CHINHOYI UNIVERSITY OF TECHNOLOGY

SCHOOL OF NATURAL SCIENCES AND MATHEMATICS

DEPARTMENT OF MATHEMATICS
ENGINEERING MATHEMATICS II

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Table of Contents
1. FUNCTIONS OF SEVERAL VARIABLES .............................................................................................................................4

1.1 LIMITS .......................................................................................................................................................................4

1.2 CONTINUITY ..............................................................................................................................................................6

1.3 PARTIAL DERIVATIVES ...............................................................................................................................................7

1.4 DIFFERENTIABILITY ....................................................................................................................................................9

1.5 APPLICATION OF PARTIAL DERIVATIVES ................................................................................................................ 10

1.5.1 Unconstrained Optimization ........................................................................................................................... 10

1.6 CONSTRAINED OPTIMIZATION................................................................................... Error! Bookmark not defined.

1.6.1 Lagrange multipliers ........................................................................................... Error! Bookmark not defined.

2. INFINITE SEQUENCES and SERIES................................................................................................................................ 11

2.1 SEQUENCES ............................................................................................................................................................ 11

2.2 INFINITE SERIES ...................................................................................................................................................... 11

2.3 TESTS FOR CONVERGENCE AND DIVERGENCE OF INFINITE SERIES WITH NON- ................................................... 12

NEGATIVE TERMS......................................................................................................................................................... 12

2.3.1 nthTerm Limit Test ......................................................................................................................................... 12

2.3.2 Comparison Test ............................................................................................................................................. 12

2.3.3 Integral Test .................................................................................................................................................... 15

2.3.4 Ratio Test ........................................................................................................................................................ 15

2.3.5. The 𝑛𝑡ℎRoot Test ........................................................................................................................................... 16

2.4 ABSOLUTE CONVERGENCE ..................................................................................................................................... 17

2.5 CONDITIONAL CONVERGENCE ............................................................................................................................... 18

2.5.1 Alternating Series. ........................................................................................................................................... 18

3 MULTIPLE INTEGRALS ................................................................................................................................................... 20

3.1 EVALUATION OF DOUBLE INTEGRALS .................................................................................................................... 20

3.2 COORDINATE SYSTEMS .......................................................................................................................................... 21

3.2.1 Polar Coordinates............................................................................................................................................ 21

3.2.2 Cylindrical Coordinates ................................................................................................................................... 21

3.2.3 Spherical Coordinates ..................................................................................................................................... 21

3.2.4 Jacobeans ........................................................................................................................................................ 21

3.3 REVERSING THE ORDER OF INTEGRATION............................................................................................................. 25

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 3.4 AREA OF SURFACES IN SPACE ................................................................................................................................ 27

3.5 VOLUMES ............................................................................................................................................................... 28

4. LINE INTEGRALS ........................................................................................................................................................... 31

4.1 SCALAR FUNCTION LINE INTEGRALS. ..................................................................................................................... 31

4.2 VECTOR FUNCTION LINE INTEGRALS ..................................................................................................................... 32

4.3 EVALUATION OF LINE INTEGRALS .......................................................................................................................... 33

4.4 PATH INDEPENDENCE ............................................................................................................................................ 36

5. SURFACE INTEGRALS .................................................................................................................................................... 41

6 INTEGRAL THEOREMS ................................................................................................................................................... 48

6.1 GREEN’S THEOREM ................................................................................................................................................ 48

6.2 STOKES’ THEOREM ................................................................................................................................................. 49

6.3 THE DIVERGENCE THEOREM .................................................................................................................................. 51

7. FUNCTIONS OF COMPLEX VARIABLES.......................................................................................................................... 52

7.1 COMPLEX TRIGONOMETRIC FUNCTIONS............................................................................................................... 53

7.2 COMPLEX HYPERBOLIC FUNCTIONS ...................................................................................................................... 53

7.3 LIMITS AND CONTINUITY AND DIFFERENTIABILITY ............................................................................................... 54

7.4 ANALYTICITY/HOLOMORPHICITY ........................................................................................................................... 55

7.5 HARMONIC FUNCTIONS......................................................................................................................................... 56

7.6 COMPLEX INTEGRALS............................................................................................................................................. 57

7.7 CAUCHY’S INTEGRAL THEOREM............................................................................................................................. 58

7.8 PATH INDEPENDENCE ............................................................................................................................................ 59

7.9 COMPLEX SERIES .................................................................................................................................................... 59

7.9.1 Laurent Series ................................................................................................................................................. 59

7.9.2 Laurent’s Expansion Theorem ........................................................................................................................ 60

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1. FUNCTIONS OF SEVERAL VARIABLES

A function with two or more variables is classified under functions of several variables.
The analysis of such functions is like that of single-variable functions.

1.1 LIMITS
A function f (x; y) has a limit L, at (𝑥 ; 𝑦 ) if we can make the value of f approach L by taking x and y
close to (but not at) (𝑥 ; 𝑦 ). In other words, the limit L of a function f (x; y) is the number that the
function approaches as (x; y) approaches (𝑥 ; 𝑦 ). The limit may or may not exist. We say the limit
exists if it is a finite number and does not depend on the direction of approach to (𝑥 ; 𝑦 ). The limit may
be got by substitution if this does not result in any of the indiscriminant forms. For a function of two
variables f (x; y), the limit of f (x; y) as (x; y) approaches (𝑥 ; 𝑦 ) is L, written lim f(𝑥; 𝑦) = L.
( ; )→( ; )

The function f(x;y) is not a curve but a surface. In order for lim f(𝑥; 𝑦) to exist, it must exist
( ; )→( ; )
along any curve through (𝑥 ; 𝑦 ) and must be the same value throughout.

Examples

1. Find lim (𝑥 + 𝑦 )
( ; )→( ; )

Solution: Since the function of interest is a polynomial, the limit is got by substitution
‘i.e. lim ( x + 𝑦 ) = (1 + 1 ) = 2
( ; )→( ; )

2. Find the lim − along the following curves as (x; y) → (0; 0).
( ; )→( ; )

(a) the x-axis (b) the y-axis (c) the line y = x

(d) the line y = −x (e) the parabola y = x

(f) Does the function have a limit at this point?

Solution:

(a) The x-axis is y = 0. Therefore lim − when y = 0 is lim − =0

( ; )→( ; ) →

(b) The y-axis is x = 0. Therefore lim − when x = 0 is lim − =0

( ; )→( ; ) →

(c) Along y = x, lim − = lim − = lim − = −

( ; )→( ; ) → →

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(d) Along y = −x, lim − = lim − = lim =
( ; )→( ; ) → →

(e) Along the parabola 𝑦 = x , lim − = lim − = lim − =0

( ; )→( ; ) → →

(f) Since the limits along curves considered so far do not have the same value, the
function does not have a limit as (x;y) approaches (0;0).

NB: Part (f) could have been answered by finding the limit of the function as we
approach the point, (0;0) along the general line y = 𝑚x, where m is the gradient of the
line. If the limit exists, then, it is a value which does not depend on the gradient m. If the
value depends on m, the limit does not exist

3. Evaluate lim
( ; )→( ; )

Solution

When y = mx

lim = lim = lim = lim =0

( ; )→( ; ) → → ( ) →

(got by substituting 0 for x in the last expression).

4. Show that the function f(x;y)= has no limit at the origin (0; 0) as

(x; y) → (0; 0).

Solution: Approaching the point (0;0) along y = 𝑚x, lim = lim =

( ; )→( ; ) → ( )

, which depends on m, hence the limit does not exist.

NB Polar coordinates can also be used in the evaluation of limits.

5. Use polar coordinates to evaluate lim

( ; )→( ; )

Solution: In polar form x = rcosθ and y = rsinθ, hence lim =

( ; )→( ; )

lim = lim 𝑟𝑐𝑜𝑠 𝜃 = 0

→ →

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Note that the value of 𝜃 does not matter here since everything will become zero as r
approaches zero.
Exercise 1.1

Determine whether or not the following limits exist

1. lim 2. lim 3. lim

( ; )→( ; ) ( ; )→( ; ) ( ; )→( ; )

4. lim 𝑥sin 5. lim 6. lim

( ; )→( ; ) ( ; )→( ; ) ( ; )→( ; )

7. lim 8. lim 9. lim

( ; )→( ; ) ( ; )→( ; ) ( ; )→( ; )

10. lim 11. lim 12. lim 𝑒

( ; )→( ; ) ( ; )→( ; ) ( ; )→( ; )

( )
13. lim 14. lim 15. lim
( ; )→( ; ) ( ; )→( ; ) ( ; )→( ; )

( )
16. lim 18. lim
( ; )→( ; ) ( ; )→( ; ) ( )

1.2 CONTINUITY
A function f(x;y) is continuous at (𝑥 ; 𝑦 ) if and only if:

(i) It is defined at (𝑥 ; 𝑦 ).

(ii) lim f(𝑥; 𝑦) exists.

( ; )→( ; )

(iii) lim f(𝑥; 𝑦) = f(𝑥 ; 𝑦 ).

( ; )→( ; )

Example

𝑥𝑦 , (𝑥; 𝑦) ≠ (0; 0)
Show that f(x;y)= is continuous at (0;0).
0 (𝑥; 𝑦) = (0; 0)

Solution

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(i) f(0;0)=0

so f(x;y) is defined at (0;0)

( )
(ii) Along y=mx, lim 𝑥𝑦 = lim 𝑚𝑥 = lim
( ; )→( ; ) → → ( )

( )
= lim = 0, therefore lim 𝑥𝑦 exists.
→ ( ) ( ; )→( ; )

(iii) Now lim 𝑥𝑦 = 0 = f(0; 0)

( ; )→( ; )

Since the three conditions are satisfied, the function is continuous at (0;0).

Exercise 1.2

Determine whether or not each of the following functions is continuous at (0;0)

, (𝑥; 𝑦) ≠ (0; 0)
1. f(𝑥; 𝑦) = ( )
2. f(𝑥; 𝑦) =
0 (𝑥; 𝑦) = (0; 0)

sin 𝑥2 +𝑦2
, (𝑥; 𝑦) ≠ (0; 0)
3 f(𝑥; 𝑦) =
1 (𝑥; 𝑦) = (0; 0)

4. Discuss the continuity of each of the following functions:

(a) f(𝑥; 𝑦) = (b) f(𝑥; 𝑦) =

1.3 PARTIAL DERIVATIVES

For a function with two or more independent variables, differentiation is with respect to
one variable at a time, treating the other independent variables as constants. This type of
derivative is referred to as the partial derivative of the function. These derivatives can be
got by making use of the rules that are used in the differentiation of single variable
functions or from the definition.
Example 1

(a) Given that f(x;y)=x y − x, find the following partial derivatives from the definition:

(i)

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(ii)

Solution:

(a)

∂f (x + ∆x) y − (x + ∆x) − [x y − x]
(i) = lim
∂x ∆ → ∆x
x y + 2xy∆x + (∆x) y − x − ∆x − x y + x
= lim
∆ → ∆x
∆ (∆ ) ∆
= lim = lim (2xy + y∆x − 1) = 2xy − 1
∆ → ∆ ∆ →

( ∆ ) [ ]
(ii) = lim
∆ → ∆

x y + x ∆y − x − x y + x
= lim
∆ → ∆y
∆
= lim =x
∆ → ∆

Example 2

Use the quotient rule to evaluate f and f given that f(x, y) = .

Solution;

𝜕(𝑥𝑦) 𝜕(𝑥 + 𝑦)
[𝑥 + 𝑦 ] − [𝑥𝑦] 𝑦[𝑥 + 𝑦] − 2𝑥 [𝑥𝑦] 𝑥 𝑦 + 𝑦 − 2𝑥 𝑦
f = 𝜕𝑥 𝜕𝑥 = =
[𝑥 + 𝑦 ] [𝑥 + 𝑦] [𝑥 + 𝑦]

𝑦 −𝑥 𝑦
=
[𝑥 + 𝑦 ]

𝜕(𝑥𝑦) 𝜕(𝑥 + 𝑦)
[𝑥 + 𝑦] − [𝑥𝑦] 𝑥 [𝑥 + 𝑦] − 1[𝑥𝑦] 𝑥 + 𝑥𝑦 − 𝑥𝑦
𝜕𝑦 𝜕𝑦
f = = =
[𝑥 + 𝑦 ] [𝑥 + 𝑦] [𝑥 + 𝑦 ]

𝑥
=
[𝑥 + 𝑦 ]

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Exercise 1.3

(1) Find and in each of the following:

(a) f(x, y) = 10 − 4𝑥 − 𝑦

(b) f(x, y) = Cos(2x) − 𝑥 𝑒 + 3𝑦

(c) f(x, y) = x𝑒

(d) (x, y, z) = 𝑧 𝑦 ln(x)

(e) f(x, y) = e tan(2x)

(f) f(x, y) =

(2). Find , given 3𝑦 + 𝑥 = 5𝑥.

(3) Find and for each of the following functions:

(a) x z − 5xy z = x + y .

