Dr Shikongo's I3611IM Lecture Notes

I3611IM Slides Lecture Notes
Dr Albert Shikongo
University of Namibia
Faculty of Engineering and Information Technology
Department of Mechanical & Mettalorgical Engineering
Email: ashikongo@unam.na
Phone: +264652324238
May 8, 2023
Dr Albert Shikongo (UNAM) I3611IM May 8, 2023 1 / 116

Overview
Apply differential vector calculus to solve mathematical and

engineering problems.
Apply functions of several variables in solving engineering problems.
Approximate solutions to 2nd order differential equations using power

series.
Describe the basis for complex analysis in engineering problem

solving.
Apply the residual theorem to engineering problems.

CHAPTER I
Vector valued functions.
Limits.
Continuity.
Differentiation.
Normal, binomial, torsion, curvature.
Partial differentiation.
Scalar and vector fields.
Space curves.
Tangent to curves.

Graphically Arbitrary definition of a vector-valued function
Figure: Arbitrary vector-valued function.

Definition of a Vector Valued Function
Definition
A vector-valued function of a real variable is a rule that associates a vector
f(t) with a real number t, where t ∈ D ⊂ R1 (known as the domain of f .
We write f : D → R3 to denote that f denotes a mapping of D into R3 .
OR
Definition
A vector valued function is a function where the domain is a subset of the
set of real numbers and its range is a vector.
Any function that maps real numbers to vectors is refers to as a

vector-valued function. That is in two dimensions
r(t) = x(t)î + y (t)ĵ ≡ ⟨x(t), y (t)⟩ .
and in three dimensions
r(t) = x(t)î + y (t)ĵ + z(t)k̂ ≡ ⟨x(t), y (t), z(t)⟩ .
Limit of a vector-valued function
Example
r(t) = (t − 1)î + t 2 ĵ.
r(t) = 3î + t ĵ + (sin t)k̂.
Example
The real-valued function y (x) = x 3 + 1 can be converted to a
vector-valued function, by setting t ≡ x, to yields r(t) = ti + (t 3 + 1)j or
r(t) = ti + (t 3 + 1)j + 0k.
Example
The function (t) = ⟨cos(t), sin(t), t⟩ can be converted to a scalar function
by setting x = cos(t), y = sin(t), & z = t, to yield x 2 + y 2 + z 2 = 1.

Its Domain: The intersection of the domains of the component functions.
Example
√
The domain of r(t) =< ln |t|, 1 − t, t > is Dr(t) = (0, 1].
Homework: Establish the domain of the following:

Example
√
(a) r(t) =< 4 − t 2 , t 2 , −6t >.
(b) r(t) = F (t) × G (t), where √ 1
F (t) =< t 3 , −t, t >, & G (t) =< 3 t, t+1 , t + 2 >.
Introduction to a limit of a function: Make sure that you fully

understand the rigorous explanation we did with f (t) = 2t + 1 with t0 = 2
to establish the following definition.
Definition: Let I and r(t) denote an open interval containing c and
vector-valued function defined on I except possibly at c, respectively.
Then the limit of r(t) as t → c ∈ I expressed as
lim r(t) = L,
t→c
implies that given ϵ ∈ (0, 1) there exists a δ ∈ (0, 1), ∀t ̸= c. If |t − c| < δ,

we have ∥r(t) − L∥ < ϵ.
Taking advantage of Calculus of real-valued functions and capitalize on
the linearity of vector operations:
r1 (t) ± r2 (t) = [< f1 (t), g1 (t) >] ± [< f2 (t), g2 (t) >],
= [< f1 (t), f2 (t) >] ± [< g1 (t), g2 (t) >],
1 1 1
kr(t) = < kf1 (t), kg1 (t) > & r(t) =< f1 (t), g1 (t) >,(1)
k k c
where, k ̸= 0. Thus, the operations in equation (1) enable us to establish
the limit for a plane and space as:

Limit of a space:
h i h i h i
lim r(t) = lim f (t) i + lim g (t) j + lim h(t) k, (2)
t→c t→c t→c t→c
provided that f , g , h have limits as t → c. The limit for a plane can be

deduced easily from equation (1).
Example
Evaluate the following limits.
−4 12
(i) limt→2 < t, tt2 −2t , t >.
(ii) limt→0 < t 2 , sin(t)
t ,e
−t >.
(iii) limt→∞ < e −t , 1t , t 2 t+1 >.
Answers: (i) < 2, 2, 21 >; (ii) < 0, 1, 1 >; (iii) < 0, 0, 0 >.

Homework: Evaluate the following.

1– cos(θ) sin(θ) e 2x
(a) lim θ , lim θ , 4 .
θ→0 θ→0
D E
(b) tan(x)
sin(x) , 1−cos(2x) sin(6x)
x 2 , cos(4x) as x → 0.
3
(1−cos(x))(1+cos(x)) sin(2x)
(c) 2x 2 (1+cos(x))
, sin(3x) as x → 0.
Hint:
sin(θ)
= 1, as θ → 0.
θ
1– cos(θ)
lim = 0, as θ → 0.
θ→0 θ

Limit of a dot product
Since a dot product is a number, then it is easy to evaluate the limit of a
dot product of two vectors.
Definition (Limit of a dot product)
Let a ∈ R such that limt→a r1 (t) = ⟨x1 (t), y1 (t), z1 (t)⟩ =
⟨x1 (a), y1 (a), z1 (a)⟩, & limt→a r2 (t) = ⟨x2 (a), y2 (a), z2 (a)⟩ =
⟨x1 (b), y1 (b), z1 (b)⟩. Then, since
r1 (t) · r2 (t) = x1 (t)x2 (t) + y1 (t)y2 (t) + z1 (t)z2 (t),

⇒ lim r1 (t) · r2 (t) = r1 (a) · r2 (a).
t→a
Example (Limit of a dot product)

(a) r1 (t) = ⟨sin(t), cos(t), tan(t)⟩, & r2 (t) = ⟨ sin(t)
t ,
1−cos(t) tan(t)
t , cos(t) ⟩ as
t → 0.
(b) ⟨t, t 2 , t 3 ⟩ & ⟨ sin(t)
t ,
1−cos(t) tan(t)
t , cos(t) ⟩ as t → 0.
Limit of a dot product
Answer: Then D E
1 1−cos(t)
(a) r1 (t) · r2 (t) = t , cos(t) t , sec(t) = ⟨undefine, 0, 1⟩ as
t → 0. D E
(b) ⟨t, t 2 , t 3 ⟩ · sin(t)
t , 1−cos(t) tan(t)
t , cos(t) =
D E
sin(t), t(1 − cos(t)), t 3 tan(t)
cos(t) = ⟨0, 0, 0⟩ as t → 0.
Definition (Limit of a cross product)

Let a ∈ R such that limt→a r1 (t) = ⟨x1 (t), y1 (t), z1 (t)⟩ =
⟨x1 (a), y1 (a), z1 (a)⟩, & limt→a r2 (t) = ⟨x2 (a), y2 (a), z2 (a)⟩ =
⟨x1 (b), y1 (b), z1 (b)⟩, if exist. Then,
lim r1 (t) × r2 (t) = r1 (a) × r2 (a).

t→a

Limit of a cross product
Example (Limit of a cross product)

Let r1 (t) = ⟨cos(t), sin(t), t⟩ & r2 (t) = ⟨t, 2t 2 , t⟩. Then evaluate the cross
product of the two vector-valued function as t → 1.
It follows easily that

cos(t) sin(t) t
r1 × r2 =
t 2t 2 t
= ⟨t sin(t) − 2t 3 , −(t cos(t) − t 2 ), 2t 2 cos(t) − t sin(t)⟩
= ⟨sin(1) − 2. − cos(1) − 1, 2 cos(1) − sin(1)⟩.

Continuity of a vector-valued function
Introduction: A human being walks in a discontinuous fashion (also
known as piece-wise or step functions), whereas a vehicle travels in a
continuous manner (also refers to as a continuous function).
Definition: Let r(t) denotes a vector-valued function defined on an open
interval I containing c,
(i) r(t) is continuous at all c if limt→c r(t) = r(c).
(ii) If r(t) is continuous at all c ∈ I, then r(t) is continuous on I.
Theorem
Let r(t) denotes a vector-valued function defined on an open I containing
c. Then r(t) is continuous at c if and only if, each of its component
functions is continuous at c.
Example
The vector-valued function r(t) =< sin(t) 2
t , t − 3t + 3, cos(t) > is not
sin(t) 2
continuous at t = 0. However, r(t) =< t , t − 3t + 3, cos(t) > is
continuous at t = 1.
Derivative of a vector-valued function
More examples:
Example
Establish the interval I on which the given r(t) is continuous.
(i) r(t) =< t, 1t >.
(ii) r(t) =< 2e −t , e −t , ln |t − 1| >.
√ √
(iii) r(t) =< 8, t, 3 t >.
Answers: (i) R − {0};(ii) (1, ∞); (iii) [0, ∞).

