Math 2310 New

MULTIVARIABLE CALCULUS
Newcastle University
School of Mathematical and Physical Sciences
MATH 2310
Calculus of Science and Engineering
Multivariable Calculus Strand
Contents
1. Introduction 1
2. Coordinate Systems 9
3. Parametric Curves and Surfaces 13
4. Double Integrals 17
5. Triple Integrals 39
6. Line and Surface Integrals 49
7. Vector Fields 55
8. Surface Integrals of Vector Fields 65
c 2003 Newcastle University, Australia.

°
MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA 1
1. Introduction
This strand provides an introduction to the methods and techniques of the differential
and integral calculus for real (scalar) and vector valued functions of several variables.
That is; functions,
f : Rn −→ R
and
f : Rn −→ Rm ,
respectively, where typically, n and m equal 2, or 3.
NOTE: In books, or typed notes, vectors and vector valued functions are often de-
noted by letters in bold face font. In handwritten work it is usual to indicate them by
underlining the letter with a ‘squiggle’. e.g. f .
˜
In the first instance we will concentrate on scalar valued functions; for example,
f : R2 −→ R,
given by
f (x, y) := x2 + y 2 .
The work in MATH1110 (or MATH1210) and in MATH1120 (or MATH1220) on one
variable calculus, vectors and vector geometry, and functions of two variables therefore
provides an essential background for this strand.
NOTE: We use := to mean ‘defined by’ , or ‘equals by definition’.
1.1. Functions of 2 Variables. The graph of a function f : R2 −→ R,

© ª
(x, y, z) ∈ R3 : z = f (x, y)
is a surface in 3-dimensional Cartesian (or, x-y-z) space, whose height above the x-y
plane at the point (x0 , y0 ) is f (x0 , y0 ). For example; when f (x, y) = x2 + y 2 the equation
z = f (x, y) defines an ‘upward opening’ paraboloid with vertex at the origin (see figure
1).
For any value of the constant c the relationship f (x, y) = c defines a level curve of
the function f in the x-y plane; namely:
© ª
(x, y) ∈ R2 : f (x, y) = c
It is the ‘vertical’ projection onto the x-y plane of the intersection of the surface z =
f (x, y) and the ‘horizontal’ plane z = c. For f (x, y) := x2 + y 2 the level curves are
circles centre the origin (see figure 2).
NOTE: Observe that generically the level curves of the graph of a function will indeed
be curves, but in degenerate cases, where the surface has horizontal flats, they may not
be.
2 MULTIVARIABLE CALCULUS, UNIVERSITY OF NEWCASTLE, AUSTRALIA
z
50
40
30
20
10
0 -4
-4 -2 0 -2
0 2 4 4 2 x
y
Figure 1. The surface f (x, y) = x2 + y 2
The level curves corresponding to a sequence of equally spaced values of the constant
c form a contour map for the surface z = f (x, y), and the level curves are referred
to as contours or contour lines. When f (x, y) = x2 + y 2 a contour map of the surface
z = f (x, y) consists of a family of equally spaced concentric circles centred about the
origin.
y
-4
-2
x
-4 -2 2 4
Figure 2. A contour map of f (x, y) = x2 + y 2

with c = 2, 4, 6, ..
Let i := (1, 0) and j := (0, 1) denote the unit vectors in the direction of the positive
x - axis and y - axis respectively. We introduce the vector differential operator
∂ ∂
∇ := i + j
∂x ∂y
∇ operating on a function f : R2 −→ R produces the vector valued gradient, or

gradient vector of f at (x, y):
µ ¶
∂f ∂f ∂f ∂f
grad f := ∇f = i+ j= , .
∂x ∂y ∂x ∂y
For example, when f (x, y) = x2 + y 2 we have,

grad f = ∇f = 2xi + 2yj = (2x, 2y).
NOTE: ∇ is often pronounced ‘del’. In writing grad f := ∇f = ∂f ∂x

i + ∂f
∂y
j we have
reverted to the usual convention of putting scalar multipliers (in this case ∂x and ∂f
∂f
∂y
)
in front of vectors (here i and j). It is difficult to adhere to this when, say, defining ∇.
Recall that the directional derivative of f : R2 −→ R at the point (x0 , y0 ) in the

direction of a unit vector u = (u, v) is,
f (x0 + hu, y0 + hv) − f (x0 , y0 )
Du f (x0 , y0 ) = lim
h→0 h
d
= f (x0 + hu, y0 + hv)(0)
dh
∂f ∂f
= (x0 , y0 )u + (x0 , y0 )v
∂x ∂y
(by the chain rule)
= ∇f (x0 , y0 ) · .u
Thus, Du f = ∇f · u
The number Du f (x0 , y0 ) represents the instantaneous rate of change of f as we move

from (x0 , y0 ) in the direction u.
Suppose that u is a unit vector in the direction of the tangent at p = (x0 , y0 ) to the
level curve of the surface z = f (x, y) through p; that is, the curve
f (x, y) = c := f (x0 , y0 ).
Then, instantaneously as we move from p in the direction u we are following a curve
along which f is constant and so its rate of change is 0; thus,
Du f (x0 , y0 ) = ∇f (x0 , y0 ) · u = 0
So, ∇f (x0 , y0 ) is orthogonal to u; that is, it points in the direction of the normal to
the level curve of z = f (x, y) through (x0 , y0 ). Further, the directional derivative of f
at (x0 , y0 ) in the direction of ∇f (x0 , y0 ) is
∇f (x0 , y0 )
D ∇f (x0 ,y0 ) f (x0 , y0 ) = ∇f (x0 , y0 ) ·
k∇f (x0 ,y0 )k k∇f (x0 , y0 )k
= k∇f (x0 , y0 )k
≥ 0,
so ∇f points in the direction of increasing f (indeed, in the direction in which f is

increasing most rapidly)
√
NOTE: For a vector u = (u, v), kuk denotes its length (or norm); kuk := u2 + v 2 .
Recall: kuk2 = u · u and u · v = kukkvk cos θ, where θ is the angle between the vectors
u and v.
If r = (x, y) is the position vector of a point on the tangent at p = (x0 , y0 ) to the

level curve of z = f (x, y) through p, then
(r − p) · ∇f (p) = 0,
giving the cartesian equation for the tangent line to the level curve of z = f (x, y) through
p.
The normal line to the level curve f (x, y) = c at p is given parametrically by
r = p + t∇f (p), −∞ < t < ∞.
p
Example 1.1. Let f (x, y) = 25 − x2 − y 2 . The domain of f is {(x, y) : x2 +y 2 ≤ 25},
the disk radius 5 centre the origin. The surface z = f (x, y) is an ‘upside down’ hemi-
spherical bowl of radius 5 sitting over this disk (see figure 3).
z
5
4
3
2
1
0
-4 4
-2 2
0 0
x 2 -2 y
4 -4
p
Figure 3. The surface f (x, y) = 25 − x2 − y 2
The level curves√are concentric circles centre the origin. For example, the level curve
through p = (−2, 5) is given by f (x, y) = 4; that is, the circle x2 + y 2 = 32 .
Ã !
−x −y
∇f (x, y) = p ,p .
25 − x2 − y 2 25 − x2 − y 2
√ √
Thus, ∇f (−2, 5) = (1/2, − 5/4). The tangent line to the level curve f (x, y) = 4 at
p is therefore given by,
³ √ ´ ³ √ ´
(x, y) − (−2, 5) · 1/2, − 5/4 = 0,
that is, the line

√
1 5 9
x− y + = 0,
2 4 4
(see figure 4), while the normal line is given by
√
x = −2 + t/2, y = 5(1 − t/4)
.
y
5
-5 -4 -3 -2 -1 0 1 2 3 x
-1
-2
-3
Figure 4.
√ The level curve f (x, y) = 4 and its tangent line at the point
p = (−2, 5)
1.2. Functions of 3 Variables. We now extend the previous ideas to functions of

three variables; for example,
f : R3 −→ R,
given by
f (x, y, z) = x2 + y 2 − z.
Generally, for each value of the constant c the relation f (x, y, z) = c defines a surface
in 3-dimensional Cartesian space, which by analogy with level curves, we refer to as a
level surface of f .
Example 1.2. For example, the level sufaces of f (x, y, z) = x2 + y 2 − z are a family (one
for each value of c) of identically shaped upward opening paraboloids with vertices at
(−c, 0, 0) (see figure 5).
60
40
20
-20
-5
0 4
x -4 -2 0 2
5 y
Figure 5. Some level surfaces of f (x, y, z) = x2 + y 2 − z
For a function f : R3 −→ R of three variables, we define
∂ ∂ ∂
∇ := i + j + k
∂x ∂y ∂z
and
∂f ∂f ∂f
grad f := ∇f = i+ j+ k
∂x ∂y ∂z
µ ¶
∂f ∂f ∂f
= , , ,
∂x ∂y ∂z
where now i := (1, 0, 0), j := (0, 1, 0) and k := (0, 0, 1) are unit vectors in the x, y and z
directions respectively. The directional derivative of f in the direction u = (u, v, w) is
∂f ∂f ∂f
Du f = ∇f · u = u+ v+ w.
∂x ∂y ∂z
For reasons similar to those for functions of two variables, ∇f (x0 , y0 , z0 ) is orthogonal
to the tangent plane to the level surface
f (x, y, z) = c := f (x0 , y0 , z0 )
at the point p = (x0 , y0 , z0 ) and points in the direction of increasing f . Thus, the
equation for this tangent plane is
(r − p) · ∇f (p) = 0,
where now r = (x, y, z), while the normal line to the surface at p is given parametrically
by
r = p + t∇f (p), −∞ < t < ∞.
Example 1.3. For f (x, y, z) = x2 + y 2 − z

∇f = 2xi + 2yj − k = (2x, 2y, −1).
So, the tangent plane to the level surface x2 + y 2 − z = 1 at the point (1, 1, 1) is
((x, y, z) − (1, 1, 1)) · (2, 2, −1) = 0;
that is, the plane 2x + 2y − z = 3 (see figure 6).
z
50
40
30
20
10
0
-10
-20
-5
0 0 2 4
x 5 -4 -2
y
Figure 6. The tangent plane to the level surface x2 + y 2 − z = 1 at the

point (1, 1, 1)
Note: A surface of the form z = g(x, y) corresponds to the level surface f (x, y, z) = 0,
where f (x, y, z) := g(x, y) − z. So tangent planes and normal lines to such surfaces can
be determined using the above formulas. Indeed, the last example can be viewed as an
example of this form, where g(x, y) = x2 + y 2 − 1.
2. Coordinate Systems
Curves and regions in R2 are often more conveniently expressed using a coordinate
system other than a Cartesian (x-y ) one.
2.1. Polar Coordinates (r, θ). Polar coordinates are one such system. A point p is
determined by specifying its directed distance r from an origin 0, also referred to as
the pole, and the angle θ the line segment from 0 to p makes with a prescribed ray
(half-line) eminating from 0 called the polar axis, usually draw horizontally, and taken
to coincide with the positive x - axis of a Cartesian coordinate system. Angles measured
anticlockwise from the polar axis are by convention positive.
In order that the values of r and θ can vary continuously as p moves about the plane
it is necessary to allow them to assume all possible real values. However, this means,
that unlike Cartesian coordinates, each point is represented by many different pairs of
polar coordinates.
For example; the polar coordinates (1, 5π/4), (1, −3π/4), √
(1, 13π/4)
√ and (−1, π/4) all
represent the same point p with Cartesian coordinates (−/ 2, −1/ 2) (see figure 7).
5π
π
4 13π
O 4
4
O O O
−3π
4
(1, 5π4 ) (1, −3π4 ) (1, 13π

