Advanced Calculus I
Advanced Calculus I
COURSE CODE:
MAT301
COUERSE TITLE:
ADVANCED CALCULUS I
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This Course Book “Advanced Calculus I” has been exclusively written by experts in
the discipline to up-date your general knowledge of Education in order to equip you
with the basic tool you will require for your professional training as a teacher.
This three-credit course book of thirty-six (36) sessions has been structured to reflect
the weekly three-hour lecture for this course in the University. Thus, each session is
equivalent to a one-hour lecture on campus. As a distance learner, however, you are
expected to spend a minimum of three hours and a maximum of five hours on each
session.
To help you do this effectively, a Study Guide has been particularly designed to show
you how this book can be used. In this study guide, your weekly schedules are clearly
spelt out as well as dates for quizzes, assignments and examinations.
Also included in this book is a list of all symbols and their meanings. They are meant to
draw your attention to vital issues of concern and activities you are expected to perform.
Blank sheets have been also inserted for your comments on topics that you may find
difficult. Remember to bring these to the attention of your course tutor during your
fortnightly meetings.
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Assabil and Dr. Benjamin Eduafo Arthur, University of Cape Coast, who wrote and
edited the content of this course book for CoDEUCC, will ever remain in the annals of
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Chancellor, Prof. Dora Edu-Buandoh and all the staff of the University’s
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Any limitations in this course book, however, are exclusively mine. But the good
comments must be shared among those named above.
Content Page
Table of Contents ... ... ... ... ... ... ... ... i
Symbols and their Meanings ... ... ... ... ... ... ii
References ... ... ... ... ... ... ... ... ...
Glossary ... ... ... ... ... ... ... ... ...
INTRODUCTION
OVERVIEW
UNIT OBJECTIVES
SESSION OBJECTIVES
DO AN ACTIVITY
REFER TO
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Unit Outline
Session 1 : Functions of Two or more Variables
Session 2 : Definition and Properties of Limits of
Functions of two Variables
Session 3 : Evaluating Limits when the Limit of the Denominator is Zero
Session 4 : How to Show that a Limit Exist
Session 5 : Continuity of Functions of Two Variables at a Point
Session 6 : How to Determine Continuity at a Point
Unit Objectives
By the end of this unit students will be able to:
1. Identify a function of several variables.
2. Find domain and range of functions two or more variables.
3. Use properties of limits several variable functions to evaluate limits.
4. Evaluate limits that do not exist.
5. Evaluate limits that exist.
6. Determine intervals on which functions of two variables are continuous.
7. Determine points of continuity of functions of two variables.
Objectives
By the end of this session students will be able to
1. Identify a function of several variables.
2. Find domain and range of functions two or more variables.
Definition 1.1
A function of two variables is a rule that assigns a real number 𝑓(𝑥, 𝑦) to each ordered
pair of real numbers (𝑥, 𝑦) in the domain of the function.
Likewise, a function of three variables is a rule that assigns a real number 𝑓(𝑥, 𝑦, 𝑧) to
each ordered triple of real numbers (𝑥, 𝑦, 𝑧) in the domain 𝐷 ⊂ ℝ3 of the function. We
sometimes write 𝑓: 𝐷 ⊂ ℝ3 → ℝ to indicate that 𝑓 maps points in three dimensions to
real numbers. For instance, 𝑓(𝑥, 𝑦, 𝑧) = 𝑥𝑦 2 cos 𝑧 and 𝑔(𝑥, 𝑦, 𝑧) = 3𝑧𝑥 2 − 𝑒 𝑦 are both
functions of the three variables 𝑥, 𝑦 and 𝑧.
In principle, there is no difficulty defining functions of four (or five or more) variables.
We focus here on functions of two and three variables, although most of our results can
be extended to higher dimensions.
Definition 1.2
The domain of a function of several variables is taken to be the set of all values of the
variables for which the function is defined.
Example 1.3
Find the domain for the following functions of two variables.
(a) 𝑓(𝑥, 𝑦) = 𝑥 ln 𝑦
2𝑥
(b) 𝑔(𝑥, 𝑦) = 2
𝑦−𝑥
Solution
(a) For 𝑓(𝑥, 𝑦) = 𝑥 ln 𝑦, recall that ln 𝑦 is defined only for 𝑦 > 0. The domain of 𝑓 is
then the set
𝐷 = {(𝑥, 𝑦) ∶ 𝑦 > 0 }.
2𝑥
(b) For 𝑔(𝑥, 𝑦) = 2 , note that 𝑔 is defined unless there is a division by zero, which
𝑦−𝑥
occurs when
𝑦 − 𝑥 2 = 0. The domain of 𝑔 is the set 𝐷 = {(𝑥, 𝑦): 𝑦 ≠ 𝑥 2 }.
Example 1.4
Find the domains of the following functions of three variables.
cos(𝑥+𝑧)
(a) 𝑓(𝑥, 𝑦, 𝑧) =
𝑥𝑦
(b) 𝑔(𝑥, 𝑦, 𝑧) = �9 − 𝑥 2 − 𝑦 2 − 𝑧 2 .
Solution
cos(𝑥+𝑧)
(a) For 𝑓(𝑥, 𝑦, 𝑧) = , there is a division by zero if 𝑥𝑦 = 0, which occurs if
𝑥𝑦
𝑥 = 0 or 𝑦 = 0. The
domain is then 𝐷 = {(𝑥, 𝑦, 𝑧) ∶ 𝑥 ≠ 0 𝒂𝒏𝒅 𝑦 ≠ 0}.
(b) Notice that for 𝑔(𝑥, 𝑦, 𝑧) = �9 − 𝑥 2 − 𝑦 2 − 𝑧 2 to be defined, you will have to have
9 − 𝑥 2 − 𝑦 2 − 𝑧 2 ≥ 0. Thus, the domain is the set 𝐷 = {(𝑥, 𝑦, 𝑧) ∶ 9 − 𝑥 2 − 𝑦 2 −
𝑧 2 ≥ 0}.
Definition 1.5
The range of a function of several variables is the set of values that the function takes
on.
For a function of two variables 𝑓(𝑥, 𝑦) whose domain is the set 𝐷, its range is the set
{𝑓(𝑥, 𝑦) ∶ (𝑥, 𝑦) ∈ 𝐷}.
Example 1.6
Find the domain and range of the function
𝑔(𝑥, 𝑦) = �9 − 𝑥 2 − 𝑦 2 .
Solution
Since 𝑔(𝑥, 𝑦) = �9 − 𝑥 2 − 𝑦 2 is defined when 9 − 𝑥 2 − 𝑦 2 ≥ 0, the domain of 𝑔 is
𝐷 = {(𝑥, 𝑦) ∶ 𝑥 2 + 𝑦 2 ≤ 9 }.
Exercise 1
1. Find the domains of the following function.
�𝑥+𝑦+1
(a) 𝑓(𝑥, 𝑦) = (b) 𝑓(𝑥, 𝑦) = 𝑥 ln(𝑦 2 − 𝑥)
𝑥−1
2. Describe the range of the following functions.
(a)𝑓(𝑥, 𝑦) = �2 + 𝑥 − 𝑦 (b) 𝑓(𝑥, 𝑦) = cos(𝑥 2 + 𝑦 2 )
Definition 2.1
Let 𝑓 be a function of two variables whose domain 𝐷 includes points arbitrary close to
(𝑎, 𝑏). Then we say that the limit of 𝑓(𝑥, 𝑦) as (𝑥, 𝑦) approaches (𝑎, 𝑏) is 𝐿 and we
write
lim
𝑓(𝑥, 𝑦) = 𝐿
(𝑥, 𝑦) → (𝑎, 𝑏)
if for every number 𝜀 > 0 there is a corresponding number 𝛿 > 0 such that |𝑓(𝑥, 𝑦) −
𝐿| < 𝜀 whenever
(𝑥, 𝑦) ∈ 𝐷 and 0 < �(𝑥 − 𝑎)2 + (𝑦 − 𝑏)2 < 𝛿.
and �(𝑥 − 𝑎)2 + (𝑦 − 𝑏)2 is the distance between the point (𝑥, 𝑦) and the point
(𝑎, 𝑏). Thus, Definition 2.1 says that the distance between 𝑓(𝑥, 𝑦) and 𝐿 can be
made arbitrary small by making the distance from (𝑥, 𝑦) to (𝑎, 𝑏) sufficiently
small (but not 0).
(ii)
lim lim lim
[𝑓(𝑥, 𝑦) ± 𝑔(𝑥, 𝑦)] = 𝑓(𝑥, 𝑦) ± 𝑔(𝑥, 𝑦).
(𝑥, 𝑦) → (𝑎, 𝑏) (𝑥, 𝑦) → (𝑎, 𝑏) (𝑥, 𝑦) → (𝑎, 𝑏)
(iii)
lim lim lim
[𝑓(𝑥, 𝑦)𝑔(𝑥, 𝑦)] = � 𝑓(𝑥, 𝑦)� � 𝑔(𝑥, 𝑦)�.
(𝑥, 𝑦) → (𝑎, 𝑏) (𝑥, 𝑦) → (𝑎, 𝑏) (𝑥, 𝑦) → (𝑎, 𝑏)
lim
lim 𝑓(𝑥,𝑦) (𝑥,𝑦)→(𝑎,𝑏)𝑓(𝑥,𝑦) lim
(iv) = , provided 𝑔(𝑥, 𝑦) ≠ 0.
(𝑥, 𝑦) → (𝑎, 𝑏) 𝑔(𝑥,𝑦) lim (𝑥, 𝑦) → (𝑎, 𝑏)
(𝑥,𝑦)→(𝑎,𝑏)𝑔(𝑥,𝑦)
Example 2.3
2𝑥 2 𝑦+3𝑥𝑦
Evaluate lim(𝑥,𝑦)→(2,1) .
5𝑥𝑦 2 +3𝑦
Solution
Since the limit in the denominator is
lim 5𝑥𝑦 2 + 3𝑦 = 5(2)(12 ) + 3(1) = 13 ≠ 0,
(𝑥,𝑦)→(2,1)
we can obtain the limit by using property (iv) and substitution. That is,
lim 2𝑥 2 𝑦 + 3𝑥𝑦
2𝑥 2 𝑦 + 3𝑥𝑦 (𝑥,𝑦)→(2,1)
lim =
(𝑥,𝑦)→(2,1) 5𝑥𝑦 2 + 3𝑦 lim 2𝑥 2 𝑦 + 3𝑥𝑦
(𝑥,𝑦)→(2,1)
2�22 �(1)+3(2)(1)
=
13
14
=
13
Example 2.4
4𝑥𝑧
Evaluate lim .
(𝑥,𝑦,𝑧)→(1,0,2) 𝑦 2 +𝑧 2
Solution
Since the limit in the denominator is
lim 𝑦 2 + 𝑧 2 = 22 = 4 ≠ 0
(𝑥,𝑦,𝑧)→(1,0,2)
we have
4𝑥𝑧 lim 4𝑥𝑧
(𝑥,𝑦,𝑧)→(1,0,2)
lim =
(𝑥,𝑦,𝑧)→(1,0,2) 𝑦 2 + 𝑧 2 lim 𝑦2 + 𝑧2
(𝑥,𝑦,𝑧)→(1,0,2)
4(1)(2)
=
4
=2
Exercise 2
Evaluate the following limits.
𝑥2𝑦
(a) lim(𝑥,𝑦)→(1,3)
4𝑥 2 −𝑦
cos (𝑥𝑦)
(b) lim(𝑥,𝑦)→(𝜋,1)
𝑦 2 +1
For functions of a single variable, when we let 𝑥 approach 𝑎, there are only two
possible directions of approach, from the left or from the right. Recall that if
lim𝑥→𝑎− 𝑓(𝑥) ≠ lim𝑥→𝑎+ 𝑓(𝑥) , then lim𝑥→𝑎 𝑓(𝑥) does not exist.
For functions of two variables the situation is not as simple because we can let (𝑥, 𝑦)
approach (𝑎, 𝑏) from an infinite number of directions in any manner whatsoever as long
as (𝑥, 𝑦) stays within the domain of 𝑓.
Definition 2.1 says that the distance between 𝑓(𝑥, 𝑦) and 𝐿 can be made arbitrarily
small by making the distance from (𝑥, 𝑦) to (𝑎, 𝑏) sufficiently small (but not 0). The
definition refers only to the distance between (𝑥, 𝑦) and (𝑎, 𝑏). It does not refer to the
direction of approach. Therefore, if the limit exists, then 𝑓(𝑥, 𝑦) must approach the
same limit no matter how (𝑥, 𝑦) approaches (𝑎, 𝑏). Thus, if we can find two different
paths of approach along which the function 𝑓(𝑥, 𝑦) has different limits, then it follows
that
lim(𝑥,𝑦)→(𝑎,𝑏) 𝑓(𝑥, 𝑦) does not exist.
Remark 3.1
If 𝑓(𝑥, 𝑦) approaches 𝐿1 as (𝑥, 𝑦) approaches (𝑎, 𝑏) along a path 𝑃1 and 𝑓(𝑥, 𝑦)
approaches 𝐿2 ≠ 𝐿1 as (𝑥, 𝑦) approaches (𝑎, 𝑏) along a path 𝑃2 , then
lim(𝑥,𝑦)→(𝑎,𝑏) 𝑓(𝑥, 𝑦) does not exist.
Remark 3.2
The simplest paths to try are:
(1) 𝑥 = 𝑎, 𝑦 → 𝑏 (vertical lines).
(2) 𝑦 = 𝑏, 𝑥 → 𝑎 (horizontal lines).
(3) 𝑦 = 𝑔(𝑥), 𝑥 → 𝑎, where 𝑏 = 𝑔(𝑎).
(4) 𝑥 = 𝑔(𝑦), 𝑦 → 𝑏, where 𝑎 = 𝑔(𝑏).
Example 3.3
𝑦
Evaluate lim(𝑥,𝑦)→(1,0) .
𝑥+𝑦−1
Solution
Observe that the limit of the denominator is zero. Thus, we proceed as follows.
First, we consider the vertical line path along the line 𝑥 = 1 and compute the limit as 𝑦
approaches 0.
If (𝑥, 𝑦) → (1, 0) along the line 𝑥 = 1, we have
𝑦 𝑦
lim = lim = lim 1 = 1.
(1,𝑦)→(1,0) 1 + 𝑦 − 1 𝑦→0 𝑦 𝑦→0
We next consider the horizontal line 𝑦 = 0 and compute the limit as 𝑥 approaches 1.
Here, we have
0
lim = lim 0 = 0.
(𝑥,0)→(1,0) 𝑥 + 0 − 1 𝑥→1
Since the function is approaching two different values along two different paths to the
point (1, 0), the limit does not exist.
Example 3.4
𝑥𝑦
Evaluate lim(𝑥,𝑦)→(0,0) .
𝑥 2 +𝑦2
Solution
First, we consider the limit along the path 𝑥 = 0. We have
0
lim = lim0 = 0.
(0,𝑦)→(0,0) 0 + 𝑦 2 𝑦→0
Similarly, for the path 𝑦 = 0, we have
0
lim 2
= lim 0 = 0.
(𝑥,0)→(0,0) 𝑥 + 0 𝑥→0
Be careful; just because the limits along the first two paths you try are the same does
not mean that the limit exists. You may simply need to look at more paths. Notice that
for the path 𝑦 = 𝑥 ( 𝑏 = 0 𝑖𝑓 𝑥 = 0), we have
𝑥(𝑥) 𝑥2 1 1
lim 2 2
= lim 2
= lim = .
(𝑥,𝑥)→(0,0) 𝑥 + 𝑥 𝑥→0 2𝑥 𝑥→0 2 2
Since the limit along this path does not match the limit along the first two paths, the
limit does not exist.
As you have seen in examples 3.3 and 3.4, substitutions for particular paths often result
in the function reducing to a constant. When choosing paths, you should look for
substitutions that will simplify the function dramatically.
Example 3.5
𝑥𝑦 2
Evaluate lim(𝑥,𝑦)→(0,0) .
𝑥 2 +𝑦4
Solution
First, we consider the path 𝑥 = 0 and get
0
lim(0,𝑦)→(0,0) = lim𝑦→0 0 = 0.
0+𝑦 4
Next, following the path 𝑦 = 0, we get
0
lim = lim 0 = 0.
(𝑥,0)→(0,0) 𝑥 2 + 0 𝑥→0
Since the limits along the first two paths are the same, we try another path. The next
obvious choice of path through (0, 0) is the line 𝑦 = 𝑥. As it turns out, this limit is
𝑥3 𝑥
lim(𝑥,𝑥)→(0,0) = lim𝑥→0 = 0,
𝑥 2 +𝑥 4 1+𝑥 2
and so we will need to try yet another path. Finally, notice that along the path 𝑥 = 𝑦 2 ,
the terms 𝑥 2 and 𝑦 4 will be equal. We then have
�𝑦 2 �𝑦 2 𝑦4 1 1
lim�𝑦2 ,𝑦�→(0,0) (𝑦2 )2 = lim𝑦→0 = lim𝑦→0 = .
