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Advanced Calculus
De Gruyter Graduate
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Advanced Calculus
Author
Prof. Pietro-Luciano Buono
University of Ontario
Institute of Technology
2000 Simcoe St North
Oshawa ON L1H 7K4
Canada
[email protected]
ISBN 978-3-11-043821-5
e-ISBN (PDF) 978-3-11-043822-2
e-ISBN (EPUB) 978-3-11-042911-4
www.degruyter.com
Isabelle pour son amour, son support et sa patience.
Contents
Preface IX
1 Introduction 1
1.1 Review of Set Theory 1
1.2 Review of Linear Algebra 3
1.3 Coordinate systems 13
1.4 Functions and Mappings: including partial derivatives 19
1.5 Parametric representation of curves 27
1.6 Quadrics 34
4 Line Integrals 84
4.1 Integration of 1 forms 84
4.2 Arc-length, Metrics and Applications 95
4.3 Line integrals of vector fields 111
Bibliography 299
Index 301
Preface
This book is an outgrowth of the notes I have been using to teach a one semester
Calculus III course at the University of Ontario Institute of Technology since 2012.
It is intended for students who have already completed at least one semester of
Elementary Linear Algebra and two semester long courses in Calculus.
The approach taken in this book is to take full advantage of Linear Algebra in
order to present the Calculus concepts in as much generality as possible. Because
of this bias towards using Linear Algebra, I decided also to go one step further
(from many other books) and introduce the concept of tangent space early in the
text from which it is possible to define properly the differential of a function and
from there, differential forms and pullbacks in the context of line integrals. In the
following chapters, those are generalized just enough to provide a unified treatment
of integration and the generalized Stokes theorem in R3 (Green, Classical Stokes
and Divergence). Therefore, this book can also serve as a gentle introduction to
the theory of differential forms and prepare the reader to delve into more advanced
topics from differential geometry and mathematical physics.
The book begins with an introductory chapter on basic topics which are recur-
rent in the remainder of the book. Several of those topics may already be familiar
to some readers. In order to provide an incremental progression in the blending of
Linear Algebra and Calculus, sprinkled with differential forms theory, the next three
chapters discuss almost exclusively vector functions of one variable and culminate
with the Fundamental Theorem of Line Integrals. Chapter 3 is the cornerstone for
the whole book and it uses tangent vectors to vector functions to introduce tangent
spaces to curves, Rn and to surfaces. It is then possible to define differentials and
1-forms as acting on tangent vectors. The second part of the book is made up of
Chapters 5 and 6 and focuses on differentiable mappings from Rn to Rm . Chapters
7 through 9 introduce, in a blended way, additional concepts of differential form the-
ory along with the theory of multiple integrals. Finally, Chapter 10 puts the results
from the previous chapters together in the statement and proof of Stokes theorem
(Green, Classical and Divergence) using differential forms and exterior derivatives.
The statement is also rewritten in terms of the classical differential operators.
One of the advantage I see in the unconventional ordering of topics adopted here
is that it is now possible to start introducing terminology in the context of curves
(i.e. one dimensional geometrical objects) which are typically easier to understand
and for which the calculations do not require the notational machinery needed with
more variables. After a discussion of mappings and especially the introduction of
the Jacobian, it is then possible to extend the differential form concepts to higher
dimensions. At the same time, this enables for a repetition of the new concepts and
terminology which is typically beneficial for learning. Another learning goal that
this text attempts to achieve is for the reader to start distinguishing between the
X Preface
definition of mathematical concepts, the geometric content of the definition and the
computational formulae which are useful in most problem solving. It also provides
an algorithmic presentation of some computations which I hope will make their
usage more straightforward; one such example is for determining the arc-length
parametrization of a curve.
The content of this book has seen several versions since 2012 and I would
like to thank all my students who have ploughed through those various versions.
I am grateful to all of those that provided feedback on the presentation and
noticed mistakes, typos, etc. I would like to thank Eryn Frawley (Calculus III,
2013) who assisted me by producing a great number of figures using Tikz, solu-
tions to many problems and proofreading of chapters. I am also indebted to my
teaching assistants, and especially Jamil Jabbour, who have read major portions
of the material and challenged me on the presentation in several places. All fig-
ures were done using Tikz (https://sourceforge.net/projects/pgf/) and Asymptote
(http://asymptote.sourceforge.net). I would like to thank all the users of those soft-
ware packages for posting examples and code snippets. In particular, I am indebted
to the gallery maintained at http://asy.marris.fr/asymptote/index.html. I hope to
be able to give back soon to the community by making some of the codes for the
figures of this book available online.
For any inquiries about this textbook, error or typos found, etc. Please contact
me at: [email protected].
Luciano Buono
Oshawa, June 2016.
1 Introduction
This chapter gives an overview of several of the topics necessary for the remainder of
the book. The first sections on Set Theory and Linear Algebra are review sections.
We begin with a quick review of basic concepts from set theory with a focus on real
numbers R. A set of real numbers is an unordered collection of real numbers. One
denotes sets inside brackets in enumerative style as follows
A = {1, 3, , 1/ 2}.
The symbol means element of and denotes the belonging of an element to a set.
We can also describe a set using a defining condition
B = {x R | x > 2}
2
x Fig. 1.1. In bold, the set B.
a b a b a b
x x x
Fig. 1.2. From left to right, the intervals [a, b], (a, b) and (a, b].
2 1 Introduction
E = {x R | x = p/q, p, q Z, p, q 10}
and F be the interval (0, 1). Is E F ? In this case, one can check that for p = 2 Z
and q = 1 Z, p, q 10 and so x = 2/1 E. But, x = 2 > 1 and so x 6 F . Thus,
E 6 F .
The main operations on sets are the union, the intersection and the complement.
Let A R and B R be two sets. Then the union of A and B is
A B := {x R | x A or x B}.
A B := {x R | x A and x B}.
The complement of A is
Ac := {x R | x 6 A}.
In particular, one can check that for any two sets A and B:
A B A B.
One is often familiar with these operations in the context of Venn diagrams
Because sets are often given using defining conditions the union and intersection
operations are given by adding or for unions and and for intersections to the
defining conditions.
A B
C
Fig. 1.3. Venn Diagram of three sets
A, B and C.
Exercises
This review of linear algebra focuses on the definitions and results revolving around
the concept of vector space and on geometrical aspects of linear algebra. For review
of solution of linear systems using row reduction, matrices, inverses of matrices, and
others, the reader can consult their favourite textbook on linear algebra.
One, two and three dimensional Euclidean spaces are the line, the plane and the
ambient space familiar to us. They are represented mathematically as R, R2 and R3 .
The space Rn is defined as the set of all collections of n real numbers written as
(x1 , x2 , . . . , xn ).
(x1 , x2 ) (x1 , x2 , x3 )
(1) v1 + v2 V
(2) av1 V .
V = {(x1 , x2 , x3 ) R3 | x3 = 2x1 + x2 } R3
is a vector subspace. We need to check the two conditions. Two general elements of
V must satisfy the defining condition. We write
Then,
v1 + v2 = (a1 , a2 , 2a1 + a2 ) + (b1 , b2 , 2b1 + b2 )
= (a1 + b1 , a2 + b2 , 2(a1 + b1 ) + (a2 + b2 )).
Therefore, the third component of the sum satisfies the defining condition for V .
Now check for c R
and here we also see that the third component satisfies the defining condition for V .
Therefore, V is a vector space.
W = {(x1 , x2 ) R2 | x2 = x1 + 1} R2
is not a vector subspace of R2 . Two general elements of W must satisfy the following
condition. We write
Then,
Therefore, the second component of the sum does not satisfy the defining condition
and so W is not a vector space.
a1 v1 + a2 v2 + + ak vk
for some real numbers a1 , a2 , . . . , ak called the coefficients of the linear combination.
Example 1.2.3. One can check that v1 = (1, 0, 2), v2 = (3, 1, 5) and v3 =
(0.2, 1, 0.6) are elements of V from Example 1.2.1. Then,
(1.1)v1 + v2 + (1)v3
is a linear combination of v1 , v2 , v3 .
We now recall the definitions of linear dependence and linear independence of vectors.
Consider the following example first.
Example 1.2.4. Let v1 = (1, 2) and v2 = (1.3, 2.6), then we can see that v2 =
(1.3)v1 . We can rewrite as a linear combination
(1.3)v1 + (1)v2 = 0.
That is, the linear combination is equal to zero, but the coefficients of the linear
combination are not zero.
a1 v1 + a2 v2 + + ak vk = 0
for which not all the coefficients are zero. A collection of vectors v1 , . . . , vk are linearly
independent if the only way to have a linear combination
a1 v1 + a2 v2 + + ak vk = 0
is for a1 = a2 = = ak = 0.
