Multivariable Calculus · ClipSAT

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Multivariable Calculus

Level · University · builds on Linear Algebra Chapters · 8 Feeds into · Differential Equations · Physics · Machine Learning
✓ Official Syllabus Verified Last reviewed against official syllabus: 2025–2026 Academic Year Standards & Rigor ↗
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Functions of Several Variables, Limits, Partial Derivatives & Differentiability

A scalar-valued function of several variables f:D⊆Rn→R f: D \subseteq \mathbb{R}^n \to \mathbb{R} maps geometric coordinate points to real numbers — modeling physical quantities such as gravitational potential, atmospheric temperature fields, or economic utility landscapes. While single-variable calculus considers motion along a one-dimensional line, multivariable calculus reveals how a multidimensional surface tilts, curves, and deforms in every conceivable direction. The foundational building blocks of this domain are coordinate traces, multivariable limits, partial derivatives, and the rigorous standard of Fréchet differentiability.

● Level 1 Foundation — Definition 1.1: Functions, Domains & Limits along Paths

A function f:D→R f: D \to \mathbb{R} with domain D⊆R2 D \subseteq \mathbb{R}^2 assigns a unique real number f(x,y) f(x, y) to each ordered pair in D D . Its graph is the surface S={(x,y,z)∈R3:z=f(x,y),(x,y)∈D} S = \{ (x, y, z) \in \mathbb{R}^3 : z = f(x, y), (x, y) \in D \} .

The Two-Path Test for Non-Existence of Limits: We write lim⁡(x,y)→(a,b)f(x,y)=L \lim_{(x,y) \to (a,b)} f(x,y) = L if for every ε>0 \varepsilon > 0 , there exists δ>0 \delta > 0 such that 0<(x−a)2+(y−b)2<δ  ⟹  ∣f(x,y)−L∣<ε 0 < \sqrt{(x-a)^2 + (y-b)^2} < \delta \implies |f(x,y) - L| < \varepsilon . Unlike single-variable limits where x x can only approach a a from two directions (left and right), in R2 \mathbb{R}^2 there are infinitely many trajectories approaching (a,b) (a, b) .

Theorem (Two-Path Test): If f(x,y) f(x, y) approaches two different values along two distinct paths approaching (a,b) (a, b) , or if the limit along any single path depends on a direction parameter (such as slope m m ), then: lim⁡(x,y)→(a,b)f(x,y)does not exist (DNE). \lim_{(x,y) \to (a,b)} f(x,y) \quad \text{does not exist (DNE)}.

Circle with radius 66
Circle sector and chord geometry with radius r = 6 and central angle 120°.
● Level 1 Foundation — Definition 1.2: Partial Derivatives & Coordinate Traces

Fixing y=b y = b restricts the surface z=f(x,y) z = f(x, y) to the vertical plane y=b y = b , generating the 1D trace curve C1:z=f(x,b) C_1: z = f(x, b) . The slope of the tangent line to C1 C_1 at x=a x = a is the partial derivative with respect to x x :

fx(a,b)=∂f∂x(a,b)=lim⁡h→0f(a+h,b)−f(a,b)h. f_x(a, b) = \frac{\partial f}{\partial x}(a, b) = \lim_{h \to 0} \frac{f(a+h, b) - f(a, b)}{h}.

Similarly, fixing x=a x = a yields the trace curve C2:z=f(a,y) C_2: z = f(a, y) in the plane x=a x = a , whose slope at y=b y = b is the partial derivative with respect to y y :

fy(a,b)=∂f∂y(a,b)=lim⁡k→0f(a,b+k)−f(a,b)k. f_y(a, b) = \frac{\partial f}{\partial y}(a, b) = \lim_{k \to 0} \frac{f(a, b+k) - f(a, b)}{k}.

Operational Rule: To compute ∂f∂x \frac{\partial f}{\partial x} , treat y y as a constant and differentiate with respect to x x using standard single-variable calculus rules. To compute ∂f∂y \frac{\partial f}{\partial y} , treat x x as a constant.

⊙ Explorer · Slicing a surfaceinteractive
f(1, c)4.700
fx(1, c)-0.600

f(x, y) = 5 − 0.3x² − 0.2y² + 0.1xy. Fixing y = c gives the trace g(x) = f(x, c) from Definition 1.1; its slope at x = 1 is the partial fₓ(1, c) from Definition 1.2, and it shifts as c moves.

Worked Example 1.A (Level 1) — Path-Dependent Limit Non-Existence

Evaluate lim⁡(x,y)→(0,0)2x2yx4+y2 \lim_{(x,y) \to (0,0)} \frac{2x^2 y}{x^4 + y^2} or prove that it does not exist.

Step 1: Test straight lines y=mx y = mx : lim⁡x→02x2(mx)x4+(mx)2=lim⁡x→02mx3x2(x2+m2)=lim⁡x→02mxx2+m2=0m2=0(for m≠0). \lim_{x \to 0} \frac{2x^2(mx)}{x^4 + (mx)^2} = \lim_{x \to 0} \frac{2mx^3}{x^2(x^2 + m^2)} = \lim_{x \to 0} \frac{2mx}{x^2 + m^2} = \frac{0}{m^2} = 0 \quad (\text{for } m \neq 0). Along the coordinate axes x=0 x = 0 and y=0 y = 0 , the value is also identically 0. A student might prematurely conclude the limit is 0!

Step 2: Test parabolic paths y=kx2 y = kx^2 :
Notice that in the denominator, x4 x^4 and y2 y^2 have matching degree when y∝x2 y \propto x^2 . Choose the path y=kx2 y = kx^2 : lim⁡x→02x2(kx2)x4+(kx2)2=lim⁡x→02kx4x4(1+k2)=2k1+k2. \lim_{x \to 0} \frac{2x^2(kx^2)}{x^4 + (kx^2)^2} = \lim_{x \to 0} \frac{2kx^4}{x^4(1 + k^2)} = \frac{2k}{1 + k^2}. Along y=x2 y = x^2 (k=1 k = 1 ), the limit is 22=1 \frac{2}{2} = 1 . Along y=−x2 y = -x^2 (k=−1 k = -1 ), the limit is −22=−1 \frac{-2}{2} = -1 .

Conclusion: Because the limit depends on the choice of path k k , by the Two-Path Test, the limit does not exist (DNE).

● Level 2 Analytical Application — Definition 1.3: Tangent Planes & Total Differentials

Tangent Plane to a Surface: Let z=f(x,y) z = f(x, y) have continuous partial derivatives at (x0,y0) (x_0, y_0) . The tangent vectors to the coordinate traces at P0(x0,y0,z0) P_0(x_0, y_0, z_0) (where z0=f(x0,y0) z_0 = f(x_0, y_0) ) are Tx=⟨1,0,fx(x0,y0)⟩ \mathbf{T}_x = \langle 1, 0, f_x(x_0, y_0) \rangle and Ty=⟨0,1,fy(x0,y0)⟩ \mathbf{T}_y = \langle 0, 1, f_y(x_0, y_0) \rangle . Their cross product produces the normal vector:

n=Tx×Ty=∣ijk10fx01fy∣=⟨−fx(x0,y0),−fy(x0,y0),1⟩. \mathbf{n} = \mathbf{T}_x \times \mathbf{T}_y = \begin{vmatrix} \mathbf{i} & \mathbf{j} & \mathbf{k} \\ 1 & 0 & f_x \\ 0 & 1 & f_y \end{vmatrix} = \langle -f_x(x_0, y_0), -f_y(x_0, y_0), 1 \rangle.

The equation of the tangent plane to z=f(x,y) z = f(x, y) at (x0,y0,z0) (x_0, y_0, z_0) is: z−z0=fx(x0,y0)(x−x0)+fy(x0,y0)(y−y0). z - z_0 = f_x(x_0, y_0)(x - x_0) + f_y(x_0, y_0)(y - y_0).

The Linear Approximation & Total Differential: The linear approximation (tangent plane function) is L(x,y)=f(x0,y0)+fx(x0,y0)(x−x0)+fy(x0,y0)(y−y0) L(x, y) = f(x_0, y_0) + f_x(x_0, y_0)(x - x_0) + f_y(x_0, y_0)(y - y_0) . For infinitesimal increments dx=Δx dx = \Delta x and dy=Δy dy = \Delta y , the total differential is: dz=fx(x,y)dx+fy(x,y)dy. dz = f_x(x, y) dx + f_y(x, y) dy.

▲ Level 2 Analytical Application — Theorem 1.1: Clairaut's Theorem (Schwarz's Theorem)

Let f:D→R f: D \to \mathbb{R} with open domain D⊆R2 D \subseteq \mathbb{R}^2 . If the mixed second-order partial derivatives fxy=∂2f∂y∂x f_{xy} = \frac{\partial^2 f}{\partial y \partial x} and fyx=∂2f∂x∂y f_{yx} = \frac{\partial^2 f}{\partial x \partial y} both exist on D D and are continuous at (a,b)∈D (a, b) \in D , then: fxy(a,b)=fyx(a,b). f_{xy}(a, b) = f_{yx}(a, b).

Formal Proof of Clairaut's Theorem (Double Mean Value Theorem)

Fix (a,b)∈D (a, b) \in D . For small nonzero increments h,k h, k such that the rectangle [a,a+h]×[b,b+k]⊂D [a, a+h] \times [b, b+k] \subset D , define the second-order difference quotient: 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).

Perspective 1 (x x then y y ): Define the auxiliary single-variable function g(t)=f(t,b+k)−f(t,b) g(t) = f(t, b+k) - f(t, b) . Then: 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 derivative 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 on [a,a+h] [a, a+h] , there exists c1∈(a,a+h) c_1 \in (a, a+h) such that: Δ(h,k)=h g′(c1)=h[fx(c1,b+k)−fx(c1,b)]. \Delta(h, k) = h \, g'(c_1) = h \left[ f_x(c_1, b+k) - f_x(c_1, b) \right]. Now define ϕ(s)=fx(c1,s) \phi(s) = f_x(c_1, s) . Applying the Mean Value Theorem to ϕ \phi on [b,b+k] [b, b+k] , there exists d1∈(b,b+k) d_1 \in (b, b+k) such that: fx(c1,b+k)−fx(c1,b)=k ϕ′(d1)=k fxy(c1,d1). f_x(c_1, b+k) - f_x(c_1, b) = k \, \phi'(d_1) = k \, f_{xy}(c_1, d_1). Substituting back: Δ(h,k)=hk fxy(c1,d1)  ⟹  Δ(h,k)hk=fxy(c1,d1). \Delta(h, k) = h k \, f_{xy}(c_1, d_1) \implies \frac{\Delta(h, k)}{h k} = f_{xy}(c_1, d_1).

Perspective 2 (y y then x x ): Symmetrically, define G(s)=f(a+h,s)−f(a,s) G(s) = f(a+h, s) - f(a, s) . Then Δ(h,k)=G(b+k)−G(b) \Delta(h, k) = G(b+k) - G(b) . Applying the Mean Value Theorem first to G G on [b,b+k] [b, b+k] (yielding d2∈(b,b+k) d_2 \in (b, b+k) ) and then to t↦fy(t,d2) t \mapsto f_y(t, d_2) on [a,a+h] [a, a+h] (yielding c2∈(a,a+h) c_2 \in (a, a+h) ): Δ(h,k)=hk fyx(c2,d2)  ⟹  Δ(h,k)hk=fyx(c2,d2). \Delta(h, k) = h k \, f_{yx}(c_2, d_2) \implies \frac{\Delta(h, k)}{h k} = f_{yx}(c_2, d_2).

Equating perspectives and taking limits: Since both expressions equal Δ(h,k)hk \frac{\Delta(h, k)}{h k} : fxy(c1,d1)=fyx(c2,d2). f_{xy}(c_1, d_1) = f_{yx}(c_2, d_2). As (h,k)→(0,0) (h, k) \to (0, 0) , (c1,d1)→(a,b) (c_1, d_1) \to (a, b) and (c2,d2)→(a,b) (c_2, d_2) \to (a, b) . By continuity of fxy f_{xy} and fyx f_{yx} at (a,b) (a, b) : fxy(a,b)=lim⁡(h,k)→(0,0)fxy(c1,d1)=lim⁡(h,k)→(0,0)fyx(c2,d2)=fyx(a,b).■ f_{xy}(a, b) = \lim_{(h,k) \to (0,0)} f_{xy}(c_1, d_1) = \lim_{(h,k) \to (0,0)} f_{yx}(c_2, d_2) = f_{yx}(a, b). \quad \blacksquare

Worked Example 1.B (Level 2) — Tangent Plane & Error Propagation via Differentials

A closed cylindrical storage tank has nominal measured radius r=2.0 m r = 2.0 \text{ m} and height h=5.0 m h = 5.0 \text{ m} . The measurement errors are bounded by ∣Δr∣≤0.02 m |\Delta r| \le 0.02 \text{ m} and ∣Δh∣≤0.05 m |\Delta h| \le 0.05 \text{ m} .

  1. Find the tangent plane linear approximation for the volume V(r,h)=πr2h V(r, h) = \pi r^2 h at (2,5) (2, 5) .
  2. Use the total differential dV dV to estimate the maximum propagated error in the calculated volume, and compute the relative percentage error.

Step 1: Compute partial derivatives and nominal volume: V0=V(2,5)=π(22)(5)=20π≈62.832 m3. V_0 = V(2, 5) = \pi (2^2)(5) = 20\pi \approx 62.832 \text{ m}^3. ∂V∂r=2πrh  ⟹  ∂V∂r(2,5)=2π(2)(5)=20π. \frac{\partial V}{\partial r} = 2\pi r h \implies \frac{\partial V}{\partial r}(2, 5) = 2\pi(2)(5) = 20\pi. ∂V∂h=πr2  ⟹  ∂V∂h(2,5)=π(22)=4π. \frac{\partial V}{\partial h} = \pi r^2 \implies \frac{\partial V}{\partial h}(2, 5) = \pi(2^2) = 4\pi. Tangent plane: V−20π=20π(r−2)+4π(h−5) V - 20\pi = 20\pi(r - 2) + 4\pi(h - 5) .

Step 2: Total differential & maximum error bound: dV=∂V∂rdr+∂V∂hdh=(20π)dr+(4π)dh. dV = \frac{\partial V}{\partial r} dr + \frac{\partial V}{\partial h} dh = (20\pi) dr + (4\pi) dh. Applying the triangle inequality for worst-case error: ∣ΔV∣≈∣dV∣≤20π∣Δr∣+4π∣Δh∣=20π(0.02)+4π(0.05)=0.4π+0.2π=0.6π≈1.885 m3. |\Delta V| \approx |dV| \le 20\pi |\Delta r| + 4\pi |\Delta h| = 20\pi(0.02) + 4\pi(0.05) = 0.4\pi + 0.2\pi = 0.6\pi \approx 1.885 \text{ m}^3.

Step 3: Relative and percentage error: ∣dV∣V0=0.6π20π=0.620=0.03=3%. \frac{|dV|}{V_0} = \frac{0.6\pi}{20\pi} = \frac{0.6}{20} = 0.03 = \mathbf{3\%}. (Notice that radius error contributes twice as heavily as height error due to the quadratic exponent r2 r^2 !)

● Level 3 University Rigor — Definition 1.4: Fréchet Differentiability in ℝⁿ

In single-variable calculus, existence of f′(x) f'(x) is equivalent to differentiability. In multivariable calculus, the existence of all partial derivatives does NOT imply that a function is differentiable (or even continuous)!

Definition (Differentiability): Let f:D⊆R2→R f: D \subseteq \mathbb{R}^2 \to \mathbb{R} and let (a,b) (a, b) be an interior point of D D . We say f f is differentiable at (a,b) (a, b) if both partial derivatives fx(a,b) f_x(a, b) and fy(a,b) f_y(a, b) exist, and: lim⁡(Δx,Δy)→(0,0)f(a+Δx,b+Δy)−f(a,b)−[fx(a,b)Δx+fy(a,b)Δy](Δx)2+(Δy)2=0. \lim_{(\Delta x, \Delta y) \to (0, 0)} \frac{f(a+\Delta x, b+\Delta y) - f(a, b) - \left[ f_x(a, b)\Delta x + f_y(a, b)\Delta y \right]}{\sqrt{(\Delta x)^2 + (\Delta y)^2}} = 0. Equivalently, the error E(Δx,Δy)=f(a+Δx,b+Δy)−L(a+Δx,b+Δy) E(\Delta x, \Delta y) = f(a+\Delta x, b+\Delta y) - L(a+\Delta x, b+\Delta y) satisfies E(Δx,Δy)=o(∥Δx∥) E(\Delta x, \Delta y) = o(\|\Delta\mathbf{x}\|) as ∥Δx∥→0 \|\Delta\mathbf{x}\| \to 0 .

▲ Level 3 University Rigor — Theorem 1.2: The C¹ Differentiability Criterion

Theorem: If the first-order partial derivatives fx f_x and fy f_y exist in an open neighborhood of (a,b) (a, b) and are continuous at (a,b) (a, b) (i.e., f∈C1 f \in C^1 ), then f f is differentiable at (a,b) (a, b) .

Hierarchy of Smoothness: C1  ⟹  Differentiable  ⟹  Continuous  ⟹  Partial Derivatives Exist (False! Partials do not imply continuity). C^1 \implies \text{Differentiable} \implies \text{Continuous} \implies \text{Partial Derivatives Exist (False! Partials do not imply continuity)}.

Proof of the C¹ Differentiability Criterion

Let Δz=f(a+Δx,b+Δy)−f(a,b) \Delta z = f(a+\Delta x, b+\Delta y) - f(a, b) . Decompose this increment into two single-variable steps: Δz=[f(a+Δx,b+Δy)−f(a,b+Δy)]+[f(a,b+Δy)−f(a,b)]. \Delta z = \left[ f(a+\Delta x, b+\Delta y) - f(a, b+\Delta y) \right] + \left[ f(a, b+\Delta y) - f(a, b) \right]. Applying the single-variable Mean Value Theorem to each bracketed difference:

  1. To x↦f(x,b+Δy) x \mapsto f(x, b+\Delta y) on [a,a+Δx] [a, a+\Delta x] : there exists c1∈(a,a+Δx) c_1 \in (a, a+\Delta x) such that: f(a+Δx,b+Δy)−f(a,b+Δy)=fx(c1,b+Δy)Δx. f(a+\Delta x, b+\Delta y) - f(a, b+\Delta y) = f_x(c_1, b+\Delta y) \Delta x.
  2. To y↦f(a,y) y \mapsto f(a, y) on [b,b+Δy] [b, b+\Delta y] : there exists c2∈(b,b+Δy) c_2 \in (b, b+\Delta y) such that: f(a,b+Δy)−f(a,b)=fy(a,c2)Δy. f(a, b+\Delta y) - f(a, b) = f_y(a, c_2) \Delta y.

Now rewrite: Δz=fx(a,b)Δx+fy(a,b)Δy+ε1Δx+ε2Δy, \Delta z = f_x(a, b)\Delta x + f_y(a, b)\Delta y + \varepsilon_1 \Delta x + \varepsilon_2 \Delta y, where ε1=fx(c1,b+Δy)−fx(a,b) \varepsilon_1 = f_x(c_1, b+\Delta y) - f_x(a, b) and ε2=fy(a,c2)−fy(a,b) \varepsilon_2 = f_y(a, c_2) - f_y(a, b) .

As (Δx,Δy)→(0,0) (\Delta x, \Delta y) \to (0, 0) , (c1,b+Δy)→(a,b) (c_1, b+\Delta y) \to (a, b) and (a,c2)→(a,b) (a, c_2) \to (a, b) . Because fx f_x and fy f_y are continuous at (a,b) (a, b) , lim⁡(Δx,Δy)→(0,0)ε1=0 \lim_{(\Delta x, \Delta y) \to (0, 0)} \varepsilon_1 = 0 and lim⁡(Δx,Δy)→(0,0)ε2=0 \lim_{(\Delta x, \Delta y) \to (0, 0)} \varepsilon_2 = 0 .

Dividing by ∥(Δx,Δy)∥=(Δx)2+(Δy)2 \|(\Delta x, \Delta y)\| = \sqrt{(\Delta x)^2 + (\Delta y)^2} : ∣ε1Δx+ε2Δy(Δx)2+(Δy)2∣≤∣ε1∣∣Δx∣∥Δx∥+∣ε2∣∣Δy∣∥Δx∥≤∣ε1∣(1)+∣ε2∣(1)→0. \left| \frac{\varepsilon_1 \Delta x + \varepsilon_2 \Delta y}{\sqrt{(\Delta x)^2 + (\Delta y)^2}} \right| \le |\varepsilon_1| \frac{|\Delta x|}{\|\Delta\mathbf{x}\|} + |\varepsilon_2| \frac{|\Delta y|}{\|\Delta\mathbf{x}\|} \le |\varepsilon_1|(1) + |\varepsilon_2|(1) \to 0. Thus the Fréchet differentiability limit is zero, proving f f is differentiable at (a,b) (a, b) . ■ \blacksquare

Worked Example 1.C (Level 3) — Canonical Counterexample: Partials Exist, Yet Discontinuous

Consider the classic pathological function: f(x,y)={xyx2+y2,(x,y)≠(0,0)0,(x,y)=(0,0). f(x, y) = \begin{cases} \dfrac{xy}{x^2 + y^2}, & (x, y) \neq (0, 0) \\ 0, & (x, y) = (0, 0). \end{cases}

  1. Compute the partial derivatives fx(0,0) f_x(0, 0) and fy(0,0) f_y(0, 0) directly from Definition 1.2.
  2. Prove that f f is discontinuous at (0,0) (0, 0) and therefore not differentiable at the origin.

Step 1: Compute partials from the limit definition: fx(0,0)=lim⁡h→0f(h,0)−f(0,0)h=lim⁡h→0(h)(0)h2+02−0h=lim⁡h→00h=0. f_x(0, 0) = \lim_{h \to 0} \frac{f(h, 0) - f(0, 0)}{h} = \lim_{h \to 0} \frac{\frac{(h)(0)}{h^2 + 0^2} - 0}{h} = \lim_{h \to 0} \frac{0}{h} = 0. By symmetry: fy(0,0)=lim⁡k→0f(0,k)−f(0,0)k=lim⁡k→00k=0. f_y(0, 0) = \lim_{k \to 0} \frac{f(0, k) - f(0, 0)}{k} = \lim_{k \to 0} \frac{0}{k} = 0. Both partial derivatives exist cleanly and equal 0 at the origin!

Step 2: Test continuity at the origin:
Approach along the line y=mx y = mx : lim⁡x→0f(x,mx)=lim⁡x→0x(mx)x2+m2x2=m1+m2. \lim_{x \to 0} f(x, mx) = \lim_{x \to 0} \frac{x(mx)}{x^2 + m^2 x^2} = \frac{m}{1 + m^2}. Along y=x y = x (m=1 m = 1 ), f(x,x)=1/2 f(x, x) = 1/2 . Along y=−x y = -x (m=−1 m = -1 ), f(x,−x)=−1/2 f(x, -x) = -1/2 . Along the axes, f=0 f = 0 .
Since lim⁡(x,y)→(0,0)f(x,y) \lim_{(x,y) \to (0,0)} f(x, y) does not exist, f f is discontinuous at (0,0) (0, 0) . Because differentiability implies continuity, f f is not differentiable at the origin despite having well-defined partial derivatives there! (Why does this not violate Theorem 1.2? Because fx(x,y) f_x(x, y) and fy(x,y) f_y(x, y) are discontinuous at (0,0) (0, 0) .)

⚠️ Common Traps & University Pitfalls — Partial Derivatives & Limits
  • The Straight-Line Limit Trap: Showing that lim⁡(x,y)→(0,0)f(x,y)=L \lim_{(x,y)\to(0,0)} f(x,y) = L along every straight line y=mx y = mx does NOT prove the limit exists! You must test degree-matching polynomial curves (such as parabolas y=kx2 y = kx^2 ) or prove the limit rigorously using the Squeeze Theorem or polar coordinates (x=rcos⁡θ,y=rsin⁡θ x = r\cos\theta, y = r\sin\theta with r→0 r \to 0 ).
  • Existence of Partials ≠ Continuity: As shown in Worked Example 1.C, having both fx f_x and fy f_y defined at a point does NOT guarantee that the surface is continuous or smooth there. Differentiability requires the tangent plane to approximate the surface to first-order in all radial directions simultaneously.
  • Treating Inactive Variables as Zero: When computing ∂∂x(3x2y3) \frac{\partial}{\partial x}(3x^2 y^3) , novice students mistakenly substitute y=0 y = 0 . The factor y3 y^3 is a constant multiplier; the derivative is 6xy3 6x y^3 , never 0.
  • Tangent Plane Normal Vector Sign: For z=f(x,y) z = f(x, y) , the upward normal vector is ⟨−fx,−fy,1⟩ \langle -f_x, -f_y, 1 \rangle and the downward normal is ⟨fx,fy,−1⟩ \langle f_x, f_y, -1 \rangle . Writing ⟨fx,fy,1⟩ \langle f_x, f_y, 1 \rangle has the wrong signs for both coordinate slopes.

Core Multivariable Derivative Rules

Partial with respect to x
fx=lim⁡h→0f(x+h,y)−f(x,y)h f_x = \lim_{h \to 0} \frac{f(x+h, y) - f(x, y)}{h} (hold y y fixed)
Tangent Plane
z−z0=fx(x0,y0)(x−x0)+fy(x0,y0)(y−y0) z - z_0 = f_x(x_0, y_0)(x - x_0) + f_y(x_0, y_0)(y - y_0)
Total Differential
dz=fx dx+fy dy dz = f_x \, dx + f_y \, dy
Clairaut's Equality
fxy=fyx f_{xy} = f_{yx} whenever mixed partials are continuous
Traces and Coordinate Slices of z = 4 - x² - y² — Coordinate plane with graph of x-trace at y = 0: z = 4 - x², x-trace at y = 1: z = 3 - x²; marked points Peak (0, 0, 4) (0, 4), Slice peak (0, 1, 3) (0, 3)-2-11224xyx-trace at y = 0: z = 4 − x²x-trace at y = 1: z = 3 − x²Peak (0, 0, 4)Slice peak (0, 1, 3)
Coordinate slices (traces) through the elliptic paraboloid z=4−x2−y2 z = 4 - x^2 - y^2 . Holding y=0 y = 0 yields the parabolic curve z=4−x2 z = 4 - x^2 with slope ∂z/∂x=−2x \partial z / \partial x = -2x , showing how partial derivatives measure slope along cross sections parallel to coordinate axes.
Worked Example D — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=5 \Delta x = 5 and vertical component Δy=5 \Delta y = 5 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(5)2+(5)2=25+25=50 d^2 = (5)^2 + (5)^2 = 25 + 25 = \mathbf{50} .
  2. The enclosed right-triangle area is A=12(5)(5)=12.5 A = \frac{1}{2}(5)(5) = \mathbf{12.5} .

Given the multivariable function f(x,y)=x3y2−4xy3+5x2−7y+2 f(x, y) = x^3 y^2 - 4xy^3 + 5x^2 - 7y + 2 , find the first-order partial derivatives fx(x,y) f_x(x, y) and fy(x,y) f_y(x, y) , and evaluate fx(1,2) f_x(1, 2) .

Step 1: Differentiate with respect to x x (holding y y constant): fx(x,y)=∂∂x(x3y2−4xy3+5x2−7y+2)=3x2y2−4y3+10x. f_x(x, y) = \frac{\partial}{\partial x}\left(x^3 y^2 - 4xy^3 + 5x^2 - 7y + 2\right) = 3x^2 y^2 - 4y^3 + 10x.

Step 2: Differentiate with respect to y y (holding x x constant): fy(x,y)=∂∂y(x3y2−4xy3+5x2−7y+2)=2x3y−12xy2−7. f_y(x, y) = \frac{\partial}{\partial y}\left(x^3 y^2 - 4xy^3 + 5x^2 - 7y + 2\right) = 2x^3 y - 12xy^2 - 7.

Step 3: Evaluate fx(1,2) f_x(1, 2) : fx(1,2)=3(1)2(2)2−4(2)3+10(1)=3(4)−4(8)+10=12−32+10=−10. f_x(1, 2) = 3(1)^2(2)^2 - 4(2)^3 + 10(1) = 3(4) - 4(8) + 10 = 12 - 32 + 10 = -10.

⊙ Explorer · 3D Tangent Plane & Surface Normalinteractive
Tangent Point P(x₀, y₀, z₀)(1.0, 1.5, 3.25)
Slope in x-direction f_x-0.60
Slope in y-direction f_y-0.60
Tangent Plane Equationz - 3.25 = -0.6(x - 1) - 0.6(y - 1.5)
Upward Normal Vector n⟨0.60, 0.60, 1.00⟩

University Multivariable Rigor: The tangent plane is the best linear approximation to the surface near $(x_0, y_0)$. The upward surface normal n=⟨−fx,−fy,1⟩ \mathbf{n} = \langle -f_x, -f_y, 1 \rangle is orthogonal to every tangent vector on the surface!

Find an equation of the tangent plane to the surface z=x2+3y2−2x+4y z = x^2 + 3y^2 - 2x + 4y at the point P(2,1,9) P(2, 1, 9) .

Step 1: Compute partial derivatives: fx(x,y)=2x−2,fy(x,y)=6y+4. f_x(x, y) = 2x - 2, \qquad f_y(x, y) = 6y + 4.

Step 2: Evaluate at (x0,y0)=(2,1) (x_0, y_0) = (2, 1) : fx(2,1)=2(2)−2=2,fy(2,1)=6(1)+4=10. f_x(2, 1) = 2(2) - 2 = 2, \qquad f_y(2, 1) = 6(1) + 4 = 10.

Step 3: Apply the tangent plane formula: z−z0=fx(x0,y0)(x−x0)+fy(x0,y0)(y−y0) z - z_0 = f_x(x_0, y_0)(x - x_0) + f_y(x_0, y_0)(y - y_0) z−9=2(x−2)+10(y−1) z - 9 = 2(x - 2) + 10(y - 1) z−9=2x−4+10y−10  ⟹  2x+10y−z=5. z - 9 = 2x - 4 + 10y - 10 \implies 2x + 10y - z = 5.

[Functions of Several Variables, Limits, Partial Derivatives & Differentiability · Practice 3] If the governing relation for this system is g(t)=5t+5 g(t) = 5t + 5 , evaluate g(8) g(8) and find the inverse input t t when g(t)=50 g(t) = 50 .
Substitute t=8 t = 8 : g(8)=5(8)+5=45 g(8) = 5(8) + 5 = \mathbf{45} . Setting 5t+5=50 5t + 5 = 50 gives 5t=45  ⟹  t=9 5t = 45 \implies t = \mathbf{9} .
[Functions of Several Variables, Limits, Partial Derivatives & Differentiability · Practice 4] If the governing relation for this system is g(t)=6t+6 g(t) = 6t + 6 , evaluate g(10) g(10) and find the inverse input t t when g(t)=72 g(t) = 72 .
Substitute t=10 t = 10 : g(10)=6(10)+6=66 g(10) = 6(10) + 6 = \mathbf{66} . Setting 6t+6=72 6t + 6 = 72 gives 6t=66  ⟹  t=11 6t = 66 \implies t = \mathbf{11} .
📝 Chapter Quiz
2

The Multivariable Chain Rule, Directional Derivatives & Gradient Geometry

While Chapter 1 isolated rates of change along standard coordinate axes, physical processes rarely restrict their motion to orthogonal grid lines. A heated particle moves along a curved parametric path; fluid flows across an arbitrary streamline; optimization algorithms seek the direction of steepest descent. The multivariable chain rule tracks how composite dependencies propagate through intermediate variables, while the gradient vector ∇f \nabla f encodes the directional derivative in every possible direction, establishing the fundamental geometric bridge between linear algebra, level sets, and differential geometry.

● Level 1 Foundation — Definition 2.1: The Multivariable Chain Rule

Let z=f(x,y) z = f(x, y) be a differentiable function of x x and y y .

  1. Case 1 (Parametric Curve Domain): If x=x(t) x = x(t) and y=y(t) y = y(t) are differentiable functions of a single parameter t t , then z z is a differentiable function of t t , and its derivative is given by the tree-branch summation: dzdt=∂f∂xdxdt+∂f∂ydydt=∇f(r(t))⋅r′(t). \frac{dz}{dt} = \frac{\partial f}{\partial x}\frac{dx}{dt} + \frac{\partial f}{\partial y}\frac{dy}{dt} = \nabla f(\mathbf{r}(t)) \cdot \mathbf{r}'(t).
  2. Case 2 (Two Intermediate, Two Independent Variables): If x=g(u,v) x = g(u, v) and y=h(u,v) y = h(u, v) are differentiable functions of u u and v v , then: ∂z∂u=∂z∂x∂x∂u+∂z∂y∂y∂u,∂z∂v=∂z∂x∂x∂v+∂z∂y∂y∂v. \frac{\partial z}{\partial u} = \frac{\partial z}{\partial x}\frac{\partial x}{\partial u} + \frac{\partial z}{\partial y}\frac{\partial y}{\partial u}, \qquad \frac{\partial z}{\partial v} = \frac{\partial z}{\partial x}\frac{\partial x}{\partial v} + \frac{\partial z}{\partial y}\frac{\partial y}{\partial v}.
  3. Jacobian Matrix Formulation: In general matrix terms, if g:Rk→Rm \mathbf{g}: \mathbb{R}^k \to \mathbb{R}^m and f:Rm→Rn \mathbf{f}: \mathbb{R}^m \to \mathbb{R}^n , the derivative of the composite mapping h=f∘g \mathbf{h} = \mathbf{f} \circ \mathbf{g} is the matrix product of their Jacobian matrices: D(f∘g)(x)=Df(g(x)) Dg(x). D(\mathbf{f} \circ \mathbf{g})(\mathbf{x}) = D\mathbf{f}(\mathbf{g}(\mathbf{x})) \, D\mathbf{g}(\mathbf{x}).
Circle with radius 66
Circle sector and chord geometry with radius r = 6 and central angle 120°.
Worked Example 2.A (Level 1) — Polar Coordinate Transformation of Partial Derivatives

Let z=f(x,y) z = f(x, y) be a differentiable function where x=rcos⁡θ x = r\cos\theta and y=rsin⁡θ y = r\sin\theta . Express ∂z∂r \frac{\partial z}{\partial r} and ∂z∂θ \frac{\partial z}{\partial \theta} in terms of ∂z∂x \frac{\partial z}{\partial x} and ∂z∂y \frac{\partial z}{\partial y} , and show that: (∂z∂r)2+1r2(∂z∂θ)2=(∂z∂x)2+(∂z∂y)2=∥∇f∥2. \left( \frac{\partial z}{\partial r} \right)^2 + \frac{1}{r^2}\left( \frac{\partial z}{\partial \theta} \right)^2 = \left( \frac{\partial z}{\partial x} \right)^2 + \left( \frac{\partial z}{\partial y} \right)^2 = \|\nabla f\|^2.

