Lecture Notes

Multivariable Calculus

II Semester 2015
Department of Mathematics
University of the West Indies
Kingston, Jamaica

Dr. Davide Batic

Contents
1 Scalar and vector fields. 3
1.1 Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Scalar and vector fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2 Problems to Section 1 7

3 Line, surface, and volume integrals 9

3.1 Line integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
3.2 Surface integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3.2.1 Parametric surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3.2.2 Surface integrals of scalar fields . . . . . . . . . . . . . . . . . . . . 23
3.2.3 Surface integrals of vector fields . . . . . . . . . . . . . . . . . . . . 29
3.3 Volume integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

4 Problems to Section 3 34

5 The operators: gradient, divergence, and curl 34

5.1 The gradient of a scalar field . . . . . . . . . . . . . . . . . . . . . . . . . 35
5.2 The curl of a vector field . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
5.3 The divergence of a vector field . . . . . . . . . . . . . . . . . . . . . . . . 53

6 Problems to Section 5 56

7 Some integral theorems 57

7.1 The Stokes theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
7.2 The Divergence theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

8 Applications 60
8.1 Electromagnetism . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
8.2 Gradient and Laplace operators in an arbitrary coordinate system . . . . 63

1
Preface
These class notes are the script for the class Multivariable Calculus I held for the first
time to the students in Mathematics, Physics and Actuarial Science at the University
of the West Indies during the second semester 2013. I underline that this manuscript
is by no means a book on multivariable calculus. To be honest, at the very beginning
I decided to write these notes for myself with the aim of presenting the selected topics
in a structured form and with the hope of reducing the time needed to prepare future
lectures. Later on, I realized that it would be good for the students to have such notes
at disposal since they could offer them the possibility to read what we discussed in class
and to check some of the most difficult computations or proofs. The experience shows
that one really understands mathematics only if he is able to reproduce it by its own.
Last but not least, I hope the role played by the students in the improvement process of
the class notes will be important. Together with this manuscript there is a collection of
exercises that can be downloaded at the following link

http : //www.mona.uwi.edu/mathematics/math2403 − multivariable − calculus

2
1 Scalar and vector fields.
Topics: definition of a scalar field, examples of scalar fields and their graphical rep-
resentation, definition of a vector field, examples of vector fields and their graphical
representation (wind charts), conservation of angular momentum in a central field.

1.1 Introduction.
Multivariable Calculus extends Calculus from the real line to the Euclidean vector space
Rn and instead of working with functions of a real variable we will deal with new math-
ematical objects such as scalar and vector fields. The Euclidean vector space is simply
the collection of n-tuples

Rn = {(x1 , · · · , xn ) | xi ∈ R ∀i = 1, · · · , n}

equipped with addition and scalar multiplication, where n is a natural number. If

u = (u1 , · · · , un ) is any vector in the Euclidean space we denote its length also called
magnitude or norm as follows
v
u n q
uX
|u| = t u2i = u21 + · · · + u2n .
i=1

If not otherwise stated u1 , · · · , un denote the components of the vector u with respect
to the standard basis B = {e1 , · · · , en } of Rn where

e1 = (1, 0, · · · , 0), e2 = (0, 1, 0 · · · , 0), · · · , en = (0, 0, · · · , 1).

Clearly, u can also be written as a linear combination over the basis vectors, that is
n
X
u = u1 e1 + · · · + un en = ui ei .
i=1

We will derive most of the results for the case n = 2 (Euclidean plane) and n = 3
(Euclidean space).

1.2 Scalar and vector fields

A scalar field is a map assigning a real number to each point in space. Remember that a
point in space can be identified by a vector. This is captured by the following definition

Definition 1.1 A scalar field is a map F : Ω ⊆ Rn −→ I ⊆ R such that

(x1 , · · · , xn ) 7−→ F (x1 , · · · , xn ) ∈ R.

3
For instance, the temperature distribution in a room is an example of a scalar field. Other
examples of scalar fields are the pressure and the density of a material object. Sometimes
it is useful to construct a graphical representation of a scalar field. Let us suppose that
we have a temperature distribution T : R2 −→ [0, +∞) with T (x, y) = x2 + y 2 . If we
look at T (x, y) as to a third variable z, the problem boils down to construct a graphical
representation for the surface z = x2 + y 2 in the Euclidean space R3 . For instance, we
could imagine to cut such a surface with different planes parallel to the xy-plane. Hence,
if z = 0 we get x2 + y 2 = 0 and this equation is satisfied if and only if x = y = 0. This
means that our surface touches the plane z = 0 only at the point (0, 0). If z = 1, we
obtain x2 + y 2 = 1 which is the equation of a circle of radius one and center at (0, 0)
and if z = 4, the intersection of this plane with the given surface will be represented by
the circle x2 + y 2 = 4 with radius 2 and again centered at the origin of the Cartesian
axes. By choosing more planes parallel to the xy-plane we end up with what we call a
contour plot of the scalar field. Another representation of the same scalar field can be

Figure 1: Contour plot of the scalar field T (x, y) = x2 + y 2 .

constructed by keeping in mind the result obtained from the contour plot and adding to
it the information we get by intersecting our surface with the main planes orthogonal to
the xy-plane. For instance, if we consider the intersection with the plane x = 0 which
is orthogonal to the plane xy-plane we obtain the relation z = y 2 which is the equation
of a parabola. Similarly, if we choose the plane y = 0 we obtain the parabola z = x2 .
The surface represented in Fig. 2 is called a paraboloid of revolution because it can
be obtained by rotating a parabola with vertex at the the origin around the z-axis. The
circles appearing in Fig. 2 are the same circles you see also in Fig. 1 where the third
dimension along z has been suppressed. Finally, notice that such circles represents points
in space characterized by the same value of the temperature. A vector field is a map
sending vectors into vectors. More precisely we have the following definition

4
Figure 2: Plot of the scalar field T (x, y) = x2 + y 2 .

5
Definition 1.2 A vector field is a map V : Ω ⊆ Rn −→ Γ ⊆ Rm such that

(x1 , · · · , xn ) 7−→ V(x1 , · · · , xn ) = (V1 (x1 , · · · , xn ), · · · , Vm (x1 , · · · , xn )),

where the natural numbers n and m do not necessarily need to coincide.

Note that the above vector field associates to each vector in Rn a vector (V1 , · · · , Vm )
belonging to Rm . Furthermore, each component of the vector field can be interpreted
as a scalar field since for any i = 1, · · · , n the function Vi maps the vector (x1 , · · · , xn )
into a real number! An example of a vector field is the velocity
dr
v=
dt
of an object at the time t whose vector position r = r(t) is some vector-valued function
of t. Clearly, v and r are vector fields with n = 1 and m = 3 since they associate to a
certain time t a vector in the Euclidean space. Other examples of vector fields are the
acceleration of a material object a = dv/dt, the force field F, the electric and magnetic
fields E and B appearing in Maxwell’s theory of electromagnetism and so on. In the
case of simple vector fields, we can construct graphical representations of vector fields
which are called wind charts. For instance, let us suppose that a certain wind velocity
is described by the vector field V : R2 −→ R2 such that V(x, y) = (y, x). We can choose
a sequence of points in the domain of definition of V and compute the corresponding
vectors. Then, we draw these vectors as arrows emanating from the corresponding points.
For instance, at the point (1, 0) we have the vector (0, 1), at the point (1, 1) the vector
(1, 1), and choosing more points we end up with the wind chart represented by Fig. 3.
The next example concerning the conservation of the angular momentum of a particle
subject to a central force is an important application of vector fields.
Example Suppose we have a particle of mass m at the time t located at the point
(x, y, z) ∈ R3 . We further suppose that the particle follows a certain trajectory as time
evolves. This means that the coordinates of the particle are some functions of time, say
x = x(t), y = y(t), and z = z(t). We will further suppose that these real functions are
differentiable. At this point the position of the particle can be identified by the position
vector r(t) = (x(t), y(t), z(t)) and its velocity and acceleration are given by
dr dv
v= , a= .
dt dt
Let us imagine that our particle experiences the influence of a central force, that is a
force represented by the vector
p field F = −f (r)r, where f is some positive continuous
function of the distance r = x2 + y 2 + z 2 of the particle from the origin of a Cartesian
system of coordinates. Note that the minus sign in the expression of the force signalizes
that the force has opposite direction with respect to the position vector r. This means
that the force attracts the particle to the origin. In physics the angular momentum of a
particle of mass m with velocity v and position vector r is defined as the cross product

L = mr × v.

6
 Figure 3: Wind chart of V(x, y) = (y, x).

We want to show that under the above hypotheses the angular momentum of the particle
is conserved in time, that is it remains constant as the time varies. This will be the case
if we can show that dL/dt = 0. To do that we first observe that

dL dr dv
= m × v + mr × = mv × v + mr × a = r × (ma) = r × F,
dt dt dt
where we used Newton’s law F = ma and the fact that v × v = 0 since the vector v is
parallel to itself. Taking into account that we have a central force, we finally obtain
dL
= −r × (f (r)r) = −f (r)r × r = 0.
dt

2 Problems to Section 1
Exercise 2.1 (First incourse test AY 2012-13) Construct the contour plot of the scalar
field T : R2 −→ R such that T (x, y) = x2 − y. Sketch also the wind chart for the vector
field V : R2 −→ R2 such that V(x, y) = (x + y, −x).

Exercise 2.2 (First incourse test AY 2013-14) Sketch the following surfaces in R3

7
1. z = −y 2 ,

2. z = x2 + y 2 − 4x − 6y + 13.

8
3 Line, surface, and volume integrals
Topics: smooth curve in R2 , examples of smooth curves, arclength of a smooth curve,
example of a computation of the length of a smooth curve, line integral of a scalar
field along a smooth curve, examples, line integral of a scalar field with respect to a
coordinate along a smooth curve, example, a vector-valued integral of a scalar field along
a smooth curve, example, line integral of a vector field, example, a vector-valued line
integral of a vector field along a smooth curve, parametric surfaces, examples, parametric
representation of a sphere, normal vector to a surface, construction of a tangent plane to
a surface at a given point, definition of surface area, examples, surface integrals of scalar
fields, examples, surface integrals of vector fields, examples, volume integrals, physical
motivation, examples.

3.1 Line integrals

Given a curve C in R2 or R3 we want to know how to compute integrals of scalar and
vector fields along the given curve. First we need to give a rigorous definition of curve.
Examples of curves in R2 are presented in Fig. 4 Each point P on the curve C1 can be

y
B

C1 P = (x, y)
C2

r
A

x
0

Figure 4: Examples of smooth curves.

identified by a position vector r that in turn can be used to describe the whole curve if
the coordinates of the points belonging to C1 are suitably parameterized. The curve C2
is an example of a closed curve, i.e. a curve where the initial and final points coincide.

Definition 3.1 A smooth curve in the Euclidean plane is a vector-valued function

r : [a, b] ⊂ R −→ R2 such that

9
 1. t ∈ [a, b] 7−→ r(t) = (x(t), y(t)),

2. the following derivative exists and is unique for all t ∈ [a, b]

 
dr dx dy
= , .
dt dt dt

We call parametric representation of the curve C the set of equation x = x(t) and
y = y(t). We will say that the curve C is closed if r(a) = r(b).

As we will see in the next examples, the second condition in the above definition ensures
that the curve is smooth, that is it does not exhibit corners or cusps.

Example Consider √ the curve C in the Euclidean plane described by the relation√ y =
2
2−x with x ∈ [0, 2]. The curve starts at A = (0, 2) and ends at the point B = ( 2, 0).
See Fig. 5. We want to find a parametric representation of C. The simplest choice is to
y

A
C

0 B x

Figure 5: Graphical representation of the curve y = 2 − x2 .

√
identify x with a parameter t ∈ [0, 2]. Then, y = 2 − x2 = 2 − t2 and the parametric
representation is given by
√
x = t, y = 2 − t2 , t ∈ [0, 2].

This implies that the vector-valued function r identifying points on C will be

√
r(t) = (t, 2 − t2 ), t ∈ [0, 2].

It is interesting to observe that the parametric representation of a curve does not need
to be unique. If we decide instead to parameterize the coordinate y according to the
relation y = t, since y varies on the interval [0, 2] (see Fig. 5), we must require that
t ∈ [0, 2]. Then, using the Cartesian equation of C we find that t = 2 − x2 . Solving for x

10
 √ √
yields
√ x = ± 2 − t. Since x ∈ [0, 2], we have to choose the positive root and therefore
x = 2 − t. Hence, in this case we obtained a different but equivalent parameterization
given by √
x = 2 − t, y = t, t ∈ [0, 2].

In the next example we look at a curve that fails to be smooth.

Example Let us consider a path C obtained by joining the line segments C1 and C2 as
in Fig. 6. It is easy to see that C1 is parameterized as
y

A C1 D

C2

0 B x

Figure 6: Example of a non smooth curve with initial point A and final point B.

x = t, y = 1, t ∈ [0, 1]

and C2 can be represented as

x = 1, y = 1 − t, t ∈ [0, 1].

Therefore, C1 and C2 are described for t ∈ [0, 1] by the vector-valued functions r1 (t) =
(t, 1) and r2 (t) = (1, t − 1), respectively. If we compute the derivatives of r1 and r2 at
the point D = (1, 1), we find that such derivatives exist but they do not coincide since

dr1 dr2
= (1, 0), = (0, −1).
dt dt
Our curve fails to be smooth due to the presence of a corner at D.

Example We want to construct the parametric representation of the upper half-circle

x2 + y 2 = 1 depicted in Fig. 8. Let x = cos θ with θ ∈ [0, π]. Then, from the equation
x2 + y 2 = 1 we get
y 2 = 1 − x2 = 1 − cos2 θ = sin2 θ.

