Revision notes - MA1104

Ma Hongqiang
November 3, 2017

Contents
1 Vectors, Lines and Planes 2

2 Functions of Two Variables, Quadric Surfaces, Limit and Continuity 8

3 Partial Derivatives, Chain Rule, Directional Derivatives 15

4 Gradient Vector, Extrema, Langrange Multiplier 19

5 Double Integral over region on the xy–plane 22

6 Double Integral over Polar Regions and Triple Integrals 24

7 Line Integrals 25

8 Green’s Theorem and Surface Integral of Scalar Field 29

9 Surface Integral of Vector Field 32

10 Divergence and Curl 34

1
1 Vectors, Lines and Planes
1.1 Distance between two points
The distance, d, between two points (x1 , y1 ) and (x2 , y2 ) on the same plane is
p
d = (x2 − x1 )2 + (y2 − y1 )2

Similarly, the distance, d, between two points (x1 , y1 , z1 ) and (x2 , y2 , z2 ) in xyz-space is
p
d = (x2 − x1 )2 + (y2 − y1 )2 + (z2 − z1 )2

1.2 Introduction to Vectors

Definition 1.1 (Vector).
A vector is completely defined by two things:

• Length

• Direction

Two vectors are equal if they have the same length and the same direction.

Definition 1.2 (Vector Addition).

Geometrically, the sum u + v is the resulting vector that starts at the initial point of u and
ends at the terminal point of v when we place the initial point of v at the terminal point of
u.
Equivalently, vector addition can be defined algebraically:
If a = ha1 , a2 , a3 i,b = hb1 , b2 , b3 i

a + b = ha1 + b1 , a2 + b2 , a3 + b3 i

The zero vector denoted by 0, has length 0. It is the only vector with no specific direction.

Definition 1.3 (Scalar multiple).

Let c ∈ R and u be a vector.
The scalar multiple cu is the vector

• whose length is |c| times the length of u and

• whose direction is the same as u if c > 0 and is opposite to u if c < 0.

If c = 0 or u = 0, then cu = 0.
Clearly, If c ∈ R and u = hu1 , u2 , u3 i, then

cu = hcu1 , cu2 , cu3 i

2
1.3 Length of Vector
Definition 1.4 (Standard Basis Vector).
The standard basis vectors are

i = h1, 0, 0i, j = h0, 1, 0i, k = h0, 0, 1i

Any 3D vector can be written as a linear combination of standard basis vectors:

ha, b, ci = ai + bj + ck

Definition 1.5 (Length of Vector).

The length of the vector u = hu1 , u2 , u3 i is
q
kuk = u21 + u22 + u23

A unit vector is a vector whose length is 1.

Theorem 1.1. Let c ∈ R and u be a vector. Then

kcuk = |c| kuk

Theorem 1.2. If u 6= 0, then a unit vector in the same direction as a is given by

a
u=
kak

1.4 Dot product and Angle

Definition 1.6 (Dot Product).
The dot product of two vectos a = ha1 , a2 , a3 i and b = hb1 , b2 , b3 i is defined to be

a · b = a1 b1 + a2 b2 + a3 b3

Theorem 1.3 (Properties of Dot Product).

For vectors a, b and c and any scalar d,
1. a · b = b · a
2. a · (b + c) = a · b + a · c
3. (da) · b = d(a · b) = a · (db)
4. 0 · a = 0
5. a · a = kak2
Notice a · b = 0 does not imply a = 0 or b = 0.
Definition 1.7 (Angle between two vectors).
For two nonzero vectors a and b in R3 , we define the angle θ between them to be the
smaller angle between a and b when placing their initial points together.

3
Clearly, 0 ≤ θ ≤ π.
Some special cases:

• a and b have the same direction iff θ = 0/

• a and b have opposite direction iff θ = π.

• a and b are orthogonal iff θ = π2 .

Theorem 1.4 (Dot Product Angle Formula).

Let θ be the angle between nonzero vectors a and b. Then

a · b = kak kbk cos θ

Theorem 1.5. Two nonzero vectors a and b are orthogonal if and only if a · b = 0.

1.5 Projections
Definition 1.8 (Projection).
−→ −→
Let S be the foot of perpendicular line from R to the line containing P Q. The vector P S is

called the vector projection of b onto a, denoted by

proja b

The scalar projection of b onto a is defined to be the signed magnitude of the vector
projection:
a·b
compa b = kbk cos θ =
kak
Therefore,
a a·b
proja b = compa b × = a
kak a·a

4
1.6 Cross Product
Definition 1.9 (Cross Product).
For two vectors a = ha1 , a2 , a3 i and b = hb1 , b2 , b3 i, define the cross product of a and b to
be  
 i j k
 
a × b = a1 a2 a3 
 b 1 b2 b3 

Theorem 1.6. The vector a × b is orthogonal to both a and b.

The vector a × b points in a direction perpendicular to a and b. The direction can be given
by the right-hand rule.

Theorem 1.7 (Cross product angle formula).

If θ is the angle between a and b then

ka × bk = kak kbk sin θ

Theorem 1.8 (Properties of cross product).

If a, b and c are vectors and d a scalar, then

• a × b = −b × a

• (da) × b = d(a × b) = a × (db)

• a × (b + c) = a × b + a × c

• (a + b) × c = a × c + b × c

Theorem 1.9.
Suppose two adjacent sides of a parallelogram is a and b, then the height is ka × bk.
Suppose Q is a point and P R a line. The distance from Q to P R is
−→ −→
P Q × P R
−→
P Q sin θ =
−→
P R

1.7 Equation of a line

Definition 1.10 (Vector Equation of Line).

r = r0 + tv, t∈R
is called a vector equation of line, where r0 is coordinate vector of a point of the line and
v a direction vector of the line.

