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Multivariable Calculus

Level · University · builds on Linear Algebra Chapters · 4 Feeds into · Differential Equations · Physics · Machine Learning
1

Functions of Several Variables & Partial Derivatives

A function of two variables f(x,y) f(x,y) assigns a number to every point of a region in the plane — think of it as a surface, or a landscape with f f as elevation. A partial derivative measures how that surface tilts if you walk in only one coordinate direction at a time, holding the other fixed. Everything in this track builds from that one idea.

● Definition 1.1 — Function of two variables

A function f:DR f:D\to\mathbb{R} with DR2 D\subseteq\mathbb{R}^2 assigns a real number f(x,y) f(x,y) to each point (x,y)D (x,y)\in D . Its graph z=f(x,y) z=f(x,y) is a surface in R3 \mathbb{R}^3 . Fixing y=b y=b and letting x x vary traces a curve on that surface — the "trace" in the direction of x x — and similarly for fixing x=a x=a .

● Definition 1.2 — Partial derivative

The partial derivative of f f with respect to x x at (a,b) (a,b) is fx(a,b)=fx(a,b)=limh0f(a+h,b)f(a,b)h, f_x(a,b)=\frac{\partial f}{\partial x}(a,b)=\lim_{h\to0}\frac{f(a+h,b)-f(a,b)}{h}, and similarly fy(a,b)=limh0f(a,b+h)f(a,b)h f_y(a,b)=\lim_{h\to0}\dfrac{f(a,b+h)-f(a,b)}{h} . In practice: to find fx f_x , differentiate with respect to x x treating y y as a constant; for fy f_y , treat x x as a constant.

Reading partial derivatives

Geometric meaning
fx(a,b) f_x(a,b) is the slope, in the x x -direction, of the tangent line to the trace curve through (a,b,f(a,b)) (a,b,f(a,b))
Second partials
fxx=(fx)/x f_{xx}=\partial(f_x)/\partial x , fxy=(fx)/y f_{xy}=\partial(f_x)/\partial y , fyx=(fy)/x f_{yx}=\partial(f_y)/\partial x , fyy=(fy)/y f_{yy}=\partial(f_y)/\partial y
The gradient
The vector f=(fx,fy) \nabla f=(f_x,f_y) packages both partials — the subject of Chapter 2
Worked example 1.A — Computing partial derivatives

For f(x,y)=x2y+3xy2y3 f(x,y)=x^2y+3xy^2-y^3 , find fx(1,2) f_x(1,2) and fy(1,2) f_y(1,2) .

Treating y y as constant: fx=2xy+3y2 f_x=2xy+3y^2 . Treating x x as constant: fy=x2+6xy3y2 f_y=x^2+6xy-3y^2 .

fx(1,2)=2(1)(2)+3(2)2=4+12=16,fy(1,2)=12+6(1)(2)3(2)2=1+1212=1. f_x(1,2)=2(1)(2)+3(2)^2=4+12=16, \qquad f_y(1,2)=1^2+6(1)(2)-3(2)^2=1+12-12=1.

The two "mixed" second partials, fxy f_{xy} and fyx f_{yx} , are computed in opposite orders — yet for every function you'll meet in this course they come out equal. That's not a coincidence; it's a theorem, and it's what makes multivariable calculus's bookkeeping (Hessians in Chapter 3, curl and divergence beyond this track) manageable.

▲ Theorem 1.1 — Clairaut's Theorem (equality of mixed partials)

If fxy f_{xy} and fyx f_{yx} both exist near (a,b) (a,b) and are continuous at (a,b) (a,b) , then fxy(a,b)=fyx(a,b). f_{xy}(a,b)=f_{yx}(a,b).

Proof

Fix (a,b) (a,b) , and for small nonzero h,k h,k consider the mixed second difference Δ(h,k)=f(a+h,b+k)f(a+h,b)f(a,b+k)+f(a,b). \Delta(h,k)=f(a+h,b+k)-f(a+h,b)-f(a,b+k)+f(a,b).

Route 1: x x first, then y y . Let g(t)=f(t,b+k)f(t,b) g(t)=f(t,b+k)-f(t,b) , so Δ(h,k)=g(a+h)g(a) \Delta(h,k)=g(a+h)-g(a) . Since fx f_x exists, g g is differentiable with g(t)=fx(t,b+k)fx(t,b) g'(t)=f_x(t,b+k)-f_x(t,b) ; by the Mean Value Theorem, Δ(h,k)=hg(a+θh)=h[fx(a+θh,b+k)fx(a+θh,b)] \Delta(h,k)=h\,g'(a+\theta h)=h\big[f_x(a+\theta h,b+k)-f_x(a+\theta h,b)\big] for some θ(0,1) \theta\in(0,1) . Since fxy f_{xy} exists, apply the Mean Value Theorem again — this time in y y , to the function sfx(a+θh,s) s\mapsto f_x(a+\theta h,s) — to get Δ(h,k)=hkfxy(a+θh,b+ψk) \Delta(h,k)=hk\,f_{xy}(a+\theta h,\,b+\psi k) for some ψ(0,1) \psi\in(0,1) .

