Mathematics 3

Communication and Power

Lecture material
(2022-2023)

Prepared by:
Dr Marwa Abd El-Khaliq

Page |1
 ‫رؤية و رسالة المعهد‬
‫يسعى معهد األهرامات العالي للهندسة والتكنولوجيا ألن يصبح احد المعاهـد الرائدة والمصنفة عالميا ً فى مجال التعليم الهندسي‬
‫‪.‬والتكنولوجي الذي يوازن بين احتياجات التنمية المحلية والمتغيرات والتحديات العالمية‬

‫‪Page |2‬‬
Contents
CHAPTER (1) Function of Several Variables ......................................................................... 5
Functions of several variables ................................................................................................................ 5
Limits of several variable functions ...................................................................................................... 9
Continuity .............................................................................................................................................. 12
Exercise .................................................................................................................................................. 14
CHAPTER (2) Partial derivatives ....................................................................................... 16
Partial derivatives ................................................................................................................................. 16
Chain rule of a function of two variables: .......................................................................................... 17
Jacobians: .............................................................................................................................................. 18
Applications of Jacobian: ..................................................................................................................... 19
Total Differential: ................................................................................................................................. 23
Euler's Theorem of homogenous functions ........................................................................................ 25
Exercise .................................................................................................................................................. 29
CHAPTER (3) Taylor Series ................................................................................................ 31
Taylor and Maclurin series .................................................................................................................. 31
Maxima and Minima for a function of two variables: ....................................................................... 33
Constrained maximum and minimum, Lagrange multipliers .......................................................... 36
The envelopes ........................................................................................................................................ 38
Differentiation of integrals (Libentiz rule) ........................................................................................ 40
Exercise .................................................................................................................................................. 43
Chapter (4) Multiple Integrals ........................................................................................ 44
Double Integration ................................................................................................................................ 44
Applications of Double Integrals ......................................................................................................... 46
Change of variable in double integrals ............................................................................................... 48
Triple Integration.................................................................................................................................. 50
Exercise .................................................................................................................................................. 54
CHAPTER (5) Line integral and surface area ...................................................................... 55
Line integral .......................................................................................................................................... 55
The relationship between the line integral and the double integral (Green's Theorem) ................ 61
Triple integral: ...................................................................................................................................... 65
Surface Area .......................................................................................................................................... 67

Page |3
 Exercise .................................................................................................................................................. 70
CAPTER (6) Vector Analysis ............................................................................................ 73
Vectors and scalars ............................................................................................................................... 73
Gradient of a scalar Field: ................................................................................................................... 85
Curl and divergence of vector field : ................................................................................................... 90
Conservative fields ................................................................................................................................ 95
Line integral and some integral Theorems: ...................................................................................... 100
Green Theorem: .................................................................................................................................. 108
Flux of vector field: ............................................................................................................................. 110
Divergence Theorem (Gauss’s Theorem) ......................................................................................... 113
Stoke’s Theorem.................................................................................................................................. 116
Exercises .............................................................................................................................................. 118
Chapter (7) Infinite series ............................................................................................. 125
Operations on Series: .......................................................................................................................... 127
Tests for Convergence of series.......................................................................................................... 127
Comparison Tests................................................................................................................................ 128
D’Alembert Tests: ............................................................................................................................... 130
Cauchy Tests........................................................................................................................................ 131
Integral tests. ....................................................................................................................................... 132
Alternating Series:- Leibniz Test ....................................................................................................... 133
Series positive and negative Term ..................................................................................................... 134
Absolute and Conditional Convergence ............................................................................................ 134
Power series. ........................................................................................................................................ 136
Exercises .............................................................................................................................................. 140
References 142

‫يسعى معهد األهرامات العالي للهندسة والتكنولوجيا ألن يصبح احد المعاهـد الرائدة والمصنفة عالميا ً فى مجال التعليم الهندسي‬
‫ والتكنولوجي الذي يوازن بين احتياجات التنمية المحلية والمتغيرات وا لتحديات العالمية‬.

Page |4
Marwa Abd El Khaliq Functions of Several Variables

CHAPTER (1) Function of Several Variables

Introduction:
In this chapter we are concerned with the rates of change of function of
several variables. For simplicity we shall deal in general with function of two
variables, but the arguments used are quite general and the results obtained may be
extended to function of more than two variables.
Let 𝑹 denotes the set of all points on the real line, hence, 𝑅 2 = 𝑅𝑥𝑅
denotes the set of all points (𝒙, 𝒚) in the real plane, similarly Ř a denotes the set of
all points 𝑋, X = (x1 ,x2 , ..., xn). Rn is known by the Euclidean space of dimension
n.
The distance between two point A(x1,yı), B(x2,y2) in R2 is defined by the
number d(A,B) where d(A,B) = √(𝑥2 −𝑥1 )2 + (𝑦2 −𝑦1 )2
The distance between two points X = (x1,x2,............ xn) and Y = (y1,y2,..., yn)
n
in R is defined by the number d(X, Y),
d(X, Y) =√(𝑥1 −𝑦1 )2 + … … + (𝑥𝑛 −𝑦𝑛 )2
Functions of several variables
Definition 1:
The set of all points whose distance from a point Xo is smaller than 𝛿, 𝛿 > 0
is called a 𝛿 - neighborhood of the point Xo and is denoted N(Xo, 𝛿) i.e.
N(Xo, 𝛿) = {X𝜀Rn :d(X, Xo)> 𝛿 }.
Remark 1:
(i). In R the 𝛿 – neighborhood of a point Xo is the set
of all points which lies in the open interval
(ii) In the xy-plane (R2) the 𝛿 - neighborhood of Xo =
(xo, yo) is the set of all points lies inside the circle of
center at Xo (xo,yo) and radius 𝛿, i.e.
N(Xo, 𝛿) = {(x, y) : (x-xo)2 + (y – yo)2 < 𝛿 2 }
(iii) In R3, N(X0, 𝛿) is the interior of the sphere of center Xo and radius 𝛿.
Page |5
Marwa Abd El Khaliq Functions of Several Variables

Definition (2):(function of two variables):

Let D⊂R2=RxR. Then a real valued function of two variables f: D→R is
a rule assigns to each point (x, y) ∈ D a unique number z ∈ R (that we
denote f(x, y). The set D is called the domain of f and denoted by D f : while the set
{f(x,y):(x,y) ∈D} is called the range of f.
Remark(2)
If D⊂R, f is called a function of one variable.
If D⊂R2, f is called function of two variables.
(e.g. z = f(x, y) = x3y2 + 5 x y is defined for all (x, y) ∈ R2, hence D=R2).
If D⊂Rn , f is called function of n variables.
(e.g. z= x12 + x22 +......xn2 is a function of n-variables, D=Rn)
Example (1):
Find the domain of the function f given by f(x, y)= x 4- 5xy2 + y and find
f(0,1); f(1,-1).
Solution:
f(x, y)= x4- 5xy2 + y is polynomial which is defined for all x, y 𝜀 R, that is Df
= R2. f(0,1) = 0 - 0+1=1 ∈ R.
f(1,-1) = 14 - 5(1)(-1)2 + (-1) = 1-5-1 = -5 ∈ R.
Example 2):
Find the domain and the range of the function
f(x, y) = √4 − 𝑥 2 −𝑦 2 and find f(0,1), f(1,-1).
Solution:
The function f(x, y) = √4 − 𝑥 2 −𝑦 2 is defined for
all (x, y) ∈ R2 at which.
4-x2 – y2 ≥ 0 , then
x2 + y2 ≤ 4 thus
Df = {(x,y):x2 + y2 ≤ 4}
Page |6
Marwa Abd El Khaliq Functions of Several Variables

This is a disk of center at (0,0) and radius equal 2 (Fig.1).

To define the rang off we notice that √4 − 𝑥 2 −𝑦 2 is largest when x = y = 0.
Thus the largest value of √4 − 𝑥 2 −𝑦 2 = √4 = 2.
Also, since x2 + y2 ≤ 4 . The smallest values of 4 - x2 - y2 is 0, taken when x2
- y2 = 4. Thus the range of f is the closed interval [0, 2].
f(0,1) = √4 − 02 −12 = √3
f(-1,1) = √4 − (−1)2 −12 = √2
Example (3):
Find the domain and the range of f(x, y) = tan-1 (y/x)
Solution:
f(x, y) = tan-1 (y/x) is defined when x≠0. Hence Df = {(x,y):x≠ 0}. Range of
𝜋 𝜋
f = (– , )
2 2

Example (4):
Find the domain of definition of the function:
f(x,y)= ln(16 – x2 – y2) (x2 +y2 – 4)
Solution:
The given function is defined for all points (x, y) 𝜖 R
such that:
(16 – y2) (x2 + y2 – 4) > 0. i.e.
4 < x2 + y2 <16.
Thus
Df ={(x,y): 4<x2+ y2 <16}. This domain is
sketched as in (Fig.2).

Example (5):
Find the domain of definition of the following function:
Page |7
Marwa Abd El Khaliq Functions of Several Variables

(i) f(x,y) = √ 𝟔 − (𝟐𝐱 + 𝟑𝐲).

𝒙𝒚−𝟓
(ii) g(x,y) =
𝟐 √𝒚−𝒙𝟐

Solution:
(i) f(x,y) = √ 𝟔 − (𝟐𝐱 + 𝟑𝐲) is defined for all (x, y) = ∈ R2 Such that
6 – (2x+3y) ≥ 0
– (2x+3y) ≥ –6
2x + 3y ≤ 6
Thus
Df = {(x,y): 2x + 3y ≤6}.
This domain is sketched as in (Fig.3).

𝐱𝐲−𝟓
(ii) f(x,y) = is defined for all (x, y) ∈ R2
√𝐲−𝐱 𝟐

such that y – x2 > 0, hence Df = {(x, y): y > x2}

This domain is sketched to be the interior
points of the parabola y=x2 as in (fig. 4).

Example 6:
𝒚𝟐 𝒛𝟐
Let w = √𝟏 − 𝒙𝟐 − ( ) − ( )
𝟒 𝟗

Find the domain off and calculate f(0,1,1).

Solution:
The domain of f is defined for all (x, y, z) ∈ R3
y2 z2 y2 z2
such that 1 − x 2 − ( ) − ( ) ≥ 0, x2 + ( ) + ( ) ≤ 1
4 9 4 9

Thus,
Page |8
Marwa Abd El Khaliq Functions of Several Variables

𝑦2 𝑧2
Dw =(x,y,z) : x2 + + ≤ 1} the domain of
4 9
f w is the set of points (x, y, z) ∈ R3 that are on and
𝑦2 𝑧2
interior to an ellipsoid x2 + + =1 (sketched in
4 9
fig. 5).

Limits of several variable functions

Definition 3:
Let f(x, y) be defined in a neighborhood of (x o, yo) but not necessarily at (xo,
yo) itself. Then we say f(x, y) has the limit L at a point (xo, yo) when (x, y) → (xo,
yo)
if ∀ 𝜀 > 0 , ∃ 𝛿 > 0 such that |f(x, y) − L| < ε , ∀ (x,y) ∈ N((xo, yo), 𝛿)
in symbols we write
lim 𝑓(𝑥, 𝑦) = 𝐿 or lim 𝑓(𝑥, 𝑦) = 𝐿
𝑥→𝑥𝑜
(𝑥,𝑦)→(𝑥𝑜 ,𝑦𝑜 )
𝑦→𝑦𝑜

Also, we write.
lim =L ⟺ ∀𝜀 > 𝑜, ∃𝛿 > 0|𝑓(𝑥, 𝑦) − 𝐿| < 𝜀
(𝑥,𝑦)→(𝑥𝑜 ,𝑦𝑜 )

Example (7):

Page |9
Marwa Abd El Khaliq Functions of Several Variables

𝐱 𝟑 +𝐲 𝟑 𝟕
Show that lim =
(𝑥,𝑦)→(−1 ,2) 𝐱 𝟐 +𝐲 𝟐 𝟓

Solution:
lim x3 + lim y3
x3 +y3 (x,y)→(−1 ,2) (x,y)→(−1 ,2) −𝟏+𝟖 𝟕
lim = = =
(x,y)→(−1 ,2) x2 +y2 lim x2 + lim y2 𝟏+𝟒 𝟓
(x,y)→(−1 ,2) (x,y)→(−1 ,2)

Example (8):
𝐲 𝟐 −𝒙𝟐
Discuss the existence of lim
(𝑥,𝑦)→(0,0 ) 𝐲 𝟐 +𝐱 𝟐

Solution:
There are infinite number of approaches to the origin. For example, if we
approach along x - axis, then y= 0 and we have :
𝐲 𝟐 −𝒙𝟐 𝐲 𝟐 −𝒙𝟐
L1 = lim =lim (lim
(𝑥,𝑦)→(0,0 ) 𝐲 𝟐 +𝐱 𝟐 𝟐
𝑥→0 𝑦→0 𝐲 +𝐱
𝟐

−𝐱 𝟐
= lim = lim −1 = −1
𝑥→0 𝐱 𝟐 𝑥→0

On the other hand, if we approach along y-axis, then x=0

and
𝐲 𝟐 −𝒙𝟐 𝐲 𝟐 −𝒙𝟐
L2 = lim =lim (lim
(𝑥,𝑦)→(0,0 ) 𝐲 𝟐 +𝐱 𝟐 𝟐
𝑥→0 𝑦→0 𝐲 +𝐱
𝟐

𝐲𝟐
= lim = lim 1 ≠L1
𝑦→0 𝐲 𝟐 𝑦→0

we have
L1 ≠ L2
Thus, we get different answer depending on how to approach the origin.
Example (8) leads to the following rule: If we get two or more different values for
lim f(x, y) as we approach (x, y) along different paths, or if the limit fails to
(𝑥,𝑦)→(0,0 )
exist along some path , then lim f(x, y) does not exist. Solve example (8) by
(𝑥,𝑦)→(0,0 )
putting y=mx

P a g e | 10
Marwa Abd El Khaliq Functions of Several Variables

m2 x2 −x2 m2 −1 m2 −1
lim = lim =
𝑥→0 m2 x2 +x 2
𝑥→0 m2 +1 m2 +1

Which depends on the constant and hence the limit does not exist.
Example(9):
𝐱𝟐 𝐲
If f(x,y) =
𝐱 𝟒 +𝐲 𝟐

Find lim f(x, y) , if it is possible.

(𝑥,𝑦)→(0,0 )

Solution :
If we approach the origin (0,0) along straight line passing through the origin, then
put y=mx.
𝐱𝟐𝐲 𝐱 𝟐 𝐦𝐱
lim =lim
(𝑥,𝑦)→(0,0 ) 𝐱 𝟒 +𝐲 𝟐
𝑥→0 𝐱 𝟒 +𝐦𝟐 𝐱 𝟐

𝐱 𝟐 𝐦𝐱 𝐦𝐱
lim 𝟐 𝟐 = lim = 𝟎 = 𝑳𝟏
x→0 𝐱 (𝐱 + 𝐦𝟐 ) x→0 𝐱 𝟐 + 𝐦𝟐

If we approach (0,0) along the parabola y =x2, then.

𝐱𝟐𝐲 𝐱𝟐. 𝐱𝟐
lim = lim
(x,y)→(0,0 ) 𝐱 𝟒 +𝐲 𝟐
x→0 𝐱 𝟒 +𝐱 𝟒

x4 1 1
lim = lim = = 𝐿2
x→0 2x 4 x→0 2 2
Lı ≠ L2 , thus the limit dose not exist.
Example (10):
𝑥 2 −𝑦 2
Prove that lim 𝑥𝑦 =0
(𝑥,𝑦)→(0,0 ) 𝑥 2 +𝑦 2

Solution:
If we approach to (0,0) along the straight line y = mx, then:
𝑥 2 −𝑦 2
lim 𝑥𝑦 2 2
(𝑥,𝑦)→(0,0 ) 𝑥 +𝑦
𝑥 2 −𝐦𝟐 𝐱 𝟐
= lim 𝑥𝑚𝑥
(𝑥→0) 𝑥 2 +𝐦𝟐 𝐱 𝟐

P a g e | 11
Marwa Abd El Khaliq Functions of Several Variables

𝑥 2 (𝟏−𝐦𝟐 )
= lim 𝑚𝑥 2 =0
(𝑥→0) 𝑥 2 (𝟏+𝐦𝟐 )

This is not enough. We must use the (𝜖 – 𝛿) definition on the limit. Let 𝜖 > 0
be given. Then we must show that there is
𝛿 > 0 such that if 0 < √𝑥 2 + 𝑦 2 < 𝛿, then :
xy(y 2 − x 2 )
|f(x, y)| = | 2 |<ε
x + y2

But |x| ≤ √x 2 + y 2 , |y| ≤ √x 2 + y 2

And |y 2 − x 2 | ≤ x 2 + y 2 , so
xy(y 2 − x 2 ) √x 2 + y 2 √x 2 + y 2 (x 2 + y 2 )
| 2 |≤
x + y2 x2 + y2
= x2 + y2 < 𝛿
Hence, if we choose 𝛿 =√𝜖 , we will have |𝑓(𝑥, 𝑦)| < 𝜖
If √x 2 + y 2 < 𝛿.
Continuity
Definition (4) (continuity)
The function f(x, y) is continuous at (xo, yo) if all of the following condition
hold:
(1) f(xo, yo) exists,
(2) lim f(x. y) exists
(x,y)→(0,0 )

(3) lim 𝑓(𝑥, 𝑦) = 𝑓(𝑥𝑜 , 𝑦𝑜 )

(𝑥,𝑦)→(0,0 )

If one or more of these conditions fail to hold the function f is said to be

discontinuous at (xo, yo). f(x, y) is continuous at a subset S of R2 if it is continuous
at every point (x, y) in S.
Example (11):
Discuss the continuity of the function:
P a g e | 12
Marwa Abd El Khaliq Functions of Several Variables

𝑥2𝑦
, (𝑥, 𝑦) ≠ (0,0)
𝑓(𝑥, 𝑦) = { 𝑥 4 + 𝑦 2
0 , (𝑥, 𝑦) = (0,0)
Solution:
f(0, 0) = 0, that is f is defined at (0, 0). But lim 𝑓(𝑥, 𝑦) does not exist (see
(𝑥,𝑦)→(0,0 )
Example (9)).
Thus f(x, y) is discontinuous
Example (12);
Discuss the continuity of the function
𝑥2 − 𝑦2
, (𝑥, 𝑦) ≠ (0,0)
𝑓(𝑥, 𝑦) = { 𝑥 2 + 𝑦 2
0 , (𝑥, 𝑦) = (0,0)
Solution:
f (x, y) is continuous at (0, 0) according to example (8).
We notice that if the function f(x, y) in the previous example is defined as follows:
𝑥2 − 𝑦2
𝑥𝑦 2 , (𝑥, 𝑦) ≠ (0,0)
𝑓(𝑥, 𝑦) = { 𝑥 + 𝑦2
1 , (𝑥, 𝑦) = (0,0)
Then f (x, y) is discontinuous at (0, 0) because lim 𝑓(𝑥, 𝑦) ≠ 𝑓(0,0)
(𝑥,𝑦)→(0,0 )

Hence, the existence of the limit f(x, y) at (xo, yo) is not sufficient for continuity
at (xo, yo) because it may happen that
lim 𝑓(𝑥, 𝑦) ≠ 𝑓(𝑥0 , 𝑦0 )
(𝑥,𝑦)→(0,0 )

P a g e | 13
Marwa Abd El Khaliq Functions of Several Variables

Exercise
1) Find the domain of definition of the following functions. Give a
sketch when possible.
x+4y x+y
(1) f(x,y)= (2) f(x,y) =
2x−y x2 +y2

(3) f(x,y) = √𝑥 + 𝑦 − 3 (4) f(x,y) = sin(x+y

(5) f(x,y) = ln x y (6) f(x,y) = ln(x+y)

x−y
(7) z = tan–1 (8) z = xy
√x2 +y2

(9) z= sin–1 (x+y) (10) √|𝑥| + |𝑦| − 1

1
𝑥 2 +𝑦 2 −1 (12) z =
(11) z = √
4−𝑥 2 −𝑦 2 √𝑦−√𝑥

2) Find the following limits when exists:

𝑥2
(1) lim
(𝑥,𝑦)→(0,0 ) 𝑥 2 +𝑦 2

𝑦 2 −𝑥
(2) lim
(𝑥,𝑦)→(0,0 ) 𝑦 2 +𝑥

𝑥 4 +𝑦 4
(3) lim
(𝑥,𝑦)→(0,0 ) 𝑥 2 +𝑦 2
(𝑥−1)(𝑦−1)
(4) lim
(𝑥,𝑦)→(0,0 ) (𝑥+𝑦−3)
3𝑥
(5) lim
(𝑥,𝑦)→(0,0 ) 𝑦+1
𝑥+𝑦
(6) lim
(𝑥,𝑦)→(0,0 ) 𝑥−𝑦
sin (𝑥−𝑦)
(7) lim
(𝑥,𝑦)→(1,1 ) cos (𝑥−𝑦)
1+𝑥𝑦
(8) lim
(𝑥,𝑦)→(–4,3 ) 1−𝑥 2

3) Determine the point of discontinuity of the following function:

P a g e | 14
Marwa Abd El Khaliq Functions of Several Variables

(1) f(x,y)=1/(x – y)2

(2) f(x, y) = 1/x2 – y2–1
(3) f(x, y)= cos1/xy
(4) f(x, y)= ln√𝑥 2 + 𝑦 2
4) Examine the continuity of the following function at the origin.
3𝑥𝑦
, (𝑥, 𝑦) ≠ (0,0)
𝑓(𝑥, 𝑦) = { √𝑥 2 + 𝑦 2
0 , (𝑥, 𝑦) = (0,0)
5) Find the number C such that the function.
3𝑥𝑦
, (𝑥, 𝑦) ≠ (0,0)
𝑓(𝑥, 𝑦) = { √𝑥 2 + 𝑦 2
0 , (𝑥, 𝑦) = (0,0)
is continuous at the origin. Show that your choice of C is unique.

P a g e | 15
Marwa Abd El Khaliq Partial Derivatives

CHAPTER (2) Partial derivatives

Partial derivatives
The partial derivatives of a function of two or more independent variables
with respect to one of the independent variables is the ordinary derivative with
respect to the variable keeping the other variables constant.
Let z = f(x, y)
∂f ∂z f(x+∆x , y)−f(x,y)
fx = = = zx = lim
∂x ∂x ∆x→0 ∆x

provided that this limit exists.

Similarly, the partial derivative of z w.r.t. y keeping x as constant iş denoted
by:
∂z ∂f
, , fy etc.
∂y ∂y

∂f f(x+∆x , y)−f(x,y)
then = lim
∂y ∆x→0 ∆x

Higher- order partial derivative are defined in a similar manner.

∂z ∂z
In general, if z=f(x, y), and
∂x ∂y

are themselves function of x and y. Therefore, the partial derivative of the second
order are defined as follows:
∂2 𝑧 ∂ ∂z
= ( ) = fxx
∂x2 ∂x ∂x
∂2 𝑧 ∂ ∂z
= ( ) = fyy
∂y2 ∂y ∂y

∂2 𝑧 ∂ ∂z
= ( ) = fxy
∂x ∂y ∂x ∂y

∂2 𝑧 ∂ ∂z
= ( ) = fyx
∂y ∂x ∂y ∂x

Subject to certain conditions involving the continuity of z and its derivatives

∂2 𝑧 ∂2 𝑧
it may shown that =
∂x ∂y ∂y ∂x

Example (13):
P a g e | 16
Marwa Abd El Khaliq Partial Derivatives

𝑦
If z = (x2 + y2) tan-1 ( ) , find fx, fy, fxx, fyy, fxy and fyx.
𝑥

Solution:
𝑦
fx = 2x tan-1 ( ) − 𝑦
𝑥
𝑦
fy = 2y tan-1 ( ) + 𝑥
𝑥
𝑦 2𝑥𝑦
fxx = 2x tan-1 ( ) −
𝑥 𝑥 2 +𝑦 2
𝑦 2𝑥𝑦
fyy = 2tan-1 ( ) +
𝑥 𝑥 2 +𝑦 2

2𝑥 2 𝑥 2 −𝑦 2
fyx = -1 =
𝑥 2 +𝑦 2 𝑥 2 +𝑦 2

−2𝑦 2 𝑥 2 −𝑦 2
fxy = +1 =
𝑥 2 +𝑦 2 𝑥 2 +𝑦 2

∴ 𝑓𝑥𝑦 = 𝑓𝑦𝑥

Chain rule of a function of two variables:

If w = f(x,y) , x = x(t) , y = y(t)
𝑑𝑤 𝑑𝑓 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦
Then = = . + .
𝑑𝑡 𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
𝑑𝑥 𝑑𝑦
= 𝑓𝑥 . + 𝑓𝑦 .
𝑑𝑡 𝑑𝑡

Also, in three variables:

If w = f(x, y, z) , x = x(t) , y = y(t) , z = z(t)
Moreover If
w = f(x, y) , x = x(u, v) , y = y(u,v)
Then
𝜕𝑤 𝜕𝑤 𝜕𝑥 𝜕𝑤 𝜕𝑦
= . + .
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢
𝜕𝑤 𝜕𝑤 𝜕𝑥 𝜕𝑤 𝜕𝑦
= . + .
𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣
Example (14):
P a g e | 17
Marwa Abd El Khaliq Partial Derivatives

𝑢
W= x+ 2y + z2 , x= , y= u2 + ev , z = 2u
𝑣

𝜕𝑤 𝜕𝑤 𝜕𝑥 𝜕𝑤 𝜕𝑦 𝜕𝑤 𝜕𝑧
= . + . + .
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑡 𝜕𝑢
1
= 1. + 2.2u+2z.2
𝑣

Example (15):
Let w = f(x.y) , u = x+y ,v=x–y
𝜕𝑤 𝜕𝑤
Find and
𝜕𝑢 𝜕𝑣

Solution:
U = x+y and v = x – y implies to
1 1
X= (𝑢 + 𝑣) 𝑎𝑛𝑑 𝑦 = (𝑢 − 𝑣)
2 2

𝜕𝑤 𝜕𝑥 𝜕𝑦
∴ = 𝑓𝑥 . + 𝑓𝑦 .
𝜕𝑢 𝜕𝑢 𝜕𝑢
1 1
= 𝑓𝑥 + 𝑓𝑦
2 2

𝜕𝑤 𝜕𝑥 𝜕𝑦
∴ = 𝑓𝑥 . + 𝑓𝑦 .
𝜕𝑣 𝜕𝑣 𝜕𝑣
1 1
= 𝑓𝑥 − 𝑓𝑦
2 2

Jacobians:
If F = f(x,y) and G = g(x,y) , then the jacobians of F , G with respect to x, y
is defined as:
𝐹, 𝐺 𝜕(𝐹, 𝐺) 𝐹𝑥 𝐹𝑦
𝐽( )= =| |
𝑥, 𝑦 𝜕(𝑥, 𝑦) 𝐺𝑥 𝐺𝑦
Example (16):
x,y
If x = r cosθ , y = r sinθ evaluate J ( )
r,θ