Differentiation:- Parallels that for real-valued functions.
Definition: Let r(t) denotes a vector-valued function. Then the derivative
of r(t) is
r(t + ∆t) − r(t)

r′ (t) = lim ,
∆t→0 ∆t
∀t for which the limit exists.
Homework: r(t) =< 6t + 8, 4t 2 + 2t − 3 >;r(t) =<
3 cos(t), 4 sin(t) >;r(t) =< e t sin(t), e t cos(t), −e 2t >.
(i) If r′ (t) exists, then r is differentiable at c.
(ii) If r′ (t) exists ∀c ∈ I, then r is differentiable on I.
d
(iii) Notations used are Dt [r(t)] ≡ dt [r(t)] ≡ dr
dr .
Example
Assume that the vector-valued function r(t) denotes a plane. Then
f (t + ∆t)i + g (t + ∆t)j − [f (t)i + g (t)j]

Dt [r(t)] = lim ,
∆t→0 ∆t
[f (t + ∆t) − f (t)]i + [g (t + ∆t) − g (t)]
= lim ,
∆t→0 ∆t
= f ′ (t) + g ′ (t). (3)
Remark: Similarly, the derivative for the space can be easily deduced from
(3).
Theorem (Properties of the derivative)
Let r, u and f denote differentiable vector-valued and real-valued
functions, respectively, of t, and c denotes a scalar. Then
d
(i) dt [cr(t)] = cr′ (t).
(ii) dt [r(t) ± u(t)] = r′ (t) ± u′ (t).
d
d
(iii) dt [f (t)u(t)] = f ′ (t)u(t) + f (t)u′ (t).
d
(iv) dt [r(t) · u(t)] = r′ (t) · u(t) + r(t) · u′ (t).
(v) dt [r(t) × u(t)] = r′ (t) × u(t) + r(t) × u′ (t).
d
d
(vi) dt [u(f (t))] = u′ (f (t))f ′ (t).
(vii) r(t) · r(t) = constant, then r(t) · r′ (t) = 0.
d
Proofs: Left as homework as well as the prove for dt [u(t) × u(t)] = 0.
Example
If r(t) =< 6t + 8, 4t 2 + 2t − 3, 5t >, u(t) =< t 2 − 3, 2t + 4, t 3 − 3t >,
then find (a) Dt [r(t) · u(t)] (b) Dt [u(t) × u′ (t)].
Answers: (a) Since r′ (t) =< 6, 8t + 2, 5 >, u′ (t) =< 2t, 2, 3t 2 − 3 >,
then it follows easily that
Dt [r(t) · u(t)] = 20t 3 + 42t 2 + 26t − 16.
(b) Then, from (v), we have
d
[u(t) × u′ (t)] = u′ (t) × u′ (t) + u(t) × u′′ (t)
dt
= 0 + (t 2 − 3)i + (2t + 4)j + (t 3 − 3t)k × 2i + 6tk,

2i j k

3

= t − 3 2t + 4 t − 3t
2 0 6t
= 6t(2t + 4)i − (6t(t 2 − 3) − 2(t 3 − 3t))j − 2(2t + 4)k,
= (12t 2 + 24t)i + (12t − 4t 3 )j − (4t + 8)k.

Scalar and vector fields for a vector-valued function
Example
d
Determine (a) dt [r(t) · r′ (t)] and (b) dt
d
[r(t) × u(t)], where,
2t
r(t) =< cos(t), sin(t), −e > and u(t) =< t, sin(t), cos(t) >.
d
Answers: For (a) dt [r(t) · r′ (t)] = 8e 4t and
d
[r(t) × u(t)] = e 2t (cos t + 2 sin t) + cos 2t) î
dt
+(e 2t (2t + 1)– sin 2t) ĵ + (t cos t + sin t– cos 2t) k̂.
Fields: A vector-valued function defines a vector field, whereas a
real-valued (scalar) function defines a scalar field in that domain or on
that surface or curve.
Example (Fields)
Tangent vectors of a curve, field of normal vectors of a surface, velocity
field of a rotating body and gravitational field are examples of vector fields.
Arc Length in Space
Introduction: To determine the arc length of a curve is equivalent to
think of the curve being a piece of string getting rectified in order to find
its arc length. When rectified, the curve gives a straight line with the same
length as the curve’s arc length.
Therefore, calculating the arc length for a curve in space is similar to
calculating the arc length for a curve in the plane. One only has to recall
the arc length of a plane curve. This imples that the length of a
parameterized curve in space
r(t) = ⟨x(t), y (t), z(t)⟩ , t ∈ [a, b], a, b ∈ R,
is
s 2 2 2
Z b
dx dy dz
L= + + dt, where, (4)
a dt dt dt
s 2 2 2
dx dy dz
+ + , denotes the magnitude of velocity.
dt dt dt
Arc Length in Space
Thus, the arclength in equation (4) becomes

Z b p Z tp
L= |v |dt or s(t) = |v (τ )|dτ.
a t0
Example
Suppose a student tosses a paper airplane. The paper airplane’s flight
lasts for 2.5 seconds and can be approximated by
r(t) = ⟨1.2 sin(t), 1.2 cos(t), 0.4t⟩. Then, deduce the total distance the
airplane has traveled. Hint: Units are in feet.
Answer: q Then, we easily have

R 2.5 R 2.5 √
L= 0 (1.2 cos(t))2 + (−1.2 sin(t))2 + (0.4)2 dt = 0 1.6dt =
3.162 feet.

Arc length in space
Example (Parameterization of arc length)

Find the arc length parameterization of the helix defined by
r(t) = ⟨cos(t), sin(t), t⟩.
Answer: Then the arc function is

Z tp Z t√ √
2 2
s(t) = sin u + cos u + 1 dt = 2 dt = 2 t.
0 0
s
⇒t= √ .
2

s s s
∴ r(s) = cos √ , sin √ ,√
2 2 2

Arc length in space
Example
Reparametrize ⃗r (t) = ⟨3 cos(2t), 3 sin(2t), 2t⟩ by its arc length starting
from the fixed point (3, 0, 0). Hence, use this information to determine the
position after traveling units.
Answer: Since, at t = 0, we have r(0) = ⟨3, 0, 0⟩, then
Z t Z tq
′ 2 2 2
s(t) = ||r (τ )||dτ = (x ′ ) + (y ′ ) + (z ′ ) dτ
a a
Z tp
s(t) = (−6 sin 2t)2 + (6 cos 2t)2 + (2)2 dτ
0
Z tq
s(t) = 36 sin2 (2t) + 36 cos2 (2t) + 4dτ
0
Z tq t √
Z
2

s(t) = 36 sin (2t) + cos2 (2t) + 4dτ = 36 + 4dτ
0 0
Z t√ √
s(t) = 40dτ = t 40.
0
Arc Length in Space
s(t)
⇒ √ = t.
40

s(t) s(t) s(t)
⇒ r(t) = 3 cos 2 √ , 3 sin 2 √ ,2 √ ,
40 40 40

2s 2s 2s
∴ r(s) = 3 cos √ , 3 sin √ ,√
40 40 40
√
Then, at s = π 40units, we have.
* √ ! √ ! √ +
√ 2(π 40) 2(π 40) 2(π 40)
r(π 40) = 3 cos √ , 3 sin √ , √ ,
40 40 40
√
r(π 40) = ⟨3 cos(2π), 3 sin(2π), 2π⟩,
√
r(π 40) = ⟨3, 0, 2π⟩.

Graphical representation of unit tangent vector
Figure: Arbitrary unit tangent vector.

Unit tangent vector
Since,
ds
= ∥v(t)∥,
dt
is same as the rate at which something moves along the path of the curve
is equal to its speed, then and v is always tangent to the curve r(t), then
one can determine the a unit vector T that is also tangent to r(t) from
what one already know. That is,
v
T= , ∥v∥ =
̸ 0.
∥v∥
But then,
dr dt 1 v dr
=v = =T= .
dt ds ∥v∥ ∥v∥ ds

Unit tangent vector
Definition (Unit tangent vector)

Let r(t) denotes a differentiable vector valued function and v(t) = r′ (t) a
velocity vector. Then one defines the unit tangent vector as the unit
vector in the direction of the velocity vector,
v(t)
T(t) = , ∥v∥ =
̸ 0.
∥v(t)∥
Example
Let r(t) = ⟨t, e t , −3t 2 ⟩. Then, determine T(t) & T(0).
Then, v(t) = r′ (t) = ⟨1, e t , −6t⟩, then

Answer: √
∥v(t)∥ = 1 + e 2t + 36t 2 . It follows that the unit tangent vector, one has
v(t) ⟨1, e t , −6t⟩ ⟨1, 1⟩
T(t) = =√ , ∴ T(0) = √ .
∥v(t)∥ 2t
1 + e + 36t 2 2
Unit tangent vector
Example (Unit tangent vector)

Deduce the unit tangent vector of the curve
3
r(t) = ⟨e t , ln(t + 5), 5 cos(t)⟩.
Answer:Then, one easily has

dr 2 t3 1
= 3t e , , −5 sin(t) ,
dt t +5
s
ds 1
⇒ = 9t 4 e 2t 3 + + 25 sin2 (t),
dt (t + 5)2
D E
3t 2 e t 3 , 1 , , −5 sin(t)
dr t+5
∴T= =q .
ds 3
9t 4 e 2t + (t+5) 1 2
2 + 25 sin (t)

The principal unit normal vector
Figure: Arbitrary unit normal vector.

