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CHAPTER 9.10~9.

17

Vector Calculus

Contents
9.10 Double Integrals
9.11 Double Integrals in Polar Coordinates
9.12 Greens Theorem
9.13 Surface Integrals
9.14 Stokes Theorem
9.15 Triple Integrals
9.16 Divergence Theorem
9.17 Change of Variables in Multiple Integrals

Ch9.10~9.17_2

9.10 Double Integrals


Definition 9.10: Let f be a function of two variables
defined on a closed region R. Then the double
integral of f over R is given by

f ( x, y )dA lim

f ( xk* , yk* )Ak

(1)
k 1
R
Integrability: If the limit in (1) exists, we say that f is
integrable over R, and R is the region of integration.
Area: When f(x,y)=1 on R.
Volume: When f(x,y) 0 on R.
Ak 0

Ch9.10~9.17_3

Properties of Double Integrals


Theorem 9.11: Let f and g be functions of two
variables that are integrable over a region R. Then
(i) kf ( x, y)dA k f ( x, y )dA , where k is any constant
R

(ii)

[ f ( x, y) g ( x, y)]dA f ( x, y)dA g ( x, y)dA


R

(iii) f ( x, y)dA f ( x, y)dA f ( x, y)dA where


R

R1 R2 R

R1

R2

and

R1 R2

Ch9.10~9.17_4

Regions of Type I and II


Region of Type I
See the region in Fig 9.71(a)
R: a x b, g1(x) y g2(x)
Region of Type II
See the region in Fig 9.71(b)
R: c y d, h1(y) x h2(y)

Ch9.10~9.17_5

Fig 9.71

Ch9.10~9.17_6

Iterated Integral
For Type I:
b

g2 ( x )

a g ( x)
1

f ( x, y ) dy d x

b
a

For Type II:


d

h2 ( y )

c h ( y)
1

f ( x, y) d x dy

d
c

g2 ( x )
g1 ( x )

h2 ( y )
h1 ( y )

f ( x, y ) dy d x

f ( x, y) dx d y

(4)

(5)

Ch9.10~9.17_7

THEOREM 9.12

Evaluation of Double Integrals

Let f be continuous on a region R.


(i) For Type I:
b g2 ( x )
f ( x, y)dA f ( x, y) dy d x
R

g1 ( x )

(ii) For Type II:


d h2 ( y )
f ( x, y)dA f ( x, y) d x dy
R

h1 ( y )

(6)

(7)

Ch9.10~9.17_8

Note:
Volume =

f ( x, y)dA
R

where z = f(x, y)
is the surface.

Ch9.10~9.17_9

Example 1
x 3 y
e
dA over the region bounded by y = 1,
Evaluate R
y = 2, y = x, y = x + 5. See Fig 9.73.
Solution
The region is Type II

e
R

x 3 y

dA

5 y x 3 y

1 y

2 x 3 y 5 y

e
1

dx dy
2

dy (e52 y e4 y ) dy
1

1 5 2 y 1 4 y
1 9 1 8 1 7 1 4

e
e e e e e
4 1 2
4
2
4
2
2771.64
Ch9.10~9.17_10

Fig 9.73

Ch9.10~9.17_11

Example 2
Evaluate R xe dA over the region in the first
quadrant bounded by y = x2, x = 0, y = 4.
Solution
From Fig 9.75(a) , it is of Type I
y2

xe
R

y2

dA

2 4

0x

y2

xe dy dx

However, this integral can not be computed.

Ch9.10~9.17_12

Fig 9.75(a)

Fig 9.75(b)

Ch9.10~9.17_13

Example 2 (2)
Trying Fig 9.75(b), it is of Type II

xe

y2

dA

0 0
4x

y2

xe dx dy
y2

e dy
2
0
4

1 y
1 16
ye dy e (e 1)
02
4 0 4
41

Ch9.10~9.17_14

9.11 Double Integrals in Polar Coordinates

Double Integral
Refer to the figure.

The double integral is

g 2 ( )

f (r , ) dA g ( )
R

f (r , )r dr d

Ch9.10~9.17_15

Refer to the figure.

