Lecture notes on Calculus 3

Nguyen Thi Thu Van

University of Science, VNU-HCM, Vietnam

Aug 22, 2021

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Outline of course

1. Partial derivatives.

2. Multiple integrals.

3. Line integrals.

4. Surface integrals.

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 Chapter 1. Partial derivatives

Outline of the chapter:

1. Functions of several variables

2. Partial derivatives

3. Applications of partial derivatives

Tangent plane

Linear approximation

Directional derivatives

Relative minimum/maximum values - Absolute minimum/maximum

values

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 Chapter 1. Partial derivatives 1. Functions of several variables

To study functions of several variables and its behaviors, one has extended the
concepts of a function and particularly the differential calculus of one variable.

Definition
A function, f , of n variables is a rule that assigns to each incoming tuple of
numbers, (x1 , x2 , . . . , xn ), a uniquely defined outgoing number, z. In symbols we
write this as z = f (x1 , x2 , . . . , xn ).

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 Chapter 1. Partial derivatives 1. Functions of several variables

Domain of a function of n variables, if there is no other restrictions stated,

is defined by

{(x1 , x2 , . . . , xn )|f (x1 , x2 , . . . , xn ) is well defined}

a subset of IR × IR × · · · × IR ≡ IRn called the n dimensional space. In

particular, if n = 2 then it is a two dimensional space or a real plane.

Graph of a function involving two variables is a surface in three

dimensional space. It is necessary to bear in mind that the graph of
function of one variable is a curve in xy −plane.

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 Chapter 1. Partial derivatives 1. Functions of several variables

To help you have a feeling of what is the graph of a function of two

variables, let us analyze how to sketch the graph of the following functions.
Example
Graph of the function f (x, y ) = x 2 + y 2 (D is the whole xy − plane)

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 Chapter 1. Partial derivatives 1. Functions of several variables

Example
Graph of the equation x 2 + y 2 + z 2 = 1. In fact, we can write z as a
function in terms of x and y and hence D is a unit disk centered at (0, 0)
on the xy −plane.

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 Chapter 1. Partial derivatives 1. Functions of several variables

In mathematics, a limit is the value that a function (or sequence) ”approaches”

as the input (or index) ”approaches” some value. Therefore, the definition of
limits in several variables is the same as in one variable. Generally

Definition
Let f be a function defined in a neighborhood of a point a but not necessarily at
a. We say loosely that the limit of f when X goes to a is L, and write

limX →a f (X ) = L

if we can make f (X ) arbitrarily close to L by taking X sufficiently close but not

equal to a.

Example
2 2
X = (x, y ) and f (x, y ) = xx 2−y
+y 2 is not defined when x = y = 0. What can we say
about the value of f as (x, y ) ≈ (0, 0)?

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 Chapter 1. Partial derivatives 1. Functions of several variables

From the definition of limit, almost characteristics, such as limit laws of one
variable function, the squeeze theorem are valid in the case of several variables.

Due to the behavior of sufficient closeness of X to a from any direction that it

often makes the limit in several variables hard to meet, we introduce 3 methods
to prove that lim(x,y )→(x0 ,y0 ) f (x, y ) does not exist:

1. There is a collection of curves Ck such that (x, y ) tends to (x0 , y0 ) along

this curve but the limit depends on k.

2. There are 2 sequences Mn1 = (xn1 , yn1 ) 6= Mn2 = (xn2 , yn2 ) converging to (x0 , y0 )
as n → ∞ but limn→∞ f (xn1 , yn1 ) 6= limn→∞ f (xn2 , yn2 )

3. By putting x = x0 + r cos θ and y = y0 + r sin θ with θ ∈ [0, 2π] and r > 0,

limr →0 f (x0 + r cos θ, y0 + r sin θ) depends on θ.

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 Chapter 1. Partial derivatives 1. Functions of several variables

In mathematics, a continuous function is a function that does not have

any abrupt changes in value. More precisely,
Definition
f is said to be continuous at a if limX →a f (X ) = f (a)

which also means that sufficiently small changes in the input of a

continuous function result in arbitrarily small changes in its output.

A function that is not continuous at a point is called a discontinuous

function out there.
Example

 x 2xy

+y 2
if (x, y ) 6= (0, 0)
f (x, y ) = is continuous on IR2 \(0, 0)

0 if (x, y ) = (0, 0)

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 Chapter 1. Partial derivatives 1. Functions of several variables

So far we have two methods for visualizing functions: arrow diagrams and graphs.
A third method, borrowed from mapmakers, is a contour map on which points of
constant elevation are joined to form contour lines, or level curves.

Level curves of a function f of two variables are curves with equations

f (x, y ) = k, where k is a constant in range of f .

Note that the level curves of a function are never intersecting to each other.

