1

1.1

Multivariable Calculus
Parametric Surfaces

Definition 1.1 (Parametric surface) Let D R2 and r : D R3 be

a continuous function. Let S = {r(u, v) | (u, v) D}, then S is called a
parametric surface.
Note: Last semester, we dened a surface in R3 to be a set of the form
S = {x R3 | (x) = c} where : R3 R. It can (but wont) be shown that
if = 0 x S then {x R3 | (x) = c} can be patched together out of
parametric surfaces.

Example 1.2 (Examples of parametric surfaces)

(a) A
parabolic
cylinu
der S = {r(u, v) | u (1, 1), v (0, 1)} where r(u, v) = v . To
u2
sketch this, notice that u = x, v = y, and z = u2 = x2 , so the surface
is z = x2 with x (1, 1) and y (0, 1).

Figure 1: Parabolic Cylinder.

(b) Any explicit surface z = f (x, y), (x, y) D can be written parametrically as


 (u, v) D
v
r(u, v) =


f (u, v) 

(c) The sphere centre (0, 0, 0) radius > 0, which we recall can be represented implicitly by x2 + y 2 + z 2 = 2 , can be parameterized by

cos u sin v
u [0, 2]
r(u, v) = sin u sin v ,
v [0, ].
cos v
(i) If we set (x, y, z) = x2 + y 2 + z 2 then
(r(u, v)) = 2 (cos2 u sin2 v + sin2 u sin2 v + cos2 v)
= 2 (sin2 v(cos2 u + sin2 u) + cos2 v)
= 2 (sin2 v + cos2 v) = 2 .
So r(u, v) does indeed lie on the sphere centre (0, 0, 0), radius .

(ii) All the points on the sphere can be written in terms of r(u, v); the
following diagram illustrates the meaning of u and v.

(iii) Given (x, y, z) on the sphere, how do we nd (u, v)?

(x, y, z) is on the sphere, so x2 + y 2 + z 2 = 2 , thus z 2 2 , and
therefore 1 z 1. So we can nd a unique v [0, ] such
that cos v = z .
Now, since z = cos v, clearly x2 + y 2 = 2 2 cos2 v = 2 sin2 v.
Therefore
(
)2 (
)2
x
y
+
= 1.
sin v
sin v
)
(
y
x
,
lies on the unit circle, so we can nd a unique
Hence sin
v sin v
y
x
u [0, 2] such that sin
= cos u and sin
= sin u.
v
v
(Clearly for these values of u and v, x = cos u sin v, y = sin u sin v
and z = cos v).
(d) Parameterize the cylinder x2 + y 2 = 9 where z goes from -1 to 4.
The point (x, y) lies on the circle radius 3 and centre (0, 0) in the
x y plane. So we can parameterise the surface in the x y plane by
x = 3 cos u and y = 3 sin u for u [0, 2]. Now for each (x, y), there
is a unique value for z from 1 to 4. Thus a parameterisation of the
cylinder is

3 cos u
u [0, 2]
r(u, v) = 3 sin u ,
v [1, 4].
v
2
3

Note: As with the parametric representations of curves, the parametric

representation of a surface is not unique.
Theorem 1.3 Let S = {r(u, v) | (u, v) D} be a parametric surface. Let
(u0 , v0 ) D and

r
r 
= 0.

u v (u0 ,v0 )
Then:
(a) The set of tangent vectors to S at r(u0 , v0 ) is given by
( 
)

r 
r 
Tr(u0 ,v0 ) = Span
,
.
u (u0 ,v0 ) v (u0 ,v0 )
(b) The tangent plane to S at r(u0 , v0 ) is r(u0 , v0 ) + Tr(u0 ,v0 ) .
(c) The normal to S at r(u0 , v0 ) is

r
r 

.
u v (u0 ,v0 )
Proof (a) We recall that for any point x0 on S, the tangeant plane at x0 is
dened to be
}
{
Tx0 = (t0 ) | (t) S t and (t0 ) = x0
i.e. the dierential of all curves on S (parameterised by t) that pass through
the point x0 .
Let and be in R and let (t) = r(u0 + t, v0 + t). Then (t) S t
and (0) = r(u0 , v0 ). So (t0 ) Tr(u0 ,v0 ) . But since u
= and v
= , by
t
t
the chain rule

r
r 

,
+ 
(t) =
u
v (u0 +t, v0 +t)

r
r 
.
(0) =
+ 
u
v (u0 , v0 )

and therefore

So
Span

)


r 
r 
,
Tr(u0 ,v0 ) .
u (u0 ,v0 ) v (u0 ,v0 )
4

r
The opposite inclusion holds since dim Tr(u0 ,v0 ) = 2 and u
and vr are linearly
independent as the cross-product does not vanish at (u0 , v0 ).

(b) follows directly from (a) from work done in rst semister.
r
(c) Let v Tr(u0 ,v0 ) . Then by (a), we may write v = u
+ vr for some ,
in R. Then
(
)
(
)
(
)
r
r
r
r
r
r
r
r
v.

= .

+ .

