Calculus 3.formulas
Calculus 3.formulas
Calculus 3.formulas
The level curves of a function f of two variables are the curves with
equations f (x, y) = k, where k is a constant (in the range of f).
lim f (x, y) = L
(x,y)→(a,b)
1
if (x, y) ∈ D and 0< (x − a)2 + (y − b)2 < δ then
f (x, y) − L < ϵ
If
2
Definition of the derivative of a multivariable function
f (a + h, b) − f (a, b)
Partial derivative with respect to x fx(a, b) = lim
h→0 h
f (a, b + h) − f (a, b)
Partial derivative with respect to y fy(a, b) = lim
h→0 h
∂f ∂ ∂z
fx(x, y) = fx = = f (x, y) = = f1 = D1 f = Dx f
∂x ∂x ∂x
∂f ∂ ∂z
fy(x, y) = fy = = f (x, y) = = f2 = D2 f = Dy f
∂y ∂y ∂y
3
Clairaut’s theorem for the mixed second-order partial derivative
Suppose f is defined on a disk D that contains the point (a, b). If the
functions fxy and fyx (the mixed second-order partial derivatives) are both
continuous on D, then
fxy(a, b) = fyx(a, b)
or
If the partial derivatives fx and fy exist near (a, b) and are continuous
at (a, b), then f is differentiable at (a, b).
4
Total differential
∂z ∂z
dz = fx(x, y)d x + fy(x, y)dy = d x + dy
∂x ∂y
dz ∂f d x ∂f dy dz ∂z d x ∂z dy
= + = +
dt ∂x dt ∂y dt dt ∂x dt ∂y dt
∂z ∂z ∂x ∂z ∂y ∂z ∂z ∂x ∂z ∂y
= + = +
∂s ∂x ∂s ∂y ∂s ∂t ∂x ∂t ∂y ∂t
General version
5
∂u ∂u ∂x1 ∂u ∂x2 ∂u ∂xn
= + +…+
∂ti ∂x1 ∂ti ∂x2 ∂ti ∂xn ∂ti
for each i = 1, 2, …, m.
∂F ∂F
∂z ∂z ∂y
= − ∂x =−
∂x ∂F ∂y ∂F
∂z ∂z
6
if this limit exists.
or
or
Du f (x, y) = ∇f (x, y) ⋅ u
where ∇f (x, y) is the gradient of the function and u is the unit vector.
or
7
If f is a differentiable function of x, y and z, then f has a directional
derivative in the direction of any unit vector u = ⟨a, b, c⟩ and
or
Du f (x, y, z) = ∇f (x, y, z) ⋅ u
∂f ∂f
∇f (x, y) = ⟨ fx(x, y), fy(x, y)⟩ = i + j
∂x ∂y
8
Maximizing the directional derivative
Fx(x0, yo, z0)(x − x0) + Fy(x0, yo, z0)(y − y0) + Fz(x0, yo, z0)(z − z0) = 0
If f (x, y) ≤ f (a, b) when (x, y) is near (a, b), then f has a local maximum at
(a, b) and
If f (x, y) ≥ f (a, b) when (x, y) is near (a, b), then f has a local minimum at
(a, b) and
9
the inequality is true for all points (x, y) in the domain of f, in
which case f has an absolute minimum at (a, b).
It can’t be used to characterize the critical point ((a, b), f (a, b))
10
Steps to identify global extrema
g(x, y, z) = k
Evaluate f at all points (x, y, z) that result from the step above. The
largest of these values is the maximum value of f; the smallest is the
minimum value of f.