The principal unit normal vector
A normal vector is a perpendicular vector. Given a vector v in the space,

there are infinitely many perpendicular vectors. Our goal is to select a
special vector that is normal to the unit tangent vector. Geometrically, for
a non straight curve, this vector is the unique vector that point into the
curve. Algebraically we can compute the vector using the following
definition.
Definition
Let r(t) denotes a differentiable vector valued function and let T(t)
denotes the unit tangent vector. Then the principal unit normal vector
N(t) is
T′ (t)
N(t) := , ∥T′ (t)∥ =
̸ 0.
∥T′ (t)∥

Unit tangent vector
Example (Unit tangent vector)

Determine the unit normal vector for the vector valued function
r(t) = ⟨t, t 2 ⟩. Hence, the unit tangent and unit normal vectors when
t = 1.
Answer: Then the unit tangent vector
⟨1, 2t⟩
T(t) = √ .
1 + 4t 2
By means of the quotient rule

′ ⟨1, 2⟩ 2 1
T (1) = √ , N(1) = −√ , √ .
5 5 5

Space curve & tangent vector
Space curve: Let f , g , h denote continuous scalar functions on an interval
I. Then the set C of all points (x, y , z) in space, such that
x = f (t); y = g (t); z = h(t), where t ∈ I, is known as a space curve.
Example (Space curve)

A function of the form
r(t) = f (t)i + g (t)j + h(t)k,
is known as a space curve.
Tangent vector: Let C denotes a smooth curve represented by r on an

open interval I. Then, the unit tangent vector T(t) at a point t is
r′ (t)
T(t) := , r′ (t) ̸= 0.
∥r′ (t)∥

Tangent vector & unit (principal) normal vector
Example (Tangent vector)

Determine the unit tangent vector to the curve
r(t) = −(t − 2)i + (2 − t)2 j at the point (1, 1).
Answer: Since r′ (t) = −i − 2(2 − t)j, then

1
T(t) = √17−16t+4t 2
(−i − 2(2 − t)j). Hence, T(1) = 13 (−i − 2j).
Finding a unit normal vector:
(a) Take the derivative of the parametric function defining the curve.
(b) Rotate the tangent vector 90◦ , which involves swapping the
coordinates and making one of them negative.
(c) Normalize the result, which requires dividing it by its own magnitude.
Example (Deriving a unit normal vector for a plane)

Find a unit normal vector for f (x) = sin(x).

Answer: The steps:
Parameterize f (x) with t:

t
r(t) = .
sin(t)
Establish a tangent vector:

1
r′ (t) = .
cos(t)
Rotate the r′ (t) 90◦ :

1 − cos(t)
→ .
cos(t) 1
Scale the rotated r′ (t) to magnitude 1:
 cos(t)


− cos(t)
q
− cos2 (t)+1
= cos2 (t) + 1, ⇒ N(t) =  .

1

1
cos2 (t)+1
Definition: Let r(t) and T(t) denote a differentiable vector-valued
function and a unit tangent vector, respectively. Then the (principal) unit
normal vector N(t) is
T′ (t)
N(t) := .
∥T′ (t)∥
Example (Unit normal vector)

Let a > 0 such that x = a cos(t), y = a sin(t), z = ct, defines a circular
helix. Then determine T(t) and N(t).
Answer: Then
cos(t), a sin(t), ct >, ⇒ r′ (t) =< −a sin(t), a cos(t), c >, where
r(t) =< a√
′
∥r (t)∥ = a2 + c 2 . Thus,
a sin(t) a cos(t) c
T(t) = − √ i+ √ j+ √ k,
2
a +c 2 2
a +c 2 a + c2
2

Unit normal vectors
a cos(t) a sin(t)
⇒ T′ (t) = − √ i− √ j,
a2 + c 2 a2 + c 2
a
⇒ ∥T′ (t)∥ = √ , ⇒ N(t) = −[cos(t)i + sin(t)j].
a + c2
2
Example
Let ϕ(t) denotes the angle from the positive x-axis to T(t), and let N(t)
denotes the unit normal vector as a results of rotating T(t)
counter-clockwise through an angle of π2 . Then show that T(t) is an
inward unit normal vector when applied to curves in a plane.
Answer: Then,
T(t) = cos(ϕ(t))i + sin(ϕ(t))j,
h πi h πi
N(t) = cos ϕ(t) + i + sin ϕ(t) + j = – sin(ϕ(t))i + cos(ϕ(t))j.
2 2
Unit normal vectors
Since, T′ (t) = N(t)ϕ′ (t), ⇒ ϕ′ (t) > 0 on I, where ϕ(t) > 0 and ϕ′ (t) < 0
on I where ϕ(t) < 0 is decreasing. Thus, ⇒ T′ (t) has the same direction
as N(t) on I where ϕ(t) > 0 and opposite direction on I, where, ϕ(t) < 0.
Hence, T′ (t) points inward toward the concave side of the curve in all
cases, and so does N(t).
Example
Let t ∈ [0, 2π] and r(t) = a cos(t)i + a sin(t)j denotes the circle of radius a
with counter-clockwise orientation and centered at the origin. Then, (a)
parameterize the given circle by an arc length to establish (b) T(s) and
N(s).
s
Answer: (a): Then, the arc of length is s = at on the circle and t = a .
s s
Thus, the vector-valued r(s) =a cos a i + a sin a j, where 0 ≤ s ≤ 2πa.
(b): We have, r′ (s) = − sin as i + cos as j, r′′ (s) =
− a cos a i − 1a sin as j, ∥r′′ (s)∥ = 1a . Hence, T(s) = r′ (s) and
1 s

′′ (s)
N(s) = |rr′′ (s)∥ = − cos as i − sin as j.


Curvature
Figure: Arbitrary curvature.

Curvature
The concept of curvature provides a way to measure how sharply a smooth

curve turns. A circle has constant curvature. The smaller the radius of the
circle, the greater the curvature.
Based on how quickly T changes as one moves along the curve, then this
implies that curves can have different amounts of bending. Since the size
of T′ (points in the direction of N) quantifies how rapidly the curve is
bending with parameter t, one defines the curvature (κ) as the magnitude
of instantaneous change in T with respect to an arc length.
Definition
Let C denotes a smooth curve in the plane or in space given positioned by
r(s), where s denotes an arc-length parameter. Then curvature (κ) at s is

dT ′
κ :=
= T (s) .
ds

Curvature
Theorem (Curvature)
Let C denotes a smooth curve, three-dimensional curve, graph of a
function y = f (x), in that order, then the curvature
||T′ (t)||
(a) κ := ||r′ (t)|| , if positioned by r(t).
∥r′ ×r′′ ∥
(b) κ := ∥r′ ∥3
a three-dimensional curve.
∥y ′′ ∥
(c) κ := 3 , provided that both y ′ and y ′′ exist at any at (x, y ).
(1+(y ′ )2 ) 2
Proof: For (a) the prove follows easily by chain rule. For (b), combining
ds ′
dt = ∥r (t)∥ with the unit normal vector, one finds that
d 2s
2
ds ds d s ds ′
r′′ (t) = 2 T(t) + T′ (t), r′ (t) × r′′ (t) = T × T(t) + T (t) ,
dt dt dt dt 2 dt
2
ds d 2 s ds
= T(t) × T(t) + T(t) × T′ (t),
dt dt 2 dt
Curvature
2
ds 2

′ ′′ ds ′
π
⇒ r (t) × r (t) = T(t) × T (t) = ∥T∥ T′ sin ,
dt dt 2
2 ′ ′′
ds T , ⇒ T′ = ∥r (t) × r (t)∥ ,
′ ′′
′
⇒ r (t) × r (t) =

dt ∥r′ (t)∥2
using (a), the results follows and (c) is left as a homework.
Example (Curvature)
Deduce the curvature for r(t) = ⟨t, 3 sin(t), 3 cos(t)⟩.
Answer: It follows easily that

⃗′
T (t) √3
3
κ= ′ = √10 = .
∥⃗r (t)∥ 10 10

Binormal
Example
Let r(t) = ⟨t 2 , t⟩. Then find the curvature of the given vector valued
function, at t = 1.
Answer:Then, we easily see that

2
r′ (t) = ⟨2t, 1⟩, r′′ (t) = ⟨2, 0⟩, ⇒ r′ (t) × r′′ (t) = ⟨0, 2⟩, ⇒ κ(1) = 3 .
(5) 2
Example
√
Determine the curvature for f (x) = 4x − x 2 at x = 2.
1
Answer: Since y ′ (x) = (2 − x)(4x − x 2 )− 2 and y ′′ (x) = −4
3 then
(4x−x 2 ) 2
3
(4x−x 2 ) 2
4

κ = 3 · . Thus at the given point we find κ = .5.

8
(4x−x 2 ) 2
Application of curvature
Introduction: In the study of the motion of objects the acceleration (a) is
often broken up into a tangential component (aT ), and a normal
component (aN ). This implies that aT component is the part of the a,
that is tangential to the curve and aN component is the part of the a that
is normal (or orthogonal) to the curve. If we do this we can write the
acceleration as,
a = aT T̂ + aN N̂.
where, T̂, & N̂ denote the unit tangent and unit normal for the position
function.
Definition
Let v := ∥v ∥ then the tangential and normal components of the
acceleration are
⃗r ′ (t) ⃗r ′′ (t) ∥⃗r ′ (t) × ⃗r ′′ (t)∥
aT = v ′ = aN = κv 2 = .
∥⃗r ′ (t)∥ ∥⃗r ′ (t)∥
Application of curvature
Example
Let a = ⃗a = ⟨1, 2, 6t⟩. Then
1 Find the object’s velocity if the initial velocity is v(0) = ⟨0, 1, −1⟩.
2 The position function, if r(0) = ⟨1, −2, 3⟩.
Answer: Then, we have

1
Z Z
v(t) = a(t)dt = i + 2j + 6tk dt
= t i + 2t j + 3t 2 k + c.
∴ v(0) = j − k = c. ⇒ v(t) = t i + 2t j + 3t 2 k + j − k
= t i + (2t + 1) j + 3t 2 − 1 k.

