Sei sulla pagina 1di 49

# Partial Derivatives

## A function f of two variables is a rule that assigns to each ordered pair of

real numbers (x, y) in a set D a unique real number denoted by f (x, y).

## Level curves of a multivariable function

The level curves of a function f of two variables are the curves with
equations f (x, y) = k, where k is a constant (in the range of f).

## Let f be a function of two variables whose domain D includes points

arbitrarily close to (a, b). Then the limit of f (x, y) as (x, y) approaches (a, b) is
L,

lim f (x, y) = L
(x,y)→(a,b)

## if for all ϵ > 0 there is a corresponding δ > 0 such that

1
if (x, y) ∈ D and 0< (x − a)2 + (y − b)2 < δ then

f (x, y) − L < ϵ

If

(x,y)→(a,b)

(x,y)→(a,b)

## In other words, f is continuous at (a, b) if it’s limit at (a, b) is equal to the

actual value of the function at (a, b) We say f is continuous on D if f is
continuous on every point (a, b) in D.

2
Definition of the derivative of a multivariable function
f (a + h, b) − f (a, b)
Partial derivative with respect to x fx(a, b) = lim
h→0 h

f (a, b + h) − f (a, b)
Partial derivative with respect to y fy(a, b) = lim
h→0 h

## Partial derivative with respect to x as

∂f ∂ ∂z
fx(x, y) = fx = = f (x, y) = = f1 = D1 f = Dx f
∂x ∂x ∂x

## Partial derivative with respect to y as

∂f ∂ ∂z
fy(x, y) = fy = = f (x, y) = = f2 = D2 f = Dy f
∂y ∂y ∂y

to x.

## To find fy, treat x as a constant and differentiate f (x, y) with respect

to y.

3
Clairaut’s theorem for the mixed second-order partial derivative

Suppose f is defined on a disk D that contains the point (a, b). If the
functions fxy and fyx (the mixed second-order partial derivatives) are both
continuous on D, then

fxy(a, b) = fyx(a, b)

## Suppose f has continuous partial derivatives. An equation of the tangent

plane to the surface z = f (x, y) at the point P(x0, y0, z0) is

## where ϵ1 and ϵ2 → 0 as (Δx, Δy) → (0,0).

or

If the partial derivatives fx and fy exist near (a, b) and are continuous
at (a, b), then f is differentiable at (a, b).

4
Total differential
∂z ∂z
dz = fx(x, y)d x + fy(x, y)dy = d x + dy
∂x ∂y

## Suppose that z = f (x, y) is a differentiable function of x and y,

where x = g(t) and y = h(t) are both differentiable functions of t.
Then z is a differentiable function of t and

dz ∂f d x ∂f dy dz ∂z d x ∂z dy
= + = +
dt ∂x dt ∂y dt dt ∂x dt ∂y dt

## Suppose 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 ∂x ∂z ∂y ∂z ∂z ∂x ∂z ∂y
= + = +
∂s ∂x ∂s ∂y ∂s ∂t ∂x ∂t ∂y ∂t

General version

## Suppose that u is a differentiable function of n variables x1,

x2, ... , xn and each xi is a differentiable function of m variables t1,
t2, ... , tm. Then u is a function of t1, t2, ... , tm and

5
∂u ∂u ∂x1 ∂u ∂x2 ∂u ∂xn
= + +…+
∂ti ∂x1 ∂ti ∂x2 ∂ti ∂xn ∂ti

for each i = 1, 2, …, m.

∂F
dx F
= − ∂x = − x
dy ∂F Fy
∂y

∂F ∂F
∂z ∂z ∂y
= − ∂x =−
∂x ∂F ∂y ∂F
∂z ∂z

## The directional derivative of f at (x0, y0) in the direction of a unit

vector u = ⟨a, b⟩ is

## f (x0 + ha, y0 + hb) − f (x0, y0)

Du f (x0, y0) = lim
h→0 h

6
if this limit exists.

or

## If f is a differentiable function of x and y, then f has a directional

derivative in the direction of any unit vector u = ⟨a, b⟩ and

or

## If f is a differentiable function of x and y, then f has a directional

derivative in the direction of any unit vector u = ⟨a, b⟩ and

Du f (x, y) = ∇f (x, y) ⋅ u

where ∇f (x, y) is the gradient of the function and u is the unit vector.