Route 2: y y first, then x x . The identical argument with the roles of x x and y y swapped — starting from Δ(h,k)=[f(a+h,b+k)f(a,b+k)][f(a+h,b)f(a,b)] \Delta(h,k)=\big[f(a+h,b+k)-f(a,b+k)\big]-\big[f(a+h,b)-f(a,b)\big] — gives Δ(h,k)=hkfyx(a+θh,b+ψk) \Delta(h,k)=hk\,f_{yx}(a+\theta' h,\,b+\psi' k) for some θ,ψ(0,1) \theta',\psi'\in(0,1) , using that fy f_y and fyx f_{yx} exist.

Both routes compute the same quantity Δ(h,k) \Delta(h,k) , so dividing by hk0 hk\neq0 : fxy(a+θh,b+ψk)=fyx(a+θh,b+ψk) f_{xy}(a+\theta h,\,b+\psi k)=f_{yx}(a+\theta' h,\,b+\psi' k) for every small nonzero h,k h,k . As h,k0 h,k\to0 , both evaluation points approach (a,b) (a,b) , so continuity of fxy f_{xy} and fyx f_{yx} at (a,b) (a,b) gives fxy(a,b)=limh,k0fxy(a+θh,b+ψk)=limh,k0fyx(a+θh,b+ψk)=fyx(a,b). f_{xy}(a,b)=\lim_{h,k\to0}f_{xy}(a+\theta h,b+\psi k)=\lim_{h,k\to0}f_{yx}(a+\theta' h,b+\psi' k)=f_{yx}(a,b).

Worked example 1.B — Checking Clairaut's theorem

Verify fxy=fyx f_{xy}=f_{yx} for f(x,y)=x3y2+sin(xy) f(x,y)=x^3y^2+\sin(xy) .

fx=3x2y2+ycos(xy) f_x=3x^2y^2+y\cos(xy) , so fxy=y[3x2y2+ycos(xy)]=6x2y+cos(xy)xysin(xy). f_{xy}=\frac{\partial}{\partial y}\big[3x^2y^2+y\cos(xy)\big]=6x^2y+\cos(xy)-xy\sin(xy).

fy=2x3y+xcos(xy) f_y=2x^3y+x\cos(xy) , so fyx=x[2x3y+xcos(xy)]=6x2y+cos(xy)xysin(xy). f_{yx}=\frac{\partial}{\partial x}\big[2x^3y+x\cos(xy)\big]=6x^2y+\cos(xy)-xy\sin(xy).

Identical, exactly as Theorem 1.1 guarantees — both fxy f_{xy} and fyx f_{yx} are continuous everywhere here (polynomials and sin,cos \sin,\cos of polynomials), so the theorem applies at every point.

📝 Chapter Quiz
2

The Chain Rule & Directional Derivatives

Chapter 1 measured how f f changes along the two coordinate directions. This chapter does two things with that: differentiates f f along a path that moves through both x x and y y at once (the chain rule), and measures the rate of change along any direction at all (the directional derivative) — which turns out to be answered completely by a single vector, the gradient.

● Definition 2.1 — Multivariable chain rule

If z=f(x,y) z=f(x,y) is differentiable and x=x(t) x=x(t) , y=y(t) y=y(t) are differentiable functions of t t , then z(t)=f(x(t),y(t)) z(t)=f(x(t),y(t)) is differentiable with dzdt=fxdxdt+fydydt=fxx(t)+fyy(t). \frac{dz}{dt}=\frac{\partial f}{\partial x}\frac{dx}{dt}+\frac{\partial f}{\partial y}\frac{dy}{dt}=f_x\,x'(t)+f_y\,y'(t). Each term accounts for the change coming from one input variable, holding the other's contribution separate.

Worked example 2.A — Applying the chain rule

For z=x2y z=x^2y with x=t2 x=t^2 , y=t3 y=t^3 , find dz/dt dz/dt two ways.

Direct substitution: z=(t2)2(t3)=t7 z=(t^2)^2(t^3)=t^7 , so dz/dt=7t6 dz/dt=7t^6 .

Chain rule: zx=2xy z_x=2xy , zy=x2 z_y=x^2 , x=2t x'=2t , y=3t2 y'=3t^2 , so dzdt=(2xy)(2t)+(x2)(3t2)=2(t2)(t3)(2t)+(t2)2(3t2)=4t6+3t6=7t6. \frac{dz}{dt}=(2xy)(2t)+(x^2)(3t^2)=2(t^2)(t^3)(2t)+(t^2)^2(3t^2)=4t^6+3t^6=7t^6.

Both routes agree.

● Definition 2.2 — Gradient and directional derivative

The gradient of f f at (a,b) (a,b) is the vector f(a,b)=(fx(a,b),fy(a,b)) \nabla f(a,b)=\big(f_x(a,b),\,f_y(a,b)\big) . For a unit vector u=(u1,u2) \mathbf{u}=(u_1,u_2) , the directional derivative of f f at (a,b) (a,b) in the direction u \mathbf{u} is Duf(a,b)=f(a,b)u=fx(a,b)u1+fy(a,b)u2, D_{\mathbf{u}}f(a,b)=\nabla f(a,b)\cdot\mathbf{u}=f_x(a,b)u_1+f_y(a,b)u_2, the instantaneous rate of change of f f as you move from (a,b) (a,b) at unit speed in the direction u \mathbf{u} . Taking u=(1,0) \mathbf{u}=(1,0) or (0,1) (0,1) recovers fx f_x and fy f_y as the special cases they always were.