4 )
π
(−1, 4 )
Figure 7. Multiple representations of a point in polar coordinates.
If we wish points to have unique polar coordinates, we must restrict them to take
only principal values; for instance
r > 0 and 0 ≤ θ < 2π
The relationships:
x = r cos θ, y = r sin θ
and so,
x y
r 2 = x2 + y 2 , cos θ =
, sin θ =
r r
allow the conversion from polar to Cartesian coordinates and vice versa.
NOTE: tan θ = y/x is not sufficient to determine θ.
Example 2.1. We see that the circle centre the origin and radius 5, with Cartesian
equation
x2 + y 2 = 25,
has the much simpler polar equation
r = 5.
Similarly,
r = 2 cos θ
2 2
represents the circle
√ (x − 1)√ + y = 1.
The region: x/ 3 ≤ y ≤ 3x and 4 ≤ x2 + y 2 ≤ 9 is conveniently specified using
polar coordinates by,
π π
≤θ≤ and 2 ≤ r ≤ 3.
6 3
We now introduce alternative coordinate systems similar to polars for R3 .
2.2. Cylindrical coordinates (r, θ, z). In the cylindrical coordinate system a point p
in R3 is specified by the polar coordinates r and θ of its projection in the x-y -plane and
its directed distance z from the x-y -plane.
The Cartesian coordinates of p are therefore,
x = r cos θ, y = r sin θ, z = z.
To convert from Cartesian to cylindrical coordinates we use

x y
r2 = x2 + y 2 , cos θ = , sin θ = , z = z.
r r
Cylindrical coordinates are useful in situations where there is symmetry about a line,
taken to be the z - axis. For any positive constant c, the axis of symmetry for the
cylinder with Cartesian equation x2 + y 2 = c2 is the z - axis. In cylindrical coordinates
this cylinder has the simple equation r = c.
Example 2.2. The equation,
z 2 = k2 r2 , k a constant,
specifies the double cone obtained by rotating the line z = kx in the x-z plane about
the z - axis.
The ‘football’ with Cartesian equation
(x2 + y 2 )/a2 + z 2 = 1, (0 < a < 1),
is specified in cylindrical coordinates by

³ r ´2
2
z =1− .
a
z p (ρ, θ, φ)
ρ
φ φ
O
x r
θ y
x y
Figure 8. Spherical Coordinates
2.3. Spherical coordinates (ρ, θ, φ). Spherical coordinates are particularly useful in
situations where there is symmetry about a point, taken to be the origin. The position of
a point p in R3 is specified by: ρ (≥ 0), its distance from the origin 0; θ, the same angle
as in cylindrical coordinates (that is, the angle the projection of 0p onto the x-y plane
makes with the x - axis) and φ (0 ≤ φ ≤ π), the angle 0p makes with the positive z -
axis.
From the diagram (see figure 8) we see that, in terms of spherical coordinates, cylin-
driical coordinates of p are given by,
r = ρ sin φ, θ = θ, z = ρ cos φ,
and so the Cartesian coordinates of p are
x = ρ sin φ cos θ, y = ρ sin φ sin θ,
z = ρ cos φ.
To convert from Cartesian coordinates to spherical coordinates we can use:
p
ρ = x2 + y 2 + z 2 ,
then
cos φ = z/ρ
remembering that 0 ≤ φ ≤ π,
and finally, Ã !
y y
sin θ = =p ,
ρ sin φ x2 + y 2
together with Ã !
x x
cos θ = =p
ρ sin φ x2 + y 2
to determine θ.
For admissible values of the constant c, in spherical coordinates the equation

ρ=c
determines a spherical surface of radius c and centre the origin.
Similarly,
θ=c
describes a half plane eminating from the z - axis,
while
φ=c
represents a half cone with vertex at the origin and axis the z - axis.
3. Parametric Curves and Surfaces

3.1. Parametric Curves. A general curve in R2 , or R3 , can be respectively repre-
sented parametrically by
r(t) = x(t)i + y(t)j = (x(t), y(t)),
or
r(t) = x(t)i + y(t)j + z(t)k
= (x(t), y(t), z(t)),
for some range of the parameter values t.
For eample, µ ¶
cos t sin t
r(t) = √ , √ ,
t t
for π/4 ≤ t ≤ 12π, describes the spiral pictured in figure 9.
³ ´
cos
√ t , sin
√t
Figure 9. r(t) = t t
for π/4 ≤ t ≤ 12π
NOTE:We can eliminate the parameter t from x = x(t), y = y(t) and z = z(t) to
produces two independent relations between x, y and z. These define two surfaces whose
intersection is the curve specified parametrically by r(t).
If r : R −→ R3 : t 7→ r(t) = (x(t), y(t), z(t)) is a vector valued function parametrically

representing the curve C, then its derivative at the point p0 := r(t0 ) on the curve is given
by,
dr r(t0 + h) − r(t0 )
(t0 ) = r0 (t0 ) := lim
dt h→0 h
= (x0 (t0 ), y 0 (t0 ), z 0 (t0 ))
provided the limit exists.
r(t + h) - r (t)
h
r'(t)
p
0
r (t)
r (t + h)
O
y
Figure 10. The vector r0 (t0 ).
From the diagram (see figure 10) we see that r0 (t0 ) is a vector parallel to the tangent
to C at p0 pointing in the direction of increasing t. Thus, the tangent line to C at p0
has equation
(x, y, z) = r(t0 ) + tr0 (t0 )
Example 3.1. For the elliptical hellix given by,

r(t) = (sin t, 2 cos t, t)
(See figure 11.) we have,
r0 (t) = (cos t, −2 sin t, 1),
and so the tangent line at the point r(π/2) = (1, 0, π/2) is given by
x = 1, y = −2t, z = π/2 + t
3.2. Parametric Surfaces. A general surface in R3 may be described by a vector

valued function of two parameters u and v,
r(u, v) = x(u, v)i + y(u, v)j + z(u, v)k
= (x(u, v), y(u, v), z(u, v)) ,
where (u, v) range over some domain D in the u-v plane.
For example
r(u, v) = ui + 3 cos vj + 3 sin vk,
where −∞ < u < ∞ and 0 ≤ v < 2π, represents an infinite cylindrical surface with axis
the x - axis and radius 3. Indeed, we see that if (x, y, z) is on the surface, then x = u
can take any real value, while y 2 + z 2 = 9 cos2 v + 9 sin2 v = 9.
z z
10
10
5 5
y x
-4 -2 0 2 4 -4 -2 0 2 4
-5 -5
-10 -10
Figure 11. Two views of the helix r(t) = (sin t, 2 cos t, t) together with
its tangent line at (1, 0, π/2).
As with curves the two partial derivatives,

∂r ∂x ∂y ∂z
ru = = i+ j+ k
∂u µ ∂u ∂u ∂u
¶
∂x ∂y ∂z
= , ,
∂u ∂u ∂u
and
∂r ∂x ∂y ∂z
rv = = i+ j+ k
∂v µ ∂v ∂v ∂v
¶
∂x ∂y ∂z
= , , ,
∂v ∂v ∂v
evaluated at (u0 , v0 ) are respectively parallel to tangents at p0 to the curves r(u, v0 ) and
r(u0 , v), both of which lie on the surface. Thus, provided they are linearly independent,
they span a plane parallel to the tangent plane to the surface at p0 .
A vector equation for the tangent plane at p0 is therefore,
(x, y, z) = p0 + tru (u0 , v0 ) + srv (u0 , v0 ),
where t and s are parameters, which can take all real values.
Evaluated at (u0 , v0 )
¯ ¯
¯i j k ¯¯
¯ ∂x
n := ru × rv = ¯¯ ∂u ∂y
∂u
∂z ¯
∂u ¯
¯ ∂x ∂y ∂z ¯
∂v ∂v ∂v
is perpendicular to the tangent plane at p0 ; that is, parallel to the normal to the surface
at p0 , so
(x, y, z) = p0 + tn
is an equation for the normal line to the surface at p0 .
Note that the Cartesian equation for the tangent plane at p0 is given by
((x, y, z) − p0 ) · n = 0.
Example 3.2. For the surface

r(u, v) = (u2 , v 2 , u + v)
we have ¯ ¯
¯i j k¯¯
¯
n = ¯¯2u 0 1 ¯¯
¯ 0 2v 1 ¯
= (−2v, −2u, 4uv)
at p0 = r(1, 1)
n = (−2, −2, 4)
and so the normal line to the surface at the point p0 is given by
p0 + tn = (1, 1, 2) + (−2, −2, 4)t
= (1 − 2t, 1 − 2t, 2 + 4t)
and the tangent plane is given by
((x, y, z) − p0 ) · n = 0
(x − 1, y − 1, z − 2) · (−2, −2, 4) = 0
x + y − 2z = −2
see figure 12.
x y
Figure 12. The tangent plane to the surface r(u, v) = (u2 , v 2 , u + v) at

the point p0 = (1, 1, 2)
4. Double Integrals
4.1. Introduction. Recall, that when the limit exists,
Z b X m
f (x)dx := lim f (xi )∆x,
a m→∞
i=1
where for each m, the interval I = [a, b] is divided into m subintervals I1 , I2 , · · · , Im

each of length ∆x = (b − a)/m, so Ii = [ai−1 , ai ] where ai := a + i(b − a)/m, and xi is
the midpoint of Ii ; that is, xi = a + (i − 1/2)(b − a)/m (see figure 13).
y
∆x
0 a x1 x2 x3 xi _1
}
xi
f(xi)
b x
Figure 13. Approximating the area under a curve.
This integral may be interpreted as the (signed) area of the region lying in the vertical
strip a ≤ x ≤ b and between the curve y = f (x) and the x - axis. Areas above the x -
axis being counted as positive, and those below negative.
Motivated by this, we seek to develop the double integral:
ZZ
f (x, y)dA,
R
representing the (signed) volume of that part of the vertical column with horizontal
cross-section R lying between the surface z = f (x, y) and the x-y plane (see figure 14).
For simplicity we begin with the case when R is a rectangle. Suppose that f (x, y) is
a scalar valued function of two variables whose domain contains the rectangular region
R = [a, b] × [c, d]
= {(x, y) : a ≤ x ≤ b, c ≤ y ≤ d}.
For any pair of natural numbers m, n, divide R into mn subrectangles by dividing
[a, b] into m subintervals I1 , I2 , · · · , Im each of length ∆x = (b − a)/m and [c, d] into n
subintervals J1 , J2 , · · · , Jn each of length ∆y = (d − c)/n. Thus, for i = 1, 2, · · · , m,
Ii = [ai−1 , ai ], where ai = a + i(b − a)/m
and similarly, for j = 1, 2, · · · , n,
Jj = [cj−1 , cj ], where cj = c + j(d − c)/n.
graph of f
O
y
R
x
Figure 14. A vertical column with horizontal cross-section R lying be-

tween the surface z = f (x, y) and the x-y plane.
NOTE: a0 = a and am = b (c0 = c and cn = d).
Let xi and yj denote the midpoints of Ii and Jj respectively, so xi = a + (i − 1/2)(b −

a)/m and yj = c + (j − 1/2)(d − c)/n. Then, each subrectangle, Rij = Ii × Jj , has area
∆A = ∆x∆y and centre at the point (xi , yj ).
For each choice of i and j,
f (xi , yj )∆A
is the (signed) volume of the rectangular prism (‘box’) with base Rij and ‘height’f (xi , yj )
and (for ∆x and ∆y small enough; equivalently, m and n large enough) this is approxi-
mately the volume of the vertical rectangular column bounded by Rij in the x-y plane
and the surface z = f (x, y) (see figure 15).
NOTE: Prisms which sit above the x-y plane have positive volumes, while those
which hang below it are assigned negative volumes.
Adding up the volumes of all such prisms;