+𝑦4 2𝑦 4 2 2
Since this limit does not agree with the limits along the earlier paths, the limit does not
exist.
Exercise 3
Show that the indicated limit does not exist.
2𝑥𝑦 2
(a) lim(𝑥,𝑦)→(0,0)
𝑥 2 +𝑦 4
2𝑦 2
(b) lim(𝑥,𝑦)→(2,0) (𝑥−2)2 2
+𝑦
It must be noted that the procedure followed in the three examples in session three was
used to show that a limit does not exist. What if a limit does exist? Realize that you will
never be able to establish that a limit exists by taking limits along specific paths. There
are infinitely many paths through any given point and you will never be able to exhaust
all of the possibilities. However, after following a number of paths and getting the same
limit along each of them, you should begin to suspect that the limit just might exist. As
yet, we have not developed any strategy for evaluating limits that do exist. One tool we
can use is the following theorem.
Theorem 4.1
Suppose that |𝑓(𝑥, 𝑦) − 𝐿| ≤ 𝑔(𝑥, 𝑦) for all (𝑥, 𝑦) in the interior of some circle
centered at (𝑎, 𝑏), except possibly at (𝑎, 𝑏). If lim(𝑥, 𝑦)→(𝑎, 𝑏) 𝑔(𝑥, 𝑦) = 0, then
lim(𝑥, 𝑦)→(𝑎, 𝑏) 𝑓(𝑥, 𝑦) = 𝐿.
Example 4.2
𝑥2𝑦
Evaluate lim(𝑥,𝑦)→(0,0) .
𝑥 2 +𝑦2
Solution
Along the path 𝑥 = 0, we have
0
lim(0,𝑦)→(0,0) = lim𝑦→0 0 = 0.
0+𝑦 2
Along the path 𝑦 = 0, we have
0
lim = lim 0 = 0.
(𝑥,0)→(0,0) 𝑥 2 + 0 𝑥→0
Further, along the 𝑦 = 𝑥, we have
𝑥3 𝑥3 𝑥
lim 2 2
= lim 2
= lim = 0.
(𝑥,𝑥)→(0,0) 𝑥 + 𝑥 𝑥→0 2𝑥 𝑥→0 2
At this stage, we know that if the limit exists, it must equal 0. To show that the limit
equals 𝐿 = 0, consider
𝑥2𝑦 𝑥2𝑦
|𝑓(𝑥, 𝑦) − 𝐿| = � − 0� = � �.
𝑥 2 +𝑦2 𝑥 2 +𝑦2
Notice that if there was no 𝑦 2 term in the denominator, we could cancel the 𝑥 2 terms.
Since 𝑥 2 + 𝑦 2 ≥ 𝑥 2 , we have for 𝑥 ≠ 0
𝑥2𝑦 𝑥2𝑦
|𝑓(𝑥, 𝑦) − 𝐿| = � 2� ≤ � � = |𝑦|.
𝑥 2 +𝑦 𝑥2
Example 4.3
(𝑥−1)2 ln 𝑥
Evaluate lim(𝑥,𝑦)→(1,0) (𝑥−1)2 .
+𝑦 2
Solution
Along the path 𝑥 = 1, we have
0 0
lim(1,𝑦)→(1,0) = lim𝑦→0 = 0.
𝑦2 𝑦2
Along the path 𝑦 = 0, we have
(𝑥 − 1)2 ln 𝑥
lim = lim ln 𝑥 = ln 1 = 0.
(𝑥,0)→(1,0) (𝑥 − 1)2 𝑥→1
A third path through (1, 0) is the line 𝑦 = 𝑥 − 1. We have
(𝑥 − 1)2 ln 𝑥 (𝑥 − 1)2 ln 𝑥 ln 𝑥
lim = lim = lim = 0.
(𝑥,𝑥−1)→(1,0) (𝑥 − 1)2 + (𝑥 − 1)2 𝑥→1 2(𝑥 − 1)2 𝑥→1 2
At this point, you should begin to suspect that the limit just might be 0. You never
know, though, until you find another path along which the limit is different or until you
prove that the limit actually is 0. To show this, we consider
(𝑥−1)2 ln 𝑥 (𝑥−1)2 ln 𝑥
|𝑓(𝑥, 𝑦) − 𝐿| = � 2 − 0� = �(𝑥−1)2 �.
(𝑥−1)2 +𝑦 +𝑦 2
Notice that if the 𝑦 2 term were not present in the denominator, then we could cancel
the (𝑥 − 1)2 terms. Since (𝑥 − 1)2 + 𝑦 2 ≥ (𝑥 − 1)2 , we have for 𝑥 ≠ 1
(𝑥−1)2 ln 𝑥 (𝑥−1)2 ln 𝑥
|𝑓(𝑥, 𝑦) − 𝐿| = � �≤� � = |ln 𝑥|.
(𝑥−1)2 +𝑦 2 (𝑥−1)2
Exercise 4
Show that the indicated limit exists.
𝑥 3 +4𝑥 2 +2𝑦2
(a) lim(𝑥,𝑦)→(0,0)
2𝑥 2 +𝑦 2
2𝑥 2 sin 𝑦
(b) lim(𝑥,𝑦)→(0,0)
2𝑥 2 +𝑦 2
Definition 5.1
A polynomial function of two variables ( or polynomial, for short) is a sum of terms of
the form 𝑐𝑥 𝑚 𝑦 𝑛 , where 𝑐 is a constant and 𝑚 and 𝑛 are nonnegative integers. A
rational function is a ratio of polynomials.
For instance,
𝑓(𝑥, 𝑦) = 𝑥 4 + 5𝑥 3 𝑦 2 + 6𝑥𝑦 4 − 7𝑦 + 6
is a polynomial , whereas
2𝑥𝑦+1
𝑔(𝑥, 𝑦) = 2 2
𝑥 +𝑦
is a rational function.
Definition 5.2
Suppose that 𝑓(𝑥, 𝑦) is defined in the interior of a circle centered at the point (𝑎, 𝑏). We
say that 𝑓 is continuous at (𝑎, 𝑏) if
lim 𝑓(𝑥, 𝑦) = 𝑓(𝑎, 𝑏).
(𝑥,𝑦)→(𝑎 ,𝑏)
If 𝑓(𝑥, 𝑦) is not continuous at (𝑎, 𝑏), then we call (𝑎, 𝑏) a discontinuity of 𝑓.
Note that all polynomials are continuous on ℝ2 . Likewise, any rational function is
continuous on its domain because it is a quotient of continuous functions.
Example 5.3
𝑥 2 −𝑦 2
Where is the function 𝑓(𝑥, 𝑦) = continuous?
𝑥 2 +𝑦 2
Solution
The function 𝑓 is discontinuous at (0, 0) because it is not defined there. Since 𝑓 is a
rational function, it is continuous on its domain, which is the set {(𝑥, 𝑦) ∶ (𝑥, 𝑦) ≠
(0, 0)}.
Example 5.4
Find all points where the function 𝑓(𝑥, 𝑦) = 𝑥 2 𝑦 3 − 𝑥 3 𝑦 2 + 3𝑥 + 2𝑦 is continuous.
Solution
Since 𝑓(𝑥, 𝑦) is a polynomial, it is continuous everywhere on ℝ2 .
Example 5.5
𝑥
Find all points where the function 𝑓(𝑥, 𝑦) = is continuous.
𝑥 2 −𝑦
Solution
Notice that 𝑓(𝑥, 𝑦) is a quotient of two polynomials (that is, a rational function ) and
so, it is continuous at any point where we do not divide by 0. Since division by zero
occurs only when 𝑦 = 𝑥 2 , we have that 𝑓 is continuous at all points (𝑥, 𝑦) with 𝑦 ≠ 𝑥 2 .
Exercise 5
𝑥−𝑦
Determine the set of points at which the function 𝑓(𝑥, 𝑦) = is continuous.
1−𝑥 2 −𝑦 2
By definition 5.2, to show that a function 𝑓(𝑥, 𝑦) is continuous at a point (𝑎, 𝑏) we must
show that
(i) lim 𝑓(𝑥, 𝑦) exist.
(𝑥,𝑦)→(𝑎 ,𝑏)
(ii) 𝑓(𝑎, 𝑏) is defined.
(iii) lim 𝑓(𝑥, 𝑦) = 𝑓(𝑎, 𝑏).
(𝑥,𝑦)→(𝑎 ,𝑏)
Example 6.1
Determine if the function
𝑥4
, 𝑖𝑓 (𝑥, 𝑦) ≠ (0, 0)
𝑓(𝑥, 𝑦) = � 𝑥(𝑥 2 + 𝑦 2 )
0, 𝑖𝑓 (𝑥, 𝑦) = (0, 0)
is continuous at (0, 0).
Solution
We first find 𝑓(0, 0) . Observe that 𝑓(0, 0) = 0, from the function definition.
We will verify if lim 𝑓(𝑥, 𝑦) = 0. Notice that for (𝑥, 𝑦) ≠ (0, 0),
(𝑥,𝑦)→(0, 0)
𝑥4 𝑥4
|𝑓(𝑥, 𝑦) − 0| = � 2 )� ≤ � � = |𝑥|.
𝑥(𝑥 2 +𝑦 𝑥(𝑥 2 )
Thus,
lim 𝑔(𝑥, 𝑦) = lim |𝑥| = lim|𝑥| = |0| = 0.
(𝑥,𝑦)→(0, 0) (𝑥,𝑦)→(0, 0) 𝑥→0
Example 6.2
Show that the function
3𝑥 2 𝑦
, 𝑖𝑓 (𝑥, 𝑦) ≠ (0, 0)
𝑓(𝑥, 𝑦) = � 𝑥 2 + 𝑦 2
0, 𝑖𝑓 (𝑥, 𝑦) = (0, 0)
is continuous at (0, 0).
Solution
We first find 𝑓(0, 0) . Observe that 𝑓(0, 0) = 0, from the function definition. We will
verify that
lim 𝑓(𝑥, 𝑦) = 0.
(𝑥,𝑦)→(0, 0)
Notice that for (𝑥, 𝑦) ≠ (0, 0),
3𝑥 2 𝑦 3𝑥 2 𝑦
|𝑓(𝑥, 𝑦) − 0| = � 2� ≤ � � = |3𝑦|.
𝑥 2 +𝑦 𝑥2
Thus,
lim 𝑔(𝑥, 𝑦) = lim |3𝑦| = lim |3𝑦| = |0| = 0.
(𝑥,𝑦)→(0, 0) (𝑥,𝑦)→(0, 0) 𝑦→0
Since lim 𝑓(𝑥, 𝑦) = 𝑓(0, 0), the function 𝑓 is continuous at (0, 0).
(𝑥,𝑦)→(0, 0)
Exercise 6
Show that the function
𝑥𝑦 2
, 𝑖𝑓 (𝑥, 𝑦) ≠ (0, 0)
𝑓(𝑥, 𝑦) = � 𝑥 2 + 𝑦 4
0, 𝑖𝑓 (𝑥, 𝑦) = (0, 0)
is not continuous at (0, 0).
Unit Outline
Session 1: Definition and Computation of Partial Derivatives for Functions of the
Form
Sessions 2: Sum Rule and Partial Derivatives of Trigonometric Functions of Two
Variables
Session 3: Partial Derivatives of Natural Exponential and Natural Logarithmic
Functions of Two Variables
Session 4: The Product and Quotient Rules
Session 5: Higher Order Partial Derivatives
Session 6: Partial Derivatives of Functions of More Than Two Variables and
Differentials
In this unit we study how to find the partial derivatives of functions of
two or more variables. We also consider differentials of functions of
two variables.
Unit Objectives
1. By the end of this unit students will be able to compute:
2. partial derivatives of functions of the form 𝑓(𝑥, 𝑦) = 𝑥 𝑛 𝑦 𝑚 .
3. partial derivatives using the sum rule.
4. partial derivatives of trigonometric functions of two variables.
5. partial derivatives of natural exponential and logarithmic functions.
6. partial derivatives using the product and quotient rules.
7. higher order partial derivatives.
8. partial derivatives of functions of more than two variables and differentials.
Definition 1.1
𝜕𝑓
The partial derivative of 𝒇(𝒙, 𝒚) with respect to 𝒙, written , is defined by
𝜕𝑥
𝜕𝑓 𝑓(𝑥+ℎ,𝑦)−𝑓(𝑥,𝑦)
(𝑥, 𝑦) = limℎ→0 ,
𝜕𝑥 ℎ
for any 𝑥 and 𝑦 for which the limit exists. The partial derivative of 𝒇(𝒙, 𝒚) with
𝜕𝑓
respect to 𝒚, written , is defined by
𝜕𝑦
𝜕𝑓 𝑓(𝑥,𝑦+ℎ)−𝑓(𝑥,𝑦)
(𝑥, 𝑦) = limℎ→0 ,
𝜕𝑦 ℎ
for any values of 𝑥 and 𝑦 for which the limit exists.
Example 1.2
Let 𝑓(𝑥, 𝑦) = 𝑥 6 𝑦 4 . Find
𝜕𝑓
(a)
𝜕𝑥
𝜕𝑓
(b)
𝜕𝑦
Solution
𝜕𝑓
(a) = 6𝑥 5 𝑦 4
𝜕𝑥
𝜕𝑓
(b) = 4𝑥 6 𝑦 3
𝜕𝑦
Exercise 1
𝜕𝑓 𝜕𝑓
Let 𝑓(𝑥, 𝑦) = 𝑥 10 𝑦 7 . Find and .
𝜕𝑥 𝜕𝑦
In this session we study how to use the sum rule to compute partial
derivatives. We further consider how partial derivatives of
trigonometric functions of two variables are computed.
Sum Rule
𝜕 𝜕 𝜕
1. [𝑓(𝑥, 𝑦) ± 𝑔(𝑥, 𝑦)] = [𝑓(𝑥, 𝑦)] ± [𝑔(𝑥, 𝑦)]
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕 𝜕 𝜕
2. [𝑓(𝑥, 𝑦) ± 𝑔(𝑥, 𝑦)] = [𝑓(𝑥, 𝑦)] ± [𝑔(𝑥, 𝑦)]
𝜕𝑦 𝜕𝑦 𝜕𝑦
Example 2.1
If 𝑓(𝑥, 𝑦) = 𝑥 3 + 𝑥 2 𝑦 3 − 2𝑦 2 , find 𝑓𝑥 (𝑥, 𝑦) and 𝑓𝑦 (𝑥, 𝑦).
Solution
Holding 𝑦 constant and differentiating with respect to 𝑥, we get
𝜕
𝑓𝑥 (𝑥, 𝑦) = (𝑥 3 + 𝑥 2 𝑦 3 − 2𝑦 2 )
𝜕𝑥
𝜕 3 𝜕 2 3 𝜕
= (𝑥 ) + (𝑥 𝑦 ) − (2𝑦 2 )
𝜕𝑥 𝜕𝑥 𝜕𝑥
= 3𝑥 2 + 2𝑥𝑦 3 .
Solution
Holding 𝑦 constant and differentiating with respect to 𝑥, we get
𝜕 𝑥6
𝑓𝑥 (𝑥, 𝑦) = � + 𝑦7�
𝜕𝑥 𝑦
𝜕 𝑥6 𝜕
= � �+ (𝑦 7 )
𝜕𝑥 𝑦 𝜕𝑥
6𝑥 5
= .
𝑦
Example 2.3
𝑦8
If 𝑓(𝑥, 𝑦) = + 5𝑦 2 + 2𝑥, find 𝑓𝑦 (𝑥, 𝑦).
𝑥
Solution
Holding 𝑥 constant and differentiating with respect to 𝑦, we obtain
𝜕 𝑦8
𝑓𝑦 (𝑥, 𝑦) = � + 5𝑦 2 + 2𝑥�
𝜕𝑦 𝑥
𝜕 𝑦8 𝜕 𝜕
= � �+ (5𝑦 2 ) + (2𝑥)
𝜕𝑦 𝑥 𝜕𝑦 𝜕𝑦
8𝑦 7
= + 10𝑦
𝑥
Example 2.4
If 𝑓(𝑥, 𝑦) = sin(𝑥 2 + 𝑦 3 ), find 𝑓𝑥 (𝑥, 𝑦) and 𝑓𝑦 (𝑥, 𝑦).
Solution
𝜕 2
𝑓𝑥 (𝑥, 𝑦) = cos(𝑥 2 + 𝑦 3 ) (𝑥 + 𝑦 3 )
𝜕𝑥
= 2𝑥 cos(𝑥 2 + 𝑦 3 )
𝜕
𝑓𝑦 (𝑥, 𝑦) = cos(𝑥 2 + 𝑦 3 ) (𝑥 2 + 𝑦 3 )
𝜕𝑦
= 3𝑦 cos(𝑥 + 𝑦 3 )
2 2
Example 2.5
𝜕𝑓
Find if 𝑓(𝑥, 𝑦) = tan(𝑥 7 𝑦 + 𝑦).