(b) x sin(2y − 5z) = 1 + yCos(6zx).

1.4 DIFFERENTIABILITY
A function f(x;y) is said to have a partial derivative, with respect to x, at (𝑥 ; 𝑦 ) if and

only if
( ∆ , ) ( ; )
lim exists. This limit is denoted or f . For the partial derivative, with
∆ → ∆
( , ∆ ) ( ; )
respect to y, then, lim must exist. If both first order partial derivatives of
∆ → ∆
a function at a point exist, then, the function is said to be differentiable at that point.

Example 1

Where is the function f(x;y)=x y − x differentiable?

Solution

𝜕𝑓 𝜕𝑓
= 2𝑥𝑦 − 1 𝑎𝑛𝑑 =x
𝜕𝑥 𝜕𝑥
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Since both partial derivatives exist everywhere, the function is differentiable everywhere.

Exercise 1.4

1. Discuss the differentiability of the following functions.

(a) f(𝑥; 𝑦) = cos(𝑥 𝑦) + 𝑦

(b) f(𝑥; 𝑦) =

(c) g(𝑥; 𝑦) = 𝑥ln(𝑥 + 𝑦 ) (d) f(x,y,z)=tanh(xyz) (e) f(x;y)= xyln(xy)

(f) h(x;y)= 1 − 𝑥 − 𝑥𝑦 (g) f(x;y)= 𝑒 (h) g(x;y)=

1.5 DERIVATIVES OF COMPOSITE FUNCTIONS

If z = f(x, y)and x = g(t), y = h(t), then = +

If z = f(x, y)and x = g(u, v), y = h(u, v), then = + and = +

1.6 APPLICATION OF PARTIAL DERIVATIVES

Partial derivatives, like ordinary derivatives, are used in finding rates of change as well as optimal
values of functions. The process of finding optimal values of functions is called optimization.

1.5.1 Rates of change.

Example

How fast is the volume V of a rectangular box changing when its length L is 15cm and increasing at the
rate of 3cm/s, its width W is 5cm and decreasing at the rate of 2cm/s, and its height H is 3cm and
increasing at the rate of 4cm/s?

Solution

= + +

But V = LxWxH. Therefore = WxH, = LxH and = LxW

𝑑𝑉 dL dW dH
Hence = WxHx + LxHx + LxWx = 5x3x3 − 15x3x2 + 15x5x4 = 245cm3
𝑑𝑡 dt dt dt

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2. INFINITE SEQUENCES and SERIES
2.1 SEQUENCES
A sequence is a function whose domain is a set of positive integers. Sequences are defined by rules the
way other function are, typical rules being 𝑢(𝑛) = 𝑛 − 1, 𝑢(𝑛) = 1 − , 𝑢(𝑛) = . Instead of writing
the function as 𝑢(𝑛), (read u of n), we write 𝑢 , where n is a natural number denoting the term number.
For the sequence 𝑢 = 1 − , 𝑢 = 1 − = 1 − 1 = 0, 𝑢 = 1 − = , 𝑢 = 1 − = and

𝑢 =1− = and so on. 𝑢 = 1 − is called the general term of the series. A sequence 𝑢 converges
to a limit L if |𝑢 − 𝐿| < 𝜀, ∀𝑛 ∈ 𝐍. This is the same as saying that the value of the 𝑛 term approaches
the number (Limit) L as the term number n approaches infinite. Limits of sequences are calculated the
way limits of functions in general are found. The sequence (𝑢 ) is called an infinite
sequence.

2.2 INFINITE SERIES

The sum of terms of a sequence, denoted by u is a series.

If there exists some M such that u ≤ M for all natural numbers n, then , u converges

If there exists no such M then u diverges. If it converges , the value to which it converges

is referred to as lim u . If lim 𝑢 ≠ 0, i. e. if the 𝑛 term of a sequence does not approach

→ →

zero as n approaches infinite, then, the series u diverges. If lim 𝑢 = 0, then, the series may
→

or may not converge. Tests for convergence are meant for series which have lim 𝑢 = 0.
→

Examples of convergent series

𝑎
1. The series ar converges to if − 1 < 𝑟 < 1 and diverges otherwise.
1−𝑟

b
2. The series where a, b, h and k are constants converges if every two
(an − k)(an + h)

consecutive terms, from second upwards, after decomposing into partial fractions, have equal magnitude
but different signs.

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2.3 TESTS FOR CONVERGENCE AND DIVERGENCE OF INFINITE SERIES WITH NON-
NEGATIVE TERMS.

2.3.1 𝐧𝐭𝐡 Term Limit Test

This test states that if the limit of the 𝐧𝐭𝐡 term or general term is not zero, the series diverges. Limit
of 𝐧𝐭𝐡 term= 0 is a necessary but not sufficient condition for convergence. Thus, when the limit is
not zero, the conclusion that the series is divergent is reached but when the limit is zero the test
becomes inconclusive, hence other tests should be used.

Example 1
Determine whether or not
𝑛
.
3𝑛 + 5
Solution
Since lim = ≠ 0 then the series diverges.
→

Example 2
Determine whether or not
1
.
𝑛

Solution
Since lim = 0 then the test is inconclusive. Other tests are, therefore, needed.
→

2.3.2 Comparison Test

Suppose that 0 < 𝑢 < 𝑣 for all natural numbers n ≥ 1

(i) If v converges, then u also converges.

(ii) If v diverges, then u also diverges

In simple terms, what we are saying is that the series of interest is compared to another series which is
well known to converge or diverge. If the terms of the series of interest are less than those of the series
that is well known to converge, then, the series of interest is convergent. If the terms of the series of
interest are greater than those of the series which is well known to diverge, then, the series of interest
also diverges. This explanation is emphasized below. The two horizontal lines represent a divergent and
a convergent series as marked. These are the two series, one well known to converge and one well
known to diverge. If the terms of the series of interest are above the top line (greater than those of the
divergent series), the series of interest diverges. If the terms of the series of are below the bottom
horizontal line (smaller than those of the convergent series), the series of interest converges.

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If the terms of the series of interest happen to lie between the two lines, that is, are smaller than those of
the well-known divergent series and greater than those of the well-known convergent series, the
comparison test fails. The two series on the lines are of your choice.

diverges

Divergent series

Convergent series

converges

Examples

1 1 1 1
1. Since ≤ and 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑠, 𝑡ℎ𝑒𝑟𝑒𝑓𝑜𝑟𝑒 𝑎𝑙𝑠𝑜 𝑐𝑜𝑛𝑣𝑒𝑟𝑔𝑒𝑠.
2 +1 2 2 2 +1

1 1 1 1
2. Since > and diverges, therefore also diverges.
lnn n n lnn

2.3.3 Limit Comparison Test

Suppose that 𝑢 𝑎𝑛𝑑 𝑣 are sequences of all positive terms for all natural numbers n ≥ 1.

u
𝐂𝐚𝐬𝐞 𝟏: If 0 < lim < ∞, then, either both u and v converge or both diverge.
→ v

u
𝐂𝐚𝐬𝐞 𝟐: If lim = 0 and v converges, then u also converge.
→ v

u
𝐂𝐚𝐬𝐞 𝟑: If lim = ∞ and v diverges, then u also diverges.
→ v

u
In Case 1 where lim = c, the terms of the two series are growing at the same rate
→ v

so both series converge or diverge together.

u
In Case 2 where lim = 0, then the bottom Terms are growing faster than the top terms.
→ v

Thus, if the bottom series, which is growing faster converges, the top series, which is growing slower,
should also converge.

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 u
In Case 3, where lim = ∞ then the bottom series is growing slower than the top series, so if it
→ v

(the bottom series) diverges, then, the top series, which is growing faster, should also diverge.

Example 1

1
Determine whether or not .
n+1

Solution

1
Comparing it to tne harmonic series ,
𝑛

We evaluate lim ÷ = lim = 1. The limit is positive, so the two series converge or diverge
→ →
together. Since the harmonic series diverges, so does the other series.

Example 2

1
Determine whether or not .
n +1

Solution

compared with the harmonic series gives

1
lim n + 1 = lim 𝑛 = lim 1 = 0, which says that if the harmonic series converges,
→ 1 → n +1 → 1
n+
𝑛 𝑛

the first series must also converge. Unfortunately, the harmonic series does not converge, so we must
test the series again. Let's try .

1
𝑛 1
lim n + 1 = lim = lim =1
→ 1 → n +1 → 1
1+
𝑛 𝑛

This limit is positive, and is a convergent p-series so the series in question does converge.

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2.3.4 Integral Test
Let y=f(x), obtained by introducing the continuous variable x in place of the discrete
variable n in the 𝑛 term of the positive series ∑ 𝑢 , be a monotone decreasing
function of x for 𝑥 ≥ 1. Then the series and the integral

𝑓(𝑥)𝑑𝑥

both converge or both diverge.

N.B. A function is said to be monotone decreasing or simply decreasing if the value of

the function decrease as n increases.
Example

Show that the p-series∑ = + + + ⋯…+ + ⋯, where p is a real constant, converges if

𝑝 > 1 and diverges if 𝑝 ≤ 1.
Solution: Let y= 𝑓 (𝑥 ) = . Then, if 𝑝 > 1, we have,
𝑥 1
𝑥 𝑑𝑥 = lim =
→ −𝑝 + 1 𝑝−1

which is finite. Hence the p-series converges if 𝑝 > 1

If p=1, we have

𝑥 𝑑𝑥 = lim ln 𝑥 =∞
→

Since the integral diverges, the series does likewise.

If 𝑝 < 1, then the terms of the p-series are greater than the corresponding terms of the harmonic series.
Hence, by the comparison test, the p-series diverges.
Thus, we have convergence for 𝑝 > 1, but divergence for 𝑝 ≤ 1.
It is not always possible to tell whether or not a series is convergent by using the comparison test. One
may fail to find a series to compare with. The terms of the series might not decrease as n increases or
one may fail to find a formula for the 𝑛 term to be integrated, making it impossible to use the integral
test. An intrinsic test for convergence, one that can be applied without outside help, is needed. Two such
tests are the Ratio and the Root.

2.3.5 Ratio Test

Suppose that 𝑢 > 0 for every natural number n and lim = 𝑟. Then the series
→
∑ 𝑢

15
(i) converges if r< 1;

(ii) diverges if r> 1;

(iii) may converge or diverge if 𝑟 = 1; the test fails.

Examples

Use the Ratio Test to determine the convergence or divergence of each of the following:

(a) ∑

𝐒olution: u = . Therefore = . = < 1, which implies that ∑ is

convergent.

(b) ∑

𝐒olution: u = . Therefore = . = . = =
( ) ( )

= 1+ . Now lim 1+ = .0 = 0 < 1

→

suggesting that ∑ is convergent.

!
(c) ∑

! ( )!
𝐒olution: u = . Therefore = . = . Now lim = ∞ > 1 suggesting
! →
!
that ∑ is divergent.

2.3.6. The 𝒏𝒕𝒉 Root Test

Let ∑ 𝑢 be a series with no negative terms, and suppose that
lim 𝑢 = 𝜌. Then,
→
(a) the series converges if 𝜌<1
(b) the series diverges if 𝜌 > 1
(c) the test is not conclusive if 𝜌 = 1

Examples
Determine whether or not each of the following is convergent:
(a) ∑ (b) ∑ (c) ∑ 1−

16
Solution:
(a) lim = lim = 0 < 1. The series is convergent.
→ →
√
(b) lim = lim = lim = = 2. The series is divergent.
→ → √ → √

(c) lim 1− = lim 1 − = 1. The test is inconclusive.

→ →

Exercise 2.1
1. In each case determine whether or not the series is convergent:
(a). ∑ (b). ∑ (c). ∑ (d). ∑

(e). ∑ (f). ∑ (g). ∑ ( )!

(h). ∑ .
2. Show that ∑ 𝑛 3 converges for all exponents k.
3. Show that ∑ 2 𝑥 converges iff |𝑥| <
4. Show that ∑ converges iff |𝑟| < 1
!
5. Show that ∑ converges. Hint: Use lim 1 + =𝑒
→
6. Assume that converges to 𝜌 = . What can you say about the convergence of
the given series?
(a) ∑ 𝑛 𝑢 (b) ∑ 3 𝑢 (c) ∑ 𝑢
7. Is the Ratio Test conclusive for the p-series ∑ ?
8. Show that the series ∑ converges, hence find its sum to infinite.
9. Evaluate ∑
10. Find the sum of the series (a) ∑ ( )( )
(b) ∑ ( )

2.4 ABSOLUTE CONVERGENCE

A series ∑ 𝑢 is said to converge absolutely if ∑ |𝑢 | [Link] techniques used to

determine the convergence of series with non-negative terms can be used to determine the convergence
of series with both positive and negative terms. This is done by testing for absolute convergence. Here,
all negative signs of the series are replaced by positive ones. The test for the convergence of this new
series of non-negative terms is done. If this series converges, so does the original series but if it
diverges, the original series may converge or diverge.

