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MECH2407

Multivariable Calculus and


Partial Differential Equations
Lecturer: Dr. W.F. Lee
Location: Room 528A, Haking Wong Building
Phone: 2219 4813, E-mail: drwflee@hku.hk
Functions of Several Variables
Basic Concepts:
A point (x0, y0) in a region R is an interior point of R if it is the
center of a disk that lies entirely inside of R. The interior of R
contains all the interior points of R.

A point (x0, y0) in a region R is a boundary point of R if every


disk centered at (x0, y0) contains points that lie outside of R
as well as points that lie inside of R. The boundary of R
contains all the boundary points of R.
A region is called an open region if it contains entirely its interior.
A region is called a closed region if it contains its interior as well
as its boundary.
For example: let’s consider an unit circle in the xy-plane,
(a) (b)

R R

 
R  ( x , y) x 2  y2  1  
R  ( x , y) x 2  y2  1
R is an open region. R is a closed region.
recall :
( x, y) 
x 2  y2  1
is the boundary
Given a real-valued function of n independent variables ( x1 , x2 , . . . , xn )
w  f ( x1 , x2 , . . . , xn )
the symbol w is the dependent variable of f.
The domain of a real-valued function f consists of all possible values
of x and y in which the function f generates real numbers.
The range of the function f thus consists of those valid values of f.
Example 1: Determine the domain and the range of the real-
valued function
f ( x , y) 
2
y x
Solution: The domain of the function f is given by all possible
values of x and y such that y  x 2
The range of f is given by those valid values of f , that is
f ( x , y )  0 or 0,   it is called the
right - opened interval
Level Curve and Level Surface:
The set of points (x, y) in the plane where a function f (x, y) has a
constant value c such that
f ( x , y)  c
it is called a level curve of f.
Now if the function f (x, y) is set as a dependent variable z, instead
of a constant value such that
z  f ( x, y)
we call that the surface described by z = f (x, y).
The set of all points (x, y, z = f (x, y)) in space is also called the
graph of f, actually, it is the surface z = f (x, y).
A collection of many level curves (also called contour lines)
f ( x, y)  c1 , f ( x, y)  c2 , . . . , f ( x, y)  cn
will give us a contour map.
Example 2: Show the graph and some selected level curve of the
function f ( x , y)  100  x 2  y2 .
Solution: Just show three level curves (three different c) of f (x, y)
f ( x , y)  0, f ( x , y)  51, and f ( x , y)  75
and the graph (the surface) defined by z  f ( x , y)  100  x 2  y2 as
below

The level curves


for f ( x , y )  75 are the circles
 x 2  y 2  25 (of different
radius) in the
xy-plane.

for f ( x , y)  51
for f ( x , y )  0
 x 2  y 2  49
 x  y  100
2 2
z  f ( x, y) gives the graph, and f ( x, y)  c gives the level curves.
There are more examples of computer-generated level curves and the
graphs of some typical functions of two independent variables
( x  y )
(a) z  e ( x  y ) 8 (sin x 2  cos y2 ) (b) z  (4 x  y )e
2 2 2 2
2 2

zc zc
(c) z  (sin x  2 sin y)
Different c values
just give different
level curves, so we
have the contour
map with many
zc level curves.
The set of points (x, y, z) in space where a function of three
independent variables f (x, y, z) has a constant value c such that
f ( x, y, z )  c
it is called a level surface of f.
For example, given a function of three independent variables:
f ( x, y, z )  x 2  y2  z 2
The level surfaces of f (x, y, z) for
constant value c, say equals 1, 2, and 3 are
concentric spherical surfaces (of
different radius).
f ( x, y, z )  x 2  y 2  z 2  1
x 2  y2  z 2  2

x 2  y2  z 2  3
Limit of a Function of Two Variables:
A function f (x, y) approaches the limit L as (x, y) approaches
(x0, y0), and write lim f ( x , y)  L
( x , y )( x0 , y0 )
if given any   0 , there exists   0 such that for all (x, y) in the
domain of f (x, y), where   0
f ( x, y)  L   whenever 0  ( x  x0 )2  ( y  y0 )2   .
That means the absolute difference between f (x, y) and L is very
small (less than   0 ) in a small neighborhood around (x0, y0).
Continuous Function of Two Variables:
A function f (x, y) is continuous at the point (x0, y0) if
1. the function f (x, y) is defined at the point (x0, y0),
2. the limit exists ( x , y )lim f ( x, y)
( x , y )
0 0

3. the limit equals the value of f (x0, y0): lim f ( x , y)  f ( x0 , y0 )


( x , y )( x0 , y0 )
A function is continuous if it’s continuous at every point of its domain
Example 4: Find the following limit
x 2  xy
lim .
( x , y ) ( 0 , 0 ) x y
Solution: The denominator x  y approaches 0 as ( x, y)  (0,0)
we try to multiply numerator and denominator by x  y
so that we produce an equivalent fraction whose limit we can find
x 2  xy ( x 2  xy)( x  y )
lim  lim
( x , y ) ( 0 , 0 ) x  y ( x , y )( 0, 0 ) ( x  y )( x  y )
We can cancel the x ( x  y)( x  y )
factor (x – y) because  lim
( x , y ) ( 0 , 0 ) ( x  y)
x = y (or x – y = 0) is
NOT in the domain of  lim x( x  y )
the function ( x , y ) ( 0 , 0 )

x 2  xy
 (0)( 0  0 )  0
x y
Two-path Test for Nonexistence of a Limit:
A function f (x, y) has different limits (values) along two different
paths as (x, y) approaches (x0, y0), then the limit
does not exist. lim f ( x , y)
( x , y )( x0 , y0 )

Example 5: Show that the function 2 xy 2 has no limit as (x, y)


approaches (0, 0). x y
Solution: We evaluate the limit along the first path x = y ,
xy x2 1 We can cancel
lim f ( x , y )  lim  lim  the factor x,
( x , y ) ( 0 , 0 ) ( x , y ) ( 0 , 0 ) x  y
2 2 ( x , y )( 0 , 0 ) 2x 2
2 because x = 0,
Now along another path x = – y , y = 0 are NOT
xy  x2 1 in the domain
lim f ( x , y )  lim
( x , y ) ( 0 , 0 ) x 2  y 2
 lim 
( x , y ) ( 0 , 0 ) ( x , y )( 0 , 0 ) 2x 2
2 of the function.
We got two different limits (values) along two different paths as (x, y)
approaches (0, 0), that means the limit does not exist.
Partial Derivatives:
Recall the derivative of a single variable function f (x)
df ( x ) f ( x0  h)  f ( x0 )
 lim
dx x  x0 h0 h
that just measures the rate of change of the single variable function
at x = x0. It also denotes the slope of the tangent line at x = x0.
Similarly, for a several variables function, we need to deal with
ONE of the (independent) variables each time, while all the OTHER
(independent) variables are treated/ kept as constants.
Therefore, partial derivative just measures the rate of change of
several variables function with respect to ONE variable each time,
that’s why we call that partial derivative.
df ( x ) f ( x0  h)  f ( x0 )
 lim
dx x  x0 h0 h
Now we consider the function of two independent variables f (x, y),
the partial derivative of f (x, y) with respect to x at the point (x0, y0),
the variable y is kept as a constant (say y = y0), is defined by
f ( x, y) f ( x0  h, y0 )  f ( x0 , y0 )
 lim
x ( x0 , y0 ) h0 h
provided the limit exists.
Similarly, keeping the variable x as a constant (say x = x0), the
partial derivative of f (x, y) with respect to y at the point (x0, y0),
provided the limit exists, is defined by
f ( x, y) f ( x0 , y0  k )  f ( x0 , y0 )
 lim
y ( x0 , y0 ) k 0 k
The alternative notations for the partial derivative of f (x, y) with
respect to the variable x and y at a point (x, y), in general, are
(slope of the tangent line f f (slope of the tangent line
treating x as a variable) x
 f x and  f y treating y as a variable)
y
Let’s have an interesting interpretation on partial derivative/ partial
differentiation:
We try to let h(x, y) be a function of two independent variables,
representing the height of a hill, with the x and y coordinates
representing the positions in the “ east ” and “ north ” directions
respectively.
So the rate at which our height would increase if we walked east
would be specified by the partial derivative (the variable/ coordinates
y is kept as a constant)
h Physically we may regard it
or hx as the slope of the hill along
x the east direction.
Similarly, the rate at which the height would increase if we walked
north could be denoted by the partial derivative (the coordinates x is
kept as a constant)
h Obviously, we may regard it
or hy as the slope of the hill along
y the north direction.
Example 6: Given a function of three variables
f ( x , y, z )  e 2 z (cos xy)
f f f
Find , , and .
x y z
Solution: The partial derivative of f (x, y, z) with respect to the
variable x, y, and z respectively are
f
(keeping y, z as constants)  f x   e 2 z y(sin xy ),
x
f
(keeping x, z as constants)  f y   e 2 z x (sin xy ),
y
f
(keeping x, y as constants)  f z  2 e 2z
(cos xy)
z
Example 7: Given an implicit function z  z ( x , y) , it satisfies
z z x 3  xy2  yz 2  z 3  5
Find , .
x y
Solution: Partially differentiate both sides of the equation with
respect to x, it yields
z z z y 2
 3 x 2
provided that
3 x 2  y2  2 yz  3z 2 0  
x x x 2 yz  3z 2 2 yz  3z 2
Similarly, partially differentiate both sides of the equation with
respect to y, it gives
z 2 z z 2 xy  z 2 provided that
0  2 xy  z  2 yz  3z
2
0  
y y y 2 yz  3z 2 2 yz  3z 2
f f
 f x and  fy
x y
We may differentiate the first (order) partial derivatives again to
obtain the second (order) partial derivatives:
2 f   f 
f xx  2   
x x  x 
2 f   f 
f yy  2   
y y  y 
2 f   f 
f yx    
xy x  y 
2 f   f 
f xy    
yx y  x 
Similarly, we can define higher (order) partial derivatives in the
same way.
3 f   2 f  3 f   2 f 
For examples: f xxx  3   2 , f yyy  3   2 , . . . . .
x x  x  y y  y 
Example 8: Given f ( x , y)  x cos y  ye ,
x

