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Vector Functions

The document discusses vector-valued functions, their definitions, operations, limits, continuity, differentiation, and integration. It includes examples of evaluating, sketching, and analyzing vector functions, as well as their applications in motion and arc length. Key concepts such as tangent vectors, smooth curves, and unit vectors are also covered.
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© All Rights Reserved
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0% found this document useful (0 votes)
3 views235 pages

Vector Functions

The document discusses vector-valued functions, their definitions, operations, limits, continuity, differentiation, and integration. It includes examples of evaluating, sketching, and analyzing vector functions, as well as their applications in motion and arc length. Key concepts such as tangent vectors, smooth curves, and unit vectors are also covered.
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Vector Functions

We plan to study vector-valued functions (vector functions) by evaluating,


sketching some graphs, taking some limits, and most importantly exploring the
notion of continuity of a vector function.
Definition (Vector-Valued Function)
A vector-valued function of a real variable with domain assigns to
each number in the set a unique vector . The set of all vectors of the
form for in is the range of . In three dimensions vector functions can
be expressed in the form,

where are real-valued functions of the real variable defined on the


domain set . A vector function may also be denoted by
Unless stated otherwise, the domain of a vector
function is the intersection of the domains of the component functions
and
Vector functions are useful for tracing out graphs of curves and for describing
motion along a path. Often the variable represents time and since each
represents a vector, we have a position at time That is to say, given a
time value of we have a vector which represents a
point where and In this manner, we use
arrowheads on the curve to indicate the curve's orientation by pointing in the
direction of increasing values of
Example (Evaluate a Vector Function)
If then the component functions are
and
where The domain of is the interval [0,3) since
requires and requires We can evaluate the vector function at
as follows:

Sketching the graphs of vector functions can be challenging. The idea is to


give the illusion of a three-dimensional drawing on a two-dimensional piece of
paper.
Example (Sketch a Vector-Valued Function)
Sketch the graph of the vector-valued function

Solution. The graph is the set of all points with


and The graph is a line that passes through (when ) and

1
(when ).

Example (Sketch a Vector-Valued Function)


Sketch the graph of the vector-valued function

Solution. The graph is the set of all points with


and The graph is a circular helix that lies on the surface of the cylinder
with equation The cylinder is centered at (0,0) in
the -plane.

Example (Sketch a Vector-Valued Function)


Sketch the graph of the vector-valued function

Solution. The graph is the set of all points with The


curve has the shape of a parabola and passes through the points (when
) and when which is the vertex.

2
Example (Domain of a Vector-Valued Function)
Find the domain of the vector-valued function given by

Solution. The domain is , since demands that The graph is all


with and To help sketch a graph we can

eliminate by using and then . Solving for ,


which can be used to help make a 3-D graph.

Example (Find a Vector-Valued Function)


Find a vector-valued function whose graph is the curve of intersection

of the hemisphere and the parabolic cylinder .


Solution. One way to accomplish the task is by letting Then and

Therefore a value-valued function for this

intersection is which has the following graph.

3
Example (Find a Vector-Valued Function)
Find a vector-valued function whose graph is the curve of intersection of
the plane and the plane
Solution. One way to accomplish the task is by letting Then to find relations
for and we will solve the system

Eliminating we have, and so Solving the first for we find

Therefore a vector-valued function for this intersection is

4
which has the following graph.

Operations with Vector Functions


The following operations give rise to new vector-functions using component-
wise operations on vectors.
Definition (Operations with Vector-Valued Functions) Let and be vector-
valued functions of the real variable , and let be a real-valued function. Then
and are defined as follows:

These operations are defined on the intersection of the domain of the vector-
valued and real-valued functions that occur in the definitions, respectively.
Example (Operations with Vector-Valued Functions)

Given and
find the vector function
Solution. We have

5
Example (Operations with Vector-Valued Functions)
Given the vector-valued functions

find
Solution. We have,

Example (Operations with Vector-Valued Functions)


Given the vector-valued functions

find

Solution. We have,

Limits and Continuity of Vector Functions


The idea is now to extend the notion of a limit of a function and continuity of a
function to vector functions by capitalizing on the linearity properties of vector
functions.
Definition (Limit of Vector-Valued Functions)
Suppose the components function , , and of the vector-valued
function

all have finite limits as , where is any real number or . Then the limit
of as is the vector

6
Notice that if the limit of a vector function exists then it is a vector, (and not a
scalar function).
Proposition (Limits of Vector-Valued Functions)
If the vector-valued functions and are functions of a real variable and
is a real-valued function such that all three functions have finite limits as
, then

These limit formulas are also valid when provided all limits are finite.
Example (Limits of Vector-Valued Functions)

Given and find


Solution. We have,

Example (Limits of Vector-Valued Functions)


Given and find
Solution. We have,

Definition (Continuity of Vector-Valued Functions) A vector-valued function is


continuous at means is in the domain of and . Further, a
vector function is continuous on an interval if it is continuous at every point in
the interval.
Example (Continuity of Vector-Valued Functions)
Determine where the vector-valued function

is continuous.
Solution. The function is continuous for all real numbers in its domain which is

Example (Continuity of Vector-Valued Functions)


Determine where the vector-valued function

where is continuous.

7
Solution. The function is continuous for all real numbers in its domain which is
because

and

for all real numbers such that

Graphs of Vector Functions


Here are some examples of graphs of some vector functions ("space curves").
For each example we state a domain, show a space curve representing the
vector functions and we show another graph which demostrates a random
sampling of vectors in the range of the given vector function another with the
components.
Example (Graph of Vector Function)
Here is the graph of the vector function with
domain from 0 to along with a random sampling of vectors in the range of

8
Example (Graph of Vector Function)
Here is the graph of the vector function with
domain from to along with a random sampling of vectors in the range of

Example (Graph of Vector Function)


Here is the graph of the vector function
with domain from to along with a random sampling of vectors in the range of

9
Example (Graph of Vector Function)
Here is the graph of the vector function with
domain from to along with a random sampling of vectors in the range of

Example (Graph of Vector Function) Here is the graph of the vector function
with domain from to along with a random
sampling of vectors in the range of

10
Example (Graph of Vector Function)
Here is the graph of the vector function with
domain from to along with a random sampling of vectors in the range of

11
Vector Differentiation
As with functions of one variable we define the derivative as the limit of a
difference quotient.
Definition (Difference Quotient)
The difference quotient of a vector function is the vector function:

where is a change of the variable


Definition (Derivative of a Vector Function)
The derivative of a vector function is the vector function defined as
the limit

provided this limit exists.


Proposition (Derivative of a Vector Function)
The vector function
is differentiable whenever the component functions , , and are each
differentiable and in this case
Proof. By the definition of the derivative of a vector function,

Using properties of limits of vector functions and the fact that the component
functions , , and are each differentiable we have,

Example (Derivative of a Vector Function)


Find the derivative of the vector function

Solution. The derivative is the vector

function

Tangent Vectors

We expect the tangent vector at to be the limit vector which is


the vector derivative. To find parametric equations of the tangent line at we
use the point corresponding to and the tangent vector

12
to obtain parametric equations

Proposition (Tangent Vector)


Suppose is differentiable at and that Then is a
tangent vector to the graph of at the point where and points in the
direction of increasing .
Proof. Let be a number in the domain of the vector function , and let be the
point on the graph of that corresponds to . Then for any positive number ,

the difference quotient is a vector that points in the same


direction as the secant vector where is the point on the
graph of that corresponds to . Suppose the difference quotient

has a limit as and that Then, as , the direction of


the secant vector, , and hence that of the difference quotient , will
approach the direction of the tangent vector of . Thus we expect the tangent

vector at to be the limit vector which is the vector derivative

Example (Tangent Vector) Find a tangent vector at the point where for

Solution. We have,

and the tangent line to the graph of for is the line that passes through
the point and is determined by the parametric equations

and because this line passes through


and is parallel to the tangent vector at namely,

13
Smooth Curves

Recall that the one variable function is not differentiable at


because it has a "corner" at In three dimensions we have the concept of a
vector function representing a smooth curve; that is, where there are no so called
"corners". With an extra degree of freedom we require the derivative to not only
exist but also to be continuous and nonzero.
Definition (Smooth Curve)
The graph of the vector function defined by is smooth on any interval
of where is continuous and .
Example (Smooth Curve)
Determine where the graph of the vector function

is smooth.
Solution. The graph of the vector function is smooth over any interval not

containing because

and for any except


Definition (Piecewise Smooth Curve)
The graph of the vector function defined by is piecewise smooth on any
interval that can be subdivided into a finite number of subintervals on which is
smooth.
Example (Piecewise Smooth Curve)
Determine where the graph of the vector function

is piecewise smooth.
Solution. The graph of the vector function is piecewise smooth everywhere
because

and except for


Example (Piecewise Smooth Curve)
Determine if the graph of the vector function

is piecewise smooth on .
Solution. The graph of the vector function is not piecewise smooth over

14
because

and for where is an integer.

Derivative Rules
Many of the following derivative rules follow from the same techniques as
when proving their one variable counterparts (along with several vector
properties).
Proposition (Derivative Rules for Vector Functions)
If the vector functions and the scalar function are differentiable at ,
and if and are constants, then are differentiable at
and,
(i) Linearity:
(ii) Scalar Multiple:
(iii) Dot Product:
(iv) Cross Product:
(v) Chain Rule:
Proof. The linearity rule follows from:

The scalar multiple rule follows from:

The dot product rule (and similar for the cross product rule) follows from:

15
The rest of the proof is left as an exercise for the reader.
Example (Derivative Rules for Vector Functions)
Compute the derivative of the vector function given by where
and
Solution. We have,

Proposition (Vector Function and Derivative)


If the nonzero vector function is differentiable and has constant
length, then is orthogonal to the derivative vector

Proof. The vector function has constant length means there is a real number,
such that for all . We take the derivative of both sides
obtaining, Thus, and so and
are orthogonal.

Vector Integration
Since integration is a linear process, studying vector functions and integration
together is natural. Indeed recall that with functions of one variable, definite
integration is the process of taking a limit of a Riemann sum. Basically, since
taking limits and Riemann sums both are linear processes, so is integration.
Definition (Indefinite Integral of a Vector Function)
Let ,
where , , and are continuous on the closed interval Then
the indefinite integral of is

Example (Indefinite Integral of a Vector Function)


Compute

Solution. We have,

16
where is a constant vector.
Definition (Definite Integral of a Vector Function)
Let ,
where , , and are continuous on the closed interval Then
the definite integral of is the vector

Example (Definite Integral of a Vector Function)


Given the vector function

Find the value of for which


Solution. We have,

Thus, and So,

Motion of an Object

The graph of the position vector is called the trajectory of the moving
object. The velocity vector is a tangent vector to the trajectory at any
point where exists and . When the object is stationary. The
direction of motion and speed of an object satisfies:

Definition (Motion of an Object in Space)


If an object moves in such a way that its position at time is given by the
vector function then

(i) Velocity vector:


(ii) Speed

(iii) Direction of motion vector:

(iv) Acceleration vector:

17
Example (Motion of an Object in Space)
Suppose the position vector for a particle in space at time is given by
Find the particle's velocity vector, acceleration vector,
speed, and direction of motion vector at time
Solution. At time , the particle's velocity vector is

the acceleration vector is,

the speed is

and the direction of motion vector is

.
Example (Motion of an Object in Space)
Find the position vector and velocity vector given the acceleration
vector function initial position vector
and initial velocity vector
Solution. Given the velocity vector function is

where and are constants to be determined. By using

Thus Therefore,

So the position vector function is

which is

where and are constants to be determined. By using

18
Thus Therefore,

Unit Tangent and Unit Normal Vectors


Definition (Unit Tangent and Unit Normal Vectors)
If is a vector function that defines a smooth graph, then at each point a
unit tangent vector is

and the principal unit normal vector function is

Example (Unit Tangent and Unit Normal Vectors)


Given
find the unit tangent vector and principal unit normal vector
Solution. We have,

and

Arc Length Function


Arc length is a measure of length along an arc. The following formula is based
on the chain rule and the formula for the arc length of a function of one
variable. It is important to realize that arc length is independent of the vector

19
function used to compute its value; that is to say, if another vector function is
used to compute the arc length the values will be the same.
Proposition (Arc Length Function)
Let be a piecewise smooth curve that is the graph of the vector function
described parametrically by , and let be a
particular point on (base point). Then the length of from the base point to
the variable is given by the arc length function

Proof. The arc length of the graph of on the interval is given by

Now if the graph is parameterized by equations and then by the

chain rule, so, for Thus

In , we have

But in fact the arc length of a graph is independent of the parameterization and
thus,

where is the base point corresponding to


Example (Arc Length Function)
Find the arc length of the curve
from to
Solution. We have, units because

20
and so the arc length is

Proposition (Speed as the Derivative of Arc Length)


Suppose an object moves along a smooth curve that is the graph of the
position function , where is continuous on the
interval Then the object has speed for where

Proof. Given that is the position vector function for an


object which moves along the graph of and given that is continuous on
we can apply the Second Fundamental Theorem of Calculus to

to obtain

Example (Speed as the Derivative of Arc Length)


If a moving object has a position vector function of

then find the speed of the object at time and the distance traveled by the object
between times and
Solution. The speed of the object at time is because

and the distance traveled by the object between times and is


because

.
Example (Using Arc Length to Parameterize)
Express the vector function in terms of arc length
measured from the point corresponding to , in the direction of increasing :
Solution. We have,

Solving for we have Thus


Proposition (Unit Tangent and Unit Normal Vectors)

21
If has a piecewise smooth graph and is represented as in terms of
the arc length parameter , then the unit tangent vector and the principal unit
normal vector satisfies

where is a scalar function of


Proof. Given a piecewise smooth graph represented by and in terms of arc
length by , then by the chain rule,

Also

and since and points in the same direction as


and since is a unit vector

where

Curvature
Definition (Curvature)
Suppose the smooth curve is the graph of the vector function ,
parameterized in terms of the arc length Then the curvature of is the function

where is the unit tangent vector.


Example (Curvature)
Find the curvature of a circle.
Solution. A circle can be parameterized by where is the
radius. We have

Solving for we find the component functions to be

Thus,

and

22
where

Thus the curvature of a circle is


Example (Unit Tangent and Curvature)
Let be the curve given by

Find the unit tangent vector to and the curvature


Solution. We have,

and

thus,

Then,

because we have

therefore,

Proposition (Cross Product Formula for Curvature)


Suppose the smooth curve is the graph of the vector function Then
the curvature is given by

23
Proof. Given two vector functions and with the same smooth graph
and where is a parameterization vector function in terms of the arc length of
, then according to the rule

we have

Therefore,

Since

and

we have,

Therefore,

24
Finally,

Example (Cross Product Formula for Curvature)


Given the curve defined by find a unit tangent
vector at the point on the curve where , the curvature at , and find the
length of the curve from to .
Solution. We have,
,
,
and

Therefore,

and

Proposition (Curvature of Planar Curve)


The graph of the function has curvature

where and all exist.