= 0 + 0 = 0.
u v
u u v
v u v
(cross products perpendicular to both vectors from which its derived.)
Example 1.4

(i) Let

a cos u
r(u, v) = b sin u ,
v

a, b > 0. Find Tr( 4 ,1) and a normal to S = {r(u, v)| u, v R} at r( 4 , 1).

a sin u
r
= b cos u ,
u
0
So

0
r
0 ,
=
v
1

0
= Span
, 0
1
0

Tr( 4 ,1)

2
b
2

A normal is given by

0
1
0
a

2
b
2

det

b
2

k
2

a
0
=
2
1
0

The surface is an elliptic cylinder, and as youd expect, normals are

horizontal.
(ii) Let

v cos u
r(u, v) = v sin u ,
v
5

Find Tr( 4 ,1) and a normal to S = {r(u, v) | u, v R} at r( 4 , 1).

v sin u
r
= v cos u ,
u
0

cos u
r
sin u ,
=
v
1

Tr( 4 ,1) = Span

2
1
2

1
2
1
2

A normal is given by

2
1
2

1
2
1
2

det

2
1
2

1
2
1
2

k
2
0 = 1
2
1
1

The surface is a cone and, as youd expect the normal points out and
down.
2
Note:
r
(i) We often write D1 r for u
and D2 r for vr .

r 
(ii) You can think of u 
du as being a small tangent vector to S at
(u,v)


r(u, v), as is vr 
dv. Then the rectangle in gure 1 is mapped to
(u,v)

the appropriate parallelogram on S. (Its only an approximate parallelogram, but the smaller du and dv are, the closer the approximation
gets, and, as you should know by now, du and dv are very small.) We
recall that the area of the parallelogram spanned by two vectors a and
b is a b. Hence r(u, v) transforms the area du dv to the area of the
parallelogram

(
) (
)
r

r
r
r
=


du

dv

u v du dv.
u
v
r
vr doesnt just give us a normal to S; its size also gives us
Thus u
the factor by which r expands areas in the (u, v)-plane when mapping
them onto the surface S.

Figure 2: A rectangle in the region D

Figure 3: The corresponding parallelogram on S

1.2

Vector and Scalar Surface Integrals

Definition (Scalar Surface Integral): Let S = {r(u, v) | (u, v) D} be a

surface in R3 . Let f : R3 R be a continuous function dened on S. We
dene the integral of f over S to be

r
r

du dv,
f da =
f (r(u, v))

u
v
S
D


r
r

du dv.
da =

u v

i.e.

Note:
(i) The scalar surface integral is independent of parameterization.

(ii) S 1da is the surface area of S.

(iii) If f gives the mass per unit area of the surface S, then S f da is the
total mass of S.
Examples:

v cos u
(1) Suppose we have a paper cone given by r(u, v) = v sin u , u [0, 2],
v
v [0, 1], having mass per unit area = f (x, y) = 1 x. Find the total
mass of the cone.
Now

mass =

density da =
S

r
r
dv du,

(1 v cos u)
u v

since x = v cos u. And,

v sin u
cos
u
r


r



v cos u sin u
u v =



0
1




v cos u

v sin u
=

2
v(sin u + cos2 u)

= | v 2 cos2 u + v 2 sin2 u + v 2 | = 2|v| = 2v,

8

since v [0, 1]. Therefore,

2 1

mass =
(1 v cos u) 2vdv du
0
0

2
v=1
2 2
2 3

=
v
v cos u) du
(
2
3
v=0
0

2
1
2
(
=
cos u)du
3
2
0

u=2

2

= 2
= 2.
sin u
3
u=0
(2) Find the area of the paraboloid x2 + y 2 = az, (a > 0), 0 < z < h.

x(u, v)
av
cos
u

u [0,
2]
r(u, v) = y(u, v) = av sin u ,
v (0, h).
z(u, v)
v2

We note that A = S 1da and

av sin u

a
cos
u
r

av cos u a sin u
u v =



0
2v
2

2 av cos u

2 av 2 sin u
=




av

= 4av 4 + a2 v 2 = v 4av 2 + a2

since v > 0. Therefore,

A=
0 2

v 4av 2 + a2 dv du


3 v= h
1
=
(4av 2 + a2 ) 2 
du
12a
v=0
0
2
)
3
1 (
=
(4ah + a2 ) 2 a3 du
12a
0
3
3
2
2a2

a2
=
(4ah + a2 ) 2
= (4ah + a2 ) 2
12a
12
6a
6
(3) Find the area of the triangular portion of the plane having vertices
(0,0,0), (1,0,2), (0,2,6).
9

Let a = (1, 0, 2) and b = (0, 2, 6). Then any point on the triangle can
be described using r(u, v) = ua + vb where u [0, 1] and v [0, 1 u].
To see this, simply note that the third edge of the triangle can be
represented by the vector b + u(a b). Since the interior of the triangle
can be constructed by a sucession of vectors from the point ua to this
line, v varies from 0 to 1 u.
Now,


1
0
r


r

= 0 2

u v
2
6


4

=
6


2

= 16 + 36 + 4 = 56
Therefore,

A=
0

1u

56dv du

56(1 u)

1 2 u=1
= 56(u u )
2
u=0

56
=
= 14.
2
=

Definition: A surface S is said to be oriented if it has a normal direction

specied at every point on S.
Note: If S is a parametric surface, parameterized by r(u, v), (u, v) D
then S has an orientation given by the parameterization, i.e. by the normal
r
vr . (The orientation of the surface is reversed by reversing the direction
u
of the normal.)
Definition (Vector Surface Integral): Let S = {r(u, v)|(u, v) D} be a
surface in R3 . Let F(x, y, z) be a vector eld dened for each (x, y, z) S.
We dene the integral of F over S (where S has the orientation induced by
r) to be
(
)

r
r
F da =
F(r(u, v))

du dv.
u v
S
D
10

r
We recall that by Theorem 1.3, the u
vr is the normal to S at x.

Note:

(a) If the orientation of S is reversed then S F da reverses its sign.