Why the gradient

It's a vector
f \nabla f lives in R2 \mathbb{R}^2 , so everything from Linear Algebra Chapter 1 — dot products, norms, Cauchy–Schwarz — applies to it directly
It answers every direction at once
One vector f(a,b) \nabla f(a,b) determines Duf(a,b) D_{\mathbf{u}}f(a,b) for every unit u \mathbf{u} , via a single dot product

Which direction makes f f increase fastest? The dot-product formula for Duf D_{\mathbf{u}}f makes this a question Linear Algebra already answered.

▲ Theorem 2.1 — The gradient points in the direction of steepest ascent

If f(a,b)0 \nabla f(a,b)\neq\mathbf{0} , then among all unit vectors u \mathbf{u} , the directional derivative Duf(a,b) D_{\mathbf{u}}f(a,b) is maximized exactly when u=f(a,b)f(a,b) \mathbf{u}=\dfrac{\nabla f(a,b)}{\lVert\nabla f(a,b)\rVert} , and that maximum value is f(a,b) \lVert\nabla f(a,b)\rVert .

Proof

Write g=f(a,b) \mathbf{g}=\nabla f(a,b) . By the Cauchy–Schwarz inequality (Linear Algebra, Theorem 1.1), for any unit vector u \mathbf{u} (so u=1 \lVert\mathbf{u}\rVert=1 ): Duf(a,b)=gugugu=g. D_{\mathbf{u}}f(a,b)=\mathbf{g}\cdot\mathbf{u}\le|\mathbf{g}\cdot\mathbf{u}|\le\lVert\mathbf{g}\rVert\,\lVert\mathbf{u}\rVert=\lVert\mathbf{g}\rVert. So no direction can push Duf(a,b) D_{\mathbf{u}}f(a,b) past g \lVert\mathbf{g}\rVert .

That bound is actually attained: since g0 \mathbf{g}\neq\mathbf{0} , the unit vector u=g/g \mathbf{u}^*=\mathbf{g}/\lVert\mathbf{g}\rVert is well-defined, and Duf(a,b)=ggg=ggg=g2g=g. D_{\mathbf{u}^*}f(a,b)=\mathbf{g}\cdot\frac{\mathbf{g}}{\lVert\mathbf{g}\rVert}=\frac{\mathbf{g}\cdot\mathbf{g}}{\lVert\mathbf{g}\rVert}=\frac{\lVert\mathbf{g}\rVert^2}{\lVert\mathbf{g}\rVert}=\lVert\mathbf{g}\rVert. So g \lVert\mathbf{g}\rVert is both an upper bound for Duf(a,b) D_{\mathbf{u}}f(a,b) over all unit u \mathbf{u} , and a value it actually reaches at u=u \mathbf{u}=\mathbf{u}^* — making it the maximum, attained exactly there.

Worked example 2.B — Directional derivative and steepest ascent

For f(x,y)=x2+xy f(x,y)=x^2+xy at (1,2) (1,2) , find the directional derivative toward v=(3,4) \mathbf{v}=(3,4) , and the maximum possible rate of increase in any direction.

f=(2x+y,x) \nabla f=(2x+y,\,x) , so f(1,2)=(4,1) \nabla f(1,2)=(4,1) . The unit vector toward v \mathbf{v} is u=v/v=(3,4)/5=(3/5,4/5) \mathbf{u}=\mathbf{v}/\lVert\mathbf{v}\rVert=(3,4)/5=(3/5,4/5) (since v=32+42=5 \lVert\mathbf{v}\rVert=\sqrt{3^2+4^2}=5 ). So Duf(1,2)=(4)(3/5)+(1)(4/5)=12+45=165=3.2. D_{\mathbf{u}}f(1,2)=(4)(3/5)+(1)(4/5)=\frac{12+4}{5}=\frac{16}{5}=3.2.

By Theorem 2.1, the maximum rate of increase in any direction is f(1,2)=42+12=174.12 \lVert\nabla f(1,2)\rVert=\sqrt{4^2+1^2}=\sqrt{17}\approx4.12 — larger than 3.2 3.2 , since v \mathbf{v} doesn't point exactly along f(1,2) \nabla f(1,2) .

📝 Chapter Quiz
3

Optimization: Critical Points & Lagrange Multipliers

Finding a maximum or minimum of f(x,y) f(x,y) starts the same way it did in single-variable calculus — at a smooth extremum, the derivative vanishes. The difference is that now "the derivative" is a vector, and once it vanishes, you need a second test to tell a peak from a valley from a saddle. That test turns out to be a 2×2 2\times2 determinant, straight out of Linear Algebra Chapter 4.

● Definition 3.1 — Critical point

(a,b) (a,b) is a critical point of f f if f(a,b)=0 \nabla f(a,b)=\mathbf{0} — that is, fx(a,b)=fy(a,b)=0 f_x(a,b)=f_y(a,b)=0 — or if a partial derivative fails to exist there. Every local max or min where f f is differentiable occurs at a critical point (if some direction had Duf0 D_{\mathbf{u}}f\neq0 , moving that way would increase or decrease f f , so the point couldn't be extremal).

