SlideShare a Scribd company logo
Chapter 12 Vectors and the Geometry of Space
12.1 Three-dimensional Coordinate systems
A. Three dimensional Rectangular Coordinate Sydstem:

The Cartesian product
                          R3 = R × R × R = {(x, y, z) : x, y, z ∈ R},
where (x, y, z) iscalled ordered triple.

B. Distance:

The distance |P1 P2 | between two points P1 = (x1 , y1 , z1 ) and P2 = (x2 , y2 , z2 ) is
                        |P1 P2 | =   (x2 − x1 )2 + (y2 − y1 )2 + (z2 − z1 )2 .

C. Sphere:

An equation of a sphere with center C(h, k, ) and radius r is
                              (x − h)2 + (y − k)2 + (z − )2 = r2 a.

12.2 Vectors
A. Vector: a quantity that has both of magnitude and direction.
                                                        −→
B. (Re)presentation and Notation: − , < a1 , a2 , a3 >, AB.
                                       →
                                       a

Definition 1. A two dimensional vector is an ordered pair − =< a1 , a2 > with a1 and
                                                         →
                                                         a
a2 real numbers. A three dimensional vector is an ordered triple − =< a1 , a2 , a3 >
                                                                 →
                                                                 a
with a1 , a2 and a3 real numbers.

C. Magnitude: Let − =< a1 , a2 , a3 >. Then, the magnitude of − is
                  →
                  a                                           →
                                                              a

                                      |− | =
                                       →
                                       a        a2 + a2 + a2 .
                                                 1    2    3


D. Multiplication of a vector by a scalar:

Let − =< a1 , a2 , a3 > and c be a scalar (real number). Then,
    →
    a
                       c− =< ca1 , ca2 , ca3 > and |c− | = |c||− |.
                        →a                              →
                                                        a      →
                                                               a
                                                           →
                                                           −
E. Vector addition/difference : Let − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >. Then,
                                   →a
                      → →
                      − + − =< a + b , a + b , a + b >,
                      a    b      1   1 2      2 3      3
→ →
                             − − − =< a − b , a − b , a − b >
                             a   b     1   1 2     2 3     3


F. Standard Basis vectors :

In R2 ,
                                →
                                −                  →
                                                   −
                                i =< 1, 0 >,       j =< 0, 1 > .
In R3 ,
                       →
                       −               →
                                       −               →
                                                       −
                        i =< 1, 0, 0 >, j =< 0, 1, 0 >, k =< 0, 0, 1 > .
                                     →
                                     −     →
                                           −        →
                                                    −
If − =< a1 , a2 , a3 >, then − = a1 i + a2 j + a3 k .
   →
   a                         →
                             a

G. Unit Vector :

A vector whose length is 1. If − = 0, then the unit vector that has the same direction as
                               →
                               a
→
− is
a
                                              →
                                              −
                                       − = a .
                                       →u
                                             |− |
                                              →
                                              a

12.3 The Dot Product
                                        →
                                        −                                             →
                                                                                      −
Definition 2. If − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >, the dot product of − and b
                →a                                                              →
                                                                                a
              → −→
is the number − · b given by
              a
                               → →
                               − ·− =a b +a b +a b .
                                a b      1 1  2 2        3 3


Note 1: A result of the dot product of two vectors is a scalar (not a vector)
Note 2: The dot product is sometimes called inner product or scalar product.

A. Properties of the dot product

   (1)    → →
          − · − = |− |2
           a a       →a
          →    −
               → − − → →
          − · b = b · a
   (2)     a
   (3)    → → →
          − · (− + − ) = − · − + − · −
           a     b    c   → → → →
                           a b      a c
   (4)       → →
             − ) · − = c(− · − ) = − · (c− )
          (c a     b     → →
                         a b       →
                                   a
                                         →
                                         b
          → →
          − −
   (5)     0 · a =0

                                       →
                                       −
Theorem 1. Let − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >. If θ is the angle between the
                 →a
              →
              −
vectors − and b , then
        →
        a
                                → →
                                − · − = |− ||− | cos θ.
                                a b      → →
                                         a b
                                               2
→
                                          −
Corollary 1. Let − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >. If θ is the angle between the
                  →
                  a
              →
              −
vectors − and b , then
        →
        a
                                            → →
                                            − ·−
                                             a b
                                    cos θ =          .
                                             → →
                                             − ||− |
                                            |a b

B. Direction Angles and Direction Cosine:

Let the angles betwees − and x-axis, y-axis, and z-axis are α, β, and γ respectively. Then,
                       →
                       a
   →
   − =< a , a , a >,
if a      1 2 3
                                a1              a2             a3
                       cos α = − , cos β = −
                                →|              →| cos γ = |− | .
                                                               →
                               |a              |a               a
Then,
                               a
                               − | =< cos α, cos β, cos γ > .
                               →
                              |a

C. Projection :

                                          →
                                          −
    C.1. Scalar Projection : component of b along − →
                                                    a
                                   →
                                   −    →
                                        −           → →
                                                    − ·−
                                                     a b
                             comp− b = | b | cos θ = − .
                                 →
                                 a
                                                      |→|
                                                       a

    C.2. Vector Projection:
                             →
                             −         →→
                                       − −a           → →
                                                      − ·−
                                                      a b        →
                                                                 −
                                                                 a
                       proj− b = comp− b − =
                           →         →    →|                     − |.
                           a         a
                                         |a            |− |
                                                        →
                                                        a        →
                                                                |a

12.4 The Cross Product
                                        →
                                        −
Definition 3. If − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >, the cross product of − and
                 →a                                                               →
                                                                                  a
→
−               → →
                − × − given by
b is the vector a     b
                    → →
                    − × − =< a b − a b , a b − a b , a b − a b > .
                    a   b        2 3   3 2 3 1     1 3 1 2       2 1


                             → −
                             a
                                →
Theorem 2. The cross product − × b is orthogonal to both of − =< a1 , a2 , a3 > and
                                                            →
                                                            a
→
−
b =< b1 , b2 , b3 >.

Note 1: A result of the cross product of two vectors is a vector (Not a scalar). So, the
cross product is sometimes called vector product.

                                             3
→
                                                                        −
Theorem 3. If θ, 0 ≤ θ ≤ π, is the angle between − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >,
                                                 →
                                                 a
then
                                 → −
                                 a
                                      →      → →
                                              a
                                                 −
                                |− × b | = |− || b | sin θ.

                                        → −→
Note 2: the length of the cross product − × b is equal to the area of the parallelogram
                                        a
                     →
                     −
determined by − and b .
              →
              a

A. Scalar Triple Product :

                                                           → −
                                                           a
                                                              →
The volume of the parallelopiped determined by the vectors − , b , and − is the magnitude
                                                                       →
                                                                       c
of the scalar triple product
                                      → − →→
                                     |− · ( b × − )|.
                                      a         c

12.5 Equations of Lines and Planes
A. Equation of a line L :

A line in a space is determined by a point P0 (x0 , y0 , z0 ) a vector − that is parallel to the
                                                                       →
                                                                       n
line. Let − =< a, b, c >, − =< x, y, z >, − 0 =< x0 , y0 , z0 >, and t is a scalar.
          →
          v               →
                          r               →
                                          r

     A.1. Vector Equation : − = − 0 + t− .
                            → →
                            r   r      →
                                       v
     A.2. Parametric Equation : x = x0 + at y = y0 + bt z = z0 + ct.
     A.3. Symmetric Equation :
                              x − x0   y − y0   z − z0
                                     =        =        .
                                a        b        c

B. Equation of a Plane :

A plane in a space is determined by a point P0 (x0 , y0 , z0 ) a vector − (normal vector) that
                                                                        →
                                                                        n
is orthogonal to the plane. Let − =< x, y, z >, − 0 =< x0 , y0 , z0 >, and − =< a, b, c >.
                                →r                →r                          →n

     B.1. Vector Equation of a Plane:
                                  → → →
                                  − · (− − − ) = 0.
                                   n   r   r0

     B.2.. Scalar Equation of a plane :
                          a(x − x0 ) + b(y − y0 ) + c(z − z0 ) = 0
                 (or ax + by + cz + d = 0 with d = −ax0 − by0 − cz0 ).
                                               4
C. Distance D from a point P1 (x1 , y1 , z1 ) to the plance ax + by + cz + d = 0:
                                        |ax1 + by1 + cz1 + d|
                                   D=      √                  .
                                             a2 + b 2 + c 2

12.6/7 Cylinder and Cylindrical Coordinates
Identify and sketch the surfaces
                             (1) x2 + y 2 = 1        (2) y 2 + z 2 = 1.