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 Chapter 1. Partial derivatives 2. Partial derivatives

Recall that given a function of one variable, f 0 (x) represents the rate of
change of the function as x changes. For functions of several variables,
what do we do if we only want one of the variables to change, or if we
want more than one of them to change?
Only one variable to change:
Definition
First-order partial derivative w.r.t. x:
∂f f (x0 +∆x,y0 )−f (x0 ,y0 )
∂x (x0 , y0 ) ≡ fx (x0 , y0 ) = lim∆x→0 ∆x

First-order partial derivative w.r.t. y :

∂f f (x0 ,y0 +∆y )−f (x0 ,y0 )
∂y (x0 , y0 ) ≡ fy (x0 , y0 ) = lim∆y →0 ∆y

∂f
Accordingly to compute for example ∂x , we need only to differentiate
mathematical expressions with respect to x and let all remaining letters in
the mathematical expressions constants in disguise. It is the same for
other variables.
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 Chapter 1. Partial derivatives 2. Partial derivatives

Similarly, we want to study higher order derivatives. Below is the definition

of second order partial derivatives.
∂2f
Second-order partial derivative w.r.t. x: ∂x 2
≡ fxx = (fx )x
∂2f
Second-order partial derivative w.r.t. y : ∂y 2
≡ fyy = (fy )y
∂2f
Second-order partial derivative w.r.t. x and y : ∂x∂y ≡ fxy = (fy )x
∂2f
Second-order partial derivative w.r.t. y and x: ∂x∂y ≡ fyx = (fx )y

Note that in general (fx )y 6= (fy )x .

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 Chapter 1. Partial derivatives 2. Partial derivatives

Below is an example of (fx )y 6= (fy )x .

Example

2 2
xy xx 2 −y

+y 2
if (x, y ) 6= (0, 0)
Let f (x, y ) = .

0 if (x, y ) = (0, 0)

We can verify that fxy (0, 0) = −1 6= fyx (0, 0) = 1.

Theorem (Clairaut theorem)

If f and its partial derivatives fx , fy , fxy , fyx are defined in an open set
containing (x0 , y0 ) then (fx )y (x0 , y0 ) = (fy )x (x0 , y0 ).

Note that, in the scope of this course, we will consider functions satisfying

(fx )y = (fy )x .

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 Chapter 1. Partial derivatives 2. Partial derivatives

All variables to change: • If x changes a small amount ∆x and y changes a small

amount ∆y , the net change in z = f (x, y ) is
∂f ∂f
× ∆x +
∆z = × ∆y
∂x ∂y
which is called the small increments formula. The differential form of the small
increments formula states that
∂f ∂f
dz = × dx + × dy
∂x ∂y
• If z = f (x, y ) is a constant, then dz = 0. At this stage, after rearrangement, we
have that
∂z
dy
= − ∂x
∂z
dx ∂y
This formula is called the implicit differentiation and is a useful tool to compute
the derivative of an implicit function.
Example
Write the tangent line to the curve according to the equation x 3 + y 3 = 6xy at
the point (3.3) ?
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 Chapter 1. Partial derivatives 2. Partial derivatives

Theorem (Chain rule)

Given a differential function f (x, y ).
If x = x(t), y = y (t), then clearly f can be expressed as a function in
terms of t and the derivative of f can be calculated by

df ∂f dx ∂f dy
= × + ×
dt ∂x dt ∂y dt
If x = x(s, t), y = y (s, t), then f is eventually a function in terms of
s and t and the partial derivatives of f can be calculated by

∂f ∂f ∂x ∂f ∂y
= × + ×
∂s ∂x ∂s ∂y ∂s

∂f ∂f ∂x ∂f ∂y
= × + ×
∂t ∂x ∂t ∂y ∂t

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 Chapter 1. Partial derivatives 2. Partial derivatives

Example
Suppose that f is a differential function of x and y . Given
g (u, v ) = f (e u + sinv , e u + cos v ). Use the table below to calculate
gu (0, 0) and gv (0, 0).

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 Chapter 1. Partial derivatives 3. Applications

Tangent plane.
Equation for the tangent plane to the surface at (x0 , y0 ) is

fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ) − 1 × (z − z0 ) = 0

where fx (x0 , y0 ) is the slope of T1 and fy (x0 , y0 ) is the slope of T2 .

Intuitively, if the tangent plane is parallel to the xy −plane then the partial
derivatives fx (x0 , y0 ) = fy (x0 , y0 ) = 0.

Example
Find an equation of the tangent plane to the surface z = x 3 y + 12x 2 − 8y at
point (1, 1, 5).
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 Chapter 1. Partial derivatives 3. Applications

Linear approximation.

We use the tangent plane to the surface according to the equation

z = f (x, y ) at the point P(x0 , y0 , z0 ) with z0 = f (x0 , y0 ) to approximate
the function f (x, y ) around (x0 , y0 ). That is,

f (x, y ) ≈ f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 )

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 Chapter 1. Partial derivatives 3. Applications

Example
The wave heights in the open sea depend on the speed of the wind and the length
of time that the wind has been blowing at that speed. Values of the function
h = f (v , t) are recorded in feet in the following table.