Examples
1. Test for the convergence of the series ∑ (−1) =1− + − +⋯
Solution: The corresponding series of absolute values is ∑ =1+ + + +⋯
Which converges because it is a p-series with p= 2 > 1. Therefore∑ (−1) .
Hence the series converges.

17
2. Test for the convergence of the series ∑ = + + +⋯
| | | | | |
Solution: The corresponding series of absolute values is ∑ = + + +⋯
which converges by comparison with ∑ because |sinn| < 1 ∀𝑛. The original series converges
absolutely, therefore it converges.

3. Test for the convergence of the series ∑ (−1) =1− + − +⋯

Solution: The corresponding series of absolute values is ∑ = 1 + + + + ⋯,
which is the harmonic series which diverges. The test therefore yields no results on the convergence of
the original series.

2.5 CONDITIONAL CONVERGENCE

When some of the terms of a series ∑ 𝑢 are positive and others are negative, the series converges if
∑ |𝑢 | converges. If ∑ |𝑢 | diverges, the original series may converge or diverge. If it converges,
we say that it converges conditionally.

2.5.1 Alternating Series.

An alternating series is one that takes the form ∑ (−1) 𝑢 , where 𝑢 is positive for all n. Such a
series converges if;
(i) 𝑢 > 0, ∀𝑛
(ii) 𝑢 ≥ 𝑢 , ∀𝑛
(iii) lim 𝑢 = 0
→

Example 1
Test for the convergence of the series ∑ (−1) =1− + − +⋯
Solution: The corresponding series of absolute values is ∑ = 1 + + + …, which is the
harmonic series, which diverges. The test therefore yields no results on the convergence of the original
series. However, the series ∑ (−1) is alternating and it also satisfies the three conditions listed
above, therefore it converges. Therefore the series ∑ (−1) converges conditionally.

Example 2

Does the following series converge absolutely, conditionally or diverge?

Cos nπ
n

18
Solution: Same as above.

Exercise 2. 4
Determine whether the following series are absolutely convergent, conditionally convergent, or
divergent.
(a) ∑ (−1) (0.1) (b) ∑ (−1) (c) ∑ (−1)
√
( )
(d) ∑ (−1) (e) ∑ (−1) (f) ∑
(g) ∑ (−1) (h) ∑ (−1) (i) ∑ (−1)

( ) ( )
(j) ∑ (k) ∑ ( )
(l) ∑ (−1)
√

19
3 MULTIPLE INTEGRALS
3.1 EVALUATION OF DOUBLE INTEGRALS
Integration of functions in several variable is done following the idea of “accumulation”
introduced in the integration of functions of one variable. The area of the region under the
curve 𝑦 = f(𝑥) as x ranges from 𝑥 = 𝑎 to 𝑥 = 𝑏 is calculated by accumulating the area as
we sweep the region along the x-axis from a to b. The total area from a to b is given by
∑ 𝑓(𝑥)𝛿𝑥. As 𝛿𝑥 approaches zero, ∑ 𝑓(𝑥)𝛿𝑥 approaches∫ 𝑓(𝑥)dx, which is the
exact area enclosed by 𝑥 = 𝑎, 𝑥 = 𝑏, 𝑦 = 𝑓(𝑥)𝑎𝑛𝑑 𝑦 = 0. For the evaluation
of ∫ 𝑓(𝑥)dx to be possible, the region must be closed. The area enclosed by curves
can be calculated using the double integrals.
Examples

Use double integrals to evaluate the area enclosed by:

(1). y = x and y = 4
(2) x = 4y, x = 2y + 1 and y = 0
(3) Use double integrals to evaluate the area of the circle 𝑥 + 𝑦 = 25

Solution (1)

𝑥 32
𝑑𝐴 = 𝑑𝑦𝑑𝑥 = 𝑑𝑦 𝑑𝑥 = (4 − 𝑥 ) = 4𝑥 − =
3 3

Solution (2)

1
𝑑𝐴 = 𝑑𝑥𝑑𝑦 = 𝑑𝑥 𝑑𝑦 =
4

Solution (3)

√ √
𝑑𝐴 = 𝑑𝑦𝑑𝑥 = 2 25 − 𝑥 𝑑𝑥
√ √

Let x = 5sinθ Therefore dx = 5cosθdθ

Substituting gives

1 1
2x5 cos θdθ = 50 cos2θ + dθ = 25π
2 2

20
Exercise 3.1
Sketch the region and use double integrals to evaluate the area bounded by:
(1). y = √x , y = −x, x = 1, x = 4
(2). x − y = −1, 7x − y = 17, 2x + y + 2 = 0
(3). y = coshx, y = sinhx, x = −1, x = 1
(4) y = x , y =
(5). y = x, y = 2x, y + x = 4
(6). y = 2x + 3, y = 6x − x

3.2 COORDINATE SYSTEMS

There are coordinate systems other than rectangular coordinates

3.2.1 Polar Coordinates

These identify a point by giving its distance from the origin and the angle (in radians) that the line
segment from the origin to the point makes with the positive x-direction. The polar coordinates of a
point (x;y) are x + y ; arctan The point whose rectangular coordinates are (3;4) are (5;0.93)
To move from polar to coordinates we use the equations x = rcosθ and y = sinθ

3.2.2 Cylindrical Coordinates

In this coordinate system, the x and the y coordinates are as for the polar system while the z coordinate
√
is as it is in the rectangular system. In cylindrical form, the point ; ; 5 are 1; ; 5

3.2.3 Spherical Coordinates

These take the form (r; θ; ϕ) where r> 0, is the distance of the point from the origin, θ has the same
meaning as in polar and cylindrical coordinates and ϕ is the angle between the positive z-axis and the
line segment from the origin to the point of interest, thus 0≤ ϕ ≤ π. To move from rectangular to
spherical coordinates we use the equations x = rcosθsinϕ, y = rsinθsinϕ and z = rcosϕ, where
x +y + z = r , θ = tan and cos . The rectangular coordinates −1; 1; −√2 in spherical
coordinates is 2; ; .

3.2.4 Jacobeans

A Jacobean is a determinant of an nxn matrix whose constituencies are partial derivatives of n functions,
each function with respect to each of the n independent variables in the system of the functions. When
integrating by substitution, the transformation is written
dx
f(x)dx = g(t) dt.
dt
It is the factor which is called the Jacobean of the transformation.

21
Example 1
𝑑𝑥 dx
When evaluating , we let x = sin u. From this we get = cos u ⟹ dx = cos udu.
√1 − 𝑥 du
When we substitute sin u for x, we also substitute cos udu for dx. It is the factor that comes with du
when it takes the place of dx, which we call Jacobean. In this case, the Jacobean is cos u. Therefore

dx cosudu cosudu cosudu

= = = = du = u + c = sin x + c.
√1 − x √1 − sin u √cos u cos u

The method used to get the Jacobean here is a heuristic which applies only for a single-variable function.
The universal method could also have been used. Here, since the function has one variable the matrix
could have been built with only one entry, which is the derivative of the function that has been used for
the substitution, that is, (cos u). The determinant of a one by one matrix is that only entry of the matrix.
In this case |cos u| = cos u.

If the function f(x;y) is to be transformed to a new function in u and v such that x=g(u;v) and y=h(u;v)
( ; ) ∂x/ ∂u ∂x/ ∂v
then the Jacobean of this transformation is defined by = . It follows therefore
( ; ) ∂y/ ∂u ∂y/ ∂v
that the transformation x=g(u;v) and y=h(u;v) maps
∂x/ ∂u ∂x/ ∂v
f(x, y)dydx onto f[g(u, v), h(u, v)] dvdu.
∂y/ ∂u ∂y/ ∂v

If the function has three variables then,

f(x, y, z)dzdydx
We let x = f(u, v, w), y = g(u, v, w)and z = h(u, v, w)

∂x⁄∂u ∂x⁄∂v ∂x⁄∂w

𝐉 = ∂y⁄∂u ∂y⁄∂v ∂y⁄∂w
∂z⁄∂u ∂z⁄∂v ∂z⁄∂w

This transformation leads to

∂x⁄∂u ∂x⁄∂v ∂x⁄∂w

f(x, y, z)dzdydx = f[f(u, v, w), g(u, v, w), h(u, v, w) ] ∂y⁄∂u ∂y⁄∂v ∂y⁄∂w dwdvdu
∂z⁄∂u ∂z⁄∂v ∂z⁄∂w

Example 2

Use polar coordinates to evaluate the area of the circle 𝑥 +𝑦 += 25.

Solution

In polar coordinates x = rcosθ and y = rsinθ. The equation of the circle is r = 5. The Jacobean is
cosθ −rsinθ
= r, where 0 ≤ r ≤ 5 and 0 ≤ θ ≤ 2π. The area of the circle is therefore
sinθ rcosθ

rdrdθ = 25π

22
Example 3

Evaluate

(x + y)dydx

where R is the region with the boundaries y = x, y = 3x and x + y = 4.

Solution: The region of interest is shown below. This region is not simply defined. In order for a region
to be simply defined, the limits or boundaries must take the form x = a to x = b and y = c to y = d or
x = a to x = b and y = f (x) to y = f (x) or y = c to y = d and x = g (y) to x = g (y). This is not
the case with the region below. In order for us to be able to evaluate this area, therefore, a transformation
is wanted.

Y y = 3x

5 y=x

1 𝑥+𝑦 =4

0 1 2 3 4 5X

The most convenient transformation is one that uses the expressions in the current equations. In this case
we may let u = x + y and v = y. These two are solved simultaneously for x and y ( the out-going
variables) in terms of u and v (the incoming variable). This gives y = v and x = u − v. The jacobean of
1 −1
this transformation if given by |J| = = 1. The equations of the new boundaries in the u-v plane
0 1
are got by substituting the expressions of x and y into the old equations in the x-y plane. The equation
y = 3x becomes v = 3(u − v) = 3u − 3v ⟹ v = u, y = x becomes v = u − v
⟹ v = u and x + y = 4 becomes u = 4. The 3 new equations are therefore, u = 4, v = u and
v = u.

23
 V

𝑢=4

4 v= u

2 v= u

0 1 2 3 4 5 U

From the shaded region, it becomes clear that the limits of integration are: , 𝑢 = 0, 𝑢 = 4, 𝑣 = 𝑢
and 𝑣 = 𝑢. Evaluating the integral gives:
3𝑢 𝑢 𝑢 𝑢 16
𝑢. 1𝑑𝑣𝑑𝑢 = − 𝑑𝑢 = 𝑑𝑢 = =
4 2 4 12 3

Exercise 3.2

1. Compute the Jacobean for the transformation T: 𝑥 = 𝑢− 𝑣 𝑎𝑛𝑑 𝑦 = + 𝑣.

2. Use polar coordinates to evaluate xydxdy , where D is the portion of the circle centre 0,
radius 1, that lies in the first quardrant.
3. Evaluate 𝑒 dxdy , where D is the region between the two circles centre
x + y = 1 and x + y = 4
4. Evaluate (𝑥 + 𝑦) dxdy , where D is the parallelogram bounded by the lines x + y = 0,
x + y = 1, 2x − y = 0 and 2x − y = 3

5. By changing to polar coordinates, evaluate the integral (x +y ) dxdy where D is

Disk x + y ≤ 4
6. Using polar coordinates, evaluate the integral (x + y ) dA where R is the region
Disk 4 ≤ x + y ≤ 81

7. Let D be the region in the first quadrant bounded by the hyperbolas 𝑥𝑦 = 1, 𝑥𝑦 = 9 and the lines
𝑦
y = x and y = 4x. Evaluate + 𝑥𝑦 𝑑𝑥𝑑𝑦
𝑥

24
8. (a) Using the change of variable x + y = u and x − y = v, evaluate the double integral
(x + y ) dxdy, where R is the region bounded by the straight lines y = x, y = x + 2,
y = −x and y = −x + 2.
y
(b) Given that u = xy and v = x , show that ∂(u, v)⁄∂(x, y) = 2y⁄x . Hence evaluate the
integral exp(−xy) dxdy over the region x > 0, y > 0, xy < 1 and 1⁄2 < y⁄x < 2

9. Find the area of the following regions by change of variables:

(a) R bounded by x + y = 1, x + y = 2, 2x − 3y = 2 and 2x − 3y = 5.
(b) R bounded by x = y, 2x = y, xy = 1 and xy = 2.

10. x + y dA, where R is the region of the planegiven by x + y ≤ a .

11. Evaluate the integral

e dA, where D is the region bounded by the trapezoid with vertices (1, 0), (2, 0), (0, −2)
and (0, −1)

12. Evaluate the integral

𝑑𝑦𝑑𝑥
𝑥𝑦 − 𝑥

13. Evaluate the following integral using the transformation x = vcosh u and y = vsinh u
√ √
𝑠𝑖𝑛(𝑥 − 𝑦 )
𝑑𝑦𝑑𝑥
𝑥 −𝑦

3.3 REVERSING THE ORDER OF INTEGRATION

When carrying out double or multiple integrals, sometimes there is need to reverse the order of
integration, that is, to evaluate;

f(x, y)dydx instead of f(x, y)dxdy.