11
Multiple Integrals
If f (x, y) ≥ 0, then the volume V above the rectangle R and below the
surface z = f (x, y),
∫ ∫R m,n→∞ ∑ ∑
V= f (x, y)d A = lim f (x* , y*)ΔA
ij ij
i=1 j=1
∫ ∫R m,n→∞ ∑ ∑
V= f (x, y)d A = lim f (xi, yi)ΔA
i=1 j=1
∫ ∫R m,n→∞ ∑ ∑
V= f (x, y)d A = lim f (x̄i, ȳi)ΔA
i=1 j=1
∫ ∫R ∫a ∫c ∫c ∫a
f (x, y)d A = f (x, y) dy d x = f (x, y) d x dy
12
Double integrals when f(x, y) = g(x)h(y)
When f (x, y) sits above the rectangle defined by R = [a, b] × [c, d] and when
f (x, y) can be factored as the product of a function of x only and a function
of y only, f (x, y) = g(x)h(y), then the double integral of f can be written as
b d
∫ ∫R ∫ ∫R ∫a ∫c
f (x, y)d A = g(x)h(y)d A = g(x) d x h(y) dy
The volume above the region D and below the surface z = f (x, y) is
∫ ∫D ∫ ∫R
V= f (x, y)d A = F(x, y)d A
where F is given by
{0
f (x, y) if (x, y) is in D
F(x, y) =
if (x, y) is in R but not in D
13
D = {(x, y) | a ≤ x ≤ b, g1(x) ≤ y ≤ g2(x)}
b g2(x)
∫ ∫D ∫a ∫g (x)
V= f (x, y)d A = f (x, y) dy d x
1
d h 2(y)
∫ ∫D ∫c ∫h (y)
V= f (x, y)d A = f (x, y) d x dy
1
Union of regions
∫ ∫D ∫ ∫D ∫ ∫D
V= f (x, y)d A = f (x, y)d A + f (x, y)d A
1 2
For example, if we need to find the volume over the region D, but part of
D is a type I region and the other part is a type II region, preventing us
from finding volume of the entire region at once, then we’re allowed to
14
find the volume of D1 separately from D2, and then add them together to
find total volume over D.
∫ ∫D
m A(D) ≤ f (x, y)d A ≤ MA(D)
r 2 = x 2 + y 2 x = r cos θ y = r sin θ
region
0 ≤ a ≤ r ≤ b and
β b
∫ ∫R ∫α ∫a
V= f (x, y)d A = f (r cos θ, r sin θ)r dr dθ
15
Double polar integrals to find volume over the general region
β h 2(θ)
∫ ∫D ∫α ∫h (θ)
V= f (x, y)d A = f (r cos θ, r sin θ)r dr dθ
1
If a lamina occupies the region D and has density function ρ(x, y), then its
k l
k,l→∞ ∑ ∑ ∫ ∫D
Mass is m = lim ρ(x* , y*)ΔA =
ij ij
ρ(x, y)d A
i=1 j=1
m n
m,n→∞ ∑ ∑ ∫ ∫D
Moment about the x-axis is Mx = lim y*
ij
ρ(x* , y*)ΔA =
ij ij
yρ(x, y)d A
i=1 j=1
m n
m,n→∞ ∑ ∑ ∫ ∫D
Moment about the y-axis is My = lim x*
ij
ρ(x* , y*)ΔA =
ij ij
xρ(x, y)d A
i=1 j=1
My
1
m ∫ ∫D
Center of mass, (x̄, ȳ) is x̄ = = xρ(x, y)d A
m
Mx 1
∫ ∫
ȳ = = yρ(x, y)d A
m m D
16
Moments of inertia
∫ ∫D
)2 ρ(x* y 2 ρ(x, y)d A
m,n→∞ ∑ ∑
Ix = lim (y*
ij
, y*)ΔA =
ij ij
i=1 j=1
∫ ∫D
)2 ρ(x* x 2ρ(x, y)d A
m,n→∞ ∑ ∑
Iy = lim (x*
ij
, y*)ΔA =
ij ij
i=1 j=1
m,n→∞ ∑ ∑
I0 = lim [ (x*
ij
)2 + (y*
ij
)2] ρ(x*
ij
, y*
ij
)ΔA =
∫∫
(x 2 + y 2)ρ(x, y)d A
i=1 j=1 D
Note: The moment of inertia about the origin is also called the polar
moment of inertia, and I0 = Ix + Iy.