Theorem 1.10 (Parametric Equation of Line).

x = x0 + at, y = y0 + bt, z = z0 + ct

5
1.8 Equation of a Plane
Theorem 1.11 (Vector Equation of Plane).

n · r = n · r0
is a vector equation of plane, where n is the normal vector orthogonal to the plane and r0 a
point on the plane.

Theorem 1.12 (Linear Equation of Plane).

ax + by + cz = d
is the linear equation of plane, where ha, b, ci is the normal vector.

Definition 1.11 (Angle between two planes).

An angle between two planes is the angle θ between their normal vectors. Notice π − θ is
also an angle between the planes.

1.9 Vector Functions of One Variable

Definition 1.12 (Vector-valued Function).
A vector-valued function is

r(t) = hf (t), g(t), h(t)i = f (t)i + g(t)j + h(t)i

The scalar function f, g, h are called the component functions of r.

The vector function r(t) traces out the curve C. Therefore, r(t) is a parametrization of
C.

1.10 Tangent Vectors

Definition 1.13 (Derivative of Vector-valued Functions).
The derivative of r(t) at t = a is defined by

r(a + ∆t) − r(a)

r0 (a) = ∆t→0
lim
∆t
It can be regarded as the rate of change of r(t) at t = a.

We also call r0 (a) a tangent vector to the curve at t = a.

Theorem 1.13 (Derivative of Vector-valued Function).

Let r(t) = hf (t), g(t), h(t)i and suppose that the components f, g, h are all differentiable at
t = a.
Then r is differentiable at t = a and its derivative is given by

r0 (a) = hf 0 (a), g 0 (a), h0 (a)i

6
Theorem 1.14 (Derivative Rules).
Suppose r(t) and s(t) are differentiable vector-valued functions, f (t) a differentiable scalar
function and c is a scalar constant. Then

• d
dt
(r(t) + s(t)) = r0 (t) + s0 (t)

• d
dt
(cr(t)) = cr0 (t)

• d
dt
f (t)r(t) = f 0 (t)r(t) + f (t)r0 (t)

• d
dt
r(t) · s(t) = r0 (t) · s(t) + r · s0 (t)

• d
dt
r(t) × s(t) = r0 (t) × s(t) + r × s0 (t)

7
2 Functions of Two Variables, Quadric Surfaces, Limit
and Continuity
2.1 Two-variable function f (x, y)
Definition 2.1 (Two-variable function).
A function f of two variables is a rule that assigns, to each ordered pair of real numbers
(x, y) in a set D ⊆ R2 , a unique real number denoted by f (x, y).

If a function f is given by a formula and no domain is specified, then the domain of f is

understood to be
the set of all pairs (x, y) for which the given expression is a well-defined real number.
To visualise f (x, y), we note that the graph of f is the surface S with equation z = f (x, y).
We can visualise the graph S of f lying directly above or below its domain D in the xy-plane.
Visualisation can also be done through traces.

Definition 2.2 (Horizontal traces(level curves)).

Horizontal traces are resulting curves when we intersect the surface z = f (x, y) with
horizontal planes z = k.

Definition 2.3 (Vertical traces).

Vertical traces are resulting curves when we intersect the surface z = f (x, y) with vertical
planes x = k or y = k.

Definition 2.4 (Level Curve).

A level curve of f (x, y) is the two-dimensional graph of the equation f (x, y) = k for
some constant k.

Definition 2.5 (Contour Plot).

A contour plot of f (x, y) is a graph of numerous level curves f (x, y) = k, for represen-
tative values of k.

2.2 Cylinder and Quadric Surfaces

Definition 2.6 (Cylinders).
A surface is a cylinder if there is a plane P such that all the planes parallel to P intersect
the surface in the same curve (when viewed in 2-dimension).

In fact, any equation in x, y and z where one of the variable is missing is a cylinder.

Definition 2.7 (Quadric surface).

A quadric surface is the graph of a second -degree equation in three variables x, y and z:

Ax2 + By 2 + Cz 2 + Dxy + Eyz + F xz + Gx + Hy + Iz + J = 0

where A, B, . . . , J are constants.

8
By translation and rotation, a quadric surface can be brought into one of the two standard
forms:

Ax2 + By 2 + Cz 2 + J = 0 or Ax2 + By 2 + Iz = 0
Excluding cylinders where one of the variable is missing, there are 6 basic quadric surfaces:

Standard form
Equation
(symmetric about z-axis)
x2 y2
a2
+ b2
= zc Elliptic paraboloid
x2 y2
a2
− b2
= zc Hyperbolic paraboloid
x2 y2 2
a2
+ b2
+ zc2 =1 Ellipsoid
x2 y2 2
a2
+ b2
− zc2 =0 Elliptic cone
x2 y2 2
a2
+ b2
− zc2 =1 Hyperboloid of one sheet
x2 y2 2
a2
+ b2
− zc2 = −1 Hyperboloid of two sheets

2.3 Elliptic Paraboliod

Definition 2.8 (Elliptic Paraboloid – symmetric about the z-axis).

x2 y 2 z
2
+ 2 =
a b c
Horizontal traces: Ellipses
Vertical traces: Parabolas

The point (0, 0, 0) is called the vertex of the elliptic paraboloid above.
The vertex will e shifted to (x0 , y0 , z0 ) if the elliptic paraboloid is given by

(x − x0 )2 (y − y0 )2 (z − z0 )
2
+ 2
=
a b c
9
Definition 2.9 (Hyperbolic paraboloid – symmetric about the z-axis).

x2 y 2 z
2
− 2 =
a b c
Horizontal traces: Hyperbolas
Vertical traces: Parabolas

2.4 Ellipsoid, Cones and Hypeboloid

Definition 2.10 (Ellipsoid).

x2 y 2 z 2
+ 2 + 2 =1
a2 b c
Horizontal traces: Ellipses
Vertical traces: Ellipses