## The directional derivative of f at (x0, y0, z0) in the direction of a unit

vector u = ⟨a, b, c⟩ is

## f (x0 + ha, y0 + hb, z0 + hc) − f (x0, y0, z0)

Du f (x0, y0, z0) = lim
h→0 h

## if this limit exists.

or

7
If f is a differentiable function of x, y and z, then f has a directional
derivative in the direction of any unit vector u = ⟨a, b, c⟩ and

or

## If f is a differentiable function of x, y and z, then f has a directional

derivative in the direction of any unit vector u = ⟨a, b, c⟩ and

Du f (x, y, z) = ∇f (x, y, z) ⋅ u

vector.

## If f is a function of two variables x and y, then the gradient of f is the vector

function ∇f defined by

∂f ∂f
∇f (x, y) = ⟨ fx(x, y), fy(x, y)⟩ = i + j
∂x ∂y

## Gradient vector of a multivariable function

∂f ∂f ∂f
∇f = ⟨ fx, fy, fz⟩ = i + j+ k
∂x ∂y ∂z

8
Maximizing the directional derivative

## Suppose f is a differentiable function of two or three variables. The

maximum value of the directional derivative Du f (x) is | ∇f (x) | and it occurs
when u has the same direction as the gradient vector ∇f (x).

## Tangent plane to the level surface

Fx(x0, yo, z0)(x − x0) + Fy(x0, yo, z0)(y − y0) + Fz(x0, yo, z0)(z − z0) = 0

## For a function of two variables x and y,

If f (x, y) ≤ f (a, b) when (x, y) is near (a, b), then f has a local maximum at
(a, b) and

## the inequality is true for all points (x, y) in the domain of f, in

which case f has an absolute maximum at (a, b).

If f (x, y) ≥ f (a, b) when (x, y) is near (a, b), then f has a local minimum at
(a, b) and

## f (a, b) is a local minimum value, unless

9
the inequality is true for all points (x, y) in the domain of f, in
which case f has an absolute minimum at (a, b).

## Suppose the second partial derivatives of f are continuous on a disk with

center (a, b) and suppose that fx(a, b) = 0 and fy(a, b) = 0 [that is, (a, b) is a
critical point of f]. Let

## If D = 0, the test is inconclusive

It can’t be used to characterize the critical point ((a, b), f (a, b))

## If f is continuous on a close, bounded set D in IR2, 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.

10
Steps to identify global extrema

## To find the absolute maximum and minimum values of a continuous

function f on a closed, bounded set D:

## The largest of the values is the absolute maximum value; the

smallest of these values is the absolute minimum value.

## To find the maximum and minimum values of f (x, y, z) subject to the

constraint g(x, y, z) = k [assuming that these extreme values exist and
∇g ≠ 0 on the surface g(x, y, z) = k]:

## ∇f (x, y, z) = λ ∇g(x, y, z) and

g(x, y, z) = k

Evaluate f at all points (x, y, z) that result from the step above. The
largest of these values is the maximum value of f; the smallest is the
minimum value of f.

11
Multiple Integrals

## Double integrals to find volume over the rectangular region

If f (x, y) ≥ 0, then the volume V above the rectangle R and below the
surface z = f (x, y),

## using any point in the sub-rectangle is

m n

∫ ∫R m,n→∞ ∑ ∑
V= f (x, y)d A = lim f (x* , y*)ΔA
ij ij
i=1 j=1

## using the upper right-hand corner of the sub-rectangle is

m n

∫ ∫R m,n→∞ ∑ ∑
V= f (x, y)d A = lim f (xi, yi)ΔA
i=1 j=1

## using the midpoint of the sub-rectangle is

m n

∫ ∫R m,n→∞ ∑ ∑
V= f (x, y)d A = lim f (x̄i, ȳi)ΔA
i=1 j=1

## If f is continuous over the rectangle R = {(x, y) | a ≤ x ≤ b, c ≤ y ≤ d}, then

b d d b

∫ ∫R ∫a ∫c ∫c ∫a
f (x, y)d A = f (x, y) dy d x = f (x, y) d x dy

12
Double integrals when f(x, y) = g(x)h(y)

When f (x, y) sits above the rectangle defined by R = [a, b] × [c, d] and when
f (x, y) can be factored as the product of a function of x only and a function
of y only, f (x, y) = g(x)h(y), then the double integral of f can be written as
b d

