University of Melbourne

MAST 10006

CALCULUS 2

LECTURE NOTES!
 TOPIC 1 - LIMITS, CONTINUITY, SEQUENCES & SERES

1.0 Limits, Continuity, Sequences & Series

1.01 Introduction to Limits
Let f be a real-valued function. We say that f has the limit L as x approaches a,

If f(x) gets arbitrarily close to L whenever x is close enough to a but x cannot equal a. Note that L
must be finite and the limit can exist even if f is undefined at x = a.

Example 1

As x approaches 0 from above or below, f(x) approaches 4. So the limit must exist. Hence:

Example 2

As x approaches 0 from above and below, f(x) grows without bound. Since f(x) does not approach a
finite number, does not exist.

Example 3

The limit does not exist. As x approaches 0 from above, f(x) approaches 2. As x approaches 0 from
below, f(x) approaches 1.

We can describe this behaviour in terms of one-sided limits. We write:

Where + indicates a right hand limit.

Where - indicates a left hand limit.

The Two Sided Theorem of limits states that:

That is, the limit exists if and only if the left and right hand limits exist and are equal.

Example 4

As x approaches 1 from above and below, f(x) approaches 2. Hence

1.02 Limit Laws
The following are the limit laws that can be used to calculate limits for various functions. It is
important to note that one cannot use limit laws if limits do not exist.

Example 5
Use the limit laws to evaluate

1.03 Limits as x Approaches Infinity

We say that f has the limit L as x approaches positive infinity if f(x) gets arbitrarily close to L
whenever x is sufficiently large and positive, given by:

We say that f has the limit M as x approaches negative infinity if f(x) gets arbitrarily close to M
whenever x is sufficiently large and negative, given by:

Note that L and M must be finite and the same limit laws apply.
Example 6

Limits as x approaches infinity can be reformulated as one-sided limits approaching 0 by making

the change of variable y = 1/x, as shown in Example 7.

Example 7

Example 8

Example 9
Example 10

1.04 Sandwich Theorem

If g(x) < f(x) < h(x) when x is near a but x can not equal a, and:

Note that the Sandwich Theorem works for limits approaching infinity.

Example 11

Example 12
1.05 Continuity
A function f is continuous at x = a if:

A function f is left continuous (continuous from the left) at x = a if:

A function f is right continuous (continuous from the right) at x = a if:

At the endpoints of a domain, we cannot take both left and right hand limits, so we use the
appropriate limit to test continuity.

Example 13

Example 14

Example 15
For any real-valued functions, the Continuity Theorem 1 states that if the functions f and g are
continuous at a and c for any real numbers is a constant, then the following functions are continuous
at a:

Continuity Theorem 2 states that if f is continuous at a and g is continuous at f(a) then g o f is

continuous at x = a.

Continuity Theorem 3 states that the following function types are continuous at every point in
their domains: polynomials, trigonometric functions, exponentials, logarithms, nth root functions,
hyperbolic functions.

Example 16

Example 17
Another theorem states that if f is continuous at b and:

Example 18

1.06 Differentiability and L’Hopital’s Rule

Let f be a real valued function. The derivative of f at x = a is defined by:

The function f is differentiable at x = a if this limit exists. Geometrically, f is differentiable at x = a

if the graph y = f(x) has a tangent line at x = a given by:
y - f(a) = f’(a)(x - a)
This gives a good approximation to the graph near x = a. Note that we can also define left
differentiable and right differentiable.

So if f is differentiable at x = a, the linear approximation of f near x = a is given by:

The theorem states that if f is differentiable at x = a, then f is continuous at x = a.

Let f and g be both real functions that are differentiable near x = a, and g’(x) can not equal 0 at all
points x near a. If:

Then if this has the indeterminate form then:

Only if the limit involving the derivative exists L’Hôpital’s Rule also holds for limits approaching
infinity.