11
 y

P (x, y)

C
r

B A x
0

Figure 7: Representation of the upper half-circle x2 + y 2 = 1 with start and end points
at A and B, respectively.

Taking the square root we obtain y = ±| sin θ|. Since θ ∈ [0, π], it follows that sin θ ≥ 0
there and hence | sin θ| = sin θ. Furthermore, we are considering the upper half-circle
where y ≥ 0. This implies that we have to take the root with the plus sign. At this
point we can conclude that y = sin θ. Thus, the parametric representation of the curve
C is
x = cos θ, y = sin θ, θ ∈ [0, π].
The corresponding vector-valued function is r(θ) = (cos θ, sin θ) with θ ∈ [0, π].

Example Let us derive the parametric representation of the line segment in Fig. 8. The
initial and final points are identified by the vectors rA = (xA , yA ) and rB = (xB , yB ).
We look for a vector-valued function r = r(t) such that r(0) = rA and r(1) = rB . This
means that the general expression for r must depend on rA , rB , and the parameter t. A
comparison with the equation of a line in the Euclidean plane suggests that it would be
reasonable to assume that r is linear in t and therefore we consider the following guess,
namely
r(t) = (at + b)rA + (ct + d)rB ,
where a, b, c, d are real constants to be determined by means of the conditions r(0) = rA
and r(1) = rB . Employing such conditions we end up with the following system of
equations
brA + drB = rA , (a + b)rA + (c + d)rB = rB .
We see that it must be b = 1, d = 0, a + b = 0, and c + d = 1. Solving this system yields

a = −1, b = 1, c = 1, d = 0.

12
 y
B

A C

rA rB

x
0

Figure 8: Representation of a line segment with start and end points at A and B,
respectively.

Finally, the vector-valued equation describing the line segment is

r(t) = (1 − t)rA + trB . (1)

The corresponding parametric equations are

x(t) = (1 − t)xA + txB , y(t) = (1 − t)yA + tyB .

Suppose that C is an arbitrary smooth curve with initial point A and end point B,
respectively. Let r = r(t) with t ∈ [tA , tB ] be a vector-valued function describing C. If
we consider an infinitesimal line element of the curve, then its length ds can be computed
by Pythagoras’s theorem and we find that
p
ds = (dx)2 + (dy)2 .

Let x = x(t) and y = y(t) be some parametric representation of C. Then, the Chain
Rule applied to ds yields
s 2  2 s 2  2
dx dy dx dy
ds = dt + dt = + dt.
dt dt dt dt

Hence, the length of C is

s
  tB 2  2
dx dy
L= ds = dt + . (2)
C tA dt dt

Example We want to compute the length of the curve described by the equation
r
3 9 2
y(x) = 1 + x , y ∈ [1, 4].
4

13
 y

A B

0 x
q √
9 2
Figure 9: Representation of y(x) = 1 + 3
4x with start and end points at (−2 3, 4)
√
and (2 3, 4), respectively.

Fig. 9 represents the above function for y ∈ [1, 4]. Even though our curve is not smooth
due to the presence of a cusp at the point E = (0, 1), we observe that the function is
even, that is y(−x) = y(x) and hence the total lenght L will be simply twice the length
of the smooth curve with start point E and end point B. To construct a parametric
representation of that portion of the curve, let y = t with t ∈ [1, 4]. Then, x as a function
of t can be found by solving the equation
r
3 9 2
t=1+ x ,
4
whose solutions are
2
x = ± (t − 1)2/3 .
3
Since x ≥ 0 for the portion of curve between the points E and B, we conclude that
2
x = (t − 1)2/3 .
3
In order to apply (2) observe that
dx √ dy
= t − 1, = 1.
dt dt
Hence, we have that  
C 4 √ 28
L=2 ds = 2 dt t = .
E 1 3

14
We give the definition of line integral of a scalar field.
Definition 3.2 Let F = F (x, y) be a scalar field and C a smooth curve described by the
vector-valued function r(t) = (x(t), y(t)) with t ∈ [a, b]. The line integral of F along
C is defined as
s 
  b  2
dx 2 dy
ds F (x, y) = dt F (x(t), y(t)) + . (3)
C a dt dt

Example Let us evaluate the line integral of the scalar field F (x, y) = xy 4 along the
smooth curve C represented by the positive quarter of the circle x2 + y 2 = 1 followed in
the counterclockwise direction and then along the line segment with start point (−2, 1)
and end point (1, 2). For the quarter of circle we use the parameterization x = cos θ
and y = cos θ with θ ∈ (0, π/2). Then, the infinitesimal length ds along the curve C is
obtained by applying (2) which gives ds = dt. Hence,
  π/2
1
ds F (x, y) = dθ cos θ sin4 θ = .
C 0 5
Concerning the integration along the line segment we apply (1) which √ leads to the
representation r(t) = (3t − 2, t + 1) with t ∈ [0, 1]. In this case ds = 10dt and

√  1
√
4 10
ds F (x, y) = 10 dt (3t − 2)(t + 1) = .
C 0 2
Definition 3.3 A smooth curve in the Euclidean space is a vector-valued function
r : [a, b] ⊂ R −→ R3 such that
1. t ∈ [a, b] 7−→ r(t) = (x(t), y(t), z(t)),

2. the following derivative exists and is unique for all t ∈ [a, b]

 
dr dx dy dz
= , , .
dt dt dt dt

We call parametric representation of the curve C the set of equation x = x(t),

y = y(t), and z = z(t). We will say that the curve C is closed if r(a) = r(b).

Example Let us consider a helix which is a curve in R3 with parametric equations

x(t) = cos t, y(t) = sin t, z(t) = 2t t ∈ [0, 4π].

To construct its graph we first observe that x2 (t) + y 2 (t) = 1 and z ∈ [0, 8π]. This
represents the surface of a cylinder of height 8π and the axis of the cylinder coincides
with the z axis. Hence, points of the helix must belong to the surface of this cylinder.
By taking different values of the parameter t in the range [0, 4π] we can construct a
sequence of points for the helix. For instance, if t = 0 we get the point (1, 0, 0), t = π/2
yields (0, 1, π) and so on. The complete graph of the helix is represented in Fig. 10.

15
Figure 10: Representation of the helix r(t) = (cos t, sin t, 2t) with t ∈ [0, 4π]. The points
of the helix belong to the surface of the cylinder with equation x2 +y 2 = 1 and z ∈ [0, 4π].

The following definition generalizes the concept of line integral along a curve to the
Euclidean space R3 .

Definition 3.4 Let F = F (x, y, z) be a scalar field and C a smooth curve in R3 described
by the vector-valued function r(t) = (x(t), y(t), z(t)) with t ∈ [a, b]. The line integral
of F along C is defined as
s 
  b  2  2
dx 2 dy dz
ds F (x, y, z) = dt F (x(t), y(t), z(t)) + + . (4)
C a dt dt dt

Example Consider the scalar field F (x, y, z) = xyz. We want to compute the line
integral of F along the helix C defined in the previous example. Taking into account
that s   2  2
dx 2 dy dz
ds = + + dt,
dt dt dt
√
we find that ds = 5dt. Finally, by applying (4) we get

√  4π √  4π √
ds F (x, y, z) = 2 5 dt t cos t sin t = 5 dt t sin (2t) = −2π 5,
C 0 0

where in the last step we integrated by parts.

16
Integrals of the form 
(P (x, y) dx + Q(x, y) dy)
C
with C some smooth curve arise often in Fluid Dynamics and Complex Analysis. The
next definition tells us how to compute such integrals.
Definition 3.5 Let F = F (x, y) be a scalar field and C a smooth curve described by the
vector-valued function r(t) = (x(t), y(t)) with t ∈ [a, b]. The line integral of F with
respect to x along C is defined as
  b
dx
dx F (x, y) = dt F (x(t), y(t)) . (5)
C a dt
Similarly, the line integral of F with respect to y along C is defined as
  b
dy
dy F (x, y) = dt F (x(t), y(t)) . (6)
C a dt
The above definition can be easily generalized to the case of a scalar field F (x, y, z) and
a curve in R3 . In this case the line integral of F with respect to x along C is
defined as   b
dx
dx F (x, y, z) = dt F (x(t), y(t), z(t)) . (7)
C a dt
Similarly, the line integral of F with respect to y along C is defined as
  b
dy
dy F (x, y, z) = dt F (x(t), y(t), z(t)) . (8)
C a dt
Finally, the line integral of F with respect to z along C is defined as
  b
dz
dx F (x, y, z) = dt F (x(t), y(t), z(t)) . (9)
C a dt
Example We want to evaluate the integral

(x2 y dx + sin (πy) dy),
C
where C is the line segment from (0, 2) to (1, 4). The vector-valued function describing
the given line segment is given by
r(t) = (1 − t)(0, 2) + t(1, 4) = (t, 2 + 2t), t ∈ [0, 1].
Hence, the parametric equations are given by x(t) = t and y(t) = 2 + 2t with t ∈ [0, 1]
and the integral can be written as
  1  
dx dy
(x2 y dx + sin (πy) dy) = dt x2 (t)y(t) + sin (πy(t)) .
C 0 dt dt
Taking into account that dx/dt = 1 and dy/dt = 2 we obtain
  1
2
  7
(x y dx + sin (πy) dy) = 2 dt t2 (1 + t) + sin 2π(1 + t) = .
C 0 6

17
Let C be a smooth curve described by a vector-valued function r(t) = (x(t), y(t)) with
t ∈ [a, b] and F = F (x, y) be some scalar field. Another kind of line integral involving
scalar fields is the following
  1
dr
dr T (x, y) = dt T (x(t), y(t)) .
C 0 dt
Note that the result will be a vector!
Example We want to compute the integral

dr (x + y 2 ),
C

where C is the described by the parabola y = x2 connecting the points (0, 0) and (1, 1).
We parameterize the curve according to x(t) = t and y(t) = t2 with t ∈ [0, 1]. Then, the
vector-valued function describing C is r(t) = (t, t2 ). At this point our integral becomes
  1  1  1
dr
dr (x + y 2 ) = dt(x(t) + y 2 (t)) = dt(t + t4 )(1, 2t) = dt (t + t4 , 2t2 + 2t5 )
C 0 dt 0 0
 1 1    
7
= dt (t + t4 ), dt (2t2 + 2t5 ) = ,1 .
0 0 10
The next definition tells us how to compute line integrals of vector fields.
Definition 3.6 Let C be a smooth curve in R3 and be described by the vector-valued
function r(t) = (x(t), y(t), z(t)) with t ∈ [a, b]. Suppose that

F(x, y, z) = (Fx (x, y, z), Fy (x, y, z), Fz (x, y, z))

is a vector field. The line integral of F along C is defined as

  b
dr
F · dr = dt F(x(t), y(t), z(t)) · ,
C a dt
where the dot denotes the usual dot product.
Note that the result of integrating a vector field along a curve will be a scalar. The
above integral has the physical interpretation of the work done by a force F to move an
object along a certain trajectory C with initial and final points identified by the vectors
r(a) and r(b), respectively.
Example We want to evaluate the line integral of the vector field F(x, y, z) = (y, x, z)
along the curve C having parametric equations x = t, y = t, and z = 2t2 for t ∈
[0, 1]. First, of all the vector-valued function describing our curve is r = (t, t, 2t2 )
and dr/dt = (1, 1, 4t). On the other side, the vector field restricted to the curve C
is F(x(t), y(t), z(t)) = (t, t, 2t2 ). Hence,
dr
F(x(t), y(t), z(t)) · = (t, t, 2t2 ) · (1, 1, 4t) = t + t + 8t3 = 2t + 8t3 .
dt

18
Finally,   1
F · dr = 2 dt (t + 4t3 ) = 3.
C 0
Another kind of line integrals of vector fields along a smooth curve described by the
vector-valued function r(t) = (x(t), y(t), z(t)) with t ∈ [a, b] is the following
  b
dr
F × dr = dt F(x(t), y(t), z(t)) × ,
C a dt
where × denotes the usual cross product. Note that in this case the result will be a
vector.
Example We want to evaluate the line integral of the vector field F(x, y, z) = (y, x, 0)
along a curve C parameterized by x = t, y = sin t, and z = 0 with t ∈ [0, π]. First, of all
the vector-valued function describing our curve is r = (t, sin t, 0) and dr/dt = (1, cos t, 0).
On the other side, the vector field restricted to the curve C is F(x(t), y(t), z(t)) =
(sin t, t, 0). Hence,
 
e1 e2 e3
dr 
F(x(t), y(t), z(t)) × = sin t t 0  = (0, 0, sin t cos t − t),
dt
1 cos t 0

where {e1 , e2 , e3 } is the standard basis in R3 . Finally,

  π   π   
dr π2
F×dr = dt F(x(t), y(t), z(t))× = 0, 0, dt (sin t cos t − t) = 0, 0, − .
C 0 dt 0 2

3.2 Surface integrals

3.2.1 Parametric surfaces
We already know an example of a surface in R3 , namely the paraboloid of revolution
z = x2 + y 2 . A further example is given by the equation x2 + y 2 + z 2 = 1 representing
a sphere of radius one and centre at (0, 0, 0). These examples suggest that the equation
of a surface S in R3 should be represented by some relation of the form F (x, y, z) = 0.
As the next example shows this is not the only possible representation of a surface.
Example Let us consider a sphere of radius R and centre at (0, 0, 0). Its Cartesian
equation is x2 + y 2 + z 2 = R2 . Let us introduce spherical coordinates
x = R cos ϑ sin ϕ, y = R sin ϑ sin ϕ, z = R cos ϕ, ϑ ∈ [0, 2π), ϕ ∈ [0, π].
Keep in mind that the radius of the sphere is fixed! Then, each point on the sphere can
be identified by means of a vector-valued function r : R2 −→ R3 such that
r(ϑ, ϕ) = (R cos ϑ sin ϕ, R sin ϑ sin ϕ, R cos ϕ),
where ϑ ∈ [0, 2π) and ϕ ∈ [0, π]. This is what we call a parametric representation of a
sphere.