Proof. Given the vector function and defined by we have

Using the formula , we have

Example (Curvature of Planar Curve)


Find the maximum curvature on the curve

Solution. We have and

25
So,

Applying the first derivative test we have the maximum curvature at

Example (Curvature of One Variable Functions)


Find the maximum curvature on the curve
Solution. We have and

So,

Applying the first derivative test we have the maximum curvature at

with curvature of

Functions of Several Variables

Functions of one variable map a set of real numbers to another set of real
numbers. A function assigns, to each number in the first set (domain), a unique
real number in the second set (range). A function of several variables has as its
domain a set of ordered pairs and its range is a set of real numbers. In general, a
function of several variables assigns to each n-tuple a unique real number. For
example, a function of two independent variables, assigns to each ordered pair
(point in 2-space) a unique real number; and a function of three independent
variables assigns to each ordered triple (point in 3-space) a unique real number,
etc. In general, the number of coordinate axes needed to graph a function of
several variables is the number of variables plus one. Techniques for graphing
functions, including domain, range, level curves, and level surfaces are illustrated
in detail.
Definition (Functions of Several Variables)
A function of variables is a rule that assigns to each ordered pair
in a set a unique number The set is called the
domain of the function and the corresponding values constitute the
range. When working with functions of two variables, we write where
and are the independent variables and is the dependent variable. The

26
domain is the largest set of points for which the functional formula is defined and
real-valued.
Definition (Operations of Functions of Several Variables)
If and aref unctions of the variables then so are
(i)
(ii)
(iii)

(iv) where
Example (Functions of Two Variables) Find the domain and range for the

function
Solution. The domain is because of the square root in the
denominator of and the range is
Example (Functions of Two Variables)

Find the domain and range for the function


Solution. The domain is because of the square root and
the range is

Graphs of Functions

Definition (Graph of a Function of Several Variables)


The graph of a function of several variables is the collection of
all ordered -tuples such that is in the domain of
and In three dimensions, the graph of is a surface in
whose projection onto the -plane is the domain .
Example (Graphs of Functions of Two Variables)
With a minimal learning curve the software packages Mathematica, Maple,
MATLAB, and Derive all have the capability of producing great three dimensional
graphics. Here are some examples of computer generated 3D graphs:

27
Polynomial Functions

Definition (Polynomial Functions)


A polynomial function in and is a sum of functions of the form
(called a term) where and are nonnegative integers and is a constant.
Example (Polynomial Functions of Two Variables)
Sketch the graph of the following functions.

Rational Functions

28
Definition (Rational Function) Let and be
polynomial functions, then the function is called a rational function and is
defined everywhere on except for where
Example (Rational Functions of Two Variables) Sketch the graph and state

the domain of the rational function


Solution. From three different viewpoints we have,

The domain is
Example (Rational Functions of Two Variables) Sketch the graph and state

the domain of the rational function


Solution. From three different viewpoints we have,

The domain is
Example (Rational Functions of Two Variables) Sketch the graph and state

the domain of the rational function

Solution. From three different viewpoints we have,

29
The domain is
Example (Rational Functions of Two Variables) Sketch the graph and state

the domain of the rational function


Solution. From three different viewpoints we have,

The domain is

Level Curves

Definition (Trace)
When the plane intersects the surface the result is the
curve with the equation and such an intersection is called the trace of
the graph of in the plane
Definition (Level Curves)
The set of points in the -plane that satisfies is called the
level curve of at and an entire family of level curves is generated as varies
over the range of . Level curves are obtained by projecting a trace onto the -
plane. Because level curves are used to show the shape of a surface, they are
sometimes called contour curves.
Example (Level Curves) Sketch some level curves for the function
with for the given function

Solution. Graphing the lines we have the family of level curves


corresponding to The level curves show that the function is a plane

30
in

Example (Level Curves) Sketch some level curves for the function

with for the given function

Solution. Graphing the ellipses in we have the family of level


curves corresponding to The level curves show that the function is
a elliptic paraboloid in

Example (Level Curves) Sketch some level curves for the function Find the

domain and range for the function and sketch some level curves
for with and sketch the domain.

Solution. The domain of is . To sketch some level curves

let's square both sides and so and some


level curves are

31
Here's a graph of from two different viewpoints.

Level Surfaces

Definition (Level Surfaces)


If is a function of three variables , then the graph of the
equation is a surface of called a level surface of at .
Example (Level Surfaces) Sketch some level surfaces for the function
where
Solution. The following is the level surface for the function

Example (Level Surfaces) Sketch some level surfaces for the function
where
Solution. The following is a level surface for the function

32
Limits of Multivariate Functions

Definition (Open and Closed Sets) An open disk (or ball) centered at the
point is the set of all points such that

for . If the boundary of the disk is included, the disk is closed.


Open and closed disks are analogous to open and closed intervals on a
coordinate line. A point is an interior point of a set in if some open
disk centered at is contained entirely within . If is the empty set, or if
every point of is an interior point, then is an open set. The point is a
boundary point of if every open disk centered at contains both points
that belong to and points that do not. The collection of all boundary points of
is called the boundary of , and is a closed disk if it contains its boundary.
Definition (Limit of a Multivariate Function)
Let be a real-valued function, then

means that for each given number , there exists a number so that if
is a point in the domain of then

Definition (Limit of a Function of Two Variables)


Let be a real-valued function, then

means that for each given number , there exists a number so that if
is a point in the domain of then

When considering we need to examine the approach of to from


two directions (the left-hand limit and the right-hand limit). However, for functions
of two variables, we write to mean that the point is allowed to
approach along any curve in the domain of that passes through .
It is often possible to show that a limit does not exist by showing that the limit
has different values depending on which curve is used; however, it is impossible
to try to prove that exists by showing the limiting value of

33
is the same along every curve that passes through because there
are too many such curves.
Proposition (Limit Rules for Functions of Two Variables) Suppose
,

and is a real number. Then


(i) (Scalar Multiple Rule)
(ii) (Sum Rule)
(iii) (Product Rule)
(iv) (Quotient Rule)
Example (Limit of a Function of Two Variables) Evaluate, if the limit

Solution. We find,

Example (Limit of a Function of Two Variables)


Evaluate the limit of the multivariate function

Solution. We have along the -axis:

We have along the -axis

We have along the line


Therefore, the limit does not exist.
Example (Limit of a Function of Two Variables)
Evaluate the limit of the multivariate function

Solution. We have along the curves :

But along the curve , we have

Therefore the limit does not exist.


Example (Limit of a Function of Two Variables)

34
Evaluate the limit of the multivariate function

Solution. Computing the limit along the curves , and we


begin to suspect that the limit exists. Using the definition of a limit of two
variables we prove that the limit exists and is 0. Let be given. We want to
find such that

that is,

But since so

Thus if we choose and let then

Example (Limit of a Function of Two Variables) Evaluate the limit of the


multivariate function

Solution. We have

Example (Limit of a Function of Two Variables)


Evaluate the limit of the multivariate function

Solution. We have, along the path

Therefore, the limit does not exist because as the path changes so does

35
the value
Example (Limit of a Function of Two Variables) Evaluate the limit of the
multivariate function

where is a constant.
Solution. We have

Example (Limit of a Function of Two Variables) Evaluate the limit of the


multivariate function

Solution. Along the line we have and along the path

we have Therefore, the limit does not exist.


Example (Limit of a Function of Two Variables) Find a function and a point
such that

Solution. Consider the function and the point Then

for some values of and What does this say about

Example (Limit of a Function of Two Variables) Consider the function

Notice that

Is it true, then, that

exists?
Solution. No because in fact it does not. Consider along the path We

36
have

which of course varies as the path does. Therefore the limit of the

multivariate function does not exist.

Continuity of Multivariate Functions


Definition (Continuity of Multivariate Functions) The function is
continuous at the point if

(i) is defined,

(ii) exists, and

(iii)

A function is continuous on a set if it is continuous at every point in the set.


Definition (Continuity of Functions of Two Variables) The function is
continuous at the point if

(i) is defined,

(ii) exists, and

(iii)

A function is continuous on a set if it is continuous at every point in the set.


The function is continuous at if the functional value of is close
to whenever , in the domain of is sufficiently close to
Geometrically, this mean that is continuous if the surface has no
"gaps" or "holes".

37
The basic properties of limits can be used to show that if and are both
continuous on a set, then so are and

where is defined.
Example (Continuity of Functions of Two Variables) On what set is the function

continuous?

Solution. We know is continuous for since is a rational


function. Since we have that is continuous on .

Example (Continuity of Functions of Two Variables) On what set is the function


continuous?

Solution. Let and . Then

Now is continuous everywhere since it is a polynomial and is continuous on


its domain . Thus, is continuous on its domain

which consists of all points outside the circle

38
Partial Derivatives
In general, a derivative is a rate of change or a slope of a tangent line; and the
process of differentiating a several-variable function with respect to one
independent variable, by using the rules from the calculus of one variable, is
called partial differentiation. This topic illustrates how partial derivatives can be
interpreted geometrically as the slopes of the tangent lines at a given point to the
traces of a surface in the planes determined by the coordinates of the given
point. Higher-order partial differentiation of functions of several variables and
Clairaut's Theorem are also detailed.
Definition (Partial Derivative of a Multivariate Function) If is a function of the
variables , then the partial derivative of with respect to is the
function defined by

.
For the partial differentiation of a function of two variables, , we find
the partial derivative with respect to by regarding as a constant while
differentiating the function with respect to . Similarly, the partial derivative with
respect to is found by regarding as a constant while differentiating with
respect to .
Definition (Partial Derivative of a Two Variable Function) If , then the
partial derivatives of with respect to and are the functions and ,
respectively, defined by

39
and

The partial derivatives and are denoted by

and

Example (Partial Derivative of a Two Variable Function) Find the following partial
derivatives.

(a) Find and given .

Solution. Holding constant and differentiating with respect to , we get


and so Holding constant and
differentiating with respect to , we get and so

(b) Find and given .

Solution. We have and ; and so and


The graph of is the paraboloid and the vertical
plane intersects it in the parabola The slope of the tangent
line to this parabola at the point is . Similarly the curve in
which the plane intersects the paraboloid is the parabola
and the slope of the tangent line at is .

40
(c) If , calculate and .

Solution. Using the chain rule for functions of one variable, we have

and

(d) Find and if is defined implicitly as a function of and by the


equation

Solution. To find we differentiate implicitly with respect to , being careful


to treat as a constant:

Solving this equation for we obtain

Similarly, implicit differentiation with respect to gives

Higher Order Partial Derivatives


The partial derivative is a function, so it is possible to take the partial derivative
of a partial derivative. This is very much like taking the second derivative of a
function of one variable if we take two consecutive partial derivatives with respect
to the same variable, and the resulting derivative is called the second-order
partial derivative with respect to that variable. However, we can also take the

41
partial derivative with respect to one variable and then take a second partial
derivative with respect to a different variable, producing what is called a mixed
second-order partial derivative.
Definition (Higher Order Partial Derivatives) The higher-order partial derivatives
for a function of two variables are denoted as

and

and the mixed second partial derivatives are denoted as

and

Example (Higher Order Partial Derivatives) Compute the following partial


derivatives.

(a) Find the second partial derivatives of .

Solution. The first partial derivatives are

and

Therefore,

42
Proposition (Clairaut's Theorem) If the function has mixed second-order
partial derivatives and , that are continuous on an open disk containing
, then

Proof. For small values of with , consider the difference

Notice that if we let

then

By the Mean Value Theorem, there is a number between and such that

Applying the Mean Value Theorem again, this time to we get a number
between and such that

Combining these equations, we obtain

If , then , so the continuity of at gives

Similarly, by writing

and using the Mean Value Theorem twice and the continuity of at , we
obtain

It follows that as desired.

43
Example (Computing Partial Derivatives) Compute the following partial
derivatives.

(a) Verify that the function satisfies the wave equation

Solution. We find that

and therefore,

(b) Verify that the function is a solution of Laplace's equation

Solution. We find that

and therefore,

(c) Verify that the functions and satisfy the


Cauchy-Riemann equations

Solution. We find that

44
and

(d) Verify that the function is a solution of the three-


dimensional Laplace equation

Solution. We compute

Therefore,

(e) Show that the function is a solution of the equation

Solution. We compute

and so

45
as desired.

Tangent Planes
Definition (Tangent Plane) Suppose is a surface with the equation
where has continuous first partial derivatives and . Let be a point
on and let be the curve of intersection of with the plane and the
intersection of with the plane . The tangent lines and to and ,
respectively determine a unique plane and this plane actually contains the
tangent to every smooth curve that passes through We call this plane the
tangent plane to at .
Proposition (Tangent Plane) The equation of the tangent plane to the surface
at the point can be given by

Proof. Any plane that passes through has an equation of the form
By dividing this equation by and letting
and , we can write it in the form If
this equation represents the tangent plane at , then its intersection with the
plane must be the tangent line with slope . Therefore,
Similarly, putting , we get which must represent the tangent
line with slope and so Thus, the equation of the tangent
plane is

Example (Tangent Plane) Find the tangent plane to the elliptic paraboloid
at the point

Solution. Let Then and


Then the equation of the tangent plane is or

Example (Tangent Plane) Find an equation of the tangent plane to the surface
at the point

Solution. We compute the partial derivatives

46
Further, at this point we have, and Therefore the

equation of the tangent plane is or equivalently

Example (Tangent Plane) Find an equation of the tangent plane to the surface
at the point

Solution. We compute the partial derivatives

Further, at this point we have, and Therefore the


equation of the tangent plane is or equivalently

Total Differential
Recall, from the calculus of one variable: if where is a differentiable
function, then differential represents the amount that the tangent line rises or
falls, whereas represents the amount that the curve

rises or falls when changes by an amount Since

we have when is small. If we take then we have


which says that the actual change in is approximately equal to the differential
If is a known number and it is desired to calculate an approximate value
for where is small, then

yields the approximation,

47
We will use the total differential to do the same for functions of two or more
variables.
Definition (Total Differential) For a function of two variables , if and
are given increments and , then the corresponding increment of is

The differentials and are independent variables; that is, they can be given
any values. Then the differential , also called the total differential, is defined
by

Example (Total Differential) If , find the differential


Further, if changes from to and changes from to , compare the
values of and Which is easier to compute or ?

