OrigicalCorrect MTH303 Lecture Notes
OrigicalCorrect MTH303 Lecture Notes
iii
iv CONTENTS
Multiple Integrals
Suppose we have a region in the plane R and a function f (x, y). Then the double inte-
gral ZZ
f (x, y) dA
R
is defined as follows. Divide the region R into small pieces, numbered from 1 to n. Let ∆Ai
be the area of the ith piece and also pick a point (xi , yi ) in that piece. The figure (Figure
1) shows a region R divided into small pieces and shows the ith piece with its area, and
choice of a point in the little region.
Figure 1:
Here, the limit is taken by letting the number of pieces go to infinity and the area of each
piece go to 0. There are technical requirements that the limit exist and be independent of
the specific limiting process.
If f (x, y) ≥ 0, then the volume V of the solid that lies above the rectangle R and be-
low the surface z = f (x, y) is ZZ
V = f (x, y) dA.
R
(5.) If we integrate the constant function f (x, y) = 1 over a region D, we get the area of
D: ZZ
1 dA = A(D).
D
EXERCISES
(a) Evaluate the following double integrals by first identifying them as the volumes of
solids.
RR RR
(i) R 3 dA, R = {(x, y)| − 2 ≤ x ≤RR2, 1 ≤ y ≤ 6}, (ii) R (5 − x) dA, R =
{(x, y)| 0 ≤ x ≤ 5, 0 ≤ y ≤ 3}, (iii) R (4 − 2y) dA, R = [0, 1] × [0, 1].
RR
(b) If f is a constant function, f (x, y) = k and R = [a, b] × [c, d], show that R k dA =
k(b − a)(d − c)
1
RR
(c) Use the result
1 1 1 of question b to show that 0 ≤ R sin(πx) cos(πy) dA ≤ 32 , where
R = 0, 4 × 4 , 2 .
vi CONTENTS
The integral on the right side of Equation (2) is called an iterated integral. Usually the
brackets are omitted and thus
Z Z b d Z "Z #
b d
f (x, y)dydx = f (x, y)dy dx (3)
a c a c
means that we first integrate with respect to y from c to d and then with respect to from
a to b.
Similarly, the iterated integral
Z Z d b Z "Z #
d b
f (x, y)dxdy = f (x, y)dx dy (4)
c a c a
means that we first integrate with respect to x (holding y fixed) from x = a to x = b and
then we integrate the resulting function of y from y = c to y = d.
Example 1. Evaluate the iterated integrals.
Z 3Z 2 Z 2Z 3
(i) x2 ydydx, (ii) x2 ydxdy
0 1 1 0
Solution:
(i) Regarding x as a constant, we obtain
"Z #
Z 3Z 2 Z 3 2
x2 ydydx = x2 ydy dx
0 1 0 1
3
3
x3
Z
3 2 27
= x dx = =
0 2 2 2
0
0.1. DOUBLE INTEGRALS vii
2
2
y2
Z
27
= 9ydy = 9 = .
1 2 2
1
Example 2. Find the volume of solid S that is bounded by the elliptic paraboloid x2 +
2y 2 + z = 16, the plane x = 2, y = 2, and the three coordinate planes.
Solution: S is the solid that lies under the surface z = 16 − x2 − 2y 2 and above the square
R = [0, 2] × [0, 2].
ZZ Z 2Z 2
16 − x2 − 2y 2 dA = 16 − x2 − 2y 2 dxdy
R 0 0
x=2
Z 2h
1 i
= 16x − x3 − 2y 2 x dy
0 3
x=0
! " # 2
Z 2
88 2 88 4 3
= − 4y dy = y− y = 48
0 3 3 3
0
Suppose that f (x, y) = g(x)h(y) and R = [a, b] × [c, d], then the double integral can be
written as a product of two single integrals:
ZZ Z b Z d
V = g(x)h(y) dA = g(x)dx h(y)dy,
R b c
EXERCISES
(a) Calculate the iterated integral.
R 3 R π2 R3R5 ln y
y + y 2 cos(x) dxdy,
(i) −3 0 (ii) 1 5 xy dydx
(d) Find the volume of the solid lying under the elliptic paraboloid x2 /4 + y 2 /9 + z = 1
and above the rectangle R = [−1, 1] × [−2, 2]
Example 3. Evaluate
ZZ
(x + 2y) dA,
D
Figure 2:
This is a type I region (Figure 2) but not a type II region and we can write
Since the lower boundary is y = 2x2 and the upper boundary is y = 1 + x2 , therefore we
have
ZZ Z 1 Z 1+x2
(x + 2y) dA = (x + 2y)dydx
D −1 2x2
0.1. DOUBLE INTEGRALS ix
" #y=1+x2
Z 1
= xy + y 2 dx
−1
y=2x2
Z 1
32
= (−3x4 − x3 + 2x2 + x + 1) = .
−1 15
Example 4. Find the volume of the solid that lies under the paraboloid z = x2 + y 2 and
above the region D in the xy-plane bounded by the line y = 2x and the parabola y = x2 .
Solution 1;
Figure 3:
Solution 2:
Figure 4:
EXERCISES
Double integrals in (x, y) coordinates which are taken over circular regions, or have inte-
grands involving the combination x2 + y 2 , are often better done in polar coordinates:
ZZ ZZ
f (x, y) dA = g(r, θ) drdθ
R R
This involves introducing the new variables r and θ, together with the equations relating
them to x, y in both the forward and backward directions:
p y
r = x2 + y 2 , θ = tan−1 , x = r cos θ, y = r sin θ.
x
Thus, 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 r cos θ, r sin θ rdrdθ
R α a
xii CONTENTS
Example 5. Evaluate ZZ
(3x + 4y 2 ) dA,
R
where R is the region in the upper half-plane bounded by the circle x2 +y 2 = 1 and x2 +y 2 =
4.
