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Calculus 3 Notes

The document discusses functions of several variables, including examples such as wave heights and wind chill index, and introduces concepts like level curves and functions of three or more variables. It also covers iterated integrals, Fubini's Theorem, and Lagrange multipliers for optimization problems. Additionally, it addresses limits, continuity, and maximum/minimum values in the context of multivariable calculus.

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0% found this document useful (0 votes)
12 views69 pages

Calculus 3 Notes

The document discusses functions of several variables, including examples such as wave heights and wind chill index, and introduces concepts like level curves and functions of three or more variables. It also covers iterated integrals, Fubini's Theorem, and Lagrange multipliers for optimization problems. Additionally, it addresses limits, continuity, and maximum/minimum values in the context of multivariable calculus.

Uploaded by

DinoDemon
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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1 Functions of Several Variables

1.0.1 Functions of Several Variables Example 1

Wave Heights
h = wave height (m)
h = f (v, t)
v = wind speed (km/h)
t = length of time the wind has been blowing at that speed(h)

draw table for wind speed

1.0.2 Functions of Several Variables Example 2

Wind Chill Index


W = wind chill index (C)
W = f (T, v)
T = actual temperature (C)
v = wind speed (km/h)

Draw table for wind chill index

The Cobb-Douglas Production Formula is a topic worth researching.

1.0.3 Functions of Several Variables Example 3

Solve 1 − x2 − y 2 > 0

1.1 Level Curves


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

• A graph of level curves is called contour map.

1
For example, the contour map of a mountain range would have level
curves denser when it is steeper, when f (x, y) describes the elevation for the
coordinates x, y.

1.1.1 Level Curves Example 1

Sketch the level curves of:


a) f (x, y) = 6 + 2x − 3y

Answer here

b) g(x, y) = x3 − y

Answer here

1.2 Functions of 3 or more Variables

z = f (x1 , x2 , x3 , ..., xn ) = f (⃗x), where ⃗x ∈ DcRn

1.2.1 Functions of 3 or more Variables Example 1


Find the domain of f (x, y, z) = z − x2 + y
What does it look like?

1.2.2 Functions of 3 or more Variablex Example 2

What are the level surfaces of f (x, y, z) = x2 + 3y 2 + 5z 2 ?

2
1 Iterated Integrals
• Suppose we have a function f (x, y) that is integrable on the rectangle
R = [a, b] × [c, d]

• We may compute a partial integration with respect to x from x = a to


x = b.

• That is, we keep y fixed and f (x, y) is integrated with respect to x,


which leaves us with a function of y:
Z b
A(y) = f (x, y)dx
a

• Then integrating A with respect to y from y = c to y = d yields:


Z d Z dZ b
A(y)dy = [ f (x, y)dx]dy
c c a
Z dZ b
= f (x, y)dxdy
c a

• Similarly, we may choose to integrate with respect to y first


Z bZ d
f (x, y)dydx
a c

1.1 Fubini’s Theorem

If f is continuous on the rectangle R : [a, b] × [c, d], then:


ZZ Z bZ d Z d Z b
f (x, y)dA = f (x, y)dydx = f (x, y)dxdy
R a c c a

1.1.1 A special case

f (x, y) = g(x)h(y), R = [a, b] × [c, d]

1
ZZ
f (x, y)dA
R
Z bZ d
= g(x)h(y)dydx
a c
Z b Z d
= g(x) h(y)dydx
a c
Z b Z d
= g(x)dx h(y)dy
a c

1.2 Iterated Integrals Examples

1.2.1 Example 1

Evaluate:

R2R3
1. 1 0
xy 2 dydx
R3R2
2. 0 1
xy 2 dxdy

1.2.2 Example 2

Evaluate:

RR
1. R
(y − 3x2 )dA, where R = [1, 2] × [0, 2]
RR
2. R
x sin(xy)dA where R = [0, π] × [1, 2]

1.2.3 Example 3

Find the volume of the solid S bounded by 2x2 + y 2 + z = 16, x = 2, y =


2, and the three coordinate planes.

2
1.2.4 Example 4

cos x sin ydA where R = [0, π2 ] × [0, π2 ]


RR
Compute R

1.3 Iterated Integrals Exercises


1. Compute:

(a) ZZ
(2y − 4x3 )dA; R = [0, 3] × [−5, 4]
R

ZZ Z 3 Z 4
3
(2y − 4x )dA = (2y − 4x3 )dydx
R 0 −5
Z 3 3
= [y 2 − 4x3 y] dx
0 −5
Z 3
= (16 − 163 − 25 − 20x3 )dx
0
Z 3
= (−36x3 − 9)dx
0
3
= [−9x4 − 9x] = −756
0

(b) ZZ
(x2 y 2 + sin(πx) + cos(πy))dA; R = [0, 1] × [−2, 1]
R

3
ZZ
(x2 y 2 + sin(πx) + cos(πy))dA
R
Z 1 Z 1
= (x2 y 2 + sin(πx) + cos(πy))dydx
0 −2
Z 1
1 1 1
= [ x2 y 3 + y sin(πx) − sin(πy)] dx
0 3 π −2
Z 1
5
= ( x2 − sin(πx))dx
0 3
5 1 1
= [ x3 − cos(πx)]
9 π 0
5 2
= +
9 π
2. Find the volume of the solid that lies under the plane 2x + 3y + z = 12
and above the rectangle R = [−2, 3] × [0, 1]

4
1 Lagrange Multipliers

Idea: max/min f (⃗x)


Subject to g(⃗x) = k

Think: max/min f (x, y)


Subject to g(x, y) = k

There exists an optimal point where they have the same tangent line at
the same point.

The gradients of f (x, y) and g(x, y), ▽f and ▽g, at this optimal point
are scalar multiples of each other:

▽f = λ▽g

Where λ is known as the Lagrange Multiplier.

1.1 Method

To find the extreme values of f (x, y, z) subject to g(x, y, z) = k assuming


they exist and ▽g ̸= ⃗0 on g(x, y, z) = k:

1. 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

2. Evaluate f at all points found in part a). Identify the extreme values.

1.1.1 Key steps for Bounded Region Critical Points with La-
grange

1. Check boundary of R(region)

2. Find and check critical points in R

1
In some problems, you may be met with max L = f (⃗x) − λ(g(⃗x) − k)
Solving ▽L = ⃗0 leads to solving:

▽f = λ▽g

g(⃗x) = k

What if the problem is maximizing f (⃗x) subject to g(⃗x) = k, h(⃗x) = c?


Maximizing f (⃗x) subject to two functions.

We solve ▽f = λ▽g + µ▽h


g(⃗x) = k
h(⃗x) = c

1.2 Examples

1.2.1 Lagrange Multipliers Example 1

A rectangular box without a lid is to be made from 48m2 of cardboard. Find


the maximum volume of such a box.

1.2.2 Lagrange Multipliers Example 2

f (x, y) = x2 + 2y 2 ; g(x, y) = x2 + y 2
Find the extreme values of f subject to g(x, y) ≤ 1

1.2.3 Lagrange Multipliers Example 3

Sphere S: x2 + y 2 + z 2 = 4; P (3, 1, −1)


Find the points S closest to and farthest from P .