Solution:

P a g e | 18
Marwa Abd El Khaliq Partial Derivatives

𝜕𝑥 𝜕𝑥
x, y
J ( ) = | 𝜕𝑟 𝜕𝜃|
r, θ 𝜕𝑦 𝜕𝑦
𝜕𝑟 𝜕𝜃
𝑐𝑜𝑠𝜃 −𝑟 𝑠𝑖𝑛𝜃
=| |
𝑠𝑖𝑛𝜃 𝑟 𝑐𝑜𝑠𝜃
= r cos2𝜃 + r sin2𝜃
=r
Applications of Jacobian:
Jacobian used to evaluate the derivatives for the implicit function. For
example, if
w = w (x, y), F ( x, y, u, v) =0 and G (x, y, u, v) = 0
𝐹,𝐺 𝐹𝑥 𝐹𝑦
Let ∆ = 𝐽 ( )=| |
𝑥,𝑦 𝐺𝑥 𝐺𝑦
Then
𝐹, 𝐺 𝐹𝑢 𝐹𝑦
𝐽 ( | |
𝜕𝑥 𝑢, 𝑦 ) 𝐺𝑢 𝐺𝑦
=– =–
𝜕𝑢 𝐹, 𝐺 𝐹𝑥 𝐹𝑦
𝐽(
𝑥, 𝑦 ) |
𝐺𝑥 𝐺𝑦
|

𝐹, 𝐺
𝐽 (
𝜕𝑥 𝑣, 𝑦 )
= −
𝜕𝑣 𝐹, 𝐺
𝐽(
𝑥, 𝑦 )
𝐹, 𝐺
𝐽(
𝜕𝑦 𝑥, 𝑢 )
= −
𝜕𝑢 𝐹, 𝐺
𝐽(
𝑥, 𝑦 )
𝐹, 𝐺
𝐽(
𝜕𝑦 𝑥, 𝑣 )
= −
𝜕𝑣 𝐹, 𝐺
𝐽(
𝑥, 𝑦 )
Also,
P a g e | 19
Marwa Abd El Khaliq Partial Derivatives

𝐹, 𝐺
𝐽(
𝜕𝑢 𝑥, 𝑣 )
= −
𝜕𝑥 𝐹, 𝐺
𝐽(
𝑢, 𝑣 )
𝐹, 𝐺
𝐽(
𝜕𝑢 𝑦, 𝑣 )
= −
𝜕𝑦 𝐹, 𝐺
𝐽(
𝑢, 𝑣 )
Example (17):
Let w = f(x,y)
u2 – v = 3x +y
u – 2v2 = x – 2y
𝜕𝑤
Find
𝜕𝑢

Solution:
𝜕𝑤 𝜕𝑥 𝜕𝑥
= 𝑓𝑥 + 𝑓𝑦
𝜕𝑢 𝜕𝑢 𝜕𝑢
F = u2 – v – 3x – y =0
G = u – 2v2 – x +2y =0
𝐹, 𝐺 𝐹𝑥 𝐹𝑦 −3 −1
𝐽( )=| |= | | = −7
𝑥, 𝑦 𝐺𝑥 𝐺𝑦 −1 2
𝐹, 𝐺 𝐹𝑢 𝐹𝑦 2𝑢 −1
𝐽( )=| |= | | = 4𝑢 + 1
𝑢, 𝑦 𝐺𝑢 𝐺𝑦 1 2
𝐹, 𝐺 −3 2𝑢
𝐽( )= | | = 2𝑢 − 3
𝑥, 𝑢 −1 1
𝐹, 𝐺
𝐽 (
𝜕𝑥 𝑢, 𝑦 ) 1
=– = (4𝑢 + 1)
𝜕𝑢 𝐹, 𝐺 7
𝐽(
𝑥, 𝑦 )

P a g e | 20
Marwa Abd El Khaliq Partial Derivatives

𝐹, 𝐺
𝐽(
𝜕𝑦 𝑥, 𝑢 ) 1
= − = (2𝑢 − 3)
𝜕𝑢 𝐹, 𝐺 7
𝐽(
𝑥, 𝑦 )
𝜕𝑤 1 1
∴ = 𝑓𝑥 ( (4𝑢 + 1)) + 𝑓𝑦 ( (2𝑢 − 3))
𝜕𝑢 7 7
Example (18):
If U= x3y ,
X5 + y = t, x2+y3 =t2
𝑑𝑢
Find
𝑑𝑡

Solution:
U = f(x,y) , x=x(t) , y=y(t)
𝑑𝑢 𝑑𝑢 𝑑𝑥 𝑑𝑢 𝑑𝑦
= . + .
𝑑𝑡 𝑑𝑥 𝑑𝑡 𝑑𝑦 𝑑𝑡
F = x5 +y –t =0
G = x2 + y3 –t2 = 0
𝐹,𝐺 5𝑥 4 1
𝐽( ) = | | = ( 15x4 y2 -2x)
𝑥,𝑦 2𝑥 3𝑦 2
𝐹,𝐺 −1 1
𝐽( ) = | | = ( –3y2 +2t)
𝑡,𝑦 −2𝑡 3𝑦 2
4
= |5𝑥 −1 | = - (10x4 – 2x)
𝐹,𝐺
𝐽( )
𝑥,𝑡 2𝑥 −2𝑡
𝐹, 𝐺
𝐽 (
𝜕𝑥 𝑡, 𝑦 ) 3𝑦 2 − 2𝑡
=– =
𝜕𝑡 𝐹, 𝐺 15𝑥 4 𝑦 2 − 2𝑥
𝐽( )
𝑥, 𝑦
𝐹, 𝐺
𝐽(
𝜕𝑦 𝑥, 𝑡 ) 10𝑥 4 𝑡 − 2𝑥
=– =
𝜕𝑡 𝐹, 𝐺 15𝑥 4 𝑦 2 − 2𝑥
𝐽( )
𝑥, 𝑦

P a g e | 21
Marwa Abd El Khaliq Partial Derivatives

Example (19):
If z = f(u-v , v-u), Prove that
𝑑𝑧 𝑑𝑧
+ =0
𝑑𝑢 𝑑𝑣
Proof:
Put x= u – v , y= v – u
∴ 𝑧 = 𝑓(𝑥, 𝑦) , x= u – v , y= v – u
𝑑𝑧 𝑑𝑧 𝑑𝑥 𝑑𝑧 𝑑𝑦
= . + .
𝑑𝑢 𝑑𝑥 𝑑𝑢 𝑑𝑦 𝑑𝑢
𝑑𝑧 𝑑𝑧
= .1 + . (−1) (1)
𝑑𝑥 𝑑𝑦

𝑑𝑧 𝑑𝑧 𝑑𝑥 𝑑𝑧 𝑑𝑦
= . + .
𝑑𝑣 𝑑𝑥 𝑑𝑣 𝑑𝑦 𝑑𝑣
𝑑𝑧 𝑑𝑧
= . (−1) + . (1) (2)
𝑑𝑥 𝑑𝑦

Adding (1) and (2), we get the result.

Example (20):
𝑥𝑦
If 𝑤 = 𝑓( )
𝑥 2 +𝑦 2

Prove that =0
𝑥𝑦
Proof: Put 𝑢=
𝑥 2 +𝑦 2

∴ 𝑤 = 𝑓(𝑢) , 𝑢 = 𝑓(𝑥, 𝑦)
𝑑𝑤 𝑑𝑢
𝑤𝑥 = .
𝑑𝑢 𝑑𝑥
𝑑𝑤 (𝑥 2 + 𝑦 2 )𝑦 − 𝑥𝑦(2𝑥)
=
𝑑𝑢 (𝑥 2 + 𝑦 2 )2
𝑑𝑤 𝑥 2 𝑦 + 𝑦 3 − 2𝑥 2 𝑦 𝑦3 − 𝑥 2𝑦
= = 2
𝑑𝑢 (𝑥 2 + 𝑦 2 )2 (𝑥 + 𝑦 2 )2

P a g e | 22
Marwa Abd El Khaliq Partial Derivatives

𝑑𝑤 𝑑𝑢
𝑤𝑦 = .
𝑑𝑢 𝑑𝑦
𝑑𝑤 (𝑥 2 + 𝑦 2 )𝑥 − 𝑥𝑦(2𝑦) 𝑥 3 − 𝑥𝑦 2
= = 2
𝑑𝑢 (𝑥 2 + 𝑦 2 )2 (𝑥 + 𝑦 2 )2
𝑥𝑦 3 − 𝑥 3 𝑦 + 𝑥 3 𝑦 − 𝑥𝑦 3
𝑥𝑤𝑥 + 𝑦𝑤𝑦 = = 0
(𝑥 2 + 𝑦 2 )2
Total Differential:
If z = f (x, y), where x and y are independent variables, then ∆z =f(x + ∆x +
yy) – f(x,y)
∴ ∆z =[f(x + ∆x, y + ∆y) – f(x,y+ ∆y)] + [f(x,y + ∆y) – f(x,y)]
= fx ∆x+ fy ∆y+ ε1 ∆x + ε2 ∆y
where ε1 , ε2 → 0 as ∆x, ∆y → 0
∴ ∆z ≅ fx ∆x + fy ∆x (1)
By taking limit of equation (1), we get the total differential,
dz = fx dx+ fy dy
𝜕𝑓 𝜕𝑓
= 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
dz is called the total differential of z.
Example (21):
If z=f(x, y) = 3x2 - xy
What is the change in f(x, y) (∆z) if (x, y) changes from (1, 2) to (1.01, 1.98)
Solution:
∆z = f( x + ∆x, y+ ∆y) – f(x, y)
∆z = 3 ( x +∆x)2 – (x + ∆x) (y +∆ y) – (3x2 – xy)
=3x2 + 6x∆ +3(∆x)2 - xy - x∆y – y∆x – ∆x∆y – 3x2 + xy
= 6x ∆x+ 3(∆x)2 - x∆y - y∆x - ∆x∆y
x = 1, y=2 , ∆x=0.01 , ∆y=-0.02
P a g e | 23
Marwa Abd El Khaliq Partial Derivatives

∴ ∆z = ∆f = 0.0605
from definition
∆z = fx ∆x + fy ∆y + 𝜀 1 ∆x+ 𝜀 2 ∆y
dx = lim ∆𝑥 , dy = lim ∆𝑦
∆𝑥→0 ∆𝑦→0

𝜕𝑓 𝜕𝑓
∴ 𝑑𝑧 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
Definition:
Exact (Total) differential
IF P (x, y) and Q (x, y) are two functions of x, y then the expression
df = P(x, y)dx +Q(x, y) dy
is called Exact (total) differential
𝜕𝑝 𝜕𝑄
𝐼𝑓 =
𝜕𝑦 𝜕𝑥
Example (22)
Prove that (3x2y – 2y2) dx + (x3 - 4xy+6y2) dy is total differential for a function f(x,
y) and find that function.
Solution :
P(x, y) = 3x2 y - 2y2
Q (x, y)= x3 - 4xy+6y2
𝜕𝑝
= 3𝑥 2 − 4𝑦
𝜕𝑦
𝜕𝑄
= 3𝑥 2 − 4𝑦
𝜕𝑥
𝜕𝑝 𝜕𝑄
𝐻𝑒𝑛𝑐𝑒 =
𝜕𝑦 𝜕𝑥
And the given expression is total differential for function f(x, y)
To find f(x, y) we have
P a g e | 24
Marwa Abd El Khaliq Partial Derivatives

df = (3x2y - 2y2) dx +(x3 - 4xy+6y2)dy

𝜕𝑓 𝜕𝑓
= 𝑑𝑥 + 𝑑𝑦 𝑡ℎ𝑎𝑡 𝑖𝑠
𝜕𝑥 𝜕𝑦
𝜕𝑓
= 3𝑥 2 𝑦 − 2𝑦 2 (1)
𝜕𝑥
𝜕𝑓
= 𝑥 3 − 4𝑥𝑦 + 6𝑦 2 (2)
𝜕𝑦
Intergrate (1) w.r.t. x :
f = x3y – 2xy2 + ∅(y) (3)
Where ∅(y) is constant differentiate (3) w.r.t. y
𝜕𝑓
= 𝑥 3 − 4𝑥𝑦 + ∅(𝑦) (4)
𝜕𝑦
Compare (2) and (4) we have
∅′(𝑦) = 6y2
∅(𝑦) = 2y3 + c (5)
Substitute (5) in (3) we get
f(x,y) = x3y - 2xy2 + 2y3 + c.
which is the required function.
Euler's Theorem of homogenous functions
Definition (Homogenous fns)
The function z=f(X1, X2, ..., Xn) is said to be homogenous of degree k if
f( λxı, λx2, ..., λxn)= λk f (x1, x2, ..., xn)
Example (23)
f(x, y) = x2 – y2
is homogenous of 2- degree (k=2)
f(λx, λy) = (λx)2 – (λy)2
=λ2 (x2 - y2) = λ2 f(x,y)
P a g e | 25
Marwa Abd El Khaliq Partial Derivatives

Example (24)
f(x,y)= x4 + x3y + x=y2 + 2y4
f is homogenous. of 4- degree.
Example (25)
f(x, y)= x4 +2xy3 – 5y4
f is H. of 4- degree.
Euler's Theorem of homogenous functions
If Z=f(x, y) is a homogenous function of degree k, then
𝜕𝑓 𝜕𝑓
(i) 𝑥 + 𝑦 = 𝑘𝑓(𝑥, 𝑦) 𝑜𝑟 [𝑥𝑧𝑥 + 𝑦𝑧𝑦 = 𝑘𝑧]
𝜕𝑥 𝜕𝑦

(ii) x2zxx + 2xyzxy + y2zyy =k (k-1)z

Proof: (i) Since z = f(x, y) is a H. of order k;
then f(λx, λy=λk f(x, y)
Put λ x= u, λy = v
∴ f(u, v)= λk f(x, y) (1)
diff. (1) w.r. to λ
𝑑𝑓 𝜕𝑓 𝜕𝑢 𝜕𝑓 𝜕𝑣
= . + . = 𝑘𝛌𝑘−1 𝑓(𝑥, 𝑦) (2)
𝑑𝛌 𝜕𝐮 𝜕𝛌 𝜕𝐯 𝜕𝛌
𝜕𝑓 𝜕𝑓
𝑥 + 𝑦 = 𝑘𝑓(𝑥, 𝑦) (Put 𝛌 =1 → x=u , y=v)
𝜕𝑥 𝜕𝑦

(ii) ∵ 𝑥𝑧𝑥 +𝑦𝑧𝑦 = 𝑘𝑧 (∗)

Differentiate (*) w.r. to x
𝑥𝑧𝑥𝑥 +𝑧𝑥 +𝑦𝑧𝑦𝑥 = 𝑘𝑧𝑥 (𝑧𝑥𝑦 = 𝑧𝑦𝑥)
𝑥𝑧𝑥𝑥 +𝑦𝑧𝑥𝑦 = (𝑘 − 1)𝑧𝑥
Multiplying. by x
x2zxx + xy zxy = (k-1) xzx (**)
differentiate. (*) w.r.t. y

P a g e | 26
Marwa Abd El Khaliq Partial Derivatives

xzxy + yzyy +zy = kzy

multipying.by y
y2zyy + xy zxy=(k-1) yzy (***)
adding (**) and (***) we get
x2zxx + 2xy zxy + y2 zyy = (k-1) (xzx+ yzy)= k (k-1) z
Example (26):
𝑥 2 +𝑦 2 𝜕2 𝑧 𝜕2 𝑧 𝜕𝑧
If z = find the value of 𝑥 2
+𝑦 −2
𝑥+𝑦 𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑥

Solution:
Z is homogenous. of degree 3
𝜕𝑧 𝜕𝑧
x +𝑦 = 3𝑧
𝜕𝑥 𝜕𝑥

Diff. w.r.t. x we get

𝜕 2 𝑧 𝜕𝑧 𝜕2𝑧 𝜕𝑧
𝑥 2+ +𝑦 =3
𝜕𝑥 𝜕𝑥 𝜕𝑦𝜕𝑥 𝜕𝑥
𝜕2𝑧 𝜕2𝑧 𝜕𝑧
𝑥 2+𝑦 −2 =0
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑥
Example (27):
x2 −xy+y2 x+y
If z=√ sin−1 ( )
yx2 +y2 x x−y

Find x2zxx + 2xyzxy + y2zyy

Solution:
1
Z is a homogenous. of degree -
2
1
∴𝑘= −
2
1 3 3
x2zxx + 2xyzxy + y2zyy = k (k–1)z = (– ) (− ) 𝑧 = 𝑧
2 2 4

Example (28):

P a g e | 27
Marwa Abd El Khaliq Partial Derivatives

𝑦 𝑥2
If z = x2f ( ) + 𝑦𝑔( 2)
𝑥 𝑦

Find (i) xzx + yzy

(ii) x2 zxx + y2 zyy + 2xy zxy
Solution:
Z is not homogenous
𝑦 𝑥2
z = x2f ( ) + 𝑦𝑔( 2)
𝑥 𝑦

Put z = u + v
xzx = xux + xvx
yzy = yuy + yvy
Since u is H. of k1 =2
xux + yuy = k1 u = 2u and v is H. of k2 = 1
xvx + yvy = k2 v = v
xzx + yzy = (xux + yuy ) + (xvx + yvy )
= 2u + 1 v
𝑦 𝑥2
= 2x2f ( ) + 1. 𝑦𝑔( 2)
𝑥 𝑦

x2 zxx + y2 zyy + 2xy zxy = k1 (k1 – 1) u + k2 (k2 -1 ) v

= 2(2-1)u + 1 v
𝑦
= 2x2f ( )
𝑥

Example (29):
𝑝𝑚 (𝑥, 𝑦)
𝑧 = ln( )
𝑝𝑛 (𝑥, 𝑦)
Find xzx + yzy
Solution:

P a g e | 28
Marwa Abd El Khaliq Partial Derivatives

𝑝𝑚 (𝑥, 𝑦)
𝑃𝑢𝑡 𝑢 = ( )
𝑝𝑛 (𝑥, 𝑦)
Z= ln u → u = ez
Applying Euler’s Th. On u
xux + yuy = (m-n)u
xux + yuy = (m-n) ez
zez zx + yez zy = (m-n) ez
xzx + yzy = (m-n)
Exercise
(1) Find all first and second order partial derivative of each of the following
functions:
a) f(x, y)=x2y + 1
b) f(x, y) = √𝑥 2 + 𝑦 2
c) f(x, y) = ln(𝑥 3 𝑦 5 − 2)
(𝑥𝑧−𝑦)2
d) f(x, y, z)= xy +
(𝑥 2 +𝑧 2 )

(2) Consider the function f(x, y) =x ln(xy)

a) Find all partial derivatives.
b) Find the total differential at (1, 1).
(3) Prove that
(2x y2 + 3y cos3x) dx + (2x2 y+ sin 3x) dy is totally differential for a function f(x,
y) and obtain that function.
𝑑𝑧
(4) a) If z = x2 ey ,x= sin t, y=t3 , find
𝑑𝑡
𝛿𝑧 𝛿𝑧
b) If z = x ln y, x=u2 + v2 y = u2 - v2, find ,
𝛿𝑢 𝛿𝑣

c) If z=f(x, y), x= u cos v , y=u sin v, Prove that

P a g e | 29
Marwa Abd El Khaliq Partial Derivatives

𝜕𝑧 2 𝜕𝑧 2 𝜕𝑧 2 1 𝜕𝑧
( ) +( ) = ( ) + 2( )
𝜕𝑥 𝜕𝑦 𝜕𝑢 𝑢 𝜕𝑣
5) Let w = f(x,y), xu2 + v = y2 , 2yu – xv2 = 7x
𝜕z 𝜕𝑢 𝜕𝑣
Find , ,
𝜕u 𝜕𝑥 𝜕𝑦

6) If w = x2 + z , v = y + z2 , u = x + y2
𝜕x 𝜕𝑣
Find ,
𝜕u 𝜕𝑦

𝜕(𝐹, 𝐺)
7) 𝐹𝑖𝑛𝑑 , 𝑖𝑓 𝐹(𝑢, 𝑣) = 3𝑢2 − 𝑢𝑣,
𝜕(𝑢, 𝑣)
G (u,v) =2uv2 + 3v3
(4) Prove the following

−1
𝑥2 + 𝑦2 𝜕𝑢 𝜕𝑢
(1) 𝐼𝑓 𝑢 = 𝑠𝑖𝑛 ( ) , 𝑠ℎ𝑜𝑤 𝑡ℎ𝑎𝑡 𝑥. + 𝑦. = tan 𝑢
𝑥+𝑦 𝜕𝑥 𝜕𝑦
𝑥4 + 𝑦4 𝜕𝑢 𝜕𝑢
(2) 𝐼𝑓 𝑢 = ln ( ) 𝑠ℎ𝑜𝑤 𝑡ℎ𝑎𝑡 𝑥. + 𝑦. =3
𝑥+𝑦 𝜕𝑥 𝜕𝑦
𝑥3 + 𝑦3 𝜕𝑢 𝜕𝑢
(3) 𝐼𝑓 𝑢 = 𝑡𝑎𝑛−1 ( ) , 𝑝𝑟𝑜𝑣𝑒 𝑡ℎ𝑎𝑡 𝑥. + 𝑦. = sin 2𝑢
𝑥−𝑦 𝜕𝑥 𝜕𝑦

P a g e | 30
Marwa Abd El Khaliq Taylor Series

CHAPTER (3) Taylor Series

Taylor and Maclurin series
Let (a, b) be a point in the domain of definition of the function f(x,y). The
function f (x, y) and its derivatives are continuous at N((a, b),𝛿) Taylor series
(expansion) about the point (a, b) can be written on the form
1
f(x,y) = f(a,b) + [(x-a) fx (a,b) + (y – b) fy(a,b)]
1!
1
+ [(x –a)2 fxx (a,b) + 2(x – a) (y – b) fxy(a,b) + (y- b)2 fyy(a,b)]+…
2!
1
+ [(x –a) fx (a,b) + (y – b) fx(a,b) ](n) +R (1)
𝑛!

Where the remainder R is given by:

1
R= (𝑛+1)! [(x –a) fx(a,b) + (y – b) fy(a,b)](n+1)

The formula (1) is also called Taylor series in power of (x-a), (x-b).
If (a, b) = (0, 0), Taylor series is called Maclurin series about (0,0) and it
takes the form:
1
f(x, y)= f(0,0) + [xfx(0,0) + yfy(0,0)]
1!
1
+ [x2 fxx (0,0) +2xy fxy(0,0) + y2 fyy(0,0)]+………….
2!

Example (30):
Find Taylor series of the function f(x, y)=x2y +3y – 2
in power of (x-1), (y+2)
Solution:

f(x, y) =x2y+3y-2 f(1, -2) = –10

fx = 2xy fx (1, -2)= – 4
fy = x2+3 fy (1, -2)= 4
fxx = 2y fxx (1, -2)= – 4
fxy = 2x fxy (1, -2) = 2

P a g e | 31
Marwa Abd El Khaliq Taylor Series

fyy = 0 fyy (1, -2)= 0

Taylor expansion can be written on the form

1
f(x,y) = f(-1,2) + [(x – 1) fx (1, –2) + (y-2) fy(1,-2)]
1!
1
+ [(x – 1)2 fxx (1, –2) +2 (x–1)(y-2) fxy(1,-2)+(y–2)2 fyy(1, –2)]+…
2!
1
= -10 + [–4 (x–1) +4 (y–1)] + [-4 (x–1)2 + 4 (x–1) (y+2) + (y+2)2.0]
2!

Example (31):
𝑦
Find Taylor series about (1, 1) for the function f(x, y)= tan-1 ⁄𝑥
Solution:
𝑦 f(1, 1) tan-11= 𝜋/4
f(x, y) = tan-1 ⁄𝑥
−𝑦 1
fx = fx (1, 1)= –
𝑥 2 +𝑦 2 2
𝑦 1
fy = fy (1, 1)=
𝑥 2 +𝑦 2 2

2𝑥𝑦 1
fxx = fxx (1, 1)=
(𝑥 2 +𝑦 2 )2 2

𝑦 2 −𝑥 2 fxy (1, 1) = 0
fxy =
(𝑥 2 +𝑦 2 )2 1
fyy (1, 1)= –
−2𝑥𝑦 2
fyy =
(𝑥 2 +𝑦 2 )2

Taylor expansion takes the form:

𝑦 𝜋 1 1 1 1 1
𝑡𝑎𝑛−1 = − (𝑥 − 1) + (𝑦 − 1) + [ (𝑥 − 1)2 − (𝑦 − 1)2 ] + ⋯
𝑥 4 2 2 2! 2 2
Example (32):
Expand in Maclurin series the function f(x, y)= eax +by
Solution:

f(x, y) = eax +by f(0, 0) = 1

fx = a eax +by fx (0, 0)= a
P a g e | 32
Marwa Abd El Khaliq Taylor Series

fy = b eax +by fy (0, 0)= b

fxx = a2 eax +by fxx (0, 0)= a2
fxy = ab eax +by fxy (0, 0) = ab
fyy = b2 eax +by fyy (0, 0)= b2

Therefore, Maclurin series for eax +by is given by:

1 1
eax +by =1+ [ax + by] + [a2x2 + 2ab xy +b2y2]+.... ….
1! 2!
(𝑎𝑥+𝑏𝑦) (𝑎𝑥+𝑏𝑦)2
𝑒 𝑎𝑥+𝑏𝑦 = 1 + + + ⋯ … ..
1! 2!