find f f  2
f  2
f  2
f  2
f
, , , , and .
x y x 2
y xy
2
yx
Solution: We have the first partial derivatives
f f
 cos y  ye ,
x
  x sin y  e x
x y
2 f   f 
The second partial derivatives:     ye x
,
x 2
x  x 
2 f 2 f   f   2
f
  x cos y,  
 
   sin y  e x
,   sin y  e x
.
y 2
xy x  y  yx
We notice that the mixed partial derivatives fxy = fyx.
The Mixed Derivative Theorem: If f (x, y) and its partial derivatives
fx , fy , fxx , fyy , fxy , fyx are defined throughout an open region
containing a point (a, b) and are all continuous at (a, b), then
f xy ( a, b)  f yx (a, b).
f f
recall :  f x and  fy
x y
The Chain Rule:
For functions of single variable, if y = f (x) and x = x (t), then the
function becomes y  f ( x ( t ))
and the derivative dy df dx
by the chain rule: 
dt dx dt
For functions of two independent variables, if w = f (x, y)
has continuous partial derivatives fx and fy , if x = x (t), y = y (t) are
differentiable functions of t, then we could write w as a function of
t such that w  f ( x ( t ), y( t )) ( x and y are called
by the chain rule, intermediate variables,
dw f dx f dy and t is called
 
dt x dt y dt independent variable )
Similarly, for functions of three independent variables w = f (x, y, z),
if x, y , z are differentiable functions of t, then we have
( x, y , z are the dw f dx f dy f dz
  
intermediate variables ) dt x dt y dt z dt
Example 9: Given w  f ( x , y, z )  xy  z , find dw if
x  cos t , y  sin t , z  t . dt
Solution: Just directly apply the chain rule to the given function
dw f dx f dy f dz
  
dt x dt y dt z dt
Substitute for the  ( y )(  sin t )  ( x )(cos t )  (1)(1)
intermediate variables so
as to have the answer  (sin t )(  sin t )  (cos t )(cos t )  (1)(1)
just in terms of the
  sin 2 t  cos2 t  1
independent variable t.
dw
  1  cos 2t .
recall :
dt
1  cos 2 1  cos 2
cos  
2
, sin  
2

2 2
Now we try to deal with functions of two intermediate variables and
two independent variables, if w = f (x, y) has continuous partial
derivatives, and x = x (u, v), y = y (u, v) are differentiable
functions, then the function w becomes a function of u and v
w  f ( x ( u, v ), y( u, v ))
by the chain rule, we can easily work out the partial derivatives
with respect to the two independent variables u and v respectively
w f x f y
 
u x u y u
and
w f x f y
 
v x v y v

Graphically illustrate the relationship between


intermediate variables and independent variables
Notice: we can work out the same answers of
2 r 2 sin cos
the partial derivatives by direct substitution: w  e  e
2 xy

Example 10: Given w  f ( x , y)  e 2 xy , if x  r cos  , y  r sin  ,


find w and w .
r 
Solution: Apply the chain rule to the given function, we have
w f x f y
   2 ye 2 xy cos   2 xe 2 xy sin 
r x r y r 2 r 2 sin  cos  r 2 sin 2
 4e r cos  sin   2e r sin 2
w f x f y
   2 ye 2 xy (  r sin  )  2 xe 2 xy ( r cos  )
 x  y  2 r 2 sin  cos  2
 2e r (  sin 2   cos2  )
Substitute for all the r 2 sin 2 2
intermediate variables  2e r cos 2 recall :
x and y so that we sin 2
have the answer just sin  cos  
2
only in terms of the 1  cos 2 1  cos 2
independent variables. cos 2   , sin 2  
2 2
Similarly, for functions of three intermediate variables and
two independent variables, if w = f (x, y, z) has continuous partial
derivatives, and x = g (r, s), y = h (r, s), z = k (r, s) are differentiable
functions, then the function w will become a function of
two independent variables r and s.
By the chain rule, we can easily work out the partial derivatives
with respect to the two independent variables r and s respectively
w f x f y f z
  
r x r y r z r
and
w f x f y f z
  
s x s y s z s

Graphically illustrate the relationship between


intermediate variables and independent variables
Example 11: Given

Find w and w .
r s
Solution: Directly apply the chain rule to the function w
w w x w y w z  1   1
       ( 2)2r   2 z ( 2)     12r
r x r y r z r  s   s
w f x f y f z  r  1 2 r
    (1)  2   ( 2)   2 z ( 0)   2
s x s y s z s  s   s s s
Substitute for all the Notice: we can work out the
intermediate variables same answer of the partial
so that we obtain the derivatives by direct substitution:
answer in terms of the
independent variables. w  x  2 y  z2 
r
s
 
 2 r 2  ln s  2r 
2
there is an implicit function x 3  xy2  yz 2  z 3  5 in example 7

Suppose that f (x, y) is differentiable and if y is defined as an


implicit function of x by the equation
f ( x , y( x ))  0
y(x) is a differentiable function of x, then partially differentiate
both sides of the equation with respect to x, it yields
f dx f dy f f dy
 0  
x dx y dx x y dx
we can obtain, from the equation of partial derivatives,
the slope of the tangent at a point (x, y) of the function f (x, y(x))
f whenever
dy x fx f
  0
dx f fy y
y
Example 12: Given y2  x 2  sin xy  0, and y is defined as an
implicit function of x, find dy .
dx
Solution: We have the implicit function f ( x , y)  y 2  x 2  sin xy  0
f f
 2 x  y cos xy and  2 y  x cos xy
x y
directly apply the formula, we easily obtain
dy fx  2 x  y cos xy 2 x  y cos xy
  
dx fy 2 y  x cos xy 2 y  x cos xy
Example 13: Find the slope of the tangent at a point (x, y) of an
quadratic equation f ( x, y)  ax 2  2hxy  by2  2 gx  2 fy  c  0.
Solution: It is a typical example of y defined as an implicit function
of x, and f x  2ax  2hy  2 g and f y  2hx  2by  2 f
then the slope of the tangent at (x, y) is given by
dy fx ax  hy  g
 
dx fy hx  by  f
d
where f ( x0 )  f ( x)
dx ( x  x0 )

Taylor’s Theorem and the Application:


