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Multivariable Calculus Study Guide: AL TEX Version: 1 Disclaimer

This document provides a study guide for multivariable calculus. It covers topics such as vectors, functions of multiple variables, partial derivatives, double integrals, and optimization problems. The guide includes definitions, examples, and notes for key concepts. It is intended to summarize the essential information needed for the author's multivariable calculus course, though it may not be comprehensive.

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0% found this document useful (0 votes)
197 views18 pages

Multivariable Calculus Study Guide: AL TEX Version: 1 Disclaimer

This document provides a study guide for multivariable calculus. It covers topics such as vectors, functions of multiple variables, partial derivatives, double integrals, and optimization problems. The guide includes definitions, examples, and notes for key concepts. It is intended to summarize the essential information needed for the author's multivariable calculus course, though it may not be comprehensive.

Uploaded by

OB
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Multivariable Calculus Study Guide:

A LATEX Version
Tyler Silber
University of Connecticut
December 11, 2011

Disclaimer

It is not guaranteed that I have every single bit of necessary information for
the course. This happened to be some of what I needed to know this specific
semester in my course. For example, Stokes Theorem is not even mentioned.

Vectors Between Two Points


Given : P (x1 , y1 ) & Q(x2 , y2 )

PQ =

Vectors in the Plane



let v =

v1
v2


&u=

0
0


cv =

cv1
cv2

|v| =

q
v12 + v22

0=

3.1

x2 x1
y2 y1

u1
u2

Simple Operations


v+u=

v1 + u1
v2 + u2

3.2

Unit Vectors

i=

1
0


&j=

0
1

v = v1 i + v2 j

3.3

Vectors of a Specified Length



cv
= |c|
|v|

4
4.1

cv
kv
|v|

Vectors in Three Dimensions


Notes

Everything in the above section can be expanded to three dimensions. Simply


add another component.

0
k= 0
1

4.2

Random Equations
xy-plane {(x, y, z) : z = 0}
xz-plane {(x, y, z) : y = 0}
yz-plane {(x, y, z) : x = 0}
Sphere: (x a)2 + (y b)2 + (z c)2 = r2

5
5.1

Dot Product
Definitions
u v = u1 v1 + u2 v2 + u3 v3 = |u||v| cos
uv uv =0
u k v u v = |u||v|

5.2

Projections

The orthogonal projection of u onto v is denoted projv u and the scalar component of u in the direction of v is denoted scalv u.
  
v
u v
=
v
projv u = |u| cos
|v|
vv
uv
scalv u = |u| cos =
|v|

Cross Product
|u v| = |u||v| sin

(1)

ukv uv =0

u2 v3 u3 v2
u v = u3 v1 u1 v3
u1 v2 u2 v1
Note: u v is orthogonal to both u and v and the direction is defined by the
right-hand rule.

Lines and Curves in Space

7.1

Vector-Valued Functions
r(t) = hx(t), y(t), z(t)i

7.2

Lines
hx, y, zi = hx0 , y0 , z0 i + tha, b, ci, for < t <

7.3

Line Segments
Given : P1 (x1 , y1 , z1 ) & P2 (x2 , y2 , z2 )

P1 P2 = hx1 , y1 , z1 i + thx2 x1 , y2 y1 , z2 z1 i, for 0 t 1

7.4

Curves in Space
r(t) = hf (t), g(t), h(t)i

Equation 1 is also equal to the area of the parallelogram created by the two vectors.

7.5

Limits
D
E
lim r(t) = lim f (t), lim g(t), lim h(t)

ta

8
8.1

ta

ta

ta

Calculus of Vector-Valued Functions


Derivative and Tangent Vector
r0 (t) = f 0 (t)i + g 0 (t)j + h0 (t)k

Note: r0 (t) is the tangent vector to r(t) at the point (f (t), g(t), h(t)).

8.2

Indefinite Integral
Z
r(t) dt = R(t) + C

Note: C is an arbitrary constant vector and R = F i + Gj + Hk.