𝜕𝑥
Solution
𝜕𝑓 𝜕
= sec 2 (𝑥 7 𝑦 + 𝑦) (𝑥 7 𝑦 + 𝑦)
𝜕𝑥 𝜕𝑥
= 7𝑥 6 𝑦 sec 2 (𝑥 7 𝑦 + 𝑦)
Exercise 2
𝑥
1. If 𝑓(𝑥, 𝑦) = sin � �, calculate
1+𝑦
𝜕𝑓 𝜕𝑓
(a) (b)
𝜕𝑥 𝜕𝑦
2. Find 𝑓𝑥 and 𝑓𝑦 if 𝑓(𝑥, 𝑦) = sec(𝑥 4 𝑦 + 𝑥𝑦 2 ).
Now read on …
Example 3.2
2
Find 𝑓𝑥 (𝑥, 𝑦) and 𝑓𝑦 (𝑥, 𝑦) if 𝑓(𝑥, 𝑦) = 𝑒 𝑥 +𝑦 .
Solution
Holding 𝑦 constant and differentiating with respect to 𝑥, we get
𝜕 2 2
𝑓𝑥 (𝑥, 𝑦) = (𝑥 + 𝑦)𝑒 𝑥 +𝑦
𝜕𝑥
2
= 2𝑥𝑒 𝑥 +𝑦
Also, holding 𝑥 constant and differentiating with respect to 𝑦, we obtain
𝜕 2 2
𝑓𝑦 (𝑥, 𝑦) = (𝑥 + 𝑦)𝑒 𝑥 +𝑦
𝜕𝑦
2
= 𝑒 𝑥 +𝑦
Example 3.3
𝑥
If 𝑓(𝑥, 𝑦) = 𝑒 𝑥𝑦 + , find 𝑓𝑥 (𝑥, 𝑦) and 𝑓𝑦 (𝑥, 𝑦).
𝑦
Solution
Holding 𝑦 constant and differentiating with respect to 𝑥, we get
𝜕 𝑥
𝑓𝑥 (𝑥, 𝑦) = �𝑒 𝑥𝑦 + �
𝜕𝑥 𝑦
1
= 𝑦𝑒 𝑥𝑦 + .
𝑦
Also, holding 𝑥 constant and differentiating with respect to 𝑦, we obtain
𝜕 𝑥
𝑓𝑦 (𝑥, 𝑦) = �𝑒 𝑥𝑦 + �
𝜕𝑦 𝑦
𝜕
= 𝑥𝑒 𝑥𝑦 + (𝑥𝑦 −1 )
𝜕𝑦
𝑥
= 𝑥𝑒 𝑥𝑦 − .
𝑦2
Example 3.4
Find 𝑔𝑥 (𝑥, 𝑦) and 𝑔𝑦 (𝑥, 𝑦) if 𝑔(𝑥, 𝑦) = ln(𝑥 6 𝑦 3 + 𝑦𝑥).
Solution
Holding 𝑦 constant and differentiating with respect to 𝑥, we get
𝜕
(𝑥 6 𝑦 3 + 𝑦𝑥)
𝜕𝑥
𝑔𝑥 (𝑥, 𝑦) =
𝑥 6 𝑦 3 + 𝑦𝑥
5 3
6𝑥 𝑦 + 𝑦
= 6 3
𝑥 𝑦 + 𝑦𝑥
Exercise 3
Find the first partial derivatives of the following functions.
(a) 𝑓(𝑥, 𝑦) = 𝑥𝑒 3𝑦 (b) 𝑓(𝑥, 𝑦) = �𝑥 2 + 𝑦 2
𝜕𝑓 𝜕𝑔
𝜕 𝑓(𝑥,𝑦) 𝜕𝑦
𝑔−𝑓𝜕𝑦
� �= .
𝜕𝑦 𝑔(𝑥,𝑦) 𝑔2
Example 4.3
𝑥 2 𝑦+𝑦 3
Let 𝑓(𝑥, 𝑦) = . Find 𝑓𝑦 .
𝑥+𝑦
Solution
𝜕 𝜕
(𝑥 + 𝑦) (𝑥 2 𝑦 + 𝑦 3 ) − (𝑥 2 𝑦 + 𝑦 3 ) (𝑥 + 𝑦)
𝜕𝑦 𝜕𝑦
𝑓𝑦 =
(𝑥 + 𝑦)2
(𝑥 + 𝑦)(𝑥 + 3𝑦 2 ) − (𝑥 2 𝑦 + 𝑦 3 )
2
=
(𝑥 + 𝑦)2
𝑥 3 +3𝑥𝑦 2 +𝑦𝑥 2 +3𝑦3 −𝑥 2 𝑦−𝑦 3
= (𝑥+𝑦)2
𝑥 +3𝑥𝑦 +2𝑦 3
3 2
= (𝑥+𝑦)2
.
Exercise 4
4 2
1. Find 𝑓𝑥 and 𝑓𝑦 if 𝑓(𝑥, 𝑦) = 𝑒 𝑥 𝑦 cos(𝑥𝑦).
ln(𝑥+𝑦)
2. Find 𝑓𝑥 and 𝑓𝑦 if 𝑓(𝑥, 𝑦) =
𝑥 3 𝑦+𝑒 𝑥+𝑦
If 𝑓 is a function of two variables, then its partial derivatives 𝑓𝑥 and 𝑓𝑦 are also
functions of two variables, so we can consider their partial derivatives (𝑓𝑥 )𝑥 , (𝑓𝑥 )𝑦 ,
�𝑓𝑦 �𝑥 ,and �𝑓𝑦 �𝑦 , which are called the second partial derivatives of 𝑓. If 𝑧 = 𝑓(𝑥, 𝑦),
we use the following notation:
𝜕 𝜕𝑓 𝜕2𝑓 𝜕2𝑧
(𝑓𝑥 )𝑥 = 𝑓𝑥𝑥 = � �= 2= 2
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕 𝜕𝑓 𝜕2𝑓 𝜕2 𝑧
(𝑓𝑥 )𝑦 = 𝑓𝑥𝑦 = � � = =
𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥 𝜕𝑦𝜕𝑥
2 2
𝜕 𝜕𝑓 𝜕 𝑓 𝜕 𝑧
�𝑓𝑦 �𝑥 = 𝑓𝑦𝑥 = � �= =
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦 𝜕𝑥𝜕𝑦
𝜕 𝜕𝑓 𝜕2𝑓 𝜕2𝑧
�𝑓𝑦 � = 𝑓𝑦𝑦 = � �= 2= 2
𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑦
𝜕2𝑓
Thus, the notation 𝑓𝑥𝑦 or means that we first differentiate with respect to 𝑥 and
𝜕𝑦𝜕𝑥
then with respect to y, whereas in computing 𝑓𝑦𝑥 the order is reversed.
Example 5.1
Find the second partial derivatives of
𝑓(𝑥, 𝑦) = 𝑥 3 + 𝑥 2 𝑦 3 − 2𝑦 2 .
Solution
We first have to find the first partial derivatives. Holding 𝑦 constant and differentiating
with respect to 𝑥, we get
𝑓𝑥 (𝑥, 𝑦) = 3𝑥 2 + 2𝑥𝑦 3
Similarly, holding 𝑥 constant and differentiating with respect to 𝑦, we obtain
𝑓𝑦 (𝑥, 𝑦) = 3𝑥 2 𝑦 2 − 4𝑦
Now, holding 𝑦 constant and differentiating 𝑓𝑥 (𝑥, 𝑦) with respect to 𝑥 gives
𝜕
𝑓𝑥𝑥 = (3𝑥 2 + 2𝑥𝑦 3 ) = 6𝑥 + 2𝑦 3
𝜕𝑥
Also, holding 𝑥 constant and differentiating 𝑓𝑥 (𝑥, 𝑦) with respect to 𝑦 gives
𝜕
𝑓𝑥𝑦 = (3𝑥 2 + 2𝑥𝑦 3 ) = 6𝑥𝑦 2
𝜕𝑦
Moreover, holding 𝑦 constant and differentiating 𝑓𝑦 (𝑥, 𝑦) with respect to 𝑥 we get
𝜕
𝑓𝑦𝑥 = (3𝑥 2 𝑦 2 − 4𝑦) = 6𝑥𝑦 2
𝜕𝑥
Finally, holding 𝑥 constant and differentiating 𝑓𝑦 (𝑥, 𝑦) with respect to 𝑦 gives
𝜕
𝑓𝑦𝑦 = (3𝑥 2 𝑦 2 − 4𝑦) = 6𝑥 2 𝑦 − 4
𝜕𝑦
Remark 5.2
Notice that 𝑓𝑥𝑦 = 𝑓𝑦𝑥 in the above example. This is not just a coincidence. It turns out
that the mixed partial derivatives 𝑓𝑥𝑦 and 𝑓𝑦𝑥 are equal for most functions.
Example 5.3
Find 𝑓𝑥𝑥 , 𝑓𝑦𝑦 and 𝑓𝑥𝑦 if 𝑓(𝑥, 𝑦) = 𝑦 tan(2𝑥) .
Solution
𝜕
𝑓𝑥 = 𝑦 sec 2 (2𝑥) (2𝑥)
𝜕𝑥
= 2𝑦 sec 2 (2𝑥)
Thus,
𝜕
𝑓𝑥𝑥 = 2(2)𝑦 sec(2𝑥) (sec(2𝑥))
𝜕𝑥
𝜕
= 4𝑦 sec(2𝑥) sec(2𝑥) tan(2𝑥) (2𝑥)
𝜕𝑥
= 8𝑦 sec 2 (2𝑥) tan(2𝑥)
Also,
𝜕
𝑓𝑥𝑦 = (2𝑦 sec 2 (2𝑥))
𝜕𝑥
= 2 sec 2 (2𝑥)
Moreover,
𝜕
𝑓𝑦 = (𝑦 tan(2𝑥))
𝜕𝑦
= tan(2𝑥)
Hence,
𝜕
𝑓𝑦𝑦 = (tan(2𝑥))
𝜕𝑦
=0
Exercise 5
Find the second partial derivatives of 𝑓(𝑥, 𝑦) = ln(3𝑥 + 5𝑦).
Example 2.22
Let 𝑓(𝑥, 𝑦, 𝑧) = 𝑒 𝑥𝑦 ln 𝑧. Find
(a) 𝑓𝑥
(b) 𝑓𝑦
(c) 𝑓𝑧
Solution
(a) Holding 𝑦 and 𝑧 constant and differentiating with respect to 𝑥, we have
𝑓𝑥 = 𝑦𝑒 𝑥𝑦 ln 𝑧
(b) Holding 𝑥 and 𝑧 constant and differentiating with respect to 𝑦, we have
𝑓𝑦 = 𝑥𝑒 𝑥𝑦 ln 𝑧
(c) Holding 𝑥 and 𝑦 constant and differentiating with respect to 𝑧, we obtain
𝑒 𝑥𝑦
𝑓𝑧 =
𝑧
Example 6.2
Let 𝑓(𝑥, 𝑦, 𝑧) = cos(4𝑥 + 3𝑦 + 2𝑧). Find
(a) 𝑓𝑥𝑦𝑧
(b) 𝑓𝑦𝑧𝑧
Solution
(a) Holding 𝑦 and 𝑧 constant and differentiating with respect to 𝑥, we get
𝑓𝑥 = −4sin(4𝑥 + 3𝑦 + 2𝑧)
Now, holding 𝑥 and 𝑧 constant and differentiating 𝑓𝑥 with respect to 𝑦, we get
To obtain 𝑓𝑥𝑦𝑧 , we hold 𝑥 and y constant and differentiate 𝑓𝑥𝑦 with respect to 𝑧. This
gives
𝑓𝑥𝑦𝑧 = 24sin(4𝑥 + 3𝑦 + 2𝑧)
(b) Holding 𝑥 and 𝑧 constant and differentiating with respect to 𝑦, we get
𝑓𝑦 = −3sin(4𝑥 + 3𝑦 + 2𝑧)
Now, holding 𝑥 and 𝑦 constant and differentiating 𝑓𝑦 with respect to 𝑧, we get
𝑓𝑦𝑧 = −6cos(4𝑥 + 3𝑦 + 2𝑧)
Still holding 𝑥 and 𝑦 constant and differentiating 𝑓𝑦𝑧 with respect to 𝑧 again gives
𝑓𝑦𝑧𝑧 = 12sin(4𝑥 + 3𝑦 + 2𝑧)
Differentials
Definition 6.3
For a differentiable function of two variables 𝑧 = 𝑓(𝑥, 𝑦) we define the differential 𝑑𝑧
or 𝑑𝑓 also called total differential by
𝑑𝑧 = 𝑓𝑥 (𝑥, 𝑦)𝑑𝑥 + 𝑓𝑦 (𝑥, 𝑦)𝑑𝑦.
Example 6.4
If 𝑧 = 𝑓(𝑥, 𝑦) = 𝑥 2 + 3𝑥𝑦 − 𝑦 2 , find the differential 𝑑𝑧.
Solution
𝜕 2 𝜕 2
𝑑𝑧 = (𝑥 + 3𝑥𝑦 − 𝑦 2 )𝑑𝑥 + (𝑥 + 3𝑥𝑦 − 𝑦 2 )𝑑𝑦
𝜕𝑥 𝜕𝑦
𝜕
= (2𝑥 + 3𝑦)𝑑𝑥 + (3𝑥 − 2𝑦)𝑑𝑦
𝜕𝑦
Exercise 6
1. Find 𝑓𝑥𝑦𝑦 and 𝑓𝑥𝑦𝑧 if 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 ln(𝑥𝑦 2 𝑧 3 ) .
2 2
2. If 𝑧 = 𝑓(𝑥, 𝑦) = 𝑒 𝑥 +𝑦 tan(2𝑥), find the differential 𝑑𝑧
Unit Outline
Session 1: The Chain Rule (Case 1)
Session 2: The Chain Rule (Case 2)
Session 3: Writing the Chain Rule Using Tree Diagrams
Session 4: The Chain Rule (General Version)
Session 5: Implicit Differentiation
Session 6: Homogeneous Functions and the Jacobian
Unit Objectives
By the end of this unit, students will be able to:
1. compute partial derivatives using the Chain Rule.
2. compute partial derivatives of implicit functions.
3. determine when a function is homogeneous.
4. find the Jacobian
Recall that the Chain Rule for functions of a single variable gives the rule for
differentiating a composite function: If 𝑦 = 𝑓(𝑥) and 𝑥 = 𝑔(𝑡), where 𝑓 and 𝑔 are
differentiable functions, then 𝑦 is indirectly a differentiable function of 𝑡 and
𝑑𝑦 𝑑𝑦 𝑑𝑥
=
𝑑𝑡 𝑑𝑥 𝑑𝑡
For functions of more than one variable, the Chain Rule has several versions, each of
them giving a rule for differentiating a composite function.
Suppose that 𝑧 = 𝑓(𝑥, 𝑦) is a differentiable function of 𝑥 and 𝑦, where 𝑥 = 𝑔(𝑡)
and 𝑦 = ℎ(𝑡) are both differentiable functions of 𝑡. Then 𝑧 is a differentiable function
of 𝑡 and
𝑑𝑧 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
Example 3.1
𝑑𝑧
If 𝑧 = 𝑥 2 𝑦 + 3𝑥𝑦 4 , where 𝑥 = sin(2𝑡) and 𝑦 = cos 𝑡, find .
𝑑𝑡
Solution
The Chain Rule gives
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
𝜕 2 𝑑 𝜕 2 𝑑
= (𝑥 𝑦 + 3𝑥𝑦 4 ) (sin(2𝑡) ) + (𝑥 𝑦 + 3𝑥𝑦 4 ) (cos 𝑡)
𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
= (2𝑥𝑦 + 3𝑦 4 )(2cos(2𝑡) ) + (𝑥 2 + 12𝑥𝑦 3 )(− sin 𝑡)
= 2(2𝑥𝑦 + 3𝑦 4 ) cos(2𝑡) − (𝑥 2 + 12𝑥𝑦 3 ) sin 𝑡
Example 3.2
𝑑𝑧
If 𝑧 = 𝑥𝑒 𝑥𝑦 , where 𝑥 = 𝑡 2 and 𝑦 = 𝑡 −1 , find .
𝑑𝑡
Solution
The Chain Rule gives
𝜕 𝑑 𝜕 𝑑
= (𝑥𝑒 𝑥𝑦 ) (𝑡 2 ) + (𝑥𝑒 𝑥𝑦 ) (𝑡 −1 )
𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
= (𝑒 𝑥𝑦 + 𝑥𝑦𝑒 𝑥𝑦 )(2𝑡) + 𝑥 2 𝑒 𝑥𝑦 (−𝑡 −2 )
= 2𝑡(𝑒 𝑥𝑦 + 𝑥𝑦𝑒 𝑥𝑦 ) − 𝑥 2 𝑒 𝑥𝑦 𝑡 −2
Example 3.3
𝑑𝑓
If 𝑓(𝑥, 𝑦) = 𝑥 2 𝑦 3 + 𝑦 cos 𝑥 , where 𝑥 = ln(𝑡 2 ) and 𝑦 = sin(4𝑡), find .