Example 19

Example 20

Example 21

1.07 Sequences
A sequence is a function f that has a domain of all natural numbers and a range of all real numbers.
It can be thought of as an ordered list of real numbers:

The sequence is denoted by {an}where an is the n-th term. The graph of a sequence {an}can be
plotted on a set of axes with n on the x-axis and {an} on the y-axis.

A sequence {an}has the limit L if an approaches L as n approaches infinity. Note, that L must be
finite. We write:
If the limit exists we say that the sequence is convergent. Otherwise, we say that the sequence is
divergent.

Example 22
Determine whether the following sequences converge or diverge.

The only difference between is that n is a natural number

whereas x is a real number. Let f be a real function and {an}be a sequence of real numbers such that
an = f(n). If:

This means that we can use the techniques for evaluating limits of functions to evaluate limits of
sequences.

Let {an} and {bn}be sequences of real numbers. Suppose that c is a real constant and the limit of
{an} and {bn} exist. Then:

Let {an}, {bn} and {cn}be sequences of real numbers. If {an} < {bn} < {cn}for all n > N for some N,
and:

Some standard limits for sequences include:

Example 23

Example 24
Find the limit of the sequence with terms:

Example 25

1.08 Series
The series with terms {an} is denoted by the sum:

If the sum is finite, we say that the series converges. Otherwise we say that the series diverges. In
fact, the decimal representation of a number is actual a series.
Some properties of convergent series includes:

A geometric series has the form:

The series converges if r < 1 and diverges if r > 1. If r < 1, then:

Example 26

A harmonic p series has the form:

The series converges if p > 1 and diverges if p is equal to or less than 1.

The Divergence Test states that if:

Note that:

The Divergence Test would hence be irrelevant, so we need to use another test to determine if the
series converges or diverges.
Example 27

To apply the Comparison Test, we compare a given series to a harmonic p series or geometric
series.

Example 28

The ratio test is useful if a contains an exponential or factorial function of n.

Example 29
 TOPIC 2 - HYPERBOLIC FUNCTIONS

2.0 Hyperbolic Functions

2.01 Introduction to Hyperbolic Functions
A function f is an even function if f(x) = f(-x). That is, there is a mirror image about the y-axis. A
function f is an odd function if f(x) = -f(-x). We define the hyperbolic cosine function:

Properties include:
1. cosh(0) = 1
2. cosh(-x) = cosh(x)
3. cosh(x) is an even function.

We define the hyperbolic sine function:

Properties include:
1. sinh(0) = 0
2. sinh(-x) = -sinh(x)
3. sinh(x) is an odd function.

We define the hyperbolic tangent function:

Properties include:
1. tanh(0) = 0
2. tanh(-x) = -tanh(x)
3. tanh(x) = is an odd function.
A flexible, heavy cable of uniform mass per length p and tension T at its lowest point has the shape:

This is a catenary, where g is the acceleration due to gravity.

Example 1

Example 2

Example 3
Some of the hyperbolic addition formulae include:

Some of the hyperbolic double angle formulae include:

2.02 Reciprocal Hyperbolic Functions

We define the three reciprocal hyperbolic functions as:
Some basic identities include:

Some derivatives of hyperbolic functions include:

Example 4

2.03 Inverse Hyperbolic Functions

We define three inverse hyperbolic functions. The inverse hyperbolic sine function is termed
arcsinhx. Since sinhx is a 1-1 function (injective), then:
1. Domain arcsinh(x) = range sinh(x)
2. Range arcsinh(x) = domain sinh(x)
3. arcsinh(sinhx) = x
4. sinh(arcsinhx) = x
The inverse hyperbolic cosine function is defined as arccoshx. The domain of coshx is restricted
from 0 to infinity to give an injective (1-1) function. Then:
1. Domain arccosh(x) = range cosh(x) = [1, infinity)
2. Range arccosh(x) = restricted domain cosh(x) = [0, infinity)
3. arccosh(coshx) = x for x is equal to or greater than 1.
4. cosh(arccoshx) = x for x is equal to or greater than 0.