10
Definition 2.11 (Elliptic cone – symmetric about the z-axis).

x2 y 2 z 2
+ 2 − 2 =0
a2 b c
Horizontal traces: Ellipses
Vertical traces: Hyperbolas

Definition 2.12 (Hyperboloid of one sheet – symmetric about the z-axis).

x2 y 2 z 2
+ 2 − 2 =1
a2 b c
Horizontal traces: Ellipses
Vertical traces: Hyperbolas

11
Definition 2.13 (Hyperboloid of two sheets – symmetric about the z-axis).

x2 y 2 z 2
+ 2 − 2 = −1
a2 b c
Horizontal traces: Ellipses
Vertical traces: Hyperbolas

2.5 Function of three Variables

Definition 2.14.
A function f of three variables is a rule that assigns, to each ordered triple of real numbers
(x, y, z) in a set D ⊆ R3 , a unique real number denoted by f (x, y, z).
Definition 2.15 (Level Surface).
A level surface of f (x, y, z) is the three dimensional graph of the equation f (x, y, z) = k
for some constant k.

2.6 Limit of f (x, y)

Definition 2.16 (Limit).
Let f be a function of two variables whose domain D contains points arbitrarily close to
(a, b). We say that the limit of f (x, y) as (x, y) approaches (a, b) is L ∈ R, denoted by
lim f (x, y) = L
(x,y)→(a,b)

if forpany number ε > 0 there exists a number δ > 0 such that |f (x, y) − L| < ε whenever
0 < (x − a)2 + (y − b)2 < δ.
Remark: f is not required to be defined at (a, b).
It can be proven from the definition that if lim(x,y)→(a,b) f (x, y) = L, then
• its value L is unique, and
• L is independent of the choice of path approaching (a, b).

12
2.7 How to show limit does not exist
Theorem 2.1.
If f (x, y) approaches L1 as (x, y) approaches (a, b) along a path P1 and approaches L2 as
(x, y) approaches (a, b) along a path P2 , and L1 6= L2 , then
lim f (x, y)
(x,y)→(a,b)

does not exist.

In general, some of the paths that passes through a given point (a, b) to try include:
• x = a, y → b (vertical lines)
• y = b, x → a (horizontal lines)
• y = g(x), x → a, where g(x) is some simple function (usually linear and quadratic)
such that g(a) = b.
• x = g(y), y → b, where g(x) is some simple function (usually linear and quadratic)
such that g(b) = a.

2.8 How to show limit exists

To show limit exists:

• we can deduce it from known/simple functions using pro-

perties of limit or continuity; or

• we can use squeeze theorem

Theorem 2.2 (Limit Theorems).
Suppose f (x, y) and g(x, y) both have limits as (x, y) approaches (a, b). Then
lim (f (x, y) ± g(x, y)) = lim f (x, y) ± lim g(x, y)
(x,y)→(a,b) (x,y)→(a,b) (x,y)→(a,b)
  
lim f (x, y)g(x, y) = lim f (x, y) lim g(x, y)
(x,y)→(a,b) (x,y)→(a,b) (x,y)→(a,b)

f (x, y) lim(x,y)→(a,b) f (x, y)

lim =
(x,y)→(a,b) g(x, y) lim(x,y)→(a,b) g(x, y)
provided
lim g(x, y) 6= 0
(x,y)→(a,b)

Theorem 2.3 (Squeeze).

Suppose
• |f (x, y) − L| ≤ g(x, y) ∀(x, y) close to (a, b)
• lim(x,y)→(a,b) g(x, y) = 0
Then,
lim f (x, y) = L
(x,y)→(a,b)

13
2.9 Continuity of f (x, y)
Definition 2.17 (Continuity).
We say f is continuous at (a, b) if

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

(x,y)→(a,b)

Theorem 2.4 (Continuity Theorems).

If f (x, y) and g(x, y) are continuous at (a, b), then

• f ± g is continuous at (a, b).

• f · g is continuous at (a, b).

f
• g
is continuous at (a, b), provided g(a, b) 6= 0.

Theorem 2.5 (Continuity of Composite Function).

Suppose f (x, y) is continuous at (a, b) and g(x) is continuous at f (a, b). Then

h(x, y) = (g ◦ f )(x, y) = g(f (x, y))

is continuous at (a, b).

Subsequently, the following classes of functions are continuous in its domain.

• Polynomial in x and y.

• Trigonometric and exponential functions in x and y.

• Rational function in x and y.

14
3 Partial Derivatives, Chain Rule, Directional Deriva-
tives
3.1 Partial Derivative
Definition 3.1 (Partial Derivative).
If f is a function of two variables, its partial derivatives are the functions fx and fy defined
by:

f (x + h, y) − f (x, y)
fx (x, y) = lim
h=0 h
f (x, y + h) − f (x, y)
fy (x, y) = lim
h=0 h
Other notations for partial derivatives:
∂f ∂f
fx = fy =
∂x ∂y

3.2 Higher Order Partial Derivatives

Definition 3.2 (Second partial derivatives).
Second partial derivatives of f is the partial derivatives of partial derivatives of f , i.e.

(fx )x , (fx )y , (fy )x , (fy )y

We use the following notation:

∂ 2f
(fx )x = fxx =
∂x2
∂ 2f
(fx )y = fxy =
∂y∂x
∂ 2f
(fy )x = fyx =
∂x∂y
∂ 2f
(fy )y = fyy =
∂y 2
Thus, the notation fxy means that we first differentiate with respect to x and then with
respect to y.

Theorem 3.1 (Clairaut’s Theorem).

Suppose f is defined on a disk D that contains (a, b). If the functions fxy and fyx are both
continuous on D, then
fxy (a, b) = fyx (a, b)

In fact, so long as the number of the same variable occurring in the subscript are the same,
the coresponding partial derivatives are the same.