To find the area of the surface with equation z = f (x, y) where (x, y) ∈ D and
where fx and fy are continuous, use any of these equations:
m n
m,n→∞ ∑ ∑
A(S) = lim ΔTij
i=1 j=1
17
[ fx(x, y)] + [fy(x, y)] + 1d A
2
∫ ∫D
2
A(S) =
( ∂x ) ( ∂y )
2 2
∂z ∂z
∫ ∫D
A(S) = 1+ + dA
If f (x, y, z) ≥ 0, then the volume V above the box B and below the surface
f (x, y, z),
l m n
∫ ∫ ∫B l,m,n→∞ ∑ ∑ ∑
V= f (x, y, z)dV = lim f (x* , y* , z* )ΔV
ijk ijk ijk
i=1 j=1 k=1
l m n
∫ ∫ ∫B l,m,n→∞ ∑ ∑ ∑
V= f (x, y, z)dV = lim f (xi, yj, zk )ΔV
i=1 j=1 k=1
l m n
∫ ∫ ∫B l,m,n→∞ ∑ ∑ ∑
V= f (x, y, z)dV = lim f (x̄i, ȳi, z̄i)ΔV
i=1 j=1 k=1
18
Fubini’s theorem for triple integrals
s d b
∫ ∫ ∫B ∫r ∫c ∫a
f (x, y, z)dV = f (x, y, z) d x dy dz
b g2(x) u2(x,y)
∫ ∫ ∫E ∫a ∫g (x) ∫u (x,y)
V= f (x, y, z)dV = f (x, y, z) d x dy dz
1 1
d h 2(y) u2(x,y)
∫ ∫ ∫E ∫c ∫h (y) ∫u (x,y)
V= f (x, y, z)dV = f (x, y, z) dz d x dy
1 1
19
Conversion between cylindrical and rectangular coordinates
ρ2 = x2 + y2 + z2
20
Triple integrals in spherical coordinates
E = {(ρ, θ, ϕ) | a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ ϕ ≤ d}
d β b
∫ ∫ ∫E ∫c ∫α ∫a
f (x, y, z)dV = f (ρ sin ϕ cos θ, ρ sin ϕ sin θ, ρ cos ϕ)ρ 2 sin ϕ dρ dθ dϕ
∂x ∂x
∂(x, y) ∂u ∂v
= ∂y ∂y
∂(u, v)
∂u ∂v
∂x ∂y ∂x ∂y
= −
∂u ∂v ∂v ∂u
∂x ∂x ∂x
∂u ∂v ∂w
∂(x, y, z) ∂y ∂y ∂y
=
∂(u, v, w) ∂u ∂v ∂w
∂z ∂z ∂z
∂u ∂v ∂w
21
∂y ∂y ∂y ∂y ∂y ∂y
∂x ∂v ∂w ∂x ∂u ∂w ∂x ∂u ∂v
= − +
∂u ∂z ∂z ∂v ∂z ∂z ∂w ∂z ∂z
∂v ∂w ∂u ∂w ∂u ∂v
∂u ( ∂v ∂w ∂v ∂w ) ∂v ( ∂u ∂w ∂u ∂w ) ∂w ( ∂u ∂v ∂u ∂v )
∂x ∂y ∂z ∂z ∂y ∂x ∂y ∂z ∂z ∂y ∂x ∂y ∂z ∂z ∂y
= − − − + −
Change of variable
Double:
∂(x, y)
∫ ∫R ∫ ∫S
f (x, y)d A = f (x(u, v), y(u, v)) du dv
∂(u, v)
Triple:
∂(x, y, z)
∫ ∫ ∫R ∫ ∫ ∫S
f (x, y, z)dV = f (x(u, v, w), y(u, v, w), z(u, v, w)) du dv dw
∂(u, v, w)
22
Vectors
The distance | P1P2 | between the points P1(x1, y1, z1) and P2(x2, y2, z2) is
Equation of a sphere
23
Definition of scalar multiplication
Position vector
Given the points A(x1, y1, z1) and B(x2, y2, z2), the vector a with representation
AB is
24
Vector formulas
ca = ⟨ca1, ca2⟩
⟨a1, a2, a3⟩ + ⟨b1, b2, b3⟩ = ⟨a1 + b1, a2 + b2, a3 + b3⟩
⟨a1, a2, a3⟩ − ⟨b1, b2, b3⟩ = ⟨a1 − b1, a2 − b2, a3 − b3⟩
Properties of vectors
a + (b + c) = (a + b) + c c(a + b) = ca + cb 1a = a
a + 0 = a (c + d )a = ca + da
25
Standard basic vectors
Dot product
If a = ⟨a1, a2, a3⟩ and b = ⟨b1, b2, b3⟩, then the dot product of a and b is the
number a ⋅ b given by
a ⋅ b = b ⋅ a 0⋅a=0
a ⋅ (b + c) = a ⋅ b + a ⋅ c
a ⋅ b = | a | | b | cos θ
26
Corollary
a⋅b
cos θ =
|a||b|
Orthogonal
Projections
a⋅b
compab =
|a|
( |a| ) |a|
a⋅b a a⋅b
projab = = 2
a
|a|
27
Cross product
If a = ⟨a1, a2, a3⟩ and b = ⟨b1, b2, b3⟩, then the cross product of a and b is the
vector
| a × b | = | a | | b | sin θ
Parallel vectors
a×b=0
28
Properties of vector products
a×b=−b×a (a + b) × c = a × c + b × c
a × (b + c) = a × b + a × c a × (b × c) = (a ⋅ c)b − (a ⋅ b)c
V = | a ⋅ (b × c) |
r = r0 + t v
where each value of the parameter t gives the position vector r of a point
on L. In other words, as t varies, the line is traced out by the tip of the
vector r.