The double integral is

f (r , ) dA
R

b h2 ( r )

a h (r )

f (r , )r d dr

Ch9.10~9.17_16

Change of Variables
Sometimes we would like to change the rectangular
coordinates to polar coordinates for simplifying the
question. If 0 g1 ( ) r g 2 ( ), ,
and 0 2 then

g 2 ( )

f ( x, y) dA g ( )
1

Recall:

f (r cos , r sin )r dr d (3)

x2

y2

r2 and

x2 y 2 r

Ch9.10~9.17_17

Example 2
Evaluate

0 x

8 x 2

1
5 x y
2

dy d x

Solution
From x y 8 x 2 , 0 x 2 the graph is shown in
Fig 9.84.
Using x2 + y2 = r2, then 1/(5 + x2 + y2 ) = 1/(5 + r2)

Ch9.10~9.17_18

Fig 9.84

Ch9.10~9.17_19

Example 2 (2)
Thus the integral becomes
2

0 x

8 x

dy dx

5 x y
/2
8
1
1 / 2 8 2r dr

r dr d
d
2
2
/4 0 5 r
2 /4 0 5 r
8
/2
1 /2
1
2
ln(5 r ) d (ln 13 ln 5) d
/4
0
2 /4
2
1
13

(ln 13 ln 15) ln
2
5
2 4 8
2

Ch9.10~9.17_20

Example 3
Find the volume of the solid that is under
z 1 x 2 y 2 and above the region bounded by
x2 + y2 y = 0. See Fig 9.85.
Solution
Fig 9.85

Ch9.10~9.17_21

Example 3 (2)
We find that

V 1 x y dA
2

and the equations become z 1 r 2


and r = sin .
Now
V 1 r dA 2
2

/2

sin

(1 r 2 )1/ 2 r dr d

2 /2
[1 (1 sin 2 )3 / 2 ] d
3 0
Ch9.10~9.17_22

Example 3 (3)
2 /2
2 /2
2
3/ 2
[1 (cos ) ] d [1 cos 3 ] d
3 0
3 0
2 /2
[1 (1 sin 2 ) cos ] d
3 0
/2

2
1 3
sin sin
3
3
0

4
0.60
3 9

Ch9.10~9.17_23

Area
If f(r, ) = 1, then the area is

A dA
R

g 2 ( )

r dr d

g ( )
1

Ch9.10~9.17_24

9.12 Greens Theorem


Along Simple Closed Curves
For different orientations of simple closed curves,
please refer to Fig 9.88.

Fig 9.88(a)

Fig 9.88(b)

Fig 9.88(c)

Ch9.10~9.17_25

Notations for Integrals Along Simple Closed Curves

We usually write them as the following forms


P( x, y)dx Q( x, y)dy,
C

c P( x, y)dx Q( x, y)dy,
C F ( x, y)ds,
where Cand Crepresents in the positive and negative
directions, respectively.

Ch9.10~9.17_26

THEOREM 9.13

Greens Theorem in the Plane

IF P, Q, P/y, Q/x are continuous on R, which is


bounded by a simply closed curve C, then
Q P
C Pdx Qdy x y dA
R

Partial Proof
For a region R is simultaneously of Type I and Type
II,
R : g1 ( x) y g 2 ( x), a x b
R : h1 ( y ) x h2 ( y ), c y d
Ch9.10~9.17_27

Fig 9.89(a)

Fig 9.89(b)

Ch9.10~9.17_28

Partial Proof
Using Fig 9.89(a), we have
b g 2 ( x ) P
P
dA
dy dx
a g1 ( x ) y

y
R
b

[ P( x, g 2 ( x)) P( x, g1 ( x))] dx
a

P( x, g1 ( x)) dx P( x, g 2 ( x)) dx
P( x, y ) dx
C

Ch9.10~9.17_29

Partial Proof
Similarly, from Fig 9.89(b),
d h2 ( y )Q
Q
x dA c h2 ( y ) x dx dy
R
d

[Q(h2 ( y ), y ) Q(h1 ( y ), y )] dy
c

Q(h2 ( y ), y ) dy Q(h1 ( y ), y ) dy

= Q( x, y)dy
C

From (2) + (3), we get (1).


Ch9.10~9.17_30

Note:
If the curves are more complicated such as Fig 9.90,
we can still decompose R into a finite number of
subregions which we can deal with.
Fig 9.90

Ch9.10~9.17_31

Example 2
Evaluate C ( x 3 y ) d x (2 x e ) dy
where C is the circle (x 1)2 + (y 5)2 = 4 shown in Fig
9.92.
5

y3

Ch9.10~9.17_32

Example 2 (2)
Solution
y3
5
We have P(x, y) = x + 3y and Q( x, y ) 2 x e
then
P/y 3,
Q/x 2
Hence

C ( x

3 y ) dx (2 x e ) dy (2 3) dA dA
y3

Since the area of this circle is 4, we have

C ( x

y3

3 y ) dx (2 x e ) dy 4

Ch9.10~9.17_33

Example 3
Find the work done by F = ( 16y + sin x2)i + (4ey +
3x2)j along C shown in Fig 9.93.