Solution: The region R can be described as
Figure 5:
15θ 15 π 15π
= 7 sin θ + − sin 2θ = .
2 4 0 2
then
ZZ Z β Z h2 (θ)
f (x, y) dA = f r cos θ, r sin θ rdrdθ.
D α h1 (θ)
Figure 6:
Example 6. Use a double integral to find the area enclosed by one loop of the four-leaved
rose r = cos 2θ.
Solution:
xiv CONTENTS
Figure 7:
So the area is
ZZ Z π/4 Z cos 2θ
A(D) = dA = rdrdθ
D −π/4 0
Example 7. Find the volume of the solid that lies under the paraboloid z = x2 + y 2 , above
the xy-plane, and inside the cylinder x2 + y 2 = 2x.
Solution: The solid lies above the disk D whose boundary circle has equation x2 +y 2 = 2x
(Figure 8).
0.1. DOUBLE INTEGRALS xv
Figure 8:
Thus we have
" #2 cos θ
π/2 2 cos θ π/2
r4
ZZ Z Z Z
2 2 2
V = x +y dA = r rdrdθ = dθ
D −π/2 0 −π/2 4
0
!2
Z π/2 Z π/2 Z π/2
4 4 1 + cos 2θ
=4 cos θdθ = 8 cos θdθ = 8 dθ
−π/2 0 0 2
" #
Z π/2
1 3π
=2 1 + 2 cos 2θ + 1 + cos 4θ dθ = .
0 2 2
EXERCISES
(ii) The region enclosed by both of the cardioids r = 1 + cos θ and r = 1 − cos θ
(iii) The region inside the circle (x − 1)2 + y 2 = 1 and outside the circle x2 + y 2 = 1.
(b) Use polar coordinates to find the volume of the given solid.
p
(i) Under the cone z = x2 + y 2 and above the disk x2 + y 2 ≤ 4
p
(ii) Above the cone z = x2 + y 2 and below the sphere x2 + y 2 + z 2 = 1.
The area of the surface with equation z = f (x, y), (x, y) ∈ D, where fx and fy are contin-
uous is
ZZ q
2 2
A(S) = fx (x, y) + fy (x, y) + 1 dA.
D
If we use the alternative notation for partial derivatives, we can rewrite the formula as
s 2 2
ZZ
∂z ∂z
A(S) = 1+ + dA.
D ∂x ∂y
Example 8. Find the surface area of the part of the surface z = x2 + 2y that lies above
the triangular region T in the xy-plane with vertices (0, 0), (1, 0), and (1, 1)
Figure 9:
Z 1 p 1 √
= x 4x2 + 5dx = 27 − 5 5 .
0 12
Example 9. Find the area of the part of the paraboloid z = x2 + y 2 that lies under the
plane z = 9.
we have
ZZ q ZZ q
2 2
A= 1 + 2x + 2y dA = 1 + 4 x2 + y 2 dA
D D
xviii CONTENTS
Figure 10:
Divide the intervals [a, b], [c, d], and [r, s] into l, m, and n subintervals of equal widths
∆x, ∆y, ∆z respectively. The planes through the end points of these subintervals parallel
to the coordinate planes divide the box B into l, m, n sub-boxes
∗ , z ∗ ),
Each sub-box has volume ∆V = ∆x∆y∆z. If we choose the sample point to be (x∗ijk , yijk ijk
we get an expression for the triple integral as follows:
ZZZ l X
X m X
n
f (x∗ijk , yijk
∗ ∗
V = f x, y, z dV = lim , zijk )∆V.
B l,m,n→∞
i=1 j=1 k=1
The practical method for evaluating triple integrals is to express them as iterated integrals
as follows.
Solution:
ZZZ Z 3Z 2 Z 1
xyz 2 dV = xyz 2 dxdydz
B 0 −1 0
3
3z 2
Z
27
dz = .
0 4 4
Solution: The solid region is shown in Figure 11 and one of its projection D onto the
xy-plane in Figure 12.
Figure 11:
0.2. TRIPLE INTEGRALS xxi
Figure 12:
The lower boundary of the tetrahedron is the plane z = 0 and the upper boundary is the
plane x + y + z = 1, (or z = 1 − x − y), so we have
E = {(x, y, z)| 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 − x, 0 ≤ z ≤ 1 − x − y}, (6)
Thus we have ZZZ Z 1 Z 1−x Z 1−x−y
1
z dV = zdzdydx = .
E 0 0 0 24
EXERCISES
(ii) ZZZ
z
dV,
E x2 + z2
xxii CONTENTS
where
E = {(x, y, z)| 1 ≤ y ≤ 4, y ≤ z ≤ 4, 0 ≤ x ≤ z},
(iii)
ZZZ
6xy dV,
E
where E lies under the plane z = 1 + x + y and above the region in the xy-plane
√
bounded by the curves y = x, y = 0, and x = 1.
(b) Use a triple integral to find the volume of the given solid.
(i) The tetrahedron enclosed by the coordinate planes and the plane 2x + y + z = 4.
(ii) The solid enclosed by the cylinder x2 + z 2 = 4 and the planes y = −1 and y + z = 4.
Figure 13 enables us to recall the connection between polar and Cartesian coordinates.