For a single variable function y = f (x) with continuous derivatives
f ( x ), f ( x ), . . . , f ( n1) ( x ) , it can be expanded in power series called
Taylor’s series. Now if x  x0  h, the Taylor’s series of f (x) about
the point x0 is
h  h
2
f ( x0 )  . . . 
h
n1
f ( x )  f ( x0 )  f ( x0 )  f ( n1) ( x0 )  Rn ( h)
1! 2! ( n  1)!
where Rn (h) is called the remainder term and Rn ( h)  0 as n  .
From this expansion, we can approximately evaluate the value of f (x)
up to some particular orders, say up to the 3rd order, we have

f ( x  x0  h)  f ( x0 )  f ( x0 ) 
h h
2
f ( x0 ) 
h
3
f ( x0 )
1! 2! 3!
For example, if f ( x )  e x , where x  x0  h, if x0  0, h  1

f ( x )  e  f ( 0) 
x 1
f ( 0 ) 
1
2
f 
 ( 0 ) 
1
3
f ( 0)  2.66667
1! 2! 3!
compare to the exact value of e  2.71828. . ., the error is about 1.8%
x
h
recall : f ( x )  f ( x0 )  f ( x0 ) 
h f ( x )  . . .  h f ( n1) ( x )  R ( h)
2 n1

n
( n  1)!
0 0
1! 2!
Similarly, for functions of two or more variables with continuous
partial derivatives of all orders, it can be expanded in Taylor’s series.
Consider a function of two independent variables f (x, y), where
x  x0  h and y  y0  k , the Taylor’s series of f (x, y) about (x0, y0)
f ( x0  h, y0  k ) where
     
 f ( x0 , y0 )   h f ( x0 , y0 )  k f ( x0 , y0 )  f ( x , y )  f ( x, y)
x x
0 0

 x y  (x ,y )
0 0

1  2 2 2 2 
2

  h f ( x0 , y0 )  2hk f ( x0 , y0 )  k f ( x0 , y0 )   . . .  Rn ( h, k )
2! x 2
xy y 2

where Rn(h, k) is called the remainder term and Rn ( h, k )  0 as n  
It can be written in terms of the orders of partial derivative operators
   1  2 2 2 2  
2
f ( x0 , y0 )   h  k  f ( x0 , y0 )   h  2hk k  f ( x0 , y0 )  . . .
2 
 x y  2! x xy y 
2

p
n1
1  
Hence, in general, f ( x0  h, y0  k )  p 0
 h  k  f ( x0 , y0 )  Rn ( h, k )
p!  x y 
p
n1
1  
recall : f ( x0  h, y0  k )    h  k  f ( x0 , y0 )  Rn ( h, k )
p 0 p!  x y 
Similar to the case of single variable function, from the expansion,
we can approximately evaluate the value of f (x, y) up to some orders.
For the zero-order approximation, p = 0, (or called the constant
approximation) f ( x, y)  f ( x0 , y0 ) where x  x0  h, y  y0  k
For the 1st order approximation, p = 1, (or called the tangent plane
approximation)
   
f ( x, y)  f ( x0 , y0 )   h f ( x0 , y0 )  k f ( x0 , y0 ) 
 x y 
this approximation just considers the linear terms, so it is also called
the linearization, and we define the standard linear approximation of
f (x, y) at (x0, y0) as
f ( x, y)  L( x, y)
and
L( x, y)  f ( x0 , y0 )  ( x  x0 ) f x ( x0 , y0 )  ( y  y0 ) f y ( x0 , y0 ) .
 
recall f ( x0 , y0 )  f ( x , y) where h  x  x0 , k  y  y0
x x (x ,y )
0 0
p
n1
1  
recall : f ( x0  h, y0  k )    h  k  f ( x0 , y0 )  Rn ( h, k )
p 0 p!  x y 
For the 2nd order approximation, p = 2, (called the quadratic surface
approximation) where h  x  x0 , k  y  y0
   
f ( x , y )  f ( x0 , y0 )   h f ( x0 , y0 )  k f ( x0 , y0 )  h2
x 2
k 2
y 2
 x y ~ , ~

1  2 2 2 2 
2

  h f ( x0 , y0 )  2hk f ( x0 , y0 )  k f ( x0 , y0 ) 
2! x 2
xy y 2

It is quite straight-forward to generalize the expansion for the function
of three variables f (x, y, z) where x  x0  h, y  y0  k , z  z0  l with
continuous partial derivatives of all orders in terms of the partial
derivative operators p Rn  0 as n  
1 
n1
 
f ( x0  h, y0  k , z0  l )    h  k  l  f ( x0 , y0 , z0 )  Rn ( h, k , l )
p 0 p!  x y z 
Then the standard linear approximation (the 1st order approximation,
that is the summation up to p = 1) of f (x, y, z) at (x0, y0, z0) is given by
L( x , y, z )  f ( x0 , y0 , z0 )  ( x  x0 ) f x ( x0 , y0 , z0 )  ( y  y0 ) f y ( x0 , y0 , z0 )
 ( z  z0 ) fz ( x0 , y0 , z0 ) 
 
recall : f ( x0 , y0 )  f ( x, y)
x x ( x0 , y0 )

Example 14: Find the 1st and 2nd order approximations given by the
Taylor’s theorem at the point (1, 0) for the function f ( x, y)  x 2  y 2
Hence estimate f (0.9, 0.1).
Solution: Let’s work out all the relevant partial derivatives
f x f y 2 f y2 2 f x2
 ,  ,  ,  ,
x x  y y x y x x 2  y2  y x 2  y2 
2 2 2 2 2 3 2 3

2 f 2 f  xy
 
xy yx x 2
 y2 
3

which exists everywhere except at the origin (0, 0). The 1st order
approximation (the tangent plane approximation) at the point (1, 0) is
   
f ( x , y )  f ( x0 , y0 )   h f ( x0 , y0 )  k f ( x0 , y0 ) 
 x y 
   
 f (1,0)   ( x  1)
x
f (1,0)  ( y  0)
y
f (1,0)   x
where h  x  1, k  y  0
 
   
1st order approximation : f ( x, y)  f (1,0)   ( x  1) f (1,0)  ( y  0) f (1,0)   x
 x y 
Example 14: Find the 1st and 2nd order approximations given by the
Taylor’s theorem at the point (1, 0) for the function f ( x, y)  x 2  y 2
Hence estimate f (0.9, 0.1).
Solution: (continued)
The 2nd order approximation (the quadratic surface approximation) at
the point (1, 0) is recall h  x  1, k  y  0
   
f ( x , y )  f (1,0)   ( x  1) f (1,0)  ( y  0) f (1,0) 
 x y 
1 2 
2
2 2 
2

  ( x  1) f (1,0 )  2 ( x  1)( y  0 ) f (1, 0 )  ( y  0 ) f (1,0 ) 
2! x 2
xy y 2

1 2
 x y
2
Hence using the 1st order approximation f (0.9, 0.1)  x  0.9
y 2
( 0.1 ) 2
and the 2nd order approximation f (0.9, 0.1)  x   0.9   0.905
2 2
The exact value (to 4 sig. fig.) gives f (0.9, 0.1)  (0.9)2  (0.1)2  0.9055
Example 15: Find the standard linear approximation of
f ( x , y, z )  x 2  xy  3 sin z
at point (x0, y0, z0) = (2, 1, 0).
Solution: The standard linear approximation L is given by
L( x , y, z )  f ( x0 , y0 , z0 )  ( x  x0 ) f x ( x0 , y0 , z0 )  ( y  y0 ) f y ( x0 , y0 , z0 )
 ( z  z0 ) fz ( x0 , y0 , z0 ) 
Let’s work out all the terms for the L

f ( x0 , y0 , z0 )  2  2  3(0)  2,
2
f ( x, y, z )  2( 2)  (1)  3
x ( x0 , y0 , z0 )

 
f ( x, y, z )  ( 2)  2 and f ( x, y, z )  3(1)  3
y ( x0 , y0 , z0 )
z ( x0 , y0 , z0 )

thus, the standard linear approximation of the function f (x, y, z) at


(2, 1, 0) is L( x , y, z )  2  ( x  2)(3)  ( y  1)( 2)  ( z  0)(3) 

 L  3 x  2 y  3z  2.
where x  a  h, y  b  k for small h and k

Extremes Values and Saddle Points:


Let f (x, y) be defined on a region R containing the point (a, b). Then
it has a local/ relative maximum at (a, b) if for all the points (x, y)
close to (a, b) such that
f ( a, b)  f ( x, y) or f ( x, y)  f ( a, b)  0
similarly, it has a local/ relative minimum at (a, b) if for all the points
(x, y) close to (a, b) such that
f ( a, b)  f ( x, y) or f ( x, y)  f ( a, b)  0
For the stationary points of f (x, y), if either one of the following two
conditions hold, we can define a point (x0, y0) as a stationary point
(a) the first partial derivatives fx and fy at (x0, y0) equal zero
 
f ( x0 , y0 )  f ( x0 , y0 )  0
x y
(b) one or both of fx and fy at (x0, y0) do not exist. (in example 14, the
fx and fy at (0, 0) do not exist, so (0, 0) is a stationary point)
A stationary point can be neither a local maximum nor a local
minimum. If along one path through a stationary point (a, b) the
point is a local minimum, while along a different path it is a local
maximum, we say that the stationary point (a, b) is a saddle point.
An example illustrates that:

At the origin (0, 0), the stationary point, obviously, is a saddle point.
After getting the stationary points, we want to classify their natures,
whether it is a local minimum, local maximum, or a saddle point.
For a given stationary point (a, b), it is not easy to inspect the sign
(positive or negative) of f ( x , y)  f ( a, b) where x  a  h, y  b  k
for small h and k.
Now we can use Taylor’s theorem to derive a criterion which may
help us to determine the natures of the stationary points.
At the stationary point (a, b), Taylor’s theorem gives
f ( a  h, b  k ) we also notice that
 f ( a, b ) f ( a, b )  f ( a, b) f ( a, b)
 f ( a, b )   h k   0
x y  x y