Ch9.10~9.17_34

Example 3 (2)
Solution
We have W F dr
C

(16 y sin x ) dx (4e 3x ) dy


C
Hence from Greens theorem
2

W (6 x 16) dA
R

In view of R, it is better handled in polar coordinates,


since R: 0 r 1, / 4 3 / 4

Ch9.10~9.17_35

Example 3 (3)
W

3 / 4

/4
3 / 4

/4
3 / 4

/4

0 (6r cos 16)r dr d

(2r 3 cos 8r 2 ) d
0

(2 cos 8) d 4

Ch9.10~9.17_36

Example 4
The curve is shown in Fig 9.94. Greens Theorem is
not applicable to the integral
y
x
C x2 y 2 dx x2 y 2 dy

since P, Q, P/x, Q/y are not continuous at the


region.

Ch9.10~9.17_37

Fig 9.94

Ch9.10~9.17_38

Region with Holes


Greens theorem cal also apply to a region with holes.
In Fig 9.95(a), we show C consisting of two curves
C1 and C2. Now We introduce cross cuts as shown is
Fig 9.95(b), R is divided into R1 and R2. By Greens
theorem:
Q P
Q P
Q P
x y dA x y dA x y dA
R
R1
R2
P dx Q dy P dx Q dy
C1

P dx Q dy
C

C2

(4)
Ch9.10~9.17_39

Fig 9.95(a)

Fig 9.95(b)

The last result follows from that fact that the line
integrals on the crosscuts cancel each other.
Ch9.10~9.17_40

Example 5
y
x
C x2 y 2 d x x2 y 2 dy
where C = C1 C2 is shown in Fig 9.96.
Solution
Because
y
x
P ( x, y ) 2
, Q ( x, y ) 2
2
x y
x y2
Evaluate

P
y 2 x2
Q
y 2 x2
2 2 2,
2 2 2
y ( x y )
x ( x y )

Ch9.10~9.17_41

Example 5 (2)
are continuous on the region bounded by C, then

y
x
C x 2 y 2 dx x 2 y 2 dy
y 2 x2
y 2 x2
2
2
dA 0
2 2
2 2
(x y )
R ( x y )

Ch9.10~9.17_42

Fig 9.96

Ch9.10~9.17_43

Conditions to Simplify the Curves


As shown in Fig 9.97, C1 and C2 are two
nonintersecting piecewise smooth simple closed
curves that have the same orientation. Suppose that P
and Q have continuous first partial derivatives such
that P/y = Q/x in the region R bounded between
C1 and C2, then we have

C P dx Q dy C
1

P dx Q dy

Ch9.10~9.17_44

Fig 9.97

Ch9.10~9.17_45

Example 6
Evaluate the line integral in Example 4.
Solution
We find P = y / (x2 + y2) and Q = x / (x2 + y2) have
continuous first partial derivatives in the region
bounded by C and C. See Fig 9.98.

Ch9.10~9.17_46

Fig 9.98

Ch9.10~9.17_47

Example 6 (2)
Moreover,

P
y 2 x2
Q
2

2 2
y ( x y )
x
we have

y
x
y
x
C x2 y 2 dx x2 y 2 dy C x2 y 2 dx x2 y 2 dy

Ch9.10~9.17_48

Example 6 (3)
Using x = cos t, y = sin t, 0 t 2 , then
y
x
C x 2 y 2 dx x 2 y 2 dy

2
0
2
0
2
0

[ sin t ( sin t ) cos t (cos t )] dt


(sin 2 t cos 2 t ) dt
dt 2

Note: The above result is true for every piecewise


smooth simple closed curve C with the origin in its
interior.
Ch9.10~9.17_49

9.13 Surface Integrals


DEFINITION 9.11

Surface Area

Let f be a function with continuous first derivatives


fx, fy on a closed region. Then the area of the surface
z=f(x,y) over R is given by
A( S ) 1 [ f x ( x, y )]2 [ f y ( x, y )]2 d A
R

(2)