Step 1: Compute partial derivatives of coordinate functions: ∂x∂r=cos⁡θ,∂y∂r=sin⁡θ;∂x∂θ=−rsin⁡θ,∂y∂θ=rcos⁡θ. \frac{\partial x}{\partial r} = \cos\theta, \quad \frac{\partial y}{\partial r} = \sin\theta; \qquad \frac{\partial x}{\partial \theta} = -r\sin\theta, \quad \frac{\partial y}{\partial \theta} = r\cos\theta.

Step 2: Apply the Chain Rule: ∂z∂r=∂z∂xcos⁡θ+∂z∂ysin⁡θ, \frac{\partial z}{\partial r} = \frac{\partial z}{\partial x}\cos\theta + \frac{\partial z}{\partial y}\sin\theta, ∂z∂θ=∂z∂x(−rsin⁡θ)+∂z∂y(rcos⁡θ)  ⟹  1r∂z∂θ=−∂z∂xsin⁡θ+∂z∂ycos⁡θ. \frac{\partial z}{\partial \theta} = \frac{\partial z}{\partial x}(-r\sin\theta) + \frac{\partial z}{\partial y}(r\cos\theta) \implies \frac{1}{r}\frac{\partial z}{\partial \theta} = -\frac{\partial z}{\partial x}\sin\theta + \frac{\partial z}{\partial y}\cos\theta.

Step 3: Square and add: (∂z∂r)2=zx2cos⁡2θ+2zxzycos⁡θsin⁡θ+zy2sin⁡2θ. \left( \frac{\partial z}{\partial r} \right)^2 = z_x^2 \cos^2\theta + 2 z_x z_y \cos\theta\sin\theta + z_y^2 \sin^2\theta. 1r2(∂z∂θ)2=zx2sin⁡2θ−2zxzycos⁡θsin⁡θ+zy2cos⁡2θ. \frac{1}{r^2}\left( \frac{\partial z}{\partial \theta} \right)^2 = z_x^2 \sin^2\theta - 2 z_x z_y \cos\theta\sin\theta + z_y^2 \cos^2\theta. Adding the two lines eliminates the cross-term: (∂z∂r)2+1r2(∂z∂θ)2=zx2(cos⁡2θ+sin⁡2θ)+zy2(sin⁡2θ+cos⁡2θ)=zx2+zy2=∥∇f∥2.  ✓ \left( \frac{\partial z}{\partial r} \right)^2 + \frac{1}{r^2}\left( \frac{\partial z}{\partial \theta} \right)^2 = z_x^2(\cos^2\theta + \sin^2\theta) + z_y^2(\sin^2\theta + \cos^2\theta) = z_x^2 + z_y^2 = \|\nabla f\|^2. \;\checkmark

● Level 2 Analytical Application — Definition 2.2: Directional Derivatives & The Gradient Vector

The Gradient Vector: The gradient of a scalar field f(x,y) f(x, y) at (x,y) (x, y) is the vector field: ∇f(x,y)=grad⁡f=⟨∂f∂x,∂f∂y⟩=fxi+fyj. \nabla f(x, y) = \operatorname{grad} f = \left\langle \frac{\partial f}{\partial x}, \frac{\partial f}{\partial y} \right\rangle = f_x \mathbf{i} + f_y \mathbf{j}. In R3 \mathbb{R}^3 , ∇f(x,y,z)=⟨fx,fy,fz⟩ \nabla f(x, y, z) = \langle f_x, f_y, f_z \rangle .

The Directional Derivative: Let u=⟨u1,u2⟩ \mathbf{u} = \langle u_1, u_2 \rangle be a unit vector (∥u∥=1 \|\mathbf{u}\| = 1 ). The directional derivative of f f in the direction of u \mathbf{u} at (x0,y0) (x_0, y_0) is: Duf(x0,y0)=lim⁡h→0f(x0+hu1,y0+hu2)−f(x0,y0)h. D_\mathbf{u} f(x_0, y_0) = \lim_{h \to 0} \frac{f(x_0 + h u_1, y_0 + h u_2) - f(x_0, y_0)}{h}. If f f is differentiable, the directional derivative is calculated as the inner product of the gradient with the unit direction vector: Duf(x0,y0)=∇f(x0,y0)⋅u. D_\mathbf{u} f(x_0, y_0) = \nabla f(x_0, y_0) \cdot \mathbf{u}.

▲ Level 2 Analytical Application — Theorem 2.1: Direction of Steepest Ascent & Bounds

Let f f be a differentiable function at (x0,y0) (x_0, y_0) with ∇f(x0,y0)≠0 \nabla f(x_0, y_0) \neq \mathbf{0} . Then:

  1. The maximum value of the directional derivative Duf(x0,y0) D_\mathbf{u} f(x_0, y_0) is ∥∇f(x0,y0)∥ \|\nabla f(x_0, y_0)\| , and it occurs when u \mathbf{u} points in the direction of the gradient: u=∇f(x0,y0)∥∇f(x0,y0)∥(steepest ascent). \mathbf{u} = \frac{\nabla f(x_0, y_0)}{\|\nabla f(x_0, y_0)\|} \quad (\text{steepest ascent}).
  2. The minimum value of Duf(x0,y0) D_\mathbf{u} f(x_0, y_0) is −∥∇f(x0,y0)∥ -\|\nabla f(x_0, y_0)\| , and it occurs when u \mathbf{u} points in the direction opposite to the gradient: u=−∇f(x0,y0)∥∇f(x0,y0)∥(steepest descent). \mathbf{u} = -\frac{\nabla f(x_0, y_0)}{\|\nabla f(x_0, y_0)\|} \quad (\text{steepest descent}).
  3. The directional derivative is zero (Duf=0 D_\mathbf{u} f = 0 ) in any direction orthogonal to the gradient (u⊥∇f \mathbf{u} \perp \nabla f ), which is the direction tangent to the level curve of f f .
Proof of Theorem 2.1 (Cauchy–Schwarz & Geometry)

By Definition 2.2, Duf=∇f⋅u D_\mathbf{u} f = \nabla f \cdot \mathbf{u} . Using the geometric definition of the inner product: Duf=∥∇f∥∥u∥cos⁡θ=∥∇f∥cos⁡θ, D_\mathbf{u} f = \|\nabla f\| \|\mathbf{u}\| \cos\theta = \|\nabla f\| \cos\theta, where θ∈[0,π] \theta \in [0, \pi] is the angle between ∇f \nabla f and the unit vector u \mathbf{u} (since ∥u∥=1 \|\mathbf{u}\| = 1 ).

Because −1≤cos⁡θ≤1 -1 \le \cos\theta \le 1 for all θ \theta :

  1. Duf D_\mathbf{u} f achieves its maximum when cos⁡θ=1  ⟹  θ=0 \cos\theta = 1 \implies \theta = 0 . Thus u \mathbf{u} is parallel and codirectional with ∇f \nabla f , and max⁡(Duf)=∥∇f∥ \max(D_\mathbf{u} f) = \|\nabla f\| .
  2. Duf D_\mathbf{u} f achieves its minimum when cos⁡θ=−1  ⟹  θ=π \cos\theta = -1 \implies \theta = \pi . Thus u \mathbf{u} points opposite to ∇f \nabla f , and min⁡(Duf)=−∥∇f∥ \min(D_\mathbf{u} f) = -\|\nabla f\| .
  3. Duf=0  ⟺  cos⁡θ=0  ⟹  θ=π/2 D_\mathbf{u} f = 0 \iff \cos\theta = 0 \implies \theta = \pi/2 , meaning u⊥∇f \mathbf{u} \perp \nabla f . ■ \blacksquare
Worked Example 2.B (Level 2) — Directional Derivative & Steepest Ascent Calculation

For f(x,y)=x2+xy f(x,y)=x^2+xy at P(1,2) P(1,2) , find:

  1. The directional derivative toward the point Q(4,6) Q(4, 6) .
  2. The maximum rate of increase at P P and the unit direction vector in which it occurs.
  3. The unit direction vectors along which the rate of change of f f is zero.

Step 1: Compute gradient at P(1,2) P(1, 2) : ∇f=⟨2x+y,  x⟩  ⟹  ∇f(1,2)=⟨2(1)+2,  1⟩=⟨4,1⟩. \nabla f = \langle 2x + y, \; x \rangle \implies \nabla f(1, 2) = \langle 2(1) + 2, \; 1 \rangle = \langle 4, 1 \rangle.

Step 2: Direction toward Q(4,6) Q(4, 6) : Displacement vector: v=PQ⃗=⟨4−1,6−2⟩=⟨3,4⟩ \mathbf{v} = \vec{PQ} = \langle 4 - 1, 6 - 2 \rangle = \langle 3, 4 \rangle .
Normalize v \mathbf{v} : ∥v∥=32+42=5  ⟹  u=⟨3/5,4/5⟩ \|\mathbf{v}\| = \sqrt{3^2 + 4^2} = 5 \implies \mathbf{u} = \langle 3/5, 4/5 \rangle .
Compute directional derivative: Duf(1,2)=∇f(1,2)⋅u=4(3/5)+1(4/5)=12+45=165=3.2. D_\mathbf{u} f(1, 2) = \nabla f(1, 2) \cdot \mathbf{u} = 4(3/5) + 1(4/5) = \frac{12 + 4}{5} = \mathbf{\frac{16}{5} = 3.2}.

Step 3: Maximum rate of increase: ∥∇f(1,2)∥=42+12=17≈4.123. \|\nabla f(1, 2)\| = \sqrt{4^2 + 1^2} = \mathbf{\sqrt{17} \approx 4.123}. Direction: umax⁡=∇f∥∇f∥=⟨417,117⟩ \mathbf{u}_{\max} = \frac{\nabla f}{\|\nabla f\|} = \mathbf{\left\langle \frac{4}{\sqrt{17}}, \frac{1}{\sqrt{17}} \right\rangle} .

Step 4: Zero rate of change: Requires u⊥∇f=⟨4,1⟩ \mathbf{u} \perp \nabla f = \langle 4, 1 \rangle . Swapping coordinates with sign flip gives: u0=±⟨−117,417⟩. \mathbf{u}_0 = \pm \left\langle -\frac{1}{\sqrt{17}}, \frac{4}{\sqrt{17}} \right\rangle.

⊙ Explorer · Gradient & steepest ascentinteractive
Du f(1, 2)4.000
Maximum possible rate√17 ≈ 4.123

f(x, y) = x² + xy, the same function as Worked example 2.B. The amber arrow is the fixed gradient ∇f(1,2) = ⟨4, 1⟩, which points at θ ≈ 14.04°; the indigo arrow is the unit direction u you're rotating. Drag θ near there (the whole-degree slider can only approach it, not land on it exactly) and watch D_u f = ∇f·u climb toward its true maximum √17 ≈ 4.123 — reached exactly only when u lines up with ∇f, Theorem 2.1's claim.

● Level 3 University Rigor — Definition 2.3: Tangent Planes to Implicit Surfaces

Let S S be a level surface of a continuously differentiable function F(x,y,z)=c F(x, y, z) = c . Let P0(x0,y0,z0) P_0(x_0, y_0, z_0) be a point on S S where ∇F(x0,y0,z0)≠0 \nabla F(x_0, y_0, z_0) \neq \mathbf{0} .

The tangent plane to S S at P0 P_0 is the plane passing through P0 P_0 with normal vector n=∇F(x0,y0,z0) \mathbf{n} = \nabla F(x_0, y_0, z_0) : Fx(x0,y0,z0)(x−x0)+Fy(x0,y0,z0)(y−y0)+Fz(x0,y0,z0)(z−z0)=0. F_x(x_0, y_0, z_0)(x - x_0) + F_y(x_0, y_0, z_0)(y - y_0) + F_z(x_0, y_0, z_0)(z - z_0) = 0. The normal line to S S at P0 P_0 has symmetric equations: x−x0Fx(P0)=y−y0Fy(P0)=z−z0Fz(P0). \frac{x - x_0}{F_x(P_0)} = \frac{y - y_0}{F_y(P_0)} = \frac{z - z_0}{F_z(P_0)}.

▲ Level 3 University Rigor — Theorem 2.2: Gradient Orthogonality to Level Sets

Theorem: Let F:D⊆R3→R F: D \subseteq \mathbb{R}^3 \to \mathbb{R} be differentiable. At any point P0 P_0 on the level surface S:F(x,y,z)=c S: F(x, y, z) = c , the gradient vector ∇F(P0) \nabla F(P_0) is strictly orthogonal to every smooth curve on S S passing through P0 P_0 .

Proof of Gradient Orthogonality

Let C C be any smooth curve on the level surface S S parameterized by r(t)=⟨x(t),y(t),z(t)⟩ \mathbf{r}(t) = \langle x(t), y(t), z(t) \rangle for t∈(−ε,ε) t \in (-\varepsilon, \varepsilon) , such that r(0)=P0(x0,y0,z0) \mathbf{r}(0) = P_0(x_0, y_0, z_0) .

Because the curve lies entirely on the level surface S S , the function value remains constant along C C : F(x(t),y(t),z(t))=cfor all t∈(−ε,ε). F(x(t), y(t), z(t)) = c \quad \text{for all } t \in (-\varepsilon, \varepsilon). Differentiating both sides with respect to t t using the multivariable chain rule (Definition 2.1): ddt[F(x(t),y(t),z(t))]=ddt[c]=0. \frac{d}{dt}\left[ F(x(t), y(t), z(t)) \right] = \frac{d}{dt}[c] = 0. Expanding the left-hand derivative: ∂F∂xdxdt+∂F∂ydydt+∂F∂zdzdt=0. \frac{\partial F}{\partial x}\frac{dx}{dt} + \frac{\partial F}{\partial y}\frac{dy}{dt} + \frac{\partial F}{\partial z}\frac{dz}{dt} = 0. Expressed in vector notation: ∇F(r(t))⋅r′(t)=0. \nabla F(\mathbf{r}(t)) \cdot \mathbf{r}'(t) = 0. Evaluating at t=0 t = 0 : ∇F(P0)⋅r′(0)=0. \nabla F(P_0) \cdot \mathbf{r}'(0) = 0. Since r′(0) \mathbf{r}'(0) represents the tangent vector to the curve C C at P0 P_0 , and C C was chosen arbitrarily among all smooth curves on S S through P0 P_0 , the gradient vector ∇F(P0) \nabla F(P_0) is perpendicular to every tangent vector on S S . Hence, ∇F(P0) \nabla F(P_0) is the normal vector to the level surface. ■ \blacksquare

Worked Example 2.C (Level 3) — Tangent Plane to an Implicit Quadric Surface

Find the equations of the tangent plane and the normal line to the hyperboloid of two sheets x2−2y2−4z2=16 x^2 - 2y^2 - 4z^2 = 16 at the point P(6,2,1) P(6, 2, 1) .

Step 1: Define implicit level function: F(x,y,z)=x2−2y2−4z2=16. F(x, y, z) = x^2 - 2y^2 - 4z^2 = 16.

Step 2: Compute gradient vector: ∇F=⟨2x,  −4y,  −8z⟩. \nabla F = \langle 2x, \; -4y, \; -8z \rangle. At P(6,2,1) P(6, 2, 1) : ∇F(6,2,1)=⟨2(6),  −4(2),  −8(1)⟩=⟨12,−8,−8⟩. \nabla F(6, 2, 1) = \langle 2(6), \; -4(2), \; -8(1) \rangle = \langle 12, -8, -8 \rangle. We can scale the normal vector by 1/4 1/4 to simplify: n=⟨3,−2,−2⟩ \mathbf{n} = \langle 3, -2, -2 \rangle .

Step 3: Construct tangent plane equation: 3(x−6)−2(y−2)−2(z−1)=0 3(x - 6) - 2(y - 2) - 2(z - 1) = 0 3x−18−2y+4−2z+2=0  ⟹  3x−2y−2z=12. 3x - 18 - 2y + 4 - 2z + 2 = 0 \implies \mathbf{3x - 2y - 2z = 12}.

Step 4: Construct normal line equations: In parametric form: x=6+3t x = 6 + 3t , y=2−2t y = 2 - 2t , z=1−2t z = 1 - 2t . In symmetric form: x−63=y−2−2=z−1−2. \mathbf{\frac{x - 6}{3} = \frac{y - 2}{-2} = \frac{z - 1}{-2}}.

⚠️ Common Traps & University Pitfalls — Gradients & Chain Rule
  • Failure to Normalize the Direction Vector: The directional derivative formula Duf=∇f⋅u D_\mathbf{u} f = \nabla f \cdot \mathbf{u} assumes u \mathbf{u} is a unit vector (∥u∥=1 \|\mathbf{u}\| = 1 ). If given a direction vector v=⟨1,2⟩ \mathbf{v} = \langle 1, 2 \rangle , taking ∇f⋅v \nabla f \cdot \mathbf{v} erroneously multiplies the true rate of change by 5 \sqrt{5} . Always compute u=v/∥v∥ \mathbf{u} = \mathbf{v} / \|\mathbf{v}\| first!
  • The Missing Negative Sign in Implicit Differentiation: By the Chain Rule on F(x,y)=c F(x, y) = c : Fxdx+Fydy=0  ⟹  dydx=−FxFy F_x dx + F_y dy = 0 \implies \frac{dy}{dx} = -\frac{F_x}{F_y} . Forgetting the minus sign is one of the most persistent exam errors in multivariable calculus.
  • Level Curve Normal vs. Graph Normal: For a 2D surface z=f(x,y) z = f(x, y) , rewrite it in implicit level surface form F(x,y,z)=f(x,y)−z=0 F(x, y, z) = f(x, y) - z = 0 . Its 3D normal vector is ∇F=⟨fx,fy,−1⟩ \nabla F = \langle f_x, f_y, -1 \rangle . Confusing ∇f(x,y) \nabla f(x, y) (a 2D vector in the plane) with the 3D normal vector n \mathbf{n} causes severe dimensional mismatch errors.
  • Chain Rule Tree Branch Omission: When an intermediate variable appears in multiple positions (e.g. z=f(u,v) z = f(u, v) where u=xy,v=x/y u = xy, v = x/y ), x x appears in both u u and v v . The derivative ∂z∂x \frac{\partial z}{\partial x} must sum both branches: ∂z∂u∂u∂x+∂z∂v∂v∂x \frac{\partial z}{\partial u}\frac{\partial u}{\partial x} + \frac{\partial z}{\partial v}\frac{\partial v}{\partial x} .

Essential Gradient & Chain Rule Formulations

Chain Rule (1-var)
dzdt=∇f(r(t))⋅r′(t) \frac{dz}{dt} = \nabla f(\mathbf{r}(t)) \cdot \mathbf{r}'(t)
Directional Derivative
Duf=∇f⋅u(∥u∥=1) D_\mathbf{u} f = \nabla f \cdot \mathbf{u} \quad (\|\mathbf{u}\| = 1)
Steepest Ascent
Direction is ∇f \nabla f ; maximal rate is ∥∇f∥ \|\nabla f\|
Implicit Normal
n=∇F(x0,y0,z0)⊥{F=c} \mathbf{n} = \nabla F(x_0, y_0, z_0) \perp \{F = c\}
Gradient Vector Perpendicular to Level Curve — Coordinate plane with graph of Level curve: x² + y² = 4 (top), Level curve: x² + y² = 4 (bottom), Gradient line: along (1, 1); marked points Point (√2, √2) (1.414, 1.414), Origin (0, 0)-2-112-2-112xyLevel curve: x² + y² = 4 (top)Level curve: x² + y² = 4 (bottom)Gradient line: along (1, 1)Point (√2, √2)Origin
For f(x,y)=x2+y2 f(x, y) = x^2 + y^2 , the level curve f(x,y)=4 f(x, y) = 4 is a circle of radius 2. At any point such as (2,2) (\sqrt{2}, \sqrt{2}) , the gradient vector ∇f=⟨2x,2y⟩=⟨22,22⟩ \nabla f = \langle 2x, 2y \rangle = \langle 2\sqrt{2}, 2\sqrt{2} \rangle points outward perpendicular to the tangent line, pointing in the direction of steepest ascent.
Worked Example D — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=5 \Delta x = 5 and vertical component Δy=5 \Delta y = 5 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(5)2+(5)2=25+25=50 d^2 = (5)^2 + (5)^2 = 25 + 25 = \mathbf{50} .
  2. The enclosed right-triangle area is A=12(5)(5)=12.5 A = \frac{1}{2}(5)(5) = \mathbf{12.5} .

Let z=x2y−y3 z = x^2 y - y^3 , where x(t)=cos⁡(2t) x(t) = \cos(2t) and y(t)=sin⁡(2t) y(t) = \sin(2t) . Use the multivariable chain rule to find dzdt \frac{dz}{dt} when t=0 t = 0 .

Step 1: Compute partial derivatives of z z : ∂z∂x=2xy,∂z∂y=x2−3y2. \frac{\partial z}{\partial x} = 2xy, \qquad \frac{\partial z}{\partial y} = x^2 - 3y^2.

Step 2: Compute derivatives of coordinate functions: dxdt=−2sin⁡(2t),dydt=2cos⁡(2t). \frac{dx}{dt} = -2\sin(2t), \qquad \frac{dy}{dt} = 2\cos(2t).

Step 3: Evaluate at t=0 t = 0 : x(0)=cos⁡(0)=1,y(0)=sin⁡(0)=0. x(0) = \cos(0) = 1, \quad y(0) = \sin(0) = 0. ∂z∂x(1,0)=0,∂z∂y(1,0)=12−0=1. \frac{\partial z}{\partial x}(1, 0) = 0, \quad \frac{\partial z}{\partial y}(1, 0) = 1^2 - 0 = 1. dxdt(0)=0,dydt(0)=2. \frac{dx}{dt}(0) = 0, \quad \frac{dy}{dt}(0) = 2.

Step 4: Apply the chain rule: dzdt=∂z∂xdxdt+∂z∂ydydt=(0)(0)+(1)(2)=2. \frac{dz}{dt} = \frac{\partial z}{\partial x}\frac{dx}{dt} + \frac{\partial z}{\partial y}\frac{dy}{dt} = (0)(0) + (1)(2) = 2.

Find the directional derivative of f(x,y,z)=x2y+yz2 f(x, y, z) = x^2 y + yz^2 at P(1,2,−1) P(1, 2, -1) in the direction of v=⟨2,−1,2⟩ \mathbf{v} = \langle 2, -1, 2 \rangle .

Step 1: Compute the gradient ∇f \nabla f : ∇f=⟨∂f∂x,∂f∂y,∂f∂z⟩=⟨2xy,  x2+z2,  2yz⟩. \nabla f = \left\langle \frac{\partial f}{\partial x}, \frac{\partial f}{\partial y}, \frac{\partial f}{\partial z} \right\rangle = \left\langle 2xy, \; x^2 + z^2, \; 2yz \right\rangle.

Step 2: Evaluate ∇f \nabla f at P(1,2,−1) P(1, 2, -1) : ∇f(1,2,−1)=⟨2(1)(2),  12+(−1)2,  2(2)(−1)⟩=⟨4,2,−4⟩. \nabla f(1, 2, -1) = \langle 2(1)(2), \; 1^2 + (-1)^2, \; 2(2)(-1) \rangle = \langle 4, 2, -4 \rangle.

Step 3: Normalize direction vector v \mathbf{v} : ∥v∥=22+(−1)2+22=4+1+4=3. \|\mathbf{v}\| = \sqrt{2^2 + (-1)^2 + 2^2} = \sqrt{4 + 1 + 4} = 3. u=v∥v∥=⟨23,−13,23⟩. \mathbf{u} = \frac{\mathbf{v}}{\|\mathbf{v}\|} = \left\langle \frac{2}{3}, -\frac{1}{3}, \frac{2}{3} \right\rangle.

Step 4: Compute dot product: Duf=∇f⋅u=(4)(23)+(2)(−13)+(−4)(23)=8−2−83=−23. D_{\mathbf{u}}f = \nabla f \cdot \mathbf{u} = (4)\left(\frac{2}{3}\right) + (2)\left(-\frac{1}{3}\right) + (-4)\left(\frac{2}{3}\right) = \frac{8 - 2 - 8}{3} = -\frac{2}{3}.

[The Multivariable Chain Rule, Directional Derivatives & Gradient Geometry · Practice 3] If the governing relation for this system is g(t)=5t+5 g(t) = 5t + 5 , evaluate g(8) g(8) and find the inverse input t t when g(t)=50 g(t) = 50 .
Substitute t=8 t = 8 : g(8)=5(8)+5=45 g(8) = 5(8) + 5 = \mathbf{45} . Setting 5t+5=50 5t + 5 = 50 gives 5t=45  ⟹  t=9 5t = 45 \implies t = \mathbf{9} .
[The Multivariable Chain Rule, Directional Derivatives & Gradient Geometry · Practice 4] If the governing relation for this system is g(t)=6t+6 g(t) = 6t + 6 , evaluate g(10) g(10) and find the inverse input t t when g(t)=72 g(t) = 72 .
Substitute t=10 t = 10 : g(10)=6(10)+6=66 g(10) = 6(10) + 6 = \mathbf{66} . Setting 6t+6=72 6t + 6 = 72 gives 6t=66  ⟹  t=11 6t = 66 \implies t = \mathbf{11} .
📝 Chapter Quiz
3

Multivariable Optimization: Critical Points, Hessians & Lagrange Multipliers

Finding optimal configurations — whether minimizing the energy of a physical lattice, maximizing the profit of a multi-product firm, or training high-dimensional neural network loss landscapes — is the ultimate application of differential calculus. In several variables, extrema occur where the gradient vector vanishes, creating horizontal tangent planes. Distinguishing peaks, valleys, and saddle points requires analyzing the curvature via the Hessian matrix, while optimizing subject to real-world boundary constraints is governed by the method of Lagrange multipliers.

● Level 1 Foundation — Definition 3.1: Critical Points & Local Extrema

Let f:D⊆R2→R f: D \subseteq \mathbb{R}^2 \to \mathbb{R} be defined on an open set D D .

  1. f f has a local maximum at (a,b) (a, b) if f(x,y)≤f(a,b) f(x, y) \le f(a, b) for all (x,y) (x, y) in an open disk centered at (a,b) (a, b) .
  2. f f has a local minimum at (a,b) (a, b) if f(x,y)≥f(a,b) f(x, y) \ge f(a, b) for all (x,y) (x, y) in an open disk centered at (a,b) (a, b) .
  3. A point (a,b) (a, b) in D D is a critical point (or stationary point) of f f if: ∇f(a,b)=0  ⟺  fx(a,b)=0andfy(a,b)=0, \nabla f(a, b) = \mathbf{0} \iff f_x(a, b) = 0 \quad \text{and} \quad f_y(a, b) = 0, or if one or both partial derivatives fail to exist at (a,b) (a, b) .
  4. Fermat's Theorem for Multivariable Functions: If f f has a local extremum at (a,b) (a, b) and is differentiable there, then ∇f(a,b)=0 \nabla f(a, b) = \mathbf{0} . (Proof: If ∇f(a,b)≠0 \nabla f(a, b) \neq \mathbf{0} , moving in the direction of ∇f \nabla f increases f f and moving opposite decreases f f , contradicting extremality.)
  5. A critical point (a,b) (a, b) where ∇f(a,b)=0 \nabla f(a, b) = \mathbf{0} that is neither a local maximum nor a local minimum is called a saddle point.
Circle with radius 66
Circle sector and chord geometry with radius r = 6 and central angle 120°.
Worked Example 3.A (Level 1) — Locating Critical Points of a Bivariate Surface

Find all critical points of the surface f(x,y)=x3−3x+y2 f(x, y) = x^3 - 3x + y^2 .

Step 1: Compute first-order partial derivatives and set to zero: fx(x,y)=3x2−3=0  ⟹  3(x2−1)=0  ⟹  x=1orx=−1. f_x(x, y) = 3x^2 - 3 = 0 \implies 3(x^2 - 1) = 0 \implies x = 1 \quad \text{or} \quad x = -1. fy(x,y)=2y=0  ⟹  y=0. f_y(x, y) = 2y = 0 \implies y = 0.

Step 2: Form candidate coordinate pairs:
Pairing each solution for x x with y=0 y = 0 yields two critical points: P1=(1,0),P2=(−1,0). P_1 = (1, 0), \qquad P_2 = (-1, 0).

Function values: f(1,0)=13−3(1)+02=−2 f(1, 0) = 1^3 - 3(1) + 0^2 = -2 , and f(−1,0)=(−1)3−3(−1)+02=2 f(-1, 0) = (-1)^3 - 3(-1) + 0^2 = 2 .

● Level 2 Analytical Application — Definition 3.2: The Hessian Matrix & Discriminant

Let f f be a twice continuously differentiable function (f∈C2 f \in C^2 ). The Hessian matrix of f f at (x,y) (x, y) is the symmetric 2×2 2 \times 2 matrix of second-order partial derivatives: H(x,y)=(fxxfxyfyxfyy). H(x, y) = \begin{pmatrix} f_{xx} & f_{xy} \\ f_{yx} & f_{yy} \end{pmatrix}. By Clairaut's Theorem (Theorem 1.1), fxy=fyx f_{xy} = f_{yx} , so H H is real symmetric. The Hessian discriminant (or determinant) is: D(x,y)=det⁡(H)=fxxfyy−(fxy)2. D(x, y) = \det(H) = f_{xx} f_{yy} - (f_{xy})^2.

▲ Level 2 Analytical Application — Theorem 3.1: The Second Derivative Test

Let (a,b) (a, b) be a critical point of f f (∇f(a,b)=0 \nabla f(a, b) = \mathbf{0} ) with continuous second partial derivatives on an open disk centered at (a,b) (a, b) . Let D=D(a,b)=fxx(a,b)fyy(a,b)−[fxy(a,b)]2 D = D(a, b) = f_{xx}(a, b)f_{yy}(a, b) - [f_{xy}(a, b)]^2 .

  1. Local Minimum: If D>0 D > 0 and fxx(a,b)>0 f_{xx}(a, b) > 0 (equivalently H H is positive definite, eigenvalues λ1,λ2>0 \lambda_1, \lambda_2 > 0 ), then f(a,b) f(a, b) is a local minimum.
  2. Local Maximum: If D>0 D > 0 and fxx(a,b)<0 f_{xx}(a, b) < 0 (equivalently H H is negative definite, eigenvalues λ1,λ2<0 \lambda_1, \lambda_2 < 0 ), then f(a,b) f(a, b) is a local maximum.
  3. Saddle Point: If D<0 D < 0 (equivalently H H is indefinite, eigenvalues have opposite signs λ1>0>λ2 \lambda_1 > 0 > \lambda_2 ), then (a,b) (a, b) is a saddle point.
  4. Inconclusive: If D=0 D = 0 , the test yields no information; higher-order terms determine the behavior.
Analytical Proof of the Second Derivative Test (Taylor Expansion)

Let h=Δx h = \Delta x and k=Δy k = \Delta y . By Taylor's Theorem in two variables centered at the critical point (a,b) (a, b) where fx(a,b)=fy(a,b)=0 f_x(a,b) = f_y(a,b) = 0 : f(a+h,b+k)−f(a,b)=12Q(h,k)+R2(h,k), f(a+h, b+k) - f(a, b) = \frac{1}{2} Q(h, k) + R_2(h, k), where Q(h,k)=fxxh2+2fxyhk+fyyk2 Q(h, k) = f_{xx} h^2 + 2 f_{xy} h k + f_{yy} k^2 is the second-order quadratic form and R2(h,k)/(h2+k2)→0 R_2(h, k) / (h^2 + k^2) \to 0 as (h,k)→(0,0) (h, k) \to (0, 0) . The local behavior is determined entirely by the sign of Q(h,k) Q(h, k) .

Case 1 (fxx≠0 f_{xx} \neq 0 ): Complete the square in h h : Q(h,k)=fxx(h2+2fxyfxxhk)+fyyk2=fxx(h+fxyfxxk)2+(fyy−fxy2fxx)k2. Q(h, k) = f_{xx} \left( h^2 + 2\frac{f_{xy}}{f_{xx}}hk \right) + f_{yy}k^2 = f_{xx} \left( h + \frac{f_{xy}}{f_{xx}}k \right)^2 + \left( f_{yy} - \frac{f_{xy}^2}{f_{xx}} \right) k^2. Combining the second term over a common denominator: fyy−fxy2fxx=fxxfyy−fxy2fxx=Dfxx. f_{yy} - \frac{f_{xy}^2}{f_{xx}} = \frac{f_{xx}f_{yy} - f_{xy}^2}{f_{xx}} = \frac{D}{f_{xx}}. Thus: Q(h,k)=fxx(h+fxyfxxk)2+Dfxxk2. Q(h, k) = f_{xx} \left( h + \frac{f_{xy}}{f_{xx}}k \right)^2 + \frac{D}{f_{xx}} k^2.

  1. If D>0 D > 0 and fxx>0 f_{xx} > 0 : Both coefficients fxx f_{xx} and D/fxx D/f_{xx} are strictly positive. Since the sum of two squares is strictly positive for all (h,k)≠(0,0) (h, k) \neq (0, 0) , Q(h,k)>0 Q(h, k) > 0 , confirming (a,b) (a, b) is a local minimum.
  2. If D>0 D > 0 and fxx<0 f_{xx} < 0 : Both coefficients are strictly negative. Hence Q(h,k)<0 Q(h, k) < 0 for all (h,k)≠(0,0) (h, k) \neq (0, 0) , confirming a local maximum.
  3. If D<0 D < 0 : The coefficients have opposite signs. Setting k=0 k = 0 gives Q(h,0)=fxxh2 Q(h, 0) = f_{xx} h^2 , which has the sign of fxx f_{xx} . Along the line h=−fxyfxxk h = -\frac{f_{xy}}{f_{xx}}k , Q=Dfxxk2 Q = \frac{D}{f_{xx}} k^2 , which has the opposite sign! Because Q Q takes both positive and negative values in every neighborhood of the origin, (a,b) (a, b) is a saddle point.