To convert from cylindrical to rectangular Coordinate,
                                x = r cos θ    y = r sin θ   z = z.
To convert from rectangular to cylindrical Coordinate,
                                                   y
                            r2 = x2 + y 2 tan θ =      z = z.
                                                   x


                          Chapter 13 Vector Functions
13.1 Vector Functions and Space Curves
A. Vector Function: A vector (valued) function (e.g, in R3 ) is of the form
                            →
                            − (t) =< f (t), g(t), h(t) >,
                            r
where all the component functions f , g, and h are real valued function.

B. Limit of a vector function − : If − (t) =< f (t), g(t), h(t) >, then
                               →
                               r     →
                                     r
                         →
                         − (t) =< lim f (t), lim g(t), lim h(t) >
                      lim r
                          t→a            t→a         t→a      t→a

provided the limits of f (t) ,g(t), and h(t) exist.

In particular, a vector function − is continuous at t = a
                                 →
                                 r
                                     lim − (t) = − (a).
                                         →
                                         r       →
                                                 r
                                        t→a


C. Space Curve: Suppose that f , g, and h are continuous functions on an interval I. Let
                       C = {(x, y, z) : x = f (t) y = g(t) z = h(t)},
where t varies through the interval I, is called a space curve.

The equations x = f (t), y = g(t), z = h(t) are called parametric equations of C and t
is called a parameter.
                                                 5
13.2 Derivatives and Integrals of Vector Functions
A. Derivative : The derivative of a vector (valued) function − is defined by
                                                             →
                                                             r

                                  d−
                                   →r               →
                                                    − (t + h) − − (t)
                                                    r           →
                                                                r
                                      = − (t) = lim
                                        →
                                        r
                                   dt           h→0         h
if the limit exists.

The vector − (t) is called the tangent vector of − , and it unit tangent vector is given
           →
           r                                         →r
by
                                               →
                                               − (t)
                                               r
                                      T(t) = − → (t)| .
                                              |r
Theorem 4. If r→
               − (t) =< f (t), g(t), h(t) >, where f , g, and h are differentiable functions,
then
                              →
                              − (t) =< f (t), g (t), h (t) > .
                               r


Theorem 5. Suppose − and − are differentiable vector functions, c is a scalar, and f is
                        →
                        u     →
                              v
a real valued function. Then,

                        d −
               (1)         [→(t) + − (t)] = − (t) + − (t)
                             u       →v       →u       →
                                                       v
                        dt
                        d −
               (2)         [c→(t)] = c− (t)
                              u         →u
                        dt
                        d
               (3)         [f (t)− (t)] = f (t)− (t) + f (t)− (t)
                                 →
                                 u             →u           →
                                                            u
                        dt
                        d −
               (4)         [→(t) · − (t)] = − (t) · − (t) + − (t) · − (t)
                             u     →v        →
                                             u      →v      →u      →
                                                                    v
                        dt
                        d −
               (5)         [→(t) × − (t)] = − (t) × − (t) + − (t) × − (t)
                             u       →v       →u       →
                                                       v       →
                                                               u       →
                                                                       v
                        dt
                        d −
               (6)         [→(f (t))] = f (t)− (f (t)) (Chain Rule)
                             u                →u
                        dt

• See Example 1-5

B. Integrals : If − (t) =< f (t), g(t), h(t) >, where f , g, and h are integrable in [a, b], then
                  →r
the definite integral if the vector function − (t) can be defined by
                                             →
                                             r
                  b                    b                         b                    b
                      →
                      − (t)dt =                    →
                                                   −                        →
                                                                            −                      →
                                                                                                   −
                      r                    f (t)dt i +               g(t)dt j +           h(t)dt   k.
              a                    a                         a                    a


• See Example 6
                                                         6
13.3 Arc Length and Curvature
A. Arc Length : Let a ≤ t ≤ b, and let − (t) =< f (t), g(t), h(t) > where f , g , and h
                                           →
                                           r
are continuous on I. Then, the length of the space curve (arc length) from t = a to t = b
is defined by
                                      b
                         L =              →
                                          − (t) 2 dt
                                          r
                                  a
                                      b
                            =              [f (t)]2 + [g (t)]2 + [h (t)]2 dt
                                  a
                                      b           2             2            2
                                             dx            dy           dz
                            =                          +            +            dt
                                  a          dt            dt           dt


• See Example 1.

13.4 Motion in Space :Velocity and Acceleration
A. Velocity vector : Suppose a particle moves through space so that its position vector
at time t is − (t). The the velocity vector at time t is defined by
             →
             r
                                      →
                                      −          →
                                                 −
                          − (t) = lim r (t + h) − r (t) = − (t).
                          →v                              →r
                                  h→0         h

The velocity vector − (t) is also the tangent vector and points in the direction of the tangent
                    →v
line. Further, the speed of the particle at time t is
                                        →
                                        − (t) = − (t) .
                                        v        →r

B. Acceleration vector : The acceleration of the particle at time t is
                             →
                             − (t) = − (t) = − (t).
                              a      →
                                     v       →r

• See Examples 1-3.
C. Newton’s Second Law of Motion : If, at any time t, a force F(t) acts on an object
of mass m producing an acceleration − (t), then
                                    →
                                    a
                                    F(t) = m− (t).
                                              →
                                              a

• See Examples 4 and 5.




                                                       7
Chapter 14 Partical derivatives

14.1 Functions of Several Variables
A. Functions of two varialbes:

Definition 4. A function f of two variables is a rule of the form
                                  f : (x, y) ∈ D → z = f (x, y).
Here the set D is the domain of f and its range is the set {f (x, y) : (x, y) ∈ D}.

• See Examples 1, 4
B. Graph : Let f is a function of two variables with domain D. Then, the graph of f is
                         {(x, y, z) ∈ R3 : z = f (x, y),      (x, y) ∈ D}.

• See Examples 6, 8
14.2 Limits and Continuity
• Let’s think about the two limits

                                x2 − y 2                           x2 − y 2
                        lim lim                    and      lim lim         .
                        x→0 y→0 x2 + y 2                   y→0 x→0 x2 + y 2


A. Limit :

Definition 5. Let f be a function of two variables with domain D and (a, b) ∈ closure(D).
We say that the limit of f (x, y) as (x, y) → (a, b) is L, i.e.,
                                        lim        f : (x, y) = L
                                     (x,y)→(a,b)

if for any number > 0 there is number δ > 0 such that f (x, y) − L <                  whenever
 (x, y) − (a, b) < δ and (x, y) ∈ D.

Remark:       Let f (x, y) → L1 as (x, y) → (a, b) along a path C1 and f (x, y) → L2 as
(x, y) → (a, b) along a path C2 . Thn, if L1 = L2 , the limit lim(x,y)→(a,b) f : (x, y) does not
exist.
• See Examples 1-4.




                                                    8
B. Continuity :

Definition 6. Let f be a function of two variables with domain D and (a, b) ∈ closure(D).
The function f (x, y) is called continuous at (a, b) if
                                       lim        f : (x, y) = f (a, b).
                                    (x,y)→(a,b)


We say f (x, y) is continuous on D if f is continuous at every points (a, b) in D.

14.3 Partial Derivatives
A. Definition : Let f be a function of two variables. Its partial derivatives are functions
fx and fy defined by
                                              f (x + h, y) − f (x, y)
                              fx (x, y) = lim
                                          h→0            h
                                              f (x, y + h) − f (x, y)
                              fy (x, y) = lim
                                          h→0            h

B. Notations: If z = f (x, y),
                                             ∂f    ∂            ∂z
                            fx (x, y) = fx =    =    f (x, y) =    = Dx f
                                             ∂x   ∂x            ∂x
                                             ∂f   ∂             ∂z
                            fy (x, y) = fy =    =    f (x, y) =    = Dz f
                                             ∂y   ∂y            ∂x

• See Examples 1-5.
Theorem 6. Let f be a function of two variables and defined on D. Let (a, b) ∈ D. Then,
if fxy and fyx are both continuous on D,
                                         fxy (a, b) = fyx (a, b).