Use the table to find a linear approximation to the wave height function when v is
near 40 knots and t is near 20 hours. Then estimate the wave heights when the
wind has been blowing for 24 hours at 43 knots.

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 Chapter 1. Partial derivatives 3. Applications

Directional derivatives.
Gradient vector of f at (x0 , y0 )

∇f (x0 , y0 ) ≡ (fx (x0 , y0 ), fy (x0 , y0 ))

is orthogonal to the level curve f (x, y ) = k at (x0 , y0 ).

The slope of tangent line T to C at the point P is the rate of change of

z = f (x, y ) in the direction of the unit vector u = (a, b) and is evaluated by
Du (f )(x0 , y0 ) = h∇f (x0 , y0 ), ui.

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 Chapter 1. Partial derivatives 3. Applications

Notice also that the gradient vectors are long where the level curves are
close to each other and short where the curves are farther apart.

That’s because the length of the gradient vector is the value of the
directional derivative of f and closely spaced level curves indicate a steep
graph.

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 Chapter 1. Partial derivatives 3. Applications

Example
Near a buoy, the depth of a lake at the point with coordinates is

z = 200 + 0.02x 2 − 0.001y 3 ,

where x, y , z are measured in meters. A fisherman in a small boat starts at

the point (80, 60) and moves toward the buoy, which is located at (0, 0).

Is the water under the boat getting deeper or shallower when he departs?
Explain.

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 Chapter 1. Partial derivatives 3. Applications

Extreme points - Absolute maximum/minimum values.

So far we have studied about relative minimum and maximum in one variable
calculus. These concepts are the same for the case of multiple variable calculus.
It is worth recalling that

x0 is a local maximum (or minimum) if there is an ε > 0 such that f (x) ≤ f (x0 )
(f (x) ≥ f (x0 ), resp.) for all x in the vicinity centered at x0 with radius ε.

An extreme is either a local maximum or a local minimum.

Furthermore, if f (x) ≥ f (x0 ) (or f (x) ≤ f (x0 )) for all x in the domain of f then
f (x0 ) is called the absolute minimum (maximum, resp.) value.

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 Chapter 1. Partial derivatives 3. Applications

Unconstrained optimization.
Similarly optimization problem of real functions of several variables can be
extended from that of one variable. Let’s look at the three particular
surfaces:
Example
Graph of the function f (x, y ) = x 2 + y 2 has the shape of a paraboloid
opened upwards.

(x = 0, y = 0) is called a minimum of f . Note that the tangent plane to

the surface at the minimum point is the xy −plane and the surface is
convex, which means it holds water in itself.
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 Chapter 1. Partial derivatives 3. Applications

Example
Graph of the function f (x, y ) = −x 2 − y 2 has the shape of a paraboloid
opened downwards

(x = 0, y = 0) is called the maximum of f . Note that the tangent plane to

the surface at the maximum point is the xy −plane and the surface is
concave, which means it pours water.

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 Chapter 1. Partial derivatives 3. Applications

Example
Graph of the function f (x, y ) = x 2 − y 2 has the shape of a hyperbolic
paraboloid

(x = 0, y = 0) is called the saddle point or minimax point of f . This

surface is neither convex nor concave at (0, 0). We can relate this minimax
point to the point of inflection x = 0 of function f (x) = x 3 .

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 Chapter 1. Partial derivatives 3. Applications

Steps to solve the unconstrained problem Min/Max z = f (x, y )

[Fermat’s necessary condition] Find the candidates (x0 , y0 ) of the function f
by solving the simultaneous system fx = fy = 0
[Sufficient condition investigating the concavity of the function] Classify the
candidates as minimum or maximum or saddle points by determining
∆ = fxx (x0 , y0 ) × fyy (x0 , y0 ) − fxy2 (x0 , y0 ). If
∆ < 0 then (x0 , y0 ) is the saddle point.
∆ > 0 then (x0 , y0 ) is the local minimum if fxx (x0 , y0 ) > 0 and is the
local maximum if fxx (x0 , y0 ) < 0. [Note that if ∆ does not consist of
either x0 or y0 then minimum/maximum obtained will be global]
∆ = 0 then no conclusion is stated yet. To get further information, we
have to consider δ = f (x, y ) − f (x0 , y0 ). If
δ ≤ 0 for all x, y then (x0 , y0 ) is a maximum

δ ≥ 0 for all x, y then (x0 , y0 ) is a minimum

Otherwise, (x0 , y0 ) is a saddle point.