● Definition 3.2 — Hessian and discriminant

At a point where the second partials exist, the Hessian matrix is H=(fxxfxyfyxfyy), H=\begin{pmatrix}f_{xx}&f_{xy}\\f_{yx}&f_{yy}\end{pmatrix}, and (using fxy=fyx f_{xy}=f_{yx} from Clairaut's theorem) its discriminant is D=det(H)=fxxfyyfxy2. D=\det(H)=f_{xx}f_{yy}-f_{xy}^2.

The sign of D D , together with the sign of fxx f_{xx} , classifies every non-degenerate critical point.

▲ Theorem 3.1 — The Second Derivative Test

Let (a,b) (a,b) be a critical point of f f , with f f 's second partials continuous near (a,b) (a,b) , and let D=D(a,b) D=D(a,b) as in Definition 3.2.

  • If D>0 D>0 and fxx(a,b)>0 f_{xx}(a,b)>0 : f f has a local minimum at (a,b) (a,b) .
  • If D>0 D>0 and fxx(a,b)<0 f_{xx}(a,b)<0 : f f has a local maximum at (a,b) (a,b) .
  • If D<0 D<0 : (a,b) (a,b) is a saddle point (neither a local max nor min).
  • If D=0 D=0 : the test is inconclusive.

Proof

Write h,k h,k for small displacements and drop the argument (a,b) (a,b) from fxx,fxy,fyy f_{xx},f_{xy},f_{yy} . Since (a,b) (a,b) is critical, the first-order terms of f f 's Taylor expansion vanish, and — provided D0 D\neq0 — the quadratic term dominates the remainder for (h,k) (h,k) small, so the sign of f(a+h,b+k)f(a,b) f(a+h,b+k)-f(a,b) matches the sign of the quadratic form Q(h,k)=fxxh2+2fxyhk+fyyk2. Q(h,k)=f_{xx}h^2+2f_{xy}hk+f_{yy}k^2.

Case fxx0 f_{xx}\neq0 . Completing the square in h h : Q(h,k)=fxx(h+fxyfxxk)2+(fyyfxy2fxx)k2=fxx(h+fxyfxxk)2+Dfxxk2, Q(h,k)=f_{xx}\Big(h+\frac{f_{xy}}{f_{xx}}k\Big)^{2}+\Big(f_{yy}-\frac{f_{xy}^2}{f_{xx}}\Big)k^2=f_{xx}\Big(h+\frac{f_{xy}}{f_{xx}}k\Big)^{2}+\frac{D}{f_{xx}}k^2, using fyyfxy2/fxx=(fxxfyyfxy2)/fxx=D/fxx f_{yy}-f_{xy}^2/f_{xx}=(f_{xx}f_{yy}-f_{xy}^2)/f_{xx}=D/f_{xx} .

If D>0 D>0 and fxx>0 f_{xx}>0 , both fxx f_{xx} and D/fxx D/f_{xx} are positive, so Q(h,k) Q(h,k) is a sum of two nonnegative terms, zero only when both squared terms vanish — which (since D/fxx0 D/f_{xx}\neq0 ) forces k=0 k=0 , then h=0 h=0 . So Q(h,k)>0 Q(h,k)>0 for every (h,k)(0,0) (h,k)\neq(0,0) : a local minimum. If D>0 D>0 and fxx<0 f_{xx}<0 , both coefficients are negative by the same reasoning, so Q(h,k)<0 Q(h,k)<0 away from the origin: a local maximum. If D<0 D<0 , then fxx f_{xx} and D/fxx D/f_{xx} have opposite signs: along k=0 k=0 , Q=fxxh2 Q=f_{xx}h^2 has the sign of fxx f_{xx} ; along h=(fxy/fxx)k h=-(f_{xy}/f_{xx})k , Q=(D/fxx)k2 Q=(D/f_{xx})k^2 has the opposite sign. Q Q takes both signs arbitrarily close to (0,0) (0,0) : a saddle point.

Case fxx=0 f_{xx}=0 . Then D=fxy20 D=-f_{xy}^2\le0 automatically, so only the D0 D\le0 rows of the theorem are reachable here, and only D<0 D<0 (i.e. fxy0 f_{xy}\neq0 ) is claimed. Here Q(h,k)=2fxyhk+fyyk2 Q(h,k)=2f_{xy}hk+f_{yy}k^2 . Taking (h,k)=(1,ε) (h,k)=(1,\varepsilon) for small ε0 \varepsilon\neq0 gives Q2fxyε Q\approx2f_{xy}\varepsilon , whose sign flips with the sign of ε \varepsilon ; so Q Q again takes both signs arbitrarily close to the origin — a saddle point, matching the theorem.

Worked example 3.A — Classifying critical points

Classify the critical points of f(x,y)=x33x+y2 f(x,y)=x^3-3x+y^2 .

fx=3x23=0x=±1 f_x=3x^2-3=0\Rightarrow x=\pm1 ; fy=2y=0y=0 f_y=2y=0\Rightarrow y=0 . Critical points: (1,0) (1,0) and (1,0) (-1,0) .

fxx=6x f_{xx}=6x , fyy=2 f_{yy}=2 , fxy=0 f_{xy}=0 , so D=12x D=12x .

At (1,0) (1,0) : D=12>0 D=12>0 and fxx=6>0 f_{xx}=6>0 — local minimum, value f(1,0)=13=2 f(1,0)=1-3=-2 .