14.4 Tangent Planes and Linear Approximation
A. Definition : Let f be a function of two variables, and assume that fx and fy are
continuous. An equation of tangent plane to the surface z = f (x, y) at P (x0 , y0 , z0 ) is
                        z − z0 = fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ).

Define L(x, y) = f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ). Then L(x, y) is called a
linearization of f at (x0 , y0 ). Also, the approximation
                                           f (x, y) ≈ L(x, y)
is called the linear approximation and the thangent plane approximation.

                                                       9
Definition 7. Let z = f (x, y) and ∆z = f (x0 + ∆x, y0 + ∆y). Then the function f is
differentiable at (x0 , y0 ) if ∆z can be written
                    ∆z = fx (x0 , y0 )∆x + fy (x0 , y0 )∆y +   1 δx   +   2 δxy,

where 1 , 2 → 0 as δx, δy → 0.
Theorem 7. Asume that fx and fy exist near (x0 , y0 ) and are continuous at (x0 , y0 ). Then
f is differentiable at (x0 , y0 ).

Total differential: The differential or total differential is is defined by
                                                    ∂z      ∂z
                     dz = fx (x, y)dx + fy (x, y) =    dx +    dy.
                                                    ∂x      ∂y

• See Examples 1,2, 4

14.5 The Chain Rule
The Chain Rule (Case 1): Assume that z = f (x, y) is a differentiable function of x and
y, where x = g(t) and y = h(t) are both differentiable of t. Then
                                  dz    ∂f dx ∂f dy
                                     =        +        .
                                  dt    ∂x dt    ∂y dt

The Chain Rule (Case 2): Assume that z = f (x, y) is a differentiable function of x and
y, where x = g(s, t) and y = h(s, t) are both differentiable functions of s and t. Then
                                      ∂z    ∂z dx ∂f dy
                                         =        +
                                      ∂s   ∂x ds    dy ds
                                      ∂z    ∂z dx ∂f dy
                                         =        +       .
                                      ∂t   ∂x dt    dy dt

• See Examples 1,3, 5( For General Version)
Implicit Differentiation : Assume that z = f (x, y) is given implicitly as a function of
                                                           ∂F
the form F (x, y, z) = 0. If F and f are differentiable and    = 0, then
                                                           ∂z
                                      ∂F                   ∂F
                              ∂z                   ∂z      ∂y
                                 = − ∂x                =−
                              ∂x      ∂F           ∂y      ∂F
                                      ∂z                   ∂z
• See Examples 9


                                              10
14.6 Directional Derivatives and the Gradient Vector
A. Definition : Let f be a function of two variables. The directional derivatives of
f (x0 , y0 ) in the direction of unit vector − =< a, b > is
                                             →
                                             u
                                            f (x0 + ha, y + hb) − f (x0 , y0 )
                    D− f (x0 , y0 ) = lim
                     →
                     u
                                        h→0                h
if the limit exists.
   In the case of three variable function, we can define the directional derivatives in a similar
manner.
Theorem 8. Let f be a differentialbe function of x and y. Then f has directional deriva-
tives in the direction of unit vector − =< a, b > and
                                       →
                                       u
                              D− f (x, y) = fx (x, y)a + fy (x, y)b.
                               →
                               u


The Gradient Vector : Let f be a function of several (say three) variables. The Gradient
of f is the vector function f fdefined by
                                                                           → ∂f − ∂f −
                                                                        ∂f −     → →
             f (x, y, z) =< fx (x, y, z), fy (x, y, z), fz (x, y, z) >=    i +   j   k
                                                                        ∂x     ∂x ∂z

Note that for any − =< a, b, c >, D− f (x, y, z) =
                  →
                  u                →
                                   u                      f (x, y, z) · − .
                                                                        →
                                                                        u

• See Examples 2, 3, 4

14.7 Maximum and Minimum Values

Definition 8. Let f be a function of two variables. Then, f (a, b) is called local maximum
value if f (a, b) ≥ f (x, y) when (x, y) is near (a, b). Also, f (a, b) is called local minimum
value if f (a, b) ≤ f (x, y) when (x, y) is near (a, b).

Theorem 9. If f has local maximum or minimum value at (a, b) and fx and fy exist, then
fx (a, b) = 0 and fy (a, b) = 0.

A point (a, b) is called a critical point of f if fx )a, b) = 0 and fy (a, b) = 0.

Second Derivatives Test: Assume that the second partial derivatives of f are continuous
on a disk with center (a, b), and assume that fx (a, b) = 0 and fy (a, b) = 0. Let
                             D = fxx (a, b)fyy (a, b) − [fxy (a, b)]2 .
(a) If D > 0 and fxx (a, b) > 0, then f (a, b) is a local minimum.

(b) If D > 0 and fxx (a, b) < 0, then f (a, b) is a local maximum.
                                                11
(c) If D < 0, then f (a, b) is not a local maximum or minimum. (the point (a,b) is called a
saddle point of f ).
• See Examples 1, 2, 3, 6.

Theorem 10. If f is continuous on a closed, bounded set D in R2 , then f attains an
absolute maximum value f (x1 , y1 ) and an absolute minimum value f (x2 , y2 ) at some points
(x1 , y1 ) and (x2 , y2 ) in D.

To find an absolute maximum and minimum values of f on a closed, bounded set D :
(1) Find the values of f at the critical points of f in D.
(2) Find the extreme values of f on the boundary of D.
(3) The largest of the values from steps 1 and 2 is the absolute maximum value; The
smallest of the values is the absolute minimum value.
• See Example 7.

14.8 Lagrange Multipliers
Method of Lagrange Multifiers : In order to find the maximum and minimum values
of f (x, y, z) subject to the constraint g(a, y, z) = k
(a) Find all values of x, y, z, and λ such that
                                  f (x, y, z) = λ g(x, y, z)
                                  g(a, y, z) = k

(b) Evaluate f at all the points (x, y, z) that results from step (a). The largest of the values
is the absolute maximum value; The smallest is the absolute minimum value of f .
• See Examples 2, 3




                                               12
Chapter 15 Multiple Integrals
15.1 Double Integrals over Rectangles
Definition 9. The double integral of f over R = [a, b] × [c, d] is
                                                                              ∞       ∞
                                 f (x, y)dA = lim                                              f (xi , yj )∆A                           (1)
                             R                                   m,n→∞
                                                                             i=1 j=1

if the limit exists, where (xi , yj ) is in
                                         Rij = [xi−1 , xi ] × [yj−1 , yj ].
Here the right-hand side of (1) is called s double Riemann sum.

If f (x, y) ≥ 0, the volume V of the solid that lies above the rectangle R and below the
surface z = f (x, y) is
                                                         V =            f (x, y)dA.
                                                                    R


15.2 Iterated Integrals
Theorem 11. (Fubini) Let f be a continuous function on R = [a, b] × [c, d].
                                                     b       d                                      d       b
                        f (x, y)dA =                             f (x, y)dydx =                                 f (x, y)dxdy.
                    R                            a       c                                      c       a
The two integrals in the right-hand side of the above identity are called iterated integrals.
More generally, this theorem is true if f is bounded on R, f is discontinuous only on a
finite number if snmooth curves, and the iterated integrals exist.

Special Cases : If f (x, y) = g(x)h(y) on R = [a, b] × [c, d],
                                         b       d                                         d                             b
                  f (x, y)dA =                       f (x, y)dydx =                            h(y)dy ·                      g(x)dx .
              R                      a       c                                         c                             a


• See Examples 1-5.

15.3 Double Integrals over General Regions
Type I : Let f be a continuous on a type I region D such that
                           D = {(x, y)|a ≤ x ≤ b,                               g1 (x) ≤ y ≤ g2 (x)}
then
                                                                        b     g2 (x)
                                     f (x, y)dA =                                      f (x, y)dydx.
                                 R                                  a        g1 (x)
                                                                        13
Type II : Let f be a continuous on a type II region D such that
                            D = {(x, y)|c ≤ y ≤ d,                       h1 (x) ≤ x ≤ h2 (x)}
then
                                                              d         h2 (x)
                                     f (x, y)dA =                                f (x, y)dxdy.
                                 R                        c            h1 (x)


• See Examples 1-5.