Solution. By definition,

Putting , , , and , we get

The increment of is

Notice that but is easier to compute.

Linear Approximation
Definition (Linear Approximation) If and its partial derivatives and are
defined on an open region containing the point and and are
continuous at then

48
so that

.
Example (Linear Approximation) Using linear approximation and differentials to

find an approximate value for

Solution. Consider the function and observe that we


can easily calculate Therefore, we take
and

Since

we have

This approximation is accurate to two decimal places.


Example (Linear Approximation) Using linear approximation and differentials to
find an approximate value for Use differentials to find an approximate value for

49
Solution. Consider the function

and observe that we can easily calculate Therefore,


we take and
in

Since

and

we have

This approximation is accurate to two decimal places.

Differentiability

50
A function of one variable is differentiable at a point if its derivative has a value
at that point. However, the term differentiable is not used the same for functions
of several variables; in particular, a function of several variables is not
necessarily differentiable if its partial derivatives have values at a given point.
With functions of two variables, a function having a tangent plane is equivalent to
a function being differentiable, and similarly for functions of several-variables. As
is the case for functions of one variable, several-variable functions that are
differentiable are also continuous. This topic illustrates the sufficient conditions
for differentiability; techniques for finding the equation of a tangent plane; and
using differentials for approximations.
Definition (Differentiability) If , then is differentiable at provided
can be expressed in the form

where and as Additionally, is said to be


differentiable in the region of the plane if is differentiable at each point in .
Proposition (Differentiability) Let be a function of two variables with in the
domain of

(i) If is differentiable at it is also continuous at .

(ii) If is a function of and , and , , are continuous in a disk


centered at , then is differentiable at

Proof. (i) We wish to show that as or equivalently,


that

If we set and and let denote the increment of at


we have,

Then because as we wish to prove that


Since is differentiable at we have

where and as It follows that

51
as desired.
Example (Differentiability) Let

That is, the function has the value when is in the first quadrant and is
elsewhere. Show that the partial derivatives and exist at the origin, but is
not differentiable there.

Solution. Since , we have

and similarly Thus, the partial derivatives both exist at the origin. If
were differentiable at the origin, it would have to be continuous there.
Thus, we can show that is not differentiable by showing that it is not continuous
at Toward this end, note that is 1 along the line in
the first quadrant but it is if the approach is along the -axis. This means that
the limit does not exist. Therefore, is not differentiable there. So the point
is, is a nondifferentiable function for which and exist, or in other
words, the word differentiable means more than just the partial derivatives exist
because the existence of partial derivatives does not guarantees that a function
is differentiable.

Example (Differentiability) Show that is differentiable for all


.

Solution. Compute the partial derivatives

and

52
Because and are all polynomials in and they are continuous
throughout the plane. Therefore, the sufficient condition for differentiability
theorem assures us that must be differentiable for all and

Example (Differentiability) Determine whether the function is


differentiable at either or Explain why.

Solution. The limit

does not exist because along we have

and along we have

Therefore, is not continuous at and thus is not differentiable at To


show that is differentiable at we compute the partial derivatives,

Since these partial derivatives and are continuous on any open disk not
containing we conclude that is differentiable at any point except ;
and in particular at

Example (Differentiability) Determine whether the function

53
is differentiable at either or Explain why.

Solution. The limit

does not exist because along we have

and along we have

Therefore, is not continuous at and thus is not differentiable at To


show that is differentiable at we compute the partial derivatives,

and

Since these partial derivatives and are continuous on any open disk not
containing we conclude that is differentiable at any point except ;
and in particular at

Chain Rule with One Independent


Parameter
Recall that the chain rule for functions of a single variable gives the rule for
differentiating a composite function: if and where and are
differentiable functions, then is a a differentiable function of and

54
There are several versions of the chain rule for functions of more than one
variable, each of them giving a rule for differentiating a composite function.
Proposition (Chain Rule with One Independent Parameter) Let be a
differentiable function of and , and let and be differentiable
functions of . Then is a differentiable function of and

Proof. Because is differentiable, we can write the increment in


the following form:

where and as both and Dividing by we


obtain

Because and are function of , we can write their increments as

We know that and vary continuously with , because and are


differentiable, and it follows that and as so that and
as Therefore, we have

Example (Chain Rule with One Independent Parameter) If where

and , find

55
Solution. The chain rule gives,

Example (Chain Rule with Related Rates) Two objects are traveling in elliptical
paths given by the following parametric equations

and

and

At what rate is the distance between the two objects changing when

Solution. The distance between the two objects is given by

and that when we have and So

When the partial derivatives of are as follows.

When the derivatives of and are

56
So using the chain rule, we find that the distance is changing at a rate of

when

Chain Rule with Two Independent


Parameters
Proposition (Chain Rule with Two Independent Parameters) Suppose
is a differentiable function at and that the partial derivatives of and
exist at Then the composite function is
differentiable at with

Proof. Fix , then the composite function depends on


alone, and we have the chain rule of one independent variable. Applying this
rule, we have

57
Similarly, if is fixed we are lead to

Example (Chain Rule with Two Independent Parameters) If where

and , find and

Solution. Applying the chain rule, we obtain

and

Chain Rule with Several Independent


Parameters
The formulas for finding derivatives of a composition of functions are called
chain rules. The general case is when the variables of a several-variable
(continuous) function are themselves (continuous) functions of several variables.
These rules and implicit differentiation are detailed.
Proposition (Chain Rule with Several Independent Parameters) If
is a differentiable function of the variables which in turn
are differentiable functions of parameters then the composite function
is differentiable and

58
Example (Chain Rule with Several Independent Parameters)

(a) Write out the chain rule for the case for the case when and where
and

Solution. The chain rule for the case when and yields the following
the partial derivatives:

and

(b) If where and find the value of

when and

Solution. By the chain rule,

When and we have and so

(c) If is differentiable and , show that

Solution. Let , so Then according to the chain rule,

and

59
so that

(d) Find if , where and

Solution. We have,

(e) If is differentiable where and then find

Solution. We compute,

60
Similarly,

and

so

(f) The Cauchy-Riemann equations are

where and Show that if and are expressed in terms of


polar coordinates, the Cauchy-Riemann equations become

61
Solution. Using and we can state the chain rule to be
used:

By the chain rule,

and

Substituting,

we obtain

and so

Similarly, the chain rule to be used:

By the chain rule,

and

62
Substituting,

we obtain

and also

(g) If where and show that

Solution. By the chain rule, we have

and

Therefore,

and

63
Also,

Finally,

64
(h) If where show that

Solution. By the chain rule, we have

65
and

Therefore,

and

Also,

Finally,

66
Directional Derivatives

67
Partial derivatives find the rate of change of in the directions of the
and axis; that is in the direction of the unit vectors and , respectively. More
precisely, if , then and if , then To find the rate of
change of at in the direction of , we use the vertical plane
that passes through in the direction which intersects in a curve . The slope
of the tangent line to at is the rate of change of in the direction of If
is another point on and are the projections of on the
plane, then the vector is parallel to and so

for some scalar Therefore, and

If we take the limit as , we obtain the rate of change of (with respect to


distance) in the direction of , which is called the directional derivative of in the
direction of
Definition (Directional Derivative) Let be a function of two variables, and let
be a unit vector. The directional derivative of at in the
direction of is given by

provided the limit exists.


Proposition (Directional Derivative) Let be a function that is differentiable
at Then has a directional derivative in the direction of the unit vector
which is given by

Proof. We define a function of a single variable by


so that

68
Applying the chain rule with and

When we have and so that

Example (Directional Derivative)

(a) Find the directional derivative if

and is the unit vector given by the angle What is

Solution. We have, and

Therefore,

69
(b) Let be defined by Find the directional derivative of at
in the direction toward the origin.

Solution. A vector in the direction from to is so a unit

vector in this direction is therefore We find that

and

Therefore, the directional derivative is given by

(c) Let be defined by Find the directional derivative of at


in the direction toward the origin.

Solution. A vector in the direction from to is so a unit vector

in this direction is therefore We find that

and

Therefore, the directional derivative is given by

70
The Gradient
Definition (Gradient) Let be a differentiable function at and let
have partial derivatives and Then the gradient of is denoted by

The value of the gradient at the point is denoted by

Proposition (Gradient) Let and be differentiable functions. Then

(i) for any constant

(ii) for any constants and

(iii)

(iv) provided

(v)

Proof. The Constant Rule is proved as follows:

The Linearity Rule is proved as follows:

The Product Rule is proved as follows:

71
The Quotient Rule is proved as follows:

The Power Rule is proved as follows:

Example (Gradient) Find the gradient of the function,

Solution. If then

and

72
The Gradient and Directional
Derivatives
Proposition (Gradient and Directional Derivative) If is a differentiable function
of and , then the directional derivative of at the point in the direction
of the unit vector is

Proof. Because and we have

Example (Gradient and Directional Derivative) Find the following directional


derivatives.

(a) Find the directional derivative of the function at the point


in the direction of the vector

Solution. We first compute the gradient vector at

and

Note that is not a unit vector, but since , the unit vector in the

direction of is Therefore, we have

(b) Let and let be a unit vector perpendicular to both

73
and Find the directional derivative of at in
the direction

Solution. The gradient is

and Now since we are looking for a unit vector perpendicular


to both and we find, and so

Therefore,

Steepest Ascent and Steepest


Descent
Definition (Steepest Ascent-Descent) The direction of the greatest rate of
increase (or decrease) of a given function at a specified point is called the
direction of steepest ascent (or steepest descent).
Proposition (Steepest Ascent-Descent) Suppose is differentiable at the point
and that the gradient of at satisfies Then

(i) The largest value of the directional derivative at is and


occurs when the unit vector points in the direction of

(ii) The smallest value of the directional derivative at is and


occurs when the unit vector points in the direction of

Proof. If is any unit vector, then

where is the angle between and But assumes its largest value of 1
at that is, when points in the direction Thus, the largest possible
value of is Also assumes its smallest value
when This value occurs when points toward and in this

74
direction

Example (Steepest Ascent-Descent) Find the steepest ascent or steepest


descent.

(a) In what direction is the function defined by increasing most


rapidly at the point , and what is the maximum rate of increase? In what
direction is decreasing most rapidly?

Solution. We begin by finding the gradient of

At ,

The most rapid rate of increase is and occurs in the


direction of The most rapid rate of decrease occurs in the direction of
and is

(b) Let At the point find the unit vector pointing


in the direction of most rapid increase of

Solution. The gradient is

Thus, and so

(c) Find the maximum rate of change of at the point and

75
the direction in which it occurs.

Solution. We compute

Thus the maximum rate of change is and occurs in the

direction of

(d) Find the maximum rate of change of at the point


and the direction in which it occurs.

Solution. We compute

Thus the maximum rate of change is

and occurs in the direction of

Normal Property of the Gradient

76
Proposition (Normal Property of the Gradient) Suppose the function is
differentiable at the point and that the gradient at satisfies Then
is orthogonal to the level surface (or curve) of through .

Proof. Let be any smooth curve on the level surface that


passes through and describe the curve by the vector function
for all in some interval . We will show that the gradient
is orthogonal to the tangent vector at Because lies on the level
surface, any point on must satisfy and by
applying the chain rule, we obtain

Suppose at Then

since

We also know that for all in Thus, we have

77
and it follows that We are given that and because
the curve is smooth. Therefore, is orthogonal to as required.
Example (Normal Property of the Gradient) Sketch the level curve corresponding
to for the function and find a normal vector at the point

Solution. The level curve for is a hyperbola given by as


shown. The gradient vector is perpendicular to the level curve. We have

so at the point is the required normal.

Tangent Planes and Normal Lines


Definition (Tangent Planes and Normal Lines) Suppose the surface has a
nonzero normal vector at the point Then the line through parallel to is
called the normal line to at and the plane through with normal vector is
the tangent plane to at
Proposition (Tangent Planes and Normal Lines) Suppose is a surface with
the equation and let be a point on where is differentiable
with Then the equation of the tangent plane to at is

and the normal line to at has parametric equations

78
and

If we have and so and


and the equation of the tangent plane becomes

Example (Tangent Planes and Normal Lines) Find the equation of the tangent
plane.

(a) Find the equations for the tangent plane and the normal line to the cone
at the point where and

Solution. If is the point of tangency and and then

If we consider then the cone can be


regarded as the level surface The partial derivatives of are
, , and so at , and
Thus the tangent plane has the equation

or and the normal line is given parametrically by the equations


and

(b) Find the equations of the tangent plane and the normal line at the point

to the ellipsoid

Solution. The ellipsoid is a level surface of the function

Therefore, we have

Then the tangent plane at is

79
which simplifies to and the parametric equations for the

normal line are: and

Relative Extrema
Now we define relative extrema and state the relative extrema theorem. If a
function is defined on an open interval and if at some point in that interval the
function reaches a maximum or minimum value (relative to that interval), then we
say that the function has a relative extrema on that interval. A maximum or
minimum value that occurs at an endpoint is not, by definition, a relative
maximum nor a relative minimum. A relative maximum or relative minimum must
occur in the interior of an interval.
Definition (Relative Maximum) Let be a function defined on an open interval
If and for all in then is called a relative maximum of on
A relative maximum is sometimes called a local maximum.
Definition (Relative Minimum) Let be a function defined on an open interval
If and for all in then is called a relative minimum of on
A relative minimum is sometimes called a local minimum.
Definition (Relative Extrema) Let be a function defined on an open interval If
and is either a relative maximum or a relative minimum then is a
relative extrema, and we say that is a relative extreme value.
The following proposition is often called Fermat's Theorem due to
acknowledgment that Fermat realized the result first. The following examples
show that even when there need not be a maximum or minimum at In
other words, the converse of Fermat's Theorem is false in general. Furthermore,
there may be an extreme value when or when does not exist.
Proposition (Relative Extrema Theorem) If has a relative extremum at and
exists then

Proof. Since is differentiable at must be positive, zero, or negative.


Suppose

Then there exists an interval containing such that for all

80
in This produces the following inequalities for - values in the interval
If and then is not a relative minimum. If and
then is not a relative maximum. So the assumption that
leads to a contradiction. Assuming that will also lead to a similar
contradiction. Thus it must be the case as desired.
Example (Relative Extrema) Determine if the relative extrema theorem applies
and if so find the relative extrema for the function:

Solution. The function has its minimum value (local and absolute) at
but we can not find this absolute minimum by setting because is not

defined at

Determine if the relative extrema theorem applies and if so find the relative
extrema for the function:

Solution. Since we have However, since does not have


a relative extremum at the converse of the relative extrema theorem does
not hold.