2
1.2.4 Lagrange Multipliers Example 4

Max f (x, y, z) = x + 2y + 3z
Subject to: x − y + z = 1, x2 + y 2 = 1

1.3 Exercises

1. Find the extreme values of f subject to the given constraint

(a) f (x, y) = x2 + y 2 ; xy = 1
(b) f (x, y, z) = 2x + 6y + 10z; x2 + y 2 + z 2 = 35

2. Find the shortest distance from P (2, 1, −1) to the plane x + y − z = 1

3
1 Limits

Definition:
lim f (x, y) = L
(x,y)→(a,b)

if we can make the values of f (x, y) as close to L as we like by taking the


point (x, y) sufficiently close to the point (a, b), but not equal to (a, b).

Appendix D reading

• There can often be many ways to approach a limit.

• Therefore, easier to show that a limit does not exist.

If f (x, y) → L1 , as (x, y) → (a, b) along curve C1


and f (x, y) → L2 , as (x, y) → (a, b) along curve C2 ,
where L1 ! = L2 , then

lim f (x, y) = DN E
(x,y)→(a,b)

1.0.1 Limits Example 1

Show that the limit does not exist.


a)
x2 − y 2
lim
(x,y)→(0,0) x2 + y 2

b)
xy
lim
(x,y)→(0,0) x2 + y2
c)
xy 2
lim
(x,y)→(0,0) x2 + y 4

1
1.1 Limit Laws

Shared with previously known limit laws.

• lim(f ± y) = lim(f ) ± lim(y)

• lim(f y) = (lim(f ))(lim(y))

• lim( fg ) = lim(f )
lim(g)
, if lim(g) ̸= 0

1.1.1 Squeeze Theorem

Example: Evaluate
5xy 2
lim
(x,y)→(0,0) x2 + y 2

2 Continuity

Definition: f is continuous at (a, b) if

lim f (x, y) = f (a, b)


(x,y)→(a,b)

f is continuous on D if f is continuous at every point (a, b) ∈ D

• All polynomials are continuous on R2

• All rational functions are continuous on their domains.

2.0.1 Continuity Example 1

Compute:
lim (xy 2 + x2 y 3 − 5x + 3y)
(x,y)→(2,1)

2
2.0.2 Continuity Example 2

x2 −y 2
Where is f (x, y) = x2 +y 2
continuous?

2.0.3 Continuity Example 3

Present in notes

2.1 Composition of Continuous Functions

if f : R2 → R and g : R → R are both continuous, then h = g · f is also


continuous

2.1.1 Comp. of Cont. Functions Example 1

Where is h(x, y) = arctan( xy ) continuous?

2.1.2 Exercise: Comp. of Cont. Functions

Find the limit if it exists:


a)
lim xy cos(x − 2y)
(x,y)→(6,3)

Take the limit

(6)(3) cos((6) − 2(3)) (1)


(18) cos(0) = 19 (2)

b)
x2 + sin2 y
lim
(x,y)→(0,0) 2x2 + y 2

3
c)
6x3 y
lim
(x,y)→(0,0) 2x4 + y 4

d)
x2 + sin2 y
lim
(x,y)→(0,0) x2 + 2y 2

e)
xy 4
lim
(x,y)→(0,0) x2 + y 8

f)
x4 + y 4
lim
(x,y)→(0,0) x2 + y 2

4
1 Maximum and Minimum Values

Definition: f (x, y) has a local max. (min.) at (a, b)


if f (x, y) ≤ f (a, b)(f (x, y) ≥ f (a, b)) when (x, y) is near (a, b).

f (a, b) = local max.(min.) value

1.0.1 Fermet’s Theorem #2

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

Idea: ▽f (a, b) = ⃗0 → horizontal tangent plane

Proof: Let g(x) = f (x, b). If f has a local max.(min.) at (a, b), then g has
a local max.(min.) at a. Thus, g ′ (a) = 0 by Fermet’s Theorem for functions
of one variable. Then:
g ′ (a) = fx (a, b) = 0

We can say the same for fy (a, b) = 0, where h(y) = f (a, y). If f has
a local max.(min.) at (a, b), then h has a local max.(min.) at b. Thus,
h′ (b) = 0 by Fermet’s Theorem for functions of one variable. Then:

h′ (b) = fy (a, b) = 0

1.1 Definition of Critical Points

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


and fy (a, b) = 0, or if one of those partial derivatives does not exist.

By extension, if you have a local max/min at (a, b), you hvae a critical
point at (a, b). However, not all critical points yield a local extreme value.

1
1.2 Second Derivatives Test

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


centre (a, b) and fx (a, b) = 0 and fy (a, b) = 0. Now let:

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

1. D > 0 and fxx (a, b) > 0


⇒ f (a, b) is a local minimum
2. D > 0 and fxx (a, b) < 0
⇒ f (a, b) is a local maximum
3. D < 0
⇒ f (a, b) is neither a local max. nor a local min. (Saddle Point)

Proof: Who knows :).

Note

• D = 0 ⇒ no information
• We may use a determinant:
fxx fxy 2
D= = fxx fyy − fxy
fyx fyy

1.2.1 Second Derivatives Test Example 1

f (x, y) = x4 + y 4 − 2xy + 1
Find and classify the local extreme values of f :

1.2.2 Second Derivatives Test Example 2

Find the shortest distance from P (0, −2, 1) to the plane 2x + y + z = 4.

2
1.2.3 Second Derivatives Test Example 3

Find the three positive numbers whose sum is 150 and whose product is a
maximum.

1.3 Extreme Value Theorem

Review: if f is continuous on [a, b],→ f has a max. and min. on [a, b]

Now, if f is continuous on a closed, bounded set D ∈ R2 , then f achieves


an absolute max. and min. value on D.

• A closed set in R2 is one containing all its boundary points.

• A boundary point of a set D is a point (a, b) such that every disk with
center (a, b) contains points in and out of D.

• A bounded set in R2 is one that is contained within some disk.

1.3.1 Bounded Sets Example 1

Some closed and bounded sets

1. D = {(x, y) : x2 + y 2 ≤ 4}

2. A = {(x, y) : |x| + |y| ≤ 1}

1.3.2 Bounded Sets Example 2

Closed vs Not Closed

1. Closed

2. Not closed

3
1.4 Method to Solve Extrema

Find the absolute max/min of a continuous function f on a closed and


bounded set D.

1. Find f at the critical points

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

3. Identify the absolute extreme values

1.5 Absolute Extrema Examples

1.5.1 Example 1

f (x, y) = y 2 − 2xy + 2x, D = {(x, y) : 0 ≤ x ≤ z, 0 ≤ y ≤ 3}


Find extreme values of f on D.

4
1 Motion in Space

⃗r(t) = position vector at time t

⃗ = ⃗r ′ (t) = velocity vector at time t


v(t)

|⃗v (t)| = speed at time t = |⃗r ′ (t)| = ds


dt
= rate of change of distance with
respect to time

⃗a(t) = ⃗v ′ (t) = ⃗r ′′ (t) = acceleration vector at time t

1.1 Motion in Space Example 1

Let ⃗r(t) =< t2 , t > .

Find its velocity, speed, and acceleration when t = 1s.