𝑑𝑡
Solution
The Chain Rule gives
𝑑𝑓 𝜕 2 3 𝑑 𝜕 2 3 𝑑
= (𝑥 𝑦 + 𝑦 cos 𝑥 ) (ln(𝑡 2 ) ) + (𝑥 𝑦 + 𝑦 cos 𝑥) (sin(4𝑡))
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
2𝑡
= (2𝑥𝑦 3 − 𝑦 sin 𝑥 ) 2 + (3𝑥 2 𝑦 2 + cos 𝑥)(4 cos(4𝑡))
𝑡
2(2𝑥𝑦 3 − 𝑦 sin 𝑥 )
= + 4(3𝑥 2 𝑦 2 + cos 𝑥) cos(4𝑡)
𝑡
Now, there is a special case that we should take a quick look at before moving on to the
next case.
Suppose that we have the following situation,
𝑑𝑧
𝑧 = 𝑓(𝑥, 𝑦) where 𝑦 = 𝑔(𝑥). In this case the chain rule for becomes,
𝑑𝑡
𝑑𝑧 𝜕𝑓 𝑑𝑥 𝜕𝑓 𝑑𝑦
= +
𝑑𝑥 𝜕𝑥 𝑑𝑥 𝜕𝑦 𝑑𝑥
𝜕𝑓 𝜕𝑓 𝑑𝑦
= +
𝜕𝑥 𝜕𝑦 𝑑𝑥
Example 3.4
𝑑𝑧
Compute for 𝑧 = 𝑥 ln(𝑥𝑦) + 𝑦 3 where 𝑦 = cos(𝑥 2 + 1).
𝑑𝑥
Solution
𝑑𝑧 𝜕 𝜕 𝑑
= (𝑥 ln(𝑥𝑦) + 𝑦 3 ) + (𝑥 ln(𝑥𝑦) + 𝑦 3 ) (cos(𝑥 2 + 1))
𝑑𝑥 𝜕𝑥 𝜕𝑦 𝑑𝑥
𝑦 𝑥 2
= �ln(𝑥𝑦) + 𝑥 � + �𝑥 + 3𝑦 � (−2𝑥sin(𝑥 2 + 1))
𝑥𝑦 𝑥𝑦
𝑥
= (ln(𝑥 cos(𝑥 2 + 1)) + 1) − 2𝑥sin(𝑥 2 + 1) � + 3cos 2 (𝑥 2 + 1)�
cos(𝑥 2 +1)
Exercise 1
𝑑𝑧
If 𝑧 = sin 𝑥 cos 𝑦 where 𝑥 = 𝜋𝑡 and = √𝑡 , find .
𝑑𝑡
Solution
(a) By the Chain rule
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠
𝜕 𝑥 𝜕 𝜕 𝑥 𝜕
= (𝑒 sin 𝑦) (𝑠𝑡 2 ) + (𝑒 sin 𝑦) (𝑠 2 𝑡)
𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠
= 𝑒 𝑥 sin 𝑦 (𝑡 2 ) + 𝑒 𝑥 cos 𝑦 (2𝑠𝑡)
2 2
= 𝑡 2 𝑒 𝑠𝑡 sin(𝑠 2 𝑡) + 2𝑠𝑡𝑒 𝑠𝑡 cos(𝑠 2 𝑡)
(b) By the Chain rule
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡
𝜕 𝜕 𝜕 𝜕
= (𝑒 𝑥 sin 𝑦) (𝑠𝑡 2 ) + (𝑒 𝑥 sin 𝑦) (𝑠 2 𝑡)
𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡
= 𝑒 sin 𝑦 (2𝑠𝑡) + (𝑒 𝑥 cos 𝑦)(𝑠 2 )
𝑥
2 2
= 2𝑠𝑡𝑒 𝑠𝑡 sin(𝑠 2 𝑡) + 𝑠 2 𝑒 𝑠𝑡 cos(𝑠 2 𝑡)
Example 2.2
𝜕𝑧 𝜕𝑧
Find and for 𝑧 = 𝑒 2𝑟 sin(3𝜃), where 𝑟 = 𝑠𝑡 − 𝑡 2 and 𝜃 = √𝑠 2 + 𝑡 2 .
𝜕𝑠 𝜕𝑡
Solution
Using the Chain rule we obtain
𝜕𝑧 𝜕𝑧 𝜕𝑟 𝜕𝑧 𝜕𝜃
= +
𝜕𝑠 𝜕𝑟 𝜕𝑠 𝜕𝜃 𝜕𝑠
𝜕 2𝑟 𝜕 𝜕 𝜕
= (𝑒 sin(3𝜃)) (𝑠𝑡 − 𝑡 2) + (𝑒 2𝑟 sin(3𝜃)) �√𝑠 2 + 𝑡 2 �
𝜕𝑟 𝜕𝑠 𝜕𝜃 𝜕𝑠
CoDEUCC/Diploma in Maths & Science Education 39
UNIT 3
SESSION 2 THE CHAIN RULE (CASE 2)
2𝑠
= 2𝑒 2𝑟 sin(3𝜃) (𝑡) + (3𝑒 2𝑟 cos(3𝜃)) � �
2√𝑠 2 +𝑡 2
2 2 𝑠
= 𝑡�2𝑒 2�𝑠𝑡−𝑡 � sin�3√𝑠 2 + 𝑡 2 �� + �3𝑒 2�𝑠𝑡−𝑡 � cos�3√𝑠 2 + 𝑡 2 �� � �
√𝑠 2 +𝑡 2
2 2 𝑡
= 2(𝑠 − 2𝑡)𝑒 2�𝑠𝑡−𝑡 � sin�3√𝑠 2 + 𝑡 2 � + �3𝑒 2�𝑠𝑡−𝑡 � cos�3√𝑠 2 + 𝑡 2 ��
√𝑠 2 +𝑡 2
Exercise 1
𝜕𝑧
1. Find for 𝑧 = 𝑥 2 𝑦 + 𝑥𝑦 2 , where 𝑥 = 2 + 𝑡 4 and 𝑦 = 1 − 𝑡 3 .
𝜕𝑡
𝜕𝑧 𝜕𝑧 𝑠
2. Find and for 𝑧 = 𝑒 𝑥𝑦 tan(𝑦), where 𝑥 = 𝑠 + 2𝑡 and 𝑦 = .
𝜕𝑠 𝜕𝑡 𝑡
To remember the Chain rule it is helpful to draw a tree diagram. To see how this
works we consider 𝑧 = 𝑓(𝑥, 𝑦) where 𝑥 = 𝑔(𝑠, 𝑡) and 𝑦 = ℎ(𝑠, 𝑡). Notice that there
are three variables involved here: 𝑠 and 𝑡 are independent variables, 𝑥 and 𝑦 are
called intermediate variables, and 𝑧 is the dependent variable. We first draw
branches from the dependent variable 𝑧 to the intermediate variables 𝑥 and 𝑦 to
indicate that 𝑧 is a function of 𝑥 and 𝑦. Then we draw branches from 𝑥 and 𝑦 to the
independent variables 𝑠 and 𝑡. On each branch, we write the corresponding partial
𝜕𝑧
derivative. To find , we find the product of the partial derivatives along each path
𝜕𝑠
from 𝑧 to 𝑠 and then add these products. Here is the tree diagram for this case.
𝑧
𝜕𝑧 𝜕𝑧
𝜕𝑥 𝜕𝑦
𝑥 𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑠 𝜕𝑠
𝑠 𝑡 𝜕𝑡 𝑠 𝑡 𝜕𝑡
Now, to use this to get the chain rule we start at the bottom and for each branch that
ends with the variable we want to take the derivative with respect to ( 𝑠 in this case)
we move up the tree until we hit the top multiplying the derivatives that we see along
that set of branches. Once we have done this for each branch that ends at, we then
add the results up to get the chain rule for that given situation.
Thus,
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠
Example 3.1
𝑑𝑤
Use a tree diagram to write down the chain rule for if 𝑤 = 𝑓(𝑥, 𝑦, 𝑧) with
𝑑𝑡
𝑥 = 𝑔1 (𝑡), 𝑦 = 𝑔2 (𝑡) and 𝑧 = 𝑔3 (𝑡).
Solution
The tree diagram is
𝜕𝑧 𝑤 𝜕𝑧
𝜕𝑥 𝜕𝑧 𝜕𝑧
𝜕𝑦
𝑥 𝑧
𝑦
𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑑𝑡 𝑑𝑡 𝑑𝑡
𝑡 𝑡 𝑡
Solution
Here is the tree diagram for this situation.
𝑦 𝑧
𝑥
𝑠 𝑡 𝑟 𝑠 𝑡 𝑟 𝑠 𝑡 𝑟
Exercise 3
Let 𝑢 = 𝑓(𝑝, 𝑞, 𝑟) , where 𝑝 = 𝑔1 (𝑥, 𝑦, 𝑧), 𝑞 = 𝑔2 (𝑥, 𝑦, 𝑧) and 𝑟 = 𝑔3 (𝑥, 𝑦, 𝑧).
𝜕𝑢 𝜕𝑢 𝜕𝑢
Use tree diagrams to write down the chain rule for , and .
𝜕𝑥 𝜕𝑦 𝜕𝑧
Example 4.1
If 𝑢 = 𝑥 4 𝑦 + 𝑦 2 𝑧 3 , where 𝑥 = 𝑟𝑠𝑒 𝑡 , 𝑦 = 𝑟𝑠 2 𝑒 −𝑡 , and 𝑧 = 𝑟 2 𝑠 sin 𝑡, find the value
𝜕𝑢
of when 𝑟 = 2, 𝑠 = 1, 𝑡 = 0.
𝜕𝑠
Solution
Using a tree diagram we obtain
𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑧
= + +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠 𝜕𝑧 𝜕𝑠
𝜕 𝜕 𝜕 𝜕 𝜕
= (𝑥 𝑦 + 𝑦 𝑧 ) (𝑟𝑠𝑒 𝑡 ) + (𝑥 4 𝑦 +
4 2 3
𝑦2𝑧3) (𝑟𝑠 2 𝑒 −𝑡 ) + (𝑥 4 𝑦 +
𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠 𝜕𝑧
2 3 ) 𝜕 (𝑟 2
𝑦 𝑧 𝑠 sin 𝑡)
𝜕𝑠
= (4𝑥 3
𝑦)(𝑟𝑒 + 𝑡) (𝑥 4 3 )(2𝑟𝑠𝑒 −𝑡 )
+ 2𝑦𝑧 + (3𝑦 2 𝑧 2 )(𝑟 2 sin 𝑡)
When 𝑟 = 2, 𝑠 = 1, and 𝑡 = 0, we have 𝑥 = 2, 𝑦 = 2, and 𝑧 = 0, so
𝜕𝑢
= (64)(2) + (16)(4) + (0)(0) = 192
𝜕𝑠
Example 4.2
If 𝑔(𝑠, 𝑡) = 𝑓(𝑠 2 − 𝑡 2 , 𝑡 2 − 𝑠 2 ) and 𝑓 is differentiable, show that 𝑔 satisfies
the equation
𝜕𝑔 𝜕𝑔
𝑡 + 𝑠 = 0.
𝜕𝑠 𝜕𝑡
Solution
Let 𝑥 = 𝑠 2 − 𝑡 2 and 𝑦 = 𝑡 2 − 𝑠 2 . Then 𝑔(𝑠, 𝑡) = 𝑓(𝑥, 𝑦) and the Chain Rule
gives
𝜕𝑔 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
= +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠
𝜕𝑓 𝜕 𝜕𝑓 𝜕
= (𝑠 2 −𝑡2)
+ (𝑡 2 − 𝑠 2 )
𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠
𝜕𝑓 𝜕𝑓
= (2𝑠) + (−2𝑠)
𝜕𝑥 𝜕𝑦
𝜕𝑔 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
= +
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡
𝜕𝑓 𝜕 𝜕𝑓 𝜕
= (𝑠 2 − 𝑡 2 ) + (𝑡 2 − 𝑠 2 )
𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡
𝜕𝑓 𝜕𝑓
= (−2𝑡) + (2𝑡)
𝜕𝑥 𝜕𝑦
Therefore,
𝜕𝑔 𝜕𝑔 𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
𝑡 +𝑠 = 𝑡� (2𝑠) + (−2𝑠)� + 𝑠 � (−2𝑡) + (2𝑡)�
𝜕𝑠 𝜕𝑡 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
= 2𝑠𝑡 − 2𝑠𝑡 − 2𝑠𝑡 + 2𝑠𝑡 = 0.
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
Exercise 4
𝜕𝑢 𝜕𝑢
Use the Chain Rule to find and if 𝑢 = ln(𝑤 2 + 𝑣 2 + 𝑟 2 )
𝜕𝑥 𝜕𝑥
where 𝑤 = 𝑥 + 2𝑦, 𝑣 = 2𝑥 − 𝑦, and 𝑟 = 2𝑥𝑦 when 𝑥 = 𝑦 = 1.
Solution
The given equation can be written as
𝐹(𝑥, 𝑦) = 𝑥 3 + 𝑦 3 − 6𝑥𝑦 = 0
Thus, we have
𝜕
𝑑𝑦 𝐹𝑥 (𝑥 3 +𝑦 3 −6𝑥𝑦)
=− =− 𝜕𝑥
𝜕
𝑑𝑥 𝐹𝑦 (𝑥 3 +𝑦 3 −6𝑥𝑦)
𝜕𝑦
3𝑥 2 −6𝑦
=−
3𝑦 2 −6𝑥
𝑥 2 −2𝑦
=−
𝑦 2 −2𝑥
But
𝜕 𝜕
(𝑥) = 1 and (𝑦) = 0
𝜕𝑥 𝜕𝑥
Example 5.2
𝜕𝑧 𝜕𝑧
Find and if 𝑥 3 + 𝑦 3 + 𝑧 3 + 6𝑥𝑦𝑧 = 1.
𝜕𝑥 𝜕𝑦
Solution
Let 𝐹(𝑥, 𝑦, 𝑧) = 𝑥 3 + 𝑦 3 + 𝑧 3 + 6𝑥𝑦𝑧 − 1. Then we have
𝜕𝑧 𝐹𝑥 3𝑥 2 + 6𝑦𝑧 𝑥 2 + 2𝑦𝑧
=− =− 2 =− 2
𝜕𝑥 𝐹𝑧 3𝑧 + 6𝑥𝑦 𝑧 + 2𝑥𝑦
and
𝜕𝑧 𝐹𝑦 3𝑦 2 + 6𝑥𝑧 𝑦 2 + 2𝑥𝑧
=− =− 2 =− 2
𝜕𝑦 𝐹𝑧 3𝑧 + 6𝑥𝑦 𝑧 + 2𝑥𝑦
Exercise 5
𝜕𝑧 𝜕𝑧
Find and if 𝑥𝑦𝑧 = cos(𝑥 + 𝑦 + 𝑧).
𝜕𝑥 𝜕𝑦
Homogeneous Functions
Definition 6.1
A function 𝑓(𝑥1 , 𝑥2 , ⋯ , 𝑥𝑛 ) is said to be positively homogeneous of degree 𝑘, if for
every point
(𝑥1 , 𝑥2 , ⋯ , 𝑥𝑛 ) in its domain and every real number 𝑡 > 0 we have
𝑓(𝑡𝑥1 , 𝑡𝑥2 , ⋯ , 𝑡𝑥𝑛 ) = 𝑡 𝑘 𝑓(𝑥1 , 𝑥2 , ⋯ , 𝑥𝑛 ).
𝑘 is said to be the degree of homogeneity of the function.
Example 6.2
Find the degree of homogeneity of the following functions:
(a) 𝑓(𝑥, 𝑦) = �𝑥 2 + 𝑦 2
2𝑥𝑦
(b) 𝑓(𝑥, 𝑦) = 2 2
𝑥 +𝑦
Solution
(a) 𝑓(𝑡𝑥, 𝑡𝑦) = �(𝑡𝑥)2 + (𝑡𝑦)2 = �𝑡 2 𝑥 2 + 𝑡 2 𝑦 2
= �𝑡 2 (𝑥 2 + 𝑦 2 )
= 𝑡�𝑥 2 + 𝑦 2 = 𝑡𝑓(𝑥, 𝑦)
Example 6.3
Determine whether or not 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 is positively homogeneous.
Solution
𝑓(𝑡𝑥, 𝑡 𝑦) = (𝑡𝑥)2 + (𝑡𝑦) = 𝑡 2 𝑥 2 + 𝑡𝑦
Since 𝑓(𝑡𝑥, 𝑡𝑦) cannot be expressed as 𝑡 𝑘 𝑓(𝑥, 𝑦) we conclude that 𝑓(𝑥, 𝑦) is not
positively homogeneous.