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 Chapter 1. Partial derivatives 3. Applications

Example
Find the critical points and classify as local minimum, local maximum, or
saddle point.
a. f (x, y ) = x 3 y + 12x 2 − 8y

b. f (x, y ) = x 2 + y 2 − 2xy + 2x − 2y

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 Chapter 1. Partial derivatives 3. Applications

Theorem (Weiertrass theorem)

If f is continuous on a closed, bounded D ⊂ IR2 then f attains an absolute
minimum value and an absolute maximum value.
Accordingly to find the absolute minimum and maximum values of a
continuous function over a closed and bounded set D, we are seeking for
the values of f at critical points of D,

the values of f on the boundary of D.

The largest value of the values above is the maximum value and smallest
value of the values above is the minimum value of f .

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 Chapter 1. Partial derivatives 3. Applications

Example
Find the absolute maximum and absolute minimum values of
f (x, y ) = x + y − xy over the closed triangle with vertices O(0, 0),
A(0, 2), and B(4, 0).

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 Chapter 1. Partial derivatives 3. Applications

Constrained optimization.

Steps to solve the problem Min/Max z = f (x, y ) provided that g (x, y ) = c

Construct the Lagrangian function L(x, y , λ) = f (x, y ) − λ × [g (x, y ) − c],

in which λ is called the Lagrange multiplier

Solve simultaneous system Lx = Ly = Lλ = 0 to find the extreme point

(x0 , y0 )

Notice: This method is to find minimum, maximum points in the case they exist.

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 Chapter 1. Partial derivatives 3. Applications

Example
a. A contour map of f and a curve with equation g (x, y ) = 8. Make use
of these level curves to estimate the maximum and minimum values
of f subject to g (x, y ) = 8.

b. Find the maximum and minimum values of f (x, y ) = x 2 + y 2 subject

to xy = 1.

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 Chapter 2. Multiple integrals

Outline of the chapter:

1. Double integrals over a rectangle.

Approximation of the volume of a solid by the Riemann sum of

volumes’ unit boxes
Iterated integrals over a rectangle - Fubini theorem
2. Double integrals over a general flat region.
Approximation of the volume of a solid by the Riemann sum of
volumes’ unit cylinders
Iterated integrals over a general region - Fubini theorem
Double integrals over the whole or a part of disk/washer - Method of
changing coordinates
3. Triple integrals over box.
4. Triple integrals over a solid.

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 Chapter 2. Multiple integrals Double integrals over a rectangle

Volume of a solid enclosed by a part of the surface according to the

equation z = f (x, y ) ≥ 0 over a rectangle R = [a, b] × [c, d] is
approximated by the sum of small boxes whose base is obtained by
dividing the rectangle R into m × n small rectangles with the length of
each side ∆x = b−am and ∆y = n :
d−c

m X
X n
V ≈ f (xij∗ , yij∗ ) × ∆Aij
i=1 j=1
where ∆Aij = ∆x × ∆y is the area of the small rectangle Rij .

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 Chapter 2. Multiple integrals Double integrals over a rectangle

Example
a. Estimate the volume of the solid that lies below the surface
z = x 2 + y 2 and above the rectangle R = [0, 1] × [−1, 1].

1 − 3x 2 − y 2 dA.
RR

b. Estimate the double integral [0,1]×[−1,1]

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 Chapter 2. Multiple integrals Double integrals over a rectangle

Intuitively, it is more likely that the more the number of rectangles, the better the
approximation. Furthermore, if f is continuous on R then the volume can be
calculated exactly by letting m, n → ∞. That is,
m=∞
X n=∞
X
V = f (xij∗ , yij∗ ) × ∆Aij .
i=1 j=1

The double sum in the latter occurs frequently, not just in finding volumes but in
a variety of other situations when f is not a non negative function. So we make
the following definition.
ZZ m=∞
X n=∞
X
f (x, y )dA = f (xij∗ , yij∗ ) × ∆Aij .
R i=1 j=1

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 Chapter 2. Multiple integrals Iterated integrals

However, the double sum is more likely too hard to compute. So we

attempt an other approach to the volume problem, for example, by slicing
the solid into small cylinders.

Z b Z d
V = A(x)dx = A0 (y )dy
a c
RR RbRd Rd Rb
Accordingly, R f (x, y )dA = a c f (x, y )dydx = c a f (x, y )dxdy (the
Fubini formula), which are called iterated integrals.

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 Chapter 2. Multiple integrals Iterated integrals

Example
a. Evaluate the volume of the solid that lies below the surface
z = x 2 + y 2 and above the rectangle R = [0, 1] × [−1, 1],

b. Evaluate the double integral [0,1]×[−1,1] 1 − 3x 2 − y 2 dA.

RR

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 Chapter 2. Multiple integrals Double integrals over a general region

We are interested in extending the concept of double integral over a

rectangle to double over a general region by considering an auxiliary
function over the rectangle confining the region of interest.


f (x, y ) if (x, y ) ∈ D
F (x, y ) =
0 if (x, y ) ∈ IR\D
RR RR
Thus, we can obtain that D f (x, y )dA = R F (x, y )dA.