X
f (xi , yj )∆A,
i = 1, 2, · · · , m
j = 1, 2, · · · , n
therefore gives an approximation to the volume of that part of the vertical rectangular
column with horizontal cross-section R lying between the surface z = f (x, y) and the
x-y plane.
When the limit exists, we define,
ZZ
f (x, y)dA
R
X
:= lim f (xi , yj )∆A
m,n→∞
i = 1, 2, · · · , m
j = 1, 2, · · · , n
f(xi,yi)
O
Rij
Figure 15. The rectangular prism with base Rij and ‘height’f (xi , yj ).
and interpret it as the (signed) volume of that part of the vertical rectangular column
with horizontal cross-section R lying between the surface z = f (x, y) and the x-y plane,
where the volume of those parts of the solid above the x-y plane contribute positively
to the volume while those below contribute negatively.
RR
It can be shown that the double integral, R f (x, y)dA exists, whenever f (x, y) is
continuous at all points of R, or only has discontinuities at a finite number of points
or along a finite number of piece-wise smooth curves. It can also be shown that the
existence of the limit and its value is independent of where the points (xi , yj ) are chosen
in the subrectangles Rij . Thus, they need not be the centres, but could for example be
the top right hand corners (ai , cj ).
As with integrals of functions of a single variable, except in very simple cases, double
integrals are difficult to calculate directly using the above definition. For functions of
a single variable the Fundamental Theorem of Calculus provides a way around this, by
converting the problem to that of finding antiderivatives. We seek similar methods for
handling double integrals.
4.2. Iterated Integrals. In the approximation,

X
f (xi , yj )∆A,
i = 1, 2, · · · , m
j = 1, 2, · · · , n
for the volume lying between the rectangle R in the x-y plane and the surface z = f (x, y),
the volumes of the individual prisms over each of the subrectangles can be added up in
any order. One systematic way of doing this is to sum the volumes along each column
of subrectangles,
n
X
f (xi , yj )∆A (for the i’th column)
j=1
and then total these column sums:

m
Ã n !
X X
f (xi , yj )∆A
i=1 j=1
This leads us to:

ZZ
f (x, y)dA
R
m
Ã n !
X X
= lim f (xi , yj )∆A
m,n→∞
i=1 j=1
m
Ã n !
X X
= lim f (xi , yj )∆x∆y
m,n→∞
i=1 j=1
m
Ã n
!
X X
= lim lim f (xi , yj )∆y ∆x
m→∞ n→∞
i=1 j=1
m µZ
X d ¶
= lim f (xi , y)dy ∆x
m→∞ c
i=1
Z b µZ d ¶
= f (x, y)dy dx,
a c
where for the purpose of evaluating the inner integral x is regarded as a constant.
This last expression is called an iterated integral, which we usually write with the
brackets omitted, thus
ZZ Z bZ d
f (x, y)dA = f (x, y)dydx.
R a c
Warning: Some authors choose to write this as,

Z b Z d
dx f (x, y)dy.
a c
By first accumulating across rows, then totaling their sums, we see that also,
ZZ Z d µZ b ¶
f (x, y)dA = f (x, y)dx dy
R c a
Z d Z b
= f (x, y)dxdy.
c a
We can choose to do the iterated integration in whichever order leads to the simplest
calculations.
Intuitively, the iterated integral,
Z dZ b
f (x, y)dxdy,
c a
may be thought of as representing our solid made up of cross-sectional laminae parallel
to the x-z plane each of thickness dy.
O c y
d
y
Figure 16. A cross-sectional lamina parallel to the x-z plane.
The lamina at a given y value has area

Z b
A(y) = f (x, y)dx
a
and infinitesimal volume V (y) = A(y)dy. The volume of our solid is the ‘sum’ of these
over all y between c and d; that is,
Z d Z d µZ b ¶
A(y)dy = f (x, y)dx dy.
c c a
This should be compared with the ‘slice method’ for finding volumes that you would
have met either in high school or first year mathematics (MATH1120 or MATH1210).
Example 4.1. Find the volume V of the solid half cylinder above the rectangle
R = {(x, y) : −1 ≤ x ≤ 1, 0 ≤ y ≤ 2}
in the x-y plane and below the surface
√
z= 1 − x2 .
ZZ √
V = 1 − x2 dA
R
Z 1 Z 2 √
= 1 − x2 dydx
−1 0
Z 1 h √ iy=2
= y 1 − x2 dx
−1 y=0
Z 1 √
= 2 1 − x2 dx
−1
Z π/2
= 2 cos2 θ dθ,
−π/2
using the substitution x = sin θ
Z π/2
= 1 + cos 2θ dθ
−π/2
· ¸π/2
1
=π+ sin 2θ
2 −π/2
= π,
as expected!
Example 4.2. Evaluate,
ZZ
x cos xy dA,
R
where R = {(x, y) : 0 ≤ x ≤ π/2, 0 ≤ y ≤ 1}.

We can express this as the iterated integral,
ZZ Z 1 Z π/2
x cos xy dA = x cos xy dxdy,
R 0 0
R
however, to do the inner integral x cos xy dx (with y regarded as a constant) would
require integration by parts.
If instead, we reverse the order of integration, then the resulting integrations are easily
performed;
ZZ Z π/2 Z 1
x cos xy dA = x cos xy dydx
R 0 0
Z π/2 µZ 1 ¶
= x cos xy dy dx,
0 0
x a constant for inner integral,
Z π/2
= [sin xy]y=1
y=0 dx
0
Z π/2
= sin x dx
0
= [− cos x]x=π/2
x=0
= 1.
4.3. Double Integrals Over General Regions. We now consider double integrals
ZZ
f (x, y)dA,
D
where D is a general region in the plane (such as in figure 17).
0 x
Figure 17. The region D.
We will assume that D is a bounded region; that is, D is contained in some rectangle
R = {(x, y) : a ≤ x ≤ b, c ≤ y ≤ d}.
(See figure 18).
We subdivide the rectangle R into mn subrectanges Rij as before, and define,
ZZ
f (x, y)dA
D
X
:= lim f (xi , yj )∆A,
m,n→∞
{(i,j) : Rij ∩D6=∅}
provided this limit exists.

0 x
Figure 18. The region D bounded by R.
Equivalently,
ZZ ZZ
f (x, y)dA = F (x, y)dA,
D R
where,
(
f (x, y) if (x, y) ∈ D,
F (x, y) :=
0 otherwise.
We will say that a plane region D is a type I region if it has the form;
D = {(x, y) : g1 (x) ≤ y ≤ g2 (x), a ≤ x ≤ b},
where a and b are constants and g1 (x) and g2 (x) are continuous functions (see figure
19).
y y = g2(x) y
y = g2(x)
D D
y = g1(x) y = g1(x)
0 a b x 0 a b x
y = g2(x)
y = g1(x)
0 a x
b
Figure 19. Some type I regions.

When D is a type I region we may, as before, think of

ZZ
f (x, y)dA
D
as the ‘sum’ of an infinite number of limina parallel to the y-z plane each of thickness
‘dx’, but now the lamina at x will have area,
Z g2 (x)
A(x) = f (x, y) dy.
g1 (x)
See figure 20.
y
d
y = g2(x)
y = g1(x)
c
0 a x b x
Figure 20. A lamina at x, parallel to the y-z plane.
In this case we may therefore express our double integral as the iterated integral,
ZZ Z bZ g2 (x)
f (x, y)dA = f (x, y) dydx.
D a g1 (x)
2
Example 4.3. Find the volume V of the solid bounded above by the surface z = ex and
below by the region
D = {(x, y) : 0 ≤ y ≤ x, 0 ≤ x ≤ 1},
in the x-y plane (see figure 21).

z = e x2
z
y 1
x
0
2
Figure 21. The solid bounded above by the surface z = ex and below
by the region D = {(x, y) : 0 ≤ y ≤ x, 0 ≤ x ≤ 1}
Z 1 Z x
2
V = ex dydx
0 0
Z 1 h iy=x
2
= yex dx
0 y=0
Z 1
2
= xex dx
0
· ¸x=1
1 x2
= e = (e − 1)/2.
2 x=0
Similarly, a type II region has the form,

D = {(x, y) : h1 (y) ≤ x ≤ h2 (y), c ≤ y ≤ d},
where c and d are constants and h1 (y) and h2 (y) are continuous functions (see figure
22).
x = h2(y)
x = h1(y)
0 x
Figure 22. A type II region.

For such regions we have,

ZZ Z d Z h2 (y)
f (x, y)dA = f (x, y) dxdy.
D c h1 (y)
Some plane regions can be described as either a type I or a type II region. In these
cases we are free to choose whichever order of integration leads to the iterated integral
which is easiest to evaluate.
Observe that we were able to evaluate
ZZ
2
V := ex dA,
D
where D = {(x, y) : 0 ≤ y ≤ x, 0 ≤ x ≤ 1}, by regarding D as a type I region and so

express V as the iterated integral
Z 1Z x
2
ex dydx.
0 0
If, however, we regard D as a type II region we are led to

Z 1Z 1
2
V = ex dxdy,
0 y
R 2
an iterated integral involving the ex dx which cannot be determined in closed form.
Example 4.4. Find the volume V of the solid between the x-y plane and the surface
p
z = x − y2, 0 ≤ x ≤ 4
We have,
ZZ p
V = x − y 2 dA,
D
where, described as a type I region,

√ √
D = {(x, y) : − x ≤ y ≤ x, 0 ≤ x ≤ 4}.
Thus, V may be expressed as the iterated integral,
Z 4 Z √x p
V = √
x − y 2 dydx.
0 − x
Attempts to evaluate this lead to extremely intricate calculations. Try it!

If, however, we describe D as a type II region,
D = {(x, y) : y 2 ≤ x ≤ 4, −2 ≤ y ≤ 2},
we are led to,
Z 2 Z 4 p
V = x − y 2 dxdy.
−2 y2
Thus,
Z 2 Z 4 p
V = x − y 2 dxdy
−2 y2
Z 2 · ¸x=4
2
= (x − y 2 )3/2 dy
−2 3 x=y 2
Z 2
2
= (4 − y 2 )3/2 dy
−2 3
Z
32 π/2
= cos4 θ dθ,
3 −π/2
using the substitution y = 2 sin θ
= 4π,
as expected (why?)
4.4. Properties of Double Integrals. Here are some useful properties of double in-
tegrals that follow directly from the definition.
ZZ
(1) f (x, y) + g(x, y) dA
ZDZ ZZ
= f (x, y) dA + g(x, y) dA.
ZZ D ZZ D
(2) cf (x, y) dA = c f (x, y) dA,
D D
where c is a constant.
(3) If D = D1 ∪ D2 , where D1 and D2 are disjoint regions of the plane
(that is, D1 ∩ D2 = ∅),
then ZZ ZZ ZZ
f (x, y) dA = f (x, y) dA + f (x, y) dA.
D D1 D2
This may be used to evaluate double integrals over regions that are neither of
type I or of type II, but that can be built from such regions (see figure 23).
y y
D2
D D1
0 x 0 x
Figure 23. D is nether type I nor type II but D1 is type I and D2 is type II.
ZZ
(4) 1 dA = A(D),
D
where A(D) is the area of the plane region D.