The inverse hyperbolic tangent function is defined as arctanhx. Since tanhx is an injective (1-1)
function, then:
1. Domain arctanh(x) = range tanh(x) = (-1, 1)
2. Range arctanh(x) = domain tanh(x)
3. arctanh(tanhx) = x for -1 < x < 1
4. arctanh(tanhx) = x

The inverse hyperbolic functions can be expressed in terms of natural logarithms.

Example 5
Find the exact value of sinh(arccosh3).
The derivatives of inverse hyperbolic functions are given by the formulae:

Each formula is derived using implicit differentiation or by differentiating the logarithm definition
of each function.

Example 6
 TOPIC 3 - COMPLEX NUMBERS

3.0 Complex Numbers

3.01 Properties of Complex Numbers
The Cartesian form of a complex number is:
z = x + yi where x and y are any real numbers. Note that:
• x = Re(z) is the real part of z
• y = Im(z) is the imaginary part of z
• i2 = -1

The complex number can be written as:

Where:

Note that the angle theta is not unique - only defined up to multiples of 2π. We choose theta such
that -π < ø ≤ π and call this angle the principal argument of z.

3.02 Complex Exponential

We define the complex exponential using Euler’s formula:

We can then write the polar form of a complex number in terms of z, as shown above.
Examples:
1.
2.

From the definition of the complex exponential, we will soon obtain the following:

Notice that these properties are consistent with the usual index laws for exponentials for real
numbers (so they are easy to remember). This is why we generally work with the exponential polar
form instead of the trigonometric polar form.

Recall the compound angle formulae for cos and sin:

From this and the definition of the complex exponential:

For two complex numbers, the product is given by:

Interpreting this geometrically shows that the product of two complex numbers in polar form is
obtained by multiplying their moduli and adding their arguments.
For two complex numbers, the quotient is given by:

Interpreting this geometrically is that the quotient of two complex numbers in polar form is
obtained by dividing their moduli and subtracting their arguments.

3.03 Powers of Complex Numbers

We have learned how to multiply complex numbers in Cartesian form. In principle, this means we
know how to calculate integer powers of complex numbers. However, calculating large integer
powers directly from the definition of multiplication would be a horrifying task. Just think how
much work it would take to find directly:

Fortunately, there is a much easier way to calculate powers by first expressing complex numbers in
their exponential polar form. In the other direction, complex numbers in exponential form also
yields a relatively easy way to find their nth roots.

De Moivre’s Theorem can be used to avoid expanding the brackets when finding large powers of
complex numbers, given by:

This formula is consistent with the usual exponent laws:

Example:
We can express the real numbers cos(ø) and sin(ø) in terms of complex exponentials. We start with:

This gives the following formulae:

These formulae give a connection between the hyperbolic and trigonometric functions.

We can use these identities to express powers of cos(ø) or sin(ø) in terms of cos(nø) or sin(nø) and
are also very useful in the study of integration. The properties of the complex exponential can be
used to derive trigonometric identities. First we recall the expansion of the binomial:

Where each entry is obtained by summing the two entries above it in the previous row. This is the
binomial formula, given below:
Using Pascal’s triangle to find binomial coefficients is much easier than using the definition in
terms of factorials. Putting the binomial formula together with our exponential formulas for sin and
cos lets us convert expressions of powers of sin and cos into a form where we can integrate them.

Examples:
1.

3.04 Differentiation of the Complex Exponential

Example 1
Using the complex exponential, find:
Note that this example also gives the answer to

3.05 Integration of the Complex Exponential

It is given that:

Example 2
Evaluate the following complex integral.
Note that this example also gives the answer to
 TOPIC 4 - INTEGRAL CALCULUS

4.0 Integral Calculus

4.01 Derivative Substitutions
To evaluate:

Example 1

Example 2
We can use trigonometric and hyperbolic substitutions to integrate expressions containing:

Where a is a positive real number. This is employed by using the following method:

This is summarised in the table below.

Integrand Substitution

Example 3
Example 4

Consider the integral:

Where m and n are integers that are equal to or greater than 0. If m or n is odd, create a ‘derivative’
substitution by rewriting one of the odd power terms using identities. If m and n are even, use
double angle formulae.