Maxima and Minima for a function of two variables:

A function f(x, y) is said to have a local maximum at a point (xo, yo) if
f(x, y) ≤ f(xo, yo) ∀ (x, y) 𝜀N ((xo, yo),𝛿 )
Similarly f (x, y) is said to have a local minum at (xo, yo) if
f(x, y) ≥ f(xo, yo) ∀ (x, y) 𝜀N ((xo, yo),𝛿 )
If f (x, y) has a local maxima or minima at (xo, yo), then (xo, yo) called an extreme
point of f(x, y).
Definition:
Let z = f(x, y), then the extreme values of the function f(x, y) can occur at
the points:
1- Boundaries of f.
2- Interior points such that fx = fy = 0
3- Interior points such that fx and fy does not exist .
In case (2) and (3) the points are called the critical.
Remark: (Test for extremes)
Let z = f(k, y)
(1) Solve the two equations
fx = 0 and fy=0

P a g e | 33
Marwa Abd El Khaliq Taylor Series

to find the critical points

(2) Let ∆ =fxxfyy – [fxy]2
(3) Test at each critical point
(a) If ∆ > 0 , fxx >0 , then f has local minimum at this point.
(b) If ∆ > 0 ,fxx <0 , then f has local maximum at this point.
(c) If ∆ < 0, then fhas saddle points.
(d) If ∆ = 0 , then the problem is open
Example (33):
Discuss the maximum and the minimum of:
f(x, y)=x2 +y2 + 6x +12
Solution:
f(x, y)=x2 +y2 +6x +12
fx = 2x +6
fy= 2y
fxx = 2
fyy = 2
fxy = 0
For maximum and minimum fx=0, fy=0 that.is
2x +6=0 , 2y =0
∴ x=-3 and y=0
The critical point is (-3,0)
At (-3,0),
∆ = fxx(-3,0). fyy(-3,0) - [fxy(-3, 0)]2
= 2x2-0 = +4 > 0
∴ ∆ > 0 , fxx (-3,0) > 0
Hence f(x,y) is minimum at (-3,0)
P a g e | 34
Marwa Abd El Khaliq Taylor Series

Minimum value = f(-3,0) = 9+0–18 +12= 3

Example (34):
Examine f(x, y)= sin x + sin y + sin (x+y), 0<x, ≤ π/2 for maximum and
minimum values.
Solution:
fx = cos x + cos (x+y) (1)
fy = cos y + cos (x+y) (2)
put fx=0 , fy=0
cos x + cos (x+y)=0
cos y + cos (x+y)=0
Solve these equations we have
cos x = cos y ∴ x=y (3)
substitute from (3) into (1)
cos x + cos 2x = 0
cos x + 2cos2 - 1 = 0
(2cos x-1) (cos +1)=0
cos x= 1/2 or cos x = –1
Since the angle x is positive, then
𝜋
cos x= 1/2 ∴ x=
3

and hence y= 𝜋/3

The only critical point is (𝜋/3 , 𝜋/3 )
The second derivatives are.
fxx = –sin x – sin(x + y)
fyy= –sin y – sin(x+y)
fxy = –sin(x + y)

P a g e | 35
Marwa Abd El Khaliq Taylor Series

√3 √3
fxx (𝜋/3 , 𝜋/3 ) = – – = – √3
2 2

√3 √3
fyy (𝜋/3 , 𝜋/3 )= – – = – √3
2 2
2𝜋 √3
fxy (𝜋/3 , 𝜋/3 )= – sin =–
3 2
1
∴ ∆ = [𝑓𝑥𝑥 𝑓𝑦𝑦 − (𝑓𝑥𝑦 ) 2 ] (𝜋,𝜋) = 2 >0
33 4

fxx (𝜋/3 , 𝜋/3 ) > 0

∴f(x,y)is maximun at (𝜋/3 , 𝜋/3 )
, Maximum value = f(𝜋/3 , 𝜋/3)
= sin 𝜋/3 + sin 𝜋/3 + sin 2𝜋/3
√3 √3 √3 3√3
= + + =
2 2 2 2

Constrained maximum and minimum, Lagrange multipliers

Let f(x,y,z) be a function of three variables x,y,z and the variables be connected by
the relation ∅(x,y,z)= 0
The values of x, y, z that give the stationary values of f(x, y, z) are given by
solving the following equations
fx + λ∅x = 0 (1)
fy + λ∅y = 0 (2)
fz +λ∅z = 0 (3)
∅(x,y,z)=0 (4)
λ is called lagrange multipliers :
Also, we find that
𝑓𝑥 𝑓𝑦 𝑓𝑧
= =
∅𝑥 ∅𝑦 ∅𝑧
Example (35):

P a g e | 36
Marwa Abd El Khaliq Taylor Series

Find the maximum and minimum distances of the point (3, 4, 12) from the
sphere x2 + y2 + z2 =1
Solution:
Let the Co-ordinates of the given point be (x, y, z), then its distance D from
the point (3, 4, 12).

𝐷 = √(𝑥 – 3)2 + (𝑦 − 4)2 + (𝑧 – 12)2

or
f(x, y, z)=(x - 3)2 + (y – 4)2 + (z-12)2
put ∅(x,y,z)= x2 + y2 +z2 - 1 = 0
fx + λ∅x = 2(x – 3) + 2λx = 0 (1)
fy + λ∅y = 2(y – 4) + 2λy = 0 (2)
fz +λ∅z = 2(z-12) +2λz=0 (3)
multiplying (1) by x, (2) by y and (3) by z and adding we get.
(x2 + y2 + z2) –3x – 4y – 12z +λ (x2 + y2 +z2) = 0
∴ 1–3x – 4y – 12z + λ = 0 (4)
3
from (1) , x = (5)
1+λ
4
from (2) , y = (6)
1+λ
12
from (3) , z = (7)
1+λ

putting these values of (x, y, z) in (4), we have.

9 16 144
1+ – − − =0
1+λ 1+λ 1+λ
(1+ λ)2 = 169
1+ λ = 13
Putting the value of 1+ λ in (5), (6), (7) we have the points.
3 4 12 – 3 – 4 – 12
( , , ) 𝑎𝑛𝑑 ( , , )
12 13 13 12 13 13
P a g e | 37
Marwa Abd El Khaliq Taylor Series

The minimum distance.

3 4 2 12
= √(3– )2 + (4 − ) + (12 – )2 = 12
13 13 13

The maximum distance

3 2 4 2 12 2
= √(3 + ) + (4 + ) + (12 + ) = 14
13 13 13

Example (36):
Find the greatest area that a rectangle have if the length of diagonal is 2.
Solution :
Area = xy put f = xy
x2 +y2 = 4 → ∅(x,y) = x2+y2 – 4= 0
𝑓𝑥 𝑓𝑦
=
∅𝑥 ∅𝑦
𝑦 𝑥
∴ =
2𝑥 2𝑦
∴𝑥=𝑦
∴ 𝑥 = √2
The envelopes
If f(x, y, c) = 0 (1), where c is a variable parameter. Then the envelope of
this family of curves is the tangnet curve to all these curves.
To obtain this curve differentiate (1) partially w. r. t. c and eliminate c
between two equations.
Example (37):
Find the envelope to the curves
(x -𝛼)2 + y2 =1 (1)
Solution:

P a g e | 38
Marwa Abd El Khaliq Taylor Series

Diff. (1) w. r. t. 𝛼
2(x – 𝛼) = 0 → x= 𝛼
sub. in (1) we get y = ±1

Example (38):
Find the envelope of
𝑎
y=mx + → (1) , m is a variable parameter.
𝑚

Solution:
Equ.(1). Can be written in
m2x - my + a = 0 (2)
diff. (2) w. r. t. m
y
2mx – y = 0 → m= (3)
2x

sub. in (2)
𝑦2 𝑦2
− +𝑎 =0
4𝑥 2𝑥
y2 – 2y = –4ax
y2 = 4ax parapola
Example (39):
𝑥 𝑦
Find the envelope of the straight line + = 1 → (1) which moving and
𝑎 𝑏
makes with the two axes x and y a triangle have a constant area c.
𝑎𝑏
The area =c
2
2𝑐
→𝑏=
𝑎
𝑥 𝑦𝑎
Sub in (1) + =1
𝑎 2𝑐

2cx +a2y - 2ac = c → (2)

diff. w. r. t. a
P a g e | 39
Marwa Abd El Khaliq Taylor Series

2ay +2c = 0 → (3)

from (2), (3)
𝑐
𝑥𝑦 =
2
Differentiation of integrals (Libentiz rule)
𝛂𝟐 (𝐭)

𝐈𝐟 𝐈(𝐭) = ∫ 𝐟(𝐱, 𝐭)𝐝𝐱 . 𝐭𝐡𝐞𝐧

𝛂𝟏 (𝐭)
𝛂𝟐 (𝐭)
𝐝𝐈 𝛛𝐟(𝐱, 𝐭) 𝐝𝛂𝟐 𝐝𝛂𝟏
= ∫ 𝐝𝐱 + 𝐟(𝛂𝟐 (𝐭), 𝐭) − 𝐟(𝛂𝟏 , 𝐭)
𝐝𝐭 𝛛𝐭 𝐝𝐭 𝐝𝐭
𝛂𝟏 (𝐭)

Reamark:
if 𝛼1 𝑎𝑛𝑑 𝛼2 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 , 𝑡ℎ𝑒𝑛
α2
dI ∂f
= ∫ dx
dt ∂t
α1

Example (40):
𝟐𝐭
𝒙𝟐
− 𝟐
𝐈𝐟 𝐈(𝐭) = ∫ 𝒆 𝒕 𝐝𝐱
−𝒕𝟐

dI
Find
dt
Solution:
𝟐𝐭 𝟐
𝐱 𝟐
𝐝𝐈 − 𝟐 𝟐𝐱 𝟐
= ∫𝐞 𝐭 . 𝟑 𝐝𝐱 + 𝟐𝐞−𝟒 + 𝟐𝐭𝐞−𝐭
𝐝𝐭 𝐭
−𝐭 𝟐

Example (41):
∞
2 π
If ∫ e−ax dx = √ (1)
4a
0
P a g e | 40
Marwa Abd El Khaliq Taylor Series

∞
2
Evaluate ∫ x 2 e−ax dx
0

Solution:
Diff. (1) w.r.t. a
∞
2 √𝜋 1
− ∫ x 2 e−ax dx = (− 𝑎−3/2 )
2 2
0

√𝜋 −3/2
= 𝑎
2
∞
2 √𝜋 −3/2
∴ ∫ e−ax dx = 𝑎
2
0

Example (42):
∞
1
If ∫ e−ax dx = (1)
a
0
∞
n!
Prove that ∫ x 𝑛 e−ax dx =
𝑎𝑛+1
0

Solution:
Diff. w.r.t. a
∞

− ∫ x e−ax dx = −𝑎−2
0
∞
1
∫ xe−ax dx = (∗)
𝑎2
0

Diff. (*) w.r.t. to a

P a g e | 41
Marwa Abd El Khaliq Taylor Series

− ∫ 𝑥 2 e−ax dx = −2𝑎−3
0
∞
2
∫ 𝑥 2 e−ax dx =
𝑎3
0
2!
=
𝑎2 +1
∞
n!
∫ 𝑥 𝑛 e−ax dx =
𝑎𝑛+1
0

Example (43):
∞
e−ax sin 𝑏𝑥
𝐹𝑖𝑛𝑑 𝐼=∫ dx
𝑥
0

Solution:
Diff. w.r.t. b
∞
𝑑𝐼 x e−ax cos 𝑏𝑥
=∫ dx
𝑑𝑏 𝑥
0
∞
𝑑𝐼 𝑎
∴ = ∫ e−ax cos 𝑏𝑥 = 2
𝑑𝑏 𝑎 + 𝑏2
0

𝑑𝐼 𝑎
= 2
𝑑𝑏 𝑎 + 𝑏 2
𝑎
𝐼= ∫ 2 𝑑𝑏
𝑎 + 𝑏2
𝑎
= 𝑡𝑎𝑛−1 ( ) + 𝑐
𝑏
let b=0 → I = 0 → 𝑐=0
𝑏
𝐼 = 𝑡𝑎𝑛−1 ( )
𝑎
P a g e | 42
Marwa Abd El Khaliq Taylor Series

Exercise
(1) Expand ex sin y in powers of x and y as for as terms of third degree.
𝜋
(2) Expand ex cos y near the point (1, ) by Taylor's Theorem.
4

(3) Expand x2y + 3y – 2 in powers of x-1 and x+2 using Taylor's Theorem.
(4) Examine f (x, y) = x3 + y3 – 3xy for maximum and minimum values
(5) Test for maxima or minima, given
f(x, y)= x2 + 2xy + 2y2 + 2x +y
(6) A rectangular box, open at the top, is to have a volume of 32 cm3. Find the
dimensions of the box requiring least material for its construction.
(7) Find a point within a triangle such that the sum of the square of its distances
from the three angular points is a minimum.
(8) Find the envelope to the curves x sin 𝛼 + y cos 𝛼 =1
(9) Find the envelope to the curves z =2 𝛼x– 𝛼2y.
𝛼 2 sin 𝛼𝑥
(10) If ∅(𝛼) = ∫𝛼 𝑑𝑥 , 𝑓𝑖𝑛𝑑 ∅′ (𝛼) , 𝛼 ≠ 0
𝑥

P a g e | 43
Marwa Abd El Khaliq Multiple Integrals

Chapter (4) Multiple Integrals

Double Integration
In a double integral we integrate a function f(x,y), called the integrand,
over a closed bounded region R in the x y-plane. We subdivide the region R by
drawing parallels to x and y axes Fig. (1)

Fig. (1)
We number the rectangles that are within R from 1 to n. In each rectangle we
choose a point, say (𝑥𝑘 , 𝑦𝑘 ) in the kth rectangle, and then we form the sum
Jn = ∑nk=1 f (𝑥𝑘 , 𝑦𝑘 )∆ Ak (*)
where ∆ 𝐴𝑘 is the area of the kth rectangle. Then the double integral of f(x,y) over
R is

∬ f(x, y)dA = ∬ f(x, y)dx dy

R R
𝑛

= lim ∑ 𝑓 (𝑥𝑘 , 𝑦𝑘 )∆ 𝐴𝑘
𝑛 →∞
∆ 𝐴𝑘 →0 𝑘=1

Evaluation of Double Integrals

Double integrals over a region R may be evaluated by two successive
integrations as follows.
Suppose that R can be described· by:

P a g e | 44
Marwa Abd El Khaliq Multiple Integrals

𝑎 ≤ 𝑥 ≤ 𝑏 , 𝑦1 (𝑥) ≤ 𝑦 ≤ 𝑦2 (𝑥)

so that y = y1(x) and y = y2(x) represent the boundary of R. Then:

𝑦2 (𝑥)
𝑏
∬(f(x, y)dx dy = ∫ [ ∫ 𝑓(𝑥, 𝑦)𝑑𝑦] 𝑑𝑥 (1)
𝑎
R 𝑦1 (𝑥)

𝑦 (𝑥)
we first integrate the inner integral ∫𝑦 2(𝑥) 𝑓(𝑥, 𝑦)𝑑𝑦
1

In this integration we keep x fixed,

that is, we regard x as constant. The result of
this integration will be a function of x, say,
F(x). Integrating F(x) over x from a to b. we
then obtain the value of the double integral in
(1). Similarly, if R can be described by
inequalities of the form
𝑐 ≤ 𝑦 ≤ 𝑑 , 𝑥1 (𝑦) ≤ 𝑥 ≤ 𝑥2 (𝑦)
Fig. (3). Then we obtain
𝑥2 (𝑦)
𝑑
∬ f(x, y)dx dy = ∫ [ ∫ 𝑓(𝑥, 𝑦)𝑑𝑥 ] 𝑑𝑦 (2)
𝑐
R 𝑥1 (𝑦)

P a g e | 45
Marwa Abd El Khaliq Multiple Integrals

Applications of Double Integrals

Double integrals have various geometrical and physical applications. For
example,
(i) The area A of a region R in the x y-plane is given by the double integral
𝐴 = ∬𝑅 𝑑𝑥 𝑑𝑦
(ii) The volume V beneath the surface z=f(x, y) (>0) and above a region R in the
xy- plane is (Fig. 4)

𝑉 = ∬ 𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦
𝑅

because the term 𝑓(𝑥𝑘 , 𝑦𝑘 )

∆𝐴𝑘 in Jn (Equ. *) at the
beginning of this section
represents the volume of a
rectangular parallelepiped
with base ∆Ak and altitude
𝑓(𝑥𝑘 , 𝑦𝑘 )
(iii) Let f(x,y) be the
density = mass per unit area) of a distribution of mass in the xy - plane. Then the
total mass M in R is

𝑀 = ∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦
𝑅

the center of gravity of the mass in R has the coordinates 𝑥̅ , 𝑦̅ , where

1 1
𝑥̅ = ∬ 𝑥𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 and 𝑦̅ = ∬𝑅 𝑦𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦
𝑀 𝑅 𝑀

The moments of Inertia Ix and Iy of the mass in R about the x- and y- axes,
respectively, are Ix = ∬𝑅 𝑦 2 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦, Iy = ∬𝑅 𝑥 2 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 and the polar
moment of inertia I0 about the origin of the mass in R is
I0 = Ix + Iy = ∬𝑅(𝑥 2 + 𝑦 2 ) 𝑓( 𝑥, 𝑦 )𝑑𝑥𝑑𝑦

P a g e | 46
Marwa Abd El Khaliq Multiple Integrals

Example (1):
1 1 −𝑦
Evaluate I = ∫0 ∫𝑦 𝑒 𝑦/𝑥 𝑑𝑥 𝑑𝑦
𝑥2
1 1
𝑦 𝑦
𝐼 = ∫ (∫ − 𝑒 𝑥 𝑑𝑥) 𝑑𝑦
𝑥2
0 𝑦
1 1
= ∫ 𝑒 𝑦/𝑥 l1𝑦 𝑑𝑥 = ∫ (𝑒 − 𝑒 𝑦 )𝑑𝑦
0 0

(𝑒𝑦 − 𝑒 𝑦 )]10 = 1
Example (2):
1 11
Evaluate I = ∫0 ∫𝑦 𝑒 𝑦/𝑥 𝑑𝑦𝑑𝑥
𝑥

Solution:
1 𝑥
1 𝑦
𝐼 = ∫ (∫ 𝑒 𝑥 𝑑𝑦) 𝑑𝑥
𝑥
0 0
1
∫0 (𝑒 − 1)𝑑𝑥 = (𝑒 − 1)𝑥 ]10 =𝑒−1
Example (3) :
Let f (𝑥, 𝑦) = 1 be the density of mass in the region R: 0 ≤
𝑥 ≤ 1 , 0 ≤ 𝑦 ≤ √1 − 𝑥 2 (Fig. 5(.
Find the center of gravity and the moments of inertia
I𝑥𝑠 I𝑦 and I0
Solution:
1 √1−𝑥 2
The Total mass in R is 𝑀 = ∬𝑅 𝑑𝑥 𝑑𝑦 = ∫0 [ ∫0 𝑑𝑦] 𝑑𝑥
1

= ∫ √1 − 𝑥 2 𝑑𝑥 (𝑝𝑢𝑡 𝑥 = sin 𝜃)
0

P a g e | 47
Marwa Abd El Khaliq Multiple Integrals

𝜋
2

= ∫ 𝑐𝑜𝑠 𝜃𝑑𝜃 = 1
0

The coordinates of the center of gravity are

1 2
√1−𝑥
−
4 4
𝑥= ∬ 𝑥𝑑𝑦𝑑𝑥 = ∫[ ∫ 𝑥𝑑 𝑦] 𝑑𝑥
𝜋 𝑅 𝜋 0
0

4 1 4 1 2 4
= ∫ 𝑥√1 − 𝑥 𝑑𝑥 = − ∫ 𝑧 𝑑𝑧 =
2 (𝑝𝑢𝑡√1 − 𝑥 2 = 𝑧)
𝜋 0 𝜋 0 3𝜋
4
𝑥̅ = 𝑦̅ = ( for reasons of symmetry )
3𝜋
1
√1−𝑥 2
𝐼𝑥 = ∬ 𝑦 2 𝑑𝑥𝑑𝑦 = ∫ [ ∫ 𝑦 2 𝑑 𝑦] 𝑑𝑥
𝑅 0
0
𝜋
1 2
1 3 1 𝜋
= ∫ ( √1 − 𝑥 2 ) 𝑑𝑥 = ∫ co𝑠 4 𝑄𝑑𝑄 =
3 3 16
0 0
𝜋
𝐼𝑦 =
16
𝜋
𝐼0 = 𝐼𝑥 + 𝐼𝑦 = ≈ 0.3927
8
Change of variable in double integrals
Let ∬𝑅 𝑓 (𝑥, 𝑦𝑑𝑥 𝑑𝑦), where R is the region in xy- plane and 𝑥 = 𝑥(𝒖, 𝒗), 𝒚 =
𝑦(𝑢, 𝑣). Then the formula for a change of variables in double integrals from 𝑥, 𝑦
to 𝑢, 𝑣 is

∬ 𝑓 (𝑥, 𝑦)𝑑𝑥 𝑑𝑦) = ∬ 𝑓 (𝑥(𝑢, 𝑣), 𝑦(𝑢, 𝑣 )𝑗 𝑑𝑢 𝑑𝑣

𝑅 𝑅′

Where R' is the corresponding region· to R and

P a g e | 48
Marwa Abd El Khaliq Multiple Integrals

𝝏𝒙 𝝏𝒙
𝝏(𝒙, 𝒚) 𝝏𝒖 𝝏𝒗
𝒋= = || ||
𝝏(𝒖, 𝒗) 𝝏𝒚 𝝏𝒚
𝝏𝒖 𝝏𝒗
is the Jacobian Of particular interest are., polar coordinates r and 𝜃 , which can be
introduced by setting.
𝑥 = 𝑟 𝑐𝑜𝑠𝜃 , 𝑦 = 𝑟 𝑠𝑖𝑛 𝜃
𝝏(𝒙,𝒚) 𝒄𝒐𝒔𝜽 −𝒓 𝒔𝒊𝒏 𝜽
Then 𝒋= =| |=𝒓
𝝏(𝒓,𝜽) 𝒔𝒊𝒏 𝜽 𝒓 𝒄𝒐𝒔 𝜽
And ∬𝑅 𝑓 (𝑥, 𝑦)𝑑𝑥 𝑑𝑦 = ∬𝑅 𝑓 ( 𝒓 𝒄𝒐𝒔 𝜽 , 𝒓 𝒔𝒊𝒏 𝜽)𝒓 𝒅𝒓 𝒅𝜽
Where 𝑅′ is the region in the r 𝜃-plane corresponding
to R in the xy-plane.
Also, in spherical coordinate d (r, 𝜽 ,ɸ ) (Fig 6)
𝒙 = 𝒓 𝒔𝒊𝒏 𝜽 𝒄𝒐𝒔 ɸ
𝒚 = 𝒓 𝒔𝒊𝒏 𝜽 𝒔𝒊𝒏 ɸ
𝒛 = 𝒓 𝒔𝒊𝒏 𝜽
r ≥ 0, 0 ≤ 𝜽 ≤ 𝜋 , 0 ≤ ɸ ≤ 2𝜋

∭ 𝑓 (𝑥, 𝑦, 𝑧)𝑑𝑥𝑑𝑦𝑑𝑧 = ∭ 𝑓(𝑟, 𝜽, ɸ)𝑟 2 𝑠𝑖𝑛𝜽𝑑𝑟𝑑𝜙𝑑𝜽

𝑣 𝑣

Where j = 𝑟 2 𝑠𝑖𝑛 𝜽
Example (4)
𝑑𝑥𝑑𝑦
Evaluate ∬𝐷 2
√𝑥 +𝑦 2

Where D is the region bounded by

𝑥 2 + 𝑦 2 = 1, 𝑥 2 + 𝑦 2 = 4
Solution:
Put x = r cos 𝜽 , y = r sin 𝜽

P a g e | 49
Marwa Abd El Khaliq Multiple Integrals

𝑑𝑥𝑑𝑦 2𝜋 2 𝑟 𝑑𝑟 𝑑𝜽
∬𝐷 √𝑥 2 = ∫0 ∫1
+𝑏𝑦 2 √𝑟 2 𝑐𝑜𝑠 2 𝜽+𝑟 2 𝑠𝑖𝑛2𝜽
2𝜋 2 2𝜋 2𝜋
2 2𝜋
= ∫ ∫ 𝑑𝑟 𝑑𝜽 = ∫ 𝑟 | 𝑑𝜽 = ∫ 𝑑𝜽 = 𝜽 | = 2𝜋
1 0
0 1 0 0

Example (5)
𝑥2 𝑦2
Evaluate the area of the ellipse + =1
𝑎2 𝑏2

Solution:
A= 4 ∬ dxdy
𝑏
√𝑎2 −𝑥 2
𝑎𝑎

=4 ∫ ∫ 𝑑𝑦
0 0
𝑏 𝑎
=4
𝑎
∫0 √𝑎2 −𝑥 2 𝑑𝑥
𝜋
𝑏
= 4 𝑎2 ∫02 𝑐𝑜𝑠 2 𝜽𝑑𝜽
𝑎

Put 𝒙 = 𝒂 𝒔𝒊𝒏 𝜽
𝒅𝒙 = 𝒂 𝒄𝒐𝒔 𝜽𝒅𝜽
𝜋
𝑎𝑏 1
=4 ∫0 2 (1 + 𝑐𝑜𝑠 𝟐𝜽)𝑑𝜽
𝑎 2
𝝅
𝒂𝒃 𝝅 𝟏 −𝒄𝒐𝒔𝟐𝜽 𝟐
=𝟒 [ ]
𝒂 𝟐 𝟐 𝟐 𝟎
𝟏
= 𝝅𝒂𝒃 [−𝟏 − 𝟏] = 𝝅𝒂𝒃
𝟐
Triple Integration
I = ∭𝒗 𝒇(𝒙, 𝒚, 𝒛)𝒅𝒛𝒅𝒚𝒅𝒙
𝒛𝟐(𝒙,𝒚)
= ∬𝑨 ∫𝒛 𝒇(𝒙. 𝒚. 𝒛)𝒅𝒛𝒅𝑨
𝟏 (𝒙,𝒚)

𝒃 𝒚 (𝒙) 𝒛 (𝒙,𝒚)
= ∫𝒂 ∫𝒚 𝟐(𝒙) [∫𝒛 𝟐(𝒙,𝒚) 𝒇(𝒙, 𝒚, 𝒛) ] 𝒅𝒚 𝒅𝒙
𝟏 𝟏
P a g e | 50
Marwa Abd El Khaliq Multiple Integrals

A ≡ 𝑝𝑟𝑜𝑗𝑒𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 𝑣 𝑜𝑣𝑒𝑟 𝑥𝑦 − 𝑝𝑙𝑎𝑛𝑒

If 𝒇(𝒙, 𝒚, 𝒛) = 𝟏

∴ 𝑣 = ∭ 𝑑𝑣

Example (6)
𝑥 𝑦 𝑧
Find the volume of the region bounded by + + = 1 𝑎𝑛𝑑
𝑎 𝑏 𝑐

The coordinate plane

𝑥 𝑦
𝑐 [1 − ]
𝑎 𝑏
𝑥 𝑦
𝑣 = ∬𝐴 ∫0 𝑑𝑧 𝑑𝐴 = ∬𝐴 𝑐 [1 − ] 𝑑𝐴
𝑎 𝑏
𝑥
𝑏(1− )
𝑎 𝑎
𝑥 𝑦
𝑣= ∫ ∫ 𝑐 [1 − ] 𝑑𝑦 𝑑𝑥
𝑎 𝑏
0 0
𝑥
𝑎 (1 − 𝑎 )
𝑐𝑥𝑦 𝑐𝑦 2 𝑏
𝑣 = ∫ 𝑐𝑦 − − 𝑑𝑥
𝑎 2𝑏 0
0
⌊
𝑎
𝑥 𝑐𝑥𝑏 𝑥 𝑐𝑏 2 𝑥
= ∫ 𝑐𝑏 (1 − ) − (1 − ) − (1 − )2 𝑑𝑥
𝑎 𝑎 𝑎 2𝑏 𝑎
0

Example 7:
Find the volume bounded by z=4 −𝑥 2 , 𝑥 =
0 ,𝑦 = 6 ,𝑧 = 0 ,𝑦 = 0
Solution :
6