15
3.3 Tangent Plane Equation
Definition 3.3 (Tangent Plane).
The tangent plane to the surface S at the point P (a, b, c) is defined to be the plane that
contains both tangent lines T1 and T2 , where T1 and T2 are the tangent lines to the curves
of intersections of the surface S and the vertical planes y = b and x = a respectively.

From the definition, we note that two vectors on the tangent plane are h1, 0, fx (a, b)i and
h0, 1, fy (a, b)i. Thus, a normal vector to the plane is

n = hfx (a, b), fy (a, b), −1i

Theorem 3.2 (Equation of Tangent Plane).

Consider the surface S given by z = f (x, y). A normal vector to the tangent plane to S at
(a, b) is
hfx (a, b), fy (a, b), −1i
The tangent plane is given by

hx − a, y − b, z − f (a, b)i · hfx (a, b), fy (a, b), −1i = 0

Equivalently,
z = f (a, b) + fx (a, b)(x − a) + fy (a, b)(y − b)

3.4 Differentiability of f (x, y)

In general, for f (x, y) we have

f differentiable ⇒ fx and fy exist

To define differentiability, we first define increment.

16
Definition 3.4 (Increment).
Let z = f (x, y). Suppose ∆x and ∆y are increments in the independent variable x and y
respectively from a fixed point (a, b). Then the increment in z at (a, b), ∆z, is defined by

∆z = f (a + ∆x, b + ∆y) − f (a, b)

Definition 3.5 (Differentiability - Two Variable).

Let z = f (x, y). We say that f is differentiable at (a, b) if we can write

∆z = fx (a, b)∆x + fy (a, b)∆y + 1 ∆x + 2 ∆y

where 1 and 2 are functions of ∆x and ∆y which vanish (i.e. 1 , 2 → 0 as (∆x, ∆y) →
(0, 0)).1

We say that f is differentiable on a region R ∈ R2 if f is differentiable at every point in

R.

3.5 Linear Approximation

Theorem 3.3 (Linear Approximation - Two Variable).
Suppose z = f (x, y) is differentiable at (a, b). Let ∆x and ∆y be small increments in x and
y respectively from (a, b). Then

∆z ≈ fx (a, b)∆x + fy (a, b)∆y

This result can be extended to functions of more variables.

3.6 Chain Rule

Theorem 3.4 (Chain Rule - Case 1).
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

Theorem 3.5 (Chain Rule - Case 2).

Suppose that z = f (x, y) is a differentiable function of x and y, where x = g(s, t) and
y = h(s, t) are both differentiable functions of s and t. Then, z is a differentiable function
of s and t and
∂z ∂f ∂x ∂f ∂y
= +
∂t ∂x ∂t ∂y ∂t
Here there are three types of variables:
1
Rearranging ∆z = (fx (a, b) + 1 )∆x + (fy (a, b) + 2 )∆y, we will see the function is differentiable if the
directional derivative at (a, b, f (a, b)) is will estimated in all direction when ∆x, ∆y) → 0, which suggests
that the tangent vector in all direction at (a, b, f (a, b)) will contain in the tangent plane.

17
 • s and t are independent variables.
• x and y are called intermediate variables.
• z is the dependent variable.
Theorem 3.6 (Chain Rule - General Version).
Suppose that u is a differentiable function of n variables x1 , . . . , xn , and each xj is a diffe-
rentiable function of m variables t1 , . . . , tm . Then u is a function of t1 , . . . , tm and
∂u ∂u ∂x1 ∂u ∂xn
= + ··· +
∂ti ∂x1 ∂ti ∂xn ∂ti

3.7 Implicit Differentiation

Definition 3.6 (Implicit Function).
z is an implicit function of x and y defined by F (x, y, z) = 0 if
for every choice of x and y, the value of z is determined by
F (x, y, z) = 0
Theorem 3.7 (Implicit Differentiation: Two Independent Variables).
Suppose the equation F (x, y, z) = 0, where F is differentiable, defines z implicitly as a
differentiable function of x and y. Then,
∂z Fx (x, y, z) ∂z Fy (x, y, z)
=− , =−
∂x Fz (x, y, z) ∂y Fz (x, y, z)
provided Fz (x, y, z) 6= 0.

3.8 Directional Derivatives

Definition 3.7 (Directional Derivative).
The directional derivative of f (x, y) at (x0 , y0 ) in the direction of unit vector u = ha, bi
is
f (x0 + ha, y0 + hb) − f (x0 , y0 )
Du f (x0 , y0 ) = lim
h→0 h
The idea of directional derivative can be extended to functions of more variables.
Theorem 3.8 (Computing Directional Derivatives).
If f (x, y) is a differentiable function, then f has a directional derivative in the direction of
any unit vector u = ha, bi and
Du f (x0 , y0 ) = ha, bi · u
Definition 3.8 (Gradient).
The gradient of f (x, y) is the vector-valued function
∇f (x, y) = hfx , fy i
provided that both partial derivatives exist.

18
4 Gradient Vector, Extrema, Langrange Multiplier
4.1 Gradient Vector and Level Curve
Theorem 4.1 (Level Curve vs ∇f ).
Suppose f (x, y) is differentiable function of x and y at (x0 , y0 ). Suppose ∇f (x0 , y0 ) 6= 0
Then ∇f (x0 , y0 ) is normal to the level curve f (x, y) = k that contains the point (x0 , y0 ).

4.2 Gradient Vector and Level Surface

Theorem 4.2 (Level Surface vs ∇F ).
Suppose F (x, y, z) is diffeerentiable function of x, y and z at (x0 , y0 , z0 ). Suppose ∇F (x0 , y0 , z0 ) 6=
0.
Then ∇F (x0 , y0 , z0 ) is normal to the level surface F (x, y, z) = k that contains the point
(x0 , y0 , z0 ).