⃗v (t) = ⃗r ′ (t) =< 2t, 1 >⇒ ⃗v (1) =< 2, 1 >


√ √
Speed at = |⃗v (1) = 22 + 12 = 5m/s

⃗a(t) = ⃗v ′ (t) =< 2, 0 >⇒ ⃗a(1) =< 2, 0 >

Sketch the curve ⃗r(t) along with ⃗v (1) and ⃗a(1) .

1.2 Motion in Space Example 2

Give ⃗r(0) =< 0, 0, 1 >, ⃗v (0) =< −1, 1, 1 >, and ⃗a(t) =< 6t, 1, 4t >
Rt
Aside: ⃗v (t) = ⃗v (t0 ) + t0 ⃗a(u)du

1.3 Newton’s 2nd Law

F⃗ (t) = m⃗a(t)

1
1.3.1 Newton’s 2nd Law Example 1

Uniform circular motion


⃗r(t) = a cos(wt)î + a sin(wt)ĵ

1.3.2 Newton’s 2nd Law Example 2

Projectiles. We fire a projectile with initial velocity v⃗0 at an angle of eleva-


tion α. find its position function ⃗r(t). What α maximizes the range of the
projectile?

1.4 Parametric Equations of the Trajectory

x = (v0 cos α)t


y = (v)9 sin α)t − 12 gt2

1.4.1 Parametric Trajectory Equations Example 1

Our projectile is fired with a muzzle speed of 200 m/s at an angle of elevation
of 60o from a position 15m above the ground. Where does it hit the ground
and with what speed?

2
ANSWER: t = −0.08 or 35.43
x = 3543m at 200.73 m/s

3
1 Partial Derivatives

Take the derivative of a multivariable function with respect to one variable.

f (x + h, y) − f (x, y) ∂f
fx (x, y) = lim =
h→0 h ∂x
f (x, y + h) − f (x, y) ∂f
fy (x, y) = lim =
h→0 h ∂y

In general, u = f (x1 , x2 , . . . , xn )

∂u f (x1 , . . . , xi−1 , xi + h, xi+1 . . . , xn ) − f (x1 , . . . , x2 )


= lim
∂xi h→0 h
Notation
∂u
= u′xi
∂xi
Higher Derivatives z = f (x, y)

∂ ∂f ∂ 2f
(fx )x = fxx = f11 = ( )=
∂x ∂x (∂x)2

∂ ∂f ∂ 2f
(fy )y = fyy = f22 = ( )=
∂y ∂y (∂y)2
∂ ∂f ∂ 2f
(fx )y = fxy = f12 = ( )=
∂x ∂y ∂x∂y
∂ ∂f ∂ 2f
(fy )x = fyx = f21 = ( )=
∂y ∂x ∂y∂x

1.0.1 Clairaut’s Theorem

Suppose t is defined on a disk D that contains (a, b) . If fxy and fyx are both
contoinuous on D, then
fxy (a, b) = fyx (a, b)

1
1.0.2 Partial Derivatives Example 1

Wave Heights
h = f (v, t)
Find in notes

1.0.3 Partial Derivatives Example 2

f (x, y) = x3 + x2 y 3 − 2y 2
Find fx (2, 1) and fy (2, 1)

1.1 Interpretation

z = f (x, y)
f (a, b) = C
→ P (a, b, c)

Curve C1 = where y = b intersects the surface.


Curve C2 = where x = a intersects the surface.

2
T1 = tangent to C1 at P (a, b, c) → fx (a, b) = slope of T1
T2 = tangent to C2 at P (a, b, c) → fy (a, b) = slope of T2

1.1.1 Partial Derivatives Example 3

a) Find fx (1, 1) and fy (1, 1) and interpret.


f (x, y) = 4 − x2 − 2y 2
fx (x, y) = −2x (1)
fx (1, 1) = −2 (2)
fy (x, y) = −4y (3)
fy (1, 1) = −4 (4)

So, the slope at (1, 1, 1)on the curve of intersection of f with y = 1 is -2.
The slope at (1, 1, 1) on the curve of intersection of f with x = 1 is -4.
b) Find these tangent lines (TIP: Find curves of intersection)

1.1.2 Partial Derivatives Example 4

∂f ∂f y
Find ∂x
and ∂y
when f (x, y) = sin 1+x

1.1.3 Partial Derivatives Example 5

Find zx and zy for x4 + y 4 + z 4 + 8xyz = 3

1.2 Use of PDEs


• Wave Equation
• Heat/Diffusion Equation
• Maxwell’s Equations → E.M
• Navier-Stokes → fluid flow
• Poisson’s Equation → theoretical physics

3
1.2.1 Partial Derivatives Example 6

Find thte tangent plane to z = x2 + 2y 2 at point P (1, 1, 3)

4
1 Probability
RbRd
P (a ≤ x ≤ b, c ≤ y ≤ d) = a c
f (x, y)dydx

x and y are trapped between two values (a, b) and (c, d) respectively.

Since probabilities are non-negative and measured to be between 0 and


1, then the joint density function f satisfies:
f (x, y) ≥ 0, for all (x, y) ∈ R2
ZZ
f (x, y)dA = 1
R2
Z ∞Z ∞
f (x, y)dxdy = 1
−∞ ∞

1.1 Independence

Suppose X and Y are random variables with probability density functions


f1 (x) and f2 (x) respectively

We may say that X and Y are independent random variables if their


joint probability density function is the product of their individual density
functions:
f (x, y) = f1 (X)f2 (Y )

1.2 Expected Values

Recall: Expected value is the mean µ


Z ∞
µ= xf (x)dx
−∞

For X and Y being random variables with joint density function f , we


define the X-mean and Y -mean to be:
ZZ
µ1 = xf (x, y)dA
R2

1
and: ZZ
µ2 = yf (x, y)dA
R2

• We may relate probability to a continuously distributed mass.

• We find probability by integrating a density function.

Idea: µ1 and µ2 are the coordinates of the “center of mass” of the probability
distribution.

1.3 Normal Distribution

Single-Variable:
1 −(x−µ)2
f (x) = √ e (2σ)2
σ 2π

1.4 Probability Examples

1.4.1 Example 1

Suppose the joint density function for X and Y is:


 
C(x + 2y), if x ∈ [0, 10] and y ∈ [0, 10]
f (x, y) =
0, otherwise

Find P (X ≤ 7 and Y ≤ 2

2
1.4.2 Example 2

Waiting Times. We manage a movie theater and determine the average time
movie goers wait in line to buy a ticket for this week’s film is 10 minutes and
the average time they wait to buy popcorn is 5 minutes.

Assuming the waiting times are independent, find the probability that a
movie goer waits a total of less than 20 minutes before taking his or her seat.

Recall: we model waiting times with exponential density functions.

1.4.3 Example 3

Bivariate Normal Joint Density

A factory produces (cylindrical) bearings that are sold as having diameter


4.0cm and length 6.0cm. In fact, the diameters X are normally distributed
with mean 4.0cm and standard deviation 0.01cm while the lengths Y are
normally distributed with mean 6.0cm and standard deviation 0.01cm.

Assuming X and Y are independent, write the joint density function.


Find the probability that a bearing randomly chosen from the production
line has either length or diameter that differs from the mean by more than
0.02cm.