At (1,0) (-1,0) : D=12<0 D=-12<0 — saddle point.

The second derivative test optimizes f f freely over the whole plane. Often, though, you need the best value of f f only among points satisfying some constraint g(x,y)=c g(x,y)=c — walking along a fixed curve rather than roaming the plane.

▲ Theorem 3.2 — Lagrange Multipliers

Suppose f f has a local extremum, subject to the constraint g(x,y)=c g(x,y)=c , at a point (a,b) (a,b) where g(a,b)0 \nabla g(a,b)\neq\mathbf{0} . Then there exists a scalar λ \lambda with f(a,b)=λg(a,b). \nabla f(a,b)=\lambda\,\nabla g(a,b).

Proof

Since g(a,b)0 \nabla g(a,b)\neq\mathbf{0} , the level curve g(x,y)=c g(x,y)=c has a smooth parametrization r(t)=(x(t),y(t)) \mathbf{r}(t)=(x(t),y(t)) near (a,b) (a,b) , with r(t0)=(a,b) \mathbf{r}(t_0)=(a,b) and r(t0)0 \mathbf{r}'(t_0)\neq\mathbf{0} tangent to the curve.

Because g(r(t))=c g(\mathbf{r}(t))=c is constant along this curve, the chain rule (Definition 2.1) gives g(a,b)r(t0)=0 \nabla g(a,b)\cdot\mathbf{r}'(t_0)=0 : the gradient g(a,b) \nabla g(a,b) is orthogonal to r(t0) \mathbf{r}'(t_0) .

Since (a,b) (a,b) is a local extremum of f f restricted to the constraint, h(t)=f(r(t)) h(t)=f(\mathbf{r}(t)) has a local extremum at t=t0 t=t_0 , so h(t0)=0 h'(t_0)=0 . By the chain rule again, h(t0)=f(a,b)r(t0)=0 h'(t_0)=\nabla f(a,b)\cdot\mathbf{r}'(t_0)=0 : the gradient f(a,b) \nabla f(a,b) is also orthogonal to r(t0) \mathbf{r}'(t_0) .

So both f(a,b) \nabla f(a,b) and g(a,b) \nabla g(a,b) are orthogonal to the same nonzero vector r(t0) \mathbf{r}'(t_0) in R2 \mathbb{R}^2 . In the plane, the set of vectors orthogonal to a given nonzero vector is a single line through the origin (a 1-dimensional subspace) — so any two vectors orthogonal to r(t0) \mathbf{r}'(t_0) are scalar multiples of each other. Hence f(a,b)=λg(a,b) \nabla f(a,b)=\lambda\,\nabla g(a,b) for some scalar λ \lambda (taking λ=0 \lambda=0 if f(a,b)=0 \nabla f(a,b)=\mathbf{0} ).

Worked example 3.B — Using a Lagrange multiplier

Maximize f(x,y)=xy f(x,y)=xy subject to x+y=10 x+y=10 .

Here g(x,y)=x+y g(x,y)=x+y , so g=(1,1) \nabla g=(1,1) — never 0 \mathbf{0} , so Theorem 3.2 applies at any extremum. f=(y,x) \nabla f=(y,x) . Setting f=λg \nabla f=\lambda\nabla g : y=λ,x=λx=y. y=\lambda,\qquad x=\lambda\quad\Longrightarrow\quad x=y. Combined with x+y=10 x+y=10 : x=y=5 x=y=5 , so f(5,5)=25 f(5,5)=25 is the constrained maximum (checking nearby constrained points, e.g. (9,1) (9,1) gives f=9 f=9 and (6,4) (6,4) gives f=24 f=24 , both less than 25 25 , consistent with a maximum here).

📝 Chapter Quiz
4

Double Integrals

A single integral abf(x)dx \int_a^b f(x)\,dx sums up f f over an interval; a double integral Rf(x,y)dA \iint_R f(x,y)\,dA sums f f over a whole region R R of the plane, and (for f0 f\ge0 ) gives the volume under the surface z=f(x,y) z=f(x,y) . The one new practical question is how to actually compute one — and the answer is to reduce it to two ordinary, single-variable integrals, done one after the other.

● Definition 4.1 — Double integral over a rectangle

For f f continuous on R=[a,b]×[c,d] R=[a,b]\times[c,d] , partition R R into an m×n m\times n grid of sub-rectangles Rij R_{ij} , each of area ΔA=ΔxΔy \Delta A=\Delta x\,\Delta y , and pick a sample point (xi,yj)Rij (x_i^*,y_j^*)\in R_{ij} . The double integral is the limit of the Riemann sum as the grid is refined: RfdA=limm,ni=1mj=1nf(xi,yj)ΔA. \iint_R f\,dA=\lim_{m,n\to\infty}\sum_{i=1}^{m}\sum_{j=1}^{n}f(x_i^*,y_j^*)\,\Delta A.

● Definition 4.2 — Iterated integral

An iterated integral computes one variable at a time: ab ⁣ ⁣cdf(x,y)dydx \int_a^b\!\!\int_c^d f(x,y)\,dy\,dx means: first integrate f(x,y) f(x,y) with respect to y y (treating x x as a constant) from c c to d d , producing a function of x x alone, then integrate that result with respect to x x from a a to b b .