Ch9.10~9.17_50

Example 1
Find the surface area of portion of x2 + y2 + z2 = a2 and
is above the xy-plane and within x2 + y2 = b2, where 0 <
b < a.
Solution
If we define z f ( x, y ), f ( x, y ) a 2 x 2 y 2
then
x
y
f x ( x, y ) 2
, f y ( x, y ) 2
2
2
a x y
a x2 y 2
2
Thus
a
2
2
1 [ f x ( x, y )] [ f y ( x, y )] 2
2
2
a

y
a
A( S ) 2
dA
2
2
a x y
R
where R is shown in Fig 9.103.
Ch9.10~9.17_51

Fig 9.103

Ch9.10~9.17_52

Example 1 (2)
Change to polar coordinates:
A( S ) a

2
0

2
0

(a 2 r 2 ) 1/ 2 r dr d

(a

2 1/ 2 b
r ) 0d

a(a a b )
2

2
0

2a(a a 2 b2 )

Ch9.10~9.17_53

Differential of Surface Area


The function
dS 1 [ f x ( x, y )]2 [ f y ( x, y )]2 dA

is called the differential of surface area.

Ch9.10~9.17_54

DEFINITION 9.12

Surface Integral

Let G be a function of three variables defined over a


region of space containing the surface S. Then the
surface integral of G over S is given by

G( x, y, z ) dS lim
S

P 0

*
*
*
G
(
x
,
y
,
z
k k k )Sk
k 1

(4)

Ch9.10~9.17_55

Method of Evaluation

G( x, y, z ) dS
S

G ( x, y, f ( x, y )) 1 [ f x ( x, y )]2 [ f y ( x, y )]2 dA

(5)

where we define z = f(x, y) to be the equation of S


projecting into a region R of the xy-plane.

Ch9.10~9.17_56

Projection of S Into Other Planes


If we define y = g(x, z) to be the equation of S
projecting into a region R of the xz-plane, then

G( x, y, z ) dS

(6)

G ( x, g ( x, z ), z ) 1 [ g x ( x, z )]2 [ g z ( x, z )]2 dA
R

Similarly, if x = h(y, z) is the equation of S projecting


into a region R of the yz-plane, then
G( x, y, z ) dS
S
(7)
G (h( y, z ), y, z ) 1 [hy ( y, z )]2 [hz ( y, z )]2 dA
R

Ch9.10~9.17_57

Example 3
2
xz
dS , where S is the portion of
Evaluate S
y = 2x2 + 1 in the first octant bounded by x = 0, x = 2, z
= 4 and z = 8.
Solution
The projection graph on
the xz-plane is shown in
Fig 9.105.

Ch9.10~9.17_58

Example 3 (2)
Let y = g(x, z) = 2x2 + 1. Since gx(x, z) = 4x and
gz(x, z) = 0, then

xz dS
2

2 8

0 4

2z
0

xz 2 1 16 x 2 dz dx
2

448 2
2 1/ 2
x 1 16 x dx
x
(
1

16
x
) dx

0
3
3
4
2

28
28 3 / 2
2 3/ 2
(1 16 x ) [65 1] 1627.3
9
0 9

Ch9.10~9.17_59

Orientable Surface
A surface is said to be orientable or an oriented
surface if there exists a continuous unit normal vector
function n, where n(x, y, z) is called the orientation
of the surface.
e.g: S is defined by g(x, y, z) = 0, then
n = g / ||g||
(9)

g
where g i j k is the gradient.
x
y
z

Ch9.10~9.17_60

Fig. 9.106

Ch9.10~9.17_61

Fig 9.107

Ch9.10~9.17_62

Example 4
Consider x2 + y2 + z2 = a2, a > 0. If we define
g(x, y, z) = x2 + y2 + z2 a2, then
g 2 xi 2 yj 2 zk , || g || 4 x 2 4 y 2 4 z 2 2a

Thus the two orientations are


x
y
z
x y
z
n i j k , n1 n i j k
a a a
a a a
where n defines outward orientation, n1 = n defines
inward orientation. See Fig 9.108.

Ch9.10~9.17_63

Fig 9.108

Ch9.10~9.17_64

Computing Flux
We have

flux (F n) dS

(10)

See Fig 9.109.


Flux of F through S:
The total volume of a
fluid passing through S
per unit time.

Ch9.10~9.17_65

Example 5
Let F(x, y, z) = zj + zk represent the flow of a liquid.
Find the flux of F through the surface S given by that
portion of the plane z = 6 3x 2y in the first octant
oriented upward.
Solution
Refer to the figure.