Example 1.2.5. The vectors v1 = (1, 0, 2), v2 = (3, 1, 5) and v3 = (0.2, 1, 0.6) of
Example 1.2.3 are linearly independent. One can see this by writing
Substituting in the third component we have 2(3.2)a2 +5a2 +0.6(a2 ) = 12a2 = 0. But
this forces a2 = 0 and therefore a1 = a3 = 0. The only way for a linear combination
of v1 , v2 , v3 to equal zero is for all the coefficients to be zero.
This last line gives an explicit expression for elements of the span. One can now ver-
ify whether a vector belongs to the span of v1 , v2 by checking explicitly. For instance,
is v4 = (4, 1, 4) an element of span(v1 , v2 )? We need,
4 = a1 3a2 , 1 = a2 , a1 + 5a2 = 4.
We see that a2 = 1 and a1 = 1 solve the three equations. That is, v4 span(v1 , v2 ).
We now have all the ingredients to discuss the concepts of basis and dimension. A
set of vectors B = {v1 , . . . , vk } in a vector space V is a basis for V if
ej = (0, . . . , |{z}
1 , . . . , 0)
j th
v = (x1 , x2 ) = x1 e1 + x2 e2 .
1.2 Review of Linear Algebra 7
e2
e1
The elements x1 , x2 are called the coordinates of v. For general n, any element
w = (x1 , . . . , xn ) Rn can be written uniquely as
w = x1 e1 + x2 e2 + + xn en
We now consider the concept of length of vectors in Rn when written in the canonical
basis. This is given by the norm of a vector v = (x1 , x2 , . . . , xn ) defined by
q
||v|| := x21 + x22 + + x2n .
In R2 , this corresponds to the hypotenuse of the right angle triangle with sides x1
and x2 .
In Example 1.2.9, a choice which may seem more natural is to take the vector
d2 = (1, 1) which spans the bisector of the second and fourth quadrants. The
vectors d1 and d2 are at right angles, just as the canonical basis elements. The
dot product or scalar product (or also called inner product) of two vectors v and
w written in the canonical basis is denoted by v w and defined as follows: let
v = (x1 , x2 , . . . , xn ) and w = (y1 , y2 , . . . , yn ) then
v w = x1 y1 + x2 y2 + + xn yn .
8 1 Introduction
v
x2
x1
This formula comes from the following argument. If v and w are at right angles or
vw
v
w
Therefore, the left and right hand sides are equal if and only if
x1 y1 + + xn yn = 0 = v w.
Example 1.2.10. Consider R2 with the basis {d1 , e2 } of Example 1.2.9. Then, d1
e2 = 1 and so this basis is not an orthogonal basis. If instead we choose the basis
{d1 , d2 }, then d1 d2 = 0 and so this forms an orthogonal basis, but it is not or-
thonormal because ||d1 || = ||d2 || = 2. To make it orthonormal, we need to form a
basis using d01 = d1 /||d1 || and d02 = d2 /||d2 ||.
In particular, matrix - vector multiplication has a linearity property. That is, for
vectors v1 , v2 Rn and R then
M (v1 + v2 ) = M v1 + M v2 .
D(a0 + a1 x + a2 x2 ) = a1 + 2a2 x P1 .
This example shows that using exclusively matrices to discuss linear transformations
is not optimal in all situations. Moreover, writing out a matrix requires one to fix
a basis for the vector spaces. Therefore, it is more appropriate to define the set of
linear transformations independently of bases as follows.
10 1 Introduction
In this book, we shall often discuss linear transformations in an abstract way, without
specifying a basis, and so it is more convenient to adopt the linear transformation
formalism, rather than writing all our transformations in matrix form. Finally, recall
that two vector spaces V and W are isomorphic if there exists a linear transformation
T : V W such that T 1 exists. In particular, any two vector spaces of same
dimension are automatically isomorphic.
Returning to matrices, recall the definition of determinant for 2 2 and 3 3
matrices which we use repeatedly:
a11 a12
det A = det = a11 a22 a12 a21
a21 a22
and
a11 a12 a13
det A = det a21 a22 a23
a31 a32 a33
= a11 (a22 a33 a23 a32 ) a12 (a21 a33 a23 a31 ) + a13 (a21 a32 a22 a31 ).
If no confusion with the absolute value is possible, we sometimes write det A = |A|.
We now conclude with some geometric properties of determinants.
q P (v, w)
w
x
Fig. 1.7. Vectors v and w and parallel-
ogram P (v, w)
If v = (a, b) and w = (c, d) are two vectors in the plane based at some point q, then
the area of the parallelogram Pvw generated by v and w is given by the absolute
1.2 Review of Linear Algebra 11
That is,
Area(Pvw ) = |ad bc|.
There are various ways to check this result, but we do not pursue this here. How-
ever, this result is important in understanding the area of a parallelogram in three-
dimensional space.
Another geometric way of obtaining the area of a parallelogram is as follows.
Consider the parallelogram Pvw formed by two vectors v and w in the plane. The
w
v Fig. 1.8. Parallelogram P
formed by the vectors v and
w.
The height is obtained by drawing a perpendicular from a vertex to the opposite side
as in Figure 1.8. The length of this height is, using basic trigonometry, h = ||v|| sin
where is the angle opposite the dashed line. Geometrically, this means
Another way to compute the area of a parallelogram is with the cross product,
also called vector product. The cross product is defined for pairs of vectors in R3
(or R2 if the same component of the vectors is zero). Let v = (x1 , x2 , x3 ) and
w = (y1 , y2 , y3 ), written in an orthonormal basis, then the cross-product v w is a
vector given by
x2 x3 x1 x3 x1 x2
v w := , , (1.1)
y2 y3 y1 y3 y1 y2
where | | is the 2 2 determinant. This means that the components of the cross-
product correspond to the oriented areas of the parallelograms obtained by the
projection of the parallelogram P (v, w).
12 1 Introduction
v (v w) = 0 and w (v w) = 0.
Exercises
B = {(x, y, z) R3 | x2 + y 2 + z 2 r2 }.
(4) Consider the vectors given. Find out if they are linearly dependent or indepen-
dent. Compute the span of these vectors and find the dimension of the subspace
spanned by the vectors.
(a) v1 = (1, 1, 0), v2 = (0, 2, 0)
(b) v1 = (2, 1, 1), v2 = (0, 1, 3) and v3 = (2, 0, 4).
(c) v1 = (3, 4, 1, 0), v2 = (0, 1, 0, 1) and v3 = (2, 2, 0, 1).
(5) Determine if the following vectors are orthogonal.
(a) v1 = (1, 3, 1), v2 = (2, 1, 1).
(b) v1 = (2, 1, 0, 0), v2 = (0, 1, 1, 0).
(c) v1 = (1, 1, 2, 2), v2 = (1, 1, 1, 1).
(6) Find a vector (a, b, c, d) orthogonal to (3, 1, 0, 1).
(7) Find a vector v orthogonal to the subspace V of Exercise 1.
(8) Normalize the vectors of Exercise 5.
(9) Verify that v1 = (2/ 5, 1/ 5, 0), v2 = (0, 0, 1) and v3 = (1/ 5, 2/ 5, 0)
forms an orthonormal basis of R3 .
1.3 Coordinate systems 13
(10) Recall the determinant formula to compute the cross product of two vectors.
Let v = (x1 , y1 , z1 ) and w = (x2 , y2 , z2 ) then
i j k
v w = det x1 y1 z1
x2 y2 z2
where i, j, k correspond to the basis vectors e1 , e2 , e3 (notation used in physics).
Show that the result corresponds to the formula 1.1.
(11) Show that for vectors in the xy-plane v = (x1 , y1 , 0), w = (x2 , y2 , 0), the only
possible nonzero component of the cross product v w is in the e3 direction.
(12) Compute the area of the parallelogram given by the vectors v = (1, 0, 2) and
w = (3, 1, 1).
(13) Show that for 6= 0, (v) w = (v w).
(14) If w = v for some 6= 0, show that v w = 0.
Coordinate systems are commonly used to identify locations whether on earth with
the longitudes and latitudes or for celestial objects in the night sky using the Ele-
vation/Azimuthal coordinate system. The mathematical definition of a coordinate
system used throughout this text is the following.
for i = 1, . . . , n and where the u denotes the missing coordinate in the vector. The
Cartesian coordinate system on Rn consists of the n-families of straight lines given
by (1.2). A point p Rn at the intersection of the n lines Fi with values tp1 , tp2 , . . . , tpn
has coordinates (tp1 , tp2 , . . . , tpn ).
Example 1.3.2. Let u = 1.4e1 + 1.7e2 R2 , then u is at the intersection of the lines
x11.7 (t1 ) and x21.4 (t2 ) with t1 = 1.4 and t2 = (1.7) and so has coordinates (1.4, 1.7).
See Figure 1.9.
One notices from this example that the coordinates of a point u given in the canon-
ical basis correspond to the coordinates of u in the Cartesian coordinate system.
14 1 Introduction
x21.4 (t)
x11.7 (t)
1.7 u
1.4
Because of this, the dividing line between canonical basis and the Cartesian coordi-
nate systems is often overlooked.