1  2  2 f ( a, b )  2 f ( a, b )  2
f ( a, b ) 
  h  2 hk  k 2
  R3 ( h, k )
2 x 2
 x y y 2

For h and k sufficiently small, we may assume R3(h, k) is negligible in
comparison with the other terms.
Hence, from Taylor’s theorem, we have
f ( a  h, b  k )  f ( a, b )
1  2  2 f ( a, b )  2 f ( a, b ) 2  f ( a, b ) 
2
  h  2hk k 
2 x 2
 x y y 2

Now we let q be the term
 2  2 f ( a, b )  2 f ( a, b ) 2  f ( a, b ) 
2
q   h  2hk k 
 x 2
 x y y 2


 h2 f xx  2hkf xy  k 2 f yy  ( a, b )

  2 hkf  kf 
2
  kf 
2

  f xx  h 
2 xy
  xy
   k f yy  f xx 
2 xy
 
  f xx  f xx  
  f xx  
 ( a, b )
finally, we have
  2

q   f xx  h 
kf xy 
 
f xx 
k2
f xx

f xx f yy  f xy
2

   ( a , b )
  2

q   f xx  h 
kf xy 
 
f xx 
k2
f xx

f xx f yy  f xy
2

   ( a , b )
Now it is easy to show that the sign (positive or negative) of q
q > 0  ( f xx f yy  f 2 xy )  0 and f xx ( a , b )  0
( a, b )

q < 0  ( f xx f yy  f 2 xy )  0 and f xx 0
( a, b ) ( a, b )
( no matter f xx ( a , b ) is
q is sign indefinite  ( f xx f yy  f 2
xy ) 0
( a, b ) positive or negative)
the function ( f xx f yy  f 2 xy ) is called the discriminant function of f .
Since q
f ( a  h, b  k )  f ( a, b ) 
2
we can make use of the q to identify the type of the extreme values
(local minimum, local maximum, or saddle point) at (a, b) such that
1. If ( f xx f yy  f 2 xy )  0 , then
( a, b )

(a, b) is a local maximum if f xx ( a , b )  0


(a, b) is a local minimum if f xx ( a , b )  0
Keep looking at the discriminant function of f :
2. If ( f xx f yy  f 2 xy )  0 , then (a, b) is a saddle point.
( a, b )

3. If ( f xx f yy  f xy )  0 and f xx  0 , then this test is


2
( a, b ) ( a, b )

inconclusive, it gives no information about that stationary point.

  2

q   f xx  h 
kf xy 
 
f xx 
k2
f xx

f xx f yy  f xy
2

   ( a , b )
Example 16: Given f ( x , y )  x  y  3 x  12 y  20, determine the
3 3

nature of the stationary points.


Solution: To determine all the stationary points, we need to work out
the first partial derivatives, set to be zero
f f
 3 x  3  0  x  1 and
2
 3 y2  12  0  y  2
x y
Hence there are four stationary points: (1, 2), (1, 2), (1, 2), (1, 2)
Work out the second partial derivatives
2 f 2 f 2 f 2 f
 6 x,  6 y, and  0
x 2
y 2
xy yx
and the discriminant function is given by f xx f yy  f xy 2  36 xy
Just determine the nature of the stationary points one by one.
For (1, 2), we have
f xx (1, 2 )  f xx (1, 2 )  6  0, and ( f xx f yy  f xy ) (1, 2 )  72  0,
2

the point (1, 2) gives a local minimum.


Example 16: Given f ( x , y )  x  y  3 x  12 y  20, determine the
3 3

nature of the stationary points.


Solution: (continued)
For (1, 2),
f xx ( 1, 2 )  f xx ( 1, 2 )  6  0, and ( f xx f yy  f xy )  72  0,
2
( 1, 2 )

the point (1, 2) is a saddle point.


For (1, 2), we have
f xx (1, 2 )  f xx (1,  2 )  6  0, and ( f xx f yy  f xy )  72  0,
2
(1,  2 )

the point (1, 2) is a saddle point.


For (1, 2), we have
f xx ( 1, 2 )  f xx ( 1,  2 )  6  0, and ( f xx f yy  f xy )  72  0,
2
( 1,  2 )

the point (1, 2) gives a local maximum.


f ˆ
for f ( x, y, z ), obviously we have k (in the z direction)
z
Gradient Vectors and the Directional Derivatives:
For a scalar function of two independent variables z = f (x, y), the
first partial derivatives fx (x, y) and fy (x, y) measure the rate of
change of f (x, y) with respect to x and y respectively, or in the
x and y directions respectively, we use the following notations to
denote the rate of change of f in a particular direction such that
f ˆ f ˆ
i (in the x direction), and j (in the y direction)
x y
The entire rate of change of f (x, y) in 2D space (in the xy-plane) is
defined by
f ˆ f ˆ   ˆ  ˆ 
i j   i  j  f ( x , y )
x y  x y 
it is called the gradient of f (x, y), also written in the form
  ˆ  ˆ
gradf ( x , y )  f ( x , y )   i  j  f ( x , y )
 x y 
 f iˆ  f
x y z
ˆj  f kˆ or f x , f y , fz 
Similarly, the gradient of f (x, y, z) (that is the entire rate of change
of f (x, y, z) in 3D space) can be denoted by
  ˆ  ˆ  ˆ
gradf ( x , y, z )  f ( x , y, z )   i  j  k  f ( x , y, z )
 x y z 
where we define the first partial derivative operator
   ˆ    ˆ  ˆ
   iˆ  j  for 2 D (in the xy - plane),    iˆ  j  k  for 3D
 x y   x y z 
and we notice that the gradient of f is actually a vector function.
The gradient of f at a particular point P0, say on a level curve (in 2D)
or on a level surface (in 3D), will become a vector, is defined
respectively by
 aiˆ  bˆj (2 D, in the xy - plane)
f ( x, y)  c f P  
 c ˆ  dˆj  ekˆ
i (3 D )
f ( x, y, z )  c
0

where a, b, c, d, e are scalars.


then what is the direction of the vector f P0
?

The direction of the gradient of f at a point P0 on a level curve (2D) is


perpendicular to the tangent line through P0 on the level curve given by
f (x, y) = c, example: With sufficient level
curves as well as the
gradients of f , we can
know the physical
change of the surface
z = f (x, y).

The direction of the gradient of f at a point P0 on a level surface (3D) is


perpendicular to the tangent plane at the point P0 on that level surface,
f ( x, y, z ) = c:
the tangent plane
at the point P0
where v1 and v 2 are the vectors,
which lie in the tangent plane,
also perpendicu lar to the f P .
0
We know that the gradient of f is the (entire) rate of change of f, and
its direction at a particular point on a level curve or a level surface.
Now we want to know the rate of change of f at a particular point in
any direction, say along the direction of a given vector (the unit vector),
let A be the given vector, the unit vector of A is given by
A
uˆ 
A
The directional derivative describes the gradient of f (the rate of
change of f ) at a particular point in the direction of the given vector.
Mathematically, the directional derivative can be evaluated by the
dot product of the gradient of f at a particular point P0 and the given
unit vector (the direction of the given vector).
The following notation is commonly used to describe the
directional derivative of f at a particular point P0 along the direction
of the given vector A ( D f )  f  uˆ (it is a scalar)
uˆ P0 P0
By the definition of the dot product, the directional derivative can be
re-written as
where f P  uˆ  f ( x0 , y0 ) uˆ cosα
since û  1
0

P0  ( x0 , y0 )  f ( x0 , y0 ) cosα
where  is the angle between f and û.
P0
That is exactly the concept of vector projection: projecting the scalar
component of the vector f P to the direction of the given vector.
0
Therefore, at the point P0, the following questions will arise:
1. Along which direction we have the maximum rate of change of f ?
Clearly, the angle  = 0 gives the maximum value of the
directional derivative, it is equal to f ( x0 , y0 )
that means the unit vector (the direction of the given vector) must
be along the direction of the gradient of f at the point P0, in short,
they should be in the same direction (in parallel) so as to give a
maximum projection.
f P0
 uˆ  f ( x0 , y0 ) cos α

2. Along which direction we have the minimum rate of change of f ?


When the angle  = π , it will give the minimum value (negative
maximum value) of the directional derivative:  f ( x0 , y0 )
that means that the unit vector and the gradient of f at the point
P0 must be in the opposite direction (anti-parallel) so as to obtain
a negative maximum projection.
3. What is the magnitude of the maximum rate of change of f at P0?
Obviously, when the angle  = 0, the maximum rate of change is
achieved and is given by since cos α  cos 0  1
f ( x0 , y0 )  f x 2 ( x0 , y0 )  f y 2 ( x0 , y0 )
In other words, the gradient of f at P0 gives both the magnitude and
the direction of the greatest rate of change of f .
All in all, the directional derivative f P  uˆ is simply the projection of
0

the scalar component of f P along the direction (the unit vector) û .