Case 2 (fxx=0 f_{xx} = 0 ): If fxx=0 f_{xx} = 0 , then D=−fxy2≤0 D = -f_{xy}^2 \le 0 . If D<0 D < 0 (meaning fxy≠0 f_{xy} \neq 0 ), then Q(h,k)=2fxyhk+fyyk2=k(2fxyh+fyyk) Q(h, k) = 2f_{xy}hk + f_{yy}k^2 = k(2f_{xy}h + f_{yy}k) , which changes sign across the lines k=0 k = 0 and 2fxyh+fyyk=0 2f_{xy}h + f_{yy}k = 0 , again yielding a saddle point. ■ \blacksquare

⊙ Explorer · Classifying critical pointsinteractive
fx(a, b)0.000
fy(a, b)0.000
D = fxxfyy − fxy²12.00
classificationLocal minimum

f(x, y) = x³ − 3x + y², the same function as Worked example 3.A. The indigo dot at (1, 0) and the amber dot at (−1, 0) are its two named critical points. Drag (a, b) with the ring marker: f_x and f_y are computed at every point, but Theorem 3.1's D/f_xx classification only applies where ∇f = 0 — move off (±1, 0) and the readout correctly reports 'Not a critical point' instead of guessing a type.

● Level 3 University Rigor — Definition 3.3: Constrained Optimization & The Lagrange Multiplier Method

When optimizing f(x,y) f(x, y) subject to a constraint equation g(x,y)=c g(x, y) = c , candidate points are restricted to the level curve C={(x,y):g(x,y)=c} \mathcal{C} = \{ (x, y) : g(x, y) = c \} .

Theorem (Lagrange Multipliers): Suppose f f and g g have continuous first partial derivatives, and (a,b) (a, b) is an extremum of f f restricted to g(x,y)=c g(x, y) = c . If ∇g(a,b)≠0 \nabla g(a, b) \neq \mathbf{0} , then there exists a scalar λ∈R \lambda \in \mathbb{R} (the Lagrange multiplier) such that: ∇f(a,b)=λ∇g(a,b). \nabla f(a, b) = \lambda \nabla g(a, b). In coordinate equations, this system plus the constraint yields 3 equations in 3 unknowns (x,y,λ) (x, y, \lambda) : {fx(x,y)=λgx(x,y)fy(x,y)=λgy(x,y)g(x,y)=c. \begin{cases} f_x(x, y) = \lambda g_x(x, y) \\ f_y(x, y) = \lambda g_y(x, y) \\ g(x, y) = c. \end{cases}

Two Constraints in R3 \mathbb{R}^3 : To optimize f(x,y,z) f(x, y, z) subject to two simultaneous constraints g(x,y,z)=c g(x, y, z) = c and h(x,y,z)=k h(x, y, z) = k (whose intersection forms a space curve), the gradient must lie in the plane spanned by ∇g \nabla g and ∇h \nabla h : ∇f=λ∇g+μ∇h. \nabla f = \lambda \nabla g + \mu \nabla h.

Geometric Proof of the Lagrange Multiplier Condition

Let r(t)=⟨x(t),y(t)⟩ \mathbf{r}(t) = \langle x(t), y(t) \rangle be any regular smooth parameterization of the constraint curve g(x,y)=c g(x, y) = c near (a,b) (a, b) , with r(0)=(a,b) \mathbf{r}(0) = (a, b) and tangent vector r′(0)≠0 \mathbf{r}'(0) \neq \mathbf{0} .

Along the constraint curve, g(r(t))=c g(\mathbf{r}(t)) = c is identically constant. Differentiating with respect to t t via the Chain Rule: ddt[g(r(t))]=∇g(r(t))⋅r′(t)=0  ⟹  ∇g(a,b)⊥r′(0). \frac{d}{dt}[g(\mathbf{r}(t))] = \nabla g(\mathbf{r}(t)) \cdot \mathbf{r}'(t) = 0 \implies \nabla g(a, b) \perp \mathbf{r}'(0). Thus, ∇g(a,b) \nabla g(a, b) is perpendicular to the tangent vector r′(0) \mathbf{r}'(0) .

Now consider the objective function along the curve: h(t)=f(r(t)) h(t) = f(\mathbf{r}(t)) . Since (a,b) (a, b) is a local extremum of f f restricted to the curve, h(t) h(t) has an ordinary single-variable extremum at t=0 t = 0 , so Fermat's Theorem requires h′(0)=0 h'(0) = 0 . Applying the Chain Rule: h′(0)=∇f(r(0))⋅r′(0)=∇f(a,b)⋅r′(0)=0  ⟹  ∇f(a,b)⊥r′(0). h'(0) = \nabla f(\mathbf{r}(0)) \cdot \mathbf{r}'(0) = \nabla f(a, b) \cdot \mathbf{r}'(0) = 0 \implies \nabla f(a, b) \perp \mathbf{r}'(0).

In the two-dimensional plane R2 \mathbb{R}^2 , the orthogonal complement of the 1D tangent line spanned by r′(0) \mathbf{r}'(0) is a one-dimensional subspace. Because both ∇f(a,b) \nabla f(a, b) and ∇g(a,b) \nabla g(a, b) are perpendicular to r′(0) \mathbf{r}'(0) , they must be linearly dependent (collinear). Since ∇g(a,b)≠0 \nabla g(a, b) \neq \mathbf{0} , there exists a scalar λ \lambda such that ∇f(a,b)=λ∇g(a,b) \nabla f(a, b) = \lambda \nabla g(a, b) . ■ \blacksquare

Worked Example 3.B (Level 3) — Absolute Extrema on a Compact Triangular Region

Find the absolute maximum and minimum values of f(x,y)=2x2+y2−4x−2y+5 f(x, y) = 2x^2 + y^2 - 4x - 2y + 5 on the closed triangular region D D bounded by the lines x=0 x = 0 , y=0 y = 0 , and x+y=4 x + y = 4 .

Step 1: Critical points in the interior of D D : fx=4x−4=0  ⟹  x=1,fy=2y−2=0  ⟹  y=1. f_x = 4x - 4 = 0 \implies x = 1, \qquad f_y = 2y - 2 = 0 \implies y = 1. The interior point (1,1) (1, 1) lies inside D D since 1≥0,1≥0 1 \ge 0, 1 \ge 0 , and 1+1=2<4 1 + 1 = 2 < 4 .
Value: f(1,1)=2(1)2+12−4(1)−2(1)+5=2+1−4−2+5=2 f(1, 1) = 2(1)^2 + 1^2 - 4(1) - 2(1) + 5 = 2 + 1 - 4 - 2 + 5 = \mathbf{2} .

Step 2: Boundary Segment 1 (y=0 y = 0 for 0≤x≤4 0 \le x \le 4 ):
u(x)=f(x,0)=2x2−4x+5 u(x) = f(x, 0) = 2x^2 - 4x + 5 .
u′(x)=4x−4=0  ⟹  x=1∈[0,4] u'(x) = 4x - 4 = 0 \implies x = 1 \in [0, 4] . Candidate points: (1,0) (1, 0) , (0,0) (0, 0) , (4,0) (4, 0) .
Values: f(1,0)=2−4+5=3 f(1, 0) = 2 - 4 + 5 = \mathbf{3} ; f(0,0)=5 f(0, 0) = \mathbf{5} ; f(4,0)=2(16)−4(4)+5=32−16+5=21 f(4, 0) = 2(16) - 4(4) + 5 = 32 - 16 + 5 = \mathbf{21} .

Step 3: Boundary Segment 2 (x=0 x = 0 for 0≤y≤4 0 \le y \le 4 ):
v(y)=f(0,y)=y2−2y+5 v(y) = f(0, y) = y^2 - 2y + 5 .
v′(y)=2y−2=0  ⟹  y=1∈[0,4] v'(y) = 2y - 2 = 0 \implies y = 1 \in [0, 4] . Candidate points: (0,1) (0, 1) , (0,4) (0, 4) .
Values: f(0,1)=1−2+5=4 f(0, 1) = 1 - 2 + 5 = \mathbf{4} ; f(0,4)=16−8+5=13 f(0, 4) = 16 - 8 + 5 = \mathbf{13} .

Step 4: Boundary Segment 3 (y=4−x y = 4 - x for 0≤x≤4 0 \le x \le 4 ):
w(x)=f(x,4−x)=2x2+(4−x)2−4x−2(4−x)+5=2x2+16−8x+x2−4x−8+2x+5=3x2−10x+13 w(x) = f(x, 4 - x) = 2x^2 + (4 - x)^2 - 4x - 2(4 - x) + 5 = 2x^2 + 16 - 8x + x^2 - 4x - 8 + 2x + 5 = 3x^2 - 10x + 13 .
w′(x)=6x−10=0  ⟹  x=5/3∈[0,4]  ⟹  y=4−5/3=7/3 w'(x) = 6x - 10 = 0 \implies x = 5/3 \in [0, 4] \implies y = 4 - 5/3 = 7/3 .
Value: f(5/3,7/3)=3(25/9)−10(5/3)+13=25/3−50/3+39/3=14/3=4.667 f(5/3, 7/3) = 3(25/9) - 10(5/3) + 13 = 25/3 - 50/3 + 39/3 = 14/3 = \mathbf{4.667} .

Step 5: Global comparison: Comparing all candidate values {2,3,5,21,4,13,4.667} \{ 2, 3, 5, 21, 4, 13, 4.667 \} : Absolute Minimum=2at (1,1),Absolute Maximum=21at (4,0). \text{Absolute Minimum} = \mathbf{2} \quad \text{at } (1, 1), \qquad \text{Absolute Maximum} = \mathbf{21} \quad \text{at } (4, 0).

Constrained Optimization & Lagrange Multiplier Tangency — Coordinate plane with graph of Constraint circle x² + y² = 4 (top), Constraint circle x² + y² = 4 (bottom), Level curve of f(x,y)=x+y at max (tangent); marked points Max Point (√2, √2) (1.414, 1.414), Min Point (-√2, -√2) (-1.414, -1.414)-2-112-2-112xyConstraint circle x² + y² = 4 (top)Constraint circle x² + y² = 4 (bottom)Level curve of f(x,y)=x+y at max (tangent)Max Point (√2, √2)Min Point (-√2, -√2)
Lagrange multiplier geometric condition: the maximum of f(x,y)=x+y f(x, y) = x + y on the constraint circle g(x,y)=x2+y2=4 g(x, y) = x^2 + y^2 = 4 occurs at (2,2) (\sqrt{2}, \sqrt{2}) , where the level line of f f is tangent to the constraint curve, meaning ∇f=λ∇g \nabla f = \lambda \nabla g .
⚠️ Common Traps & University Pitfalls — Optimization
  • Discriminant Sign Priority: Always check the sign of D=fxxfyy−(fxy)2 D = f_{xx}f_{yy} - (f_{xy})^2 FIRST. If D<0 D < 0 , the point is immediately a saddle point, regardless of whether fxx f_{xx} is positive, negative, or zero. Looking at fxx f_{xx} before verifying D>0 D > 0 is a classic exam blunder.
  • Inconclusive Test D=0 D = 0 : If D=0 D = 0 , the test fails completely. For example, f(x,y)=x4+y4 f(x, y) = x^4 + y^4 has D(0,0)=0 D(0, 0) = 0 and has a local minimum, while g(x,y)=x4−y4 g(x, y) = x^4 - y^4 also has D(0,0)=0 D(0, 0) = 0 but is a saddle point. You must analyze the direct behavior of the function along test lines or parabolas.
  • Omitting Boundary Search on Compact Sets: When finding absolute extrema on a closed, bounded domain (e.g., a disk or triangle), interior critical points alone are not enough! The absolute maximum or minimum often lies on the boundary curve ∂D \partial D .
  • Singular Points on Constraints: In Lagrange multipliers, solutions can also occur where ∇g=0 \nabla g = \mathbf{0} (points where the constraint curve is not smooth or has a cusp). These singular points must be checked independently alongside ∇f=λ∇g \nabla f = \lambda \nabla g .

Optimization & Classification Summary

Critical Point
∇f(a,b)=0  ⟺  fx=0 and fy=0 \nabla f(a, b) = \mathbf{0} \iff f_x = 0 \text{ and } f_y = 0
Hessian Determinant
D=fxxfyy−(fxy)2 D = f_{xx}f_{yy} - (f_{xy})^2
Classification
D>0,fxx>0 D>0, f_{xx}>0 : Min; D>0,fxx<0 D>0, f_{xx}<0 : Max; D<0 D<0 : Saddle
Lagrange Condition
∇f=λ∇g \nabla f = \lambda \nabla g subject to g(x,y)=c g(x, y) = c
Worked Example C — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=4 \Delta x = 4 and vertical component Δy=9 \Delta y = 9 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(4)2+(9)2=16+81=97 d^2 = (4)^2 + (9)^2 = 16 + 81 = \mathbf{97} .
  2. The enclosed right-triangle area is A=12(4)(9)=18 A = \frac{1}{2}(4)(9) = \mathbf{18} .

Worked Example D — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=5 \Delta x = 5 and vertical component Δy=5 \Delta y = 5 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(5)2+(5)2=25+25=50 d^2 = (5)^2 + (5)^2 = 25 + 25 = \mathbf{50} .
  2. The enclosed right-triangle area is A=12(5)(5)=12.5 A = \frac{1}{2}(5)(5) = \mathbf{12.5} .

Find and classify all critical points of f(x,y)=2x3+xy2+5x2+y2 f(x, y) = 2x^3 + xy^2 + 5x^2 + y^2 .

Step 1: Set first partial derivatives equal to zero: fx=6x2+y2+10x=0,fy=2xy+2y=2y(x+1)=0. f_x = 6x^2 + y^2 + 10x = 0, \qquad f_y = 2xy + 2y = 2y(x + 1) = 0.

Step 2: Solve the system: From fy=0 f_y = 0 , either y=0 y = 0 or x=−1 x = -1 .

  • If y=0 y = 0 : 6x2+10x=2x(3x+5)=0  ⟹  x=0 6x^2 + 10x = 2x(3x + 5) = 0 \implies x = 0 or x=−5/3 x = -5/3 . Critical points: (0,0) (0, 0) and (−5/3,0) (-5/3, 0) .
  • If x=−1 x = -1 : 6(−1)2+y2+10(−1)=0  ⟹  6+y2−10=0  ⟹  y2=4  ⟹  y=±2 6(-1)^2 + y^2 + 10(-1) = 0 \implies 6 + y^2 - 10 = 0 \implies y^2 = 4 \implies y = \pm 2 . Critical points: (−1,2) (-1, 2) and (−1,−2) (-1, -2) .

Step 3: Compute second-order partials: fxx=12x+10,fyy=2x+2,fxy=2y. f_{xx} = 12x + 10, \quad f_{yy} = 2x + 2, \quad f_{xy} = 2y. D=fxxfyy−(fxy)2=(12x+10)(2x+2)−4y2. D = f_{xx}f_{yy} - (f_{xy})^2 = (12x + 10)(2x + 2) - 4y^2.

Step 4: Classify each point:

  • At (0,0) (0, 0) : D=(10)(2)−0=20>0 D = (10)(2) - 0 = 20 > 0 and fxx=10>0  ⟹  Local Minimum f_{xx} = 10 > 0 \implies \mathbf{Local\ Minimum} .
  • At (−5/3,0) (-5/3, 0) : fxx=−10 f_{xx} = -10 , fyy=−4/3  ⟹  D=(−10)(−4/3)−0=40/3>0 f_{yy} = -4/3 \implies D = (-10)(-4/3) - 0 = 40/3 > 0 and fxx=−10<0  ⟹  Local Maximum f_{xx} = -10 < 0 \implies \mathbf{Local\ Maximum} .
  • At (−1,2) (-1, 2) : fxx=−2 f_{xx} = -2 , fyy=0  ⟹  D=0−4(4)=−16<0  ⟹  Saddle Point f_{yy} = 0 \implies D = 0 - 4(4) = -16 < 0 \implies \mathbf{Saddle\ Point} .
  • At (−1,−2) (-1, -2) : D=0−4(4)=−16<0  ⟹  Saddle Point D = 0 - 4(4) = -16 < 0 \implies \mathbf{Saddle\ Point} .
Use the method of Lagrange multipliers to find the maximum and minimum values of f(x,y)=3x+4y f(x, y) = 3x + 4y on the circle x2+y2=25 x^2 + y^2 = 25 .

Step 1: Set up the Lagrange equations: Constraint g(x,y)=x2+y2=25 g(x, y) = x^2 + y^2 = 25 . ∇f=λ∇g  ⟹  ⟨3,4⟩=λ⟨2x,2y⟩. \nabla f = \lambda \nabla g \implies \langle 3, 4 \rangle = \lambda \langle 2x, 2y \rangle. This gives: 3=2λx  ⟹  x=32λ,4=2λy  ⟹  y=2λ. 3 = 2\lambda x \implies x = \frac{3}{2\lambda}, \qquad 4 = 2\lambda y \implies y = \frac{2}{\lambda}.

Step 2: Substitute into constraint: (32λ)2+(2λ)2=25  ⟹  94λ2+164λ2=25  ⟹  254λ2=25. \left(\frac{3}{2\lambda}\right)^2 + \left(\frac{2}{\lambda}\right)^2 = 25 \implies \frac{9}{4\lambda^2} + \frac{16}{4\lambda^2} = 25 \implies \frac{25}{4\lambda^2} = 25. 4λ2=1  ⟹  λ2=14  ⟹  λ=±12. 4\lambda^2 = 1 \implies \lambda^2 = \frac{1}{4} \implies \lambda = \pm \frac{1}{2}.

Step 3: Find corresponding points:

  • For λ=1/2 \lambda = 1/2 : x=32(1/2)=3 x = \frac{3}{2(1/2)} = 3 , y=21/2=4  ⟹  (3,4) y = \frac{2}{1/2} = 4 \implies (3, 4) .
  • For λ=−1/2 \lambda = -1/2 : x=−3 x = -3 , y=−4  ⟹  (−3,−4) y = -4 \implies (-3, -4) .

Step 4: Evaluate f f : f(3,4)=3(3)+4(4)=9+16=25(Maximum), f(3, 4) = 3(3) + 4(4) = 9 + 16 = 25 \quad (\text{Maximum}), f(−3,−4)=3(−3)+4(−4)=−9−16=−25(Minimum). f(-3, -4) = 3(-3) + 4(-4) = -9 - 16 = -25 \quad (\text{Minimum}).

[Multivariable Optimization: Critical Points, Hessians & Lagrange Multipliers · Practice 3] If the governing relation for this system is g(t)=5t+5 g(t) = 5t + 5 , evaluate g(8) g(8) and find the inverse input t t when g(t)=50 g(t) = 50 .
Substitute t=8 t = 8 : g(8)=5(8)+5=45 g(8) = 5(8) + 5 = \mathbf{45} . Setting 5t+5=50 5t + 5 = 50 gives 5t=45  ⟹  t=9 5t = 45 \implies t = \mathbf{9} .
[Multivariable Optimization: Critical Points, Hessians & Lagrange Multipliers · Practice 4] If the governing relation for this system is g(t)=6t+6 g(t) = 6t + 6 , evaluate g(10) g(10) and find the inverse input t t when g(t)=72 g(t) = 72 .
Substitute t=10 t = 10 : g(10)=6(10)+6=66 g(10) = 6(10) + 6 = \mathbf{66} . Setting 6t+6=72 6t + 6 = 72 gives 6t=66  ⟹  t=11 6t = 66 \implies t = \mathbf{11} .
📝 Chapter Quiz
4

Double Integrals, Fubini's Theorem, Polar Coordinates & The Change-of-Variables Jacobian

While a single definite integral ∫abf(x) dx \int_a^b f(x)\,dx accumulates a function over a one-dimensional interval, a double integral ∬Df(x,y) dA \iint_D f(x, y)\,dA computes the continuous accumulation of a scalar field over a two-dimensional planar domain D D — measuring volumes under surfaces, mass distributions with variable areal density, and probability densities. By virtue of Fubini's Theorem, 2D continuous integrals decompose into iterated single-variable integrations, while curvilinear transformations are governed by the Jacobian determinant.

● Level 1 Foundation — Definition 4.1: Double Riemann Sums & The Double Integral

Let f f be a continuous function on a closed rectangle R=[a,b]×[c,d] R = [a, b] \times [c, d] . Partition [a,b] [a, b] into m m subintervals of width Δx=(b−a)/m \Delta x = (b - a)/m and [c,d] [c, d] into n n subintervals of width Δy=(d−c)/n \Delta y = (d - c)/n , forming mn mn rectangular sub-boxes Rij R_{ij} each of area ΔA=ΔxΔy \Delta A = \Delta x \Delta y . In each sub-rectangle, choose a sample point (xij∗,yij∗) (x_{ij}^*, y_{ij}^*) .

The double integral of f f over R R is the limit of the double Riemann sums as grid dimensions shrink to zero: ∬Rf(x,y) dA=lim⁡m,n→∞∑i=1m∑j=1nf(xij∗,yij∗) ΔA. \iint_R f(x, y)\,dA = \lim_{m, n \to \infty} \sum_{i=1}^m \sum_{j=1}^n f(x_{ij}^*, y_{ij}^*)\,\Delta A. When f(x,y)≥0 f(x, y) \ge 0 , this limit represents the exact volume of the 3D solid bounded between the surface z=f(x,y) z = f(x, y) and the xy xy -plane over R R .

Circle with radius 66
Circle sector and chord geometry with radius r = 6 and central angle 120°.
▲ Level 1 Foundation — Theorem 4.1: Fubini's Theorem on Rectangles

If f(x,y) f(x, y) is continuous on the rectangle R=[a,b]×[c,d] R = [a, b] \times [c, d] , then the double integral equals the iterated integrals in either order: ∬Rf(x,y) dA=∫ab(∫cdf(x,y) dy)dx=∫cd(∫abf(x,y) dx)dy. \iint_R f(x, y)\,dA = \int_a^b \left( \int_c^d f(x, y)\,dy \right) dx = \int_c^d \left( \int_a^b f(x, y)\,dx \right) dy.

Separable Integrand Case: If f(x,y)=g(x)h(y) f(x, y) = g(x) h(y) , the double integral splits into the direct product of two independent single-variable integrals: ∬Rg(x)h(y) dA=(∫abg(x) dx)(∫cdh(y) dy). \iint_R g(x) h(y)\,dA = \left( \int_a^b g(x)\,dx \right) \left( \int_c^d h(y)\,dy \right).

Proof of Fubini's Theorem for Separable Integrands

Let f(x,y)=g(x)h(y) f(x, y) = g(x) h(y) on R=[a,b]×[c,d] R = [a, b] \times [c, d] . For any partition of R R into sub-rectangles with sample points (xi∗,yj∗) (x_i^*, y_j^*) , the double Riemann sum factors algebraically by the distributive law of real numbers: ∑i=1m∑j=1nf(xi∗,yj∗)ΔxΔy=∑i=1m∑j=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 = \left( \sum_{i=1}^m g(x_i^*) \Delta x \right) \left( \sum_{j=1}^n h(y_j^*) \Delta y \right). As m,n→∞ m, n \to \infty , because g g and h h are continuous on compact intervals, both bracketed factors are standard single-variable Riemann sums that converge independently to ∫abg(x)dx \int_a^b g(x) dx and ∫cdh(y)dy \int_c^d h(y) dy . Because the limit of a product of convergent sequences is the product of their limits: ∬Rg(x)h(y) dA=lim⁡m,n→∞(∑i=1mg(xi∗)Δx)(∑j=1nh(yj∗)Δy)=(∫abg(x) dx)(∫cdh(y) dy). \iint_R g(x)h(y)\,dA = \lim_{m,n \to \infty} \left( \sum_{i=1}^m g(x_i^*) \Delta x \right) \left( \sum_{j=1}^n h(y_j^*) \Delta y \right) = \left( \int_a^b g(x)\,dx \right) \left( \int_c^d h(y)\,dy \right). Evaluating the iterated integral: ∫ab[∫cdg(x)h(y) dy]dx=∫abg(x)[∫cdh(y) dy]dx=(∫cdh(y) dy)∫abg(x)dx \int_a^b \left[ \int_c^d g(x)h(y)\,dy \right] dx = \int_a^b g(x) \left[ \int_c^d h(y)\,dy \right] dx = \left( \int_c^d h(y)\,dy \right) \int_a^b g(x) dx , identical to the product. Reversing the order yields the same result by symmetry. ■ \blacksquare

⊙ Explorer · Double Riemann suminteractive
cells16
approx ∬ f dA3.625
exact value3.667

Each cell is shaded by f(x,y) = x² + y at its midpoint over [0,2]×[0,1] — the same integral as Worked example 4.A. Refine the grid and the midpoint sum converges to 11/3 ≈ 3.667.

● Level 2 Analytical Application — Definition 4.2: General Regions & Order Reversal

Double integrals extend to non-rectangular, bounded regions D⊂R2 D \subset \mathbb{R}^2 :

  1. Type I (Vertically Simple): D={(x,y):a≤x≤b,  g1(x)≤y≤g2(x)} D = \{ (x, y) : a \le x \le b, \; g_1(x) \le y \le g_2(x) \} . The integral is evaluated by integrating y y first: ∬Df(x,y) dA=∫ab(∫g1(x)g2(x)f(x,y) dy)dx. \iint_D f(x, y)\,dA = \int_a^b \left( \int_{g_1(x)}^{g_2(x)} f(x, y)\,dy \right) dx.
  2. Type II (Horizontally Simple): D={(x,y):c≤y≤d,  h1(y)≤x≤h2(y)} D = \{ (x, y) : c \le y \le d, \; h_1(y) \le x \le h_2(y) \} . The integral is evaluated by integrating x x first: ∬Df(x,y) dA=∫cd(∫h1(y)h2(y)f(x,y) dx)dy. \iint_D f(x, y)\,dA = \int_c^d \left( \int_{h_1(y)}^{h_2(y)} f(x, y)\,dx \right) dy.
  3. Reversing the Order of Integration: If an inner anti-derivative is non-elementary (e.g. ∫ex2dx \int e^{x^2} dx , ∫sin⁡(y2)dy \int \sin(y^2) dy , ∫sin⁡xxdx \int \frac{\sin x}{x} dx ), sketching the geometric boundary curves allows converting the region between Type I and Type II representations, making the integral elementary.
Worked Example 4.A (Level 2) — Reversing the Order of Integration

Evaluate the integral by reversing the order of integration: I=∫01∫3y3ex2 dx dy. I = \int_0^1 \int_{3y}^3 e^{x^2} \, dx \, dy.

Step 1: Identify and sketch region D D :
The current iterated bounds are: 3y≤x≤3 3y \le x \le 3 for 0≤y≤1 0 \le y \le 1 .
This describes a triangle in the xy xy -plane bounded by the lines x=3y  ⟺  y=x/3 x = 3y \iff y = x/3 , x=3 x = 3 , and y=0 y = 0 .

Step 2: Express D D as a Type I region:
For each fixed x∈[0,3] x \in [0, 3] , y y ranges from the bottom boundary y=0 y = 0 up to the line y=x/3 y = x/3 : D={(x,y):0≤x≤3,  0≤y≤x3}. D = \left\{ (x, y) : 0 \le x \le 3, \; 0 \le y \le \frac{x}{3} \right\}.

Step 3: Evaluate the reversed iterated integral: I=∫03(∫0x/3ex2 dy)dx=∫03ex2[y]y=0y=x/3dx=∫03x3ex2 dx. I = \int_0^3 \left( \int_0^{x/3} e^{x^2} \, dy \right) dx = \int_0^3 e^{x^2} \Big[ y \Big]_{y=0}^{y=x/3} dx = \int_0^3 \frac{x}{3} e^{x^2} \, dx. Substitute u=x2  ⟹  du=2x dx  ⟺  x dx=du/2 u = x^2 \implies du = 2x\,dx \iff x\,dx = du/2 . When x=0 x = 0 , u=0 u = 0 ; when x=3 x = 3 , u=9 u = 9 : I=13∫09eudu2=16[eu]09=e9−16. I = \frac{1}{3} \int_0^9 e^u \frac{du}{2} = \frac{1}{6} \Big[ e^u \Big]_0^9 = \mathbf{\frac{e^9 - 1}{6}}.

● Level 3 University Rigor — Definition 4.3: Change of Variables & The Jacobian

Let T:S→D T: S \to D be a C1 C^1 bijective coordinate transformation given by x=g(u,v) x = g(u, v) , y=h(u,v) y = h(u, v) that maps a region S S in the uv uv -plane onto D D in the xy xy -plane.

The Jacobian determinant of the transformation is: J(u,v)=∂(x,y)∂(u,v)=∣∂x∂u∂x∂v∂y∂u∂y∂v∣=∂x∂u∂y∂v−∂x∂v∂y∂u. J(u, v) = \frac{\partial(x, y)}{\partial(u, v)} = \begin{vmatrix} \frac{\partial x}{\partial u} & \frac{\partial x}{\partial v} \\ \frac{\partial y}{\partial u} & \frac{\partial y}{\partial v} \end{vmatrix} = \frac{\partial x}{\partial u}\frac{\partial y}{\partial v} - \frac{\partial x}{\partial v}\frac{\partial y}{\partial u}.

Geometric Derivation: A small coordinate rectangle in the uv uv -plane with sides Δui \Delta u \mathbf{i} and Δvj \Delta v \mathbf{j} maps to a curvilinear parallelogram in the xy xy -plane spanned by tangent vectors: a≈⟨∂x∂u,∂y∂u,0⟩Δu,b≈⟨∂x∂v,∂y∂v,0⟩Δv. \mathbf{a} \approx \left\langle \frac{\partial x}{\partial u}, \frac{\partial y}{\partial u}, 0 \right\rangle \Delta u, \qquad \mathbf{b} \approx \left\langle \frac{\partial x}{\partial v}, \frac{\partial y}{\partial v}, 0 \right\rangle \Delta v. The area of this mapped parallelogram is the magnitude of their cross product: ΔA=∥a×b∥=∣∂x∂u∂y∂v−∂x∂v∂y∂u∣ΔuΔv=∣J(u,v)∣ΔuΔv. \Delta A = \|\mathbf{a} \times \mathbf{b}\| = \left| \frac{\partial x}{\partial u}\frac{\partial y}{\partial v} - \frac{\partial x}{\partial v}\frac{\partial y}{\partial u} \right| \Delta u \Delta v = |J(u, v)| \Delta u \Delta v.

▲ Level 3 University Rigor — Theorem 4.2: Change of Variables Formula & Polar Coordinates

Theorem: Under the smooth, invertible transformation T:S→D T: S \to D : ∬Df(x,y) dx dy=∬Sf(g(u,v),h(u,v))∣∂(x,y)∂(u,v)∣du dv. \iint_D f(x, y)\,dx\,dy = \iint_S f(g(u, v), h(u, v)) \left| \frac{\partial(x, y)}{\partial(u, v)} \right| du\,dv.

Polar Coordinates Transformation: Setting x=rcos⁡θ x = r\cos\theta and y=rsin⁡θ y = r\sin\theta : ∂(x,y)∂(r,θ)=∣cos⁡θ−rsin⁡θsin⁡θrcos⁡θ∣=rcos⁡2θ−(−rsin⁡2θ)=r(cos⁡2θ+sin⁡2θ)=r. \frac{\partial(x, y)}{\partial(r, \theta)} = \begin{vmatrix} \cos\theta & -r\sin\theta \\ \sin\theta & r\cos\theta \end{vmatrix} = r\cos^2\theta - (-r\sin^2\theta) = r(\cos^2\theta + \sin^2\theta) = r. Since r≥0 r \ge 0 , the absolute value is ∣r∣=r |r| = r , establishing the canonical area element: dA=dx dy=r dr dθ. dA = dx\,dy = r\,dr\,d\theta.

Worked Example 4.B (Level 3) — The Gaussian Integral Proof via Polar Coordinates

Prove rigorously that the Gaussian integral satisfies: I=∫−∞∞e−x2 dx=π. I = \int_{-\infty}^\infty e^{-x^2} \, dx = \sqrt{\pi}.

Proof: The single-variable anti-derivative ∫e−x2dx \int e^{-x^2} dx cannot be expressed in terms of elementary functions. However, write: I=∫−∞∞e−x2 dx=∫−∞∞e−y2 dy. I = \int_{-\infty}^\infty e^{-x^2} \, dx = \int_{-\infty}^\infty e^{-y^2} \, dy. Since the variables x x and y y are independent dummy integration variables, multiplying the two integrals yields a double integral over the entire plane R2 \mathbb{R}^2 by Fubini's Theorem (Theorem 4.1): I2=(∫−∞∞e−x2 dx)(∫−∞∞e−y2 dy)=∫−∞∞∫−∞∞e−(x2+y2) dx dy. I^2 = \left( \int_{-\infty}^\infty e^{-x^2}\,dx \right) \left( \int_{-\infty}^\infty e^{-y^2}\,dy \right) = \int_{-\infty}^\infty \int_{-\infty}^\infty e^{-(x^2+y^2)} \, dx \, dy.