∫ ∫R ∫ ∫R ∫a ∫c
f (x, y)d A = g(x)h(y)d A = g(x) d x h(y) dy

## Double integrals to find volume over the general region

The volume above the region D and below the surface z = f (x, y) is

∫ ∫D ∫ ∫R
V= f (x, y)d A = F(x, y)d A

where F is given by

{0
f (x, y) if (x, y) is in D
F(x, y) =
if (x, y) is in R but not in D

## A plane region D is type I if it lies between the graphs of two continuous

functions of x. If the function f is continuous over a type I region D such
that

13
D = {(x, y) | a ≤ x ≤ b, g1(x) ≤ y ≤ g2(x)}

b g2(x)

∫ ∫D ∫a ∫g (x)
V= f (x, y)d A = f (x, y) dy d x
1

## A plane region D is type II if it lies between the graphs of two continuous

functions of y. If the function f is continuous over a type II region D such
that

## D = {(x, y) | c ≤ y ≤ d, h1(y) ≤ x ≤ h2(y)}

d h 2(y)

∫ ∫D ∫c ∫h (y)
V= f (x, y)d A = f (x, y) d x dy
1

Union of regions

## If D = D1 ∪ D2 where D1 and D2 are non-overlapping regions, then the

volume above the region D and below the surface z = f (x, y) is

∫ ∫D ∫ ∫D ∫ ∫D
V= f (x, y)d A = f (x, y)d A + f (x, y)d A
1 2

For example, if we need to find the volume over the region D, but part of
D is a type I region and the other part is a type II region, preventing us
from finding volume of the entire region at once, then we’re allowed to

14
find the volume of D1 separately from D2, and then add them together to
find total volume over D.

## If m ≤ f (x, y) ≤ M for all (x, y) in D, then

∫ ∫D
m A(D) ≤ f (x, y)d A ≤ MA(D)

## Conversion between polar and rectangular coordinates

r 2 = x 2 + y 2 x = r cos θ y = r sin θ

region

## If the function f is continuous over a polar region D given by

0 ≤ a ≤ r ≤ b and

## α ≤ θ ≤ β, where 0 ≤ β − α ≤ 2π, then

β b

∫ ∫R ∫α ∫a
V= f (x, y)d A = f (r cos θ, r sin θ)r dr dθ

15
Double polar integrals to find volume over the general region

## D = {(r, θ) | α ≤ θ ≤ β, h1(θ) ≤ r ≤ h2(θ)}, then

β h 2(θ)

∫ ∫D ∫α ∫h (θ)
V= f (x, y)d A = f (r cos θ, r sin θ)r dr dθ
1

## Properties of the lamina

If a lamina occupies the region D and has density function ρ(x, y), then its

k l

k,l→∞ ∑ ∑ ∫ ∫D
Mass is m = lim ρ(x* , y*)ΔA =
ij ij
ρ(x, y)d A
i=1 j=1

m n

m,n→∞ ∑ ∑ ∫ ∫D
Moment about the x-axis is Mx = lim y*
ij
ρ(x* , y*)ΔA =
ij ij
yρ(x, y)d A
i=1 j=1

m n

m,n→∞ ∑ ∑ ∫ ∫D
Moment about the y-axis is My = lim x*
ij
ρ(x* , y*)ΔA =
ij ij
xρ(x, y)d A
i=1 j=1

My
1
m ∫ ∫D
Center of mass, (x̄, ȳ) is x̄ = = xρ(x, y)d A
m

Mx 1
∫ ∫
ȳ = = yρ(x, y)d A
m m D

16
Moments of inertia

m n

∫ ∫D
)2 ρ(x* y 2 ρ(x, y)d A
m,n→∞ ∑ ∑
Ix = lim (y*
ij
, y*)ΔA =
ij ij
i=1 j=1

m n

∫ ∫D
)2 ρ(x* x 2ρ(x, y)d A
m,n→∞ ∑ ∑
Iy = lim (x*
ij
, y*)ΔA =
ij ij
i=1 j=1

m n

m,n→∞ ∑ ∑
I0 = lim [ (x*
ij
)2 + (y*
ij
)2] ρ(x*
ij
, y*
ij
)ΔA =
∫∫
(x 2 + y 2)ρ(x, y)d A
i=1 j=1 D

Note: The moment of inertia about the origin is also called the polar
moment of inertia, and I0 = Ix + Iy.