0
Example 17: Find the derivative of the function f at P0 in the
direction of A (i.e. the directional derivative), where
A  3i  6 j  2k , f ( x , y , z )  xy  yz  zx , P0 (1,  1, 2).
Solution: We need to find the unit vector (the direction of the given
vector A): A 3i  6 j  2k
û  
A 2 2  6 2  32
3 6 2
 i  j  k;
7 7 7
The first partial derivative of f (x, y, z) with respect to x, y, and z
respectively are
f
 f x ( x , y, z )  y  z  f x (1,  1, 2)  1;
x
f y ( x , y, z )  x  z  f y (1,  1, 2 )  3;
f z ( x , y, z )  y  x  fz (1,  1, 2 )  0.
 f iˆ  f
x y z
ˆj  f kˆ or f x , f y , fz 
Example 17: Find the derivative of the function f at P0 in the
direction of A (i.e. the directional derivative), where
A  3i  6 j  2k , f ( x , y , z )  xy  yz  zx , P0 (1,  1, 2).
Solution: (continued)
Now we need to work out the gradient of f :
f ( x , y, z )   f x iˆ   f y  ˆj   fz kˆ
refer to the results worked out previously, we have
 f  iˆ  3 ˆj  0kˆ
P0

the directional derivative is given by


 ( Du f ) P0  f P0
 uˆ
3 2 
 i  3 j    i  j  k  
recall : 6
3 6 2 7 7 7 
3
ˆu  i  j  k
7 7 7
( u or uˆ )
There is another approach to obtain the directional derivative.
The directional derivative is defined as the rate of change of f at a
particular point P0(x0, y0) in a given direction. Now we let u be the
unit vector (specifying the direction)
u  u1i  u2 j
passing through P0, and let P(x, y) be a point
along that direction (of the unit vector u) of
increasing s as shown in the figure.
Obviously, there is a line corresponding to
that direction (of increasing s) from P0(x0, y0)
to P(x, y) such that
x  x0  su1 , and y  y0  su2
We can make use of this line to evaluate
the rate of change of f at P0 in the direction
of u, that is exactly the rate at which f changes at P0 along the line (the
direction of the unit vector u), that is called the directional derivative.
Now we evaluate the rate of change of f at P0(x0, y0) along the line
(the direction of increasing s) from P0(x0, y0) to P (x, y) as follows
df f ( x0  su1 , y0  su2 )  f ( x0 , y0 )
 lim
ds u , ( x0 , y0 ) s0 s
provided that the limit exists. This derivative is known as the
directional derivative of f in the direction P0P.
By Taylor’s theorem, we have
f ( x0  su1 , y0  su2 )

0 0
1
2
 
 f ( x0 , y0 )  ( su1 ) f x  ( su2 ) f y ( x , y )  ( su1 ) 2 f xx  ( su2 ) 2 f yy  . . . ( x , y )  . . .
0 0

as we will take the limit ( s0 ) to the derivative, we can neglect the
2nd and all the higher order terms, now the derivative becomes
df f ( x0 , y0 )  ( su1 ) f x  ( su2 ) f y ( x , y )  . . .  f ( x0 , y0 )
 lim 0 0

ds u , ( x0 , y0 )
s 0 s
recall : f P0
  f x  iˆ   f y  ˆj and u  u1i  u2 j
P0

Now the directional derivative of f in the direction P0P (the direction


of the unit vector u) is given by
df ( su ) f x  ( su2 ) f y ( x , y )
 u1 f x ( x0 , y0 )  u2 f y ( x0 , y0 )
1
 lim 0 0

ds u , ( x0 , y0 )
s 0 s
Obviously, this result is the dot product of the gradient of f at P0 and
the unit vector u ( u  u1i  u2 j )
f P0
u
It just recovered the formulation for the directional derivative of f at
P0 along the direction of the given vector (unit vector) we obtained
previously
( Duˆ f ) P0  f P  uˆ where uˆ  u
0

All in all, the directional derivative f P  uˆ is just the projection of


0

the scalar component of f P0 along the direction (the unit vector) û .


Tangent Line and Tangent Plane:
The direction of the gradient of f at a point P0(x0, y0) on a level curve,
f (x, y) = c, is normal (perpendicular) to the tangent line through the
point P0(x0, y0) on that level curve.
The tangent line through the point P0 can be written in a vector form
let P(x, y) be a point on
such that x  x i   y  y  j
ˆ
0
ˆ
0 the tangent line
As the gradient of f at that point and the tangent line are
perpendicular to each other, then the dot product of these two vectors
gives  P0

f   x  x iˆ   y  y  ˆj  0
0 0 
  
 f x ( x0 , y0 ) iˆ  f y ( x0 , y0 ) ˆj   x  x0 iˆ   y  y0  ˆj  0
we have
f x ( x0 , y0 ) x  x0   f y ( x0 , y0 ) y  y0   0
it gives the equation of the tangent line through the point P0(x0, y0)
on the level curve of f .
That equation got the form same to the 1st order approximations given by
Taylor’s theorem, that is why we also call it the tangent plane approximation
In 3D space, the direction of the gradient of f at a point P0(x0, y0, z0)
on a level surface, f (x, y, z) = c, is normal to the tangent plane at
that point P0(x0, y0, z0) on that level surface.
Let v be a vector on the tangent plane at the point P0(x0, y0, z0),
let P(x, y, z) be a point
on the tangent plane v   x  x iˆ   y  y  ˆj  z  z kˆ
0 0 0

As the gradient of f at P0 and any vector in the tangent plane are


perpendicular to each other, then the dot product of these two vectors
yields f P  v  0
f  x  x iˆ   y  y  ˆj  z  z kˆ   0
0

P0 0 0 0

 f ( x , y , z )iˆ  f ( x , y , z ) ˆj  f ( x , y , z )kˆ  x  x iˆ   y  y  ˆj  z  z kˆ   0


x 0 0 0 y 0 0 0 z 0 0 0 0 0 0

after working out the dot product, we obtain


f x ( x0 , y0 , z0 ) x  x0   f y ( x0 , y0 , z0 ) y  y0   fz ( x0 , y0 , z0 )z  z0   0
it gives the equation of the tangent plane at the point P0(x0, y0, z0)
on the level surface of f .
Multiple Integrals
Double Integrals:
A function f (x, y) = z defines a surface and we may approximately
determine the volume enclosed by this surface and a cylinder erected
on a region R of the xy-plane shown in the following figure.
Now we divide the region R into n small area elements such that
the k-th element containing the point (xk, yk) has area Ak  xk yk

The volume of the cylinder with


base area Ak and height f (xk, yk)
is given by f ( xk , yk ) Ak
Then the total volume V is approximately equal to the sum of the
volumes of all these columns (cylinders) such that
n
V  Sn   f ( xk , yk )Ak
k 1
which is called the Riemann sum.
Obviously, as n increases, the Riemann sum approximation will
approach the total volume of the solid as shown below for different
numbers of n divided in the region:
Finding the Area ( f (x, y) = 1), Moments, and Centers of Mass over
specified regions are some other typical applications of double integrals.
Therefore, the total volume V is given by the following limit taken to
the Riemann sum
n
V  lim Sn  lim  f ( xk , yk ) Ak
n n
k 1
where Ak  0 as n  .
Now we define the double integral of f (x, y) over the base region R
(in the xy-plane) such that
n

 f ( x, y)dA   f ( x, y)dxdy  lim  f ( x , y )A


R R
n 
k 1
k k k

provided that Ak  0 as n  .