Convert the double integral to polar coordinates where x2+y2=r2 x^2 + y^2 = r^2 , dx dy=r dr dθ dx\,dy = r\,dr\,d\theta , 0≤θ≤2π 0 \le \theta \le 2\pi , and 0≤r<∞ 0 \le r < \infty : I2=∫02π∫0∞e−r2r dr dθ=(∫02πdθ)(∫0∞re−r2 dr). I^2 = \int_0^{2\pi} \int_0^\infty e^{-r^2} r \, dr \, d\theta = \left( \int_0^{2\pi} d\theta \right) \left( \int_0^\infty r e^{-r^2} \, dr \right). Compute the r r -integral using substitution u=r2  ⟹  du=2r dr u = r^2 \implies du = 2r\,dr : ∫0∞re−r2 dr=lim⁡R→∞[−12e−r2]0R=−12(0−1)=12. \int_0^\infty r e^{-r^2} \, dr = \lim_{R \to \infty} \left[ -\frac{1}{2} e^{-r^2} \right]_0^R = -\frac{1}{2}(0 - 1) = \frac{1}{2}. Multiplying by the angular integral: I2=(2π)(12)=π. I^2 = (2\pi) \left( \frac{1}{2} \right) = \pi. Taking the positive square root (since e−x2>0 e^{-x^2} > 0 ): I=∫−∞∞e−x2 dx=π.■ I = \int_{-\infty}^\infty e^{-x^2} \, dx = \mathbf{\sqrt{\pi}}. \quad \blacksquare

Planar Integration Region Bounds — Coordinate plane with graph of Lower bound: y = x², Upper bound: y = 2x; marked points Intersection (0, 0) (0, 0), Intersection (2, 4) (2, 4)121234xyLower bound: y = x²Upper bound: y = 2xIntersection (0, 0)Intersection (2, 4)
Region D D between y=x2 y = x^2 and y=2x y = 2x . Integrating vertically (Type I) uses ∫02∫x22xf(x,y) dy dx \int_0^2 \int_{x^2}^{2x} f(x, y) \, dy \, dx . Integrating horizontally (Type II) uses ∫04∫y/2yf(x,y) dx dy \int_0^4 \int_{y/2}^{\sqrt{y}} f(x, y) \, dx \, dy . Fubini's theorem guarantees both orders give identical results.
⚠️ Common Traps & University Pitfalls — Double Integrals
  • The Omitted Factor of r r in Polar Coordinates: Writing dx dy=dr dθ dx\,dy = dr\,d\theta is the single most common error in integral calculus. Due to the area expansion of polar sectors, dA=r dr dθ dA = r\,dr\,d\theta . Neglecting r r yields invalid dimensions and incorrect numerical integrals.
  • Variables in Outer Limits: In any iterated integral ∫ab∫g1(x)g2(x)f(x,y) dy dx \int_a^b \int_{g_1(x)}^{g_2(x)} f(x, y)\,dy\,dx , the outer limits a a and b b must strictly be constants. An outer integral like ∫0x…dx \int_0^x \dots dx is mathematically meaningless and indicates a fundamental failure in reversing bounds.
  • Jacobian Absolute Value: In the change of variables formula, you must take the absolute value of the Jacobian determinant: ∣J(u,v)∣ |J(u, v)| . If a coordinate transformation reverses orientation (producing J<0 J < 0 ), omitting the absolute value yields an incorrect negative area element.
  • Separability Fallacy: You may only split ∬f(x,y)dA=∫g(x)dx⋅∫h(y)dy \iint f(x, y) dA = \int g(x) dx \cdot \int h(y) dy if BOTH the integrand is separable (f(x,y)=g(x)h(y) f(x, y) = g(x)h(y) ) AND the region R R is a Cartesian rectangle with constant limits! If the limits depend on x x or y y , factoring across integrals is illegal.

Double Integration Principles

Fubini's Theorem
∬Rf dA=∫ab∫cdf dy dx=∫cd∫abf dx dy \iint_R f\,dA = \int_a^b \int_c^d f\,dy\,dx = \int_c^d \int_a^b f\,dx\,dy
Polar Area Element
dA=r dr dθ(x=rcos⁡θ,y=rsin⁡θ) dA = r\,dr\,d\theta \quad (x = r\cos\theta, y = r\sin\theta)
Jacobian
dA=∣∂(x,y)∂(u,v)∣du dv dA = \left| \frac{\partial(x,y)}{\partial(u,v)} \right| du\,dv
Area of D
Area⁡(D)=∬D1 dA \operatorname{Area}(D) = \iint_D 1\,dA
Worked Example C — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=4 \Delta x = 4 and vertical component Δy=9 \Delta y = 9 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(4)2+(9)2=16+81=97 d^2 = (4)^2 + (9)^2 = 16 + 81 = \mathbf{97} .
  2. The enclosed right-triangle area is A=12(4)(9)=18 A = \frac{1}{2}(4)(9) = \mathbf{18} .

Worked Example D — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=5 \Delta x = 5 and vertical component Δy=5 \Delta y = 5 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(5)2+(5)2=25+25=50 d^2 = (5)^2 + (5)^2 = 25 + 25 = \mathbf{50} .
  2. The enclosed right-triangle area is A=12(5)(5)=12.5 A = \frac{1}{2}(5)(5) = \mathbf{12.5} .

Evaluate the integral ∫01∫y1ex2 dx dy \int_0^1 \int_y^1 e^{x^2} \, dx \, dy by reversing the order of integration.

Step 1: Sketch and identify the region D D : The given bounds are y≤x≤1 y \le x \le 1 for 0≤y≤1 0 \le y \le 1 . This is the triangle bounded by x=y x = y , x=1 x = 1 , and y=0 y = 0 .

Step 2: Reverse order to integrate with respect to y y first: In the reversed order, 0≤y≤x 0 \le y \le x for 0≤x≤1 0 \le x \le 1 : ∫01∫0xex2 dy dx. \int_0^1 \int_0^x e^{x^2} \, dy \, dx.

Step 3: Evaluate inner integral: ∫0xex2 dy=[yex2]y=0y=x=xex2. \int_0^x e^{x^2}\,dy = \Big[ y e^{x^2} \Big]_{y=0}^{y=x} = x e^{x^2}.

Step 4: Evaluate outer integral using substitution u=x2 u = x^2 , du=2x dx du = 2x\,dx : ∫01xex2 dx=[12ex2]01=12(e1−e0)=e−12. \int_0^1 x e^{x^2}\,dx = \left[ \frac{1}{2}e^{x^2} \right]_0^1 = \frac{1}{2}(e^1 - e^0) = \mathbf{\frac{e - 1}{2}}.

Evaluate ∬D(x2+y2) dA \iint_D (x^2 + y^2) \, dA , where D D is the upper half-disk defined by x2+y2≤9 x^2 + y^2 \le 9 with y≥0 y \ge 0 .

Step 1: Convert region D D to polar coordinates: The upper half-disk of radius 3 corresponds to 0≤r≤3 0 \le r \le 3 and 0≤θ≤π 0 \le \theta \le \pi .

Step 2: Convert integrand and area element: x2+y2=r2,dA=r dr dθ. x^2 + y^2 = r^2, \qquad dA = r\,dr\,d\theta.

Step 3: Set up and evaluate iterated integral: ∬D(x2+y2) dA=∫0π∫03r2(r dr dθ)=∫0πdθ⋅∫03r3 dr. \iint_D (x^2 + y^2)\,dA = \int_0^\pi \int_0^3 r^2 (r\,dr\,d\theta) = \int_0^\pi d\theta \cdot \int_0^3 r^3\,dr. =π⋅[r44]03=π⋅814=81π4. = \pi \cdot \left[ \frac{r^4}{4} \right]_0^3 = \pi \cdot \frac{81}{4} = \mathbf{\frac{81\pi}{4}}.

[Double Integrals, Fubini's Theorem, Polar Coordinates & The Change-of-Variables Jacobian · Practice 3] If the governing relation for this system is g(t)=5t+5 g(t) = 5t + 5 , evaluate g(8) g(8) and find the inverse input t t when g(t)=50 g(t) = 50 .
Substitute t=8 t = 8 : g(8)=5(8)+5=45 g(8) = 5(8) + 5 = \mathbf{45} . Setting 5t+5=50 5t + 5 = 50 gives 5t=45  ⟹  t=9 5t = 45 \implies t = \mathbf{9} .
[Double Integrals, Fubini's Theorem, Polar Coordinates & The Change-of-Variables Jacobian · Practice 4] If the governing relation for this system is g(t)=6t+6 g(t) = 6t + 6 , evaluate g(10) g(10) and find the inverse input t t when g(t)=72 g(t) = 72 .
Substitute t=10 t = 10 : g(10)=6(10)+6=66 g(10) = 6(10) + 6 = \mathbf{66} . Setting 6t+6=72 6t + 6 = 72 gives 6t=66  ⟹  t=11 6t = 66 \implies t = \mathbf{11} .
📝 Chapter Quiz
5

Triple Integrals & Cylindrical/Spherical Coordinates

A triple integral ∭Ef(x,y,z) dV \iiint_E f(x,y,z)\,dV extends multivariable integration to three-dimensional solid regions E⊂R3 E \subset \mathbb{R}^3 . When the integrand is the unit function f≡1 f \equiv 1 , the integral computes the geometric volume Vol(E) \mathrm{Vol}(E) ; when f=δ(x,y,z) f = \delta(x,y,z) represents density, it yields the total mass M M , centroid coordinates (xˉ,yˉ,zˉ) (\bar{x},\bar{y},\bar{z}) , and moments of inertia Ix,Iy,Iz I_x, I_y, I_z . As in double integrals, Fubini's Theorem reduces the volume integral to iterated single-variable integrals. Mastery of this domain requires navigating coordinate transformations—principally cylindrical and spherical coordinate systems—governed by the 3D Jacobian determinant.

Curriculum Progression & University Rigor

This chapter develops through three instructional tiers:

  • Level 1 (Foundations): Riemann sums over spatial rectangular boxes, Fubini's Theorem in R3 \mathbb{R}^3 , classification of elementary solids (Types I, II, III), and standard Cartesian bounds setup.
  • Level 2 (Medium / Analytical Application): Cylindrical and spherical coordinate transformations, geometric derivations of differential volume elements dV=r dz dr dθ dV = r\,dz\,dr\,d\theta and dV=ρ2sin⁡ϕ dρ dϕ dθ dV = \rho^2\sin\phi\,d\rho\,d\phi\,d\theta , center of mass, and rotational inertia.
  • Level 3 (Advanced / University Rigor): The General 3D Change of Variables Theorem via the 3×3 3\times 3 Jacobian determinant, formal derivation of det⁡J=ρ2sin⁡ϕ \det J = \rho^2\sin\phi , Newton's Shell Theorem for gravitational potential, and inertia tensor derivations.
Circle with radius 66
Circle sector and chord geometry with radius r = 6 and central angle 120°.
⊙ Explorer · Interactive Triple Integrals & Cylindrical/Spherical Coordinates Labinteractive
Primary Metric2.00
Secondary Metric1.00
● Definition 5.1 — Level 1: Triple Integral over a Rectangular Box

Let B=[a,b]×[c,d]×[p,q]={(x,y,z)∈R3∣a≤x≤b, c≤y≤d, p≤z≤q} B = [a,b] \times [c,d] \times [p,q] = \{ (x,y,z) \in \mathbb{R}^3 \mid a \le x \le b, \, c \le y \le d, \, p \le z \le q \} . Partition each interval into subintervals of widths Δx=(b−a)/ℓ \Delta x = (b-a)/\ell , Δy=(d−c)/m \Delta y = (d-c)/m , and Δz=(q−p)/n \Delta z = (q-p)/n . The sub-box volume is ΔV=ΔxΔyΔz \Delta V = \Delta x \Delta y \Delta z . For any continuous scalar field f:B→R f: B \to \mathbb{R} , the triple integral is defined as the limit of the triple Riemann sum: ∭Bf(x,y,z) dV=lim⁡ℓ,m,n→∞∑i=1ℓ∑j=1m∑k=1nf(xi∗,yj∗,zk∗) ΔV, \iiint_B f(x,y,z)\,dV = \lim_{\ell,m,n \to \infty} \sum_{i=1}^\ell \sum_{j=1}^m \sum_{k=1}^n f(x_i^*, y_j^*, z_k^*) \,\Delta V, provided this limit exists independently of the choice of sample points (xi∗,yj∗,zk∗)∈Bijk (x_i^*, y_j^*, z_k^*) \in B_{ijk} .

● Theorem 5.1 — Fubini's Theorem in Three Dimensions

Statement: If f(x,y,z) f(x,y,z) is continuous on the rectangular box B=[a,b]×[c,d]×[p,q] B = [a,b] \times [c,d] \times [p,q] , then the triple integral is equal to the iterated integral evaluated in any of the 3!=6 3! = 6 possible integration orders: ∭Bf(x,y,z) dV=∫ab∫cd∫pqf(x,y,z) dz dy dx=∫pq∫cd∫abf(x,y,z) dx dy dz=… \iiint_B f(x,y,z)\,dV = \int_a^b \int_c^d \int_p^q f(x,y,z)\,dz\,dy\,dx = \int_p^q \int_c^d \int_a^b f(x,y,z)\,dx\,dy\,dz = \dots For a general bounded solid E⊂R3 E \subset \mathbb{R}^3 of Type I (projectable onto a region D⊂R2 D \subset \mathbb{R}^2 in the xy xy -plane between surfaces z=u1(x,y) z = u_1(x,y) and z=u2(x,y) z = u_2(x,y) ): ∭Ef(x,y,z) dV=∬D[∫u1(x,y)u2(x,y)f(x,y,z) dz]dA. \iiint_E f(x,y,z)\,dV = \iint_D \left[ \int_{u_1(x,y)}^{u_2(x,y)} f(x,y,z)\,dz \right] dA.

Worked Example 5.1 — Level 1: Cartesian Triple Integral & Non-Constant Bounds

Problem: Evaluate ∭Ez dV \iiint_E z\,dV , where E E is the solid tetrahedron bounded by the coordinate planes x=0,y=0,z=0 x=0, y=0, z=0 and the plane x+y+z=1 x + y + z = 1 .

Analytical Solution:

  1. Determine the bounding surfaces: In the vertical z z -direction, E E is bounded below by z=0 z = 0 and above by z=1−x−y z = 1 - x - y .
  2. Project onto the xy xy -plane: Setting z=0 z = 0 yields the planar triangle D={(x,y)∣0≤x≤1, 0≤y≤1−x} D = \{ (x,y) \mid 0 \le x \le 1, \, 0 \le y \le 1 - x \} .
  3. Set up the iterated integral: ∭Ez dV=∫01∫01−x∫01−x−yz dz dy dx. \iiint_E z\,dV = \int_0^1 \int_0^{1-x} \int_0^{1-x-y} z\,dz\,dy\,dx.
  4. Evaluate the innermost integral: ∫01−x−yz dz=[z22]01−x−y=12(1−x−y)2. \int_0^{1-x-y} z\,dz = \left[ \frac{z^2}{2} \right]_0^{1-x-y} = \frac{1}{2}(1 - x - y)^2.
  5. Integrate with respect to y y : Using substitution u=1−x−y u = 1 - x - y , du=−dy du = -dy : ∫01−x12(1−x−y)2 dy=[−16(1−x−y)3]01−x=0−(−16(1−x)3)=16(1−x)3. \int_0^{1-x} \frac{1}{2}(1 - x - y)^2\,dy = \left[ -\frac{1}{6}(1 - x - y)^3 \right]_0^{1-x} = 0 - \left( -\frac{1}{6}(1-x)^3 \right) = \frac{1}{6}(1-x)^3.
  6. Integrate with respect to x x : ∫0116(1−x)3 dx=[−124(1−x)4]01=0−(−124)=124. \int_0^1 \frac{1}{6}(1-x)^3\,dx = \left[ -\frac{1}{24}(1-x)^4 \right]_0^1 = 0 - \left( -\frac{1}{24} \right) = \frac{1}{24}.

Thus, ∭Ez dV=124 \iiint_E z\,dV = \frac{1}{24} .

● Definition 5.2 — Level 2: Cylindrical Coordinates

Cylindrical coordinates represent a point P(x,y,z)∈R3 P(x,y,z) \in \mathbb{R}^3 by (r,θ,z) (r, \theta, z) , where (r,θ) (r,\theta) are polar coordinates of the orthogonal projection of P P onto the xy xy -plane, and z z is the directed vertical height: x=rcos⁡θ,y=rsin⁡θ,z=z,(r≥0,  0≤θ<2π). x = r\cos\theta, \quad y = r\sin\theta, \quad z = z, \qquad (r \ge 0, \; 0 \le \theta < 2\pi). The differential volume element represents a small cylindrical wedge of radial thickness dr dr , angular width dθ d\theta (arc length r dθ r\,d\theta ), and height dz dz : dV=r dz dr dθ. dV = r\,dz\,dr\,d\theta. Cylindrical coordinates are natural whenever the boundary surfaces exhibit rotational symmetry about the z z -axis (cylinders r=a r = a , vertical cones z=cr z = c r , paraboloids z=cr2 z = c r^2 ).

● Definition 5.3 — Level 2: Spherical Coordinates

Spherical coordinates locate P(x,y,z) P(x,y,z) by (ρ,ϕ,θ) (\rho, \phi, \theta) , where:

  • ρ=x2+y2+z2≥0 \rho = \sqrt{x^2+y^2+z^2} \ge 0 is the radial distance from the origin.
  • ϕ∈[0,π] \phi \in [0, \pi] is the colatitude (zenith angle) measured downward from the positive z z -axis.
  • θ∈[0,2π) \theta \in [0, 2\pi) is the azimuthal angle in the xy xy -plane from the positive x x -axis.
The transformation equations are: x=ρsin⁡ϕcos⁡θ,y=ρsin⁡ϕsin⁡θ,z=ρcos⁡ϕ. x = \rho\sin\phi\cos\theta, \quad y = \rho\sin\phi\sin\theta, \quad z = \rho\cos\phi. Note that the distance from the z z -axis is r=ρsin⁡ϕ r = \rho\sin\phi . A spherical wedge has radial length dρ d\rho , meridian arc length ρ dϕ \rho\,d\phi , and latitude arc length (ρsin⁡ϕ) dθ (\rho\sin\phi)\,d\theta . Multiplying the three mutually orthogonal edge lengths yields: dV=ρ2sin⁡ϕ dρ dϕ dθ. dV = \rho^2\sin\phi\,d\rho\,d\phi\,d\theta.

● Theorem 5.2 — Level 3: Derivation of the Spherical Volume Element via the 3D Jacobian

Theorem: Under the transformation T:(ρ,ϕ,θ)↦(x,y,z) T: (\rho, \phi, \theta) \mapsto (x,y,z) , the volume element scales by the absolute value of the Jacobian determinant: dV=∣det⁡J∣ dρ dϕ dθ=∣∂(x,y,z)∂(ρ,ϕ,θ)∣dρ dϕ dθ=ρ2sin⁡ϕ dρ dϕ dθ. dV = |\det J| \, d\rho\,d\phi\,d\theta = \left| \frac{\partial(x,y,z)}{\partial(\rho,\phi,\theta)} \right| d\rho\,d\phi\,d\theta = \rho^2\sin\phi\,d\rho\,d\phi\,d\theta.

Rigorous Proof: The Jacobian matrix of partial derivatives is: J=(∂x∂ρ∂x∂ϕ∂x∂θ∂y∂ρ∂y∂ϕ∂y∂θ∂z∂ρ∂z∂ϕ∂z∂θ)=(sin⁡ϕcos⁡θρcos⁡ϕcos⁡θ−ρsin⁡ϕsin⁡θsin⁡ϕsin⁡θρcos⁡ϕsin⁡θρsin⁡ϕcos⁡θcos⁡ϕ−ρsin⁡ϕ0). J = \begin{pmatrix} \frac{\partial x}{\partial\rho} & \frac{\partial x}{\partial\phi} & \frac{\partial x}{\partial\theta} \\[6pt] \frac{\partial y}{\partial\rho} & \frac{\partial y}{\partial\phi} & \frac{\partial y}{\partial\theta} \\[6pt] \frac{\partial z}{\partial\rho} & \frac{\partial z}{\partial\phi} & \frac{\partial z}{\partial\theta} \end{pmatrix} = \begin{pmatrix} \sin\phi\cos\theta & \rho\cos\phi\cos\theta & -\rho\sin\phi\sin\theta \\[6pt] \sin\phi\sin\theta & \rho\cos\phi\sin\theta & \rho\sin\phi\cos\theta \\[6pt] \cos\phi & -\rho\sin\phi & 0 \end{pmatrix}. Expanding along the third row (which contains a zero entry): det⁡J=cos⁡ϕ∣ρcos⁡ϕcos⁡θ−ρsin⁡ϕsin⁡θρcos⁡ϕsin⁡θρsin⁡ϕcos⁡θ∣−(−ρsin⁡ϕ)∣sin⁡ϕcos⁡θ−ρsin⁡ϕsin⁡θsin⁡ϕsin⁡θρsin⁡ϕcos⁡θ∣+0. \det J = \cos\phi \begin{vmatrix} \rho\cos\phi\cos\theta & -\rho\sin\phi\sin\theta \\ \rho\cos\phi\sin\theta & \rho\sin\phi\cos\theta \end{vmatrix} - (-\rho\sin\phi) \begin{vmatrix} \sin\phi\cos\theta & -\rho\sin\phi\sin\theta \\ \sin\phi\sin\theta & \rho\sin\phi\cos\theta \end{vmatrix} + 0. Evaluate the first 2×2 2\times 2 minor: M1=(ρcos⁡ϕcos⁡θ)(ρsin⁡ϕcos⁡θ)−(−ρsin⁡ϕsin⁡θ)(ρcos⁡ϕsin⁡θ)=ρ2sin⁡ϕcos⁡ϕ(cos⁡2θ+sin⁡2θ)=ρ2sin⁡ϕcos⁡ϕ. M_1 = (\rho\cos\phi\cos\theta)(\rho\sin\phi\cos\theta) - (-\rho\sin\phi\sin\theta)(\rho\cos\phi\sin\theta) = \rho^2\sin\phi\cos\phi(\cos^2\theta + \sin^2\theta) = \rho^2\sin\phi\cos\phi. Evaluate the second 2×2 2\times 2 minor: M2=(sin⁡ϕcos⁡θ)(ρsin⁡ϕcos⁡θ)−(−ρsin⁡ϕsin⁡θ)(sin⁡ϕsin⁡θ)=ρsin⁡2ϕ(cos⁡2θ+sin⁡2θ)=ρsin⁡2ϕ. M_2 = (\sin\phi\cos\theta)(\rho\sin\phi\cos\theta) - (-\rho\sin\phi\sin\theta)(\sin\phi\sin\theta) = \rho\sin^2\phi(\cos^2\theta + \sin^2\theta) = \rho\sin^2\phi. Substituting both minors into the cofactor expansion: det⁡J=cos⁡ϕ(ρ2sin⁡ϕcos⁡ϕ)+ρsin⁡ϕ(ρsin⁡2ϕ)=ρ2sin⁡ϕcos⁡2ϕ+ρ2sin⁡ϕsin⁡2ϕ=ρ2sin⁡ϕ(cos⁡2ϕ+sin⁡2ϕ)=ρ2sin⁡ϕ. \det J = \cos\phi (\rho^2\sin\phi\cos\phi) + \rho\sin\phi (\rho\sin^2\phi) = \rho^2\sin\phi \cos^2\phi + \rho^2\sin\phi \sin^2\phi = \rho^2\sin\phi (\cos^2\phi + \sin^2\phi) = \rho^2\sin\phi. Since ϕ∈[0,π] \phi \in [0, \pi] , sin⁡ϕ≥0 \sin\phi \ge 0 , and ρ≥0 \rho \ge 0 , ∣det⁡J∣=ρ2sin⁡ϕ |\det J| = \rho^2\sin\phi . ■ \blacksquare

Worked Example 5.2 — Level 2: Volume of an Ice-Cream Cone via Spherical Coordinates

Problem: Find the volume of the solid E E bounded above by the sphere x2+y2+z2=4 x^2+y^2+z^2 = 4 and below by the cone z=x2+y2 z = \sqrt{x^2+y^2} .

Analytical Solution:

  1. Express the bounding surfaces in spherical coordinates:
    • The sphere x2+y2+z2=4 x^2+y^2+z^2 = 4 becomes ρ2=4  ⟹  ρ=2 \rho^2 = 4 \implies \rho = 2 .
    • The cone z=x2+y2  ⟹  ρcos⁡ϕ=ρsin⁡ϕ  ⟹  tan⁡ϕ=1  ⟹  ϕ=π4 z = \sqrt{x^2+y^2} \implies \rho\cos\phi = \rho\sin\phi \implies \tan\phi = 1 \implies \phi = \frac{\pi}{4} .
  2. Identify the parameter limits: The solid is described by: 0≤ρ≤2,0≤ϕ≤π4,0≤θ≤2π. 0 \le \rho \le 2, \quad 0 \le \phi \le \frac{\pi}{4}, \quad 0 \le \theta \le 2\pi.
  3. Set up and evaluate the triple integral: Since the bounds are constants and the integrand separates: V=∭E1 dV=∫02π ⁣ ⁣∫0π/4 ⁣ ⁣∫02ρ2sin⁡ϕ dρ dϕ dθ=(∫02πdθ)(∫0π/4sin⁡ϕ dϕ)(∫02ρ2 dρ). V = \iiint_E 1\,dV = \int_0^{2\pi} \!\! \int_0^{\pi/4} \!\! \int_0^2 \rho^2\sin\phi\,d\rho\,d\phi\,d\theta = \left( \int_0^{2\pi} d\theta \right) \left( \int_0^{\pi/4} \sin\phi\,d\phi \right) \left( \int_0^2 \rho^2\,d\rho \right).
  4. Calculate the individual factors: ∫02πdθ=2π,∫0π/4sin⁡ϕ dϕ=[−cos⁡ϕ]0π/4=1−22,∫02ρ2 dρ=[ρ33]02=83. \int_0^{2\pi} d\theta = 2\pi, \qquad \int_0^{\pi/4} \sin\phi\,d\phi = \Big[-\cos\phi\Big]_0^{\pi/4} = 1 - \frac{\sqrt{2}}{2}, \qquad \int_0^2 \rho^2\,d\rho = \left[ \frac{\rho^3}{3} \right]_0^2 = \frac{8}{3}.
  5. Multiply results: V=(2π)(1−22)(83)=16π3(1−22)=8π(2−2)3. V = (2\pi) \left( 1 - \frac{\sqrt{2}}{2} \right) \left( \frac{8}{3} \right) = \frac{16\pi}{3}\left( 1 - \frac{\sqrt{2}}{2} \right) = \frac{8\pi(2-\sqrt{2})}{3}.

Worked Example 5.3 — Level 3: Rotational Inertia of a Solid Homogeneous Ball

Problem: A solid ball B B of radius R R has uniform mass density δ0=M43πR3 \delta_0 = \frac{M}{\frac{4}{3}\pi R^3} . Derive from first principles the moment of inertia about the z z -axis: Iz=∭B(x2+y2) δ0 dV. I_z = \iiint_B (x^2+y^2)\,\delta_0\,dV.

Analytical Derivation:

  1. Convert the integrand to spherical coordinates: The distance squared from the z z -axis is: x2+y2=(ρsin⁡ϕcos⁡θ)2+(ρsin⁡ϕsin⁡θ)2=ρ2sin⁡2ϕ. x^2+y^2 = (\rho\sin\phi\cos\theta)^2 + (\rho\sin\phi\sin\theta)^2 = \rho^2\sin^2\phi.
  2. Set up the integral: Iz=δ0∫02π ⁣ ⁣∫0π ⁣ ⁣∫0R(ρ2sin⁡2ϕ)(ρ2sin⁡ϕ) dρ dϕ dθ=δ0(∫02πdθ)(∫0πsin⁡3ϕ dϕ)(∫0Rρ4 dρ). I_z = \delta_0 \int_0^{2\pi} \!\! \int_0^\pi \!\! \int_0^R (\rho^2\sin^2\phi) (\rho^2\sin\phi)\,d\rho\,d\phi\,d\theta = \delta_0 \left( \int_0^{2\pi} d\theta \right) \left( \int_0^\pi \sin^3\phi\,d\phi \right) \left( \int_0^R \rho^4\,d\rho \right).
  3. Compute the ρ \rho and θ \theta integrals: ∫02πdθ=2π,∫0Rρ4 dρ=R55. \int_0^{2\pi} d\theta = 2\pi, \qquad \int_0^R \rho^4\,d\rho = \frac{R^5}{5}.
  4. Evaluate the ϕ \phi integral using sin⁡3ϕ=sin⁡ϕ(1−cos⁡2ϕ) \sin^3\phi = \sin\phi(1-\cos^2\phi) : Let u=cos⁡ϕ u = \cos\phi , du=−sin⁡ϕ dϕ du = -\sin\phi\,d\phi : ∫0πsin⁡3ϕ dϕ=∫1−1−(1−u2) du=∫−11(1−u2) du=[u−u33]−11=(1−13)−(−1+13)=43. \int_0^\pi \sin^3\phi\,d\phi = \int_1^{-1} -(1-u^2)\,du = \int_{-1}^1 (1-u^2)\,du = \left[ u - \frac{u^3}{3} \right]_{-1}^1 = \left(1-\frac{1}{3}\right) - \left(-1+\frac{1}{3}\right) = \frac{4}{3}.
  5. Assemble the product: Iz=δ0⋅(2π)⋅43⋅R55=δ0⋅8πR515. I_z = \delta_0 \cdot (2\pi) \cdot \frac{4}{3} \cdot \frac{R^5}{5} = \delta_0 \cdot \frac{8\pi R^5}{15}.
  6. Substitute δ0=M43πR3 \delta_0 = \frac{M}{\frac{4}{3}\pi R^3} : Iz=(3M4πR3)(8πR515)=3×84×15MR2=25MR2. I_z = \left( \frac{3M}{4\pi R^3} \right) \left( \frac{8\pi R^5}{15} \right) = \frac{3 \times 8}{4 \times 15} M R^2 = \frac{2}{5} M R^2.

This yields the classical university physics result Iz=25MR2 I_z = \frac{2}{5}MR^2 purely via multivariable integration.

Cylindrical volume element
dV=r dz dr dθ dV = r\,dz\,dr\,d\theta
Spherical volume element
dV=ρ2sin⁡ϕ dρ dϕ dθ dV = \rho^2\sin\phi\,d\rho\,d\phi\,d\theta
Center of mass
zˉ=1M∭Ez δ dV \bar{z} = \frac{1}{M}\iiint_E z\,\delta\,dV
Moment of inertia
Iz=∭E(x2+y2) δ dV I_z = \iiint_E (x^2+y^2)\,\delta\,dV
Paraboloid and Planar Cap Intersection — Coordinate plane with graph of Paraboloid profile z = r², Plane z = 4; marked points r = -2, z = 4 (-2, 4), r = 2, z = 4 (2, 4), Vertex (0, 0) (0, 0)-2-1121234xyParaboloid profile z = r²Plane z = 4r = −2, z = 4r = 2, z = 4Vertex (0, 0)
Cross section in cylindrical coordinates for the solid enclosed between z=r2 z = r^2 and z=4 z = 4 . Cylindrical coordinates are ideal here: r r ranges from 0 0 to 2 2 , θ \theta from 0 0 to 2π 2\pi , and z z from r2 r^2 to 4 4 , with volume element dV=r dz dr dθ dV = r \, dz \, dr \, d\theta .
⚠️ Common Traps & University Pitfalls — Triple Integrals

1. Missing the Differential Metric Factors: Never write dV=dr dθ dz dV = dr\,d\theta\,dz or dV=dρ dϕ dθ dV = d\rho\,d\phi\,d\theta . The Jacobian determinants dictate that dV=r dz dr dθ dV = r\,dz\,dr\,d\theta and dV=ρ2sin⁡ϕ dρ dϕ dθ dV = \rho^2\sin\phi\,d\rho\,d\phi\,d\theta . Omitting r r or ρ2sin⁡ϕ \rho^2\sin\phi invalidates dimensional analysis and gives incorrect answers.

2. Colatitude ϕ \phi vs. Azimuth θ \theta Domain Restrictions: The angle ϕ \phi measures deviation from the zenith (North pole) and satisfies 0≤ϕ≤π 0 \le \phi \le \pi . Integrating ϕ \phi over [0,2π] [0, 2\pi] double-covers the sphere and produces zero due to ∫02πsin⁡ϕ dϕ=0 \int_0^{2\pi} \sin\phi\,d\phi = 0 .

3. Variable Dependency in Limits: In an iterated integral ∫ab∫g1(x)g2(x)∫u1(x,y)u2(x,y)f dz dy dx \int_a^b \int_{g_1(x)}^{g_2(x)} \int_{u_1(x,y)}^{u_2(x,y)} f\,dz\,dy\,dx , the limits for z z can depend on x x and y y ; the limits for y y can depend only on x x ; the outer limits must be constants. Outer limits containing inner variables indicate an inverted integration setup.

4. Shifted Spheres: For a sphere tangent to the xy xy -plane x2+y2+(z−a)2=a2  ⟺  x2+y2+z2=2az x^2+y^2+(z-a)^2 = a^2 \iff x^2+y^2+z^2 = 2az , the spherical equation is ρ2=2aρcos⁡ϕ  ⟹  ρ=2acos⁡ϕ \rho^2 = 2a\rho\cos\phi \implies \rho = 2a\cos\phi . The domain is restricted to 0≤ϕ≤π2 0 \le \phi \le \frac{\pi}{2} (the upper hemisphere), since z≥0  ⟹  cos⁡ϕ≥0 z \ge 0 \implies \cos\phi \ge 0 .

Worked Example D — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=5 \Delta x = 5 and vertical component Δy=5 \Delta y = 5 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(5)2+(5)2=25+25=50 d^2 = (5)^2 + (5)^2 = 25 + 25 = \mathbf{50} .
  2. The enclosed right-triangle area is A=12(5)(5)=12.5 A = \frac{1}{2}(5)(5) = \mathbf{12.5} .

Practice Problem 1: Evaluate ∭E(x2+y2+z2) dV \iiint_E (x^2+y^2+z^2)\,dV , where E E is the solid ball x2+y2+z2≤a2 x^2+y^2+z^2 \le a^2 .

In spherical coordinates, x2+y2+z2=ρ2 x^2+y^2+z^2 = \rho^2 and dV=ρ2sin⁡ϕ dρ dϕ dθ dV = \rho^2\sin\phi\,d\rho\,d\phi\,d\theta . The ball E E is defined by 0≤ρ≤a 0 \le \rho \le a , 0≤ϕ≤π 0 \le \phi \le \pi , 0≤θ≤2π 0 \le \theta \le 2\pi . ∭Eρ2⋅(ρ2sin⁡ϕ) dρ dϕ dθ=(∫02πdθ)(∫0πsin⁡ϕ dϕ)(∫0aρ4 dρ). \iiint_E \rho^2 \cdot (\rho^2\sin\phi)\,d\rho\,d\phi\,d\theta = \left( \int_0^{2\pi} d\theta \right) \left( \int_0^\pi \sin\phi\,d\phi \right) \left( \int_0^a \rho^4\,d\rho \right). Evaluating each integral: 2π×2×a55=4πa55. 2\pi \times 2 \times \frac{a^5}{5} = \frac{4\pi a^5}{5}.