Ch9.10~9.17_66

Example 5 (2)
We define g(x, y, z) = 3x + 2y + z 6 = 0. Then a unit
normal vector with a positive k component (it should be
upward) is
g
3
2
1
n

i
j
k
|| g ||
14
14
14
1
Thus
flux (F n) dS
3z dS

14 S
S
With R the projection of the surface onto the xy-plane,
1
we have
flux
3(6 3x 2 y )( 14 dA)

14 R

2 33 x / 2

0 0

(6 3x 2 y ) dy dx 18
Ch9.10~9.17_67

9.14 Stokes Theorem


Vector Form of Greens Theorem
If F(x, y) = P(x, y)i + Q(x, y)j, then

i
j k
Q P
curl F F

k
x y z x y
P 0 0
Thus, Greens Theorem can be written as

C F dr C F T ds (curl F) k dA

(1)

Ch9.10~9.17_68

THEOREM 9.14

Stokes Theorem

Let S be a piecewise smooth orientable surface bounded


by a piecewise smooth simple closed curve C. Let
F(x, y, z) = P(x, y, z)i + Q(x, y, z)j + R(x, y, z)k be a
vector field for which P, Q, R, are continuous and have
continuous first partial derivatives in a region of 3-space
containing S. If C is traversed in the positive direction,
then

Fd r (FT) ds (curl F) n dS
C

where n is a unit normal to S in the direction of the


orientation of S.
Ch9.10~9.17_69

Example 1
Let S be the part of the cylinder z = 1 x2 for 0 x
1, 2 y 2. Verify Stokes theorem if F = xyi + yzj
+ xzk.
Fig 9.116

Ch9.10~9.17_70

Example 1 (2)
Solution
See Fig 9.116.
Surface Integral: From F = xyi + yzj + xzk, we find
i

curl F
x
xy

y
yz

yi zj xk
z
xz

If g x y z z x 1 0 defines the cylinder,


g
2 xi k
the upper normal is n

g
4x2 1
Ch9.10~9.17_71

Example 1 (3)
2 xy x
Therefore (curl F n)dS
dS
2
4x 1
S
S
Using (5) of Sec 9.13 :
2 xy x
4 x 2 1 dS (2 xy x)dA
S
R
1 2

(2 xy x)dydx (4 x)dx 2

0 2
0

(7)

Ch9.10~9.17_72

Example 1 (4)
Line Integral : we write
C

C1 C2

C3 C4

on C1 : x 1, z 0, dx 0, dz 0,
so

C y(0) y(0)dy 0 0
1

on C2 : y 2, z 1 x 2 , dy 0, dz 2 x,
so

2 xdx 2(1 x 2 )0 x(1 x 2 )(2 xdx)

11
(2 x 2 x 2 x )dx
1
15
0

Ch9.10~9.17_73

Example 1 (5)
on C3 : x 0, z 1, dx 0, dz 0,
so

C 0 ydy 0 2

ydy 0

on C4 : y 2, z 1 x , dy 0, dz 2 x,
2

so

C 2 xdx 2(1 x

)0 x(1 x )(2 xdx)


2

19
(2 x 2 x 2 x )dx
0
15
11
19
Hence xydx yzdy xzdz 0 0 2
C
15
15
which agrees with (7).
1

Ch9.10~9.17_74

9.15 Triple Integrals


DEFINITION 9.13

The Triple Integral

Let F be a function of three variables defined over a


Closed region D of 3-space. Then the triple integral of F
over D is given by
n

*
*
*
F
(
x
,
y
,
z
)
dV

lim
F
(
x
,
y
,
z
k k k )Vk

P 0

k 1

(1)

Ch9.10~9.17_75

Evaluation by Iterated Integrals:


If the region D is bounded above by z f 2 ( x, y )
and is bounded below by z f1 ( x, y ), then

F ( x,y,z)dV f ( x, y ) F ( x,y,z)dz dA
f2 ( x, y )

Thus, if R is a Type I region then


b g2 ( x )

f2 ( x, y )

F ( x,y,z)dV a g ( x ) f ( x, y ) F ( x,y,z)dzdydx
D

(2)

See Fig 9.123.