Theorem 4.3 (Tangent Plane to Level Surface).

The tangent plane to the level surface F (x, y, z) = k on which (x0 , y0 , z0 ) resides is given by

∇F (x0 , y0 , z0 ) · hx − x0 , y − y0 , z − z0 i = 0

4.3 Maximum/Minimum Rate of Change

At a given point (x0 , y0 , z0 ), the rate of change of f (x, y, z) is given by

Du f = ∇f · u
= k∇f k kuk cos θ
= k∇k cos θ

where θ is the ange between ∇f and u.

Theorem 4.4 (Maximising rate of Increase/Decrease of f ).

Suppose f is a differentiable function of two or three variables. Let P denote a given point.
Assume ∇f (P ) 6= 0.

• ∇f (P ) points in the direction of maximum rate of change of f at P ,k∇f (P )k.

• −∇f (P ) points in the direction of minimum rate of change of f at P ,− k∇f (P )k.

4.4 Critical Points of f (x, y)

Definition 4.1 (Local Maximum).
Let f (x, y) : D → R. Then f has a local maximum at (a, b) if

f (x, y) ≤ f (a, b)for all points close to (a, b)

The number f (a, b) is called a local maximum value.

19
Definition 4.2 (Local Minimum).
Let f (x, y) : D → R. Then f has a local minimum at (a, b) if

f (x, y) ≥ f (a, b)for all points close to (a, b)

The number f (a, b) is called a local minimum value.

Theorem 4.5 (A necessary condition).

If f has a local maximum or minimum at (a, b) and the first-order derivatives of f exist
there, then
fx (a, b) = fy (a, b) = 0

Definition 4.3 (Saddle Point).

Let f (x, y) : D → R. Then a point (a, b) is called a saddle point of f if

1. fx (a, b) = fy (a, b) = 0; and

2. every neighbourhood at (a, b) contains points (x, y) ∈ D for which f (x, y) < f (a, b)
and points (x, y) ∈ D for which f (x, y) > f (a, b).

4.5 Finding Absolute Maximum/Minimum

Definition 4.4 (Absolute Maximum).
Let f (x, y) : D → R. Then f has an absolute maximum at (a, b) if

f (x, y) ≤ f (a, b) for all points in the domain D

The number f (a, b) is called a absolute maximum value.

Definition 4.5 (Absolute Minimum).

Let f (x, y) : D → R. Then f has an absolute minimum at (a, b) if

f (x, y) ≥ f (a, b) for all points in the domain D

The number f (a, b) is called a absolute minimum value.

Definition 4.6 (Closed Set in R2 ).

A set R ⊆ R2 is closed if it contains all its boundary points.
A boundary point of R is a point (a, b) such that every disk with center (a, b) contains
point in R and also points in R2 \ R.

Definition 4.7 (Bounded Set in R2 ).

A set R ⊆ R2 is bounded if it is contained within some disk. In other words, it is finite in
extent.

Theorem 4.6 (Extreme Value Theorem).

If f (x, y) is continuous on a closed and bounded set D ⊆ R2 , then f attains

• an absolute maximum value f (x1 , y1 ) and

20
 • an absolute minimum value f (x2 , y2 )

at some points (x1 , y1 ) and (x2 , y2 ) in D.

Theorem 4.7 (Closed Interval Method).

The following is the closed interval method for finding absolute maximum and minimum

Step 1 Find the values of f at its critical points in D.

Step 2 Find the extreme values of f on the boundary of D.

Step 3 The largest(resp. smallest) of the values from Step 1 and Step 2 is the absolute
maximum(resp. absolute minimum).

4.6 Lagrange Multiplier – 2-Variable Case

Theorem 4.8 (Lagrange Multipliers for Function of Two Variables).
Suppose f (x, y) and g(x, y) are differentiable functions such that ∇g(x, y) 6= 0 on the con-
straint curve g(x, y) = k.
Suppose that the minimum/maximum value of f (x, y) subject to the constraint g(x, y) = k
occurs at (x0 , y0 ). Then
∇f (x0 , y0 ) = λ∇g(x0 , y0 )
for some constant λ.
The following are the steps of the method of Lagrange Multiplier for two variable functions:

Step 1 Find all values of x, y and λ such that

∇f (x, y) = λ∇g(x, y)

and
g(x, y) = k

Step 2 Evaluate f at all points obtained in Step 1.

– The largest of these values is the maximum value of f ;

– The smallest is the minimum value of f .

This theorem can be extended to functions of three variables.

21
5 Double Integral over region on the xy–plane
Definition 5.1 (Double Integral over Rectangle).
The double integral of f over the rectangle R is
ZZ m X
X n
f (x, y)dA = lim f (x∗ij , yij∗ )∆A
R m,n→∞
i=1 j=1

provided that the limit exists and is the same for any choice of the sample points (x∗ij , yij∗ )
in Rij := [xi−1 , xi ] × [yj−1 , yj ] whose region is ∆A = ∆x × ∆y, for 1 ≤ i ≤ m, 1 ≤ j ≤ n.

Definition 5.2 (Double Integral over General Region).

Double integral of f over general region D is defined by
ZZ ZZ
f (x, y)dA = F (x, y)dA
D R

where (
f (x, y) if (x, y) ∈ D
F (x, y) =
0 if (x, y) ∈ R \ D

Double integrals are computed by means of iterated integrals.

Definition 5.3 (Iterated Integral).

The iterated double integral of f on the rectangle R = [a, b] × [c, d] in the order dydx is
defined to be Z b Z d 
f (x, y)dy dx
a c

The iterated double integral of f on the rectangle R = [a, b] × [c, d] in the order dxdy is
defined to be Z d Z b 
f (x, y)dx dy
c a

Theorem 5.1 (Fubini’s Theorem).