The first double integral means that we are integrating first with respect to y then with respect to x,
whereas the second suggest that we integrate first with respect to x then with respect to y.

When the limits are all constants, there is no challenge since each variable moves with its limits as
shown above. When dy is inside, c and d, the limits of y are inside and when dy is outside, c and d are
outside.

25
Example 1

Evaluate 𝑑𝑦𝑑𝑥 by reversing the integrals.

𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Since the limits are constants for both x and y 𝑑𝑦𝑑𝑥 = 𝑑𝑥𝑑𝑦 = 15

Example 2
Evaluate e dxdy.

In the integral above, it is not possible to integrate with respect to x first. One is, therefore, forced to
reverse the integrals and integrate with respect to y first. The inside limits must be values of y now.
These are got by taking the current inside limits and equate them to x, since they are values of x, then
make y the subject in each case. The equations are 𝑥 = 3 𝑎𝑛𝑑 𝑥 = 3𝑦. From the second equation we get
𝑦 = 𝑥⁄3. Substituting the first equation into the second gives 𝑦 = 1, which is the upper limit of y in the
current integral. To get the other limit of x, we then take the lower limit of y in the current integral and
put it in the equation 𝑦 = 𝑥⁄3 to give us 𝑥 = 0.
⁄
Therefore e dxdy = e dydx.

5 x=3

1 x=3y y=1

0 1 2 3 4 5X

The region of interest is shown above.

⁄
𝑥
Evaluating the integral gives e dxdy = e dydx = 𝑦𝑒 𝑑𝑥 = 𝑒 𝑑𝑥
3

𝑒 𝑒 −1
=
6 6

26
Exercise 3.3

1. Reverse the order of integration in the following integrals.

(a). 𝑓(𝑥, 𝑦) 𝑑ydx (b). 𝑓(𝑥, 𝑦) 𝑑ydx

√
(c). 𝑓(𝑥, 𝑦) 𝑑ydxd. (d) f(𝑥, 𝑦) 𝑑xdy

2. By changing the order of integration, evaluate each of the following

⁄ ⁄
sin 𝑦
(a). 𝑑ydx (b). 𝑑ydx
𝑦

(c). 𝑦𝑒 𝑑𝑥𝑑𝑦 (d). 𝑥 sin(𝑥𝑦) 𝑑𝑥𝑑𝑦

√
(e). (4𝑥 + 2) 𝑑xdy
⁄

3.4 AREA OF SURFACES IN SPACE

The area of a smooth surface 𝑧 = f(x; y) defined over a region D in the xy plane is
S= f + f + 1 dydx.

The limits of this integration come from the shadow of the area of interest, when light is vertically above
the region.

Example 1
Find the area that is part of the plane 𝑧 = 2 + 3𝑥 + 4𝑦 that lies above the rectangle 0 ≤ 𝑥 ≤ 5 and
1 ≤ 𝑦 ≤ 4.
Solution
Area = (3) + (4) + 1 𝑑𝑦𝑑𝑥 = 15√26

Example 2

Find the area that is part of the plane 𝑥 + 2𝑦 + 3𝑧 = 1 that lies inside the cylinder
𝑥 + 𝑦 = 3.

27
Solution
The equation of the surface of interest must first be written with coefficient of z being 1 (one) or z as
subject, that is, 𝑥 + 𝑦 + 𝑧 = or z = − x − y
The shadow of the area is the circle 𝑥 + 𝑦 = 3 in the xy plane. The limits are got by first transforming
to polar coordinates. The Jacobean of this transformation is known to be r. The limits in this case are
0 ≤ θ ≤ 2π and 0 ≤ r ≤ √3.
√
1 2 14
Therefore Area = − + − + 1 𝑑𝑦𝑑𝑥 = r 𝑑𝑟𝑑𝜃 = √14π
3 3 9
Exercise 3.4
Using the formula above, find the area of the surface:
(2). The part of the plane3𝑥 + 2𝑦 + 𝑧 = 6 that lies in the first octant.
(3). The part of the surface 𝑧 = 𝑦 − 𝑥 that lies between the cylinders 𝑦 + 𝑥 = 1 𝑎𝑛𝑑
𝑦 + 𝑥 = 4.
(4). The part of the surface z = xy that lies within the cylinder 𝑦 + 𝑥 = 1.
(5). The part of the surface 4𝑥 + 3𝑧 = 12 above the rectangle 0 ≤ x ≤ 3 and 0 ≤ y ≤ 6

3.5 VOLUMES
If the function f(x, y) = 1, then the double integrals

f(x; y)dydx gives area, otherwise it gives volume.

Example 1

The region enclosed by f(x; y) = 6, x = 0, x = 5, y = 2 and y = 7 is three dimensional, therefore has

volume. This volume is given by

6dydx = 150.

Note that in three dimensions the equations x = 0, x = 5, y = 2 and y = 7 all represent planes and not
lines. The function 𝑓(𝑥; 𝑦) = 6 is the roof of the solid shape so formed.

Example 2

Find the volume of the region enclosed by z = 3x , z = 4 − x , y = 0 and y = 6 − z.

Solution

11
dydzdx = 38
15

Example 3

Use cylindrical coordinates to evaluate the volume enclosed by: x + y = 3 , z = 0, and z = 5.

28
Solution

In cylindrical coordinates, x = cosθ, y = sinθ and z = z. The Jacobean of the transformation is:

∂x ∂x ∂x
∂r ∂θ ∂z
∂y ∂y ∂y cosθ −rsinθ 0
= sinθ rcosθ 0 = rcos θ + rsin θ = r
∂r ∂θ ∂z 0 0 1
∂z ∂z ∂z
∂r ∂θ ∂z

Hence volume = rdθdzdr = 45π

Example 4

Find the volume enclosed by the ellipsoid + + =1

Solution

Substituting: X = , Y = 𝑎𝑛𝑑 Z = , we have dx = adX, dy = bdY, dz = cdZ, therefore the volume

is given by

V = abc dZdYdX

This volume i\s taken over; X + Y + Z = 1. Transforming this to spherical coordinates by

substituting: X = rcosθsinϕ, Y = rsinθsinϕ and Z = rcosϕ, we get r sinϕ as Jacobean and

4π
V = 8abc r sinϕdϕdθdr = abc.
3

Exercises 3.5

(1). Show that the volume of the solid bounded by the graphs; x + z = 9, y = 2x and y = 0 is 18.
(Hint: the function to be integrated is the one with letter z.
Find the volume of the solid bounded by the graphs in each of the following cases:
(2). z = 4 − x , x + y = 2, x = 0, y = 0, z = 0.
(3). 2x + y + z = 4, x = 0, y = 0, z = 0.
(4). z = x +y , 2x + 3y = 6, x = 0, y = 0, z = 0.
(5). z = 4 + x , y = 4 − x , x + y = 2, z = 0.
(6). Use the appropriate change of variables to evaluate;
(x − y) dydx,
where R is the parallelogram with vertices (0;0), (1;1), (2;0) and (1;-1). (Hint: find the equations of
the sides of the parallelogram then transform.

29
(7). Let R be the disc of radius 2, centered at the origin. Calculate;
sin(x + y ) dydx.

(8). Find the volume enclosed by z = y + e , x = 0, x = 1, y = 0, y = 2.

(9). Find the volume enclosed by x = 0, y = 0, z = 0 and 3x + 2y + z = 6.
(10).Find the volume enclosed by the region above the xy plane and below: z = 9 − x − y .
Volumes can also be calculated using triple integrals. For triple integrals to represent volume,
f(x; y; z) = 1. This means that:
dzdydx gives the volume of the solid shape bounded by the given graphs.

exp −(x + y + z )
(11) Use spherical coordinates to evaluate the triple integral dV
x +y +z
Where E is the region bounded by the two spheres x + y + z = 1 and x + y + z = 36

(12) Find the volume enclosed by each set of equations

(a). z + x = 4, y + z = 4, y = 0, z = 0.
(b). y = 2 − z , y = z , z + x = 4, x = 0.
(c). z = 9 − x , z = 0, y = 1, y = 2.
(d). z = e , y = 3x, x = 2, y = 0, z = 0.
(e). y = x + z , z = x , z = 4, y = 0.
(f). x + z = 4, y + z = 4.
(g). 36x + 9y + 4z = 36.
(h). z = x + y , y = 2 − z.
(13). Show that the volume of the common region to; 𝑥 + 𝑦 = 𝑎 𝑎𝑛𝑑 𝑥 + 𝑧 = 𝑎 𝑖𝑠 . (Hint:
Express both z and y in terms of a and x then take the expressions got to be the limits of these
variables.

30
4. LINE INTEGRALS
A line integral is an integral where the function to be integrated is evaluated along a curve. The terms
path integral, curve integral, and curvilinear integral are also used in place of the line integral.

The function to be integrated may be a scalar field or a vector field. The value of the line integral is the
sum of values of the field at all points on the curve, weighted by some scalar function on the curve. This
weighting distinguishes the line integral from simpler integrals defined on intervals. Many simple
formulae in physics (for example W = F · s) have natural continuous analogs in terms of line integrals
(W = ∫C F · ds). The line integral finds the work done on an object moving through an electric or
gravitational field, for example.

4.1 SCALAR FUNCTION LINE INTEGRALS.

The scalar form of line integral is f(x, y)ds , where C is the path of interest and ds is the arc length

Element which is defined by ds = 1+ dx. comes from the equation of the path which is in
the x-y plane.

Example 1

Compute

(x − y)ds , where C is the segment from (1; 3)to (5, −2)

Solution

The parametric equations of the line joining the two points are: 𝑥 = 1 + 4𝑡, 𝑦 = 3 − 5𝑡 𝑓𝑜𝑟

0 ≤ 𝑡 ≤ 1. Now 𝑑𝑠 = + 𝑑𝑡. Therefore

5
(x − y)ds = [(1 + 4𝑡) − (3 − 5𝑡)] 3 + 4 𝑑𝑡 = √41
2

Example 2

Compute
(z + 𝑦 )ds,
C is the line segment from (3;4;0) to (1; 4; 2).

31
Solution

The parametric equations of the line joining the two points are: 𝑥 = 3 − 2𝑡, 𝑦 = 4 𝑎𝑛𝑑 𝑧 = 2𝑡

for 0 ≤ 𝑡 ≤ 1. 𝑁𝑜𝑤 = −2, = 0 𝑎𝑛𝑑 =2

Integrating:

(𝑧 + 𝑦 ) 𝑑𝑠 = (2𝑡 + 16) 2 + 0 + 2 𝑑𝑡 = √8 (2𝑡 + 16) 𝑑𝑡 = 17√8

4.2 VECTOR FUNCTION LINE INTEGRALS

Let C be a curve in which connects the two points A(a ; b ) and B(a ; b ) inthe x-y plane. Let
P(x; y) and Q(x; y) be single valued functions defined at all points on C. Subdivide C into n parts by
choosing (n − 1) points on it with coordinates: (x ; y ), (x ; y ), (x ; y ), … … … … … (x ; y ).
Call δx = x − x and δy = y − y for for k = 1, 2, 3, 4 … … … … n where (a ; b ) ≡
(x ; y ) and (a ; b ) = (x ; y ).

Suppose that points (α ; β ) are chosen so that they are situated on C between points
(x ; y ) and (x ; y ). Form the sum

[P(α ; β )δx + Q(α ; β )δx ]

The limit of such a sum as n→ ∞ in such a way that both quantities 𝛿𝑥 and 𝛿𝑦 approach zero, if it
exists, is denoted by
( ; )
[P(x; y)dx + Q(x; y)dy] = [Pdx + Qdy].
( ; )

It is this limit which is called a line integral along some curve C. The functions P and Q must be
continuous at all points on C. Line integrals are used to find quantities like work done along a curve
which is given by;

𝐅. 𝐓𝑑𝑠 and Flow across a curv 𝐅. 𝐧ds.

In the first integral, F is a force field and in the second F is a flow field. Work is done in the direction of
movement, so we integrate 𝐅. 𝐓. Flow is measured through the curve C, so we integrate 𝐅. 𝐧. Here T is
the unit tangent vector and 𝐅. 𝐧 is the force component along the curve. Similaly n is the unit vecto to
the curve. 𝐅. 𝐧 is the component of flow perpendicular to the cuve. Ds is the step along the curve. If the
vector to a point r= x𝐢 + y𝐣 then

𝐝𝐫 = 𝐓ds = dx𝐢 + dy𝐣 and work done along C is

32
 𝐅. 𝐓𝑑𝑠 = 𝐅. 𝐝𝐫 = [P𝑑𝑥 + Q𝑑𝑦]

A line integral along a curve in three dimensions is given by;

[Pdx + Qdy + Rdz],

where P, Q and R are functions in x, y and z. In vector notation this line integral is given by

(𝑃𝐢 + Q𝐣 + R𝐤) . (dx𝐢 + dy𝐣 + dz𝐤)

4.2.1 EVALUATION OF VECTOR FIELD LINE INTEGRALS

If the equation of C in the plane 𝑧 = 0 is given by y = f(x), then the line integral
P x, f(x) + Q x, f(x) f (x)dx , which is evaluated in the usual manner.