(b) S F da is sometimes called the

ux of F through the surface S. If F
is the velocity of a uid then S F da is the volume of uid owing
through S (in the direction of the orientation of S) per unit time.
Examples:

2x
(1) Let F(x, y, z) = y and S be the surface z = (1+x)y 2 with normal
z

having positive z-component, x [0, 1], y [0, 2]. Find S F da.

u
, u [0, 1], v [0, 2],
v
r(u, v) =
2
(1 + u)v

0
1
r
r

1
0

=
u v
2
2(1 + u)v
v

v 2
= 2(1 + u)v
1

11

The z component is positive, so orientation is correct. Moreover,

2 1

2u
v 2

. 2(1 + u)v dudv

v
F da =
2 2
0
0
S
(1 + u )v
1
2 1
=
(2uv 2 2(1 + u)v 2 + (1 + u)v 2 )dudv
0 2 0 1
=
(v 2 3uv 2 )dudv
0 1 0 2
=
(v 2 3uv 2 )dvdu
0 2 0 3
2
v
3 
=
( uv ) du
3
v=0
0
2
8
=
( 8u)du
3
0
1
8u
20
8
2
= 4u 
= 4=
3
3
3
u=0
(2) Let S be a surface and F a vector
eld such that F(x) is tangent to S
at x for each x S. Show that S F da = 0.
F(x) tangeantial to S means that F(x) is perpendicular to n(x), the
normal to S at x. So for each x S, F(x).n(x) = 0. Thus, since
r
n(x) = u
vr , it follows that

F da =
F(x).n(x) = 0
D

x
(3) Evaluate S F da where F(x, y, z) = y and S is the sphere
z
2
2
2
x + y + z = 1 with outward normal.

Paramterisation as in Section 1.2c, i.e.

cos u sin v
u [0, 2]
r(u, v) = sin u sin v ,
v [0, ].
cos v

12

and

sin u sin v
cos u cos v
r
r
cos u sin v sin u cos v

=
u v
0
sin v

sin v(cos u sin v)

sin v(sin u sin v)

=
2
2
sin v(sin u cos v + cos u cos v)

cos u sin v
= sin v sin u sin v = sin vr
cos v

Since v [0, ], sin v is a negative number. Also, ur is a vector

pointing from 0 to the surface of the sphere. So if we put the tail of
sin vr on the sphere, itll point back to the origin. Thus the normal
points inwards, and the orientation is reversed. Therefore,

2
cos u sin v
cos u sin v
sin u sin v . sin v sin u sin v dvdu
F da =
S
0
0
cos v
cos v
2
=
sin vdudv
since r.r = x2 + y 2 + z 2 = 1 for the unit sphere
0 2 0 

=
cos u du
v=0
20
=
2du = 4
0

(4) Evaluate S F da where F(x, y, z) = x and S is the cylinder

0
x2 + y 2 = 4, z [0, 1] with outward normal.

2 cos u
u [0, 2]
r(u, v) = 2 sin u ,
v [0, 1].
v

13

and

2 sin u
0
r
r

2 cos u
0

u v
0
1

2 cos u

2 sin v
=
0

The x and y components of this normal are the same as r, but the
z-component is zero. So n points in the same direction as r, but its
horizontal. So n points outwards, and the orientation is correct.

2 1
2 sin u
2 cos u
2 cos u . 2 sin u dvdu
F da =
S
0
0
0
0
2 1
=
0 dvdu = 0
0

x + 3y
(5) Evaluate S F da where F(x, y, z) = y 3x and S is the cylinder
2z
2
2
x + y = 9, 1 z 2 with normal taken towards the z-axis.

3 cos u
u [0, 2]
r(u, v) = 3 sin u ,
v [1, 2].
v

and

3 sin u
0
r
r

3 cos u
0

u v
0
1

3 cos u

3 sin v
=
0

As in 4, n points in the same direction as r, but its horizontal. So n

14

points outwards, and the orientation is reversed.

2 2

3 cos u + 9 sin u
3 cos u
3 sin u 9 cos u . 3 sin u dvdu
F da =
0
1
S
2v
0
2 2
=
9 cos u2 + 27 sin u cos u + 9 sin2 u 27 sin u cos u dvdu = 0
0
1
2 2
2
=
9 dvdu =
27 = 54
0

Note: If we denote the unit normal at (x, y, z) S to S by n

(x, y, z), then

F da =
Fn
da.
S

[See comment after denition and example 2 above]

1.3

Stokes Theorem

Stokes Theorem is the extension of Greens Theorem to vector surface integrals.

Recall Greens Theorem: Let D R2 , where D is positively oriented and
piecewise smooth. Let P1 , P2 : D R, then
)

(
P1
(D1 P2 D2 P1 ) dx dy =
dr.
P2
D
D
Definition: Let S be an oriented surface. We dene S to be the boundary
of S oriented as follows: if one is on the same side of the surface as the
normal specied by the orientation of S, then on the boundary of S one
moves anticlockwise.

15

Note: If the orientation of S is reversed, then the direction in which S is

traversed will be reversed too.
Example: Let S be the surface given by z = x2 + y 2 , 0 z 9 with normal
having positive z-component. Then S is the curve z= 9, x2
+ y2 = 9
3 cos t

3 sin t .
oriented anticlockwise with respect to (x, y), i.e. r(t) =
9
Note: Let S = {r(u, v) | (u, v) D} be a parametric surface. Then r would
map D to S (there may be some additional curves which are traversed in
both directions, so are of no importance). If D is positively oriented in the
(x, y)-plane then S will be positively oriented with respect to the orientation
of S induced by its parameterization.
Theorem (Stokes): Let S be an oriented surface with boundary S. Then

F d
( F) da =
S

for F : R R .
3

Examples:
16

(1) If S is a closed surface then

( F) da = 0.