Critical Points
Definition (Critical Point) A critical point of a function defined on an open set is
a point in where either one of the following is true: (i)
or (ii) at least one of or does not exist at
A critical point is called a saddle point of if every open
disk centered at contains points in the domain of that satisfy
as well as points in the domain of that satisfy

Example (Critical Point) Find the critical points for the given functions.

(a) Let Then

81
These partial derivatives are equal to 0 when and so the only critical
point is By completing the square we find that

Since and we have for all values of and


Therefore, is a local minimum, and in fact it is the absolute minimum of
This can be confirmed geometrically from the graph of , which is the elliptic
paraboloid with vertex as shown.

(b) Find the extreme values of

Solution. Since and the only critical point is Notice that


for points on the -axis we have so (if ) However for
points on the -axis we have so (if ) Thus every disk
with center contains points where takes positive values as well as points
where takes negative values. Therefore cannot be an extreme value
for so has no extreme values. This example illustrates the fact that a function
need not have a maximum or minimum value at a critical point. The graph of is
the hyperbolic paraboloid which has a horizontal tangent plane at the
origin. You can see that is a maximum in the direction of the but
not in the direction of the -axis. Near the origin the graph has the shape of a
saddle.

82
Second Partials Test
Proposition (Second Partials Test) Let have a critical point at
and assume that has continuous second order partial derivatives in a disk
centered at The discriminant of is the expression
Then

(i) a relative maximum occurs at if and (or


equivalently, and

(ii) a relative minimum occurs at if and (or


equivalently, and

(iii) a saddle point occurs at if

If then the test is inconclusive.


Example (Second Partials Test) Find the relative extrema of the following
functions.

(a) Find the local extrema of

Solution. We first locate the critical points:

Setting these partial derivatives to 0, we obtain the equations

To solve these equations we substitute from the first equation into the
second one. This gives

So there are three real roots: The three critical points are
and Next we calculate the second partial derivatives and

83
Since it follows that the origin is a saddle point; that is, has no
local extremum at Since and we see that
is a local minimum. Similarly, we have and
so is also a local minimum.

(b) Find the shortest distance from the point to the plane

Solution. The distance from any point to the point is

but if lies on the plane, then and so we have

We can minimize by minimizing the simpler expression

By solving the equations

we find that the only critical point is Since and


we have and so has a local minimum at

84
Intuitively, we can see that this local minimum is actually an absolute
minimum because there must be a point on the given plane that is closest to
If and then

Thus the shortest distance is

(c) A rectangular box without a lid is to be made from 12 of cardboard. Find


the maximum volume of such a box.

Solution. Let the length, width, and height of the box (in meters) be and
Then the volume of the box is We can express as a function of just
two variables by using the fact that the surface area of the sides and the bottom
of the box is

Solving these equation for we get so the expression for


becomes

We can compute the partial derivatives:

If is a maximum, then but or gives so we must


solve the equations

These imply that and so . (Note that and must both be positive in
this example.) If we put in either equation we get which gives
and From the physical nature of this example there must be an
absolute maximum volume that has to occur at a critical point of so it must be

85
when and Then so the maximum volume of the
box is

Absolute Extrema
The absolute maximum and absolute minimum of a function is defined.
Examples are given of each type for some familiar functions. The extreme value
theorem is stated and it is shown (through examples) how the assumptions in the
extreme value theorem are necessary. Relative extremum of a function are also
defined. The critical number theorem will state that a relative extrema of a
continuous function can occur only at a critical number, but it does not say that a
relative extrema must occur at each critical number. The classical example is the
cubic function; the derivative is 0 at 0 but there is no relative extrema at 0. The
cubic function merely has a horizontal tangent at 0. In summary, given a
continuous function on a closed bounded interval, to find the absolute extrema
we first find all critical numbers and then compute the values of the given function
at these numbers and on the boundary.
Definition (Absolute Maximum) Let be a function with domain If
for all in then has an absolute maximum at Sometimes an absolute
maximum is called a global maximum.
Definition (Absolute Minimum) Let be a function with domain If
for all in then has an absolute minimum at Sometimes an absolute
minimum is called a global minimum.
Definition (Absolute Extrema) Let be a function with domain If has either
an absolute maximum or a absolute minimum at then has an absolute
extrema at , and we say that is an extreme value.
Example (Absolute Maximum and Minimum Values) State whether the following
functions have absolute extrema on their domains.

(a) Linear functions

Solution. Linear functions do not have absolute extrema unless in


the trivial case of

(b) Quadratic functions

Solution. Quadratic functions have an absolute maximum or


absolute minimum depending on the sign of The vertex is given by

and is always an absolute maximum (if ) or absolute minimum


(if ).

86
(c) The sine and cosine functions.

Solution. The trigonometric functions and have global


maximum and global minimum; and since these functions are periodic they attain
these values periodically.
Proposition (Extreme Value Theorem) If is a continuous function on a closed
bounded interval then attains an absolute maximum value and an
absolute minimum value at some numbers and in
The extreme value theorem is an existence theorem because the theorem tells
of the existence of maximum and minimum values but does not show how to find
it.
Example (Extreme Value Theorem) State whether the function has absolute
extrema on its domain:

Solution. The function does not have a global maximum since it takes on all
values less than, but arbitrarily close to, 0. However, it never reaches the value of
This function is not continuous on a closed bounded interval containing 0.

Example (Extreme Value Theorem) State whether the function has absolute
extrema on its domain:

Solution. The function does not have a global minimum since it takes on all
values greater than, but arbitrarily close to, 0. However, it never reaches the
value of This function is not continuous on a closed bounded interval
containing 0.

Lagrange Multipliers With One


Parameter
In many applied problems, the main focus is on optimizing a function subject to
constraint; for example, finding extreme values of a function of several variables
where the domain is restricted to a level curve (or surface) of another function of
several variables. Lagrange multipliers is a general method which can be used to
solve such optimization problems.

87
Lagrange Multipliers With One Parameter
Proposition (Lagrange's Theorem) Assume that and have continuous first
partial derivatives and that has an extremum at on the smooth
constraint curve If there is a number such that

Proof. Denote the constraint curve by and note that is smooth.


We represent this curve by the vector function for all in an
open interval including corresponding to where and exist and
are continuous. Let for all in and apply the chain rule to obtain

Because has an extremum at we know that has an extremum at


Therefore, we have and

If then and the condition is satisfied trivially. If


then is orthogonal to Because is
tangent to the constraint curve , it follows that is normal to But
is also normal to (because is a level curve of ), and we
conclude that and must be parallel at Thus, there is a scalar such that

Suppose and satisfy the hypotheses of Lagrange's theorem, and that


has an extremum subject to the constraint Then to find the
extreme value, proceed as follows:

(i) Simultaneously solve the following three equations for and

(ii) Evaluate at all points found in step (i). The extremum we seek must be
among these values.

Example (Lagrange's Theorem) Use the method of Lagrange multipliers to find


the required constrained extrema.

88
(a) Find the extreme values of the function on the circle

Solution. Using Lagrange multipliers, we solve the equations


which can be written as

or

From the first equation we have or If then by the third equation


If then and we obtain Therefore, has possible
extreme values at the points and
Evaluating at these four points, we find that and

Therefore the maximum value of on the circle is and the


minimum value is

(b) Maximize subject to

Solution. Let then we have and


We need to solve the system and We find that

Therefore, is the constrained maximum.

(c) Minimize subject to

89
Solution. Let then we have
and We need to solve the system

and We find that and then and

Therefore, is the constrained minimum.

(d) A rectangular box with no top is to be constructed from 96 of material.


What should be the dimensions of the box if it is to enclose maximum volume?

Solution. Let and be the length, width, and height of the rectangular box,
respectively. We want to maximize the volume: subject to
which is obtained from the surface area of the
rectangular box (with no lid). We have
Solve the system

We obtain and then find Therefore the maximum


volume is

(e) A cylindrical can is to hold of orange juice. The cost per square inch of
constructing the metal top and bottom is twice the cost per square inch of
constructing the cardboard side. What are the dimensions of the least expensive
can?

Solution. Let and be the radius and height of the cylinder, respectively. We
want to minimize the cost subject to the constraint
where We have
and Solving the system

90
we obtain and then find the radius in. and the height in.
Suppose is an extreme value of subject to the constraint Then
the Lagrange multiplier is the rate of change of with respect to ; that is
Note that at the extreme value we have

The coordinates of the optimal ordered pair depend on (because different


constraint levels will generally lead to different optimal combinations of and ).
Thus, where and are functions of By the chain rule for partial
derivatives:

Lagrange Multipliers With Two


Parameters
The method of Lagrange multipliers can also be applied in situations with
more than one constraint equation. Suppose we wish to locate an extremum of a
function defined by subject to constraints and
where and are also differentiable and and are not parallel. By
generalizing Lagrange's theorem, it can be shown that if is the desired
extremum, then there are numbers and such that

and

As in the case of one constraint, we proceed by first solving this system of


equations simultaneously to find and then evaluating
at each solution and comparing to find the assumed extremum.
Example (Lagrange Multipliers With Two Parameters) Use the method of
Lagrange multipliers to find the required extrema for the two given constraints.

91
(a) Find the maximum value of the function

on the curve of intersection of the plane and the cylinder

Solution. We maximize the function

subject to the constraints

The Lagrange condition is so we solve the equations

Putting we get so Similarly, we have

Substitution yields and so Then


and so we have The
corresponding values of are

Therefore the maximum of on the given curve is

(b) Find the maximum of subject to and

Solution. We need to solve the system where


and Therefore, we need to solve the system

92
which is

The solutions are

The maximum is

(c) Find the minimum of subject to and

Solution. We want to minimize subject to the side conditions

We form

The conditions are

93
The first and third conditions give

so the second condition becomes We then have

The solution to this system is Therefore, the minimum is

(d) Use Lagrange multipliers to find the point on the line of intersection of the
planes and that is closest to the origin.

Solution. We want to minimize subject to the side conditions

We form

The conditions are

94
The second and third conditions give

so the first condition becomes We then have

The last two equations may be written as and Substitution of


these values into the first equation gives Consequently, and
The desired point is therefore,

Double Integrals Over Rectangular


Regions

We defined the definite integral of a single variable as a limit


involving the Riemann sums

where

95
are elements in a partition of the interval and is a representative in the
subinterval We now apply the same idea to define a definite integral of
two variables

over the rectangle


Definition (Riemann Sum) Partition the interval into subintervals and
the interval into subintervals. Using these subdivisions, partition the
rectangle into cells (subrectangles) and call this partition Choose a
representative point from each cell in and form the sum,

where is the area of the -th representative cell. This is called the Riemann
sum of with respect to the partition and the cell representation
To measure the size of the rectangles in the partition we define the norm
of the partition to be the length of the longest diagonal of any of the rectangle in
the partition.
Definition (Double Integral) Refine a partition by subdividing the cells in such a
way that the norm decreases. When this process is applied to the Riemann sum
and the norm decreases to zero, we write

If this limit exists, its value is called the double integral of over the rectangle
Indeed, if is defined on a closed, bounded rectangular region in the -plane,
then the double integral of over is defined by

provided this limit exists, in which case, is said to be integrable over

96
It can be shown that if is continuous on a rectangle then it must be
integrable on , although it is also true that certain discontinuous functions are
integrable as well. Moreover, it can also be shown that if the limit that defines the
integral exists, then it is unique in the sense that the same limiting value results
no matter how the partitions and subintervals are chosen.
Proposition (Properties of Double Integrals) Assume that all the given integrals
exist on a rectangular region

(i) Linearity Rule: For constants and

(ii) Dominance Rule: If throughout a rectangular region then

(iii) Subdivision Rule: If the rectangular region of integration is subdivided into


two (disjoint) subrectangles and then

Iterated Integrals
As with single integrals, it is often not practical to evaluate a double integral
even over a simple rectangular region by using the definition. Instead, we
compute double integrals by a process called iterated integration, which is like
partial differentation in reverse. Suppose is continuous over the rectangle

Then we write to denote the integral obtained


by integrating with respect to over the interval with held constant.
The integral obtained by this partial integration is a function of alone,

which we integrate over the interval to obtain the


iterated integral

97
Similarly, if we integrate first with respect to over holding constant,
and then with respect to over we obtain the iterated integral,

Fubini's Theorem says that these double integrals have the same value, provided
is continuous over (in fact, Fubini's theorem say more).
Proposition (Fubini's Theorem) If is continuous over the rectangle

then the double integral may be evaluated by


either iterated integral; that is,

Example (Iterated Integrals) Perform the iterated integration.

(a) Use iterated integration to compute the double integral


where

Solution. We compute

(b) Use iterated integration to compute the double integral where

Solution. We compute

(c) Use iterated integration to compute the double integral where

98
Solution. We compute

Volume Interpretation

If on the interval the single integral can be interpreted


as the area under the curve over The double integral

has a similar interpretation in terms of volume; since it is natural to define the


total volume under the surface as the limit of Riemann sums as the norm tends to
0; of course provided, on the rectangular region
Proposition (Volume Interpretation of the Double Integral) If on the
rectangular region then the product is the volume of a
parallelepiped (a box) with height and base area The Riemann
sum

provides an estimate of the total volume under the surface over and
if is continuous, we expect the approximation to improve by using more refined
partitions. That is, the volume under over the domain is given by

when on the rectangular region


Example (Volume Interpretation) Find the volume of the solid region bounded
below by the given rectangle in the -plane and above by the graph of the
given surface.

99
(a) Find the volume of the solid bounded below by the rectangle
in the and above by the graph of

Solution. We compute

(b) Find the volume of the solid bounded below by the rectangle
in the and above by the graph of

Solution. We compute

100
Note in this example we used the formulas and

Double Integrals Over More General


Regions
The relationship between double integrals and iterated integrals (Fubini's
Theorem) over more general regions is detailed. The distinction between a
double integral and an iterated integral in two variables is explained. Indeed, the
double integral is often evaluated by converting it to an equivalent iterated
integral, which is usually easier to compute; but nonetheless double integrals and
iterated integration are distinct concepts. Essentially, an iterated integral is like
the inverse of mixed partial differentiation and a double integral is a direct
extension of the Riemann integral (Riemann sums) of one variable to functions of
two independent variables.
A type I, or vertically simple region is a region of the plane that can be
described by the inequalities

where and are continuous functions of on Similarly, a type II, or


horizontally simple region , in the plane is a region that can be described by
the inequalities

where and are continuous functions of on


Definition (Double Integral over a Region) Let be a function that is
continuous on the region that can be contained in a rectangle Define the
function on as if is in and 0 otherwise. If is integrable
over , we say that is integrable over , and the double integral of over is

101
defined as

The function may have discontinuities on the boundary of but if is


continuous on and the boundary of is fairly "well behaved", then it can be

shown that exists and hence that exists. This


procedure is valid for the type I and type II simple regions.
Proposition (Double Integral over a Region) If is a type I region, then

whenever both integrals exist. Similarly, for a type II region

whenever both integrals exist.