8.3

Definite Integral
Z

"Z

r(t) dt =
a

9
9.1

"Z

f (t) dt i +

"Z

g(t) dt j +

h(t) dt k
a

Motion in Space
Definitions
a(t) = v0 (t) = r00 (t)
Speed = |v(t)|

9.2

Two-Dimensional Motion in a Gravitational Field


Given : v(0) = hu0 , v0 i & r(0) = hx0 , y0 i
v(t) = hx0 (t), y 0 (t)i = hu0 , gt + v0 i


1 2
r(t) = hx(t), y(t)i = u0 t + x0 , gt + v0 t + y0
2

9.3

Two-Dimensional Motion
Given : v(0) = h|v0 | cos , |v0 | sin i & r(0) = h0, 0i
T ime =

2|v0 | sin
g

|v0 |2 sin 2
g
 
T
(|v0 | sin )2
M ax Height = y
=
2
2g
Range =

10
10.1

Planes and Surfaces


Plane Equations

The plane passing through the point P0 (x0 , y0 , z0 ) with a normal vector n =
ha, b, c, i is described by the equations:
a(x x0 ) + b(y y0 ) + c(z z0 ) = 0
ax + by + cz = d, where d = ax0 + by0 + cz0
In order to find the equation of a plane when given three points, simply create
any two vectors out of the points and take the cross product to find the vector
normal to the plane. Then use one of the above formulae.

10.2

Parallel and Orthogonal Planes

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

10.3

Surfaces

10.3.1

Ellipsoid
x2
y2
z2
+ 2 + 2 =1
2
a
b
c

10.3.2

Elliptic Paraboloid
z=

x2
y2
+
a2
b2

It would be worth it to learn how to derive sections 9.2 and 9.3.

10.3.3

Hyperboloid of One Sheet


y2
z2
x2
+ 2 2 =1
2
a
b
c

10.3.4

Hyperboloid of Two Sheets

10.3.5

x2
y2
z2
2 + 2 =1
2
a
b
c

Elliptic Cone
x2
y2
z2
+
=
a2
b2
c2

10.3.6

Hyperbolic Paraboloid
z=

11
11.1

x2
y2

a2
b2

Graphs and Level Curves


Functions of Two Variables
R2 R
z = f (x, y)
F (x, y, z) = 0

11.2

Functions of Three Variables


R3 R
w = f (x, y, z)
F (w, x, y, z) = 0

11.3

Level Curves

Imagine stepping onto a surface and walking along a path with constant elevation. The path you walk on is known as the contour curve, while the projection
of the path onto the xy-plane is known as a level curve.

12
12.1

Limits and Continuity


Limits

The function f has the limit L as P (x, y) approaches P0 (a, b).


lim

f (x, y) = lim f (x, y) = L


P P0

(x,y)(a,b)

If f (x, y) approaches two different values as (x, y) approaches (a, b) along two
different paths in the domain of f , then the limit does not exist.

12.2

Continuity

The function f if continuous at the point (a, b) provided:


lim

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

(x,y)(a,b)

13
13.1

Partial Derivatives
Definitions

f (a + h, b) f (a, b)
h
f (a, b + h) f (a, b)
fy (a, b) = lim
h0
h
So basically just take the derivative of one (the subscript) given that the other
one is a constant.
fx (a, b) = lim

h0

13.2

Notation for Higher-Order Partial Derivatives

f
x


=

2f
= (fx )x = fxx
x2


f
2f
=
= (fy )y = fyy
y
y 2
 
2f
f
=
= (fy )x = fyx
x y
xy
 
f
2f
=
= (fx )y = fxy
y x
yx

Note: fxy = fyx for nice functions.

13.3

Differentiability

Suppose the function f has partial derivatives fx and fy defined on an open


region containing (a, b), with fx and fy continuous at (a, b). Then f is differentiable at (a, b). This also implies that it is continuous at (a, b).
7