= /2
= 3/4 = /4
= =0
r0 (t1 ) = (t1 cos 0 , t1 sin 0 ) and r0 (t2 ) = (r0 cos(t2 ), r0 sin(t2 )).
Example 1.3.3. Consider again the point u = (1.4, 1.7) R2 . In polar coordinates,
the coordinate curves passing through u are determined by the ray r0 (t) joining the
origin to u and the circle r0 (t) passing through the point u. The angle 0 is obtained
1.3 Coordinate systems 15
x21.4 (t)
0
u
x11.7 (t)
1.7
1.4
We now look at the main curvilinear coordinate systems in R3 obtained via the
Cartesian coordinate system. The cylindrical coordinate system is described by fam-
ilies of curves extending the polar coordinate system in the third dimension using
straight lines.
and x3(r0 ,0 ) (t) = (r0 , 0 , t). Figure 1.12 shows the radial and angular coordinates in
the plane and the vertical axis. Note that there are equivalent coordinate systems
Fig. 1.12. Cylindrical coordinates: polar coordinates in the plane and vertical axis.
16 1 Introduction
r0 ,x0 (t) = (x0 , t cos 0 , t sin 0 ), r0 ,x0 (t) = (x0 , r0 cos t, r0 sin t)
The definitions of coordinate system above give us formulae for the correspon-
dence of points from a curvilinear coordinate system to the Cartesian coordinate
system. If a point p R2 has Cartesian coordinates (x, y) and polar coordinates
(r, ) then
p
x = r cos , y = r sin r = x2 + y 2 , = arctan(y/x). (1.4)
The relationship between the Cartesian coordinate system in R3 and the cylin-
drical coordinate system is a direct extension of the polar coordinate system equa-
tions. For spherical coordinates, equations (1.3) give us
= arctan(y/x).
p
Finally, cos = z/ and writing = x2 + y 2 + z 2 we obtain
!
z
= arccos p .
x2 + y 2 + z 2
1.3 Coordinate systems 17
We summarize as follows, see Figure 1.13 for an illustration where the right-angled
triangle has sides of length sin , cos and hypotensude .
p
x = cos sin , = x2 + y 2 + z 2
y
y = sin sin , = arctan
x (1.5)
!
z
z = cos , = arccos p .
x2 + y 2 + z 2
Here are some examples on how to perform the algebra from one coordinate system
to another.
Example 1.3.4. Consider the locus of points C in R2 which satisfies the equation
x2 + y 2 = 2y. We rewrite this locus of points using polar coordinates. We substitute
for x and y to obtain
y
2
1
Fig. 1.14. The circle C
x of radius 1 centered at
(0, 1)
where the last line is obtained by adding and subtracting 2 sin2 and simplifying
with the 2 cos2 term. Therefore, one can write
1
2 = .
4 sin2 1
We conclude this section with coordinate systems in R4 . Obvious choices are the
Cartesian coordinate system given by (x1 , x2 , x3 , x4 ), but one can also take two sets
of polar coordinates (r1 , 1 , r2 , 2 ) or a three dimensional coordinate system, say
spherical, plus an additional Cartesian coordinate (, , , x4 ). Several other options
are possible.
Exercises
D = {(x, y) R2 | x2 + y 2 a}.
One is typically familiar with functions of the form y = f (x) where x I R. The
set I is called the domain of f and the rule f assigns a unique value y for each x I;
this forms the image or range of f . The general definition of a function follows the
same pattern.
Definition 1.4.1. Let A, B be two sets and f is a rule which assigns to every a A,
a unique value b = f (a) B. Then the triplet (A, B, f ) is called a function where A
is the called the domain of the function and B is the image or range of the function.
f : U Rm
U = R2 and f (x, y) = x2 + y 2 .
1
U R3 and g(, , ) = 2 .
4 sin2 1
4
U = R and h(x, y, z, w) = xyzw.
Consider f (x, y) near a point (x0 , y0 ) in its domain. If the following limits exist
f (x, y0 ) f (x0 , y0 ) f (x0 , y) f (x0 , y0 )
lim and lim
xx0 x x0 yy0 y y0
we call those the partial derivatives of f with respect to x and with respect to y
respectively. Those are denoted by
f f (x, y0 ) f (x0 , y0 )
(x0 , y0 ) := lim
x xx0 x x0
and
f f (x0 , y) f (x0 , y0 )
(x0 , y0 ) := lim .
y yy0 y y0
Those can also be rewritten for an arbitrary point (x, y) as:
f f (x + h, y) f (x, y) f f (x, y + h) f (x, y)
(x, y) := lim , (x, y) = lim .
x h0 h y h0 h
The partial derivatives of familiar functions are computed in the same way as deriva-
tives of functions of one variable because the other variable is considered fixed as
a constant. Moreover, all the differentiation rules apply in the same way: addition,
multiplication rule, quotient rule, chain rule.
Example 1.4.7. Let f (x, y) = x2 y cos(xy) + x/(1 + y), then considering y fixed
f 1
= 2x cos(xy) x2 y sin(xy)y +
x 1y
and keeping x fixed
f x
= x2 cos(xy) x2 y sin(xy)x + .
y (1 y)2
For functions of n variables, the recipe is the same. Consider a function f (x1 , . . . , xn )
and a point (x10 , . . . , xn0 ) Rn , then for j = 1, . . . , n the partial derivative is
f f (x10 , . . . , xj , . . . , xn0 ) f (x10 , . . . , xn0 )
(x10 , . . . , xn0 ) = lim
xj xj xj0 xj xj0
if the limit on the right-hand side exists. Similarly, at an arbitrary point (x1 , . . . , xn )
we have
f f (x1 , . . . , xj + h, . . . , xn ) f (x1 , . . . , xn )
(x1 , . . . , xn ) = lim .
xj h0 h
As explained above, the computation of partial derivatives in the case of n variables
follows the same rules as for n = 2.
We now define an object known as the gradient and which is our first example of a
differential operator.
The proof can be obtained as a special case of a more general chain rule which we
present in Chapter 5 and we decide not to burden the presentation with lengthy
calculations at this stage.
Let us look at this formula for the cases of a few variables.
f
= 2x + z 2 |x=x(,,),z=z(,,) = 2 cos sin + 2 cos2
x
f
= 2y |y=y(,,) = 2 sin sin ,
y
f
= 2xz |x=x(,,),z=z(,,) = 22 cos sin cos .
z
and
x y z
= cos sin , = sin sin , = cos .
Putting all those calculations together we obtain
f
= 2 cos2 sin2 + 2 sin2 sin2 + 32 cos sin cos2 .
For p Rn and > 0, a ball B (p) is open. In R, a ball is just an interval of length
centered at p. In R2 with the Euclidean norm, B (p) is a disk of radius centered
at p. In R3 , B (p) is a ball in the common sense of the word. In general, a ball of
radius centered at p is the set of points whose distance to p is less than .
Example 1.4.14. On the real line, let a < b and consider an interval (a, b). We
verify using the definition that this interval is open. For each point p in the interval
(a, b), we must find a ball B (p) of a certain radius > 0 such that B (p) (a, b).
24 1 Introduction
B (p)
The point p is either closer to a, closer to b or in the middle of the interval. Let
be the smallest value of the distances between p and a and p and b. This is written
See Figure 1.16 for an illustration. Let = /2 and choose an arbitrary point x
B (p). By definition of B (p), we must have |x p| < . By choosing to be half the
distance to the nearest boundary point, this makes sure that x (a, b). Therefore,
any point x B (p) is also in (a, b). This means B (p) (a, b). Because p is chosen
arbitrarily in (a, b) this completes the verification that (a, b) is open.
Consider the following subsets of R: (a, b], [a, b) and [a, b]. Those three sets are not
open and this can also be seen using the definition. The problem lies in the inclusion
of at least one boundary point in the set. Consider the first case (a, b]. Suppose p = b,
then any ball B (p) with > 0 contains points x such that b < x < b + . But this
means x 6 (a, b] and so B (p) 6 (a, b] no matter how small > 0 is chosen. Thus,
(a, b] is not open. The same applies automatically to the other cases. In particular,
if a = b then [a, b] consists of one point and so singletons are not open sets. We now
look at examples of sets in R2 and R3 .
a p b a p b a p b
x x x
Fig. 1.16. Three possible cases of location of p in (a, b): midpoint, right and left of midpoint
1.4 Functions and Mappings: including partial derivatives 25
a p=b
x Fig. 1.17. (a, b] with p = b.
B (p)
B (p)
p
x
Fig. 1.18. Balls B (p) from Exam-
ple 1.4.15
An interval [a, b] containing its boundary points is known as a closed interval. The
concept of a closed set is trickier to define than open sets and closed sets. Even on
the real line, closed sets can have bizarre properties which are beyond the scope of
this document. We do not define closed sets formally, but focus our attention to a
special type of sets which is a generalization of the closed interval.