Example (Double Integral over a Region) Compute the double integral over the
nonrectangular region.

(a) Compute the double integral

Solution. The region is horizontally simple or a type II region as


and We compute

This region could also be considered as a vertically simple or a type I region as

and We compute

102
(b) Compute the double integral

Solution. The region is vertically simple or a type I region as and


We compute

The region is also horizontally simple or a type II region as and

We compute

(c) Evaluate the integral

Solution. If we try to evaluate the integral as it stands, we are faced with the

task of first evaluating But this is impossible to do so in finite terms

since is not an elementary function. So we must change the order of


integration. This is accomplished by first expressing the given iterated integral as
a double integral. We have

103
where This region has an alternate description:

Thus we can express the double integral as an iterated integral in the reverse
order:

(d) Evaluate where is the region bounded by the line and


the parabola

Solution. The region is both a type I and a type II region, but the description
of as a type I is more complicated because the lower boundary consists of two
parts. Therefore we express as a type II region:

Then the double integral becomes

If we had expressed as a type I region, then we would have obtained

but this would have involved more work than the first part.

104
Area and Volume as a Double Integral
Even though we can find the area between curves with single integral, it is
often easier to compute area using a double integral. If over a region
in the -plane then

gives the volume of the solid bounded above by the surface and
bounded below by the region In the special case where we have

To summarize, we have the following proposition.


Proposition (Area and Volume as a Double Integral) If is continuous and
over a region in the -plane then

gives the volume of the solid bounded above by the surface and
bounded below by the region In the special case where we have the
area of the region

105
Double Integrals in Polar Coordinates
Some double integrals are much easier to evaluate in polar form than in
rectangular form. This is especially true for regions such as circles, cardioids,
and rose curves, and for integrands that involve a sum of squares. In this topic
we illustrate how to convert a Cartesian integral into polar integral; in particular,
we emphasis sketching the region of integration.
Polar coordinates are used in double integrals primarily when the integrand or
the region of integration (or both) have relatively simple polar descriptions. The
polar conversion formulas are used to convert from rectangular to polar
coordinates:

Proposition (Double Integral in Polar Coordinates) If is continuous in the polar


region described by and (with ), then

Thus the procedure for changing from a Cartesian integral into a polar integral
requires substitution of

into the Cartesian integral and then converting the region of integration to polar
form

Example (Double Integral in Polar Coordinates) Use polar coordinates to


evaluate the integrals.

(a) Evaluate where is the region in the upper half-plane


bounded by the circles and

Solution. The region is described as

106
It is an upper ring with polar coordinates given by

Therefore,

(b) Find the volume of the solid bounded by the plane and the paraboloid

Solution. If we put in the equation of the paraboloid, we get


This means that the plane intersects the paraboloid in the circle so the
solid lies under the paraboloid and above the circular disk given by
In polar coordinates is given by

Since the volume is

107
Example (Evaluating a Double Integral in Polar Coordinates) Use polar
coordinates to evaluate the integrals.

(a) Use a double integral to find the area enclosed by one loop of the four leaved
rose

Solution. From the sketch of the curve we see that a loop is given by the
region

So the area is

(b) Find the volume of the solid that lies under the paraboloid above
the and inside the cylinder

Solution. The solid lies above the disk whose boundary circle has equation
or In polar coordinates the boundary is or
Thus the disk is given by

108
and so the volume is

Example (Using Double Integrals in Polar Coordinates) Use polar coordinates to


evaluate the integrals.

(a) Sketch the region and evaluate the double integral given

Solution. We have

and the region of integration is

(b) Sketch the region of integration and evaluate the double integral given

Solution. We have

109
and the region of integration is

(c) Sketch the region of integration and evaluate the double integral given

Solution. We have

and the region of integration is

Example (Determining a Double Integral in Polar Coordinates) Use polar


coordinates to evaluate the integrals.

(a) Sketch the region of integration and evaluate the double integral given

Solution. We have

and the region of integration is

110
(b) Sketch the region of integration and evaluate the double integral given

.
Solution. We have

and the region of integration is

Surface Area
In this topic we apply double integrals to the problem of computing the area of
a surface over a region. We demonstrate a formula that is analogous to the
formula for finding the arc length of a one variable function and detail how to
evaluate a double integral to compute the surface area of the graph of a
differentiable function of two variables.
Proposition (Surface Area) Assume that the function has continuous
partial derivatives and in a region of the -plane. Then the portion of the
surface that lies over has surface area

111
Proof. Consider a surface defined by defined over a region of the
Enclose the region in a rectangle partitioned by a grid with lines
parallel to the coordinate axes. This creates a number of cells, and we let
...., denote those that lie entirely within For let be
any corner of the rectangle and let be the tangent plane above on the
surface of Let denote the area of the patch of the surface that lies
directly above The rectangle projects onto a parallelogram in the
tangent plane and if is small we would expect the area of this
parallelogram to approximate closely the element of the area If and
are the lengths of the sides of the rectangle the approximating
parallelogram will have sides determined by the vectors

and

If is the area of the approximating parallelogram, we have

To compute we first find the cross product:

Then we calculate the norm,

Finally, summing over the entire partition, we see that the surface area over
may be approximated by the sum

112
where This is a Riemann sum, and by taking an appropriate
limit (as the partition becomes more refined), we find that the surface area
satisfies

Example (Surface Area) Find the surface area.

(a) Find the surface area of the part of the surface that lies above the
triangular region in the with vertices and

Solution. The region is described by

We have

113
(b) Find the surface area of the part of the paraboloid that lies under
the plane

Solution. The plane intersects the paraboloid in the circle


Therefore, the given surface lies above the disk with center the origin and
radius 3. Converting to polar coordinates, we have,

114
It is worth noting the following similarities.

Example (Computing Surface Area) Find the surface area of the portion of the
sphere that lies inside the cylinder

Solution. Let Then

and

The projected region in polar form is Since half the surface is above the
and half the surface is below, we have

115
Example (Surface Area of a Sphere) Find the surface area of a sphere of radius

Solution. Let

Then

and

In polar form, we have

116
Example (Surface Area of a Cylinder) Find the surface area of a cylinder of
radius and height

Solution. Let

Then

and

We have,

117
Solution. We have

and the region of integration is

Surface Area with Parametrizations

118
Proposition (Surface Area Defined Parametrically) Let be a surface defined
parametrically by

on the region in the -plane, and assume that is smooth in the sense that
and are continuous with on Then the surface area, is given
by

The quantity is called the fundamental cross product.

Proof. Suppose a surface is defined parametrically by the vector function

for parameters and Let be a region in the -plane on which and as


well as their partial derivatives with respect to and are continuous. The partial
derivatives of are given by

Suppose the region is subdivided into cells. Consider a typical rectangle in this
partition, dimension and , where and are small. If we project this
rectangle onto the surface we obtain a curvilinear parallelogram with
adjacent sides and The area of this rectangle is
approximated by

By taking an appropriate limit, we find the surface to be a double integral.


Example (Surface Area Defined Parametrically) Find the area of the surface
given parametrically by the equation

119
for

Solution. We have,

Therefore,

Using polar coordinates, the surface area is

Example (Surface Area Defined Parametrically) Find the surface area of the
helicoid which is given parametrically by

for and

120
Solution. We have,

and

Therefore,

So the surface area is

Example (Surface Area of a Torus) Find the surface area of the torus which is
given parametrically by

for and

121
Solution. We have,

and

Therefore,

So the surface area is

Triple Integrals

122
First, triple integrals are defined for boxed regions and their generalization
from the Riemann integral of a one and two variable function is described in
detail. The relationship between triple integrals and iterated integrals (Fubini's
Theorem) is detailed. The distinction between a triple integral and an iterated
integral in three variables is explained. Indeed, the triple integral is often
evaluated by converting it to an equivalent iterated integral, which is usually
easier to compute; but nonetheless triple integrals and iterated integration are
distinct concepts. Essentially, an iterated integral is like the inverse of mixed
partial differentiation and a triple integral is a direct extension of the Riemann
integral (Riemann sums) of one and two variable to functions of three
independent variables.

We defined the definite integral of a single variable as a limit


involving the Riemann sums

are points in a partition of the interval and is a representative point in the


subinterval We can also apply the same idea to define a definite integral
of two variables

over the rectangle First we partition the interval into


subintervals and the interval into subintervals. Using these
subdivisions, partition the rectangle into cells (subrectangles). Call this
partition Choose a representative point from each cell in the partition of
the rectangle. Form the sum,

where is the area of the -th representative cell. This is called the Riemann
sum of with respect to the partition and the cell representation To
measure the size of the rectangles in the partition we define the norm of
the partition to be the length of the longest diagonal of any of the rectangle in the
partition. We refine the partition by subdividing the cells in such a way that the
norm decreases. When this process is applied to the Riemann sum and the norm
decreases to zero, we write

123
If this limit exists, its value is called the double integral of over the rectangle
We can now apply the same idea to define a definite integral of three variables

over a closed bound region in space.


Definition (Triple Integrals) Suppose is defined on a closed bounded
solid region which in turn is contained in a box in space. We partition into a
finite number of smaller boxes, call this partition we choose a representative
point from each subdivision in the partition and we form the sum,

where is the volume of the -th representative subdivision. This is called the
Riemann sum of with respect to the partition and the cell
representation To measure the size of the rectangles in the partition
we define the norm of the partition to be the length of the longest diagonal of
any of the subdivisions in the partition. We refine the partition by subdividing the
subdivisions in such a way that the norm decreases. When this process is
applied to the Riemann sum and the norm decreases to zero, we write

If this limit exists, its value is called the triple integral of over the closed
bounded region
Proposition (Properties of Triple Integrals) Assume that all the given integrals
exist on a rectangular region for given functions and

(i) Linearity Rule: For constants and

124
(ii) Dominance Rule: If throughout a closed bounded region
then

(iii) Subdivision Rule: If the closed bounded region of integration is


subdivided into two (disjoint) subdivisions and then

Proposition (Fubini's Theorem for Triple Integrals) If is continuous over


a rectangular box : then the triple integral may be
evaluated by the iterated integral

The iterated integral can be performed in any order, with appropriate adjustments
to the limits of integration.

Example (Triple Integrals) Evaluate the triple integral where is


the rectangular box

Solution. We have

125
Example (Triple Integrals) Evaluate the triple integral where is
the rectangular box

Solution. We have

Triple Integrals over z-Simple


Regions
Proposition (Triple Integrals Over z-Simple Regions) Suppose is a solid region
bounded below by the surface and above by the surface that
projects onto the region in the -plane. If is either type I (vertically simple)
or type II (horizontally simple region), then the triple integral of the continuous
function over is

Proposition (Volume and Triple Integrals) A double integral can be interpreted


as the area of the region of integration, via: if over a region in the
and is the area of then

Similarly, we can interpret the triple integral as the volume of a solid; that is, if

126
is the volume of the solid region then

Example (Volume as a Triple Integrals) Compute the volume of the tetrahedron


bounded by the planes and

Solution. The vertices of the tetrahedron are and So

the region of integration in the -plane is bounded by the lines

and This is determined by the vertices of the tetrahedron in the -


plane and by determining the equations of the lines through these vertices.

So the upper boundary is the plane that is Therefore,

Example (Volume as a Triple Integrals) Compute the volume of the solid region
bounded above by the paraboloid and below by

127
Solution. The bounded region as projection in the -plane given by the
equation that is, and the graph of the regions
are

The volume is given by

Example (Volume as a Triple Integrals) Compute the volume of the solid


bounded below by the paraboloid and above by the plane

128
Solution. The projection of the bounded region onto the -plane is the graph
of the equation by completing the square in the region is
Therefore, the volume is given by

which is not so easy to integrate. However, we can project this bounded region
onto the -plane to obtain the region (in the -plane)

bounded by (take in ) and The volume of the


bounded region is given by

Example (Volume as a Triple Integrals) Find the volume of the ellipsoid

using triple integration.

129
where

Solution. We have and and so the volume


is

Planar Lamina
A planar lamina is a flat plate that occupies a region in the plane that is so
thin it can be regarded as two dimensional. If is the lamina's mass and is the
area of the region then is the density of the lamina (in units of mass
per unit area). A lamina is homogenuous if its density is constant over
and nonhomogenuous if varies from point to point.
If is a continuous density function on the lamina corresponding to a plane
region then the (total) mass of a lamina is given by

130
Physicists also consider other types of density that can be treated in the same
manner. For example, if an electric charge is distributed over a region and the
charge density (in units of charge per unit area) is given by at a point
in then the total charge is given by

Example (Planar Lamina) Charge is distributed over the triangular region


described by and so that the charge density at is
measured in coulombs per square meter. Find the total charge.

Solution. We have

Thus the total charge is .

Moments and Center of Mass


The moment of an object about an axis measures the tendency of the object to
rotate about that axis. It is defined as the product of the object's mass and the
signed distance from the axis. The center of mass of the lamina covering a
region is the point where the mass can be concentrated without
affecting the moments and ; that is,

The center of mass may also be thought of as the point from which the
lamina may be suspended without movement. If is a continuous density
function on a lamina corresponding to a plane region then the moments of
mass with respect to the -axis and -axis, respectively, are

Furthermore, if is the mass of the lamina, the center of mass is where

131
If the density is constant, the point is called the centroid of the region.
Example (Moments and Center of Mass of a Planar Lamina)

(a) Find the mass and the center of mass of a triangular lamina with vertices
and if the density function is

Solution. The mass of the lamina is

Then the center of mass is given by

and

132
(b) A lamina with over the region bounded by the curve and the line
in the first quadrant.