Jacobian
Definition 6.4
If 𝑥 = 𝑓(𝑢, 𝑣) and 𝑦 = 𝑔(𝑢, 𝑣), then the Jacobian of 𝑥 and 𝑦 with respect to 𝑢 and 𝑣,
denoted by
𝜕(𝑥,𝑦)
, is
𝜕(𝑢,𝑣)
𝜕𝑥 𝜕𝑥
𝜕(𝑥,𝑦) 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
=� 𝜕𝑢
𝜕𝑦
𝜕𝑣
𝜕𝑦 �= −
𝜕(𝑢,𝑣) 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
𝜕𝑢 𝜕𝑣
Example 6.5
1 1
If 𝑥 = (𝑣 − 𝑢) and 𝑦 = (𝑣 + 𝑢) find the Jacobian of 𝑥 and 𝑦 with respect to 𝑢 and
2 2
𝑣.
Solution
1 1
𝜕(𝑥,𝑦) −2 1 1 1 1
=�1 1
2
� = �− � � � − � � � �
𝜕(𝑢,𝑣) 2 2 2 2
2 2
1 1 1
=− − =−
4 4 2
Given 𝑥 = 𝑓(𝑢, 𝑣, 𝑤), 𝑦 = 𝑔(𝑢, 𝑣, 𝑤), and 𝑧 = ℎ(𝑢, 𝑣, 𝑤) we define the Jacobian
𝜕(𝑥,𝑦,𝑧)
by
𝜕(𝑢,𝑣,𝑤)
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕𝑢 𝜕𝑣 𝜕𝑤
𝜕(𝑥, 𝑦, 𝑧) �𝜕𝑦 𝜕𝑦 𝜕𝑦 �
=
𝜕(𝑢, 𝑣, 𝑤)
�𝜕𝑢 𝜕𝑣 𝜕𝑤 �
𝜕𝑧 𝜕𝑧 𝜕𝑧
𝜕𝑢 𝜕𝑣 𝜕𝑤
Exercise 6
1. Find the degree of homogeneity of the functions:
𝑥−𝑦+5𝑧
(a) 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑥𝑦 − 𝑦 2 (b) 𝑓(𝑥, 𝑦, 𝑧) = 2 𝑦𝑧−𝑧
𝜕(𝑥,𝑦)
2. Find the Jacobian if 𝑥 = 𝑒 sin 𝑣 and 𝑦 = 𝑒 𝑢 cos 𝑣.
𝑢
𝜕(𝑢,𝑣)
Unit Outline
Session 1: Partial Integration
Session 2: Iterated Integrals
Session 3: Double Integrals over general regions (Type I)
Session 4: Double Integrals over general regions (Type II)
Session 5: Double Integrals in Polar Coordinates
Session 6: Changing Double integrals to Polar Coordinates
Objectives
By the end of this unit you should be able to evaluate:
1. an integral of functions of two variables with respect to just one of the
variables.
2. double integrals over rectangular regions.
3. double integrals over a general regions.
4. double integrals in polar coordinates.
Objective
By the end of this session you should be able to evaluate an integral of functions
of two variables with respect to just one of the variables.
Example 4.1
2
Evaluate ∫1 𝑥 2 𝑦 𝑑𝑦
Solution
Regarding 𝑥 as a constant, we obtain
2 𝑦=2
2
𝑦22
� 𝑥 𝑦 𝑑𝑦 = �𝑥 �
1 2 𝑦=1
22 2 2
12
=𝑥 � �−𝑥 � �
2 2
3 2
= 𝑥
2
Example 4.2
3
Evaluate ∫0 𝑥 2 𝑦 𝑑𝑥
Solution
Regarding 𝑦 as a constant, we obtain
3 𝒙=𝟑
2
𝑥3
� 𝑥 𝑦 𝑑𝑥 = � 𝑦�
0 3 𝒙=𝟎
33 03
= � �𝑦 − � �𝑦
3 3
= 9𝑦
Example 4.3
2
Evaluate ∫1 𝑦 sin(𝑥𝑦) 𝑑𝑥
Solution
We can evaluate this integral in two different ways as follows.
Method 1
Regarding 𝑦 as a constant and observing that the function of two variables whose
partial derivative with respect to 𝑥 gives us the integrand 𝑦 sin(𝑥𝑦) is the function
– cos(𝑥𝑦). Thus,
2
𝑥=2
� 𝑦 sin(𝑥𝑦) 𝑑𝑥 = [− cos(𝑥𝑦)]𝑥=1
1
= − cos(2𝑦) − [− cos(𝑦)]
= − cos(2𝑦) + cos(𝑦)
Self-Assessment Questions
Exercise 4.4
2 1 1
Evaluate the following integrals (a) ∫1 6𝑥𝑦 2 𝑑𝑦 (b) ∫0 (2𝑥+3𝑦)2
𝑑𝑥
1
(c) ∫0 𝑥𝑒 𝑥𝑦 𝑑𝑦
Objectives
By the end of this session you should be able to evaluate double integrals over
rectangular regions.
In this session we consider double integrals over the rectangular region 𝑅 = [𝑎, 𝑏] ×
[𝑐, 𝑑]. This rectangular region is the same as 𝑅 = {(𝑥, 𝑦): 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑}.
The following theorem tells us how to compute a double integral over a rectangle.
Example 4.6
3 2
Evaluate the iterated integral ∫0 ∫1 𝑥 2 𝑦 𝑑𝑦𝑑𝑥.
Solution
2
We first evaluate the inner integral ∫1 𝑥 2 𝑦 𝑑𝑦. Thus, regarding 𝑥 as a constant, we
obtain
2 𝑦=2
2 2
𝑦2
� 𝑥 𝑦 𝑑𝑦 = �𝑥 �
1 2 𝑦=1
22 12
= 𝑥2 � � − 𝑥2 � �
2 2
3 2
= 𝑥
2
Therefore,
3 2 3
2
3 2
� � 𝑥 𝑦 𝑑𝑦𝑑𝑥 = � 𝑥 𝑑𝑥
0 1 0 2
𝑥=3
3 𝑥3
= � � ��
2 3 𝑥=0
𝑥=3
𝑥3
=� �
2 𝑥=0
3
3 27
= =
2 2
Example 4.7
Evaluate the double integral ∬𝑅 (𝑥 − 3𝑦 2 )𝑑𝐴, where 𝑅 = {(𝑥, 𝑦): 0 ≤ 𝑥 ≤ 2, 1 ≤ 𝑦 ≤
2}.
Solution
Fubini’s Theorem gives
2 2
2 )𝑑𝐴
�(𝑥 − 3𝑦 = � � (𝑥 − 3𝑦 2 )𝑑𝑦𝑑𝑥
0 1
𝑅
2
𝑦=2
= � [𝑥𝑦 − 𝑦 3 ]𝑦=1 𝑑𝑥
0
2
= � [2𝑥 − 23 − 𝑥 + 13 ]𝑑𝑥
0
2
= � [𝑥 − 7]𝑑𝑥
0
𝑥=2
𝑥2
= � − 7𝑥�
2 𝑥=0
22
=� − 7(2)� = −12
2
Self-Assessment Questions
Exercise 4.2
2. Evaluate the double integral ∬𝑅 cos(𝑥 + 2𝑦) 𝑑𝐴, where 𝑅 = �(𝑥, 𝑦): 0 ≤ 𝑥 ≤
𝜋
𝜋, 0 ≤ 𝑦 ≤ �
2
OBJECTIVE
By the end of this session you should be able to evaluate double integrals over a general
region of type I.
In this session we consider double integrals over regions which are not rectangles but
are said to be of type I. A plane region 𝐷 is said to be of type I if it lies between the
graphs of two continuous functions of 𝑥, that is,
𝐷 = {(𝑥, 𝑦): 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑔1 (𝑥) ≤ 𝑦 ≤ 𝑔2 (𝑥)}
where 𝑔1 and 𝑔2 are continuous on [𝑎, 𝑏].
In the following theorem we have a formula that enables us to evaluate double integrals
over regions of type I.
Theorem 4.10
If 𝑓 is continuous on a type I region 𝐷 such that
𝐷 = {(𝑥, 𝑦): 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑔1 (𝑥) ≤ 𝑦 ≤ 𝑔2 (𝑥)}
then
𝑏 𝑔2 (𝑥)
� 𝑓(𝑥, 𝑦)𝑑𝐴 = � � 𝑓(𝑥, 𝑦)𝑑𝑦𝑑𝑥
𝑎 𝑔1 (𝑥)
𝐷
Example 4.11
Evaluate ∬𝐷 (𝑥 + 2𝑦)𝑑𝐴, where 𝐷 = {(𝑥, 𝑦): −1 ≤ 𝑥 ≤ 1, 2𝑥 2 ≤ 𝑦 ≤ 1 + 𝑥 2 }.
Solution
By Theorem 4.10
1 1+𝑥 2
� (𝑥 + 2𝑦)𝑑𝐴 = � � (𝑥 + 2𝑦)𝑑𝑦𝑑𝑥
𝐷 −1 2𝑥 2
1
𝑦=1+𝑥 2
= � [𝑥𝑦 + 𝑦 2 ]𝑦=2𝑥 2 𝑑𝑥
−1
1
𝑦=1+𝑥 2
= � [𝑥𝑦 + 𝑦 2 ]𝑦=2𝑥 2 𝑑𝑥
−1
1
= � [𝑥(1 + 𝑥 2 ) + (1 + 𝑥 2 )2 − 𝑥(2𝑥 2 ) − (2𝑥 2 )2 ] 𝑑𝑥
−1
1
= � (−3𝑥 4 − 𝑥 3 + 2𝑥 3 + 𝑥 + 1) 𝑑𝑥
−1
𝑥=1
𝑥5 𝑥4 𝑥3 𝑥2
= �−3 − + 2 + + 𝑥�
5 4 3 2 𝑥=−1
32
=
15
Example 4.12
Evaluate ∬𝐷 (𝑥 2 + 𝑦 2 )𝑑𝐴, where 𝐷 = {(𝑥, 𝑦): 0 ≤ 𝑥 ≤ 2, 𝑥 2 ≤ 𝑦 ≤ 2𝑥}.
Solution
We have that
2 2𝑥
∬𝐷 (𝑥 2 + 𝑦 2 )𝑑𝐴 = ∫0 ∫𝑥 2 (𝑥 2 + 𝑦 2 ) 𝑑𝑦𝑑𝑥
𝑦=2𝑥
2 𝑦3
= ∫0 �𝑥 2 𝑦 + � 𝑑𝑥
3 𝑦=𝑥 2
2 (2𝑥)3 (𝑥 2 )3
2 (2𝑥) 2 (𝑥 2 )
= � �𝑥 + −𝑥 − � 𝑑𝑥
0 3 3
2 𝑥6 14𝑥 3
= ∫0 �− − 𝑥4 + � 𝑑𝑥
3 3
𝑥=2
𝑥7 𝑥5 7𝑥 4
= �− − + �
21 5 6 𝑥=0
216
=
35
Self-Assessment Questions
Exercise 4.3
Objective
By the end of this session you should be able to evaluate double integrals over a
general region of type II.
In this session we consider double integrals over regions of type II. A plane region 𝐷 is
said to be of type II if it is expressed as
𝐷 = {(𝑥, 𝑦): 𝑐 ≤ 𝑦 ≤ 𝑑, ℎ1 (𝑦) ≤ 𝑥 ≤ ℎ2 (𝑦)}
where ℎ1 and ℎ2 are continuous.
In the following theorem we have a formula that enables us to evaluate double integrals
over regions of type II.
Theorem 4.15
If 𝑓 is continuous on a type I region 𝐷 such that
𝐷 = {(𝑥, 𝑦): 𝑐 ≤ 𝑦 ≤ 𝑑, ℎ1 (𝑦) ≤ 𝑥 ≤ ℎ2 (𝑦)}
then
𝑑 ℎ2 (𝑥)
� 𝑓(𝑥, 𝑦)𝑑𝐴 = � � 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦
𝑐 ℎ1 (𝑥)
𝐷
Example 4.16
1
Evaluate ∬𝐷 (𝑥𝑦)𝑑𝐴, where 𝐷 = �(𝑥, 𝑦): −2 ≤ 𝑦 ≤ 4, 𝑦 2 − 3 ≤ 𝑥 ≤ 𝑦 + 1�.
2
Solution
By Theorem
4 𝑦+1
∬𝐷 (𝑥𝑦)𝑑𝐴 = ∫−2 ∫1𝑦2−3 𝑥𝑦 𝑑𝑥𝑑𝑦
2
𝑥=𝑦+1
4 𝑥2
= ∫−2 � 2 𝑦� 1 2 𝑑𝑦
𝑥=2𝑦 −3
1 4 1 2
= ∫−2 𝑦 �(𝑦 + 1)2 − � 𝑦 2 − 3� � 𝑑𝑦
2 2
1 4 𝑦5
= ∫−2 �− + 4𝑦 3 + 2𝑦 2 − 8𝑦� 𝑑𝑦
2 4
𝑦=4
1 𝑦6 𝑦3
= �− + 𝑦4 + 2 − 4𝑦 2 �
2 24 3 𝑦=−2
= 36
Self-Assessment Questions
Exercise 4.4
Objectives
By the end of this session you should be able to:
1. express double integrals in polar coordinates.
2. evaluate double integrals in polar coordinates.
Polar coordinates prove to be particularly useful for dealing with certain types of double
integrals if the region over which you are integrating is in some way circular.
The first case is when the polar rectangle is of the form
𝑅 = {(𝑟, 𝜃) ∶ 𝑎 ≤ 𝑟 ≤ 𝑏, 𝛼 ≤ 𝜃 ≤ 𝛽}.
Theorem 4.18
If 𝑓 is continuous on a polar rectangle 𝑅 given by 0 ≤ 𝑎 ≤ 𝑟 ≤ 𝑏, 𝛼 ≤ 𝜃 ≤ 𝛽, where
0 ≤ 𝛽 − 𝛼 ≤ 2𝜋, then
𝛽 𝑏
� 𝑓(𝑥, 𝑦)𝑑𝐴 = � � 𝑓(𝑟 cos 𝜃 , 𝑟 sin 𝜃) 𝑟 𝑑𝑟 𝑑𝜃
𝛼 𝑎
𝑅
Example 4.19
Evaluate ∬𝑅 (3𝑥 + 4𝑦 2 ) 𝑑𝐴, where 𝑅 = {(𝑟, 𝜃) ∶ 1 ≤ 𝑟 ≤ 2, 0 ≤ 𝜃 ≤ 𝜋}.
Solution
By theorem 4.18
𝜋 2
� (3𝑥 + 4𝑦 2 ) 𝑑𝐴 = � � (3𝑟 cos 𝜃 + 4𝑟 2 sin2 𝜃) 𝑟 𝑑𝑟 𝑑𝜃
𝑅 0 1
𝜋 2
= � � (3𝑟 2 cos 𝜃 + 4𝑟 3 sin2 𝜃) 𝑑𝑟 𝑑𝜃
0 1
𝜋
= � [𝑟 3 cos 𝜃 + 𝑟 4 sin2 𝜃]𝑟=2
𝑟=1 𝑑𝜃
0
𝜋
=� (23 cos 𝜃 + 24 sin2 𝜃 − cos 𝜃 − sin2 𝜃) 𝑑𝜃
0
𝜋
= � (7 cos 𝜃 + 15 sin2 𝜃) 𝑑𝜃
0
𝜋
15
= � �7 cos 𝜃 + (1 − cos 2𝜃)� 𝑑𝜃
0 2
𝜃=𝜋
15𝜃 15
= �7 sin 𝜃 + − sin 2𝜃�
2 4 𝜃=0
15𝜋
=
2
Theorem 4.20
If 𝑓 is continuous on a polar region of the form 𝐷 = {(𝑟, 𝜃) ∶ 𝛼 ≤ 𝜃 ≤ 𝛽, ℎ1 (𝜃) ≤ 𝜃 ≤
ℎ2 (𝜃)} then
𝛽 ℎ2 (𝜃)
� 𝑓(𝑥, 𝑦)𝑑𝐴 = � � 𝑓(𝑟 cos 𝜃 , 𝑟 sin 𝜃) 𝑟 𝑑𝑟 𝑑𝜃
𝐷 𝛼 ℎ1 (𝜃)
Example 4.21
𝜋 𝜋
Evaluate ∬𝐷 (𝑥 2 + 𝑦 2 ) 𝑑𝐴, where 𝐷 = �(𝑟, 𝜃) ∶ − ≤ 𝜃 ≤ , 0 ≤ 𝑟 ≤ 2 cos 𝜃�.