Example 1

1. Evaluate ∫(x − y)dx + (y + x)dy along:

(a) the straight line from (0,1) to (1,2)

(b) the straight lines from (0,1) to (1,1) then to (1,2)

(c) the parabola 𝑥 = 𝑡, 𝑦 = 𝑡 + 1

Solution

(a) The equation of C is 𝑦 = 𝑥 + 1. From this, 𝑑𝑦 = 𝑑𝑥 therefore

1
(𝑥 − 𝑦)𝑑𝑥 + (𝑦 + 𝑥 )𝑑𝑦 = (𝑥 − 𝑥 − 1)𝑑𝑥 + ((𝑥 + 1) + 𝑥 )𝑑𝑥 = (2𝑥 + 2𝑥)𝑑𝑥 = −
3

(b) The equations of the paths followed are 𝑦 = 1 then 𝑥 = 1.

1. This implies that for the first part, dy = 0 and for the second path dx = 0 . We therefore
substitute y = 1 and dy = 0 for the first part, and x = 1 and dx =
0 for the second part of the path in the integral ∫(x − y)dx + (y + x)dy.

For the first part of the path, the limits are values of x from 0 to 1 since y is a constant and for the
second part of the path the limits are values of y from 1 to 2 since x has constant value one (1).
Therefore;

2 7 5
(𝑥 − 𝑦)𝑑𝑥 + (𝑦 + 𝑥)𝑑𝑦 = (𝑥 − 1)𝑑𝑥 + (𝑦 − 1)𝑑𝑦 = − + = .
3 3 3

33
(c) From x = t and y = t + 1, dx = dt and dy = 2tdt. Substituting these into the integral

(x − y)dx + (y + x)dy , we have

(x − y)dx + (y + x)dy = (t − t − 1)dt + (t + 2t + 1 + t)2tdt =

5
(2t + 6t + 2t − 1)dt =
2

Example 2

2. A force F= 𝑥 𝑦𝐢 + x𝑦 𝐣 acts on a body and moves it from (0,0) to (1,1). Find the work done when the
path is:

(a) the line 𝑦 = 𝑥

(b) the curve 𝑦 = 𝑥

(c) the x-axis to the point (1,0) and the line 𝑥 = 1.

Solution

(a) when y = x, = 1 ⇒ dy = dx.

The work done is therefore 𝐅. 𝐝𝐫 = 𝑥 𝑦dx + x𝑦 dy since 𝐅 = 𝑥 𝑦𝐢 + x𝑦 𝐣 and

𝐝𝐫 = 𝐝𝐱i + 𝐝𝐲j.

Substituting x for y and dx for dy we have an integral in x only, leading to;

1
𝐅. 𝐝𝐫 = 𝑥 𝑦dx + x𝑦 dy = 𝑥 dx + 𝑥 dx =
2

(b) when 𝑦 = 𝑥 , 𝑑𝑦 = 𝑛𝑥 𝑑𝑥. Substituting these into the integral

𝐅. 𝐝𝐫 = 𝑥 𝑦dx + x𝑦 dy. makes

𝐅. 𝐝𝐫 = 𝑥 𝑦dx + x𝑦 dy = [𝑥 𝑑𝑥 + 𝑛(𝑥 )𝑥 𝑑𝑥]

1 𝑛 𝑛 + 6𝑛 + 1
(𝑥 + 𝑛𝑥 )𝑑𝑥 = + =
𝑛 + 3 3𝑛 + 1 (𝑛 + 3)(3𝑛 + 1)

34
 The limits here remain 0 and 1 because we are still moving from (0;0) to (1;1)

(c) The x-axis to the point (1,0) and the line 𝑥 = 1. Here our path has two parts whose equations are
y = 0 followed by x = 1. For the first part of the path, dy = 0 and for the second path dx = 0.
Substituting these into the integral

𝐅. 𝐝𝐫 = 𝑥 𝑦dx + x𝑦 dy gives

1 1
0 for the first part and 𝑦 𝑑𝑦 = . The sum of the two is therefore
3 3

Example 3

Evaluate

𝐅. 𝐝𝐫

for the vector field F= −4𝑥𝑦𝐢 + 8𝑦𝐣 + 2𝐤 from the origin to (2,4,1) along

𝐫 = 𝑡𝐢 + 𝑡 𝐣 + 𝑡𝐤, where 0 ≤ 𝑡 ≤ 2.

Solution

From 𝐫 = t𝐢 + t 𝐣 + t𝐤, we learn that x = t, y = t and z = t. From these equations we get

dx = 1, dy 2t and dz = . Substituting these in the integral;

𝐅. 𝐝𝐫 = −4xydx + 8ydy + 2 dz gives

1
𝐅. 𝐝𝐫 = −4xydx + 8ydy + 2 dz = (−4)(t)(t) dt + 8t (2)(t)dt + 2 dt
2

= [−4𝑡 + 16𝑡 + 1]𝑑𝑡 = 50

Exercises 4.1

(1) In each case, compute 𝐅. 𝐝𝐫

(a) C is the line segment from (2,3) to (0,3) and 𝐅 = x𝐢 − y𝐣
(b) C is a line segment from (5,0,2) to (5,3,4) and 𝐅 = z𝐢 − y𝐣 + x𝐤
(2) Evaluate ∫ 6𝑥 𝑦𝑑𝑥 + 𝑥𝑦𝑑𝑦 where C is the graph of 𝑦 = 𝑥 + 1 from (−1,0) to (1,2)

35
(3) Evaluate

( , , )
(𝑥 − 𝑦)𝑑𝑥 + (𝑦 − 𝑧)𝑑𝑦 + 𝑥𝑑𝑧
( , , )
(a) parallel to the x-axis, y-axis then then the z-axis.
(b) the straight line from (1, −2,3) 𝑡𝑜 (−4,5,2)

(𝟒) Evaluate the line integral 𝐅. 𝐝𝐫,

where F= (xy + z)𝐢 + (𝑥 𝑦 + 2)𝐣 + 𝑥𝐤, A is the point (c,c,h) and B is the point (2c, c/2, h), along
the different paths:
(a) C given by 𝑥 = 𝑐𝑢, 𝑦 = , 𝑧 = ℎ.
(b) C , given by 2𝑦 = 3𝑐 − 𝑥, 𝑧 = ℎ.

4.4 PATH INDEPENDENCE

( , )
Evaluate (6xy − y )dx + (6x y − 3xy )dy
( , )

(a) along the path (1,2) to (3,2) then to (3,4)

(b) along the path (1,2) to (1,4) then to (3,4)

(c) along the straight line joining the two points (1,2) and (3,4)

The above line integral has the same value regardless of the path followed. Vector fields like
F= (6𝑥𝑦 − 𝑦 )𝐢 + (6𝑥 𝑦 − 3𝑥𝑦 )𝐣, whose line integrals from one point to another do not depend on
the path followed but only on the starting and the terminal points are said to be path independent,
gradient or conservative. For a conservative vector field

𝐅. 𝐝𝐫 = 𝐅. 𝐝𝐫

where c and c are paths joining P and Q. Further, for closed path C, made up of paths c and −c ,

𝐅. 𝐝𝐫 = 0

That is the line integral round a closed path of a conservative vector field is zero. The circle on the
integration sign shows that the path of interest is closed. Being closed here means that the start point is
also the terminal points. This vector field F is such that 𝐅 = ∇ϕ for some function ϕ. The function ϕ is
called the potential function of the vector field F.

Path independent vector fields are important in that many of the fundamental vector fields of nature are
path independent. The curl of such vector fields is zero.

36
Example 1:
𝐢 𝐣
Show that is path independent hence find the potential.

Solution

Proving path independence is done by showing that the curl of the vector field is zero.

𝐢 𝐣 𝐤
∂ ∂ ∂
∂x ∂y ∂z =
x y
0
x +y x +y

∂ ∂ y ∂ ∂ x ∂ y ∂ x
𝐢 (0 ) − +𝐣 (0 ) − +𝐤 −
∂y ∂z x + y ∂x ∂z x + y ∂x x + y ∂y x + y

−2xy −2xy
=𝐤 − =0
(x + y ) (x + y )

Hence the vector field is path independent.

To construct the potential of such the vector field we integrate the components of the vector fields with
respect to the three variables x, y and z respectively, that is, the i component is integrated with respect to
x, the j component with respect to y and the k component with respect to z, then take the union of these
results.
𝐢 𝐣 𝐢 𝐣
The potential function of = + is therefore calculated as follows:

𝑥 1
𝑑𝑥 = ln (𝑥 + 𝑦 ) + g(y) and
𝑥 +𝑦 2

𝑦 1
𝑑𝑦 = ln (𝑥 + 𝑦 ) + f(x)
𝑥 +𝑦 2

Now f(x) = g(y) = c. Therefore the potential 𝑓 (𝑥, 𝑦) = ln (𝑥 + 𝑦 ) + c

Example 2: Show that 𝐅 = (𝑦 𝑐𝑜𝑠𝑥 + 𝑧 )𝐢 + (2𝑦𝑠𝑖𝑛𝑥 − 4)𝐣 + (3𝑥𝑧 + 2)𝐤 is conservative hence
deduce the corresponding potential.

Solution

𝐢 𝐣 𝐤
∂ ∂ ∂
=
∂x ∂y ∂z
(y cosx + z ) (2ysinx − 4) (3xz + 2)

37
 ∂ ∂ ∂ ∂
𝐢 (3xz + 2) − (2ysinx − 4) + 𝐣 (3xz + 2) − (y cosx + z )
∂y ∂z ∂x ∂z

∂ ∂
+𝐤 (2ysinx − 4) − (y cosx + z )
∂x ∂y

𝐢(0 − 0) + 𝐣(3z − 3z ) + 𝐤(2ycosx − 2ycos x) = 0

Curl= 0 therefore the field is conservative.

The potential is calculated as shown below:

From the 𝐢 component, the potential ϕ(𝑥, 𝑦, 𝑧) = (y cosx + z ) dx = y sinx + xz + f(y, z).

From the 𝐣 component, the potential ϕ(x, y, z) = (2ysinx − 4)dy = 𝑦 𝑠𝑖𝑛𝑥 − 4𝑦 + 𝑔(𝑥, 𝑧).

From the k comonent, the potential ϕ(x, y, z) = (3xz + 2)dz = x𝑧 + 2𝑧 + ℎ(𝑥, 𝑦)

Therefore the potential, which is the union of these is ϕ(x, y, z) = 𝑦 𝑠𝑖𝑛𝑥 + 𝑥𝑧 + 2𝑧 − 4𝑦 + c. Note
that there is always a general constant of integration c in the potential.

Exercise 4.2

Determine which of the following is conservative hence find the potential in that case.

(1) 𝐅 = (2xy + z )𝐢 + (2yz + x )𝐣 + (3xz + y )𝐤

(2) 𝐅 = (x 𝐢 + y 𝐣 + xz 𝐤)

(3) 𝐅 = (yzcosxy)𝐢 + (xzcosxy)𝐣 + (sinxy)𝐤

(4) 𝐅(𝐱, 𝐲) = (cos xy − xysin xy)𝐢 − (x sinxy)𝐣

(5) 𝐅(𝐱, 𝐲) = x x y + 1 𝐢 + (y x y +1 𝐉

(6) 𝐅 = ln(1 + z )𝐢 + ln(1 + x )𝐣 + xz𝐤

(7) 𝐅(𝐱, 𝐲) = (2xcosy + cosy)𝐢 + (x siny + xsiny)𝐣

(8) 𝐅 = (2xy + z )𝐢 + x 𝐣 + 3xz 𝐤

38
APPLICATION OF LINE INTEGRALS

4.1 Work of a force

A particle moving from a point P to a point Q along a curve L experiences a force ,F
which is not necessarily a potential one. What is the total work of the force?
Solution:
The elementary work is dW= F. dr . Then the total work is

𝑊= 𝑑𝑊 = 𝐅. d𝐫

4.2 Work of a gravitational force

What is the total work of the gravitational force when we move the mass m along a line
L ascending by the total height z ? The gravity acceleration is constant g (0, 0, g) .
Solution:
The gravitational force is F mg m , where the potential g r or gz .
Then the work of the gravitational force is

𝑊= 𝐅. d𝐫 = − 𝑚∇𝜙. 𝑑r = −𝑚 𝜙 − 𝜙 = −𝑚𝑔Δ𝑧

4.3 Electric force on charge distributed along a wire

Electric charge distributed along a wire is described with the help of the line charge
density

𝑑𝑞
𝜌 =
𝑑𝑙

A charged wire is placed in an electric field E E(r). What is the total force acting on
the charge? The shape of the wire is described by a curve L.
Solution:
The force acting on the elementary charge is
dF Edq E l dl .
Then the total force is calculated as

𝐹= d𝐅 = 𝐄dq = 𝐄𝜌 d 𝑙

4.4 Magnetic force on a wire with current

A wire with current I is placed in a magnetic field B B(r). What is the total force
acting on the charge? The shape of the wire is described by a curve L.
Solution:
The force acting on the current element Idr of the wire is determined by Ampere’s law
dF= [Link].B,
here and below we are working in the SI units. Then the total force is calculated as

39
𝐹= 𝑑𝐅 = I 𝑑𝐫. 𝐁

40
5. SURFACE INTEGRALS
Like line integrals, surface integrals are also divided into two parts, namely scalar field and vector field
surface integrals.