𝑣 = ∬ ∫ 𝑑𝑦 𝑑𝐴
𝐴 0

P a g e | 51
Marwa Abd El Khaliq Multiple Integrals

𝑣 = ∬ 6 𝑑𝐴
𝐴

2 4−𝑥 2

𝑣 = ∫ ∫ 6𝑑𝑧 𝑑𝑥
0 0
2

𝑣 = ∫ 6(4 − 𝑥 2 )𝑑𝑥
0

𝑥3 2
= 6 ( 4𝑥 − ) ⌊
3 0
8 24 − 8 16
= 6 (8 − ) = 6 ( )=6 = 32
3 3 3
Example 8:
Find the volume bounded by
𝒙 = 𝑦 2 + 𝑧 2 𝑎𝑛𝑑 𝑥 = 4
Solution:
𝟒
𝒗 = ∫𝑨 ∫ ∫𝒚𝟐+𝒛𝟐 𝒅𝒙 𝒅𝑨

= ∫ ∫ (𝟒 − 𝒚𝟐 − 𝒛𝟐 )𝒅𝑨
𝑨

𝑨 ∶ 𝒚𝟐 + 𝒛𝟐 = 𝟒
Example (9)
Find the volume of the sphere : 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 = 𝒂𝟐
Solution:

P a g e | 52
Marwa Abd El Khaliq Multiple Integrals

𝑽 = ∭ 𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑣

‫نستخدم اإلحداثيات الكروية‬

2𝜋 𝜋 𝑎 2𝜋 𝜋
1 3 𝑎
∫ ∫ ∫ 𝑟 2 sin𝜃 𝑑𝑟 𝑑𝜃 𝑑ɸ = ∫ ∫ 𝑟 sin𝜃 ⌊ 𝑑𝜃 𝑑ɸ
3 0
0 0 0 0 0
2𝜋 𝜋
1 3
= ∫ ∫ 𝑟 sin𝜃 𝑑𝜃 𝑑ɸ
3
0 0
2𝜋 2𝜋
1 2 4
= 𝑎3 ∫ [𝑐𝑜𝑠𝜃] 𝜋0𝑑ɸ = 𝑎3 ∫ 𝑑ɸ = . 𝜋𝑎3
3 3 3
0 0

Example (10):
𝒙𝟐 𝒚𝟐
Find the area of the ellipse 𝟐
+ =𝟏
𝒂 𝒃𝟐

Solution:

𝑨 = 𝟒 ∫ ∫ 𝒅𝒙 𝒅𝒚

‫نستخدم اإلحداثيات القطبية‬

𝒙 𝒚
Put = 𝒓 𝒄𝒐𝒔 𝜽 , 𝑷𝒖𝒕 = 𝒓 𝒔𝒊𝒏 𝜽
𝒂 𝒃

𝝏𝒙 𝝏𝒙
𝝏𝒖 𝝏𝒗
𝒋 = || || = ⌊𝑎𝑐𝑜𝑠𝜃 − 𝑎𝑟 𝑠𝑖𝑛𝜃
𝝏𝒚 𝝏𝒚 𝑏𝑠𝑖𝑛𝜃 𝑏𝑟 𝑐𝑜𝑠𝜃
𝝏𝒖 𝝏𝒗
∴ 𝒋=𝒂𝒃𝒓
𝜋 𝜋
2 1 2
𝒓𝟐 1 𝝅
𝑨 = 𝟒∫ ∫ 𝒂 𝒃 𝒅 𝒓 𝒅 𝜃 = 𝟒∫ 𝒂𝒃 = ⌊ 𝑑𝜃 = 𝟐𝒂𝒃
𝟐 𝑏 𝟐
0 0 0

Example (11) :
P a g e | 53
Marwa Abd El Khaliq Multiple Integrals

𝒙𝟐 𝒚𝟐 𝒛𝟐
Find the volume of the region bounded by 𝟐
+ 𝟐
+ =𝟏
𝒂 𝒃 𝒄𝟐

Solution

𝑽 = 𝟖 ∫ ∫ ∫ 𝒅𝒙 𝒅𝒚 𝒅𝒛

𝒙
= 𝒓 𝒔𝒊𝒏 𝜽 𝒄𝒐𝒔 𝝋
𝒂
𝒚
= 𝒓 𝒔𝒊𝒏 𝜽 𝒔𝒊𝒏 𝝋
𝒃
𝒛
= 𝒓 𝒄𝒐𝒔 𝜽
𝒄
𝑱 = 𝒂 𝒃 𝒄 𝒓𝟐 𝒓 𝒔𝒊𝒏 𝜽
𝒓𝟐 = 1
r= 1
𝜋 𝜋
2 2 1

𝑽 = 𝟖 ∫ ∫ ∫ 𝒅𝒙 𝒅𝒚 𝒅𝒛 = 𝟖 ∫ ∫ ∫ 𝒂𝒃𝒄𝒓𝟐 𝒔𝒊𝒏𝜽𝒅𝒓𝒅𝜽𝒅𝝋
0 0 0

Exercise
- Evaluate. ∬𝑹 𝒙 𝒚𝒅𝑨 . where, 𝑹 is the region bounded by

𝒚 = 𝒙 − 𝟒 𝒂𝒏𝒅 𝒚𝟐 = 𝟐𝒙.
2- Evaluate the volume of the region bounded by 𝒙𝟐 + 𝒚𝟐
𝒛𝟐 = 2z , 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 = 𝟐𝟐 ,

P a g e | 54
Marwa Abd El Khaliq Infinite series

CHAPTER (5) Line integral and surface area

Line integral
Let. C be a smooth curve and P(x,y), Q(x,y) be two scalar .functions
defined in C. The line integral of P(x,y), .

∫𝑪 𝑷 (𝒙, 𝒚)𝒅𝒙 + 𝑸 (𝒙, 𝒚 )𝒅𝒚 :

Or
𝑩
∫𝑨 𝑷 (x,y)dx +Q (x,y) dy :
If the path of integration C is a closed curve, then:
instead Of. ∫𝑪 we write ∮𝑪
Similarly, in the space, the line integral defined by:
𝐁 ( 𝒙𝟐 ,𝒚𝟐 ,𝒛𝟐 )
∫𝐀(𝒙 𝑨𝟏 𝐝𝐱 + 𝑨𝟐 𝐝𝐲 + 𝑨𝟑 𝒅𝒛
𝟏 , 𝒚𝟏 ,𝒛𝟏 )

where 𝐴1 , 𝐴2 , 𝐴3 are functions of 𝑥, 𝑦, 𝑧.

The line integral can be defined in a vector formula as:

∫ 𝑨𝟏 𝐝𝐱 + 𝑨𝟐 𝐝𝐲 + 𝑨𝟑 𝒅𝒛
𝐜

̂). ( 𝐝𝐱𝒊̂ + 𝐝𝐲𝒋̂ + 𝒅𝒛𝒌

=∫𝐜 (𝑨𝟏 𝒊̂ + 𝑨𝟐 𝒋̂ + 𝑨𝟑 𝒌 ̂)

= ∫ 𝐴̅ 𝑑𝑟̅
𝑐

̂), and 𝒅𝒓̅ = 𝐝𝐱𝒊̂ + 𝐝𝐲𝒋̂ + 𝒅𝒛𝒌

̅ = (𝑨𝟏 𝒊̂ + 𝑨𝟐 𝒋̂ + 𝑨𝟑 𝒌
Where 𝑨 ̂)

P a g e | 55
Marwa Abd El Khaliq Infinite series

̅ = 𝑭𝟏 𝒊̂ + 𝑭𝟐 𝒋̂ is force acting on
If 𝑭
the particle moving along the curve 𝑪
from 𝐴 to 𝐵, then the line integral
̅ 𝒅𝒓
∫𝒄 𝑭
Represents the work done for moving
the particle along 𝑪. The line integral
can be determined by one of the
following ways,
(1) If 𝑪: 𝒚 = 𝒇(𝒙), then 𝑑𝑦 = 𝑓 ′ (𝑥)𝑑𝑥

∫ 𝑷𝒅𝒙 + 𝑸𝒅𝒚 = ∫ 𝑷(𝒙, 𝑭(𝒙))𝒅𝒙 + 𝑸(𝒙, 𝒇(𝒙))𝒇′ (𝒙)𝒅𝒙

𝑪 𝑪

(2) If C : X = g(y) , then 𝑑𝑥 = 𝑔′ (𝑦)𝑑𝑦

∴ ∫ 𝑃𝑑𝑥 + 𝑄𝑑𝑦 = ∫ 𝑃(𝑔(𝑦), 𝑦)𝑔′ (𝑦)𝑑𝑦 + 𝑄(𝑔(𝑦), 𝑦)𝑑𝑦

𝐶 𝐶

(3) If C has a parametric representation

𝑿 = 𝒙(𝒕) , 𝒚 = 𝒚 (𝒕) , 𝒕𝟏 ≤ 𝒕 ≤ 𝒕𝟐
Then 𝒅𝒙 = 𝒙′(𝒕)𝒅𝒕, 𝒅𝒚 = 𝒚′(𝒕) 𝒅𝒕
And hence
𝑡2

∴ ∫ 𝑃𝑑𝑥 + 𝑄𝑑𝑦 = ∫ 𝑃(𝑥(𝑡), 𝑦(𝑡))𝑥 ′ (𝑡)𝑑𝑡 + 𝑄(𝑥(𝑡), 𝑦(𝑡))𝑦 ′ (𝑡)𝑑𝑡

𝐶 𝑡1

where 𝑡1 and t2are the values oft corresponding to A and B. The line integral
satisfies the following properties.
(1) ∫𝐶 𝑃𝑑𝑥 + 𝑄𝑑𝑦 = ∫𝐶 𝑃𝑑𝑥 + ∫𝐶 𝑄𝑑𝑦
𝐵 𝐴
(2) ∫𝐴 𝑃𝑑𝑥 + 𝑄𝑑𝑦 = − ∫𝐵 𝑃𝑑𝑥 + 𝑄𝑑𝑦
𝐵 𝐸 𝐵
(3) ∫𝐴 𝑃𝑑𝑥 + 𝑄𝑑𝑦 = ∫𝐴 𝑃𝑑𝑥 + 𝑄𝑑𝑦 + ∫𝐸 𝑃𝑑𝑥 + 𝑄𝑑𝑦 where E is a point on C

P a g e | 56
Marwa Abd El Khaliq Infinite series

Example(1)
Evaluate the line integral
I= ∫𝐶 (𝑥. +𝑦)𝑑𝑥 + 3𝑥𝑦𝑑𝑦
on the curve y = x2 from (0, 0) to (1, 1)
Solution:
𝒚 = 𝒙𝟐
𝒅𝒙 = 𝟐𝒙 𝒅𝒙
𝟏 𝟏

∴ 𝑰 = ∫(𝒙 + 𝒙𝟐 )𝒅𝒙 + 𝟑 . 𝒙. 𝒙𝟐 . 𝟐𝒙 𝒅𝒙 = ∫(𝒙 + 𝒙𝟐 + 𝟔𝒙 )

𝟎 𝟎
𝒙𝟐 𝒙𝟐 𝟔𝒙𝟓 𝟏 𝟏 𝟏 𝟔 𝟔𝟏
= ( + + ) = + + =
𝟐 𝟑 𝟓 𝟎 𝟐 𝟑 𝟓 𝟑𝟎

Example (2):
Find the work done by the force field
𝐹 = (3𝑥 − 4𝑦)𝑖 + (4𝑥 + 2𝑦 )𝑗 − 4𝑦 2 𝑘
in moving a particle along the ellipse C in xy-
plane from 𝜃 = 0 to 𝜃 = 2𝜋
The center of the ellipse at the origin and a = 4,
b = 3 (Fig.4)
Solution:
The parametric equation of the ellipse are
x = 4cos 𝜃,y =3sin 𝜃, 𝜃 =0 to 2𝜋
The work done w = ∫𝐶 𝐹. 𝑑𝑟

= ∫ (3𝑥 − 4𝑦)𝑖 + (4𝑥 + 2𝑦)𝑗 − 4𝑦 2 𝐾). (𝑑𝑥𝑖 + 𝑑𝑦𝑗)

2𝜋
= ∮ (3𝑥 − 4𝑦)𝑑𝑥 + (4𝑋 + 2𝑦)𝑑𝑦 + ∫0 {4(4𝑐𝑜𝑠𝜃) + 2(3𝑠𝑖𝑛𝜃)}(3cos𝜃)d𝜃
= 96𝜋
P a g e | 57
Marwa Abd El Khaliq Infinite series

Example (3):
Evaluate ∫𝐶 𝑥 𝑑𝑦 − 𝑦 𝑑𝑥
from (0, 0) to (1, 1) on the following curves,
(1) C: The straight line y = x
(2) C: The parabola y = 𝑥 2
(3) C: The circle 𝑥 2 + 𝑦 2 = 2y
Solution:
(I ) C: The straight line y = x
1 1
∫𝐶 xdy-ydx= ∫0 xdx-xdx=∫0 (x-x)dx=O
1
(2) ∫𝐶 xdy-ydx= ∫0 𝑥. 2xdx-𝑥 2 𝑑𝑥
1 1
2
𝑥3 1
= ∫ 𝑥 𝑑𝑥 = ( ) =
3 0 3
0

(3) C: The circle 𝑥 2 + 𝑦 2 = 2y

The parametric representation of this circle is
X=cost, y=1 +sin t.
at(0,0), 0= cos t, then 𝑡 = ±𝜋/2
sin t -1 , then 𝑡 = ±𝜋/2
at (1,1 ) , cos t= 1, then t= 0
1 + sin t = 1, then t=0
(1,1) 0
∫(0,0) xdx-ydx = ∫−𝜋/2 [ 𝑐𝑜𝑠 2 𝑡 (1 + sin 𝑡 ]dt
0
= ∫𝜋 (1 + sin 𝑡 )𝑑𝑡 = (𝑡 − cos 𝑡 )
2

𝜋 𝜋
= −1 + = −1
2 2
Remark:

P a g e | 58
Marwa Abd El Khaliq Infinite series

In Example (2) we obtain three different values for the line

integral) along three different from (0, 0) to (I, 1), that is the values of
these integrals are not independent of path.
Theorem (1):
If P (x, y) and Q (x, y) have continuous partial derivatives on an connected D,
𝜕𝑃 𝜕𝑄
then ∫ pdx +Q dy is independent of path of D iff =
𝜕𝑦 𝜕𝑋

Theorem (2):
If P (x, y) and Q (x, y) are continuous on an open connected region, then
𝐵
the line integral ∫𝐴 pdx+Qdy is independent of path if there exists a function
f (x, y) such
𝜕𝑓 𝜕𝑓
of that = P(x, y ), = Q (x,y).
𝜕𝑋 𝜕𝑦

If the function f (x, y) exists, then

𝜕𝑓 𝜕𝑓
𝑑𝑓 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑋 𝜕𝑦
= 𝑃 (𝑥, 𝑦) 𝑑𝑥 + 𝑄(𝑥, 𝑦) 𝑑𝑦

Integrate both side from A = (𝑥1 , 𝑥1 ) to B (𝑥2 , 𝑦2 )) then

(𝑥2 , 𝑦2 ) (𝑥2 , 𝑦2 )

∫ 𝑃𝑑𝑥 + 𝑄𝑑𝑦 = ∫ 𝑑𝑓
(𝑥1 , 𝑦1 ) (𝑥1 , 𝑦1 )

= 𝑓 (𝑥2 , 𝑦2 ) −𝑓(𝑥1 , 𝑦1 )
Example (4):
Show that the line integral
(2,3)

1= ∫ ( 2𝑥 + 𝑦 3 ) 𝑑𝑥 + (3𝑥𝑦 2 + 4)𝑑𝑦
(0,1 )

is independent of path and evaluate it. Solution:

P a g e | 59
Marwa Abd El Khaliq Infinite series

Put P (x, y)= 2x + 𝑦 3

𝑸 (𝒙, 𝒚) = 𝟑𝒙𝒚𝟐 + 𝟒
𝜕𝑃 𝜕𝑄
= 3𝑦 2 , = 3𝑦 2
𝜕𝑦 𝜕𝑋

𝜕𝑃 𝜕𝑄
∴ =
𝜕𝑦 𝜕𝑋
The integral is independent of path.
There exists function 𝑓(𝑥, 𝒚) such that
𝒇𝒙 = 𝟐𝒙 + 𝒚𝟑 (𝟏)
𝒇𝒚 = 𝟑𝒙𝒚𝟐 + 𝟒 (𝟐)
Integrate f w.r. to x, we get
𝒇( 𝒙. 𝒚) = 𝒙𝟐 + 𝒙𝒚𝟑 + 𝑲(𝒚) Where k is a function of y
Differentiate w. r to y
𝒇𝒚 = 𝟑𝒙𝒚𝟐 + 𝒌′ (𝒚) (𝟑)
Compare (2) and (3) we have
k (y) = 4, then 𝒌′ (𝒚) = 𝟒𝒚 + 𝒄, 𝒄 is a constant. Therefore
𝒇(𝒙, 𝒚) = 𝒙𝟐 + 𝒙𝒚𝟑 + 𝟒𝒚 + 𝒄
and hence
(2,3)
∫(0,1 ) ( 𝑥 2 + 𝑥𝑦 3 ) 𝑑𝑥 + (3𝑥𝑦 2 + 4)𝑑𝑦=
(2,3)

∫ 𝑑( 𝑥 2 + 𝑥𝑦 3 + 4𝑦)
(0,1 )
(2,3
= ( 𝑥 2 + 𝑥𝑦 3 + 4𝑦 )(0,1)

= 4+54 + 12
= 66

P a g e | 60
Marwa Abd El Khaliq Infinite series

The relationship between the line integral and the double integral
(Green's Theorem)

Let C be a simple curve and R be the region consisting of C and its interior.
If P (x, y) and Q (x, y) are functions that are continuous and have first partial
derivative through an open region R, then
𝜕𝑄 𝜕𝑃
∮ 𝑝𝑑𝑥 + 𝑄𝑑𝑦 = ∬𝑅 ( 𝜕𝑋 − 𝜕𝑦 )dx dy

∮ denotes the integral over closed curve.

Result:
𝜕𝑃 𝜕𝑄
If the integral is independent of path − then
𝜕𝑦 𝜕𝑋

∮ 𝑃𝑑𝑥 + 𝑄𝑑𝑦 = 0
Example (5).:
Show that Green's theorem 1s
satisfied for the integral
I= ∮𝐶 (2𝑥 − 𝑦 + 4) 𝑑𝑥 +
(5𝑦 + 3𝑥 − 6) 𝑑𝑦
Where C is the triangle whose
vertices are (0,0), (3, 0), (3, 2).
Solution:
I = I1 + I2 + I3

P a g e | 61
Marwa Abd El Khaliq Infinite series

On 𝐂𝟏
3

I1 = ∫(2𝑥 + 4)𝑑𝑥 = ( 𝑥 2 + 4𝑥 )30 = 21

0

On 𝐂𝟐
2

I2 = ∫(5𝑥 + 9 − 6)𝑑𝑦
0
2
5𝑦 2
=( + 3𝑦) = 16
2 0

On 𝐂𝟑
0
2 10 3
I3 = ∫ (2𝑥 − 𝑥 + 4) 𝑑𝑥 = ( 𝑥 + 3𝑥 − 6 ) ( ) 𝑑𝑥
3 3 2
3
0
50
= ∫( 𝑥 + 4 − 4) 𝑑𝑥
9
3

25 0
=( 𝑥 2 ) = −25
9 3

∴ I = I1 + I2 + I3 = 12 − − − − − − − − − − ∗
Use Green's theorem we have
P = 2x − y + 4 Q = 5y + 4x − 6
𝜕𝑃 𝜕𝑄
= −1, =3
𝜕𝑦 𝜕𝑋

𝜕𝑄 𝜕𝑃
∮ 𝑃𝑑𝑥 + 𝑄𝑑𝑦 = ∬ ( − ) 𝑑𝑥 𝑑𝑦
𝜕𝑋 𝜕𝑌
𝐷

∬ (3 − (−1)) 𝑑𝑥 𝑑𝑦 = 4 ∬ 𝑑𝑥 𝑑𝑦
𝐷 𝐷
1
= 4. .2.3 = 12
2

P a g e | 62
Marwa Abd El Khaliq Infinite series

Which is the same as the result in *.

(∬𝐷 𝑑𝑥 𝑑𝑦 is the .area of the triangle)
Example (6) :
Prove that the area inside a closed curve C is given by

𝟏
A=
𝟐
∮ 𝒙𝒅𝒚 − 𝒚 𝒅𝒙
Solution:
−𝟏 𝟏
P= 𝒚 , 𝐐 = 𝒙
𝟐 𝟐
𝜕𝑃 1 𝜕𝑄 1
= − , =
𝜕𝑦 2 𝜕𝑋 2

By Green's theorem
1 𝜕𝑄 𝜕𝑃
2
∮ 𝑝𝑑𝑥 + 𝑄𝑑𝑦 = ∬𝐷 ( 𝜕𝑋 − 𝜕𝑦 )dx dy

1 1
= ∬ (( ) − 1 ) 𝑑𝑥 𝑑𝑦 = ∬ 𝑑𝑥 𝑑𝑦 = 𝐴
2 2
𝐷 𝐷

Remark (7): . . .
. Is used as a rule that is the area inside any closed curve 1s
𝟏
𝑨 = ∮ 𝒙 𝒅𝒚 − 𝒚𝒅𝒙
𝟐
Example (7):
Use the line integral to evaluate the area of:
(1) The circle 𝑥 2 + 𝑦 2 = 𝑎2
𝑥2 𝑦2
(2) The ellipse 2
+ =1
𝑎 𝑦2

Solution:
(I) The parametric representation of the circle 𝑥 2 + 𝑦 2 = 𝑎2
Is ,

P a g e | 63
Marwa Abd El Khaliq Infinite series

x = a cost , y = a sin t
dx = -a sin t dt , dy = a cos t dt
The area of the circle is given as follows
2𝜋
1 1
𝐴 = ∮ 𝑥𝑑𝑦 − 𝑦 𝑑𝑥 = ∫ 𝑐𝑜𝑠 2 𝑡 𝑑𝑡 + 𝑎2 𝑠𝑖𝑛2 𝑡 𝑑𝑡
2 2
0
2𝜋
1
= 𝑎2 ∫ 𝑐𝑜𝑠 2 𝑡 𝑑𝑡 + 𝑠𝑖𝑛2 𝑡) 𝑑𝑡
2
0
2𝜋
1
= 𝑎2 ∫ 𝑑𝑡 = 𝜋𝑎2
2
0

(2) The parametric equation of the example

𝑥2 𝑦2
+ = 𝐼 𝑖𝑠
𝑎2 𝑏 2
X = a cost , y = b sin t
∴ dx = a sin t dt , dy = b cos t dt
where 0 ≤ t ≤ 2𝜋
The area of the ellipse is given as follows:
1
𝐴= ∮ 𝑥𝑑𝑦 − 𝑦𝑑𝑥
2
1 2𝜋
∴ ∫0 a b co𝑠 2 tdt + a bsi𝑛2 t dt
2
1 2𝜋
∴ ∫0 (co𝑠 2 tdt + a bsi𝑛2 t ) dt
2
1 2𝜋 1
∴ 𝑎𝑏 ∫0 𝑑𝑡 = 𝑎𝑏. 2𝜋
2 2

= 𝜋𝑎𝑏
Example. (8) :
Evaluate the line integral

P a g e | 64
Marwa Abd El Khaliq Infinite series

𝐼 = ∮(2𝑥𝑦 − 𝑥 2 )𝑑𝑥 + (𝑥 + 𝑦 2 )𝑑𝑦

Where C is the closed curve bounded by y =𝑥 2 , 𝑥 = 𝑦 2
(Used Green theorem).
Solution:
P = 2x y - 𝑥 2 Q = x + 𝑦2

𝜕𝑃 𝜕𝑄
= 2𝑥 , =1 ( Fig. 7 )
𝜕𝑌 𝜕𝑥
𝜕𝑄 𝜕𝑃
∴ 𝐼 = ∮ = 𝑃𝑑𝑥 + 𝑄𝑑𝑦 = ∬ ( − ) 𝑑𝑥 𝑑𝑦
𝜕𝑋 𝜕𝑌
𝐶 𝐷

𝜕𝑄 𝜕𝑃
∬( − ) 𝑑𝑥 𝑑𝑦 ∬ (1 − 2𝑥) 𝑑𝑥 𝑑𝑦
𝜕𝑋 𝜕𝑌
𝐷 𝐷
1 √𝑥 1
∴ ∫𝐷 ∫𝑥 2 (1 − 2𝑥)𝑑𝑢 𝑑𝑥 = 3

We notice that, if we solve this example by using any method of line integral
we get the same results.
Triple integral:
Let 𝑓 (𝑥, 𝑦, 𝑧) be a function of three variables defined on a domain D in xyz-
plane, the triple integeral over D may be cval uated as follows:

∭ 𝑓 (𝑥. 𝑦. 𝑧)𝑑𝑣
𝐷

If f (x, y, z) , we have the volume of D, i.e

𝑉 = ∭ 𝑑𝑥 𝑑𝑥 𝑑𝑦
𝐷

The volume of D may be evaluated by V= ∬ zdx dy

P a g e | 65
Marwa Abd El Khaliq Infinite series

Where z is a function of x and y.