Note that the integral over D is not affected by choosing rectangle R.

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 Chapter 2. Multiple integrals Double integrals over a general region

To create a rectangle R which covers D, we are ought to firstly classify D into

two types:

Theorem (Fubini theorem)

ZZ Z b Z g2 (x) Z d Z h2 (y )
f (x, y )dA = f (x, y )dydx = f (x, y )dxdy
D a g1 (x) c h1 (y )

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 Chapter 2. Multiple integrals Double integrals over a general region

If D is not one of either type, we can divide D into a finite number of sub
regions so that each sub region is of either type 1 or type 2.

Theorem
ZZ ZZ ZZ ZZ
f (x, y )dA = f (x, y )dA + f (x, y )dA + · · · + f (x, y )dA
D D1 D2 Dk

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 Chapter 2. Multiple integrals Double integrals over a general region

Example

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 Chapter 2. Multiple integrals Double integrals over a general region

It is worth noting that although Fubini formula enables us to process

double integrals by either order, choosing order of integrating should be
taken into account with care.
Example
R1R3 2
a. Evaluate 0 3y e x dxdy

R4R2 1
b. Evaluate √
0 x y 3 +1 dydx.

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 Chapter 2. Multiple integrals Double integral over a disk/washer

In particular, if D is the whole or a part of a disk/washer then the task of

computation of a double integral can be cut down considerably by
changing rectangle coordinates into polar coordinates:

Remember that the relationship between xy coordinates and polar

coordinates is x = r cos θ, y = r sin θ, and x 2 + y 2 = r 2 .

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 Chapter 2. Multiple integrals Double integral over a disk/washer

Theorem
If f is continuous on a polar rectangle R given by
0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β where 0 ≤ β − α ≤ 2π then
ZZ Z β Z b
f (x, y )dA = f (rcosθ, rsinθ)rdrdθ
R α a

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 Chapter 2. Multiple integrals Double integral over a disk/washer

Example
Sketch the region whose area is given by the integral and evaluate the
integral.

R π/4 R 3
a. −π/2 2 r 2 drdθ

R π/4 R 2cosθ
b. −π/4 0 rdrdθ.

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 Chapter 2. Multiple integrals Triple integrals

By analogy with the definition of double integral, we define a triple

integral over a box B = [a, b] × [c, d] × [r , s] as a triple sum

ZZZ m=∞
X n=∞
X l=∞
X
∗ ∗ ∗
f (x, y , z)dV = f (xijk , yijk , zijk ) × ∆Vijk .
B i=1 j=1 k=1

Theorem (Fubini theorem)

ZZZ Z bZ dZ s Z dZ bZ s Z sZ dZ b
f (x, y , z)dV = f (x, y , z)dzdydx = f (x, y , z)dzdxdy = f (x, y , z)dxdydz.
B a c r c a r r c a

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 Chapter 2. Multiple integrals Triple integrals

Triple integral over a solid E = {(x, y , z)|(x, y ) ∈ D, u1 (x, y ) ≤ z ≤ u2 (x, y )}

ZZZ Z Z "Z u2 (x,y )
#
f (x, y , z)dV = f (x, y , z)dz dA
E D u1 (x,y )

Note that the formula is established when D is located on the xy −plane. We can
also construct a similar formula for triple integral over a solid whose base D is
located on either yz−plane or xz−plane.

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 Chapter 2. Multiple integrals Triple integrals

In particular, if the solid of interest is the whole or a part of a sphere then

we can use spherical coordinates to process the integral.

Triple integral over a solid E = {(ρ, θ, Φ)|a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ Φ ≤ d}

ZZZ Z d Z β Z b
f (x, y , z)dV = f (ρ sin Φ cos θ, ρ sin Φ sin θ, ρ cos Φ)ρ2 sinΦdρdθdΦ
E c α a

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 Chapter 2. Multiple integrals Triple integrals

Example
Prove that the volume of a sphere centered at (0, 0, 0) with radius R
3
is 4πR
3

Evaluate the volume of the solid that lies below the surface
p
z1 = x 2 + y 2 and above z2 = x 2 + y 2

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 Chapter 3. Line integrals

Outline of the chapter:

1. Line integrals of Type 1
Parametric equation of curve in plane and in space.
Area of a fence along a curve.
Line integrals of Type 1.
Green theorem.
2. Line integrals of Type 2
Vector fields.
Work done by a force field acting on a particle.
Line integrals of Type 2.

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 Chapter 3. Line integrals Parametric equations

So far we have described plane curves by giving as a function of x or as a

function of y or by giving a relation between x and y that defines y implicitly as a
function of x. However, some curves are best handled when both x and y are
given in terms of a third variable called a parameter t.

Each value of t determines a point (x(t), y (t)) in a coordinate plane or a point

(x(t), y (t), z(t)) in a coordinate space. As t varies, the point moves and traces
out a curve which is called parametric curve. The parameter t can be anything,
like time variable, selling price variable, and so on.