Ch9.10~9.17_76

Fig 9.123

Ch9.10~9.17_77

Example 1
Find the volume of the solid in the first octant
bounded by z = 1 y2, y = 2x and x = 3.
Fig 9.125(a)
Fig 9.125(b)

Ch9.10~9.17_78

Example 1 (2)
Solution
Referring to Fig 9.125(a), the first integration with
respect to z is from 0 to 1 y2. From Fig 9.125(b), we
see that the projection of D in the xy-plane is a region of
Type II. Hence
1 3

V dV
D

1 y 2

0 y/2 0

1 3

dzdxdy

0 y/2

(1 y 2 )dxdy

3
1
1
1 3
15
2
( x yx )
dy 3 3 y y y dy
0
0
2
2
8
y/2
1

Ch9.10~9.17_79

Cylindrical Coordinates
Refer to Fig 9.127.

Ch9.10~9.17_80

Conversion of Cylindrical Coordinates to


Rectangular Coordinates

The relationship between the cylindrical coordinates


(r, , z) and rectangular coordinates (x, y, z):
x = r cos , y = r sin , z = z

(3)

Ch9.10~9.17_81

Example 1
Convert (8, /3, 7) in cylindrical coordinates to
rectangular coordinates.
Solution
From (3)
x 8cos( / 3) 4,

y 8sin( / 3) 4 3
z7

Ch9.10~9.17_82

Conversion of Rectangular Coordinates to


Cylindrical Coordinates

Also we have

y
r x y , tan , z z
x
2

(4)

Ch9.10~9.17_83

Example 4
Convert ( 2, 2,1) in rectangular coordinate s to
cylindrical coordinate s.
Solution

2
r ( 2) ( 2) 4, tan
1,z 1
2
Since r 0, we take r 2; sin ce x 0, y 0,
we take 3 / 4.
2

Ch9.10~9.17_84

Fig 9.128

Ch9.10~9.17_85

Triple Integrals in Cylindrical Coordinates

See Fig 9.129.


We have

F (r , , z)dV
D

g 2 ( )

g1 ( )

f 2 ( r , )
f1 ( r , )

f 2 ( r , )
f1 ( r , )

F (r , , z )dz dA

F ( x, y, z )rdzdrd

Ch9.10~9.17_86

Fig 9.129

Ch9.10~9.17_87

Spherical Coordinates
See Fig 9.131.

Ch9.10~9.17_88

Conversion of Spherical Coordinates to Rectangular


and Cylindrical Coordinates

From spherical coordinates ( , , )


to rectangular coordinates ( x, y, z ) :
x sin cos , y sin sin , z cos
From spherical coordinates ( , , )
to cylindrical coordinates (r , , z ) :
r sin , , z cos

(5)

(6)

Ch9.10~9.17_89

Example 6
Convert (6, /4, /3) in spherical coordinates to
rectangular and cylindrical coordinates.
Solution
( , , ) (6, / 4, / 3)

3 2
3 6
x sin cos
, y sin sin
2
2
z cos 3 2
r sin 3 2,

, z cos 3 2

Ch9.10~9.17_90

Inverse Conversion
y
x y z , tan
x
z
cos 2
x y2 z2
2

(7)

Ch9.10~9.17_91

Triple Integrals in Spherical Coordinates

See Fig 9.132.

Ch9.10~9.17_92

We have

F ( , , )dV
D

g 2 ( ) f 2 ( , )

g1 ( )

f ( , )

F ( , , ) 2 sin ddd

Ch9.10~9.17_93

9.16 Divergence Theorem


Another Vector Form of Greens Theorem
Let F(x, y) = P(x, y)i + Q(x, y)j be a vector field, and
let T = (dx/ds)i + (dy/ds)j be a unit tangent to a
simple closed plane curve C. If n = (dy/ds)i (dx/ds)j
is a unit normal to C, then

(F n)ds C Pdy Qdx

P Q
P Q

dA dA
x y
x y
R
R
Ch9.10~9.17_94

that is,

C (F n)ds div FdA

(1)

The result in (1) is a special case of the divergence or


Gauss theorem.

Ch9.10~9.17_95

THEOREM 9.15

Divergence Theorem

Let D be a closed and bounded region in 3-space with


a piecewise smooth boundary S that is oriented outward.
Let F(x, y, z) = P(x, y, z)i + Q(x, y, z)j + R(x, y, z)k be
a vector field for which P, Q, and R are continuous
and have continuous first partial derivatives in a region
of 3-space containing D. Then

(F n)dS div F dV
S

(2)
Ch9.10~9.17_96

Example 1
Let D be the region bounded by the hemisphere

x y ( z 1) 9,1 z 4, and
the plane z 1. Verify the divergence theorem if
F xi yj ( z 1)k.
2

Solution
The closed region is shown in Fig 9.140.