The double integral (Definition 4.1) and the iterated integral (Definition 4.2) are computed completely differently — one is a genuine two-dimensional limit, the other is two ordinary one-dimensional integrals in sequence. The theorem that makes double integrals practical to compute is that, for continuous f f , they always agree.

▲ Theorem 4.1 — Fubini's Theorem

If f f is continuous on R=[a,b]×[c,d] R=[a,b]\times[c,d] , then RfdA=ab ⁣ ⁣cdf(x,y)dydx=cd ⁣ ⁣abf(x,y)dxdy. \iint_R f\,dA=\int_a^b\!\!\int_c^d f(x,y)\,dy\,dx=\int_c^d\!\!\int_a^b f(x,y)\,dx\,dy. This holds for every continuous f f on a rectangle — the fully general proof (which needs the uniform continuity of f f on the compact rectangle R R ) belongs to a real analysis course. Below we prove it in full for the case that actually drives how you'll split integrals apart in practice: a separable integrand f(x,y)=g(x)h(y) f(x,y)=g(x)h(y) .

Proof (separable case f(x,y)=g(x)h(y) f(x,y)=g(x)h(y) )

Fix any partition of R R into sub-rectangles Rij R_{ij} with sample points (xi,yj) (x_i^*,y_j^*) , as in Definition 4.1. Because f(xi,yj)=g(xi)h(yj) f(x_i^*,y_j^*)=g(x_i^*)h(y_j^*) , the double Riemann sum factors exactly — for every partition, not just in a limit — by distributivity: i=1mj=1nf(xi,yj)ΔxΔy=i=1mj=1ng(xi)h(yj)ΔxΔy=(i=1mg(xi)Δx)(j=1nh(yj)Δy). \sum_{i=1}^{m}\sum_{j=1}^{n}f(x_i^*,y_j^*)\,\Delta x\,\Delta y=\sum_{i=1}^{m}\sum_{j=1}^{n}g(x_i^*)h(y_j^*)\,\Delta x\,\Delta y=\Big(\sum_{i=1}^{m}g(x_i^*)\Delta x\Big)\Big(\sum_{j=1}^{n}h(y_j^*)\Delta y\Big).

As the grid is refined (m,n m,n\to\infty ), the two factors on the right are ordinary single-variable Riemann sums, converging (since g,h g,h are continuous, hence Riemann integrable) to abg(x)dx \int_a^b g(x)\,dx and cdh(y)dy \int_c^d h(y)\,dy respectively. Since both factors converge, their product converges to the product of the limits: RfdA=(abg(x)dx)(cdh(y)dy). \iint_R f\,dA=\Big(\int_a^b g(x)\,dx\Big)\Big(\int_c^d h(y)\,dy\Big).

This is exactly the value of either iterated integral: ab ⁣cdg(x)h(y)dydx=abg(x)[cdh(y)dy]dx=(cdh(y)dy)abg(x)dx \int_a^b\!\int_c^d g(x)h(y)\,dy\,dx=\int_a^b g(x)\Big[\int_c^d h(y)\,dy\Big]dx=\Big(\int_c^d h(y)\,dy\Big)\int_a^b g(x)\,dx , since cdh(y)dy \int_c^d h(y)\,dy is a constant with respect to x x and pulls out of the outer integral — and symmetrically for the other order. All three quantities are equal.

Worked example 4.A — Order of integration doesn't matter

Compute R(x2+y)dA \iint_R(x^2+y)\,dA for R=[0,2]×[0,1] R=[0,2]\times[0,1] , both orders.

02 ⁣ ⁣01(x2+y)dydx=02[x2y+y22]01dx=02(x2+12)dx=[x33+x2]02=83+1=113. \int_0^2\!\!\int_0^1(x^2+y)\,dy\,dx=\int_0^2\Big[x^2y+\tfrac{y^2}{2}\Big]_0^1dx=\int_0^2\Big(x^2+\tfrac12\Big)dx=\Big[\tfrac{x^3}{3}+\tfrac{x}{2}\Big]_0^2=\tfrac83+1=\tfrac{11}{3}.

01 ⁣ ⁣02(x2+y)dxdy=01[x33+xy]02dy=01(83+2y)dy=[83y+y2]01=83+1=113. \int_0^1\!\!\int_0^2(x^2+y)\,dx\,dy=\int_0^1\Big[\tfrac{x^3}{3}+xy\Big]_0^2dy=\int_0^1\Big(\tfrac83+2y\Big)dy=\Big[\tfrac83y+y^2\Big]_0^1=\tfrac83+1=\tfrac{11}{3}.

Same value either way, as Theorem 4.1 guarantees — x2+y x^2+y isn't separable, but it's still continuous on R R , so the general (unproved-here) case of Fubini applies.

Polar coordinates: dA=rdrdθ dA=r\,dr\,d\theta

When a region is naturally circular, switch to polar coordinates x=rcosθ x=r\cos\theta , y=rsinθ y=r\sin\theta . A small polar "rectangle" spanning [r,r+Δr]×[θ,θ+Δθ] [r,r+\Delta r]\times[\theta,\theta+\Delta\theta] has one pair of sides of length Δr \Delta r (radial) and the other pair of approximate length rΔθ r\,\Delta\theta (arc length at radius r r ), so its area is approximately rΔrΔθ r\,\Delta r\,\Delta\theta rather than ΔrΔθ \Delta r\,\Delta\theta — the extra factor of r r is exactly why dA=rdrdθ dA=r\,dr\,d\theta , not drdθ dr\,d\theta , and why x2+y2 x^2+y^2 becomes the clean r2 r^2 .