Figure 13:
0.2. TRIPLE INTEGRALS xxiii
If the point P has Cartesian coordinates (x, y) and polar coordinates (r, θ), then from the
figure,
x = r cos θ, y = r sin θ,
y
r 2 = x2 + y 2 , tan θ = .
x
Figure 14:
y
r2 = x2 + y 2 , tan θ = , z = z.
x
xxiv CONTENTS
Suppose that E is a type 1 region whose projection D onto the xy-plane is conveniently
described in polar coordinates (Figure 15).
Figure 15:
Solution: This iterated integral is a triple integral over the solid region
p p p
E = {(x, y, z)| − 2 ≤ x ≤ 2, − 4 − x2 ≤ y ≤ 4 − x2 , − x2 + y 2 ≤ z ≤ 2},
Figure 16:
Therefore we have
√
Z 2Z 4−x2 Z 2 ZZZ
2 2
√ √ (x + y )dzdydx = (x2 + y 2 ) dV =
−2 − 4−x2 x2 +y 2 E
Z 2π Z 2Z 2
16
= r2 rdzdrdθ = π.
0 0 r 5
xxvi CONTENTS
EXERCISES
Figure 17:
0.2. TRIPLE INTEGRALS xxvii
where ρ = |OP | is the distance from the origin to P, θ is the same angle as in cylindrical
coordinates, and φ s the angle between the positive z-axis and the line segment OP.
Note that ρ ≥ 0 0 ≤ φ ≤ π.
The spherical coordinate system is especially useful in problems where there is symmetry
about a point, and the origin is placed at this point. The relationship between rectangular
and spherical coordinates can be seen in Figure 18
Figure 18:
z = ρ cos φ r = ρ sin φ.
ρ2 = x2 + y 2 + z 2 .
xxviii CONTENTS
dV = ρ2 sin φdρdθdφ.
Consequently, we have the following formula for triple integration in spherical coordi-
nates:
ZZZ Z dZ βZ b
f (x, y, z) dV = f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ)ρ2 sin φdρdθdφ,
E c α a
x2 + y 2 + z 2 = ρ2
Thus we have
ZZZ Z π Z 2π Z 1
(x2 +y 2 +z 2 )3/2 2 )3/2
e dV = e(ρ ρ2 sin φdρdθdφ
B 0 0 0
Z π Z 2π Z 1
3
= sin φdφ dθ ρ2 eρ dρ
0 0 0
0.3. CHANGE OF VARIABLES IN MULTIPLE INTEGRALS xxix
" #π " #1
1 3 4
= − cos φ (2π) eρ = π(e − 1).
3 3
0 0
EXERCISES
where E is the portion of the unit ball x2 + y 2 + z 2 ≤ 1 that lies in the first octant.
2 2 2
p within the sphere x + y + z ≤ 4, above the
(iv) Find the volume of the solid that lies
2
xy-plane, and below the cone z = x + y . 2
The theorem says that we change from an integral in x and y to an integral in u and v by
expressing x and y in terms of u and v and writing
∂(x, y)
dA = du dv.
∂(u, v)
Example 14. Show that when changing to polar coordinates we have dA = rdrdθ.
Solution: The transformation here is the standard conversion formulae:
x = r cos θ, y = r sin θ
Thus we get
∂(x, y)
dA = dr dθ = |r|dr dθ = rdr dθ.
∂(r, θ)
0.3. CHANGE OF VARIABLES IN MULTIPLE INTEGRALS xxxi
Figure 19:
with y = x, we have
2u − 3v = 2u + 3v
6v = 0 =⇒ v = 0.
Transforming y=-x, we obtain
2u − 3v = −(2u + 3v)
xxxii CONTENTS
4u = 0 =⇒ u = 0.
We next transform y = −x + 5, to obtain
2u − 3v = −(2u + 3v) + 5
5
4u = 5 =⇒ u = .
4
Also transforming y = x − 5, we get
2u − 3v = 2u + 3v − 5
5
−6v = −5 =⇒ v = .
6
5 5
The region S is then a rectangle whose sides are given by u = 0, v = 0, u = 4 and v = 6
and so the ranges u and v are
5 5
0≤u≤ 0≤v≤ .
4 6
The Jacobian is obtained as
∂(x, y)
= −12.
∂(u, v)
The integral is then
5 5
ZZ Z Z !
6 4
(x + y) dA = (2u + 3v) + (2u − 3v) − 12 du dv
R 0 0
Z 5 Z 5
6 4 125
= 48u du dv = .
0 0 4
Triple Integrals
There is a similar change of variables formula for triple integrals. Let T be a transfor-
mation that maps a region S in uvw-space onto a region R in xyz-space by means of the
equations
x = g(u, v, w) y = h(u, v, w) z = k(u, v, w).
The Jacobian of T is the following 3 × 3 determinant:
∂x ∂x ∂x
∂(x, y, z) ∂u ∂v ∂w
∂y ∂y ∂y
= ∂u ∂v ∂w
∂(u, v, w) ∂z ∂z ∂z
∂u ∂v ∂w
Thus we have the following formula for triple integrals:
ZZZ ZZZ ∂(x, y, z)
f (x, y, z) dV = f (u, v, w), y(u, v, w), z(u, v, w) du dv dw.
R S ∂(u, v, w)
0.3. CHANGE OF VARIABLES IN MULTIPLE INTEGRALS xxxiii
EXERCISES
(i)
ZZ
(x − 3y) dA,
R
where R is a triangular region with vertices (0, 0), (2, 1), and (1, 2); x = 2u + v, y =
u + 2v.
(ii)
ZZ
(4x + 8y) dA,
R
where R is the parallelogram with vertices (−1, 3), (1, −3), (3, −1), and (1, 5); x =
1 1
4 (u + v), y = 4 (v − 3u).