19
The above example motivates the following definition of parametric representation of a
surface in the Euclidean space.

Definition 3.7 We call parametric representation of a surface S in R3 the vector-

valued function r : U × V ⊆ R2 −→ R3 such that for all u ∈ U ⊆ R and for all
v∈V ⊆R
r(u, v) = (x(u, v), y(u, v), z(u, v)).

The next example shows how to construct the Cartesian representation of a surface from
its parametric representation.

Example Suppose that a certain surface has parametric representation

r(u, v) = (u, u cos v, u sin v), u, v ∈ R.

Then, x = u, y = u cos v, and z = u sin v. Using these relations we want to find an

equation of the form F (x, y, z) = 0. First of all, observe that

y 2 + z 2 = u2 cos2 v + u2 sin2 v = u2 (cos2 v + sin2 v) = u2 = x2 .

Hence, the Cartesian representation of the surface is x2 − y 2 − z 2 = 0. This is a cone

Figure 11: Representation of the cone x2 = y 2 + z 2 .

with axis along the x-axis. The lines y = ±x represent the intersection of the cone with
the xy-plane. Its intersections with planes parallel to the yz-plane are circles.

20
Example We want to find the parametric representation of the paraboloid of revolution
√ √
z = x2 + y 2 . Let z = u with u ∈ [0, +∞) and x = u cos v and y = u sin v with
v ∈ [0, 2π). Then, it is straightforward to verify that this parametric representation
satisfies the equation z = x2 + y 2 .

We introduce the concept of normal vector to a given surface.

Definition 3.8 Let S be a surface in R3 described by a vector-valued function r(u, v) =

(x(u, v), y(u, v), z(u, v)) with (u, v) ∈ U × V ⊆ R2 . Further, suppose that the first order
partial derivatives of x, y, and z with respect to u and v exist. Introduce the vectors

ru = (∂u x, ∂u y, ∂u z), rv = (∂v x, ∂v y, ∂v z).

The normal vector to the surface S is defined as the cross product n = ru × rv .

As the next example shows the concept of normal vector is useful for the construction
of the plane tangent to a given surface S at a certain point. To this purpose recall from
Linear Algebra that the Cartesian equation of a plane ax+by +cz = d with a, b, c, d ∈ R3
can also be cast into the form
n · (r − r0 ) = 0, (10)
where n is the normal to the plane and r = (x, y, z), r0 = (x0 , y0 , z0 ) are vectors identi-
fying two distinct points belonging to the plane. Comparing the Cartesian equation of
the plane with (10) we see that the normal vector is simply given by n = (a, b, c).

Example We want to find the equation of the tangent plane to the surface described
by the vector-valued function r(u, v) = (u, 2v 2 , u2 + v) at the point P0 = (2, 2, 3). We
will use (10) where n is the normal to the surface S at the point P0 identified by the
vector r0 = (2, 2, 3) and r = (x, y, z) identifies an arbitrary point on the plane. First of
all, observe that ru = (1, 0, 2u) and rv = (0, 4v, 1). Hence,

n = ru × rv = (−8uv, −1, 4v). (11)

To find the normal at the point P0 we must find out which values of u and v correspond
to the choice x = 2, y = 2, and z = 3. Using the parametric representation x = u,
y = 2v 2 , and z = u2 + v we can set up the following system of equations

u = 2, 2v 2 = 2, u2 + v = 3.

Substituting u = 2 into the last equation we find v = −1 which in turn satisfies the
equation 2v 2 = 2. Substituting these values for u and v into (11) yields n = (16, −1, −4).
Moreover, r−r0 = (x−2, y−2, z−3). Applying (10) gives (16, −1, −4)·(x−2, y−2, z−3) =
0 and expanding the dot product we end up with the following equation for the plane
tangent to S at the point P0 , namely

16x − y − 4z = 18.

21
The next definition tell us how to compute the area of a given surface.
Definition 3.9 Let S be a surface in R3 described by a vector-valued function r(u, v) =
(x(u, v), y(u, v), z(u, v)) with (u, v) ∈ D = U × V ⊂ R2 . The area A of the surface S is
then given by the following integral
  
A= dA|n| = du dv |ru × rv |, (12)
D U V

where n is the normal to the surface S.

Example We want to find the surface area of the portion of the sphere x2 +y 2 +z 2 = 16
that lies inside the cylinder x2 + y 2 = 12 and above the xy-plane. The following picture
helps to visualize the problem. First of all, the cylinder axis coincides with the z-axis

Figure 12: Representation of the sphere x2 +y 2 +z 2 = 16 and of the cylinder x2 +y 2 = 12.

√
and it has radius 2 3 while the radius of the sphere is 4. This implies that a part of
the cylinder will be inside the sphere. Furthermore, the intersections of the cylinder and
the sphere are represented by two circles x2 + y 2 = 12 positioned on planes parallel to
the xy-plane. To find the equation of these planes we substitute x2 + y 2 = 12 into the
equation of the sphere. This yields z 2 = 4 and therefore the two circles are positioned
on the planes z = −2 and z = 2. The surface we are interested in is the portion of
the sphere inside the given cylinder and above the plane z = 2. We already know that
points on a sphere can be represented by means of the vector-valued function
r(ϑ, ϕ) = (R cos ϑ sin ϕ, R sin ϑ sin ϕ, R cos ϕ),

22
where ϑ ∈ [0, 2π) and ϕ ∈ [0, π]. However, since we are considering only a portion of the
sphere there will be some additional restrictions on the range of the angular variables
to be taken into account. In particular, ϕ will start at ϕ = 0 and go down to the plane
z = 2 where ϕ takes its maximum value ϕmax . Since z = R cos ϕ and R = 2, we find
that for z = 2 we have 2 = 4 cos ϕmax and hence ϕmax = π/3. We conclude that the
portion of the sphere under consideration will be described by

r(ϑ, ϕ) = (4 cos ϑ sin ϕ, 4 sin ϑ sin ϕ, 4 cos ϕ),

where ϑ ∈ [0, 2π) and ϕ ∈ [0, π/3]. In order to apply (12) we identify u with ϑ and
v = ϕ. Then,

rϑ = (−4 sin ϑ sin ϕ, 4 cos ϑ sin ϕ, 0), rϕ = (4 cos ϑ cos ϕ, 4 sin ϑ cos ϕ, −4 sin ϕ).

and
rϑ × rϕ = (−16 cos ϑ sin2 ϕ, −16 sin ϑ sin2 ϕ, −16 sin ϕ cos ϕ).
Finally, we find that |rϑ × rϕ | = 16 sin ϕ. Employing (12) yields
 2π  π/3  2π  π/3  2π
π/3
A= dϑ dϕ|rϑ × rϕ | = 16 dϑ dϕ sin ϕ = 16 dϑ (− cos ϕ)|0
0 0 0 0 0
 2π
=8 dϑ = 4π.
0

3.2.2 Surface integrals of scalar fields

The following definition tells us how to compute the surface integral of a scalar field over
an arbitrary finite surface in the Euclidean space.

Definition 3.10 Let S be a surface in R3 having parametric representation

r = (x(u, v), y(u, v), z(u, v)), (u, v) ∈ D = U × V ⊆ R2

with U ⊆ R and V ⊆ R. Further suppose that T = T (x, y, z) is a scalar field. We define

the surface integral of T over S as follows
   
dS T (x, y, z) = dA T (x(u, v), y(u, v), z(u, v)).
S D

Using (12) we can rewrite the surface integral as

   
dS T (x, y, z) = dudv T (x(u, v), y(u, v), z(u, v))|ru × rv |. (13)
S D

23
Suppose that the surface S is described by the Cartesian equation z = g(x, y). Then,
D represents the region of the shade of the surface S on the xy-plane. Furthermore, S
can be trivially parameterized as u = x, v = y, and z = g(x, y) so that the vector-valued
function r describing S takes the form

r(x, y) = (x, y, g(x, y)), x ∈ U, y ∈ V.

Then,
rx = (1, 0, ∂x g), ry = (0, 1, ∂y g)
and this implies that
rx × ry = (−∂x g, −∂y g, 1).
Hence, q
|rx × ry | = 1 + (∂x g)2 + (∂y g)2
and the surface integral of a scalar field over S can be cast into the form
    q
dS T (x, y, z) = dxdy T (x, y, g(x, y)) 1 + (∂x g)2 + (∂y g)2 . (14)
S U ×V

Similarly, if the surface S is described by the equation x = h(y, z), the region D will be
the shade of S on the yz-plane and the corresponding surface integral of a scalar field
over S can be written as
    q
dS T (x, y, z) = dydz T (h(y, z), y, z) 1 + (∂y h)2 + (∂z h)2 (15)
S V ×W

with z ∈ W ⊆ R. Finally, if the surface S is described by the equation y = f (x, z), the
region D will be the shade of S on the xz-plane and the corresponding surface integral
of a scalar field over S can be written as
    p
dS T (x, y, z) = dxdz T (x, f (x, z), z) 1 + (∂x f )2 + (∂z f )2 .
S U ×W

Remark The physical interpretation of a surface integral of a scalar field is very simple.
Suppose that the scalar field is some mass or charge distribution over some surface S.
Then, the corresponding surface integrals of these scalar fields over S will represent the
total mass and total charge over S, respectively.

Example We want to compute the integral of the scalar field U (x, y) = (x − x2 )(y − y 2 )
over the surface S represented by a square with x ∈ U = [0, 1] and y ∈ V = [0, 1] located
on the plane z = 0. In this case the surface S coincides with its shade D = [0, 1] × [0, 1].
Since the equation of the surface is z = 0 and x, y ∈ [0, 1], we conclude that g(x, y) = 0
and therefore the square root in formula (14) will be simply one. Finally, the surface
integral of U over the given square will be
   1  1  1  2 1
2 2 2 y y 3 
dS U (x, y) = dx dy (x − x )(y − y ) = dx (x − x ) −
S 0 0 0 2 3 0

24
Figure 13: Representation of the scalar field U (x, y) = (x − x2 )(y − y 2 ) over the square
[0, 1] × [0, 1] on the plane z = 0.

 1
1 1
= dx (x − x2 ) = .
6 0 36
2 2
Example Let us consider the Gaussian distribution G(x, y) = e−x −y . We want to
compute the surface integral of G over the entire xy-plane. We will use again (14). In
this case the surface S over which we integrate is the entire xy-plane described by the
equation z = 0. Also in this case the square root appearing in (14) takes the value
one and the vector-valued function describing the plane is simply r(x, y) = (x, y, 0) with
x ∈ U = R and y ∈ V = R. Hence, the surface integral of G over S is
   
2 −y 2
dS G(x, y) = dx dy e−x .
S R R
To solve the above integral we introduce polar coordinates x = r cos ϑ, y = r sin ϑ with
r ∈ [0, +∞) and ϑ ∈ [0, 2π). In order to know how the infinitesimal surface element
dxdy transforms when we use polar coordinate we need first to construct the Jacobian
of the coordinate transformation which is represented by the matrix
   
∂r x ∂ϑ x cos ϑ −r sin ϑ
J= = .
∂r y ∂ϑ y sin ϑ r cos ϑ
Then, dxdy will transform according to the formula
dxdy = |det(J)|drdϑ = rdrdϑ.

25
 2 −y 2
Figure 14: Representation of the Gaussian G(x, y) = e−x over the xy-plane.

Hence, our original integral becomes

   +∞  2π  +∞ 
2 2 2 +∞
dS G(x, y) = dr r dϑ e−r = 2π dr re−r = −π e−r 
S 0 0 0 0
 
−r 2
= −π lim e − 1 = π.
r→+∞

Example Let us compute the surface integral of the scalar field U (x, y, z) = xy over
the surface S represented by the portion of the plane x + y + z = 1 in the positive sector
of the Cartesian coordinate system and having as a shade the region D obtained by
projecting S onto the yz-plane. Since D is the projection of S onto the yz-plane, we will
write the equation of the plane as x = 1 − y − z and use formula (15). In this case we
will have h(y, z) = 1 − y − z and
q √
1 + (∂y h)2 + (∂z h)2 = 3.

The next step requires that we fix the intervals over which the variables y and z are
allowed to take their values. First of all, the plane x + y + z = 1 will intersect the plane
x = 0 along the line y + z = 1. This means that for each y ∈ [0, 1] the corresponding
value for z is given by z = 1 − y. It would be very silly to consider z in the interval
[0, 1] because then the region D would be a square instead of having a triangular shape
as in the present situation! Hence, we have to take z ∈ [0, 1 − y] and the surface integral
becomes  
√  1  1−y
dS U (x, y, z) = 3 dy dz U (h(y, z), y, z).
S 0 0

26
Figure 15: Representation of the plane x+y+z = 1 in the positive sector of the Cartesian
coordinate system.

Since the integral of a scalar field over a surface must be a scalar and the range of the
variable z depends on y we must first integrate over z and then over y. Continuing the
computation of the above integral yields
 
√  1  1−y
√  1
  1−y
z2 
dS U (x, y, z) = 3 dy dz (1 − y − z)y = 3 dy z − yz − y 
S 0 0 0 2 0
√  1 √
3 3
= dy y(1 − y)2 = .
2 0 24

In the next example we compute the surface integral of a scalar field over a closed surface.

