MATH1231 CALCULUS

Term 1 2024

Prof John Roberts

Anita B Lawrence Bldg Room 3065

jag.roberts@unsw.edu.au

MATH1241 CALCULUS – p. 1
 Overview

Functions of Several Variables

Integration Techniques

Ordinary Differential Equations

Taylor Series

Sequences and Series

Averages, Arc Length, Surface Area

MATH1241 CALCULUS – p. 2
 1. Functions of Several Variables
Most functions depend on more than one variable.

Example - Distance from an origin

1 dim d = f (x) = |x|
p
2 dim d = f (x, y) = x2 + y 2
p
3 dim d = f (x, y, z) = x2 + y 2 + z 2

Geometrically
y = f (x) – a curve in R2
z = f (x, y) – a surface in R3

Differentiation
partial differentiation – differentiate with respect to one
of the variables by holding the other variables fixed
MATH1241 CALCULUS – p. 3
(1.1) Sketching surfaces in R3
z = F (x, y)

Conventional orientation
z

xy plane

z is the distance above (+) or below (−) the xy− plane.

MATH1241 CALCULUS – p. 4
Level Curves and Profiles

A level curve of a function F : R2 → R

is a curve in R2 defined by F (x, y) = C where C is a
constant.

A profile is obtained from a plot of

z versus y (with x constant) or
z versus x (with y constant).

Combine level curves and profiles to sketch the surface.

MATH1241 CALCULUS – p. 5
Example (tbc)
z = x2 + y 2

MATH1241 CALCULUS – p. 6
Example
z = F (x, y) = x2 + y 2

30 30

25 25

20 20

z15 15

10 10

−4 −4
5 5
−2 −2

0 x 0 0 x
0
−4 −4 2
−2 2 −2
0 0
y 2 4 y 2 4
4 4

MATH1241 CALCULUS – p. 7
Example (tbc)

z = F (x, y) = x2 − y 2

MATH1241 CALCULUS – p. 8
 Example (tbc)

z = F (x, y) = x2 − y 2

y
−4 −3 −2 −1 0 1 2 3 4
4 16 4 0

3 14 3 −2

2 12 2 −4

1 10 1 −6

0 8 0 −8
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
x −1 6 x −1 −10

y −2 4 y −2 −12

−3 2 −3 −14

−4 0 −4 −16
−4 −3 −2 −1 0 1 2 3 4
x

level curves x profile level curves y profile

z = 0, 4, 8, 12, 16 z = F (x, 0) = x2 z = 0, −4, −8, −12, −16 z = F (0, y) = −y 2

hyperbolic paraboloid

MATH1241 CALCULUS – p. 8
 Example
z = x2 − y 2

15 15

10 10

5 5

0 0
z

−5 −5

−10 −10

−4 −4
−15 −15
−4 −2 −4 −2
−2 −2
0 0
0 x 0 x
y 2 y 2
2 2
4 4 4 4

MATH1241 CALCULUS – p. 9
Example
x2 + y 2 − z 2 = 1
z = F (x, y) is not defined explicitly but the same principles
apply – see notes.

0
z

−1

−2 −4

−2
−3
−4
0
−2 x
0 2
y
2
4 4

MATH1241 CALCULUS – p. 10
Example
2x 2y
   
z = 2 cos cos + 5xy exp[−(x2 + y 2 )] + 3 exp{−[(x − 2)2 + (y − 2)2 ]}
5 5

How does one determine the level curves?

MATH1241 CALCULUS – p. 11
(1.2) Partial Differentiation

differentiate with respect to one of the variables by

holding the other variables fixed

Definition:
If F = F (x, y) then define partial derivatives

∂F F (x + h, y) − F (x, y)
= lim
∂x h→0 h
∂F F (x, y + h) − F (x, y)
= lim
∂y h→0 h

MATH1241 CALCULUS – p. 12
Notation:
The partial derivative of F w.r.t. x
∂F
≡ Fx (x, y) ≡ D1 F
∂x

The partial derivative of F w.r.t. y

∂F
≡ Fy (x, y) ≡ D2 F
∂y

F (a, b + h) − F (a, b)
Fy (a, b) = lim
h→0 h

MATH1241 CALCULUS – p. 13
Rules:
If F = F (x, y), G = G(x, y), H = H(y), C = const.

∂ ∂F ∂G
(F + G) = +
∂x ∂x ∂x
∂ ∂F
(H F ) = H(y)
∂x ∂x
∂ ∂F ∂G
(F G) = G+F
∂x ∂x ∂x
∂F ∂G
−
 
∂ F ∂x G F ∂x
= if G(x, y) 6= 0
∂x G G2
∂F ∂F
if F (x, y) = C ∀x, y then =0=
∂x ∂y
∂ h i dF̃ ∂G
F̃ (G(x, y)) =
∂x dG ∂x
MATH1241 CALCULUS – p. 14
Example (tbc)
y2 2 x2 y
F (x, y) = e cos(x y) + e sin y

   
∂F y2 ∂ 2 ∂ x2 y
= e cos(x y) + sin y e
∂x ∂x ∂x
2
 2

= −2xyey sin(x2 y) + sin y 2xyex y
   
∂F ∂ y2 2 ∂
= e cos(x2 y) + ey cos(x2 y)
∂y ∂y ∂y
   
∂ x2 y 2 ∂
+ e sin y + ex y sin y
∂y ∂y
2 2 2y 2y
= 2yey cos(x2 y) − x2 ey sin(x2 y) + x2 ex sin y + ex cos y

MATH1241 CALCULUS – p. 15
Geometrical Interpretation

∂F
is the slope of the surface z = F (x, y) in the x direction.
∂x
∂F
is the slope of the surface z = F (x, y) in the y direction.
∂y
Fx (a, b) is the gradient of the tangent to the cross section at
(a, b) when the surface z = F (x, y) is intersected with the plane
y = b.
Fy (a, b) is the gradient of the tangent to the cross section at
(a, b) when the surface z = F (x, y) is intersected with the plane
x = a.