Practice Problem 2: Find the mass of a solid right circular cylinder of radius R R and height h h whose density at any point is proportional to its distance from the axis of symmetry, δ(r,θ,z)=kr \delta(r,\theta,z) = k r for constant k>0 k > 0 .

Using cylindrical coordinates, the cylinder E E is bounded by 0≤r≤R 0 \le r \le R , 0≤θ≤2π 0 \le \theta \le 2\pi , 0≤z≤h 0 \le z \le h . The differential volume is dV=r dz dr dθ dV = r\,dz\,dr\,d\theta . The total mass is: M=∭Eδ dV=∫02π ⁣ ⁣∫0R ⁣ ⁣∫0h(kr)⋅r dz dr dθ=k(∫02πdθ)(∫0hdz)(∫0Rr2 dr). M = \iiint_E \delta\,dV = \int_0^{2\pi} \!\! \int_0^R \!\! \int_0^h (k r) \cdot r\,dz\,dr\,d\theta = k \left( \int_0^{2\pi} d\theta \right) \left( \int_0^h dz \right) \left( \int_0^R r^2\,dr \right). M=k(2π)(h)(R33)=2πkhR33. M = k (2\pi)(h)\left( \frac{R^3}{3} \right) = \frac{2\pi k h R^3}{3}.

[Triple Integrals & Cylindrical/Spherical Coordinates · Practice 3] If the governing relation for this system is g(t)=5t+5 g(t) = 5t + 5 , evaluate g(8) g(8) and find the inverse input t t when g(t)=50 g(t) = 50 .
Substitute t=8 t = 8 : g(8)=5(8)+5=45 g(8) = 5(8) + 5 = \mathbf{45} . Setting 5t+5=50 5t + 5 = 50 gives 5t=45  ⟹  t=9 5t = 45 \implies t = \mathbf{9} .
[Triple Integrals & Cylindrical/Spherical Coordinates · Practice 4] If the governing relation for this system is g(t)=6t+6 g(t) = 6t + 6 , evaluate g(10) g(10) and find the inverse input t t when g(t)=72 g(t) = 72 .
Substitute t=10 t = 10 : g(10)=6(10)+6=66 g(10) = 6(10) + 6 = \mathbf{66} . Setting 6t+6=72 6t + 6 = 72 gives 6t=66  ⟹  t=11 6t = 66 \implies t = \mathbf{11} .
📝 Chapter Quiz
6

Vector Fields & Line Integrals

A vector field assigns a vector—representing force, velocity, fluid flux, or a field gradient—to every point in a region of space. Integrating a vector field along an oriented space curve C C answers fundamental physical and geometric questions: the mechanical work performed by a force, circulation of a fluid along a loop, or magnetic flux. Central to multivariable analysis is distinguishing general vector fields from conservative (gradient) fields, where path independence allows line integrals to be evaluated purely from boundary values.

Curriculum Progression & University Rigor

This chapter is organized into three instructional tiers:

  • Level 1 (Foundations): Scalar line integrals ∫Cf ds \int_C f\,ds versus vector line integrals ∫CF⋅dr \int_C \mathbf{F}\cdot d\mathbf{r} , parametric evaluation along smooth curves, orientation reversal, and physical work.
  • Level 2 (Medium / Analytical Application): Conservative vector fields F=∇f \mathbf{F} = \nabla f , the Fundamental Theorem of Line Integrals and its proof, differential forms notation ∫CP dx+Q dy+R dz \int_C P\,dx + Q\,dy + R\,dz , and algorithmic reconstruction of 2D and 3D scalar potentials.
  • Level 3 (Advanced / University Rigor): The three equivalent characterizations of conservatism, Clairaut's cross-partial test, topological requirements (simply connected domains), and the pathological vortex field F=⟨−yx2+y2,xx2+y2⟩ \mathbf{F} = \left\langle \frac{-y}{x^2+y^2}, \frac{x}{x^2+y^2} \right\rangle on the punctured plane R2∖{(0,0)} \mathbb{R}^2 \setminus \{(0,0)\} .
Vector Fields & Line Integrals — Coordinate Curve & Tangent Analysis (2) — Coordinate plane with graph of f(x) = x² - 2, Tangent at x = 1; marked points (1, -1) (1, -1), (0, -2) (0, -2)-3-2-1123-22468xyf(x) = x² − 2Tangent at x = 1(1, -1)(0, -2)
Coordinate graph of f(x) = x² − 2 and its instantaneous tangent line at x = 1.
● Definition 6.1 — Level 1: Vector Fields & Line Integrals

A vector field on Rn \mathbb{R}^n (n=2,3 n=2,3 ) is a mapping F:D⊂Rn→Rn \mathbf{F}: D \subset \mathbb{R}^n \to \mathbb{R}^n . In components, F(x,y)=⟨P(x,y),Q(x,y)⟩ \mathbf{F}(x,y) = \langle P(x,y), Q(x,y) \rangle in 2D, or F(x,y,z)=⟨P,Q,R⟩ \mathbf{F}(x,y,z) = \langle P, Q, R \rangle in 3D.

For a piecewise smooth curve C C parametrized by r(t) \mathbf{r}(t) for t∈[a,b] t \in [a,b] :

  1. Scalar Line Integral (with respect to arc length): ∫Cf ds=∫abf(r(t))∥r′(t)∥ dt. \int_C f\,ds = \int_a^b f(\mathbf{r}(t)) \|\mathbf{r}'(t)\|\,dt.
  2. Vector Line Integral (Work / Tangential circulation): ∫CF⋅dr=∫abF(r(t))⋅r′(t) dt=∫CP dx+Q dy+R dz. \int_C \mathbf{F}\cdot d\mathbf{r} = \int_a^b \mathbf{F}(\mathbf{r}(t)) \cdot \mathbf{r}'(t)\,dt = \int_C P\,dx + Q\,dy + R\,dz.

Reversing curve orientation negates the vector line integral: ∫−CF⋅dr=−∫CF⋅dr \int_{-C} \mathbf{F}\cdot d\mathbf{r} = -\int_C \mathbf{F}\cdot d\mathbf{r} , while scalar line integrals are orientation-invariant.

Worked Example 6.1 — Level 1: Direct Line Integral Along Two Different Paths

Problem: Evaluate the work done by the force field F(x,y)=⟨y2,2xy⟩ \mathbf{F}(x,y) = \langle y^2, 2xy \rangle in moving a particle from (0,0) (0,0) to (1,1) (1,1) along two different trajectories:

  1. C1 C_1 : The straight line segment r1(t)=⟨t,t⟩ \mathbf{r}_1(t) = \langle t, t \rangle , 0≤t≤1 0 \le t \le 1 .
  2. C2 C_2 : The parabolic arc r2(t)=⟨t,t2⟩ \mathbf{r}_2(t) = \langle t, t^2 \rangle , 0≤t≤1 0 \le t \le 1 .

Analytical Solution:

Path C1 C_1 : Velocity r1′(t)=⟨1,1⟩ \mathbf{r}_1'(t) = \langle 1, 1 \rangle . Along C1 C_1 , x=t x = t and y=t y = t , so F(r1(t))=⟨t2,2t2⟩ \mathbf{F}(\mathbf{r}_1(t)) = \langle t^2, 2t^2 \rangle . W1=∫C1F⋅dr=∫01⟨t2,2t2⟩⋅⟨1,1⟩ dt=∫01(t2+2t2) dt=∫013t2 dt=[t3]01=1. W_1 = \int_{C_1} \mathbf{F}\cdot d\mathbf{r} = \int_0^1 \langle t^2, 2t^2 \rangle \cdot \langle 1, 1 \rangle\,dt = \int_0^1 (t^2 + 2t^2)\,dt = \int_0^1 3t^2\,dt = \Big[ t^3 \Big]_0^1 = 1.

Path C2 C_2 : Velocity r2′(t)=⟨1,2t⟩ \mathbf{r}_2'(t) = \langle 1, 2t \rangle . Along C2 C_2 , x=t x = t and y=t2 y = t^2 , so F(r2(t))=⟨t4,2t3⟩ \mathbf{F}(\mathbf{r}_2(t)) = \langle t^4, 2t^3 \rangle . W2=∫C2F⋅dr=∫01⟨t4,2t3⟩⋅⟨1,2t⟩ dt=∫01(t4+4t4) dt=∫015t4 dt=[t5]01=1. W_2 = \int_{C_2} \mathbf{F}\cdot d\mathbf{r} = \int_0^1 \langle t^4, 2t^3 \rangle \cdot \langle 1, 2t \rangle\,dt = \int_0^1 (t^4 + 4t^4)\,dt = \int_0^1 5t^4\,dt = \Big[ t^5 \Big]_0^1 = 1.

The identical values W1=W2=1 W_1 = W_2 = 1 suggest that F \mathbf{F} may be path-independent (conservative).

● Definition 6.2 — Level 2: Conservative Vector Fields & Scalar Potentials

A vector field F \mathbf{F} defined on an open domain D⊂Rn D \subset \mathbb{R}^n is called conservative if there exists a continuously differentiable scalar field f:D→R f: D \to \mathbb{R} such that: F=∇f. \mathbf{F} = \nabla f. The function f f is called a scalar potential for F \mathbf{F} . (In physics, the potential energy U U is often defined with a negative sign: F=−∇U \mathbf{F} = -\nabla U .)

● Theorem 6.1 — Fundamental Theorem of Line Integrals

Statement: Let C C be a piecewise smooth curve parametrized by r(t) \mathbf{r}(t) for a≤t≤b a \le t \le b , with initial point A=r(a) A = \mathbf{r}(a) and terminal point B=r(b) B = \mathbf{r}(b) . If f f is a C1 C^1 scalar function on an open domain containing C C , then: ∫C∇f⋅dr=f(B)−f(A). \int_C \nabla f \cdot d\mathbf{r} = f(B) - f(A).

Rigorous Proof: Parametrize C C by r(t)=⟨x(t),y(t),z(t)⟩ \mathbf{r}(t) = \langle x(t), y(t), z(t) \rangle on [a,b] [a,b] . By Definition 6.1: ∫C∇f⋅dr=∫ab∇f(r(t))⋅r′(t) dt. \int_C \nabla f \cdot d\mathbf{r} = \int_a^b \nabla f(\mathbf{r}(t)) \cdot \mathbf{r}'(t)\,dt. Define the composite single-variable scalar function g(t)=f(r(t)) g(t) = f(\mathbf{r}(t)) . By the Multivariable Chain Rule (Theorem 2.1): g′(t)=ddtf(x(t),y(t),z(t))=∂f∂xdxdt+∂f∂ydydt+∂f∂zdzdt=∇f(r(t))⋅r′(t). g'(t) = \frac{d}{dt} f(x(t),y(t),z(t)) = \frac{\partial f}{\partial x}\frac{dx}{dt} + \frac{\partial f}{\partial y}\frac{dy}{dt} + \frac{\partial f}{\partial z}\frac{dz}{dt} = \nabla f(\mathbf{r}(t)) \cdot \mathbf{r}'(t). Applying the ordinary Fundamental Theorem of Calculus to g′(t) g'(t) on [a,b] [a,b] : ∫ab∇f(r(t))⋅r′(t) dt=∫abg′(t) dt=g(b)−g(a)=f(r(b))−f(r(a))=f(B)−f(A).■ \int_a^b \nabla f(\mathbf{r}(t)) \cdot \mathbf{r}'(t)\,dt = \int_a^b g'(t)\,dt = g(b) - g(a) = f(\mathbf{r}(b)) - f(\mathbf{r}(a)) = f(B) - f(A). \quad \blacksquare

● Theorem 6.2 — Component Test for Conservative Fields (Necessary Condition)

Statement: Let F=⟨P,Q⟩ \mathbf{F} = \langle P, Q \rangle be a C1 C^1 vector field on an open domain D⊂R2 D \subset \mathbb{R}^2 . If F \mathbf{F} is conservative, then: ∂P∂y=∂Q∂xeverywhere in D. \frac{\partial P}{\partial y} = \frac{\partial Q}{\partial x} \quad \text{everywhere in } D. In R3 \mathbb{R}^3 , if F=⟨P,Q,R⟩ \mathbf{F} = \langle P, Q, R \rangle is conservative, its curl must vanish identically: ∇×F=0  ⟺  ∂R∂y=∂Q∂z,∂P∂z=∂R∂x,∂Q∂x=∂P∂y. \nabla \times \mathbf{F} = \mathbf{0} \iff \frac{\partial R}{\partial y} = \frac{\partial Q}{\partial z}, \quad \frac{\partial P}{\partial z} = \frac{\partial R}{\partial x}, \quad \frac{\partial Q}{\partial x} = \frac{\partial P}{\partial y}.

Proof: If F=∇f \mathbf{F} = \nabla f , then P=fx P = f_x and Q=fy Q = f_y . Differentiating yields: ∂P∂y=∂∂y(∂f∂x)=fxy,∂Q∂x=∂∂x(∂f∂y)=fyx. \frac{\partial P}{\partial y} = \frac{\partial}{\partial y}\left(\frac{\partial f}{\partial x}\right) = f_{xy}, \qquad \frac{\partial Q}{\partial x} = \frac{\partial}{\partial x}\left(\frac{\partial f}{\partial y}\right) = f_{yx}. By Clairaut's Theorem (Theorem 1.1), mixed second partial derivatives of C2 C^2 functions commute: fxy=fyx f_{xy} = f_{yx} . Thus Py=Qx P_y = Q_x . ■ \blacksquare

Worked Example 6.2 — Level 2: Finding a 3D Potential Function

Problem: Show that F(x,y,z)=⟨2xy+z3, x2+2yz, 3xz2+y2⟩ \mathbf{F}(x,y,z) = \langle 2xy + z^3, \, x^2 + 2yz, \, 3xz^2 + y^2 \rangle is conservative on R3 \mathbb{R}^3 , construct a scalar potential f(x,y,z) f(x,y,z) , and evaluate ∫CF⋅dr \int_C \mathbf{F}\cdot d\mathbf{r} along any path from (0,1,−1) (0,1,-1) to (2,0,1) (2,0,1) .

Analytical Solution:

  1. Test cross-partials:
    • Py=2x P_y = 2x , Qx=2x  ⟹  Py=Qx Q_x = 2x \implies P_y = Q_x .
    • Pz=3z2 P_z = 3z^2 , Rx=3z2  ⟹  Pz=Rx R_x = 3z^2 \implies P_z = R_x .
    • Qz=2y Q_z = 2y , Ry=2y  ⟹  Qz=Ry R_y = 2y \implies Q_z = R_y .
    All curl components vanish on R3 \mathbb{R}^3 (which is simply connected), confirming conservatism.
  2. Integrate P P with respect to x x : f(x,y,z)=∫(2xy+z3) dx=x2y+xz3+g(y,z). f(x,y,z) = \int (2xy + z^3)\,dx = x^2y + xz^3 + g(y,z).
  3. Differentiate with respect to y y and equate to Q Q : ∂f∂y=x2+∂g∂y=x2+2yz  ⟹  ∂g∂y=2yz  ⟹  g(y,z)=y2z+h(z). \frac{\partial f}{\partial y} = x^2 + \frac{\partial g}{\partial y} = x^2 + 2yz \implies \frac{\partial g}{\partial y} = 2yz \implies g(y,z) = y^2z + h(z). Thus f(x,y,z)=x2y+xz3+y2z+h(z) f(x,y,z) = x^2y + xz^3 + y^2z + h(z) .
  4. Differentiate with respect to z z and equate to R R : ∂f∂z=3xz2+y2+h′(z)=3xz2+y2  ⟹  h′(z)=0  ⟹  h(z)=C. \frac{\partial f}{\partial z} = 3xz^2 + y^2 + h'(z) = 3xz^2 + y^2 \implies h'(z) = 0 \implies h(z) = C. Setting C=0 C = 0 , the potential is f(x,y,z)=x2y+xz3+y2z f(x,y,z) = x^2y + xz^3 + y^2z .
  5. Evaluate line integral using Theorem 6.1: ∫CF⋅dr=f(2,0,1)−f(0,1,−1). \int_C \mathbf{F}\cdot d\mathbf{r} = f(2,0,1) - f(0,1,-1). f(2,0,1)=22(0)+2(1)3+02(1)=2. f(2,0,1) = 2^2(0) + 2(1)^3 + 0^2(1) = 2. f(0,1,−1)=02(1)+0(−1)3+12(−1)=−1. f(0,1,-1) = 0^2(1) + 0(-1)^3 + 1^2(-1) = -1. ∫CF⋅dr=2−(−1)=3. \int_C \mathbf{F}\cdot d\mathbf{r} = 2 - (-1) = 3.

● Theorem 6.3 — Level 3: Equivalence of Conservatism & Topology of the Domain

Theorem (Three Equivalent Statements): Let F \mathbf{F} be a continuous vector field on an open, connected domain D⊂Rn D \subset \mathbb{R}^n . The following three conditions are logically equivalent:

  1. F \mathbf{F} is conservative; that is, F=∇f \mathbf{F} = \nabla f for some C1 C^1 potential f f on D D .
  2. ∫CF⋅dr \int_C \mathbf{F}\cdot d\mathbf{r} is path-independent in D D (depends only on the endpoints of C C ).
  3. ∮CF⋅dr=0 \oint_C \mathbf{F}\cdot d\mathbf{r} = 0 for every piecewise smooth closed curve C⊂D C \subset D .

Proof of (2)   ⟺   \iff (3): Let C1 C_1 and C2 C_2 be two paths in D D sharing initial point A A and terminal point B B . The composite curve C=C1−C2 C = C_1 - C_2 (formed by traversing C1 C_1 forward and C2 C_2 backward) is a closed loop. Then: ∮CF⋅dr=∫C1F⋅dr−∫C2F⋅dr. \oint_C \mathbf{F}\cdot d\mathbf{r} = \int_{C_1} \mathbf{F}\cdot d\mathbf{r} - \int_{C_2} \mathbf{F}\cdot d\mathbf{r}. Therefore, ∮CF⋅dr=0  ⟺  ∫C1F⋅dr=∫C2F⋅dr \oint_C \mathbf{F}\cdot d\mathbf{r} = 0 \iff \int_{C_1} \mathbf{F}\cdot d\mathbf{r} = \int_{C_2} \mathbf{F}\cdot d\mathbf{r} . ■ \blacksquare

Topological Requirement (Simple Connectedness): The component condition ∂P∂y=∂Q∂x \frac{\partial P}{\partial y} = \frac{\partial Q}{\partial x} guarantees conservatism if and only if the domain D D is simply connected (every closed curve in D D can be continuously contracted to a point within D D , meaning D D has no "holes").

Worked Example 6.3 — Level 3: The Pathological Vortex Field on Punctured ℝ²

Problem: Consider the vortex vector field defined on the punctured plane D=R2∖{(0,0)} D = \mathbb{R}^2 \setminus \{(0,0)\} : F(x,y)=⟨−yx2+y2,  xx2+y2⟩. \mathbf{F}(x,y) = \left\langle \frac{-y}{x^2+y^2}, \; \frac{x}{x^2+y^2} \right\rangle. Prove that ∂P∂y=∂Q∂x \frac{\partial P}{\partial y} = \frac{\partial Q}{\partial x} everywhere on D D , yet F \mathbf{F} is NOT conservative on D D .

Analytical Demonstration:

  1. Compute partial derivatives: With P=−yx2+y2 P = \frac{-y}{x^2+y^2} and Q=xx2+y2 Q = \frac{x}{x^2+y^2} : ∂P∂y=−(x2+y2)(1)−y(2y)(x2+y2)2=−x2−y2(x2+y2)2=y2−x2(x2+y2)2. \frac{\partial P}{\partial y} = -\frac{(x^2+y^2)(1) - y(2y)}{(x^2+y^2)^2} = -\frac{x^2-y^2}{(x^2+y^2)^2} = \frac{y^2-x^2}{(x^2+y^2)^2}. ∂Q∂x=(x2+y2)(1)−x(2x)(x2+y2)2=y2−x2(x2+y2)2. \frac{\partial Q}{\partial x} = \frac{(x^2+y^2)(1) - x(2x)}{(x^2+y^2)^2} = \frac{y^2-x^2}{(x^2+y^2)^2}. Thus ∂P∂y=∂Q∂x \frac{\partial P}{\partial y} = \frac{\partial Q}{\partial x} at every single point (x,y)≠(0,0) (x,y) \neq (0,0) .
  2. Integrate around the counterclockwise unit circle C:r(t)=⟨cos⁡t,sin⁡t⟩ C: \mathbf{r}(t) = \langle \cos t, \sin t \rangle , 0≤t≤2π 0 \le t \le 2\pi : Along C C , x2+y2=1 x^2+y^2 = 1 , r′(t)=⟨−sin⁡t,cos⁡t⟩ \mathbf{r}'(t) = \langle -\sin t, \cos t \rangle , and F(r(t))=⟨−sin⁡t,cos⁡t⟩ \mathbf{F}(\mathbf{r}(t)) = \langle -\sin t, \cos t \rangle . ∮CF⋅dr=∫02π⟨−sin⁡t,cos⁡t⟩⋅⟨−sin⁡t,cos⁡t⟩ dt=∫02π(sin⁡2t+cos⁡2t) dt=∫02π1 dt=2π. \oint_C \mathbf{F}\cdot d\mathbf{r} = \int_0^{2\pi} \langle -\sin t, \cos t \rangle \cdot \langle -\sin t, \cos t \rangle\,dt = \int_0^{2\pi} (\sin^2 t + \cos^2 t)\,dt = \int_0^{2\pi} 1\,dt = 2\pi.
  3. Conclusion: If F \mathbf{F} were conservative on D D , the closed loop integral would equal 0 0 by Theorem 6.3. Since 2π≠0 2\pi \neq 0 , F \mathbf{F} is strictly non-conservative on D D . The reason: D=R2∖{(0,0)} D = \mathbb{R}^2 \setminus \{(0,0)\} is not simply connected. The candidate potential f(x,y)=arctan⁡(y/x)=θ f(x,y) = \arctan(y/x) = \theta increases by 2π 2\pi each cycle and cannot be made single-valued and continuous across any loop enclosing the origin.

⊙ Explorer · A linear vector field, and the conservative testinteractive
∂Q/∂x − ∂P/∂y = c − b-2.000
conservative?no — ∂P/∂y (1.00) ≠ ∂Q/∂x (-1.00)

The default a = 0, b = 1, c = −1, d = 0 gives F = (y, −x), a pure rotation field — every arrow is perpendicular to the position vector, circulating around the origin with nothing pulling straight outward or inward. Set b = c and the field becomes conservative (Theorem 6.2, sufficient here since F is defined on all of ℝ², which is simply connected); the readout then also displays a genuine potential function f(x,y) = (a/2)x² + bxy + (d/2)y² satisfying ∇f = F.

Line integral of vector field
∫CF⋅dr=∫abF(r(t))⋅r′(t) dt \int_C \mathbf{F}\cdot d\mathbf{r} = \int_a^b \mathbf{F}(\mathbf{r}(t))\cdot\mathbf{r}'(t)\,dt
Fundamental Theorem of Line Integrals
∫C∇f⋅dr=f(B)−f(A) \int_C \nabla f\cdot d\mathbf{r} = f(B) - f(A)
Curl zero test in 2D
∂P∂y=∂Q∂x(on simply connected D) \frac{\partial P}{\partial y} = \frac{\partial Q}{\partial x} \quad (\text{on simply connected } D)
Closed loop independence
∮CF⋅dr=0  ⟺  conservative \oint_C \mathbf{F}\cdot d\mathbf{r} = 0 \iff \text{conservative}
Conservative Vector Field and Equipotential Curves — Coordinate plane with graph of Equipotential f(x,y)=4 (top), Equipotential f(x,y)=4 (bottom), Path across potentials; marked points Point A (0, 2) (0, 2), Point B (2, 0) (2, 0)-2-112-2-112xyEquipotential f(x,y)=4 (top)Equipotential f(x,y)=4 (bottom)Path across potentialsPoint A (0, 2)Point B (2, 0)
Equipotential curves f(x,y)=C f(x, y) = C for a conservative gradient field F=∇f \mathbf{F} = \nabla f . Because the line integral ∫CF⋅dr=f(B)−f(A) \int_C \mathbf{F}\cdot d\mathbf{r} = f(B) - f(A) depends only on the endpoints, any path connecting points on the same equipotential curve experiences zero net work.
⚠️ Common Traps & University Pitfalls — Vector Fields & Line Integrals

1. Confusing Scalar ds ds with Vector dr d\mathbf{r} : ∫Cf ds \int_C f\,ds requires multiplying by speed ∥r′(t)∥ \|\mathbf{r}'(t)\| and is always scalar; ∫CF⋅dr \int_C \mathbf{F}\cdot d\mathbf{r} uses the velocity vector r′(t) \mathbf{r}'(t) directly via dot product without the Euclidean norm factor.

2. Forgetting the Simply Connected Requirement: The cross-partial condition ∂P∂y=∂Q∂x \frac{\partial P}{\partial y} = \frac{\partial Q}{\partial x} only guarantees that F \mathbf{F} is conservative if the domain has no holes. If the domain contains punctures (e.g. dividing by x2+y2 x^2+y^2 at the origin), paths that loop around the puncture can have nonzero circulation.

3. Potential Function Constant of Integration in Several Variables: When integrating fx=P(x,y,z) f_x = P(x,y,z) with respect to x x , the constant of integration is a function of the remaining variables g(y,z) g(y,z) , not a numerical constant. Failing to include g(y,z) g(y,z) prevents proper matching with Q Q and R R .

4. Orientation Sign Flip: Traversing a curve in the opposite direction negates the value of a vector line integral: ∫−CF⋅dr=−∫CF⋅dr \int_{-C} \mathbf{F}\cdot d\mathbf{r} = -\int_C \mathbf{F}\cdot d\mathbf{r} .

Worked Example D — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=5 \Delta x = 5 and vertical component Δy=5 \Delta y = 5 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(5)2+(5)2=25+25=50 d^2 = (5)^2 + (5)^2 = 25 + 25 = \mathbf{50} .
  2. The enclosed right-triangle area is A=12(5)(5)=12.5 A = \frac{1}{2}(5)(5) = \mathbf{12.5} .

Practice Problem 1: Evaluate ∫CF⋅dr \int_C \mathbf{F}\cdot d\mathbf{r} for F=⟨ey,xey+(z+1)ez,(z+2)ez⟩ \mathbf{F} = \langle e^y, x e^y + (z+1)e^z, (z+2)e^z \rangle along the curve r(t)=⟨t,t2,t3⟩ \mathbf{r}(t) = \langle t, t^2, t^3 \rangle for 0≤t≤1 0 \le t \le 1 .

First check if F \mathbf{F} is conservative: Py=ey,  Qx=ey;Pz=0,  Rx=0;Qz=ez+(z+1)ez=(z+2)ez,  Ry=0. P_y = e^y, \; Q_x = e^y; \quad P_z = 0, \; R_x = 0; \quad Q_z = e^z + (z+1)e^z = (z+2)e^z, \; R_y = 0. Notice Ry=0 R_y = 0 while Qz=(z+2)ez≠0 Q_z = (z+2)e^z \neq 0 . Thus F \mathbf{F} is not conservative and the Fundamental Theorem cannot be used directly.

Evaluate directly: r′(t)=⟨1,2t,3t2⟩ \mathbf{r}'(t) = \langle 1, 2t, 3t^2 \rangle . x=t,y=t2,z=t3 x = t, y = t^2, z = t^3 . F(r(t))⋅r′(t)=et2(1)+[tet2+(t3+1)et3](2t)+(t3+2)et3(3t2). \mathbf{F}(\mathbf{r}(t)) \cdot \mathbf{r}'(t) = e^{t^2}(1) + \left[ t e^{t^2} + (t^3+1)e^{t^3} \right](2t) + (t^3+2)e^{t^3}(3t^2). Regroup terms: (et2+2t2et2)+(2t(t3+1)et3+3t2(t3+2)et3)=ddt(tet2)+ddt((t3+1)et3⋅t2… ). \left( e^{t^2} + 2t^2 e^{t^2} \right) + \left( 2t(t^3+1)e^{t^3} + 3t^2(t^3+2)e^{t^3} \right) = \frac{d}{dt}\left( t e^{t^2} \right) + \frac{d}{dt}\left( (t^3+1)e^{t^3} \cdot t^2 \dots \right). Alternatively, evaluate ∫01(et2+2t2et2) dt=[tet2]01=e \int_0^1 (e^{t^2} + 2t^2 e^{t^2})\,dt = \Big[ t e^{t^2} \Big]_0^1 = e . The remaining z z -terms integrate to: ∫01[2t4et3+2tet3+3t5et3+6t2et3]dt. \int_0^1 \left[ 2t^4 e^{t^3} + 2t e^{t^3} + 3t^5 e^{t^3} + 6t^2 e^{t^3} \right] dt. Substituting u=t3 u = t^3 , du=3t2dt du = 3t^2 dt : the integral yields 2e−1 2e - 1 . Combined work: 3e−1 3e - 1 .

Practice Problem 2: Evaluate ∫CF⋅dr \int_C \mathbf{F}\cdot d\mathbf{r} where F=∇(x3y2+sin⁡(xz)) \mathbf{F} = \nabla(x^3 y^2 + \sin(xz)) and C C is the helix r(t)=⟨cos⁡t,sin⁡t,t⟩ \mathbf{r}(t) = \langle \cos t, \sin t, t \rangle for 0≤t≤2π 0 \le t \le 2\pi .

Since F \mathbf{F} is explicitly given as the gradient of the potential function f(x,y,z)=x3y2+sin⁡(xz) f(x,y,z) = x^3 y^2 + \sin(xz) , by the Fundamental Theorem of Line Integrals: ∫CF⋅dr=f(r(2π))−f(r(0)). \int_C \mathbf{F}\cdot d\mathbf{r} = f(\mathbf{r}(2\pi)) - f(\mathbf{r}(0)). Initial point: r(0)=⟨cos⁡0,sin⁡0,0⟩=(1,0,0) \mathbf{r}(0) = \langle \cos 0, \sin 0, 0 \rangle = (1, 0, 0) .
Terminal point: r(2π)=⟨cos⁡(2π),sin⁡(2π),2π⟩=(1,0,2π) \mathbf{r}(2\pi) = \langle \cos(2\pi), \sin(2\pi), 2\pi \rangle = (1, 0, 2\pi) .

Evaluating f f at endpoints: f(1,0,0)=13(0)2+sin⁡(0)=0. f(1, 0, 0) = 1^3(0)^2 + \sin(0) = 0. f(1,0,2π)=13(0)2+sin⁡(1×2π)=0+sin⁡(2π)=0. f(1, 0, 2\pi) = 1^3(0)^2 + \sin(1 \times 2\pi) = 0 + \sin(2\pi) = 0. Thus, ∫CF⋅dr=0−0=0 \int_C \mathbf{F}\cdot d\mathbf{r} = 0 - 0 = 0 .

[Vector Fields & Line Integrals · Practice 3] If the governing relation for this system is g(t)=5t+5 g(t) = 5t + 5 , evaluate g(8) g(8) and find the inverse input t t when g(t)=50 g(t) = 50 .
Substitute t=8 t = 8 : g(8)=5(8)+5=45 g(8) = 5(8) + 5 = \mathbf{45} . Setting 5t+5=50 5t + 5 = 50 gives 5t=45  ⟹  t=9 5t = 45 \implies t = \mathbf{9} .
[Vector Fields & Line Integrals · Practice 4] If the governing relation for this system is g(t)=6t+6 g(t) = 6t + 6 , evaluate g(10) g(10) and find the inverse input t t when g(t)=72 g(t) = 72 .
Substitute t=10 t = 10 : g(10)=6(10)+6=66 g(10) = 6(10) + 6 = \mathbf{66} . Setting 6t+6=72 6t + 6 = 72 gives 6t=66  ⟹  t=11 6t = 66 \implies t = \mathbf{11} .
📝 Chapter Quiz
7

Green's Theorem

Green's Theorem establishes a profound duality between the boundary behavior of a vector field along a closed planar loop C=∂D C = \partial D and the interior differential behavior across the enclosed region D D . It represents the two-dimensional specialization of the generalized Stokes' Theorem on differential forms, bridging single-variable calculus and multivariable field theory. Green's Theorem exists in two dual formulations: the tangential / circulation form (connecting circulation to microscopic curl) and the normal / flux form (connecting outward flux to microscopic divergence).

Curriculum Progression & University Rigor

This chapter progresses through three instructional tiers:

  • Level 1 (Foundations): Positively oriented simple closed curves, the classical tangential/circulation form of Green's Theorem, and verification on elementary polygons.
  • Level 2 (Medium / Analytical Application): The 2D Divergence (normal flux) Theorem, coordinate-free vector interpretations, and boundary area formulas Area(D)=12∮∂D(x dy−y dx) \mathrm{Area}(D) = \frac{1}{2}\oint_{\partial D} (x\,dy - y\,dx) applied to classical curves (hypocycloids, astroids).
  • Level 3 (Advanced / University Rigor): Rigorous analytical proof for Type I and Type II regions, extension to multiply connected domains (annular regions with holes), and the puncture-annulus deformation argument explaining the 2π 2\pi circulation of the vortex field.
Circle with radius 66
Circle sector and chord geometry with radius r = 6 and central angle 120°.
⊙ Explorer · Interactive Green's Theorem Labinteractive
Primary Metric2.00
Secondary Metric1.00
● Definition 7.1 — Level 1: Positive Boundary Orientation

Let D⊂R2 D \subset \mathbb{R}^2 be a bounded open region whose boundary C=∂D C = \partial D consists of finitely many piecewise smooth, simple closed curves. C C is positively oriented if traversing the boundary in the direction of parametrization keeps the region D D immediately to the left. For a simply connected region with a single outer boundary, positive orientation corresponds to counterclockwise traversal.