Example (9):
1 1−𝑥 (𝑥+𝑦)2

𝑬𝒗𝒂𝒍𝒖𝒂𝒕𝒆 ∫ ∫ ∫ 𝑥𝑑 𝑧𝑑𝑦 𝑑𝑥
0 0 0

Solution:
1 1−𝑥 (𝑥+𝑦)2 1 1−𝑥
(𝑥+𝑦)2
∫∫ ∫ 𝑥𝑑 𝑧𝑑𝑦 𝑑𝑥 ∫ ∫ (𝑧)0 𝑥𝑑 𝑧𝑑𝑦 𝑑𝑥
0 0 0 0 0
1 1−𝑥

= ∫∫ (𝑥 + 𝑦)2 𝑥𝑑𝑦 𝑑𝑥
0 0
1
(𝑥 + 1 − 𝑥)3 𝑥 3
= ∫( − ) 𝑑𝑥
3 3
0
1 1
𝑥 𝑥4 𝑥2 𝑥5
= ∫ ( − ) 𝑑𝑥 = ( − )
3 3 6 15 0
0
1 1 1
= − =
6 15 10
Example (10):
Calculate the volume of the solid bounded by the surface
x = 0 , 𝑦 = 0, 𝑥 + 𝑦 + 𝑧 = 2 and 𝑧 = 0
Solution:
X= 0 y=0 z=0 x + y + z =1
Z varies from O to I -x -y
Y varies from O to I -x
X varies from O to I

P a g e | 66
Marwa Abd El Khaliq Infinite series

∴ = ∭ 𝑑𝑧 𝑑𝑦 𝑑𝑥

1 1−𝑥 (1−𝑥−𝑦)

= ∫∫ ∫ 𝑑𝑧𝑑 𝑑𝑥
0 0 0
1 1−𝑥

= ∫∫ (𝑧)1−𝑥−𝑦
0 𝑑𝑧𝑑 𝑑𝑥
0 0
1 1−𝑥

= ∫∫ (1 − 𝑥 − 𝑦) 𝑑𝑧𝑑 𝑑𝑥
0 0
1
1
= ∫ [1 − 𝑥 − 𝑥(1 − 𝑥) − (1 − 𝑥)2 ] 𝑑𝑥
2
0
1
1 𝑥2 2
= ∫ (1 − 𝑥 − 𝑥 + 𝑥 − + 𝑥 ) 𝑑𝑥
2 2
0
1
1 𝑥2
= ∫ ( − 𝑥 + ) 𝑑𝑥
2 2
0
1
𝑥 𝑥2 𝑥3
=( −+ + )
2 2 6 0
1 1 1 1
= − +
2 2 6 6
Surface Area
Let z= f (x,. y) be the surface. Consider a point S
on the surface. Let its projection on the xy- plane
be the region. A. Erect a cylinder on the
element 𝛿𝑥, 𝛿y having its generator parallel to oz
and meeting the surface S in an element of area
𝛿S.
P a g e | 67
Marwa Abd El Khaliq Infinite series

:. 𝛿𝑥, 𝛿y = 𝛿𝑆 cos y
Where γ is the angle between the xy - plane and the tangent plane to S at P,
i. e., it is the angle between the Z- axis and the normal to S at P.
The direction cosines of the normal to the surface F {x, y, z) = 0 are
𝜕𝑓 𝜕𝑓 𝜕𝑓
proportional to , ,
𝜕𝑋 𝜕𝑦 𝜕𝑧

The direction cosines of the normal to S [F = f(x,y)- z] are proportional to

𝜕𝑧 𝜕𝑧
, , 1 and those of the Z - axis are 0,0, 1.
𝜕𝑋 𝜕𝑦

Hence
𝟏
cos γ=
𝟐 𝟐
√(𝝏𝒛) +(𝝏𝒛 ) +𝟏
𝝏𝒙 𝝏𝒚

𝛿𝑥𝛿𝑦 𝟐 𝟐
𝛿𝑆 = √(𝝏𝒛 ) + (𝝏𝒛 ) + 𝟏 𝛿𝑥 𝛿𝑦
𝒄𝒐𝒔γ 𝝏𝒙 𝝏𝒚

and therefore

𝝏𝒛 𝟐 𝝏𝒛 𝟐
𝑆 = 𝐥𝐢𝐦 ∑ √( ) +( ) +𝟏
𝛿𝑥→𝟎 𝝏𝒙 𝝏𝒚
𝛿𝑦→0

𝝏𝒛 𝟐 𝝏𝒛 𝟐
= ∫ ∫ √( ) + ( ) + 𝟏 𝒅𝒙 𝒅𝒚
𝝏𝒙 𝝏𝒚
𝑨

Example 11:
Find the surface area of the cylinder 𝒙𝟐 + 𝒛𝟐 = 𝟒 𝐢𝐧𝐬𝐢𝐝𝐞
𝐭𝐡𝐞 𝐜𝐲𝐥𝐢𝐧𝐝𝐞𝐫 𝒙𝟐 + 𝒛𝟐 = 𝟒
Solution
𝒙𝟐 + 𝒛𝟐 = 𝟒

P a g e | 68
Marwa Abd El Khaliq Infinite series

𝜕𝑧
∴ 𝟐𝒙 + 𝟐𝒛 =0
𝜕𝑥
𝜕𝑧 𝑥
Or = −
𝜕𝑥 𝑧

𝜕𝑧
= 0
𝜕𝑦
𝜕𝑧 2 𝜕𝑧 2 𝒙𝟐
( ) +( ) +𝟏= 𝟐 +𝟏
𝜕𝑥 𝜕𝑦 𝒛
𝒙𝟐 +𝒛𝟐 𝟒 𝟒
= = =
𝒛𝟐 𝒛𝟐 𝟒 − 𝒙𝟐
Hence the required surface area
𝟐 √𝟒−𝒙𝟐 𝟐 √𝟒−𝒙𝟐
𝟐 𝟐
𝝏𝒛 𝝏𝒛 𝟐
= 𝟖∫ ∫ √( ) + ( ) + 𝟏 𝒅𝒙 𝒅𝒚 = 𝟖 ∫ ∫ 𝒅𝒙 𝒅𝒚
𝝏𝒙 𝝏𝒚 √ 𝟒 − 𝒙𝟐
𝟎 𝟎 𝟎 𝟎

𝟐 𝟐
𝟏 √𝟒−𝒙𝟐 𝟏
= 𝟖∫ (𝒚)𝟎 = = 𝟏𝟔 ∫ ( √𝟒 − 𝒙𝟐 ) 𝒅𝒙
√ 𝟒 − 𝒙𝟐 √ 𝟒 − 𝒙𝟐
𝟎 𝟎
𝟐

= 𝟏𝟔 ∫ 𝒅𝒙 = 𝟏𝟔 (𝒙)𝟐𝟎 = 𝟑𝟐
𝟎

Example (12):
Find the surface area of the sphere x2 +y2 +z2=9 lying inside the cylinder
x2 + y2 = 3y
Solution:
𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 = 𝟗
𝜕𝑧
2𝑦 + 2𝑧 =𝟎
𝜕𝑥
𝜕𝑧 𝑦
=−
𝜕𝑦 𝑧
P a g e | 69
Marwa Abd El Khaliq Infinite series

𝜕𝑧 2 𝜕𝑧 2 𝒙𝟐 𝒚𝟐
∴( ) + ( ) +𝟏= 𝟐 + 𝟐 +𝟏
𝜕𝑥 𝜕𝑦 𝒛 𝒛
𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 𝟗 𝟗
∴= = =
𝒛𝟐 𝟗 − 𝒙𝟐 − 𝒛𝟐 𝟗 − 𝒓𝟐
, x = r cos 𝜽
𝒀 = r cos 𝜽
… 𝒙𝟐 + 𝒚𝟐 = 𝟑𝒚
∴ 𝒓𝟐 = 𝟑𝒓 𝒔𝒊𝒏 𝜽
𝒓 = 𝟑 𝒔𝒊𝒏 𝜽
Hence the required surface area

𝝏𝒛 𝟐 𝝏𝒛 𝟐
= ∬ √( ) + ( ) + 𝟏 𝒅𝒙 𝒅𝒚
𝝏𝒙 𝝏𝒚
𝝅
𝟑 𝒔𝒊𝒏 𝜽 𝟑
=4 ∫𝟎 ∫𝟎
𝟐 𝒓𝒅𝒓𝒅 𝜽
√𝟗− 𝒓𝟐
𝝅
𝟑 𝒔𝒊𝒏 𝜽 𝒓
=12 ∫𝟎𝟐 ∫𝟎 𝒅𝒓𝒅 𝜽
√𝟗− 𝒓𝟐

𝝅/𝟐
=12 ∫𝟎 (−√𝟗 − 𝟗 𝒔𝒊𝒏 𝟐 + 𝟑 )𝒅𝜽
𝝅
=36 ∫𝟎𝟐 (−𝒄𝒐𝒔 + 𝟏)𝒅𝜽
𝝅/𝟐
=36 (−𝒔𝒊𝒏𝜽 + 𝜽 )𝟎
𝝅
=36 (−𝟏 + ) = 𝟏𝟖 (𝝅 − 𝟐)
𝟐

Exercise

(1) Evaluate ∬ (𝑥 2 + 𝑦 2 ) 𝑑𝑥 𝑑𝑦
Where D is the region bounded by x = y, x -axis and x=2

P a g e | 70
Marwa Abd El Khaliq Infinite series

(2) Evaluate ∬0 xy dx dy where Dis the region bounded by x = y, 𝑥 2 + 𝑦 2

= l, x = 0
(3) Evaluate ∬𝐷 (x +2y)dx.dy
, D is bounded by y = 0, y = 𝑥 2 , x = 0, x =l
2 4
(4) Evaluate ∫0 ∫2 (𝑥 3 + xy) dy dx
Describe the region· of integration, change the order of integration, and
evaluate it
(5) Find the area bounded by y = 𝑥 2 x= 1, y = 0
(6) Find the area of triangle bounded by y = 0, y =x, 2y +3x= 10.
4
(7) Evaluate ∫𝐷 ∫2 𝑥 2 √𝑎2 − 𝑦 2 𝑑𝑥 𝑑𝑦 where D is the circle 𝑥 2 + 𝑦 2 = 𝑎2
(8) Evaluate the line integral. ∮ xy dx + (𝑥 3 − 𝑦 2 )𝑑𝑦 where C is the
boundary of the circle 𝑥 2 + 𝑦 2 = 1
(9) Evaluate ∮ (𝑥 3 + 𝑥 2 𝑦 2 ) dx + xy dy ,where C is the triangle whose vertices
are (0, 0), (0, 1), (1, 0).
(10) Prove that ∫𝑐 2x sin y dx + 𝑥 2 cosy dy is independent of path and
evaluate it from (0, 0) to (1, 𝜋/2 ).
(11) By Green theorem evaluate
∮ (𝑥 2 + 𝑦 2 ) dx + ( x + y )2 dy. Where· C is the triangle
whose vertices are (1, 1), (2, 2), (3, 3)
(12) Evaluate
(1,1)
I = ∫(0,0) (𝑦 3 + 𝑥 )𝑑𝑥 + (𝑥 3 + 𝑦 2 - x ) dy for the curve x =t

𝑦 = 𝑡 3.
(13) Evaluate
I = ∫ (2𝑥𝑦 3 − 𝑦 3 cos 𝑥 ) 𝑑𝑥 + (1 − 2𝑦𝑠𝑖𝑛 𝑥 + 3𝑥 2 𝑦 2 )𝑑𝑦 𝑜𝑛
𝜋
the parabola 2x = 𝜋 𝑦 2 from (0,0 ) to ( , 1)
2

[14] Use double integration in the following:

1- Find the area bounded by y = x - 2 and 𝑦 2 = 2x + 4.

P a g e | 71
Marwa Abd El Khaliq Infinite series

2- Find the area between the circle 𝑥 2 + 𝑦 2 = a2 and the line x + y = a in the first
quadrant.
1 2 3
(15) Evaluate ∫0 ∫0 ∫1 𝑥 2 yz dx dy dz
(16) Prove that
2 1 1
∫0 ∫0 ∫−1 (𝑥 2 +𝑦 2 ) dx dy dz = 6
(17) Prove that
1√1−𝑥 2 √1−𝑥 2 −𝑦 2 1
∫0 ∫0 ∫0 𝑥𝑦 𝑧𝑑𝑥 𝑑𝑦 𝑑𝑧 = 48
(18) Find the volume of the tetrahedron defined by
𝑥 𝑦 𝑧
+ + = 1, ≥ 0 , 𝑦 ≥ 0 , 𝑧 ≥ 0.
2 3 4

(19) Using triple integral to evaluate the volume of ellipsoid.

𝑥2 𝑦2 𝑧2
+ + =1
𝑎2 𝑏 2 𝑐 2
(20) Using the triple integral to find the volume of the sphere of radius a.
(21) Find the surface area of the sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 16
(22) Find the surface area of the portion of the cylinder
𝑥 2 +𝑦 2 = 4y lying inside the sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 16
(23) Find the area of the portion of the sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑎2 lying inside the
cylinder 𝑥 2 + 𝑦 2 = 𝑎𝑥

P a g e | 72
Marwa Abd El Khaliq Vector Analysis

CAPTER (6) Vector Analysis

Vectors and scalars
A scalar is a quantity that has magnitude only and has no direction.
Common examples of scalars are mass, temperature and area.
Unlike a scalar quantity, a vector quantity has both magnitude and
direction. Common examples of vectors are velocity, forces and electric
field intensity.
A vector in one , two or three dimensional space can be represented by
an arrow, the length of the arrow indicates the magnitude of the vector
while the direction indicates the direction of the vector.

A vector in three dimensions R3 can be written in the form,

V = Vx i + Vy j + Vz K
Where i , j , k are the unit vectors in the direction of the
positive axes and Vx, Vy, and Vz are the components of V in the axes o
x, o y, o z, respectively.
The magnitude of V is | V |

| V | = √𝑉𝑥2 + 𝑉𝑦2 + 𝑉𝑧2

P a g e | 73
Marwa Abd El Khaliq Vector Analysis

The vector 𝛼 V , where 𝛼 is a positive scalar has the same direction as

V and has magnitude 𝛼 | V |.
A unit vector is a vector whose magnitude equal 1.
^
The unit vector V in the direction of V is defined by:
^ V
V = |V|

Example: (1.1)
Let v = i + 3j – 2 k
^
Find | V | and V
Solution:
| V | = √(1)2 + (3)2 + (−2)2 = √1 + 9 + 4 = √14
^ V 1 3 2
V = |V|
= 𝑖+ 𝑗 − 𝑘
√14 √14 √14

𝟏
= ( i+ 3j −2k)
√𝟏𝟒
Direction Cosines :

Let v = x i+ y j+ z k

P a g e | 74
Marwa Abd El Khaliq Vector Analysis

The angles 𝛼, 𝛽, 𝛾 are called direction angles of v where 𝛼 is the angle

between v and the +ve x-axis , 𝛽 is the angle between v and the +ve
y-axis and γ is the angle between v and the + ve z- axis .
Then ,
x y z
cos α = , cos 𝛽 = , cos 𝛾 =
|V| |V| |V|
If v is the unit vector , then | V | = 1 and cos α = x , cos 𝛽 = 𝑦
cos 𝛾 = z.
By definition each of these three angles lies between 0 and π .
The cosines of these angles are called direction cosines of the vector v .
Note that:

2 2
𝑥 2 + 𝑦2 + 𝑧2
2
cos α + cos 𝛽 + cos 𝛾 =
| V |2
x2 +y2 +z2
= =1
x2 +y2 +z2

If 𝛼 , 𝛽 , 𝛾 are three numbers between 0 and 𝜋 such that

(4) is satisfied, then they uniquely determine a unit vector given by ,
^
V = cos 𝛼 i + cos 𝛽 j + cos 𝛾 k
Example: (1.2)
Find the direction cosines of the vector
v = 4 i – j– 6 k
Solution:
| V | = √(4)2 + (1)2 + (6)2 = √16 + 1 + 36 = √53
x 4
cos α = =− ≈ 0.5494
|V| √53
P a g e | 75
Marwa Abd El Khaliq Vector Analysis

𝑦 −1
cos β = = ≈ −0.1374
|V| √53
𝑧 6
cos γ = = ≈ 0.8242
|V| √53

From these we use a calculator to obtain:

α = 56.7° β = 97.9° γ = 43.5°
Example: (1.3)
Find the vector v of magnitude 7 whose direction cosines are,
𝟏 𝟏 𝟏
, ,
√𝟔 √𝟑 √𝟐

Solution:
1 1 1
cos α = , cos 𝛽 = , cos 𝛾 =
√6 √3 √2
Since we can only solve this problem because :
2 2 2
1 1 1
( ) +( ) +( ) =1
√6 √3 √2
^
,then let V = cos 𝛼 i + cos 𝛽 j + cos 𝛾 k
1 1 1
= i+ j + k
√6 √3 √2

is the unit vector in the direction of v .

^ V
since V = |V|
; we have :
1 1 1 𝑣
= i+ j + k =
√6 √3 √2 7
7 7 7
= i+ j + k
√6 √3 √2
P a g e | 76
Marwa Abd El Khaliq Vector Analysis

addition and scalar multiple of vectors

If v = vx i + vy j + vz k
and u = u x i + u y j + uz k
then:
v + u = ( vx + ux ) i + (vy + uv ) j + (vz + uz) k
• and 𝛼 u = 𝛼 ux i + 𝛼 uy j + 𝛼 uz k
• If u = v , then:
u x = vx , u y = vy , u z = vz
Example: (1.4)
Let u = 2 i+3 j – k
v = –6 i + 2 j + 4 k
Find u + v , 3v , –u , 4u – 3v
Solution:
• u + v = (2–6) i + (3+2) j + (-1+4) k
= –4 i + 5 j + 3 k
• 3 v = 3 (–6 i + 2 j + 4 k )
= –18 i + 6 j + 12 k
• – u = – (2 i + 3 j – k )
= –2 i – 3 j + k
• 4 u – 3 v = 4 ( 2 i + 3 j – k ) – (- 18 i + 6 j + 12 k )
= 8 i + 12 j - 4 k + 18 i – 6 j - 12 k
= 26 i + 6 j – 16 k
The following theorem gives some properties of vectors in R3
Theorem (1.1):

P a g e | 77
Marwa Abd El Khaliq Vector Analysis

Let u , v and w be any three vectors in thr R3 space, let 𝛼, 𝛽 be

scalars and let o denote the zero vector.
( o = o i + o j + o k ) , then:
(i) u + v = v + u
(ii) u + ( v + w ) = ( u + v ) + w
(iii) v + o = v (i v ) v . o = 0
(iv) α o = 0
(v) (α β) v = α (β v )
(vi) v + (- v ) = o
(vii) 1 . v = v
(viii) (α + β ) v = α v + β v
(ix) α ( u + v ) = α u + α v
(x) |α v | = |α| | v|
(xi) | u − v | ≤ |u| |v|
Which is called the triangle inequality.
Dot Product
If u = u x i + uy j + uz k
And v = vx i + vy j + vz k
then we define the dot product ( scalar product or
inner product) as follows:
u . v = ux vx + uy vy + uz vz
= | u | . | v | cos θ

P a g e | 78
Marwa Abd El Khaliq Vector Analysis

Where θ is the angle between u and v

u . v
Thus cos 𝜃 = | u | . | v |

Note that:
(1) The dot product of two vectors is a scalar quantity
(2) * i . i = j . j = k . k = 1
i . j =0 , j . k =0 , k . i=0
Example (1.5):
Find the angle between the following vectors:
u = 3 i– j +2 k
v = 4 i+3 j – k
Solution:
u . v = ( 3 i – j + 2 k) . ( 4 i + 3 j – k )
= 12 – 3 – 2 = 7
| u | = √(3)2 + (1)2 + (2)2 = √9 + 1 + 4 = √14

| V | = √(4)2 + (3)2 + (1)2 = √16 + 9 + 1 = √26

u . v 7 7
cos 𝜃 = | u | . | v |
= =
√14 √26 √364

≈ 0.3669
𝜃 = 68.5°
Theorem (1.2):
For any three vectors u , v and w and any scalar 𝛼 , we have:
(i) u . v = v . u
(ii) (u + v ) . w = ( u . w ) + (v . w )
P a g e | 79
Marwa Abd El Khaliq Vector Analysis

(iii) (α u ) . v = α ( u . v )
(iv) u . u > 0 and u . u = 0 if u = o , | 𝑢 | = √𝑢 . 𝑢
* Two vectors u and v are orthogonal (normal or perpendicular) if
u . v =0
• If u ≠ 0 , then u and v are parallel.
• If v = α u , α is constant.
Example (1.6):
Determine the value of 𝛼 such that the vectors u and v are
orthogonal.
u = 4 i+2j +4𝛼 k
v = 2 i+3𝛼j + k
Solution:
u . v = ( 4 i + 2 j + 4 𝛼 k) . ( 2 i + 3 𝛼 j + k )
= 8 + 6 𝛼 + 4 𝛼 = 8 + 10 𝛼
But u and v are orthogonal → u . v =0
0 = 8 + 10 𝛼
8 = – 10 𝛼
𝛼 = −4/5
The cross product:
The cross product or the vector product
of two vectors u and v is denoted by u
x v
and is given by:
P a g e | 80
Marwa Abd El Khaliq Vector Analysis

^
u x v = | u | . | v | sin 𝛉 n.
or:
i j k
u x v = |ux uy uz |
vx vy vz

The cross product of two vectors is a vector orthogonal to both u and v

Example (1.7):
calculate u x v where,
u = 2 i+4 j –5 k
v = –3 i – 2 j + k
Solution:
i j k
u x v =| 2 4 −5|
−3 −2 1

= (4 − 10) 𝑖 − (2 − 15) 𝑗 + (−4 + 12) 𝑘

= −6 𝑖 + 13 𝑗 + 8 𝑘
• Two vectors u and v are parallel if u x v = o
Example (1.8):
(i) Prove that the S of the parallelogram with the vectors A and B
forming adjacent edges is S = |A x B|
(ii) Find the are of the triangle having
vertices at

P a g e | 81
Marwa Abd El Khaliq Vector Analysis

A (2 , 1 , 4 ) , B = ( 3 , -2 , 1 ) , C = ( 7 , 2 , 1 )
Solution:
(i) The parallelogram is shown in the figure.
The area of the parallelogram is given by:
S=|A| h
But, ℎ = | B | sin 𝜃
then, 𝑆 = | A | | B | . sin 𝜃 = | A x B |
(ii) obtain vectors AB and AC
AB = (3 – 2 ) i + ( -2 – 1 ) j + ( 1 – 4 ) k
= i -3j -3k.
AC = (7 – 2 ) i + ( 2 – 1 ) j + ( 1 – 4 ) k
= 5i + j –3 k.

The are of the triangle:

𝑆 = | AB x AC |

1 i j k
= |1 −3 −3|
2
5 1 −3
1
|12 i − 12 j + 16 k|
2
1
= √(12)2 + (12)2 + (16)2
2
= 11.66 𝑢𝑛𝑖𝑡 𝑎𝑟𝑒𝑎.
Theorem (1.3):
P a g e | 82
Marwa Abd El Khaliq Vector Analysis

(Properties of the cross product)

Let u , v and w be vectors in R3 and 𝛼 be scalar ,
then:
(1) u x o = 0 = o x v
(2) u x v = –(v x u)
(3) (α u x v ) = α ( u x v )
(4) u x ( v + w ) = ( u x v ) – ( u x w )
(5) ( u x v ) . w = u . ( v x w )
This product is called the scalar triple product.
(6) u . ( u x v ) = v . ( u x v ) = 0
That is u x v is orthogonal to both u and v.
Example (1.9):
Vector A is given such that:
A=2i –3j+k
which of these vectors:
B = -2 i – 2 j – 2 k C=-i–2j–3k
are perpendicular to A ?
Solution:
Vectors A and B are perpendicular ( orthogonal – normal )
If A . B = 0
(i) A . B = ( 2 i – 3 j + k ) . ( 2 i + 2 j + 2 k )
= 4–6+2=0
P a g e | 83
Marwa Abd El Khaliq Vector Analysis

Thus, vectors A and B are perpendicular.

(ii) A . C = ( 2 i – 3 j + k ) . ( – i – 2 j – 3 k )
= –2 + 6 –3 = 1 ≠ 0
Vectors A and C are not perpendicular:
Example (1.10) :
(i) Show that | A | = √ A . A , A = a1 i + a2 j + a3 k.
(ii) If A . B = 0 and | A | ≠ 0 , | B | ≠ 0
show that A is perpendicular to B.
(iii) Find the angle between two vectors:
A= i +4j+7k
B=2i+3j+ k
Solution:
(i) From the definitions of the scalar product and the magnitude of the vector,

| A | = √𝑎12 + 𝑎22 +𝑎32 = √𝐴1 . 𝐴2

(ii) A . B = | A | | B | cos 𝛼
But | A | ≠ 0 , | B | ≠ 0 implies cos 𝛼 = 0
and hence 𝛼 = 𝜋/2
Thus two vectors A and B are perpendicular.
(iii) A . B = | A | | B | cos 𝛼
A . B
∴ cos 𝛼 =
| A | . | B |

P a g e | 84
Marwa Abd El Khaliq Vector Analysis

( 𝑖 + 4𝑗 + 7𝑘 ).( 2𝑖 + 3𝑗 + 𝑘 )
∴ cos 𝛼 =
√1 + 16 + 49 √4 + 9 + 1
21
=
√66 √14
21
=
30.39
∴ 𝛼 = 46°

The vector Field :

A vector Field in three dimensions is a
Function v whose domain D is a subset of
R3 . If(x, y, z) ∈ D
, then :
v = M (x, y, z) i + N (x, y, z) j + P (x, y, z) k
Gradient of a scalar Field:
The gradient of a scalar Function f (x, y, z) denoted by ∇ f(x,y,z) or grad
f(x,y,z) and defined by :
𝜕𝑓 𝜕𝑓 𝜕𝑓
∇ f(x,y) = 𝑖+ 𝑗+ 𝑘
𝜕𝑥 𝜕𝑦 𝜕𝑧

= fx i + fy j + fz k
The symbol ∇ ( nabla ) is a vector field differential operator defined as
follows
𝜕 𝜕 𝜕
∇= 𝑖+ 𝑗+ 𝑘
𝜕𝑥 𝜕𝑦 𝜕𝑧

The gradient of a scalar function f(x,y,z) at a point P(xo, yo, zo) is

denoted by : (∇ f) (xo, yo, zo)
Example (2.1):
P a g e | 85
Marwa Abd El Khaliq Vector Analysis

Evaluate ∇ f if:
f(x,y,z) = x2 + xy sin y + x z2
Solution :
∇ f = fx i + fy j + fz k
= (2x + y sin y + z2 ) i + (x sin y + x y cos y) j + (2 xz) k
Example (2.2):
Let f (x,y,z) and g (x,y,z ) be differential scalar functions.
Prove that:
(i) ∇ ( f + g) = ∇ f + ∇ g
(ii) ∇ ( f g) = f ∇ g + g∇ f
f
(iii) ∇ ( ) = g −2 [g∇f − f∇g]
g

Proof:
∂ ∂ ∂
(i) ∇ ( f + g) = ( i+ j+ k ) ( f + g)
∂x ∂y ∂z

∂ ∂ ∂
= (f + g) i + (f + g) j + (f + g) k
∂x ∂y ∂z
∂ ∂ ∂ ∂ ∂ ∂
f i+ g i+ f j+ g j+ f k+ g k
∂x ∂x ∂y ∂y ∂z ∂z
𝜕 𝜕 𝜕 𝜕 𝜕 𝜕
=( 𝑖+ 𝑗+ 𝑘 )𝑓 +( 𝑖+ 𝑗+ 𝑘 )𝑔
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧

= ∇𝑓+ ∇𝑔
∂ ∂ ∂
(ii) ∇ ( fg) = ( i + j + k) fg
∂x ∂y ∂z

∂ ∂ ∂
= fg i + fg j + fg k
∂x ∂y ∂z
P a g e | 86
Marwa Abd El Khaliq Vector Analysis

∂g ∂f ∂g ∂f ∂g ∂f
=(f +g ) i +(f +g ) j+(f +g ) k
∂x ∂x ∂y ∂y ∂z ∂z
∂g ∂f ∂g ∂f ∂g ∂f
=f i+g i+ f j+g j+f k+g k
∂x ∂x ∂y ∂y ∂z ∂z
∂g ∂g ∂g ∂f ∂f ∂f
=f ( i+ j+ k) + g ( i+ j+ k )
∂x ∂y ∂z ∂x ∂y ∂z
= f∇g+ g∇f
f ∂ f ∂ f ∂ f
(iii)∇ ( ) = i+ j+ k
g ∂x g ∂y g ∂z g
∂f ∂g ∂f ∂g ∂f ∂g
𝑔 −𝑓 𝑔 −𝑓 𝑔 −𝑓
∂x ∂x ∂y ∂y ∂z ∂z
= 2
𝑖+ 𝑗+ 𝑘
𝑔 𝑔2 𝑔 2

1 ∂f ∂f ∂f
= [ g i + g j + g k ]
𝑔2 ∂x ∂y ∂z
1 ∂g ∂g ∂g
− [ f i + f j + f k ]
𝑔2 ∂x ∂y ∂z
1 1
(g ∇ f) − f∇g
𝑔2 𝑔2
1
= (g ∇ f − f ∇ g )
𝑔2

Example (2.3):
Show that ∇ f is a vector perpendicular
(normal ) to the surface f(x,y,z)= constant .
(iii) Find the unite normal vector to the
surface :
P a g e | 87
Marwa Abd El Khaliq Vector Analysis

x2 z + y z2 = 3 at the point (-1,1,2).