Is S is a closed surface then S = , so the RHS of the above equation

is zero.
(2) Let C be any closed curve in R3 for which there exists a surface S such
that C = S. Let

2
2xex yz 2
2

F(x, y, z) = z 2 ex
x2
2ze y

Prove that C F d = 0.





x
y
z


( F) = 
2
2
2
2xex yz 2 z 2 ex 2zex y 

2
2
2zex 2zex
0
x2
x2

0
=
=
e 2x2zy + 2z2xe y
x2 2
x2 2
0
2xe z 2xe z
So LHS of above equation is zero.
(3) Let C be any closed curve in R3 for which there exists a surface S such
that C = S. Let F be a gradient eld, i.e. F = for some ; prove
that C F d = 0.
It is easy to show that the curl of a conservative
zero:


 
 x y z 
( F) = 

 x
y
z 

zy
yz

= zx
xz
=

yx
xy
So LHS of above equation is zero.
(4) Verify Stokes Theorem for the vector eld

xy
,
z
F(x, y, z) =
x 2y
17

vector eld curve is

0
0
0

where S is the part of the z = y plane inside the cylinder x2 + y 2 = 1

and with normal having positive z-component.
For LHS of Stokes:

v cos u
u [0, 2]
r(u, v) = v sin u ,
v [0, 1].
v sin u

v sin u
cos u
r
r
v cos u sin u

=
u v
v cos u
sin u

0
= v
v
Since the z-component is negative, the orientation is reversed.
In addition,



x
y
z

( F) = 
xy z x 2y

3
= 1 .
x

Therefore,

( F) da =
S

0
2

3
0

. v dvdu
1
v
v cos u

(v + v 2 cos u)dvdu
0 2

1
v2 v2

+ cos u) du
2
3
v=0
0 2
1 1
=
( + cos u)du
2 3
0
2
2 1

= (
+ sin u ) =
2
3
v=0

18

For RHS of Stokes:

The boundary is clearly at v = 1, so is parametrised by

cos t
(u, v) = sin t , t [0, 2].
sin t
Orientation is correct (draw picture) and

sin t
(u, v) = cos t .
cos t
Thus

F d =

sin t
cos t sin t
. cos t dt

sin t
cos t
cos t 2 sin t

( cos t sin2 t + cos t sin t + cos2 t 2 sin t cos t)dt

0

2
1 3 2 1 2 2
= sin t sin t + 4
cos2 t
3
2
0
0
0

= 4 = du
4
=

We recall that when n is even,

2
2
(n 1) (n 3)

n
cos t =
sinn tdt =
.
... .
(n) (n 2)
2
0
0
(5) Let S be the portion of the cylinder x2 + y 2 = 4 lying between z = 0
and z = 1 with normal
pointing away from the z-axis. Use Stokes
Theorem to evaluate S ( F) da where

(1 + z)y
F(x, y, z) = x(1 + z) .
z
S = S0 S1 where S1 is the top of the cylinder, i.e. at z = 1, and S0
is the bottom of the cylinder, i.e. at z = 0.

2 cos t
S0 : 0 = 2 sin t , t [0, 2].
0
19

2 cos t
S1 : 1 = 2 sin t ,
1

t [0, 2].

Orientation correct for S0 but not for S1 (draw picture). Clearly,

2 sin t
0 (u, v) = 1 (u, v) = 2 cos t ,
0
thus

F d =
S

F d1 +
F d2
S1

2
2 sin t
2 sin t
2 cos t . 2 cos t
=
0
0
0

2
2 sin t
4 sin t

2 cos t
4 cos t .

0
0
0
2
=
4(sin2 t + cos2 t)dt
S0

dt

dt

= 8

1.4

Potential Functions and Gradient Vector Fields

Definition: Let be a domain (an open, connected subset of Rn ). A vector

eld F : Rn Rn is said to be a gradient vector field on if there exists
a function : Rn R such that F = on . The function is called a
potential function for the vector eld F.
Examples:
(1) Let

yz
F(x, y, z) = xz .
xy

Then F is a gradient vector eld with potential function (x, y, z) =

xyz + c, where c is an arbitrary constant.

20

(2) Let

x
2
y .
F(x, y, z) = 2
(x + y 2 + z 2 )2
z

Then F is a gradient vector eld with potential function

(x, y, z) =

x2

1
+ c.
+ y2 + z2

Definition: A domain (i.e. a connected, open subset of Rn , ) is said to

be simply connected if every closed curve in can be continuously deformed
to a point in without leaving .
(i.e. For the domain to be simply connected, we require that each closed
curve (loop) in can be shrunk to a point without leaving .)
Examples:

(1)

(2)
(3) The set = {(x, y) | 0 < x < 1, 1 < y < 2} is simply connected.
(4) R2 \{0} is not simply connected.
21

(5) A torus (doughnut shape) in R3 is not simply connected. A sphere is.

Definition: A vector eld is said to be conservative if F d depends only

on the endpoints of the path , i.e. is independent of the path used to get
from one endpoint to the other.
This denition says that if F is conservative
and 1 and2 are dierent paths
going from a point x0 to a point x1 then 1 F d1 = 2 F d2 .
Recall that a curve is said to be a closed curve if the initial and nal points
of the curve coincide, i.e. if : [a, b] Rn is a closed curve, then (a) = (b).
We denote by , the curve traversed in the opposite
way to original

direction, i.e. of reverse orientation. We recall that F d = F d.

Theorem 1.5 Let F be a vector eld on the domain . Then the following
are equivalent:
(a)
(b)

F d = 0 for all closed paths in .