Properties of Double Integrals : Assume that all of the following integrals exist. Then,

        (1)           [f (x, y) + g(x, y)]dA =                         f (x, y)dA +                [g(x, y)]dA
                  D                                               D                            D

        (2)       cf (x, y)dA = c                [f (x, y)]dA
              D                              D

        (3)       f (x, y)dA ≥              [g(x, y)]dA,                if      f (x, y) ≥ g(x, y)
              D                         D

        (4)       1dA = A(D)
              D

        (4)       f (x, y)dA ≥               [g(x, y)]dA, +                           [g(x, y)]dA,    if   D = D1 ∪ D2 .
              D                         D1                                       D2

Here D1 and D2 don’t overlap except (perhaps) on the boundary. Also, if m ≤ f (x, y) ≤ M
for all (x, y) ∈ D, then
                                     mA(D)              f (x, y)dA ≤ M A(D).
                                                   D


15.4 Double Integrals over Polar Coordinates
Change to Polar Coordinates in a Double Integral : Let f be a continuous on a po-
lar rectangle
                    R = {(r, θ) | 0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β}
then
                                                     β        b
                               f (x, y)dA =                       f (r cos θ, r sin θ)rdrdθ).
                           R                        α     a


• See Examples 1,2.

15.7 Triple Integrals
                                                                  14
Theorem 12. (Fubini’s Theorem for Triple Integrals) Let f be a continuous function on
B = [a, b] × [c, d] × [r, s].
                                       s       d       b                                  d       b
                f (x, y, z)dV =                            f (x, y, z)dxdydz =                        f (x, y)dxdy.
            B                      r       c       a                                  c       a



Triple Integrals over General Regions:

Type I : Let f be a continuous on region D (type I or type II in double integral) such
that
                 E = {(x, y, z) | (x, y) ∈ D u1 (x, y) ≤ z ≤ u2 (x, y)},
then
                                                                    u2 (x,y)
                           f (x, y, z)dV =                                     f (x, y, z)dz dA.
                       E                                    D      u1 (x,y)


Type II : Let f be a continuous on region D (type I or type II in double integral) such
that
                 E = {(x, y, z) | (y, z) ∈ D u1 (y, z) ≤ z ≤ u2 (y, z)},
then
                                                                    u2 (y,z)
                           f (x, y, z)dV =                                     f (x, y, z)dx dA.
                       E                                    D      u1 (y,z)


• See Examples 1-3.

15.8 Triple Integrals in Cylindrical and Spherical Coordinates

Formula for triple integration in cylindrical coordinates:
                                                    u2 (r cos θ,r sin θ)
                 f (x, y, z)dV =                                           f (r cos θ, r sin θ, z)rdzdrdθ.
             E                             D       u1 (r cos θ,r sin θ)


• See Examples 1,2.




                                                              15
Chapter 16 Vector Calculus
16.1 Vector Fields
Definition 10. Let E be a subset of R3 . A vector field on R3 is a function F that assigns
to each (x, y, z) ∈ E a three-dimensional vector F(x, y, z). We can write F as follows:
                                            →
                                            −              →
                                                           −              →
                                                                          −
                    F(x, y, z) = P (x, y, z) i + Q(x, y, z) j + R(x, y, z) k .

Gradient Fields: If f is a scalar function of three (or two) variables, its gradient is a
vector field on R3 given by
                                             →
                                             −                →
                                                              −                →
                                                                               −
                   f (x, y, z) = fx (x, y, z) i + fy (x, y, z) j + fz (x, y, z) k .
• See Examples 1, 2, 6.

16.2 Line Integrals
Definition 11. Let C be a smooth curve given by the parametric equation
                                  x = x(t) y = y(t),                   a ≤ t ≤ b.
If f is defined on the curve C, then the line integral of f along C is defined by
                                              b                               2            2
                                                                         dx           dy
                       f (x, y)ds =               f (x(t), y(t))                  +            dt.
                   C                      a                              dt           dt

Remark:          If C is a piecewise-smooth curve, that is, C is a finite union of smooth
curves C1 , · · · Cn , then

                           f (x, y)ds =             f (x, y)ds + · · · +           f (x, y)ds.
                       C                      C1                              Cn


Line integral of f along C with respect to x and y:
                                                              b
                                  f (x, y)dx =                    f (x(t), y(t))x (t)dt
                              C                           a
                                                              b
                                  f (x, y)dy =                    f (x(t), y(t))y (t)dt
                              C                           a


• See Examples 1, 2, 4.

Line integrals in Space: Suppose that C is a smooth curve given by the parametric
equation
                     x = x(t) y = y(t) z = z(t), a ≤ t ≤ b.
                                                          16
If f is defined on the curve C, then the line integral of f along C is defined by
                                    b                                     2                2            2
                                                                     dx               dy           dz
                 f (x, y)ds =           f (x(t), y(t), z(t))                  +                +            dt.
             C                  a                                    dt               dt           dt

Compact Notation :
                                                             b
                                    f (x, y, z)ds =              f (− (t))|− (t)|dt.
                                                                    →
                                                                    r      →
                                                                           r
                                C                        a


• See Examples 5, 6.

Line integrals of Vector Fields: Let F be a continuous vector field defined on a smooth
curve C given by a vector function − (t), a ≤ t ≤ b. Then, the line integral of F along
                                   →
                                   r
C is
                                   b
                       F · d− =
                            →
                            r        F(− (t)) · − (t)dt =
                                       →r       →
                                                r           F · T ds,
                         C                    a                                   C
where T (x, y, z) is the unit tangent vector at the point (x, y, z).

• See Examples 7, 8.

16.3 The Fundamental Theorem for Line Integrals

Theorem 13. Let C be a smooth curve given by the vector function − (t), a ≤ t ≤ b. Let
                                                                 →
                                                                 r
f be a continuous function and its f is continuous on C. Then,

                                           f · d− = f (− (b)) − f (− (a)).
                                                →
                                                r      →
                                                       r           →
                                                                   r
                                    C



Note: We can evaluate                   f · d− by knowing the value of f at the end of points of C.
                                             →
                                             r
                                C


Definition 12. A vector field F is called a conservative vector field if there is a scalar
function f such that F = f . Here f is called a potential function of F.

Note: Line integrals of conservative vector fields are independent of path.

Theorem 14.            f · d− is independent of path in a domain D iff
                            →
                            r                                                                           f · d− = 0 for
                                                                                                             →
                                                                                                             r
                   C                                                                               C
every closed path in D.

                                                         17
→
                            −     →
                                  −
Theorem 15. Let F = P i + Q j be a conservative vector field, where all the partial
derivatives are continuous. Then,
                                  ∂P   ∂Q
                                     =    , in D.
                                  ∂y   ∂x

                          →
                          −       →
                                  −
Theorem 16. Let F = P i + Q j be a vector fields on an open simply-connected region
D. Supppose that all the partial derivatives are continuous and
                                    ∂P     ∂Q
                                        =        in D.
                                    ∂y     ∂x
Then F is conservative.

16.4 Green’s Theorem
Theorem 17. Let C be a positively oriented, piecewise-smooth, simple closed curve in the
plane and let D be the region bounded by C. Supppose that all the partial derivatives of P
and Q are continuous on an open region contains D, then
                                                      ∂Q ∂P
                              P dx + Qdy =               −       dA
                          C                       D   ∂x   ∂y

Application: Line The formulas to find the area of D :
                                               1
                   A=      xdy = − ydxa =          xdy − ydx.
                         C           C         2 C

• See Examples 1,2,3

16.5 Curl and Divergence
                 →
                 −     →
                       −      →
                              −
Curl: If F = P i + Q j + R k is a vector field on R3 and partial derivatives of P , Q, and
R all exist, then the curl of F is the vector field defined by

           curl F =       ×F
                          ∂R ∂Q       →
                                      −       ∂R ∂P        →
                                                           −      ∂Q ∂P     →
                                                                            −
                    =        −        i −        −         j +       −      k
                          ∂y   ∂z             ∂x   ∂z             ∂x   ∂y
Theorem 18. If f is a function of three variables that has continuous second-order partial
derivatives, then
                                      curl ( f ) = 0.
Theorem 19. If F is a vector field defined on all of R3 whose component functions have
continuous partial derivatives and curl F = 0, then F is a conservative vector field.
                                             18
• See Examples 1,2,3
                       →
                       −      →
                              −     →
                                    −
Divergence: If F = P i + Q j + R k is a vector field on R3 and partial derivatives of P ,
Q, and R all exist, then the divergence of F is the function of three variables defined by
                               divF =      ·F
                                         ∂P     ∂Q ∂R
                                    =        +      +
                                         ∂x     ∂y     ∂z
                       →
                       −      →
                              −      →
                                     −
Theorem 20. If F = P i + Q j + R k is a vector field defined on all of R3 and P , Q,
and R have continuous second-order partial derivatives, then
                                    div curl F = 0.