If f is continuous on the rectangle R = [a, b] × [c, d], then
ZZ Z bZ d Z d Z b
f (x, y)dA = f (x, y)dydx = ( f (x, y)dxdy
R a c c a

Definition 5.4 (Type I Region).

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 (x) and g2 (x) are continuous on [a, b].

22
Definition 5.5 (Type II Region).
A plane region D is said to be of Type II if it lies between the graphs of two continuous
functions of y, that is

D = {(x, y) | c ≤ y ≤ d, h1 (y) ≤ x ≤ h2 (y)}

where h1 (y) and h2 (y) are continuous on [c, d].

Theorem 5.2 (Double Integral over Type I Domain).

If f is continuous on a Type I domain D such that

D = {(x, y) | a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}

then Z bZ
ZZ g2 (x)
f (x, y)dA = f (x, y)dydx
D a g1 (x)

Theorem 5.3 (Double Integral over Type II Domain).

If f is continuous on a Type II domain D such that

D = {(x, y) | c ≤ y ≤ d, h1 (y) ≤ x ≤ h2 (y)}

then ZZ Z d Z h2 (y)
f (x, y)dA = f (x, y)dxdy
D c h1 (y)

Theorem 5.4 (Additivity with respect to Domain).

ZZ n ZZ
X
f (x, y)dA = f (x, y)dA
D i=1 Di

The theorem above allows us to decompose the domain into finitely many domains of Type
I or II.

23
6 Double Integral over Polar Regions and Triple Inte-
grals
Theorem 6.1 (Relationship between polar coordinates (r, θ) and cartesian coordinates
(x, y)).
x = r cos θ y = r sin θ
p y
r = x2 + y 2 θ = tan−1 , provided x 6= 0
x
Definition 6.1 (Polar Rectangle).
A polar rectangle is a region
R = {(r, θ) : a ≤ r ≤ b, α ≤ θ ≤ β}
Theorem 6.2 (Change to Polar Coordinates in Double Integrals).
If f is continuous on a polar rectangle R given by
R = {(r, θ) : 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

Definition 6.2 (General Polar Regions).

General polar regions come in two different forms:
D1 = {(r, θ) : a ≤ r ≤ b, g1 (r) ≤ θ ≤ g2 (r)}
or
D2 = {(r, θ) : α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ)}
Theorem 6.3.
If f is continuous on a polar regions D1 , then
ZZ Z b Z g2 (r)
f (x, y)dA = f (r cos θ, r sin θ)rdθdr
D a g1 (r)

If f is continuous on a polar region D2 , then

ZZ Z β Z h2 (θ)
f (x, y)dA = f (r cos θ, r sin θ)rdrdθ
D α h1 (θ)

Definition 6.3 (Rectangular box).

A rectangular box is defined by
B = {(x, y, z) : a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}
Theorem 6.4 (Fubini’s Theorem for Triple Integral).
If f is continuous on the rectangular box B, then
ZZZ Z sZ dZ b
f (x, y, z)dV = f (x, y, z)dxdydz
B r c a
Furthermore, the iterated integral may be evaluated in any order.

24
7 Line Integrals
7.1 Line Integral of Scalar Field
Definition 7.1 (Line Integrals of Scalar Field).
If f is defined on a smooth curve C given by r(t) = hx(t), y(t)i, a ≤ t ≤ b. Then the line
integral of f along C is
Z n
X
f (x, y)ds = lim f (x∗i , yi∗ )∆si
C n→∞
i=1

provided this limit exists and is the same for every choice of (x∗i , yi∗ ).

Theorem 7.1 (Formula for evaluation of Line Integral of Scalar Field).

Suppose C is given by r(t) = hx(t), y(t)i, a ≤ t ≤ b, then
Z Z b
f (x, y)ds = f (x(t), y(t)) kr0 (t)k dt
C a
s 
Z b 2  2
dx dy
= f (x(t), y(t)) + dt
a dt dt

Similarly, suppose that C is smooth space curve given by r(t) = hx(t), y(t), z(t)i, a ≤ t ≤ b.
Then
Z Z b
f (x, y, z)ds = f (x(t), y(t), z(t)) kr0 (t)k dt
C a
s 
Z 2  2  2
dx dy dz
= f (x(t), y(t), z(t)) + + dt
C dt dt dt

Remark: If f (x, y) = 1 for all x, y, the line integral formula

R evaluates the arc length of C.
More generally, one can interpret the line integral C f (x, y)ds as the area of the fence,
whose base is C and height above the point (x, y) is f (x, y).

Theorem 7.2 (Piecewise Parametrisation).

Suppose C is a union of a finite number of smooth curves C1 , C2 , . . . , Cn , where the initial
point of Ci+1 is the terminal point of Ci . Then
Z n Z
X
f (x, y)ds = f (x, y)ds
C i=1 Ci

Theorem 7.3 (Parametrisation of Line Segment).

A vector parametrisation of line segment that starts from r0 and ends at ri is given by

r(t) = r0 + t(r1 − r0 ), 0≤t≤1

25
7.2 Vector Field
Definition 7.2 (Vector field). Let D ⊆ R2 . A vector field on D is a function F that
assigns to each point (x, y) ∈ D a 2D vector F(x, y).
Let D ⊆ R3 . A vector field on D is a function F that assigns to each point (x, y, z) ∈ D a
3D vector F(x, y, z).
Theorem 7.4 (Vector Field in Component Form).
For vector field F on R2 ,

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

or for short
F = hP, Qi
Similarly, for vector field on F on R3 ,

F = hP, Q, Ri

Definition 7.3 (Line Integral of Vector Field).

Let F be a continuous vector field defined on a smooth curve C given by a vector function
r(t) = hx(t), y(t), z(t)i, a ≤ t ≤ b.
Then, the line integral of F(x, y, z) along C is
Z Z Z b
F · dr := F · Tds = F(x(t), y(t), z(t)) · r0 (t)dt
C C a

Theorem 7.5.
We have Z Z
F · dr = − F · dr
−C C

Theorem 7.6 (Component Form).