Example 1.4.17. Consider an open set U in R2 and add the boundary to it to form
a set F . The set F is a closed set. For instance, let
This is the diamond shape region shown in Figure 1.19. If we add the boundary, that
is, the lines given by |x| + |y| = 1, the set
is a closed set.
One way to find out if a set is closed is by using the following result.
x + y = 1 x+y =1
U
x
1 1
x y = 1 xy =1
We omit the proof of this theorem as it is also beyond the scope of this text.
Example 1.4.19. Proposition 1.4.18 shows that the complement of the set O in Ex-
ample 1.4.15 defined by
Oc = {(x, y) R2 | x y}
is closed. In this case, the portion with no boundary is not a problem; infinity acts
as a boundary to this set.
Exercises
f f
and
in Example 1.4.12 using the formula of Proposition 1.4.10. Write explicitly the
composition of f with the functions of , and and compute the partial
derivatives with respect to , and using the regular chain rule for functions
of one variable. If you do not obtain the same thing with the two methods, verify
your calculations.
(4) Determine whether the sets below are open, closed or neither.
(a) A = {(x, y) R2 | x2 + y 2 1, y > 0}
(b) B = {(x, y) R2 | 1 x 2, 3 y 4}
(c) C = {(x, y) R2 | x y 6= 0}
(d) D = {(r, ) R2 | r > 1, 0 }
(e) E = {(r, ) R2 | 1 r < 2}
(5) The union of two open sets is an open set. Give an explanation (or a proof if
you can) of why this is true.
(6) The intersection of two closed sets is a closed set. Give an explanation (or a
proof if you can) of why this is true.
In this section, we begin the study of curves defined using so-called parametric
representations. A curve C in Rn is a geometric object which can be described
by a unique number; its parameter. Let t R, a curve C in Rn has parametric
representation given by
x1 (t), . . . , xn (t)
Remark 1.5.1. Note that for a given curve C, the choice of parametric representa-
tion is not unique. Therefore, one has to distinguish between the geometric object C
and the possible representations that can describe C.
The graphical representation of the real-line comes with an orientation; the arrow
points to the right and this determines the direction of increasing real numbers. The
choice of pointing to the right is arbitrary and is the convention adopted, possibly
unanimously, and is called the positive orientation of the real-line. If the arrow points
to the left, so that positive numbers increase in that direction, we talk about negative
orientation. An orientation of a curve C is the orientation given by a consistent
direction given by an arrow along the length of C.
28 1 Introduction
For a curve C with parametric representation r(t) with t [a, b], the orientation
of C is given by the direction of travel along the curve C given as t increases from a
to b.
y
(t, t2 )
Example 1.5.2. Let y = f (x) where f : [a, b] R is a function. The graph of f (x)
is a curve C in R2 . The parametric representation is given by
because substituting x(t) and y(t) in the equation is an identity for all t [0, 2).
If the equation of the circle is given in polar coordinates r = r0 , then parametric
equations are
r(t) = r0 , (t) = t, t [0, 2).
Example 1.5.4. Consider the curve C given by x(t) = 2t2 , y(t) = t6 . Then,
1
x(t)3 = t6 = y(t)
8
and so C is given by x3 = 8y.
Although this approach is useful sometimes for graphing, our main emphasis in this
textbook is on parametric representations and its properties. Let us look at some
commonly presented example in R3 .
Example 1.5.5. Consider the curve C given by x(t) = cos t, y(t) = sin t and z(t) = t
for t [0, 4]. We see that in the xy-plane, this is just a circle and in the z-direction,
we have linear growth. The curve C is called a helix and is illustrated in Figure 1.21.
x(t) = 4 cos t + cos t cos(3t), y(t) = 4 sin t + sin t cos(3t), z(t) = 2 sin(3t)
We see from Figure 1.22 (left) that we obtain a closed curve. Compare with the curve
C2 obtained by changing 3t to 2t (Figure 1.22 right),
x(t) = 4 cos t + cos t cos( 2t), y(t) = 4 sin t + sin t cos( 2t), z(t) = 2 sin( 2t).
This curve lies on a surface which has the shape of a donut or bagel (depending on
your taste!), known as a torus. In fact, the curve C1 also lies on the same torus.
Fig. 1.22. Left: closed curve lying on a torus, Right: non-closed curve lying on a torus.
We see that the projections to the x1 , x2 and x3 , x4 planes are just circles with periods
respectively of 2 and 2/ 2. This kind of parametric curve describes the motion
of a double pendulum subject to a small displacement. See Figure 1.23 obtained for
t [0, 100].
One can think of parametric curves as describing the motion of a point particle
in space. This leads to a subtle aspect of parametric curves with respect to their
intersections as the following example shows.
1.5 Parametric representation of curves 31
Example 1.5.8. Two particles A and B travel in the paths given by xA (t) = t,
yA (t) = t3 and xB (t) = cos t, yB (t) = sin t. Do the particles collide? The paths
traced by these parametric curves intersect in two points as seen from the figure.
However, in order to have the particles collide, one would need the intersections
to occur for the same value t0 . It is not the case in this particular example. To check
this, one would need to find a value t0 such that t0 = cos t0 . By drawing the graphs of
t and cos t, we see that there are two such solutions. For each (approximate) solution,
compute t30 sin t0 and verify that this is not zero.
1.5.1 Conics
We now look more closely at the planar curves known as conics. Those are obtained
geometrically by taking various cross-sections of a cone and have the following defi-
nitions in their simplest forms. Those are for a, b R:
y
1
x
2
Fig. 1.25. Ellipse with a = 2 and
b = 1.
(1) Ellipse:
x2 y2
2
+ 2 =1
a b
32 1 Introduction
x2 y2 y2 x2
= 1 or = 1.
a2 b2 a2 b2
y
y=x
x
1 1
Fig. 1.26. Left-Right hyperbola with
a = b = 1. The dashed lines are the
y = x asymptotes of the hyperbola.
(3) Parabola:
4ay = x2 or 4ax = y 2 .
For the ellipse, the largest of a and b represents the major axis and the other one, the
minor axis. The ellipse in Figure 1.25 has major axis a = 2 and minor axis b = 1. In
the case of the hyperbola, a is the distance between the origin and the vertices which
are the nearest points of the hyperbola to the centre. For |x| large, the hyperbola
approaches the asymptotes of slope b/a. The parabola 4ay = x2 opens up or down
depending on whether a > 0 or a < 0. The case 4ax = y 2 opens either left or right.
We now describe the conics using parametric representations. The first way one can
do this is by solving for y as a function of x. In the case of the ellipse, we have two
functions r
x2
y = f (x) := b 1 2
a
1.5 Parametric representation of curves 33
Indeed,
x(t)2 y(t)2 a2 cos2 t b2 sin2 t
+ = + = 1.
a2 b2 a2 b2
For the hyperbola, the y = f (x) parametrization is done as above. Recall the hyper-
bolic functions
et + et et et
cosh t = and sinh t = .
2 2
Another parametrization of the hyperbola is given by
Exercises
(1) Use a computer software to draw the curves given by the following parametric
representations.
(a) x(t) = t2 , y(t) = cos t; t [0, 2]
(b) x(t) = t cos t, y(t) = t sin t; t [0, ]
(c) x(t) = t2 , y(t) = t3 ; t [2, 2]
(2) Find the intersections of the curves in Exercise 1. (A difficult exercise!)
(3) Verify the statement of Example 1.5.8 by using the approach suggested.
(4) Transform the following equations of conics into their standard form and draw
a rough sketch of the conic.
(a) 2x2 + 5y 2 = 3
(b) 4y 2 x2 = 3
(5) Find the intersection points of the two conics given.
(a) 4x2 + y 2 = 1 and x2 + 4y 2 = 1.
(b) x2 3y 2 = 1 and 3x2 + 5y 2 = 1.
(c) 3y 2 x2 = 1 and y = 4x2 .
2
(d) 9x2 3y 2 = 3 and y 2 x32 = 1.
34 1 Introduction
1.6 Quadrics
The Quadrics are a family of surfaces in R3 which contain some well-known examples
such as the cone and the ellipsoid. The general equation of a quadric is given by:
which covers the case of quadrics anywhere in space and in any orientation. We
focus on the special cases where the quadrics are centered at the origin and have an
orientation given by the z-axis. We list the quadrics in their simplest form below.