● Theorem 7.1 — Level 1: Green's Theorem (Circulation-Curl Form)

Statement: Let C C be a positively oriented, piecewise smooth, simple closed curve in the plane, enclosing a region D D . Let F=⟨P(x,y),Q(x,y)⟩ \mathbf{F} = \langle P(x,y), Q(x,y) \rangle be a vector field with continuous first partial derivatives on an open set containing D D . Then: ∮CP dx+Q dy=∬D(∂Q∂x−∂P∂y)dA. \oint_C P\,dx + Q\,dy = \iint_D \left( \frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y} \right) dA. In vector notation, with k=⟨0,0,1⟩ \mathbf{k} = \langle 0, 0, 1 \rangle : ∮CF⋅dr=∬D(∇×F)⋅k dA. \oint_C \mathbf{F} \cdot d\mathbf{r} = \iint_D (\nabla \times \mathbf{F}) \cdot \mathbf{k} \, dA.

● Theorem 7.2 — Level 3: Rigorous Analytical Proof of Green's Theorem

Proof Strategy: It suffices to prove two independent identities and sum them: (I)∮CP dx=−∬D∂P∂y dA,(II)∮CQ dy=∬D∂Q∂x dA. \text{(I)} \quad \oint_C P\,dx = -\iint_D \frac{\partial P}{\partial y}\,dA, \qquad \text{(II)} \quad \oint_C Q\,dy = \iint_D \frac{\partial Q}{\partial x}\,dA.

Step 1: Prove Identity (I) for a Type I Region: Suppose D={(x,y)∈R2∣a≤x≤b,  g1(x)≤y≤g2(x)} D = \{ (x,y) \in \mathbb{R}^2 \mid a \le x \le b, \; g_1(x) \le y \le g_2(x) \} , where g1,g2 g_1, g_2 are continuous and piecewise smooth. The boundary C C consists of four curves: the bottom curve C1:y=g1(x) C_1: y = g_1(x) (from x=a x=a to x=b x=b ), vertical segment C2 C_2 (x=b x=b ), the top curve C3:y=g2(x) C_3: y = g_2(x) (from x=b x=b down to x=a x=a ), and vertical segment C4 C_4 (x=a x=a ).

Evaluate the double integral on the right of (I): ∬D∂P∂y dA=∫ab∫g1(x)g2(x)∂P∂y(x,y) dy dx. \iint_D \frac{\partial P}{\partial y}\,dA = \int_a^b \int_{g_1(x)}^{g_2(x)} \frac{\partial P}{\partial y}(x,y)\,dy\,dx. By the Fundamental Theorem of Calculus applied to the inner integral: ∫g1(x)g2(x)∂P∂y(x,y) dy=P(x,g2(x))−P(x,g1(x)). \int_{g_1(x)}^{g_2(x)} \frac{\partial P}{\partial y}(x,y)\,dy = P(x, g_2(x)) - P(x, g_1(x)). Thus: ∬D∂P∂y dA=∫ab[P(x,g2(x))−P(x,g1(x))]dx. \iint_D \frac{\partial P}{\partial y}\,dA = \int_a^b \Big[ P(x, g_2(x)) - P(x, g_1(x)) \Big] dx.

Now evaluate the line integral ∮CP dx \oint_C P\,dx : On vertical segments C2 C_2 and C4 C_4 , x x is constant, so dx=0 dx = 0 and their contributions vanish. On C1 C_1 , x x runs from a a to b b ; on C3 C_3 , x x runs from b b to a a : ∮CP dx=∫C1P dx+∫C3P dx=∫abP(x,g1(x)) dx+∫baP(x,g2(x)) dx. \oint_C P\,dx = \int_{C_1} P\,dx + \int_{C_3} P\,dx = \int_a^b P(x, g_1(x))\,dx + \int_b^a P(x, g_2(x))\,dx. Reversing the bounds on the second integral: ∮CP dx=∫abP(x,g1(x)) dx−∫abP(x,g2(x)) dx=−∫ab[P(x,g2(x))−P(x,g1(x))]dx=−∬D∂P∂y dA. \oint_C P\,dx = \int_a^b P(x, g_1(x))\,dx - \int_a^b P(x, g_2(x))\,dx = -\int_a^b \Big[ P(x, g_2(x)) - P(x, g_1(x)) \Big] dx = -\iint_D \frac{\partial P}{\partial y}\,dA.

Step 2: Prove Identity (II) for a Type II Region: By an identical argument on D={(x,y)∣c≤y≤d,  h1(y)≤x≤h2(y)} D = \{ (x,y) \mid c \le y \le d, \; h_1(y) \le x \le h_2(y) \} , integrating ∂Q∂x \frac{\partial Q}{\partial x} with respect to x x first yields ∮CQ dy=∬D∂Q∂x dA \oint_C Q\,dy = \iint_D \frac{\partial Q}{\partial x}\,dA . Summing (I) and (II) proves Green's Theorem for any region that is simultaneously Type I and Type II. Any standard elementary domain can be partitioned into finitely many such subregions; interior boundary line integrals cancel pairwise in opposite directions, yielding the global result. ■ \blacksquare

Worked Example 7.1 — Level 1: Verification of Green's Theorem on a Triangle

Problem: Verify Green's Theorem for F=⟨xy,x2⟩ \mathbf{F} = \langle xy, x^2 \rangle around the triangular boundary C C with vertices (0,0),(2,0),(0,2) (0,0), (2,0), (0,2) , oriented counterclockwise.

Analytical Verification:

Method 1: Double Integral Side: With P=xy P = xy and Q=x2 Q = x^2 : ∂Q∂x−∂P∂y=2x−x=x. \frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y} = 2x - x = x. The triangular region D D is bounded by 0≤x≤2 0 \le x \le 2 and 0≤y≤2−x 0 \le y \le 2 - x : ∬Dx dA=∫02∫02−xx dy dx=∫02x(2−x) dx=∫02(2x−x2) dx=[x2−x33]02=4−83=43. \iint_D x\,dA = \int_0^2 \int_0^{2-x} x\,dy\,dx = \int_0^2 x(2-x)\,dx = \int_0^2 (2x - x^2)\,dx = \left[ x^2 - \frac{x^3}{3} \right]_0^2 = 4 - \frac{8}{3} = \frac{4}{3}.

Method 2: Line Integral Along the Three Segments:

  • C1 C_1 (from (0,0) (0,0) to (2,0) (2,0) ): y=0  ⟹  dy=0,P=0  ⟹  ∫C1P dx+Q dy=0 y = 0 \implies dy = 0, P = 0 \implies \int_{C_1} P\,dx + Q\,dy = 0 .
  • C2 C_2 (from (2,0) (2,0) to (0,2) (0,2) ): y=2−x  ⟹  dy=−dx y = 2 - x \implies dy = -dx , with x x running from 2 to 0: ∫C2xy dx+x2 dy=∫20[x(2−x)+x2(−1)]dx=∫20(2x−2x2) dx=−∫02(2x−2x2) dx=−[x2−2x33]02=−(4−163)=43. \int_{C_2} xy\,dx + x^2\,dy = \int_2^0 \Big[ x(2-x) + x^2(-1) \Big] dx = \int_2^0 (2x - 2x^2)\,dx = -\int_0^2 (2x - 2x^2)\,dx = -\left[ x^2 - \frac{2x^3}{3} \right]_0^2 = -\left( 4 - \frac{16}{3} \right) = \frac{4}{3}.
  • C3 C_3 (from (0,2) (0,2) to (0,0) (0,0) ): x=0  ⟹  dx=0,Q=0  ⟹  ∫C3P dx+Q dy=0 x = 0 \implies dx = 0, Q = 0 \implies \int_{C_3} P\,dx + Q\,dy = 0 .
Summing the three edges: ∮CP dx+Q dy=0+43+0=43. \oint_C P\,dx + Q\,dy = 0 + \frac{4}{3} + 0 = \frac{4}{3}. Both sides match identically. ✓ \checkmark

● Theorem 7.3 — Level 2: Green's Theorem in Flux-Divergence Form & Area Formulas

Flux-Divergence Form (2D Gauss's Theorem): Let n \mathbf{n} be the outward unit normal vector to C C . Then the outward flux of F=⟨P,Q⟩ \mathbf{F} = \langle P, Q \rangle across C C equals the double integral of its divergence: ∮CF⋅n ds=∮C(−Q dx+P dy)=∬D(∂P∂x+∂Q∂y)dA=∬D(∇⋅F) dA. \oint_C \mathbf{F} \cdot \mathbf{n}\,ds = \oint_C (-Q\,dx + P\,dy) = \iint_D \left( \frac{\partial P}{\partial x} + \frac{\partial Q}{\partial y} \right) dA = \iint_D (\nabla \cdot \mathbf{F})\,dA.

Boundary Planar Area Formulas: Choosing vector fields where Qx−Py=1 Q_x - P_y = 1 transforms area computation into a single boundary line integral: Area(D)=∬D1 dA=∮Cx dy=−∮Cy dx=12∮C(x dy−y dx). \mathrm{Area}(D) = \iint_D 1\,dA = \oint_C x\,dy = -\oint_C y\,dx = \frac{1}{2} \oint_C (x\,dy - y\,dx). The symmetric formulation 12∮(x dy−y dx) \frac{1}{2}\oint (x\,dy - y\,dx) provides the mathematical basis for mechanical planimeters and polygonal surveyor algorithms.

Worked Example 7.2 — Level 2: Area Enclosed by an Astroid

Problem: Use the Green's Theorem symmetric area formula to find the area enclosed by the astroid x2/3+y2/3=a2/3 x^{2/3} + y^{2/3} = a^{2/3} , parametrized by x(t)=acos⁡3t x(t) = a\cos^3 t , y(t)=asin⁡3t y(t) = a\sin^3 t for 0≤t≤2π 0 \le t \le 2\pi .

Analytical Solution:

  1. Compute differentials: dx=−3acos⁡2tsin⁡t dt,dy=3asin⁡2tcos⁡t dt. dx = -3a\cos^2 t \sin t\,dt, \qquad dy = 3a\sin^2 t \cos t\,dt.
  2. Form the integrand x dy−y dx x\,dy - y\,dx : x dy=(acos⁡3t)(3asin⁡2tcos⁡t dt)=3a2cos⁡4tsin⁡2t dt. x\,dy = (a\cos^3 t)(3a\sin^2 t \cos t\,dt) = 3a^2\cos^4 t \sin^2 t\,dt. y dx=(asin⁡3t)(−3acos⁡2tsin⁡t dt)=−3a2sin⁡4tcos⁡2t dt. y\,dx = (a\sin^3 t)(-3a\cos^2 t \sin t\,dt) = -3a^2\sin^4 t \cos^2 t\,dt. x dy−y dx=3a2cos⁡2tsin⁡2t(cos⁡2t+sin⁡2t) dt=3a2cos⁡2tsin⁡2t dt. x\,dy - y\,dx = 3a^2\cos^2 t \sin^2 t (\cos^2 t + \sin^2 t)\,dt = 3a^2 \cos^2 t \sin^2 t\,dt.
  3. Use double-angle identity: cos⁡tsin⁡t=12sin⁡(2t)  ⟹  cos⁡2tsin⁡2t=14sin⁡2(2t) \cos t \sin t = \frac{1}{2}\sin(2t) \implies \cos^2 t \sin^2 t = \frac{1}{4}\sin^2(2t) . x dy−y dx=3a24sin⁡2(2t) dt. x\,dy - y\,dx = \frac{3a^2}{4} \sin^2(2t)\,dt.
  4. Integrate over [0,2π] [0, 2\pi] : Area=12∮C(x dy−y dx)=12∫02π3a24sin⁡2(2t) dt=3a28∫02π(1−cos⁡(4t)2)dt=3a216[t]02π=3πa28. \mathrm{Area} = \frac{1}{2} \oint_C (x\,dy - y\,dx) = \frac{1}{2} \int_0^{2\pi} \frac{3a^2}{4}\sin^2(2t)\,dt = \frac{3a^2}{8} \int_0^{2\pi} \left( \frac{1 - \cos(4t)}{2} \right) dt = \frac{3a^2}{16} \Big[ t \Big]_0^{2\pi} = \frac{3\pi a^2}{8}.

Thus the enclosed area is 38πa2 \frac{3}{8}\pi a^2 , derived directly without computing singular Cartesian bounds.

● Theorem 7.4 — Level 3: Green's Theorem for Multiply Connected Domains & Topological Invariance

Multiply Connected Domains: If a region D D contains holes bounded by interior curves C1,C2,…,Ck C_1, C_2, \dots, C_k , the positively oriented boundary ∂D \partial D consists of the outer boundary C0 C_0 traversed counterclockwise and all interior boundary curves traversed clockwise (so the interior of D D always lies to the left): ∬D(∂Q∂x−∂P∂y)dA=∮C0(P dx+Q dy)−∑i=1k∮Ci(P dx+Q dy), \iint_D \left( \frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y} \right) dA = \oint_{C_0} (P\,dx + Q\,dy) - \sum_{i=1}^k \oint_{C_i} (P\,dx + Q\,dy), where each Ci C_i on the right side is oriented standardly (counterclockwise).

Pathological Vortex Circulation Resolved: Consider the vortex field F=⟨−y/r2,x/r2⟩ \mathbf{F} = \langle -y/r^2, x/r^2 \rangle on an arbitrary simple closed loop C0 C_0 enclosing the origin. Since Qx−Py=0 Q_x - P_y = 0 on the annular region D D between C0 C_0 and an arbitrarily small circle Cϵ C_\epsilon centered at the origin: ∬D0 dA=∮C0F⋅dr−∮CϵF⋅dr  ⟹  ∮C0F⋅dr=∮CϵF⋅dr=2π. \iint_D 0\,dA = \oint_{C_0} \mathbf{F}\cdot d\mathbf{r} - \oint_{C_\epsilon} \mathbf{F}\cdot d\mathbf{r} \implies \oint_{C_0} \mathbf{F}\cdot d\mathbf{r} = \oint_{C_\epsilon} \mathbf{F}\cdot d\mathbf{r} = 2\pi. Thus, Green's Theorem proves that the circulation around any loop enclosing the origin is topologically invariant and equals 2π 2\pi .

Green's Theorem (Circulation)
∮CP dx+Q dy=∬D(Qx−Py) dA \oint_C P\,dx+Q\,dy = \iint_D (Q_x-P_y)\,dA
Green's Theorem (Normal Flux)
∮CF⋅n ds=∬D(Px+Qy) dA \oint_C \mathbf{F}\cdot \mathbf{n}\,ds = \iint_D (P_x+Q_y)\,dA
Boundary Area Formula
Area=12∮C(x dy−y dx) \mathrm{Area} = \frac{1}{2}\oint_C (x\,dy - y\,dx)
Multiply Connected Annulus
∮Couter=∮Cinner+∬Dcurl dA \oint_{C_{\text{outer}}} = \oint_{C_{\text{inner}}} + \iint_D \mathrm{curl}\,dA
Positively Oriented Triangular Boundary Curve — Coordinate plane with graph of Hypotenuse y = 1 - x, Base on x-axis; marked points Vertex (0, 0) (0, 0), Vertex (1, 0) (1, 0), Vertex (0, 1) (0, 1)11xyHypotenuse y = 1 − xBase on x-axisVertex (0, 0)Vertex (1, 0)Vertex (0, 1)
Positively oriented boundary ∂D \partial D of the triangle with vertices (0,0) (0,0) , (1,0) (1,0) , and (0,1) (0,1) . Green's theorem converts the line integral counter-clockwise along the three boundary segments directly into a double integral over the triangular region D D .
⚠️ Common Traps & University Pitfalls — Green's Theorem

1. Sign Confusion in 2D Curl: The integrand in Green's theorem is ∂Q∂x−∂P∂y \frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y} , NOT ∂P∂y−∂Q∂x \frac{\partial P}{\partial y} - \frac{\partial Q}{\partial x} . Remember the mnemonic: "Right minus Left" from the determinant of (∂x∂yPQ) \begin{pmatrix} \partial_x & \partial_y \\ P & Q \end{pmatrix} .

2. Clockwise Traversal Penalty: If a closed path is oriented clockwise (negative orientation), Green's Theorem applies with an explicit negative sign: ∮−C=−∬D(Qx−Py) dA \oint_{-C} = -\iint_D (Q_x - P_y)\,dA .

3. Non-Closed Curves: Green's Theorem requires a CLOSED path. If C C is an open curve from A A to B B , you must close the path by adding a straight line segment L L from B B to A A , compute ∮C+L \oint_{C+L} via Green's Theorem, and subtract ∫L \int_L .

4. Singularities Inside the Domain: If P P or Q Q fails to be C1 C^1 at even a single point inside D D (e.g. division by zero at the origin), Green's Theorem cannot be applied directly to the full region. You must excise the singularity with an interior boundary circle.

Worked Example C — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=4 \Delta x = 4 and vertical component Δy=9 \Delta y = 9 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(4)2+(9)2=16+81=97 d^2 = (4)^2 + (9)^2 = 16 + 81 = \mathbf{97} .
  2. The enclosed right-triangle area is A=12(4)(9)=18 A = \frac{1}{2}(4)(9) = \mathbf{18} .

Worked Example D — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=5 \Delta x = 5 and vertical component Δy=5 \Delta y = 5 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(5)2+(5)2=25+25=50 d^2 = (5)^2 + (5)^2 = 25 + 25 = \mathbf{50} .
  2. The enclosed right-triangle area is A=12(5)(5)=12.5 A = \frac{1}{2}(5)(5) = \mathbf{12.5} .

Practice Problem 1: Use Green's Theorem to evaluate ∮C(y3−ln⁡(x2+1)) dx+(x3+ey2) dy \oint_C (y^3 - \ln(x^2+1))\,dx + (x^3 + e^{y^2})\,dy , where C C is the circle x2+y2=4 x^2+y^2 = 4 oriented counterclockwise.

Identify P=y3−ln⁡(x2+1) P = y^3 - \ln(x^2+1) and Q=x3+ey2 Q = x^3 + e^{y^2} . Notice that direct line integration would be intractable due to the transcendental terms.

Compute the 2D curl: ∂Q∂x−∂P∂y=3x2−3y2=3(x2−y2). \frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y} = 3x^2 - 3y^2 = 3(x^2 - y^2). Notice that both complicated transcendental terms vanish upon differentiation.

Apply Green's Theorem over the disk D={(x,y)∣x2+y2≤4} D = \{ (x,y) \mid x^2+y^2 \le 4 \} : ∮CP dx+Q dy=∬D3(x2−y2) dA. \oint_C P\,dx + Q\,dy = \iint_D 3(x^2 - y^2)\,dA. In polar coordinates: x2−y2=r2cos⁡(2θ) x^2 - y^2 = r^2\cos(2\theta) , dA=r dr dθ dA = r\,dr\,d\theta : ∫02π∫023r2cos⁡(2θ)⋅r dr dθ=3(∫02r3 dr)(∫02πcos⁡(2θ) dθ). \int_0^{2\pi} \int_0^2 3r^2\cos(2\theta) \cdot r\,dr\,d\theta = 3 \left( \int_0^2 r^3\,dr \right) \left( \int_0^{2\pi} \cos(2\theta)\,d\theta \right). Since ∫02πcos⁡(2θ) dθ=[sin⁡(2θ)2]02π=0 \int_0^{2\pi} \cos(2\theta)\,d\theta = \Big[ \frac{\sin(2\theta)}{2} \Big]_0^{2\pi} = 0 , the integral evaluates to 0 0 .

Practice Problem 2: Evaluate the line integral ∫C(2y+cos⁡x) dx+(5x+sin⁡y) dy \int_C (2y + \cos x)\,dx + (5x + \sin y)\,dy along the upper half of the unit circle x2+y2=1 x^2+y^2=1 from (1,0) (1,0) to (−1,0) (-1,0) .

The curve C C is open. Close the loop by defining L L as the line segment along the x x -axis from (−1,0) (-1,0) to (1,0) (1,0) . The composite curve Γ=C+L \Gamma = C + L forms a positively oriented boundary enclosing the upper half-disk D D .

By Green's Theorem: ∮ΓP dx+Q dy=∬D(Qx−Py) dA=∬D(5−2) dA=3 Area(D)=3(π(1)22)=3π2. \oint_\Gamma P\,dx + Q\,dy = \iint_D (Q_x - P_y)\,dA = \iint_D (5 - 2)\,dA = 3\,\mathrm{Area}(D) = 3\left(\frac{\pi(1)^2}{2}\right) = \frac{3\pi}{2}. Along L L : y=0  ⟹  dy=0 y = 0 \implies dy = 0 , and x x runs from −1 -1 to 1 1 : ∫LP dx+Q dy=∫−11(2(0)+cos⁡x) dx=[sin⁡x]−11=2sin⁡(1). \int_L P\,dx + Q\,dy = \int_{-1}^1 (2(0) + \cos x)\,dx = \Big[ \sin x \Big]_{-1}^1 = 2\sin(1). Since ∮Γ=∫C+∫L \oint_\Gamma = \int_C + \int_L : ∫CP dx+Q dy=3π2−∫L=3π2−2sin⁡(1). \int_C P\,dx + Q\,dy = \frac{3\pi}{2} - \int_L = \frac{3\pi}{2} - 2\sin(1).

[Green's Theorem · Practice 3] If the governing relation for this system is g(t)=5t+5 g(t) = 5t + 5 , evaluate g(8) g(8) and find the inverse input t t when g(t)=50 g(t) = 50 .
Substitute t=8 t = 8 : g(8)=5(8)+5=45 g(8) = 5(8) + 5 = \mathbf{45} . Setting 5t+5=50 5t + 5 = 50 gives 5t=45  ⟹  t=9 5t = 45 \implies t = \mathbf{9} .
[Green's Theorem · Practice 4] If the governing relation for this system is g(t)=6t+6 g(t) = 6t + 6 , evaluate g(10) g(10) and find the inverse input t t when g(t)=72 g(t) = 72 .
Substitute t=10 t = 10 : g(10)=6(10)+6=66 g(10) = 6(10) + 6 = \mathbf{66} . Setting 6t+6=72 6t + 6 = 72 gives 6t=66  ⟹  t=11 6t = 66 \implies t = \mathbf{11} .
📝 Chapter Quiz
8

Surface Integrals, the Divergence Theorem & Stokes' Theorem

This capstone chapter elevates the calculus of curves and regions into three dimensions through two monumental duality principles: The Divergence Theorem (Gauss's Theorem), which equates the outward flux across a closed bounding surface ∂E \partial E to the net differential divergence throughout the enclosed volume E E ; and Stokes' Theorem, which equates the boundary line integral along ∂S \partial S to the net surface flux of the curl throughout the spanning surface S S . Together, these form the geometric and analytical backbone of classical electrodynamics, fluid mechanics, and differential geometry, unified by the generalized Stokes' formula ∫∂Ωω=∫Ωdω \int_{\partial \Omega} \omega = \int_\Omega d\omega .

Curriculum Progression & University Rigor

This capstone chapter progresses through three instructional tiers:

  • Level 1 (Foundations): Parametric surfaces r(u,v) \mathbf{r}(u,v) , the fundamental surface normal vector ru×rv \mathbf{r}_u \times \mathbf{r}_v , differential surface area dS=∥ru×rv∥ du dv dS = \|\mathbf{r}_u \times \mathbf{r}_v\|\,du\,dv , graph surfaces z=g(x,y) z=g(x,y) , and scalar vs. flux surface integrals.
  • Level 2 (Medium / Analytical Application): The Divergence Theorem and fluid continuity, Stokes' Theorem with right-hand orientation, and surface independence (swapping an intricate curved surface for a simple planar disk sharing the same boundary).
  • Level 3 (Advanced / University Rigor): Rigorous analytical proofs of both theorems, inverse-square fields and Gauss's Law with distributional point sources (Dirac delta ∇⋅(r^/r2)=4πδ3(r) \nabla \cdot (\hat{\mathbf{r}}/r^2) = 4\pi \delta^3(\mathbf{r}) ), and the Grand Synthesis of Vector Calculus into the exterior derivative of differential forms.
Circle with radius 66
Circle sector and chord geometry with radius r = 6 and central angle 120°.
⊙ Explorer · Interactive Surface Integrals, the Divergence Theorem & Stokes' Theorem Labinteractive
Primary Metric2.00
Secondary Metric1.00
● Definition 8.1 — Level 1: Parametric Surfaces & Surface Area

A smooth surface S⊂R3 S \subset \mathbb{R}^3 is parametrized by a vector-valued function r(u,v)=⟨x(u,v),y(u,v),z(u,v)⟩ \mathbf{r}(u,v) = \langle x(u,v), y(u,v), z(u,v) \rangle defined on a parameter domain D⊂R2 D \subset \mathbb{R}^2 . The tangent vectors along the grid curves are ru=∂r∂u \mathbf{r}_u = \frac{\partial \mathbf{r}}{\partial u} and rv=∂r∂v \mathbf{r}_v = \frac{\partial \mathbf{r}}{\partial v} . The fundamental normal vector is: N=ru×rv. \mathbf{N} = \mathbf{r}_u \times \mathbf{r}_v. The surface is regular if ru×rv≠0 \mathbf{r}_u \times \mathbf{r}_v \neq \mathbf{0} everywhere on D D . The differential surface area element is the area of the infinitesimal parallelogram spanned by dru d\mathbf{r}_u and drv d\mathbf{r}_v : dS=∥ru×rv∥ du dv. dS = \|\mathbf{r}_u \times \mathbf{r}_v\| \, du\,dv. For a surface defined as the graph of a function z=g(x,y) z = g(x,y) over D D , setting u=x,v=y u=x, v=y yields rx×ry=⟨−gx,−gy,1⟩ \mathbf{r}_x \times \mathbf{r}_y = \langle -g_x, -g_y, 1 \rangle , giving the standard formula: dS=1+(∂g∂x)2+(∂g∂y)2 dA. dS = \sqrt{1 + \left( \frac{\partial g}{\partial x} \right)^2 + \left( \frac{\partial g}{\partial y} \right)^2} \, dA.

● Definition 8.2 — Level 1: Surface Flux Integrals

Let S S be an oriented surface with continuous unit normal vector field n=ru×rv∥ru×rv∥ \mathbf{n} = \frac{\mathbf{r}_u \times \mathbf{r}_v}{\|\mathbf{r}_u \times \mathbf{r}_v\|} . The flux of a continuous vector field F \mathbf{F} through S S is defined as: ∬SF⋅dS=∬S(F⋅n) dS=∬DF(r(u,v))⋅(ru×rv) du dv. \iint_S \mathbf{F} \cdot d\mathbf{S} = \iint_S (\mathbf{F} \cdot \mathbf{n}) \, dS = \iint_D \mathbf{F}(\mathbf{r}(u,v)) \cdot (\mathbf{r}_u \times \mathbf{r}_v) \, du\,dv. Notice that the scalar norm ∥ru×rv∥ \|\mathbf{r}_u \times \mathbf{r}_v\| cancels algebraically, reducing flux computation directly to a standard double integral of the dot product F⋅(ru×rv) \mathbf{F} \cdot (\mathbf{r}_u \times \mathbf{r}_v) .

● Theorem 8.1 — Level 2: The Divergence Theorem (Gauss's Theorem)

Statement: Let E⊂R3 E \subset \mathbb{R}^3 be a solid bounded region whose boundary S=∂E S = \partial E is a piecewise smooth, closed surface oriented with outward-pointing unit normal n \mathbf{n} . If F=⟨P,Q,R⟩ \mathbf{F} = \langle P, Q, R \rangle is a C1 C^1 vector field on an open region containing E E , then: ∬∂EF⋅dS=∭E(∇⋅F) dV, \iint_{\partial E} \mathbf{F} \cdot d\mathbf{S} = \iiint_E (\nabla \cdot \mathbf{F}) \, dV, where ∇⋅F=div F=∂P∂x+∂Q∂y+∂R∂z \nabla \cdot \mathbf{F} = \mathrm{div}\,\mathbf{F} = \frac{\partial P}{\partial x} + \frac{\partial Q}{\partial y} + \frac{\partial R}{\partial z} .

Physical Interpretation: The outward flux across the boundary equals the total accumulation of internal sources (points where ∇⋅F>0 \nabla \cdot \mathbf{F} > 0 ) minus sinks (where ∇⋅F<0 \nabla \cdot \mathbf{F} < 0 ). In incompressible fluid flow (∇⋅v=0 \nabla \cdot \mathbf{v} = 0 ), net outward flux across any closed surface vanishes identically.

● Theorem 8.2 — Level 3: Analytical Proof of the Divergence Theorem

Proof Strategy: Decompose F=Pi+Qj+Rk \mathbf{F} = P\mathbf{i} + Q\mathbf{j} + R\mathbf{k} . It suffices to prove: ∬∂ER k⋅n dS=∭E∂R∂z dV, \iint_{\partial E} R\,\mathbf{k} \cdot \mathbf{n}\,dS = \iiint_E \frac{\partial R}{\partial z}\,dV, and sum the analogous results for Pi P\mathbf{i} and Qj Q\mathbf{j} .

Step 1: Type I Solid: Let E E be a Type I solid bounded between two graph surfaces z=u1(x,y) z = u_1(x,y) (bottom surface S1 S_1 ) and z=u2(x,y) z = u_2(x,y) (top surface S2 S_2 ) over a planar domain D⊂R2 D \subset \mathbb{R}^2 , connected by vertical lateral sides S3 S_3 .

Step 2: Evaluate the Triple Integral: By Fubini's Theorem: ∭E∂R∂z dV=∬D[∫u1(x,y)u2(x,y)∂R∂z(x,y,z) dz]dA=∬D[R(x,y,u2(x,y))−R(x,y,u1(x,y))]dA. \iiint_E \frac{\partial R}{\partial z}\,dV = \iint_D \left[ \int_{u_1(x,y)}^{u_2(x,y)} \frac{\partial R}{\partial z}(x,y,z)\,dz \right] dA = \iint_D \Big[ R(x,y,u_2(x,y)) - R(x,y,u_1(x,y)) \Big] dA.

Step 3: Evaluate the Boundary Surface Flux: The boundary ∂E \partial E splits into S1 S_1 , S2 S_2 , and S3 S_3 :

  1. On the top surface S2:z=u2(x,y) S_2: z = u_2(x,y) , the outward normal has positive z z -component: n dS=⟨−∂xu2,−∂yu2,1⟩dA \mathbf{n}\,dS = \langle -\partial_x u_2, -\partial_y u_2, 1 \rangle dA . Therefore: ∬S2R k⋅n dS=∬DR(x,y,u2(x,y)) dA. \iint_{S_2} R\,\mathbf{k} \cdot \mathbf{n}\,dS = \iint_D R(x,y,u_2(x,y))\,dA.
  2. On the bottom surface S1:z=u1(x,y) S_1: z = u_1(x,y) , the outward normal points downward: n dS=⟨∂xu1,∂yu1,−1⟩dA \mathbf{n}\,dS = \langle \partial_x u_1, \partial_y u_1, -1 \rangle dA . Therefore: ∬S1R k⋅n dS=−∬DR(x,y,u1(x,y)) dA. \iint_{S_1} R\,\mathbf{k} \cdot \mathbf{n}\,dS = -\iint_D R(x,y,u_1(x,y))\,dA.
  3. On the vertical lateral surface S3 S_3 , the outward normal n \mathbf{n} is horizontal, so k⋅n=0 \mathbf{k} \cdot \mathbf{n} = 0 . Thus ∬S3R k⋅n dS=0 \iint_{S_3} R\,\mathbf{k} \cdot \mathbf{n}\,dS = 0 .

Summing the three boundary pieces: ∬∂ER k⋅n dS=∬D[R(x,y,u2(x,y))−R(x,y,u1(x,y))]dA=∭E∂R∂z dV. \iint_{\partial E} R\,\mathbf{k} \cdot \mathbf{n}\,dS = \iint_D \Big[ R(x,y,u_2(x,y)) - R(x,y,u_1(x,y)) \Big] dA = \iiint_E \frac{\partial R}{\partial z}\,dV. Permuting coordinates for Type II and Type III components and summing yields ∬∂EF⋅dS=∭E(Px+Qy+Rz) dV \iint_{\partial E} \mathbf{F}\cdot d\mathbf{S} = \iiint_E (P_x + Q_y + R_z)\,dV . ■ \blacksquare

● Theorem 8.3 — Level 2: Stokes' Theorem

Statement: Let S S be an oriented piecewise smooth surface bounded by a simple, closed, piecewise smooth boundary curve C=∂S C = \partial S whose orientation is compatible with the orientation of S S (governed by the right-hand rule: when walking along C C with your head pointing in the direction of the surface normal n \mathbf{n} , the surface S S remains to your left). If F \mathbf{F} is a C1 C^1 vector field on an open region containing S S , then: ∮∂SF⋅dr=∬S(∇×F)⋅dS. \oint_{\partial S} \mathbf{F} \cdot d\mathbf{r} = \iint_S (\nabla \times \mathbf{F}) \cdot d\mathbf{S}. Surface Independence Corollary: If two different oriented surfaces S1 S_1 and S2 S_2 share the exact same oriented boundary curve ∂S1=∂S2=C \partial S_1 = \partial S_2 = C , then: ∬S1(∇×F)⋅dS=∬S2(∇×F)⋅dS=∮CF⋅dr. \iint_{S_1} (\nabla \times \mathbf{F}) \cdot d\mathbf{S} = \iint_{S_2} (\nabla \times \mathbf{F}) \cdot d\mathbf{S} = \oint_C \mathbf{F} \cdot d\mathbf{r}. This allows difficult surface integrals of curl fields to be replaced by simple flat disks or elementary planar surfaces.

Worked Example 8.1 — Level 2: Stokes' Theorem via Surface Replacement

Problem: Evaluate ∬S(∇×F)⋅dS \iint_S (\nabla \times \mathbf{F}) \cdot d\mathbf{S} , where F=⟨2y+z,  x−z,  x2+y2⟩ \mathbf{F} = \langle 2y + z, \; x - z, \; x^2 + y^2 \rangle and S S is the hemisphere z=9−x2−y2 z = \sqrt{9 - x^2 - y^2} oriented with upward normal.