5.1 SCALAR FIELD SURFACE INTEGRALS

Scalar field surface integrals are defined by f(x, y, z)ds where f(x, y, z) is a function in three

variables and has a domain that includes a surface S, and ds is the element of are on S, that is,

ds = g + g + 1 dydx. z = g(x, y) is the surface that contains S. This double integral is called the
surface integral of f over the surface S.

Since z = g(x, y), then f(x, y, z)ds = f[x, y, g(x, y)] g + g + 1 dydx.

Which is produced after expressing z = f(x, y) and projecting S to the x-y plane.

Example 1

Evaluate the surface integral

y ds, where S is the surface 𝑧 = 𝑥 + 𝑦 for 0 ≤ 𝑥 ≤ 1 𝑎𝑛𝑑 0 ≤ 𝑦 ≤ 2.

Solution:

y ds = y 1 + (2𝑦) + 1dA = 𝑦 2 + 4𝑦 dxdy = 𝑦 2 + 4𝑦 𝑑𝑦

1 1 13
𝑢 𝑑𝑢 = 𝑢 = √2
8 12 3

41
Exercise 5.1

(1) In each case, evaluate f(x, y)dS:

(a) f(x, y) = xy and S is the part of the plane x + y + z = 1 that lies in the first octant.

(b) f(x, y) = x + y and S is the top half of the sphere x + y + z = 1.

(c) f(x, y) = xyz and S is the part of the sphere x + y + z = 1 that lies above z = x + y .

(d) f(x, y) = x and S is the cylinder x + y = 4 betweenz = 0 and z = 3.

(2) Evaluate the surface integral xdS , where S is the part of the plane 2x + 2y + z = 6

that lies in the first octant.

(3) Let S be the upper side of the plane x + y + z = 1 with x ≥ 0, and y ≥ 0. Calculate zdS.

(4) Evaluate xyzdS , where S is the triangle with vertices (1,0,0), (0,2,0)and (0,1,1).

(5) Find the mass of a thin funnel in the shape of a cone z = x + y , 1 ≤ z ≤ 4 if the density

function is f(x, y, z) = 10 − z.

5.2 VECTOR FIELD SURFACE INTEGRALS

Vector field surface integrals, which are also called flux integrals are defined by

∇ϕ ∇ϕ
𝐅. d𝐒 = 𝐅. 𝐧 ds = 𝐅. ds 𝐅. g + g + 1 dydx, where d𝐒 = 𝐧ds.
|∇ϕ| |∇ϕ|

n here is the vector that is perpendicular to the surface S and has unit modulus. We take into account the
fact that a small area on a surface has both magnitude and direction (the normal to the surface)
associated with it, so we can represent a small area as a vector. If the surface is closed, the normal is
taken to be the outward-pointing unit normal vector. If the surface is not closed, we will have to
explicitly specify geometrically one of the two possible directions of the normal n.

ds = g + g + 1 dydx, just like in scar field line integrals.

This surface integral gives the flux of F across the area S. If F is a velocity field, for example, then, the
flux is the volume of fluid passing through the surface of interest per unit time.

42
Example 1

Evaluate the Flux of 𝐅 = y𝐢 + z𝐣 + x𝐤 over the surface x = 1 out of the cube 0 ≤ x ≤ 1,

0 ≤ 𝑦 ≤ 1 𝑎𝑛𝑑 0 ≤ 𝑧 ≤ 1.

Solution: The outward unit normal to the surface is 𝐧 = 𝐢. Also the surface is parallel to the x = 0
plane, therefore ds = dydz. Hence

1
𝐅. 𝐧ds = (𝑦𝐢 + 𝑧𝐣 + 𝑥𝐤). 𝐢𝑑𝑦𝑑𝑧 = 𝑦𝑑𝑦𝑑𝑧 =
2

To get the total flux out of the cube, all the six faces are taken into account separately and the answers
are added.

Example 2

Calculate the flux of 𝐅 = x𝐢 + y𝐣 − 2z𝐤 out of the surface S of the cube

C= {(x, y, z)0 ≤ x ≤ 1, 0 ≤ y ≤ 1 and 0 ≤ z ≤ 1}.
Solution: The cube has six faces, S with x = 0, S with x = 1, S with y = 0, S with y = 1, S with z =
0, S with z = 1
The flux integral is therefore
𝐅. 𝐧𝑑𝑠 = (𝑦𝐣 − 2𝑧𝐤). (−𝐢)𝑑𝑦𝑑𝑧 + (𝐢 + 𝑦𝐣 − 2𝑧𝐤). (𝐢)𝑑𝑦𝑑𝑧

+ (𝑥𝐢 − 2𝑧𝐤). (−𝐣)𝑑𝑥𝑑𝑧 + ⋯ … … … … … . + (𝑥𝐢 + 𝑦𝐣 − 2𝑧𝐤). (𝐤)𝑑𝑥𝑑𝑦

= 0+1+0+1+0−2 = 0

Example 3

Suppose 𝐅 = 𝑦𝐢 + 𝑥𝒋 + 𝑧𝐤 and S is the boundary of the region enclosed by the paraboloid

𝑧 = 1 − 𝑥 − 𝑦 and the plane 𝑧 = 0. Calculate the flux of F over S.

Solution: On the plane 𝑧 = 0, the downward unit normal is 𝑛 = −𝐤. Therefore

𝐅. 𝐧𝑑𝑠 = (y𝐢 + x𝐣 + 0𝐤). (−𝐤)𝑑𝑠 = 0

On the paraboloid 𝑧 + 𝑥 + 𝑦 = 1 the upward unit normal is

∇(𝑧 + 𝑥 + 𝑦 ) 2𝑥𝑖 + 2𝑦𝑗 + 𝑘

𝐧= =
|∇(𝑧 + 𝑥 + 𝑦 )| 4𝑥 + 4𝑦 + 1

Hence

43
 2𝑥𝑖 + 2𝑦𝑗 + 𝑘
𝐅. 𝐧𝑑𝑠 = (y𝐢 + x𝐣 + z𝐤). . 4𝑥 + 4𝑦 + 1𝑑𝑦𝑑𝑥
4𝑥 + 4𝑦 + 1

= (2xy + 2xy + 1 − 𝑥 − 𝑦 )𝑑𝑦𝑑𝑥 = (4𝑟 sin 𝜃𝑐𝑜𝑠𝜃 + 1 − 𝑟 )𝑟𝑑𝜃𝑑𝑟

(2𝑟 sin 2𝜃 + 1 − 𝑟 )𝑟𝑑𝜃𝑑𝑟 = [−𝑟 cos 2𝜃 + 𝜃 − 𝜃𝑟 ] 𝑟𝑑𝑟

𝜋
= (−𝑟 + 2𝜋 − 2𝜋𝑟 + 𝑟 )𝑟𝑑𝑟 = 2𝜋 [𝑟 − 𝑟 ] =
2

Thus the total flux= 0 + =

If the vector field F is a flow field then the flux

𝐅. 𝐧ds

is the volume of the fluid passing through S per unit time.

Exercise 5.2

(1) In the following problems, compute the flux integral of the given field through the given surface:

(a) 𝐅 = −𝑦𝐢 + 𝑥𝐣 and S is the square plate in the y-z plane with corners at (0,1,1), (0,-1,1), (0,1,-1) and
(0,-1,-1) 0riated in the positive x-direction.

(b) 𝐅 = 𝑧𝐣 + z𝐤 represents the flow of a liquid. S is part of the plane 𝑧 = 6 − 3𝑥 − 2𝑦 in the first
octant.

(c) 𝐅 = −𝐢 + 2𝐣 + 𝐤 and S is the cube with sides of length 2, faces parallel to the coordinate planes, and
centered at the origin.

(2) Evaluate the surface integral of the vector field F = 3x2i − 2yxj + 8k over the surface S that is the
graph of z = 2x − y over the rectangle 0 ≤ x ≤ 2 and 0 ≤ y ≤ 2.

(3) Let S be the triangle with vertices (1, 0, 0), (0, 2, 0), and (0, 1, 1), and let F = xyz(i + j). Calculate the

surface integral 𝐅. d𝐒.

(4)

Evaluate the surface integral 𝐅. 𝐧dS, where 𝐅(𝐱, 𝐲, 𝐳) = 𝐢 + 𝐣 + z(x + y ) 𝐤 and S is

44
 the surface of the cylinder 𝑥 + 𝑦 ≤ 1,0 ≤ 𝑧 ≤ 1, including the sides and both lids.

(5) The equations z = 12, x + 𝑦 ≤ 25 describe a disk of radius 5 lying in the plane z = 12. Suppose
that F is the position vector field F(x, y, z) = xi + yj + zk, compute

𝐅. 𝐧dS.

APPLICATION OF SURFACE INTEGRALS

5.1 Centre of mass of a surface

If a thin sheet of material has the shape of a surface S and the density at (x,y,z) is f(x, y, z), then, the

total mass of the sheet is m = f (𝑥, 𝑦, 𝑧)dS and the centre of mass is (x, y, z), where

1 1 1
x= xf(x, y, z)dS , y= yf(x, y, z)dS , z = zf(x, y, z)dS.
m m m

5.2 Volumetric flow rate (discharge) of a fluid.

We have a uniform flow of a fluid with velocity 𝑈 in a tube with cross-sectional area 𝑆 ,How much
fluid comes into the tank per unit time?
Solution:
The amount of the fluid coming into the tank is determined by the volume of the cylinder
with the tube cross-section at the bottom, 𝑆 , and the height 𝑈 dt, hence 𝑑𝑉 = 𝑆 𝑈 𝑑𝑡, which
determines the volumetric flow rate

𝑑𝑉
=𝑆 𝑈 .
𝑑𝑡

In the case of an arbitrary surface and an arbitrary flow u u(r,t) we can divide the
surface area into elements dS 𝒏 dS , where 𝐧 is the normal unit vector. Then the elementary fluid
volume passing dS per unit time is determined by the local velocity of the flow u u(r,t)

𝑑𝑉
(𝑑𝑉) = (𝐮𝑑𝑡). 𝑑𝐒 or = 𝑢. 𝑑𝐒.
𝑑𝑡

The total discharge (the volume of the fluid passing through 𝑆 per unit time) is

𝑑𝑉
= 𝐮. 𝑑𝐒.
𝑑𝑡

45
If the surface 𝑆 is closed, then Eq. the equation above specifies the discharge of the fluid going out of
the volume enveloped by 𝑆 , since conventionally the normal unit vector 𝐧points out .
This holds even if locally the fluid flows into the volume, because in that case u.d𝐒𝟎 < 0.

5.3 Mass flux in fluid mechanics.

We have an arbitrary surface 𝑆 and an arbitrary flow u u(r,t). What is the mass flux
through 𝑆 (how much mass passes 𝑆 per unit time)?
Solution:
We cut 𝑆 into small surface elements dS. Fluid volume passing through a surface element ds per unit
time is determined by the elementary discharge. Then the elementary mass flux is determined by the
volume (𝑑𝑉 ) and the fluid density 𝜌 (𝑑𝑀) = 𝜌(𝑑𝑉 ) = 𝜌𝐮𝑑𝑡. 𝑑𝐒 or = 𝜌𝐮. 𝑑𝐒 and the
total mass flux is

𝑑𝑀
= 𝜌𝐮. 𝑑𝐒
𝑑𝑡

Similar calculations may be performed for the momentum and energy fluxes.

5.4 Electric current.

How can we find the electric current through a surface 𝑆 if we know charge distribution
𝜌 = 𝜌 (r,t) and the microscopic motion of charged particles u = u(r,t).

Solution:
By definition, electric current I through 𝑆 is charge passing the surface per unit time I= . We

start with the simplest case of the current produced by particles of one
type. Similar to the mass flux in fluid mechanics, the charge passing the elementary surface ds per unit
time is determined by the particles inside the elementary volume (𝑑𝑉) , that is,

(𝑑𝑞) = 𝜌 (𝑑𝑉 ) = 𝜌 𝐮dt. d𝐒 and (𝑑𝐼 ) = = 𝜌 𝐮. d𝐒. Then we calculate the total current
as

𝑑𝑞
𝐼= 𝜌 𝐮. 𝑑𝐒
𝑑𝑡

The above calculations are used to define the current density j(r,t) :

(𝑑𝐼) ≡ 𝐣. 𝑑𝐒, or I = 𝐣. 𝑑𝐒

which relates the current density to the microscopic parameters 𝐣 = 𝜌 𝐮.