14
14.1

Chain Rule
Examples

You can use a tree diagram to determine the equation for the chain rule. You
can also just think about it. Refer to the following examples.
z is a function of x and y, while x and y are functions of t
dz
z dx z dy
=
+
dt
x dt
y dt
w is a function of x, y, and z, while x, y, and z are functions of t
dw
w dx w dy w dz
=
+
+
dt
x dt
y dt
z dt
z is a function of x and y, while x and y are functions of s and t
z x z y
z
=
+
s
x s
y s
w is a function of z, z is a function of x and y, x and y are functions of t


dw
dw z dx z dy
=
+
dt
dz x dt
y dt

14.2

Implicit Differentiation

Let F be differentiable on its domain and suppose that F (x, y) = 0 defines y as


a differentiable function of x. Provided Fy 6= 0,
Fx
dy
=
dx
Fy

15
15.1

Directional Derivatives and Gradient


Definitions

Let f be differentiable at (a, b) and let u = hu1 , u2 i be a unit vector in the


xy-plane. The directional derivative of f at (a, b) in the direction of u is
Du f (a, b) = hfx (a, b), fy (a, b)i hu1 , u2 i = f (a, b) u
Gradient
f (x, y) = hfx (x, y), fy (x, y)i = fx (x, y)i + fy (x, y)j

15.2

Directions of Change

f has its maximum rate of increase at (a, b) in the direction of the gradient
f (a, b). The rate of increase in this direction is |f (a, b)|.
f has its maximum rate of decrease at (a, b) in the direction of the gradient
f (a, b). The rate of decrease in this direction is |f (a, b)|.
The directional derivative is zero in any direction orthogonal to f (a, b).

15.3

Expanding to Three Dimensions

Its really intuitive how it expands into three dimensions. Just add another
component or fz where you think it should go.

16
16.1

Tangent Plane and Linear Approximation


Tangent Plane for F(x, y, z) = 0

The tangent plane passes through the point P0 (a, b, c).


Fx (a, b, c)(x a) + Fy (a, b, c)(y b) + Fz (a, b, c)(z c) = 0

16.2

Tangent Plane for z = f (x, y)

The tangent plane passes through the point (a, b, f (a, b)).
z = fx (a, b)(x a) + fy (a, b)(y b) + f (a, b)

16.3

Linear Approximation

Firstly, calculate the equation of the tangent plane of a point near the point you
wish to approximate. Then simply plug in the point and youre done.

16.4

The differential dz

The change in z = f (x, y) as the independent variables change from (a, b) to


(a + dx, b + dy) is denoted z and is approximated by the differential dz:
z dz = fx (a, b)dx + fy (a, b)dy

17
17.1

Max-Min Problems
Derivatives and Local Maximum/Minimum Values

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

17.2

Critical Points

A critical point exists if either


fx (a, b) = fy (a, b) = 0
one (or both) of fx or fy does not exist at (a, b)

17.3

Second Derivative Test

2
Let D(x, y) = fxx fyy fxy

If D(a, b) > 0 and fxx (a, b) < 0, then f has a local maximum at (a, b).
If D(a, b) > 0 and fxx (a, b) > 0, then f has a local minimum at (a, b).
If D(a, b) < 0, then f has a saddle point at (a, b).
If D(a, b) = 0, then the test is inconclusive.

17.4

Absolute Maximum/Minimum Values

Let f be continuous on a closed bounded set R in R2 . To find absolute maximum


and minimum values of f on R:
1. Determine the values of f at all critical points in R.
2. Find the maximum and minimum values of f on the boundary of R.
3. The greatest function value found in Steps 1 and 2 is the absolute maximum value of f on R, and the least function value found in Steps 1 and 2
is the absolute minimum values of f on R.

18
18.1

Double Integrals
Double Integrals on Rectangular Regions

Let f be continuous on the rectangular region R = {(x, y) : a x b, c y


d}. The double integral of f over R may be evaluated by either of two iterated
integrals:
ZZ

f (x, y) dA =
R

f (x, y) dx dy =
c

f (x, y) dy dx
a

10

18.2

Double Integrals over Nonrectangular Regions

Let R be a region bounded below and above by the graphs of the continuous
functions y = g(x) and y = h(x), respectively, and by the lines x = a and x = b.
If f is continuous on R, then
ZZ

h(x)

f (x, y) dy dx

f (x, y) dA =
g(x)

Let R be a region bounded on the left and right by the graphs of the continuous
functions x = g(y) and x = h(y), respectively, and by the lines y = c and y = d.
If f is continuous on R, then
ZZ

h(y)

f (x, y) dA =

f (x, y) dx dy
c

18.3

g(y)

Areas of Regions by Double Integrals


ZZ
area of R =

dA
R

19
19.1

Polar Double Integrals


Double Integrals over Polar Rectangular Regions

Let f be continuous on the region in the xy-plane R = {(r, ) : 0 a r


b, }, where 2. Then
ZZ

f (r, ) dA =

f (r, ) r dr d

19.2

Double Integrals over More General Polar Regions

Let f be continuous on the region in the xy-plane


R = {(r, ) : 0 g() r h(), }
where 2. Then.
ZZ

h()

f (r, ) dA =
R

f (r, ) r dr d

g()

If f is nonnegative on R, the double integral gives the volume of the solid


bounded by the surface z = f (r, ) and R.