F d depends only on the endpoints of , i.e. F is conservative.

Proof (a) (b). Let 1 and 2 be paths from a point x0 to x1 in . We

must prove that 1 F d = 2 F. Let = 1 +
. Then is a closed
2
curve going from x0 to x1 and back to x0 . So by (a), F d = 0. But

F d =
F d1 +
F d2 =
F d1
F d2 .

So

F d =

F as required.

(b) (a). Let be a closed curve in and let x0 be the end-point (and
intial point) of . Then, since 1 has the same end points as it follows
from by (b) that

F d = F d.
F d =

So

F d = 0 as required.

Note: The theorem above tells us that F is conservative i

every closed curve in .

22

F d = 0 for

Theorem 1.6 (Fundamental Theorem of Vector Calculus) Let F be

a continuous vector eld in the domain . If F is a gradient vector eld with
potential function , then

F d = (x1 ) (x0 )

for any path in with initial point x0 and nal point x1 .

i.e. If goes from x0 to x1 in then

d = (x1 ) (x0 ).

Proof Let : [a, b] Rn be a piecewise smooth continuous curve from x0 to

x1 , i.e. (a) = x0 and (b) = x1 . Let h(t) = ((t)). The chain rule gives
that h (t) = ((t)). (t). so

b
b

d =
((t)). (t) =
h (t)dt = h(b) h(a).

by the Fundamental Theorem of Calculus. But h(a) = ((a)) = (x0 ) and

h(b) = ((b)) = (x1 ). Thus

d = (x1 ) (x0 ).

2
Note: The theorem above tells us that gradient vector elds on domains are
always conservative.
Examples:
(1) Given that

(
(3x y xy + 1) =
2 2

6xy 2 y 3
6x2 y 3xy 2

)
,

evaluate (6xy 2 y 3 )dx+(6x2 y 3xy 2 )dy where is a path from (1,2)

to (3,4), without parameterizing .
Let (x, y) = 3x2 y 2 xy 3 +1 and let F = . Then by the Fundamental
Theorem of Vector Calculus,

(6xy 2 y 3 )dx + (6x2 y 3xy 2 )dy = (3, 4) (1, 2) = 241 5 = 236

23


(2) Evaluate (x2 y cos x + 2xy sin x y 2 ex )dx + (x2 sin x 2yex )dy where
2
2
2
is the closed curve given by x 3 + y 3 = a 3 , a > 0, using the fact that
( 2
)
x y cos x + 2xy sin x y 2 ex
2
2 x
(x y sin x y e ) =
.
x2 sin x 2yex
Let (x, y) = x2 y sin x y 2 ex and let F = . Then F is a gradient
vector eld, so F is conservative. Therefore, by Theorem 1.5, Fd =
2
2
2
0 for every closed curve in its domain. Since x 3 + y 3 = a 3 is such a
curve (when a > 0), the integral is zero.
The next problem we consider is: given that a vector eld F : Rn Rn is a
gradient vector eld, how do we nd its potential function?
1.4.1

Determination of the potential function for a gradient vector

field

Let F : Rn Rn be a gradient vector eld. Then the potential functions

associated with F are those functions : Rn R such that = F on Rn ,
i.e.
D1 = F1
D2 = F2
..
.
Dn = Fn
Integrate the i-th equation with respect to xi , i.e. integrate Di = Fi with
respect to xi , treating xj as constants for all j = i. This gives

(x1 , . . . , xn ) =
F1 dx1 + k1 (x2 , x3 , . . . , xn )

(x1 , . . . , xn ) =
F2 dx2 + k2 (x1 , x3 , x4 , . . . , xn )
..
.
(x1 , . . . , xn ) =

Fn dxn + kn (x1 , x2 , . . . , xn1 )

where kj is a function of all the xi s except xj (since kj is a constant with

respect to xj ).
24

We now have n equations involving the n unknown functions k1 , . . . , kn , each

depending on n 1 variables. We solve these simultaneously (if possible)
to determine . (If it is possible to solve these simultaneously, then F is
a gradient vector eld, since there exists such that = F. If it isnt
possible to solve them simultaneously, then F is not a gradient vector eld,
since there does not exist such that = F.) This sounds scary, but if
you follow the examples below, youll see it isnt so bad.
Examples:
(1) For each of the following vector elds, determine if the vector eld is a
gradient vector eld, and if it is, give the associated potential function.
(a) (x, y)
We require D1 = x and D2 = y. Integrating with respect to x
and then y in turn gives
x2
+ k1 (y)
2
y2
(x, y) =
+ k2 (x)
2
and solving simultaneously gives
(x, y) =

x2
+ k1 (y) =
2
x2
so
k2 (x) =
2
where c is some constant. It follows
k1 (y) =
and therefore (x, y) =

y2
c
2
x2
2

y2
2

y2
+ k2 (x)
2
y2
k1 (y) = c
2
that

k2 (x) =

x2
c
2

c.

(b) (y, x)
We require D1 = y and D2 = x. Integrating with respect to
x and then y in turn gives
(x, y) = xy + k1 (y)
(x, y) = xy + k2 (x)
and solving simultaneously gives
xy + k1 (y) = xy + k2 (x)
so
2xy = k1 (y) k2 (x)
25

which is impossible since k1 (y) is a function only involving y and

k2 (x) is a function only involving x.
(c) (2xy 3 , 3x2 y 2 + zey , 2z + ey )
We require D1 = 2xy 3 , D2 = 3x2 y 2 + zey and D3 = 2z + ey .
Integrating with respect to x and then y in turn gives
(x, y, z) = x2 y 3 + k1 (y, z)
(x, y, z) = x2 y 3 + zey + k2 (x, z)
(x, y, z) = z 2 + zey + k3 (x, y)
So

thus

k1 (y, z) = zey + k2 (x, z)

x2 y 3 + zey + k2 (x, z) = z 2 + zey + k3 (x, y)

which is consistent with the last equation.