Ch9.10~9.17_97

Fig 9.140

Ch9.10~9.17_98

Example 1 (2)
Triple Integral:
Since F = xi + yj + (z-1)k, we see div F = 3. Hence

div F dV 3 dV dV 54
D

(10)

Surface Integral:
We write S = S1 + S2, where S1 is the hemisphere and
S2 is the plane z = 1.
If S1 is a level surfaces of g(x, y) = x2 + y2 + (z 1)2,
then a unit outer normal is
Ch9.10~9.17_99

Example 1 (3)
n

g
g

xi yj ( z 1)k
x 2 y 2 ( z 1) 2

x
y
z 1
i j
k
3
3
3

x 2 y 2 ( z 1) 2
Now F n

3
3
3
3

3
and so F n dS (3)
9 x2 y 2
S1
R

dA

2 3

2 1/ 2
(
9

r
) rdrd 54

Ch9.10~9.17_100

Example 1 (4)
On S2 , n k so that F n z 1.
But since z 1, ( z 1)dS 0.
S2

Hence, we see that (F n)dS 54


S

Ch9.10~9.17_101

9.17 Change of Variables in Multiple Integrals

Introduction
If f (x) is continuous on [a, b], then if x = g(u) and
dx = g(u) du, we have
b

a f ( x)dx c

f ( g (u )) g ' (u )du

(1)

where c = g(a), d = g(b).


If we write J(u) = dx/du, then we have
b

a f ( x)dx c

f ( g (u)) J (u)du

(2)

Ch9.10~9.17_102

Double Integrals
If we have
x= f(u, v), y = g(u, v)
(3)
we expect that a change of variables would take the
form

F ( x, y)dA F ( f (u, v), g (u, v)) J (u, v)dA'


R

(4)

where S is the region in the uv-plane, and R is the


region in the xy-plane. J(u,v) is some function
obtained from the partial derivatives of the equation
in (3).

Ch9.10~9.17_103

Example 1
Find the image of the region S shown in Fig 9.146(a)
under the transformations x = u2 + v2, y = u2 v2.
Solution
Fig 9.146(a)
Fig 9.146(b)

Ch9.10~9.17_104

Example 1 (2)
S1 : v 0, then
x u 2 v 2 u 2 , y u 2 v 2 u 2 , then y x
(u , v) (1,0) to (2,0) ( x, y ) (1,1) to (4,4)
S2 : u 2 v 2 4, then x 4
(u , v) (2,0) to (

5
2,

3
2)

( x, y ) (4,4) to (4,1)

S3 : u 2 v 2 1, then y 4
(u , v) (

5
2,

3
2)

to (1,0) ( x, y ) (4,1) to (1,1)

See Fig 9.146(b).


Ch9.10~9.17_105

Some of the Assumptions


1. The functions f, g have continuous first partial
derivatives on S.
2. The transformation is one-to-one.
3. Each of region R and S consists of a piecewise
smooth simple closed curve and its interior.
4. The following determinant is not zero on S.

x
u
y
u

x
v x y x y
y u v v u
v

(7)

Ch9.10~9.17_106

Equation (7) is called the Jacobian of the


transformation T:S R and is denoted by (x, y)/(u,
v).
Similarly, the inverse transformation of T is denoted
by T-1. See Fig 9.147.

Ch9.10~9.17_107

If it is possible to solve (3) for u, v in terms of x, y,


then we have
u = h(x,y), v = k(x,y)
(8)
The Jacobian of T-1 is
u u
(u, v) x y

(9)
( x, y ) v v
x y
( x, y ) (u, v)
and
1
(10)
(u, v) ( x, y )
Ch9.10~9.17_108

Example 2
The Jacobian of the transformation
x = r cos , y = r sin
is
x x
( x, y ) r cos r sin

r
(r , ) y y sin r cos
r

Ch9.10~9.17_109

THEOREM 9.6

Change of Variables in a
Double Integral

If F is continuous on R, then
( x, y )
F ( x, y) d A F ( f (u, v), g (u, v)) (u, v) d A (11)
R
S

Ch9.10~9.17_110

Example 3
Evaluate

sin( x 2 y) cos( x 2 y)dA


R

over the region R in Fig 9.148(a).