2 Similarly,

1 2
i + t 2 + t − 2 j + t 3 − t + 3 k.

r(t) = t +1
2
Binormal
Example
From the previous example, deduce the tangential and normal components
of the acceleration.
Answer: It follows that
s
18t 3 − t + 2 45t 4 + 72t 3 + 66t 2 + 24t + 6
aT = √ , & aN = .
9t 4 − t 2 + 4t + 2 9t 4 − t 2 + 4t + 2

Binormal
Figure: Arbitrary binormal.

Binormal
Definition (Binormal)
Let C denotes a smooth curve with position vector r(t). Then the
binormal vector B(t) := T(t) × N(t).

Binormal
Example
Let r(t) = cos(t)i + sin(t)j + tk. Determine the binormal.
Answer: Since
sin(t) cos(t) 1
T(t) = − √ i + √ j + √ k and N(t) = − cos(t)i − sin(t)j,
2 2 2
sin(t) cos(t) 1
⇒ B(t) = √ i − √ j + √ k.
2 2 2
Remark: Note the following:
B reflects the tendency of the motion of the particle with position
function r to deviates out of the plane created by vectors T and N.
Consequently, T, N, and B define a moving right-hand vector frame,
known the Serret-Frenet basis or (T, N, B) frame or B = T × N,
T = N × B and N = B × T.
Binormal & planes
Remark: Properties of a binormal:

is a unit vector.
is ⊥ to both T(t) and N(t).
Definition
Let r : I → R3 . Then
The normal plane is ⊥ to T(t0 ) = N(t0 ) × B(t0 ) and passes through
P0 (x0 , y0 , z0 ), implying that normal plane of P is ⊥ to r′ (t0 ).
The rectifying plane is ⊥ to N(t0 ) = B(t0 ) × T(t0 ) and passes
through P0 (x0 , y0 , z0 ), implying that rectifying plane of P is ⊥ to
[r′ (t0 ) × r′′ (t0 )] × r′ (t0 ).
The osculating plane is ⊥ to B(t0 ) = T(t0 ) × N(t0 ) and passes
through P0 (x0 , y0 , z0 ), implying that osculating plane of P is ⊥ to
r′ (t0 ) × r′′ (t0 ).

Binormal & planes
Example
Let r(t) = (t, t 2 , t 3 ). Then determine (a) the normal, (b) osculating, and
(c) rectifying plane corresponding to t = 2.
Answer: (a): Since r(2) = (2, 4, 8), r′ (2) = (1, 4, 12), then the normal
plane is
(1, 4, 12) · (x − 2, y − 4, z − 8) = 0, ⇒ 1(x − 2) + 4(y − 4) + 12(z − 8) = 0.
(b): Find a vector perpendicular to this plane, that is
⃗i ⃗j ⃗k

r′ (t) × r′′ (t) = 1 2t 3t 2 = (12t 2 − 6t 2 )⃗i − 6t⃗j + 2⃗k = (6t 2 , −6t, 2).

0 2 6t
Since vecr ′ (2) × r⃗′′ (2) = (24, −12, 2), the osculating plane is
(24, −12, 2) · (x − 2, y − 4, z − 8) = 0, ⇒ 24(x − 2) − 12(y − 4) + 2(z − 8) = 0.

Binormal & planes
Similarly, (c) we have to determine the vector perpendicular to this plane.

We will use [r⃗′ (2) × r⃗′′ (2)] × r⃗′ (2) which is perpendicular to
N̂(2) = B̂(2) × T̂ (2)):
⃗i ⃗j ⃗k

[r⃗′ (2) × r⃗′′ (2)] × r⃗′ (2) = 24 −12 2 ,

1 4 12
= (−144 − 8)⃗i − (288 − 2)⃗j + (96 + 12)⃗k = (−152, −286, 108)
Thus, rectifying plane is
(−152, −286, 108) · (x − 2, y − 4, z − 8) = 0,

−152(x − 2) − 286(y − 4) + 108(z − 8) = 0,
−76(x − 2) − 143(y − 4) + 54(z − 8) = 0.

Binormal
Example
Let r(t) = cos(t)i + sin(t)j + tk. Then, find the equation of the following
planes, at P(0, 1, π2 ).
(a) Normal.
(b) Rectifying.
(c) osculating.
Answer: (a): The direction of a normal vector is along

r′ (t) = − sin(t)i + cos(t)j + k, ⇒ r′ ( π2 ) = −i + k. Hence, the equation of
the normal vector is −(x − 0) + 0(y − 1) + 1(z − π2 ) = 0, ⇒ z = x + π2 .
(b):Left as homework.
(c): Since the normal vector of the osculating plane D is parallelEto B(t),
where, B(t) = √2 ⟨sin(t), − cos(t), 1⟩ , ⇒ B( 2 ) = √12 , 0, √12 , then the
1 π
osculating plane is z = −x + π2 .

Osculating plane
If a circle lies in the osculating plane of C with the same curvature at
P on the curve and let r denotes radius of the circle then, the
curvature of the circle is given by R := κ1 .
r is known as the radius of curvature of the curve, and it is equal to
the reciprocal of the curvature.
If this circle lies on the concave side of the curve and is tangent to
the curve at point P, then this circle is called the osculating circle of
C at P.
Example
Determine the osculating circle of the helix defined by y = x 3 − 3x + 1 at
x = 1.
Answer: Since κ = 6, then R = 16 . At x = 1, ⇒ x ′ = 0, ∴, the center of
the osculating circle is directly above the point on the graph with
coordinates (1, –1). Hence, the center is located at (1, – 65 ). Since, a circle
with radius r and center (h, k) is (x–h)2 + (y –k)2 = r 2 , then, the
1
osculating circle is (x–1)2 + (y + 56)2 = 36 .
Torsion
Figure: Arbitrary torsion.

Torsion
Introduction: The torsion of a curve measures how sharply the binormal

vector is deviating out of the osculating plane.
Theorem
Let N denote a normal vectors to a curve. Then Ṅ is parallel to rectifying
plane (B, T).
Proof: Since N · N = 1, ⇒ N · Ṅ = 0, then, Ṅ = µT + τ B. But

Ḃ = T × Ṅ = T × (µT + τ B) = τ T × B = −τ B × T = −τ N.
Theorem
r′ (t)×r′′ (t)·r′′′ (t)
Let τ denotes a torsion. Then,τ = |r′ (t)×r′′ (t)|2
.
Proof: Since dT
ds = r′′ = κN, then it follows that
′′ ′ r′ (t)×r′′ (t)·r′′′ (t)
′′
′′
′′′

τ= −NB′ = − rκ · r′ × rκ = − rκ · r′ × rκ = |r′ (t)×r′′ (t)|2

Torsion
Theorem
r′ ×r′′
Let B denotes the binormal unit vector. Then B = |r′ ×r′′ | .
Proof: Left as a homework.

Definition
The coefficient τ in equation Ḃ = −τ N defines a torsion τ := −N · Ḃ of a
non-zero curve.
Example
D 2 3E
Let r(t) = t, t2 , t3 . Then determine the torsion of the given curve.
Answer:
Since,
r′ (t) = 1, t, t 2 , ⇒ r′′ (t) = ⟨0, 1, 2t⟩ , ⇒ r′′′ (t) = ⟨0, 0, 2⟩ and
′ ′′ (t)·r′′′ (t)
r′ (t) × r′′ (t) = t 2 , −2t, 1 , then τ (t) = r (t)×r = 1+4t22 +t 4 .

|r (t)×r′′ (t)|2
′

Torsion
Answer: Since,
r′ (t) 1, t, t 2 , ⇒ r′′ (t) = ⟨0, 1, 2t⟩ , ⇒ r′′′ (t) = ⟨0, 0, 2⟩ ,

=
r′ (t) × r′′ (t) · r′′′ (t) 2
r′ (t) × r′′ (t) = t 2 , −2t, 1 , ⇒ τ (t) =

2 = .
|r′ (t) × r′′ (t)| 1 + 4t 2 + t 4

END of CHAPTER I

CHAPTER II
Function of several variables.
Limits & continuity.
Partial differentiation.
Scalar fields & vector fields.
Derivatives & differentials.
The Jacobian, matrix & determinants.
Composite functions.
Higher order derivatives.
Applications: optimization on surfaces, constrained optimization.
The gradient of a scalar field.
The del operator and its properties.
The directional derivative.
The divergence & the curl.
Physical and engineering applications.
Function of several variables
Introduction: To recognize a function of two variables and identify its
domain and range, as well as recognize a function of three or more
variables and its level surfaces.
Definition (Function of two variables)
Let z = f : (x, y ) → D ⊂ R2 to a unique real number z. Then, the set D
is known as the domain of the function of two variables. The range of f is
the set of all real numbers z that has at least one ordered pair (x, y ) ∈ D
such that f (x, y ) = z, see Figure 11
Figure: The domain of a function of two variables consists of ordered pairs (x, y ).
Example (Function of several variables)
Deduce the domain and range of
(a) f (x, y ) = 3x + 5y + 2.
p
(b) g (x, y ) = 9–x 2 –y 2 .
Answer:
(a) Clearly the domain of f (x, y ) = 3x + 5y + 2 is R2 . For the range,
solve 3x–5y + 2 = z for y = 0, to get x = z–2 3 , which implies that the
ordered pairs is z–2 3 , 0 . Hence, the range is R.
p
(b) Clearly the domain for g (x, y ) = 9–x 2 –y 2 is
{(x, y ) ∈ R2 |x 2 + y 2 ≤ 9} and the range is [0, 3].
Exercise: Establish the domain and range of the following.