## Surface area of a multivariable function

To find the area of the surface with equation z = f (x, y) where (x, y) ∈ D and
where fx and fy are continuous, use any of these equations:

m n

m,n→∞ ∑ ∑
A(S) = lim ΔTij
i=1 j=1

17
[ fx(x, y)] + [fy(x, y)] + 1d A
2

∫ ∫D
2
A(S) =

( ∂x ) ( ∂y )
2 2
∂z ∂z
∫ ∫D
A(S) = 1+ + dA

## Triple integrals to find volume over the box

If f (x, y, z) ≥ 0, then the volume V above the box B and below the surface
f (x, y, z),

## using any point in the sub-box is

l m n

∫ ∫ ∫B l,m,n→∞ ∑ ∑ ∑
V= f (x, y, z)dV = lim f (x* , y* , z* )ΔV
ijk ijk ijk
i=1 j=1 k=1

## using the upper right-hand corner of the sub-box is

l m n

∫ ∫ ∫B l,m,n→∞ ∑ ∑ ∑
V= f (x, y, z)dV = lim f (xi, yj, zk )ΔV
i=1 j=1 k=1

## using the midpoint of the sub-box is

l m n

∫ ∫ ∫B l,m,n→∞ ∑ ∑ ∑
V= f (x, y, z)dV = lim f (x̄i, ȳi, z̄i)ΔV
i=1 j=1 k=1

18
Fubini’s theorem for triple integrals

## If f is continuous over the box B = [a, b] × [c, d] × [r, s], then

s d b

∫ ∫ ∫B ∫r ∫c ∫a
f (x, y, z)dV = f (x, y, z) d x dy dz

-plane, D,

## E = {(x, y, z) | a ≤ x ≤ b, g1(x) ≤ y ≤ g2(x), u1(x, y) ≤ z ≤ u2(x, y)}

b g2(x) u2(x,y)

∫ ∫ ∫E ∫a ∫g (x) ∫u (x,y)
V= f (x, y, z)dV = f (x, y, z) d x dy dz
1 1

## E = {(x, y, z) | c ≤ y ≤ d, h1(y) ≤ x ≤ h2(y), u1(x, y) ≤ z ≤ u2(x, y)}

d h 2(y) u2(x,y)

∫ ∫ ∫E ∫c ∫h (y) ∫u (x,y)
V= f (x, y, z)dV = f (x, y, z) dz d x dy
1 1

19
Conversion between cylindrical and rectangular coordinates

## To convert from rectangular to cylindrical, we use

y
r 2 = x 2 + y 2 tan θ = z=z
x

## Triple integrals in cylindrical coordinates

β h 2(θ) u2(r cos θ,r sin θ)

## ∫ ∫ ∫E ∫α ∫h (θ) ∫u (r cos θ,r sin θ)

f (x, y, z)dV = f (r cos θ, r sin θ, z)r dz dr dθ
1 1

## To convert from rectangular to spherical, we use

ρ2 = x2 + y2 + z2

20
Triple integrals in spherical coordinates

## If E is a spherical wedge given by

E = {(ρ, θ, ϕ) | a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ ϕ ≤ d}
d β b

∫ ∫ ∫E ∫c ∫α ∫a
f (x, y, z)dV = f (ρ sin ϕ cos θ, ρ sin ϕ sin θ, ρ cos ϕ)ρ 2 sin ϕ dρ dθ dϕ