(5) If f (x, y) ≤ g(x, y), for all (x, y) in D, then
ZZ ZZ
f (x, y) dA ≤ g(x, y) dA.
D D
(6) Consequently, if m ≤ f (x, y) ≤ M , for all (x, y) in D, where m and M are

constants, then
ZZ
m A(D) ≤ f (x, y) dA ≤ M A(D).
D
4.5. Double Integrals In Polar Coordinates. Some functions of two variables and
some plane regions are more simply expressed using polar coordinates (r, θ), in which
case it is often expedient to express double integrals involving these functions and regions
in terms of the variables r and θ rather than x and y.
2 2 2
For example; f (x, y) = e−(x +y ) = e−r and regions such as those shown in figure 24,
y
y
x2 + y2 = 1 x2 + y2 = 4
R
R
0 x
0 x
x2 + y2 = 1
Figure 24. R = {(r, θ)|0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π} and R = {(r, θ)|1 ≤ r ≤

2, 0 ≤ θ ≤ π}.
We can achieve this writing,

ZZ
f (x, y)dA :=
D
X
lim f (ri∗ cos θj∗ , ri∗ sin θj∗ ) A(Rij ),
m,n→∞
{(i,j) : Rij ∩D6=∅}
where Rij are now the ‘polar rectangles’Rij := {(r, θ) : ri−1 ≤ r ≤ ri , θj−1 ≤ θ ≤ θj }
(see figure 25).
θ = θj
θ = θj _ 1
Rij (r*i ,θ*j )
∆θj
r = ri
r = ri _ 1
Figure 25. Polar rectangles.
and A(Rij ) is the area of Rij :
1 1
A(Rij ) = (r + ∆r)2 ∆θ − r2 ∆θ
2 2
≈ r∆r∆θ.
Thus, for a region D of the form shown in figure 26,
θ=β r = h2(θ)
θ=α
β r = h1(θ)
α
0
Figure 26. R = {(r, θ)|h1 (θ) ≤ r ≤ h2 (θ), α ≤ θ ≤ β}.
we have, as an iterated integral in terms of polar coordinates,

ZZ Z β Z h2 (θ)
f (x, y) dA = f (r cos θ, r sin θ) rdrdθ.
D α h1 (θ)
NOTE: In terms of polar coordinates the ‘infinitesimal’ area dA = rdrdθ. See figure
27.
dA
dθ
dr
r dθ
r
Figure 27. dA = rdrdθ.
Example 4.5. For D := {(x, y) : x2 + y 2 ≤ 4} we have,
ZZ Z 2π Z 2
2 2
(1 + x + y ) dA = (1 + r2 )rdrdθ
D 0 0
Z 2π Z 2 Z 2π · 2 ¸r=2
3 r r4
= (r + r )drdθ = + dθ
0 0 0 2 4 r=0
Z 2π
= 6dθ = 12π.
0
Example 4.6. The volume of the hemisphere H := {(x, y, z) : x2 + y 2 + z 2 ≤ a2 , z ≥ 0},

is,
ZZ
z dA,
D
where
Z 2πD
Z is the disk {(x, y) : x2 + y 2 ≤ a2 },
a√
= a2 − r2 rdrdθ
0 0
= ···
2
= πa3 , as expected.
3
ZZ Z π/4 Z 2 sin θ
1
Example 4.7. x dA = r cos θ rdrdθ = · · · = ,
D 0 0 6
where D is the region bounded above by the line y = x and below by the circle
x2 + y 2 − 2y = 0.
4.6. Change of variables in double integrals. We have seen that some double inte-
grals are more conveniently evaluated when expressed in terms of the polar coordinate
variables r and θ rather than the Cartesian variables x and y. We wish to explore this
situation more generally by investigating how to express the double integral
ZZ
f (x, y) dxdy
D
in terms of new variables u and v, where
x = x(u, v) and y = y(u, v).
Example 4.8.
(1) x = x(u, v) := u2 − v 2 and
y = y(u, v) := 2uv.
(2) x = x(r, θ) := r cos θ and
y = y(r, θ) := r sin θ,
representing a change to polar coordinates.
It will be usefull to think of the relations
x = x(u, v) and y = y(u, v).
as defining a transformation T of the u-v plane to the x-y plane, which transforms (maps)
the point (u, v) in the u-v plane to the point
(x, y) = T (u, v) := (x(u, v), y(u, v))
in the x-y plane.
Example 4.9.
(1) Under the transformation of example (1) above; (x, y) = T (u, v) := (u2 −v 2 , 2uv)
the point (1, 1) in the u-v plane is transformed to the point (0, 2) in the x-y plane.
(2) Similarly, (x, y) = T√(r, θ)
√ := (r cos θ, r sin θ), maps the point (2, π/4) in the r-θ
plane to the point ( 2, 2), the point in the x-y plane whose polar coordinates
are (2, π/4).
For technical reasons we will assume that both the functions x(u, v) and y(u, v) have
continuous partial derivatives and that the transformation T they define is one-to-
one; that is, distinct points in the u-v plane are mapped by T to distinct points in the
x-y plane, so the inverse transformation T −1 exists.
This last requirement often forces us to impose restrictions on the domain of T (the
admissible values of u and v). In the case of polar coordinates, a restriction to principal
values, while for the transformation of example (1) above;
T (u, v) := (u2 − v 2 , 2uv)
requiring, say u to be positive (clearly the points (−u, −v) and (u, v) share the same
image under the transformation T ).
NOTE:
The domain u ≥ 0 is partitioned into regions where T (u, v) has
x ≤ 0, y ≥ 0, x ≥ 0, y ≥ 0,
x ≥ 0, y ≤ 0, x ≤ 0, y ≤ 0.
x< 0
y>0
x>0
y>0
x>0 v
y < 0
x <0
y <0
Figure 28. The domain of T (u, v) := (u2 − v 2 , 2uv).
Under T a region R in the u-v plane is transformed into a region,

D = T (R) := {T (u, v)
= (x(u, v), y(u, v)) : (u, v) ∈ R},
in the x-y plane.
Example 4.10.
(1) Under the transformation of example (1) above;
(x, y) = T (u, v) := (u2 − v 2 , 2uv),
we see that the square
R = [0, 1] × [0, 1]
= {(u, v) : 0 ≤ u ≤ 1, 0 ≤ v ≤ 1}
is transformed onto the region D bounded by the parabolas; x = ±(1 − y 2 /4)
and the x - axis.
(2) Similarly,
T (r, θ) := (r cos θ, r sin θ),
transforms the rectangle,
R = {(r, θ) : 1 ≤ r ≤ 2, 0 ≤ θ ≤ π/4},
in the r-θ plane to the region D in the x-y plane illustrated below.
These examples illustrate how a suitable transformation T can associate a relatively

simple region R in the u-v plane (in both cases a rectangle) with a more complicated
region D = T (R) in the x-y plane.
Our goal is to express ZZ
f (x, y) dxdy
D
as a double integral of the function F (u, v) := f (x(u, v), y(u, v)) over the (simpler)
region R = T −1 (D) in the Zu-v
Z plane.
We do this by realizing f (x, y) dxdy as follows.
D
As before, in the u-v plane we subdivide a rectangle containing the region R into mn
subrectangles Rij , with centre the point (ui , vj ), and each of area A(Rij ) = ∆u∆v. This
gives us a covering of D = T (R) by transformed rectangles T (Rij )
and we have,
ZZ X
f (x, y) dxdy = lim f (x(ui , vj ), y(ui , vj ))A(T (Rij ))
D m,n→∞
{i, j :
(ui , vj ) ∈ R}
It remains to determine how the area A(T (Rij )), of the transformed subrectangle is
related to the area ∆u∆v of Rij .
NOTE:
Observe that this is precisely how we developed the double integral for polar coordi-
nates from first principles; covering D with ‘polar rectangles’ the image under the polar
transform T of Rij = [ri , ri + ∆r] × [θj , θj + ∆θ]. There we noted A(T (Rij )) = rA(Rij ) =
r∆r∆θ.
If we let (u0 , v0 ) denote the bottom lefthand corner of the subrectangle Rij and
r(u, v) := T (u, v) = (x(u, v), y(u, v)) be the position vector of the image in the x-
y plane of the point (u, v) we see that for ∆u and ∆v small, A(T (Rij )) is approximately
the area of the parallelogram with sides
r(u0 + ∆u, v0 ) − r(u0 , v0 )
and
r(u0 , v0 + ∆v) − r(u0 , v0 ).
Further, for ∆u and ∆v small
r(u0 + ∆u, v0 ) − r(u0 , v0 ) ≈ ru (u0 , v0 )∆u
and
r(u0 , v0 + ∆v) − r(u0 , v0 ) ≈ rv (u0 , v0 )∆v.
Thus, A(T (Rij )) is approximately the area of the parallelogram with sides ru (u0 , v0 )∆u
and rv (u0 , v0 )∆v.
Thinking of these as vectors in R3 , we know (MATH1110, or MATH1210, or Stewart

13.4) that this area is the length (magnitude) of their cross product, so
A(T (Rij )) ≈ k(ru (u0 , v0 )∆u) × (rv (u0 , v0 )∆v)k
= kru (u0 , v0 ) × rv (u0 , v0 )k∆u∆v
°¯ ¯°
°¯i j k¯¯ °
° ¯ ∂x ∂y °
=° ¯
° ¯ ∂u ∂u
0 ¯ ° ∆u∆v
¯°
° ¯ ∂x ∂y 0 ¯ °
∂v ∂v
¯ ¯ ∂x ∂y ¯ ¯
¯¯ ¯¯
= ¯¯ ¯¯ ∂u
∂x
∂u ¯ ¯ ∆u∆v
∂y ¯ ¯
∂v ∂v
The determinant appearing in this last expression is known as the Jacobian of the
transformation T (u, v) = (x(u, v), y(u, v)) and is denoted by
¯ ∂x ∂y ¯
∂(x, y) ¯ ¯
:= ¯¯ ∂u
∂x
∂u ¯
∂y ¯
∂(u, v) ∂v ∂v
∂x ∂y ∂x ∂y
= − .
∂u ∂v ∂v ∂u
For example, for the transformation
T (u, v) := (u2 − v 2 , 2uv)
we have
¯ ¯
∂(x, y) ¯¯2u −2v ¯¯
=
∂(u, v) ¯2v 2u ¯
= 4u2 + 4v 2 .
Substituting the approximation,
¯ ¯
¯ ∂(x, y) ¯
A(T (Rij )) ≈ ¯¯ ¯ ∆u∆v,
∂(u, v) ¯
into our previous expression for the double integral and taking the limit as m, n → ∞
(∆u, ∆v → 0) leads to,
ZZ
f (x, y) dxdy
D=T (R)
ZZ ¯ ¯
¯ ∂(x, y) ¯
= ¯
f (x(u, v), y(u, v)) ¯ ¯ dudv.
∂(u, v) ¯
R
A result known as the change of variable formula for double integrals, which should
be compared to the familiar change of variable formula
Z x(b) Z b
dx
f (x) dx = f (x(u)) du.
x(a) a du
for functions of a single variable.
As an example, for the double integral of any function f (x, y) over the region D
bounded by the parabolas x = ±(1 − y 2 /4) and the x - axis we have, using the trans-
formation
T (u, v) := (u2 − v 2 , 2uv), that

ZZ
f (x, y) dxdy
D
Z 1Z 1
= f (u2 − v 2 , 2uv)(4u2 + 4v 2 ) dudv.
0 0
Thus, for instance,

ZZ
y dxdy
D
Z 1Z 1
= 2uv(4u2 + 4v 2 ) dudv
0 0
Z 1Z 1
= 8(vu3 + v 3 u) dudv
0 0
Z 1 · ¸u=1
vu4 v 3 u2
= 8 + dv
0 4 2 u=0
Z 1 £ ¤1
= (2v + 4v 3 )dv = v 2 + v 4 0 = 2.
0
In the case of polar coordinates, the transformation (x, y) = T (r, θ) = (r cos θ, r sin θ),
has Jacobian,
¯ ¯
∂(x, y) ¯¯ cos θ sin θ ¯¯
=¯ = r,
∂(r, θ) −r sin θ r cos θ¯
confirming our previous result;

ZZ ZZ
f (x, y) dxdy = f (r cos θ, r sin θ) r drdθ.
D R
∂(x, y)
Note: The Jacobian, of the transformation T represents the factor by which
∂(u, v)
an infinitessimal area dudv in the u-v plane is scaled when it is mapped by T to the
x-y plane. Thus, we see that the Jacobian of T −1 ,
· ¸−1
∂(u, v) ∂(x, y)
= .
∂(x, y) ∂(u, v)
So far we have viewed double integrals as representing the volume of a solid, however,
double integrals have many interpretations, and find numerous applications throughout
mathematics and in the physical, economic and engineering sciences (for example, see
Stewart, sections 16.5 and 16.6). We consider just one of these.
4.7. Area of a surface as a double integral. We consider the problem of finding

the area A(S) of the patch S of the surace z = f (x, y) above a (bounded) region D in
the x-y plane.
In the now familiar way, we subdivide a rectangle containing D into mn subrectangles
Rij and take the point (xi , yj ) to be the centre of Rij . The tangent plane to the surface
at (xi , yj ) provides an approximation to the surface near this point.
The area ∆Aij of the rectangular patch of the tangent plane above Rij therefore gives
us an approximation for the area of the surface above this subretangle, and
X
A(S) := lim ∆Aij ,
m,n→∞
{(i,j) : (xi ,yj )∈D}
provided the limit exists.