46
Now let us consider the general case of different types of particles contributing to the
current, as it takes place in plasma or an electrolyte. In that case the charge density is
determined by different particles

dq 1
ρ = = 𝑑𝑞 = 𝜌 , and the elementary current is
dV dV
dq 𝑑𝑞
(𝐼) = 𝐣. 𝑑𝐒 = = = 𝜌 𝐮𝐢 . d𝐒 which reduces to the formula forthe current
dt 𝑑𝑡

density j = 𝜌 𝐮𝐢

5.5 Heat flux due to thermal conduction.

Suppose that we have two adjacent gas volumes at equal uniform pressure and different
temperatures, 𝑇 >𝑇 If we put the volumes into contact, then after some time the gas
temperature will be uniform and equal some intermediate value T * with T >T *> T .
The temperature variation imply that energy has been redistributed, though we had no
hydrodynamic motion (pressure was constant and there was no force, which could make
the gas move). In that case the energy was redistributed by use of random thermal motion
of gas particles. Physical processes related to the random motion are called transport
processes. The most important transport processes are thermal conduction, diffusion and
viscosity. In this example we consider heat flux due to thermal conduction. How much heat H
(thermal energy) passes through a surface 𝑆 because of thermal conduction if
the temperature field is T= T(r,t)?

Solution:
First we consider heat flux through the elementary surface dS. In order to describe the
heat flux we introduce the flux density similar to the current density as
𝑑𝐻
≡ 𝒋 . 𝑑𝑺
𝑑𝑡

It has been obtained experimentally that the flux density is proportional to the temperature gradient

𝒋 = −𝜅∇𝑇;

equation is known as Fick’s law. The minus sign comes because heat
is transferred from the regions of larger temperature to the cold regions. The factor is
called the coefficient of thermal conduction. Then the elementary heat flux is

𝑑𝐻
≡ −𝜅∇𝑇. 𝑑𝑺,
𝑑𝑡

and the total flux is

47
 𝑑𝐻
= 𝒋 . 𝑑𝑺 = − 𝜅∇𝑇. 𝑑𝑺.
𝑑𝑡

5.6 Diffusion.
Another example of a transport process is diffusion. Suppose that we have a large volume filled by a gas
a in mechanic equilibrium. Besides, somewhere in the volume we have a little amount of gas b, which
does not disturb the equilibrium (for example, particles of smoke or perfume in the air). The amount of
gas may be described by concentration c= c(r,t) , which is the number of particles b in elementary
volume
𝑑𝑉
𝑐= .
𝑑𝑁
How can we describe flux of gas through a surface due to thermal motion?

b S0

6 INTEGRAL THEOREMS
These provide other ways of calculating line and surface integrals.

6.1 GREEN’S THEOREM

Let C be a piecewise smooth simple closed curve in the x-y plane and let R denote the closed region
enclosed by C. Suppose P, Q, 𝑎𝑛𝑑 are real valued continuous functions in an open set containing
R. Then Green’s Theorem in the plane states that

48
 𝜕𝑄 𝜕𝑃
(𝑃𝑑𝑥 + 𝑄𝑑𝑦) = − 𝑑𝑦𝑑𝑥
𝜕𝑥 𝜕𝑦

Where the line integral is taken around C in the counterclockwise direction.

Example 1

Verify Green’s Theorem given that 𝐅 = (2𝑥𝑦 − 𝑥 )𝐢 + (𝑥 + 𝑦 )𝐣 and C is the closed curve of the
region 𝑦 = 𝑥 𝑎𝑛𝑑 𝑦 = 𝑥.

Solution: To evaluate the integral by direct integration we start with the curve 𝑦 = 𝑥 from 𝑥 = 0 to
𝑥 = 1 then along the curve 𝑦 = √𝑥 from 𝑥 = 1 to 𝑥 = 0. We then add the two values.

By the theorem

𝜕𝑄 𝜕𝑃 √ 1
− 𝑑𝑦𝑑𝑥 = (1 − 2𝑥)𝑑𝑦𝑑𝑥 = (1 − 2𝑥)𝑑𝑦𝑑𝑥 =
𝜕𝑥 𝜕𝑦 30

Exercise 6.1

(1) Use Green’s theorem to evaluate

(2𝑥𝑦 − 𝑥 )𝑑𝑥 + (𝑥 + 𝑦 )𝑑𝑦,

where C is the closed curve of the region bounded by 𝑥 + 𝑦 ≤ 4.

(2) Verify Green’s theorem for 𝐅 = 𝑥𝑦𝐢 − 𝑥 𝑦𝐣 and C is part of the parabola 𝑦 = 1 − 𝑥 in the first
quadrant with 𝑥 = 0 𝑎𝑛𝑑 𝑦 = 0 as other boundaries.

6.2 STOKES’ THEOREM

Let S be an oriented surface with positively oriented boundary curve C, and let F be a vector field
defined on S. Then

(∇X𝐅). 𝐧 ds = 𝐅. 𝐝𝐫

In other words, Stokes’ theorem is Green’s theorem in space.

Example 1

Let S be part of the cylinder 𝑧 = 1 − x for 0 ≤ x ≤ 1, −2 ≤ y ≤ 2. Verify Stokes theorem if

𝐅 = xy𝐢 + yz𝐣 + xz𝐤

Solution:

49
 The line integral is given by

xydx + yzdy + xzdz = 2xdx + x(1 − x )(−2x)dx + ydy

+ −2xdx + x(1 − x )(−2x)dx + 0 dy = −2

The surface integral is given by the following:

Curl of 𝐅 = −y𝐢 − z𝐣 − x𝐤

g(x, y, z) = 𝑧 + 𝑥 − 1
∇ 𝐢 𝒌
The unit normal to this surface is 𝐧 = |∇ | =
√

The limits of integration come from the projection of the surface in the x-y plane which is the region
enclosed by x = 0, x = 1, y = −2 and y = 2. ds= (2𝑥 ) + 1𝑑𝐴. Therefore

𝐅. 𝐝𝐫 = Curl 𝐅. 𝐧ds = (−2𝑥𝑦 − 𝑥)𝑑𝑦𝑑𝑥 = −2

Example 2
Let S be the part of the graph 𝑧 = 9 − 𝑥 − 𝑦 where 𝑧 ≥ 0 and let C′ be the trace of C in the x-y plane.
Use Stokes theorem to find the line integral if 𝐅 = 3𝑧𝐢 + 4𝑥𝐣 + 2𝑦𝐤.

Solution

2𝑥𝐢 + 2𝑦𝐣 + 𝒌
𝐧=
4𝑥 + 4𝑦 + 1

Curl of F= 2𝐢 + 3𝐣 + 4𝐤. Therefore

2𝑥𝐢 + 2𝑦𝐣 + 𝒌
𝐅. 𝐝𝐫 = (2𝐢 + 3𝐣 + 4𝐤). ds
4𝑥 + 4𝑦 + 1

But 𝑑𝑠 = 4𝑥 + 4𝑦 + 1𝑑𝐴. Therefore

2𝑥𝐢 + 2𝑦𝐣 + 𝒌
𝐅. 𝐝𝐫 = (2𝐢 + 3𝐣 + 4𝐤). . 4𝑥 + 4𝑦 + 1𝑑𝐴 =
4𝑥 + 4𝑦 + 1

Now R is in the x-y plane and has equation 0 = 9 − 𝑥 − 𝑦 which implies that 𝑥 + 𝑦 = 9. Using
polar coordinates 𝑥 = 𝑟𝑐𝑜𝑠𝜃 𝑎𝑛𝑑 𝑦 = 𝑟𝑠𝑖𝑛𝜃. The Jacobian of the transformation is r. Therefore

50
 𝐅. 𝐝𝐫 = (4𝑥 + 6𝑦 + 4)𝑑𝑦𝑑𝑥 = (4𝑟𝑐𝑜𝑠𝜃 + 6𝑟𝑠𝑖𝑛𝜃 + 4)𝑟𝑑𝑟𝑑𝜃

= [𝑟 (4𝑐𝑜𝑠𝜃 + 6𝑠𝑖𝑛𝜃 ) + 4𝑟]𝑑𝑟𝑑𝜃 = 36𝜋

Exercise 6.2

Verify tokes’ theorem in each case:

(1) 𝐅 = 𝑦 𝐢 + 𝑧 𝐣 + 𝑥 𝐤, S is the 1 octant portion of the plane 𝑥 + 𝑦 + 𝑧 = 1.

(2) 𝐅 = 𝑥𝑦 𝐢 + 𝑦𝑧 𝐣 + 𝑧𝑥 𝐤, use Stokes to evaluate

Curl 𝐅. 𝐧 ds,

where S is the triangle with vertices (1,0,0), (0,2,0) and (0,0,3).

(3) Suppose S is that part of the plane 𝑥 + 𝑦 + 𝑧 = 1 in the first octant, oriented with the upward-
pointing normal, and let C be its boundary, oriented counter-clockwise when viewed from above. If
𝐅 = (x − 𝑦 )𝐢 + (y − 𝑧 )𝐣 + (z − 𝑥 )𝐤:
(4) 𝐅 = 𝑥 𝐢 + 𝑦 𝐣 + 𝑧 𝐤, S is the part of the cone (𝑥 + 𝑦 ) cut- off by the plane 𝑧 = 1

(5) 𝐅 = 2𝑦𝐢 − 𝑧𝐣 + 3𝐤. S is the part of the paraboloid 𝑧 = 4 − 𝑥 − 𝑦 which lies inside the cylinder
𝑥 + 𝑦 =1 (requires use of polar coordinates).

(6) A particle moves under the influence of the force field 𝐅(𝐱, 𝐲, 𝐳) = 𝑧 𝐢 + 𝑦 𝐣 + 𝑥𝐤 around the edges
of the rectangle with vertices (0, 0, 0), (1, 0, 0), (1, 2, 2) and (0, 2, 2), oriented counterclockwise as
one looks down to the plane 𝑦 = 𝑧 that contains the rectangle.

6.3 THE DIVERGENCE THEOREM

Let 𝐅(x, y, z) = P(x, y, z)𝐢 + Q(x, y, z)𝐣 + R(x, y, z)𝐤 be a vector field for which P, Q and R, are
continuous and have continuous first derivatives in a region that contains a surface S, which joins the
boundary of a closed and bounded region D in space. Then

∂P ∂Q ∂R
(𝐅. 𝐧)ds = div𝐅. dv = + + dydx
∂x ∂y ∂z

The formula is used to evaluate flux by using a single triple integral (volume integral) instead of using
several double integrals (surface integrals).

Example 1

51
Find the flux of 𝐅 = 𝑥𝑦𝐢 + 𝑧𝑦 𝐣 + 𝑧 𝐤 out of the unit cube, 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1 and 0 ≤ 𝑧 ≤ 1. Use
the fact that the flux out of the cube is the sum of the fluxes out of the sides (faces). Verify the
Divergence theorem by evaluating both sides of the Divergence theorem.

Solution

The flux through the surfaces is given by

0𝑑𝑦𝑑𝑧 + 𝑦𝑑𝑦𝑑𝑧 + 0𝑑𝑧𝑑𝑥 + 𝑧𝑑𝑧𝑑𝑥 + 0𝑑𝑦𝑑𝑥 + 𝑑𝑦𝑑𝑥

1 1
𝑑𝑥 + 𝑑𝑥 + 𝑑𝑥 = 2
2 2

By using the Divergence of F

Divergence of 𝐅 = + + = 𝑦 + 2𝑦𝑧 + 3𝑧 . Therefore

(𝐅. 𝐧)𝑑𝑠 = (𝑦 + 2𝑦𝑧 + 3𝑧 )dv = (𝑦 + 2𝑦𝑧 + 3𝑧 ) 𝑑𝑧𝑑𝑦𝑑𝑥 = 2

Exercise 6.3

Verify the divergence theorem in each case:

(1) Let D be the region bounded by the unit cube defined by 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1 and 0 ≤ 𝑧 ≤ 1, and
𝐅 = xy𝐢 + yz𝐣 + xz𝐤.

(2) 𝐅 = x 𝐢 + 2yz𝐣 + 4z 𝒌 and S is the parallelepiped defined by 0 ≤ x ≤ 1, 0 ≤ y ≤ 2 and 0 ≤ z ≤ 3

(3) F= xy𝐢 + zy 𝐣 + z 𝐤 . and S is the unit cube 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1 and 0 ≤ z ≤ 1.

(4) 𝐅(𝐱, 𝐲, 𝐳) = x𝐢 + 𝑦𝐣 + 𝑧𝐤 and S is the part of the plane 6x + 2y + 3z = 6 that lies in the first octant.