It is then easy to see that (x, y, z) = x2 y 3 + zey + z 2 + c where
c is some constant.
(d) (y 2 z 3 , 2xyz 3 , 4xy 2 z 2 )
We require D1 = y 2 z 3 , D2 = 2xyz 3 and D3 = 4xy 2 z 2 . Integrating with respect to x and then y in turn gives
(x, y, z) = xy 2 z 3 + k1 (y, z)
(x, y, z) = xy 2 z 3 + k2 (x, z)
(x, y, z) = 34 xy 2 z 3 + k3 (x, y)
But then k3 (x, y) k2 (x, z) = 31 xy 2 z 3 is impossible.
(2) Evaluate

yex e2y
ex 2xe2y

)
d,

where is a path from (1,0) to (2,1). Easy to show that

(x, y) = yex xe2y (integrate as above). So

F d = (2, 1) (1, 0) = (e2 2e2 ) (e0 ) = 1 e2 .

26

1.5

Supplement to the Potential Theory Section

Note: If the explanation here seems complicated and frightening, skip to

the example,
and
then come back to read the explanation.
F1
..
Let F = . be a conservative vector eld on Rn . Suppose that is a
Fn
potential function for F. Then

= F1
x1

= F2
x2
..
.

= Fn
xn

(1)
(2)

(n)

since F = .
In order to nd we must solve this system simultaneously, as we saw earlier in this section. The method given earlier follows from these equations
directly, but can be a bit clumsy for larger systems. Hence we give the following method which may be a little harder to follow, but is a bit more
ecient.
Step 1. Integrate equation (1) with respect to x1 :

= F1 dx1 + k1 (x2 , x3 , . . . , xn ).
Step 2. (a) Substitute the found in step 1 into equation (2):

F1 dx1 +
k1 (x2 , x3 , . . . , xn ).
F2 =
x2
x2
(b) Integrate this equation with respect to x2 to solve for the function
k2 (which doesnt depend on x1 , but on x2 to xn ). Youll get
)
(

k1 (x2 , x3 , . . . , xn ) =
F2
F1 dx1 dx2 +k2 (x3 , x4 , . . . , xn ).
x2
Note that k2 is independent of x1 since k1 is independent of x1 .
Clearly, k2 is also independent of x2 .
27

Step 3, 4, etc. Keep going in the same way as above.

ey z 2 + y 3z + 2
Example: Let F = xey z 2 + x + 4z 5 + 3y 2 . Then our system of
2xey z 3x + 4y + 2
equations above becomes

= ey z 2 + y 3z + 2
x

= xey z 2 + x + 4z 5 + 3y 2
y

= 2xey z 3x + 4y + 2
z

(1)
(2)
(3)

We integrate (1) with respect to x:

= xey z 2 + xy 3xz + 2x + k1 (y, z).
Substitute this into (2) to get

k1 (y, z) = xey z 2 + x + 4z 5 + 3y 2
y

=
k1 (y, z) = 4z 5 + 3y 2
y

xey z 2 + x +

Integrate with respect to y to get

k1 (y, z) = 4yz 5y + y 3 + k2 (z),
which means that
= xey z 2 + xy 3xz + 2x + 4yz 5y + y 3 + k2 (z).
Now we substitute this last equation into (3) to get

k2 (z) = 2xey z 3x + 4y + 2
z

k2 (z) = 2.
=
z

2xzey 3x + 4y +

We integrate this with respect to z, and, noting that k2 depends only on z,

we get
k2 (z) = 2z + c,
and so
= xey z 2 + xy 3xz + 2x + 4yz 5y + y 3 + 2z + c.
28

Theorem 1.7 If F is a conservative vector eld on the domain then F is

a gradient vector eld on .
Proof
2
Theorem 1.8 If the domain R3 is simply connected and F is a C 1
(continuous and dierentiable) vector eld on such that F = 0, then
F is a conservative vector eld on .
Proof We shall make the following assumptions in this proof: if is a closed
piecewise smooth curve in a simply connected domain then there exists a
surface S so that = S (the substantionation for this result requires some
deep results from dierential geometry). We must prove that if is a closed
piecewise smooth curve in then F = 0. By the assumption = S for
some surface S. So by Stokes Theorem

F d =

F d =

F da =

0 da = 0
S

Note:
(a) We have now shown that on domains, F is a gradient vector eld if and
only if F is a conservative vector eld.
(b) If the domain is simply connected then F is conservative if and only
if F = 0. (We have shown above that F = 0 = F is
conservative, but conversely, F conservative = F gradient = F =
= F = = 0.)

29

Examples:
(1) Show that (y, z cos yz +x, y cos zy) is a gradient vector eld in R3 . Find
a potential function for this vector eld.