1 V (x, y ) = 4x 2 + y 2 .
p
2 f (x, y ) = x 2 + y 2 –4.
3 f (x, y ) = 4 ln(y 2 –x).

Exercise: Establish the domain and range of the following.
1 z = arccos(y –x).
2 f (x, y ) =
y +2
x2
.
Definition (Level curve)

Let a function f (x, y ) and a number c be in the range of f . Then a level
curve of a function of two variables for the value c is defined to be the set
of points satisfying the equation f (x, y ) = c.
(a) (b)
Example (Level curve)

Find the level curve of the following functions.
(a) f (x, y ) = −x 2 − 2y 2 .
p
(b) g (x, y ) = 9–x 2 –y 2 .
Answer:
x2 y2
(a) Then c = −x 2 − 2y 2 , ∀c < 0, ⇒ 1 = −c + −c/2 .
(b) Choose any number in [0, 3]. For instance, c = 1. Then, 1 = 9–x 2 –y 2
Hence, the level curve is 8 = x 2 + y 2 .
Exercise: Identify the level curve of each of the following.
1 f (x, y ) = x − y .
2 f (x, y ) = 1
x−y 2
.
3 f (x, y ) = ln(x 2 − y 2 ).
x2
4 f (x, y ) = x 2 +y 2
.
Definition (Function of three variables)

Let D ∈ R3 . Then a function of three variables is a rule that assigns each
triple (x, y , z) ∈ D a value w = f (x, y , z) ∈ R, where the set D denotes
the domain of f and the set of all outputs of f is the range.
(a) (b)
Figure: Visualizing function of several variables.

Remark: Function of three variables & level curves can be deduced similar
to that of function of two variables.
Example (Function of three variables)
Establish the domain of each of the following.
(a) f (x, y , z) = √3x–4y +2z
.
9–x 2 –y 2 –z 2
√
2t–4
(b) g (x, y , t) = 2 2 .
x –y
Answer:
(a) It follows easily that the domain is {(x, y , z) ∈ R3 |x 2 + y 2 + z 2 < 9}.
(b) Similarly, we obtain {(x, y , t)|y ̸= ±x, t ≥ 2}.
Exercise: Find the domain of the following.
p
1 f (x, y , z) = 49–x 2 –y 2 –z 2 .
x 2 +z+3 sin(y )
2 f (x, y , z) = x+2y −z .
Definition
Let f (x, y , z) denotes a function of three variables and a number c lies in
the range of f . Then, a level surface of a function of three variables is
defined to be the set of points satisfying the equation f (x, y , z) = c.
Example (Level curve)

Find the level curves of the following.
1 Suppose the temperature T in ◦C , at a point (x, y , z) is given by
T = f (x, y , z) = x 2 + y 2 + z 2 .
2 f (x, y , z) = x 2 + y 2 .
Answer:
1 Let the temperature value c = 100◦ , 200circ , 300◦ . Then, we have
x 2 + y 2 + z 2 = 100, x 2 + y 2 + z 2 = 200, x 2 + y 2 + z 2 = 300,

√ √
which are spheres centered at origin with radii 10, 200 & 300.
Limits and Continuity of Multi-variable Functions
1 For c < 0, the surface is empty, c = 0, the surface consists of points

0, 0, z) which is, the z-axis. Thus, for c > 0, the surface is the
√
cylinder about the z-axis with radius z.
Introduction: Recall the open intervals such as (1, 3), which denotes the
set of all x such that 1 < x < 3, and closed intervals such as [1, 3], which
denotes the set of all x such that 1 ≤ x ≤ 3. To proceed to the limit of
several variables, one requires analogous definitions for open and closed
sets in the xy -plane.
Definition (Open Disk, Boundary and Interior Points, Open and

Closed Sets, Bounded Sets)
An open disk B ∈ R2 centeredp at (x0 , y0 ) with radius r denotes the set of
all points (x, y ) such that (x − x0 )2 + (y − y0 )2 < r . Let S denotes a
set of points in R2 . Then a point P ∈ R2 denotes a boundary point of S if
all open disks centered at P contain both points in S and points not in S.

Limits and Continuity of Multi-variable Functions
Figure: An open disk.
Definition
A point P ∈ S denotes an interior point of S, if there is an open disk
centered at P that contains only points in S.
(a) A set S is open if every point in S is an interior point.
(b) A set S is closed if it contains all of its boundary points.
(c) A set S is bounded if there is an M > 0 such that the open disk,
centered at the origin with radius M, contains S.
(d) A set that is not bounded is unbounded.
Figure: (a) Closed set as it contains all of its boundary points.(b) is open, for all
of its points are interior points (or, equivalently, it does not contain any of its
boundary points). (c) is neither open nor closed as it contains some of its
boundary points.(UNAM)
Dr Albert Shikongo I3611IM May 8, 2023 69 / 116
Example
q
x2 y2
Establish whether the domain of f (x, y ) = 1− 9 − 4 is open, closed,
or neither, and if it is bounded.
x2 y2
Answer: Since the domain is D = {(x, y ) | 9 + 4 ≤ 1}, one can see
x2 y2
that the region bounded by the ellipse 9 + = 1. Thus, the set contains
4
all of its boundary points and hence is closed. The region is bounded as a
disk of radius 4, centered at the origin and containing D.
Example
1
Deduce whether the domain of f (x, y ) = x–y is open, closed, or neither.
Answer: Obviously the domain is D = {(x, y ) | x − y ̸= 0}. In other

words, the domain is the set of all points (x, y ) not on the line y = x.
Therefor the domain is open.
Definition
Let S denotes an open set containing (x0 , y0 ), and let f be a function of
two variables defined on S, except possibly at (x0 , y0 ). The limit of f (x, y )
as (x, y ) approaches (x0 , y0 ) is L, denoted
lim f (x, y ) = L,
(x,y )→(x0 ,y0 )
means that given any ϵ > 0, there exists δ > 0 such that for all
(x, y ) ̸= (x0 , y0 ), if (x, y ) is in the open disk centered at (x0 , y0 ) with
radius δ, then |f (x, y )–L| < ϵ.
Figure: Definition of a limit.

Theorem
Let b, x0 , y0 , L, & K denotes real numbers, such that for each
n ∈ Z+ , f & g are functions with the following limits,
lim f (x, y ) = L and lim g (x, y ) = K .

(x,y )→(x0 ,y0 ) (x,y )→(x0 ,y0 )
Then the following limits hold.

1 Constants: lim b = b.
(x,y )→(x0 ,y0 )
2 Identity: lim x = x0 ; lim y = y0 .
(x,y )→(x0 ,y0 ) (x,y )→(x0 ,y0 )

3 Sums and diferences: lim f (x, y ) ± g (x, y ) = L ± K .
(x,y )→(x0 ,y0 )
4 Scalar multiple: lim b · f (x, y ) = bL
(x,y )→(x0 ,y0 )
5 Products: lim f (x, y ) · g (x, y ) = LK .
(x,y )→(x0 ,y0 )

Limit of function of several variables
Theorem
Then the following limits hold.
1 Quotients: lim f (x, y )/g (x, y ) = L/K .
(x,y )→(x0 ,y0 )
2 Exponentiation: lim f (x, y )n = Ln .
(x,y )→(x0 ,y0 )
Example (limit)
(x+y )2
Let f (x, y ) = xy cos(2y + x) & g (x, y ) = x 2 +y 2
. Then find the following.
(a) The limit of f (x, y ) as (x, y ) → (−5, 2).
(b) The limit of g (x, y ) as (x, y ) → (0, 0).
Answer:
(a) The limit is −10.
(b) The limit does not exists.
Limit of function of several variables
Example (Limit)
y
(a) lim x + cos(xy ).
(x,y )→(1,π)
3xy
(b) lim 2 2.
(x,y )→(0,0) x +y
Answer: Easily follows that

y π
(a) lim x + cos(xy ) = 1 + cos π = π − 1.
(x,y )→(1,π)
3xy
(b) lim 2 2, does not exists.
(x,y )→(0,0) x +y

Continuity of function of several variables
Definition (Continuity)
Let a function f (x, y ) be defined on an open disk B containing the point
(x0 , y0 ).
Then f is continuous at (x0 , y0 ) if lim f (x, y ) = f (x0 , y0 ).
(x,y )→(x0 ,y0 )
Then f is continuous on B if f is continuous at all points in B. If f is
continuous at all points in R2 , we say that f is continuous everywhere.
Example (Continuity)
Deduce whether
cos y sin x

x x≠ 0
f (x, y ) =
cos y x =0
is continuous at (0, 0), or not.

Continuity of a function of several variables
Answer: Then, easily we have
f (0, 0) = cos(0) = 1 = lim cos y = lim cos y = cos 0.

(x,y )→(0,0) y →0
On the other hand,

cos y sin x
(cos y ) sinx x

lim = lim
(x,y )→(0,0) x (x,y )→(0,0)

sin x
= lim cos y lim x
(x,y )→(0,0) (x,y )→(0,0)
= (1)(1)
cos y sin x
= 1. ∴ f (0, 0) = lim x .
(x,y )→(0,0)
Hence, the given function is continuous at (0, 0).