3
1 Tangent Planes

If two tangent lines can be acquired from a function of z, a tangent plane can
be found. We have some methods by which we can form a tangent plane:
dy
The equation of a line is given by its slope dx multiplied by (x − x0 ), which
is equal to (y − y0 ):
dy
y − y0 = (x − x0 )
dx
Where x0 and y0 are constants representing a translation in the x and y axes
respectively.

The equation of a plane is given by the standard form Ax + By + Cz = D,


where D is the sum of the products between (A, B, C) and a given point
(x0 , y0 , z0 ).
We want the equation of the plane in terms of (x, y) in order to find a tangent
plane to the equation f (x, y) = z. So, we can set up our equation:

f (x, y) = Ax + By + Cz = D = Ax0 + By0 + Cz0 (1)

By subtracting D which is equal to Ax0 + By0 + Cz0 , we are left with:

A(x − x0 ) + B(y − y0 ) + C(z − z0 ) = 0 (2)

Next we isolate z − z0 :

z − z0 = a(x − x0 ) + b(y − y0 ) (3)

Where a = − CA and b = − B C
, and that is our equation of a plane in terms of
(x, y)
Now, this is beginning to resemble the equation of a line.
When y = y0 , we see z − z0 = a(x − x0 ) which is a line where a is the slope.
Likewise, when x = x0 , we see z − z0 = b(y − y0 ), a very similar behaviour.

Now that we have our equation of a plane in terms of x and y, we can find
the tangent plane to a point P (x0 , y0 , z0 ) of a function f (x, y) by using the
partial derivatives of f (x, y) to solve for slopes:

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

1
1.0.1 Tangent Planes Example 1

Find the tangent plane to z = x2 + 2y 2 at point P (1, 1, 3)

2 Linear Approximation

Linearization of f at (x0 , y0 )
L(x, y) = f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 )

2.0.1 Non-continuous Partial Derivative

Consider the function:


xy
f (x, y) =
x2 + y2
1
is discontinuous at f (0, 0) because on the line y = x, f (x, y) = 2
on all
points.

Let us take a brief detour to explore the increment of a single variable


function y = f (x):
△y = f (a + △x) − f (a)

It is possible to be shown that if f is differentiable at a, then:


△y = f ′ (a)△x + ϵ△x
where ϵ → 0 as △x → 0
Now, instead we can say
△z = f (x + △x, y + △y) − f (x, y)
where z = f (x, y)
This is useful for the definition: If z = f (x, y), then f is differentiable at
(a, b) if △z can be expressed in the form:
△z = fx (a, b)△x + fy (a, b)△y + ϵ1 △x + ϵ2 △y
where ϵ1 → 0 and ϵ2 → 0 as (△x, △y) → (0, 0)

2
2.1 Increment Theorem Proof

Let us derive the formula for the increment which involves ϵ:

△z = fx (a, b)△x + fy (a, b)△y + ϵ1 △x + ϵ2 △y

As ϵ1 → 0 and ϵ2 → 0 as (△x, △y) → 0

Let a = (x0 , y0 + △y) and b = (x0 + △x, y0 + △y)


Let c = (x0 , y0 ) and d = (x0 , y0 + △y)

As we know, the increment of a plane z = f (x, y), △z, is:

△z = f (x0 + △x, y0 + △y) − f (x0 , y0 ) (1)

If we alter the function to deal with the x and y axes independently, that
is, fixing the x coordinate to find changes in the y axes and fixing the y
coordinate to find changes in the x axes, we end up with:

△z = [f (x0 + △x, y + △y) − f (x0 , y0 + △y)]+ (2)


[f (x0 , y0 + △y) − f (x0 , y0 )]

In this step, we use the additive identity (adding by 0) to find two func-
tions which describe △z as functions of △x and △y respectively.

Now, let us define a function:

g(x) = f (x, y0 + △y) a < x < b (3)


g ′ (x) = fx (x, y0 + △y)

It follows then:
g(x0 + △x) − g(x0 )
= g ′ (u)
△x
Where ∃u ∈ [x0 , x0 + △x] such that g(x0 + △x) − g(x0 ) = g ′ (u)△x
Now, we attempt to substitute f for g:

f (x0 + △x, y + △y) − f (x0 , y + △y) = fx (u, y0 + △y)△x (4)

3
Notice that we can already substitute this into equation (1). Before we
do so, we will perform a similar operation on y.

Let us define a function:


h(y) = f (x0 , y) c < y < d (5)
h′ (y) = fy (x0 , y)
As in equation (3) it follows:
h(y0 + △y − h(y0 )
= h′ (v)
△y

Where ∃v ∈ [y0 , y0 + △y] such that h(y0 + △y) − h(y0 ) = h′ (v)△y

Now again, substitute f for h:


f (x0 , y + △y) − f (x0 , y0 ) = fy (x0 , v)△y (6)

Finally, lets substitute equations (4) and (6) in equation (2):


△z = fx (u, y0 + △y)△x + fy (x0 , v)△y (7)

To grab the ϵ, we define them as such:


ϵ1 = fx (u, y0 + △y) − fx (x0 , y0 + △y) (8)
ϵ2 = fy (x0 , v) − fy (x0 , y0 ) (9)

fx and fy are continuous at (x0 , y0 ) to reiterate, and as such:


u → x0 as △x → 0
v → y0 as △y → 0

If we shuffle the terms in equations (8) and (9), and multiply by △x and
△y, we can rewrite equation (7) to include ϵ:
△z = fx (x0 , y0 )△x + ϵ1 △x + fy (x0 , y0 )△y + ϵ2 △y
△z = fx (x0 , y0 )△x + fy (x0 , y0 )△y + ϵ1 △x + ϵ2 △y

4
2.2 Differentials

Recall if y = f (x) , then:


dy = f ′ (x)dx

2.2.1 Differentials Example 1

Find the differential for each:


a) y = x2
b) w =√e−t
c) u = 1 − x2

2.3 Total Differential dz

Suppose z = f (x, y) , we define dx and dy to be independent variables


dz = fx (x, y)dx + fy (x, y)dy
∂f ∂f
= dx + dy
∂x ∂y

dz can also be shown:


dz = fx (a, b)(x − a) + fy (a, b)(y − b)
f (x, y) ≈ L(x, y) = f (a, b) + dz
when (x, y) is near (a, b)

2.4 Functions of Three or More Variables

Linearization:
f (x, y, z) ≈ f (a, b, c) + fx (a, b, c)(x − a) + fy (a, b, c)(y − b) + fz (a, b, c)(z − c)
Differentials: w = f (x, y, z)
dw dw dw
dw = dx + dy + dz
dx dy dz

5
2.4.1 Linearization Example 1

The linearization of f (x, y) = x2 + 2y 2 at P (1, 1, 3) in L(x, y) = 2x + 4y − 3

2.4.2 Linearization Example 2

Let f (x, y) = yexy


a) Show that f is differentiable at (0, 1)
b) Find the linearization of f at (0, 1)
c) Use this approximation to estimate f (−0.1, 1.1)

2.4.3 Linearization Example 3

Let z = f (x, y) = x2 − y 2
a) Find dz = fx (x, y)dx + fy (x, y)dy
b) Compute dz when x changes from 3 to 2.96 and y changes from 2 to 2.05
c) Compare dz and △z for the changes above.

2.4.4 Linearization Example 4

We measure the radius and height of of a right circular cylinder as 10cm and
25cm, respectively. The possible error is at most 0.1cm for both measure-
ments. Using differentials, approximate the maximum error in calculating
the volume of the cylinder.