Note: Finding the volume enclosed by the surface ( f (x, y) = z ) and a
cylinder erected on a region R of the xy-plane is a typical application
of double integrals. However, it does not mean that the result of a
double integral must be a volume, it should actually depend on the
physical meaning of the function f (x, y) given just case by case.
Fubini Theorem:
If f (x, y) is continuous throughout the rectangular region R with the
lower and upper bounds for x and y: a  x  b, c  y  d , then
yd x b x b yd
 f ( x, y)dA    f ( x , y )dxdy    f ( x , y )dydx
yc x a x a yc
R
where the region R is called the region of integration.
The theorem implies that the result of a double integral does not
depend on the order of integration (dxdy or dydx). However, we have
to RESET the lower and upper limits for the integration variables
according to the new order of integration.
For rectangular regions, we just simply exchange the limits of the
integration variables (x and y) for the new order of integration as
shown above.
For non-rectangular regions, we have to refer to the region of
integration R so that we can RESET the limits of the integration
variables for the new order of integration. (to be discussed)
Example 18: Evaluate the following double integral
 f x y dA f x y   x y and R : 0  x  2,  1  y  1.
2
( , ) for ( , ) 1 6
R

Solution: By Fubini Theorem,


y 1 x 2 work out the integral with
 f ( x, y)dA    (1  6 x y )dxdy
2
y  1 x 0
respect to the variable x first

  x  2 x y   
R
dy   2  16 y dy  2 y  8 y
1 x 2 1 1
3 2
4
1 x 0 1 1

Reversing the order of integration gives the same result, as we just


simply exchange the limits of the integration variables for the new
order (dydx): x 2 y1
work out the integral with
  (1  6 x y)dydx respect to the variable y first
2
x 0 y  1

2

  y  3x y
0
2 2
 y 1

y  1
2
dx   2dx  4
0
recall a rectangular region : a  x  b, c  y  d .

If f (x, y) is continuous throughout a non-rectangular region R with


the lower and upper bounds for x and y: a  x  b, g1 ( x )  y  g2 ( x )
where the functions g1(x), g2(x) are continuous on [a, b], then
b g2 ( x )
 f ( x, y)dA   
R
a g1 ( x )
f ( x , y )dydx

If the same non-rectangular region R can be described by a different


set of lower and upper bounds for x and y: h1 ( y )  x  h2 ( y ), c  y  d
where the functions h1(y), h2(y) are continuous on [c, d], then
d h2 ( y )
 f ( x, y)dA   
R
c h1 ( y )
f ( x, y)dxdy

By Fubini Theorem,reversing the order of integration gives the same


result. However, for different order of integration, we have to set up
the appropriate lower and upper limits (bounds) for the integration
variables over the same region R just as what we obtained above.
recall a rectangular region : a  x  b, c  y  d .
If the non-rectangular region R is described either by the bounding
a  x  b, g1 ( x )  y  g2 ( x ) or h1 ( y )  x  h2 ( y ), c  y  d ,
we just simply refer to the given functions g1(x), g2(x) describing the
lower and upper bounds of the region R along the y-direction (y-axis),
or h1(y), h2(y) describing the lower and upper bounds for the same R
but along the x-direction (x-axis), we can readily SKETCH the
non-rectangular region R ( also called the region of integration ).
With the help of the SKETCH (for the integration region R), we can
easily RESET the lower and upper bounds (limits) of the integration
variables for a different order of integration, dydx or dxdy,
d h2 ( y ) b g2 ( x )

c h1 ( y )
f ( x , y )dxdy  
a g1 ( x )
f ( x , y )dydx

so that we can get whichever the double integral more convenient or


easier to be evaluated.
a  x  b, g1 ( x )  y  g2 ( x )

Example 19: Sketch the region of integration and evaluate the


double integral: x  y  x

  ( x sin y)dydx
x 0 y 0
dy

Solution: yx
x  y  x 

  ( x sin y )dydx    x cos y 0 dx


x
dx
x 0 y 0 0
y0
Know how to sketch the 
region of integration:   ( x  x cos x )dx
for dy : just move along 0

the y  axis x 2
 2
lower limit y  0  x  axis    (cos x  x sin x )  2
2 0 2
upper limit y  x  an equation
for dx : move along the x  axis using integration by parts
lower limit x  0  the min value of x
upper limit x    the max. value of x
 udv  uv   vdu, let  udv   x cos xdx
h1 ( y )  x  h2 ( y ), c  y  d

Example 20: Evaluate  f ( x , y )dA for f ( x , y )  3  x  y and R


R
is the region of integration in the first quadrant bounded by the
x-axis and the lines y = x and x = 1.
Solution: Refer to the boundaries, we can sketch the region of
integration R. Now we work out the double integral in the order of
dxdy, with the given lines, we can define the lower and upper bounds:
for dx, along the x-direction (the x-axis),
any y over the region R, x may vary
from x = y to x = 1; as for dy, vary from 0 to 1,
y 1 x 1
 f ( x, y)dA   
R
y 0 x  y
( 3  x  y )dxdy
x 1
1  x 2

   3 x   xy  dy dx
0
 2  x y y 1
1 1 y 2
2 5 y 
3
   3   y  3 y  
 y dy   y  y    1
2
2
0
 2 2  2 2  y 0
y 1 x 1
previous order :  
y 0 x  y
(3  x  y)dxdy

Example 20: Evaluate  f ( x , y )dA for f ( x , y )  3  x  y and R


R
is the region of integration in the first quadrant bounded by the
x-axis and the lines y = x and x = 1.
Solution: (continued) Reversing the order of integration (dydx), just
refer to the sketch so that we can reset the lower and upper bounds:
now move along the y-axis first, for dy,
we notice y may vary from y = 0 to y = x; dy
as for dx, just vary from 0 to 1, then we have
x 1 y  x
 f ( x, y)dA   
R
x 0 y 0
( 3  x  y )dydx
y x
1  y  2
   3 y  xy   dx

0
 2  y 0
x 1
1  3x 2
  3x 2
x  3
   3 x  dx      1 the same answer!
0
 2   2 2  x 0
sin x
Example 21: Evaluate  f ( x , y )dA for f ( x , y ) 
y and R is
R
x 2

the region of integration in the first quadrant bounded by the


x-axis and the lines y = x and x = 1.
Solution: Sketch the region of integration R in the xy-plane, and we
got two possible orders of integration to work out that double integral
y 1 x 1 x 1 y  x
 
y 0 x  y
f ( x , y )dxdy or  
x 0 y 0
f ( x , y )dydx
For the order of dxdy,
y 1 x 1 y 1 x 1  sin x 
y0 x  y f ( x, y)dxdy  y0 x  y  x 2 y dxdy
obviously, evaluation of that integral
is difficult, so it is more convenient to work out the double integral
in that order x 1 y  x  sin x 
x 0 y0  x 2 dydx
y
sin x
Example 21: Evaluate  f ( x , y )dA for f ( x , y )  2 y and R is
R
x
the region of integration in the first quadrant bounded by the
x-axis and the lines y = x and x = 1.
Solution: (continued) Now let’s work out that double integral in an
easier way y x
x 1 y  x  sin x  x 1 sin x  y 
2

x 0 y0  x 2 y dydx  x 0 x 2  2  dx


y 0

sin x  x 2
1 
   0 dx
0 x2  2
 
x 1
1sin x  cos x 
 dx    
0 2  2  x 0
 1 cos(1) 
  
2 2 
Basic properties of double integrals:
If f (x, y) and g(x, y) are continuous throughout the region R, then

where
R = R1 + R2
the region R is the union of two non-overlapping regions R1 and R2
h1 ( y)  x  h2 ( y ), c  y  d

Example 22: Some other applications of double integrals


Find the centre of mass and moment of inertia about the x-axis (Ix)
of a thin plate bounced by the curve x = y2 and
x = 2y – y2 if the density at the point (x, y) is δ(x, y) = y + 1.
Solution: Try to work out the mass of the object with double integral
1 2 y y 2 x  y2 , x  2 y  y2
Mass  M   ( x , y )dA   
( y  1)dxdy2 y 2
 2 y  y 2
, we get
0 y
1 1
  ( 2 y  2 y )dy  ; two intersected points :
3
0 2 y  0, y  1
The moments of mass (first moments) about the x-axis and the y-axis:
1 2 y y2
M x ( about the x  axis )    2
y ( y  1)dxdy
0 y
1 4
  ( 2 y  2 y )dy  ;
2 4
0 15
1 2 y y2 4
M y ( about the y  axis )   
1
x ( y  1)dxdy   ( 2 y  2 y )dy 
2 4
;
0 y2 0 15
Example 22: Some other applications of double integrals
Find the centre of mass and moment of inertia about the x-axis (Ix)
of a thin plate bounced by the curve x = y2 and
x = 2y – y2 if the density at the point (x, y) is δ(x, y) = y + 1.
Solution: (continued) Now try to work out the centre of mass ( x , y )
4 4
M x ( about the x  axis )  , M y ( about the y  axis )  .
15 15
My
8 8
M x  My  x   and M y  M x  y  ;
M 15 15
The moment of inertia about the x-axis ( Ix ):
1 2 y y2
I x ( about the x  axis )  
0 y2
y 2 ( y  1)dxdy
The rotational kinetic energy of a
rigid body with angular velocity ω 1
(in radians per second) in terms of   y 2 ( y  1)2 y(1  y )dy
0
the object’s moment of inertia is 1 1
given by: 1 2
Iω  2  ( y  y )dy 
3 5
0
2 6
then how to find J(u, v)?