11

19.3

Area of Polar Regions


ZZ

A=

h()

r dr d

dA =
g()

20

Triple Integrals

Let D = {(x, y, z) : a x b, g(x) y h(x), G(x, y) z H(x, y)}, where


g, h, G, H are continuous functions. The triple integral of a continuous function
f on D is evaluated as the iterated integral
b

ZZZ

h(x)

H(x,y)

f (x, y, z) dz dy dx

f (x, y, z) dV =
D

21

g(x)

G(x,y)

Cylindrical and Spherical Coordinates

21.1
21.1.1

Definitions
Cylindrical Coordinates

(r, , z) An extension of polar coordinates into R3 . Simply add a z component.


21.1.2

Spherical Coordinates

(, , )
is the distance from the origin to a point P .
is the angle between the positive z-axis and the line OP .
is the same angle as in cylindrical coordinates; it measure rotation about
the z-axis relative to the positive x-axis.

21.2

Rectangular to Cylindrical
r 2 = x2 + y 2
y
tan =
x
z=z

21.3

Cylindrical to Rectangular
x = r cos
y = r sin
z=z

12

21.4

Integration in Cylindrical Coordinates


ZZZ

h()

H(r cos ,r sin )

f (r, , z) dz r dr d

f (r, , z) dV =

21.5

G(r cos ,r sin )

g()

Rectangular to Spherical
2 = x2 + y 2 + z 2

You have to solve for and with trigonometry.

21.6

Spherical to Rectangular
x = sin cos
y = sin sin
z = cos

21.7

Integration in Spherical Coordinates


ZZZ

h(,)

f (, , ) dV =

22
22.1

f (, , )2 sin d d d

g(,)

Change of Variables
Jacobian Determinant of a Transformation of Two
Variables

Given a transformation T : x = g(u, v), y = h(u, v), where g and h are differentiable on a region of the uv-plane, the Jacobian determinant of T is


x x


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

(u, v) y y




u v

22.2

Change of Variables for Double Integrals


ZZ

ZZ
f (x, y) dA =

22.3

f (g(u, v), h(u, v))|J(u, v)| dA


S

Change of Variables for Triple Integrals

I am SO not typing out the expansion of the above into triple integrals. Its
intuitive. Just add stuff where you think it should go.

13

22.4

YOU have to Choose the Transformation

Just cry.

23

Vector Fields

23.1

Vector Fields in Two Dimensions


F(x, y) = hf (x, y), g(x, y)i

23.2

Radial Vector Fields in R2

Let r = (x, y). A vector field of the form F = f (x, y)r, where f is a scalar-valued
function, is a radial vector field.
F(x, y) =

hx, yi
r
=
p
|r|
|r|p

p is a real number. At every point (sans origin), the vectors of this field are
1
directed outward format he origin with a magnitude of |F| = p1 . You can
|r|
also apply all of this to R3 by just adding a z component.

23.3

Gradient Fields and Potential Functions

Let z = (x, y) and w = (x, y, z) be differentiable functions on regions of R2


and R3 , respectively. The vector field F = is a gradient field, and the
function is a potential function for F.

24

Line Integrals

24.1

Evaluating Scalar Line Integrals in R2

Let f be continuous on a region containing a smooth curve C : r(t) = hx(t), y(t)i,


for a t b. Then
Z
Z b
Z b
p
f ds =
f (x(t), y(t))|r0 (t)| dt =
f (x(t), y(t)) x0 (t)2 + y 0 (t)2 dt
C

24.2

Evaluating Scalar Line Integrals in R3

Simply add a z component to the above where it obviously belongs.