Now, if θ is the acute angle a normal to the tangent plane at (xi , yj ) makes to the
vertical, then we see that ∆Aij cos θ is the area of the subrectangle Rij , so,
∆x∆y
∆Aij = .
cos θ
Further, thinking of our surface as the level surface
F (x, y, z) := z − f (x, y) = 0,
the direction of a normal to the tangent plane at the point on the surface above (xi , yj )
is,
µ ¶
∂f ∂f
n = ∇F = − , − , 1 ,
∂x ∂y
evaluated at (xi , yj ), so
1 1
cos θ = n · (0, 0, 1) = r .
knk ¡ ∂f ¢2 ³ ∂f ´2
∂x
+ ∂y + 1
Thus,
s µ ¶2 µ ¶2
∂f ∂f
∆Aij = 1+ + ∆x∆y.
∂x ∂y
[For an alternative derivation of this, see Stewart, section 16.6.]

And so, taking limits in our expression for A(S) leads to;

 s µ ¶2 µ ¶2



 ∂f ∂f


A(S) = 
 1+ + dxdy.



 ∂x ∂y
D
p
Example 4.11. The surface area A of the cone z = k x2 + y 2 lying between the planes
z = 0 and z = h > 0. This section of the conical surface lies above the disk
D = {(x, y) : x2 + y 2 ≤ (h/k)2 }, so
ZZ r ³ p ´2 ³ p ´2
A= 1 + kx/ x2 + y 2 + ky/ x2 + y 2 dxdy
D
√ ZZ
= 1+k 2 1 dxdy
D
√ √
= 1 + k 2 A(D) = 1 + k 2 π (h/k)2
√
= πr r2 + h2 ,
where r = h/k is the radius of the cone’s base.
5. Triple Integrals
5.1. Triple Integrals Over General Regions. We have defined single integrals for
functions of one variable, and double integrals for functions of two variables. Now
we want to define triple integrals for functions of three variables. These are useful
in computing the mass and centre of mass for solid objects of varying densities, the
moments of inertia of rotating bodies, the total electrical charge on non-conducting
bodies, and in many other physical applications.
As for double integrals, we begin with the simplest case of a function defined on a
three dimensional rectangular box
B = [a, b] × [c, d] × [r, s]
= {(x, y, z) : a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}.
We begin as always by dividing our box B up into small sub-boxes:
• divide [a, b] up into l subintervals [xi−1 , xi ], each of length ∆x = (b−a)
l
;
d−c
• divide [c, d] up into m subintervals [yi−1 , yi ] of length ∆y = m ; and
• divide [r, s] up into n subintervals [zi−1 , zi ] of length ∆z = s−r
n
.
The net effect is to divide B into lmn sub-boxes:
Bi,j,k = [xi−1 , xi ] × [yj−1 , yj ] × [zk−1 , zk ],
each with volume
(b − a)(d − c)(s − r)
∆V = ∆x∆y∆z = .
lmn
∆z
z z ∆x
∆y
y
y
x
x
Figure 29. The volume element ∆V .
We approximate functions f : B −→ R by simpler functions which are constant on

each Bi,j,k .
So if f (x, y, z) is a function of three variables whose domain contains B, we define
the triple Riemann sum
l X
X m X
n
Sl,m,n := ∗
f (x∗i,j,k , yi,j,k ∗
, zi,j,k )∆V
i=1 j=1 k=1
where (x∗i,j,k , yi,j,k

∗ ∗
, zi,j,k ) is the centre of the sub-box Bi,j,k .
To visualise what is going on, imagine that f describes the local density (in kg/m3 )
of a B-shaped brick. Then Sl,m,n approximates the mass of the box B by assuming the
density is constant within each sub-box.
By analogy with the single- and double-integrals defined previously, we define the
triple integral
ZZZ
f (x, y, z)dV := lim Sl,m,n ,
B l,m,n−→∞
provided this limit exists. RRR

Thinking of f as the density function
RRR again, B
f (x, y, z)dV tells us the mass of
B. Provided that f is continuous, B
f (x, y, z)dV always exists, and is the same no
∗ ∗ ∗
matter which sample point (xi,j,k , yi,j,k , zi,j,k ) we chose in each Bi,j,k .
Just as with double integrals, calculating triple Riemann sums and taking the limit
is generally impractical. Instead, we evaluate triple integrals as iterated integrals:
ZZZ Z b³Z d³Z s ´ ´
f (x, y, z)dV = f (x, y, z)dz dy dx
B a c r
As with iterated integrals in two variables, we integrate from the inside to the outside
of the brackets, keeping x and y fixed (that is, treating them as constants) while we
integrate with respect ot z, and then keeping x fixed while we integrate with respect to
y.
Also, as with double integrals, we generally drop the parentheses and write
Z bZ dZ s
f (x, y, z) dz dy dx
a c r
Here we integrate with respect to z first, then

RRR y, then x. However, we may choose
any order of integration. That is to say, while B
f (x, y, z)dV can be expressed as
ZZZ Z bZ dZ s
f (x, y, z)dV = f (x, y, z)dzdydx
B a c r
as above, it is equally valid to evaluate it as

ZZZ Z sZ bZ d
f (x, y, z)dV = f (x, y, z)dydxdz,
B r a c
or any of the the other four permutations of x, y and z.
.
RRR
Example 5.1. Evaluate B
6xzeyz dV where B = [0, 1] × [0, 3] × [1, 2].
Solution: We notice that integrating with respect to y first will eliminate the factor
of z:
ZZZ Z 1Z 2Z 3
yz
6xze dV = 6xzeyz dy dz dx
B 0 1 0
Z 1Z 2 h iy=3
= 6xeyz dz dx
0 1 y=0
Z 1Z 2
= 6x(e3z − 1) dz dx
0 1
Z 1h iz=2
3z
= 2x(e − 3z) dx
0 z=1
Z 1
= (e6 − e3 − 3)2x dx
0
h i1
= (e6 − e3 − 3)x2
0
6 3
= e − e − 3.
Now we want to deal with regions that are not rectangular prisms (boxes).
Technically, to define the triple integral over a bounded region E, we first choose a
box B that contains E.
Given a function f defined on E, we define a function F on B by setting F (x, y, z) :=
f (x, y, z) for (x, y, z) ∈ E and setting F (x, y, z) = 0 for (x, y, z) ∈ B \ E.
Now we define ZZZ ZZZ
f (x, y, z) dV := F (x, y, z) dV.
E B
This definition of the triple integral satisfies all the properties we would expect it to
satisfy:
RRR RRR RRR
• RRRE (f + g)(x, y, z) dV = RRRE f (x, y, z) dV + E
g(x, y, z) dV
• E
k · f (x, y, z) dV = k · E
f (x, y, z) dV RRR RRR
• if f (x, y, z) ≤ g(x, y, z) for all (x, y, z) ∈ E, then E
f (x, y, z) dV ≤ E
g(x, y, z) dV .
• if E1 ∪ E2 = E and E1 ∩ E2 = ∅, then
ZZZ ZZZ ZZZ
f (x, y, z) dV = f (x, y, z) dV + f (x, y, z) dV
E E1 E2
However, this is not a very practical way to evaluate triple integrals.

In practice, as for double integrals, we will consider simple regions
E = {(x, y, z) : a ≤ x ≤ b, u1 (x) ≤ y ≤ u2 (x),
v1 (x, y) ≤ z ≤ v2 (x, y)}
where u1 , u2 , v1 and v2 are continuous functions.
These are the three-dimensional versions of the type I regions we saw for double
integrals.
z
z = v2(x, y)
z = v1(x, y)
a y
y = u1(x)
D y = u2(x)
b
x
Figure 30. A type I region.
Writing D for the “shadow” of E in the xy-plane, we define

ZZZ Z Z ³Z v2 (x,y) ´
f (x, y, z)dV = f (x, y, z) dz dA
E D v1 (x,y)
Z bZ u2 (x)Z v2 (x,y)
= f (x, y, z) dz dy dx.
a u1 (x) v1 (x,y)
Of course, we can handle regions described in the same way but with the variables
permuted simply by changing the order of integration. For example, if
E = {(x, y, z) : a ≤ y ≤ b, u1 (y) ≤ z ≤ u2 (y),
v1 (y, z) ≤ x ≤ v2 (y, z)},
then
ZZZ Z bZ u2 (y)Z v2 (y,z)
f (x, y, z)dV = f (x, y, z) dx dz dy.
E a u1 (y) v1 (y,z)
Example 5.2. Integrate the function

f (x, y, z) = xyz
over the region bounded by:
• the paraboloid z = x2 + y 2 ,
• the plane z = 1,
• the xz-plane (y = 0), and
• the yz-plane (x = 0).
Solution: We express the region as
√
E = {x, y, z : 0 ≤ z ≤ 1, 0 ≤ y ≤ z,
p
0 ≤ x ≤ (z − y 2 )}.
y
x
Figure 31. The region bounded by z = x2 + y 2 , z = 1, y = 0 and x = 0
Now we can calculate

ZZZ
f (x, y, z)dV
E
Z 1Z √
zZ
√
z−y 2
= xyz dx dy dz
0 0 0
Z 1Z √
z h1 i √ 2
x= z−y
= x2 yz dy dz
0 0 2 x=0
Z 1Z
√
z
1
= (z − y 2 )yz dy dz
2 0 0
Z
1 1 h 1 2 2 1 4 iy= z
√
= y z − y z dz
2 0 2 4 y=0
Z
1 1 3
= z dz
8 0
1 h 1 4 i1
= z
8 4 0
1
= .
32
5.2. Change of Variables in Triple Integrals. As in single and double integrals,

making a variable substitution can
R often make triple integrals much simpler.
For example, when integrating x (1−1/x4 )dx, it is easiest to proceed by making the
3
substitution u = x4 before proceeding. To make this work, though, we have to replace

dx with 4x3 dx.
We saw that to achieve the same result in double integrals, one must use the Jacobian:
if x = g(u, v), y = h(u, v) maps a region C in uv-space to the region D in xy-space,
then we can change variables in the double integral:

ZZ ZZ ¯ ¯
¯ ∂(x, y) ¯
f (x, y)dA = ¯
f (g(u, v), h(u, v)) ¯ ¯ du dv
∂(u, v) ¯
D C
A similar procedure works for triple integrals.
If T is a transformation which takes a region R in uvw-space to the region S in
xyz-space via the maps
x = x(u, v, w) y = y(u, v, w) z = z(u, v, w),
then the Jacobian of T is defined to be the determinant
 ∂x ∂x ∂x 
∂u ∂v ∂w
 
∂(x, y, z)  
:= det 

∂y
∂u
∂y
∂v
∂y
∂w


∂(u, v, w)  
∂z ∂z ∂z
∂u ∂v ∂w
Theorem 5.3. Suppose that

T (u, v, w) := (x(u, v, w), y(u, v, w), z(u, v, w))
is a one-to-one and once differentiable map which takes a region R in uvw-space to a
region S in xyz-space. Suppose that f is continuous on S, and that both R and S are
regions of the type described above.
ZZZ ZZZ ¯ ¯
¯ ∂(x, y, z) ¯
f (x, y, z) dV = f (T (u, v, w)) ¯¯ ¯ du dv dw
S R ∂(u, v, w) ¯
5.3. Triple Integrals in Cylindrical and Spherical Coordinates. We apply the

three-variable Jacobian to integration over solid regions in cylindrical and spherical
coordinates.
5.3.1. Cylindrical Coordinates. Consider the transformation from cylindrical coordi-
nates to cartesian coordinates:
x = r cos(θ) y = r sin(θ) z = z
The Jacobian is given by
 ∂x ∂x ∂x