Proof: F(x, y, z) = constant (1)
The position vector of any point on the surface
is r = x i + y j + z k.
The vector, d r= d x i + d y j + d z k .
Lies on the plane tangent to the surface at P. Also we have :
∂f ∂f ∂f
𝑑𝑓= dx + dy + dz = 0 (2)
∂x ∂y ∂z
Equation (2) can be written as
∂f ∂f ∂f
( i+ j+ k ) . (dx i + dyj + dzk)=0 (3)
∂x ∂y ∂z
Since i , j , k are mutually orthogonal unit vectors.
From equation (3) we have Vf . dr =0
Thus ∇ f is perpendicular to d r and to the surface .
∂f ∂f ∂f
(ii) ∇ f = i+ j+ k
∂x ∂y ∂z
That is :
∇ ( 𝑋 2 𝑧 + 𝑦 𝑍 2 ) = 2 𝑥 𝑧 𝑖 + 𝑧 2 𝑗 + ( 𝑥 2 + 2 𝑦 𝑧) 𝑘
at the point (-1,1,2 ) we obtain:
(∇ f )(−1,1,2) = [( 2 x z i + z 2 j + ( x 2 + 2 y z) k )](−1,1,2)
= −4 i + 4 j + 5 k
The vector N = −4 i + 4 j + 5 k
is normal to the surface. The unite vector in the same direction is given by
^
N −4 i + 4 j + 5 k −4 4 5
𝐧 = = = 𝑖 + 𝑗 + 𝑘
|N| √16 + 16 + 25 √57 √57 √57
P a g e | 88
Marwa Abd El Khaliq Vector Analysis

The following theorem provides a formula for finding the directional

derivative for a scalar function.
Theorem (2.1):
If f is differentiable function of three variables and
^
𝑈 = u1 i – u 2 j + u 3 k is a unit vector then the directional derivative
𝐷 ^ f (x, y, z) is:
𝑈

𝐷 ^ f (x, y, z) = fx (x, y, z) u1 + fy (x, y, z) u2 + fz (x, y, z) u3

𝑈

Example (2.4):
Compute the directional derivative of the function
F(x,y,z ) = x2 + 2 y3 – z2 at (2, 1, 2)
in the direction of the line from (0,1,2) to (3,4,5).
Solution :
The vector u is the vector from the point (0,1,2) to (3,4,5) is :
𝑢 = (3 − 0) 𝑖 + (4 − 1) 𝑗 + (5 − 2) 𝑘
=3 𝑖+ 3 𝑗+3 𝑘
^
The unit vector U is :

^ 𝑢 3 𝑖+ 3 𝑗+3 𝑘 1
U = = = (𝑖 + 𝑗 + 𝑘)
|𝑢| √9 + 9 + 9 √3
Hence the directional derivative is:
1 1 1
𝐷^ f = 2 x +4𝑦 −2𝑧
U √3 √3 √3

1
= (2𝑥 + 4𝑦 − 2𝑧)
√3
𝐷 ^ f at (2 , 1 , 2 ) is :
U

P a g e | 89
Marwa Abd El Khaliq Vector Analysis

1
𝐷 ^ f (2,1,2) = (4 + 4 − 4)
U √3
4
=
√3
From the previous discussion we have :
^
D ^ f (x, y, z) = ∇ f . U
U

Curl and divergence of vector field :

Consider the vector field :
V = V1 i + V2 j + V3 k
Where V1 , V2 , ,V3 have partial derivatives, we have another vector
called the curl of V or the rotation of V which denoted by curl V or
∇ x V or rot V .
𝑖 𝑗 𝑘
𝜕 𝜕 𝜕
Curl V = ∇ x V = rot V = |𝜕𝑥 𝜕𝑦 𝜕𝑧
|
𝑉1 𝑉2 𝑉3
The curl or the rotation of a vector plays a very important role in vector
differential calculus. It is frequently used in Electro Magnetism,
elasticity and hydrodynamics.
Example (3.1):
A vector field V is given by:
V = x2 y2 i + y2 z2 j + x2 z2 k ,
Find (i) curl V (ii) curl curl V
Solution:
𝑖 𝑗 𝑘
𝜕 𝜕 𝜕
Curl V = | 𝜕𝑥 𝜕𝑦 𝜕𝑧
|
2 2 2 2 2 2
𝑥 𝑦 𝑦 𝑧 𝑥 𝑧
P a g e | 90
Marwa Abd El Khaliq Vector Analysis

= –2 y2 z i – 2 x z2 j – 2 x2 y k
The vector field curl curl V is given by:
curl curl V = curl (curl V)
= curl (= –2 y2 z i – 2 x z2 j – 2 x2 y k )
𝑖 𝑗 𝑘
𝜕 𝜕 𝜕
|
= | ||
𝜕𝑥 𝜕𝑦 𝜕𝑧
−2𝑦 2 𝑧 −2𝑥𝑧 2 −2𝑥 2 𝑦
= (-2x2 + 4 x z ) i – (-2y2 + 4 x y ) j + (–2z2 + 4 y z ) k
Example (3.2):
Show that the curl satisfies the equations:
curl (A+B) = curl A + curl B
and hence evaluate curl A + curl B for the vectors:
2
A = (x 2 y − exy ) i + (z + x 2 ) j + (x y ) k
2
B = (2x 2 y + ex𝑦 ) i – x 2 j + x y z k

Solution:
Let A = a1 i + a2 j + a3 k
B = b1 i + b 2 j + b3 k
Then,
Curl ( A + B ) = ∇ 𝑥 ( 𝐴 + 𝐵)

P a g e | 91
Marwa Abd El Khaliq Vector Analysis

𝑖 𝑗 𝑘
𝜕 𝜕 𝜕
= | |
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑎1 + 𝑏1 𝑎2 + 𝑏2 𝑎3 + 𝑏3
𝜕 𝜕
= [ (𝑎3 + 𝑏3 )– (𝑎 + 𝑏2 )] 𝑖
𝜕𝑦 𝜕𝑧 2
𝜕 𝜕
– [ (𝑎3 + 𝑏3 )– (𝑎 + 𝑏1 )] 𝑗
𝜕𝑥 𝜕𝑧 1
𝜕 𝜕
+ [ (𝑎2 + 𝑏2 )– (𝑎 + 𝑏1 )] 𝑘
𝜕𝑥 𝜕𝑦 1
𝜕 𝜕 𝜕 𝜕 𝜕 𝜕
[( 𝑎3 − 𝑎2 ) 𝑖 − ( 𝑎3 − 𝑎1 ) 𝑗 + ( 𝑎2 − 𝑎 )𝑘 ]
𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑦 1

𝜕 𝜕 𝜕 𝜕 𝜕 𝜕
[( 𝑏3 − 𝑏2 ) 𝑖 − ( 𝑏3 − 𝑏1 ) 𝑗 + ( 𝑏2 − 𝑏 )𝑘 ]
𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑦 1
= curl A + curl B
we have :
2
A + B = (x 2 y − exy ) i + (z + x 2 ) j + (x y ) k
2
+ (2x 2 y + ex𝑦 ) i – x 2 j + x y z k
= 3x 2 y i + z j + (xy + xyz ) 𝑘
Then:
i j k
∂ ∂ ∂
curl (A + B) = | |
∂x ∂y ∂z
3𝑥𝑦 z xy + xyz
= (x + zx − 1) i + (−y − yz) j − 3x 2 k
P a g e | 92
Marwa Abd El Khaliq Vector Analysis

= curl A + curl B
The divergence of V is denoted by div V or ∇ . V and is defined as
following:
∂v1 ∂v2 ∂v3
Div V = ∇ . V = + +
∂x ∂y ∂z
Where v = v1 i + v2 j + v3 k
Example (3.3):
Evaluate div V at the point (-1 , 1 , 2) for ,
V = x2 i + exy j + x y z k
Solution:
∂ 2 ∂ 𝑥𝑦 ∂
𝑑𝑖𝑣 𝑉 = 𝑥 − 𝑒 + 𝑥𝑦𝑧
∂x ∂y ∂z
= 2x + x exy + x y
∴(div v )(-1,1,2) = (2x + xexy + xy)(-1,1,2)
= -2 – e-1 -1 = -3 –e-1
Example (3.4):
(i) Show that div grad f = ∇2 f
(ii) Evaluate div grad for,
F(x, y, z) = sin x + x2 y z.
Solution:
(i) By definition of grad f,
𝜕𝑓 𝜕𝑓 𝜕𝑓
𝐺𝑟𝑎𝑑 𝑓 = 𝑖+ 𝑗+ 𝑘
𝜕𝑥 𝜕𝑦 𝜕𝑧
P a g e | 93
Marwa Abd El Khaliq Vector Analysis

∂ 𝜕𝑓 ∂ 𝜕𝑓 ∂ 𝜕𝑓
𝑑𝑖𝑣 (𝑔𝑟𝑎𝑑 𝑓) = ( )− ( )+ ( )
∂x 𝜕𝑥 ∂y 𝜕𝑦 ∂z 𝜕𝑧
𝜕2𝑓 𝜕2𝑓 𝜕2𝑓
= 2
+ 2+ 2
= ∇2 f
𝜕𝑥 𝜕𝑦 𝜕𝑧
Where ∇2 is the Laplacian operator:

2
𝜕2 𝜕2 𝜕2
∇ = 2+ 2+
𝜕𝑥 𝜕𝑦 𝜕𝑧 2
(ii) By (i)
div grad (sin x + x2 y z )
𝜕 ∂ ∂
= (sin x + 𝑥 2 y z ) + (𝑥 2 𝑧) + (𝑥 2 𝑦)
𝜕𝑥 ∂y ∂z
= – sin x + 2 y z
A vector V is called solenoidal when its divergence is zero that is: div
V=0
Example (3.5):
Given a vector field:
V = 3x i + 2y j – 5 z k
Verify that V is sole noidal.
Solution:
∂ ∂ ∂
div V = (3 𝑥 ) + (2 y) + (−5 z) = 3 + 2 − 5 = 0
∂x ∂y ∂z
Hence V is sole noilda.
Example (3.6):

P a g e | 94
Marwa Abd El Khaliq Vector Analysis

Prove that if w is a constant vector and v = w x r

then, v is sole noidal.
Solution:
The vectors w and r may be written as follows:
w = w1 i + w2 j + w3 k
r=x i+ y j +z k
Then,
𝑖 𝑗 𝑘
𝑉 = 𝑤 𝑥 𝑟 = |𝑤1 𝑤2 𝑤3 |
𝑥 𝑦 𝑧
∂ ∂
= (w2 z − w3 y) i + (w3 x − w1 z)
∂x ∂x
∂
+ (w1 y − w2 x) k = O ⇒ div o = 0
∂x
(Because w is constant).
There fore v= w x r is sole noidal .
Conservative fields
A vector field y is called conservative filed or irrotational filed if its curl
is equal to zero i.e.:
curl v = o The vector field v can be derived from the scalar field f,
where v = grad f.
The scalar field f is called the scalar potential function.
Example (3.7):
Determine whether the vector field.
V = (2x + y3) i + ( 3 x y2 + 4) j is conservative
Use the following two method:
P a g e | 95
Marwa Abd El Khaliq Vector Analysis

(i) By computing curl V

(ii) By finding the scalar potential of V .
Solution :
i j k
∂ ∂ ∂
(i) curl v = | ∂x ∂y ∂z
|=0
2𝑥 + 𝑦 3 3x𝑦 +42
0
Then the vector V is conservative.
(ii) Assume that the scalar potential of the vector field v exists such that

grad f = v
Then v = grad f = ∇ f = fx i +fy j
That is:
fx i +fy j = ( 2 x + y3 ) i + ( 3 x y2 + 4 ) j
or fx = 2 x+y3 (1) , f y = 3 x y 2+ 4 (2)
integrate (1) w.r.t. x we obtain:
f (x,y)= x2 + xy3 + g(y) (3)
differentiate (3) w.r.t. y we obtain:
f (x,y) = 3 x y2 + g` (y) (4)
compare (2) and (4) we have:
g` (y) = 4 and g(y)= 4y + c
where c is the constant of integration
Thus: f (x,y) = x2 + xy3 + 4 y + c
gives the scalar potential function.
Example (3.8):

P a g e | 96
Marwa Abd El Khaliq Vector Analysis

Find constants 𝛼 , 𝛽 𝑎𝑛𝑑 𝛾 so that:

V =(3x – 2y+ 𝛼 z) i + (𝛽 x + 3y +5z) j + (2 x + 𝛾 y –z) k
is irrotational.
i j k
∂ ∂ ∂
curl V = | ∂x ∂y ∂z
|=0
(3x – 2y + 𝛼 z) (𝛽 x + 3y + 5z) (2 x + 𝛾 y – z)
∂ ∂
=[ (2x + 𝛾 y – z) − (𝛽 x + 3y + 5z)] 𝑖
∂y ∂z
∂ ∂
−[ (2x + γ y – z) − (3x – 2y + 𝛼 z)] 𝑗
∂x ∂z
∂ ∂
+[ (𝛽 x + 3y + 5z) − (3x – 2y + 𝛼 z)] 𝑘
∂x ∂y
= ( γ − 5 ) i + (α − 2) j + (β + 2) k = o
∴ ( γ − 5 ) i + (α − 2) j + (β + 2) k = 0 i + 0 j + 0 k
and hence:
γ−5=0 ∴ γ=5
α−2=0 ∴ α=2
β+2=0 ∴ β = −2
thus the vector field can be written as:
V =(3x – 2y+ 2z) i + (-2x + 3y +5z) j + (2x +5 y –z) k
In the following we introduce another condition for which the vector
field v is conservative:
Let v = M (x,y,z) i + N (x,y,z) j + P (x,y,z) k
be conservative, that is there exists a scalar function f(x,y,z) such that:

P a g e | 97
Marwa Abd El Khaliq Vector Analysis

∂f ∂f ∂f
v ( x, y, z) = ∇ f = i+ j+ k
∂x ∂y ∂z

Therefore:
∂f ∂f ∂f
M= , N= , P=
∂x ∂y ∂z

we have:
∂M ∂2 𝑓 ∂N ∂2 𝑓
= , =
∂x ∂y ∂x ∂x ∂y ∂x
Hence:
∂M ∂N
=
∂y ∂x
By the same manner we can deduce that:
∂N ∂P ∂M ∂P
= 𝑎𝑛𝑑 =
∂z ∂y ∂z ∂x
∂2 𝑓 ∂2 𝑓
( Notice that = because f ( x , y, z ) is continous function).
∂x ∂y ∂y ∂x

So, the vector field v is conservative if M,N,P satisfy

∂M ∂N ∂N ∂P ∂M ∂P
= , = , =
∂y ∂x ∂z ∂y ∂z ∂x
Example (3.9):
show that the vector field:
V = ( e3y – y2 sin x) i + ( 3x e3y + 2y cos x) j is conservative.
Solution:
M = e3y – y2 sin x , N = 3x e3y + 2y cos x
∂M ∂N
= 3 𝑒 3𝑦 − 2𝑦 sin 𝑥 , = 3 𝑒 3𝑦 − 2𝑦 sin 𝑥
∂y ∂x
P a g e | 98
Marwa Abd El Khaliq Vector Analysis

∂M ∂N
Therefore, =
∂y ∂x

The vector field v is conservative.

Example (3.10):
Let f(x,y,z) be any solution of laplace’s equation ∇2 f= 0 .
Show that the vector ∇f is both sole noidal and irrotational.
Solution:

2
𝜕2 𝜕2 𝜕2
∇ = 2+ 2+
𝜕𝑥 𝜕𝑦 𝜕𝑧 2
But we have ∇2 f = div grad f (x, y, z).
Since f(x,y,z) is a solution of Laplace equation ∇2 f = 0, then, div grad f = 0
or div (∇ f) = 0 and therefore ∇ f is solenodial.
To prove that ∇ f is irrotational, we must prove that:
curl (∇ f) = 0 ( curl div f = 0)
i j k
∂ ∂ ∂
curl (∇ f) = ∇ x ∇ f = ||∂x ∂y ∂z ||
𝜕𝑓 𝜕𝑓 𝜕𝑓
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕2𝑓 𝜕2𝑓 𝜕2𝑓 𝜕2𝑓 𝜕2𝑓 𝜕2𝑓

=( − ) 𝑖− ( − ) 𝑗+( − ) 𝑘 =0
𝜕𝑥𝜕𝑧 𝜕𝑧𝜕𝑦 𝜕𝑥𝜕𝑧 𝜕𝑧𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
Since the second partial derivatives are continous,
𝜕2𝑓 𝜕2𝑓 𝜕2𝑓 𝜕2𝑓 𝜕2𝑓 𝜕2𝑓
= , = , =
𝜕𝑥𝜕𝑧 𝜕𝑧𝜕𝑦 𝜕𝑥𝜕𝑧 𝜕𝑧𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
Example (3.11):
P a g e | 99
Marwa Abd El Khaliq Vector Analysis

Determine whether the field :

V = x2 y i + 3x y2 j is consevative.
Solution:
M = x2 y , N = 3x y2
∂M ∂N
= 𝑥2 , = 3𝑦 2
∂y ∂x
∂M ∂N
Hence, ≠ and the vector field is not conservative.
∂y ∂x

Line integral and some integral Theorems:

consider the vector fiekd v throygh a given region D of space R2.

v = P (x , y) i + Q (x , y) j
Where P (x , y) and Q(x , y) are scalar functions and let:
r= x i+ y j.
be a position vector of any point (x,y).
Thus, d r = d x i + d y j
V . d r = ( P (x,y) i + Q (x,y) j ) . (d x i + d y j)
Therefore, the line integral of the vector field along the curve C from A
to B.

P a g e | 100
Marwa Abd El Khaliq Vector Analysis

∫v. dr = ∫Pdx + Qd y
c
Example (4.1):
Evaluate ∫c v . d r where, y= (5x - y) i +(x2– y2) j
and c is :
(a) The straight line joining ( 0 , 0 ) and (3,9).
(b) The curve represented by :
x = t , y = t2 and joining (0,0) and ( 3,9).
Solution :
(a) The equation of the straight line joining the points (0,0) and (3,9) is:
y = 3x → dy = 3 dx
Therefore

𝐼 = ∫ v . d r = ∫(5x − y) i + (𝑥 2 − 𝑦 2 ) j . ( d x i + d y j)
c c

= ∫(5x − y) d x + (𝑥 2 − 𝑦 2 ) d y
c
3
= ∫ (5𝑥 − 3𝑥 )𝑑 𝑥 + ( 𝑥 2 − 9𝑥 2 ) 3𝑑𝑥
0
3
∫ ( 2𝑥 − 24𝑥 )𝑑𝑥 = ( 𝑥 2 − 8𝑥 3 )30 = 9 − 8(3)3 − 0
0

= 9 − 216 = −207
(b) c is the curve represented by the parametric equations:
x=t , y = t2 , dx=dt , d y = 2 t dt
then:

P a g e | 101
Marwa Abd El Khaliq Vector Analysis

at (0.0) t=0
at (3,9) t= 3
Hence,
3
𝐼 = ∫0 (5𝑡 2 − 𝑡 2 ) 𝑑𝑡 + (𝑡 2 − 𝑡 4 ) 2t dt
3
= ∫0 (5𝑡 2 − 𝑡 2 + 2𝑡 3 − 2𝑡 5 ) dt

5𝑡 2 𝑡 3 2𝑡 4 2𝑡 6 3
=( − + − )
2 3 4 6 0
45 27 81 729
=( − + − )−0
2 3 2 3
= −189
Example (4.2):
Evaluate the line integral from (-1,0) to (1,0) in the x y - plane of the
vector field :
V=y i +x j
along :
(1) the x axis

(2) the semi-circle y = √1 − 𝑥 2

(3) the semi-circle y= – √1 − 𝑥 2

Solution :
Along the x - axis , y = 0 , hence d y = 0 and the line integral :

∫ v . d r = ∫(y i − x i ) ( d x j + d y j) = ∫ y d x − x d j = 0
c c c
P a g e | 102
Marwa Abd El Khaliq Vector Analysis

(2) The semicircle is shown in the fig. using the polar coordinates ( r , 𝜃)
we have:
x = cos 𝜃
y = sin 𝜃
where r = 1
Note that the parameter 𝜃 changes from 𝜋 at (-1,0) to o at (1,0). also,
d x = - sin 𝜃 𝑑 𝜃
d y = cos 𝜃 𝑑 𝜃
The line integral along the semicircle is. then:

∫v. dr = ∫y dx + x d y
c c
0

= ∫(𝑐𝑜𝑠 2 𝜃 − 𝑠𝑖𝑛2 𝜃 )𝑑𝜃

𝜋
0
𝑠𝑖𝑛2𝜃 0
= ∫ cos 2 𝜃 𝑑𝜃 = (( ) 𝜋 =0
2
𝜋

P a g e | 103
Marwa Abd El Khaliq Vector Analysis

The semicircle y =−√1 − 𝑥 2 𝑖𝑠 𝑠ℎ𝑜𝑤𝑛 𝑖𝑛 𝑡ℎ𝑒 𝑓𝑖𝑔.

The parametric representation of this curve is:
x = cos 𝜃 , y = – sin 𝜃
where the parameter 𝜃 varies from 𝜋 to o. The line integral is given by:

∫ v . d r = ∫ y d x– x d y
c c

Also, dx = – sin θ dθ
, dy = – cos θ dθ
0 0

∫ v . d r = ∫ sin2 θ dθ − ∫ cos2 θ dθ
c π π
0 𝜋
= ∫𝜋 (𝑠𝑖𝑛2 𝜃 − 𝑐𝑜𝑠 2 𝜃 ) 𝑑𝜃 = ∫0 cos 2𝜃 𝑑𝜃
𝑠𝑖𝑛2𝜃 𝜋
=( ) =0
2 0
If F is the force acting on the particle moving
along the curve C from A to B, then the line
Integral :
W = ∫c F . d r

P a g e | 104
Marwa Abd El Khaliq Vector Analysis

represents the work done for moving thee particle

along C
Example (4.3):
Find the work done by the force field:
F = x2 i + 2 x y j + y z 2 k
in moving a particle along the curve
x= t2 , y = t2 +1 , z = r3
from t=0 to t=2
Solution:
The work w done by a force f in moving a particle From an initial point
to a final point of a curve C is given by:
W = ∫c F . d r
we have:
x = t2 → dx=2dt , y = t2 + 1 → dy = 2 t dt
z = t3 → dz = 3t dt

∴ ∫ F . d r = ∫ (x 2 i + 2xy j +y z 2 k) . (d x i + d y j + dz k )
c c

= ∫ x 2 dx + 2 x y dy + y z 2 dy
c
2

= ∫ t 4 2t dt+ 2 t 2 (t 2 + 1) 2t dt + (t 2 + 1) t 6 . 3t 2 dt
0

P a g e | 105
Marwa Abd El Khaliq Vector Analysis

= ∫(2𝑡 5 + 4𝑡 5 + 4𝑡 3 + 3𝑡10 + 3𝑡 8 ) 𝑑𝑡
0
2

= ∫(3𝑡10 + 3𝑡 8 + 6 𝑡 5 + 4𝑡 3 ) 𝑑𝑡
0
3𝑡 11 𝑡9
=( + + 𝑡 6 + 𝑡 4 )20 = 809.
11 3

Let C and C’ be two different paths joining A and B.