(cos zy z cos yz) (cos yz z cos zy)

.
0
(y, z cos yz+x, y cos zy) =
11
Thus (y, z cos yz+x, y cos zy) = (0, 0, 0) and so (y, z cos yz+x, y cos zy)
is a conservative vector eld, thus a gradient vector eld in R3 . To nd
the potential function, we use the method outlined in the supplemental
section above. We must nd such that

=y
x

= z cos yz + x
y

= y cos zy
z
Integrate (1) with respect to x:
= yx + k1 (y, z).
Substitute this into (2) to get

k1 (y, z) = z cos yz + x
y

=
k1 (y, z) = z cos yz
y
x+

Integrate with respect to y to get

k1 (y, z) = sin yz + k2 (z),
which means that
= yx + sin yz + k2 (z).
Now we substitute this last equation into (3) to get
y cos yz +

k2 (z) = y cos yz
z

=
k2 (z) = 0.
z
30

(1)
(2)
(3)

Therefore
= yx + sin yz + c.
(2) For two dimensions, we can still apply the result about F = 0
simply by setting the z-component to 0. Decide whether the following
vector elds are gradient vector elds, and if so, nd their potential
functions.
(i) (exy , ex+y )

0
0
= 0 .
0
F = (exy , ex+y , 0) =
yexy ex+y
0
(ii) (2x cos y, x2 sin y)

0
0
2

0 .
0
=
(2x cos y, x sin y, 0) =
0
2x sin y 2x sin y

Easy to see that = x2 cos y + c.

(3) Evaluate 2x cos y dx x2 sin y dy where

(
)
(t) = et1 , sin
, t [1, 2].
t
Let F be as in (2), then F = where = x2 cos y + c, so by Fundamental Theorem of Vector Calculus,

F d = (e1 , 1) (1, 0) = e2 cos 1 1.

1.6

Triple Integrals and Gausss Theorem

This section briey gives the extensions of the previous theory (excluding
the part about Potential Functions) to triple integrals. In particular, triple
integrals are dened, Fubinis Theorem is stated for them, as is the change
of variables formula. Finally, Gausss Divergence Theorem is stated.
Definition: Let f (x, y, z) be a continuous function on the region B R3 .
Let B be divided into n subregions B1n , . . . , Bnn in such a way that as n ,
31

the diameter of each Bin , i = 1, . . . , n tends to zero. Let (xni , yin , zin ) Bin .
Then the following limit exists and denes the integral of F over B:

f dV = lim

f (xni , yin , zin )Vol(Bin ).

i=1

In practice this is of little use for evaluating integrals, but Fubinis theorem
comes to the rescue. It has six forms, which I wont give here. You should
get the idea from the rst two forms.
Fubinis Theorem: Let f (x, y, z) be a continuous function on the region
B R3 . Suppose that B can be written in the form
(1)
B = {(x, y, z)|x [a, b], (x) y + (x), (x, y) z + (x, y)} .
Then

f dV =

f (x, y, z) dz dy dx.

(2)
B = {(x, y, z)|y [c, d], (y) z + (y), (y, z) x + (y, z)} .
Then

f dV =
B

f (x, y, z) dx dz dy.
c

etc.
Note:

1 dV = volume of B.

Examples:

(1) Evaluate
3x2 yz dx dy dz where B is the region bounded by the
B
planes x + 2y + 3z = 6, x = 0, y = 0, z = 0.
B can be found by letting z move from z = 0 (the x y plane) to
. Then x and y must come from the shaded region (see
z = 6x2y
3
picture), so 0 x 6 and 0 y 6x
.
2

32

Therefore

2
3x yz dV =
B

6x
2

6x2y
3

3x2 yz dzdydx

0
6x
2

3 2 (6 x 2y)2
xy
dydx
2
9

6x
2

x2 y
(36 12x + x2 24y + 4xy + 4y 2 ) dydx
6

=
=
6x
2

1
(36x2 y 12x3 y + x4 y 24x2 y 2 + 4x3 y 2 + 4x2 y 3 ) dydx
6
0
60
 6x
1
1 4 2
4 3 3
2 2
3 2
2 3
2 4  2
(18x y 6x y + x y 8x y + x y + x y )
dx
=
6 0
2
3
0

1 6
1
=
(27x2 18x3 18x4 38x5 + x6 ) dx
6 0
48
6
1
9
18
19
1 7 6
=
(9x3 x4 x5 x6 +
x )
6 0
2
5
3
336
0
9
18
19
1 7
= 9.62 63 64 65 +
6)
2
5
3
336
648
2052 + 24)...
= 36(9 18 +
5

(2) Find the volume of the region B where B is the region bounded by the
planes z = y + 1, z = x 1 and inside the cylinder x2 + y 2 = 1.
B is the region bounded by the following equations
x z y + 1

1 x2 y 1 x2
1 x 1

33

So

V =

1x2

1x2

1
1x2

y+1

dzdydx
x1

(y + x + 2) dydx
)  2
y
 1x
=
dx
+ (x + 2)y 
2
1x2
1
1

=
[0 + 2x 1 x2 + 4 1 x2 ] dx
=

1
1

1x2
( 2

1
2
4
2 23 
= (1 x )  + 4
cos . cos d
3
1
2

2
= 0 + 4.2
cos2 d
sub. x = sin

= 8 = 2
4

sub. x = sin

(3) Evaluate
(1 2x) dx dy dz where B is the region bounded by
B
z = x, z = x2 y 2 .
We have x z (x2 + y 2 ). To nd (x, y) limits, equate zs. So
x = x2 y 2
1
1
(x )2 + y 2 =
or
2
4
Thus

x x2 y x x2

34

and

x = x2 + y 2

0x1

So

V =
0

xx2

xx2

1
xx2

xx2
0

1 xx2

=
0

xx2
cos

(1 2x) dzdydx

(x2 y 2 + x + 2x3 + 2xy 2 2x2 ) dydx

(3x2 y 2 + x + 2x3 + 2xy 2 )dydx

convert to polars

0
cos

[2r3 cos2 r3 + r2 cos + 2r4 cos ] drd

=
2

x2 y 2

[3r2 cos2 r2 sin2 + r cos + 2r3 cos + 2r3 cos sin2 ]r drd

=
2

1
1
1
2
[ cos6 cos4 + cos4 + cos6 ] d
2
4
3
5
2

2
1
1
=2
[ cos6 +
cos4 ] d
10
12
0
1 5 3 1
1 3 1
= 2[ . . . . + . . . ] = 0
10 6 4 2 2 12 4 2 2

Theorem (Change of variables): Let T : R3 R3 and suppose that

T(B ) = B, and that T is one-to-one on B . Then for each f (x, y, z),

f (x, y, z) dx dy dz =
f (T(u, v, w)) | det T (u, v, w)| du dv dw.
B

Note: We also write

(x,y,z)
(u,v,w)

for det T(u, v, w).