2 2
By theorem 4.21
𝜋� 2 cos 𝜃
2
� (𝑥 2 +𝑦 2)
𝑑𝐴 = � � (𝑟 2 cos2 𝜃 + 𝑟 2 sin2 𝜃)𝑟 𝑑𝑟 𝑑𝜃
𝐷 −𝜋�2 0
𝜋� 2 cos 𝜃
2
2 (cos 2
=� � 𝑟 𝜃 + sin2 𝜃)𝑟 𝑑𝑟 𝑑𝜃
−𝜋�2 0
𝜋� 2 cos 𝜃
2
=� � 𝑟 2 𝑟 𝑑𝑟 𝑑𝜃
−𝜋�2 0
𝜋� 2 cos 𝜃
2
=� � 𝑟 3 𝑑𝑟 𝑑𝜃
−𝜋�2 0
𝜋� 𝑟=2 cos 𝜃
2 𝑟4
=� � � 𝑑𝜃
−𝜋�2 4 𝑟=0
𝜋�
2 (2 cos 𝜃)4
=� 𝑑𝜃
−𝜋�2 4
𝜋�
2
= 4� cos 4 𝜃 𝑑𝜃
−𝜋�2
𝜋�
2
= 2(4) � (cos2 𝜃)2 𝑑𝜃
0
𝜋�
2 1 + cos 2𝜃 2
= 8� � � 𝑑𝜃
0 2
𝜋�
8 2
= � [1 + 2 cos 2𝜃 + cos2 2𝜃] 𝑑𝜃
4 0
𝜋�
2 1
= 2� �1 + 2 cos 2𝜃 + (1 + cos 4𝜃)� 𝑑𝜃
0 2
𝜃=𝜋�2
3 1
= 2 � 𝜃 + sin 2𝜃 + sin 4𝜃�
2 8 𝜃=0
3𝜋
=
2
Objective
By the end of this session you should be able to introduce polar coordinates into
double integrals when polar regions are not given.
If the integrand 𝑓(𝑥, 𝑦) of a double integral ∬𝑅 𝑓(𝑥, 𝑦)𝑑𝑦 𝑑𝑥 contains the expression
𝑥 2 + 𝑦 2 , then the introduction of polar coordinates often leads to a simpler evaluation.
This gives us the largest value of the radius 𝑟. To get all the values of 𝑟 we use the fact
that the radius is positive and in this case cannot have a value greater that 𝑎 and so we
have 0 ≤ 𝑟 ≤ 𝑎.
Example 4.23
Use polar coordinates to evaluate
𝑎 √𝑎2 −𝑥 2 3�
∫−𝑎 ∫0 (𝑥 2 + 𝑦 2 ) 2 𝑑𝑦 𝑑𝑥.
Solution
Step 1: Since 𝑦 ≥ 0 and −𝑎 ≤ 𝑥 ≤ 𝑎 (case 1) we have that 0 ≤ 𝜃 ≤ 𝜋.
Also, since 0 ≤ 𝑦 ≤ √𝑎2 − 𝑥 2 we have that 0 ≤ 𝑟 ≤ 𝑎.
Step 2: Replace 𝑥 2 + 𝑦 2 by 𝑟 2 in the integrand.
Step 3: Replace 𝑑𝑦𝑑𝑥 by 𝑟𝑑𝑟 𝑑𝜃.
Combining the three steps above we obtain
𝑎 √𝑎2 −𝑥 2 3� 𝜋 𝑎 3
∫−𝑎 ∫0 (𝑥 2 + 𝑦 2 ) 2 𝑑𝑦 𝑑𝑥 = ∫0 ∫0 (𝑟 2 ) �2 𝑟𝑑𝑟 𝑑𝜃
𝜋 𝑎 𝜋 𝑎
= ∫0 ∫0 𝑟 3 𝑟𝑑𝑟 𝑑𝜃 = ∫0 ∫0 𝑟 4 𝑑𝑟 𝑑𝜃
𝑟=𝑎
𝜋 𝑟5 𝑎5 𝜋
= ∫0 � � 𝑑𝜃 = ∫0 𝑑𝜃
5 𝑟=0 5
5 𝜃=𝜋
𝑎 𝜋𝑎5
=� 𝜃� = .
5 𝜃=0 5
Example 4.24
Use polar coordinates to evaluate
2 √2𝑥−𝑥 2
∫0 ∫0 �𝑥 2 + 𝑦 2 𝑑𝑦 𝑑𝑥.
Solution
𝜋
Step 1: Since 𝑦 ≥ 0 and 0 ≤ 𝑥 ≤ 𝑎 (case 2) we have that 0 ≤ 𝜃 ≤ .
2
Also, since 0 ≤ 𝑦 ≤ √2𝑥 − 𝑥 2 we consider
𝑦 = �2𝑥 − 𝑥 2
Squaring both sides we obtain,
𝑦 2 = 2𝑥 − 𝑥 2
2
Adding 𝑥 to both sides gives
𝑦 2 + 𝑥 2 = 2𝑥
𝑟 2 = 2𝑥
But, 𝑥 = 𝑟 cos 𝜃 from session five.
Thus,
𝑟 2 = 2𝑟 cos 𝜃
𝑟 2 − 2𝑟 cos 𝜃 = 0
𝑟(𝑟 − 2 cos 𝜃) = 0
𝑟 = 0 or 𝑟 = 2 cos 𝜃.
Hence, 0 ≤ 𝑟 ≤ 2 cos 𝜃 .
Steps 2 and 3 together with step 1 gives
2 √2𝑥−𝑥 2 𝜋� 2 cos 𝜃
�𝑥 2 + 𝑦 2 𝑑𝑦 𝑑𝑥 = ∫0 2 √𝑟 2 𝑟𝑑𝑟 𝑑𝜃
∫0 ∫0 ∫0
𝜋� 𝜋�
2 2 𝑟=2 cos 𝜃
2 cos 𝜃
2
𝑟3
=� � 𝑟 𝑑𝑟 𝑑𝜃 = � � � 𝑑𝜃
0 3 𝑟=0
0 0
𝜋� 𝜋�
2 2
8 8
= � � cos 3 𝜃� 𝑑𝜃 = � cos 𝜃 [cos 2 𝜃] 𝑑𝜃
3 3
0 0
𝜋�
2
8
= � cos 𝜃 [1 − sin2 𝜃] 𝑑𝜃
3
0
8 𝜋� 8 𝜋�
= ∫0 2 cos 𝜃 𝑑𝜃 − ∫0 2 cos 𝜃 sin2 𝜃 𝑑𝜃
3 3
8 𝜃=𝜋� 8 𝜋�2 2
= [sin 𝜃]𝜃=0 2 − ∫ 𝑢 𝑑𝑢 (letting 𝑢 = sin 𝜃 in the
3 3 0
second integral )
𝜃=𝜋�2 𝜃=𝜋�2
8 𝜃=𝜋�2 8 𝑢3 8 sin3 𝜃
= [sin 𝜃]𝜃=0 − � � = �sin 𝜃 − �
3 3 3 𝜃=0 3 3 𝜃=0
16
= .
9
Self-Assessment Questions
Exercise 4.5
Use polar coordinates to evaluate
1 √1−𝑥 2 2 +𝑦 2 2 √4−𝑥 2
(a) ∫0 ∫0 𝑒𝑥 𝑑𝑦𝑑𝑥 (b) ∫−2 ∫0 sin(𝑥 2 + 𝑦 2 )𝑑𝑦𝑑𝑥
Unit Outline
Session 1: Triple Integrals on a Rectangular Box
Session 2: Triple Integrals Over a General Region (Case 1)
Session 3: Triple Integrals Over a General Region (Case 2)
Session 4: Triple Integrals Over a General Region (Case 3)
Session 5: Triple Integrals Over a General Region (Case 4)
Session 6: Triple Integrals Over a General Region (Case 5)
Objectives
By the end of this unit you should be able to evaluate triple integrals over:
1. a rectangular box.
2. regions in which 𝑧 lies between the functions 𝑢1 (𝑥, 𝑦) and 𝑢2 (𝑥, 𝑦).
3. regions in which 𝑥 lies between the functions 𝑢1 (𝑦, 𝑧) and 𝑢2 (𝑦, 𝑧).
4. regions in which 𝑦 lies between the functions 𝑢1 (𝑥, 𝑧) and 𝑢2 (𝑥, 𝑧).
Objective
By the end of this session you should be able to evaluate triple integrals over a
rectangular box.
In this session we consider the simplest case where 𝑓 is defined on a rectangular box:
𝐵 = {(𝑥, 𝑦, 𝑧) ∶ 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑, 𝑟 ≤ 𝑧 ≤ 𝑠}.
Just as for double integrals, the practical method for evaluating triple integrals is to
express them as iterated integrals as follows.
The iterated integral on the right side of Theorem 5.1 means that we integrate first
with respect to 𝑥 (keeping 𝑦 and 𝑧 fixed), then we integrate with respect to 𝑦 (keeping 𝑧
fixed), and finally we integrate with respect to 𝑧. There are five other possible orders in
which we can integrate, all of which give the same value.
Example 5.2
Evaluate the triple integral ∭𝐵 𝑥𝑦𝑧 2 𝑑𝑉, where 𝐵 is the rectangular box given by
𝐵 = {(𝑥, 𝑦, 𝑧) ∶ 0 ≤ 𝑥 ≤ 1, −1 ≤ 𝑦 ≤ 2, 0 ≤ 𝑧 ≤ 3}.
Solution
We could use any of the six possible orders of integration. If we choose to integrate
with respect to 𝑥, then 𝑦 and then 𝑧, we obtain
3 2 1
� 𝑥𝑦𝑧 2 𝑑𝑉 = � � � 𝑥𝑦𝑧 2 𝑑𝑥 𝑑𝑦 𝑑𝑧
0 −1 0
𝐵
3 2 2 2 𝑥=1
𝑥 𝑦𝑧
=� � � � 𝑑𝑦 𝑑𝑧
0 −1 2 𝑥=0
Solution
Of the six possible iterated integrals, we shall use the following:
4 3 2
� 3𝑥𝑦 𝑧 𝑑𝑉 = � � � 3𝑥𝑦 3 𝑧 2 𝑑𝑧 𝑑𝑥 𝑑𝑦
3 2
1 −1 0
𝐵
4 3 3 3 𝑧=2
3𝑥𝑦 𝑧
=� � � � 𝑑𝑥 𝑑𝑦
1 −1 3 𝑧=0
4 3 4 3
𝑧=2
= � � [𝑥𝑦 3 𝑧 3 ]𝑧=0 𝑑𝑥 𝑑𝑦 = � � 8𝑥𝑦 3 𝑑𝑥 𝑑𝑦
1 −1 1 −1
4 2 3 𝑥=3 4
8𝑥 𝑦
=� � � 𝑑𝑦 = � [4(3)2 𝑦 3 − 4(−1)2 𝑦 3 ]𝑑𝑦
1 2 𝑥=−1 1
4 4
= � [36𝑦 3 − 4𝑦 3 ]𝑑𝑦 = � 32𝑦 3 𝑑𝑦
1 1
4 𝑦=4
32𝑦
=� � = 8(44 ) − 8(14 ) = 2040.
4 𝑦=1
Self-Assessment Questions
Exercise 5.1
1. Evaluate the triple integral ∭𝐵 (𝑥𝑧 − 𝑦 3 ) 𝑑𝑉, where 𝐵 is the rectangular
box given by
𝐵 = {(𝑥, 𝑦, 𝑧) ∶ −1 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 2, 0 ≤ 𝑧 ≤ 1}.
2. Evaluate the triple integral ∭𝐵 2𝑥𝑒 𝑦 sin 𝑧 𝑑𝑉, where 𝐵 is the rectangular box given
by 𝐵 = {(𝑥, 𝑦, 𝑧) ∶ 1 ≤ 𝑥 ≤ 2, 0 ≤ 𝑦 ≤ 1, 0 ≤ 𝑧 ≤ 𝜋}.
Objective
By the end of this session you should be able to evaluate triple integrals over
regions in which 𝑧 lies between the functions 𝑢1 (𝑥, 𝑦) and𝑢2 (𝑥, 𝑦) with
𝑐 ≤ 𝑦 ≤ 𝑑 and 𝑟1 (𝑦) ≤ 𝑥 ≤ 𝑟2 (𝑦).
In this unit we consider triple integrals over a general region of the form
𝐸 = {(𝑥, 𝑦, 𝑧): 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑔1 (𝑥) ≤ 𝑦 ≤ 𝑔2 (𝑥), 𝑢1 (𝑥, 𝑦) ≤ 𝑧 ≤ 𝑢2 (𝑥, 𝑦)}.
The following theorem gives us a formula for evaluating triple integrals over the above
given general region.
Theorem 5.5
If 𝑓 is continuous on the region
𝐸 = {(𝑥, 𝑦, 𝑧): 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑔1 (𝑥) ≤ 𝑦 ≤ 𝑔2 (𝑥), 𝑢1 (𝑥, 𝑦) ≤ 𝑧 ≤ 𝑢2 (𝑥, 𝑦)},
then
𝑏 2 𝑔 (𝑥)2 𝑢 (𝑥,𝑦)
∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 = ∫𝑎 ∫𝑔 (𝑥) ∫𝑢 (𝑥,𝑦) 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑧 𝑑𝑦 𝑑𝑥 .
1 1
Example 5.6
Evaluate ∭𝐸 𝑧𝑑𝑉 , where 𝐸 = {(𝑥, 𝑦, 𝑧): 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1 − 𝑥, 0 ≤ 𝑧 ≤ 1 − 𝑥 −
𝑦}.
Solution
By Theorem 5.6 we have
1 1−𝑥 1−𝑥−𝑦
� 𝑧𝑑𝑉 = � � � 𝑧𝑑𝑧 𝑑𝑦 𝑑𝑥
0 0 0
𝐸
𝑧=1−𝑥−𝑦
1 1−𝑥 𝑧 2
= ∫0 ∫0 � � 𝑑𝑦 𝑑𝑥
2 𝑧=0
1 1 1−𝑥
= ∫ ∫ (1 − 𝑥 − 𝑦)2 𝑑𝑦 𝑑𝑥
2 0 0
𝑑𝑢
Now, let 𝑢 = 1 − 𝑥 − 𝑦 then = −1. This implies that 𝑑𝑦 = −𝑑𝑢. Thus, the integral
𝑑𝑦
becomes
1 1 1−𝑥 1 1 1−𝑥
� � (1 − 𝑥 − 𝑦)2 𝑑𝑦 𝑑𝑥 = � � (−𝑢2 )𝑑𝑢 𝑑𝑥
2 0 0 2 0 0
𝑦=1−𝑥 𝑦=1−𝑥
1 1 𝑢3 1 1 (1−𝑥−𝑦)3
= ∫0 �− � 𝑑𝑥 = ∫0 �− � 𝑑𝑥
2 3 𝑦=0 2 3 𝑦=0
1 1 (1−𝑥−1+𝑥)3 (1−𝑥)3 1 1
= ∫0 �− + � 𝑑𝑥 = ∫0 (1 − 𝑥)3 𝑑𝑥
2 3 3 6
𝑑𝑢
Now, let 𝑢 = 1 − 𝑥 then = −1. This implies that 𝑑𝑥 = −𝑑𝑢. Thus, the integral
𝑑𝑥
becomes
𝑥=1
1 1 1 1 1 𝑢4
∫ (1 − 𝑥)3 𝑑𝑥 = 6 ∫0 (−𝑢3 ) 𝑑𝑢 = 6 �−
6 0 4 𝑥=0
�
4 𝑥=1
1 (1 − 𝑥) 1 (1 − 1)4 (1 − 0)4
= �− � = �− + �
6 4 𝑥=0
6 4 4
1 1 1
= � �= .
6 4 24
Self-Assessment Questions
Exercise 5.2
Objective
By the end of this session you should be able to evaluate triple integrals over
regions in which 𝑧 lies between the functions 𝑢1 (𝑥, 𝑦) and𝑢2 (𝑥, 𝑦) with
𝑐 ≤ 𝑦 ≤ 𝑑 and 𝑟1 (𝑦) ≤ 𝑥 ≤ 𝑟2 (𝑦).
In this session we consider triple integrals over a general region of the form
𝐸 = {(𝑥, 𝑦, 𝑧): 𝑐 ≤ 𝑦 ≤ 𝑑, ℎ1 (𝑦) ≤ 𝑥 ≤ ℎ2 (𝑦), 𝑢1 (𝑥, 𝑦) ≤ 𝑧 ≤ 𝑢2 (𝑥, 𝑦)}.
The following theorem gives us a formula for evaluating triple integrals over the above
given general region.
Theorem 5.8
If 𝑓 is continuous on the region
𝐸 = {(𝑥, 𝑦, 𝑧): 𝑐 ≤ 𝑦 ≤ 𝑑, ℎ1 (𝑦) ≤ 𝑥 ≤ ℎ2 (𝑦), 𝑢1 (𝑥, 𝑦) ≤ 𝑧 ≤ 𝑢2 (𝑥, 𝑦)},
then
𝑑 2 ℎ (𝑦)2 𝑢 (𝑥,𝑦)
∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 = ∫𝑐 ∫ℎ (𝑦) ∫𝑢 (𝑥,𝑦) 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑧 𝑑𝑥 𝑑𝑦.
1 1
Example 5.9
If 𝑓(𝑥, 𝑦, 𝑧) = 1, evaluate ∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 , where
𝐸 = �(𝑥, 𝑦, 𝑧): 0 ≤ 𝑦 ≤ 4, −�𝑦 ≤ 𝑥 ≤ �𝑦, 0 ≤ 𝑧 ≤ 4 − 𝑦�.