Obviously,

∫v. dr ≠ ∫v. dr
c c`
( v is a vector field )
Therefore ∮c v . d r ≠ 0
( ∮ 𝑑𝑒𝑛𝑜𝑡𝑒𝑑 𝑡ℎ𝑒 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝑡ℎ𝑟𝑜𝑢𝑔ℎ 𝑎 𝑐𝑙𝑜𝑠𝑒𝑑 𝑐𝑢𝑟𝑣𝑒)
if ∮ 𝑣 . 𝑑𝑟 = 0
For all paths between A and B , then the vector field V is conservative
field.
Example (4.4):
Prove that the vector field:
V = ( x2 + y2 ) i + 2 x y j
is conservative along the circle x2 + y2 = a2
Solution:
The parametric equation for the circle x2 + y2 = a2 is :
x = a cos t , y = a sin t
dx = -a sin t dt , dy = a cos t dt
P a g e | 106
Marwa Abd El Khaliq Vector Analysis

, 0≤𝑡 ≤2𝜋

∮ 𝑣 . 𝑑𝑟 ∮ (𝑥 2 + 𝑦 2 )𝑑𝑥 + 2𝑥𝑦 𝑑𝑦
2𝜋

= ∫ ( 𝑎2 𝑐𝑜𝑠 2 𝑡 + 𝑎2 𝑠𝑖𝑛2 𝑡)( − a sin 𝑡 𝑑𝑡 )

0

+ 2𝑎2 cos 𝑡 sin 𝑡 . 𝑎 cos 𝑡 𝑑𝑡

2𝜋
2𝜋
= −𝑎 ∫ sin 𝑡 𝑑𝑡 + 2𝑎 ∫ 𝑐𝑜𝑠 2 𝑡 sin 𝑡 𝑑𝑡
3 3
0
0

𝑐𝑜𝑠 3 𝑡 2𝜋
= −𝑎 3
(− cos 𝑡)2𝜋
0 − 2𝑎 ( 3
)
3 0
2 3
= 𝑎3 (1 − 1) − 𝑎 (1 − 1) = 0
3
Therefore, v is conservative.
Theorem (4.1):
If v , is continuous on an connected region ,then the line integral
∮ 𝑣 . 𝑑𝑟 is independent of path if v is conservative , that is, V = ∇ f,
for some scalar function f known as the potential function.
Theorem (4.2):
Let V be continuous on connected region D and C be a curve in D with
end points A(x1, y1) and B (x2, y2)
If V=∇f , then:
(𝑥2 ,𝑦2 )
(𝑥 ,𝑦 )
∫ 𝑣 . 𝑑𝑟 = [ 𝑓 (𝑥, 𝑦)](𝑥21 ,𝑦21 )
(𝑥1 ,𝑦1 )

P a g e | 107
Marwa Abd El Khaliq Vector Analysis

Example (4.5):
Let v = ( 2x + y3) i + 3 x y2 + 4 ) j
Show that:
(i) ∫c v . d r is independent of path.
(2,3)
(ii) Evaluate ∫(0,1) 𝑣 . 𝑑𝑟

Solution:
(i) The line integral is independent of path if there exists a function f
such that : v (x,y) = ∇ 𝑓 (𝑥, 𝑦)
(see example 3.7) the function is:
f (x,y) = x2 + x y3 + 4y + C.
(ii) Applying Theorem (4.2) we obtain:
(2,3)
(2,3)
∫ 𝑣 . 𝑑𝑟 = [ 𝑓 (𝑥, 𝑦)](0,1)
(0,1)

(2,3)
= ( 𝑥 2 + 𝑥 𝑦 3 + 4𝑦)(0,1)

= (22 + 2(33) + 4(3) – 4 = 66

Green Theorem:
Green's Theorem specifies a relation between the line integral around a
closed curve C and a double integral over the region
D containing C and its interior
If v = P (x,y) i + Q ( x,y) j
P and Q are continuous functions that have first partial derivatives, then
Green Theorem state that :

P a g e | 108
Marwa Abd El Khaliq Vector Analysis

𝜕𝑄 𝜕𝑃
∮ 𝑃 𝑑𝑥 + 𝑄 𝑑𝑦 = ∬( − ) 𝑑𝑥 𝑑𝑦
𝜕𝑥 𝜕𝑦
𝑐 𝑅
𝜕𝑄 𝜕𝑃
Remark: If = , then:
𝜕𝑥 𝜕𝑦
𝜕𝑄 𝜕𝑃
∮( − ) 𝑑𝑥 𝑑𝑦 = 0
𝜕𝑥 𝜕𝑦
𝑐
Vector form of green’s Theorem:
∮ 𝑣 . 𝑇 𝑑𝑠 = ∬𝑅(∇x 𝑣 ) . 𝑘 𝑑𝑥 𝑑𝑦.
Let v be a vector field in two dimensions,
then we may write
v = p(x,y) i + Q (x,) j
we have,
i j k
∂ ∂ ∂
∇ x v = curl v = | |
∂x ∂y ∂z
P Q o
∂Q ∂P
=𝑜𝑖+𝑜𝑗+( − )𝑘 (1)
∂x ∂y
The coefficient of k has the same as the integrand of the double integral
in green Theorem .
Let S be an arc Length parameter for C and consider the unite tangent
vector.
𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑇= 𝑖 + 𝑗+ 𝑘
𝑑𝑠 𝑑𝑠 𝑑𝑠
Using this notation we may write Green Theorem as follows: (use (1))

P a g e | 109
Marwa Abd El Khaliq Vector Analysis

∮( v . T)ds = ∮ p dx + Q dy

∂Q ∂P
= ∬( − ) 𝑑𝑥 𝑑𝑦
∂x ∂y

= ∬(∇ x v) 𝑘 𝑑𝑥 𝑑𝑦
𝑅
Example (4.6):
Evaluate by Green Theorem:

∮ (𝑣 . 𝑇) 𝑑𝑠 𝑤ℎ𝑒𝑟𝑒:
𝑐
v = ( 2x y2 + ex ) i + ( 2y x2 + ey) j
Solution:
Green Theorem takes the form:

∮ (𝑣 . 𝑇) 𝑑𝑠 = ∬(∇ x v) 𝑘 𝑑𝑥 𝑑𝑦
𝑐
and hence,
∂ ∂
(∇ x v) 𝑘 = (2𝑦 𝑥 2 + 𝑒 𝑦 ) − (2𝑥 𝑦 2 + 𝑒 𝑥 ).
∂x ∂y
= 4 x y – 4xy = 0

∮ (𝑣 . 𝑇) 𝑑𝑠 = ∬(∇ x v) 𝑘 𝑑𝑥 𝑑𝑦
𝑐

∬ 0 𝑑𝑥 𝑑𝑦 = 0
Flux of vector field:
Consider the vector field:
V = M (x,y, z) i + N (x,y,z) j + P (x,y,z) k

P a g e | 110
Marwa Abd El Khaliq Vector Analysis

̂ be unite normal vector to S at the point (x, y, z).

Let S be a surface and 𝐧
If the component of 𝐧̂ are continuous scalar function, we may consider
the following surface integral over S which is called the flux of v
over S:

̂ 𝑑𝑆 .
∬𝑣 .𝒏

Example (4.7):
Let S be the part of the graph of
Z= 9 – x2 – y2 with z ≥ 0 .
If:
V =3x į +3y j +2 k
Find the flux of v through S.
Solution:
̂ we consider
To find 𝒏
f (x,y,z) = z – 9 + x2 + y2
Then:
∇f 2x i + 2y j + k
̂=
𝒏 =
|∇f| √4x 2 + 4y 2 + 1
P a g e | 111
Marwa Abd El Khaliq Vector Analysis

the surface are of S is given by:

𝜕𝑓 2 𝜕𝑓 𝜕𝑓
√( ) + ( )2 + ( )2
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑆= ∬ 𝑑𝑥 𝑑𝑦
𝜕𝑓
𝑅𝑥𝑦 | |
𝜕𝑧

= ∬ √4𝑥 2 + 4𝑦 2 + 1 𝑑𝑥 𝑑𝑦
𝑅𝑥𝑦

Therefore, the flux over S is:

̂ ds
∬V . 𝒏
s
2x i + 2y j + k
= ∬(3𝑥 𝑖 + 3𝑦 𝑗 + 𝑧 𝑘) √4𝑥 2 + 4𝑦 2 + 1 𝑑𝑠𝑥 𝑑𝑦𝑠
𝑅𝑥𝑦
√4x 2 + 4y 2 + 1

= ∬( 6𝑥 2 + 6𝑦 2 + 𝑧)𝑑𝑥 𝑑𝑦
𝑅𝑥𝑦

= ∬( 6𝑥 2 + 6𝑦 2 − 9 − 𝑥 2 − 𝑦 2 )𝑑𝑥 𝑑𝑦
𝑅𝑥𝑦

= ∬(5𝑥 2 + 5𝑦 2 + 9)𝑑𝑥 𝑑𝑦
𝑅𝑥𝑦

Where Rxy is the region in the x y – plane bounded by the graph of

x 2 + y2 = 9 .
Change to the polar coordinates:

= ∬ 𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦 = ∬ 𝑓 (𝑟 , 𝜃 ) 𝑗 𝑑𝑟 𝑑𝜃
𝑅𝑥𝑦 𝑅𝑟 θ

P a g e | 112
Marwa Abd El Khaliq Vector Analysis

∂x ∂x
∂r ∂θ cos θ −r sin θ
𝑗 = |∂y ∂y
| = | |=r
sin θ r cos θ
∂r ∂θ
2π 3
̂ ds = ∫
∬ V .𝒏 ∫ ( 5 r 2 + 9)r dr dθ
0 0
S
567
= . 𝜋 = 890.6
2
Divergence Theorem (Gauss’s Theorem)
The flux of V over a surface S is equal to the triple integral of the divergence
of V over a region R .

̂ds = ∭( 𝑑𝑖𝑣 𝑉 ) 𝑑 𝑣
∬ V .𝐧

Example (4.8)
Use the divergence Theorem to evaluate the flux of
v = x2 y2 i + y z2 j + ez k
over the surface S of the parallelepiped bounded by:
x=0, y=0 ,z=0 x=1 , y=2 , z=3
Solution:
The divergence Theorem states that:

̂ ds = ∭( 𝑑𝑖𝑣 𝑉 ) 𝑑 𝑣
∬ V .𝐧

𝜕 𝜕 𝜕
Thus, div v = (𝑥 2 𝑦 2 ) + ( 𝑦 𝑧2) + (𝑒 𝑧 )
𝜕𝑥 𝜕𝑦 𝜕𝑧

= 2 x y2 + z2 + ez

P a g e | 113
Marwa Abd El Khaliq Vector Analysis

3 2 1

∭( 𝑑𝑖𝑣 𝑣 )𝑑𝑣 = ∫ ∫ ∫(2𝑥𝑦 2 + 𝑧 2 + 𝑒 𝑧 )𝑑𝑥 𝑑𝑦 𝑑𝑧

𝑣 0 0 0
3 2

= ∫ ∫(𝑥 2 𝑦 2 + 𝑥𝑧 2 + 𝑥𝑒 𝑧 )10 𝑑𝑦 𝑑𝑧
0 0
3 2

= ∫ ∫(𝑦 2 + 𝑧 2 + 𝑒 𝑧 ) 𝑑𝑦 𝑑𝑧
0 0
3
𝑦3
= ∫( + 𝑧 2 𝑦 + 𝑒 𝑧 𝑦)20 𝑑𝑧
3
0
3
8
= ∫( + 2 𝑧 2 + 2𝑒 𝑧 ) 𝑑𝑧
3
0

8
= ( 𝑧 + 2 𝑧 2 + 2𝑒 𝑧 )30
3
= 24 + 2𝑒 3 . 𝑠
Thus, the flux of v over S = 24 + 2e3
Example (4.9):
Use the divergence theorem to evaluate
∬𝑆 𝑣 . 𝑛̂ 𝑑𝑠 where,
v = x2 y i + x y3 j + z k
and S is the surface of the region bounded by:
x=0 ,y=0 , z = 0 and 2x + z =4

P a g e | 114
Marwa Abd El Khaliq Vector Analysis

Solution:
The surface integral
∬𝑆 𝑣 . 𝑛̂ 𝑑𝑠 may be evaluated by
using the divergence theorem

∬ 𝑣 . 𝑛̂ 𝑑𝑠 = ∭ 𝑑𝑖𝑣 𝑣 . 𝑑𝑣
𝑆 𝑣

∴ v = x2 y i + x y3 j + z k
𝜕 𝜕 𝜕
∴ div v = (𝑥 2 𝑦) + ( 𝑥 𝑦3) + (𝑧 2 )
𝜕𝑥 𝜕𝑦 𝜕𝑧

= 2 x y + 3 x y2 + 2z
Therefore,
2 2 4−2𝑥

∭ 𝑑𝑖𝑣 𝑣 = ∫ ∫ ∫ (2𝑥𝑦 + 3𝑥𝑦 2 + 2𝑧) 𝑑𝑧 𝑑𝑥 𝑑𝑦

𝑣 0 0 0
2 2

= ∫ ∫( 8𝑥𝑦 − 4𝑥 2 𝑦 + 12𝑥𝑦 2 − 6𝑥 2 𝑦 2 + 16 − 16𝑥 + 4𝑥 2 )𝑑𝑥 𝑑𝑦

0 0
2
16 32 160
= ∫ (8𝑦 2 + 𝑦 + ) 𝑑𝑦 =
3 3 3
0

160
∬ v . n̂ ds =
3
S

P a g e | 115
Marwa Abd El Khaliq Vector Analysis

Stoke’s Theorem
it is a generalization of Green’s theorem to curves and surface in three
dimensional space.

∮ v . d r = ∬( ∇ x v). n̂ d s
c
S
Example (4.10)
Verify stoke theorem for:
𝑧4
𝑉 = [ + 𝑥 3 ] 𝑖 + 4𝑥 𝑗 + ( 𝑥 𝑧 3 + 𝑧 2 ) 𝑘
4
Where S is the upper half surface of the sphere:
x2 + y2 + z2 =1 and X is the boundary directed counter-clock wise.

i j k
∂ ∂ ∂
𝐶𝑢𝑟𝑙 𝑣 = || ∂x ∂y ∂z ||
𝑧4
+ 𝑥3 4x ( 𝑥 𝑧 3 + 𝑧 2 )
4

=𝑜𝑖+𝑜𝑗+4𝑘

P a g e | 116
Marwa Abd El Khaliq Vector Analysis

and thus:

∬( ∇ x v). n̂ d s = ∬ 4𝑘 . n̂ d s
S

𝑑𝑥 𝑑𝑦
= ∬𝐾 .𝑛
|𝑛 . 𝑘|
𝑃

where P is the projection of S on the x y- plane.

as shown in the figure .Now the surface S may be written as:
f (x,y,z) = x2 + y2 + z2 – 1 =0
so that:
∇𝑓 2 𝑥 𝑖 + 2𝑦 𝑗 + 2𝑧 𝑘
𝑛̂ = =
|∇𝑓| 2√𝑥 2 + 𝑦 2 + 𝑧 2
=𝑥 𝑖 + 𝑦 𝑗+ 𝑧𝑘
Since x2 + y2 + z2 = 1 . thus,
𝑑𝑥 𝑑𝑦
∫( ∇ x v). n̂ d s = 4 ∬ 𝑘 . 𝑛
|𝑛 . 𝑘|
𝑃
𝑑𝑥 𝑑𝑦
= 4 ∬𝑃 𝑘 . ( 𝑥 𝑖 + 𝑦 𝑗 + 𝑧 𝑘) | 𝑥 𝑖+𝑦 𝑗+𝑧 𝑘| .𝑘

𝑑𝑥 𝑑𝑦
= 4∬ 𝑧 = 4 ∬ 𝑑𝑥 𝑑𝑦
𝑧
𝑃 𝑃

Now, since P is a disk of a radius 1, its are is 𝜋 and hence:

∬( ∇ x v). n̂ d s = 4 𝜋
S
P a g e | 117
Marwa Abd El Khaliq Vector Analysis

Example (4.11):
Verify stokes theorem for:
V = 4y i – 4x j – 3 k
Where S is a disk of a radius 1 lying on the plane z = 1 and C is its
boundary.
Solution:
Stokes theorem states that:

∮ v . d r = ∬( ∇ x v). n̂ d s
c
S
To evaluate the surface integral, we have:
i j k
∂ ∂ ∂
∇ 𝑥 v = | ∂x ∂y ∂z
| = −8 𝑘
4𝑦 – 4x 3

∴ ∬( ∇ x v). n̂ d s = ∬ −8 k . n̂ d s
S S

= −8 ∬ 𝑘 . n̂ d s = −8 ∬ 𝑑𝑠

= -8π (where 𝑘 . n̂=1 and the area of a circle of radius 1 is π

Exercises
(1) The following vectors are given by:
A=2i+j B = -4 i + 5 j
C=2i+4j+k D=i–2j+3k
Find analytically the following vectors:
(i) A + B
P a g e | 118
Marwa Abd El Khaliq Vector Analysis

(ii) 3 A
(iii) 2 A + ¾ B
(iv) C + D
(v) 2C – D
(vi) 3C – 3 D
(2) Let A and B be given vectors. Find vectors x and y which satisfy the
following equation:
3x + y = 2A – B
-2x +4y = A – 2B
(3) Which of the following vectors are unite vectors?
1 1 1
(i) A = 𝑖+ 𝑗+ 𝑘
√3 √3 √3
1
(ii) B = i + 𝑗+𝑘
2

(4) Find the unite vector parallel to the sum of the vectors A and B where:
A=3𝑖+4𝑗+2𝑘
B= i – 3𝑗 – 5𝑘
(5) Determine the value of 𝛼 such that two vectors u and v are
orthogonal
u=2𝛼𝑖+4𝑗 −3 𝑘+𝐿 , 𝑉 = 𝛼𝑖−2𝑗−𝑘+2𝐿
(6) Determine C such that the two vector:
u=3i– j+Ck
v=2Ci+3j+4k are Orthogonal

P a g e | 119
Marwa Abd El Khaliq Vector Analysis

(7) If 𝐴 = 14 𝑖 − 15 𝑗 + 6 𝑘
(a) Find a vector having the same direction and twice magnitude.
(b) Find a vector having the opposite direction of 1/3 the magnitude
(8) If all components of a vector A are positive and ifs direction angles
are 𝛼 = 60° and 𝛽= 45° Find .
(9) Show that it is impossible to find a vector v having direction angle 𝛼
= 3° and 𝛽 = 30°.
(10) Find a vector which has positive component, magnitude 2 and
whose direction angles are the same. :
(11) Find curl v and div v for:
(i) v = x2 z i + y2 x j + ( y + 2z ) k
(ii) v = ( 3x + y ) i + ( y2 sin z ) j + x e3z k
(iii) v = 2 x2 y i + exyz j+ xyz k
(12) Find curl ( f v) for:
f = x2 + y 2
v = L n y i + x y z j + y2 k
(13) Determine the constant 𝛼 𝑎𝑛𝑑 𝛽 such that curl v = 0 for the
vector:
V = ( x + 𝛼 y) i + ( y + 𝛽 x ) j + z k
(14) Find the directional derivatives of the function:
(1) f (x,y) = x cos2 y at the point P ( 2 , 𝜋/𝛼) in the direction of the
vector u = 5 i + j
x 3 tanh(x + y)
(2) f (x, y) = at the point P (2,5) in the
4 + x2 + y2

P a g e | 120
Marwa Abd El Khaliq Vector Analysis

direction of u
u = √2 i + √3 j
(15) Given the vector field:
v = ( y2 + z exz) i + 2 x y j + x exz k
verify that curl v = o
Find the function f such that
V = grad f
(16) Given the vectors:
A = 3x2 y i + 2 x j + y z k
B = y z 2 i + x y j + z2 k
And the scalar function f = x2 – y z
Find:
(i) A . ( ∇ f )
(ii) ( A . ∇ ) f
(iii) ( A . ∇ ) B
(iv) A x ( ∇ f )
(v) ( A x ∇) f
(vi) ( A x ∇ ) B
Compare the results of parts (i) , (ii) and ( iv) , (v).
(17) If A = x2 i + xy j + (ex + z ) k
B = y i + 2x j + x y z k
and :
P a g e | 121
Marwa Abd El Khaliq Vector Analysis

f = y2 + sin x
Find:
(i) A . grad f
(ii) ( rot A ) x ( grad f)
(iii) ( div A) B
(iv) rot grad f
(18) Evaluate ∫ v . dr where:
v = ( x2 + y2) i – x z j + y3 k
from (0,0,0) to (1,1,1) along the following paths:
(i) The line segment joining (0,0,0) to (1,1,1) .
(ii) The curve given by:
x=t , y = t2 , z = t3
joining (0,0,0) to (1,1,1) .
(19) Find the work done by the force hence:
F = x2 i + 2x j + y z2 k
In moving a particle along the curve:
x = t2 , y = t2+1 , z = t3
from t = 0 to t = 2
(20) Show that the vector field:
V = ( y – x2) i + ( x+ y2) j is conservative and find its potential
(21) Using the following procedure, evaluate the integral.

P a g e | 122
Marwa Abd El Khaliq Vector Analysis

∫(𝑦 3 − 𝑥 3 )𝑑𝑦
𝑐

Where C is the semicircle y = √1 − 𝑥 2 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡 (1,0) to (-1,0) .

(1) using the parametric representation of a semicircle,
x = cos 𝜃 , y = sin 𝜃 ,0≤ 𝜃≤ 𝜋
(2) using x as a parameter.
(22) Use the divergence theorem to evaluate

^
∬𝑣 . 𝑛 𝑑𝑠 , 𝑤ℎ𝑒𝑟𝑒:
𝑠

V = x 2 y 2 i + y z2 j + ez k
and S is the surface of the parallelepiped bounded by
x=0 ,y=0 ,z=0 ,x=1 ,y=2 ,z=3
(23) Use the divergence theorem to evaluate
^
∬𝑣 . 𝑛 𝑑𝑠
𝑠

Where v = 2 x y i + (y z+x2) j + xy k
and S is the boundary of the region:
x2 + y2 ≤ 𝑧 ,0≤𝑧≤1
(24) Evaluate the surface integral:

^
∬(𝑐𝑢𝑟𝑙 𝑣 ) . 𝑛 𝑑𝑠 𝑣 = 3𝑦 𝑖 − 𝑥𝑧 𝑗 + 𝑦 𝑧 2 𝑘
𝑠

P a g e | 123
Marwa Abd El Khaliq Vector Analysis

and S is the surface x2 + y2 = 2z bounded by z = 2

(25) Evaluate by stoker’s theorem:

∮( 2 𝑥 𝑦 + sin 𝑧) 𝑑𝑥 + 2𝑥𝑦 𝑑𝑦 + 𝑥 cos 𝑧 𝑑𝑧

around the curve: x = cos t , y = sin t , z = sin t

𝑜 ≤ 𝑡 ≤ 2𝜋 , directed with increasing t
𝜋 𝑑𝑥 𝜋
(11) If ∫0 = , 𝛼 >1
𝛼−cos 𝑥 √𝛼 2 −1
π dx
Find ∫0
(2−cosx)2
𝜋
(12) If Q(t) = ∫0 𝐿𝑛 (1 + 𝑡 cos 𝑥 )𝑑𝑥 prove that
1
Q(t) = 𝜋 ln (1 + √1 − 𝑡 2 )
2

P a g e | 124
Marwa Abd El Khaliq Infinite series

Chapter (7) Infinite series

Introduction
Consider an infinite number sequence
𝑎1 , 𝑎2 , … … . . , 𝑎𝑛,…………..
an infinite series, or simply a series, is an expression the form
𝑎1 , + 𝑎2 + ⋯ . + 𝑎𝑛+⋯…….
A shortage notation for this is ∑∞
𝑛=𝑖 𝑎𝑛 the numbers, 𝑎1 , 𝑎2, … are called the terms
of the series, and the number 𝑎𝑛 :s called the 𝑛𝑖ℎ or general term of foe series.
the sum of the finite number n of the terms of the series is called the 𝑛𝑖ℎ
partial or sum of the series.
𝑆𝑛 = 𝑎1 , + 𝑎2 + ⋯ . + 𝑎𝑛+⋯= ∑𝑛𝑟=1 𝑎𝑟
Consider the sequence of the partial sums {Sn } of the series {l)
𝑆𝑛 = 𝑎1 ,
𝑆𝑛 = 𝑎1 + 𝑎2
𝑆𝑛 = 𝑎1 + 𝑎2 + … + 𝑎𝑛
If the sequence {𝑆𝑛 } has a finite limit lim 𝑆𝑛 = 𝑆 i.e. {𝑆𝑛 } Converges to S, then
𝑛→∞
the limit is called the sum of the series ∑∞
𝒏=𝟏 𝒂𝒏
i.e. {𝑆𝑛 } does not converge, then
the series is said to diverge and to have no sum.
Example (1):
Show that the following series converges
∞
𝟏 𝟏 𝟏 𝟏 𝟏
+ + + ⋯…+ + ⋯ = ∑
𝟑 𝟏𝟓 𝟑𝟓 𝟒𝒏𝟐 − 𝟏 4𝑛2 − 1
𝒏=𝟏

Solution: The nth partial sum is

𝟏 𝟏 𝟏 𝟏 𝟏
𝑺𝒏 + + + +⋯ + 2 + ⋯.
𝟑 𝟏𝟓 𝟑𝟓 𝟑 4𝑛 − 1
𝟏 𝟏 1 1
But = ( 2𝑛−1 − 2𝑛+1 )
4𝑛2 −1 2
P a g e | 125
Marwa Abd El Khaliq Infinite series

then ,
𝟏 𝟏 𝟏 𝟏
𝑺𝒏 + + + +⋯ +
𝟏. 𝟑 𝟑. 𝟓 𝟓. 𝟕 (𝟐𝒏 − 𝟏)(𝟐𝒏 + 𝟏)
𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏
= (𝟏 − ) + ( − ) + ( − ) + ⋯ + ( − )
𝟐 𝟑 𝟐 𝟑 𝟓 𝟐 𝟓 𝟕 𝟐 𝟐𝒏 − 𝟏 𝟐𝒏 + 𝟏
𝟏 𝟏
= (𝟏 − )
𝟐 𝟐𝒏 − 𝟏
𝟏
= 𝐥𝐢𝐦 𝑺𝒏 =
𝒏→∞ 𝟐
1 𝟏 𝟏
Then, the series converges and its sum is 𝑆 = or ∑∞
𝒏=𝟏 =
2 4𝑛2 −1 𝟐

Example (2): Discuss the series

𝑎 + 𝑎𝑞 + 𝑎𝑞 2 + ⋯ + 𝑎𝑞 𝑛−1 + ⋯ = ∑∞
𝑛=1 𝑎𝑞
𝑛−1
, 𝑎≠0
Which is known as a geometric progression for convergence or divergence.
Solution: The sum of n terms is
𝑆𝑛 = 𝑎 + 𝑎𝑞 + 𝑎𝑞 2 + ⋯ + 𝑎𝑞 𝑛−1
𝑎 − 𝑎𝑞 𝑛 𝑎 𝑎𝑞 𝑛
= = − , 𝑞≠1
1−𝑞 1−𝑞 1−𝑞
- If, |𝑞| < 1, then, lim 𝑞 𝑛 = 0, and hence
𝑛→∞

𝑎 𝑎𝑞 𝑛 𝑎
lim 𝑆𝑛 = lim ( − )=
𝑛→∞ 𝑛→∞ 1 − 𝑞 1−𝑞 1−𝑞
i.e., the series converges
- If, |𝑞| > 1, then, lim 𝑞 𝑛 = ∞, and lim 𝑆𝑛 = ∞, hence the series divergent.
𝑛→∞ 𝑛→∞

- At, 𝑞 = −1, we obtain the divergence series

𝑎 − 𝑎 + 𝑎 − 𝑎 + ⋯, (𝑎 ≠ 0)
𝑎 𝑓𝑜𝑟 𝑜𝑑𝑑 𝑛
Its partial sum is 𝑆𝑛 = {
0 𝑓𝑜𝑟 𝑒𝑣𝑒𝑛 𝑛
It follows that lim 𝑆𝑛 , does not exist.
𝑛→∞

P a g e | 126
Marwa Abd El Khaliq Infinite series

At 𝑞 = 1 we will have this series 𝑎 + 𝑎 + 𝑎 + 𝑎 …, for which 𝑆𝑛 = 𝑛𝑎, and hence

lim 𝑆𝑛 = ∞, i.e., the series diverges.
𝑛→∞

Consequently, the series

∞

𝑎 + 𝑎𝑞 + 𝑎𝑞 2 + ⋯ + 𝑎𝑞 𝑛−1 + ⋯ = ∑ 𝑎𝑞 𝑛−1 ,
𝑛=1
𝑎
Converges for |𝑞| < 1, its sum being , and diverges for |𝑞| ≥ 1.
1−𝑞

Operations on Series:
Theorem (1) If tile series ∑∞𝒏=𝟏 𝒂𝒏 converges then so does the series contained
from it by discarding any finite number of terms in the being Conversely, if a
series obtained from a given series by discarding a finite number of terms in the
being converges, then the given converges.
Theorem (2): Let the series ∑∞
𝒏=𝟏 𝒂𝒏 be convergent and λ ≠ 0 be a constant. Then
the series ∑𝒏=𝟏 λ𝒂𝒏 be converges and ∑∞
∞ ∞
𝒏=𝟏 λ 𝒂𝒏 = λ ∑𝒏=𝟏 𝒂𝒏

Theorem (3): If the series ∑∞ ∞

𝒏=𝟏 𝒂𝒏 𝑎𝑛𝑑 ∑𝒏=𝟏 𝒃𝒏 converge then their sum and
difference i.e. ∑∞ ∞
𝒏=𝟏(𝒂𝒏 + 𝒃𝒏 ) and ∑𝒏−𝟏(𝒂𝒏 − 𝒃𝒏 ) converge and

∑∞ ∞ ∞
𝒏−𝟏(𝒂𝒏 − 𝒃𝒏 ) = ∑𝒏−𝟏 𝒂𝒏 ± ∑𝒏−𝟏 𝒃𝒏

Tests for Convergence of series

The following theorem gives a necessary condition for converges
Theorem (4): If the series ∑∞
𝒏−𝟏 𝒃𝒂𝒏 converges, then ,

lim 𝑎𝑛 = 0
𝑛→∞

Corollary: Let the series lim 𝑎𝑛 ≠ 0 or does not exist, then ∑∞

𝑛=1 𝑎𝑛
𝑛→∞
diverges.
Example (3): (i) Consider the series,
∞
𝜋
∑ cos( )
𝑛
𝑛=1

This series diverges

P a g e | 127
Marwa Abd El Khaliq Infinite series

𝜋
lim 𝑎𝑛 = lim ( ) = 1 ≠ 0
𝑛→∞ 𝑛→∞ 𝑛

(ii) The series

1-1+1-1+……+(-1)n+1+…..=∑∞
𝑛=1(−1)
𝑛+1

diverges, since lim (−1) 𝑛+1 doesn’t exist.