(iii)
ZZ
x2 dA,
R
where R is the region bounded by the ellipse 9x2 + 4y 2 = 36; x = 2u, y = 3v.
(i)
x − 2y
ZZ
dA,
R 3x − y
where R is a parallelogram enclosed by the lines x − 2y = 0, x − 2y = 4, 3x − y =
1 and 3x − y = 8.
(ii)
ZZ
2 −y 2
(x + y )ex dA,
R
where R is a rectangle enclosed by the lines x−y = 0, x−y = 2, x+y = 0 and x+y =
3.
(iii)
!
y−x
ZZ
cos dA,
R y+x
where R is the trapezoidal region with vertices (1, 0), (2, 0), (0, 2) and (0, 1).
xxxiv CONTENTS
!
x−y
ZZ
dA,
R x+y
where R is the square with vertices (0, 2), (1, 1), (2, 2) and (1, 3).
x = x(t), y = y(t), a ≤ t ≤ b,
v !2 !2
u
Z Z b u dx dy
f (x, y)ds = f x(t), y(t) t + dt (9)
C a dt dt
Solution: Recall that the unit circle can be parametrized by means of the equations
x = cos t, y = sin t
and the upper half of the circle is described by the parameter interval 0 ≤ t ≤ π. (See
Figure 20)
0.4. LINE INTEGRALS xxxv
Figure 20:
Therefore we have v !2 !2
Rπ u
u
dx dy
x2 y)ds 2 + cos2 t sin t t
R
C (2 + = 0 dt + dt dt
Rπ p Rπ
= 0 2 + cos2 t sin t sin2 t + cos2 tdt = 0 2 + cos2 t sin t = 2π + 23 .
Figure 21:
the initial point of Ci+1 is the terminal point of Ci . Then we define the integral of f along
C as the sum of the integrals of f along each of the smooth pieces of C :
Z Z Z Z
f (x, y)ds = f (x, y)ds + f (x, y)ds + · · · + f (x, y)ds.
C C1 C2 Cn
Example 17. Evaluate C 2xds, where C consists of the arc C1 of the parabola y = x2
R
from (0, 0) to (1, 1) followed by the vertical line segment C2 from (1, 1) to (1, 2).
Figure 22:
C1 is the graph of a function of x, so we can choose x as the parameter and the equations
for C1 become
x = x, y = x2 , 0 ≤ x ≤ 1.
Therefore
v
u dx 2
u ! !2
Z Z 1 Z 1
dy p
2xds = 2x t + dx = 2x 1 + 4x2 dx
C1 0 dx dx 0
xxxviii CONTENTS
1 √
1 2 5 5−1
= (1 + 4x2 )3/2 = .
4 3 6
0
On C2 , we choose y as the parameter, so the equations of C2 are
x = 1, y = y, 1≤y≤2
and v
u dx 2
u ! !2
Z Z 2 Z 2
dy
2xds = 2(1)t + dy = 2 dy = 2.
C2 1 dy dy 1
Thus √
5 5−1
Z Z Z
2x ds = 2x ds + 2x ds = + 2.
C C1 C2 6
When we are setting up a line integral, sometimes the most difficult thing is to think of a
parametric representation for a curve whose geometric description is given. In particular,
we often need to parametrize a line segment, so it’s useful to remember that a vector
representation of the line segment that starts at r0 and end at r1 is given by
r(t) = (1 − t)r0 + tr1 . (10)
Example 18. Evaluate C y 2 dx+x dy, where (a) C = C1 is the line segment from (−5, −3)
R
to (0, 2) and (b) C = C2 s the arc of the parabola x = 4 − y 2 from (−5, −3) to (0, 2). (See
Figure 23.)
Figure 23:
0.4. LINE INTEGRALS xxxix
x = 5t − 5, y = 5t − 3, 0 ≤ t ≤ 1.
Z 1
5
=5 (25t2 − 25t + 4) dt = − .
0 6
(b) Since the parabola is given as a function of y, let’s take y as the parameter and write
C2 as
x = 4 − y 2 , y = y, −3 ≤ y ≤ 2.
Figure 24:
r(t) = (1 − t) 2, 0, 0 + t 3, 4, 5 = 2 + t, 4t, 5t
x = 2 + t, y = 4t, z = 5t, 0 ≤ t ≤ 1.
Thus Z Z 1
y dx + z dy + x dz = (4t) dt + (5t)4 dt + (2 + t)5 dt
C 0
Z 1
= (10 + 29t) dt = 24.5
0
Likewise, C2 can be written in the form
r(t) = (1 − t) 3, 4, 5 + t 3, 4, 0 = 3, 4, 5 − 5t
or
x = 3, y = 4, z = 5 − 5t, 0 ≤ t ≤ 1.
Then dx = 0 = dy, so
Z Z 1
ydx + zdy + xdz = 3(−5) dt = −15.
C2 0
0.4. LINE INTEGRALS xli
Example 20. Find the work done by the force field F(x, y) = x2 i−xyj in moving a particle
along the quarter-circle r(t) = cos ti + sin tj, 0 ≤ t ≤ π2 .
Solution: Since x = cos t and y = sin t, we have
and
r0 (t) = − sin ti + cos tj.
Therefore the work done is
Z Z π/2 Z π/2 2
F · dr = F(r(t)) · r0 (t)dt = − 2 cos2 t sin t dt = − .
C 0 0 3
EXERCISES
(a) Evaluate the line integral, where C is the given curve.
(i) C xy 4 ds, C is the right half of the circle x2 + y 2 = 16.