Example 5

4.02 Partial Fractions

Let f(x) and g(x) be polynomials, then:

This can be written as the sum of partial fractions.

Case 1: n < d (degree of numerator is less than degree of denominator)
1. Factorise g over the real numbers.
2. Write down partial fraction expansion.
3. Find unknown coefficients.
This is summarised in the table below.
Type Denominator Factor Partial Fraction Expansion

Linear Factor
#

Repeated Linear Factor

#

Irreducible Quadratic Factor

 Type Denominator Factor Partial Fraction Expansion

Repeated Irreducible Quadratic

Factor

Example 6

The method of partial fractions is used to decompose a rational function into a sum of simpler
fractions. You can check that an expression like this is correct by bringing the right hand side to a
common denominator and then comparing the two sides. When integrating a rational function
where f and g are polynomials:

We may assume that the degree of f is strictly smaller than the degree of g. If not, polynomial long
division gives a polynomial part plus a remainder that satisfies this requirement. The next step is to
factorise g. As we have seen, g always factorises into linear and quadratic factors with real
coefficients (but we may not be able to express these nicely).
Example 7
Evaluate:

4.03 Integration by Parts

The product rule for differentiation is:

This is the formula when using Integration by Parts.

Example 8
Example 9

Note that this technique can also be used to integrate inverse trigonometric functions and inverse
hyperbolic functions.

Example 10
 TOPIC 5 - FIRST ORDER DIFFERENTIAL EQUATIONS

5.0 First Order Differential Equations

5.01 Ordinary Differential Equations
An equation of the form below is an ordinary differential equation (o.d.e.) of order n.

A solution of an ordinary differential equation is a function y that satisfies the ordinary differential
equation for all x in some interval.

The general form of a first order differential equation is:

Example 1

This is the general solution where c is an arbitrary constant. Each value of c corresponds to a
different solution of the ordinary differential equation.

For an initial value problem for a first order ordinary differential equation, then solve the first order
differential equation subject to the condition y(x0) = y0.

5.02 Separable Ordinary Differential Equations

A separable first order ordinary differential equation has the form:

To solve these:
Example 2

5.03 Linear First Order Ordinary Differential Equations

A linear first order ordinary differential equation has the form:

To solve, multiply the ordinary differential equation by an integrating factor I(x).

If the left side can be written as the derivative of y(x)I(x), then:

The aim is to find an integrating factor I so that the left side will be the derivative of yI. Then:
Since we only need one integrating factor I, we can neglect the +c and modulus signs when
calculating I.

Example 3
5.03 Other First Order Ordinary Differential Equations
Sometimes it is possible to make a substitution to reduce a general first order ordinary differential
equation to a separable or linear ordinary differential equation.

A homogeneous type ordinary differential equation has the form:

Substituting reduces the ordinary differential equation to a separable ordinary

differential equation.

Bernoulli’s equation has the form:

Example 4
Solve the homogeneous type differential equation below.

Example 5
Solve the Bernoulli equation:
5.04 Population Models
The Malthus Doomsday Model states that the rate of growth is proportional to the population P at
time t. That is:

Where k is the net birth rate. Hence the general solution would be:

The Doomsday model is unrealistic since if:

1. k > 0 then there is unbounded exponential growth.
2. k < 0 then the population dies out.
3. k = 0 then the population stays constant.

An equilibrium solution is a solution that does not change with time, that is:

A stable equilibrium are solutions that start nearby and move closer as t increases (this is ideal for
population models). An unstable equilibrium is where the solutions that start nearby the
equilibrium solution and move further away as t increases (an example of the Doomsday model, and
is hence not suitable for population models). A semistable equilibrium is where on one side of the
solutions start nearby the equilibrium solution and move closer as t increases whereas on the other
side the solutions move further away as t increases. This is suitable for population models only if
the right section is chosen (i.e. must avoid exponential growth or dying out).