• See Examples 4,5




                                           19

More Related Content

PDF
Ism et chapter_12
PDF
Lesson18 Double Integrals Over Rectangles Slides
PDF
Lesson 19: Double Integrals over General Regions
PDF
Calculus Final Exam
PDF
Lesson 25: Unconstrained Optimization I
PDF
Calculus First Test 2011/10/20
DOC
C4 January 2012 QP
Ism et chapter_12
Lesson18 Double Integrals Over Rectangles Slides
Lesson 19: Double Integrals over General Regions
Calculus Final Exam
Lesson 25: Unconstrained Optimization I
Calculus First Test 2011/10/20
C4 January 2012 QP

What's hot (20)

PDF
Embedding and np-Complete Problems for 3-Equitable Graphs
PDF
Form 5 formulae and note
PDF
PDF
Quadratic equations
DOC
Mid term examination -2011 class viii
PDF
11.some fixed point theorems in generalised dislocated metric spaces
PDF
Some fixed point theorems in generalised dislocated metric spaces
DOC
Mid term paper Maths class viii 2011
PDF
Numerical Linear Algebra for Data and Link Analysis.
PDF
Howard, anton cálculo ii- um novo horizonte - exercicio resolvidos v2
PDF
How queries work with sharding
PDF
Lecture6 svdd
PDF
Lesson 30: Duality In Linear Programming
PDF
Summative Assessment Paper-1
PPTX
Working principle of dda and bresenham line drawing explaination with example
DOC
Final examination 2011 class vii
DOC
MCQ's for class 7th
PDF
Spm Add Maths Formula List Form4
PPT
Chapter 1 straight line
DOC
Mid term paper of Maths class VI 2011 Fazaia Inter college
Embedding and np-Complete Problems for 3-Equitable Graphs
Form 5 formulae and note
Quadratic equations
Mid term examination -2011 class viii
11.some fixed point theorems in generalised dislocated metric spaces
Some fixed point theorems in generalised dislocated metric spaces
Mid term paper Maths class viii 2011
Numerical Linear Algebra for Data and Link Analysis.
Howard, anton cálculo ii- um novo horizonte - exercicio resolvidos v2
How queries work with sharding
Lecture6 svdd
Lesson 30: Duality In Linear Programming
Summative Assessment Paper-1
Working principle of dda and bresenham line drawing explaination with example
Final examination 2011 class vii
MCQ's for class 7th
Spm Add Maths Formula List Form4
Chapter 1 straight line
Mid term paper of Maths class VI 2011 Fazaia Inter college
Ad

Viewers also liked (16)

PPTX
Sources
PPT
Authors purpose
DOC
Press reliz
PDF
DOC
газета дек 11 клас
PDF
BREXIT & ITS IMPACT
DOC
газета дек 11 клас
PPTX
ipad.science.trc
PPTX
7 tipstosaveyourlifeontheroad
DOCX
Proses metalurgi
PPTX
Arthur Academy Vision
PPT
Mystic Horse Vocabulary Powerpoint
DOCX
Khimgazeta
PPT
My Brother Martin
PDF
Sequence of events
PPT
Copyreading
Sources
Authors purpose
Press reliz
газета дек 11 клас
BREXIT & ITS IMPACT
газета дек 11 клас
ipad.science.trc
7 tipstosaveyourlifeontheroad
Proses metalurgi
Arthur Academy Vision
Mystic Horse Vocabulary Powerpoint
Khimgazeta
My Brother Martin
Sequence of events
Copyreading
Ad

Similar to Summary (chapter 1 chapter6) (20)

PDF
Lesson 22: Quadratic Forms
PDF
March 9 Quadratic Formula
PDF
March 9 Quadratic Formula
DOC
Bowen prelim a maths p1 2011 with answer key
PDF
Modulus and argand diagram
DOC
Handout basic algebra
PDF
Algebra formulas
DOC
Mth 4108-1 c (ans)
DOC
Mth 4108-1 c (ans)
PDF
Class XII CBSE Mathematics Sample question paper with solution
PPT
Sulalgtrig7e Isg 1 2
PDF
lemh2sm.pdf
PDF
Tugas akhir matematika kelompok 1
PDF
Vector Algebra One Shot #BounceBack.pdf
PPTX
Pptpersamaankuadrat 150205080445-conversion-gate02
DOCX
Roots of polynomial equations
DOCX
Roots of polynomial equations
PDF
ikh323-05
PPTX
งานคณิตศาสตร์อาจารย์เค
Lesson 22: Quadratic Forms
March 9 Quadratic Formula
March 9 Quadratic Formula
Bowen prelim a maths p1 2011 with answer key
Modulus and argand diagram
Handout basic algebra
Algebra formulas
Mth 4108-1 c (ans)
Mth 4108-1 c (ans)
Class XII CBSE Mathematics Sample question paper with solution
Sulalgtrig7e Isg 1 2
lemh2sm.pdf
Tugas akhir matematika kelompok 1
Vector Algebra One Shot #BounceBack.pdf
Pptpersamaankuadrat 150205080445-conversion-gate02
Roots of polynomial equations
Roots of polynomial equations
ikh323-05
งานคณิตศาสตร์อาจารย์เค

Summary (chapter 1 chapter6)