R
(ii) C (x + 2y)dx + x2 dy, C consists of line segments from (0, 0) to (2, 1) and from (2, 1)
R
to (3, 0)
(iii) C xeyz ds, C is the line segment from (0, 0, 0) to (1, 2, 3).
R
(b) Find the work done by the force field F(x, y) = xi + (y + 2)j in moving an object along
an arch of the cycloid r(t) = (t − sin t)i + (1 − cos t)j, 0 ≤ t ≤ 2π.
xlii CONTENTS
Theorem 2. 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
If f is a function of two variables and C is a plane curve with initial point A(x1 , y1 ) and
terminal point B(x2 , y2 ) as in Figure 6, then Theorem 2 becomes
Z
∇f · dr = f (x2 , y2 ) − f (x1 , y1 ).
C
Figure 25:
If f is a function of three variables and C is a space curve joining the point A(x1 , y1 , z1 )
to the point B(x2 , y2 , z2 ), then we have
Z
∇f · dr = f (x2 , y2 , z2 ) − f (x1 , y1 , z1 ).
C
0.5. FUNDAMENTAL THEOREM FOR LINE INTEGRALS xliii
!
Z b
∂f dx ∂f dy ∂f dz
= + + dt
a ∂x dt ∂y dt ∂z dt
Z b
d
= f (r(t)) dt
a dt
= f (r(b)) − f (r(a)).
R
Example 21. Evaluate C ∇f · dr, where f (x, y, z) = cos(πx) + sin(πy) − xyz and C is
any path that starts at (1, 1/2, 2) and ends at (2, 1, −1).
Solution: Let r(t), a ≤ t ≤ b be any path that starts at (1, 1/2, 2) and ends at (2, 1, −1).
Then
r(a) = 1, 1/2, 2 , r(b) = 2, 1, −1 .
Definition
R 3. If F is a continuous vector
R field withRdomain D, we say that the line integral
C F · dr is independent of path if C1 F · dr = C2 F · dr for any two paths C1 and C2
in D that have the same initial and terminal points.
With this terminology, we can say that line integrals of conservative vector fields are inde-
pendent of path.
R R
Theorem 3. C F · dr is independent of path in D if and only if C F · dr = 0 for every
closed path C in D.
xliv CONTENTS
Theorem 5. If F(x, y) = P (x, y)i + Q(x, y)j is a conservative vector field, where P and Q
have continuous first-order partial derivatives on a domain D, then throughout D we have
∂P ∂Q
= .
∂y ∂x
∂P ∂Q
=
∂y ∂x
are conservative.
0.5. FUNDAMENTAL THEOREM FOR LINE INTEGRALS xlv
Solution:
(a) Let P (x, y) = 3 + 2xy and Q(x, y) = x2 − 3y 2 . Then
∂P ∂Q
= 2x = .
∂y ∂x
The two partial derivatives are equal and so this is a conservative vector field.
(b) Let P (x, y) = x2 − xy and Q(x, y) = y 2 − xy. Then
∂P ∂Q
= −x and = −y.
∂y ∂x
So, since the two partial derivatives are not the same this vector field is NOT conserva-
tive.
Suppose it is known that F(x, y) = P i+Qj is conservative, where P and Q have continuous
first-order partial derivatives. Then there is a function f such that F = ∇f, that is,
∂f ∂f
P = and Q= .
∂x ∂y
Example 23. Determine if the following vector field is conservative and find a potential
function for the vector field
Solution:
∂P
P = 2x3 y 4 + x, = 8x3 y 3
∂y
and
∂Q
Q = 2x4 y 3 + y, = 8x3 y 3 .
∂x
So, the vector field is conservative. Now to find the potential function, we know that
∂f ∂f
= 2x3 y 4 + x, = 2x4 y 3 + y
∂x ∂y
1 1
= x4 y 4 + x2 + h(y),
2 2
where h(y) is the ”constant of integration”.
Differentiating f (including the (h(y)) with respect to y and set it equal to Q since that is
what the derivative is supposed to be. Thus
∂f
= 2x4 y 3 + h0 (y) = 2x4 y 3 + y = Q
∂y
So, putting this all together we can see that a potential function for the vector field is
1 1 1
f (x, y) = x4 y 4 + x2 + y 2 + c.
2 2 2
Solution: From Example 23 above, this vector field is conservative and that a potential
function for the vector field is
1 1 1
f (x, y) = x4 y 4 + x2 + y 2 + c.
2 2 2
Using this we know that integral must be independent of path and so all we need to do is
use the Fundamental Theorem for Line Integrals to do the evaluation.
Thus Z Z
F · dr = ∇f · dr = f (r(1)) − f (r(0)),
C C
Example 25. If F(x, y, z) = y 2 i + (2xy + e3z )j + 3ye3z k, find a function f such that
∇f = F.
0.5. FUNDAMENTAL THEOREM FOR LINE INTEGRALS xlvii
fx (x, y, z) = y 2 , (12)
where g(y, z) is a constant with respect to x. Then differentiating (15) with respect to y,
we have
fy (x, y, z) = 2xy + gy (y, z) (16)
and comparison with (13) gives
gy (y, z) = e3z .
Thus
g(y, z) = ye3z + h(z)
and we rewrite (15) as
f (x, y, z) = xy 2 + ye3z + h(z).
Finally, differentiating with respect to z and comparing with (14), we obtain h0 (z) = 0 and
therefore h(z) = K, a constant. The desired function is
f (x, y, z) = xy 2 + ye3z + K.
EXERCISES
(a) Determine whether or not F s a conservative vector field. If it is, find a function f such
that F = ∇f.