Example We want to compute the surface integral of the vector field U (x, y, z) = y + z
where S is the closed surface whose side is the cylinder x2 + y 2 = 3, whose bottom side
is the disc x2 + y 2 ≤ 3 on the xy-plane, and whose top is the intersection of the plane
z = 4 − y with the given cylinder. Let S1 , S2 , and S3 represent the side surface, the
bottom surface, and the top surface of the closed surface S, respectively. Then,
  3  
X
dS U (x, y, z) = dSi U (x, y, z).
S i=1 Si

For the side surface we will use formula (13) yielding

   
dS1 U (x, y, z) = dudv U (x(u, v), y(u, v), z(u, v))|ru × rv |.
S1 D

27
Figure 16: Representation of the cylinder x2 + y 2 = 3 and its intersection with the plane
z = 4 − y.

First of all we need a parameterization. We start by observing that the cylinder has been
cut with the plane z = 4 − y thus implying that the height of S1 is not constant √ and in
particular
√ it must be z ∈ [0, 4 − y]. If we introduce cylindrical coordinates x = 3 cos ϑ,
y = 3 sin ϑ and z = z with ϑ ∈ [0, 2π), we can describe points on S1 by means of the
vector-valued function
√ √
r(ϑ, z) = ( 3 cos ϑ, 3 sin ϑ, z), ϑ ∈ [0, 2π).

Hence, √ √
rϑ = (− 3 sin ϑ, 3 cos ϑ, 0), rz = (0, 0, 1),
and √ √ √
|rϑ × rz | = |( 3 cos ϑ, 3 sin ϑ, 0)| = 3.
Since the range of z depends on the variable y which in turn depends on the angular
variable ϑ we must first integrate over z and then over ϑ. Therefore, we find that
 
√   √
2π 4− 3 sin ϑ √ 29π √
dS1 U (x, y, z) = 3 dϑ dz( 3 sin ϑ + z) = 3.
S1 0 0 2

To compute the integral over S2 we use formula (14) with g(x, y) = 4 − y. In this case
the region D will be the disc x2 + y 2 ≤ 3 on the xy-plane. Taking into account that
q √
1 + (∂x g)2 + (∂y g)2 = 2

28
we have
 
√   √  
dS2 U (x, y, z) = 2 dxdy (y + g(x, y)) = 4 2 dxdy.
S2 x2 +y 2 ≤3 x2 +y 2 ≤3
√
The last integral is the area of a disc with centre the origin and radius 3 which is
simply 3π. Hence, we conclude that
 
√
dS2 U (x, y, z) = 12π 2.
S2

To compute the surface integral on the bottom part we recall that the disc is placed on
the xy-plane where z = 0 and the magnitude of the normal vector is simply one. √ If we
use polar coordinates and take into account that dxdy = rdrdϑ with r ∈ [0, 3] and
ϑ ∈ [0, 2π), we find that
   √
3  2π  √
3
dS3 U (x, y, z) = dr 2
dϑ r sin ϑ = − dr cos ϑ|2π
0 = 0.
S3 0 0 0

Finally, the surface integral of the scalar field U over the closed surface will be
 
π √ √ 
dS U (x, y, z) = 29 3 + 24 2 .
S 2

3.2.3 Surface integrals of vector fields

We start by defining the concept of surface integral of a vector field.
Definition 3.11 Let S be a surface in R3 described by a vector-valued function r(u, v) =
(x(u, v), y(u, v), z(u, v) where (u, v) ∈ D ⊆ R2 . Suppose that F = F(x, y, z) is a vector
field in the Euclidean space. Then, the surface integral of F over S also called the
flux of F through S is
   
dS F(x, y, z) · n = dudv F(x(u, v), y(u, v), z(u, v)) · (ru × rv ),
S D

where n denotes the normal vector to the surface S.

The surface integral of a vector field has the following physical interpretation. Suppose
that V is the velocity field of some fluid. Then, the physical dimension of this field
will be a length over time and we write [F] = L/T . On the other side, the dimension
of the infinitesimal surface element will be a length squared, i.e. [dS] = L2 . Since the
dimension of the quantity FdS is

L3 volume
[FdS] = [F][dS] = = ,
T time
we conclude that the flux of V through the surface S represents the volume of fluid per
unit time crossing the surface S.

29
Example We want to compute the surface integral of F(x, y, z) = (x, z, −y) over the
curved surface S of the cylinder x2 + y 2 = 1 between the planes z = 0 and z = 1. First
of all, we can construct a parameterization of S by introducing cylindrical coordinates
(r, ϑ, z) so that the vector-valued function describing S is given by

r(ϑ, z) = (cos ϑ, sin ϑ, z), ϑ ∈ [0, 2π), z ∈ [0, 1],

where we took into account that the cylinder has unit radius, that is r = 1. The normal
vector to S will be given by n = ru × rv = (cos ϑ, sin ϑ, 0) and on the surface S we have

F · n = (cos ϑ, z, − sin ϑ) · (cos ϑ, sin ϑ, 0) = cos2 ϑ + z sin ϑ.

Taking into account that dudv = dϑdz the surface integral of our vector field will be
   1  2π
dS F(x, y, z) · n = dz dϑ (cos2 ϑ + z sin ϑ).
S 0 0

Since,  
2π 2π
2
dϑ cos ϑ = π, dϑ sin ϑ = 0,
0 0
we conclude that    1
dS F(x, y, z) · n = π dz = π.
S 0

Example Let us compute the surface integral of the vector field F(x, y, z) = (y, x2 , z 2 )
over the surface S, where S is the triangular surface on the yz-plane with y ≥ 0, z ≥ 0,
and y + z ≤ 1 and the normal vector n to the surface S is taken in the positive direction
of the x-axis. In this case the surface S coincides with its shade D and it is represented
by the set
S = {(0, y, z) ∈ R3 | y ∈ [0, 1] and z ∈ [0, 1 − y]}.
Then, the vector-valued function describing S is r(y, z) = (0, y, z). Furthermore, ry =
(0, 1, 0) and rz = (0, 0, 1). Hence, n = ry × rz = (0, 1, 0) × (0, 0, 1) = (1, 0, 0) as expected.
Therefore, on the surface S we have

F · n = (y, 0, z 2 ) · (1, 0, 0) = y.

Since the range of the z variable depends on y, we will first integrate on z and then on
y. Hence,
   1  1−y  1
1
dS F(x, y, z) · n = dy dz y = dy y(1 − y) = .
S 0 0 0 6

Example We want to evaluate the surface integral of the vector field F(x, y, z) =
(x, y, z) over the part of the paraboloid z = 1 − x2 − y 2 with z ≥ 0 and having normal
vector pointing upwards. Since the shade of the portion of the paraboloid considered
in this problem is simply the disc x2 + y 2 ≤ 1, this suggest that it might be useful to

30
use polar coordinates for the computation of the surface integral. First of all, the vector
field restricted to the surface of the paraboloid is given by F(x, y, z) = (x, y, 1 − x2 − y 2 ).
The vector-valued function describing the surface of the paraboloid is given by r(x, y) =
(x, y, 1 − x2 − y 2 ) and the normal to the surface S of the paraboloid will be

n = rx × ry = (1, 0, −2x) × (0, 1, −2y) = (2x, 2y, 1).

This normal vector is pointing upwards since the normal at the vertex of the paraboloid
(x = 0, y = 0) is given by the vector (0, 0, 1) pointing in the positive direction of the
z-axis. Hence, on S we find

F · n = (x, y, 1 − x2 − y 2 ) · (2x, 2y, 1) = 1 + x2 + y 2 .

Let us parameterize D by means of polar coordinates (r, ϑ). Then, x = r cos ϑ and
y = r sin ϑ with r ∈ [0, 1] and ϑ ∈ [0, 2π). Hence, F · n = 1 + r 2 and dxdy = rdrdϑ. At
this point the surface integral becomes
   2π  1
3π
dS F(x, y, z) · n = dϑ dr r(1 + r 2 ) = .
S 0 0 2

3.3 Volume integrals

Let us first define the concept of volume integral for a finite solid region in the Euclidean
space.

Definition 3.12 Let E be some portion of the Euclidean space whose boundary is given
by some closed surface S. The volume V of the solid region E (see Fig. 17) is
  
V = dV, dV = dxdydz.
E

Note that dxdydz represents the infinitesimal volume of a cube whose sides have length
dx, dy, and dz, respectively.
Example We want to find the volume of a tetrahedron with vertices (0, 0, 0), (a, 0, 0),
(0, b, 0), and (0, 0, c) where a, b, c > 0. First of all, we need to find the ranges for the
variables x, y, and z. Let x ∈ [0, a]. From Fig. 18 we see that the variable y is bounded
by the line through the points A and B whose equation is
b
y = − x + b.
a
Hence, y ∈ [0, b(1 − x/a)]. Concerning the variable z we see that its minimum value is
zero and it cannot exceed the value of the z-coordinate of points belonging to the plane
ABC. In order to find the range of z we must first derive the equation of this plane.
The general Cartesian equation of a plane is αx + βy + γz = δ with α, β, γ, δ ∈ R. Since
our plane does not pass through the origin, it must be δ 6= 0. Hence, we can divide the
equation of the plane by δ. This gives α e +γ
ex + βy ez = 1 where α e = α/δ, βe = β/δ, and

31
Figure 17: Representation of a solid region E in the Euclidean space whose boundary is
some closed surface S.

O B y

Figure 18: Representation of a tetrahedron with vertices in O = (0, 0, 0), A = (a, 0, 0),
B = (0, b, 0), and C = (0, 0, c).

γ
e = γ/δ. Furthermore, the points A, B, and C must belong to this plane. Imposing this
e = 1/a, βe = 1/b, and e
condition yields α γ = 1/c. Finally, the equation of the plane is
x y z
+ + = 1.
a b c

32
This implies that h  x y i
z ∈ 0, c 1 − − .
a b
Since the range of z depends on x and y and the range of y depends on x, we must first
integrate over z, then over y and finally over x. Hence, we have
  b(1− x )  c(1− x − y )   b(1− x ) 
a a a b
a a x y
V = dx dy dz = c dx dy 1 − −
0 0 0 0 0 a b
  
bc a
x 2 abc  x 3 a abc
= dx 1 − =− 1− = .
2 0 a 6 a 0 6
We introduce the concept of volume integrals of scalar and vector fields.

Definition 3.13 Let T = T (x, y, z) be a continuous scalar field in R3 and E be some

portion of the Euclidean space whose boundary is given by some closed surface S and
having volume V . Then, the volume integral of T is defined as the triple integral
  
dV T (x, y, z), dV = dxdydz.
E

Similarly, if F(x, y, z) is a vector field in R3 , volume integral of F is given by

  
dV F(x, y, z).
E

Observe that in the case of a vector field the corresponding volume integral will be a
vector in R3 . There is also a simple physical interpretation of the volume integral of a
scalar field. Let us go back to Fig. 17. Suppose that the solid region E represents a
massive object with variable mass density ρ = ρ(x, y, z). Then, the total mass M of the
object will be   
M= dV ρ(x, y, z). (16)
E
Similarly, if σ = σ(x, y, z) denotes a variable charge density on E, the total charge Q
inside that region will be   
Q= dV σ(x, y, z).
E

Example Suppose we have a solid region in R3 represented by the set E = {(x, y, z) ∈

R3 | x, y, z ∈ [0, 1]} and having variable mass density ρ(x, y, z) = 1 + x + y + z measured
in kg/m3 . We want to find the total mass of the solid region E. Using (16) yields
    1  1  1  1  1  
3
M= dV ρ(x, y, z) = dx dy dz (1+x+y+z) = dx dy +x+y
E 0 0 0 0 0 2
 1
5
= dx (2 + x) = kg.
0 2

33
4 Problems to Section 3
Exercise 4.1 Determine
√ the√length of the curve x = y 2 /2 for x ∈ [0, 1/2]. Assume y
positive. Answer: [ 2 − ln ( 2 − 1)]/2.

Exercise 4.2 Evaluate the integral


(y dx + x dy + z dz),
C

where C is a smooth curve with parametric equations x(t) = cos t, y(t) = sin t, and
z(t) = t2 with t ∈ [0, 2π]. Answer: 8π 4 .


Exercise 4.3 Evaluate the line integral C F·dr of the vector field F(x, y, z) = (5z 2 , 2x, x+
2y) along the curve C having parametric equations x = t, y = t2 , and z = 2t2 with
t ∈ [0, 1]. Answer: 4.


Exercise 4.4 Compute the line integral C F×dr of the vector field F(x, y, z) = (y 2 , x, z)
along the curve C described by z = y = ex from x = 0 to x = 1. Answer: ((3 −
e2 )/2, (3e − 2 − e3 )/3, (2e3 − 5)/6).

Exercise 4.5 Give parametric representations for each of the following surfaces
1. x = 5y 2 + 2z 2 − 10 an elliptic parabolid,

2. y 2 + z 2 = 25 a cylinder with axis coinciding with the x-axis.

Answer: 1. r(u, v) = (5u2 + 2v 2 − 10, u, v) with u, v ∈ R; 2. r(u, v) = (u, 5 cos v, 5 sin v)
with u ∈ R and v ∈ [0, 2π).

Exercise 4.6 Evaluate the surface integral of the scalar field U (x, y, z) = z over the
surface S represented by the upper half of a sphere with centre the orgin and radius two.
For the region D take the projection of S onto the xy-plane. Answer: 8π.