Analytical Solution:

  1. Identify the boundary: The boundary of the hemisphere is the circle in the xy xy -plane: C=∂S:x2+y2=9,z=0, C = \partial S: \quad x^2 + y^2 = 9, \quad z = 0, oriented counterclockwise when viewed from above (by the right-hand rule with upward normal).
  2. Replace S S with the flat disk SD S_D : Rather than integrating over the curved spherical hemisphere or computing the boundary line integral directly, use the flat disk SD={(x,y,0)∣x2+y2≤9} S_D = \{ (x,y,0) \mid x^2 + y^2 \le 9 \} having the exact same boundary C C . On SD S_D , the upward normal is simply n=k=⟨0,0,1⟩ \mathbf{n} = \mathbf{k} = \langle 0, 0, 1 \rangle , and dS=k dA d\mathbf{S} = \mathbf{k}\,dA .
  3. Compute the curl of F \mathbf{F} : ∇×F=∣ijk∂x∂y∂z2y+zx−zx2+y2∣=⟨2y−(−1),  1−2x,  1−2⟩=⟨2y+1,  1−2x,  −1⟩. \nabla \times \mathbf{F} = \begin{vmatrix} \mathbf{i} & \mathbf{j} & \mathbf{k} \\ \partial_x & \partial_y & \partial_z \\ 2y+z & x-z & x^2+y^2 \end{vmatrix} = \langle 2y - (-1), \; 1 - 2x, \; 1 - 2 \rangle = \langle 2y + 1, \; 1 - 2x, \; -1 \rangle.
  4. Evaluate the dot product with normal: (∇×F)⋅k=−1. (\nabla \times \mathbf{F}) \cdot \mathbf{k} = -1.
  5. Evaluate the surface integral: ∬S(∇×F)⋅dS=∬SD(−1) dA=−Area(SD)=−π(32)=−9π. \iint_S (\nabla \times \mathbf{F}) \cdot d\mathbf{S} = \iint_{S_D} (-1)\,dA = -\mathrm{Area}(S_D) = -\pi(3^2) = -9\pi.

Stokes' Theorem collapses what would be an arduous spherical integral into an immediate planar multiplication.

● Theorem 8.4 — Level 3: Gauss's Law, Singularities & Newton's Inverse-Square Field

Inverse-Square Field: Consider the classical gravitational / electrostatic vector field: F(r)=r∥r∥3=⟨x,y,z⟩(x2+y2+z2)3/2. \mathbf{F}(\mathbf{r}) = \frac{\mathbf{r}}{\|\mathbf{r}\|^3} = \frac{\langle x, y, z \rangle}{(x^2+y^2+z^2)^{3/2}}.

Step 1: Divergence Away from Origin: For r≠0 \mathbf{r} \neq \mathbf{0} , compute ∇⋅F \nabla \cdot \mathbf{F} using ∂x∥r∥=x/∥r∥ \partial_x \|\mathbf{r}\| = x/\|\mathbf{r}\| : ∂∂x(x∥r∥3)=∥r∥3(1)−x(3∥r∥2x∥r∥)∥r∥6=∥r∥2−3x2∥r∥5. \frac{\partial}{\partial x}\left(\frac{x}{\|\mathbf{r}\|^3}\right) = \frac{\|\mathbf{r}\|^3(1) - x(3\|\mathbf{r}\|^2 \frac{x}{\|\mathbf{r}\|})}{\|\mathbf{r}\|^6} = \frac{\|\mathbf{r}\|^2 - 3x^2}{\|\mathbf{r}\|^5}. Summing across x,y,z x, y, z : ∇⋅F=3∥r∥2−3(x2+y2+z2)∥r∥5=3∥r∥2−3∥r∥2∥r∥5=0. \nabla \cdot \mathbf{F} = \frac{3\|\mathbf{r}\|^2 - 3(x^2+y^2+z^2)}{\|\mathbf{r}\|^5} = \frac{3\|\mathbf{r}\|^2 - 3\|\mathbf{r}\|^2}{\|\mathbf{r}\|^5} = 0.

Step 2: Flux through a Sphere of Radius R R : On a sphere SR S_R centered at the origin, the outward unit normal is n=rR \mathbf{n} = \frac{\mathbf{r}}{R} , and ∥r∥=R \|\mathbf{r}\| = R : F⋅n=rR3⋅rR=∥r∥2R4=R2R4=1R2. \mathbf{F} \cdot \mathbf{n} = \frac{\mathbf{r}}{R^3} \cdot \frac{\mathbf{r}}{R} = \frac{\|\mathbf{r}\|^2}{R^4} = \frac{R^2}{R^4} = \frac{1}{R^2}. Thus: ∬SRF⋅dS=∬SR1R2 dS=1R2Area(SR)=1R2(4πR2)=4π. \iint_{S_R} \mathbf{F} \cdot d\mathbf{S} = \iint_{S_R} \frac{1}{R^2}\,dS = \frac{1}{R^2} \mathrm{Area}(S_R) = \frac{1}{R^2}(4\pi R^2) = 4\pi.

Conclusion: The flux is 4π 4\pi , completely independent of R R . By the Divergence Theorem applied to the region between any arbitrary closed surface S S enclosing the origin and an inscribed sphere Sϵ S_\epsilon : ∬SF⋅dS={4πif 0 lies inside S0if 0 lies outside S. \iint_S \mathbf{F}\cdot d\mathbf{S} = \begin{cases} 4\pi & \text{if } \mathbf{0} \text{ lies inside } S \\ 0 & \text{if } \mathbf{0} \text{ lies outside } S. \end{cases} In the language of distributions, ∇⋅(r∥r∥3)=4πδ3(r) \nabla \cdot \left( \frac{\mathbf{r}}{\|\mathbf{r}\|^3} \right) = 4\pi \delta^3(\mathbf{r}) , proving Gauss's Law of Electrodynamics ∬SE⋅dS=Qenclosedϵ0 \iint_S \mathbf{E}\cdot d\mathbf{S} = \frac{Q_{\text{enclosed}}}{\epsilon_0} from pure vector calculus.

Divergence Theorem
∬∂EF⋅dS=∭E(∇⋅F) dV \iint_{\partial E} \mathbf{F}\cdot d\mathbf{S} = \iiint_E (\nabla \cdot \mathbf{F})\,dV
Stokes' Theorem
∮∂SF⋅dr=∬S(∇×F)⋅dS \oint_{\partial S} \mathbf{F}\cdot d\mathbf{r} = \iint_S (\nabla \times \mathbf{F})\cdot d\mathbf{S}
Graph Surface Area Element
dS=1+gx2+gy2 dA dS = \sqrt{1+g_x^2+g_y^2}\,dA
Differential Forms Unification
∫∂Ωω=∫Ωdω \int_{\partial \Omega} \omega = \int_\Omega d\omega
Stokes Theorem: Surface and Oriented Boundary Loop — Coordinate plane with graph of Surface cap z = 4 - x² - y², Boundary curve C on z = 0; marked points Boundary C (-2, 0) (-2, 0), Boundary C (2, 0) (2, 0), Apex (0, 0, 4) (0, 4)-11123xySurface cap z = 4 − x² − y²Boundary curve C on z = 0Boundary C (-2, 0)Boundary C (2, 0)Apex (0, 0, 4)
Stokes' theorem relates the circulation along the closed boundary curve C=∂S C = \partial S to the surface integral of the curl ∬S(∇×F)⋅dS \iint_S (\nabla \times \mathbf{F})\cdot d\mathbf{S} . Any two surfaces sharing the same oriented boundary curve have identical flux of curl.
⚠️ Common Traps & University Pitfalls — Surface Integrals, Divergence & Stokes

1. Confusing Closed vs. Open Surfaces: The Divergence Theorem requires a CLOSED surface enclosing a 3D solid volume. If the problem asks for flux through an OPEN surface (e.g., an open bowl or cylinder without top/bottom lids), you cannot apply the Divergence Theorem directly without adding capping surfaces and subtracting their fluxes.

2. Stokes' Theorem Requires an OPEN Surface: Applying Stokes' Theorem to a closed surface (like a sphere) produces 0 0 , because a closed surface has no boundary (∂S=∅ \partial S = \emptyset ).

3. Orientation Mismatch in Stokes' Theorem: The orientation of C=∂S C = \partial S and the normal vector n \mathbf{n} must strictly obey the right-hand rule. If you parametrize the boundary in the clockwise direction looking down an upward normal, your integral will have the wrong sign.

4. Singularities and the Divergence Theorem: If ∇⋅F \nabla \cdot \mathbf{F} is undefined at even one point inside the solid region (e.g. r=0 \mathbf{r} = \mathbf{0} in inverse-square fields), the classic Divergence Theorem ∬SF⋅dS=∭E∇⋅F dV=0 \iint_S \mathbf{F}\cdot d\mathbf{S} = \iiint_E \nabla \cdot \mathbf{F}\,dV = 0 is FALSE.

Worked Example B — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=3 \Delta x = 3 and vertical component Δy=6 \Delta y = 6 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(3)2+(6)2=9+36=45 d^2 = (3)^2 + (6)^2 = 9 + 36 = \mathbf{45} .
  2. The enclosed right-triangle area is A=12(3)(6)=9 A = \frac{1}{2}(3)(6) = \mathbf{9} .

Worked Example C — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=4 \Delta x = 4 and vertical component Δy=9 \Delta y = 9 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(4)2+(9)2=16+81=97 d^2 = (4)^2 + (9)^2 = 16 + 81 = \mathbf{97} .
  2. The enclosed right-triangle area is A=12(4)(9)=18 A = \frac{1}{2}(4)(9) = \mathbf{18} .

Worked Example D — Euclidean Distance & Orthogonal Projection

A displacement has horizontal component Δx=5 \Delta x = 5 and vertical component Δy=5 \Delta y = 5 . Find the squared magnitude d2 d^2 and the area of the right triangle formed with the axes.

Step-by-step Solution:

  1. By the Pythagorean theorem, d2=(5)2+(5)2=25+25=50 d^2 = (5)^2 + (5)^2 = 25 + 25 = \mathbf{50} .
  2. The enclosed right-triangle area is A=12(5)(5)=12.5 A = \frac{1}{2}(5)(5) = \mathbf{12.5} .

Practice Problem 1: Use the Divergence Theorem to calculate the outward flux of F=⟨x3+sin⁡(yz),  y3+cos⁡(xz),  z3+exy⟩ \mathbf{F} = \langle x^3 + \sin(yz), \; y^3 + \cos(xz), \; z^3 + e^{xy} \rangle across the sphere x2+y2+z2=4 x^2+y^2+z^2 = 4 .

Direct surface integration is prohibitive due to cross-coupling transcendental terms.

Compute the divergence: ∇⋅F=∂∂x(x3+sin⁡(yz))+∂∂y(y3+cos⁡(xz))+∂∂z(z3+exy)=3x2+3y2+3z2=3(x2+y2+z2). \nabla \cdot \mathbf{F} = \frac{\partial}{\partial x}(x^3 + \sin(yz)) + \frac{\partial}{\partial y}(y^3 + \cos(xz)) + \frac{\partial}{\partial z}(z^3 + e^{xy}) = 3x^2 + 3y^2 + 3z^2 = 3(x^2+y^2+z^2). Notice that all transcendental cross-terms vanish identically.

Apply the Divergence Theorem: ∬∂EF⋅dS=∭E3(x2+y2+z2) dV. \iint_{\partial E} \mathbf{F}\cdot d\mathbf{S} = \iiint_E 3(x^2+y^2+z^2)\,dV. Convert to spherical coordinates where x2+y2+z2=ρ2 x^2+y^2+z^2 = \rho^2 and dV=ρ2sin⁡ϕ dρ dϕ dθ dV = \rho^2\sin\phi\,d\rho\,d\phi\,d\theta over the ball of radius R=2 R=2 : ∫02π ⁣ ⁣∫0π ⁣ ⁣∫023ρ2⋅(ρ2sin⁡ϕ) dρ dϕ dθ=3(∫02πdθ)(∫0πsin⁡ϕ dϕ)(∫02ρ4 dρ). \int_0^{2\pi} \!\! \int_0^\pi \!\! \int_0^2 3\rho^2 \cdot (\rho^2\sin\phi)\,d\rho\,d\phi\,d\theta = 3 \left( \int_0^{2\pi} d\theta \right) \left( \int_0^\pi \sin\phi\,d\phi \right) \left( \int_0^2 \rho^4\,d\rho \right). =3(2π)(2)(255)=12π(325)=384π5. = 3 (2\pi)(2)\left( \frac{2^5}{5} \right) = 12\pi \left( \frac{32}{5} \right) = \frac{384\pi}{5}.

Practice Problem 2: Use Stokes' Theorem to evaluate ∮CF⋅dr \oint_C \mathbf{F}\cdot d\mathbf{r} , where F=⟨−y,2x,(x+y)ez⟩ \mathbf{F} = \langle -y, 2x, (x+y)e^z \rangle and C C is the intersection of the cylinder x2+y2=1 x^2+y^2=1 and the plane z=y+1 z = y + 1 , oriented counterclockwise when viewed from above.

Compute ∇×F \nabla \times \mathbf{F} : ∇×F=∣ijk∂x∂y∂z−y2x(x+y)ez∣=⟨ez−0,  0−ez,  2−(−1)⟩=⟨ez,−ez,3⟩. \nabla \times \mathbf{F} = \begin{vmatrix} \mathbf{i} & \mathbf{j} & \mathbf{k} \\ \partial_x & \partial_y & \partial_z \\ -y & 2x & (x+y)e^z \end{vmatrix} = \langle e^z - 0, \; 0 - e^z, \; 2 - (-1) \rangle = \langle e^z, -e^z, 3 \rangle. Choose the planar surface S S bounded by C C on the plane z=y+1 z = y + 1 . Here z=g(x,y)=y+1 z = g(x,y) = y + 1 . Upward normal vector: n dS=⟨−gx,−gy,1⟩ dA=⟨0,−1,1⟩ dA. \mathbf{n}\,dS = \langle -g_x, -g_y, 1 \rangle\,dA = \langle 0, -1, 1 \rangle\,dA. Dot product: (∇×F)⋅(n dS)=⟨ez,−ez,3⟩⋅⟨0,−1,1⟩ dA=(ez+3) dA. (\nabla \times \mathbf{F}) \cdot (\mathbf{n}\,dS) = \langle e^z, -e^z, 3 \rangle \cdot \langle 0, -1, 1 \rangle\,dA = (e^z + 3)\,dA. On the plane z=y+1 z = y+1 , this is (ey+1+3) dA (e^{y+1} + 3)\,dA . By symmetry over the unit disk D={x2+y2≤1} D = \{ x^2+y^2 \le 1 \} , ∬Dey+1 dA=e∬Dey dA \iint_D e^{y+1}\,dA = e \iint_D e^y\,dA . In polar coordinates y=rsin⁡θ y = r\sin\theta : ∫02πersin⁡θ dθ=2πI0(r) \int_0^{2\pi} e^{r\sin\theta}\,d\theta = 2\pi I_0(r) . Alternatively, notice that ∮CF⋅dr=∫02πF(r(t))⋅r′(t)dt \oint_C \mathbf{F}\cdot d\mathbf{r} = \int_0^{2\pi} \mathbf{F}(\mathbf{r}(t))\cdot \mathbf{r}'(t) dt where r(t)=⟨cos⁡t,sin⁡t,1+sin⁡t⟩ \mathbf{r}(t) = \langle \cos t, \sin t, 1+\sin t \rangle . Velocity: r′(t)=⟨−sin⁡t,cos⁡t,cos⁡t⟩ \mathbf{r}'(t) = \langle -\sin t, \cos t, \cos t \rangle . F⋅r′(t)=(−sin⁡t)(−sin⁡t)+2cos⁡2t+(cos⁡t+sin⁡t)e1+sin⁡tcos⁡t. \mathbf{F}\cdot \mathbf{r}'(t) = (-\sin t)(-\sin t) + 2\cos^2 t + (\cos t+\sin t)e^{1+\sin t}\cos t. The first two terms give sin⁡2t+2cos⁡2t=1+cos⁡2t \sin^2 t + 2\cos^2 t = 1 + \cos^2 t , integrating to 2π+π=3π 2\pi + \pi = 3\pi . For the third term, ∫02πcos⁡tesin⁡t…dt=0 \int_0^{2\pi} \cos t e^{\sin t} \dots dt = 0 by substitution u=sin⁡t u = \sin t . Total circulation = 3π 3\pi .

[Surface Integrals, the Divergence Theorem & Stokes' Theorem · Practice 3] If the governing relation for this system is g(t)=5t+5 g(t) = 5t + 5 , evaluate g(8) g(8) and find the inverse input t t when g(t)=50 g(t) = 50 .
Substitute t=8 t = 8 : g(8)=5(8)+5=45 g(8) = 5(8) + 5 = \mathbf{45} . Setting 5t+5=50 5t + 5 = 50 gives 5t=45  ⟹  t=9 5t = 45 \implies t = \mathbf{9} .
[Surface Integrals, the Divergence Theorem & Stokes' Theorem · Practice 4] If the governing relation for this system is g(t)=6t+6 g(t) = 6t + 6 , evaluate g(10) g(10) and find the inverse input t t when g(t)=72 g(t) = 72 .
Substitute t=10 t = 10 : g(10)=6(10)+6=66 g(10) = 6(10) + 6 = \mathbf{66} . Setting 6t+6=72 6t + 6 = 72 gives 6t=66  ⟹  t=11 6t = 66 \implies t = \mathbf{11} .
📝 Chapter Quiz
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Practice set

Twenty-five university-rigorous problems spanning all eight chapters — from foundational partial differentiation to Stokes' Theorem and the Divergence Theorem. Try each problem before revealing the detailed worked solution.

M1

Let f(x,y)=x3e2y−yln⁡(x) f(x,y) = x^3 e^{2y} - y \ln(x) defined on x>0 x > 0 . Compute the first-order partial derivatives fx(x,y) f_x(x,y) and fy(x,y) f_y(x,y) , and evaluate fx(1,0) f_x(1, 0) and fy(1,0) f_y(1, 0) .

Basic

1. Partial Derivative with respect to x x (treating y y as constant):fx(x,y)=∂∂x[x3e2y]−∂∂x[yln⁡x]=3x2e2y−yx. f_x(x,y) = \frac{\partial}{\partial x}\left[x^3 e^{2y}\right] - \frac{\partial}{\partial x}[y\ln x] = 3x^2 e^{2y} - \frac{y}{x}. At (1,0) (1,0) : fx(1,0)=3(1)2e0−01=3. f_x(1,0) = 3(1)^2 e^0 - \frac{0}{1} = 3.

2. Partial Derivative with respect to y y (treating x x as constant):fy(x,y)=∂∂y[x3e2y]−∂∂y[yln⁡x]=2x3e2y−ln⁡(x). f_y(x,y) = \frac{\partial}{\partial y}\left[x^3 e^{2y}\right] - \frac{\partial}{\partial y}[y\ln x] = 2x^3 e^{2y} - \ln(x). At (1,0) (1,0) : fy(1,0)=2(1)3e0−ln⁡(1)=2−0=2. f_y(1,0) = 2(1)^3 e^0 - \ln(1) = 2 - 0 = 2.

M2

Verify Clairaut's Theorem on equality of mixed partial derivatives for the function f(x,y)=cos⁡(2x−3y)+x2y3 f(x,y) = \cos(2x - 3y) + x^2 y^3 by computing fxy f_{xy} and fyx f_{yx} directly.

Basic

1. Compute fx f_x and fxy f_{xy} :fx=∂∂x[cos⁡(2x−3y)+x2y3]=−2sin⁡(2x−3y)+2xy3. f_x = \frac{\partial}{\partial x}\big[\cos(2x-3y) + x^2 y^3\big] = -2\sin(2x-3y) + 2x y^3. fxy=∂∂y[−2sin⁡(2x−3y)+2xy3]=−2cos⁡(2x−3y)(−3)+6xy2=6cos⁡(2x−3y)+6xy2. f_{xy} = \frac{\partial}{\partial y}\big[-2\sin(2x-3y) + 2x y^3\big] = -2\cos(2x-3y)(-3) + 6x y^2 = 6\cos(2x-3y) + 6x y^2.

2. Compute fy f_y and fyx f_{yx} :fy=∂∂y[cos⁡(2x−3y)+x2y3]=3sin⁡(2x−3y)+3x2y2. f_y = \frac{\partial}{\partial y}\big[\cos(2x-3y) + x^2 y^3\big] = 3\sin(2x-3y) + 3x^2 y^2. fyx=∂∂x[3sin⁡(2x−3y)+3x2y2]=3cos⁡(2x−3y)(2)+6xy2=6cos⁡(2x−3y)+6xy2. f_{yx} = \frac{\partial}{\partial x}\big[3\sin(2x-3y) + 3x^2 y^2\big] = 3\cos(2x-3y)(2) + 6x y^2 = 6\cos(2x-3y) + 6x y^2.

Since f f is C2 C^2 on R2 \mathbb{R}^2 , fxy=fyx=6cos⁡(2x−3y)+6xy2 f_{xy} = f_{yx} = 6\cos(2x-3y) + 6xy^2 , confirming Clairaut's Theorem. ✓

M3

Prove that the limit lim⁡(x,y)→(0,0)x2yx4+y2 \lim_{(x,y)\to(0,0)} \frac{x^2 y}{x^4 + y^2} does not exist by using the Two-Path Test, comparing straight-line approaches with parabolic approaches.

Intermediate

1. Approach along linear paths y=mx y = mx :lim⁡x→0x2(mx)x4+(mx)2=lim⁡x→0mx3x2(x2+m2)=lim⁡x→0mxx2+m2=0m2=0(for m≠0). \lim_{x \to 0} \frac{x^2 (mx)}{x^4 + (mx)^2} = \lim_{x \to 0} \frac{m x^3}{x^2(x^2 + m^2)} = \lim_{x \to 0} \frac{mx}{x^2 + m^2} = \frac{0}{m^2} = 0 \quad (\text{for } m \neq 0). Along y=0 y = 0 (the x x -axis), lim⁡x→00x4=0 \lim_{x\to 0} \frac{0}{x^4} = 0 . Along all straight lines through the origin, the limit is 0.

2. Approach along parabolic paths y=kx2 y = k x^2 :lim⁡x→0x2(kx2)x4+(kx2)2=lim⁡x→0kx4x4+k2x4=lim⁡x→0k1+k2=k1+k2. \lim_{x \to 0} \frac{x^2 (k x^2)}{x^4 + (k x^2)^2} = \lim_{x \to 0} \frac{k x^4}{x^4 + k^2 x^4} = \lim_{x \to 0} \frac{k}{1 + k^2} = \frac{k}{1 + k^2}. Choosing k=1 k = 1 yields limit 1/2 1/2 ; choosing k=−1 k = -1 yields −1/2 -1/2 .

Since different approach paths yield different limiting values, the multivariable limit does not exist. ■ \blacksquare

M4

Find the directional derivative of f(x,y)=x2y−3y2 f(x,y) = x^2 y - 3y^2 at the point P(1,2) P(1, 2) in the direction of the vector v=⟨3,4⟩ \mathbf{v} = \langle 3, 4 \rangle .

Basic

1. Compute the gradient vector ∇f \nabla f :∇f(x,y)=⟨2xy,  x2−6y⟩. \nabla f(x,y) = \langle 2xy, \; x^2 - 6y \rangle. At P(1,2) P(1,2) : ∇f(1,2)=⟨2(1)(2),  12−6(2)⟩=⟨4,  −11⟩. \nabla f(1,2) = \langle 2(1)(2), \; 1^2 - 6(2) \rangle = \langle 4, \; -11 \rangle.

2. Normalize the direction vector v \mathbf{v} :∥v∥=32+42=5  ⟹  u=v∥v∥=⟨35,  45⟩. \|\mathbf{v}\| = \sqrt{3^2 + 4^2} = 5 \implies \mathbf{u} = \frac{\mathbf{v}}{\|\mathbf{v}\|} = \left\langle \frac{3}{5}, \; \frac{4}{5} \right\rangle.

3. Compute the directional derivative:Duf(1,2)=∇f(1,2)⋅u=4(35)+(−11)(45)=12−445=−325=−6.4. D_{\mathbf{u}} f(1,2) = \nabla f(1,2) \cdot \mathbf{u} = 4\left(\frac{3}{5}\right) + (-11)\left(\frac{4}{5}\right) = \frac{12 - 44}{5} = -\frac{32}{5} = -6.4.

M5

Let z=f(x,y) z = f(x,y) be a differentiable function, with polar coordinates transformation x=rcos⁡θ x = r\cos\theta and y=rsin⁡θ y = r\sin\theta . Express ∂z∂r \frac{\partial z}{\partial r} and ∂z∂θ \frac{\partial z}{\partial \theta} in terms of ∂z∂x \frac{\partial z}{\partial x} and ∂z∂y \frac{\partial z}{\partial y} , and prove that: (∂z∂r)2+1r2(∂z∂θ)2=(∂z∂x)2+(∂z∂y)2=∥∇z∥2. \left( \frac{\partial z}{\partial r} \right)^2 + \frac{1}{r^2} \left( \frac{\partial z}{\partial \theta} \right)^2 = \left( \frac{\partial z}{\partial x} \right)^2 + \left( \frac{\partial z}{\partial y} \right)^2 = \|\nabla z\|^2.

Intermediate

1. Apply the Multivariable Chain Rule:∂z∂r=∂z∂x∂x∂r+∂z∂y∂y∂r=zxcos⁡θ+zysin⁡θ. \frac{\partial z}{\partial r} = \frac{\partial z}{\partial x}\frac{\partial x}{\partial r} + \frac{\partial z}{\partial y}\frac{\partial y}{\partial r} = z_x \cos\theta + z_y \sin\theta. ∂z∂θ=∂z∂x∂x∂θ+∂z∂y∂y∂θ=zx(−rsin⁡θ)+zy(rcos⁡θ)=r(−zxsin⁡θ+zycos⁡θ). \frac{\partial z}{\partial \theta} = \frac{\partial z}{\partial x}\frac{\partial x}{\partial \theta} + \frac{\partial z}{\partial y}\frac{\partial y}{\partial \theta} = z_x (-r\sin\theta) + z_y (r\cos\theta) = r(-z_x \sin\theta + z_y \cos\theta).

2. Divide by r r and square both expressions:(∂z∂r)2=zx2cos⁡2θ+2zxzysin⁡θcos⁡θ+zy2sin⁡2θ. \left( \frac{\partial z}{\partial r} \right)^2 = z_x^2 \cos^2\theta + 2 z_x z_y \sin\theta\cos\theta + z_y^2 \sin^2\theta. 1r2(∂z∂θ)2=zx2sin⁡2θ−2zxzysin⁡θcos⁡θ+zy2cos⁡2θ. \frac{1}{r^2}\left( \frac{\partial z}{\partial \theta} \right)^2 = z_x^2 \sin^2\theta - 2 z_x z_y \sin\theta\cos\theta + z_y^2 \cos^2\theta.

3. Sum the squares: Cross-terms cancel identically:(∂z∂r)2+1r2(∂z∂θ)2=zx2(cos⁡2θ+sin⁡2θ)+zy2(sin⁡2θ+cos⁡2θ)=zx2+zy2.■ \left( \frac{\partial z}{\partial r} \right)^2 + \frac{1}{r^2} \left( \frac{\partial z}{\partial \theta} \right)^2 = z_x^2(\cos^2\theta + \sin^2\theta) + z_y^2(\sin^2\theta + \cos^2\theta) = z_x^2 + z_y^2. \quad \blacksquare

M6

A temperature distribution is given by T(x,y,z)=1201+x2+2y2+3z2 T(x,y,z) = \frac{120}{1 + x^2 + 2y^2 + 3z^2} . At the point P(1,1,1) P(1, 1, 1) , find: (a) the direction of steepest temperature increase, (b) the maximum rate of increase, and (c) the equation of the tangent plane to the isothermal level surface passing through P P .

Advanced

1. Compute the gradient ∇T \nabla T : Let u=1+x2+2y2+3z2 u = 1 + x^2 + 2y^2 + 3z^2 . At P(1,1,1) P(1,1,1) , u=1+1+2+3=7 u = 1 + 1 + 2 + 3 = 7 .∇T=−120u2⟨2x,4y,6z⟩. \nabla T = -\frac{120}{u^2} \langle 2x, 4y, 6z \rangle. At P(1,1,1) P(1,1,1) :∇T(1,1,1)=−12049⟨2,4,6⟩=−24049⟨1,2,3⟩. \nabla T(1,1,1) = -\frac{120}{49} \langle 2, 4, 6 \rangle = -\frac{240}{49} \langle 1, 2, 3 \rangle.

(a) Direction of steepest increase: umax⁡=∇T∥∇T∥=−⟨1,2,3⟩1+4+9=−114⟨1,2,3⟩. \mathbf{u}_{\max} = \frac{\nabla T}{\|\nabla T\|} = -\frac{\langle 1, 2, 3 \rangle}{\sqrt{1+4+9}} = -\frac{1}{\sqrt{14}} \langle 1, 2, 3 \rangle.

(b) Maximum rate of increase: ∥∇T(1,1,1)∥=2404914=2401449≈18.32. \|\nabla T(1,1,1)\| = \frac{240}{49} \sqrt{14} = \frac{240\sqrt{14}}{49} \approx 18.32.

(c) Tangent plane to the isothermal surface: The level surface is T(x,y,z)=T(1,1,1)=120/7 T(x,y,z) = T(1,1,1) = 120/7 . The normal to this level surface is parallel to ∇T(1,1,1) \nabla T(1,1,1) , hence parallel to n=⟨1,2,3⟩ \mathbf{n} = \langle 1, 2, 3 \rangle . Equation:1(x−1)+2(y−1)+3(z−1)=0  ⟺  x+2y+3z=6. 1(x - 1) + 2(y - 1) + 3(z - 1) = 0 \iff x + 2y + 3z = 6.

M7

Find all critical points of the function f(x,y)=x3+y3−3xy f(x,y) = x^3 + y^3 - 3xy .

Basic

1. Set the first partial derivatives equal to zero:fx=3x2−3y=0  ⟹  y=x2. f_x = 3x^2 - 3y = 0 \implies y = x^2. fy=3y2−3x=0  ⟹  x=y2. f_y = 3y^2 - 3x = 0 \implies x = y^2.

2. Substitute y=x2 y = x^2 into the second equation:x=(x2)2=x4  ⟹  x4−x=0  ⟹  x(x3−1)=0. x = (x^2)^2 = x^4 \implies x^4 - x = 0 \implies x(x^3 - 1) = 0. Real solutions are x=0 x = 0 and x=1 x = 1 .

3. Determine corresponding y y -values:

  • If x=0 x = 0 , y=02=0  ⟹  (0,0) y = 0^2 = 0 \implies (0, 0) .
  • If x=1 x = 1 , y=12=1  ⟹  (1,1) y = 1^2 = 1 \implies (1, 1) .
Thus, the two critical points are (0,0) (0, 0) and (1,1) (1, 1) .

M8

Classify the critical points (0,0) (0,0) and (1,1) (1,1) of f(x,y)=x3+y3−3xy f(x,y) = x^3 + y^3 - 3xy using the Second Derivative Test and Hessian matrix.

Intermediate

1. Compute the second partial derivatives:fxx=6x,fyy=6y,fxy=−3. f_{xx} = 6x, \qquad f_{yy} = 6y, \qquad f_{xy} = -3. The Hessian determinant discriminant is: D(x,y)=fxxfyy−(fxy)2=(6x)(6y)−(−3)2=36xy−9. D(x,y) = f_{xx} f_{yy} - (f_{xy})^2 = (6x)(6y) - (-3)^2 = 36xy - 9.

2. Evaluate at (0,0) (0, 0) :D(0,0)=36(0)−9=−9<0. D(0,0) = 36(0) - 9 = -9 < 0. Since D<0 D < 0 , (0,0) (0, 0) is a saddle point.

3. Evaluate at (1,1) (1, 1) :D(1,1)=36(1)(1)−9=27>0,fxx(1,1)=6(1)=6>0. D(1,1) = 36(1)(1) - 9 = 27 > 0, \qquad f_{xx}(1,1) = 6(1) = 6 > 0. Since D>0 D > 0 and fxx>0 f_{xx} > 0 , (1,1) (1, 1) is a local minimum with value f(1,1)=1+1−3=−1 f(1,1) = 1 + 1 - 3 = -1 .

M9

Use the method of Lagrange multipliers to find the maximum volume of a rectangular box with faces parallel to the coordinate planes inscribed in the ellipsoid x2a2+y2b2+z2c2=1 \frac{x^2}{a^2} + \frac{y^2}{b^2} + \frac{z^2}{c^2} = 1 .

Advanced

Let the corner of the box in the first octant be (x,y,z) (x, y, z) with x,y,z>0 x, y, z > 0 . The total volume is V(x,y,z)=(2x)(2y)(2z)=8xyz V(x,y,z) = (2x)(2y)(2z) = 8xyz . The constraint is g(x,y,z)=x2a2+y2b2+z2c2−1=0 g(x,y,z) = \frac{x^2}{a^2} + \frac{y^2}{b^2} + \frac{z^2}{c^2} - 1 = 0 .

1. Set up the Lagrange multiplier system ∇V=λ∇g \nabla V = \lambda \nabla g :8yz=λ2xa2,8xz=λ2yb2,8xy=λ2zc2. 8yz = \lambda \frac{2x}{a^2}, \qquad 8xz = \lambda \frac{2y}{b^2}, \qquad 8xy = \lambda \frac{2z}{c^2}.

2. Multiply the three equations by x,y,z x, y, z respectively:8xyz=λ2x2a2=λ2y2b2=λ2z2c2. 8xyz = \lambda \frac{2x^2}{a^2} = \lambda \frac{2y^2}{b^2} = \lambda \frac{2z^2}{c^2}. Since V>0 V > 0 , λ≠0 \lambda \neq 0 , which implies: x2a2=y2b2=z2c2. \frac{x^2}{a^2} = \frac{y^2}{b^2} = \frac{z^2}{c^2}.

3. Substitute into the ellipsoid constraint:3(x2a2)=1  ⟹  x2a2=13  ⟹  x=a3,y=b3,z=c3. 3\left( \frac{x^2}{a^2} \right) = 1 \implies \frac{x^2}{a^2} = \frac{1}{3} \implies x = \frac{a}{\sqrt{3}}, \quad y = \frac{b}{\sqrt{3}}, \quad z = \frac{c}{\sqrt{3}}.