If F(x, y, z) = hP, Q, Ri then we have
Z Z
F · dr = P dx + Qdy + Rdz
C C

Sometimes a curve C is a union of finitely many smooth curves C1 , . . . , Cn . In such cases,

Z n Z
X
F · dr = F · dr
C i=1 Ci

7.3 Conservative Vector Field

Definition 7.4 (Conservative Vector Field).
A vector field F is conservative vector field on D if we can write

F = ∇f

for some scalar function f on D.

26
The function f is called the potential function of F.

Theorem 7.7 (Recovering f from F).

• Suppose F = hP, Qi, we have fx = P, fy = Q.

• Integrating fx with respect to x, we have

f (x, y) = j(x, y) + h(y)

∂
where ∂x
j(x, y) = fx .

• Differentiate f (x, y) with respect to y, we have

∂
fy = j(x, y) + h0 (y)
∂y
and by comparing the above expression with Q, we have
∂
g 0 (y) = Q − j(x, y)
∂y

• Integrating g 0 (y) with respect to y, we will have g(y), which we substitute back to
obtain f (x, y).

Theorem 7.8 (Test for Conservative Field).

Suppose F(x, y) = hP, Qi is a vector field in an open and simply-connected region D and
both P and Q have continuous first-order partial derivatives on D. Then
∂Q ∂P
=
∂x ∂y

at each point (x, y) in D if and only if F is conservative on D.

Similarly, suppose F(x, y, z) = hP, Q, Ri is a vector field in an open and simply-connected
region D in space and both P, Q, R have continuous first-order partial derivatives on D.
Then
∂R ∂Q
=
∂y ∂z
∂R ∂P
=
∂x ∂z
∂Q ∂P
=
∂x ∂y

for each point (x, y, z) in D if and only if F is conservative on D.

27
7.4 Fundamental Theorem for Line Integral
The fundamental theorem for line integrals says that we can evaluate the line integral
of a conservative vector field by only knowing the potential function at the endpoint.

Theorem 7.9 (Fundamental Theorem for Line Integrals).

Suppose F is a conservative vector field with potential function f , and C a smooth curve
with initial point A and terminal point B. Then
Z Z
F · dr = ∇f · dr = f (B) − f (A)
C C

The fundamental theorem of line integral says that the line integral of conservative field is
independent of the paths with the same initial point and terminal point.

Theorem 7.10 (Another test for non-conservativeness).

Vector field is not conservative if there are two paths with the same initial and terminal
points but their line integrals are different.

28
8 Green’s Theorem and Surface Integral of Scalar Field
8.1 Green’s Theorem
There are three methods of computing surface integral, each of different applicability.
Method 1: Parametrize C by r(t) = hx(t), y(t), z(t)i, a ≤ t ≤ b, then
Z Z b
F · dr = F(x(t), y(t), z(t)) · r0 (t)dt
C a

Method 2: If F is conservative, then apply Fundamental Theorem for Line Integrals:

Z
F · dr = f (B) − f (A)
C

where F = ∇f , for some scalar function f , B is the terminal point of C and A the initial
point. Method 3: Green’s theorem.
Theorem 8.1 (Green’s Theorem).
Let C be a positively oriented2 , piecewise-smooth, simply closed curve in the plane and let
D be the region bounded by C.
Let F(x, y) = P (x, y)i + Q(x, y)j.
If P (x, y) and Q(x, y) have continuous partial derivatives on an open region that contains
D, then Z Z ZZ  
∂Q ∂P
F · dr = P dx + Qdy = − dA
C C D ∂x ∂y
Green’s theorem can be considered as the Fundamental Theorem of Calculus for double
integrals.

8.2 Application of Green’s Theorem on Area of Plane Region

RR
To evaluate the area of a plane region D
1dA, we construct P and Q such that
∂Q ∂P
− =1
∂x ∂y
Therefore, we have the following possibilities
ZZ Z Z Z
1
1dA = xdy = −ydx = xdy − ydx
D C C 2 C

8.3 Parametric Surfaces

Definition 8.1 (Parametric Surface).
The 2-variable vector function
r(u, v) = hx(u, v), y(u, v), z(u, v)i, (u, v) ∈ D
parametrizes a surface S in the xyz-plane.
2
A curve has positive orientation if it is traversed in counterclockwise direction.

29
There are usually more than one ways to parametrize the surface. One special case is the
parametrization of the sphere of radius rho centered at origin:
x = ρ sin φ cos θ
y = ρ sin φ sin θ
zρ cos φ

8.4 Surface Integral of Scalar Field

Definition 8.2 (Surface Integral of Scalar Field).
ZZ m X
X n
f (x, y, z)dS = lim f (Pij∗ )∆Sij
S m,n→∞
i=1 j=1

provided the limit exists and is the same for all choices of the evaluation points Pij∗ .
We also require the parametrix surface to be smooth.
Definition 8.3 (Smooth surface).
A surface S is smooth if it has a parametrization r(u, v), u, v ∈ D, such that ru and rv are
continuous and ru × rv 6= 0 for all (u, v) ∈ D.
Theorem 8.2 (Two important properties of ru and rv ).

1. ru × rv is normal to the surface D.

2. We can approximate the patch area ∆Sij as follows:
∆Sij ≈ kru × rv k ∆u∆v

From the two properties, we arrive at two useful theorems.