If , then a phase plot of this as a function of x will give the equilibrium solutions
and the behaviour of solutions close by.

Removing some of the population at a constant rate is known as the Doomsday model with
harvesting. So:

The Logistic Model includes the ‘competition’ term in Malthus’ model since overcrowding,
disease, lack of food and natural resources will cause more deaths. This model is shown below,
where a is the carrying capacity.

Example 1
Solve the below population model, given P(0) = 1.
Note that the Logistic model accurately predicts:
1. Population in a limited space (e.g. bacteria culture).
2. Population of USA from 1790 to 1950.
The logistic model with harvesting involves removing some of the population at a constant rate:

5.05 Mixing Problems

Example 1
Effluent (pollutant concentration 2g/m3) flows into a pond (volume 1000m3, initially 100g
pollutant) at a rate of 10m3 / min. The pollutant mixes quickly and uniformly with pond water and
flows out of pond at a rate of 10m3 / min. Find the concentration of pollutant in the pond at any
time.
Let x be the amount (grams) of pollutant in pond at time t minutes. Then x/V is the concentration of
pollutant in pond (grams per m3), where V is the volume of the pond (m3) at time t.
Transient terms are the terms decaying to 0 as t approaches infinity. The steady state terms are
the terms that do not decay to 0 as t approaches to infinity. So the solution for the concentration can
be classified as follows:

Example 2
Find the concentration of pollutant in the pond if input flow rate is decreased to 5 m3 / min.
Let V be volume in pond at time t minutes.

5.06 Electric Circuits

An electric circuit is a path (e.g. wire) for electrons (charge) to move along. The following are
circuit elements:
1. Resistor (resistance, R in Ohms): impedes flow of charge.
2. Inductor (inductance, L in Henrys): stores energy in form of magnetic field.
3. Capacitor (capacitance, C in Farads): stores charge to produce electric field.
4. Voltage source (V in volts).
To find the current, i Amps, in the circuit and the charge, q coulumbs, on the capacitor plates:

Kirchhoff’s Voltage Law states that the sum of the voltages around a closed circuit is zero.
Voltage drop across the:

Example 3
Find the charge on a capacitor at any time, if the current is initially 0.4 Amps, there is a resistor of
1000 Ohms, a capacitor of 10-5 Farad and a voltmeter of 200 Volts.

Example 4
Find the current in the circuit at any time, if initially there is no current. There is a voltmeter with
voltage 240cos10t, an inductor with inductance 20 Henry and a resistor with resistance 100 Ohm.
 TOPIC 6 - SECOND ORDER DIFFERENTIAL EQUATIONS

6.0 Second Order Differential Equations

6.01 Homogeneous Second Order Differential Equations
A second order o.d.e has the form:

The general form of a linear second order o.d.e is:

If R(x) = 0 then the o.d.e is homogeneous. If it does not equal 0, then the o.d.e is inhomogeneous.
Note that a homogeneous linear o.d.e is different to a homogeneous type first order o.d.e.
The general solution of:

Where both y functions are two linearly independent solutions of the homogeneous o.d.e and C and
D are arbitrary real constants.

The homogeneous second order linear o.d.e with constant coefficients has the general form:
ay’’ + by’ + cy = 0
To solve for y(x):

This is known as the characteristic equation. Thus:

Example 1

Example 2
Note that imposing real conditions on the o.d.e. will always lead to real coefficients A and B.

Example 3

6.02 Inhomogeneous Second Order Linear O.D.E’s

The general solution of an inhomogeneous second order linear O.D.E. is given by the function y:

Where yH is the general solution of the homogeneous o.d.e. (called the homogeneous solution) and
yP is a solution of the inhomogeneous o.d.e (called a particular solution).