Continuity of a function of several variables
Example (Three variables)

2xy 1 −z
Deduce whether the function 3x+y −2z is continuous at 4, 1, −3.
Answer: Since f (4, 1, −3) = 35

19 and lim(x,y ,z) → (4, 1, −3) =
35
19 , the
function is continuous at the given point.
Example (Three variables)

xy +yz 2 +xz 2
Deduce whether the function f (x, y , z) = x 2 +y 2 +z 4
is continuous (0, 0, 0)
along y = ax & z = bx paths.
Answer: Then the given function along the given paths is

2 +x(bx)2 2 2 x 3 +b 2 x 3 2 x+b 2 x
f (x, ax, bx) = x(ax)+(ax)(bx)
x 2 +a2 x 2 +b 4 x 4
= axx 2+ab
+a2 x 2 +b 4 x 4
= a+ab
1+a2 +b 4 x 2
.
a
Therefore, f (0, 0, 0) = 1+a2 . Similarly, one can easily see that
a
f (x, ax, bx) → 1+a 2 as (x, ax, bx) → (0, 0, 0).

Partial differentiation
Introduction: Its an extension of the first principle, because the partial
derivative of a function f (x, y , z) with respect to x is
∂f (x, y , z) f (x + ∆x, y , z) − f (x, y , z)

:= lim
∂x ∆x→0 ∆x
∂f
Remark: The function ∂x is obtained by differentiating the function
f (x, y , z) with respect to x, by treating other variables y , z as constants.
∂f ∂f ∂f ∂f
Similarly, one can determine ∂y , ∂z . Thus, the partial derivatives ∂y , ∂z of
a function f (x, y , z), yield us, respectively, the rate of change of f in the
∂f
directions of x, y z-axes. Hence, ∂x , gives the rate of change of f with
respect to x at a given point in space.
Example
∂u ∂u ∂u
Find (a) ∂y , (b) ∂x , (c)
∂z , if (1 ) u(x, y , z) = 2x 2 cot(y )z 3 ; (2 )
2
u(x, y , z) = cosh(x)y + e x y ;
3 (3 ) u(x, y , z) = 2x + y csc(z) − x sec(y ).

Scalar fields
h i
Answer: (a)(1) ∂y ∂u
= 2x 2 ∂(cot(y
∂y
))
z 3 = −2x 2 csc2 (y )z 3 ; (b)(2)
x2y
h i
∂u
= ∂(cosh(x))
y 3 + ∂(e ) = sinh(x) + 2xye x 2 y ;
∂x ∂x ∂x
(c)(3 ) = −y cot(x) csc(x). The remaining ones are left as a homework.
A scalar field: is a function that assigns a unique scalar to every point in
a given region.
Example (Scalar field)

An electric potential (V ) in free space at a distance r from a point
charge q: V (r ) := 4πϵq 0 r volt.
The temperature (T ) on a perfectly flat hot plate:
250
T (x, y ) := x 2 +y 2 +1 .
The gravitational potential energy (Φ) of the object:

Φ(x, y , z) := mgz.

Derivation of the gradient of a scalar field
Any point (x, y , z), such that for every point in (x, y , z) space, there
exists a unique scalar quantity given by f := f (x, y , z).
Introduction: To determine the maximum rate of change of any scalar
field. Let P(x, y , z) and Q(x + ∆x, y + ∆y , z + ∆z) denote two points
positioned, respectively by r and r + ∆r, in the region in which a scalar
field f (x, y , z) is defined. Then a change in f (x, y , z), as one goes a small
distance from the point P to point Q is
∆f := f (x + ∆x, y + ∆y , z + ∆z) − f (x, y , z),
which is equivalent to
[f (x + ∆x, y + ∆y , z + ∆z) − f (x, y + ∆y , z)]∆x
∆f =
∆x
[f (x, y + ∆y , z) − f (x, y , z + ∆z)]∆y
+
∆y
[f (x, y , z + ∆z) − f (x, y , z)]∆z
+ . (5)
∆z
In equation (5), let (∆x, ∆y , ∆z) → (0, 0, 0). Then equation (5) becomes
[f (x + ∆x, y + ∆y , z) − f (x, y + ∆y , z
lim ∆f = lim
(∆x,∆y ,∆z)→(0,0,0) (∆x,∆y ,∆z)→(0,0,0) ∆x
[f (x, y + ∆y , z) − f (x, y , z + ∆z)]∆y
+ lim
∆x→0,∆y →0,∆z→0 ∆y
[f (x, y , z + ∆z) − f (x, y , z)]∆z
+ lim ,
∆x→0,∆y →0,∆z→0 ∆z
in which we find

[f (x + ∆x, y + ∆y , z) − f (x, y + ∆y , z)]∆x ∂f (x, y + ∆y )dx

lim ≡ ,
∆x→0 ∆x ∂x
[f (x, y + ∆y , z) − f (x, y , z + ∆z)]∆y ∂f (x, y , z + ∆z)dy
lim ≡ and
∆y →0 ∆y ∂y
[f (x, y , z + ∆z) − f (x, y , z)]∆z ∂f (x, y , z)dz
lim ≡ ,
∆z→0 ∆z ∂z
so that equation (6) becomes
∂f (x, y + ∆y )dx
lim ∆f = lim
∆x→0,∆y →0,∆z→0 ∆y →0 ∂x
∂f (x, y , z + ∆z)dy ∂f (x, y , z)dz
+ lim + lim ,
∆z→0 ∂y ∆x→0 ∂z
∂f (x, y , z)dx ∂f (x, y , z)dy ∂f (x, y , z)dz
= lim + lim + lim . (7)
∆y →0 ∂x ∆z→0 ∂y ∆x→0 ∂z

Definition (Total differential)

The the total differential of a three-dimensional scalar field f is
∂f ∂f ∂f
df := ∂x dx + ∂y dy + ∂z dz.
Equation in the definition of total differential in (77) can be rewritten as

∂f ∂f ∂f
df = i+ j+ k · (dxi + jdy + dzk) .
∂x ∂y ∂z
Definition
∂f ∂f ∂f
The vector ∂x i + ∂y j + ∂z k =: grad =: ∇f defines the gradient of a scalar
field f = f (x, y , z), or equivalently, one writes df = (∇f ) · dr.

Gradient of a scalar field

Gradient of a scalar field
Introduction: The gradient operator is an important and useful tool in
electromagnetic theory. The main idea: The gradient of a scalar field is a
vector that points in the direction in which the field is most rapidly
increasing, with the scalar part equal to the rate of change. A particularly
important application of the gradient is that it relates the electric field
intensity E (r ) to the electric potential field V (r ). This is apparent from
the battery-charged capacitor. That is
1 The direction of E (r ) denotes the direction in which V (r ) decreases
most quickly.
2 The scalar part of E (r ) denotes the rate of change of V (r ) in that
direction.
Theorem (Property of a gradient)

The value of the scalar field f is constant along the direction perpendicular
to its gradient.

Properties of a gradient
Proof: Trivial and left as a homework.
Remark:
The gradient (∇f ) of the scalar field f assigns a vector quantity to
every point in space, therefore, (∇f ) is a vector field.
The symbol ∇ is pronounced as ’del’ and ’∇f ’ as grad f .
Lemma
The maximum rate of increase of the scalar field (f ) in space is along the
direction of the gradient of the field (∇f ), whereas the rate of decrease of
the scalar field (f ) is in the opposite direction to the gradient of the field
(∇f ).
Proof: Trivial and left as a homework.

Example (Conservative force field)
k
Let V (x, y , z) = 1 , where k ∈ R. Using F = −∇V , find the
(x 2 +y 2 +z 2 ) 2
components of F .
Examples of a gradient
Answer: Then,
h − 1 i
∂V (x, y , z) ∂ x2 + y2 + z2 2
kx
fx = = −k = 3 .
∂x ∂x (x 2 + y 2 + z 2) 2
Similarly,
ky kz
fy = 3 and fz = 3 .
(x 2 + y 2 + z 2 ) 2 (x 2 + y 2 + z 2 ) 2
This implies that
k k
F= 3 (xi + y j + zk) = r̂.
(x 2 + y 2 + z 2 ) 2 r2
Example
p
Let f (r ) denotes an arbitrary function, where r = x 2 + y 2 + z 2 . Then,
determine the gradient of ϕ(x, y , z) = x 2 +yk2 +z 2 .