2.4.5 Linearization Example 5

We measure a rectangular box to be 150cm, 120cm, and 80cm to within 0.2cm


for each measurement. Using differentials, estimate the largest possible error
when the volume of the box is calculated.

6
1 Triple Integrals over Cylindrical, Spherical
Coords.

1.1 Cylindrical Coordinates

(r, θ, z)

x = r cos θ
y = r sin θ
2
r 2 = x2 + y
y
tan θ =
x

1.1.1 Type 1 Region


E = (x, y, z) : (x, y) ∈ D, uz (x, y) ≤ z ≤ u2 (x, y)

D = (r, θ) : α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ)

dV = rdzdrdθ

1.2 Spherical Coordinates

(ρ, θ, ϕ)

r = ρ sin ϕ
 
x = ρ sin ϕ cos θ = r cos θ y
tan θ =
y = ρ sin ϕ sin θ = r sin θ x
z = ρ cos ϕ
ρ = x + y2 + z2
2 2

1
1.2.1 Spherical Wedge

The counterpart of a rectangular box is a spherical wedge:



E = (ρ, θ, phi) : a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ ϕ ≤ d

where a ≥ 0, β − α ≤ 2π, and d − c ≤ π

IDEA: Divide E into smaller spherical wedges Eijk using equally spaced
spheres ρ = ρi , half-planes θ = θj , and half-cones ϕ = ϕk

1.3 Relevant Material Examples

1.3.1 Example 1

The solid E lies within the cylinder x2 + y 2 = 1 below the plane z = 4, and
above the paraboloid z = 1−x2 −y 2 . The density at any point is proportional
to its distance from the axis of the cylinder. Find the mass of E

1.3.2 Example 2

Evaluate: √
Z 2 Z 4−x2 Z 2

√ √ (x2 + y 2 )dzdydx
−2 − 4−x2 x2 +y 2

2
1 Vector Functions and Space Curves

1.1 Introduction

⃗r(t) =< f (t), g(t), h(t) >= f (t)î + g(t)ĵ + h(t)k̂


Domain of ⃗r(t) = dom(⃗r) =
Draw figure demonstrating where all three domains of f,g,and h intersect.
The domain of ⃗r(t) is the domain when all three functions are valid.

1.2 Vector Functions Example 1


t−2
Find the domain of: ⃗r(t) = t+2
î + sin tĵ + ln(9 − t2 )k̂

1.3 Limits

limt→a ⃗r(t) =< limt→a f (t), limt→a g(t), limt→a h(t) >

1.4 Vector Functions Example 2


ln(t)
Find the limit: limt→∞ (arctan(t)î + e−2t ĵ + t
k̂)

1.5 Continuity

A vector function ⃗r is continuous at a if limt→a ⃗r(t) = ⃗r(a)

1.6 Space Curve

C = {(x, y, z) ∈ R3 : x = f (t), y = g(t), z = h(t), t ∈ I}.


I is an interval.
Where ⃗r =< f (t), g(t), h(t) >.

1
1.7 Space Curve Example 1

Sketch the curve and indicate direction.


a) ⃗r(t) =< t3 , t2 >
b) ⃗r(t) =< sin (πt), t, cos (πt) >
x = sin (πt)
y=t
z = cos (πt)

1.8 Geogebra tips

Command: Curve(f (t), g(t), h(t), t, a, b)


⃗r(t) =< f (t), g(t), h(t) >, a ≤ t

1.9 Space Curve Example 2

Find a vector function for the line segment from: P (2, 4, −1) to Q(3, 0, 4)
recall: ⃗r(t) = (1 − t)⃗ ⃗ r⃗0 )
r0 + t⃗r1 = r⃗0 + t(r1 −

1.10 Space Curve Example 3

Find a vector function for the intersection of the two surfaces x2 + y 2 = 1


and z = x2 .

2
1.11 Exercise left for students: Vector Functions and
Space Curves

Find the intersection of x2 + y 2 = z and x = y + 2z = 6.


Where does the helix ⃗r(t) =< sin(t), cos(t), t > intersect the sphere x2 +y 2 +
z2 = 5

3
1 Applications of Double Integrals

1.1 Density and Mass

Picture: Lamina of unknown material with functions:


ρ(x, y) = density at (x, y) units of mass per unit area.

△m
ρ(x, y) = lim
△A→0 △A

• We want to find the total mass m of the lamina (a thin layer, plate, or
scale of sedimentary rock, organic tissue, or other material

• Define ρ(x, y) = 0 outside of D

• Choose a samplepoint (x∗ij , yij∗ ) in Rij

• Use △A = area of Rij ⇒ mass of the lamina ≈ π(x∗ij , yij∗ )△A in Rij

An approximate total mass is:


k X
X l
m≈ ρ(x∗ij , yij∗ )△A
i=1 j=1

If we take the limit as k, l → ∞, we get the definition of the integral:


ZZ
m= ρ(x, y)dA
D

1.2 Total Electric Charge

σ(x, y) = charge density at (x, y) units of charge (measured in coulumbs) per


unit of area
RR
Total charge = Q = D σ(x, y)dA

1
1.2.1 Total Electric Charge Example

σ(x, y) = xyC/m2
Region D: region bounded by y = 1 − x, y = 1, andx = 1

1.3 Moments and Centers of Mass


• Region D
• ρ(x, y) = density at (x, y)
• We define the moment of a particle about an axis as the product of its
mass and its directed distance from the axis.
• The mass of Rij is approximately ρ(x∗ij , yij∗ )△A
• the moment of Rij with respect to the x-axis is approximately:
[ρ(x∗ij , yij∗ )△A]yij∗

1.4 Moment of Inertia

The moment of inertia of a particle of mass m about an axis is defined to be


mr2 , where r is the distance from the particle to the to the axis.

We will extend this to a lamina with density function ρ(x, y) and occu-
pying a region D.

Moment of Inertia about the x-axis:


m X
X n
Ix = lim (yij∗ )ρ(x∗ij , yij∗ )△A
m,n→∞
i=1 n=j=1
ZZ
Ix = y 2 ρ(x, y)dA
D

Moment of Inertia about the y-axis:


ZZ
Iy = x2 ρ(x, y)dA
D

2
Moment of Inertia about the Origin:
ZZ
I0 = (x2 + y 2 )ρ(x, y)dA
D

Note: I0 = Ix + Iy

1.5 Applications of Double Integrals Examples

1.5.1 Example 1

The density at any point on a semicircular lamina is proportional to the


distance from the center of the circle. Find the center of mass of the lamina
ρ(x, y).

1.5.2 Example 2

Find the moments of Inertia Ix , Iy , and I0 of a homogeneous disk D with


density ρ(x, y) = ρ, centre at the origin, and radius a.