Solution
Using Theorem 5.8 we obtain
√ 4 𝑦 4−𝑦
∭𝐸 𝑑𝑉 = ∫0 ∫−√𝑦 ∫0 𝑑𝑧 𝑑𝑥 𝑑𝑦
4 𝑦 𝑧=4−𝑦 4 𝑦
= ∫0 ∫−√ 𝑦[𝑧]𝑥=0 𝑑𝑥 𝑑𝑦 = ∫0 ∫−√ 𝑦(4 − 𝑦) 𝑑𝑥 𝑑𝑦
√ √
4 𝑥= 𝑦 4
= ∫0 [(4 − 𝑦)𝑥]𝑥=−√√𝑦 𝑑𝑦 = ∫0 (4 − 𝑦)��𝑦 −
(−�𝑦) �𝑑𝑦
4 4 1� 3�
= ∫0 2(4 − 𝑦)�𝑦 𝑑𝑦 = 2 ∫0 �4𝑦 2 −𝑦 2 � 𝑑𝑦
3 5 𝑦=4
4(2)𝑦 �2 2𝑦 �2
= 2� − �
3 5
𝑦=0
3 5
4(2)4 �2 2�4 �2 � 8(23 ) 2(25 )
= 2� − � = 2� − �
3 5 3 5
64 64 320−192
= 2� − � = 2� �
3 5 15
256
=
15
Self-Assessment Question
Exercise 5.10
Objective
By the end of this session you should be able to evaluate triple integrals over
regions in which 𝑥 lies between the functions 𝑢1 (𝑦, 𝑧) and 𝑢2 (𝑦, 𝑧) with 𝑐 ≤ 𝑦 ≤ 𝑑
and 𝑟1 (𝑦) ≤ 𝑧 ≤ 𝑟2 (𝑦).
In this unit we consider triple integrals over a general region of the form
𝐸 = {(𝑥, 𝑦, 𝑧): 𝑐 ≤ 𝑦 ≤ 𝑑, 𝑟1 (𝑦) ≤ 𝑧 ≤ 𝑟2 (𝑦), 𝑢1 (𝑦, 𝑧) ≤ 𝑥 ≤ 𝑢2 (𝑦, 𝑧)}.
The following theorem gives us a formula for evaluating triple integrals over the above
given general region.
Theorem 5.11
If 𝑓 is continuous on the region
𝐸 = {(𝑥, 𝑦, 𝑧): 𝑐 ≤ 𝑦 ≤ 𝑑, 𝑟1 (𝑦) ≤ 𝑧 ≤ 𝑟2 (𝑦), 𝑢1 (𝑦, 𝑧) ≤ 𝑥 ≤ 𝑢2 (𝑦, 𝑧)},
then
2 𝑑 𝑟 (𝑦)
2 𝑢 (𝑦,𝑧)
∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 = ∫𝑐 ∫𝑟 (𝑦) ∫𝑢 (𝑦,𝑧) 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑥 𝑑𝑧 𝑑𝑦.
1 1
Example 5.12
If 𝑓(𝑥, 𝑦, 𝑧) = 1, evaluate ∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 , where
𝐸 = �(𝑥, 𝑦, 𝑧): 0 ≤ 𝑦 ≤ 4, 0 ≤ 𝑧 ≤ 4 − 𝑦, −�𝑦 ≤ 𝑥 ≤ �𝑦�.
Solution
By Theorem 5.11 we have
4 4−𝑦 √𝑦
� = 𝑑𝑉 = � � � 𝑑𝑥 𝑑𝑧 𝑑𝑦
0 0 −√𝑦
𝐸
4 4−𝑦
𝑥=√𝑦
=� � [𝑥]𝑥=− 𝑦
𝑑𝑧 𝑑𝑦
√
0 0
4 4−𝑦 4 4−𝑦
=� � ��𝑦 − (−�𝑦)�𝑑𝑧 𝑑𝑦 = � � 2�𝑦𝑑𝑧 𝑑𝑦
0 0 0 0
4 4
𝑧=4−𝑦
= � �2𝑧�𝑦� 𝑑𝑦 = � 2(4 − 𝑦) �𝑦 𝑑𝑦
𝑧=0
0 0
4
1� 3�
= 2 � �4𝑦 2 −𝑦 2 � 𝑑𝑦
0
3 5 𝑦=4
4(2)𝑦 �2 2𝑦 �2
= 2� − �
3 5
𝑦=0
3 5
4(2)4 �2 2�4 �2 � 8(23 ) 2(25 )
= 2� − � = 2� − �
3 5 3 5
64 64 320−192
= 2� − � = 2� �
3 5 15
256
=
15
Self-Assessment Question
Exercise 5.4
Objective
By the end of this session you should be able to evaluate triple integrals over
regions in which 𝑥 lies between the functions 𝑢1 (𝑦, 𝑧) and 𝑢2 (𝑦, 𝑧) with 𝑎 ≤ 𝑧 ≤
𝑏, and ℎ1 (𝑧) ≤ 𝑦 ≤ ℎ2 (𝑧).
In this session we consider triple integrals over a general region of the form
𝐸 = {(𝑥, 𝑦, 𝑧): 𝑎 ≤ 𝑧 ≤ 𝑏, ℎ1 (𝑧) ≤ 𝑦 ≤ ℎ2 (𝑧), 𝑢1 (𝑦, 𝑧) ≤ 𝑥 ≤ 𝑢2 (𝑦, 𝑧)}.
The following theorem gives us a formula for evaluating triple integrals over the above
given general region.
Theorem 5.14
If 𝑓 is continuous on the region
𝐸 = {(𝑥, 𝑦, 𝑧): 𝑎 ≤ 𝑧 ≤ 𝑏, ℎ1 (𝑧) ≤ 𝑦 ≤ ℎ2 (𝑧), 𝑢1 (𝑦, 𝑧) ≤ 𝑥 ≤ 𝑢2 (𝑦, 𝑧)},
then
𝑏2 ℎ (𝑧)
2 𝑢 (𝑦,𝑧)
∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 = ∫𝑎 ∫ℎ (𝑧) ∫𝑢 (𝑦,𝑧) 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑥 𝑑𝑦 𝑑𝑧.
1 1
Example 5.15
If 𝑓(𝑥, 𝑦, 𝑧) = 1, evaluate ∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉, where
𝐸 = �(𝑥, 𝑦, 𝑧): 0 ≤ 𝑧 ≤ 4, 0 ≤ 𝑦 ≤ 4 − 𝑧, −�𝑦 ≤ 𝑥 ≤ �𝑦�.
Solution
By Theorem 5.14 we have
4 4−𝑧 √𝑦
� 𝑑𝑉 = � � � 𝑑𝑥 𝑑𝑦 𝑑𝑧
0 0 −√𝑦
𝐸
4 4−𝑧
𝑥=√𝑦
=� � [𝑥]𝑥=− 𝑦
𝑑𝑦 𝑑𝑧
√
0 0
4 4−𝑧
=� � ��𝑦 − (−�𝑦)�𝑑𝑦 𝑑𝑧
0 0
4 4−𝑧 4 4−𝑧
1�
=� � 2�𝑦𝑑𝑦 𝑑𝑧 = � � 2𝑦 2 𝑑𝑦 𝑑𝑧
0 0 0 0
4 3� 𝑦=4−𝑧
2(2)𝑦 2 4 4 3
=� � � 𝑑𝑧 = � (4 − 𝑧) �2 𝑑𝑧
0 3 3 0
𝑦=0
𝑑𝑢
Now, let 𝑢 = 4 − 𝑧 then = −1. This implies that 𝑑𝑧 = −𝑑𝑢. Thus, the integral
𝑑𝑧
becomes
4 4 3 4 4 3
� (4 − 𝑧) �2 𝑑𝑧 = − � (𝑢) �2 𝑑𝑢
3 0 3 0
5 𝑧=4 5� 𝑧=4
4 2𝑢 �2 4 2(4 − 𝑧) 2
=− � � =− � �
3 5 3 5
𝑧=0 𝑧=0
5 5
4 2(4 − 4) �2 4 2(4) �2
=− � �+ � �
3 5 3 5
4 2(25 ) 256
= � = �
3 5 15
Self-Assessment Questions
Exercise 5.5
2
Evaluate ∭𝐸 𝑧𝑒 −𝑦 𝑑𝑉 , where
𝐸 = {(𝑥, 𝑦, 𝑧): 0 ≤ 𝑧 ≤ 1, 0 ≤ 𝑦 ≤ 𝑧, 0 ≤ 𝑥 ≤ 𝑦}
Objectives
By the end this session you should be able to evaluate triple integrals over
regions in which 𝑢1 (𝑥, 𝑧) ≤ 𝑦 ≤ 𝑢2 (𝑥, 𝑧) and:
1. 𝑎 ≤ 𝑥 ≤ 𝑏, ℎ1 (𝑥) ≤ 𝑧 ≤ ℎ2 (𝑥).
2. 𝑐 ≤ 𝑧 ≤ 𝑑, 𝑔1 (𝑧) ≤ 𝑥 ≤ 𝑔(𝑧).
Theorem 5.17
(i) If 𝑓 is continuous on the region
𝐸1 = {(𝑥, 𝑦, 𝑧): 𝑎 ≤ 𝑥 ≤ 𝑏, ℎ1 (𝑥) ≤ 𝑧 ≤ ℎ2 (𝑥), 𝑢1 (𝑥, 𝑧) ≤ 𝑦 ≤ 𝑢2 (𝑥, 𝑧)},
then
𝑏 ℎ (𝑥)
2 2 𝑢 (𝑥,𝑧)
∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 = ∫𝑎 ∫ℎ (𝑥) ∫𝑢 (𝑥,𝑧) 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑦 𝑑𝑧 𝑑𝑥 .
1 1 1
(ii) ) If 𝑓 is continuous on the region
𝐸2 = {(𝑥, 𝑦, 𝑧): 𝑐 ≤ 𝑧 ≤ 𝑑, 𝑔1 (𝑧) ≤ 𝑥 ≤ 𝑔(𝑧), 𝑢1 (𝑥, 𝑧) ≤ 𝑦 ≤ 𝑢2 (𝑥, 𝑧)},
then
𝑑
2 𝑔 (𝑧)
2 𝑢 (𝑥,𝑧)
∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 = ∫𝑐 ∫𝑔 (𝑧) ∫𝑢 (𝑥,𝑧) 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑦 𝑑𝑥 𝑑𝑧.
2 1 1
Example 5.18
If 𝑓(𝑥, 𝑦, 𝑧) = 1, evaluate ∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 , where
𝐸 = {(𝑥, 𝑦, 𝑧): −1 ≤ 𝑥 ≤ 1, 3𝑥 2 ≤ 𝑧 ≤ 4 − 𝑥 2 , 0 ≤ 𝑦 ≤ 6 − 𝑧}.
Solution
By Theorem 5.17 (i) we have
1 4−𝑥 2 6−𝑧
� 𝑑𝑉 = � � � 𝑑𝑦 𝑑𝑧 𝑑𝑥
−1 3𝑥 2 0
𝐸
1 4−𝑥 2 1 4−𝑥 2
𝑦=6−𝑧
=� � [𝑦]𝑦=0 𝑑𝑧 𝑑𝑥 = � � (6 − 𝑧)𝑑𝑧 𝑑𝑥
−1 3𝑥 2 −1 3𝑥 2
𝟏 𝑧=4−𝑥 2
𝑧2
= � �6𝑧 − � 𝑑𝑥
−𝟏 2 𝑧=3𝑥 2
𝟏 (4 − 𝑥 2 )2 (3𝑥 2 )2
2 2
= � �6(4 − 𝑥 ) − − 6(3𝑥 ) + � 𝑑𝑥
−𝟏 2 2
1
2
16 − 8𝑥 2 + 𝑥 4 2
9𝑥 4
= � �24 − 6𝑥 − − 18𝑥 + � 𝑑𝑥
−1 2 2
1
48 − 12𝑥 2 − 16 + 8𝑥 2 − 𝑥 4 − 36𝑥 2 + 9𝑥 4
=� � � 𝑑𝑥
−1 2
1
= � [16 − 20𝑥 2 + 4𝑥 4 ] 𝑑𝑥
−1
𝑥=1
20𝑥 3 4𝑥 5
= �16𝑥 − + �
3 5 𝑥=−1
20 4 20 4 304
= 16 − + + 16 − + = .
3 5 3 5 15
Self-Assessment Question
Exercise 5.6
Unit Outline
Session 1: Cylindrical Coordinates
Session 2: Spherical Coordinates
Session 3: Change of Variables in Double Integrals
Session 4: Local Maxima and Local Minima
Session 5: Absolute Maximum and Minimum Values
Session 6: Taylor’s Theorem
We saw in unit four that some double integrals are easier to evaluate using polar
coordinates. In this unit we shall learn how to evaluate triple integrals using cylindrical
and spherical coordinates. We shall also learn how to find extrema of functions of two
variables and also how we can write a Taylor formula for two variable functions.
Objectives
By the end of this unit, you should be able to:
1. convert triple integrals to integrals in cylindrical coordinates.
2. evaluate triple integrals in cylindrical coordinates.
3. evaluate triple integrals in spherical coordinates.
4. change the variables in double integral to a new set of variables.
5. find for functions of two variables local minima and local maxima.
6. find for functions of two variables absolute maximum and minimum values.
7. determine the first and second Taylor formulas for functions of two variables.
Objectives
By the end this session you should be able to:
1. convert triple integrals to integrals in cylindrical coordinates.
2. evaluate triple integrals in cylindrical coordinates.
The above formula says that we convert a triple integral from rectangular to cylindrical
coordinates by writing 𝑥 = 𝑟 cos 𝜃, 𝑦 = 𝑟 sin 𝜃, leaving 𝑧 as it is, using the appropriate
limits of integration for 𝑧, 𝑟, and 𝜃, and replacing 𝑑𝑉 by 𝑟 𝑑𝑧 𝑑𝑟 𝑑𝜃.
Example 6.1
Let 𝐸 = {(𝑟, 𝜃, 𝑧) ∶ 0 ≤ 𝜃 ≤ 2𝜋, 0 ≤ 𝑟 ≤ 1, 1 − 𝑟 2 ≤ 𝑧 ≤ 4}
and 𝑓(𝑥, 𝑦, 𝑧) = �𝑥 2 + 𝑦 2 .
(i) Express ∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 in cylindrical coordinates.
(ii) Evaluate ∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 .
Solution
(i) Substituting 𝑥 = 𝑟 cos 𝜃, and 𝑦 = 𝑟 sin 𝜃 into 𝑓(𝑥, 𝑦, 𝑧) we obtain
𝑓(𝑥, 𝑦, 𝑧) = 𝑓(𝑟 cos 𝜃, 𝑟 sin 𝜃 , 𝑧) = �(𝑟 cos 𝜃 )2 + (𝑟 sin 𝜃)2
= �𝑟 2 (cos 2 𝜃 + sin2 𝜃) = �𝑟 2
=𝑟
Thus,
2𝜋 1 4
� 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 = � � � (𝑟)𝑟 𝑑𝑧 𝑑𝑟 𝑑𝜃
0 0 1−𝑟 2
𝐸
2𝜋 1 4
=� � � 𝑟 2 𝑑𝑧 𝑑𝑟 𝑑𝜃
0 0 1−𝑟 2
(ii) Now,
2𝜋 1 4
∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 = ∫0 ∫0 ∫1−𝑟 2 𝑟 2 𝑑𝑧 𝑑𝑟 𝑑𝜃
2𝜋 1
𝑧=4
=� � [𝑟 2 𝑧]𝑧=1−𝑟 2 𝑑𝑟 𝑑𝜃
0 0
2𝜋 1
=� � 𝑟 2 [4 − (1 − 𝑟 2 )] 𝑑𝑟 𝑑𝜃
0 0
2𝜋 1
=� 𝑑𝜃 � (3𝑟 2 + 𝑟 4 ) 𝑑𝑟
0 0
𝑟=1
3𝑟 3 𝑟 5
= [𝜃]𝜃=2𝜋
𝜃=0 � + �
3 5 𝑟=0
1 12𝜋
= 2𝜋 �1 + � =
5 5
Example 6.2
2 √4−𝑥 2 2
Express ∫ ∫ ∫ (𝑥 2 + 𝑦 2 )𝑑𝑧 𝑑𝑦 𝑑𝑥 in cylindrical coordinates but do not
−2 −√4−𝑥 2 �𝑥 2 +𝑦2
evaluate it.
Solution
The given triple integral is a triple integral over the solid region
𝐸 = �(𝑥, 𝑦, 𝑧) ∶ −2 ≤ 𝑥 ≤ 2, −√4 − 𝑥 2 ≤ 𝑦 ≤ √4 − 𝑥 2 , �𝑥 2 + 𝑦 2 ≤ 𝑧 ≤ 2 �.
Using ideas similar to the polar coordinates ideas from unit four observe that since
−2 ≤ 𝑥 ≤ 2 and −√4 − 𝑥 2 ≤ 𝑦 ≤ √4 − 𝑥 2 we have 0 ≤ 𝜃 ≤ 2𝜋.