Examples of a gradient
Answer: Since
∂f ∂f ∂f
∇ϕ(x, y , z) = i+ j+ k,
∂x ∂y ∂z
where,
∂f ∂f ∂r x ∂f ∂f ∂f ∂r y ∂f ∂f ∂f ∂r z ∂f
= = ; = = and = = ,
∂x ∂r ∂x r ∂r ∂y ∂r ∂y r ∂r ∂z ∂r ∂z r ∂r
then
x ∂f y ∂f z ∂f 1 ∂f ∂f
∇f (r ) = i+ j+ k= (xi + y j + zi) = r̂,
r ∂r r ∂r r ∂r r ∂r ∂r
where, r̂ denotes a unit vector. We are now in the position of finding the
gradient of ϕ(x, y , z) = x 2 +yk2 +z 2 . That is,

∂ k 2k
∇ϕ(x, y , z) = ∇f (r ) = 2
r̂ = − 3 r̂.
∂r r r
The directional derivative of a scalar field
Introduction:
to find the rate of change of f (x, y , z) with distance s, at a given
point P(x0 , y0 , z0 ) to a point Q(x, y , z) in a field, in a specified
direction.
Derivation: . Let ŝ denotes the unit vector, such that
ŝ = ai + bj + ck, where a, b, c ∈ R.
Then, starting from the point P, going a distance s along ŝ to reach Q,
we obtain a displacement vector PQ = sŝ as
s = (x − x0 )i + (y − y0 )j + (z − z0 )k, (8)
or in terms of the unit vector ŝ, equation (8) becomes
s = sai + sbj + sck. (9)
Matching equation (8) with equation (9), one obtains the following
parametric equations x = x0 + sa, y = y0 + sb, z = z0 + sc.
The parametric equations implies that the rate of change of f (x, y , z) with
distance s is given by
df ∂f ∂x ∂f ∂y ∂f ∂z df ∂f ∂f ∂f
= + + = = a+ b+ c. (10)
ds ∂x ∂s ∂y ∂s ∂z ∂s ds ∂x ∂y ∂z
Moreover,

∂f ∂f ∂f ∂f ∂f ∂f
∇f · ŝ = i+ j+ k · (ai + bj + ck) = a+ b+ c. (11)
∂x ∂y ∂z ∂x ∂y ∂z
Equating equation (10) to (11), one obtains
df df a
= ∇f · ŝ or equivalently = ∇f · .
ds ds |a|
Definition (The directional derivative)

The directional derivative of a scalar field f (x, y , z) at a point in a given
direction is df df a
ds = ∇f · ŝ, or equivalently ds = ∇f · |a| .

Example
Let the (a) ϕ = xy 2 z 3 and (b) V = x 2 + cos(y ) − xz denote scalar fields.
Then, find the directional derivative, respectively,
at (3, 1, −1) in the direction of (i − 2j + 2k).
at (2, π6 , −1) in the direction of √1 (i
3
+ j − k).
Answer:)(a) Then,
∂(xy 2 z 3 ) ∂(xy 2 z 3 ) ∂(xy 2 z 3 )

∇ϕ = i+ j+ k = y 2 z 3 i + 2xyz 3 j + 3xy 2 z 2 k.
∂x ∂y ∂z
dϕ 1
∴ = y 2 z 3 i + 2xyz 3 j + 3xy 2 z 2 k · (i − 2j + 2k) ,
ds 3
y 2 z 3 4xyz 3
= − + 2xy 2 z 2 .
3 3
dϕ 29
Thus, at (3, 1, −1), we obtain ds = 3 . (b) is left as a homework.
Vector fields, divergence & curl
Definition (Vector field)

A vector field is a function that assigns a unique vector to every point of a
given region in space, i.e.:
F(x, y , z) = F1 (x, y , z)i + F2 (x, y , z)j + F3 (x, y , z)k,
where the components of a vector field f (x, y , z) are scalar fields.
Example (Vector fileds)

Gravitational force field acting on a particle of mass M located at the
origin of the three-dimensional space:
GMm
F(x, y , z) = − r̂.
(x 2 + y 2 + z 2 )
Electric Fields generated by electrostatic force between charged

particles at rest: E(x, y , z) = k Qq
r2
r̂.
Source and sink of a vector field in fluid mechanics
Let the points A and B mark the location of the positive and negative
charges, respectively, on an electric electric dipole.
Since, all field lines diverge from point A and converge to point B,
then point A is known as the source of the vector field, whereas B is
refer to as the sink of the vector field.
Similarly, in fluid flow, a source in the velocity field is the point at
which fluid enters the region, whereas sink denotes the point where
fluid leaves the region.
That is, particles flow out from a source and hence a source is a point
of diverging flow.
A sink is a point of converging flow because particles flow into it.

Streamlines
(a) (b)
(c)
Dr Albert Shikongo (UNAM) I3611IM
(d) May 8, 2023 94 / 116
Streamlines
Introduction: Also known as lines of a vector field. For a steady state
flow, the lines of the velocity or momentum fields are known as
streamlines. Thus, streamlines are conceptual lines that are everywhere
parallel to the flow at some instant.Or one can say that a streamline is a
line that represent the collection of all the point where the velocity is
tangent to the velocity vector.
Example (Streamlines)
For the case of a vector field V = ⟨v1 , v2 , v3 ⟩ in a Cartersian space (x, y , z)
a streamline is defined by a solution of
dx dy dz
= = , ∀vi ̸= 0, i = 1, 2, 3.
v1 v2 v3
Example (Stream lines)

The potential function is given by ϕ(x, y ) = x 2 –y 4 + 5. Then deduce the
stream lines.
Streamlines
dy Uy −4 y 3
Answer: Then, dx = Ux = 2x , ⇒ − 2dyy 3 = dx
2x , ⇒ 1
4 y2
= ln x + C .
Example (Streamlines)
Let V = ⟨3 − x, 4 + 2y , 2 − z⟩. Then find the streamline passing through
(2, 3/2, 1).
Answer: Integrating two of the terms, we have

Z Z
dx dy 1
= , ⇒ − ln |3 − x| = ln |4 + 2y | + C1 .
3−x 4 + 2y 2
At (2, 3/2, 1), we have C1 = 0
√
1 p 1 − 3 4 + 2y
⇒ = 4 + 2y , ⇒ x = √ .
(3 − x) 4 + 2y
R dx R dz
Similarly, 3−x = 2−z , ⇒ − ln |3 − x| = − ln |2 − z| + C2 . Then at
(2, 3/2, 1), we have C2 = 0, which yields x = −(1 + z). Hence the
equation of a streamline follows easily.
Divergence of a vector field
(a) (b)

Definition (Divergence of a vector field)

Let F = ⟨P, Q, R⟩ denotes a vector field in R3 such that Px , Qy , & Rz all
exist. Then the divergence of F is defined by
∂P ∂Q ∂R
div F = Px + Qy + Rz = + + = ∇ · F.
∂x ∂y ∂z
Remark: Note that the divergence of a vector field is not a vector field,
but a scalar function.
Remark: Let the two vector fields in Figure ??. At any particular point,
the amount flowing in is the same as the amount flowing out, so at every
point the “outflowing-ness” of the field is zero. Therefore, we expect the
divergence of both fields to be zero, and this is indeed the case, as one can
see in the next example.

Example (Divergence)
Figure: (a) Vector field ⟨1, 2⟩ has zero divergence. (b) Vector field ⟨–y , x⟩ also
has zero divergence.
Let the radial vector field R(x, y ) = ⟨–x, –y ⟩ in Figure 14. One can see
that at any given point, more fluid is flowing in than is flowing out, and
therefore the “outgoingness” of the field is negative. Thus,
∂ ∂
div(R) = (−x) + (−y ) = −2.
∂x ∂y
Figure: This vector field has negative divergence.

Let F(x, y , z) = e x iˆ + yz jˆ − yz 2 k̂. Then, deduce the divergence of F at
(0, 2, −1).
Answer: It follows easily that

∂ x ∂ ∂
(e ) + (yz) − (yz 2 ) = e x + z − 2yz. Thus at (0, 2, −1), we have
∂x ∂y ∂z
e 0 − 1 + 4 = 4. This presents that more fluid is flowing out than flowing in
at point (0, 2, –1).
Deduce whether F(x, y ) = ⟨x 2 y , y − xy 2 ⟩ models a magnetic field or not.
Answer: Since the divergence of F is

∂ 2 ∂
(x y ) + (y − xy 2 ) = 2xy + 1 − 2xy = 1 ̸= 0, then therefore F
∂x ∂y
cannot model a magnetic field.
Figure: The divergence of vector field F(x, y ) = ⟨x 2 y , y –xy 2 ⟨ is one, so it cannot

model a magnetic field.
Theorem (Clairaut’s divergence of a source-free vector field theorem)
If F = ⟨P, Q⟩ denotes a source-free continuous vector field with
differentiable component functions, then div(F) = 0.
Proof: Let F denotes a source free vector field. Then, one should be able
to find a function g (x, y ) such that g (x, y )y = P & − g (x, y )x = Q, ⇒
F = ⟨g (x, y )y , −g (x, y )x . ∴ div(F) = g (x, y )yx − g (x, y )xy = 0. □
Theorem (Source free vector field)
Let F = ⟨P, Q⟩ denotes a be a continuous vector field with differentiable
component functions with a domain that is simply connected. Then,
div(F) = 0 ⇐⇒ F is source free.
Deduce whether F(x, y ) = ⟨x 2 y , 5 − xy 2 ⟩ models a source free vector field
or not.
Answer: Since the divergence of

∂ 2 ∂
(x y ) + (5 − xy 2 ) = 2xy − 2xy = 0, then the given F model a
∂x ∂y
source free vector field.
Let v(x, y ) = ⟨−xy , y ⟩, y > 0 models the flow of a fluid. Then deduce
whether more fluid is flowing into point (1, 4) than flowing out.
∂ ∂
Answer: Since div(v) = (−xy ) + (y ) = −y + 1. Then at the given
∂x ∂y
point one finds that –4 + 1 = –3, which implies that the div(v) at (1, 4) is
negative. Hence, more fluid is flowing in than flowing out.

Figure: Vector field v(x, y ) = ⟨–xy , y ⟩ has negative divergence at (1, 4).