∂x ∂x
∂(x, y) ∂u ∂v
= ∂y ∂y
∂(u, v)
∂u ∂v

∂x ∂y ∂x ∂y
= −
∂u ∂v ∂v ∂u

## The Jacobian of the transformation T given by x = g(u, v) and y = h(u, v) is

∂x ∂x ∂x
∂u ∂v ∂w
∂(x, y, z) ∂y ∂y ∂y
=
∂(u, v, w) ∂u ∂v ∂w
∂z ∂z ∂z
∂u ∂v ∂w

21
∂y ∂y ∂y ∂y ∂y ∂y
∂x ∂v ∂w ∂x ∂u ∂w ∂x ∂u ∂v
= − +
∂u ∂z ∂z ∂v ∂z ∂z ∂w ∂z ∂z
∂v ∂w ∂u ∂w ∂u ∂v

∂u ( ∂v ∂w ∂v ∂w ) ∂v ( ∂u ∂w ∂u ∂w ) ∂w ( ∂u ∂v ∂u ∂v )
∂x ∂y ∂z ∂z ∂y ∂x ∂y ∂z ∂z ∂y ∂x ∂y ∂z ∂z ∂y
= − − − + −

Change of variable

Double:

∂(x, y)
∫ ∫R ∫ ∫S
f (x, y)d A = f (x(u, v), y(u, v)) du dv
∂(u, v)

Triple:

∂(x, y, z)
∫ ∫ ∫R ∫ ∫ ∫S
f (x, y, z)dV = f (x(u, v, w), y(u, v, w), z(u, v, w)) du dv dw
∂(u, v, w)

22
Vectors

## Distance formula in three dimensions

The distance | P1P2 | between the points P1(x1, y1, z1) and P2(x2, y2, z2) is

## | P1P2 | = (x2 − x1)2 + (y2 − y1)2 + (z2 − z1)2

Equation of a sphere

## If u and v are vectors positioned so the initial point of v is at the terminal

point of u, then the sum u + v is the vector from the initial point of u to the
terminal point of v.

23
Definition of scalar multiplication

## If c is a scalar and v is a vector, then the scalar multiple cv is the vector

whose length is | c | times the length of v and whose direction is the same
as v if c > 0 and is opposite to v if c < 0. If c = 0 or v = 0, then cv = 0.

Position vector

Given the points A(x1, y1, z1) and B(x2, y2, z2), the vector a with representation
AB is

24
Vector formulas

ca = ⟨ca1, ca2⟩

## Similarly, for three-dimensional vectors,

⟨a1, a2, a3⟩ + ⟨b1, b2, b3⟩ = ⟨a1 + b1, a2 + b2, a3 + b3⟩

⟨a1, a2, a3⟩ − ⟨b1, b2, b3⟩ = ⟨a1 − b1, a2 − b2, a3 − b3⟩

## c⟨a1, a2, a3⟩ = ⟨ca1, ca2, ca3⟩

Properties of vectors

## a + b = b + a a + (−a) = 0 (cd )a = c(da)

a + (b + c) = (a + b) + c c(a + b) = ca + cb 1a = a

a + 0 = a (c + d )a = ca + da

25
Standard basic vectors

## i = ⟨1,0,0⟩ j = ⟨0,1,0⟩ k = ⟨0,0,1⟩

Dot product

If a = ⟨a1, a2, a3⟩ and b = ⟨b1, b2, b3⟩, then the dot product of a and b is the
number a ⋅ b given by

## a ⋅ a = | a |2 (ca) ⋅ b = c(a ⋅ b) = a ⋅ (cb)

a ⋅ b = b ⋅ a 0⋅a=0

a ⋅ (b + c) = a ⋅ b + a ⋅ c

## If θ is the angle between the vectors a and b, then

a ⋅ b = | a | | b | cos θ

26
Corollary

a⋅b
cos θ =
|a||b|

Orthogonal

Projections

a⋅b
compab =
|a|

## The vector projection of b onto a is

( |a| ) |a|
a⋅b a a⋅b
projab = = 2
a
|a|

27
Cross product

If a = ⟨a1, a2, a3⟩ and b = ⟨b1, b2, b3⟩, then the cross product of a and b is the
vector

## If θ is the angle between a and b (so 0 ≤ θ ≤ π), then

| a × b | = | a | | b | sin θ

Parallel vectors

a×b=0

## The length of the cross product a × b is equal to the area of the

parallelogram determined by a and b.