Example 4

Example 5
Example 6

Example 7

Example 8
6.03 Springs - Free Vibrations
An object (mass m kg) stretches a spring (natural length L m) hanging from a fixed support by s m.
The forces are:
1. Gravitational force = mg
2. Restoring force in spring (from Hooke’s Law): T = k . extension (k > 0)
At equilibrium, forces balance so:
T = mg so kS = mg
Suppose the mass is set in motion. Let y be the displacement of the object from the equilibrium
position (y = 0) at any time t. Assume:
1. Downward direction is positive.
2. Spring is stretched below equilibrium.
3. Mass is moving down (so damping is upwards).
4. Damping force is proportional to the velocity (damping constant).
Using Newton’s Law, the equation of motion is:

To solve:

Example 10
A 40/49 kg mass stretches a spring hanging from a fixed support by 0.2 m. The mass is released
from the equilibrium position with a downward velocity of 3m/s. Find the position of the mass y
below equilibrium at any time t, if the damping constant is 0.
If an external downwards force f is applied to the spring mass system at time t, then the equation of
motion becomes:

Resonance occurs when the external force f is one of the terms in the GS(H). The PS(IH) will grow
without bound as t approaches infinity.

6.04 LRC Series Electric Circuits

Consider a series circuit containing an inductor (inductance L Henry), a capacitor (capacitance C
Farads), a resistor (resistance R Ohms) and a voltage source (V volts). Using Kirchhoff’s Voltage
Law:

The o.d.e. for the electric circuit gives the full range of solutions obtained in vibrations of springs.

Example 1
A defibrillator discharges a current through the patient in an attempt to restart the patient’s heart. It
consists of an open circuit containing a capacitor of 32 microfarads, an inductor of 0.05 H and a
resistor of 50 Ohms. The patient has a resistance of 50 Ohms when the device is discharged through
them. Find the current during discharge, if the capacitor is initially charged to 6000 V.
 TOPIC 7 - FUNCTIONS OF TWO VARIABLES

7.0 Functions of Two Variables

7.01 Sketching Functions of Two Variables
An example of a function of two variables is the temperature T at a point on the Earth’s surface at a
given time depends on the latitude x and the longitude y. We think of T being a function of the
variables x, y (independent variables) and write T = f(x, y). In general, a function of two variables is
a mapping f that assigns a unique real number z = f(x, y) to each pair of real numbers (x, y) in some
subset D of the xy plane, where D is the domain of f.

We can represent the function f by its graph. The graph of f is:

This is a surface lying directly above the domain D. The x and y axes lie in the horizontal plane and
the z axis is vertical.

The Cartesian form of a plane is:

ax + by + cz = d
Where a, b, c and d are real constants. A normal vector to the plane is ai + bj + ck.

Example 1
The plane 4x + 3y + z = 2 can be written as z = 2 - 4x - 3y, so is the graph of the function given by
f(x, y) = 2 - 4x - 3y. Sketch the plane.
Find the intercepts:
Note that the plane extends perpendicular to each face.

A curve on the surface z = f(x,y) for which z is a constant is a contour. The same curve drawn in the
xy plane is a level curve. Thus a level curve of f has the form:

The key steps in a drawing a graph of a function of two variables are:

1. Draw the x, y and z axes. For right handed axes: the positive x axis is towards you, the
positive y-axis points to the right and the positive z axis points upward.
2. Draw the y-z cross section.
3. Draw some level curves.
4. Draw the x-z cross section.
5. Label any x, y and z intercepts and key points.

7.02 First Order and Second Order Partial Derivatives

We say that f has the limit L as (x, y) approaches a point:

If when (x, y) approaches the point along any path in the domain, then f(x, y) gets arbitrarily close to
L. Note that:
1. L must be finite.
2. The limit can exist if f is undefined at the point.
3. The usual limit laws apply.
Let f be a real-valued functions. Then f is continuous at (x, y) if:

Note that the continuity theorems for two functions of one variable can be generalised to functions
of two variables.

Example 1

Example 2
The first order partial derivatives of f with respect to the variables x and y are defined by the
limits:

The partial derivative with respect to x measures the rate of change of f with respect to x when y is
held constant. The partial derivative with respect to y measures the rate of change of f with respect
to y when x is held constant.