They are the ones that are used in the remainder of the book. Let a, b, c R:
(i) Ellipsoid:
x2 y2 z2
2
+ 2 + 2 = 1.
a b c
x2 y2 z2
+ = 1.
a2 b2 c2
(iii) Hyperboloid of two sheet:
x2 y2 z2
2
2 + 2 = 1.
a b c
(iv) Elliptic paraboloid:
x2 y2
+ z = 0.
a2 b2
(v) Hyperbolic paraboloid:
x2 y2
2
2 z = 0.
a b
(vi) Cone:
z2 x2 y2
2
= 2 + 2.
c a b
Note that all the quadrics are aligned along the z axis in the notation above. However,
those quadrics can also be aligned along the x and y axes and the equations are the
same up to a permutation of the x, y and z. In the case of the elliptic paraboloid,
one obtains
y2 z2 x2 z2
2
+ 2 x = 0 and 2
2 y = 0.
a b a b
The geometry of the quadrics can be understood by taking intersections with
planes. We define horizontal planes by setting z = K3 , vertical planes parallel to the
xz-plane setting y = K2 and vertical planes parallel to yz-plane by setting x = K1
for some K1 , K2 , K3 R acting as a parameter which we can vary. The intersection
of conics and coordinate planes are called traces. The following examples illustrate
the traces of some conics.
x2 y2
+ + z 2 = 1.
9 4
Consider the traces given by z = K3 , we obtain
x2 y2
+ = 1 K32
9 4
which is the equation of an ellipse as long as 1 K32 0. Thus, the ellipses are
getting smaller as |z| increases from zero.
36 1 Introduction
Fig. 1.31. A hyperbolic paraboloid with its traces: a hyperbola for the horizontal trace and two
parabolae, one for each vertical trace.
y2
Example 1.6.3. We find the intersection of the cone z 2 = x2 + and the ellipsoid
3
2 2 2 2
x + 2y + 3z = 1. Isolating z from both equations, we then have
y2 1
x2 + = (1 x2 2y 2 )
3 3
which simplifies to
x2 y2
4x2 + 3y 2 = 1 2
+ 2 = 1;
1
2 1
3
an ellipse with minor axis a = 1/2 and major axis b = 1/ 3.
Quadrics can be expressed in the form of one or two functions of several variables
z = f (x, y). The elliptic and hyperbolic paraboloid are written, respectively,
x2 y2 x2 y2
z= + and z = .
a2 b2 a2 b2
The remaining quadrics are obtained using square roots of z and so are expressed
using two functions. For instance, the hyperboloid of two sheets is given by
r
x2 y2
z = c 1 + 2 + 2 .
a b
Note that it is sometimes more convenient to isolate either x or y, rather than z.
Example 1.6.4. The surface obtained by rotating the line x = 2y about the x-axis is
a cone. The equation of this cone is obtained as follows. For a fixed x 6= 0 value, the
trace is a circle of radius x/2 which projects to the yz-plane. The equation of this
circle is x 2
= y2 + z2
2
which we rewrite as
s
2 y2 z2 y2 z2
x = 2
+ 2
or x = 2
+ .
(1/2) (1/2) (1/2) (1/2)2
Figure 1.32 shows the cone along with the line x = 2y.
1.6.1 Cylinders
The concept of cylinder is a familiar one. One can describe it as a surface with
constant horizontal trace given by a circle of fixed radius. The equation in this case
is
x2 + y 2 = r 2
where r > 0 is the radius of the cylinder. This definition can be generalized to any
curve in the plane. Let C be a curve in the xy-plane, then a cylinder over C is the
surface with constant horizontal trace given by C.
38 1 Introduction
Fig. 1.32. Cone obtained from revolving the line x = 2y around the x axis.
The intersection of cylinders and quadrics also occurs frequently in applications and
define curves which are often better understood using parametric representations.
Example 1.6.5. We find the intersection curve of the parabolic cylinder y = x2 and
the top half of the ellipsoid x2 + 3y 2 + 3z 2 = 9 and describe it using its parametric
equations.
The top half of the ellipsoid is obtained for z 0. To obtain the intersection
curve, we substitute y = x2 into the equation of the ellipsoid:
y + 3y 2 + 3z 2 = 9.
By completing the square for y, we obtain that this equation has the form
2
1 1
y+ + z2 = 3 + .
6 36
1
This equation describes a circle of radius 3+ 36 with centre at (y, z) = ( 61 , 0). We
can solve for z and keep only the + solution because we are interested in the top half
1.6 Quadrics 39
3
Fig. 1.33. Cylinder defined by the parametric curve y(t) = t, z(t) = et in the yz-plane.
of the ellipsoid: s 2
109 1
z= y+ . (1.6)
36 6
But, the expression under the square root needs to be positive, so 109 1 2
36 (y + 6 ) 0.
We can now describe the intersection curve in parametric form. Let x(t) = t, and
since y = x2 then y(t) = t2 . Equation (1.6) completes the description. We have
s 2
109 1
x(t) = t, y(t) = t2 , z(t) = t2 +
36 6
Fig. 1.34. Ellipsoid and cylinder of Example 1.6.5 with its intersection curve.
40 1 Introduction
109 1 2
with domain of t obtained by isolating t in 36 t2 + 6 0. This yields
sr sr
109 1 109 1
t .
36 6 36 6
Exercises
(1) Write the following quadrics in their standard form and identify the quadric
(note that the x, y, z might be permuted with respect to the equations given at
the beginning of the section).
(a) 2x2 y 2 + z 2 = 3
(b) x y 2 2z 2 = 0
(c) 2z 2 x2 + 4y 2 = 0
x2
(d) 2 y 2 + 3z 2 = 2
2
(e) x2 4y 2 5z 2 = 2
(2) Find the equations of the traces of the quadrics of Exercise 1.
(3) Consider the quadric Q with traces given by two families of hyperbolae and one
family of circles defined for all values of the constant K. Which quadric is Q?
(4) Consider the quadric Q with traces given by two families of parabolae and one
family of circles. Which quadric is Q?
(5) Find the curve of intersection of the cone z 2 = 2x2 + y 2 with the hyperboloid
of two sheets
y2
4x2 + z 2 = 1.
3
What is this curve?
(6) Find the curve of intersection of the paraboloid 3x2 + y 2 + z 2 = 1 and the
hyperboloid of one sheet x2 + 3y 2 z 2 = 1. What is this curve?
(7) Find the curve of intersection of the elliptic paraboloid z = 3x2 + 2y 2 and the
hyperbolic paraboloid z = x2 y 2 . What is this curve?
(8) Consider the cylinders given by x = y 2 and y 2 + z 2 = 4. Find the intersection
curve of those surfaces and write the result in parametric form.
(9) Consider the cylinder given by the curve x(t) = t3 , y(t) = t2 and the cone
z 2 = x2 + y 2 . Write the intersection curve in parametric form.
2 Calculus of Vector Functions
The previous chapter showed how a curve C can be expressed in terms of a para-
metric representation
x1 (t), . . . , xn (t)
with t [a, b]. A convenient way to write parametric representations is using vector
functions r : R Rn of the form
In this section, we show how to apply calculus techniques to curves, and this is done
more conveniently by using vector functions rather than parametric representations.
Consider a curve C with parametrization r(t). Examples from the previous section
show that many of the curves defined are quite smooth in the sense that there
are no sharp corners. In fact, they are also continuous in the sense that there is no
jump in the tracing of the curve as one follows it. The concepts of continuity and
smoothness (i.e. derivatives) for function f : [a, b] R are one of the main topics
in an introductory course on Calculus. We show in this section how these concepts
extend to curves, but with some warnings!
To discuss limits of vector functions, consider first the case of r(t) = (t, f (t)) with
t [a, b]. Those correspond to functions y = f (x) with x [a, b]. Recall that f has
a limit L R at some x0 [a, b] if
For convenience of the reader, recall that the exact definition of (2.1) is that
The vector function r(t) = (t, f (t)) describes the same curve as y = f (x). Consider
x(t) = t and y(t) = f (t) separately. Then, the limits as t t0 exist in both cases:
The definition of limit for general vector functions r(t) follows the same ap-
proach.
lim xj (t) = Lj R
tt0
Example 2.1.2. This example is similar to a function y = f (x) with a jump discon-
tinuity. Let
1, t [1, 0)
y(t) =
1, t [0, 1]
then the vector function
has two separate pieces depending on whether t [1, 0) or t [0, 1], see Figure 2.1.
With the above definition of limit, we can now discuss the concept of continuity.
lim r(t) = r0 .
tt0
2.1 Derivatives and Integrals 43
r(t) r(t0 )
lim
tt0 t t0
exists. The limit is denoted by r0 (t0 ) and called the derivative of r(t).
Proof. The proof can be done as a single calculation as follows. Let t0 (a, b) and
we write
r(t) r(t0 ) (x1 (t) x1 (t0 ), . . . , xn (t) xn (t0 ))
lim = lim
tt0 t t0 tt0 t t0
x1 (t) x1 (t0 ) xn (t) xn (t0 )
= lim ,...,
tt0 t t0 t t0
So, if the left-hand side limit exists, then the right-hand side limit in the last row
must exist for each component. Similarly, if the right-hand side limit exists for each
component, then the left-hand side limit exists.
44 2 Calculus of Vector Functions
From Proposition 2.1.5, we see that the derivative of vector functions depends com-
pletely on each coordinate function and it is known from an introductory calculus
course how to compute derivatives of functions xj : [a, b] R.