Exercise 4.7 Find the volume integral of the scalar field T (x, y, z) = x2 + y 2 + z 2 over
the solid region E specified by 0 ≤ x ≤ 1, 1 ≤ y ≤ 2, and 0 ≤ z ≤ 3. Answer: 17.

5 The operators: gradient, divergence, and curl

Topics: definition of directional derivative, the directional derivative expressed in terms
of the gradient, maximum value of the directional derivative, orthogonality of the gra-
dient to a given surface at a point, construction of a unit normal vector to a surface
at a point in terms of the gradient, orthogonality of the gradient to a level curve of
a surface, applications of the gradient: study of maxima and minima of a function of
two variables (relative minima and maxima, saddle points), closed and bounded regions,
algorithm to find absolute maxima and minima, Lagrange multipliers, generalization of
the Fundamental Theorem of Calculus, conservative fields

34
5.1 The gradient of a scalar field
Definition
√ 5.1 Let f = f (x, y, z) be a scalar field and u = (a, b, c) a unit vector, that is
|u| = a2 + b2 + c2 = 1. We call the directional derivative of f along the vector u
at the point (x0 , y0 , z0 ) the rate at which f changes along the direction of u at the given
point, that is

f (x0 + ah, y0 + bh, z0 + ch) − f (x0 , y0 , z0 )

(Du f )(x0 , y0 , z0 ) = lim (17)
h→0 h
The concept of directional derivative generalizes the concept of partial derivative as it
can be seen by considering for instance the directional derivative of a scalar field f along
a unit vector e1 = (1, 0, 0) in the x-direction at an arbitrary point (x0 , y0 , z0 ). In this
case we have
f (x0 + h, y0 , z0 ) − f (x0 , y0 , z0 )
(De1 f )(x0 , y0 , z0 ) = lim = ∂x f (x0 , y0 , z0 ).
h→0 h
In general, if the scalar field f does not exhibit a simple dependence on the variables
x, y, and z, it might result difficult to compute the limit in (17). For this reason it is
desirable to have a more effective formulation of the directional derivative. This will
lead us to the concept of the gradient of a scalar field. To this purpose let us consider a
unit vector u = (a, b, c) and the differentiable function

g(t) = f (x(t), y(t), z(t)), t∈R

with
x(t) = x0 + at, y(t) = y0 + bt, z(t) = z0 + ct
Then,
dg g(t + h) − g(t)
= lim
dt h→0 h
and hence

dg  g(h) − g(0) f (x(h), y(h), z(h)) − f (x(0), y(0), z(0))
 = lim = lim
dt t=0 h→0 h h→0 h

= (Du f )(x0 , y0 , z0 ).
On the other hand, we can compute dg/dt by means of the chain rule and we obtain

dg dx dy dz
= ∂x g + ∂y g + ∂z g = a∂x g + b∂y g + c∂z g = u · (∂x g(t), ∂y g(t), ∂z g(t))
dt dt dt dt
and hence

dg 
= u·(∂x g(0), ∂y g(0), ∂z g(0)) = u·(∂x f (x0 , y0 , z0 ), ∂y f (x0 , y0 , z0 ), ∂z f (x0 , y0 , z0 )) .
dt t=0

35
 ′
Putting together the two results we obtained for g (0) yields

(Du f )(x0 , y0 , z0 ) = u · (∂x f (x0 , y0 , z0 ), ∂y f (x0 , y0 , z0 ), ∂z f (x0 , y0 , z0 )) .

If we define the gradient of f at an arbitrary point (x, y, z) to be the vector

∇f = (∂x f (x, y, z), ∂y f (x, y, z), ∂z f (x, y, z)) , (18)

we can finally write the directional derivative of f along u at the point (x0 , y0 , z0 ) as the
dot product of the vector u with the gradient of f evaluated at the given point, that is

(Du f )(x0 , y0 , z0 ) = (u · ∇f )(x0 , y0 , z0 ). (19)

Remark First of all, (19) is more effective than (17) because we only need to com-
pute partial derivatives of a scalar field instead of evaluating a limit. Furthermore, the
operator gradient
∇ = (∂x , ∂y , ∂z )
associates to a given scalar field a vector field according to (18). Last but not least,
if we look at (19) from the point of view of linear algebra, we see that the directional
derivative can be interpreted as the projection of the gradient of the scalar field along
the direction of a fixed unit vector.

Example We want to compute the directional derivative of f (x, y) = xexy + y along

the unit vector in the direction θ = 2π
3 at the point (2, 0). In this case the unit vector is
simply
√ !
1 3
u = (cos θ, sin θ) = − , .
2 2
Taking into account that

∂x f = (1 + xy)exy , ∂y f = 1 + x2 exy ,

the gradient of f is

(∇f )(x, y) = (1 + xy)exy , 1 + x2 exy .
Hence, (∇f )(2, 0) = (1, 5) and the directional derivative is
√ ! √
1 3 1 5√ 5 3−1
(Du f )(2, 0) = − , · (1, 5) = − + 3= .
2 2 2 2 2

The next result tell us for which direction the directional derivative of a scalar field at
a point takes its maximum value.

Theorem 5.2 The directional derivative of a scalar field f = f (x, y, z) along a unit vec-
tor u at a point (x0 , y0 , z0 ) takes its maximum vale |(∇f )(x0 , y0 , z0 )| along the direction
of the vector (∇f )(x0 , y0 , z0 ).

36
Proof. Let α be the angle between the vectors u and (∇f )(x0 , y0 , z0 ). Using the defi-
nition of the dot product from linear algebra (19) gives

(Du f )(x0 , y0 , z0 ) = (u · ∇f )(x0 , y0 , z0 ) = |u||(∇f )(x0 , y0 , z0 )| cos α

= |(∇f )(x0 , y0 , z0 )| cos α,

where we took into account that |u| = 1. Since −1 ≤ cos α ≤ 1, the directional
derivative (Du f )(x0 , y0 , z0 ) takes its maximum value whenever α = 0, i.e. when u
and (∇f )(x0 , y0 , z0 ) have the same direction. Putting α = 0 in the above expression we
find that the maximum value of (Du f )(x0 , y0 , z0 ) is |(∇f )(x0 , y0 , z0 )|. 

Example We want to compute the directional derivative of f (x, y) = xey along the
unit vector in the direction from the point (2, 0) to the point (1/2, 2) at the point (2, 0).
What is the maximum value of this directional derivative? Let us first find the vector
from the point (2, 0) to the point (1/2, 2). Let OA and OB be the vectors identifying
the points (2, 0) and (1/2, 2), respectively. Then, the vector AB from the point (2, 0) to
the point (1/2, 2) is

AB = OB − OA = (1/2, 2) − (2, 0) = (−3/2, 2).

Even though this vector does not have unit length, we can construct a unit vector u
having the same direction of the vector AB by dividing AB by its own length
r
9 5
|AB| = +4= .
4 2
This gives
AB 2
u= = (−3/2, 2) = (−3/5, 4/5).
|AB| 5
Moreover,
∂x f = ey , ∂y f = xey .
Hence, (∇f )(2, 0) = (1, 2). Finally,
3 8
(Du f )(2, 0) = (−3/5, 4/5) · (1, 2) = − + = 1.
5 5
According
√ √to Theorem 5.2 the maximum value of (Du f )(2, 0) will be |(∇f )(2, 0) =
1 + 4 = 5 and it will occur along the direction of the vector (∇f )(2, 0) = (1, 2).

The next result permits to connect the concept of the gradient with the concept of the
normal vector to a given surface.

Theorem 5.3 Let S be a surface in R3 described by the Cartesian equation f (x, y, z) = 0

and (x0 , y0 , z0 ) be an arbitrary point belonging to S. Then, the gradient of f evaluated
at (x0 , y0 , z0 ) is a vector normal to the surface S at the point (x0 , y0 , z0 ).

37
Proof. Take an arbitrary point (x0 , y0 , z0 ) ∈ S and let C be an arbitrary curve on S
described by the vector-valued function r(t) = (x(t), y(t), z(t)) with t ∈ I ⊂ R such
that r(t0 ) = (x0 , y0 , z0 ). Since points of the curve C lie on the surface S we also have
f (x(t), y(t), z(t)) = 0. If we differentiate f with respect to t by using the chain rule we
get
df dx dy dz dr
= ∂x f + ∂y f + ∂z f = [(∇f )(x(t), y(t), z(t))] · = 0.
dt dt dt dt dt
Evaluating the above expression at t = t0 we find that

dr 
[(∇f )(x0 , y0 , z0 )] · =0
dt t=t0

This means that the vectors (∇f )(x0 , y0 , z0 ) and dr  are orthogonal to each other.
 dt t=t0
dr 
On the other side, the vector dt t=t0 is tangent to the curve C at the point (x0 , y0 , z0 )
and since C belongs to S the same  vector will be also tangent to S at the same point.
This means that the vector dr 
dt t=t0 belongs to the plane tangent to S at the point
(x0 , y0 , z0 ) and we can conclude that (∇f )(x0 , y0 , z0 ) is a vector orthogonal to S at the
point (x0 , y0 , z0 ). 

This result implies that whenever we have a surface S described by the Cartesian equa-
tion f (x, y, z) = 0 the unit normal vector to S at a point P = (x0 , y0 , z0 ) ∈ S can be
constructed in terms of the gradient of f as follows

(∇f )(x0 , y0 , z0 )
nP =
|(∇f )(x0 , y0 , z0 )|

provided that (∇f )(x0 , y0 , z0 ) 6= (0, 0, 0). Observe that according to the above definition
the normal vector will have unit length.

Example We want to find the unit normal vector to the paraboloid of revolution z =
x2 + y 2 at the point (1, 1, 2). Let f (x, y, z) = x2 + y 2 − z. Then,
√ (∇f )(x, y, z) =
(2x, 2y, −1) and (∇f )(1, 1, 2) = (2, 2, −1) with |(∇f )(1, 1, 2)| = 5. Hence, the unit
normal vector to the given surface at P is
 
1 2 2 1
nP = √ (2, 2, −1) = √ , √ , − √ .
5 5 5 5
This normal vector points inwards to the surface S since at the vertex of the paraboloid
of revolution we find that (∇f )(0, 0, 0) = (0, 0, −1). In the case we would like to have a
normal vector pointing outwards we only need to choose f (x, y, z) = z − x2 − y 2 since
then at the vertex of the paraboloid of revolution we have (∇f )(0, 0, 0) = (0, 0, 1). The
corresponding normal vector to the surface at P will be
 
1 2 2 1
nP = √ (−2, −2, 1) = − √ , − √ , √ .
5 5 5 5

38
Example We consider again the paraboloid of revolution of the previous example. We
want to convince ourselves that the gradient of f at a certain point of the surface is always
orthogonal to the level curve through that point. Let again f (x, y, z) = x2 + y 2 − z and
consider an arbitrary point (x0 , y0 , z0 ) belonging to the paraboloid of revolution. The
level curve C through this point will be a circle x2 + y 2 = z0 obtained by intersecting
the paraboloid of revolution with the plane z = z0 with z0 > 0. Then, C will be pa-
rameterized through the vector-valued function r(ϑ) = (cos ϑ, sin ϑ, z0 ) with ϑ ∈ [0, 2π).
The point (x0 , y0 , z0 ) will be identified for some value ϑ0 ∈ [0, 2π). The vector tangent
to C at the point (x0 , y0 , z0 ) is

dr 
= (− sin ϑ0 , cos ϑ0 , 0)
dt t=t0

and the gradient of f evaluated at the same point is

(∇f )(x0 , y0 , z0 ) = (2 cos ϑ0 , 2 sin ϑ0 , −1).

Finally, we have

dr 
(∇f )(x0 , y0 , z0 ) · = (2 cos ϑ0 , 2 sin ϑ0 , −1) · (− sin ϑ0 , cos ϑ0 , 0)
dt t=t0

= −2 cos ϑ0 sin ϑ0 + 2 sin ϑ0 cos ϑ0 = 0


and this shows that the vectors (∇f )(x0 , y0 , z0 ) and dr 
dt t=t0 are perpendicular to each
other.
p
Remark We want to understand the meaning of the term 1 + (∂x g)2 + (∂y g)2 ap-
pearing in the definition of surface integral (14) of a scalar field. There, we supposed
that the surface S can be represented by the equation z = g(x, y). The same equation
can be rewritten as f (x, y, z) = z − g(x, y) = 0. In this case the gradient of f will be

∇f = (−∂x g, −∂y g, 1)

and hence the length of this vector is given by

q
|∇f | = 1 + (∂x g)2 + (∂y g)2 .
p
This means that the term 1 + (∂x g)2 + (∂y g)2 in (14) is just the length of the normal
vector to the surface S.

The concept of the gradient can also be used to study critical points (maxima/minima
and saddle points) of scalar fields. We will restrict our attention to scalar fields depending
on two variables.

39
Definition 5.4 We say that f = f (x, y) has a relative minimum at a point (a, b) in
the domain of definition of f if f (a, b) ≤ f (x, y) in some region containing the point
(a, b). Similarly, we say that (a, b) is a relative maximum if f (a, b) ≥ f (x, y) in
some region containing the point (a, b). By a relative extremum we mean a relative
minimum or maximum.
We characterize critical points as follows.
Definition 5.5 We say that a point (a, b) in the domain of definition of f = f (x, y) is
a critical point if one of the following conditions is satisfied
1. ∇f (a, b) = (0, 0),
2. ∂x f (a, b) and/or ∂y f (a, b) does/do not exist.
The next result tells us that relative maxima/minima are critical points.
Theorem 5.6 If (a, b) is a relative extremum of the function f = f (x, y), then (a, b) is
a critical point of f .