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 Chapter 3. Line integrals Parametric equations

Example
Sketch and identify the curve by parametric equation:
a. x = t 3 , y = t + 1, −1 ≤ t ≤ 1

b. x = cos t, y = sin t, 0 ≤ t ≤ 2π

c. x = cos 2t, y = sin 2t, 0 ≤ t ≤ 2π

As you will evidence from the example, different sets of parametric

equations can represent the same curve.

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 Chapter 3. Line integrals Parametric equations

Vector function of a parametric curve

in plane: r (t) = x(t)i + y (t)j ≡ ((x(t)), y (t))

its derivative r 0 (t) = x 0 (t)i + y 0 (t)j ≡ ((x 0 (t)), y 0 (t))

in space: r (t) = x(t)i + y (t)j + z(t)k ≡ ((x(t)), y (t), z(t))

its derivative r 0 (t) = ((x 0 (t)), y 0 (t), z 0 (t))

Curves are smooth when r 0 (t) exists.

Recall that the linear approximation of the curve r (t) around t0 is

r (t) − r (t0 ) ≈ r 0 (t0 )(t − t0 ) ⇒ kr (t) − r (t0 )k ≈ kr 0 (t0 )k |t − t0 | .

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 Chapter 3. Line integrals Line integral of type 1

Area of one side of the fence whose base is a curve C given by a

parametric equation r (t) = (x(t), y (t)), a ≤ t ≤ b and whose height is
f (x, y ) > 0 is estimated by the Riemann sum
n
X
A≈ f (xi∗ (ti∗ ), yi∗ (ti∗ ))∆si
i=0

If f is continuous on curve C then it is shown that

n=∞
X n=∞
X
A= f (xi∗ (ti∗ ), yi (ti∗ ))∆si = f (xi∗ (ti∗ ), yi (ti∗ ))kr 0 (ti∗ )k∆ti .
i=0 i=0
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 Chapter 3. Line integrals Line integral of type 1

The sum in the latter equation occurs frequently, not just in finding areas but in a
variety of other situations when f is not a positive function. So we make the
following definition of line integral of type 1 of a continuous scalar function
over a smooth curve:
in plane C = {(x(t), y (t))|a ≤ t ≤ b}

Z n=∞ Z b Z b q
∗ ∗ ∗ 0
X
f (x, y )ds ≡ f (xi (ti ), yi (ti ))∆si = f (x(t), y (t)) kr (t)kdt = f (x(t), y (t)) (x 0 (t))2 + (y 0 (t))2 dt
C i=0 a a

in space C = {(x(t), y (t), z(t))|a ≤ t ≤ b}

Z Z b Z b q
0
f (x, y , z)ds = f (x(t), y (t), z(t)) kr (t)kdt = f (x(t), y (t), z(t)) (x 0 (t))2 + (y 0 (t))2 + (z 0 (t))2 dt
C a a

Note that if C is not a smooth curve but smooth piece-wise curve then we have
R R R R
that c = C1 + C2 + · · · + Ck , where Ci are smooth curves and
C = C1 ∪ C2 ∪ · · · ∪ Ck .

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 Chapter 3. Line integrals Line integral of type 1

Example
R
Evaluate the line integral C fds in the following cases:
a. f (x, y ) = x 2 − y 3 , r (t) = (t, 2t), 0 ≤ t ≤ 1.

b. f (x, y ) = x 2 − y 3 , where C are line segments connecting (0, 0), (2, 0)

and (4, 2).

c. f (x, y , z) = x + y − z, r (t) = (2t, 3t, −t), −1 ≤ t ≤ 1.

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 Chapter 3. Line integrals Line integrals of type 2

Vector fields
A vector field is a function whose domain is a set of points in IR2 (or IR3 ) and
whose range is a set of vectors in V2 (or V3 ).
in plane: Let D be a set in R 2 (a plane region). A vector field on IR2 is a
function F that assigns to each point (x, y ) ∈ D a two dimensional vector
F (x, y ) and

F = P(x, y )i + Q(x, y )j = (P(x, y ), Q(x, y ))

in space: Let D be a set in R 3 (a plane region). A vector field on IR3 is a

function F that assigns to each point (x, y , z) ∈ D a three dimensional
vector F (x, y , z) and

F = P(x, y , z)i+Q(x, y , z)j+R(x, y , z)k = (P(x, y , z), Q(x, y , z), R(x, y , z))

Example. Sketch some vectors of the vector fields defined by F (x, y ) = xi + yj

and F (x, y , z) = zi − yj + xk.
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 Chapter 3. Line integrals Line integrals of type 2

Conservative vector fields

A vector field F is called a conservative vector field if it is the gradient of some
scalar function, that is, if there exists a function such that F = ∇f . In this
situation f is called a potential function for F .