29
Symmetric equations of the line
x − x0 y − y0 z − z0
= =
a b c
The parametric equations of the line L through the point P0(x0, y0, z0) and
parallel to the vector v = ⟨a, b, c⟩ are
x = x0 + at y = y0 + bt z = z0 + ct
n ⋅ (r − r0) = 0 or n ⋅ r = n ⋅ r0
30
Scalar equation of the plane
The scalar equation of the plane through the point P0(x0, y0, z0) with normal
vector n = ⟨a, b, c⟩ is
a x + by + cz + d = 0
The distance D from the point P1 to the plane is equal to the absolute value
of the scalar projection of b onto the normal vector n = ⟨a, b, c⟩. Therefore
|n ⋅ b| | a x1 + by1 + cz1 + d |
D = | compnb | = or D=
|n| a2 + b2 + c2
⟨ t→a ⟩
lim r(t) = lim f (t), lim g(t), lim h(t)
t→a t→a t→a
31
provided the limits of the component function exist.
dr r(t + h) − r(t)
= r′(t) = lim
dt h→0 h
If
In other words, to find the derivative of the vector function, just find the
derivative of each component separately.
32
Derivative rules for vector functions
d
[u(t) + v(t)] = u′(t) + v′(t)
dt
d
[cu(t)] = cu′(t)
dt
d
[ f (t)u(t)] = f ′(t)u(t) + f (t)u′(t)
dt
d
[u(t) ⋅ v(t)] = u′(t) ⋅ v(t) + u(t) ⋅ v′(t)
dt
d
[u(t) × v(t)] = u′(t) × v(t) + u(t) × v′(t)
dt
d
[u( f (t))] = f ′(t)u′( f (t)) (chain rule)
dt
∫a ( ∫a ) ( a
∫ ) ( a
∫ )
r(t) dt = f (t) dt i + g(t) dt j + h(t) dt k
33
Arc length of a vector function
Suppose that the curve has the vector equation r(t) = ⟨ f (t), g(t), h(t)⟩ with
a ≤ t ≤ b, or equivalently, the parametric equations x = f (t), y = g(t), and
z = h(t) where f ′, g′ and h′ are continuous.
( dt ) ( dt ) ( dt )
b 2 2 2
dx dy dz
∫a
L= + + dt
∫a
L= | r′(t) | dt
Unit vectors
r′(t)
Unit tangent vector T(t) =
r′(t)
T′(t)
Unit normal vector N(t) =
T′(t)
34
Curvature
f ′′(x)
κ(x) =
[1 + ( f ′(x))2]
3/2
Velocity vector
Suppose a particle moves through space so that its position vector at time
t is r(t). For small values of h, the vector
r(t + h) − r(t)
h
35
approximates the direction of the particle moving along the curve r(t). Its
magnitude measures the size of the displacement vector per unit time.
The formula above gives the average velocity over a time interval of
length h and its limit is the velocity vector v(t) at time t:
r(t + h) − r(t)
v(t) = lim = r′(t)
h→0 h
Therefore, the velocity vector is also the tangent vector and points in the
direction of the tangent line.
The speed of the particle at time t is the magnitude of the velocity vector,
that is, | v(t) | . This is appropriate because we have
ds
| v(t) | = | r′(t) | = rate of change of distance with respect to time
dt
1 2
y = (v0 sin α)t − gt
2
a = aT T + aN N
36
where aT = v′ and aN = κ v 2
In other words,
a = v′T + κ v 2N
Two dimensions
Three dimensions
37
∫C ∫C ∫C
2. F ⋅ dr is independent of path if F ⋅ dr = F ⋅ dr for any two
1 2
paths C1 and C2 in D with the same initial points and final points.