𝑛→∞
1
(iii) The series ∑∞
𝑛→1 known as the harmonic series lim 𝑎𝑛 = 0 when the series is
𝑛 𝑛→∞
divergent.
Comparison Tests.
There are two kinds of this test: The First gives the convergence or
divergence from the following theorem:
Exercise (5): Let ∑∞ ∞
𝑛=1 𝑎𝑛 , ∑𝑛=1 𝑏𝑛 be two series of positive terms,

such that
an < b n
Then, if ∑∞ ∞ ∞
𝑛=1 𝑏𝑛 convergence, ∑𝑛=1 𝑎𝑛 converges as well, and if ∑𝑛=1 𝑎𝑛
diverges, then ∑∞𝑛=1 𝑏𝑛 diverges as well.

Example (4): Examine for convergence the series

∞
1
∑
𝑛=1
2 𝑛 + √𝑛

Solution: we have
1 1 1 𝑛
≤ = ( ) , 𝑛 = 0,1,2, … ..
2 𝑛 + √𝑛 2𝑛 2
1
Since ∑∞ 𝑛
𝑛=1( ) converges, then by comparison test the original series converges as
2
well.
Example (5): Examine for convergence the series
∞
1
∑
ln 𝑛
𝑛=1

P a g e | 128
Marwa Abd El Khaliq Infinite series

Solution: we have know that ln n < n, then

1 1𝑛
≥ , 𝑓𝑜𝑟 𝑛 = 2,3, ….
ln 𝑛 𝑛
1
but the harmonic series ∑∞
𝑛=1 diverges, then by comparison test the original series
𝑛
diverges as well.
Example (6): Examine for convergence the series
∞
𝜋
∑ (1 − cos )
2𝑛
𝑛=1

Solution: Since we know that sin x ≤ x which holds for all x ≥ 0 , we find that
𝜋 2
𝜋 𝜋 2 𝜋2
0 < 1 − 𝑐𝑜𝑠 𝑛 = 2𝑠𝑖𝑛 ≤ 2( 𝑛 ) =
2 2.2𝑛 2.2 2.1𝑛
for n = 0,1,2,…….., them,
∞ ∞
𝜋 𝜋2 1
∑ (1 − cos 𝑛 ) ≤ ∑ 𝑛
2 2 4
𝑛=1 𝑛=1
1
but ∑∞
𝑛=1 is convergence, Thus the given series converges also.
4𝑛

The second Kind: is as follows

Corollary: If the limit
𝑎𝑛
lim =𝐿 , ( 0 < 𝐿 < ∞)
𝑛→∞ 𝑏𝑛

then ∑∞ ∞
𝑛=1 𝑎𝑛 and ∑𝑛=1 𝑏𝑛 converge or diverge simultaneously.

Example (7): Examine for converges the series

∞
𝜋
∑ sin
𝑛
𝑛=1
𝜋 1
Solution: Since 𝑎𝑛 = ∑∞ ∞
𝑛=1 sin and 𝑏𝑛 = ∑𝑛=1𝑛 𝑛
𝑎𝑛
Then: lim =𝜋≠0
𝑛→∞ 𝑏𝑛

P a g e | 129
Marwa Abd El Khaliq Infinite series

but the harmonic series diverges, therefore the original series diverges.
Example (8): Examine converges the series
∞
1
∑
2𝑛 − 𝑛
𝑛=1
1
Solution: For the comparison we take the convergent series ∑∞
n=1( )
n
2
𝑎𝑛
Then: lim =1≠0
𝑛→∞ 𝑏𝑛

therefore, the original series converges.

D’Alembert Tests:
Theorem (6): Consider the series ∑∞𝑛=1 𝑎𝑛 where an >0. if there exist
𝑎𝑛+1
lim = 𝛌
𝑛→∞ 𝑎𝑛

Then for 0 ≤ 𝛌 < 1 the series converges, and 𝛌 > 𝟏 the series diverges.
𝑎𝑛
Remark: If lim = 1 , the D’Alembert test gives no answers as to whether or
𝑛→∞ 𝑏𝑛
not a series.
Example (9): Examine for converges the series
∞
𝑛2
∑ 𝑛
2
𝑛=1
𝑛2 (𝑛+1)2
Solution: we have 𝑎𝑛 = , 𝑎𝑛+1 =
2𝑛 2𝑛+1
𝑎𝑛+1 1 1 1
then lim = lim (1 + )2 = <1
𝑛→∞ 𝑎𝑛 𝑛→∞ 2 𝑛 2

then the series converges.

Example (10): Examine for convergence the series
∞
𝑛𝑛
∑
n!
𝑛=1

P a g e | 130
Marwa Abd El Khaliq Infinite series

𝑛𝑛 (𝑛+1)𝑛+1
Solution: 𝑎𝑛 = , 𝑎𝑛+1 = (𝑛+1)!
𝑛!
𝑎𝑛+1 1
Then: lim = lim (1 + )𝑛 = 𝑒 > 1
𝑛→∞ 𝑎𝑛 𝑛→∞ 𝑛

Then the series diverges.

Cauchy Tests.
Theorem (7): Consider the series ∑∞
𝑛=1 𝑎𝑛 where an > 0. If there exists a finite
number 𝛌 such that lim 𝑛√𝑎𝑛 = 𝛌, then for 0 ≤ λ < 1 the series converges, and
𝑛→∞
𝛌 > 𝟏 the series diverges.
Remark: IF 𝛌 = 𝟏 , then ∑∞
𝑛=1 𝑎𝑛 can either converge or diverge.

Example (11): Examine for convergence the series.

∞
2𝑛
∑ 𝑛
𝑙𝑛 (𝑛 + 1)
𝑛=1
2𝑛
Solution: we have 𝑎𝑛 = ,
𝑙𝑛𝑛 (𝑛+1)

𝑛 2
Thus: √𝑎𝑛 = ln(𝑛+1)
2
Then lim 𝑛√𝑎𝑛 = lim =0<1
𝑛→∞ 𝑛→∞ ln(𝑛+1)

Thus the series converges.

Example (12): Examine for convergence the series.
∞
1 1 𝑛2
∑ (1 − )
2𝑛 𝑛
𝑛=1
1 2
Solution: we have 𝑎𝑛 = (1 − )𝑛 ,
𝑛
1 1
√𝑎𝑛 = 2 (1 − 𝑛)𝑛
𝑛
Thus:
1 1 𝑒
Then lim 𝑛√𝑎𝑛 = lim (1 − )𝑛 = > 1
𝑛→∞ 𝑛→∞ 2 𝑛 2

Thus, the series diverges.

P a g e | 131
Marwa Abd El Khaliq Infinite series

Integral tests.
Theorem (8): Let a function f(x) be defined , continuous positive and non-
increasing for x≥ 1. Then the series ∑∞
𝑛=1 𝑓(𝑛) converges, if the integral
∞
∫1 f(x)dx converges or diverges, if the integral diverges.

Example (13): Examine for convergence the series.

∞
1
∑
𝑛𝑝
𝑛=1

1
Solution: we have 𝑓(𝑛) = , 𝑡ℎ𝑒𝑛 𝑡ℎ𝑒 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑙
𝑛𝑝
∞ ∞ 𝑏
𝑑𝑛 𝑑𝑛
∑ 𝑓(𝑛) = ∑ 𝑝 = lim ∫ 𝑝
𝑛 𝑏→∞ 𝑛
𝑛=1 𝑛=1 1

Let p≠ 1 Then
𝑏
𝑑𝑛 𝑛1−𝑝 𝑏 𝑏1−𝑝 1
∫ 𝑝= ]1 −= −
𝑛 1−𝑝 1−𝑝 1−𝑝
1

So that for P > 1 we have

𝑏
𝑑𝑛 𝑏1−𝑝 1 1
lim ∫ 𝑝 = lim ( − )=
𝑏→∞ 𝑛 𝑏→∞ 1 − 𝑝 1−𝑝 1−𝑝
1

Thus the integral converges for p > 1.

𝑏 𝑑𝑛
For P < 1 the integral ∫1 has no finite limit as b → ∞ ; in other words the
𝑛𝑝
integral diverges if p < 1.
𝑏 𝑑𝑛
For p =1, lim ∫1 = lim ln b = ∞
𝑏→∞ 𝑛𝑝 𝑏→∞

Therefore, the integral converges for p > 1and diverges for p ≤ 1, and thus
the original series converges for p > 1and diverges for P ≤ 1.
P a g e | 132
Marwa Abd El Khaliq Infinite series

Example (14): Examine for convergence the series.

∞
1
∑
𝑛2 + 1
𝑛=1
∞
Therefore, if we replace S by Sn , the error will not be longer than ∫𝑛 f(x)dx .
1
Example (15): Examine for convergence the series. ∑∞
𝑛=1 (𝑛2 +1)2

and estimate the error if its sum S by the partial sum S5.
𝑥
Solution: Here 𝑓(𝑥) = and
(𝑥 2 +1)2
∞ 𝑏
𝑥 𝑑𝑥 𝑥 𝑑𝑥 2
∫ 2 2
= lim ∫ 2 2
= lim [− 2
]16
(𝑥 + 1) 𝑏→∞ (𝑥 + 1) 𝑏→∞ 2(𝑥 + 1)
1 1
1 1 1
[ − ] =
4 2(𝑏 2 + 1) 4
By the integral test the series converges. we denote the sum of the series by
S and put S = S5. Then
1 2 3 4 5
𝑆 = 𝑆5 = + + + + = 0.381237
4 25 10 289 676
Estimate the error E5, we have
∞
𝑥 𝑑𝑥 2 ∞
1
𝑅5 ≤ ∫ = [− ] 5 = = 0.019231
(𝑥 2 + 1)2 2(𝑥 2 + 1) 52
5

Alternating Series:- Leibniz Test

Definition: The series
a1 – a2 + a3 – ……+(-1)n-1 an + …..
where all an are of one sign (e.f., an> 0) si called the alternative series or a series of
terms with alternative sign.
For example: The series

P a g e | 133
Marwa Abd El Khaliq Infinite series

1 1 1
1− + − +⋯
2 3 4
is alternating and the series
1 1 1 1 1
1− + + − − +⋯
2 3 4 5 6
is not
The following theorem, gives the test for this type of series which known as
Leibniz test.
Theorem (9): Suppose that in the alternative series a1 – a2 + a3–… all an are such
that a1 > a2> a3 >….. and lim 𝑎𝑛 = 0 Then, the series converges, its sum is
𝑛→∞
positive and does nor exceed the first term, i.e. 0 < 𝑆 <a1.
Example (16): The alternative series
1 1 1
1− + − +⋯
2 3 4
converges, since
1 1 1
1 > > > ⋯ and lim =0
2 3 𝑛→∞ 𝑛

Series positive and negative Term

Absolute and Conditional Convergence
Definition: The series ∑∞𝑛=1 𝑎𝑛 of real terms of any sign is called a series of
positive and negative terms.
Examples are:-
1 + 𝑐𝑜𝑠1 + 𝑐𝑜𝑠2 + ⋯ + 𝑐𝑜𝑠𝑛 + ⋯
1 1 1 1 1
1− − + − − +⋯
2 3 4 5 6
The following theorem gives the condition of the convergence of this types of
series.
Theorem (10): If the series ∑∞
𝑛=1|𝑎𝑛 | converges, then the convergence of this types
of series

P a g e | 134
Marwa Abd El Khaliq Infinite series

∑∞
𝑛=1 𝑎𝑛 converges as well

Corollary: If ∑∞
𝑛=1|𝑎𝑛 | converges, then we have
∞ ∞

|∑ 𝑎𝑛 | ≤ ∑ |𝑎𝑛 |
𝑛=1 𝑛=1

Remark: The convergence of ∑∞

𝑛=1 𝑎𝑛 does not suggest the convergence
∑∞
𝑛=1|𝑎𝑛 | ;then
1
Solution: in this case f(x)=
𝑥 2 +1
∞ 𝑑𝑥 𝑏 𝑑𝑥
The integral ∫1 = lim ∫1 = lim 𝑡𝑎𝑛−1 𝑥 ]1𝑏
𝑥 2 +1 𝑏→∞ 𝑥 2 +1 𝑏→∞
𝜋 𝜋 𝜋
= lim (𝑡𝑎𝑛−1 𝑏 − 𝑡𝑎𝑛−1 1) = − =
𝑏→∞ 2 4 4
Converges, and thus the series converges.
Note:- If ∑∞𝑛=1 𝑓(𝑛) converges, the method to prove the test enables us to estimate
the error due to replacing the series sum by a partial sum. suppose that f(x) obeys
the condition of theorem (8) and that the series ∑∞
𝑛=1 𝑓(𝑛) converges to S. it can be
∞
shown that in that case ∫1 𝑓(𝑥)𝑑𝑥 well converge as well. The remainder 𝑅𝑛1 of the
series will then be
∞ ∞ ∞
∞
𝑅𝑛 = 𝑆 − 𝑆𝑛 = ∑ 𝑓(𝑘) ≤ ∑ ∫ 𝑓(𝑥)𝑑𝑥 = ∫ 𝑓(𝑥)𝑑𝑥
𝑘=𝑛+1 𝑘=𝑛+1 𝑘−1 𝑛

𝑘+1
which f(k+1) ≤ ∫𝑘 𝑓(𝑥)𝑑𝑥 𝑤ℎ𝑒𝑟𝑒 k+1 is replaced by k
∞
Thus 𝑅𝑛 ≤ ∫𝑛 𝑓(𝑥)𝑑𝑥 (𝑅𝑛 > 0).

Theorem only gives a sufficient condition for the convergence of ∑∞

𝑛=1 𝑎𝑛 , For
1 1 1
example the series 1 − + − + ⋯converges by the Leibniz test but the series
2 3 4
1 1
1 + + + ⋯ diverges.
2 3

Definition: The series of positive and negative terms ∑∞

𝑛=1 𝑎𝑛 is called absolutely
convergent if ∑∞
𝑛=1|𝑎𝑛 | converges.

P a g e | 135
Marwa Abd El Khaliq Infinite series

The series ∑∞ 𝑛=1 𝑎𝑛 is called conditionally converges if and the series

∑∞
𝑛=1|𝑎𝑛 | diverges.

Example (17): Examine the convergence for the series

1 1 1
1− − + −⋯
22 32 42
1
Solution: Since the series of the absolute values of its terms ∑∞
𝑛=1 converges,
𝑛2
then the given series is absolutely convergent.
Example (18): Examine for conditionally or absolutely convergence series.
1 1 1
1− + − +⋯
2 3 4
1
Solution: Since the series of he absolute is harmonic series ∑∞
𝑛=1 which is 𝑛
diverge, then the original series is conditionally convergent.
The absolutely and conditionally convergent series have the following
properties:-
(1) if the terms of an absolutely convergent series are arbitrary rearranged the
series remains absolutely convergent and its sum remains the same.
(2) if the terms of an conditionally convergent, then for any specified number A we
can rearrange the terms, so that the results series will have the sum A.
Power series.
A series of the type
c0 + c1x + c2 x2 + ….+ cnxn + … =∑∞
𝑛=0 𝑐𝑛 𝑥
𝑛
(1)
𝑜𝑟 𝑐0 + 𝑐1 (𝑥 − 𝑥0 ) + 𝑐2 (𝑥 − 𝑥0 )2 + ⋯ + 𝑐𝑛 (𝑥 − 𝑥0 )𝑛 + ⋯
∞

= ∑ 𝑐𝑛 𝑥 𝑛 (2)
𝑛=0

where c0,c1,....cn,... are constant coefficient, is called the power series in x. Series
(1) is obtained from (2) by putting x-x0= ~ 𝑥.

The power series (1) always converges at x=0 , and (2) at x 0 their sum at these
points being c0.
P a g e | 136
Marwa Abd El Khaliq Infinite series

The convergence interval of the power series is explained in the following

theorem.
Theorem (11): if a power series ∑∞ 𝑛
𝑛=0 𝑐𝑛 𝑥 converges for all x = x1≠ 0,
then it converges absolutely for all x, such that |𝑥|=|𝑥1 |; if the power
series diverges for x = x2 ,then it diverges for any x such that |𝑥| > |𝑥2 |
Definition: The interval(-R,R) where R > 0 at every point x 𝜖 (-R,R) of
which the series converges at the points such that |𝑥| < 𝑅 the series diverges, is
called convergence interval for the power series ∑∞ 𝑛
𝑛=0 𝑐𝑛 𝑥 . The number R is
called the radius of convergence of the series. at ends the interval (-R,R) i.e. at the
points x = -R and x = R the power series either converges or diverges.
Remark: (i) The power series ∑∞ 𝑛
𝑛=0 𝑐𝑛 (𝑥 − 𝑥0 ) where 𝑥0 ≠ 0 has the
∞ 𝑛
same radius of convergence as ∑𝑛=0 𝑐𝑛 𝑥 , but its convergence interval is (x0 –R ,
x0 +R)
(ii) when a finite limit
|𝑐𝑛+1 |
lim =𝐿 , 𝑤ℎ𝑒𝑟𝑒 0 < 𝐿 < ∞
𝑛→∞ |𝑐𝑛 |

exists, the radius of convergence of he power series ∑∞ 𝑛

𝑛=0 𝑐𝑛 𝑥 (or the series
∑∞ 𝑛
𝑛=0 𝑐𝑛 (𝑥 − 𝑥0 ) , x0 ≠ 0) can be found from

|𝑐𝑛 |
𝑅 = lim
𝑛→∞ |𝑐𝑛+1 |

Example (19): Find the convergence interval of the series

∞

∑(−1)n−1 nx n
n=1

Solution: we first find the radius of convergence R using the formula (i). Since
|𝑐𝑛+1 | 𝑛
lim = lim =1
𝑛→∞ |𝑐𝑛 | 𝑛→∞ 𝑛 + 1

The radius is R=1, and so the series convergence absolutely in the interval -
1< 𝑥 < 1.

P a g e | 137
Marwa Abd El Khaliq Infinite series

Second, we examine the series for the convergence at the ends of the convergence
interval.
Putting x =–1, we obtain the series
∞ ∞ ∞
n−1 n 2n−1
∑(−1) n (−1) = ∑(−1) 𝑛 ∑(−n)
n=1 n=1 n=1

which is diverges, since it does not meet the necessary test lim (−𝑛) ≠ 0. At x=1,
𝑛→𝑥
we obtain the series ∑∞
n=1(−1)
n−1
𝑛 for which lim (−1) 𝑛−1
𝑛 𝑖𝑠 none existent, and
𝑛→𝑥
hence the series diverges.
Example (20): Find the convergence interval of the series
∞
(−1)𝑛−1
∑ 2
(𝑥 + 2)𝑛
𝑛2
n=1

Solution: we first find the radius of convergence by (i). where

(−1)𝑛−1 (−1)𝑛
𝑐𝑛 = 𝑎𝑛𝑑 𝑐𝑛+1 =
𝑛22 (𝑛 + 1)2𝑛+1
(𝑛 + 1)2𝑛+1 1
∴ 𝑅 = lim = 2 lim (1 + )=2
𝑛→∞ 𝑛 2𝑛 𝑛→∞ n

Then the series converges absolutely in the interval |𝑥 + 2| < 2 or

−2 < 𝑥 + 2 < 2 , hence −4 < 𝑥 < 0.
at x = -4 , we obtain
∞ ∞ ∞
(−1)𝑛−1 𝑛
(−1)2𝑛−1 1
∑ (−2) = ∑ = − ∑
𝑛22 𝑛 𝑛
n=1 n=1 n=1

Which is diverges ( a harmonic series)

at x=0 , we obtain the series
∞ ∞
(−1)𝑛−1 𝑛
(−1)𝑛−1
∑ (2) = ∑
𝑛22 𝑛
n=1 n=1

P a g e | 138
Marwa Abd El Khaliq Infinite series

which converges conditionally. he series thus converges in the interval −4 <

𝑥 ≤ 0.
Example (21): Find the convergence interval of the series
∞
(−1)𝑛
∑ (𝑥 − 2)𝑛
𝑛𝑛
n=1

Solution: we note that the radius of convergence may also be found from:
1
𝑅 = lim
𝑛→∞ 𝑛√|𝑐 |
𝑛
1
if lim 𝑛 = L , 0< 𝐿 < ∞ exists. Thus the last identity may easily be
𝑛→∞ √|𝑐𝑛 |
obtained from Cauchy’s test.
(−1)𝑛
Now, 𝐶𝑛 = , Thus
𝑛𝑛

1
𝑅 = lim = lim 𝑛 = +∞
𝑛→∞ 𝑛√|𝑐 | 𝑛→∞
𝑛

This means that the series converges for all x , i.e. in the interval (-∞, ∞)

Example (22): Find the convergence interval of the series

∞

∑ 𝑛! 𝑥 𝑛
n=1

Solution: Since 𝑐𝑛 = 𝑛! , 𝑐𝑛 = (𝑛 + 1)!, 𝑤𝑒 𝑔𝑒𝑡

|𝑐𝑛 | 𝑛!
𝑅 = lim = lim =0
𝑛→∞ |𝑐𝑛+1 | 𝑛→∞ (𝑛 + 1)!

This means that the series converges only at x=0 and its sum is S(0) = 1. The
convergence interval of the series is one point x=0.

P a g e | 139
Marwa Abd El Khaliq Infinite series

Exercises
(I) Test for convergence the following series
∞ ∞
2𝑛 + 1 1
(1) ∑ (2) ∑
𝑛+1 √𝑛
𝑛=1 𝑛=1
∞ ∞
𝑠𝑖𝑛2 𝛼𝑛 1
(3) ∑ 𝛼≠0 (4) ∑
2𝑛 √4 𝑛 + 7
𝑛=1 𝑛=1
∞ ∞
𝜋 𝜋
(5) ∑ 𝑒 − sin𝑛 (6) ∑ tan
𝑛
𝑛=1 𝑛=1
∞ ∞
1 𝜋
(7) ∑ 𝑛 (8) ∑ (1 − cos )
2 + 𝑐𝑜𝑠 2 𝑛 3𝑛
𝑛=1 𝑛=1
∞ ∞
𝜋
(9) ∑ ln(𝑎 + 2−𝑛 ) (10) ∑ sin
𝑛=1 𝑛=1
2 √𝑛
∞ ∞
𝑛3 𝜋
(11) ∑ 𝑛 (12) ∑ 𝑛 tan
3 2𝑛+1
𝑛=1 𝑛=1
∞ ∞
𝑛1 𝜋
(13) ∑ 2 𝑛 (14) ∑ 𝑛3 sin
𝑛 .2 3𝑛
𝑛=1 𝑛=1
∞ ∞
𝑛4 𝑛
(15) ∑ 𝑛 (16) ∑( )𝑛
4 +1 2𝑛 + 1
𝑛=1 𝑛=1
∞ ∞
1
−1 𝑛
𝑛 + 1 𝑛2
(17) ∑(𝑡𝑎𝑛 ) . (18) ∑ 2−𝑛 ( )
𝑛 𝑛
𝑛=1 𝑛=1
∞ ∞
𝑛 1 1
(19) ∑ (20) ∑ sin
√𝑛2 + 1 𝑛2 𝑛
𝑛=1 𝑛=1

P a g e | 140
Marwa Abd El Khaliq Infinite series

∞ ∞
−
𝑛2 𝑡𝑎𝑛−1 𝑛
(21) ∑ 𝑛 𝑒 2 (22) ∑ 2
𝑛 +1
𝑛=1 𝑛=1

(II) Examine for conditional convergence and absolute convergence for the
series:
∞ ∞
𝑛 (−1)𝑛+1
(23) ∑(−1)𝑛−1 . 𝑛 (24) ∑
2 √𝑛
𝑛=1 𝑛=1
∞ ∞
(−1)𝑛+1 −1𝑛−1 3𝑛
(25) ∑ (26) ∑
ln ln 𝑛 (2𝑛 − 1)2
𝑛=1 𝑛=1
∞ ∞
(−1)𝑛+1 𝑛 𝑛−1
3𝑛
(27) ∑ (28) ∑(−1) . 3
6𝑛 − 5 𝑛
𝑛=1 𝑛=1

(III) Find convergence interval for the following series:

∞ ∞
𝑥𝑛 2𝑛 𝑛
(29) ∑ (30) ∑ 𝑥
𝑛. 2𝑛 𝑛+1
𝑛=1 𝑛=0
∞ ∞
𝑛4
(31) ∑ 𝑛 (32) ∑ 𝑛𝑛 𝑥 𝑛
4 +1
𝑛=0 𝑛=1
∞ ∞
(−1)𝑛 𝑛 (−1)𝑛 𝑛
(33) ∑ 𝑥 (34) ∑ 2 (𝑥 + 2)𝑛
𝑛+1 𝑛 +1
𝑛=0 𝑛=1
∞ ∞
(−1)𝑛 𝑛3 𝑛!
(35) ∑ 𝑛
(𝑥 + 3)𝑛 (36) ∑(−1)𝑛 2
(𝑥 − 1)𝑛
3 𝑛
𝑛=1 𝑛=1

P a g e | 141
Marwa Abd El Khaliq References

References
1. Erwin Kreyszig : Advanced Engineering Mathematics (2010).
2. Dass, H.K : Advanced Engineering Mathematics (2012).
3. Ruel v. Churchill; James ward Brown: Fourier Series And
Boundary Value problems (1987).
4. David Lomen; James Mark: Differential Equations (1988).
5. Richard Bronson : Schaum's Outline of Modern Introductory
Differential Equations.

P a g e | 142