We know that r(t) = (t, |t|) is not differentiable at t = 0 and this is a consequence
of the corner of the function |t| at t = 0. However, vector functions are different from
functions y = f (x) because the curve C defined by a vector function can have all its
coordinates differentiable, but still have a corner as the next example shows.
Then, x(t) = t2 and y(t) = t3 are differentiable, but Figure 2.2 shows clearly a
corner at t = 0. We see that x(t)3 = t6 = y(t)2 so C corresponds to the curve given
by y 2 = x3 and called a cusp curve.
Example 2.1.7. Consider r(t) = (t, t2 , et ) with t [1, 1], Figure 2.3 shows the
curve C corresponding to this vector function. The fact that there are no corners at
any point shows a greater degree of smoothness than the previous example.
Therefore, the concept of derivative and the smoothness of the curve C corresponding
to the vector function are not equivalent. We now discuss the question of smoothness
of the curve associated with a differentiable vector function r(t). We define smooth-
ness here and show in the following section that smoothness at a point p of a curve
C corresponds to the existence of a line tangent to C at p.
2.1 Derivatives and Integrals 45
Clearly, the cusp curve is not smooth at t = 0. This next example has a non-obvious
corner point.
Example 2.1.9. Consider the curve r(t) = (t2 , t2 ) with t [1, 1]. This curve starts
at (1, 1) for t = 1 and evolves down the diagonal to (0, 0) and returns on itself
until it reaches (1, 1) at t = 1. In order to return on its path, the curve must stop at
t = 0 and indeed, r0 (0) = (0, 0). Therefore, this is not a smooth curve.
y
r(t4 ) r(t3 )
r(t)
r(b)
C
r(t2 )
a t1 t2 t x
t3 t4 b
r(a)
r(t1 )
Fig. 2.4. A piecewise smooth curve with five pieces and non-smooth points at t1 , t2 , t3 , t4 .
examples presented in this book are at least piecewise smooth. Figure 2.4 sketches
a piecewise smooth curve.
A piecewise smooth curve C must often be given by distinct vector functions as
the next example shows. But it is not always the case as Example 2.1.9 shows.
y
1
x
2
Fig. 2.5. Curve C of Example 2.1.10
Example 2.1.10. Consider the curve C which is the triangle with vertices at (0, 0),
(2, 0) and (0, 1). We obtain a vector function for C (with a consistent orientation)
by writing a parametrization of each side of the triangle.
(t, 0) t [0, 1]
r(t) = (2 2t, t) t [0, 1]
(0, 1 t) t [0, 1].
Definition 2.1.12. Let r(t) be the vector function describing the motion of a particle
p. The velocity vector of p is r0 (t) and the speed is given by ||r0 (t)||.
2.1 Derivatives and Integrals 47
The acceleration is the rate of change of velocity and so we have the definition.
Definition 2.1.13. Let r(t) be the parametrization describing the motion of a particle
m. The acceleration vector of m is r00 (t).
Example 2.1.14. Suppose that an objects position is given by r(t) = (t, t, t(2 t))
with t [0, 2]. The velocity vector is r0 (t) = (1, 1, 2 2t) and the speed ||r0 (t)|| =
p
12 + 12 + (2 2t)2 = 6 8t + 4t2 . The acceleration vector is r00 (t) = (0, 0, 2).
We can also use integration of vector functions to solve the inverse problem.
Example 2.1.15. Suppose that an object has acceleration vector a(t) = (1, t, t2 ) and
has initial position vector (0, 0, 0) and initial velocity vector (1, 0, 0). Integrating the
acceleration vector gives the velocity vector:
0 2
t + c1 , 21 t2 + c2 , 13 t3 + c3
r (t) = a(t) dt = 1 dt, t dt, t dt =
t, 12 t2 , 13 t3 + (c1 , c2 , c3 ).
=
t2 t3
r0 (t) = t + 1, , .
2 3
Newtons second law relates the force vector F acting on an object with the accel-
eration vector a in this famous formula:
F = ma
Example 2.1.16. Consider a ball with mass m thrown from the ground at an angle
and with initial velocity v = v0 . If the only external force acting on the ball is the
gravitational force Fg with acceleration g = 9.8m/s2 in the (0, 0, 1) direction, we
find the position r(t) of the ball and the angle that maximizes the horizontal distance
traveled.
We assume that at time t = 0, the ball is at the origin r(0) = (0, 0, 0) and we
suppose that the motion of the ball happens completely inside the yz-plane. Then,
48 2 Calculus of Vector Functions
r0 (0)
v0 sin
y Fig. 2.6. Projections on the y and
v0 cos z axis of the initial velocity r0 (0)
the initial velocity vector is given by r0 (0) = (0, v0 cos , v0 sin ). Because the gravi-
tational force is the only one acting on the ball, from Newtons second law, we obtain
the acceleration
9.8
a(t) = (0, 0, 1).
m
Integrating the acceleration, we obtain the velocity vector
r0 (t) = (9.8/m)(c1 , c2 , t + c3 )
and the values of the constants are computed using the initial velocity: r0 (0) =
(0, v0 cos , v0 sin ) = (9.8/m)(c1 , c2 , c3 ). Therefore,
0 9.8 t
r (t) = 0, v0 cos , + v0 sin .
m
9.8 t2
r(t) = d1 , tv0 cos + d2 , + tv0 sin + d3 .
2m
4.9 t2
r(t) = 0, tv0 cos , + tv0 sin .
m
The ball lands at time t for which z(t ) = 0 and solving for t we obtain t =
mv0 sin /4.9. Thus, the distance traveled by the ball is given by d() := y(t ) =
mv02 cos sin /4.9. Using elementary calculus, d() has a maximum value for =
/4.
Exercises
(1) For the vector functions below, determine if they are differentiable and/or
smooth on their interval of definition.
(a) r(t) = (t2 2t, sin(2t)) t [0, 1]
2
(b) r(t) = (3t2 , cos t, e1/t ), t [1, 1]
(c) r(t) = ((t )2 , cos t, 2 sin(t/2)), t [2, 2]
2.2 Best Linear Approximation and Tangent Lines 49
Definition 2.2.1. Consider a function f (x) and a linear function L(x) = a + bx. We
say that L(x) is the best linear approximation of f (x) at x = x0 if
f (x) L(x)
lim = 0.
xx0 x x0
The best linear approximation limit means that the difference f (x)L(x) approaches
zero near x = x0 at a much faster rate than 1/(xx0 ) approaches infinity near x = x0
so that the product tends to zero.
We look at the case of functions of one variable as a reminder. Let f (x) be a
function which is at least twice differentiable. We do a Taylor expansion of f (x) at
x = x0 to first order,
where the symbol o(|x x0 |) is a short-hand expression for terms of higher degrees,
it is called little o and its exact definition is:
o(|x x0 |)
lim = 0.
xx0 |x x0 |
The right-hand side expression of (2.2) provides an approximation of f (x) for x close
to x0 . Consider the linear function L(x) = f (x0 ) + f 0 (x0 )(x x0 ), then we have
f (x) L(x) o(|x x0 |)
lim = lim = 0.
xx0 x x0 xx0 x x0
50 2 Calculus of Vector Functions
Proof. This is an if and only if statement that can be proved in one calculation. We
write L(x) = a + bx = (a + bx0 ) + b(x x0 ). Begin with the limit:
f (x) L(x)
lim
xx0 x x0
Definition 2.2.3. The tangent line to the curve given by y = f (x) at (x0 , f (x0 )) is
given by the best linear approximation L(x) of f (x) at x0 .
Note that in this case, the tangent line is always given by a function y = mx + b.
This is not the case anymore for general vector functions as we show below.
A vector function q : R Rn defined by
q(t) = a + bt
where a = (a1 , . . . , an ) and b = (b1 , . . . , bn ) is called an affine vector function. If
Proof. The argument is similar to the proof of Theorem 2.2.2 done on each compo-
nent of r(t) and q(t) separately.
Therefore, if the curve C is smooth at p = r(t0 ), the best linear approximation is
nonconstant and so we have the following definition.
Definition 2.2.6. The tangent line at a smooth point p C is given by the best
linear approximation q(t).
and let t = 0. Then, the best linear approximation is q(t) = (1, t) for t R. It is a
vertical line in the plane and so we cant write it as y = mx + b.
Let C be the curve defined by the vector function r(t) = (x(t), y(t)) for t [a, b]
and differentiable for t (a, b). Let t0 (a, b), ` be a tangent line at the point r(t0 )
and let (p, q) `. See Figure 2.7. Then,
is the vector joining r(t0 ) to (p, q) and vp,q is a nonzero vector. Because r(t) is
differentiable at t = t0 , then vp,q = sr0 (t0 ) for some s 6= 0 and this means r0 (t0 ) 6=
0. This corresponds to what is seen in Example 2.1.6, corners can appear only if
r0 (t0 ) = 0.
The construction seen in Figure 2.7 gives us a method to obtain the formula
for the tangent line at points where a curve C is smooth. This is illustrated in the
following example.