Proof. Let (a, b) be a relative extremum of f . Define the function g = g(x, b). Then, g
′
has an extremum at x = a and from Real Analysis it follows that g (a) = 0 where the
prime denotes differentiation with respect to x. On the other side, the same derivative
can be expressed as follows
′
g (a) = ∂x f (x, b)|x=a = ∂x f (a, b).
Hence, ∂x f (a, b) = 0. Consider now the function h = h(a, y). Then, h has an extremum
at y = b and from Real Analysis it follows that dh/dy|y=b = 0. Moreover, the same
derivative can be also written as

dh 
= ∂y f (a, y)|y=b = ∂y f (a, b).
dy  y=b

Therefore, ∂y f (a, b) = 0. At this point, it follows that ∇f (a, b) = (∂x f (a, b), ∂y f (a, b)) =
(0, 0) and this concludes the proof. 

The previous result implies that relative extrema are critical points but the converse does
not need to be true. Consider for instance the function f (x, y) = xy as in Figure 19.
Clearly, ∇f (x, y) vanishes at the point (0, 0) indicating that this point is a critical point.
However, we cannot conclude that this point is relative minimum or maximum because
if we look at the function f along the line y = x we obtain the function f (x, x) = x2
which has a minimum at x = 0 and if we look at the same function along the line
y = −x we get the function f (x, −x) = −x2 which has a minimum at x = 0. This
implies that if we consider a region containing the point (0, 0) there are points in this
region where f (0, 0) ≤ f (x, y) and f (0, 0) ≥ f (x, y) thus implying that (0, 0) is not a
relative extremum of the function f . We call this kind of critical points saddle points.
The next result allows us to establish when a critical point is a relative extremum or a
saddle point.

40
 Figure 19: Graph of f (x, y) = xy.

Theorem 5.7 Let (a, b) be a critical point of the differentiable function f = f (x, y) and
H be the Hessian matrix associated to f at the point (a, b) which is defined as follows
 
∂xx f (a, b) ∂yx f (a, b)
H(a, b) = .
∂xy f (a, b) ∂yy f (a, b)
Then, the critical point (a, b) can be classified as follows
1. if detH(a, b) > 0 and ∂xx f (a, b) > 0, then (a, b) is a relative minimum,
2. if detH(a, b) > 0 and ∂xx f (a, b) < 0, then (a, b) is a relative maximum,
3. if detH(a, b) < 0, then (a, b) is a saddle point,
4. if detH(a, b) = 0, the test is inconclusive and other techniques must be used to
decide if the point is a relative extremum or a saddle point.
Remember that if ∂xy f and ∂yx f are continuous, then Clairaut’s theorem implies that
they must coincide and therefore the anti-diagonal elements of the Hessian matrix will
coicide.
Example We want to classify the critical point of the function f (x, y). We already
know that there is only one critical point at (0, 0). In this case the Hessian matrix is
given by  
0 1
H(0, 0) =
1 0
and detH(0, 0) = −1. Hence, according to the previous theorem we conclude that the
point (0, 0) is a saddle point.

41
Example We want to find and classify all critical points of the function f (x, y) =
x3 + y 3 − 3xy + 4. First of all, ∇f (x, y) = (3x2 − 3y, 3y 2 − 3x). Clearly, the gradient
of f will vanish when x2 = y and y 2 = x. If we substitute the first equation into the
second one we obtain the equation x4 − x = 0 whose real solutions are x = 0 and x = 1.
Hence, f has two critical points at A = (0, 0) and B = (1, 1). The Hessian matrix f at
a point (x, y) is  
6x −3
H(x, y) =
−3 6y
and hence,    
0 −3 6 −3
H(0, 0) = , H(1, 1) = .
−3 0 −3 6
Since detH(0, 0) is negative we conclude that A is a saddle point. On the other side
detH(1, 1) > 0 and ∂xx f (1, 1) > 0, hence (1, 1) is a relative minimum.

Example We want to determine the point on the plane 4x − 2y + z = 1 that is closest

to the point (−2, −1, 5). To do that we choose an abitrary point (x, y, z) belonging to
the given plane and minimize its distance from the point (−2, −1, 5) which is given by
p
d(x, y, z) = (x + 2)2 + (y + 1)2 + (z − 5)2 .

Since the point (x, y, z) belongs to the plane 4x − 2y + z = 1, its z coordinate can be
expressed as z = 1 − 4x + 2y and the distance function will depend only on the variables
x and y, more precisely
p
d(x, y) = (x + 2)2 + (y + 1)2 + (2y − 4x − 4)2 .

Instead of working with the function d, we will compute the critical points of the function
d2 because ∇d2 = 2∇d and therefore these two functions will share the same critical
points. Let

f (x, y) = d2 (x, y) = (x + 2)2 + (y + 1)2 + (2y − 4x − 4)2 .

Then, ∇f (x, y) = (36 + 34x − 16y, −14 − 16x + 10y) will vanish for x = −34/21 and
y = −25/21. The corresponding value of z is obtained by using the equation of the plane
and we find that
107
z = 1 − 4x + 2y = .
21
In order to establish if the point (−34/21, −25/21, 107/21) is a relative minimum, we
construct the Hessian matrix of f at that point and we get
 
34 −16
H(−34/21, −25/21, 107/21) = .
−16 10

Since detH(−34/21, −25/21, 107/21) > 0 and ∂xx f (−34/21, −25/21, 107/21) > 0, we
immediately conclude that the given point is a relative minimum.

42
In order to speak of absolute maxima and minima of a function f = f (x, y) we have to
restrict f to some region D of R2 . Introducing the concept of closed and bounded region
we can formulate an existence theorem for absolute maxima and minima of a function
which generalizes a theorem in Real Analysis concerning the existence of maxima and
minima of a continuous function defined on a closed interval.

Definition 5.8 A region D of R2 is closed if it contains its boundary points. It will

be open if it is not closed, i.e. it does not contain its boundary points. Moreover, the
same region is bounded if it can be completely contained in a disk. Finally, the region
D is compact if it is closed and bounded.

Example The disk of radius R given by x2 + y 2 ≤ R2 is a closed region because it

contains its boundary points represented by the points lying on the circle x2 + y 2 = R2 .
Furthermore, it is also bounded because we can always construct a larger disk of radius
R + 1 containing the disk x2 + y 2 ≤ R2 . An example of an open region is given by the
disk x2 + y 2 < R2 .

Theorem 5.9 Let f = f (x, y) be a continous function on some compact region D of

R2 . Then, there exist points (x1 , y1 ) and (x2 , y2 ) in D such that f (x1 , y1 ) and f (x2 , y2 )
are the absolute maximum and minimum of f on D, respectively.

In principle, the problem of finding absolute maximum and minimum of a given function
on a compact region can be solved by following this algorithm

1. find all critical points of f that lie inside the closed and bounded region D and
determine the value of the function at each of these points,

2. find all extrema of the function on the boundary and at corner points in the case
the compact region exhibits some corners,

3. the largest and smallest values found in the first two steps are the absolute maxi-
mum and minimum of f on D.

Example We want to find absolute maxima and minima of the function f (x, y) =
x4 + 4y 2 − 2x2 y + 4 on the rectangular region given by −1 ≤ x ≤ 1 and −1 ≤ y ≤ 1.
Let D denote such region. Clearly, it is closed since it contains its boundary points and
it is also bounded because for instance the disk x2 + y 2 ≤ 9 contains D. Furthermore, f
is continuous on D and hence it must have absolute maximum and minimum on D. Let
us first find the critical points of f inside the region D. It can be easily seen that

∇f (x, y) = (2x − 4xy, 8y − 2x2 )

will vanish whenever x − 2xy = 0 and 4y − x2 = 0. The first equation is satisfied when
x = 0 or y = 1/2. If x = 0 the second equation gives
√ y = 0. Let A = (0, 0) be√such point.
If y = 1/2, the equation 4y − x2 = 0 gives x = ± 2. Clearly, the points (± 2, 1/2) are

43
outside the region D and we can disregard them. Hence, inside the region D we have
only one critical point at A and the Hessian matrix at that point is given by
 
2 0
H(0, 0) = .
0 8

Furthermore, detH(0, 0) and ∂xx f (0, 0) are both positive and hence we can conclude
that A is a relative minimum of f where f (A) = 4. The boundary of the region D
y

L3

L4 L2

L1

Figure 20: The boundary of the region D for the function f (x, y) = x4 + 4y 2 − 2x2 y + 4.

is represented in Fig. 20. On the segment L1 we have x ∈ [−1, 1] and y = −1. Hence,
the restriction of f on L1 is represented by the function f (x, −1) = 3x2 + 8 which has
an extremum at x = 0. Let B = (0, −1). Then, f (B) = 8 > f (A). On the segment L2
we have y ∈ [−1, 1] and x = 1. Hence, the restriction of f on L2 is represented by the
function f (1, y) = 4y 2 − 2y + 5 which has an extremum at y = 1/4. Let C = (1, 1/4).
Then, f (C) = 19/4 > f (A). On the segment L3 we have x ∈ [−1, 1] and y = 1. Hence,
the restriction of f on L3 is represented by the function f (x, 1) = −x2 + 8 which has
an extremum at x = 0. Let E = (0, 1). Then, f (E) = 8. Finally, the segment L4 has
y ∈ [−1, 1] and x = −1. Hence, the restriction of f on L4 is represented by the function
f (−1, y) = 4y 2 − 2y + 5 which has an extremum at y = 1/4. Let F = (−1, 1/4). Then,
f (F ) = 19/4. At the corners we find that f (1, 1) = 7, f (−1, −1) = 11, f (−1, 1) = 7,

44
Figure 21: Plot of the function f (x, y) = x4 + 4y 2 − 2x2 y + 4 over the compact region D.

and f (1, −1) = 11. Comparing all the values found so far we can conclude that (0, 0) is
an absolute minimum while (−1, −1) and (1, −1) are absolute maxima as it can be seen
from Fig. 21.

As a last application of the gradient we look at a special class of vector fields called
conservative fields. These fields play an important role in Physics because the work
done by a force in a conservative field to move a particle along a path with initial and
final points A, and B, respectively, does not depend on the details of the path but only
on the initial and final points. The most famous examples of conservative fields are
represented by the electric and gravitational forces. Last but not least, the concept of
conservative field will allow us to simplify the computation of line integrals of vector
fields.
Definition 5.10 A vector field F = F(x, y, z) is said to be conservative if there exists
a scalar field f = f (x, y, z) such that

F = ∇f. (20)

Moreover, U = −f is called the potential function. Finally, we say that the vector
field F is path-independent if
 
F · dr = F · dr
C1 C2

for any choice of smooth curves C1 and C2 sharing the same initial and final points.

Example We want to verify that the vector field F(x, y, z) = (y 2 , 2xy + e3z , 3ye3z )
is conservative. This will be the case if we can construct a scalar field f such that

45
(20) is satisfied. Condition (20) gives rise to the following system of first order partial
differential equations

∂x f = y2, (21)
3z
∂y f = 2xy + e , (22)
3z
∂z f = 3ye . (23)

Integrating (21) with respect to x we obtain that

f (x, y, z) = xy 2 + h(y, z)

where h is an unknown functions yet to be determined. Replacing the above expression

into (22) we obtain
2xy + ∂y h = 2xy + e3z
and therefore
∂y h = e3z .
Integrating the above equation with respect to y yields

h(y, z) = ye3z + g(z),

where g is an unknown function. To determine g we replace the above expression into

(23) and we get
dg
3ye3z + = 3ye3z .
dz
Hence, we have
dg
=0
dz
whose solution is g(z) = C where C is an arbitrary integration constant. Hence, we
conclude that
f (x, y, z) = xy 2 + ye3z + C.

The next result tells us that the work done in a conservative field does not depend on
the path along which we moved a particle but only on the initial and final points of the
path.

Theorem 5.11 Let C be a smooth curve described by r = r(t) with t ∈ [a, b] and
F = F(x, y, z) a conservative field. Then,

F · dr
C

is path-independent.

46
Proof. Since the vector field is conservative we can construct a scalar field f such that
F = ∇f . Then  
F · dr = ∇f · dr.
C C
Using the parameterization of the curve C we find that
  b
dr
∇f · dr = ∇f · dt
C a dt

but
dr dx dy dz df
∇f · = ∂x f + ∂y f + ∂z f = ,
dt dt dt dt dt
where f = f (x(t), y(t), z(t)). Hence,
  b
df
F · dr = dt = f (x(b), y(b), z(b)) − f (x(a), y(a), z(a)).
C a dt

Hence, the line integral of the vector field does not depend on the path C but only on
the values of the scalar field f at the initial and final points of C. 

This result also implies that the line integral of a conservative vector field along a closed
path must vanish, that is 
F · dr = 0. (24)
C
On the other side it is also possible to show that if (24) holds for any closed path C, then
the vector field must be conservative. Since the proof of this statement becomes very
simple once we introduce the concept of the curl of a vector field, we will postpone it
to the section where we will characterize conservative vector fields in terms of vanishing
curls. The next result allows us to transform a line integral of a vector field into an
equivalent surface integral.