28
Properties of vector products

a×b=−b×a (a + b) × c = a × c + b × c

## (ca) × b = c(a × b) = a × (cb) a ⋅ (b × c) = (a × b) ⋅ c

a × (b + c) = a × b + a × c a × (b × c) = (a ⋅ c)b − (a ⋅ b)c

## The volume of the parallelepiped determined by the vectors a, b, and c is

the magnitude of their scalar triple product,

V = | a ⋅ (b × c) |

## The vector equation of the line L is

r = r0 + t v

where each value of the parameter t gives the position vector r of a point
on L. In other words, as t varies, the line is traced out by the tip of the
vector r.

29
Symmetric equations of the line
x − x0 y − y0 z − z0
= =
a b c

## Parametric equations of the line

The parametric equations of the line L through the point P0(x0, y0, z0) and
parallel to the vector v = ⟨a, b, c⟩ are

x = x0 + at y = y0 + bt z = z0 + ct

## Vector equation of the plane

n ⋅ (r − r0) = 0 or n ⋅ r = n ⋅ r0

30
Scalar equation of the plane

The scalar equation of the plane through the point P0(x0, y0, z0) with normal
vector n = ⟨a, b, c⟩ is

## Linear equation of the plane

a x + by + cz + d = 0

## Distance from the point to the plane

The distance D from the point P1 to the plane is equal to the absolute value
of the scalar projection of b onto the normal vector n = ⟨a, b, c⟩. Therefore

|n ⋅ b| | a x1 + by1 + cz1 + d |
D = | compnb | = or D=
|n| a2 + b2 + c2

## The limit of a vector function r is defined by taking the limits of its

component functions, so if r(t) = ⟨ f (t), g(t), h(t)⟩, then

⟨ t→a ⟩
lim r(t) = lim f (t), lim g(t), lim h(t)
t→a t→a t→a

31
provided the limits of the component function exist.

## The derivative r′ of a vector function r is defined as

dr r(t + h) − r(t)
= r′(t) = lim
dt h→0 h

If

## r′(t) = f (t)′i + g′(t)j + h′(t)k

In other words, to find the derivative of the vector function, just find the
derivative of each component separately.

32
Derivative rules for vector functions

## Suppose u and v are differentiable vector functions, c is a scalar, and f is a

real-valued function. Then

d
[u(t) + v(t)] = u′(t) + v′(t)
dt

d
[cu(t)] = cu′(t)
dt

d
[ f (t)u(t)] = f ′(t)u(t) + f (t)u′(t)
dt

d
[u(t) ⋅ v(t)] = u′(t) ⋅ v(t) + u(t) ⋅ v′(t)
dt

d
[u(t) × v(t)] = u′(t) × v(t) + u(t) × v′(t)
dt

d
[u( f (t))] = f ′(t)u′( f (t)) (chain rule)
dt

## Definite integral of a vector function

b b b b

∫a ( ∫a ) ( a
∫ ) ( a
∫ )
r(t) dt = f (t) dt i + g(t) dt j + h(t) dt k

33
Arc length of a vector function

Suppose that the curve has the vector equation r(t) = ⟨ f (t), g(t), h(t)⟩ with
a ≤ t ≤ b, or equivalently, the parametric equations x = f (t), y = g(t), and
z = h(t) where f ′, g′ and h′ are continuous.

## If the curve is traversed exactly once as t increases from a to b, then its

length is any of the following:

## ∫a [ f ′(t)] + [g′(t)] + [h′(t)] dt

2 2 2
L=

( dt ) ( dt ) ( dt )
b 2 2 2
dx dy dz
∫a
L= + + dt

∫a
L= | r′(t) | dt

Unit vectors
r′(t)
Unit tangent vector T(t) =
r′(t)

T′(t)
Unit normal vector N(t) =
T′(t)