  • 1. Chapter 12 Vectors and the Geometry of Space 12.1 Three-dimensional Coordinate systems A. Three dimensional Rectangular Coordinate Sydstem: The Cartesian product R3 = R × R × R = {(x, y, z) : x, y, z ∈ R}, where (x, y, z) iscalled ordered triple. B. Distance: The distance |P1 P2 | between two points P1 = (x1 , y1 , z1 ) and P2 = (x2 , y2 , z2 ) is |P1 P2 | = (x2 − x1 )2 + (y2 − y1 )2 + (z2 − z1 )2 . C. Sphere: An equation of a sphere with center C(h, k, ) and radius r is (x − h)2 + (y − k)2 + (z − )2 = r2 a. 12.2 Vectors A. Vector: a quantity that has both of magnitude and direction. −→ B. (Re)presentation and Notation: − , < a1 , a2 , a3 >, AB. → a Definition 1. A two dimensional vector is an ordered pair − =< a1 , a2 > with a1 and → a a2 real numbers. A three dimensional vector is an ordered triple − =< a1 , a2 , a3 > → a with a1 , a2 and a3 real numbers. C. Magnitude: Let − =< a1 , a2 , a3 >. Then, the magnitude of − is → a → a |− | = → a a2 + a2 + a2 . 1 2 3 D. Multiplication of a vector by a scalar: Let − =< a1 , a2 , a3 > and c be a scalar (real number). Then, → a c− =< ca1 , ca2 , ca3 > and |c− | = |c||− |. →a → a → a → − E. Vector addition/difference : Let − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >. Then, →a → → − + − =< a + b , a + b , a + b >, a b 1 1 2 2 3 3
  • 2. → → − − − =< a − b , a − b , a − b > a b 1 1 2 2 3 3 F. Standard Basis vectors : In R2 , → − → − i =< 1, 0 >, j =< 0, 1 > . In R3 , → − → − → − i =< 1, 0, 0 >, j =< 0, 1, 0 >, k =< 0, 0, 1 > . → − → − → − If − =< a1 , a2 , a3 >, then − = a1 i + a2 j + a3 k . → a → a G. Unit Vector : A vector whose length is 1. If − = 0, then the unit vector that has the same direction as → a → − is a → − − = a . →u |− | → a 12.3 The Dot Product → − → − Definition 2. If − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >, the dot product of − and b →a → a → −→ is the number − · b given by a → → − ·− =a b +a b +a b . a b 1 1 2 2 3 3 Note 1: A result of the dot product of two vectors is a scalar (not a vector) Note 2: The dot product is sometimes called inner product or scalar product. A. Properties of the dot product (1) → → − · − = |− |2 a a →a → − → − − → → − · b = b · a (2) a (3) → → → − · (− + − ) = − · − + − · − a b c → → → → a b a c (4) → → − ) · − = c(− · − ) = − · (c− ) (c a b → → a b → a → b → → − − (5) 0 · a =0 → − Theorem 1. Let − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >. If θ is the angle between the →a → − vectors − and b , then → a → → − · − = |− ||− | cos θ. a b → → a b 2
  • 3. − Corollary 1. Let − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >. If θ is the angle between the → a → − vectors − and b , then → a → → − ·− a b cos θ = . → → − ||− | |a b B. Direction Angles and Direction Cosine: Let the angles betwees − and x-axis, y-axis, and z-axis are α, β, and γ respectively. Then, → a → − =< a , a , a >, if a 1 2 3 a1 a2 a3 cos α = − , cos β = − →| →| cos γ = |− | . → |a |a a Then, a − | =< cos α, cos β, cos γ > . → |a C. Projection : → − C.1. Scalar Projection : component of b along − → a → − → − → → − ·− a b comp− b = | b | cos θ = − . → a |→| a C.2. Vector Projection: → − →→ − −a → → − ·− a b → − a proj− b = comp− b − = → → →| − |. a a |a |− | → a → |a 12.4 The Cross Product → − Definition 3. If − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >, the cross product of − and →a → a → − → → − × − given by b is the vector a b → → − × − =< a b − a b , a b − a b , a b − a b > . a b 2 3 3 2 3 1 1 3 1 2 2 1 → − a → Theorem 2. The cross product − × b is orthogonal to both of − =< a1 , a2 , a3 > and → a → − b =< b1 , b2 , b3 >. Note 1: A result of the cross product of two vectors is a vector (Not a scalar). So, the cross product is sometimes called vector product. 3
  • 4. − Theorem 3. If θ, 0 ≤ θ ≤ π, is the angle between − =< a1 , a2 , a3 > and b =< b1 , b2 , b3 >, → a then → − a → → → a − |− × b | = |− || b | sin θ. → −→ Note 2: the length of the cross product − × b is equal to the area of the parallelogram a → − determined by − and b . → a A. Scalar Triple Product : → − a → The volume of the parallelopiped determined by the vectors − , b , and − is the magnitude → c of the scalar triple product → − →→ |− · ( b × − )|. a c 12.5 Equations of Lines and Planes A. Equation of a line L : A line in a space is determined by a point P0 (x0 , y0 , z0 ) a vector − that is parallel to the → n line. Let − =< a, b, c >, − =< x, y, z >, − 0 =< x0 , y0 , z0 >, and t is a scalar. → v → r → r A.1. Vector Equation : − = − 0 + t− . → → r r → v A.2. Parametric Equation : x = x0 + at y = y0 + bt z = z0 + ct. A.3. Symmetric Equation : x − x0 y − y0 z − z0 = = . a b c B. Equation of a Plane : A plane in a space is determined by a point P0 (x0 , y0 , z0 ) a vector − (normal vector) that → n is orthogonal to the plane. Let − =< x, y, z >, − 0 =< x0 , y0 , z0 >, and − =< a, b, c >. →r →r →n B.1. Vector Equation of a Plane: → → → − · (− − − ) = 0. n r r0 B.2.. Scalar Equation of a plane : a(x − x0 ) + b(y − y0 ) + c(z − z0 ) = 0 (or ax + by + cz + d = 0 with d = −ax0 − by0 − cz0 ). 4
  • 5. C. Distance D from a point P1 (x1 , y1 , z1 ) to the plance ax + by + cz + d = 0: |ax1 + by1 + cz1 + d| D= √ . a2 + b 2 + c 2 12.6/7 Cylinder and Cylindrical Coordinates Identify and sketch the surfaces (1) x2 + y 2 = 1 (2) y 2 + z 2 = 1. To convert from cylindrical to rectangular Coordinate, x = r cos θ y = r sin θ z = z. To convert from rectangular to cylindrical Coordinate, y r2 = x2 + y 2 tan θ = z = z. x Chapter 13 Vector Functions 13.1 Vector Functions and Space Curves A. Vector Function: A vector (valued) function (e.g, in R3 ) is of the form → − (t) =< f (t), g(t), h(t) >, r where all the component functions f , g, and h are real valued function. B. Limit of a vector function − : If − (t) =< f (t), g(t), h(t) >, then → r → r → − (t) =< lim f (t), lim g(t), lim h(t) > lim r t→a t→a t→a t→a provided the limits of f (t) ,g(t), and h(t) exist. In particular, a vector function − is continuous at t = a → r lim − (t) = − (a). → r → r t→a C. Space Curve: Suppose that f , g, and h are continuous functions on an interval I. Let C = {(x, y, z) : x = f (t) y = g(t) z = h(t)}, where t varies through the interval I, is called a space curve. The equations x = f (t), y = g(t), z = h(t) are called parametric equations of C and t is called a parameter. 5
  • 6. 13.2 Derivatives and Integrals of Vector Functions A. Derivative : The derivative of a vector (valued) function − is defined by → r d− →r → − (t + h) − − (t) r → r = − (t) = lim → r dt h→0 h if the limit exists. The vector − (t) is called the tangent vector of − , and it unit tangent vector is given → r →r by → − (t) r T(t) = − → (t)| . |r Theorem 4. If r→ − (t) =< f (t), g(t), h(t) >, where f , g, and h are differentiable functions, then → − (t) =< f (t), g (t), h (t) > . r Theorem 5. Suppose − and − are differentiable vector functions, c is a scalar, and f is → u → v a real valued function. Then, d − (1) [→(t) + − (t)] = − (t) + − (t) u →v →u → v dt d − (2) [c→(t)] = c− (t) u →u dt d (3) [f (t)− (t)] = f (t)− (t) + f (t)− (t) → u →u → u dt d − (4) [→(t) · − (t)] = − (t) · − (t) + − (t) · − (t) u →v → u →v →u → v dt d − (5) [→(t) × − (t)] = − (t) × − (t) + − (t) × − (t) u →v →u → v → u → v dt d − (6) [→(f (t))] = f (t)− (f (t)) (Chain Rule) u →u dt • See Example 1-5 B. Integrals : If − (t) =< f (t), g(t), h(t) >, where f , g, and h are integrable in [a, b], then →r the definite integral if the vector function − (t) can be defined by → r b b b b → − (t)dt = → − → − → − r f (t)dt i + g(t)dt j + h(t)dt k. a a a a • See Example 6 6