7. FUNCTIONS OF COMPLEX VARIABLES

Let S denote a non-empty set of points in the complex z-plane. If there exists a rule f which assigns to
each value z = x + iy belonging to S, one and only one complex number w = u + iv, then this
correspondence is called a function or mapping of the point z to the point w and it is denoted
w = f(z) = f(x + iy) = u + iv = u(x, y) + iv(x, y) The set S is to be understood to represent some
region of the z-plane where the term function denotes a single-valued function. The set S is referred to
as the domain of the definition of the function. The following are example of complex functions :

(a) f(z) = (x + iy) + iy

(b) g(z) = xsiny + 2icos2y

52
(c) h(z) = + ixy

(d) w = f(z) = z + 3z

(e) φ(z) = z + sinz

(f) f(z) = e

7.1 COMPLEX TRIGONOMETRIC FUNCTIONS

The Maclaurin series expansion of e where x is a real number and i is √−1 is given by

(ix) (ix) (ix) (ix) (ix) (ix) (ix) (ix) (ix) (ix)
e = (ix) + + + + + + + + + + …
1! 2! 3! 4! 5! 6! 7! 8! 9! 10!

=e = 1− !
− !
− !
+ !
− !
+⋯ +i x− !
+ !
− !
+ !
− !
+⋯ .

It can be noticed that the expressions in brackets are the Maclaurin expansions of Cos(x) and Sin(x)
respectively. It therefore follows that e = cosx + isinx. From this, it can be deduced that

e = cosx − isinx

It follows from these two that cosx = and sinx = .

cos z = = cos x coshy − isin x sinh y

sin z = = sin x coshy + icos x sinh y

7.2 COMPLEX HYPERBOLIC FUNCTIONS

cosh(z) = (e + e )

sinh(z) = (e − e )

It follows that cosh(iz) = = cosz and sinh(iz) = = isinz

Exercise 7.1

(1) Find f(3+i) and f(−i) where f is given as

(a) f(z) = z + 2z

(b) f(z) =

53
(c) f(z) = e

(d) f(z) = lnz

(2) Find the real and imaginary parts of the following functions, if z = x + iy:

(a) f(z) = 2z − 2z

(b) f(z) =

(c) f(z) = e

7.3 LIMITS AND CONTINUITY AND DIFFERENTIABILITY

An open neighborhood of the point 𝑧 ∈ ℂ is a set of points 𝑧 ∈ ℂ such that

|𝑧 − 𝑧 | < 𝛿, for some 𝜀 > 0.

Let f be a function of a complex variable z, defined in a neighborhood of 𝑧 = 𝑧 , except maybe at

𝑧 = 𝑧 . We say that f has the limit 𝑤 as z goes to i.e. that lim f(𝑧) = 𝑤 , if for every 𝜀 > 0, one
→
can find 𝛿 > 0, such that for all 𝑧 ∈ 𝐷, |𝑧 − 𝑧 | < 𝛿 =>|𝑓(𝑧) − 𝑤 | < 𝜀. Thus, f(z) is said is said to
have a limit 𝑤 as z approaches 𝑧 , if given any 𝜀 > 0, there exists a 𝛿 > 0, such that

|𝑓(𝑧) − 𝑤 | < 𝜀 whenever 0< |𝑧 − 𝑧 | < 𝛿.

Example 1

Show that lim (2z + 3) = 5 − 2i

→

Solution: lim (2z + 3) = 2(1 − i) + 3 = 2 − 2i + 3 = 5 − 2i

→

Exercise 7.2

(1) Find lim

→

(2) Find lim

→

A function f(z) is continuous at a point 𝑧 = 𝑧 if:

(i) f(z) is defined at 𝑧 = 𝑧 .

(ii) lim f(z) exists

54
(iii) lim f(z) = f(z )

Exercise 7.3

Discuss the continuity of the following functions at 𝑧 = 0

(a) f(z) = | |

0 z=0
(b) f(z) = z ≠ 0.
| |

A function f(z) is differentiable if:

f(z + δz) − f(z)

lim
δz

Exercise 7.4

(1)Discuss the differentiability of the following functions at 𝑧 = 0

(a) 𝑓(𝑧) = 𝑧̅

(b) 𝑓(𝑧) = 𝑧

(2) Find the derivative of each of the following:

(a)

(b) (𝑧 + 9𝑧 − 7)

7.4 ANALYTICITY/HOLOMORPHICITY
A function f(z) is analytic or holomorphic at 𝑧 = 𝑧 if f(z) is differentiable not only at 𝑧 = 𝑧 but also in
the neighborhood of 𝑧 = 𝑧 . In other words, f(z) is analytic if and only if there exists a neighborhood
N(𝑧 ; ∈), ∈> 0, such that 𝑓′(z) exists for all 𝑧 ∈ N(𝑧 ; ∈. A function that is analytic at every point in the
complex plane is said to be entire. The Cauchy-Riemann equations are a necessary and sufficient
condition for the analyticity of a complex function. For a complex-valued function
f(x, y) = u(x, y) + iv(x, y), the Cauchy-Riemann equations are: u = v and u = −v . These are a
result of differentiating the complex-valued function from the definition with respect to x then with
respect to y and finally equating real and imaginary parts.

55
Exercise 7.5

(1) Verify that each of the following functions is holomorphic wherever it is defined.

(a) f(z) = sin z −

(b) g(z)= 𝑒 −𝑧

(c) h(z) =

(d) k(z)= 𝑧(tan 𝑧 + 𝑧)

2. Verify that each of these functions is not holomorphic:

(a) 𝑓 (𝑧) = |𝑧| − |𝑧|

̅
(b) g(z)=

(c) ℎ(𝑧) = 𝑧(𝑧̅ − 𝑧)

(d) z(sinz)(cosz)

[Link] that f(z)= 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) is holomorphic. Find v(x,y) given that u(x,y)

(a) 𝑥 − 𝑦

(𝑏) coshysinx

(c) 2𝑥 + 𝑥 + 1 − 2𝑦

(d)

7.5 HARMONIC FUNCTIONS

If f(z)= u(x, y) + iv(x, y) is analytic in a region R, then both u(x,y) and v(x,y) satisfy the laplace -
equation 𝑢 + 𝑢 = 0 or 𝑣 + 𝑣 = 0. A function that satisfies the laplace-equation is said to be
harmonic. The functions u(x,y) and v(x,y) of an analytic function are harmonic conjugates of each other.
Given a harmonic function u(x,y), one can use the Cauchy-Riemann equations to find its harmonic
conjugate v(x,y) and vice-versa.

Exercise 7.6

Determine which of the following is harmonic and which is not.

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(1) 2xy

(2) e cosy + xy

(3) 3x + 4y − 3y

(4) e

(5) 3e cosy

7.6 COMPLEX INTEGRALS

If f(z) is a single-valued continuous function in some region R, in the complex plane then we define the
complex integral of f(z) along a path C in R as

f(z)dz = (u + iv)(dx + idy) = (udx − vdy) + i (vdx + udy)

Complex integrals are defined in terms of line integrals over paths in the complex plane and not in terms
of area like real integrals.

Example 1

Evaluate

zdz where C is

(i) the path from z = 1 + i to z = 3 + 3i through (3; 1).

(ii) the straight line path from z = 1 + i to z = 3 + 3i

Solution

(i) Along the line 𝑦 = 1 the equation of the path is z = x + i, implying that u = x and v = 1.

Also dy = 0

Therefore ∫ (udx − vdy) + i ∫ (vdx + udy)

= xdx + i dx = 4 + 2i

Along the line 𝑥 = 3 the equation of the path is z = 3 + iy, implying that u = 3 and v = y.

Also dx = 0

Therefore ∫ (udx − vdy) + i ∫ (vdx + udy)

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 = −ydy + i 3dy = −4 + 6i

Therefore total integral is 4 + 2i − 4 + 6i = 8i

(ii) the straight line path from z = 1 + i to z = 3 + 3i, the equation of the line is y = x implying

z = x + ix. Hence 𝑑y = dx. Therefore ∫ (udx − vdy) + i ∫ (vdx + udy) =

(xdx − xdx) + i (xdx + xdx) + i 2xdx = 8i

Exercise 7.7

(1) Obtain the integral ∫ 𝑧𝑑𝑧 along the straight-line paths

(a) from z = 2 + 2i to z = 5 + 2i

(b) from z = 5 + 2i to z = 5 + 5i

(c) from z = 2 + 2i to z = 5 + 5i

(2) Find

(𝑧 + 𝑧) 𝑑𝑧

where C is the part of the unit circle going anti-clockwise from the point z = 1

to the point z = i.

(3) Find

f(z)dz

where C is the circle |𝑧 − 𝑧 | = 𝑟 for cases

(a) f(z) = , z = 1 (b) f(z) = ( )

, z = 1 (c) f(z) = , z = 1+i

7.7 CAUCHY’S INTEGRAL THEOREM

Let C be a simple closed curve. If f(z) is analytic within the region bounded by C as well as on C, then
we have Cauchy’s theorem that;

𝑓(𝑧)𝑑𝑧 = 𝑓(𝑧)𝑑𝑧 = 0

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7.8 PATH INDEPENDENCE
If f(z)dz = f(z)dz , where c and c are two contours in a domain 𝔻 with the same

initial and final points, and f(z) is piecewise continuous inside 𝔻, then, f(z) is analytic inside 𝔻.
The equation above is equivalent to f(z)dz = 0. If this holds, then,

f(z)dz = F(z ) − F(z )

7.9 COMPLEX SERIES

The Maclaurin series of
f (0)𝑥 f ′(0)𝑥 f (0)𝑥
f(x) = f(0) + f (0)x + + + +⋯…
2! 3! 4!
Let f(z) be analytic inside and on a circle having its center at 𝑧 = 𝑎. Then for all points z in the circle we
have the Taylor series representation of f(z) given by:

f (a) f (a) f (a)

f(z) = f(a) + f (a)(z − a) + (𝑧 − 𝑎) + (𝑧 − 𝑎) + (𝑧 − 𝑎) + ⋯ …
2! 3! 4!
Examples

(1) 𝑒 = ∑ !
(2) sinz = ∑ (−1) ( )!
(3) sinhz = ∑ ( )!

7.9.1 LAURENT SERIES

Consider the function

1 1 1
f(𝑧) = = +
𝑧(1 − 𝑧) 1 − 𝑧 𝑧

by partial fractions. The function has singularities at z = 0 and z = 1. For |𝑧| < 1, we can expand as
a geometric series and hence for 0< |𝑧| < 1 we have the expansion

f(z) = + 1 + 𝑧 + 𝑧 + 𝑧 + 𝑧 + 𝑧 + ⋯.. In a similar manner, the expansion of f(z) in powers 𝑧 − 1

valid for 0< |𝑧 − 1| < 1, can be found. Writing 𝑤 = 𝑧 − 1, 𝑡ℎ𝑎𝑡 𝑖𝑠 𝑧 = 𝑤 + 1 makes

f(z) = − + = − + 1 − 𝑤 + 𝑤 − 𝑤 … for 0< |𝑤| < 1

1
=− + 1 − (𝑧 − 1) + (𝑧 − 1) − (𝑧 − 1) + ⋯
𝑧−1

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= −(𝑧 − 1) + 1 − (𝑧 − 1) + (𝑧 − 1) − (𝑧 − 1) + ⋯. It is these expansions that involve both
positive and negative powers, which are called Laurent’s series. They are generally valid in an annular
region of a singularity.

To find Laurent’s series expansion of a function, we use the standard and modified geometric series
which are:

⎧ 𝑧 , |𝑧| < 1 ,
1 ⎪
=
1−𝑧 ⎨ 1
⎪− , |𝑧| > 1.
⎩ 𝑧

The function 𝑓(𝑧) = is analytic everywhere except at 𝑧 = 1. The expansion above is for the two
regions, the inside and the outside of the circle centre origin and radius 1.

Example

Determine the Laurent series for f(z) = that is valid for (i) {𝑧: |𝑧| < 5} and {𝑧: |𝑧| > 5}

Solution: We manipulate this so that it takes the form of the standard and modified geometric series.

1 1 1 1 −𝑧 (−1) 𝑧
f(z) = = 𝑧 = = = |𝑧| < 5
z+5 5 1+ 𝑧 5 5 5
5 5 1− −
5

1 1 1 1 −5 (−1) 5
f(z) = = = = =− |𝑧| > 5
z+5 𝑧 1+ 5 5 𝑧 𝑧 𝑧
𝑧 𝑧 1− −𝑧

Exercise 7.8

(1) Determine the Laurent series for 𝑓 (𝑧) = ( )

valid in the region {𝑧: |𝑧| < 5}.

(2) Determine the Laurent series for 𝑓(𝑧) = ( )

valid in the region {𝑧: 1 < |𝑧 − 1| < 3}.

(3) Determine the Laurent series for 𝑓(𝑧) = .

(4) Find a Laurent series for centred at 𝑧 = 1 and specify the region in which it converges.
( )( )

7.9.2 Laurent’s Expansion Theorem

Let C and C be two circles each with centre z ∈ ℂ and radii r and r , r < r . Suppose that f(z) is
analytic in the annular region {z: r < |z − z | < r }, then

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f(z) = ∑ a (z − z ) + ∑ , where
( )

1 f(z)dz 1 f(z)dz
a = and b = .
2πi (z − z ) 2πi (z − z )

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