Now, to figure out the interval for 𝑟 we consider 𝑦 = √4 − 𝑥 2 which implies that
𝑥 2 + 𝑦 2 = 4. But 𝑥 = 𝑟 cos 𝜃 and 𝑦 = 𝑟 sin 𝜃 and so 𝑟 2 = 4. Thus, 𝑟 = 2. Which
shows that 𝑟 ≤ 2.
Self-Assessment Questions
Exercise 6.1
2𝜋 2 2
1. Evaluate ∫0 ∫0 ∫𝑟 (𝑟 2 )𝑟 𝑑𝑧 𝑑𝑟 𝑑𝜃 .
1 √1−𝑥 2 2−𝑥 2 −𝑦2 3�
2. Evaluate the integral ∫ ∫ ∫ (𝑥 2 + 𝑦 2 ) 2 𝑑𝑧 𝑑𝑦 𝑑𝑥 by changing to
−1 −√1−𝑥 2 𝑥 2 +𝑦 2
cylindrical coordinates.
Objectives
By the end of this session you should be able to evaluate triple integrals in
spherical coordinates.
Example 6.4
3�
2 2 2 2
Evaluate ∭𝐸 𝑒 �𝑥 +𝑦 +𝑧 � 𝑑𝑉 where 𝐸 is a spherical wedge is given by
𝐸 = {(𝜌, 𝜃, 𝜙) ∶ 0 ≤ 𝜌 ≤ 1 , 0 ≤ 𝜃 ≤ 2𝜋, 0 ≤ 𝜙 ≤ 𝜋}.
Solution
2𝜋 1
3� 𝜋 3
�𝑥 2 +𝑦 2 +𝑧 2 � 2 2 � �2
�𝑒 𝑑𝑉 = � � � 𝑒 �𝜌 𝜌2 sin 𝜙 𝑑𝜌 𝑑𝜃 𝑑𝜙
0
𝐸 0 0
2𝜋 1
𝜋
3
= � sin 𝜙 𝑑𝜙 � 𝑑𝜃 � 𝜌2 𝑒 𝜌 𝑑𝜌
0
0 0
𝜙=𝜋 1 𝜌3 𝜌=1
= [− cos 𝜙]𝜙=0 [𝜃]𝜃=2𝜋
𝜃=0 � 𝑒 �
3 𝜌=0
4
= 𝜋(𝑒 − 1).
3
Example 6.5
If 𝑓(𝑥, 𝑦, 𝑧) = 1, evaluate ∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 where 𝐸 is a spherical wedge is given by
Solution
Since the interval of 𝜌 contains the function cos 𝜙, the inner integral should be with
respect to 𝜌 followed by an integral with respect to 𝜙. Thus, we obtain
𝜋
2𝜋 �4 cos 𝜙
� 𝑑𝑉 = � � � 𝜌2 sin 𝜙 𝑑𝜌 𝑑𝜙 𝑑𝜃
𝐸 0 0 0
𝜋�
2𝜋 4 𝜌=cos 𝜙
𝜌3
= � 𝑑𝜃 � sin 𝜙 � � 𝑑𝜙
3 𝜌=0
0 0
𝜋�
2𝜋 4
1
= � 𝑑𝜃 � sin 𝜙 cos 3 𝜙 𝑑𝜙
3
0 0
𝜋�
4
1 𝜃=2𝜋
= [𝜃] � sin 𝜙 cos3 𝜙 𝑑𝜙
3 𝜃=0
0
𝜋�
4
2𝜋
= � sin 𝜙 cos 3 𝜙 𝑑𝜙
3
0
𝑑𝑢
Now, let 𝑢 = cos 𝜙 then = − sin 𝜙. This implies that sin 𝜙 𝑑𝜙 = −𝑑𝑢. Thus, the
𝑑𝜙
integral becomes
𝜋� 𝜋�
4 4
2𝜋 2𝜋
� sin 𝜙 cos3 𝜙 𝑑𝜙 = � (−u3 ) 𝑑𝑢
3 3
0 0
𝜋 𝜙=𝜋�4
4 𝜙= �4
2𝜋 𝑢 2𝜋 𝑐𝑜𝑠 4 𝜙
=− � � = �− �
3 4 𝜙=0 3 4 𝜙=0
𝜋
= .
8
Self-Assessment Questions
Exercise 6.6
3
1. Evaluate ∭𝐸 cos(𝑥 2 + 𝑦 2 + 𝑧 2 ) �2 𝑑𝑉 where 𝐸 is a spherical wedge is given by
𝐸 = {(𝜌, 𝜃, 𝜙) ∶ 0 ≤ 𝜃 ≤ 2𝜋, 0 ≤ 𝜙 ≤ 𝜋, 0 ≤ 𝜌 ≤ 1 }
2. If 𝑓(𝑥, 𝑦, 𝑧) = 1, evaluate ∭𝐸 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 where 𝐸 is a spherical wedge is given by
𝐸 = �(𝜌, 𝜃, 𝜙) ∶ 0 ≤ 𝜃 ≤ 2𝜋, 0 ≤ 𝜙 ≤ 𝜋�4 , 0 ≤ 𝜌 ≤ 2cos 𝜙 �.
Objective
By the end of this session you should be able to change the variables in double
integral to a new set of variables.
Theorem 6.7
Suppose that the region 𝑆 in the 𝑢𝑣-plane is mapped onto the region 𝑅 in the 𝑥𝑦-plane
by the one-to-one transformation 𝑇 defined by 𝑥 = 𝑔(𝑢, 𝑣) and 𝑦 = ℎ(𝑢, 𝑣), where 𝑔
and ℎ have continuous first partial derivatives on 𝑆. If 𝑓 is continuous on 𝑅 and the
𝜕(𝑥,𝑦)
Jacobian is nonzero on 𝑆, then
𝜕(𝑢,𝑣)
𝜕(𝑥,𝑦)
∬𝑅 𝑓(𝑥, 𝑦)𝑑𝐴 = ∬𝑆 𝑓(𝑔(𝑢, 𝑣), ℎ(𝑢, 𝑣)) �𝜕(𝑢,𝑣)� 𝑑𝑢 𝑑𝑣.
Example 6.8
1 1
Use the change of variables 𝑥 = (𝑢 + 𝑣) and 𝑦 = (𝑣 − 𝑢) to evaluate the integral
2 2
𝑒 (𝑥−𝑦)
∬𝑅 𝑑𝐴 where 𝑅 is the rectangle bounded by the lines 𝑦 = 𝑥, 𝑦 = 𝑥 + 5, 𝑦 = 2 −
𝑥+𝑦
𝑥 and 𝑦 = 4 − 𝑥.
Solution
First we need to compute the Jacobian:
𝜕𝑥 𝜕𝑥 1 1
𝜕(𝑥,𝑦) 𝜕𝑢 𝜕𝑣 2 2 1
= �𝜕𝑦 𝜕𝑦
� =� 1 1� = .
𝜕(𝑢,𝑣) 2
−
𝜕𝑢 𝜕𝑣 2 2
The next issue is to find the region 𝑆 in the 𝑢𝑣-plane which corresponds onto the region
1 1
(𝑣 − 𝑢) = (𝑢 + 𝑣)
2 2
which implies that 2𝑢 = 0 or 𝑢 = 0.
Likewise, 𝑦 = 𝑥 + 5 corresponds to
1 1
(𝑣 − 𝑢) = (𝑢 + 𝑣) + 5
2 2
which implies that −2𝑢 = 10 or 𝑢 = −5.
Also, 𝑦 = 2 − 𝑥 corresponds to
1 1
(𝑣 − 𝑢) = 2 − (𝑢 + 𝑣) or 𝑣 = 2
2 2
and 𝑦 = 4 − 𝑥 corresponds to
1 1
(𝑣 − 𝑢) = 4 − (𝑢 + 𝑣) or 𝑣 = 4.
2 2
This says that the region 𝑆 in the 𝑢𝑣-plane corresponding to the region 𝑅 in the 𝑥𝑦-
plane is the rectangle
𝑆 = {(𝑢, 𝑣) ∶ −5 ≤ 𝑢 ≤ 0 𝑎𝑛𝑑 2 ≤ 𝑣 ≤ 4}.
Self-Assessment Questions
Exercise 6.9
Objectives
By the end of this session you should be able to find for functions of two
variables:
1. local minima.
2. local maxima.
Definition 6.10
A function of two variables has a local a local maximum at (𝑎, 𝑏) if 𝑓(𝑥, 𝑦) ≤ 𝑓(𝑎, 𝑏)
when (𝑥, 𝑦) is near (𝑎, 𝑏). The number 𝑓(𝑎, 𝑏) is called a local maximum value. If
𝑓(𝑥, 𝑦) ≥ 𝑓(𝑎, 𝑏) when (𝑥, 𝑦) is near (𝑎, 𝑏), then 𝑓(𝑎, 𝑏) is a local minimum value.
Theorem 6.11
If 𝑓 has a local maximum or minimum at (𝑎, 𝑏) and the first- order partial derivatives of
𝑓 exist there, then 𝑓𝑥 (𝑎, 𝑏) = 0 and 𝑓𝑦 (𝑎, 𝑏) = 0.
Definition 6.12
A point (𝑎, 𝑏) is called a critical point (or stationary point) of 𝑓 if 𝑓𝑥 (𝑎, 𝑏) = 0 and
𝑓𝑦 (𝑎, 𝑏) = 0 or if one of these partial derivatives does not exist.
Theorem 6.11 says that if 𝑓 has a local maximum or minimum at (𝑎, 𝑏), then (𝑎, 𝑏) is a
critical point of 𝑓. However, not all critical points give rise to maxima or minima. At a
critical point, a function could have a local maximum or a local minimum or neither.
Example 6.13
Let 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 − 2𝑥 − 6𝑦 + 14. Find the critical point(s) of 𝑓.
Solution
Computing the first order partial derivatives we obtain
𝑓𝑥 = 2𝑥 − 2
and
𝑓𝑦 = 2𝑦 − 6.
Thus, for critical points we set the partial derivatives to zero to get
2𝑥 − 2 = 0 or 𝑥 = 1
and
Example 6.15
Find the local maximum and minimum values and saddle points of
𝑓(𝑥, 𝑦) = 𝑥 4 + 𝑦 4 − 4𝑥𝑦 + 1.
Solution
We first locate the critical points:
𝑓𝑥 = 4𝑥 3 − 4𝑦 and 𝑓𝑦 = 4𝑦 3 − 4𝑥
To solve these equations we substitute 𝑦 = 𝑥 3 from the first equation into the second
one. This gives
0 = 𝑥 9 − 𝑥 = 𝑥(𝑥 8 − 1) = 𝑥(𝑥 4 − 1)(𝑥 4 + 1) = 𝑥(𝑥 2 − 1)(𝑥 2 + 1)(𝑥 4 + 1)
so there are three real roots: 𝑥 = 0, 1, −1. The three critical points are (0, 0), (1, 1), and
(−1, −1).
Since 𝐷(0,0) = −16 < 0, it follows that the point (0, 0) is a saddle point.
Since 𝐷(1, 1) = 128 > 0 and 𝑓𝑥𝑥 (1, 1) = 12 > 0, thus 𝑓(1, 1) = −1 is a local
minimum.
Similarly, we have 𝐷(−1, −1) = 128 > 0 and 𝑓𝑥𝑥 (−1, −1) = 12 > 0, so 𝑓(−1, −1) =
−1 is also a local minimum.
Self-Assessment Questions
Exercise 6.4
Objectives
By the end of this session you should be able to find for functions of two
variables:
1. absolute maximum value.
2. absolute minimum value.
Just as a closed interval contains its endpoints, a closed set in ℝ2 is one that contains
all its boundary points. For instance, the disk
𝐷 = {(𝑥, 𝑦) ∶ 𝑥 2 + 𝑦 2 ≤ 1}
which consists of all points on and inside the circle 𝑥 2 + 𝑦 2 = 1, is a closed set
because it contains all of its boundary points.
A bounded set in ℝ2 is one that is contained within some disk. In other words, it is
finite in extent. Then in terms of closed and bounded sets, we can state the following
counterpart of the Extreme Value Theorem in two dimensions.
Theorem 6.17
If 𝑓 is continuous on a closed, bounded set 𝐷 in ℝ2 , then 𝑓 attains an absolute
maximum value 𝑓(𝑥1 , 𝑦1 ) and an absolute minimum value 𝑓(𝑥2 , 𝑦2 ) at some points
(𝑥1 , 𝑦1 ) and (𝑥2 , 𝑦2 ) in 𝐷.
Example 6.18
Let 𝑓(𝑥, 𝑦) = 𝑥 2 − 2𝑥𝑦 + 2𝑦 be defined on the rectangle 𝐷 = {(𝑥, 𝑦): 0 ≤ 𝑥 ≤ 3, 0 ≤
𝑦 ≤ 2}.
(a) Find the critical points of 𝑓(𝑥, 𝑦).
(b) Find the extreme values of 𝑓 on the boundary of 𝐷.
(c) Find the absolute maximum and absolute minimum values of 𝑓(𝑥, 𝑦) on 𝐷.
Solution
(a) We first find the first partial derivatives which are:
𝑓𝑥 = 2𝑥 − 2𝑦 and 𝑓𝑦 = −2𝑥 + 2
From the second equation, 𝑥 = 1 and substituting this value into the first equation
gives 𝑦 = 1. Thus, the only critical point is (1, 1), and the value of 𝑓 there is
𝑓(1, 1) = 1.
(b) In this situation the set 𝐷 is a rectangle whose sides (boundaries) are the lines
𝑦 = 0, 𝑦 = 2, 𝑥 = 0 and 𝑥 = 3. We have to find the maximum and minimum
values of 𝑓 on each of these lines as follows.
For the line 𝑦 = 0 we have
𝑓(𝑥, 0) = 𝑥 2 , 0 ≤ 𝑥 ≤ 3.
By observing that 𝑓(𝑥, 2) = (𝑥 − 2)2 , we see that the minimum value of this function
is 𝑓(2, 2) = 0 and the maximum value is 𝑓(0, 2) = 4.
For the line 𝑥 = 0 we have
𝑓(0, 𝑦) = 2𝑦, 0 ≤ 𝑦 ≤ 2.
This is an increasing function ( that is, 𝑓 ′ (0, 𝑦) = 2 > 0) of 𝑦, so its maximum value
is 𝑓(0, 2) = 4 and minimum value is 𝑓(0, 0) = 0.
Finally, for the line 𝑥 = 3 we have
𝑓(3, 𝑦) = 9 − 4𝑦, 0 ≤ 𝑦 ≤ 2.
This is a decreasing function ( that is, 𝑓 ′ (3, 𝑦) = −4 < 0 ) of 𝑦, so its maximum value
is 𝑓(3, 0) = 9 and its minimum value is 𝑓(3, 2) = 1.
Objectives
By the end of the session you should be able to write for two variable
functions:
1. first order Taylor formulas.
2. second order Taylor formulas.
Example 6.22
Compute the second order Taylor formula for 𝑓(𝑥, 𝑦) = 𝑒 𝑥 cos 𝑦 about (𝑥0 , 𝑦0 ) =
(0, 0).
Solution
Notice that
𝑓(0, 0) = 1
𝜕𝑓 𝜕𝑓 𝜕𝑓
= 𝑒 𝑥 cos 𝑦 , = −𝑒 𝑥 sin 𝑦, = −𝑒 𝑥 sin 𝑦
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦
𝜕2𝑓 𝜕2𝑓
= 𝑒 𝑥 cos 𝑦, and = −𝑒 𝑥 cos 𝑦.
𝜕𝑥 2 𝜕𝑦 2
Thus,
𝜕𝑓 𝜕𝑓 𝜕2𝑓 𝜕2𝑓
(0, 0) = 1, (0, 0) = 0, (0, 0) = 1, (0, 0) = −1
𝜕𝑥 𝜕𝑦 𝜕𝑥 2 𝜕𝑦 2
𝜕𝑓
and (0, 0) = 0.
𝜕𝑥𝜕𝑦
By Theorem 6.21 we obtain,
𝜕𝑓 𝜕𝑓 1 2 𝜕2𝑓
𝑓(ℎ1 , ℎ2 ) = 𝑓(0, 0) + ℎ1 (0, 0) + ℎ2 (0, 0) + ℎ1 2 (0, 0)
𝜕𝑥 𝜕𝑦 2 𝜕𝑥
𝜕2𝑓 1 2 𝜕2𝑓
+ ℎ1 ℎ2 (0, 0) + ℎ2 2 (0, 0) + 𝑅2
𝜕𝑥𝜕𝑦 2 𝜕𝑦
1 2 1 2
= 1 + ℎ1 + ℎ1 − ℎ2 + 𝑅2
2 2
Self-Assessment Questions
Exercise 6.6
1. Compute the second order Taylor formula for 𝑓(𝑥, 𝑦) =
sin(𝑥 + 2𝑦) about
(𝑥0 , 𝑦0 ) = (0, 0).
2. Compute the second order Taylor formula for 𝑓(𝑥, 𝑦) = 𝑒 𝑥+𝑦 about
(𝑥0 , 𝑦0 ) = (0, 0).