Not all vector fields are conservative, but such fields do arise frequently in
physics. For example, the gravitational force field between two objects with
masses m and M is
−mMGx −mMGy −mMGz
F (x, y , z) = 2 i+ 2 j+ 2 k
(x + y 2 + z 2 )3/2 (x + y 2 + z 2 )3/2 (x + y 2 + z 2 )3/2
is conservative where G is the gravitational constant.

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 Chapter 3. Line integrals Line integrals of type 2

Work done by acting a constant force F that moves on object from a point P to
~
a point Q: W = F · D, where D = PQ.
in plane F = F (r (t)) = F (x(t), y (t))
n
X
W ≈ F (r (ti∗ )) · r 0 (ti∗ )∆ti
i=0

in space F = F (r (t)) = F (x(t), y (t), z(t))

n
X
W ≈ F (r (ti )) · r 0 (ti∗ )∆ti
i=0
0
Recall that r (t) − r (t0 ) ≈ r (t0 ) × (t − t0 ).

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 Chapter 3. Line integrals Line integrals of type 2

Analogously, line integral of type 2 of a continuous vector function F

over a smooth curve C = {r (t)|a ≤ t ≤ b}
in plane F (x, y ) = P(x, y )i + Q(x, y )j and F (r (t)) = F (x(t), y (t))

Z n=∞ Z b Z
∗ 0 ∗ 0
X
Fdr = F (r (ti )) · r (ti )∆ti = F (r (t)) · r (t)dt ≡ Pdx + Qdy
C i=0 a C

in space F (x, y , z) = P(x, y , z)i + Q(x, y , z)j + R(x, y , z)k and F (r (t)) = F (x(t), y (t), z(t))

Z n=∞ Z b Z
0 ∗ 0
X
Fdr = F (r (ti )) · r (ti )∆ti = F (r (t)) · r (t)dt ≡ Pdx + Qdy + Rdz
C i=0 a C

Note that if C is not a smooth curve but smooth piece-wise curve then we have
R R R R
that c = C1 + C2 + · · · + Ck , where Ci are smooth curves and
C = C1 ∪ C2 ∪ · · · ∪ Ck .

Caveat: Although not mentioned in lecture notes, the direction of vector F is of

R R
course important! Notice that C F · dr = − −C F · dr .

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 Chapter 3. Line integrals Line integrals of type 2

Example
R
Evaluate the line integral C F · dr in the following cases:
a. F (x, y ) = (x − y , x + y ), r (t) = (t, 2t), 0 ≤ t ≤ 1.

b. F (x, y ) = (x − y , x + y ), where C travels along line segments from

(0, 0) to (2, 0) and then (4, 2).

c. F (x, y , z) = (x, −z, y ), r (t) = (2t, 3t, −t), −1 ≤ t ≤ 1.

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 Chapter 3. Line integrals Line integrals of type 2

Theorem (Fundamental theorem for Line integrals)

Let C be a smooth curve given by the vector function r (t), a ≤ t ≤ b. Let f be a
differentiable function of two or three variables whose gradient vector ∇f is
continuous on C . Then
Z
∇f · dr = f (r (b)) − f (r (a)).
C

Consequently, suppose C1 and C2 are two piecewise-smooth curves (which are

called paths) that have the same initial point and terminal point. If ∇f is
continuous then
Z Z
∇f · dr = ∇f · dr .
C1 C2

In other words, the line integral of a conservative vector field depends only on the
initial point and terminal point of a curve. As a result, if a conservative vector
H H
field F is continuous, C F · dr = 0. [ C denotes the integral over closed curve C .]

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 Chapter 3. Line integrals Line integrals of type 2

Green’s theorem can be seen as completely analogous to the fundamental

theorem, but for two dimensions.

Theorem (Green theorem)

Let C be a positively oriented, piecewise-smooth, simple closed curve in the plane
and let D be the region bounded by C . If P and Q have continuous partial
derivatives on an open region that contains D, then
I ZZ
Pdx + Qdy = (Qx − Py ) dA.
C D
H
Ex. Evaluate the integral C F · dr , where F = (x − y , x + y ) and C is the circle
with center origin and radius 2 oriented in the counter clockwise direction.
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 Chapter 4. Surface integrals Surface integral of type 1

Outline of the chapter:

1. Surface integrals of Type 1.

2. Surface integrals of Type 2.

Stokes theorem.

Divergence theorem.

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 Chapter 4. Surface integrals Surface integral of type 1

Parametric surfaces r (u, v ) = x(u, v )i + y (u, v )j + z(u, v )k, (u, v ) ∈ D

Area of a surface over a region D can be approximated by

m X
X n m X
X n m X
X n
A(S) ≈ ∆Sij = kru × rv k∆u∆v ≡ kru × rv kdA
i=1 j=1 i=1 j=1 i=1 j=1

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 Chapter 4. Surface integrals Surface integral of type 1

Integral surface of type 1 of a continuous scalar function f over a smooth

surface S is defined by
ZZ m=∞
X n=∞
X ZZ
f (x, y , z)dS = f (Pij∗ )∆Sij = f (r (u, v )) kru × rv k dA
S i=1 j=1 D

where the parametric surface is given by

r (u, v ) = x(u, v )i + y (u, v )j + z(u, v )k, (u, v ) ∈ D.