(i) F(x, y) = (yex + sin y)i + (ex + x cos y)j
(ii) F(x, y) = (2x − 3y)i + (−3x + 4y − 8)j
(iii) F(x, y) = (2xy + y −2 )i + (x2 − 2xy −3 )j, y > 0.
R
(b) Find a function f such that F = ∇f and use the result to evaluate C F · dr along the
curve C.
(i) F(x, y) = x2 i + y 2 j, C is the arc of the parabola y = 2x2 from (−1, 2) to (2, 8).
(ii) F(x, y, z) = yzi + xzj + (xy + 2z)k, C is the line segment from (1, 0, −2) to (4, 6, 3)
(iii) F(x, y, z) = yzexz i + exz j + xyexz k, C : r(t) = (t2 + 1)i + (t2 − 1)j + (t2 − 2t)k,
0 ≤ t ≤ 2.
xlviii CONTENTS
(iv) F(x, y, z) = sin yi + (x cos y + cos z)j − y sin zk, C : r(t) = sin ti + tj + 2tk, 0 ≤ t ≤ π2 .
(c) Let
−yi + xj
F(x, y) =
x2 + y 2
(i) Show that
∂P ∂Q
= .
∂y ∂x
R R
(ii) Show that C F · dr is not independent of path. [Hint: Compute C1 F · dr and
2 2
R
C2 F · dr, where C1 and C2 are the upper and lower halves of the circle x + y = 1
from (1, 0) to (−1, 0).]
(d) Let F = (ax2 y + y 3 + 1)i + (2x3 + bxy 2 + 2)j be a vector field, where a and b are
constants.
(i) Find the values of a and b for which F is conservative.
(ii) For these values of a and b, find f (x, y) such that F = ∇f.
R
(iii) Still using the values of a and b from part (i), compute C F · dr along the curve C
such that x = et cos t, y = et sin t, 0 ≤ t ≤ π.
Another notation for the positively oriented boundary curve of D is ∂D, so the equation
in Green’s Theorem can be written as
Z Z ! Z
∂Q ∂P
− dA = P dx + Qdy. (17)
D ∂x ∂y ∂D
Now we compute the left side of Equation (18) by breaking up C as the union of the four
curves C1 , C2 , C3 and C4 shown in Figure 8.
Figure 26:
Since C3 goes from right to left but −C3 goes from left to right, so we can write the
parametric equation −C3 as x = x, y = g2 (x), a ≤ x ≤ b. Therefore
Z Z Z b
P (x, y)dx = − P (x, y)dx = − P (x, g2 (x)).
C3 C3 a
On C2 or C4 , x is constant, so dx = 0 and
Z Z
P (x, y)dx = 0 = P (x, y)dx.
C2 C4
Hence
Z Z Z Z Z
P (x, y)dx = P (x, y)dx + P (x, y)dx + P (x, y)dx + P (x, y)dx.
C C1 C2 C3 C4
Z b Z b
= P (x, g2 (x))dx − P (x, g1 (x))dx.
a a
Comparing this expression with the one in Equation (20), we see that
Z Z Z
∂P
P dx = − dA.
C D ∂y
Example 26. Evaluate C x4 dx + xydy, where C is the triangular curve consisting of the
R
line segments from (0, 0) to (1, 0), from (1, 0) to (0, 1), and from (0, 1) to (0, 0).
Figure 27:
0.6. GREEN’S THEOREM li
Solution: The region D enclosed by C is simple and C has a positive orientation (see
Figure 27).
If we let P (x, y) = x4 and Q(x, y) = xy, then we have
Z Z Z ! Z 1 Z 1−x
4 ∂Q ∂P
x dx + xydy = − dA = (y − 0) dy dx
C D ∂x ∂y 0 0
" #y=1−x
Z 1 Z 1
1 2 1
= y dx = (1 − x)2 dx
0 2 2 0
y=0
1 1 1
= − (1 − x)3 = .
6 0 6
p
sin x )dx+ 7x+ y + 1 dy, where C is the circle x2 +y 2 =
H
Example 27. Evaluate C (3y−e 4
9.
Solution: The region D bounded by C is the disk x2 + y 2 ≤ 9. So, using polar coordinates
after applying Greens Theorem, we have
I p
(3y − esin x ) dx + 7x + y 4 + 1 dy
C
Z Z " #
∂ p ∂
= 7x + y 4 + 1 − 3y − esin x dA
D ∂x ∂y
Z 2π Z 3 Z 2π Z 3
= (7 − 3)r dr dθ = 4 dθ r dr = 36π.
0 0 0 0
The Green’s Theorem gives the following formulas for the area of D
I I I
1
A= x dy = − y dx = x dy − y dx. (21)
C C 2 C
x2 y2
Example 28. Find the area enclosed by the ellipse a2
+ b2
= 1.
Solution: The ellipse has parametric equations x = a cos t and y = b sin t, where 0 ≤ t ≤
2π.
Using the third formula in Equation (21), we have
I
1
A= x dy − y dx
2 C
1 2π
Z
= (a cos t)(b cos t) dt − (b sin t)(−a sin t) dt
2 0
lii CONTENTS
Z 2π
ab
= dt = πab.
2 0
EXERCISES
(1) Evaluate the line integral by two methods: (a) directly and (b) using Green’s Theo-
rem.
H
(i) C (x − y) dx + (x + y) dy; C is the circle with center the origin and radius 2.
(ii) C xy dx + x2 y 3 dy; C is the triangle with vertices (0, 0), (1, 0), and (1, 2).
H
(iii) C x2 y 2 dx + xy dy; C consists of the arc of the parabola y = x2 from (0, 0) to (1, 1)
H
and the line segments from (1, 1) to (0, 1) and (0, 1) to (0, 0).