  • 7. 13.3 Arc Length and Curvature A. Arc Length : Let a ≤ t ≤ b, and let − (t) =< f (t), g(t), h(t) > where f , g , and h → r are continuous on I. Then, the length of the space curve (arc length) from t = a to t = b is defined by b L = → − (t) 2 dt r a b = [f (t)]2 + [g (t)]2 + [h (t)]2 dt a b 2 2 2 dx dy dz = + + dt a dt dt dt • See Example 1. 13.4 Motion in Space :Velocity and Acceleration A. Velocity vector : Suppose a particle moves through space so that its position vector at time t is − (t). The the velocity vector at time t is defined by → r → − → − − (t) = lim r (t + h) − r (t) = − (t). →v →r h→0 h The velocity vector − (t) is also the tangent vector and points in the direction of the tangent →v line. Further, the speed of the particle at time t is → − (t) = − (t) . v →r B. Acceleration vector : The acceleration of the particle at time t is → − (t) = − (t) = − (t). a → v →r • See Examples 1-3. C. Newton’s Second Law of Motion : If, at any time t, a force F(t) acts on an object of mass m producing an acceleration − (t), then → a F(t) = m− (t). → a • See Examples 4 and 5. 7
  • 8. Chapter 14 Partical derivatives 14.1 Functions of Several Variables A. Functions of two varialbes: Definition 4. A function f of two variables is a rule of the form f : (x, y) ∈ D → z = f (x, y). Here the set D is the domain of f and its range is the set {f (x, y) : (x, y) ∈ D}. • See Examples 1, 4 B. Graph : Let f is a function of two variables with domain D. Then, the graph of f is {(x, y, z) ∈ R3 : z = f (x, y), (x, y) ∈ D}. • See Examples 6, 8 14.2 Limits and Continuity • Let’s think about the two limits x2 − y 2 x2 − y 2 lim lim and lim lim . x→0 y→0 x2 + y 2 y→0 x→0 x2 + y 2 A. Limit : Definition 5. Let f be a function of two variables with domain D and (a, b) ∈ closure(D). We say that the limit of f (x, y) as (x, y) → (a, b) is L, i.e., lim f : (x, y) = L (x,y)→(a,b) if for any number > 0 there is number δ > 0 such that f (x, y) − L < whenever (x, y) − (a, b) < δ and (x, y) ∈ D. Remark: Let f (x, y) → L1 as (x, y) → (a, b) along a path C1 and f (x, y) → L2 as (x, y) → (a, b) along a path C2 . Thn, if L1 = L2 , the limit lim(x,y)→(a,b) f : (x, y) does not exist. • See Examples 1-4. 8
  • 9. B. Continuity : Definition 6. Let f be a function of two variables with domain D and (a, b) ∈ closure(D). The function f (x, y) is called continuous at (a, b) if lim f : (x, y) = f (a, b). (x,y)→(a,b) We say f (x, y) is continuous on D if f is continuous at every points (a, b) in D. 14.3 Partial Derivatives A. Definition : Let f be a function of two variables. Its partial derivatives are functions fx and fy defined by f (x + h, y) − f (x, y) fx (x, y) = lim h→0 h f (x, y + h) − f (x, y) fy (x, y) = lim h→0 h B. Notations: If z = f (x, y), ∂f ∂ ∂z fx (x, y) = fx = = f (x, y) = = Dx f ∂x ∂x ∂x ∂f ∂ ∂z fy (x, y) = fy = = f (x, y) = = Dz f ∂y ∂y ∂x • See Examples 1-5. Theorem 6. Let f be a function of two variables and defined on D. Let (a, b) ∈ D. Then, if fxy and fyx are both continuous on D, fxy (a, b) = fyx (a, b). 14.4 Tangent Planes and Linear Approximation A. Definition : Let f be a function of two variables, and assume that fx and fy are continuous. An equation of tangent plane to the surface z = f (x, y) at P (x0 , y0 , z0 ) is z − z0 = fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ). Define L(x, y) = f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ). Then L(x, y) is called a linearization of f at (x0 , y0 ). Also, the approximation f (x, y) ≈ L(x, y) is called the linear approximation and the thangent plane approximation. 9
  • 10. Definition 7. Let z = f (x, y) and ∆z = f (x0 + ∆x, y0 + ∆y). Then the function f is differentiable at (x0 , y0 ) if ∆z can be written ∆z = fx (x0 , y0 )∆x + fy (x0 , y0 )∆y + 1 δx + 2 δxy, where 1 , 2 → 0 as δx, δy → 0. Theorem 7. Asume that fx and fy exist near (x0 , y0 ) and are continuous at (x0 , y0 ). Then f is differentiable at (x0 , y0 ). Total differential: The differential or total differential is is defined by ∂z ∂z dz = fx (x, y)dx + fy (x, y) = dx + dy. ∂x ∂y • See Examples 1,2, 4 14.5 The Chain Rule The Chain Rule (Case 1): Assume that z = f (x, y) is a differentiable function of x and y, where x = g(t) and y = h(t) are both differentiable of t. Then dz ∂f dx ∂f dy = + . dt ∂x dt ∂y dt The Chain Rule (Case 2): Assume that z = f (x, y) is a differentiable function of x and y, where x = g(s, t) and y = h(s, t) are both differentiable functions of s and t. Then ∂z ∂z dx ∂f dy = + ∂s ∂x ds dy ds ∂z ∂z dx ∂f dy = + . ∂t ∂x dt dy dt • See Examples 1,3, 5( For General Version) Implicit Differentiation : Assume that z = f (x, y) is given implicitly as a function of ∂F the form F (x, y, z) = 0. If F and f are differentiable and = 0, then ∂z ∂F ∂F ∂z ∂z ∂y = − ∂x =− ∂x ∂F ∂y ∂F ∂z ∂z • See Examples 9 10
  • 11. 14.6 Directional Derivatives and the Gradient Vector A. Definition : Let f be a function of two variables. The directional derivatives of f (x0 , y0 ) in the direction of unit vector − =< a, b > is → u f (x0 + ha, y + hb) − f (x0 , y0 ) D− f (x0 , y0 ) = lim → u h→0 h if the limit exists. In the case of three variable function, we can define the directional derivatives in a similar manner. Theorem 8. Let f be a differentialbe function of x and y. Then f has directional deriva- tives in the direction of unit vector − =< a, b > and → u D− f (x, y) = fx (x, y)a + fy (x, y)b. → u The Gradient Vector : Let f be a function of several (say three) variables. The Gradient of f is the vector function f fdefined by → ∂f − ∂f − ∂f − → → f (x, y, z) =< fx (x, y, z), fy (x, y, z), fz (x, y, z) >= i + j k ∂x ∂x ∂z Note that for any − =< a, b, c >, D− f (x, y, z) = → u → u f (x, y, z) · − . → u • See Examples 2, 3, 4 14.7 Maximum and Minimum Values Definition 8. Let f be a function of two variables. Then, f (a, b) is called local maximum value if f (a, b) ≥ f (x, y) when (x, y) is near (a, b). Also, f (a, b) is called local minimum value if f (a, b) ≤ f (x, y) when (x, y) is near (a, b). Theorem 9. If f has local maximum or minimum value at (a, b) and fx and fy exist, then fx (a, b) = 0 and fy (a, b) = 0. A point (a, b) is called a critical point of f if fx )a, b) = 0 and fy (a, b) = 0. Second Derivatives Test: Assume that the second partial derivatives of f are continuous on a disk with center (a, b), and assume that fx (a, b) = 0 and fy (a, b) = 0. Let D = fxx (a, b)fyy (a, b) − [fxy (a, b)]2 . (a) If D > 0 and fxx (a, b) > 0, then f (a, b) is a local minimum. (b) If D > 0 and fxx (a, b) < 0, then f (a, b) is a local maximum. 11
  • 12. (c) If D < 0, then f (a, b) is not a local maximum or minimum. (the point (a,b) is called a saddle point of f ). • See Examples 1, 2, 3, 6. Theorem 10. If f is continuous on a closed, bounded set D in R2 , then f attains an absolute maximum value f (x1 , y1 ) and an absolute minimum value f (x2 , y2 ) at some points (x1 , y1 ) and (x2 , y2 ) in D. To find an absolute maximum and minimum values of f on a closed, bounded set D : (1) Find the values of f at the critical points of f in D. (2) Find the extreme values of f on the boundary of D. (3) The largest of the values from steps 1 and 2 is the absolute maximum value; The smallest of the values is the absolute minimum value. • See Example 7. 14.8 Lagrange Multipliers Method of Lagrange Multifiers : In order to find the maximum and minimum values of f (x, y, z) subject to the constraint g(a, y, z) = k (a) Find all values of x, y, z, and λ such that f (x, y, z) = λ g(x, y, z) g(a, y, z) = k (b) Evaluate f at all the points (x, y, z) that results from step (a). The largest of the values is the absolute maximum value; The smallest is the absolute minimum value of f . • See Examples 2, 3 12