Remember that the cross vector ru × rv is the normal vector of the plane
containing ru and rv .

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 Chapter 4. Surface integrals Surface integral of type 1

Example
Evaluate the following integrals:
RR
a. S (x + y + z)dS, where S is the parallelogram with parametric
equations x = u + v , y = u − v , z = 1 + 2u + v , 0 ≤ u ≤ 2, 0 ≤ v ≤ 1.

2
+ y 2 )dS, where S is the surface with vector equation
RR
b. S (x
r (u, v ) = 2uv , u 2 − v 2 , u 2 + v 2 , u 2 + v 2 ≤ 1.

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 Chapter 4. Surface integrals Surface integrals of type 2

To define integrals of vector fields through surfaces, we need naturally to

rule out non-oriented surfaces.

A surface S is oriented if it is possible to choose a unit normal vector n~ at

every point such that n~ varies continuously over S.

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 Chapter 4. Surface integrals Surface integrals of type 2

Suppose that the velocity of a fluid in space described by F (x, y , z). Let S be a
smooth surface in space. The flux across S is the volume of fluid crossing S per
unit time.

Volume = height × base area = |F | cos θ × dS = |F ||~

n| cos θ × dS = (F · n~)dS

Total flux through the surface is

ru × rv
ZZ ZZ ZZ ZZ
F · d S~ ≡ (F · n~)dS = F· dS = F · (ru × rv )dA,
S S S kru × rv k D

Note that for the formula to apply, the normal vector must be consistent with the
surface’s orientation.
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 Chapter 4. Surface integrals Surface integrals of type 2

Orientation of surface

If S is a closed surface, by convention, we choose the normal vector to point

outward from the surface.
S is oriented outward: S Fd S~ = D F · (ru × rv )dA
RR RR

S is oriented inward: S Fd S~ = D F · (rv × ru )dA

RR RR

If S is given explicitly by the equation z = f (x, y ) then

S is oriented upward:, i.e. the kth component of the normal vector is
positive:
Fd S~ = D F · (−zx i − zy j + k)dA
RR RR
S
S is oriented downward:, i.e. the kth component of the normal vector
is negative:
Fd S~ = D F · (zx i + zy j − k)dA
RR RR
S

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 Chapter 4. Surface integrals Surface integrals of type 2

Example
F · d S~
RR
Evaluate the the integral S
a. where F (x, y , z) = xyi + yzj + xzk and S is the part of the paraboloid
z = 4 − x 2 − y 2 that lies above the square [0, 1] × [0, 1], and has
upward orientation.

b. where F (x, y , z) = −xi − yj + z 3 k and S is the part of the cone

p
z = x 2 + y 2 between the planes z = 1 and z = 3 with downward
orientation.

c. where F (x, y , z) = xi − zj + yk and S is the part of the sphere

x 2 + y 2 + z 2 = 4 in the first octant with orientation toward the origin.

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 Chapter 4. Surface integrals Surface integrals of type 2

Theorem (Stokes theorem)

Let S be an oriented piecewise-smooth surface that is bounded by a
simple, closed, piecewise-smooth boundary curve C with positive
orientation. Let F be a vector field whose components have continuous
partial derivatives on an open region in space that contains S. Then
Z ZZ
F · dr = ~
curlF · d S,
C S

where curlF ≡ ∇ × F = (Ry − Qz )i + (Pz − Rx )j + (Qx − Py )k.

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 Chapter 4. Surface integrals Surface integrals of type 2

Theorem (Divergence theorem)

Let E be a simple solid region and let S be the boundary surface of E ,
given with positive (outward) orientation. Let F be a vector field whose
component functions have continuous partial derivatives on an open region
that contains E . Then
ZZ ZZZ
F · d S~ = divFdV ,
S E

where divF = Px + Qy + Rz .

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 Chapter 4. Surface integrals Surface integrals of type 2

Example
Evaluate the integral surface
a. C F · dr where F (x, y , z) = (x + y 2 )i + (y + z 2 )j + (z + x 2 )k
R

and C is a closed curve traveling around the triangular region with

vertices (1, 0, 0), (0, 1, 0), and (0, 0, 1) oriented counter clockwise.

F · d S~ where F (x, y , z) = (x + y 2 )i + (y + z 2 )j + (z + x 2 )k and

RR
b. S
S is the surface of the box bounded by the coordinate planes
and the planes x = 1, y = 2, z = 3 oriented outward.

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 Chapter 4. Surface integrals Surface integrals of type 2

To be continued ...

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