 = f (x, y) + h f (x, y) + k f (x, y)
n=0
n! ∂x ∂y ∂x ∂y
 
1 2
+ h fxx (x, y) + 2hkfxy (x, y) + k 2 fyy (x, y) + R3
2!

where  
1 3 2 2 3
R3 = h fxxx + 3h kfxxy + 3hk fxyy + k fyyy .
3! (x+ch,y+ck)

We now have the following equation deduced from Equation 6.5


1
f (x, y) = f (xo , yo ) + (x − xo )fx (xo , yo ) + (y − yo )fy (xo , yo ) + (x − xo )2 fxx (x0 , yo )
2!

2
+2(x − xO )(y − yo )fxy (xo , yo ) + (y − yo ) fyy (xo , yo )
 n  
1 X n ∂ n f (xo , yo )

n−k k
+ ··· + (x − xo ) (y − yo ) + RN (x, y).
n! k=0 k ∂xn−k ∂y k

The expansion f (x, y) = pn (x, y) + RN (x, y) is called the Taylor expansion of z = f (x, y)
about x = xo and y = yo . In this expansion, pn (x, y) is a polynomial of degree n and RN (x, y)
is bounded.

Example 6.1 Obtain the Taylor expansion of the polynomial x2 y + x3 + y 3 in powers of

(x − 1) and (y + 1).

Working
Let z = f (x, y) = x2 y + x3 + y 3 about the point (1, −1). Note that xo = 1 and yo = −1.
Similarly, f (1, −1) = −1, fx (x, y) = 2xy + 3x2 so that fx (1, −1) = 1. It could also be
6-4 Lecture 6: May 15, 2018

shown that fy (1, −1) = 4, fxx (1, −1) = 4, fxy (1, −1) = fyx (1, −1) = 2, fyy (1, −1) = −6,
fxxx (x, y) = 6, fxxy (x, y) = 2, fxyy (x, y) = 0 and fyyy (x, y) = 6. Thus, we obtain the
expansion:

f (x, y) = f (1, −1) + (x − 1)fx (1, −1) + (y + 1)fy (1, −1)

 
1 2 2
+ (x − 1) fxx (1, −1) + 2(x − 1)(y + 1)fxy (1, −1) + (y + 1) fyy (1, −1)
2!

1
+ (x − 1)3 fxxx (1, −1) + 3(x − 1)2 (y + 1)fxxy (1, −1)
3!

2 3
+ 3(x − 1)(y + 1) fxyy (1, −1) + (y + 1) fyyy (1, −1)

(the student could now just replace the partial derivatives with their values!)

6.2 VECTOR FIELDS

Let us begin by considering fluid flow. One can analyse at each point of the fluid, a velocity
vector say ~v . That is the velocity of the fluid particle located at the given point. We also
observe that such vectors are defined for all points of the fluid and are collectively called
a vector field. Vector fields model, for instance, the speed and direction of moving fluid
through space or strength and direction of some force (e.g magnetic or gravitational force)
as it changes from point to point.
Generally speaking, a vector field is a function whose domain comprises points in R2 (or R3 )
and range is a set of vectors in a 2 − dimensional vector space V2 or 3 − dimensional vector
space V3 respectively.

Definition 6.2 Let Ω be a set in R2 , also called a plain region. A vector field on R2
is a function F~ that assigns to each point (x, y) in Ω a 2 − dimensional vector F~ (x, y) =
M (x, y)~i + N (x, y)~j for some scalar functions M and N (also called scalar fields).

Remark 6.3 In a similar manner, considering R3 , one defines a vector field on R3 as

follows: Let S be a subset of R3 . A vector field on R3 is a function F~ that assigns to each
point (x, y, z) in S, a 3− dimensional vector F~ = P (x, y, z)~i + Q(x, y, z)~j + R(x, y, z)~k

Example 6.4 Suppose that z = f (x, y) is differentiable, then the gradient of f denoted by
∇f (x, y) is a 2 − dimensional vector field. Similarly. if w = f (x, y, z) is a differentiable
function of three variables, then the gradient of f denoted by ∇f (x, y, z) is a 3 − dimensional
vector field.
Lecture 6: May 15, 2018 6-5

Exercise 6.5 Let f (x, y) = ln(x + 2y). Find the gradient vector, ∇f .

Proposition 6.6 (a) If F~ (x, y) = M (x, y)~i + N (x, y)~j is a continuously differentiable
vector field in an open disk Ω centred at (x, y), then in Ω, F~ (x, y) is the gradient of
some function f (x, y) if and only if

∂M (x, y) ∂N (x, y)
= .
∂y ∂x
We then also say that the vector field is conservative. For a function of three variables,
we have the following counter part:

(b) Let F~ (x, y, z) = P (x, y, z)~i + Q(x, y, z)~j + R(x, y, z)~k be a continuously differentiable
function on an open region S in R3 , then F~ is the gradient of some function f (x, y, z)
if and only if
∂P (x, y) ∂Q(x, y) ∂P (x, y) ∂R(x, y) ∂Q(x, y) ∂R(x, y)
= , = , = .
∂y ∂x ∂z ∂x ∂z ∂y

In both the above parts, the function f such that ∇f = F~ is called the potential
function.