Solution. The mass of the lamina is

Then the centroid is given by where

and

133
and so the centroid is

Example (Finding the Centroid of a Planar Lamina) A lamina with over the
region between the line and the parabola

[Link] mass of the lamina is

Then the centroid is given by where

134
and

and so the centroid is

Example (Finding the Center of Mass of a Planar Lamina)

(a) Find the center of mass for the planar lamina with density function
over

Solution. The mass of the lamina is

135
Then the center of mass is given by where

and

and so the center of mass is

(b) Find the center of mass for the planar lamina with density function
over the region bounded by and

Solution. The mass of the lamina is

Then the center of mass is given by where

136
and

and so the center of mass is

Moments of Inertia
In general, a lamina of density covering the region in the first quadrant
of the plane has (first) moment about a line given by

where is the distance from a typical point in to Similarily, the

137
second moment, or the moment of inertia, of about is defined by

In physics, the moment of inertia measures the tendency of the lamina to resist a
change in rotational motion about the axis Moments of inertia about the
coordinate axes are given by

Example (Moments of Inertia of a Planar Lamina) Find the moments of inertia


and of a homogenuous disk with density center the origin, and
radius

Solution. The boundary of is the circle and in polar coordinates


is described by We have:

Thus,

Probability Density Functions


Quantities that range continuously over an interval of real numbers are called
continuous random variables and every continuous random variable has a
probability density function with the property that the probability of lying
between the numbers and is given by the integral

138
In general, for all and since the value of is always some real number,
it follows that so

In geometric terms, the proability is the area under the graph of


over the interval
If and are both continuous random variables, then the joint probability
density function for two random variables and is a function of two variables
such that for all and

where denotes the probability that is in the region Note that

Geometrically, may be thought of as the volume under the surface


above the region .
Example (Probability Density Functions) Suppose measures the time (in
minutes) that a person stands in line at a certain bank and the duration (in
minutes) of a routine transaction at the teller's window. You arrive at the bank to
deposit a check. The joint probability density function for and is modeled by

Find the probability that you will complete your business at the bank within 8
minutes.

Solution. We have

139
(b) Suppose the joint probability density function for the random variable and
is is modeled by

Find the probability that

Solution. We have

(c) Suppose the joint probability density function for the random variable and
is is modeled by

Find the probability that

Solution. We have

140
Triple Integrals in Cylindrical
Coordinates
Each point in three dimensions is uniquely represented in cylindrical
coordinates by using and The
conversion formulas from rectangular coordinates to cylindrical
coordinates are

and conversely,

A triple integral can sometimes be evaluated by


transforming to cylindrical coordinates if the region of integration is -simple
and the projection of onto the -plane is a region that can be described
more naturally in terms of polar coordinates over the region of integration

Proposition (Triple Integral in Cylindrical Coordinates) Let be a region with


upper surface and lower surface and let be the projection of
the solid onto the -plane expressed in polar coordinates. Then, if is
continuous on the triple integral of over is given by

141
Example (Triple Integral in Cylindrical Coordinates) Find the volume of the solid
bounded by the paraboloid and the -plane.

Solution. In the -plane we have the region Thus in cylindrical


coordinates we have,

Example (Triple Integral in Cylindrical Coordinates) Use cylindrical coordinates


to compute the integral

where is the solid bounded above by the plane and below by the surface

Solution. We consider the region of integration as being -simple by


projecting onto the -plane; and in the -plane we have the region bounded
by

142
and so in cylindrical coordinates we have,

Example (Triple Integral in Cylindrical Coordinates) Use cylindrical coordinates


to compute the integral

where is the cylindrical solid with

Solution. We consider the region of integration as being -simple by


projecting onto the -plane; and in the -plane we have the region
Noticing that

143
In cylindrical coordinates we have,

Example (Triple Integral in Cylindrical Coordinates) Use cylindrical coordinates


to compute the integral

Solution. The region of integration is

In cylindrical coordinates we have,

144
Triple Integrals in Spherical
Coordinates
Each point in three dimensions is uniquely represented in spherical
coordinates by using and The conversion
formulas from rectangular coordinates to spherical coordinates are

and conversely,

Using Jacobians, we can show that the element of volume in spherical


coordinates is

Using this formula, we can form partitions and take a limit of a Riemann sums as
the partitions are refined to obtain the following integral.
Proposition (Triple Integral in Spherical Coordinates) If is continuous on
the closed bounded region , then the triple integral of over is given by

where is the region expressed in spherical coordinates.


Example (Triple Integral in Spherical Coordinates) Using spherical coordinates

verify that the volume of a sphere is where is the radius of the sphere.

Solution. Since the equation of the sphere is for and


Then the volume is given by the triple integral in spherical coordinates,

145
Example (Triple Integral in Spherical Coordinates) Evaluate

where is the solid hemisphere and

Solution. Using spherical coordinates we have,

Example (Triple Integral in Spherical Coordinates) Evaluate

146
where is the solid hemisphere

Solution. Converting to spherical coordinates we have,

Example (Triple Integral in Spherical Coordinates) Evaluate

Solution. Converting to spherical coordinates we have,

Example (Triple Integral in Spherical Coordinates) Find the volume of the solid
region that remains in the spherical solid after the solid cone has
been removed.

Solution. We have

147
Jacobians
With a function of one variable we often use a change of variable (a
substitution) to simplify an integral. By reversing the roles of and an integral
can be rewritten,

where and This factor is crucial for determining


whether a change of variable will be successful, or not. In order to have a change
of variables for functions of two or more variables, a factor which is defined in
terms of partial derivatives will be needed.
Definition (Jacobian) If and then the Jacobian of and with

respect to and denoted by is

More generally, for

the Jacobian of with respect to is

148
Example (Jacobian: Rectangular to Polar Coordinates) Compute the Jacobian
for the conversion from the rectangular plane to the polar plane.

Solution. The conversion formulas are and So the


Jacobian is,

Example (Jacobian: Rectangular to Cylindrical Coordinates) Compute the


Jacobian for the conversion from rectangular coordinates to cylindrical
coordinates.

Solution. The conversion formulas are and So the


Jacobian is,

Example (Jacobian: Rectangular to Spherical Coordinates) Compute the


Jacobian for the conversion from rectangular coordinates to spherical
coordinates.

Solution. The conversion formulas are and


So the Jacobian is,

149
Change of Variables in Double
Integrals
Proposition (Change of Variables in Double Integrals) Let be a continuous
function on a region in the and let be a one-to-one transformation
that maps the region in the -plane onto under the change of variables
where and are continuously differentiable functions on
If then

Example (Area of an Ellipse) Use a change of variables to compute the area of


an ellipse.

Solution. Assume the ellipse is given in standard form by Let

and then the ellipse in the -plane corresponds to the unit circle

in the -plane. Since and the Jacobian is


and so the area of an ellipse is given by

150
Example (Change of Variables in Double Integrals) Use a change of variables to
evaluate the integral

where is the trapezoidal region with vertices and

Solution. Since it is not easy to integrate we make a


change of variables suggested by the form of namely: and
Then, since

the Jacobian is,

To find the region in the -plane corresponding to we note that the sides of
lie on the lines and using the rules for the
transformation, and the images of the lines in the
are

Thus the region is the trapezoidal region with vertices and


that is

The transformation from to is,

151
Therefore,

Example (Change of Variables in Double Integrals) Use a change of variables to


evaluate the integral

where is the region bounded by the lines and

Solution. Let and Then solving for and produces

and

We compute the Jacobian of and

152
The bounds under the transformation are

Let's consider the region in the -plane as vertically simple as follows,

Example (Change of Variables in Double Integrals) Use a change of variables to


evaluate the integral

where is the region bounded by the square with vertices and

Solution. The region is bounded by the lines

153
and Let and then solving for and produces

and

We compute the Jacobian of and

The bounds under the transformation are

Let's consider the region in the -plane as horizontally simple as follows,

Example (Change of Variables in Double Integrals) Use a change of variables to


evaluate the integral

154
where is the region bounded by the parallelogram with vertices
and

Solution. The boundary lines of the parallelgram are and


Let and with boundary lines and
Solving for and produces

and

Since the Jacobian is

we have

In the next example we will make use of

because it is easier not to solve for and in terms of and


Example (Change of Variables in Double Integrals) Use a change of variables to
evaluate the integral

where is the region bounded by the hyperbolas and

155
Solution. Let and Then

Since, we have

Thus,

and so

Now then,

Example (Change of Variables in Double Integrals) Use a change of variables to


evaluate the integral

156
where is the triangular region bounded by the vertices

Solution. Let and so that and Then


the Jacobian is

The given the region is bounded by the lines and which


transform into and Therefore,

Change of Variables in Triple


Integrals
Proposition (Change of Variables in Triple Integrals) Let be a continuous
function on a region in the and let be a one-to-one transformation
that maps the region in the -space onto under the change of variables
and where functions and are
continuously differentiable functions on If then

157
Example (Change of Variables in Triple Integrals) Compute the volume of an
ellipsoid.

Solution. Assume the ellipsoid is given in standard form by

Let and then the ellipsoid corresponds to the unit sphere


Since the Jacobian is

and so the volume of an ellipsoid is given by

Vector Fields
In this topic:

(1) Define vector fields in and

(2) Sketch some vector field graphs.

By and large, a vector field is a function that assigns a vector to each point in a
set of ordered pairs. Notice that it may be impossible to draw every vector in a
vector field (drawing a vector at every point in space); even so, drawing a few
key representatives (vectors) usually will give a reasonable impression of a

158
vector field. Common examples of vector fields include force fields, velocity
fields, gravitational fields, magnetic fields, and electric fields.
Vector fields can be used to quantify the amount of work done by variable
force acting on a moving body. Measuring the amount of force (fluid flow, electric
charge, etc.) can sometimes be achieved by computing an integral of a vector
field with respect to an orientable curve or surface.
Definition (Vector Field) A vector field in is a function that assigns a vector
to each point in its domain. A vector field with domain in has the form

where the scalar functions and are called the components of A


continuous vector field is one whose components are continuous.
To visualize a particular vector field it often helps to select a number
of points in the domain of and then draw an arrow emanating from each point
with the direction of and length representing the magnitude
We will refer to such a representation as the graph of
Example (Vector Field) Sketch some representations for each of the following
vector fields.

159
Divergence and Curl
In this topic:

(1) Define the del operator and the divergence and curl of a vector field.

(2) If find and

(3) Let be a constant vector field. Show that and

(4) Define the Laplacian operator.

(5) State the basic properties of the divergence and curl.

Definition (Del, Divergence, and Curl) Let be a given vector field. The
divergence of is defined by and the curl of is defined by
where

160
is the del operator.
Example (Divergence) If find and

Solution. We obtain,

and

Example (Constant Vector Field) Let be a constant vector field. Show that
and

Solution. Let for constants and Then

and

161
Definition (Laplacian Operator) Let define a function with continuous
first and second partial derivatives. Then the Laplacian of is

The equation is called Laplacian's equation, and a function that satisfies


it in a region is said to be harmonic on
Proposition (Div-Curl Properties) Let and be vector fields with component
functions that have continuous first and second partial derivatives. Then

(i)

(ii)

(iii)

(iv)

(v)

(vi)

(vii)

(viii)

(ix)

(x)

Conservative Vector Fields


In this topic:

(1) Define a gradient vector field.

162
(2) Define a conservative vector field and a scalar potential function.

(3) If then find a function such that

(4) Define a connected region.

(5) State an equivalent condition for a vector field to be conservative in

(6) State an equivalent condition for a vector field to be conservative in

(7) Show that the vector field

is conservative and find the


scalar potential function.

Definition (Gradient Field) Let be a differentiable function. The vector field


obtained by applying the del operator to is called the gradient field of
Definition (Conservative Vector Field) A vector field is said to be conservative
in a region if for some scalar function in The function is called a
scalar potential of in .
Example (Scalar Potential) If

then find a function such that

Solution. If there is such a function, then

Integrating with respect to

Then differentiating with respect to we have

and this yields Thus and we have

163
Finally, differentiating with respect to and comparing, we obtain and
therefore, a constant. The desired function is

with
Definition (Connected Regions) A region in the plane is called connected (one
piece) if it has the property:

(i) any two points in the region can be connected by a piecewise smooth curve
lying entirely within

and a simply connected region (no holes) is a connected region that has the
property:

(ii) every closed curve in encloses only points that are in

Proposition (Conservative Vector Field) Consider the vector field

where and have continuous first partials in the open, simply connected region

in the plane. Then is conservative in if and only if on


Example (Conservative Vector Field) Determine whether or not the vector field

is conservative.

Solution. Let and Then since

is not a conservative vector field.


Proposition (Criterion for Conservative Vector Field) Suppose that the vector
field and are both continuous in the simply connected region of
Then is conservative in if and only if

164
Note that a vector field

in can be regarded as the vector field

in Since

we have if and only if


Example (Criterion for Conservative Vector Field) Show that the vector field

is conservative and find the scalar potential function.

Solution. Since is conservative. Now we set out to find

Since we set

Since

so and so we set

Since

165
so and so we set

Line Integrals
In this topic:

(1) Define a line integral on a piecewise smooth curve.

(2) State a proposition on how to evaluate a line integral given parametric


equation for the curve.
(3) State three basic properties of line integrals.

(4) Evaluate where is the circular helix given by the equations

(5) Evaluate where consists of the line segment from


to followed by the vertical line segment from to

Line integrals have a great many applications in the sciences, but were
originally constructed mainly to compute work and mass in physics. Generally, if
direction can be described along a curve using a parametric representation
(called an orientable curve), then as a generalization of the Riemann integral it is
possible to define a line integral where Riemann sums are constructed along the
piecewise-smooth orientable curve.

166
Definition (Line Integral) Let be a smooth curve, with parametric equations
and for that lies within the domain of a function
We say that is orientable if it is possible to describe direction along
the curve for increasing Partition into sub-arcs, the of which has length
Let be a point chosen arbitrarily from the sub-arc. Form the

Riemann sum and let denote the largest sub-arc length


in the partition. Then, if the limit

exists, we call this limit the line integral of over and denote it by

Additionally, if is a closed curve, then we denote the line integral by


Proposition (Line Integral) Suppose that the function is continuous at each
point on a smooth curve , with parametric equations and

for that lies within the domain of Then exists


and

and thus

The definition of a line integral can be extended to curves that are piecewise
smooth in the sense that they are the union of a finite number of smooth curves
with only endpoints in common. In particular, if is comprised of a number of
smooth sub-arcs then

Proposition (Properties of Line Integrals) Let and be scalar functions


defined on a piecewise smooth orientable curve Then, for any constants

167
and

(i) Linearity rule:

(ii) Subdivision rule:

where is the union of smooth orientable sub-arcs with


only endpoints in common.

(iii) Opposite direction rule:

Example (Line Integral) Evaluate where is the circular helix given


by the equations

Solution. We compute,

168
Other line integrals are obtained by replacing by This is
called the line integral of along with respect to

and similarly with respect to and ,

and

When we want to distinguish the original line integral from these, we call
it the line integral with respect to arc length. The following formulas say that the
line integrals with respect to or can also be evaluated by expressing
everything in terms of : and
yielding:

and

Example (Line Integral Evaluation) Evaluate where


consists of the line segment from to followed by the vertical line
segment from to

Solution. The curve is the union of the curves

169
and the curve

Thus

Line Integral of a Vector Field


In this topic:

(1) Define a line integral of a vector field and state how to evaluate it.

(2) State the fact that the value of a line integrals does not depend on the
parametrization of the given curve and show an example.