∂r ∂θ ∂z
 
∂(x, y, z)  
= det 

∂y
∂r
∂y
∂θ
∂y
∂z


∂(r, θ, z)  
∂z ∂z ∂z
∂r ∂θ ∂z
 
cos(θ) −r sin(θ) 0
= det  sin(θ) r cos(θ) 0 
0 0 1
= r cos2 (θ) + r sin2 (θ)
= r.
So, in terms of cylindrical coordinates
ZZZ ZZZ
f (x, y, z) dxdydz = f (r cos θ, r sin θ, z) rdrdθdz,
D S
where D = T (S).
dθ dz
r dr
r dθ
Figure 32. A volume element in cylindrical coordinates.
Example 5.4. Calculate the integral of f (x, y, z) := x2 + y 2 over the region E bounded
1
by the planes z = 1 and z = 2 and the hyperboloid z 2 = x2 +y 2.
Solution: Changing to cylindrical coordinates, we want the integral of the function
f (r cos(θ), r sin(θ), z) = r2 cos2 (θ) + r2 sin2 (θ)

= r2
over the region bounded by z = 1 and z = 2 and the surface z 2 = 1/r2 , ie. r = 1/z.
Thus
ZZZ Z Z Z ¯ ¯
2π 2 1/z ¯ ∂(x, y, z) ¯
2 2
x + y dV = 2¯
r ¯ ¯ dr dz dθ
E 0 1 0 ∂(r, θ, z) ¯
Z 2π Z 2 Z 1/z
= r3 dr dz dθ
0 1 0
Z 2π Z 2 h r4 i1/z
= dz dθ
0 1 4 0
Z 2π Z 2
1
= z −4 dz dθ
4 0 1
Z 2π h
1 −1 −3 i2
= z dθ
4 0 3 1
Z
1 2π 7
= dθ
4 0 24
7 h i2π
= θ
96 0
7π
= .
48
5.3.2. Spherical Coordinates. Consider the transformation from spherical coordinates to

cartesian coordinates:
x = ρ sin(φ) cos(θ) y = ρ sin(φ) sin(θ)

z = ρ cos(φ)
The Jacobian is given by
 ∂x ∂x ∂x 
∂ρ ∂θ ∂φ
 
∂(x, y, z)  
J= = det 

∂y
∂ρ
∂y
∂θ
∂y
∂φ
.

∂(ρ, θ, φ)  
∂z ∂z ∂z
∂ρ ∂θ ∂φ
We can calculate it as follows:

¯ ¯
¯ sin φ cos θ −ρ sin φ sin θ ρ cos φ cos θ ¯
¯ ¯
J = ¯¯ sin φ sin θ ρ sin φ cos θ ρ cos φ sin θ ¯¯
¯ cos φ 0 −ρ sin φ ¯
¯ ¯
¯ −ρ sin φ sin θ ρ cos φ cos θ ¯
= cos φ ¯¯ ¯
ρ sin φ cos θ ρ cos φ sin θ ¯
¯ ¯
¯ sin φ cos θ −ρ sin φ sin θ ¯
+ (−ρ sin φ) ¯¯ ¯
sin φ sin θ ρ sin φ cos θ ¯
= −ρ2 cos2 φ sin φ(sin2 θ + cos2 θ)
− ρ2 sin3 φ(cos2 θ + sin2 θ)
= −ρ2 sin φ(cos2 φ + sin2 φ)
= −ρ2 sin φ.
Since 0 ≤ φ ≤ π in spherical coordinates, we always have sin φ ≥ 0, and hence
¯ ¯
¯ ∂(x, y, z) ¯
¯ ¯ 2
¯ ∂(ρ, θ, φ) ¯ = ρ sin φ.
So, in terms of spherical coordinates
ZZZ
f (x, y, z) dxdydz =
D
ZZZ
f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ) ρ2 sin φdρdφdθ,
S
where again D = T (S).
ρ sinφ dθ dρ
φ ρ
O ρdφ
dθ y
x
Figure 33. A volume element in spherical coordinates.
Example 5.5. Integrate the function f (x, y, z) := (x2 + y 2 + z 2 )−1 over the region E
above the xy-plane and between the spheres of radii 1 and 2 about the origin.
Solution: Changing to spherical coordinates gives

f (ρ sin(φ) cos(θ), ρ sin(φ) sin(θ), ρ cos(φ))
1
= 2
ρ (sin φ cos θ + sin2 φ sin2 θ + cos2 φ)
2 2
1
= 2 2
ρ (sin φ + cos2 φ)
1
= 2,
ρ
and E is simply the region 1 ≤ ρ ≤ 2, 0 ≤ φ ≤ π2 . Hence
ZZZ Z π/2Z 2πZ 2
¯ ¯
1 ¯ ∂(x, y, z) ¯
2 2 2 −1
(x + y + z ) dV = ¯ ¯
ρ2 ¯ ∂(ρ, θ, φ) ¯ dρ dθ dφ
E 0 0 1
Z π/2Z 2πZ 2
= sin(φ) dρ dθ dφ
0 0 1
Z π/2Z 2π h iρ=2
= sin(φ)ρ dθ dφ
0 0 ρ=1
Z π/2Z 2π
= sin(φ) dθ dφ
0 0
Z π/2 h iθ=2π
= sin(φ)θ dφ
0 θ=0
Z π/2
= 2π sin(φ) dφ
0
h iπ/2
= 2π − cos(φ)
0
= 2π.
6. Line and Surface Integrals

6.1. Line integrals. Let f (x, y) be a function of two variables defined on some domain
D and let C be a curve lying entirely in D given parametrically by,
x = x(t), y = y(t), a ≤ t ≤ b,
or equivalently in vector form,
r(t) := x(t)i + y(t)j, a ≤ t ≤ b.
We further assume that C is a smooth curve; that is, r0 (t) exists, is continuous and
non-zero for all t in the interval [a, b]. We divide the interval [a, b] into n subintervals
of equal length, [ti , ti+1 ], where t0 = a, ti+1 = ti + ∆t, for i = 0, 1, 2, · · · n − 1 and
∆t = (b − a)/n, so tn = b (see figure 34) and define the line integral of f along C
with respect to arc length by
Z n−1
X
f (x, y) ds := lim f (x(ti ), y(ti ))∆si ,
C n→∞
i=0
provided this limit exists, where ∆si is the length of the subarc of C joining the points
(x(ti ), y(ti )) and (x(ti+1 ), y(ti+1 )).
y (x(a), y(a)) (x(ti-1), y(ti-1)) (x(ti+1), y(ti+1))
(x(ti), y(ti))
C
(x(b), y(b))
0 x
Figure 34. The intervals induced on C by partitioning [a,b] into equal subintervals.
Thus, writing ∆x(ti ) := x(ti + ∆t) − x(ti ) and ∆y(ti ) := y(ti + ∆t) − y(ti ) we have,
p
∆si ≈ ∆x(ti )2 + ∆y(ti )2
sµ ¶2 µ ¶2
∆x(ti ) ∆y(ti )
= + ∆t
∆t ∆t
sµ ¶ µ ¶2
2
dx dy
≈ + ∆t,
dt dt
provided ∆t is small enough (that is, n is large enough), where the derivatives are
evaluated at t = ti .
Taking the limit as n → ∞ we therefore have,
sµ ¶2 µ ¶2
Z Z b
dx dy
f (x, y) ds = f (x(t), y(t)) + dt
C a dt dt
Z b
= f (x(t), y(t)) kr0 (t)k dt,
a
whenever the righthand integral exists.

Intuitively we may interpret this line integral as the area of a ‘fence’ with base the
curve C in the x-y plane and whose height above the point (x, y) on C is f (x, y) (see
figure 35).
}
0
y
f (x, y)
(x, y)
Figure 35. A line integral interpreted as the area of a ‘fence’˙

We can extend the definition to include the case when C is a piecewise-smooth

curve; that is, C is the union of a finite number of contiguous smooth curves C1 , C2 , · · · , Ck ,
by writing Z Z Z
f (x, y) ds := f (x, y) ds + · · · + f (x, y) ds.
C C1 Ck
Example 6.1. Suppose C = C1 ∪ C2 , where C1 consists of the line segment from (0, 0)
to (1, 0) and C2 is the semicircle given by x = cos t, y = sin t with 0 ≤ t ≤ π. Then,
Z Z Z
2 2
1 + x y ds = 1 + x y ds + 1 + x2 y ds
C C1 C2
Z 1 Z π p
= 1dx + (1 + cos2 t sin t) sin2 t + cos2 t dt
0 0
· ¸π
cos3 t
=1+ t−
3 0
5
= + π.
3
We can extend line integrals with respect to arc length to curves in R3 .

If a curve C in R3 is given by,
r(t) = x(t)i + y(t)j + z(t)k,
for a ≤ t ≤ b, then Z Z b
f (x, y, z) ds := f (r(t))kr0 (t)k dt.
C a
6.2. Surface Integrals. Let S be a surface in R3 given parametrically by

r(u, v) = (x(u, v), y(u, v), z(u, v)),
for (u, v) ranging over some bounded domain D in the u-v plane, and for which the
component functions x(u, v), y(u, v) and z(u, v) have continuous partial derivatives.
Let R = [a, b] × [c, d] be a rectangle in the u-v plane containing D. For each pair of
natural numbers m and n, let ∆u = (b − a)/m and ∆v = (d − c)/n and divide R into
the mn subrectangles Rij = [ui , ui+1 ] × [vj , vj+1 ], where ui = a + i∆u and vj = c + j∆v,
for i = 0, 1, · · · , m − 1 and j = 0, 1, · · · , n − 1.
If Rij is contained in D, we denote by ∆Sij the area of the patch of surface
Sij = {r(u, v) : (u, v) ∈ Rij } ,
See figure 36.
Thus, Sij is bounded by the curves:
r(u, vj ), ui ≤ u ≤ ui+1 ,
r(ui , v), vj ≤ v ≤ vj+1 ,
r(u, vj+1 ), ui ≤ u ≤ ui+1 and
r(ui+1 , v), vj ≤ v ≤ vj+1
v z
D (u, v) Rij
r (u, v)
Sij
0
y
0 u
x
Figure 36. The elements Rij and Sij .
By arguments similar to those used in developing line integrals, for m and n sufficiently
large ∆Sij is approximately the area of the parallelogram with adjacent sides
ru (ui , vj )∆u and rv (ui , vj )∆v.
.
That is,
∆Sij ≈ kru × rv k∆u∆v,
where the derivatives in the right hand side are evaluated at (ui , vj ).
If f (x, y, z) is a scalar valued function whose domain contains the surface S, then the
surface integral
ZZ X
f dS := lim f (r(ui , vj ))∆Sij
S m,n→∞
{(i,j):Rij ⊆D}
ZZ
= f (r(u, v))kru × rv k dudv,
D
provided this limit (equivalently, the right hand integral) exists.
Example 6.2. Find

ZZ
z dS,
S
where S is the hemisphere with centre the origin and radius 1 sitting above the x-y plane.
Using spherical coordinates, S may be described parametrically by,
r(θ, φ) = (cos θ sin φ, sin θ sin φ, cos φ),
for 0 ≤ θ ≤ 2π and 0 ≤ φ ≤ π/2.
Thus,
ZZ Z 2π Z π/2
z dS = cos φkrθ × rφ k dφdθ.
S 0 0
Now,
rθ × rφ
¯ ¯
¯ i j k ¯
¯ ¯
= ¯¯− sin θ sin φ cos θ sin φ 0 ¯¯
¯ cos θ cos φ sin θ cos φ − sin φ¯
= −(cos θ sin2 φ, sin θ sin2 φ, sin φ cos φ)
Consequently,
krθ × rφ k = sin φ
and ZZ Z Z
2π π/2
z dS = cos φ sin φ dφdθ = π.
S 0 0
REMARKS:
1. The area of a surface S in R3 is given by,
ZZ
1 dS.
S
2. If the surface S is specified by z = f (x, y), for (x, y) ranging over some domain D,
then we can parameterize it by
r(x, y) = (x, y, f (x, y)) for (x, y) ∈ D.
In this case,
°¯ ¯°
° ¯i j k ¯¯ °
°¯ ∂f ¯ °
krx × ry k = ° ¯
° ¯1 0
°
∂x ¯ °
° ¯0 1 ∂f ¯ °
∂y
s µ ¶2 µ ¶2
∂f ∂f
= 1+ + .
∂x ∂y
So,
 s µ ¶2 µ ¶2
ZZ 