1 1
Example 6.7 Show that the vector field F~ (x, y) = (4x3 y 3 + )~i+(3x4 y 2 − )~j is conservative
x y
and find all functions f such that ∇f = F~ .

Working
1 ∂M (x, y)
Set M (x, y) = 4x3 y 3 + x
and N (x, y) = 3x4 y 2 − y1 . Then we obtain that =
∂y
∂N (x, y)
12x3 y 2 = . Hence F~ is conservative. Suppose now that f (x, y) is the required
∂x
potential function. Thus

∇f (x, y) = F~ (x, y) = fx~i + fy~j (6.7)

1 1
= (4x3 y 3 + )~i + (3x4 y 2 − )~j (6.8)
x y

But
∂f 1
= N (x, y) = 3x4 y 2 − . (6.9)
∂y y

Integration both sides of Equation 6.9 with respect to y yields f (x, y) = (3x4 y 2 − y1 )dy =
R

x4 y 3 − ln |y| + h(x), where h(x) is the constant function in x alone. Now differentiate
6-6 Lecture 6: May 15, 2018

∂f 0 1
f (x, y) with respect to x to obtain: = 4x3 y 3 + h (x) = M (x, y) = 4x3 y 3 + . Thus
0
∂x x
1
h (x) = x
=⇒ h(x) = ln |x| + c.
Hence. the potential function is given by f (x, y) = x4 y 3 + ln | xy | + c.
Note that appearance of the constant c implies that the potential function is not unique.

Example 6.8 Show that the vector field F~ (x, y, z) = yez~i + xez~j + xyez~k is a gradient of
some function. Obtain the potential function f (x, y, z).

Working
Let P (x, y, z) = yez , Q(x, y, z) = xez and R(x, y, z) = xyez . We are to check that

∂P (x, y) ∂Q(x, y) ∂P (x, y) ∂R(x, y) ∂Q(x, y) ∂R(x, y)

= , = , = .
∂y ∂x ∂z ∂x ∂z ∂y

Thus,
∂P (x, y) ∂Q(x, y) ∂P (x, y) ∂R(x, y) ∂Q(x, y) ∂R(x, y)
= ez = , = yez = , = xez = .
∂y ∂x ∂z ∂x ∂z ∂y

We conclude that F~ is the gradient of some function f .

∂f ∂f ∂f
Let ∇f (x, y, z) = yez~i + xez~j + xyez~k. We have that = yez , = xez , = xyez .
∂x ∂y ∂z
∂f
Now integrating = xez with respect to y, we obtain
∂y
Z
f (x, y, z) = xez dy = xyez + g(x, z), (6.10)

where g(x, z) is the cosnstant of integration with respect to y and may depend on x and z.
Differentiating Equation 6.10 with respect to x, we obtain that

∂f ∂g ∂g
= yez + = yez =⇒ =0
∂x ∂x ∂x
and we conclude that g does not depend on x. We therefore write g(x, z) = g1 (z). Differen-
tiating Equation 6.10 now with respect to z, we obtain that
∂f ∂g ∂g
= xyez + = xyez =⇒ = 0.
∂z ∂z ∂z
Thus g does not depend on z. Hence g is a constant say c and we write f (x, y, z) = xyez + c,
for some constant c.
Lecture 6: May 15, 2018 6-7

In Lecture 7, we wil discuss the operator ∇ in some detail. We will discuss curl and divergence
of vector fields as well as the operator ∇2 , called the Laplace operator. We close on a few
exercises for your recap.

Exercise 6.9 (1) Find the first four terms in the Taylor series expansion of the function
π
f (x, y) = ex sin y, about the point (a, ).
2

(2) Expand x2 y + sin y + ex in powers of x − 1 and y − π through quadratic terms and write
the remainder.

(3) Determine whether or not the following vector field is conservative. In the case that it
is, find the potential function

(a) F~ (x, y) = yex~i + ex~j,

(b) F~ (x, y) = (xy cosh xy + sinh xy)~i + (x2 cosh xy)~j.

(4) Find a function f such that ∇f = F~ where F~ (x, y, z) = (2xz +y 2 )~i+2xy~j +(x2 +3z 2 )~k.

References
[JS09] J. Stewart, “Calculus 6th Edition,” Brooks/Cole Cengage Learning, ISBN
0495383628, 2009.

[AM02] Micheal. A, “2C2 Multivariate Calculus,” Preprint, 2002.