(2) Use Green’s Theorem to evaluate the line integral along the given positively oriented
curve.
(i) C xy 2 dx + 2x2 y dy; C is the triangle with vertices (0, 0), (2, 2) and (2, 4).
R
√
(ii) C (y + e x ) dx + (2x + cos y 2 ) dy; C is the boundary of the region enclosed by the
R
parabolas y = x2 and x = y 2 .
2
(iii) C (1 − y 3 ) dx + (x3 + ey ) dy; C is the boundary of the region between the circles
R
x2 + y 2 = 4 and x2 + y 2 = 9.
(3) Use Green’s Theorem to find the work done by the force F(x, y) = x(x + y)i + xy 2 j in
moving a particle from the origin along the x-axis to (1, 0), then along the line segment to
(0, 1), and then back to the origin along the y-axis.
(4) A particle starts√at the point (−2, 0), moves along the x-axis to (2, 0), and then along
the semicircle y = 4 − x2 to the starting point. Use Green’s Theorem to find the work
done on this particle by the force field F(x, y) = x, x3 + 3xy 2 .
Note: Z Z Z Z Z Z
F · dr = F · T ds and curl F · dS = curl F · n dS.
C C S S
0.7. STOKES’ THEOREM liii
Stokes Theorem says that the line integral around the boundary curve of S of the tangential
component of F is equal to the surface integral over S of the normal component of the curl
of F.
The positively oriented boundary curve of the oriented surface S is often written as ∂S, so
Stokes’ Theorem can be expressed as
Z Z Z
curl F · dS = F · dr (22)
S ∂S
In the special case where the surface S is flat and lies in the xy-plane with upward orien-
tation, the unit normal is k, the surface integral becomes a double integral, and Stokes’
Theorem becomes
Z Z Z Z Z
F · dr = curl F · dS = (curl F) · k dA.
C S S
Figure 28:
liv CONTENTS
i j k
∂ ∂ ∂
curl F = ∂x ∂y ∂z = (1 + 2y)k.
¯
−y 2 x z2
Although there are many surfaces with boundary C, the most convenient choice is the
elliptical region S in the plane y + z = 2 that is bounded by C. If we orient S upward,
then C has the induced positive orientation. The projection D of S onto the xy-plane is
the disk x2 + y 2 ≤ 1.
Thus we have Z Z Z Z Z
F · dr = curl F · dS = (1 + 2y) dA.
C S D
" #1
2π 1 2π
r2 r3
Z Z Z
= (1 + 2r sin θ)r dr dθ = + 2 sin θ dθ
0 0 0 2 3
0
!
Z 2π
1 2 1
= + sin θ dθ = (2π) + 0 = π.
0 2 3 2
RR
Example 30. Use Stokes’ Theorem to compute the integral S curl F· dS, where F(x, y, z) =
2 2 2
xzi + yzj + xyk and S is the part of the sphere x + y + z = 4 that lies inside the cylinder
x2 + y 2 = 1 and above the xy-plane. (See Figure 29).
Figure 29:
0.7. STOKES’ THEOREM lv
so
r(t) = − sin ti + cos tj.
Also, we have √ √
F(r(t)) = 3 cos t i + 3 sin t j + cos t sin t k
Therefore, by Stokes’ Theorem,
Z Z Z Z 2π
curl F · dS = F · dr = F(r(t)) · r0 (t) dt
S C 0
Z 2π √ √
= − 3 cos t sin t + 3 sin t cos t dt
0
√ Z 2π
= 3 0 dt = 0.
0
In this example, we computed a surface integral simply by knowing the values of F on
the boundary curve C. This means that if we have another oriented surface with the same
boundary curve C, then we get exactly the same value for the surface integral!
In general, if S1 and S2 are oriented surfaces with the same oriented boundary curve
C and both satisfy the hypotheses of Stokes’ Theorem, then
Z Z Z Z Z
curl F · dS = F · dr = curl F · dS (23)
S1 C S2
This fact is useful when it is difficult to integrate over one surface but easy to integrate
over the other.
EXERCISES RR
(a) Use Stokes Theorem to evaluate S curl F · dS
R
(b) Use Stokes’ Theorem to evaluate C F · dr. In each case C is oriented counterclockwise
as viewed from above
The 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
Z Z Z Z Z
F · dS = div F dV.
S E
Thus the Divergence Theorem states that, under the given conditions, the flux of F across
the boundary surface of E is equal to the triple integral of the divergence of F over E.
RR
Example 31. Use the divergence theorem to evaluate S F · dS, where F(x, y, z) =
xy i − 21 y 2 j + zk and the surface consists of the three surfaces, z = 4 − 3x2 − 3y 2 , 1 ≤ z ≤ 4
on the top x2 + y 2 = 1, 0 ≤ z ≤ 1 on the sides and z = 0 on the bottom.
Figure 30:
The region E for the triple integral is then the region enclosed by these surfaces. Note that
cylindrical coordinates would be a perfect coordinate system for this region. If we do that
here are the limits for the ranges.
0 ≤ z ≤ 4 − 3r2 , 0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π.
We’ll also need the divergence of the vector field, so we have
div F = y − y + 1 = 1.
The integral is then, Z Z Z Z Z
F · dS = div F dV
S E
Z 2π Z 1 Z 4−3r2
= r dz dr dθ
0 0 0
Z 2π Z 1
= (4r − 3r3 ) dr dθ
0 0
! 1
Z 2π
3
= 2
2r − r4 dθ
0 4
0
Z 2π
5 5
= dθ = π.