 ∂f ∂f
g dS = 

 g(x, y, f (x, y)) 1 + + dxdy.
S
 ∂x ∂y
D
By the first remark, setting g(x, y, z) = 1 yeilds our previous formula for the area of
that part of the surface S given z = f (x, y) lying over the region D in the x-y plane,
namely: 
 s

 µ ¶2 µ ¶2



 ∂f ∂f
A(S) =  



 1 + + dxdy.
∂x ∂y
D
7. Vector Fields
So far we have concentrated on developing the calculus of scalar valued functions of
two or more variables. Henceforth our focus will be on vector valued functions.
A vector field in R2 is a vector valued function F : R2 → R2 assigning to each point
(x, y) the vector
F(x, y) = (P (x, y), Q(x, y)) = P (x, y)i + Q(x, y)j,
where P and Q are the scalar valued component functions of F.
For example, F(x, y) = −yi + xj, see figure 37.
0 x
Figure 37. The vector field F(x, y) = −yi + xj
Similarly, a vector field in R3 is a vector valued function F : R3 → R3 assigning to

each point (x, y, z) the vector
F(x, y, z) = (P (x, y, z), Q(x, y, z), R(x, y, z))
= P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k.
See figure 38.
Such vector fields may for example represent:
(1) A gravitational field, where F(x, y, z) is the gravitational force acting on a unit
mass located at the point (x, y, z) due to a distribution of masses in space.
(2) An electrical field, where F(x, y, z) is the force acting on a unit positive charge
located at the point (x, y, z) due to a distribution of electric charges in space.
(3) A velocity field, where for instance F(x, y, z) represents the velocity (speed and
direction) at the point (x, y, z) of a steadily flowing fluid. Alternatively, for a
planar fluid flow,
F(x, y, z) = (P (x, y, z), Q(x, y, z), 0)
could represent the instantaneous velocity of the fluid at the point (x, y) at time
z.
F(x, y, z)
(x, y, z)
Figure 38. The vector field F(x, y) = −yi + xj
Given a scalar valued function f (x, y, z) its gradient,

∂f ∂f ∂f
grad f = ∇f = i+ j+ k
∂x ∂y ∂z
defines a vector field in R3 .
If a vector field F(x, y, z) arrises in this way; that is,
∂f ∂f ∂f
F(x, y, z) = ∇f = i+ j+ k,
∂x ∂y ∂z
for some scalar function f , we refer to F as a gradient (or conservative) vector field.
The underlying function f (x, y, z) is often referred to as a potential function for the
vector field F(x, y, z).
For example,
GM GM
f (x, y, z) = p =
x2 + y 2 + z 2 krk
is a (gravitational) potential function for the gravitational field;
−GM x −GM y
F(x, y, z) = 3 i+ 3 j
(x2 + y 2 + z 2 ) 2 (x2 + y 2 + z 2 ) 2
−GM z
+ 3 k
(x2 + y 2 + z 2 ) 2
−GM r
= ,
krk2 krk
of a point mass M located at the origin.
As we know from before a gradient field F(r) at a point r = (x, y, z) is perpendicular
to the level curve/surface of the potential function through that point.
Given a vector field

F(x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k,
we can use the vector differential operator
∂ ∂ ∂
∇ := i +j +k
∂x ∂y ∂z
to define two associated quantities.
The divergence of F is defined to be:
∂P ∂Q ∂R
div F := ∇ · F = + + .
∂x ∂y ∂z
The divergence, div F, is a scalar valued function and, as will become clearer later,
when F is the velocity field for a fluid flow div F(x, y, z) represents the net rate of flow
of fluid out of the point (x, y, z); that is, the tendency of the fluid to ‘diverge’ from the
point. If at all points div F = 0 then we say the vector field F is incompressible.
The curl of F is defined to be:
curl F := ∇ × F
¯ ¯
¯i j k ¯¯
¯∂
= ¯¯ ∂x ∂
∂y
∂ ¯
∂z ¯
¯P Q R¯
µ ¶ µ ¶
∂R ∂Q ∂P ∂R
= − i+ − j
∂y ∂z ∂z ∂x
µ ¶
∂Q ∂P
+ − k
∂x ∂y
For a vector field F(x, y) = P (x, y)i + Q(x, y)j in R2 ,
∂P ∂Q
div F := ∇ · F = + .
∂x ∂y
If we identify F(x, y) with the vector field
F(x, y, z) := (P (x, y), Q(x, y), 0)
defined on the x-y plane in R3 , then it makes sense to define
curl F := ∇ × F
¯ ¯
¯i k ¯¯
¯ ∂ ∂j
= ¯¯ ∂x ∂y ∂ ¯
∂z ¯
¯P Q 0¯
µ ¶
∂Q ∂P
= − k.
∂x ∂y
Again for reasons that will become apparent later, when F is the velocity field for
a fluid flow, curl F measures the tendency of the fluid to rotate about each point.
Points near the point (x, y, z) tend to rotate about an axis through (x, y, z) parallel to
curl F(x, y, z) and with an angular velocity related to kcurl F(x, y, z)k. If everywhere
curl F = 0 we say the vector field F is irrotational.
Theorem 7.1. If f (x, y, z) has continuous second partial derivatives, then
curl grad f = ∇ × ∇f = 0.
Proof.
¯ ¯
¯i j k¯
¯∂ ∂ ∂ ¯¯
∇ × ∇f = ¯¯ ∂x ∂y ∂z ¯
¯ ∂f ∂f ∂f ¯
∂x ∂y ∂z
µ ¶
∂ 2f ∂ 2f
= − i + ···
∂y∂z ∂z∂y
= 0i + 0j + 0k = 0.
Thus, provided the potential function has continuous second order partial derivatives,
a conservative vector field is irrotational.
This gives us a necessary condition for a vector field F to be conservative; if curl F
is not identically zero, then F cannot be expressed as the gradient of any potential
function. Thus, for example the vector field F(x, y) = −yi + xj, for which curl F = 2,
cannot be written as the gradient of any potential function; i.e., is not a conservative
vector field.
We will later see that the converse of this is also true: if F is a vector field whose
domain is simply connected (that is, ‘has no holes’), whose component functions have
continuous partial derivatives and curl F = 0, then F is a conservative vector field.
Similarly we have:-
Theorem 7.2. If F(x, y, z) = P i + Qj + Rk is a vector field on R3 and P , Q and R
have continuous second partial derivatives, then
div curl F = ∇ · ∇ × F = 0.
Proof.
µ ¶ µ ¶
∂ ∂R ∂Q ∂ ∂P ∂R
∇·∇×F= − + −
∂x ∂y ∂z ∂y ∂z ∂x
µ ¶
∂ ∂Q ∂P
+ −
∂z ∂x ∂y
∂ 2R ∂2Q ∂ 2P
= − +
∂x∂y ∂x∂z ∂y∂z
∂ 2R ∂ 2Q ∂2P
− + −
∂y∂x ∂z∂x ∂z∂y
= 0,
as the order of taking second partial derivatives commutes.
Thus, if a vector field F is not incompressible; i.e., div F 6= 0, then F cannot be

written as the curl of another vector field; i.e., F 6= ∇ × G for any field G.
For example: For F = r = xi + yj + zk, we have
∇ · F = 3,
so F is not purely rotational; that is F 6= curl G for any G.
A differential operator that arises frequently in engineering and the physical sciences
is Laplace’s operator:
∇2 := ∇ · ∇;
that is, for a scalar valued function f (x, y, z),
∇2 f = ∇ · (∇f ) = div grad f

µ ¶ µ ¶
∂ ∂ ∂ ∂f ∂f ∂f
= i +j +k · i+ j+ k
∂x ∂y ∂z ∂x ∂y ∂z
∂ 2f ∂ 2f ∂2f
= + + .
∂x2 ∂y 2 ∂z 2
So,
2 ∂2 ∂2 ∂2
∇ = + + .
∂x2 ∂y 2 ∂z 2
For a vector field F = P i + Qj + Rk we take

∇2 F := ∇2 P j + ∇2 Qj + ∇2 Rk.
NOTE: We have effectively shown that the potential function g = GM/r for the
gravitational field of a massive particle at the origin satisfies Laplaces equation:
∇2 g = 0.
This is true for the potential function for the gravitational field of any distribution of
masses, and is an important partial differential equation which arises in many contexts.
There are a large number of identities relating the operators grad, div, curl and ∇2
to one another; for example,
∇ × ∇ × F = ∇(∇ · F) − ∇2 F.
That is,
curl curl F = grad div F − ∇2 F.
For a more complete list, see Stewart (Fourth Edition), section 17.5, Exercises 23 to
29, on page 1116. Some applications of these are to be found in the subsequent exercises;
30, 31 and 32.
7.1. Line integrals of vector fields. Suppose F = P i + Qj + Rk is a continuous

vector field and r(t) = x(t)i + y(t)j + z(t)k, for a ≤ t ≤ b, is a parameterized curve C in
R3 , or R2 (in which case we would have the x-y plane as the domain of F with P and
Q depending only on x, and y, R = 0 and z(t) = 0).
If T(t) is the unit tangent vector to the curve C at the point r(t) pointing in the
direction of increasing t, then we know that
r0 (t)
T(t) = 0 .
kr (t)k
and at points of C we can form the scalar valued function F(r(t)) · T(t) representing
the tangential component of F to the curve at r(t), see figure 39.
F(r(t))
T(t)
0
y
Figure 39. The vectors F(r(t)) and T(t).
We then have,
Z Z b
r0 (t)
F · T ds = F(r(t)) · 0 kr0 (t)kdt
C a kr (t)k
Z b
= F(r(t)) · r0 (t)dt
a
Z b
= (P i + Qj + Rk) · (x0 (t)i + y 0 (t)j + z 0 (t)k) dt
a
Z b
= (P ((x(t), y(t), z(t))x0 (t)
a
+ Q((x(t), y(t), z(t))y 0 (t)
+ R((x(t), y(t), z(t))z 0 (t)) dt.
These right hand side integrals are often abreviated as
Z Z
F · dr, or P dx + Qdy + Rdz,
C C
0
using the convention dx = x (t)dt etc.
R
When F is a gravitational (electric, . . . ) force field, C F · dr represents the work done
by the field on a unit mass (charge, . . . ) as it is moved from r(a) to r(b) along C (equals
the energy gained by the particle).
Fundamental theorem for line integrals

By analogy with the Fundamental Theorem of Calculus (and a direct consequence of
it) we have:-
Theorem 7.3. Let C be a smooth curve given parametrically by r = r(t), for a ≤ t ≤ b,

and let f be a function of two or three variables for which grad f exists and is continuous
on C, then
Z
∇f · dr = f (r(b)) − f (r(a)).
C
Proof. . . . , see Stewart (fourth edition), section 17.3, Theorem 2.
Corollary 7.4. If C is a smooth curve given parametrically by r = r(t), for a ≤ t ≤ b,

and F is a conservative vector field that is continuous at the points of C, then
Z
F · dr = f (r(b)) − f (r(a)),
C
where f is a potential function for F.
Corollary 7.5. If F is a continuous conservative vector field and C1 and C2 are two
smooth curves lying entirely in the domain of F and with the same initial and terminal
points, then
Z Z
F · dr = F · dr
C1 C2
That is, line integrals of a continuous conservative vector field are ‘path independent’.
Theorem 7.6. The line integrals of a continuous vector field F are path independent if
and only if
Z
F · dr = 0
C
for every closed smooth curve C lying in the domain of F.
Proof. . . . , see Stewart (fourth edition), section 17.3, Theorem 3.
Thus, for a conservative continuous vector field F,

Z
F · dr = 0
C
for every closed smooth curve C lying in the domain of F.