14

24.3

Line Integrals of Vector Fields

24.3.1

Definition

Let F be a vector field that is continuous on a region containing a smooth


oriented curve C parametrized by arc length. Let T be the unit tangent vector
at each
R point of C consistent with the orientation. The line integral of F over
C is C F T ds.
24.3.2

Different Forms

F = hf, g, hi and C has a parametrization r(t) = hx(t), y(t), z(t)i, for a t b


Z b
Z b
Z
Z
F r0 (t) dt =
(f x0 (t) + gy 0 (t) + hz 0 (t)) dt = f dx + g dy + h dz = F dr
a

For line integrals in the plane, we let F = hf, gi and assume C is parametrized
in the form r(t) = hx(t), y(t)i, for a t b. Then
Z
Z b
Z
Z
0
0
F T ds =
(f x (t) + gy (t)) dt = f dx + g dy = F dr
C

24.4

Work

F is a force field
Z

Z
F T ds =

W =

F r0 (t) dt

24.5

Circulation

F is a vector field

Z
F T ds

Circulation =
C

24.6

Flux
Z

Z
F n ds =

F lux =
C

(f y 0 (t) gx0 (t)) dt

n = T k, and a positive answer means a positive outward flux.

25
25.1

Conservative Vector Fields


Test for Conservative Vector Field

Let F = hf, g, hi be a vector field defined on a connected and simply connected


region D of R3 , where f , g, and h have continuous first partial derivatives on
15

D. Then, F is a conservative vector field on D (there is a potential function


such that F = ) if and only if
f
g

=
y
x
f
h
=
z
x
g
h

=
z
y

For vector fields in R2 , we have the single condition

25.2

f
g
=
.
y
x

Finding Potential Functions

Suppose F = hf, g, hi is a conservative vector field. To find such that F = ,


take the following steps:
1. Integrate x = f with respect to x to obtain , which includes an arbitrary
function c(y, z.
2. Compute y and equate it to g to obtain an expression for cy (y, z).
3. Integrate cy (y, z) with respect to y to obtain c(y, z), including an arbitrary
function d(z).
4. Compute z and equate it to h to get d(z).
Beginning the procedure with y = g or z = h may be easier in some cases.
This method can also be used to check if a vector field is conservative by seeing
if there is a potential function.

25.3

Fundamental Theorem for Line Integrals


Z

Z
F T ds =

25.4

F dr = (B) (A)
C

Line Integrals on Closed Curves

Let R in R2 (or D in RH3 ) be an open region. Then F is a conservative vector


field on R if and only if C F dr = 0 on all simple closed smooth oriented curves
C in R.

26
26.1

Greens Theorem
Circulation Form
I
F dr =
C

ZZ 

I
f dx + g dy =
C

16

g
f

x y


dA

26.2

Area of a Plane Region by Line Integrals


I

I
x dy =

26.3

ZZ 
f dy g dx =

f
g
+
x y


dA

Divergence and Curl


Divergence of a Vector Field
div(F) = F =

g
h
f
+
+
x y
z

Divergence of Radial Vector Fields


div(F) =
F=

27.3

(x dy y dx)
C

27.2

Flux Form
F n ds =

27.1

1
2

27

y dx =

3p
|r|p

r
hx, y, zi
= 2
p
|r|
(x + y 2 + z 2 )p/2

Curl
curl(F) = F

Just derive the curl by doing the cross product.

27.4

Divergence of the Curl


( F) = 0

28
28.1
28.1.1

Surface Integrals
Parameterization
z is Explicitly Defined

Use x = x, y = y, and since z is explicitly defined, you already have what z


equals.
28.1.2

Cylinder

Simply use cylindrical coordinates to parameterize the surface in terms of and


z.
17

28.1.3

Sphere

Simply use spherical coordinates to parameterize the surface in terms of and


.
28.1.4

Cone

Use:
x = v cos u
y = v sin u
z=v
0 u 2 and 0 v h

28.2

Surface Integrals of Parameterized Surfaces


ZZ

ZZ
f (x, y, z) d =

29



r r

dA
f (x(u, v), y(u, v), z(u, v))

s
t

Divergence Theorem

Let F be a vector field whose components have continuous first partial derivatives in a connected and simply connected region D enclosed by a smooth oriented surface S. Then
ZZ
ZZZ
F n dS =
F dV
S

where n is the outward normal vector on S.

18

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