Fig 9.148(a)

Fig 9.148(b)
Ch9.10~9.17_111

Example 3 (2)
Solution
We start by letting u = x + 2y, v = x 2y.
S1 : y 0, then u x, v x or u v
( x, y ) (2 ,0) to (0,0) (u, v) (2 , 2 ) to (0,0)
S2 : x 0, then u 2 y, v 2 y or u v
( x, y ) (0,0) to (0, ) (u, v) (0,0) to (2 , 2 )
S3 : x 2 y 2 , then u 2
( x, y ) (0, ) to (2 ,0) (u, v) (2 , 2 ) to (2 , 2 )
See Fig 9.148(b).

Ch9.10~9.17_112

Example 3 (3)
The Jacobian matrix is
x
( x, y ) u

(u, v) y
u

x 1 1
v 2 2 1
y 1
1
4

v 4
2

Ch9.10~9.17_113

Example 3 (4)
Thus

1
sin( x 2 y) cos( x 2 y)dA sin u cos v 4 dA'
R
S
u
1 2 u
1 2
sin u cos vdvdu sin u sin v du
4 0 u
4 0
u
1 2 2
1 2

sin udu (1 cos 2u )du


2 0
4 0
2

Ch9.10~9.17_114

Example 4
Evaluate

xydA over the region R in Fig 9.149(a).


R

Fig 9.149(a)

Fig 9.149(b)
Ch9.10~9.17_115

Example 4 (2)
Solution
The equations of the boundaries of R suggest
u = y/x2, v = xy
(12)
The four boundaries of the region R become u = 1, u = 4,
v = 1, v = 5. See Fig 9.149(b).
The Jacobian matrix is
( x, y )
1
x2
1

(u, v) (u, v)
3y
3u
( x, y )

Ch9.10~9.17_116

Example 4 (3)
Hence

1
1 4 5v
xydA v 3u dA' 3 1 1 u dvdu
R
S
4
41
1 4 v2 5

du 4 du 4 ln u 4 ln 4
1
1 u
3 2u 1
1

Ch9.10~9.17_117

Triple Integrals
Let x = f(u, v, w), y = g(u, v, w), z = h(u, v, w)
be a one-to-one transformation T from a region E in
the uvw-space to a region in D in xyz-space. If F is
continuous in D, then

F ( x, y, z)dV
D

( x, y , z )
F ( f (u, v, w), g (u, v, w), h(u , v, w))
dV '
(u, v, w)
E

Ch9.10~9.17_118

x x
u v
( x, y , z )
y y
where

(u , v, w)
u v
z z
u v
Please verify that if
x sin cos , y sin sin , z
( x, y , z )
then
2 sin
(u , v, w)

x
w
y
w
z
w

cos

(13)

Ch9.10~9.17_119

Quiz (2)
1. (40%) (i) Find the level surface of F ( x, y, z) x2 4 y2 z 2
passing through (1,1,1). (ii) Derive the equation of the
tangent plane to the above level surface at (1,1,1). (iii)
Find the unit vector u such that the directional
derivative of F ( x, y, z) in u at (1,1,1) achieves the
minimum value among all possible u.
2. (30%) Let the curve C be represented by r (t ) x(t ) i y(t ) j,
0 t , where x(t ) 2cos t and y(t ) 2sin t .
Let G( x, y) 1, please compute (i) G( x, y)dx , (ii) G( x, y)dy ,
and (iii) G( x, y)ds
C

Ch9.10~9.17_121

1.(10%)(i) F(1,1,1)=1- 4 + 1= -2

x2 4 y 2 z 2 2
F
F
F
i
j
k = 2xi - 8yj + 2zk
(15%)(ii) F ( x, y, z )
x
y
z

F (1,1,1) 2i 8 j 2k
2(x-1)+(-8)(y-1)+2(z-1)=0
2x-2-8y+8+2z-2=0
The tangent plane equation is
2x-8y+2z+4=0
Ch9.10~9.17_122

(iii)(15%)

F (1,1,1) 22 (8)2 22

4 64 4 72 6 2
F (1,1,1) 2i 8 j 2k
u

F (1,1,1)
6 2

Ch9.10~9.17_123

2. r(t) = x(t) i + y(t) j , x(t) = 2cost, y(t) = 2sint


dx = -2sint dt dy = 2cost dt ds 4sin 2 t 4 cos 2 tdt 2dt

c G( x, y)dx 1(2sin t )dt 2( cos t )


0

= -2[1-(-1)] = -4 (10%)

c G( x, y)dy 1 2cos tdt 2sin t


0

= 2[0-0] = 0 (10%)

(10%)
G
(
x
,
y
)
ds

2
dt

2
dt

Ch9.10~9.17_124

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