Definition (Line Integral of Vector Field) Let

be a vector field, and let be a piecewise smooth orientable curve with


parametric representation

Using we define the line integral of along by

170
Proposition (Line Integral of Vector Field) Let be a smooth curve and let
be a continuous function with domain containing the trace of Then the
value of the integrals

depends only on the initial point terminal point and the trace of That is,
two different parametrizations having the same trace from to yield the same
values for these integrals.
Example (Line Integral of Vector Field) Consider the smooth curves

and

Both and are smooth curves from to with the same trace which is
the portion of the parabola for For we have and

therefore

For we have and therefore

171
Work as a Line Integral
In this topic:

(1) State the relationship between a line integral and the work performed as an
object moves along a smooth curve .

(2) Find the work done by the force field on an


object moving along the curve defined parametrically by
for

If an object moves along a line with displacement in a constant force (vector)


field the work done is We will generalize the concept of work to a
variable force field and where the object moves along a smooth orientable
curve Assume that is subdivided into sub-arcs and let be a
point in the th sub-arc. If the length of the sub-arc is small (very small),
the force will be approximately constant and we assume it has the constant value
on .
Also, the direction of motion will not change much over the sub-arc, so we can
assume that the object will move a distance of in the direction of the unit
tangent vector for a linear displacement of Therefore, we
can approximate the work performed over the sub-arc by By

adding the contributions along all sub-arcs the sum is an


approximation to the total work performed as the object moves along in the
force field As the length of the largest sub-arc tends to 0, this

approximating sum approaches the value of the line integral which is


considered work as a line integral.
Proposition (Work as a Line Integral) Let be a continuous force field over a
domain Then the work performed as an object moves along a smooth curve

in is given by the integral where is the unit


tangent at each point on and is the position vector of the object moving on

172
Example (Work as a Line Integral) Find the work done by the force field

on an object moving along the curve defined parametrically by

Solution. We compute,

(from ) and

Thus,

Fundamental Theorem of Line


Integrals
In this topic:

(1) State the fundamental theorem of line integrals.

(2) Find the work done by the gravitational field (Newton's law of gravitation)

where and are the masses of two objects and is the gravitational constant,
in moving a particle from the point to the point along a piecewise
smooth curve

173
Proposition (Fundamental Theorem of Line Integrals) Let be a piecewise
smooth curve that is parametrized by the vector function for and let
be a vector field that is continuous on If is a scalar function such that
then

where and are the endpoints of


Proof. Suppose and let be the composite function
We have,

Example (Fundamental Theorem of Line Integrals) Find the work done by the
gravitational field (Newton's law of gravitation)

where and are the masses of two objects and is the gravitational constant,
in moving a particle from the point to the point along a piecewise
smooth curve

174
Solution. We have where Therefore,

Independence of Path
In this topic:

(1) Define independence of path.

(2) Show that the vector field

is conservative and evaluate for any piecewise smooth path joining


to

(3) State three equivalences for a vector field to be conservative.

(4) Show that no work is performed when an object moves along a closed path
in a connected domain where the force field is conservative.

(5) Summarize strategies for computing line integrals:

In general, the value of a line integral depends on the path of integration, but in
certain cases, the line integral will be the same for all paths in a given region with
the same initial point and terminal point; and if so the line integral is called
independent of path. Additionally, a vector field that is the gradient field for a
scalar function on some region is called a conservative vector field on that
region. So now recall, for functions of two variables, the analogue of the
derivative is the gradient, and the corresponding analogue of the fundamental
theorem of calculus is the fundamental theorem for line integrals, which to our
advantage, offers us a way to evaluate a line integral of a conservative vector

175
field by simply knowing the values of the scalar (potential) function at the
endpoints of the path.

In general, the value of the line integral depends on the path of


integration but in certain cases, the integral will be the same for all paths in a
given region with the same initial point and terminal point In this case, we
say that the line integral is independent of path in

Definition (Independence of Path) The line integral is independent of


path in a region if for any two points and in the line integral along every
piecewise smooth curve in from to has the same value.
Example (Criterion for Conservative Vector Field) Show that the vector field

is conservative and evaluate for any piecewise smooth path joining


to

Solution. First we determine We find,

and so the vector field is conservative and we can find the scalar potential
function. Now we set out to find with Since we know that

Then, we find and so comparing this with the given

we determine that and so So far


we have,

176
Also since, and comparing this to the given we

determine and so is a constant with respect to and Therefore,


a scalar potential function is

(taking the constant to be zero). Finally,

Proposition (Independence of Path) If is a continuous vector field on the open


connected set then the following three conditions are either all true or all false:

(i) is conservative on

(ii) for every piecewise smooth closed curve in

(iii) is independent of path within

Example (Independence of Path) Show that no work is performed when an


object moves along a closed path in a connected domain where the force field is
conservative.

Solution. In such a force field where is a scalar potential of and


because the path of motion is closed, it begins and ends at the same point
Thus, the work is given by

Strategy for Line Integrals: Three ways for evaluating a given line integral

, are

177
(i) Parametrize and use the parametrization to convert the line integral into
a one-variable integral involving over an interval

(ii) Check to see if is conservative; if it is, then find a scalar potential


function and use the fundamental theorem of line integrals.

(iii) If is conservative, find a convenient path with the same endpoints as

and use the fact that since the line integral is


independent of path.

Green's Theorem
In this topic:

(1) State Green's theorem for imply connected regions.

(2) Use Green's theorem to evaluate the line integral around


the curve defined by the ellipse oriented counterclockwise.

(3) Use Green's theorem to evaluate the line integral around the
curve defined by the unit circle oriented clockwise.

(4) Use Green's theorem to evaluate the line integral around the
curve defined by the square with vertices oriented
counterclockwise.

(5) Find the work done when an object moves in the force field
once counterclockwise around the circular path

(6) Find the work done when an object moves in the force field
once counterclockwise around the circular path

Green's theorem elegantly yields another technique to evaluate a line integral


of a vector field and is especially important when the vector field is not
conservative. To do so, Green's theorem assumes that we have a simply

178
connected region that is bounded by a positively oriented piecewise smooth
Jordan curve. In this case, Green's theorem offers us a way to evaluate a line
integral of a continuously differentiable vector field by computing a double
integral involving the partials of the component functions of the vector field. It can
be thought of as a generalization of the fundamental theorem of calculus for
definite integrals because it gives us a way to evaluate a double integral using
only the values of partial antiderivatives on the boundary of the domain of
integration.
Green's theorem for doubly connected regions and alternate forms of Green's
theorem involving the curl and div of a vector field are also detailed.
Proposition (Green's Theorem) Let be a simply connected region with a
piecewise smooth boundary curve oriented counterclockwise,
be a continuously differentiable vector field on and be the tangential and
normal components of respectively then

and, in vector form,

Example (Green's Theorem) Use Green's theorem to evaluate the line integral

around the curve defined by the ellipse oriented


counterclockwise.
Solution. Using polar coordinates we have,

Example (Green's Theorem) Use Green's theorem to evaluate the line integral

179
around the curve defined by the unit circle oriented clockwise.

Solution. Using polar coordinates we have,

Example (Green's Theorem) Use Green's theorem to evaluate the line integral

around the curve defined by the square with vertices


oriented counterclockwise.

Solution. We have,

Example (Green's Theorem) Find the work done when an object moves in the
force field once counterclockwise around the circular path

Solution. We have,

180
Example (Green's Theorem) Find the work done when an object moves in the
force field once counterclockwise around the circular path

Solution. We have,

Line Integrals for Areas


In this topic:

(1) If is a region bounded by a piecewise smooth simple closed curve


oriented counterclockwise, then the area of is given by

(2) Use a line integral to find the area enclosed by the region defined by the
circle

(3) Use a line integral to find the area enclosed by the region defined by the
triangle with vertices

(4) Use a line integral to find the area enclosed by the region defined by the
curve for

Proposition (Line Integral for Area) If is a region bounded by a piecewise


smooth simple closed curve oriented counterclockwise, then the area of is
given by

Example (Line Integral for Area) Use a line integral to find the area enclosed by
the region defined by the circle

181
Solution. We can parametrize the circle by and for
Then the area is found by,

Example (Line Integral for Area) Use a line integral to find the area enclosed by
the region defined by the triangle with vertices

Solution. We can parametrize the line segments by

Then the area is found by,

Example (Line Integral for Area) Use a line integral to find the area enclosed by
the region defined by the curve for

Solution. We have,

182
by using the reduction formula,

183
Green's Theorem for Doubly-
Connected Regions
In this topic:

(1) State Green's theorem for multiply-connected regions.

(2) Evaluate where is any Jordan curve whose interior


does not contain the point transversed counterclockwise.

(3) Evaluate where is any Jordan curve whose interior


contains the point transversed counterclockwise.

Proposition (Green's Theorem for Doubly-Connected Regions) Let be a


doubly-connected region with a piecewise smooth outer boundary curve
oriented counterclockwise and a piecewise smooth inner boundary curve
oriented clockwise and let be a continuously differentiable vector
field on then

Example (Green's Theorem for Doubly-Connected Regions) Evaluate

where is any Jordan curve whose interior does not


contain the point transversed counterclockwise.

Solution. We have,

184
Example (Green's Theorem for Doubly-Connected Regions) Evaluate

where is any Jordan curve whose interior contains the point


transversed counterclockwise.

Solution. Let be a circle centered at with radius so small that all of


is contained within Let be oriented clockwise and let be the region
between and Then by Green's Theorem for Doubly-Connected Regions,

Thus,

which is something that can be easily evaluated, using say, the parametrization

Therefore,

185
Quiz (Vector Functions)
Show all work and justify each step.

(1) Describe the graph in words and sketch a graph by hand for the vector
function

(2) Show that the vector function

lies on the cone Sketch the curve.

(3) Describe the graph in words and sketch a graph by hand for the vector
function

(4) How many revolutions are made by the circular helix

in a vertical distance of

(5) Find the domain of the vector function where

186
and

(6) Find a vector function whose graph is the curve of intersection of the

hemisphere and the parabolic cylinder

(7) Find a vector function whose graph is the line of intersection of the planes
and

(8) Determine the component functions for the vector function given by

where and

(9) Determine the function given by

where and

(10) Determine a function that satisfies

where and

(11) Find the limit of the following vector-valued function, if it exists:

(12) Find the limit of the following vector-valued function, if it exists:

187
(13) Find the limit of the following vector-valued function, if it exists:

(14) Determine so that

(15) Find a vector function such that is


continuous at but is not continuous at

(16) Determine the intervals for which the vector functions


and are continuous.

(17) Show that if is a vector function that is continuous at then is


continuous at

Quiz (Differentiation and Integration


of Vector Functions)
Show all work and justify each step.

(1) Given determine so that

(2) Given determine so that

(3) Determine so that the parametric equations for the tangent line to the graph
of the vector function at the point corresponding to
are

188
and .

(4) Find the first and second derivatives of the following functions:

(5) Determine so that given

(6) Determine so that given

(7) Find all such that and are parallel for all given

(8) Prove that if is a differentiable vector function such that then

(9) Prove that if and are differentiable vector functions, then

(10) Prove that if and are differentiable vector functions, then

(11) Determine values for and so that the following vector functions

189
are smooth over

(12) Find a value of and such that

and

(13) The velocity of a particle moving in space is Find the vector


so that the particle's position as a function of is

(14) The acceleration of a moving particle is Find the vectors


and so that the particle's position as a function of is

Calculus 3 Review 1
This topic is a collection of problems and concepts that might help someone
understand their working knowledge of Calculus 3.
Show all work and justify each step.

(1) The graph of lies in a plane. What is the plane?

Solution. To find the plane we let Thus and we


notice that

190
Therefore, an equation of the tangent line is

(2) Determine so that the domain of the vector function is


where

Solution. The function

has domain when since demands that


Therefore, can be any real number less than

(3) Find the open intervals on which the curve given by the vector function

is smooth.

Solution. First note that the vector function is continuous over any interval
not containing Further,

only when both and . Since the first equation has solution of
and the second equation has solutions of and
there are no real numbers such that Therefore, is
smooth over any open interval not containing

191
(4) Find the indefinite integral .

Solution. To find we ned to find both and

Using integration by parts, we find

( with , and ) and


applying integration by parts again we find

Thus,

Similarly, we find

Therefore,

where

(5) Describe and sketch the level curves for each of the following functions

(a) given

(b) given

Solution. (a) We plot for as shown:

192
(b) We plot for as shown:

(6) State the domain for each of the following functions

(a)

(b)

Solution. The domain of is and the domain of is

(7) Find the value of the following limits, if they exist.

(a) (b)

Solution. (a) Along the path we find

193
Therefore, does not exist because the limit depends on the
path. (b) Along the path we find

Therefore, does not exist because the limit depends on the


path.

(8) Knowing that is a function of and , determine and given

Solution. Using implicit differentiation with respect to we find,

and so Using implicit differentiation with respect to

we find, and so

(9) Find the equation of the tangent plane for each of the following surfaces at
the given point.

(a) at the point

(b) at

Solution. (a) Let and then and


So and Therefore the equation of the
tangent plane at is which is
(b) Using implicit differentiation with respect to we find,

and so and Using implicit differentiation with

respect to we find, and so and

Therefore the equation of the tangent plane at is

194
which is

(10) Let Find a function such that

Solution. We compute the partial derivatives as:

Since,

we find satisfies the requirement.

(11) If show that

Solution. We determine the partial derivatives as and

Therefore

195
(12) Find the points on the sphere where the tangent plane is
parallel to the plane .

Solution. Note that the plane can be written as

For the sphere, we determine and and the tangent plane we

seek is parallel and so and where

are the points we seek. Thus, and so


yields

Solving for we have, Thus,

which yields the points and on the


sphere where the tangent plane is parallel to the plane
.

(13) Find the total differential given

Solution. We determine the partial derivatives as

Therefore the total differential is

196
(14) Use differentials to approximate

Solution. Let and we notice that is easy to

compute We determine the total differential by computing


the partial derivatives

Thus,

When, the linear approximation


formula yields

197
This approximation is accurate to one decimal place:

Calculus 3 Review 2
This topic is a collection of problems and concepts that might help someone
understand their working knowledge of Calculus 3.
Show all work and justify each step.

(1) Find parametric equations for the tangent line to the graph of

at the highest point on the graph.

Solution. We want where and since

we find that Further,

and so

Also, and therefore, the parametric equations for the


tangent line at the highest point are

198
(2) Find the length of the graph of the vector function

from to

Solution. We determine and so

Therefore, which is the desired length.