Worked example 4.B — A double integral in polar coordinates

Compute D(x2+y2)dA \iint_D(x^2+y^2)\,dA where D D is the disk x2+y24 x^2+y^2\le4 .

In polar coordinates, D D is 0r2 0\le r\le2 , 0θ2π 0\le\theta\le2\pi , and x2+y2=r2 x^2+y^2=r^2 , dA=rdrdθ dA=r\,dr\,d\theta : D(x2+y2)dA=02π ⁣ ⁣02r2rdrdθ=02π ⁣ ⁣[r44]02dθ=02π4dθ=8π. \iint_D(x^2+y^2)\,dA=\int_0^{2\pi}\!\!\int_0^2 r^2\cdot r\,dr\,d\theta=\int_0^{2\pi}\!\!\Big[\frac{r^4}{4}\Big]_0^2 d\theta=\int_0^{2\pi}4\,d\theta=8\pi.

The integrand is separable in polar form (r3 r^3 times 1 1 ), which is exactly why the r r - and θ \theta -integrals split apart so cleanly — the same factoring idea proved in Theorem 4.1.

📝 Chapter Quiz
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Practice set

Sixteen free-response problems spanning all four chapters — four per chapter, Basic to Advanced. Try each one, then reveal the worked solution.

M1

Find fx(2,1) f_x(2,1) for f(x,y)=3x2yy3 f(x,y)=3x^2y-y^3 .

Basic
fx=6xy,fx(2,1)=6(2)(1)=12. f_x=6xy,\qquad f_x(2,1)=6(2)(1)=12.
M2

Find fy(1,3) f_y(1,3) for f(x,y)=x2+y2 f(x,y)=x^2+y^2 .

Basic
fy=2y,fy(1,3)=2(3)=6. f_y=2y,\qquad f_y(1,3)=2(3)=6.
M3

Find fxy f_{xy} for f(x,y)=exy f(x,y)=e^{xy} .

Intermediate

fx=yexy f_x=ye^{xy} , so fxy=y[yexy]=exy+xyexy=(1+xy)exy. f_{xy}=\frac{\partial}{\partial y}\big[ye^{xy}\big]=e^{xy}+xye^{xy}=(1+xy)e^{xy}.

M4

Verify Clairaut's theorem for f(x,y)=x2siny+y2cosx f(x,y)=x^2\sin y+y^2\cos x by computing fxy f_{xy} and fyx f_{yx} directly.

Advanced

fx=2xsinyy2sinx f_x=2x\sin y-y^2\sin x , so fxy=2xcosy2ysinx f_{xy}=2x\cos y-2y\sin x . fy=x2cosy+2ycosx f_y=x^2\cos y+2y\cos x , so fyx=2xcosy2ysinx f_{yx}=2x\cos y-2y\sin x . Identical, as Theorem 1.1 guarantees.

M5

Find f(2,1) \nabla f(2,1) for f(x,y)=x2y f(x,y)=x^2y .

Basic
f=(2xy,x2),f(2,1)=(4,4). \nabla f=(2xy,\,x^2),\qquad \nabla f(2,1)=(4,4).
M6

For z=x2+y2 z=x^2+y^2 with x=t x=t , y=t2 y=t^2 , find dz/dt dz/dt at t=1 t=1 , using the chain rule.

Intermediate

zx=2x z_x=2x , zy=2y z_y=2y , x=1 x'=1 , y=2t y'=2t . At t=1 t=1 : x=1,y=1 x=1,y=1 , so dzdt=2x(1)+2y(2t)=2(1)+2(1)(2)=6. \frac{dz}{dt}=2x(1)+2y(2t)=2(1)+2(1)(2)=6. (Check: z=t2+t4 z=t^2+t^4 , dz/dt=2t+4t3 dz/dt=2t+4t^3 , at t=1 t=1 : 2+4=6 2+4=6 .)

M7

Find the directional derivative of f(x,y)=x2y2 f(x,y)=x^2-y^2 at (2,1) (2,-1) in the direction of v=(1,1) \mathbf{v}=(1,1) .

Intermediate

f=(2x,2y) \nabla f=(2x,-2y) , so f(2,1)=(4,2) \nabla f(2,-1)=(4,2) . Unit vector u=(1,1)/2 \mathbf{u}=(1,1)/\sqrt2 . Duf=4+22=62=32. D_{\mathbf{u}}f=\frac{4+2}{\sqrt2}=\frac{6}{\sqrt2}=3\sqrt2.

M8

Find the direction of steepest ascent and the maximum rate of increase of f(x,y)=ln(x2+y2) f(x,y)=\ln(x^2+y^2) at (3,4) (3,4) .

Advanced

f=(2xx2+y2,2yx2+y2) \nabla f=\Big(\dfrac{2x}{x^2+y^2},\dfrac{2y}{x^2+y^2}\Big) . At (3,4) (3,4) , x2+y2=25 x^2+y^2=25 , so f(3,4)=(6/25,8/25) \nabla f(3,4)=(6/25,8/25) , with f(3,4)=(6/25)2+(8/25)2=10/25=2/5 \lVert\nabla f(3,4)\rVert=\sqrt{(6/25)^2+(8/25)^2}=10/25=2/5 . By Theorem 2.1: steepest ascent is in the direction f/f=(3/5,4/5) \nabla f/\lVert\nabla f\rVert=(3/5,4/5) , at maximum rate 2/5 2/5 .