52 2 Calculus of Vector Functions
r(b)
`
y
r0 (t0 )
r(t)
r(t0 )
v
t x
a t0 b C
r(a) vp,q
(p, q)
Fig. 2.7. A curve C given by r(t) with its tangent vector r0 (t0 ) at r(t0 ), tangent line ` and a
vector vp,q ` joining the point (p, q) ` to r(t0 ).
Example 2.2.8. Consider the curve C given by the smooth parametrization r(t) =
(t2 , 1 t) for t [0, 1]. The tangent line at t = 12 is obtained by first obtaining the
tangent vector r0 (t) = (2t, 1) and evaluating at t = 21 : r0 ( 21 ) = (1, 1). Using the
base point r( 12 ) = ( 41 , 21 ) and the tangent vector, the equation of the tangent line at
r( 12 ) is
1 1 1 1
`(s) = , + s (1, 1) = + s, s .
4 2 4 2
where s is the variable parameterizing the tangent line.
The general method to compute a tangent line is similar to the one exposed in
Example 2.2.8. Let r(t) be the smooth parametrization of a curve C and we want
to compute the tangent line at t = t0 .
(2) Compute the tangent vector: r0 (t) = (2 sin(2t), et cos t + et sin t, 4t)
(3) Write the formula:
`(s) = r(t) + sr0 (t).
We obtain
Exercises
(1) Determine the general equation of the tangent line for each vector function.
Then, evaluate at the given t0 value.
(a) r(t) = (t2 2t, sin(2t), t), t0 =
(b) r(t) = (4t3 , t2 , et ), t0 = 0
(c) r(t) = (3tet , t2/3 , t2 ), t0 = 1
(d) r(t) = (et , tet , t2 et ), t0 = 0
with t [0, 2r0 ) and here again we have ||(x0 (t), y 0 (t))|| = 1. This parametrization
is similar to the one from Example 1.5.3, but the domain has been dilated by a factor
r0 with the division of t by r0 in cos and sin.
These are examples of reparametrization of a curve.
Remark 2.3.1. Note that for both examples, the curve has a parametric represen-
tation which travels along the curve at speed 1 and the length of the curve (known
from elementary geometry) is the same as the length of the domain interval.
54 2 Calculus of Vector Functions
In this section, we present an argument showing that for any curve C there exists a
parametric representation given by a vector function r(t) such that ||r0 (t)|| = 1. We
single out such parametric representations in the following definition.
Definition 2.3.2. Let C be a curve with parametrization r(t) with t [a, b]. A
reparametrization of C is an invertible differentiable function : [c, d] [a, b],
t = (s), from which we define a parametrization
r(s) = r((s))
In the circle example, the reparametrization from Example 1.5.3 to the one above is
given by (s) = s/r0 .
Example 2.3.3. Let C be a curve with parametrization r(t) = (et , e2t , e3t ) with t
[0, 3] and consider the reparametrization t = (s) = ln(s). Then,
with s [1, e3 ].
||r0 (s)|| = 1
for all s.
Example 2.3.5. Let C be a curve with parametrization r(t) = (t2 /2, t3 /3) with t
[0, 1]. Then ||r0 (t)|| = t2 + t4 = t 1 + t2 . We now find a reparametrization t =
(s) such that r(s) = r((s)) and ||r0 (s)|| = 1. Begin by computing
d d
||r0 (s)|| = r0 ((s)) = ||r0 ((s))|| .
ds ds
It is reasonable to assume that the parametrization does not change the orientation,
so we have d/ds > 0. Since t = (s), we can write
dt 1 1
= 0 = . (2.3)
ds ||r (t)|| t 1 + t2
and using the method of separation of variables this becomes
t t p
ds = 1 + 2 d.
0 0
2.3 Reparametrizations and arc-length parameter 55
The integral on the right can be computed with the substitution rule (u = 1 + 2 )
and we obtain
1
s(t) s(0) = ((1 + t2 )3/2 1).
3
The value of s(0) is not fixed and so we assume s(0) = 31 , therefore
1
s(t) = (1 + t2 )3/2 . (2.4)
3
But we can invert this function and obtain
q
t = (s) = (3s)2/3 1. (2.5)
where the range of the parameter s is obtained from (2.4) with t [0, 1]. That is,
1 1 3/2
s , 2 .
3 3
From this example, we can extract an algorithm to find the arc-length parametriza-
tion of a vector function r(t) with domain [a, b].
(i) Compute ||r0 (t)||. If ||r0 (t)|| = 1 then it has already the arc-length parametriza-
tion. If not, go to step (ii).
(ii) Set up the equation
t
s(t) s(a) = ||r0 ( )|| d. (2.6)
a
Compute the integral on the right if possible; s(a) is arbitrary so you can set it
to a convenient value.
(iii) If possible, invert the formula given by (2.6) to obtain
t = (s).
Example 2.3.6. Consider the curve C with parametrization x(t) = t and y(t) = et ,
then a calculation as above leads to a differential equation
dt 1
=
ds 1 + e2t
and so one must compute the integral.
(1 + e2t )1/2 dt
Unfortunately, an antiderivative cannot be found for this case and so the arc-length
parametrization cannot be obtained analytically.
u(s) = F 1 (s)
satisfies the required property. Therefore, there always exists an arc-length parame-
trization.
2.3 Reparametrizations and arc-length parameter 57
Exercises
(1) For the following vector functions, use the transformation t = (s) given to
reparametrize and change the domain accordingly. In each case compute the
reparametrization r(s) with its domain, compute its speed and identify the ones
with arc-length parametrization.
4
(a) r(t) = (t2 , t2 et ), t [0, 2]; t = (s) = s.
(b) r(t) = (cos(8t), sin(8t)), t [0, 4]; t = (s) = s/8.
(c) r(t) = (et , e2t / 2, e3t /3), t [0, ln(10)]; t = (s) = ln(s).
s
(d) r(t) = (a + bt, c dt, g + ht), t = (s) =
t [0, 1]; .
b2 + d2 + h2
(2) Compute s(t) given by equation (2.6) for the following vector functions. Invert
the relationship to t = (s) if possible.
(a) r(t) = (t cos t, t sin t)
(b) r(t) = (et , e2t , e4t )
(c) r(t) = (t2 , cos(t2 ), sin(t2 ))
(d) r(t) = (2et/2 cos t, 2et/2 sin t)
3 Tangent Spaces and 1-forms
We define the concept of tangent space using specific examples: curves, the spaces
Rn and finally two-dimensional surfaces given by z = f (x, y). The tangent space
to a geometric object is an important topic in advanced calculus and differential
geometry. The second part introduces a formal definition of differential and the
construction of the so-called 1-forms.
We begin by discussing how tangent lines lead to tangent space and build more
general tangent spaces for Rn and surfaces.
The previous section shows how to determine the tangent line to a curve C at some
point p C using the derivative of a vector function r(t) defining C. The goal of
this section is to extract the vectors which lie on the tangent lines so that we can
add them together without leaving the tangent line.
Example 3.1.1. Consider the plane curve C given by x(t) = t2 , y(t) = 1 t for
t [0, 1]. We obtain the tangent line equation at t = 1/2 by the formula
where s R is a parameter. The tangent line is not a subspace, if one adds two
elements of `(s), then the result is not in `(s) anymore:
1 1 1 1 1
+ s1 , s1 + + s2 , s2 = + (s1 + s2 ), 1 (s1 + s2 ) .
4 2 4 2 2
However, if we decide to fix the base point (x(1/2), y(1/2)) and only add the
parametrized part and add the base point after, this leaves us on the tangent line:
and so (x(1/2), y(1/2))+(s1 +s2 )(1, 1) is a point of the tangent line. See Figure 3.1
for an illustration.
With this in mind, we can now introduce the concept of tangent space, which is a
crucial aspect of advanced calculus and of differential geometry in general.
Definition 3.1.2. Let C be a smooth space curve (in Rn ). If p C then the tangent
space of C at p, denoted by Tp C, is the set of all vectors tangent to C at the point
p.
3.1 Tangent spaces 59
Tp C lies on top of the tangent line `(s), but it is a different geometric object, it is
made up of vectors.
Apart from the fact that tangent spaces are vector spaces, another advantage is
that they dont depend on the vector function used to parametrize C.
Example 3.1.3. Let C be the circle of radius a and p = (0, 1). The vector functions
and
r02 (0) = (1, 0).
So, r01 (/2) = ar02 (0) and they span the same tangent space as shown in Figure 3.2.
We extend the concept of tangent space to any dimension. The following example
illustrates the situation.