3. A path C is closed if its initial and final points are the same point.
As an example, a circle is a closed path.
Line integrals
∫C n→∞ ∑
f (x, y) ds = lim f (x*
i
, y*
i
)Δsi
i=1
( dt ) ( dt )
b 2 2
dx dy
∫C ∫a
f (x, y) ds = f (x(t), y(t)) + dt
38
Line integrals with respect to x and y (with respect to arc
length)
∫C n→∞ ∑
f (x, y) d x = lim f (x*
i
, y*
i
)Δxi
i=1
∫C ∫a
f (x, y) d x = f (x(t), y(t)) x′(t) dt
∫C n→∞ ∑
f (x, y) dy = lim f (x*
i
, y*
i
)Δyi
i=1
∫C ∫a
f (x, y) dy = f (x(t), y(t)) y′(t) dt
∫C ∫a ∫C
F ⋅ dr = F(r(t)) ⋅ r′(t) dt = F ⋅ T ds
39
Relationship between line integrals and vector fields
∫C ∫C
F ⋅ dr = P d x + Q dy + R dz where F = Pi + Qj + Rk
∫C
∇f ⋅ dr = f (r(b)) − f (r(a))
Independence of path
∫C
F ⋅ dr is independent of path in D if and only if
∫C
F ⋅ dr = 0 for every closed path C in D.
40
Conservative vector fields
∫C
region D. If F ⋅ dr is independent of path in D, then F is a conservative
2. If F(x, y) = P(x, y)i + Q(x, y)j is a conservative vector field where P and Q
have continuous first-order partial derivatives on a domain D, then
throughout D we have
∂P ∂Q
=
∂y ∂x
∂P ∂Q
= throughout D
∂y ∂x
Then F is conservative.
Green’s theorem
∫ ∫D ( ∂x ∂y )
∂Q ∂P
∫C
P d x + Q dy = − dA
41
Green’s theorem for the area of the region
1
∮C ∮C ∮
A= x dy A=− y d x A= x dy − y d x
2 C
Curl
( ∂y ∂z ) ( ∂z ∂x ) ( ∂x ∂y )
∂R ∂Q ∂P ∂R ∂Q ∂P
curl F = − i+ − j+ − k
curl F = ∇ × F
curl( ∇f) = 0
42
Divergence
∂P ∂Q ∂R
div F = + +
∂x ∂y ∂z
div F = ∇ ⋅ F
2. If F is a vector field on R3, then the curl F is also a vector field on R3.
Therefore, we can calculate its divergence and say that, if F = Pi + Qj + Rk
is a vector field on R3 and P, Q, and R have continuous second-order partial
derivatives, then
div curl F = 0
∮C ∫ ∫D
F ⋅ n ds = div F(x, y) dA
43
∫ ∫D
A(S) = | ru × rv | d A
where
∂x ∂y ∂z ∂x ∂y ∂z
ru = i+ j+ k and rv = i+ j+ k
∂u ∂u ∂u ∂v ∂v ∂v
( ∂x ) ( ∂y )
2 2
∂z ∂z
∫ ∫D
A(S) = 1+ + dA
Surface integral
∫ ∫S m,n→∞ ∑ ∑
f (x, y, z) dS = lim f (P*
ij
)ΔSij
i=1 j=1
∫ ∫S ∫ ∫D
f (x, y, z) dS = f (r(u, v)) | ru × rv | d A
( ∂x ) ( ∂y )
2 2
∂z ∂z
∫ ∫S ∫ ∫D
f (x, y, z) dS = f (x, y, g(x, y)) + + 1 dA
44
Surface integral for a continuous vector field
∫ ∫S ∫ ∫S
F ⋅ dS = F ⋅ n dS
∫ ∫S ∫ ∫D
F ⋅ dS = F ⋅ (ru × rv) d A
∫ ∫D ( )
∂g ∂g
∫ ∫S
F ⋅ dS = −P −Q + R dA
∂x ∂y
Stokes’ theorem
∫C ∫ ∫S
F ⋅ dr = curl F ⋅ dS
45
The divergence theorem
Let E be a simple solid region and let S be the boundary surface of E, given
with positive (outward) orientation. Let F be a vector field whose
component functions have continuous partial derivatives on an open
region that contains E. Then
∫ ∫S ∫ ∫ ∫E
F ⋅ dS = div F dV
46
Quadric surfaces
47
48