Theorem 5.12 (Green’s theorem)

Let C be a simple closed curve in R2 followed in the counterclockwise direction and D
the region inclosed by C. Suppose that the vector field F(x, y) = (P (x, y), Q(x, y)) has
continuous first order partial derivatives in some region containing D. Then,
  
F · dr = (∂x Q − ∂y P ) dA.
C D

Example We want to compute the line integral


F · dr
C
p
where F(x, y) = (3y − esin x , 7x + y 4 + 1) and C is the circle x2 + y 2 = 9 followed in
the counterclockwise direction. Note that all requirements to apply Green’s theorem are

47
satisfied. Since ∂x Q = 7 and ∂y P = 3 and the region D inclosed by C is a disk of radius
3 we have   
F · dr = 4 dA = 36π.
C D
In order to appreciate the utility of the Green’s theorem I advise you to try to compute
the same integral by parameterizing C. You will soon realize that the integrals involved
are extremely difficult to be computed!

The next example shows that the Green’s theorem can be also applied to regions D
having holes.

Example We want to show that we can apply Green’s theorem to evaluate the line
integral of the vector field F(x, y) = (y 3 , −x3 ) where the path C is made of two circles C1
and C2 of radius 2 and 1,respectively, both centered at the origin as in Fig. 22 where C1 is
followed in the counterclockwise direction while C2 in the clockwise direction. Let D be
y

CI
D1 C1
CIII
C2

CII CIV
x
CV II CV

CV I
D2

CV III

Figure 22: Graphical representation of the integration path C = C1 ∪ C2 .

the annular region with boundaries C1 and C2 . Suppose we look at D as the sum of two
regions D1 and D2 as in Fig. 22 where the boundary of D1 is Ca = CI ∪ CII ∪ CIII ∪ CIV
and the boundary of D2 is Cb = CV ∪ CV I ∪ CV II ∪ CV III . Consider the scalar field
f (x, y) = ∂x Q − ∂y P with P (x, y) = y 3 and Q(x, y) = −x3 . Then,
     
f (x, y) dA = f (x, y) dA + f (x, y) dA.
D D1 D2

48
Since the boundaries of the regions D1 and D2 are made of a single closed path and the
original vector field has continuous first order partial derivatives everywhere in R2 we
can apply Green’s theorem to convert each surface integral into a line integral. Hence,
we have    
f (x, y) dA = F · dr + F · dr =
D Ca Cb
        
+ + + + + + + F · dr.
CI CII CIII CIV CV CV I CV II CV III
It is not difficult to verify that the integrals along CIV and CV cancel out. Observe that
CIV is parameterized by r(t) = (t, 0) with t ∈ [1, 2]. The same parameterization can also
be used for CV having initial point for t = 2 and final point for t = 1. Then, we obtain
   2  1
dr dr
F · dr + F · dr = F(r(t)) · dt + F(r(t)) · dt =
CIV CV 1 dt 2 dt
 2  2
dr dr
F(r(t)) · dt − F(r(t)) · dt = 0.
1 dt 1 dt
A similar reasoning shows that the integrals along CII and CV II vanish. Hence, we have
      
f (x, y) dA = + + + F · dr.
D CI CIII CV I CV III

Taking into account that C1 = CI ∪ CV III and C2 = CIII ∪ CV I yields

    
f (x, y) dA = F · dr + F · dr = F · dr.
D C1 C2 C

Now since ∂x Q = −3x2 and ∂y P = 3y 3 we have

  
F · dr = −3 (x2 + y 2 ) dA.
C D

Using polar coordinates with r ∈ [1, 2] and ϑ ∈ [0, 2π) together with dA = rdrdϑ we find
that   2π  2  2
45
F · dr = −3 dϑ r 3 dr = −6π r 3 dr = − π.
C 0 1 1 2
Remark Now that we know that the Green’s theorem holds also for regions with holes,
we do not need to repeat the first part of the above exercise when we solve a similar
problem!

Another interesting application of the Green’s theorem has to do with the computation
of the area of a certain region in R2 . Suppose we have a finite region D with boundary
C. Then, its area is given by
 
A(D) = dA, dA = dxdy.
D

49
Now, let us construct a vector field F(x, y) = (P (x, y), Q(x, y) such that ∂x Q − ∂y P = 1.
Then, Green’s theorem implies that
  
(∂x Q − ∂y P ) dA = F · dr
D C

and since ∂x Q − ∂y P = 1 we have


A(D) = F · dr.
C

In other words the area of a finite region can be computed in terms of a line integral of a
certain vector field. A question that arises quite naturally is the following: can we find a
vector field such that its components satisfy the first order partial differential equation
∂x Q − ∂y P = 1? The answer is yes and we can even construct more than one vector
field satisfying the aforementioned equation. For instance, we might choose

1. P (x, y) = 0 and Q(x, y) = x,

2. P (x, y) = −y and Q(x, y) = 0,

3. P (x, y) = −y/2 and Q(x, y) = x/2,

just to mention some elementary choices. Finally, we obtain the following equivalent
formulas for the area of the region D, namely
  
1
A(D) = x dy = − y dx = (−y dx + x dy).
C C 2 C

Example We want to find the area of the region D inclosed by the ellipse

x2 y 2
+ 2 = 1, a, b > 0.
a2 b
Let us introduce the parameterization x = a cos ϑ, y = b sin ϑ with ϑ ∈ [0, 2π). Then,
   
1 1 2π dx dy
A(D) = (−y dx + x dy) = −y +x dϑ =
2 C 2 0 dϑ dϑ
 2π
ab
(sin2 ϑ + cos2 ϑ) dϑ = πab.
2 0

Example Let us consider the vector field F : R2 \{(0, 0)} −→ R2 such that
 
y x
F(x, y) = ,− .
x2 + y 2 x2 + y 2

Is this vector field everywhere conservative on the Euclidean space R2 ? Can we find
regions where this vector field is conservative? Observe that the vector field will not be

50
everywhere conservative if we can find a closed curve C along which the line integral
of the vector field does not vanish. Let us consider for C a unit circle with centre the
origin where the vector field is not continuous. Then, if we take the parameterization
x = cos ϑ and y = sin ϑ with ϑ ∈ [0, 2π) we find that
  2π  2π
F · dr = (sin ϑ, − cos ϑ) · (− sin ϑ, cos ϑ) dϑ = − (sin2 ϑ + cos2 ϑ) dϑ = −2π.
C 0 0

Hence, the line integral does not vanish and therefore the vector field cannot be every-
where conservative. Note that we could not apply the Green’s theorem to compute the
line integral since the vector field was not continuous at the origin. Let C be now any
closed curve not encircling the origin. Then, the vector field will have continuous first
order partial derivatives in the region whose boundary is the curve C. Hence, we can
apply Green’s theorem with
x2 − y 2
∂x Q = 2 = ∂y P
x + y2
and   
F · dr = 0 dA = 0.
C D
This means that the vector field is conservative when we restrict it to regions not con-
taining the origin.

5.2 The curl of a vector field

Definition 5.13 Let F : R3 −→ R3 be a vector field such that

F(x, y, z) = (P (x, y, z), Q(x, y, z), R(x, y, z)),

where the functions P , Q, and R admit continuous first order partial derivatives. The
curl is a map sending vector fields into vector fields according to the rule
 
e1 e2 e3
∇ × F =  ∂x ∂y ∂z  = (∂y R − ∂z Q, ∂z P − ∂x R, ∂x Q − ∂y P ).
P Q R

What is the physical interpretation of the curl of a vector field? Let us suppose to have
a fluid whose velocity field is represented by V(x, y) = (−y, x). The wind chart for
this vector field can be found in Fig. 23. Now imagine that the surface of the fluid is
represented by the xy-plane and put a small ship on it. The wind chart suggests that
the ship will start to rotate around the z-axis with angular velocity ω and one could
even verify experimentally that ω = ∇ × F. In the present case a simple computation
shows that  
e1 e2 e3
ω = ∇ × F =  ∂x ∂y ∂z  = (0, 0, 2).
−y x 0

51
 Figure 23: Wind chart of the velocity field V(x, y) = (−y, x).

This means that no matter how far the ship has been placed from the z-axis, it will
rotate at a constant angular velocity. Hence, the curl of a velocity field captures the
tendency of a fluid to rotate around an axis parallel to the direction of the curl of the
velocity field.
Definition 5.14 A vector field is said to be irrotational if ∇ × F = 0.
The most famous example of an irrotational vector field is represented by the magnetic
field B because one of Maxwell’s laws of electromagnetism asserts that ∇ × B = 0. The
next results shows an interesting relation between conservative fields and the curl of a
vector field.
Theorem 5.15 Let F(x, y, z) be a conservative vector field with associated potential
function f (x, y, z) having continuous second order partial derivatives. Then,

∇ × F = 0.

Proof. Since F conservative we have that F = ∇f . Observe that

 
e1 e2 e3
∇ × F = ∇ × (∇f ) =  ∂x ∂y ∂z  =
∂x f ∂y f ∂z f
2 2 2 2 2 2
(∂yz f − ∂zy f, ∂zx f − ∂xz f, ∂xy f − ∂yx f ) = (0, 0, 0),
where the last step follows from Clairaut’s theorem. 

52
Remark The converse of the above theorem is also true but in order to prove it we
need the Stokes theorem that will be introduced in the next chapter.

Example We want to determine if the vector field F(x, y, z) = (x2 y, xy, −x2 y 2 ) is a
conservative vector field. Using the previous theorem we see that the curl of the given
vector field
 
e1 e2 e3
∇ × F =  ∂x ∂y ∂z  = (−2x2 y, 2xy 2 , y − x2 )
x2 y xy −x2 y 2
will not vanish in general. Hence, F is not conservative.

We end by noticing that every irrotational conservative field will be conservative and
therefore the magnetic field is also an example of a conservative field.

5.3 The divergence of a vector field

The divergence is a map sending vector fields into scalar fields. More precisely, we have
the following definition
Definition 5.16 Let F(x, y, z) = (P (x, y, z), Q(x, y, z), R(x, y, z)) be a vector field with
continuous first order partial derivatives. We define the divergence of the vector field
F to be the scalar field

∇ · F = div(F) = (∂x , ∂y , ∂z ) · (P, Q, R) = ∂x P + ∂y Q + ∂z R.

Example We want to compute the divergence of the vector field

F(x, y, z) = (x2 y, xyz, −x2 y 2 ).

Applying the above definition we have

∇ · F = ∂x (x2 y) + ∂y (xyz) + ∂z (−x2 y 2 ) = 2xy + xz.

Theorem 5.17 Let F(x, y, z) = (P (x, y, z), Q(x, y, z), R(x, y, z)) be a vector field with
continuous second order partial derivatives. Then,

∇ · (∇ × F) = 0.

Proof. Observe that

 
e1 e2 e3
∇ · (∇ × F) = ∇ · det  ∂x ∂y ∂z  = ∇ · (∂y R − ∂z Q, ∂z P − ∂x R, ∂x Q − ∂y P ) =
P Q R
2 2 2 2 2 2
∂xy R − ∂xz Q + ∂yz P − ∂yx R + ∂zx Q − ∂zy P =
2 2 2 2 2 2
∂xy R − ∂yx R + ∂zx Q − ∂xz Q + ∂yz P − ∂zy P = 0,
where in the last line we applied Clairaut’s theorem. 

53
Remark The identity proved in the previous theorem has an important application
in Electromagnetism. Let B denote the magnetic field. Then, one of Maxwell’s law
tells that ∇ · B = 0 which is equivalent to say that no magnetic monopoles exist. The
vanishing of the divergence of the magnetic field signalizes that B can be written as the
curl of another vector field A, called the vector potential, that is B = ∇ × A. The
electric field E is instead expressed in terms of the electric potential φ and the vector
potential as follows
E = −∇φ − ∂t A.

In the study of heat problem, fluid flows and electrostatic one has often to solve the
so-called Laplace equation
2 2 2
∆f = 0, ∆ = ∂xx + ∂yy + ∂zz

with f = f (x, y, z). It is interesting to observe that the divergence and gradient operators
allow to write the Laplace operator ∆ in a very compact form as follows
2 2 2
div(gradf ) = (∂x , ∂y , ∂z ) · (∂x f, ∂y f, ∂z f ) = ∂xx f + ∂yy f + ∂zz f.

Hence, the Laplace equation can be cast into the form div(gradf ) = 0. Let us investigate
the physical interpretation of the divergence. Suppose that V is the velocity field of some
fluid. We consider the following cases.

1. Let V = (x, 0). Then, the corresponding wind chart is given by Fig 24. In this

Figure 24: Wind chart of the velocity field V(x, y) = (x, 0).

54
 case ∇ · V = 1, that is the divergence of the velocity field is positive and from the
wind chart we see that the divergence of the velocity field describes the tendency
of the fluid to escape or to diverge from a certain region of the plane described by
the axis x = 0.

2. Let V = (−x, 0). Then, the corresponding wind chart is given by Fig 26. In this

Figure 25: Wind chart of the velocity field V(x, y) = (−x, 0).

case ∇·V = −1, that is the divergence of the velocity field is negative and from the
wind chart we see that the divergence of the velocity field describes the tendency
of the fluid to pile up in a certain region of the plane described by the axis x = 0.

3. Let V = (0, x). Then, the corresponding wind chart is given by Fig 26. In this
case ∇ · V = 0, and as we can see the fluid is neither contracting nor escaping.

55
 Figure 26: Wind chart of the velocity field V(x, y) = (0, x).

6 Problems to Section 5
Exercise 6.1 Find the gradient of the scalar field f (x, y, z) = xyz and evaluate it at the
point (1, 2, 3). Hence, find the directional derivative of f at this point in the direction
√ of
the vector (1, 1, 0). Answer: (∇f )(1, 2, 3) = (6, 3, 2) and (Du f )(1, 2, 3) = 9/ 2.

Exercise 6.2 Find √

the unit√normal vector
√ to the surface y = x+ z 3 at the point (1, 2, 1).
Answer: n = (−1/ 11, 1/ 11, −3/ 11).