3
1 Arc Length
Rb
Before: displacement = a
v(t)dt
Rb
distance = a |v(t)|dt

Now: ⃗r(t) = position at time t


⃗v (t) = ⃗r ′ (t) = velocity at time t
|⃗v (t)| = speed at time t
⃗a(t) = ⃗v ′ (t) = ⃗r ′′ (t)

Draw model Rb
Arc Length = L = a |⃗r ′ (t)|dt

1.1 Arc Length Example 2

Find the length of the arc of the space curve from the point P (0, 0, 1) to
Q(0, 2π, 1) where ⃗r(t) = sin(t)î + tĵ + cos(t)k̂

1.2 Multiple Parametrizations

r⃗1 (t) =< t2 , t3 , t > where 1 ≤ t ≤ 2


r⃗2 (t) =< e2u , e3u , eu > where 0 ≤ u ≤ ln 2
R2 ′
R ln 2 ′
1
|⃗
r1 (t)|dt = 0
|r2 (t)|dt

Idea: Arc Length is indepedent of the parametrization.

1.3 Arc Length Function

Suppose we have curve C : ⃗r(t) where a ≤ t ≤ b , then its arc length function
is: Rt
s(t) = a |⃗r ′ (u)|du = arc length traveled at time t
Rt ′
Use the FTC 1, we see that ds dt
= d
dt a
|⃗r (u)|du

1
1.4 Arc Length Example 2

Consider ⃗r(t) = sin(t)î + tĵ + cos(t)k̂


Reparametrize ⃗r(t) with respect to arc length measured from (0, 0, 1) in the
direction of increasing t.

2
1 Chain Rule

Recall:
If: y = f (x) and x = g(t), then

dy dy dx
= ∗
dt dx dt

1.1 Functions of 1 variable

Consider z = f (x, y) and x = g(t) and y = h(t):


z

x y

t t

Which depicts z = f (x, y), x = g(t), y = h(t):

dz ∂f dx ∂f dy
= +
dt ∂x dt ∂y dt

Recall, in order for a function z to be differentiable at point (a, b), △z must


be able to be put in the form:
∂f ∂f
△z = △x + △y + ϵ1 △x + ϵ2 △y
∂x ∂y

Where ϵ1 → 0 and ϵ2 → 0 as (△x, △y) → (0, 0) If functions ϵ1 and ϵ2 are


not defined at (0, 0), we can define them to be 0 there.

1
Now, we divide both sides of the equation by △t:
△z ∂f △x ∂f △y △x △y
= + + ϵ1 + ϵ2
△t ∂x △t ∂y △t △t △t

We show △x = g(t + △t) − g(t) → 0 as △t → 0 because it is assumed g


is differentiable and therefore continuous.

In the same way, △y → 0. With these two cases, we have established


that ϵ1 → 0 and ϵ2 → 0. This appears very hand wavy and it is, however I
have decided the best way to progress at this point is to accept and memorize
these facts and conditions.

Proceeding from there, because ϵ1 → 0 and ϵ2 → 0, we can now say:


dz △z
= lim (1)
dt △t→0 △t

∂f △x ∂f △y △x △y
= lim + lim + ( lim ϵ1 ) lim + ( lim ϵ2 ) lim
∂x △t→0 △t ∂y △t→0 △t △t→0 △t→0 △t △t→0 △t→0 △t
(2)

∂f dx ∂f dy dx dy
= + +0· +0· (3)
∂x dt ∂y dt dt dt
∂f dx ∂f dy
= + (4)
∂x dt ∂y dt
∂z ∂f
Let us rewrite this for using ∂x
instead of ∂x
:

dz ∂z dx ∂z dy
= +
dt ∂x dt ∂y dt

1.2 Functions of Multiple Variables

Now let us look at the case where x and y are functions of two variables:
x = g(s, t), y = h(s, t)

2
We simply have two differentials rather than a single one:

∂z ∂f dx ∂f dy A function of t
= +
∂s ∂x ds ∂y ds

∂z ∂f dx ∂f dy A function of s
= +
∂t ∂x dt ∂y dt

1.2.1 General Rule

In general, it can be shown that for u = f (x1 , x2 , ..., xn ),


and xi = gi (t1 , t2 , ..., tm ):
n
∂u X ∂u dxj ∂u dx ∂u dx2 ∂u dxn
= · = + + ... +
∂ti j=1
∂xj dti ∂x1 dti ∂x2 dti ∂xn dti
.
for i = 1, 2, ..., m

1.3 Examples

1.3.1 Chain Rule Example 1

dz
If z = x2 y 3 , x = cos(2t), and y = 1 + sin t, then find dt
when t = 0.

1.3.2 Chain Rule Example 2

Ideal Gas Law P V = 8.31T


P = Pressure (kPa)
V = volume (L)
T = temperature (K)
The equation relates these 3 quantities for a mole of an ideal gas. How fast
is the volume changing when the temperature is 300K and increasing by
0.1K/s, and the pressure is 25kPa and decreasing by 0.042 kPa/s?

3
1.3.3 Chain Rule Example 3

z = ex cosy, x = st3 , y = s3 t
Find dz
ds
and dz
dt
.

1.3.4 Chain Rule Example 4

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


Find dw
du

1.3.5 Chain Rule Example 5

Suppose u = y 4 z + x3 z 2 where x = ster , y = st2 e−r , and z = s2 t sin(r).


Find du
dt
when r = 0, s = 2, and t = 1.

1.3.6 Chain Rule Example 6

If g(s, t) = f (s3 − t3 , t3 − s3 ), and f is differentiable, show that g satisfies the


equation:
dg dg
t2 + s2 =0
ds dt

4
1 Cylindrical Coordinates

Cylindrical to rectangular:
x = r cos θ
y = r sin θ
z=z

1.1 Cylindrical Coordinates Example 2

Find the cylindrical coordinates for:


Q(x, y, z) = Q(2, −2, 3)

r 2 = x2 + y 2 = 4 + 4 = 8 (1)

r =+−2 2 (2)
y −2 π
tan θ = = = −2 ⇒ θ = − + πn (3)
x 2 4

1
1.2 Cylindrical Coordinates Example 3

Sketch
a) θ = π4

b) r = 2

c) z = r

1.3 Cylindrical Coordinates Example 4

Consider x2 + y 2 − z 2 = 1
a) Classify this quadric surface

2
Hyperboloid of one sheet
b) Find a cylindrical equation for this surface
x2 + y 2 = r 2
r2 − z 2 = 1
r2 = z 2 + 1

2 Spherical Coordinates

(, θ, ϕ)

2.1 Spherical Coordinates Example 1

Convert P (2, π3 , π4 ) From spherical to rectangular coordinate

2.2 Spherical Coordinates Example 2



Convert Q(2 3, 0, −2) from rectangular to spherical coordinates.

2.3 Spherical Coordinates Example 3

Find a spherical coordinates equation for the given rectangular equation.


x2 + y 2 − z 2 = 1, hyperboloid of one sheet
hi

3
2.4 Spherical Coordinates Example 4

Find a rectangular coordinates equation for the given spherical equation. If


possible, identify the object.
a)roe = 1
b)roe = 2 cos θ sin ϕ
c)(roe)sin ϕ = 2

4
1 Derivative of a Parametric Function in a
3-Dimensional Space

1.1 Theorem 1

1.2 Theorem 2

⃗r′ (t) =< f ′ (t), g ′ (t), h′ (t) >


Proof:

⃗r′ (t) = (1)

1.3 Derivative of a Parametric Function Example 1

Consider ⃗r(t) = te−t î + sin(2t)ĵ + (1 + t3 )k̂


Find the unit tangent vector when t = 0 .