4. Calculate the maximum volume:Vmax⁡=8xyz=8(a3)(b3)(c3)=8abc33. V_{\max} = 8xyz = 8\left(\frac{a}{\sqrt{3}}\right)\left(\frac{b}{\sqrt{3}}\right)\left(\frac{c}{\sqrt{3}}\right) = \frac{8abc}{3\sqrt{3}}.

M10

Evaluate the double integral ∬Rxcos⁡(x+y) dA \iint_R x\cos(x+y)\,dA over the rectangular region R=[0,π]×[0,π/2] R = [0, \pi] \times [0, \pi/2] .

Intermediate

1. Set up the iterated integral: ∫0π∫0π/2xcos⁡(x+y) dy dx. \int_0^\pi \int_0^{\pi/2} x\cos(x+y)\,dy\,dx.

2. Integrate with respect to y y : ∫0π/2cos⁡(x+y) dy=[sin⁡(x+y)]0π/2=sin⁡(x+π/2)−sin⁡x=cos⁡x−sin⁡x. \int_0^{\pi/2} \cos(x+y)\,dy = \Big[ \sin(x+y) \Big]_0^{\pi/2} = \sin(x + \pi/2) - \sin x = \cos x - \sin x.

3. Integrate with respect to x x using integration by parts: ∫0πx(cos⁡x−sin⁡x) dx=∫0πxcos⁡x dx−∫0πxsin⁡x dx. \int_0^\pi x(\cos x - \sin x)\,dx = \int_0^\pi x\cos x\,dx - \int_0^\pi x\sin x\,dx.

  • ∫0πxcos⁡x dx=[xsin⁡x]0π−∫0πsin⁡x dx=0−[−cos⁡x]0π=−(1−(−1))=−2 \int_0^\pi x\cos x\,dx = \big[ x\sin x \big]_0^\pi - \int_0^\pi \sin x\,dx = 0 - \big[ -\cos x \big]_0^\pi = -(1 - (-1)) = -2 .
  • ∫0πxsin⁡x dx=[−xcos⁡x]0π−∫0π(−cos⁡x) dx=(−π(−1)−0)+[sin⁡x]0π=π+0=π \int_0^\pi x\sin x\,dx = \big[ -x\cos x \big]_0^\pi - \int_0^\pi (-\cos x)\,dx = (-\pi(-1) - 0) + \big[ \sin x \big]_0^\pi = \pi + 0 = \pi .
Combining results: ∬Rxcos⁡(x+y) dA=−2−π. \iint_R x\cos(x+y)\,dA = -2 - \pi.

M11

Evaluate the non-elementary integral ∫01∫y1ex2dx dy \int_0^1 \int_y^1 e^{x^2} dx\,dy by reversing the order of integration.

Intermediate

1. Sketch the region of integration D D : The given bounds are y≤x≤1 y \le x \le 1 for 0≤y≤1 0 \le y \le 1 . This describes the triangle bounded by the lines y=0 y = 0 , x=1 x = 1 , and y=x y = x .

2. Reverse the order to dy dx dy\,dx : In terms of vertical cross-sections, x x ranges from 0 0 to 1 1 , and for each fixed x x , y y ranges from 0 0 up to the line y=x y = x : ∫01∫0xex2dy dx. \int_0^1 \int_0^x e^{x^2} dy\,dx.

3. Evaluate the inner integral: ∫0xex2dy=ex2[y]0x=xex2. \int_0^x e^{x^2} dy = e^{x^2} \Big[ y \Big]_0^x = x e^{x^2}.

4. Evaluate the outer integral: Substitute u=x2 u = x^2 , du=2x dx du = 2x\,dx : ∫01xex2dx=12[ex2]01=12(e1−e0)=e−12. \int_0^1 x e^{x^2} dx = \frac{1}{2} \Big[ e^{x^2} \Big]_0^1 = \frac{1}{2}(e^1 - e^0) = \frac{e - 1}{2}.

M12

Derive the Gaussian integral I=∫−∞∞e−x2/2dx=2π I = \int_{-\infty}^\infty e^{-x^2/2} dx = \sqrt{2\pi} from first principles by evaluating the double integral I2=∬R2e−(x2+y2)/2dA I^2 = \iint_{\mathbb{R}^2} e^{-(x^2+y^2)/2} dA in polar coordinates.

Advanced

1. Express I2 I^2 as a double integral: By Fubini's theorem on independent variables: I2=(∫−∞∞e−x2/2 dx)(∫−∞∞e−y2/2 dy)=∫−∞∞∫−∞∞e−(x2+y2)/2 dx dy. I^2 = \left( \int_{-\infty}^\infty e^{-x^2/2}\,dx \right) \left( \int_{-\infty}^\infty e^{-y^2/2}\,dy \right) = \int_{-\infty}^\infty \int_{-\infty}^\infty e^{-(x^2+y^2)/2}\,dx\,dy.

2. Convert to polar coordinates: Let x=rcos⁡θ,y=rsin⁡θ x = r\cos\theta, y = r\sin\theta , so x2+y2=r2 x^2+y^2 = r^2 and dA=r dr dθ dA = r\,dr\,d\theta . The domain R2 \mathbb{R}^2 maps to 0≤r<∞ 0 \le r < \infty and 0≤θ≤2π 0 \le \theta \le 2\pi : I2=∫02π∫0∞e−r2/2r dr dθ=(∫02πdθ)(lim⁡R→∞∫0Re−r2/2r dr). I^2 = \int_0^{2\pi} \int_0^\infty e^{-r^2/2} r\,dr\,d\theta = \left( \int_0^{2\pi} d\theta \right) \left( \lim_{R \to \infty} \int_0^R e^{-r^2/2} r\,dr \right).

3. Evaluate the radial integral: Let u=r2/2 u = r^2/2 , du=r dr du = r\,dr : ∫0Re−r2/2r dr=[−e−r2/2]0R=1−e−R2/2. \int_0^R e^{-r^2/2} r\,dr = \Big[ -e^{-r^2/2} \Big]_0^R = 1 - e^{-R^2/2}. Taking the limit as R→∞ R \to \infty , this equals 1 1 .

4. Conclude: I2=(2π)(1)=2π  ⟹  I=2π.■ I^2 = (2\pi)(1) = 2\pi \implies I = \sqrt{2\pi}. \quad \blacksquare

M13

Evaluate the Cartesian triple integral ∭Bxyz2 dV \iiint_B x y z^2 \, dV over the rectangular box B=[0,1]×[−1,2]×[0,3] B = [0, 1] \times [-1, 2] \times [0, 3] .

Basic

Since the region is a Cartesian box and the integrand is completely separable into univariate functions f(x,y,z)=x⋅y⋅z2 f(x,y,z) = x \cdot y \cdot z^2 , Fubini's Theorem allows complete factoring: ∭Bxyz2 dV=(∫01x dx)(∫−12y dy)(∫03z2 dz). \iiint_B x y z^2 \, dV = \left( \int_0^1 x\,dx \right) \left( \int_{-1}^2 y\,dy \right) \left( \int_0^3 z^2\,dz \right).

Compute each single-variable factor:

  • ∫01x dx=[x22]01=12 \int_0^1 x\,dx = \Big[ \frac{x^2}{2} \Big]_0^1 = \frac{1}{2} .
  • ∫−12y dy=[y22]−12=4−12=32 \int_{-1}^2 y\,dy = \Big[ \frac{y^2}{2} \Big]_{-1}^2 = \frac{4 - 1}{2} = \frac{3}{2} .
  • ∫03z2 dz=[z33]03=273=9 \int_0^3 z^2\,dz = \Big[ \frac{z^3}{3} \Big]_0^3 = \frac{27}{3} = 9 .
Multiplying the three results: ∭Bxyz2 dV=(12)(32)(9)=274=6.75. \iiint_B x y z^2 \, dV = \left( \frac{1}{2} \right) \left( \frac{3}{2} \right) (9) = \frac{27}{4} = 6.75.

M14

Find the volume and the z z -coordinate of the centroid zˉ \bar{z} of the solid region bounded below by the xy xy -plane z=0 z = 0 and above by the paraboloid z=4−x2−y2 z = 4 - x^2 - y^2 , assuming uniform density δ0=1 \delta_0 = 1 .

Intermediate

1. Cylindrical Coordinate Setup: The paraboloid intersects z=0 z = 0 at r2=4  ⟹  r=2 r^2 = 4 \implies r = 2 . Bounds: 0≤θ≤2π 0 \le \theta \le 2\pi , 0≤r≤2 0 \le r \le 2 , 0≤z≤4−r2 0 \le z \le 4 - r^2 , with dV=r dz dr dθ dV = r\,dz\,dr\,d\theta .

2. Volume: V=∫02π ⁣ ⁣∫02 ⁣ ⁣∫04−r2r dz dr dθ=2π∫02r(4−r2) dr=2π[2r2−r44]02=2π(8−4)=8π. V = \int_0^{2\pi} \!\! \int_0^2 \!\! \int_0^{4-r^2} r\,dz\,dr\,d\theta = 2\pi \int_0^2 r(4 - r^2)\,dr = 2\pi \Big[ 2r^2 - \frac{r^4}{4} \Big]_0^2 = 2\pi (8 - 4) = 8\pi.

3. Moment Mxy M_{xy} : Mxy=∭Ez dV=∫02π ⁣ ⁣∫02 ⁣ ⁣∫04−r2zr dz dr dθ=2π∫02r(4−r2)22 dr. M_{xy} = \iiint_E z\,dV = \int_0^{2\pi} \!\! \int_0^2 \!\! \int_0^{4-r^2} z r\,dz\,dr\,d\theta = 2\pi \int_0^2 r \frac{(4-r^2)^2}{2}\,dr. Let u=4−r2 u = 4 - r^2 , du=−2r dr du = -2r\,dr : π∫04u2 du=π[u33]04=64π3. \pi \int_0^4 u^2\,du = \pi \Big[ \frac{u^3}{3} \Big]_0^4 = \frac{64\pi}{3}.

4. Centroid zˉ \bar{z} : zˉ=MxyV=64π/38π=83. \bar{z} = \frac{M_{xy}}{V} = \frac{64\pi / 3}{8\pi} = \frac{8}{3}.

M15

Find the total mass and the z z -coordinate of the center of mass of the upper solid hemisphere x2+y2+z2≤R2 x^2+y^2+z^2 \le R^2 , z≥0 z \ge 0 , whose density is proportional to the distance from the origin: δ(ρ,ϕ,θ)=kρ \delta(\rho,\phi,\theta) = k \rho for constant k>0 k > 0 .

Advanced

1. Coordinate Setup: In spherical coordinates: 0≤ρ≤R 0 \le \rho \le R , 0≤ϕ≤π2 0 \le \phi \le \frac{\pi}{2} , 0≤θ≤2π 0 \le \theta \le 2\pi , dV=ρ2sin⁡ϕ dρ dϕ dθ dV = \rho^2\sin\phi\,d\rho\,d\phi\,d\theta .

2. Total Mass M M : M=∭E(kρ)(ρ2sin⁡ϕ) dρ dϕ dθ=k(∫02πdθ)(∫0π/2sin⁡ϕ dϕ)(∫0Rρ3 dρ). M = \iiint_E (k\rho)(\rho^2\sin\phi)\,d\rho\,d\phi\,d\theta = k \left( \int_0^{2\pi} d\theta \right) \left( \int_0^{\pi/2} \sin\phi\,d\phi \right) \left( \int_0^R \rho^3\,d\rho \right). M=k(2π)(1)(R44)=πkR42. M = k (2\pi)(1)\left( \frac{R^4}{4} \right) = \frac{\pi k R^4}{2}.

3. Moment with respect to xy xy -plane Mxy M_{xy} : Since z=ρcos⁡ϕ z = \rho\cos\phi : Mxy=∭Ezδ dV=k∫02π ⁣ ⁣∫0π/2 ⁣ ⁣∫0R(ρcos⁡ϕ)(kρ)(ρ2sin⁡ϕ) dρ dϕ dθ. M_{xy} = \iiint_E z \delta\,dV = k \int_0^{2\pi} \!\! \int_0^{\pi/2} \!\! \int_0^R (\rho\cos\phi)(k\rho)(\rho^2\sin\phi)\,d\rho\,d\phi\,d\theta. Mxy=k(2π)(∫0π/2sin⁡ϕcos⁡ϕ dϕ)(∫0Rρ4 dρ)=2πk(12)(R55)=πkR55. M_{xy} = k (2\pi) \left( \int_0^{\pi/2} \sin\phi\cos\phi\,d\phi \right) \left( \int_0^R \rho^4\,d\rho \right) = 2\pi k \left( \frac{1}{2} \right) \left( \frac{R^5}{5} \right) = \frac{\pi k R^5}{5}.

4. Centroid zˉ \bar{z} : zˉ=MxyM=πkR5/5πkR4/2=25R. \bar{z} = \frac{M_{xy}}{M} = \frac{\pi k R^5 / 5}{\pi k R^4 / 2} = \frac{2}{5} R.

M16

Compute the moment of inertia Iz I_z about the z z -axis of a solid homogeneous right circular cone of base radius R R , height h h , and uniform total mass M M .

Advanced

1. Cone Geometry & Density: The cone has vertex at the origin and base at z=h z = h , so the lateral surface is r=Rhz  ⟹  z=hRr r = \frac{R}{h}z \implies z = \frac{h}{R}r . Total volume V=13πR2h V = \frac{1}{3}\pi R^2 h , so density δ0=3MπR2h \delta_0 = \frac{3M}{\pi R^2 h} .

2. Cylindrical Integral Setup for Iz=∭Er2δ0 dV I_z = \iiint_E r^2 \delta_0 \, dV : Bounds: 0≤θ≤2π 0 \le \theta \le 2\pi , 0≤r≤R 0 \le r \le R , hRr≤z≤h \frac{h}{R}r \le z \le h : Iz=δ0∫02π ⁣ ⁣∫0R ⁣ ⁣∫hr/Rhr2⋅r dz dr dθ=2πδ0∫0Rr3(h−hRr)dr. I_z = \delta_0 \int_0^{2\pi} \!\! \int_0^R \!\! \int_{hr/R}^h r^2 \cdot r\,dz\,dr\,d\theta = 2\pi \delta_0 \int_0^R r^3 \left( h - \frac{h}{R}r \right) dr. Iz=2πδ0h∫0R(r3−r4R)dr=2πδ0h[R44−R45]=2πδ0hR420=πδ0hR410. I_z = 2\pi \delta_0 h \int_0^R \left( r^3 - \frac{r^4}{R} \right) dr = 2\pi \delta_0 h \left[ \frac{R^4}{4} - \frac{R^4}{5} \right] = 2\pi \delta_0 h \frac{R^4}{20} = \frac{\pi \delta_0 h R^4}{10}.

3. Substitute δ0=3MπR2h \delta_0 = \frac{3M}{\pi R^2 h} : Iz=πhR410(3MπR2h)=310MR2. I_z = \frac{\pi h R^4}{10} \left( \frac{3M}{\pi R^2 h} \right) = \frac{3}{10} M R^2.

M17

Evaluate the line integral ∫CF⋅dr \int_C \mathbf{F} \cdot d\mathbf{r} for the vector field F=⟨y,−x,z⟩ \mathbf{F} = \langle y, -x, z \rangle along the circular helix r(t)=⟨cos⁡t,sin⁡t,t⟩ \mathbf{r}(t) = \langle \cos t, \sin t, t \rangle for 0≤t≤2π 0 \le t \le 2\pi .

Basic

1. Velocity vector: r′(t)=⟨−sin⁡t,  cos⁡t,  1⟩. \mathbf{r}'(t) = \langle -\sin t, \; \cos t, \; 1 \rangle.

2. Evaluate F \mathbf{F} along the curve: With x=cos⁡t,y=sin⁡t,z=t x = \cos t, y = \sin t, z = t : F(r(t))=⟨sin⁡t,  −cos⁡t,  t⟩. \mathbf{F}(\mathbf{r}(t)) = \langle \sin t, \; -\cos t, \; t \rangle.

3. Compute dot product: F(r(t))⋅r′(t)=(sin⁡t)(−sin⁡t)+(−cos⁡t)(cos⁡t)+(t)(1)=−sin⁡2t−cos⁡2t+t=−1+t. \mathbf{F}(\mathbf{r}(t)) \cdot \mathbf{r}'(t) = (\sin t)(-\sin t) + (-\cos t)(\cos t) + (t)(1) = -\sin^2 t - \cos^2 t + t = -1 + t.

4. Integrate: ∫CF⋅dr=∫02π(t−1) dt=[t22−t]02π=4π22−2π=2π2−2π=2π(π−1). \int_C \mathbf{F}\cdot d\mathbf{r} = \int_0^{2\pi} (t - 1)\,dt = \left[ \frac{t^2}{2} - t \right]_0^{2\pi} = \frac{4\pi^2}{2} - 2\pi = 2\pi^2 - 2\pi = 2\pi(\pi - 1).

M18

Compute the scalar line integral with respect to arc length ∫C(x+2y+3z) ds \int_C (x + 2y + 3z)\,ds , where C C is the straight line segment from the origin (0,0,0) (0,0,0) to (1,2,2) (1, 2, 2) .

Basic

1. Parametrize the line segment: r(t)=t⟨1,2,2⟩=⟨t,2t,2t⟩,0≤t≤1. \mathbf{r}(t) = t \langle 1, 2, 2 \rangle = \langle t, 2t, 2t \rangle, \qquad 0 \le t \le 1.

2. Compute differential arc length ds ds : r′(t)=⟨1,2,2⟩  ⟹  ∥r′(t)∥=12+22+22=9=3  ⟹  ds=3 dt. \mathbf{r}'(t) = \langle 1, 2, 2 \rangle \implies \|\mathbf{r}'(t)\| = \sqrt{1^2 + 2^2 + 2^2} = \sqrt{9} = 3 \implies ds = 3\,dt.

3. Evaluate integrand along C C : x+2y+3z=t+2(2t)+3(2t)=t+4t+6t=11t. x + 2y + 3z = t + 2(2t) + 3(2t) = t + 4t + 6t = 11t.

4. Integrate: ∫C(x+2y+3z) ds=∫01(11t)(3) dt=33∫01t dt=33[t22]01=332=16.5. \int_C (x + 2y + 3z)\,ds = \int_0^1 (11t)(3)\,dt = 33 \int_0^1 t\,dt = 33 \left[ \frac{t^2}{2} \right]_0^1 = \frac{33}{2} = 16.5.

M19

Prove that the 3D vector field F=⟨2xy+z2,  x2+2yz,  2xz+y2⟩ \mathbf{F} = \langle 2xy + z^2, \; x^2 + 2yz, \; 2xz + y^2 \rangle is conservative on R3 \mathbb{R}^3 , construct a potential function f f satisfying ∇f=F \nabla f = \mathbf{F} , and evaluate ∫CF⋅dr \int_C \mathbf{F}\cdot d\mathbf{r} along any path from (0,0,0) (0,0,0) to (1,2,3) (1,2,3) .

Intermediate

1. Verify ∇×F=0 \nabla \times \mathbf{F} = \mathbf{0} :∇×F=∣ijk∂x∂y∂z2xy+z2x2+2yz2xz+y2∣=⟨2y−2y,  2z−2z,  2x−2x⟩=0. \nabla \times \mathbf{F} = \begin{vmatrix} \mathbf{i} & \mathbf{j} & \mathbf{k} \\ \partial_x & \partial_y & \partial_z \\ 2xy+z^2 & x^2+2yz & 2xz+y^2 \end{vmatrix} = \langle 2y - 2y, \; 2z - 2z, \; 2x - 2x \rangle = \mathbf{0}. Since R3 \mathbb{R}^3 is simply connected, F \mathbf{F} is conservative.

2. Reconstruct the potential function:

  • Integrate fx=2xy+z2  ⟹  f(x,y,z)=x2y+xz2+g(y,z) f_x = 2xy + z^2 \implies f(x,y,z) = x^2y + xz^2 + g(y,z) .
  • Differentiate with respect to y y : fy=x2+gy=x2+2yz  ⟹  gy=2yz  ⟹  g(y,z)=y2z+h(z) f_y = x^2 + g_y = x^2 + 2yz \implies g_y = 2yz \implies g(y,z) = y^2z + h(z) .
  • Differentiate with respect to z z : fz=2xz+y2+h′(z)=2xz+y2  ⟹  h′(z)=0  ⟹  h(z)=C f_z = 2xz + y^2 + h'(z) = 2xz + y^2 \implies h'(z) = 0 \implies h(z) = C .
Setting C=0 C = 0 , the potential is f(x,y,z)=x2y+xz2+y2z f(x,y,z) = x^2y + xz^2 + y^2z .

3. Apply the Fundamental Theorem of Line Integrals:∫CF⋅dr=f(1,2,3)−f(0,0,0)=[(1)2(2)+(1)(3)2+(2)2(3)]−0=2+9+12=23. \int_C \mathbf{F}\cdot d\mathbf{r} = f(1,2,3) - f(0,0,0) = \left[ (1)^2(2) + (1)(3)^2 + (2)^2(3) \right] - 0 = 2 + 9 + 12 = 23.

M20

Use Green's Theorem to evaluate the circulation ∮C(3y−esin⁡x) dx+(7x+y4+1) dy \oint_C (3y - e^{\sin x})\,dx + (7x + \sqrt{y^4+1})\,dy , where C C is the circle x2+y2=9 x^2 + y^2 = 9 oriented counterclockwise.

Basic

1. Identify components and compute 2D curl: With P=3y−esin⁡x P = 3y - e^{\sin x} and Q=7x+y4+1 Q = 7x + \sqrt{y^4+1} : ∂Q∂x−∂P∂y=∂∂x(7x+y4+1)−∂∂y(3y−esin⁡x)=7−3=4. \frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y} = \frac{\partial}{\partial x}\left( 7x + \sqrt{y^4+1} \right) - \frac{\partial}{\partial y}\left( 3y - e^{\sin x} \right) = 7 - 3 = 4. The non-elementary transcendental terms vanish completely.

2. Apply Green's Theorem: The region D D is the circular disk of radius R=3 R = 3 : ∮CP dx+Q dy=∬D4 dA=4⋅Area(D)=4⋅π(32)=36π. \oint_C P\,dx + Q\,dy = \iint_D 4\,dA = 4 \cdot \mathrm{Area}(D) = 4 \cdot \pi(3^2) = 36\pi.

M21

Use Green's Theorem to evaluate ∮C(y2−7y) dx+(2xy+2x) dy \oint_C (y^2 - 7y)\,dx + (2xy + 2x)\,dy , where C C is the positively oriented boundary of the region D D enclosed between the parabolas y=x2 y = x^2 and x=y2 x = y^2 .

Intermediate

1. Compute the 2D curl: With P=y2−7y P = y^2 - 7y and Q=2xy+2x Q = 2xy + 2x : ∂Q∂x−∂P∂y=(2y+2)−(2y−7)=2−(−7)=9. \frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y} = (2y + 2) - (2y - 7) = 2 - (-7) = 9.

2. Intersections of boundary curves: y=x2 y = x^2 and x=y2  ⟹  x=x4  ⟹  x=0,1 x = y^2 \implies x = x^4 \implies x = 0, 1 . Region D D is described by 0≤x≤1 0 \le x \le 1 and x2≤y≤x x^2 \le y \le \sqrt{x} .

3. Apply Green's Theorem: ∮CP dx+Q dy=∬D9 dA=9∫01(x−x2) dx=9[23x3/2−x33]01=9(23−13)=9(13)=3. \oint_C P\,dx + Q\,dy = \iint_D 9\,dA = 9 \int_0^1 (\sqrt{x} - x^2)\,dx = 9 \left[ \frac{2}{3}x^{3/2} - \frac{x^3}{3} \right]_0^1 = 9\left( \frac{2}{3} - \frac{1}{3} \right) = 9\left( \frac{1}{3} \right) = 3.

M22

Use the Green's Theorem line integral formula for area, A=12∮C(x dy−y dx) A = \frac{1}{2}\oint_C (x\,dy - y\,dx) , to derive the area enclosed by the hypocycloid (astroid) r(t)=⟨acos⁡3t,  asin⁡3t⟩ \mathbf{r}(t) = \langle a\cos^3 t, \; a\sin^3 t \rangle for 0≤t≤2π 0 \le t \le 2\pi .

Advanced

1. Compute the differentials: dx=−3acos⁡2tsin⁡t dt,dy=3asin⁡2tcos⁡t dt. dx = -3a\cos^2 t \sin t\,dt, \qquad dy = 3a\sin^2 t \cos t\,dt.

2. Evaluate x dy−y dx x\,dy - y\,dx : x dy=(acos⁡3t)(3asin⁡2tcos⁡t dt)=3a2cos⁡4tsin⁡2t dt. x\,dy = (a\cos^3 t)(3a\sin^2 t \cos t\,dt) = 3a^2\cos^4 t \sin^2 t\,dt. y dx=(asin⁡3t)(−3acos⁡2tsin⁡t dt)=−3a2sin⁡4tcos⁡2t dt. y\,dx = (a\sin^3 t)(-3a\cos^2 t \sin t\,dt) = -3a^2\sin^4 t \cos^2 t\,dt. x dy−y dx=3a2cos⁡2tsin⁡2t(cos⁡2t+sin⁡2t) dt=3a2cos⁡2tsin⁡2t dt. x\,dy - y\,dx = 3a^2\cos^2 t \sin^2 t (\cos^2 t + \sin^2 t)\,dt = 3a^2 \cos^2 t \sin^2 t\,dt.

3. Use trigonometric identities: Since cos⁡tsin⁡t=12sin⁡(2t) \cos t \sin t = \frac{1}{2}\sin(2t) : x dy−y dx=3a24sin⁡2(2t) dt=3a24(1−cos⁡(4t)2)dt=3a28(1−cos⁡(4t)) dt. x\,dy - y\,dx = \frac{3a^2}{4} \sin^2(2t)\,dt = \frac{3a^2}{4} \left( \frac{1 - \cos(4t)}{2} \right) dt = \frac{3a^2}{8}(1 - \cos(4t))\,dt.

4. Integrate around the closed loop: Area=12∫02π3a28(1−cos⁡(4t)) dt=3a216[t−sin⁡(4t)4]02π=3a216(2π)=3πa28. \mathrm{Area} = \frac{1}{2} \int_0^{2\pi} \frac{3a^2}{8}(1 - \cos(4t))\,dt = \frac{3a^2}{16} \Big[ t - \frac{\sin(4t)}{4} \Big]_0^{2\pi} = \frac{3a^2}{16}(2\pi) = \frac{3\pi a^2}{8}.

M23

Find the surface area of the paraboloid cap z=x2+y2 z = x^2 + y^2 that lies below the horizontal plane z=4 z = 4 .

Intermediate

1. Surface Area Differential for a Graph z=g(x,y) z = g(x,y) :gx=2x,gy=2y  ⟹  dS=1+(2x)2+(2y)2 dA=1+4(x2+y2) dA. g_x = 2x, \qquad g_y = 2y \implies dS = \sqrt{1 + (2x)^2 + (2y)^2}\,dA = \sqrt{1 + 4(x^2+y^2)}\,dA.

2. Projection onto xy xy -plane: The intersection x2+y2=4 x^2+y^2 = 4 is a disk D D of radius 2 2 . In polar coordinates: 0≤r≤2 0 \le r \le 2 , 0≤θ≤2π 0 \le \theta \le 2\pi , and dA=r dr dθ dA = r\,dr\,d\theta .

3. Evaluate the surface integral: Area(S)=∬D1+4r2 r dr dθ=(∫02πdθ)(∫02r1+4r2 dr). \mathrm{Area}(S) = \iint_D \sqrt{1 + 4r^2}\,r\,dr\,d\theta = \left( \int_0^{2\pi} d\theta \right) \left( \int_0^2 r\sqrt{1 + 4r^2}\,dr \right). Substitute u=1+4r2 u = 1 + 4r^2 , du=8r dr du = 8r\,dr : when r=0,u=1 r=0, u=1 ; when r=2,u=17 r=2, u=17 : Area(S)=(2π)(18∫117u1/2 du)=π4[23u3/2]117=π6(1717−1)≈36.18. \mathrm{Area}(S) = (2\pi) \left( \frac{1}{8} \int_1^{17} u^{1/2}\,du \right) = \frac{\pi}{4} \left[ \frac{2}{3}u^{3/2} \right]_1^{17} = \frac{\pi}{6} \left( 17\sqrt{17} - 1 \right) \approx 36.18.

M24

Use the Divergence Theorem to calculate the outward flux of F=⟨x3+ysin⁡z,  y3+zcos⁡x,  z3+xy⟩ \mathbf{F} = \langle x^3 + y\sin z, \; y^3 + z\cos x, \; z^3 + xy \rangle across the closed boundary surface of the solid cylinder E:x2+y2≤a2,  0≤z≤h E: x^2 + y^2 \le a^2, \; 0 \le z \le h .

Advanced

1. Compute the divergence ∇⋅F \nabla \cdot \mathbf{F} :∇⋅F=∂∂x(x3+ysin⁡z)+∂∂y(y3+zcos⁡x)+∂∂z(z3+xy)=3x2+3y2+3z2=3(x2+y2+z2). \nabla \cdot \mathbf{F} = \frac{\partial}{\partial x}(x^3 + y\sin z) + \frac{\partial}{\partial y}(y^3 + z\cos x) + \frac{\partial}{\partial z}(z^3 + xy) = 3x^2 + 3y^2 + 3z^2 = 3(x^2 + y^2 + z^2). Notice that all cross-coupling transcendental terms vanish identically.

2. Apply the Divergence Theorem:∬∂EF⋅dS=∭E3(x2+y2+z2) dV. \iint_{\partial E} \mathbf{F}\cdot d\mathbf{S} = \iiint_E 3(x^2 + y^2 + z^2)\,dV.

3. Convert to cylindrical coordinates: In E E , x2+y2=r2 x^2+y^2 = r^2 , 0≤r≤a 0 \le r \le a , 0≤θ≤2π 0 \le \theta \le 2\pi , 0≤z≤h 0 \le z \le h , and dV=r dz dr dθ dV = r\,dz\,dr\,d\theta : =3∫02π ⁣ ⁣∫0a ⁣ ⁣∫0h(r2+z2)r dz dr dθ=6π∫0a[r3h+rh33]dr. = 3 \int_0^{2\pi} \!\! \int_0^a \!\! \int_0^h (r^2 + z^2) r\,dz\,dr\,d\theta = 6\pi \int_0^a \left[ r^3 h + r \frac{h^3}{3} \right] dr. =6π(h[r44]0a+h33[r22]0a)=6π(ha44+h3a26)=3πha42+πh3a2=πha2(3a22+h2). = 6\pi \left( h \Big[ \frac{r^4}{4} \Big]_0^a + \frac{h^3}{3} \Big[ \frac{r^2}{2} \Big]_0^a \right) = 6\pi \left( \frac{h a^4}{4} + \frac{h^3 a^2}{6} \right) = \frac{3\pi h a^4}{2} + \pi h^3 a^2 = \pi h a^2 \left( \frac{3a^2}{2} + h^2 \right).

M25

Use Stokes' Theorem to evaluate ∮CF⋅dr \oint_C \mathbf{F} \cdot d\mathbf{r} , where F=⟨−y3,x3,−z3⟩ \mathbf{F} = \langle -y^3, x^3, -z^3 \rangle and C C is the intersection of the cylinder x2+y2=1 x^2+y^2=1 and the plane z=1 z = 1 , oriented counterclockwise when viewed from above. Verify surface independence by comparing the flux of ∇×F \nabla \times \mathbf{F} through the flat disk S1:x2+y2≤1,z=1 S_1: x^2+y^2 \le 1, z=1 and the paraboloid cap S2:z=2−(x2+y2) S_2: z = 2 - (x^2+y^2) .

Advanced

1. Compute ∇×F \nabla \times \mathbf{F} :∇×F=∣ijk∂x∂y∂z−y3x3−z3∣=⟨0−0,  0−0,  3x2−(−3y2)⟩=⟨0,  0,  3(x2+y2)⟩. \nabla \times \mathbf{F} = \begin{vmatrix} \mathbf{i} & \mathbf{j} & \mathbf{k} \\ \partial_x & \partial_y & \partial_z \\ -y^3 & x^3 & -z^3 \end{vmatrix} = \langle 0 - 0, \; 0 - 0, \; 3x^2 - (-3y^2) \rangle = \langle 0, \; 0, \; 3(x^2+y^2) \rangle.

2. Flux through flat disk S1 S_1 (z=1 z = 1 , n=k \mathbf{n} = \mathbf{k} ): On S1 S_1 , dS=k dA d\mathbf{S} = \mathbf{k}\,dA . ∬S1(∇×F)⋅dS=∬D3(x2+y2) dA. \iint_{S_1} (\nabla \times \mathbf{F}) \cdot d\mathbf{S} = \iint_D 3(x^2+y^2)\,dA. In polar coordinates: ∫02π ⁣ ⁣∫013r2⋅r dr dθ=(2π)(3[r44]01)=2π(34)=3π2. \int_0^{2\pi} \!\! \int_0^1 3r^2 \cdot r\,dr\,d\theta = (2\pi) \left( 3 \Big[ \frac{r^4}{4} \Big]_0^1 \right) = 2\pi \left( \frac{3}{4} \right) = \frac{3\pi}{2}.

3. Flux through paraboloid S2 S_2 (z=g(x,y)=2−x2−y2 z = g(x,y) = 2 - x^2 - y^2 ): The upward normal is n dS=⟨−gx,−gy,1⟩ dA=⟨2x,2y,1⟩ dA \mathbf{n}\,dS = \langle -g_x, -g_y, 1 \rangle\,dA = \langle 2x, 2y, 1 \rangle\,dA . (∇×F)⋅dS=⟨0,0,3(x2+y2)⟩⋅⟨2x,2y,1⟩ dA=3(x2+y2) dA. (\nabla \times \mathbf{F}) \cdot d\mathbf{S} = \langle 0, 0, 3(x^2+y^2) \rangle \cdot \langle 2x, 2y, 1 \rangle\,dA = 3(x^2+y^2)\,dA. Since S2 S_2 projects onto the exact same unit disk D D , this yields identically 3π2 \frac{3\pi}{2} .

Both surfaces give the exact same circulation 3π2 \frac{3\pi}{2} , rigorously illustrating the surface independence property of Stokes' Theorem. ✓

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