35

Examples:
(1) Let

r cos
T(r, , z) = r sin .
z

(The co-ordinates (r, , z) are called cylindrical co-ordinates if T is

as
here.) Using cylindrical co-ordinates evaluate the integral
given
2
(x + y 2 )z dx dy dz where B is the region inside the vertical cylinB
2
der x2 + y
= 4, bounded above by z = x2 + y 2 + 1 and below by
z = 1 x2 + y 2 .
Note that r2 = x2 + y 2 .
1 r z 1 + r2
0r2
0 2
Now

cos r sin 0
det T = det sin r cos 0 = r.
0
0
1

Therefore | det T | = r and

2 2 1+r2
2
2
(r2 z)rdzdrd
(x + y )zdV =
1r
B
0
0
2 2 3 1+r2
r 2
=
z 
drd
z=1r
0
0 2

=
0 2 0 2
=
0 2
=
=
(2) Let

0
448
15

r3
(1 + 2r2 + r4 1 2r r2 )drd
2
r3 2
(r 2r + r4 )drdrd
2

2
( 12

25
5

28
)d
16

r cos sin
T(r, , ) = r sin sin .
r cos
36

(The co-ordinates (r, , ) are called spherical polar co-ordinates if T

is as given
Using spherical polar co-ordinates, evaluate the in here.)
2
tegral
(x + y 2 )3 z dx dy dz where B is that portion of the sphere
B
2
2
2
x + y + z = 9 lying in the octant x 0, y 0, z 0.

0
2
0r3
0

Now

cos sin r sin sin r cos cos

det T = det sin sin r cos sin r sin cos
cos
0
r sin
= cos (r2 sin2 sin cos r2 cos2 sin cos
r sin (cos2 r sin2 + r sin2 sin2 )
= r2 sin cos2 r2 sin sin2 = r2 sin .

Therefore | det T | = r2 sin and

3
2
2
2
2 3
(x + y ) zdV =
r6 (r cos )r2 sin drdd
B
0
0
0
3
2
2
(r9 sin7 cos )drdd
=
0
0
0
10
2
2 3
=
sin7 cos dd
10
0
0

10 2
3
8 2
=
sin  d
80 0
0
10 2
3
1.d
=
80 0
310
=
.
160
Gausss Divergence Theorem: Let B R3 be such that B is bounded
with a piecewise smooth boundary, and let F : R3 R3 . Then

F dx dy dz =
F da
B

37

where S is the surface bounding B, oriented so as to have outward normal.

Example of S: If B is the region x2 + y 2 + z 2 2, S would be the surface
x2 + y 2 + z 2 = 2.
Examples:
(1) Let F =
G. Let S be a surface bounding a volume B. Give two
proofs that S F da = 0.
(a) Since S bounds B, S is closed. Therefore by Stokes Theorem

F da =
G.dr = 0
S

(ref Eg 1 after Stokes Theorem).

(b) By Gauss Theorem

F da =
F dV =
( G) dV =
0dV = 0
S

x + 2y
(2) Verify Gauss Theorem for F = x y and B the region bounded
z2
by the cylinder x2 + y 2 = 4 between z = 3 and z = 1.
F = 1 1 + 2z = 2z, so

2 2 3

F dV =
2zrdzdrd =
B

8rdrd =
0

S = S1 S2 S3 (see diagram)
S1 :

r cos
r = r sin
3

0 r 2, 0 2

r sin
cos
0
r
r
r cos sin = 0

=
r
0
0
r

38

16d = 32
0

(points inwards).
So

r cos + 2r sin
0
r cos r sin 0 drd
F da =
S1
0
0
9
r
2 2
2
=
+9rdrd =
18d = 36.

S3 : same as S1 but with z = 1, and orientation is correct. Therefore

2 2
2
F da =
(r)drd =
2d = 4
S3

S2 :

2 cos
r = 2 sin
v

0 2, 1 v 3

2 cos
0
2 sin
r
r
2 cos 0 = 2 sin

=
v
0
1
0

(correct orientation).
Therefore

F da =
S2

=
1

2 cos + 4 sin
2 cos
2 cos 2 sin 2 sin dvd
1
v2
0
3

(4 cos2 + 12 cos sin 4 sin2 )dvd

4(cos2 + 3 cos sin sin2 )d

0
2
2
2
3

2
= 16[
cos d
sin2 d + sin2 d ] = 0
2
0
0
0
=4

Therefore

F da = 36 4 + 0 = 32.
S

39

(3)

(i) Prove that the volume of B is given by

Volume =
xi ei da
S

for each i = 1, 2, 3, where S is the surface bounding B.

xi ei =
xi ei =
1dV = Vol(B).
S

(ii) Hence show that

Volume =

1
3

x
y da.
S
z

x
x

y da =
y
dV =
3dV = 3Vol(B).

B
S
B
z
z

40