0 4 2
lviii CONTENTS
RR
Example 32. Evaluate S F · dS, where
2
F(x, y, z) = xy i + (y 2 + exz ) j + sin(xy) k
and S is the surface of the region E bounded by the parabolic cylinder z = 1 − x2 and the
planes z = 0, y = 0, and y + z = 2. (See Figure 31).
Figure 31:
Therefore we use the Divergence Theorem to transform the given surface integral into a
triple integral. The easiest way to evaluate the triple integral is to express E as a type 3
region: n o
E = (x, y, z)| − 1 ≤ x ≤ 1, 0 ≤ z ≤ 1 − x2 , 0 ≤ y ≤ 2 − z
Then we have Z Z Z Z Z Z Z Z
F · dS = div F dV = 3y dV
S E E
1 1−x2 2−z 1 1−x2
(2 − z)2
Z Z Z Z Z
=3 y dy dz dx = 3 dz dx
−1 0 0 −1 0 2
0.9. IMPROPER INTEGRAL lix
" #1−x2
1 1
(2 − z)3
Z Z
3 1
= − dx = − [(x3 + 1)3 − 8] dx
2 −1 3 2 −1
0
Z 1 184
=− x6 + 3x4 + 3x2 − 7 dx = .
0 35
EXERCISES
RR
(a) Use the Divergence Theorem to calculate the surface integral S F · dS; that is,
calculate the flux of F over S.
(i) F(x, y, z) = xyez i + xy 2 z 3 j − yez k, S is the surface of the box bounded by the
coordinate planes and the planes x = 3, y = 2, and z = 1.
(ii) F(x, y, z) = 3xy 2 i + xez j + z 3 k, S is the surface of the solid bounded by the cylinder
y 2 + z 2 = 1 and the planes x = −1 and x = 2.
(iii) F(x, y, z) = (cos z + xy 2 ) i + xe−z j + (sin y + x2 z) k, S is the surface of the solid
bounded by the paraboloid z = x2 + y 2 and the plane x = 4.
(iv) F(x, y, z) = (x3 + y 3 ) i + (y 3 + z 3 ) j + (z 3 + x3 ) k, S is the sphere with center the
origin and radius 2.
The concept of a definite integral can be extended to the case where the interval is infinite
and also to the case where f has an infinite discontinuity in [a, b]. In either case the integral
is called an improper integral.
In this kind of integral one or both of the limits of integration are infinity. In these cases
the interval of integration is said to be over an infinite interval.
Example 33. Evaluate the following integral
Z ∞
1
dx.
1 x2
Solution: Because infinity is not a real number, we can’t just integrate the integral as
normal and then ”plug in” the infinity to get an answer.
lx CONTENTS
Consider when the area under f (x) is on the interval [1, t], where t > 1 and t is finite. Thus
we have
Z t t
1 1 1
At = 2
dx = − =1− .
1 x x t
1
Now, we can get the area under f (x) on [1, ∞) simply by taking the limit of At as t goes
to infinity.
1
A = lim At = lim 1 − = 1.
t→∞ t→∞ t
So we have Z ∞ Z t
1 1
dx = lim dx
1 x2 t→∞ 1 x2
! t
1
= lim −
t→∞ x
1
1
= lim 1 − = 1.
t→∞ t
Definition of an Improper Integral of Type 1
Rt
Definition 10. (a) If a f (x) dx exists for every number t ≥ a, then
Z ∞ Z t
f (x) dx = lim f (x) dx
a t→∞ a
R∞
Example 34. Determine whether the integral 1 ( x1 ) dx is convergent or divergent.
Solution: According to part (a) of Definition 9, we have
Z ∞ Z t
1 1 t
dx = lim dx = lim ln |x|
1 x t→∞ 1 x t→∞ 1
= −tet − 1 + et .
But et → 0 as t → −∞, and by L’Hospital’s Rule we have
t 1
lim tet = lim = lim
t→−∞ t→−∞ e−t t→−∞ −e−t
= lim (−e−t ) = 0.
t→−∞
Therefore Z 0
xex dx = lim (−tet − 1 + et )
−∞ t→−∞
= −0 − 1 + 0 = −1.
Definition 11.
(a) If f is continuous on [a, b) and is discontinuous at b, then
Z b Z t
f (x) dx = lim f (x) dx
a t→b− a
if this limit exists (as a finite number).
(b) If f is continuous on (a, b] and is discontinuous at a, then
Z b Z b
f (x) dx = lim f (x) dx
a t→a+ t
if this limit exists (as a finite number).
Rb
The improper integrals a f (x) dx is called convergent if the corresponding limit exists
and divergent if the limit does not exist.
0.9. IMPROPER INTEGRAL lxiii
Rc Rb
(c) If f has a discontinuity at c, where a < c < b, and both a f (x) dx and c f (x) dx are
convergent, then we define
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx.
a a c
Z 1 Z t
1 1 t
dx = lim dx = lim ln |x − 1|
0 x−1 t→1− 0 x−1 t→1− 0
= lim ln(1 − t) = −∞
t→1−
R1 R3
because 1 − t → 0+ as t → 1− . Thus 1
0 x−1 dx is divergent. This implies that 1
0 x−1 dx is
divergent.
lxiv CONTENTS
EXERCISES
(a) Determine whether each integral is convergent or divergent. Evaluate those that are
convergent.
Z ∞ Z 0 Z ∞ Z ∞
1 1 −x2 ln x
3/2
dx, dx, xe dx, dx.
3 (x − 2) −∞ 3 − 4x −∞ 1 x
(c) Evaluate Z ∞
1
√ dx
2 x x2 − 4
by the same method as in Exercise b.