Change of Variables in Double Integrals:


For the double integral in region R
the uv-plane
I   f ( x , y )dxdy
R
if there are equations for the change of variables
x = g(u, v), and y = h(u, v) so that there is a region
G (in the uv-plane) corresponding to the region R
of that integral, these equations allow us to change
the integral over a region R in the xy-plane into
an integral over a region G in the uv-plane such that
I   f ( x , y )dxdy
R
the xy-plane

  f  g ( u, v ), h( u, v )  J ( u, v ) dudv
G
where J(u, v) is called the Jacobian of the
coordinate transformation x = g(u, v), y = h(u, v).
I   f ( x , y )dxdy   f  g ( u, v ), h( u, v )  J ( u, v ) dudv
R G

The Jacobian of the coordinate transformation x = g(u, v), y = h(u, v)


between the region R in the xy-plane and the region G in the uv-plane
is the determinant of the Jacobian matrix given by
 x x  x x
( x, y)   x y x y
J ( u, v )   det  u v  u v  
 ( u, v )  y y   y  y u v v u
 u v  u v
The Jacobian of the transformation from R (x, y) to G (u, v) in
multiple integrals (e.g. double or triple integrals) just works as the
scale factor of the differential area in different coordinate system, say,
dxdy (dydx) in R (the xy-plane) and dudv (dvdu) in G (the uv-plane)
such that
dxdy
dxdy  J ( u, v ) dudv  J ( u, v ) 
dudv
so it is necessary to take an absolute value (positive scalar) for the
Jacobian (determinant) in the integrals.
R (the xy-plane), G (the uv-plane)
y
 2x  y 
y  4 x  1
Example 23: Evaluate I   f ( x , y )dxdy     y
2
dxdy
R
y 0 x 
 2 
2
by applying the coordinate transformation x  u  v , y  2v .
Solution: Refer to the given boundaries, we can sketch the region of
integration R, and the transformation equations transform G into R.
2x  y y
Reversing the transformation by the equations u  , and v 
2 2
transforms R in the xy-plane (x, y) into G in the uv-plane (u, v):

2 x y
u
2
y
v
 
 2
I   f ( x , y )dxdy   f  g ( u, v ), h( u, v )  J ( u, v ) dudv
R G
y
 2x  y  y  4 x  1
Example 23: Evaluate I   f ( x , y )dxdy     dxdy y
2

R  2  y 0 x 
2
by applying the coordinate transformation x  u  v , y  2v .
Solution:(continued) Work out the Jacobian of the transformation
x x
u v 1 1
J ( u, v )   2
y y 0 2
u v recall :
The integral in the region G is given by 2x  y y
u , and v 
x x 2 2

f  g ( u, v ), h( u, v )  u v dudv  v 2 u1 u J ( u, v ) dudv


I  
G
y y v0 u0
u v v  2 u1
  u( 2 )dudv
v 0 u 0
2 u1
 u 2
dv  2
0 u0
Double Integrals in Polar Form:
To obtain double integrals in polar form, we just rewrite the Cartesian
integrals (in the Cartesian coordinates x and y) I   f ( x , y)dxdy
in terms of polar coordinates r and θ. R

The polar coordinate system is just a coordinate system in which each


point of a line/ curve in the xy-plane, is determined by a distance
(denoted by r ) from the origin to a point on the curve, and a positive
angle (denoted by θ ) made by r from the positive x-axis in the sense of
counterclockwise.
Let’s plot a curve r  3cos 5θ 
1
2
in the xy-plane:
We can also write this curve with the
Cartesian coordinates x and y, however,
it is much more convenient to represent
this curve with polar coordinates r and θ.
The transformation between polar coordinates (r, θ) and the
Cartesian coordinates (x, y) in the xy-plane is given by
(r, θ )
x  r cos θ , and y  r sin θ
We also notice that x 2  y 2  r 2 ,
it is an equation for a circle with the radius r.
Now we just rewrite the double integral in terms of polar coordinates
r and θ

f ( r ,  ) J ( r ,  ) drd
where J ( r ,  ) is the Jacobian of the transformation from (x, y) to (r, θ)
given by x x
 ( x , y ) r  cos   r sin 
J (r, )    r
 ( r ,  ) y y sin  r cos 
r 
Finally, we have a double integral in polar form or called polar integral
I   f ( x , y )dxdy   f ( r ,  ) rdrd
Example 24: Change the following Cartesian integral into an
equivalent polar integral, then evaluate the polar integral.
0 y  1 x 2

( x 2  y 2 )
e dydx
1 y 0

Solution: Just refer to the given boundaries, we can sketch the


region of integration.
With the help of the sketch, and the
transformation x  r cos θ , and y  r sin θ
we change the Cartesian integral into an
equivalent polar integral such that
0 y  1 x 2  1
  dydx   e Jdrd
( x 2  y 2 ) r 2
e
1 y  0  /2 0

x x
cos   r sin 
where J  r    r
y y sin  r cos 
r 
Example 24: Change the following Cartesian integral into an
equivalent polar integral, then evaluate the polar integral.
0 y  1 x 2

( x 2  y 2 )
e dydx
1 y 0

Solution:(continued) now let’s evaluate the polar integral


0 y  1 x 2  1 y  1  x 2  x 2  y2  1
  dydx   e rdrd
( x 2  y 2 ) r 2
e
1 y 0  /2 0  r 1
 1
  re
r 2
drd
 /2 0
u  r 2 , du  2 rdr
1   r 2 r 1
  e d 1 u
 re dr   e du
r 2
2  /2 r 0
2
1  1
   (  1)d
1
  e u
2  /2 e 2
( e  1)

4e
Triple Integrals:
Consider a (scalar) function of three independent variables f (x, y, z),
suppose it is continuous and defined at all points within a region D
of a three-dimensional space.
Now we divide D into n sub-regions such that the k-th sub-region has
volume Vk and contains a point (xk, yk, zk).
We define the triple integral of f (x, y, z) over the region D to be
where Vk  xk yk zk

D
f ( x , y , z ) dV
D
  f ( x , y , z ) dzdydx
n
 lim  f ( xk , yk , zk ) Vk
n 
k 1

provided that Vk  0 as n  .

The physical meaning of a triple integral


just depends on the physical meaning
of the given function f (x, y, z), let’s see an example.
Example 25: A given function f ( x , y, z )  x ( y  1)  z is defined as
the density (mass per unit volume) of a rectangular block bounded
by six planes x  1, x  2, y  0, y  3, z  1, and z  0.
Find the total mass of the block.
Solution: That is a rectangular region, we can directly write down the
triple integral (in any order of integration) for the rectangular block

 f ( x, y, z )dzdydx     x( y  1)  z dzdydx


x 2 y 3 z 0

x 1 y  0 z  1
D
This triple integral simply gives the total mass M of the block:
z 0
x  2 y 3 z 
2
M      x ( y  1)  z dzdydx     x ( y  1) z   dydx
x  2 y 3 z 0

x 1 y 0 z  1 x 1 y 0
 2  z  1
y 3
 1 x  2  xy y
2
x 2 y 3

x 1 y0  x ( y  1)  
2
dydx  x 1


 2
 xy   dx
2  y 0
x 2
 15 x 2
3x  51
    
 4 2  x 1 4
For non-rectangular region D, suppose the region is bounded below
by the surface z = f1(x, y), and above by another surface z = f2(x, y),
now we project the region D (the volume bounded by these two
surfaces) onto the xy-plane, the projection in the xy-plane is described
by a  x  b, g ( x )  y  g ( x ) or h ( y )  x  h ( y ), c  y  d ,
1 2 1 2
The triple integral of f (x, y, z) over the region D bounded by these two
surfaces ( z = f1(x, y) and z = f2(x, y) ) is given by
x  b y  g2 ( x ) z  f2 ( x , y )
 f ( x, y, z )dV   
D
x  a y  g1 ( x ) 
z  f1 ( x , y )
f ( x , y, z )dzdydx
or yd x  h2 ( y ) z  f2 ( x , y )
   f ( x , y, z )dzdxdy
yc x  h1 ( y ) z  f1 ( x , y )

Similarly, we can project the volume V (the solid region D) onto the
xz-plane and the yz-plane as well, wherever is more convenient.
For the projection onto the xz-plane, the order of integration will be
either dydxdz or dydzdx; for the projection onto the yz-plane, the order
of integration can be either dxdydz or dxdzdy.
where f ( x , y, z )  1 in this case
Example 26: Find the volume of the non-rectangular region D,
enclosed above by the surface z  8  x 2  y2 , and below by the
surface z  x  3y .
2 2