Example 3

Example 4

The second order partial derivatives of f with respect to x and y are defined by:
Note that if the second order partial derivatives of f exist and are continuous then:

Example 5

Example 6
Find the second order partial derivatives of the following function f.

Note that the last two second order partial derivatives are equal as expected since trigonometric
functions and polynomials are continuous for all (x, y) in their domain.

7.03 Tangent Planes and Differentiability

Let f be a real-valued function. We say that f is differentiable at a point if the tangent lines to all
curves on the surface z = f(x,y) pass through a point form a plane, called the tangent plane. This
holds if the first order partial derivatives exist and are continuous near the point. The tangent plane
has equation:
Example 7
Find the equation of the tangent plane to the following surface.

If f is differentiable at a point, we can approximate z = f(x,y) by its tangent plane. The linear
approximation of f near a point is:

Example 8
If x changes from 2 to 2.05 and y changes from 3 to 2.96, estimate the change in z defined below.

Example 9
Find the linear approximation of the following surface defined below at (1, 0). Hence, approximate
f(1.1, -0.1).
7.04 Chain Rule
If z = f(x,y) and x=g(t) and y=h(t) are differentiable functions, then z = (f(g(t),h(t)) is a function of t,
and:

Example 10

If z = f(x,y) and x=g(s,t) and y=h(s,t) are differentiable functions, then z is a function of s and t
with:

Example 11

7.05 Directional Derivatives

Let u be a unit vector in the xy-plane. The rate of change of f at P in the direction u is the
directional derivative. Geometrically, this represents the slope of the surface z = f(x,y) above the
point P in the direction u. This is denoted by:

If f is a differentiable function, we can define the gradient of f to be the gradient vector:

Hence, the directional derivative of f at the point P in the direction u is the dot product:

Example 1
Find the directional derivative of z defined below at (2,0) in the direction from (2,0) towards (0.5,2).

The directional derivative of f is:

So for a fixed gradient vector, the directional derivative is maximum when theta is equal to 0 (that
is, f increases most rapidly along the gradient vector). The directional derivative is a minimum
when theta is equal to π (that is, f decreases most rapidly along the negative of the gradient vector).
When the directional derivative is equal to 0, then theta is equal to π/2 and hence the gradient vector
is orthogonal (perpendicular) to the unit vector u. Note that the directional derivative is equal to 0
whenever u is tangent to a level curve of f (where f = constant).

Example 2
In what direction does f(x,y) increase and decrease most rapidly at (2,0)? Express direction as a unit
vector.
7.06 Stationary Points
A stationary point of f is a point at which the gradient vector is equal to the zero vector. So the
partial derivatives of x and y are both equal to 0 simultaneously. Geometrically, this means that the
tangent plane to the graph z at a certain point is horizontal, i.e. parallel to the xy-plane. The three
types of stationary points are:
1. Local maximum
2. Local minimum
3. Saddle point
If the gradient vector is equal to the zero vector and the second partial derivatives of f are
continuous on an open disk centred at a certain point, consider the Hessian function given by:

Then at (x, y):

1. Local minimum if H > 0 and the second partial derivative of xx is > 0.
2. Local maximum if H > 0 and the second partial derivative of xx is < 0.
3. Saddle point if H < 0.
Note that the test is inconclusive is H = 0.

Example 1
Find and classify the stationary points of the following function.
7.07 Double Integrals
Let f be a continuous function over a domain D. The partial indefinite integrals of f with respect to
the first and second variables (say x and y) are denoted by:

The first is evaluated by holding y fixed and integrating with respect to x, while the second is
evaluated by holding x fixed and integrating with respect to y.

Example 1
Evaluate the following partial integral.

We can evaluate the double integral as:

Where this is the volume under the surface of f(x,y) that lies above the domain D in the xy plane.
The double integral is defined as the limit of sums of the volumes of the rods:

For double integrals over rectangular domains, then R = [a, b] x [c, d] is a rectangular domain
defined by a < x < b and c < y < d. Hence:

Hence, the order of integration is not important.

Example 2
Evaluate the following double integral.