Theorem 8.3 (Tangent Plane of Smooth Surface).
Suppose a surface S is smooth and has a parametrization of r(u, v) = hx(u, v), y(u, v), z(u, v)i, (u, v) ∈
D.
Then ru (a, b)×rv (a, b) is normal to the tangent plane of S at the point (x(a, b), y(a, b), z(a, b)).
Theorem 8.4 (Surface Integral Formula).
ZZ ZZ
f (x, y, z)dS = f (x(u, v), y(u, v), z(u, v)) kru × rv k dA
S D

If S is instead a union of finitely many smooth surfaces S1 , . . . , Sn that intersect only along
their boundaries, then the surface integral of f over S is the sum of the surface integrals
over each Si .
Theorem 8.5.
ZZ n ZZ
X
f (x, y, z)dS = f (x, y, z)dS
S i=1 Si

30
8.5 Surface Area
A special case of parametrization is that the surface is given by z = g(x, y), (x, y) ∈ D. Then
we can take x, y as parameters

r(x, y) = hx, y, g(x, y)i

In this case we have a special formula for surface integral.

Theorem 8.6.
v !
ZZ ZZ u  2  2
u ∂g ∂g
f (x, y, z)dS = f (x, y, g(x, y))t + + 1 dA
S D ∂x ∂y

On a irrelevant note, surface area of any parametricx surface D traced by r(u, v) can be
evaluated as

Theorem 8.7 (Surface Area).

ZZ ZZ
A(S) = 1dS = kru × rv k dA
S D

31
9 Surface Integral of Vector Field
9.1 Surface with Orientation
Definition 9.1 (Oriented Surface).
A surface S is orientable (or two sided) if it is possible to define a unit normal vector n at
each point (x, y, z) (excluding boundary) of the surface such that n is a continuous function
of (x, y, z).

There are two possible orientations for any orientable surfaces, as S will have two identifiable
sides:

• Open surface: a top and a bottom

• Closed surface: an inside and an outside

Theorem 9.1 (Unit normal vector n of r(u, v)).

One unit normal vector, which specifies a particular orientation of the parametrized surface
r(u, v) is given by
ru × rv
n=
kru × rv k
and the opposite orientation is given by
rv × ru
−n =
kru × rv k

Theorem 9.2 (Unit normal vector n of z = g(x, y)).

When S is given by z = g(x, y), the upward orientation of the surface is given by
∂g ∂g
h− ∂x , − ∂y , 1i
n= r  2
∂g 2 ∂g


1 + ∂x + ∂y

and the downward orientation is given by

∂g ∂g
h ∂x , ∂y , −1i
−n = r  2
∂g 2 ∂g


1 + ∂x + ∂y

Definition 9.2 (Positive Orientation for Closed Surfaces).

For a closed surface that is the boundary of a solid region E, the convention is that:
The positive orientation is the one for which the normal vectors point outward from E.
Inward pointing normals give the negative orientation.

32
9.2 Surface Integral of Vector Field
Definition 9.3 (Surface Integral of Vector Field).
If F is a continuous vector field defined on an oriented surface S with a unit normal vector
n, then the surface integral of F over S is
ZZ ZZ
F · dS := F · ndS
S S

The integral is also called the flux of F across S.

Theorem 9.3 (Computation of Surface Integral over Vector Field).

ru ×rv
To compute the integral, we first parametrize surface S by r(u, v). Then either kru ×rv k
or
rv ×ru
kru ×rv k
will be chosen, depending on the given n.
Suppose n = krruu ×r v
×rv k
, then

ru × rv
ZZ ZZ
F · dS = F· dS
S S kru × rv k
ru × rv
ZZ
= F· kru × rv k dA
D kru × rv k
ZZ
= F · (ru × rv )dA
D

where ru × rv has the same direction of n.

Theorem 9.4.
Let F = hP (x, y, z), Q(x, y, z), R(x, y, z)i. Suppose S is given by

r(x, y) = hx, y, g(x, y)i (x, y) ∈ D

Then the flux across S in the upward orientation is given by

ZZ ZZ
∂g ∂g
F · dS = hP, Q, Ri · h− , − , 1idA
S D ∂x ∂y
The flux across S in the negative orientation is given by
ZZ ZZ
∂g ∂g
F · dS = hP, Q, Ri · h , , −1idA
S D ∂x ∂y

33
10 Divergence and Curl
10.1 Divergence
Divergence can be regarded as a measurement of the net outward flux of vector field.
Definition 10.1 (Divergence).
Let F(x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k be a vector field in space, where P, Q, R
have first order derivatives in some region D. The divergence of F is the scalar function
defined by
∂P ∂Q ∂R
div F = + +
∂x ∂y ∂z
Definition 10.2 (Del Operator).
The vector differential operator ∇ is defined by
∂ ∂ ∂
∇=h , , i
∂x ∂y ∂z
Divergence can be expressed in terms of the del operator:

div F = ∇ · F

10.2 Gauss/Divergence Theorem

Theorem 10.1 (Divergence Theorem).
Let E be a solid region where the boundary surface S of E is piecewise smooth with positive
(outward) orientation.
Let F(x, y, z) be a vector field whose component functions have continuous partial derivatives
on an open region that contains E. Then,
ZZ ZZZ
F · dS = ÷FdV
S E

10.3 Curl
Curl is the measure of microscopic circulation of the underlying vector field.
Definition 10.3 (Curl).

i j k
∂ ∂ ∂
curl F = ∂x ∂y ∂z =∇×F
P Q R

10.4 Stokes’ Theorem

Definition 10.4 (Positive Orientation of Boundary Curve).
Let C be the boundary curve of an open surface S in space with unit normal n. The positive
orientation of the bounary curve is given by the right hand rule.

34
Theorem 10.2 (Stoke’s Theorem).
Let C be the boundary curve(simple closed curve) of a surface S with unit normal n. Suppose
that C is positively oriented with respect to n.
Let F be a vector field whose components have continuous partial derivatives on an open
region in R3 that contains S. Then,
Z ZZ
F · dr = curl F · dS
C S

Green’s Theorem is a special case of Stoke’s Theorem.

35