Solution: We project the region D (the volume) onto the xy-plane, and
evaluate the triple integral over the region D in this order of integration
x  b y  g2 ( x ) z  f2 ( x , y )
 f ( x, y, z )dV   
D
x  a y  g1 ( x ) 
z  f1 ( x , y )
f ( x , y, z )dzdydx

Now we define all the lower and upper bounds (limits) for the integral,
for z, the lower limit: z  x 2  3y 2 , the upper limit: z  8  x 2  y 2
for y, which is the surface projected onto the xy-plane (z = 0), we can
solve for the function g1(x), g2(x) (the lower and upper bounds of the
projected surface in the xy-plane) by setting
4  x 2
z  8  x 2  y2  x 2  3 y2  0  x 2  2 y2  4  y  
2
4  x2 4  x2
so we have the lower limit: y   , the upper limit: y 
2 2
Solution: (continued) For x, just refer to the projected surface in the
xy-plane, x 2  2 y 2  4 , we can solve the lower and upper bound for x
by setting (y = 0): the lower limit: x = – 2, and the upper limit: x = 2
Now we can sketch D the region
of integration with all the lower
and the upper bounds (limits)
well defined as the sketch shown:
the non-rectangular
x  b y  g2 ( x ) z  f2 ( x , y ) region D
 
x  a y  g1 ( x ) 
z  f1 ( x , y )
f ( x , y, z )dzdydx
cos 2  1
recall the identity cos2   recall f ( x , y, z )  1 in this case
2
Solution: (continued) Now we just evaluate the triple integral directly
4 x 2 4 x 2
1dzdydx  
x 2 y z 8  x  y
2 2
x 2 y z 8 x 2  y 2
I   2
4 x 2   2
4 x 2
z z  x 2 3 y2 dydx
x  2 z  x 2 3 y2 x  2
y y
2 2
4 x 2
I 
x 2 y

x  2  2
4 x 2
8  2 x 2

 4 y 2 dydx
y
2 4 x 2
y
x 2  4 y 3
 2
   8 y  2 yx  2
 dx dx
x  2
 3  y  4 x 2
let x  2 sin  ,  2 cos 
2 d
 
3
4 2 x 2
   x dx 
2 2
4
3 x   2 x  2   ,
 2

4 2 2
3   

 8 cos 3

 2 cos  d
x   2    

2
2
64 2   2 

3   
 cos 4
 d 
8 2
3 
 

 
2
 cos 4  4 cos 2  3d
2 2
θ π 2
cos 4  1 8 2  sin 4 
hint : cos 2 
2
   2 sin 2  3   8 2
2 3  4  θ π 2
where f u, v, w   f  x ( u, v, w), y( u, v, w), z ( u, v, w) 

Change of Variables in Triple Integrals:


For a triple integral in region D
I   f ( x, y, z )dxdydz
D
there are the equations for the change of variables x = x(u, v, w),
y = y(u, v, w), and z = z(u, v, w) so that there is a region G
corresponding to the region D of that integral, these equations allow
us to change the integral over a region D in the xyz-space into an
integral over a region G in the uvw-space such that
I   f ( x , y, z )dxdydz   f u, v , w  J ( u, v, w) dudvdw
D G
where the Jacobian is given by  x x x 

x x x
 u v w  u v w
 ( x , y, z )  y y y  y y y
J ( u, v , w )   det 
 ( u, v , w )  u v w  u v w
 z z z  z z z
 
 u v w  u v w
Triple Integrals in Cylindrical (Polar) Coordinates:
The cylindrical coordinate system is just a 3D coordinate system
combining polar coordinates (r, θ) in the xy-plane, and the
vertical coordinate (the z-axis).
A point P described by the cylindrical coordinates in space is given
by P(r, θ, z) shown below
The transformation between cylindrical coordinates (r, θ , z) and the
Cartesian coordinates (x, y, z) is given by
x  r cos θ , y  r sin θ , and z  z
with
r  0, 0  θ  2 ,    z  
Now just rewrite the triple integral in cylindrical coordinates (r, θ , z)

 f ( r ,  , z ) J ( r ,  , z ) dzdrd
where the Jacobian J(r, θ, z) of the coordinate transformation is given
by x x x
r  z cos   r sin  0
 ( x , y, z ) y y y
J ( r, , z )    sin  r cos  0  r
(r, , z ) r  z
z z z 0 0 1
r  z
Finally, we have the triple integral in cylindrical coordinates (r, θ , z)
 f ( r ,  , z ) r dzdrd
recall f ( x , y, z )  1

Example 27: Find the volume bounded by the surface x 2  y 2  1 ,


x 2  y 2  z 2  4 , and the plane z = 0.
Solution: Refer to the boundaries, sketch the region of integration
In the Cartesian coordinates, we have the triple integral (the volume)
x 1 y  1 x 2
z  4 x  y
2 2 x 2  y2  z 2  4  z   4  x 2  y2
 
x  1 y   1 x 2 
z 0
1dzdydx x 2  y2  1  y   1  x 2

Since the solid region is cylindrically symmetric z2


it is more convenient to evaluate the triple
integral in cylindrical coordinates (r, θ , z)
  2
1rdzdrd
r 1 z  4  r 2
  
0 r 0 z 0

where x 2  y 2  r 2  z  4  x 2  y 2  4  r 2
the given surface x 2  y 2  r 2  1  the max r  1 the plane z  0
when r  0  z  4  r 2  2; r  1  z  3
recall f ( x , y, z )  1

Example 27: Find the volume bounded by the surface x 2  y 2  1 ,


x 2  y 2  z 2  4 , and the plane z = 0.
Solution: (continued) now just directly evaluate the triple integral
  2
1rdzdrd
r 1 z  4  r 2
  
0 r 0 z 0
  2 r 1 z  4 r 2
  z z 0 rdrd
 0 r 0


  2

 0 
r 0
r 1
 4  r rdrd
2
let u  4  r 2 ,
du
dr
 2r
1  2 r 1
 
2   0 r  0
u dud   or du  2rdr
r 1
1 2 3
   u2 d
3 0 r 0
r 1
2  3 2  3
      
  
2 3 3 3
1
   4r 2 2
d   4 2  3 2    2  3 2 
3 0 r 0
3   3  
Triple Integrals in Spherical Coordinates:
The spherical coordinate system is a 3D coordinate system with the
variables (ρ, ϕ, θ). A point P described by the spherical coordinates
in space is given by P(ρ, ϕ, θ) shown below, in which
• ρ is the distance from the origin to the point P (   0 )
• ϕ is the angle OP makes with the positive z-axis ( 0     )
• θ is the angle from cylindrical coordinates ( 0  θ  2 ).
Hence we have the relation
between the spherical
coordinates ρ, ϕ, θ and x, y,
z given by the following
equations:
x   sin  cos  ,
y   sin  sin  , and
z   cos 
With the range of spherical coordinates (  0, 0     , 0  θ  2 )
we also notice some facts/ a few special cases:
• ρ equals constant, we have a sphere with a constant radius (ρ),
• ϕ equals constant, we have a right circular cone (up side down),
• θ equals constant, we get a plane. For example, if θ equals zero,
it is the x-z plane.
we notice that   x 2  y 2  z 2  r 2  z 2
The transformation between spherical coordinates (ρ, ϕ, θ) and the
Cartesian coordinates (x, y, z) is given by
x   sin  cos  , y   sin  sin  , and z   cos 
with
  0, 0     , 0  θ  2
The Jacobian J(ρ, ϕ, θ) of the coordinate transformation is given by
x x x
   sin  cos   cos  cos    sin  sin 
 ( x , y, z ) y y y
  sin  sin   cos  sin   sin  cos 
 (  ,  ,  )   
z z z cos    sin  0
  

  2 sin 
Now just rewrite the triple integral in spherical coordinates (ρ, ϕ, θ)

 f (  ,  ,  ) J (  ,  ,  ) d d d
where the Jacobian J(ρ, ϕ, θ) of the coordinate transformation equals

J (  ,  ,  )   2 sin 
Finally, we have the triple integral in spherical coordinates (ρ, ϕ, θ)

 f (  ,  ,  )  2 sin  d d d
In summary,

 F x y z dx dy
 
dz  f     sin  d d d
2
( , , ) ( , , )
   
D dV in D* dV in
rectangular spherical
in this case we have f (  ,  ,  )  1

Example 28: Find the volume of the “ice cream cone” D cut form

the solid sphere   1 by the cone   .
3
Solution: Refer to the given boundary, the solid region is spherically
symmetric, we just evaluate the triple integral in spherical coordinates,
and we have the region of integration shown below and the
triple integral (the volume) is given by

 f     sin  d d d
2
( , , )

where   1, 0    , and 0  θ  2
Now 3
V   (1)  2 sin  d d d

2 1
  
3
 2 sin  d d d
0 0 0
1 2 

   cos   0 d    .
3
3 0 3

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