⃗r ′ (t) = (e−t − te−t )î + 2 cos(2t)ĵ + 3t2 k̂ (1)

1.4 Derivative of a Parametric Function Example 2



Let ⃗r(t) = (2 − t)î + tĵ
Sketch the curve, ⃗r(1) and ⃗r ′ (1).

x=2−t→t=2−x (1)
√ p
→ y = 2 − x = −(x − 2) (2)
⃗r(1) =< 1, 1 > (3)

1
1.5 Derivative of a Parametric Function Example 3

Find parametric equations for the tangent line to the curve:


x = sin(t), y = t, z = 2 cos(t) at the point (1, π2 , 0).
Notice that y = t → t = π2 .
⃗r(t) =< sin(t), t, 2 cos(t) > (1)

⃗r (t) =< cos(t), 1, −2 sin(t) > (2)

1.6 Differentiation Rules


1. d
dt
[⃗u(t) + ⃗v (t) = ⃗u ′ (t) + ⃗v ′ (t)
2. d
dt
[c⃗u(t)] = c⃗u ′ (t)
3. d
dt
[f (t)⃗u(t)] = f ′ (t)⃗u(t) + f (t)⃗u ′ (t)
4. d
dt
[⃗u(r) · ⃗v (t)] = ⃗u ′ (t) · ⃗v (t) + ⃗u(t) · ⃗v ′ (t)

1.7 Proof of (4)

⃗u(t) =< f1 (t), f2 (t), f3 (t) > (1)

1.8 Derivative of a Parametric Function Example 3

Suppose |⃗r ′ (t)| = c , a constant. Show ⃗r ′ (t) in orthogonal to ⃗r(t) for all t.

|⃗r(t)|2 = c2 (1)
⃗r(t) · ⃗r(t) = c2 (2)
d
: ⃗r ′ (t) · ⃗r(t) + ⃗r(t) · ⃗r ′ (t) = 0 (3)
dt
2⃗r ′ (t) · ⃗r(t) = 0 (4)
⃗r ′ (t) · ⃗r(t) = 0 (5)
∴ ⃗r ′ (t) is orthogonal to ⃗r(t)

2
2 Integral of a Parametric Function in a 3-
Dimensional Space

⃗r(t) = f (t)î + g(t)ĵ + h(t)k̂


Z b Xn
⃗r(t)dt = lim ⃗r(t∗i )△t
a n→∞
i=1
n
X
= lim [f (tîi )î + g(t∗i )ĵ) + h(tli )k̂]
n→∞
i=1

For indefinite integrals, C, rather than an arbitrary constant, becomes an


arbitrary vector C⃗

3
1 Double Integrals over General Regions

We want to evaluate: ZZ
f (x, y)dA
D

• Assume D is bounded

• Let  
f (x, y), if (x, y) ∈ D
F (x, y) =
0, if (x, y) ∈
/D

Idea ZZ ZZ
f (x, y)dA = F (x, y)dA
D R
Works if F is integrable
→ if f is continuous on D and the following curve of D is ”nice”, then this
works.

1.0.1 Type I Region

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


Assuming both g1 (x) and g2 (x) are continuous.

ZZ
f (x, y)dA
ZZ 0

= F (x, y)dA
R
Z bZ d Z bZ g2 (x)
= F (x, y)dydx = F (x, y)dydx
a c a g1 (x)
Z b Z g2 (x)
= f (x, y)dydx
a g1 (x)

1
1 Double Integrals in Polar Coordinates

Polar Rectangle: R = {(r, θ) : a ≤ r ≤ b and α ≤ θ ≤ β}


RR
To compute R f (x, y)dA where R is a polar rectangle, we will need to
divide R into polar subrectangles.
b−a
Divide [a, b] into m subintervals [ri−1 , ri ] of equal width △r = m

β−α
Divide [α, β] into n subintervals [θj−1 , θi ] of equal width △θ = n

The area of a sub-rectangle:

Rij = {(r, θ) : ri−1 ≤ r ≤ ri and θj−1 ≤ θ ≤ θj }

Recall: area A of a sector of a circle with radius r and sector angle θ is:
1
A = r2 θ
2

The area of Rij is:

1 1 2
= ri2 △θ − ri−1 △θ
2 2
1
= (ri2 − ri−1
2
)△θ
2
1
= (ri − ri−1 )(ri + ri−1 )△θ
2
△Ai = ri∗ △r△θ

RR
If f is continuous, R
f (x, y)dA may be found using polar coordinates.

A typical Riemann Sum is:


m X
X n
f (x, y)△A
i=1 j=1

1
Rectangular coordinate conversion:

x = r cos θ = ri∗ cos θj∗


y = r sin θ = ri∗ sin θj∗

So, the Riemann Sum becomes:


m X
X n
f (ri∗ cos θj∗ , ri∗ sin θj∗ )ri∗ △r△θ
i=1 j=1

This is the definition of the integral

One may show that if f is continous on a polar rectangle R

R = {(r, θ) : a ≤ r ≤ b and α ≤ θ ≤ β}

Then: ZZ Z β Z b
f (x, y)dA = f (r cos θ, r sin θ)rdrdθ
R α a

1.1 General Region

Let us extend these concepts to a general region:

D = {(r, θ) : α ≤ θβ and h1 (θ) ≤ r ≤ h2 (θ)}

if f is continuous on D, then:
ZZ Z β Z h2 (θ)
f (x, y)dA = f (r cos θ, r sin θ)rdrdθ
D α h1 (θ)

• Revisit finding the area of a polar region

2
• If f (x, y) = 1, h1 (θ) = 0, and h2 (θ) = h(θ), then the area of the region
D is:
ZZ Z β Z h(θ)
A(D) = 1dA = rdrdθ
D α 0
Z β
1 h(θ)
= [ r2 ]0 dθ
α 2
Z β
1
= [ h(θ)]2 dθ
α 2

1.1.1 Double Integrals over Polar Rectangles Example 1

RR
Evaluate R (3x − ry 2 )dA where R is the region in the upper half-plane
bounded by the circles x2 + y 2 = 1 and x2 + y 2 = 4.

1.1.2 Double Integrals over Polar Rectangles Example 2

Find the volume of the solid bounded by the xy-plane and the paraboloid
z = 1 − x2 − y 2 .

1.1.3 Double Integrals over Polar Rectangles Example 3

Find the volume of a solid that lies under the paraboloid z = x2 + y 2 , above
the xy-plane, and inside the cylinder x2 + y 2 = 2x.

1.2 Exercies
1. Evaluate:
RR
(a) D xydA where D is the disk with center at the origin and
radius 3
RR
(b) R cos(x2 +y 2 )dA, where R is the region that lies above the x-axis
within the circle x2 + y 2 = 9.

3
2. A swimming pool is circular with a 10-metre diameter. The depth is
constant along east-west lines and increases linearly from 1m at the
south end to 2m at the north end. Find the volume of the water in the
pool.

4
1 Double Integrals Over Rectangles

Recall:
Z b n
X
f (x)dx = lim f (xki )△xd
a n→∞
i=1

where
b−a
△x =
n
Rb
a
f (x)dx = signed area between f and the x-axis from a to b.