(3) If show that

Solution. Let and so then

Therefore,

(4) Suppose the system

can be solved for and in terms of and so that and Use

implicit differentiation to find the partial derivatives and

Solution. We use implicit differentiation on


=0

199
to find We have,

and so

Also,

and so

So we can solve the system

to obtain

(5) Find the direction from in which the function

increases most rapidly and compute the magnitude of the greatest rate of
increase.

Solution. We compute the gradient:

200
and at we have,

Therefore, is the magnitude of the greatest rate of increase and


occurs in the direction of

(6) Find the directional derivative of at in the direction


toward the origin.

Solution. We use the unit vector

and find

to compute

(7) Find the absolute extrema of on the closed bounded set


defined by the disk

Solution. We find and and so only at


To check the boundary we let and for
Then and so

Thus when which yields the points

201
respectively. Therefore, is a minimum and

is the maximum value and

does not yield extrema values.

(8) A wire of length is cut into three pieces that are bent to form a circle, a
square, and an equilateral triangle. How should the cuts be made to minimize the
sum of the total area?

Solution. Let be the length of each side of the square, be the length of
each side of the triangle, and the radius of the circle. We wish to optimize

subject to and Since


we have

with

Then when simultaneously,

202
We obtain

Since and

(9) Minimize subject to and

Solution. We set and and we use the


Lagrange multipliers to set up the system

which is

to find which leads to as the minimize


subject to and

203
(10) Find the maximum and minimum values of on the
surface

Solution. We set and we use the Lagrange multiplier


and solve the system

which is

to find

Therefore,

is the minimum and

is the maximum value.

(11) Use iterated integration to compute

where

Solution. By Fubini's theorem,

204
(12) Find the volume of the solid bounded below by the rectangle

in the -plane and above by the graph of

Solution. The volume is given by the following double integral and can be
compute using Fubini's theorem.

(13) Sketch the region of integration and write an equivalent integral with the

order of integration reversed given

Solution. We graph the region:

205
The iterated integral is with the region as a vertically simple
region. Also, and so and so

(14) Find the volume of the solid bounded above by the paraboloid
and below by the plane

Solution. The projected region in the -plane is which is


symmetric about both the -axis and the -axis. Thus,

Calculus 3 Review 3
Here is a list of review problems that might help someone understand their
working knowledge of Calculus 3.
Show all work and justify each step.

(1) Use implicit differentiation to find given

206
Solution. We use implicit differentiation with respect to first to find as
follows,

[[recall ]] and so

Now to find we use implicit differentiation with respect to but first we


write

Then,

so in order to find we now need to find We find,

and solving for we find,

Now substituting back into the previous equation, we find

Therefore, after simplifying,

207
(2) Use implicit differentiation to find given

Solution. Using implicit differentiation with respect to we find

and solving for yields

Using implicit differentiation with respect to we find,

and so we need to find in order to finish with So using implicit


differentation with respect to we find,

and solving for yields

which is easily seen from the symmetry of the given equation. Now then we
substitute to find

as desired.

208
(3) Maximize subject to the constraint

Solution. Let and let be a Lagrange multiplier, then we setup the


following system of equations

which after taking partial derivatives becomes

Now to solve this we will try to eliminate from the first two equations. So we
solve both of them for we have,

and

respectively. Thus these two expressions must equal yielding

and since we have which we write as or So now


our system becomes

Adding these equations together we find and so

and

from So the maximize value for subject to the constraint


is

209
(4) Maximize subject to the constraint for

Solution. Let and we will use a Lagrange multiplier, say


We setup the system of equations

which after taking partial derivatives becomes

Now to solve this we will try to eliminate from the first two equations. So we
solve both of them for we have,

and (since )

respectively. Thus, these two expressions must equal yielding

we have which we write as and so So that

However, since we only use with and therefore the

210
maximum value of subject to the constraint is

(5) Evaluate where is the region bounded by and

Solution. First we sketch the region bounded by the lines and and
the curves and We find the shaded region below:

We treat the region as vertical simple so we have,

(6) Evaluate where is the region bounded by and


and

211
Solution. First we sketch the region bounded by the lines and
and the curves and We find the shaded region below:

We treat the region as vertical simple so we have,

(7) Find the surface area of that portion of the plane that lies between

the concentric cylinders and

Solution. Let We wish to use the formula

and we can because and are continuous over any region [[in

particular the region we are given ]]. Since then the surface
area is given by

212
where the region of integration in the -plane is the region between the circles

and

(8) Find the surface area of that portion of the plane that lies over
the triangular region in the -plane with vertices and

Solution. Let We wish to use the formula

and we can because and are continuous over any region [[in
particular the region we are given ]]. Compute the needed integrand,

the surface area is given by

213
where the region of integration in the -plane is the region between the lines
and as shown.

(9) Evaluate the triple integral where is the tetrahedron with


vertices and

Solution. We will consider the region of integration as a -simple solid region.


The plane going through these vertices is and in the -plane the line
is as shown

Therefore,

214
which is not hard to find but tedious by hand.

(10) Evaluate by using a change of variables where

is the region bounded by the quarter ellipse in the first octant.

Solution. Let's try the change of variables

and

with and to see if we can simply the region of integration and


the integrand. Notice

using Further the region of becomes or which is the


circle of radius 1. We wish to use

so we compute the Jacobian,

215
Now then we have,

(since and )

Calculus 3 Review 4
This topic is a collection of problems and concepts that might help someone
understand their working knowledge of Calculus 3.
(1) Find a vector-valued function whose graph is the curve of intersection of the
plane and the plane

Solution. One way to accomplish the task is by letting Then to find


relations for and we will solve the system

The solution is and Therefore a vector-valued function for

this intersection is which has the following graph.

216
(2) Determine if the graph of the vector function

is piecewise smooth on .

Solution. The graph of the vector function is not piecewise smooth over
because

and for where is an integer.


(3) Find the position vector and velocity vector given the acceleration
vector function initial position vector
and initial velocity vector

Solution. Given the velocity vector function is

217
We can find by using

Thus Therefore,

So the position vector function is

which is

We can find by using

Thus Therefore,

(4) Express the vector function in terms of arc length


measured from the point corresponding to , in the direction of increasing :

Solution. We have,

218
Solving for we have Thus
(5) Find the maximum curvature on the curve

Solution. We have and

So,

Applying the first derivative test we have the maximum curvature at

with curvature of

(6) Evaluate the limit

Solution. We have along the curves :

But along the curve , we have

Therefore the limit does not exist.


(7) On what set is the function continuous?

Solution. Let and . Then

219
Now is continuous everywhere since it is a polynomial and is continuous on
its domain . Thus, is continuous on its domain

which consists of all points outside the circle

(8) If , calculate and .

Solution. Using the chain rule for functions of one variable, we have

and

(9) Find the tangent plane to the elliptic paraboloid at the point

Solution. Let Then and


Then the equation of the tangent plane is or

220
(10) Determine whether the function is differentiable at either
or Explain why.

Solution. The function is not cntinuou at because it is not defined at


Moreover, the limit

does not exist because along we have

and along we have

Indeed, is not continuous at and thus is not differentiable at To show


that is differentiable at we compute the partial derivatives,

Since these partial derivatives and are continuous on any open disk not
containing we conclude that is differentiable at any point except ;
and in particular at
(11) If is differentiable where and then find

Solution. We compute,

221
Similarly,

and

so

(12) Find the absolute maximum and minimum values of the function

over the rectangle

Solution. Since is a polynomial it is continuous on the closed bounded


rectangle therefore has both absolute maximum and minimum values. We

222
first find the critical points by solving the system

The only critical point is and the value of there is We look at the
values of on the boundary of , which consists of four line segments
as shown.

On we have and for This is an increasing function of


so its minimum value is and its maximum value is On
we have and on This is a decreasing function of
so its maximum value is and its minimum value is On we
have and on By observing that
we see that the minimum value of this function is and the maximum
value is Finally, on we have and on with
maximum value and minimum value Thus on the boundary,
the minimum value of is 0 and the maximum is 9. We compare these values
with the value at the critical point and conclude that the absolute
maximum value of on is and the absolute minimum value is

223
(13) A cylindrical can is to hold of orange juice. The cost per square inch
of constructing the metal top and bottom is twice the cost per square inch of
constructing the cardboard side. What are the dimensions of the least expensive
can?

Solution. Let and be the radius and height of the cylinder, respectively. We
want to minimize the cost subject to the constraint
where We have
and Solving the system with the Lagrange multiplier

we find the radius in. and the height in.


(14) Suppose the smooth curves and are given by

and

Evaluate

and

Solution. Both and are smooth curves from to with the same
trace which is the portion of the parabola for For we have

and therefore

For we have and therefore

224
(15) Find the work done when an object moves in the force field
once counterclockwise around the circular path

Solution. Using Gren's theorem we have,

(16) Find the work done when an object moves in the force field
once counterclockwise around the circular path

Solution. Using Green's theorem,

Calculus 3 Practice Test 1


Show all work and justify each step.

(1) Show that the vector function

lies on the cone Sketch the curve.

225
(2) Determine all values of for which the vector function is
continuous, where .

(3) Evaluate the definite integral

(4) Find given , , and

(5) Describe and sketch the level curves for each of the following
functions

(a) given

(b) given

(6) State the domain for each of the following functions

(a) (b)

(7) Find the value of the following limits, if they exist.

(a)

(b)

(c)

(8) Knowing that is a function of and , determine and for each of


the following:

(a)

226
(b)

(c)

(9) Find the equation of the tangent plane for each of the following surfaces at
the given point.

(a) at the point

(b) at the point

(10) Let Show that

(11) If show that

(12) Find the curvature for each of the following curves

(a) .

(b) at .

(13) Find the total differential given

(14) Use differentials to approximate

Calculus 3 Practice Test 2


Show all work and justify each step.

(1) The position vector of an object in space is

Find so that the sum of the object's tangential and normal components of
acceleration equals half its speed.

227
(2) Determine a formula for and use it with

(3) Let where and Find

(4) Let where and Find and

(5) Let Find the directional derivative of at in the direction


towards the point

(6) Let Find the directional derivative of at in the direction


that makes an angle of with the positive -axis.

(7) Find the shortest distance from the origin to the surface assuming
the extrema value exists.

(8) Find the minimum of subject to the constraint


where and

(9) Let Show that has a minimum at on every line


that passes through the origin. Then show that has no relative minimum
at

(10) Suppose and Find the maximum of subject to the


constraint

(11) Sketch the region of integration, exchange the order, and evaluate the

integral using both orders of integration.

(12) Sketch the region of integration, exchange the order, and evaluate the

integral using both orders of integration.

(13) Find the volume under the plane and above by the region

228
bounded by the lines and

(14) Find the volume under the surface and above by the region
bounded by with and

Calculus 3 Practice Test 3


Show all work and justify each step.

(1) Find where and and

(2) Find and where and and

(3) Evaluate the double integral by converting to


polar coordinates.

(4) Evaluate the double integral by converting to polar


coordinates.

(5) Given change the order of integration to

(6) Find the centroid of a homogenuous lamina that covers the region bounded
by the curve and the lines and

(7) A lamina has the shape of a semicircular region Find the


center of mass of the lamina if the density at each point is directly proportional to
the square of the distance from the point ot the origin.

(8) Find the volume of the region that is bounded laterally by the cylinder
below by the plane and above the paraboloid

(9) Evaluate where is the solid hemisphere

229
(10) Evaluate by using a change of variables where is the

region bounded by the quarter ellipse

Calculus 3 Practice Test 4


Show all work and justify each step.

(1) Write the number 12 as the sum of three positive numbers in such a
way that the product is a maximum.

(2) Use iterated integration to compute over the region

(3) Find the volume under the plane and above the region
bounded by the lines and

(4) Evaluate the integral

(5) Find the surface area of the portion of the sphere that lies
above the plane

(6) Find the volume of the solid region bounded by the sphere and
the paraboloid

(7) Evaluate where is the solid sphere

(8) Show that the function is a solution of the equation

230
(9) Find an equation of the tangent plane to the surface at the point

(10) Use differentials to find an approximate value for

(11) Determine whether the function is differentiable at


either or Explain why.

(12) If where show that

(13) Let be defined by Find the directional derivative of at


in the direction toward the origin.

(14) Find the maximum rate of change of at the point and


the direction in which it occurs.

(15) Find the absolute extrema of on the closed


bounded set in the plane described by: is the square region with vertices

(16) Find the maximum of subject to and

(17) Verify that the function is a solution of the three-


dimensional Laplace equation

(18) Find an equation of the tangent plane to the surface at the point

(19) Use differentials to find an approximate value for

231
(20) Determine whether the function is differentiable at either
or Explain why.

(21) If where and show that

(22) Let be defined by Find the directional derivative of at


in the direction toward the origin.

(23) Find the maximum rate of change of at the point and


the direction in which it occurs.

(24) Find the hottest and coldest points on the metal plate whose
temperature is given by

(25) Use Lagrange multipliers to find the point on the line of intersection of the
planes and that is closest to the origin.

Calculus 3 Practice Test 5


Show all work and jusify each step.

(1) Find the maximum and minimum values attained by the function

at the points of the triangular region in the plane with vertices at


and .

(2) Find the value of the integral where

(3) Evaluate where is the region bounded by the parabolas

232
and

(4) Find the volume of the solid bounded by the cylinder that lies above
the planes and

(5) Find the surface area of the part of the sphere that lies above
the plane

(6) Estimate the center of mass of a lamina described by the region bounded by
with density function

(7) Compute the double integral .

(8) Change to the order

(9) The temperature at point in a region of space is given by the formula


Find the lowest temperature on the plane

(10) Assume that Use triple integration to find the volume of


the ellipsoid

(11) Suppose measures the time (in minutes) that a student spends working
out problems on a calculus test and measures the time (in minutes) that a
student spends checking over the test before turning it in. If the joint probability
density function for a certain section of calculus students is

then find the probability that a student will have at least 10 minutes to check over
the test for an 80 minute test.

(12) Find parametric equations for the tangent line to the curve with given
parametric equations

233
at the point

(13) The acceleration of a moving particle is Find the particle's


position as a function of if and

(14) Find the points of maximum curvature for the graph of

(15) Find the domain and range for the function .

(16) Find the limit, if it exists, or show that the limit does not exist:

(17) Determine the largest set on which the function is continuous.

(18) Find the length of the curve for .

(19) Re-parametrize the curve with respect to arc length measured with base
point where in the direction of increasing .
for

(20) Given the vector-valued functions

find

(21) Verify that the function is a solution of the three-


dimensional Laplace equation

234
(22) Find and if is defined implicitly as a function of and by the
equation

(23) Sketch some level curves for the function for (at
least four of them.)

(24) Consider the function

Find the value of which will make continuous at the origin.

(25) Show that but does not exist, where

(26) Find where and and

235

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