Under additional assumptions on the domain of F, the converse of this is also true:
Theorem 7.7. If F is a continuous vector field on an open and path-wise connected

domain, D, for which
Z
F · dr = 0.
C
whenever C is a closed smooth curve lying in the domain of F, then F is a conservative

vector field.
NOTE: The proof in Stewart (fourth edition) section 17.3, Theorem 4, pp 1095-96
is incorrect. The correct proof is given here.
Proof. (For simplicity, we will restrict ourselves to the case of vector fields on R2 )
Choosing
R any (a, b) ∈ D, for any point (x, y) ∈ D ∃ a path C, from (a, b) to (x, y) and
C
F · dr is independent of which path is chosen. That is, it depends only on (x, y), so
we define the function
Z (x,y)
f (x, y) = F · dr
(a,b)
If ∆x is small enough then (x + ∆x, y) ∈ D (as D is open). Let C1 be a horizontal

line segment from (x, y) to (x + ∆x, y). See figure 40.
(x,y) C1
(x + ∆x, y)
C
D
(a,b)
Figure 40. The curve C and the horizontal line segment C1 .

Z Z
f (x + ∆x, y) − f (x, y) = F · dr − F · dr
C∪C1 C
Z
= F · dr
C1
Z (x+∆x)
= [P (x, y)dx + Q(x, y)dy]
x
Z (x+∆x)
= P (x, y)dx (since dy = 0 on C1 )
x
= P (x + ξ, y)∆x for some ξ ∈ [0, ∆x],
by the intermediate value theorem.
So, taking the limit as ∆ → 0 we have

∂f
= P (x, y).
∂x
A Similar argument yields
∂f
= Q(x, y).
∂y
So
∂f ∂f
F= i+ j
∂x ∂y
= ∇f
and so F is conservative.
¤
.
If F = P i+Qj is a conservative vector field for which P and Q have continuous partial
derivatives, then for f any potential function for F we have
∂f ∂f
P = andQ =
∂x ∂y
and so
∂P ∂ 2f ∂ 2f ∂Q
= = =
∂y ∂y∂x ∂x∂y ∂x
That is, for a conservative vector field
F = P i + Qj,
for which P and Q have continuous partial derivatives, we have
∂P ∂Q
= .
∂y ∂x
For a vector field F, whose domain is open and simply connected (path-wise connected
with no holes), the converse is also true. This is a consequence of the following important
theorem.
Green’s theorem:
Theorem 7.8. Let C be an anticlockwise oriented simple closed curve in R2 , let D be
the region bounded by C, and let F = P i + Qj be a vector field for which P and Q have
continuous partial derivatives throughout an open region containing D, then
Z ZZ
F · dr = (∇ × F) · k dA.
C D
Or, equivalently
Z ZZ µ ¶
∂Q ∂P
P dx + Qdy = − dxdy.
C D ∂x ∂y
Proof. . . . , see Stewart (fourth edition), section 17.4.
8. Surface Integrals of Vector Fields

Let S be a bounded surface in R3 given parametrically by
r(u, v) = (x(u, v), y(u, v), z(u, v)),
for (u, v) ranging over some bounded domain D in the u-v plane, and for which the
component functions x(u, v), y(u, v) and z(u, v) have continuous partial derivatives.
Let F(x, y, z) be a continuous vector field whose domain contains the surface S.
The surface integral over S of the normal component of F to the surface is
ZZ ZZ
F · dS := F · n dS,
S S
where
ru × rv
n := ,
kru × rv k
is the unit normal to the surface at the point specified parametrically by (u, v).
Here it is assumed that ru × rv is never zero on S. Thus S is orientable; the normal
always points to one side of S.
Note: We could also choose as our normal direction rv × ru in which case the value
of the surface integral would be the negative of the one given here.
When F is the velocity field for a steady fluid flow this integral represents the net
flow (or flux) across the surface S in the direction of the normal.
From our work on surface integrals we have:
ZZ ZZ
F · dS := F(r(u, v)) · n dS
S D
ZZ
ru × rv
= F(r(u, v)) · kru × rv k dudv
kru × rv k
Z ZD
= F(r(u, v)) · (ru × rv ) dudv.
D
When S is given by z = f (x, y) for (x, y) ∈ R and F = P i + Qj + Rk,

ZZ
F · dS
S
reduces to,
ZZ
∂f ∂f
R−P −Q dxdy.
R ∂x ∂y
8.1. Stokes’ Theorem. Stokes’ theorem is a more general form of Green’s theorem.
Theorem 8.1. Z ZZ
F · dr = ∇ × F · dS,
C S
Here C is the boundary of S oriented according to the right hand rule: if the thumb
of the right hand points in the direction of the normal n to the surface, then the fingers
of the right hand point in the direction of positive orientation for C (See figure 41).
z
n
C
0
y
Figure 41. The boundary of a surface oriented according to the right

hand rule.
Here it is assumed that the component functions of F have continuous partial deriva-
tives on an open domain containg S and that S is an oriented piecewise-smooth surface
whose boudary, C, is a simple closed piecewise-smooth curve.
P roof. . . . , see Stewart (fourth edition), section 17.8.
Corollary 8.2. If S is a closed oriented surface, then

ZZ
∇ × F · dS = 0.
S
Proof. Punch a small

R hole in the surface and note that if C denotes the closed boundary
of the hole. Then C F · dr → 0 as the hole gets smaller. ¤
The Divergence (Gauss’) Theorem

Under appropriate assumptions, if D is the region bounded by an anticlockwise ori-
ented simple closed curve C in R2 , then for a vector field F = P i + Qj defined on an
open region containing D, Green’s theorem provides an expression for the line integral
of the tangential component of F about C, namely;
Z ZZ
F · dr = (∇ × F) · k dA,
C D
or equivalently,
Z ¶ ZZ µ
∂Q ∂P
P dx + Qdy = − dxdy.
C D ∂x ∂y
This may be applied to also obtain an expression (sometimes known as Green’s second
theorem) for Z Z
F · ds := F · n ds,
C C
the line integral of the normal component of F about C.
NOTE: here, ds is shorhand for the ‘infinitesimal vector’ n ds.
When F is the velocity field for a steady planar fluid flow, the integral
Z
F · ds
C
represents the net flow (or flux) across the curve C.

If C is given parametrically by,
r(t) = x(t)i + y(t)j, for a ≤ t ≤ b,
with r(b) = r(a), then
r0 (t) = x0 (t)i + y 0 (t)j
is tangential to C at the point specified by t, and so the unit normal to C at this point
is
y 0 (t)i − x0 (t)j
n(t) = .
kr0 (t)k
Thus,
Z Z b
F · n ds = (P (x(t), y(t))i + Q(x(t), y(t))j)·
C a
y 0 (t)i − x0 (t)j 0
kr (t)k dt
kr0 (t)k
Z b
= P (x(t), y(t))y 0 (t) − Q(x(t), y(t))x0 (t) dt
Za Z
= P dy − Qdx = (−Q)dx + P dy
C C
ZZ
∂P ∂Q
= + dxdy, by Green’s theorem
D ∂x ∂y
applied to the field − Qi + P j,
ZZ
= ∇ · F dA.
D
That is; Z ZZ
F · ds = div F dA.
C D
When F is the velocity field for a planar steady fluid flow in R2 , this equates the net
flow (or flux) across the curve C with the integral of the divergence of F over the planar
region D bounded by C and expresses our interpretation of div F at a point as the rate
per unit area at which fluid is ‘created’ at (flows out, or diverges from) that point.
We might ask; is a similar result true for a simple closed surface S bounding a solid
region R in R3 ? The answer is yes, and this is the divergence (or Gauss’s) theorem:
Theorem 8.3. Let R be a solid region in R3 bounded by a smooth simple closed outward
oriented surface S and let F be vector field whose component functions have continuous
partial derivatives on an open region containing R, then
ZZ ZZZ
F · dS = div F dV.
S R
Proof. . . . , see Stewart (fourth edition), section 17.9.
NOTE: When F represents the velocity field of a steady fluid flow in R3 , the left hand
integral represents the net flow (flux) of fluid out of the region R across its boundary S.
Gauss’s theorem may be seen as equating this with the average value of the divergence
of F in R multiplied by the volume of R; that is, the net amount of fluid being ‘created’
(diverging from points) within R.
From the divergence theorem and the identity div curl F = 0 we can reestablish
corollary 8.2:
For S a simple closed oriented surface and F a vector field whose component functions
have continuous partial derivatives on an open region containing the solid region R
bounded by S ZZ ZZZ
∇ × F · dS = div curl F dV = 0.
S R

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MULTIVARIABLE CALCULUS

c 2003 Newcastle University, Australia.

NOTE: We use := to mean ‘defined by’ , or ‘equals by definition’.

1.1. Functions of 2 Variables. The graph of a function f : R2 −→ R,

Figure 1. The surface f (x, y) = x2 + y 2

Figure 2. A contour map of f (x, y) = x2 + y 2

∇ operating on a function f : R2 −→ R produces the vector valued gradient, or

For example, when f (x, y) = x2 + y 2 we have,

NOTE: ∇ is often pronounced ‘del’. In writing grad f := ∇f = ∂f ∂x

Recall that the directional derivative of f : R2 −→ R at the point (x0 , y0 ) in the

The number Du f (x0 , y0 ) represents the instantaneous rate of change of f as we move

so ∇f points in the direction of increasing f (indeed, in the direction in which f is

If r = (x, y) is the position vector of a point on the tangent at p = (x0 , y0 ) to the

r = p + t∇f (p), −∞ < t < ∞.

that is, the line

1.2. Functions of 3 Variables. We now extend the previous ideas to functions of

Figure 5. Some level surfaces of f (x, y, z) = x2 + y 2 − z

For a function f : R3 −→ R of three variables, we define

Example 1.3. For f (x, y, z) = x2 + y 2 − z

Figure 6. The tangent plane to the level surface x2 + y 2 − z = 1 at the

(1, 5π4 ) (1, −3π4 ) (1, 13π

Figure 7. Multiple representations of a point in polar coordinates.

NOTE: tan θ = y/x is not sufficient to determine θ.

has the much simpler polar equation

We now introduce alternative coordinate systems similar to polars for R3 .

To convert from Cartesian to cylindrical coordinates we use

Example 2.2. The equation,

(x2 + y 2 )/a2 + z 2 = 1, (0 < a < 1),

is specified in cylindrical coordinates by

Figure 8. Spherical Coordinates

For admissible values of the constant c, in spherical coordinates the equation

3. Parametric Curves and Surfaces

If r : R −→ R3 : t 7→ r(t) = (x(t), y(t), z(t)) is a vector valued function parametrically

Figure 10. The vector r0 (t0 ).

Example 3.1. For the elliptical hellix given by,

3.2. Parametric Surfaces. A general surface in R3 may be described by a vector

As with curves the two partial derivatives,

Example 3.2. For the surface

Figure 12. The tangent plane to the surface r(u, v) = (u2 , v 2 , u + v) at

where for each m, the interval I = [a, b] is divided into m subintervals I1 , I2 , · · · , Im

Figure 13. Approximating the area under a curve.

Figure 14. A vertical column with horizontal cross-section R lying be-

NOTE: a0 = a and am = b (c0 = c and cn = d).

Let xi and yj denote the midpoints of Ii and Jj respectively, so xi = a + (i − 1/2)(b −

Adding up the volumes of all such prisms;

4.2. Iterated Integrals. In the approximation,

and then total these column sums:

This leads us to:

Warning: Some authors choose to write this as,

Figure 16. A cross-sectional lamina parallel to the x-z plane.

The lamina at a given y value has area

Example 4.2. Evaluate,

where R = {(x, y) : 0 ≤ x ≤ π/2, 0 ≤ y ≤ 1}.

where D is a general region in the plane (such as in figure 17).

Figure 17. The region D.

provided this limit exists.

Figure 18. The region D bounded by R.

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

Figure 19. Some type I regions.

When D is a type I region we may, as before, think of

See figure 20.

Figure 20. A lamina at x, parallel to the y-z plane.

in the x-y plane (see figure 21).

Rij (ri ,θj )