1.1 Volumes and Double Integrals

1.1.1 Rectangle R

For some rectangle R and intervals [a, b] and [c, d] :

R = [a, b] × [c, d]
= {(x, y)|a ≤ x ≤ b and c ≤ y ≤ d}

We have some solid S:

S = {(x, y, z)|(x, y) ≤ R and 0 ≤ z ≤ f (x, y)}

Let us imagine intervals inbetween [a, b] are labeled x0 , x1 , . . . xm−1 , xm and


inbetween [c, d] are labeled y0 , y1 , y2 . . . yn−1 , yn

now Rij = [xj

Idea
Volume m X
n
X
=V ≈ f (x∗ij , yij∗ )△A
i=1 j=1

1
n X
X n
V = lim f (x∗ij , yij∗ )△A
m,n→∞
i=1 j=1

Which is the definition of the double integral:


Z Z
f (x, y)dA

1.1.2 Volumes and Double integrals Example 1

1.1.3 Volumes and Double Integrals Example 2

Find: Z Z √
1 − x2 dA where R = [−1, 1] × [−2, 2]

1.2 Midpoint Rule


Z Z m X
X n
f (x, y)dA ≈ f (xi , yj )△A
n=1 n=1

where xi = 12 (xi−1 + xi ) and yj = 12 (yj−1 + yi

1.2.1 Midpoint Rule Example 1

Midpoint Rule with m − n − 2


Z Z
(x − 3y 2 )dA where R = [0, 2] × [1, 2]

2
1.3 Average Value

If you want to find some average value fave :


ZZ
1
fave = f (x, y)dA
A(R) R

where A(R) = area of R.

1.4 Properties of Double Integrals:


1. ZZ ZZ ZZ
[f (x, y) + g(x, y)]dA = f (x, y)da + g(x, y)dA
R R R

2. ZZ ZZ
cf (x, y)dA = c f (x, y)dA
R R

3. If f (x, y) ≥ g(x, y) on R (i.e (x, y) is in the set of R, then:


ZZ ZZ
f (x, y)dA ≥ g(x, y)dA
R R

Exercises:

1. Let S = {(x, y, z) : 0 ≤ z ≤ xy, (x, y) ∈ R} and R = [0, 6] × [0, 4] Use


m = 3 and n = 2 for the following.

(a) Use a Riemann sum to estimate the volume of S by taking the


sample point to be the upper right corner of each square
(b) Use the midpoint Rule to estimate the volume of S.

2. Use geometry and R = [−2, 3] × [0, 1] to evaluate:


ZZ
(3 − 3y)dA
R

3
1 Equations of Lines

⃗r = r⃗0 + t⃗v
t is the paramater of the equation.

Reiterate: ⃗r = r⃗0 + tIP
Let ⃗v =< a, b, c >
then < x, y, z >=< x0 , y0 , z0 > +t < a, b, c >
< x, y, z >=< x0 + ta, y0 + tb, z0 + tc >
So the parametric equations for a line are as follows:

• x = x0 + ta

• y = y0 + tb

• z = z0 + tc

When you solve for t, you get the symmetric equations.


t = x−xa
0
= y−y b
0
= z−z
c
0

If b = 0, then you get:


x−x0
a
= z−zc
0
, y = y0

1
Lines in a 3D space can be parallel, intersecting, or skew.
The figure above demonstrates v⃗1 which travels from I(x, y, z) to P (x, y, z)
Previously, we know ⃗r = r⃗0 + t⃗v
Substitute ⃗v = r⃗1 − r⃗0
We get ⃗r = r⃗0 + t(⃗r1 − r⃗0 )
⃗r = (1 − t)⃗
r0 + t⃗r1
0 ≤ t ≤ 1, since the parameter t limits the points to between I and P

1.1 Equations of Lines Example 1


Are the lines parallel, skew, or intersecting?
L1 : x = 2 + t, y = −1 + 3t, z = 5 − t
L2 : x = 1 + 2u, y = 4 + u, z = −2 + 4u
v⃗1 =< 1, 3, −1 >
v⃗2 =< 2, 1, 4 >
Not scalar multiples, so they are not parallel.
Solve for intersecting points:
x = 2 + t = 1 + 2u (1)
y = −1 + 3t = 4 + u (2)
z = 5 − t = −2 + 4t (3)
From (2) → t = u+5 3
If the lines intersect, then the statements from (1) and (3) should be true

2
when substituting t and u into the equations.
We can solve u first.
u+5
2+ = 1 + 2u (4)
3
u+5
2u − =1 (5)
3
5u − 5
=1 (6)
3
5
u= (7)
8
5
+545
So t = 8 3 = 24
Now, we substitute the values and check for intersections.
45 5
x=2+ = 1 + 2( ) (8)
24 8
93 9
= (9)
24 4
So we do not have an intersection
Therefore the lines are skew.

2 Equations of Planes
A plane has an origin P0 (x0 , y0 , z0 ) and normal vector ⃗n.
The normal vector is a vector which is orthogonal to any line on the plane,
and lines on the plane originate from the origin P0 (x0 , y0 , z0 ) to an endpoint
P (x, y, z). Thus, lines on the plane can be represented as P⃗0 P .
We can use two vectors, ⃗r and r⃗0 to point to the points P0 and P respectively.
This is represented in the figure below.

3
2.1 Incomplete do later
Ex. Find where line L intersects plane 5x − 2y + 4z = 18
L : x = −4t, y = 5 + t, z = 2 + 3t

5(−4t) − 2(5 + t) + 4(2 + 3t) = 18 (1)


−20t − 10 − 2t + 8 + 12t = 18 (2)
−10t = 20 (3)
t = −2 (4)

1. Two planes are parallel if their normal vectors are parallel.

2. Two planes that are not parallel intersect along a line

3. The angle between intersecting planes is the angle between their normal
vectors

Ex.: Consider planes x + y + z = 1 and 3x + y − 2z = 1 a) Find the angle


between the planes

2.2 Continued

n⃗1 =< 1, 1, 1 >, n⃗2 =< 3, 1, −2 > (1)


n⃗1 · n⃗2 = |n⃗1 ||n⃗2 | cos θ (2)

Use the equations of two planes to describe a line


Distance from a point to a plane

4
P1 (x1 , y1 , z1 )
ax + by + cz + d = 0
EX: Find the distance between the parallel planes

2.3 E
x: Find the distance between the lines L1 and L2
The distance between L1 and L2 is the same as the distance between the
two parallel planes that contain these lines.
The normal vector ⃗n for these two planes must be orthogonal to v⃗1 and v⃗2

5
1 Vectors and Surfaces
Before: y = f (x)
After: z = f (x, y)
w = f (x, y, z)
Quadric Surfaces
2 2 2
Ellipsoid: xa2 + yb2 + zc2 = 1
2 y2
Elliptic Paraboloid: zc = xa2 + b2

• Horizontal traces are ellipses


• Vertical traces are parabolas

z x2 y2
Hyperbolic Paraboloid: c
= a2
− b2

• Horizontal traces are hyperbolas


• Vertical traces are parabolas

1
2 2 2
Cone: zc2 = xa2 + yb2
2 2 2
Hyperboloid of One Sheet: xa2 + yb2 − zc2 = 1
2 2 2
Hyperboloid of Two Sheets: −x a2
− yb2 + zc2 = 1
Ex: Put the equation in standard form and classify the surface.

x2
(1)
y2

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