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Partial Derivatives

Domain and range of a multivariable function

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).

Domain of f: The set D

Range of f: The set of values that f takes on

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).

Precise definition of the limit of a multivariable function

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

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

f (x, y) − L < ϵ

Existence of the limit of a multivariable function

If

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

where L1 ≠ L2, then lim f (x, y) does not exist.


(x,y)→(a,b)

Continuity of a multivariable function

A function f of two variables is continuous at (a, b) if

lim f (x, y) = f (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.

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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

Notation of partial derivatives

If z = f (x, y), then we can write the

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

Rule for finding partial derivatives of z = f(x, y)

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


to x.

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


to y.

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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)

Equation of the tangent plane

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

z − z0 = fx(x0, y0)(x − x0) + fy(x0, y0)(y − y0)

Differentiability of a multivariable function

If z = f (x, y), then f is differentiable at (a, b) if Δz can be expressed as

Δz = fx(a, b)Δx + fy(a, b)Δy + ϵ1Δx + ϵ2Δy

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).

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

Chain rule for multivariable functions

Case 1 - f [g(t), h(t)]

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

Case 2 - f [g(s, t), h(s, t)]

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

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

for each i = 1, 2, …, m.

Implicit differentiation of a multivariable function


∂F
dx F
= − ∂x = − x
dy ∂F Fy
∂y

Partial derivatives for implicit differentiation

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

Directional derivative of a function in two variables

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

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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

Du f (x, y) = fx(x, y)a + fy(x, y)b

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.

Directional derivative of a function in three variables

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

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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) = fx(x, y, z)a + fy(x, y, z)b + fz(x, y, z)c

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

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


vector.

Gradient of a multivariable function

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

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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

Local and global extrema of a multivariable function

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

f (a, b) is a local maximum value, unless

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

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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).

Second derivatives test

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

D = D(a, b) = fxx(a, b)fyy(a, b) − [ fxy(a, b)]2

If D > 0 and fxx(a, b) > 0, then f (a, b) is a local minimum

If D > 0 and fxx(a, b) < 0, then f (a, b) is a local maximum

If D < 0 and f (a, b) is not a local maximum or minimum

((a, b), f (a, b)) is called a saddle point

If D = 0, the test is inconclusive

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

Extreme value theorem for multivariable functions

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.

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Steps to identify global extrema

To find the absolute maximum and minimum values of a continuous


function f on a closed, bounded set D:

Find the values of f at the critical points of f in D.

Find the extreme values of f on the boundary of D.

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


smallest of these values is the absolute minimum value.

Method of Lagrange multipliers

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]:

Find all values of x, y, z and λ such that

∇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.

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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

Fubini’s theorem for double integrals

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

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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

and R is a rectangular region around D that encloses D.

Double integrals to find volume over type I regions

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

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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

Double integrals to find volume over type II regions

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

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

Squeeze theorem for double integrals

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

Double polar integrals to find volume over the rectangular

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

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Double polar integrals to find volume over the general region

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

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

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Moments of inertia

About the x-axis


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

About the y-axis


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

About the origin


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

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[ 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

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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

Triple integrals to find volume over type I solid regions

If the function f is a continuous solid region E whose projection onto the xy


-plane, D,

is a type I plane region, then

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

is a type II plane region, then

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

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Conversion between cylindrical and rectangular coordinates

To convert from cylindrical to rectangular, we use

x = r cos θ y = r sin θ z=z

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

Conversion between spherical and rectangular coordinates

To convert from spherical to rectangular, we use

x = ρ sin ϕ cos θ y = ρ sin ϕ sin θ z = ρ cos ϕ

To convert from rectangular to spherical, we use

ρ2 = x2 + y2 + z2

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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

Jacobian of the transformation in two variables

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

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

∂x ∂y ∂x ∂y
= −
∂u ∂v ∂v ∂u

Jacobian of the transformation in three variables

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

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∂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)

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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

The equation of a sphere

with center (h, k, l) and radius r is (x − h)2 + (y − k)2 + (z − l)2 = r 2

with center the origin O and radius r is x2 + y2 + z2 = r2

Definition of vector addition

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

a = ⟨x2 − x1, y2 − y1, z2 − z1⟩

The magnitude or length of the vector

The length of the two-dimensional vector a = ⟨a1, a2⟩

|a| = a12 + a22

The length of the three-dimensional vector a = ⟨a1, a2, a3⟩ is

|a| = a12 + a22 + a32

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Vector formulas

If a = ⟨a1, a2⟩ and b = ⟨b1, b2⟩, then

a + b = ⟨a1 + b1, a2 + b2⟩

a − b = ⟨a1 − b1, a2 − b2⟩

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

If a, b, and c are vectors in Vn and c and d are scalar, then

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

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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 ⋅ b = a1b1 + a2b2 + a3b3

Properties of the dot product

If a, b, and c are vectors in V3 and c is a scalar, then

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

Definition of the dot product

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

a ⋅ b = | a | | b | cos θ

26
Corollary

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

a⋅b
cos θ =
|a||b|

Orthogonal

Two vectors a and b are orthogonal if and only if a ⋅ b = 0

Projections

The scalar projection of b onto a is

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

a × b = ⟨a2b3 − a3b2, a3b1 − a1b3, a1b2 − a2b1⟩

The vector a × b is orthogonal to both a and b.

Angle between two vectors

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

| a × b | = | a | | b | sin θ

Parallel vectors

Two nonzero vectors a and b are parallel if and only if

a×b=0

Length of the cross product

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

Volume of the parallelepiped

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) |

Vector equation of a line

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

Each value of the parameter t gives a point (x, y, z) on L.

Vector equation of the line segment

The line segment from r0 to r1 is given by the vector equation

r(t) = (1 − t)r0 + tr1 where 0 ≤ t ≤ 1

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

a(x − x0) + b(y − y0) + c(z − z0) = 0

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

Limit of a vector function

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.

Definition of the derivative of a vector function

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

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

Derivative of a vector function

If

r(t) = ⟨ f (t), g(t), h(t)⟩

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

where f, g and h are differentiable functions, then

r′(t) = ⟨ f ′(t), g′(t), h′(t)⟩

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)

Binormal vector B(t) = T(t) × N(t)

34
Curvature

If T is the unit tangent vector, then curvature is given by any of the


following

dT T′(t) r′(t) × r′′(t)


κ= = κ= = κ=
ds r′(t) r′(t)
3

Curvature for a plane equation like y = f(x)

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

Parametric equations of the trajectory

x = (v0 cos α)t

1 2
y = (v0 sin α)t − gt
2

Tangential and normal components of acceleration

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

Vector fields in two and three dimensions

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).

Definitions for line integrals

Suppose that F is a continuous vector field in some domain D.

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.

5. A region D is open if it doesn’t contain any of its boundary points.

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


region with a path that lies completely in D.

7. A region D is simply-connected if it’s connected and contains no


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

Line integral for a continuous vector field

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

Fundamental theorem for line integrals

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

Surface area of the parametric surface

If a smooth parametric surface S is given by the equation

r(u, v) = x(u, v)i + y(u, v)j + z(u, v)k (u, v) ∈ D

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

The surface area formula can also be written as

( ∂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

This integral is also called the flux of F across S.

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
Quadric surfaces

47
48