Example (Divergence of a vector field)

Let
(a) F = xi + y j + zk.
(b) F = −xi − y j − zk.
(c) F = i + j + k.
denotes the vector fields. Then, respectively, (a),(b) and (c) posses
∇ · f > 0 (source), ∇ · f < 0 (sink) and ∇ · f = 0 (divergence-free or
solenoidal).

Example
1
Let E = r3
r. Then determine the divergence for E.
Answer: Since

1
∇·E=∇· (xi + y j + zk) ,
(x 2 + y 2 + z 2 )3/2
h i h i h i
∂ (x 2 +y 2x+z 2 )3/2 ∂ (x 2 +y 2y+z 2 )3/2 ∂ (x 2 +y 2z+z 2 )3/2
= + + ,
∂x ∂y ∂z
y 2 + z 2 − 2x 2 x 2 + z 2 − 2y 2 x 2 + y 2 − 2z 2
= 2 + + ,
(x + y 2 + z 2 )5/2 (x 2 + y 2 + z 2 )5/2 (x 2 + y 2 + z 2 )5/2
2(x 2 + y 2 + z 2 ) − 2(x 2 + y 2 + z 2 )
= = 0.
(x 2 + y 2 + z 2 )5/2

The curl
Theorem
Let F, G and f denotes vector and scalar fields, respectively. Then
∇ · (F ± G) = ∇ · F ± ∇ · G.
∇ · (kF) = k∇ · F, where k denotes a constant.
∇ · (f F) = f (∇ · F) + F · (∇f).
Proof: Trivially follows easily.

The curl of a vector field
Figure: Visualize curl at a point, imagine placing a small paddle-wheel into the
vector field at a point.

(a) (b)
Figure: Visualizing the curl.

Introduction: The curl measures the extent of rotation of the field about
a point. Suppose that F represents the velocity field of a fluid.
Then, the curl of F at point P denotes a vector that measures the
tendency of particles near P to rotate about the axis that points in
the direction of this vector.
The magnitude of the curl vector at P measures how quickly the
particles rotate around this axis.
In other words, the curl at a point is a measure of the vector field’s
“spin” at that point.
Visually, imagine placing a paddle-wheel into a fluid at P, with the
axis of the paddle-wheel aligned with the curl vector see Figure 18.
The curl measures the tendency of the paddlewheel to rotate.
Definition (The curl of the vector field)
Let F(x, y , z) = F1 (x, y , z)i + F2 (x, y , z)j + F3 (x, y , z)k denotes a vector
field. Then the curl of F(x, y , z) is
The curl of the vector field
Definition (The curl of the vector field)
Let F = ⟨P, Q, R⟩ denotes a vector field in R3 , such that Px , Qy & Rz all
exist. Then the curl of F is defined as

i j k
∂ ∂ ∂
∇ × F := curl F := ∂x ∂y ∂z ,
P Q R
= [Ry − Qz ]i − [Pz − Rx ]j + [Qx − Py ]k.
Remark: The expression “curl F” is pronounced as curl F and “∇F” as

“del cross F”.
Remark: A vector field with zero curl at every point is known as an
irrotational and/or conservative vector field.
Example (Curl)
Deduce the curl for F(P, Q, R) = ⟨x 2 z, e y + xz, xyz⟩.
Answer: Then,

î ĵ k̂

curl F = ∇ × F = ∂/∂x ∂/∂y ∂/∂z
P Q R
= (Ry − Qz ) î + (Pz − Rx ) ĵ + (Qx − Py ) k̂ = (xz − x) î + (x 2 − yz) ĵ + z k̂.
Example (Curl)
Determine
πthe curl for F = ⟨sin(x) cos(z), sin(y ) sin(z), cos(x) cos(y )⟩ at
π
point 0, , .
2 2
Answer: It follows easily that curl F = −i.
Example (Curl)
Suppose there is an object at the origin with mass m1 at the origin and an
object with mass m2 . Then establish that the gravitational force that
object 1 exerts on object 2 possesses no spin.
Answer: Since
F(x, y , z) =
x y z
−Gm1 m2 , , .
(x 2 + y 2 + z 2 )3/2 (x 2 + y 2 + z 2 )3/2 (x 2 + y 2 + z 2 )3/2
Then,
curl F = −Gm1 m2 [(Ry − Qz )î + (Pz − Rx )ĵ + (Qx − Py )k̂]

 
−3yz −3yz
 (x 2 + y 2 + z 2 )5/2 − (x 2 + y 2 + z 2 )5/2 î 
 
 −3xz −3xz 
= −Gm1 m2  + 2 2 2 5/2
− 2 2 2 5/2
ĵ 
 (x + y + z ) (x + y + z ) 
 
 −3xy −3xy 
+ 2 2 2 5/2
− 2 2 2 5/2
k̂
(x + y + z ) (x + y + z )
= 0.

Example
Find the curl of the following fields.
(a) F = (2x − y )i − (2zy 2 )j + 2zy 2 k.
(b) F = z cos(x)i + (y + sin(x))j + xyzk.
Answer:(a) Then F1 = 2x − y , F2 − 2zy 2 , F3 = 2zy 3 ; ⇒ (F1 )y =

−1; (F1 )z = 0; (F2 )x = 0; (F2 )z = 2y 2 ; (F3 )x = 0; (F3 )y = 4zy . Thus, the
curlF = [4zy + 2y 2 ]i + k. Similarly (b)
(F1 )y = −1; (F1 )z = 0; (F2 )x = cos(x); (F2 )z = 0; (F3 )x = yz; (F3 )y = xz.
Hence, curl F = [xz]i − [yx]j + [cos(x) + 1]k.
Theorem (Curl identities)
Let F, G and f := f (x, y , z) denote vector field and scalar field. Then
∇ × [F ± G] = ∇ × F ± ∇ × G.
∇ × [kF] = k[∇ × F].
∇ × [f F] = f [∇ × F] − F × [∇f ].
Successive application of the del operator

∂2 ∂2 ∂2
∇ · [∇f ] = ∂x 2
+ ∂y 2
+ ∂z 2
f = ∇2 f (Laplacian of f ). E.G:
∇2 ϕ := ϵρ0 is a Poisson’s equation and ∇2 ϕ := 0 is a Laplace’s
equation.
∇ × [∇f ] = 0.
∇ · [∇ × F] = 0.
∇ × [∇ × F] = ∇[∇ · F] − ∇2 F.
Introduction to function of several variables: Our main aim is to
consider functions of several variables and to define a general derivative
and to look at its properties. For instance, for a function of two or three
variables f : R2 → R and f : R3 → R, their derivative are

∂f ∂f ∂f ∂f ∂f
∇f = , and ∇f = , , .
∂x ∂y ∂x ∂y ∂z
Definition (Function of several variables)

A function f : Rm → Rn , where m, n ∈ N, (n > 1) denotes a vector-valued
function of m variables.

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I3611IM Slides Lecture Notes

Dr Albert Shikongo (UNAM) I3611IM May 8, 2023 1 / 116

Apply differential vector calculus to solve mathematical and

Apply functions of several variables in solving engineering problems.

Approximate solutions to 2nd order differential equations using power

Describe the basis for complex analysis in engineering problem

Apply the residual theorem to engineering problems.

Dr Albert Shikongo (UNAM) I3611IM May 8, 2023 2 / 116

Vector valued functions.

Normal, binomial, torsion, curvature.

Scalar and vector fields.

Dr Albert Shikongo (UNAM) I3611IM May 8, 2023 3 / 116

Figure: Arbitrary vector-valued function.

Dr Albert Shikongo (UNAM) I3611IM May 8, 2023 4 / 116

Any function that maps real numbers to vectors is refers to as a

Dr Albert Shikongo (UNAM) I3611IM May 8, 2023 6 / 116

Homework: Establish the domain of the following:

Introduction to a limit of a function: Make sure that you fully

Then the limit of r(t) as t → c ∈ I expressed as

implies that given ϵ ∈ (0, 1) there exists a δ ∈ (0, 1), ∀t ̸= c. If |t − c| < δ,

Dr Albert Shikongo (UNAM) I3611IM May 8, 2023 8 / 116

provided that f , g , h have limits as t → c. The limit for a plane can be

(iii) limt→∞ < e −t , 1t , t 2 t+1 >.

Dr Albert Shikongo (UNAM) I3611IM May 8, 2023 9 / 116

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r1 (t) · r2 (t) = x1 (t)x2 (t) + y1 (t)y2 (t) + z1 (t)z2 (t),

Example (Limit of a dot product)

Definition (Limit of a cross product)

lim r1 (t) × r2 (t) = r1 (a) × r2 (a).

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Example (Limit of a cross product)

It follows easily that

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Answers: (i) R − {0};(ii) (1, ∞); (iii) [0, ∞).

r(t + ∆t) − r(t)

f (t + ∆t)i + g (t + ∆t)j − [f (t)i + g (t)j]

Dt [r(t) · u(t)] = 20t 3 + 42t 2 + 26t − 16.

(b) Then, from (v), we have

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Thus, the arclength in equation (4) becomes

Answer: q Then, we easily have

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Example (Parameterization of arc length)

Answer: Then the arc function is

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Figure: Arbitrary unit tangent vector.

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Definition (Unit tangent vector)

Then, v(t) = r′ (t) = ⟨1, e t , −6t⟩, then

Example (Unit tangent vector)

Answer:Then, one easily has

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Figure: Arbitrary unit normal vector.

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A normal vector is a perpendicular vector. Given a vector v in the space,

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Example (Unit tangent vector)

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Example (Space curve)

r(t) = f (t)i + g (t)j + h(t)k,