  • 13. Chapter 15 Multiple Integrals 15.1 Double Integrals over Rectangles Definition 9. The double integral of f over R = [a, b] × [c, d] is ∞ ∞ f (x, y)dA = lim f (xi , yj )∆A (1) R m,n→∞ i=1 j=1 if the limit exists, where (xi , yj ) is in Rij = [xi−1 , xi ] × [yj−1 , yj ]. Here the right-hand side of (1) is called s double Riemann sum. If f (x, y) ≥ 0, the volume V of the solid that lies above the rectangle R and below the surface z = f (x, y) is V = f (x, y)dA. R 15.2 Iterated Integrals Theorem 11. (Fubini) Let f be a continuous function on R = [a, b] × [c, d]. b d d b f (x, y)dA = f (x, y)dydx = f (x, y)dxdy. R a c c a The two integrals in the right-hand side of the above identity are called iterated integrals. More generally, this theorem is true if f is bounded on R, f is discontinuous only on a finite number if snmooth curves, and the iterated integrals exist. Special Cases : If f (x, y) = g(x)h(y) on R = [a, b] × [c, d], b d d b f (x, y)dA = f (x, y)dydx = h(y)dy · g(x)dx . R a c c a • See Examples 1-5. 15.3 Double Integrals over General Regions Type I : Let f be a continuous on a type I region D such that D = {(x, y)|a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)} then b g2 (x) f (x, y)dA = f (x, y)dydx. R a g1 (x) 13
  • 14. Type II : Let f be a continuous on a type II region D such that D = {(x, y)|c ≤ y ≤ d, h1 (x) ≤ x ≤ h2 (x)} then d h2 (x) f (x, y)dA = f (x, y)dxdy. R c h1 (x) • See Examples 1-5. Properties of Double Integrals : Assume that all of the following integrals exist. Then, (1) [f (x, y) + g(x, y)]dA = f (x, y)dA + [g(x, y)]dA D D D (2) cf (x, y)dA = c [f (x, y)]dA D D (3) f (x, y)dA ≥ [g(x, y)]dA, if f (x, y) ≥ g(x, y) D D (4) 1dA = A(D) D (4) f (x, y)dA ≥ [g(x, y)]dA, + [g(x, y)]dA, if D = D1 ∪ D2 . D D1 D2 Here D1 and D2 don’t overlap except (perhaps) on the boundary. Also, if m ≤ f (x, y) ≤ M for all (x, y) ∈ D, then mA(D) f (x, y)dA ≤ M A(D). D 15.4 Double Integrals over Polar Coordinates Change to Polar Coordinates in a Double Integral : Let f be a continuous on a po- lar rectangle R = {(r, θ) | 0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β} then β b f (x, y)dA = f (r cos θ, r sin θ)rdrdθ). R α a • See Examples 1,2. 15.7 Triple Integrals 14
  • 15. Theorem 12. (Fubini’s Theorem for Triple Integrals) Let f be a continuous function on B = [a, b] × [c, d] × [r, s]. s d b d b f (x, y, z)dV = f (x, y, z)dxdydz = f (x, y)dxdy. B r c a c a Triple Integrals over General Regions: Type I : Let f be a continuous on region D (type I or type II in double integral) such that E = {(x, y, z) | (x, y) ∈ D u1 (x, y) ≤ z ≤ u2 (x, y)}, then u2 (x,y) f (x, y, z)dV = f (x, y, z)dz dA. E D u1 (x,y) Type II : Let f be a continuous on region D (type I or type II in double integral) such that E = {(x, y, z) | (y, z) ∈ D u1 (y, z) ≤ z ≤ u2 (y, z)}, then u2 (y,z) f (x, y, z)dV = f (x, y, z)dx dA. E D u1 (y,z) • See Examples 1-3. 15.8 Triple Integrals in Cylindrical and Spherical Coordinates Formula for triple integration in cylindrical coordinates: u2 (r cos θ,r sin θ) f (x, y, z)dV = f (r cos θ, r sin θ, z)rdzdrdθ. E D u1 (r cos θ,r sin θ) • See Examples 1,2. 15
  • 16. Chapter 16 Vector Calculus 16.1 Vector Fields Definition 10. Let E be a subset of R3 . A vector field on R3 is a function F that assigns to each (x, y, z) ∈ E a three-dimensional vector F(x, y, z). We can write F as follows: → − → − → − F(x, y, z) = P (x, y, z) i + Q(x, y, z) j + R(x, y, z) k . Gradient Fields: If f is a scalar function of three (or two) variables, its gradient is a vector field on R3 given by → − → − → − f (x, y, z) = fx (x, y, z) i + fy (x, y, z) j + fz (x, y, z) k . • See Examples 1, 2, 6. 16.2 Line Integrals Definition 11. Let C be a smooth curve given by the parametric equation x = x(t) y = y(t), a ≤ t ≤ b. If f is defined on the curve C, then the line integral of f along C is defined by b 2 2 dx dy f (x, y)ds = f (x(t), y(t)) + dt. C a dt dt Remark: If C is a piecewise-smooth curve, that is, C is a finite union of smooth curves C1 , · · · Cn , then f (x, y)ds = f (x, y)ds + · · · + f (x, y)ds. C C1 Cn Line integral of f along C with respect to x and y: b f (x, y)dx = f (x(t), y(t))x (t)dt C a b f (x, y)dy = f (x(t), y(t))y (t)dt C a • See Examples 1, 2, 4. Line integrals in Space: Suppose that C is a smooth curve given by the parametric equation x = x(t) y = y(t) z = z(t), a ≤ t ≤ b. 16
  • 17. If f is defined on the curve C, then the line integral of f along C is defined by b 2 2 2 dx dy dz f (x, y)ds = f (x(t), y(t), z(t)) + + dt. C a dt dt dt Compact Notation : b f (x, y, z)ds = f (− (t))|− (t)|dt. → r → r C a • See Examples 5, 6. Line integrals of Vector Fields: Let F be a continuous vector field defined on a smooth curve C given by a vector function − (t), a ≤ t ≤ b. Then, the line integral of F along → r C is b F · d− = → r F(− (t)) · − (t)dt = →r → r F · T ds, C a C where T (x, y, z) is the unit tangent vector at the point (x, y, z). • See Examples 7, 8. 16.3 The Fundamental Theorem for Line Integrals Theorem 13. Let C be a smooth curve given by the vector function − (t), a ≤ t ≤ b. Let → r f be a continuous function and its f is continuous on C. Then, f · d− = f (− (b)) − f (− (a)). → r → r → r C Note: We can evaluate f · d− by knowing the value of f at the end of points of C. → r C Definition 12. A vector field F is called a conservative vector field if there is a scalar function f such that F = f . Here f is called a potential function of F. Note: Line integrals of conservative vector fields are independent of path. Theorem 14. f · d− is independent of path in a domain D iff → r f · d− = 0 for → r C C every closed path in D. 17
  • 18. − → − Theorem 15. Let F = P i + Q j be a conservative vector field, where all the partial derivatives are continuous. Then, ∂P ∂Q = , in D. ∂y ∂x → − → − Theorem 16. Let F = P i + Q j be a vector fields on an open simply-connected region D. Supppose that all the partial derivatives are continuous and ∂P ∂Q = in D. ∂y ∂x Then F is conservative. 16.4 Green’s Theorem Theorem 17. Let C be a positively oriented, piecewise-smooth, simple closed curve in the plane and let D be the region bounded by C. Supppose that all the partial derivatives of P and Q are continuous on an open region contains D, then ∂Q ∂P P dx + Qdy = − dA C D ∂x ∂y Application: Line The formulas to find the area of D : 1 A= xdy = − ydxa = xdy − ydx. C C 2 C • See Examples 1,2,3 16.5 Curl and Divergence → − → − → − Curl: If F = P i + Q j + R k is a vector field on R3 and partial derivatives of P , Q, and R all exist, then the curl of F is the vector field defined by curl F = ×F ∂R ∂Q → − ∂R ∂P → − ∂Q ∂P → − = − i − − j + − k ∂y ∂z ∂x ∂z ∂x ∂y Theorem 18. If f is a function of three variables that has continuous second-order partial derivatives, then curl ( f ) = 0. Theorem 19. If F is a vector field defined on all of R3 whose component functions have continuous partial derivatives and curl F = 0, then F is a conservative vector field. 18
  • 19. • See Examples 1,2,3 → − → − → − Divergence: If F = P i + Q j + R k is a vector field on R3 and partial derivatives of P , Q, and R all exist, then the divergence of F is the function of three variables defined by divF = ·F ∂P ∂Q ∂R = + + ∂x ∂y ∂z → − → − → − Theorem 20. If F = P i + Q j + R k is a vector field defined on all of R3 and P , Q, and R have continuous second-order partial derivatives, then div curl F = 0. • See Examples 4,5 19