M9

Find the critical point of f(x,y)=x2+y24x+2y f(x,y)=x^2+y^2-4x+2y .

Basic
fx=2x4=0x=2,fy=2y+2=0y=1. f_x=2x-4=0\Rightarrow x=2,\qquad f_y=2y+2=0\Rightarrow y=-1. Critical point: (2,1) (2,-1) .
M10

Classify the critical point of f(x,y)=x2+y24x+2y f(x,y)=x^2+y^2-4x+2y found in M9, using the second derivative test.

Intermediate

fxx=2 f_{xx}=2 , fyy=2 f_{yy}=2 , fxy=0 f_{xy}=0 , so D=fxxfyyfxy2=4>0 D=f_{xx}f_{yy}-f_{xy}^2=4>0 , and fxx=2>0 f_{xx}=2>0 . By Theorem 3.1, (2,1) (2,-1) is a local minimum.

M11

Find and classify the critical point(s) of f(x,y)=y2x2 f(x,y)=y^2-x^2 .

Intermediate

fx=2x=0 f_x=-2x=0 , fy=2y=0 f_y=2y=0 give the single critical point (0,0) (0,0) . fxx=2 f_{xx}=-2 , fyy=2 f_{yy}=2 , fxy=0 f_{xy}=0 , so D=4<0 D=-4<0 . By Theorem 3.1, (0,0) (0,0) is a saddle point.

M12

Use a Lagrange multiplier to minimize f(x,y)=x2+y2 f(x,y)=x^2+y^2 subject to x+2y=5 x+2y=5 .

Advanced

g(x,y)=x+2y g(x,y)=x+2y , g=(1,2)0 \nabla g=(1,2)\neq\mathbf{0} , so Theorem 3.2 applies. f=(2x,2y)=λ(1,2) \nabla f=(2x,2y)=\lambda(1,2) gives 2x=λ 2x=\lambda , 2y=2λ 2y=2\lambda , so y=2x y=2x . With x+2y=5 x+2y=5 : x+4x=5x=1,y=2 x+4x=5\Rightarrow x=1,\,y=2 . Minimum value: f(1,2)=1+4=5 f(1,2)=1+4=5 .

M13

Compute RxydA \iint_R xy\,dA for R=[0,2]×[0,1] R=[0,2]\times[0,1] .

Basic

Separable: RxydA=(02xdx)(01ydy)=(2)(12)=1. \iint_R xy\,dA=\Big(\int_0^2x\,dx\Big)\Big(\int_0^1y\,dy\Big)=(2)\Big(\tfrac12\Big)=1.

M14

Compute R(2x+3y)dA \iint_R(2x+3y)\,dA for R=[0,1]×[0,2] R=[0,1]\times[0,2] .

Intermediate

01 ⁣ ⁣02(2x+3y)dydx=01[2xy+32y2]02dx=01(4x+6)dx=[2x2+6x]01=8. \int_0^1\!\!\int_0^2(2x+3y)\,dy\,dx=\int_0^1\big[2xy+\tfrac32y^2\big]_0^2dx=\int_0^1(4x+6)\,dx=\big[2x^2+6x\big]_0^1=8.

M15

Compute De(x2+y2)dA \iint_D e^{-(x^2+y^2)}\,dA where D D is the unit disk x2+y21 x^2+y^2\le1 , using polar coordinates.

Advanced

De(x2+y2)dA=02π ⁣ ⁣01er2rdrdθ. \iint_D e^{-(x^2+y^2)}\,dA=\int_0^{2\pi}\!\!\int_0^1e^{-r^2}r\,dr\,d\theta. With u=r2 u=r^2 , du=2rdr du=2r\,dr : 01er2rdr=12(1e1) \int_0^1e^{-r^2}r\,dr=\tfrac12(1-e^{-1}) . So the integral is 2π12(1e1)=π(11e)1.986 2\pi\cdot\tfrac12(1-e^{-1})=\pi\big(1-\tfrac1e\big)\approx1.986 .

M16

Find the area enclosed by the polar curve r=2cosθ r=2\cos\theta (a circle) using a double integral in polar coordinates.

Advanced

The curve is traced once for θ[π/2,π/2] \theta\in[-\pi/2,\pi/2] . Area=π/2π/2 ⁣ ⁣02cosθrdrdθ=π/2π/2[r22]02cosθdθ=π/2π/22cos2θdθ=π. \text{Area}=\int_{-\pi/2}^{\pi/2}\!\!\int_0^{2\cos\theta}r\,dr\,d\theta=\int_{-\pi/2}^{\pi/2}\Big[\tfrac{r^2}{2}\Big]_0^{2\cos\theta}d\theta=\int_{-\pi/2}^{\pi/2}2\cos^2\theta\,d\theta=\pi. Matches the known geometry: r=2cosθ r=2\cos\theta is a circle of radius 1 1 (centered at (1,0) (1,0) ), area π(1)2=π \pi(1)^2=\pi .

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