MATH1241 CALCULUS – p. 16
Example (tbc) z = F (x, y) = x2 + y 2

Fy (2, 3) is the slope of the tangent to the cross section at (2, 3)

when the surface z = x2 + y 2 intersects with the plane x = 2.

35

30

25

20
z15

10 −5

0 0
x
−5

0 5
y
5

MATH1241 CALCULUS – p. 17
Second order partial derivatives are partial derivatives of
first order partial derivatives
2
 
∂ F ∂ ∂F 2
2
≡ ≡ F xx ≡ D 1F
∂x ∂x ∂x
2
 
∂ F ∂ ∂F 2
2
≡ ≡ F yy ≡ D 2F
∂y ∂y ∂y
2
 
∂ F ∂ ∂F
≡ ≡ Fyx ≡ D1 D2 F
∂x∂y ∂x ∂y
2
 
∂ F ∂ ∂F
≡ ≡ Fxy ≡ D2 D1 F
∂y∂x ∂y ∂x

MATH1241 CALCULUS – p. 18
“Why use ∂ instead of d?”
F. Cajori, The History of Notations of the Calculus, The Annals of Math. 25 (1923) 1-46.

Some of the notation for ordinary derivatives has been:

dy ẏ y′ ′
Leibniz (1675); Newton (1663); = f (x) Lagrange (1797)
dx ẋ x′

Someof the notation for partial derivatives has been:


dy ∂y δy
Euler (1755); Legendre (1786); ∂yx Ohm (1829); Hamilton (1834)
dx ∂x δx

To distinguish the partial derivatives from the ordinary ... it has been the custom
of Euler and others to enclose the partial derivatives within parentheses. As an
accumulation of parentheses for reading and writing is rather onerous, I have
preferred to designate ordinary differentials by the character d and the partial
differential by ∂. Jacobi (1841)

MATH1241 CALCULUS – p. 19
Theorem: If F = F (x, y) is a continuous function of two
variables (x, y) and all of its first and second order partial
derivatives are continuous then
∂2F ∂2F
=
∂x∂y ∂y∂x

Proof: See comments in notes. A proper proof (not given)

requires a formal treatment of continuity.

Continuity:
G = G(x, y) is continuous at (x0 , y0 ) if for every ǫ > 0 there
exists a δ > 0 such that |G(x, y) − G(x0 , y0 )| < ǫ whenever
p
0 < (x − x0 )2 + (y − y0 )2 < δ.

MATH1241 CALCULUS – p. 20
Unlike ordinary differentiation, the existence of partial
derivatives at a point does not imply continuity at a point.
Example
Cartesian coordinates:
( xy
for (x, y) 6= (0, 0)
z = F (x, y) = x2 + y 2
0 for (x, y) = (0, 0)

Polar coordinates:
( 1
sin 2θ for r 6= 0
z= 2
0 for r = 0

MATH1241 CALCULUS – p. 21
 xy 1
z = F (x, y) = 2 2
, z = sin 2θ
x +y 2
−1.0 −2 −4

−0.5 −2
−1

x x
0.0 0
0

0.5 2
1

1.0 4
2
−1.0 −4
−0.5 −2 −2
0.0 −1
0
0.5 0
y 0.5 y 2
1.0 1 0.5 0.5
2 4
0.25
0.25 0.25

0.0 0.0 0.0

z
−0.25 −0.25 −0.25

−0.5 −0.5
−0.5

Fx (0, 0) = Fy (0, 0) = 0 but F (x, y) is not continuous at x = 0

since
1
lim z = sin 2θ
r→0 2
MATH1241 CALCULUS – p. 22
In most cases, Fxy = Fyx but not always:
3 − x3 y

xy
, (x, y) 6= (0, 0)


2
x +y 2
F (x, y) = −4

−2

0, (x, y) = (0, 0)

 y
0

4
−4

Exercise −2

F (h, y) − F (0, y) 0
x
Fx (0, y) = lim 2

h→0 h 4

Fx (0, h) − Fx (0, 0)
Fxy (0, 0) = lim
h→0 h
F (x, h) − F (x, 0)
Fy (x, 0) = lim
h→0 h
Fy (h, 0) − Fy (0, 0)
Fyx (0, 0) = lim
h→0 h

Fxy (0, 0) = 1 but Fyx (0, 0) = −1

MATH1241 CALCULUS – p. 24
1
2× Proof (tbc): To compute Fxy (0, 0), first compute Fx (0, y).

MATH1241 CALCULUS – p. 25