34
Curvature

following

κ= = κ= = κ=
ds r′(t) r′(t)
3

## For a plane curve y = f (x), we choose x as the parameter and write

r(x) = xi + f (x)j. Then r′(x) = i + f ′(x)j and r′′(x) = f ′′(x)j. Since i × j = k and
j × j = 0, we know that r′(x) × r′′(x) = f ′′(x)k. We also have
1 + [ f ′(x)] and so
2
| r′(x) | =

f ′′(x)
κ(x) =
[1 + ( f ′(x))2]
3/2

Velocity vector

Suppose a particle moves through space so that its position vector at time
t is r(t). For small values of h, the vector

r(t + h) − r(t)
h

35
approximates the direction of the particle moving along the curve r(t). Its
magnitude measures the size of the displacement vector per unit time.
The formula above gives the average velocity over a time interval of
length h and its limit is the velocity vector v(t) at time t:

r(t + h) − r(t)
v(t) = lim = r′(t)
h→0 h

Therefore, the velocity vector is also the tangent vector and points in the
direction of the tangent line.

The speed of the particle at time t is the magnitude of the velocity vector,
that is, | v(t) | . This is appropriate because we have

ds
| v(t) | = | r′(t) | = rate of change of distance with respect to time
dt

## x = (v0 cos α)t

1 2
y = (v0 sin α)t − gt
2

## If aT and aN are the tangential and normal components of acceleration, then

we can write

a = aT T + aN N

36
where aT = v′ and aN = κ v 2

In other words,

a = v′T + κ v 2N

Two dimensions

## Let D be a set in R2 (a plane region). A vector field on R2 is a

function F that assigns to each point (x, y) in D a two-dimensional
vector F(x, y).

Three dimensions

## Let E be a subset in R3. A vector field on R3 is a function F that

assigns to each point (x, y, z) in E a three-dimensional vector F(x, y, z).

## 1. F is a conservative vector field if there is a function f such that

F = ∇f. The function f is called a potential function for the vector
field. We first saw this definition in the first section of this chapter.

37
∫C ∫C ∫C
2. F ⋅ dr is independent of path if F ⋅ dr = F ⋅ dr for any two
1 2

paths C1 and C2 in D with the same initial points and final points.

3. A path C is closed if its initial and final points are the same point.
As an example, a circle is a closed path.

## 4. A path C is simple if it doesn’t cross itself. A circle is a simple

curve; a figure 8 is not simple.

## 6. A region D is connected if we can connect any two points in the

region with a path that lies completely in D.

holes.

Line integrals

## If f is defined on a smooth curve C given by x = x(t), y = y(t), and a ≤ t ≤ b,

then the line integral of f along C can be calculated using either of the
following.
n

∫C n→∞ ∑
f (x, y) ds = lim f (x*
i
, y*
i
)Δsi
i=1

( dt ) ( dt )
b 2 2
dx dy
∫C ∫a
f (x, y) ds = f (x(t), y(t)) + dt

38
Line integrals with respect to x and y (with respect to arc

length)

## The line integral with respect to x:

n

∫C n→∞ ∑
f (x, y) d x = lim f (x*
i
, y*
i
)Δxi
i=1

∫C ∫a
f (x, y) d x = f (x(t), y(t)) x′(t) dt

## The line integral with respect to y:

n

∫C n→∞ ∑
f (x, y) dy = lim f (x*
i
, y*
i
)Δyi
i=1

∫C ∫a
f (x, y) dy = f (x(t), y(t)) y′(t) dt

## Let F be a continuous vector field defined on a smooth curve C given by a

vector function r(t), a ≤ t ≤ b. Then the line integral of F along C is
b

∫C ∫a ∫C
F ⋅ dr = F(r(t)) ⋅ r′(t) dt = F ⋅ T ds

39
Relationship between line integrals and vector fields

## If the vector field F on R3 is given in component form by the equation

F = Pi + Qj + Rk, then

∫C ∫C
F ⋅ dr = P d x + Q dy + R dz where F = Pi + Qj + Rk

## Let C be a smooth curve given by the vector function r(t), a ≤ t ≤ b. Let f be

a differentiable function of two or three variables whose gradient vector
∇f is continuous on C. Then

∫C
∇f ⋅ dr = f (r(b)) − f (r(a))

Independence of path

∫C
F ⋅ dr is independent of path in D if and only if

∫C
F ⋅ dr = 0 for every closed path C in D.