Exercise 6.3 Find and classify all critical points for the function f (x, y) = 3x2 y + y 3 −
3x2 − 3y 2 + 2. Answer: (0, 0) relative maximum, (0, 2) relative minimum, (1, 1) and
(−1, 1) saddle points.

Exercise 6.4 Find the absolute maximum and minimum of the function f (x, y) = 2x2 −
y 2 +6y on the bounded and closed region D represented by the 2 2
√ disk x +y ≤ 16. Answer:
absolute minimum at (0, −4) and absolute maxima at (± 15, 1).

Exercise 6.5 Is the vector field F(x, y, z) = (y, x + z, y) conservative? Motivate your
answer!

Exercise 6.6 Evaluate the line integral of F(x, y) = (xy, x2 y 3 ) where C is the boundary
of the triangle with vertices (0, 0), (1, 0), and (1, 2). Answer: 2/3.

Exercise 6.7 Use Green’s theorem to find the area of a disk of radius a.

56
7 Some integral theorems
This section is devoted to the Stokes and the Divergence Theorem and their applications.

7.1 The Stokes theorem

The Stokes theorem can be seen as a higher dimensional version of the Green’s theorem.
Theorem 7.1 (Stokes Theorem)
Let C be a simple closed path followed in the counterclockwise direction and S be a smooth
surface whose boundary curve is represented by C. Further suppose that n is the normal
vector to S pointing outwards. Then,
  
F · dr = (∇ × F) · n dS.
C S

Note that Stokes theorem reduces to the Green’s theorem when F = (P (x, y), Q(x, y), 0)
and n = e3 . In this case S is the surface enclosed by the curve C.
Example We want to use Stokes theorem to evaluate
 
(∇ × F) · n dS,
S

where F(x, y, z) = (z 2 , −3xy, x3 y 3 ) and S is the part of the paraboloid of revolution

z = 5 − x2 − y 2 above the plane z = 1. The boundary curve C is represented by the
circle x2 + y 2 = 1 located at the height z = 1. We can parameterize C according to
r(t) = (2 cos t, 2 sin t, 1) with t ∈ [0, 2π). Then,
    2π
dr
(∇ × F) · n dS = F · dr = F(r(t)) · dt =
S C 0 dt
 2π
= (1, −12 sin t cos t, 64 sin3 t cos3 t) · (−2 sin t, 2 cos t, 0) dt =
0
 2π
−2 (sin t + 12 sin t cos2 t) dt = 0.
0

Example We want to verify Stokes theorem by evaluating both the line and surface
integrals for the vector field F(x, y, z) = (2x − y, −y 2 , −y 2 z) where the surface S is given
by the disk x2 + y 2 ≤ 1 located on the plane z = 0. We have to verify that
  
F · dr = (∇ × F) · n dS.
C S

Concerning the line integral we can parameterize the boundary of the disk by means of
the vector-valued function r(t) = (cos t, sin t, 0) with t ∈ [0, 2π). Then,
  2π  2π
dr
F · dr = F(r(t)) · dt == (2 cos t − sin t, − sin2 t, 0) · (− sin t, cos t, 0) dt =
C 0 dt 0

57
  2π
= (−2 sin t cos t + sin2 t − sin2 t cos t) dt = π.
0
On the other side we also have
 
e1 e2 e3
∇ × F = det  ∂x ∂y ∂z  = (−2yz, 0, 1)
2x − y −y −y 2 z
2

and as a normal vector to the surface of the disk we can take n = e3 = (0, 0, 1). Hence,
(∇ × F) · e3 = 1 and
   
(∇ × F) · n dS = dS = π.
S x2 +y 2 ≤1

Example We want to use Stokes theorem to evaluate the line integral C F · dr where
F(x, y, z) = (z 2 , y 2 , x) and C is the boundary curve of the triangular region with ver-
tices


at (1, 0, 0), (0, 1, 0), and (0, 0, 1). Hence, we have to compute the surface integral
S (∇ × F) · n dS where ∇ × F = (0, 2z − 1, 0). To compute the normal vector to the
triangular surface we need to find the equation of the plane passing through the points
(1, 0, 0), (0, 1, 0), and (0, 0, 1). Taking into the account that the general equation of a
plane is Ax + By + Cz = D and that our plane does not pass through the origin, it must
be D 6= 0 and therefore we can rewrite the equation of the plane as
     
A B C
x+ y+ z = 1.
D D D

If we require that this plane passes through the points (1, 0, 0), (0, 1, 0), and (0, 0, 1), we
obtain
A B C
= = =1
D D D
and the equation of the plane is x + y + z = 1 from which we immediately read the
normal vector n = (1, 1, 1). Hence, (∇ × F) · n = 2z − 1. Remember that to perform the
surface integral the scalar field 2z − 1 must be evaluate on the plane x + y + z = 1 where
z = 1 − (x + y). Hence, we have to integrate the scalar field 2z(x, y) − 1 = 1 − 2(x + y)
over the shade D of the surface S on the (x, y)-plane. Taking into account that the plane
intersects the (x, y)-plane along the line y = −x + 1 we conclude that

D = {(x, y) ∈ R2 | x ∈ [0, 1] and y ∈ [0, −x + 1]}.

Hence,    
1 −x+1
1
(∇ × F) · n dS = dx dy (1 − 2x − 2y) = −
S 0 0 6
and by Stokes theorem we conclude that

1
F · dr = − .
C 6

58
7.2 The Divergence theorem
This theorem relates the flux of a vector field or equivalently the surface integral of a
vector field with the volume integral of a certain scalar field. It finds several applications
together with the Stokes theorem in the theory of electromagnetism and fluid dynamics.

Theorem 7.2 (Divergence theorem)

Let E be a solid region and S the boundary surface of E with normal vector pointing
outwards. If F is a vector field with continuous first order partial derivatives, then
Æ   
F · n dS = ∇ · F dV.
E
S

Example We want to use the divergence theorem to evaluate the surface integral F·
S
n dS where F(x, y, z) = (xy, −y 2 /2, z) and S consists of the surfaces

1. S1 represented by the paraboloid of revolution z = 4 − 3x2 − 3y 2 with z ∈ [1, 4],

2. S2 is the surface of the cylinder x2 + y 2 = 1 with z ∈ [0, 1],

3. S3 is the disk x2 + y 2 ≤ 1 located on the plane z = 0.

It is not difficult to verify that ∇ · F = 1 and the Divergence theorem implies that
Æ   
F · n dS = dV.
E
S

At this point the problem reduces to the computation of the volume of the solid region
E enclosed by the closed surface S. This volume can be seen as the sum of the volume
of a cylinder of radius one and unit height and the volume of the region E1 enclosed
by the surface of the paraboloid of revolution. The volume of the cylindrical region is
simply π(1)2 1 = π. To compute the volume of E1 we introduce cylindrical coordinates
(r, ϑ, z) such that x = r cos ϑ, y = r sin ϑ, z ∈ [1, 4 − 3r 2 ], r ∈ [0, 1], and ϑ ∈ [0, 2π).
Then, taking into account that dV = rdrdϑdz we have
 2π  1  4−3r 2  2π  1
3π
dV = dϑ dr r dz = 3 dϑ dr r(1 − r 2 ) = .
0 0 1 0 0 2
E1

We conclude that Æ
3π 5π
F · n dS = π + = .
2 2
S

Example We want to use the divergence theorem to compute the surface integral F·
S
n dS where F(x, y, z) = (x+ y, z 2 , x2 ), S is the surface of the hemisphere 1 x2 + y 2 + z 2 =
with z > 0 and n is the outward pointing normal vector. In this case the surface S is

59
not closed and therefore to apply the divergence theorem we need to close the surface
′
S by considering for example the surface S represented by the disk x2 + y 2 ≤ 1 on the
plane z = 0. Then, Æ   
F · n dΣ = ∇ · F dV
E
′
S∪S

and therefore the flux of our vector field through S is

Æ    Æ
′
F · n dS = ∇ · F dV − F · n dS .
E
S S′

Taking into account that ∇ · F = 1 the volume integral reduces to the volume of half-
sphere of radius one and it will be given by
  
2π
dV = .
E 3

Hence, Æ Æ
2π ′
F · n dS = − F · n dS .
3
S S′
′
To compute the flux of F through the disk S we can take as normal vector the vector
n = (0, 0, −1). Then, F · n = −x2 . Introducing polar coordinates we find that
Æ Æ  2π  1
′ ′ π
F · n dS = − x2 dS = − dϑ cos2 ϑ dr r 3 = − .
0 0 4
S′ S′

Finally, we conclude that

Æ
2π π 11
F · n dS = + = π.
3 4 12
S

8 Applications
8.1 Electromagnetism
Example Let E denote the electric field and S be a closed smooth surface with outwards
pointing normal vector n. Then, the flux of E across S will be E · n dS and Gauss’
S
law states that the total charge Q inside S is
Æ
Q = ǫ0 E · n dS
S

60
where ǫ0 is the dielectric constant. We want to find the total charge inside the hemisphere
E represented by x2 + y 2 + z 2 ≤ R with z ≥ 0 if E(x, y, z) = (x, y, 2z). By applying the
divergence theorem and taking into account that ∇ · E = 4 we find that
Æ      
8
Q = ǫ0 E · n dS = ǫ0 ∇ · E dV = 4ǫ0 dV = πǫ0 R3 .
E E 3
S

Example Suppose that E is a constant electric field. We want to show that its flux
through any closed surface S vanishes. Let E = (a1 , a2 , a3 ) with constants ai ∈ R for all
i = 1, 2, 3. Then, ∇ · E = 0 and the divergence theorem implies that
Æ      
E · n dS = ∇ · E dV = 0 dV = 0.
E E
S

Example Let c denote the speed of light. Maxwell’s equations

1 1
∇ · E = 0, ∇ · B = 0, ∇ × E = − ∂t B, ∇ × B = ∂t E
c c
describe how the electric and magnetic fields E and B vary in time and space in some
solid region containing no charges and no currents. Further suppose that E and B have
continuous second order partial derivatives. We want to show that these fields satisfy
the wave equations
1 1
∆E − 2 ∂tt E = 0, ∆B − 2 ∂tt B = 0
c c
and find the corresponding solutions. Using the following identity

∇ × (∇ × F) = grad(divF) − ∆F

where F is an arbitrary vector field whose second order partial derivatives exist, and the
Maxwell’s equations we find that

∇ × (∇ × E) = grad(divE) − ∆E = grad(div0) − ∆E = −∆E,

 
1 1 1 1 1
∇ × (∇ × E) = − ∇ × ∂t B = − ∂t ∇ × B = − ∂t ∂t E = − 2 ∂tt E.
c c c c c
Hence, we have
1
∆E − ∂tt E = 0.
c2
Similarly, we have for the magnetic field

∇ × (∇ × B) = grad(divB) − ∆B = grad(div0) − ∆B = −∆B,

 
1 1 1 1 1
∇ × (∇ × B) = ∇ × ∂t E = ∂t ∇ × E = ∂t − ∂t B = − 2 ∂tt B.
c c c c c
Hence, we have
1
∆B − ∂tt B = 0.
c2

61
To find a solution of the wave equation governing the electric field we try the guess
E(t, r) = E0 cos (k · r − ωt),
where r = (x, y, z), k = (kx , ky , kz ) is the wave number vector and ω the frequency of
the wave. Note that the argument of the cosine function must be adimensional. This
will be the case if the dimensions of the frequency and the wave number vector are
1 1
[ω] = , [k] = .
T L
Since
∆E = E0 (∂xx + ∂yy + ∂zz ) cos (kx x + ky y + kz z − ωt) = E0 (−kx2 − ky2 − kz2 ) cos (k · r − ωt)
= −|k|2 E
and
1 E0 ω2
2
∂tt E = 2 ∂tt cos (k · r − ωt) = − 2 E,
c c c
we discover that our original guess will be a solution of the wave equation if the frequency
and the wave number vector satisfy the condition
ω2
|k|2 −=0
c2
which is called the dispersion relation of an electromagnetic wave in the vacuum. A
similar treatment can be applied to derive a solution representing the magnetic field.
Example Suppose that E is an electric field satisfying the equation ∇ · E = 0. We want
to find a solution of this equation by using the guess
r
E = k p , r = (x, y, z)
|r|
p
with k and p real numbers. Taking into account that |r| = x2 + y 2 + z 2 we can rewrite
the electric field as
 
kx ky kz
E= , , .
(x2 + y 2 + z 2 )p/2 (x2 + y 2 + z 2 )p/2 (x2 + y 2 + z 2 )p/2
Since
 
kx k kpx2
∂x = − ,
(x2 + y 2 + z 2 )p/2 (x2 + y 2 + z 2 )p/2 (x2 + y 2 + z 2 )p/2+1
 
ky k kpy 2
∂y = − ,
(x2 + y 2 + z 2 )p/2 (x2 + y 2 + z 2 )p/2 (x2 + y 2 + z 2 )p/2+1
 
kz k kpz 2
∂z = − ,
(x2 + y 2 + z 2 )p/2 (x2 + y 2 + z 2 )p/2 (x2 + y 2 + z 2 )p/2+1
we conclude that
3k kp(x2 + y 2 + z 2 ) 3−p
∇·E= p
− 2 =k .
|r| (x + y 2 + z 2 )p/2+1 |r|p
Hence, our guess will satisfy the equation ∇ · E = 0 whenever p = 3.

62
References
[1] P. C. Matthews, Vector Calculus, Springer Verlag (2005)

[2] J. Stewart, Calculus: Early Transcendentals, Brooks and Cole Publishers (1999)

63