40
Conservative vector fields

## 1. Suppose F is a vector field that is continuous on an open connected

∫C
region D. If F ⋅ dr is independent of path in D, then F is a conservative

## vector field on D; that is, there exists a function f such that ∇f = F.

2. If F(x, y) = P(x, y)i + Q(x, y)j is a conservative vector field where P and Q
have continuous first-order partial derivatives on a domain D, then
throughout D we have

∂P ∂Q
=
∂y ∂x

## 3. Let F = Pi + Qj be a vector field on an open simply-connected region D.

Suppose that P and Q have continuous first-order derivatives and

∂P ∂Q
= throughout D
∂y ∂x

Then F is conservative.

Green’s theorem

## Let C be a positively oriented, piecewise-smooth, simple closed curve in

the plane and let D be the region bounded by C. If P and Q have
continuous partial derivatives on an open region that contains D, then

∫ ∫D ( ∂x ∂y )
∂Q ∂P
∫C
P d x + Q dy = − dA

41
Green’s theorem for the area of the region

## The area of the region D is given by any of the following

1
∮C ∮C ∮
A= x dy A=− y d x A= x dy − y d x
2 C

Curl

## 1. The curl of F is the vector field on R3 defined by

( ∂y ∂z ) ( ∂z ∂x ) ( ∂x ∂y )
∂R ∂Q ∂P ∂R ∂Q ∂P
curl F = − i+ − j+ − k

curl F = ∇ × F

## 2. If f is a function of three variables that has continuous second-order

partial derivatives, then

curl( ∇f) = 0

## 3. 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.

42
Divergence

## 1. If F = Pi + Qj + Rk is a vector field on R3 and ∂P/∂x, ∂Q /∂y, and ∂R /∂z exist,

then the divergence of F is the function of three variables defined by

∂P ∂Q ∂R
div F = + +
∂x ∂y ∂z

div F = ∇ ⋅ F

2. If F is a vector field on R3, then the curl F is also a vector field on R3.
Therefore, we can calculate its divergence and say that, if F = Pi + Qj + Rk
is a vector field on R3 and P, Q, and R have continuous second-order partial
derivatives, then

div curl F = 0

## Vector form of green’s theorem

∮C ∫ ∫D
F ⋅ n ds = div F(x, y) dA

## and S is covered just once as (u, v) ranges throughout the parameter

domain D then the surface area of S is

43
∫ ∫D
A(S) = | ru × rv | d A

where

∂x ∂y ∂z ∂x ∂y ∂z
ru = i+ j+ k and rv = i+ j+ k
∂u ∂u ∂u ∂v ∂v ∂v

( ∂x ) ( ∂y )
2 2
∂z ∂z
∫ ∫D
A(S) = 1+ + dA

Surface integral

## The surface integral of f over the surface S is

m n

∫ ∫S m,n→∞ ∑ ∑
f (x, y, z) dS = lim f (P*
ij
)ΔSij
i=1 j=1

∫ ∫S ∫ ∫D
f (x, y, z) dS = f (r(u, v)) | ru × rv | d A

( ∂x ) ( ∂y )
2 2
∂z ∂z
∫ ∫S ∫ ∫D
f (x, y, z) dS = f (x, y, g(x, y)) + + 1 dA

44
Surface integral for a continuous vector field

## If F is a continuous vector field defined on an oriented surface S with unit

normal vector n, then the surface integral of F over S is

∫ ∫S ∫ ∫S
F ⋅ dS = F ⋅ n dS

∫ ∫S ∫ ∫D
F ⋅ dS = F ⋅ (ru × rv) d A

∫ ∫D ( )
∂g ∂g
∫ ∫S
F ⋅ dS = −P −Q + R dA
∂x ∂y

Stokes’ theorem

## Let S be an oriented piecewise-smooth surface that is bounded by a

simple, closed, piecewise-smooth boundary curve C with a positive
orientation. Let F be a vector field whose components have continuous
partial derivatives on an open region in R3 that contains S. Then

∫C ∫ ∫S
F ⋅ dr = curl F ⋅ dS

45
The divergence theorem

Let E be a simple solid region and let S be the boundary surface of E, given
with positive (outward) orientation. Let F be a vector field whose
component functions have continuous partial derivatives on an open
region that contains E. Then

∫ ∫S ∫ ∫ ∫E
F ⋅ dS = div F dV

46