(x01 (t), y10 (t)) = (1, 0) = e1 and (x02 (t), y20 (t)) = (0, 1) = e2
60 3 Tangent Spaces and 1-forms
r02 (0) a
r01 (/2)
x
a
Tq C 1 Tp C1
C1
q p
Example 3.1.5. We return to the plane curve C of Example 3.1.1 given by x(t) =
t2 , y(t) = 1 t for t [0, 1] at t = 1/2 and consider the elements of Tp C with
p = (1/4, 1/2). Those can be written as a linear combination of the tangent vectors
of the coordinate lines. Indeed, v Tp C is written v = r0 (1/2) and
r0 (1/2) = 1e1 (p) + (1)e2 (p).
where p is also an element of C1 C2 and e1 (p) Tp C1 and e2 (p) Tp C2 .
In particular, this example shows that {e1 (p), e2 (p)} can span the tangent vectors of
any curve passing through p. We define basis vectors at a point p in Rn from which
3.1 Tangent spaces 61
y C2
p 1e1 (p)
C1
we can decompose any vector located at p. This leads us to this other important
definition.
The tangent space Tp Rn can be constructed using families of curves passing through
p. As an example, let n = 2 again. We show that any vector v Tp R2 can be
obtained as the tangent vector of a curve passing through p. Let p = (x0 , y0 ) and
v = (v1 , v2 ) Tp R2 . Consider the curve
of unit tangent vectors to the coordinate lines forms a basis. The notation ej (p) is
used to emphasize that the location of the basis vectors is at p.
Proposition 3.1.9. Let r(t) define the smooth curve C and p = r(t0 ) C. Then,
r0 (t0 ) : Tt0 R Tp C. That is, r0 (t0 ) is a mapping taking vectors from Tt0 R to Tp C.
62 3 Tangent Spaces and 1-forms
z
r(t)
r(b)
C
r0 (t0 )v
a t0 b
t y
v
r(a) p = r(t0 )
Fig. 3.5. The derivative r0 (t) is a mapping from Tt R into Tp C. For any v Tt R, one obtains
w = r0 (t)v Tp C.
This result shows that for a vector function r : [a, b] Rn defining a curve C, the
derivative is a function which takes vectors in Tt R and gives a vector in Tp C. This
interpretation of the derivative as a function on tangent spaces is fundamental.
This is shown in Figure 3.5.
The concept of vector field is very important in physics and is at the heart of the
qualitative theory of differential equations pioneered by Henri Poincar in the late
19th century. We now show some examples to illustrate this concept.
Fig. 3.6. Vector fields F (x, y) (top) and G(x, y) (bottom). Note that the size of the arrows is
normalized to a unique size for convenience.
Example 3.1.12. Newtons law of gravitation says that the two bodies are attracted
with a force proportional to the masses of the bodies m and M and inversely propor-
tional to the square of the distance. The magnitude of this force is written
mM G
F (r) =
r2
where G is Newtons gravitational constant. In the case of a large isolated body of
large mass M (e.g. the Earth) and much lighter objects in its neighborhood, it is
customary to place the centre of mass M at the origin. Therefore, all bodies are
attracted radially towards the origin and for a body located at x = (x, y, z), we write
x
F (x) = F (r)
||x||
where r = ||x||2 and the second term is the unit direction vector pointing radially
towards the origin. The function F : R3 R3 defines a vector field.
64 3 Tangent Spaces and 1-forms
Example 3.1.13. Here is an example of a vector field on R: F (x) = x(1 x). In this
case, all arrows lie directly on the line. For zero vectors, one draws a point.
x
0 1
Fig. 3.7. Vector field on R given by F (x) = x(1 x). The size of the arrows is relative.
A vector field can be defined not only over whole spaces, but also subsets of spaces.
For instance, one can define a vector field on a curve C.
Example 3.1.14. To define a vector field on curve, one must use a parametric rep-
resentation of the curve. Consider a circle of radius 1 with parametrization given
by r() = (cos(), sin()) with [, ). An example of a vector field on C is
given by v : [, ) Tp C ' R with v() = 2 2 2 . This vector field is shown in
Figure 3.8.
For curves in space, the question of the existence of a tangent line to the curve is
an important aspect to consider as it gives a best linear approximation to the curve
locally. In particular, tangent lines exist at points in C where the curve is smooth.
Consider now a two-dimensional surface S given by z = f (x, y) and consider the
question of the existence and computation of a tangent plane to a surface. We do
3.1 Tangent spaces 65
Fig. 3.9. Two-dimensional surface S with curves C1 and C2 projecting to coordinate lines in the
xy-plane and intersecting at p = (x0 , y0 , f (x0 , y0 )).
not consider the question of whether a tangent plane exists or not just yet, but focus
on the computation.
passing through p; that is, r1 (0) = p = r2 (0). The projections of C1 and C2 in the
xy plane are Cartesian coordinate lines. Figure 3.9 shows a surface S with the curves
C1 and C2 .
Computing the derivative at t = 0 gives the tangent vectors of both curves at
p. Using the chain rule for partial derivatives we obtain
f f
r01 (0) = 1, 0, (x0 , y0 ) and r02 (0) = 0, 1, (x0 , y0 ) .
x y
These tangent vectors to C1 and C2 are shown in Figure 3.10. This shows that r01 (0)
and r02 (0) are vectors tangent to S at p. We can now state our result.
p = (x0 , y0 , f (x0 , y0 )) S.
Then, Tp S is a vector space of dimension two with basis given by {1 (p), 2 (p)} where
f f
1 (p) = 1, 0, (x0 , y0 ) and 2 (p) = 0, 1, (x0 , y0 ) .
x y
66 3 Tangent Spaces and 1-forms
Fig. 3.10. Two-dimensional surface S with tangent vectors 1 (p) and 2 (p) at p =
(x0 , y0 , f (x0 , y0 )).
The proof is interesting, but technical and is left to the end of the section. We begin
with the simplest example.
We look at an example where the partial derivatives depend on the base point, so
the tangent plane depends on its location.
z = f (x, y) = x2 + y 2
for (x, y) R2 . We determine the equation for the tangent plane at p = (1, 2, 5). We
obtain the tangent vectors to S
f
1 (p) = 1, 0, (1, 2) = (1, 0, 2)
x
3.1 Tangent spaces 67
and
f
2 (p) = 0, 1, (1, 2) = (0, 1, 4)
y
based at p and so
Tp S = {(, , 2 + 4 | , R}
The paraboloid and its tangent plane at p are shown in Figure 3.11
Fig. 3.11. Two-dimensional surface S with tangent vectors 1 (p) and 2 (p) at p.
Proof of Theorem 3.1.16 We begin by showing that all vectors in the vector
subspace span{1 (p), 2 (p)} are tangent to S at p. Choose an arbitrary element
w span{1 (p), 2 (p)}. Let , R and
f f
w := 1 (p) + 2 (p) = , , (x0 , y0 ) + (x0 , y0 )
x y
Exercises
(5) Tp S can also be computed for surfaces given in other coordinate systems. In
the case of cylindrical coordinate system, the basis vectors for Tp S are given
by evaluating along the r and coordinate lines in the xy-plane. Let p =
(r0 , 0 , f (r0 , 0 )) S.
(a) Draw a sample picture for S (as in Figure 3.9) showing the curves C1 and
C2 on S given by r1 (t) = (r0 + t, 0 , f (r0 + t, 0 )) and r2 (t) = (r0 , 0 +
t, f (r0 , 0 + t)).
3.2 Differentials 69
(6) Using the method outlined in the previous problem, compute Tp S for S given
by z = f (r, ) = 1 r2 at (r, , z) = ( 2/2, /4, 1/2). Compare with problem
3(d), are the tangent spaces the same?
(7) Consider the curve C given by r(t) and the point p specified. In each case, answer
the question.
(a) r(t) = (1 + t2 , t 3) and p = r(1) = (2, 2): find the vector v T1 R such
that (10, 5) = r0 (1)v.
(b) r(t) = (t, et , e2t ) and p = r(0) = (0, 1, 1): Is (4, 4, 8) Tp C? Explain why.
(c) r(t) = (t2 , 2t, t3 ) and p = r(1) = (1, 2, 1): show that if v1 = 2 T1 R and
v2 = 3 T1 R, then r0 (1)(v1 + v2 ) = r0 (1)v1 + r0 (1)v2 .
(8) Show Proposition 3.1.8.
3.2 Differentials
In several elementary books about calculus, the concept of the differential of a func-
tion y = f (x) is introduced in a simple fashion, by saying that the differential is
dy = f 0 (x) dx where dx is an independent variable taking real values. The differen-
tial reappears when discussing definite integrals under the integral sign as one takes
the limit of Riemann sums to define the integral. The reason for the appearance of
dx under the integral sign is either not mentioned or the author states that it has
no meaning save to identify the variable to be integrated or it is the x magically
transforming into dx as the limit is taken. Finally, when introducing the substitution
rule, say u = g(x), then dx suddenly has a meaning again since now the dx under
the integral sign must be changed to du using du = g 0 (x) dx. After this, one would
understand a student to be confused about the concept of differential.
Our goal in this section is to put the concept of differential over solid foundations
such that its use in differentiation and integration becomes clear. The differential we
define in this section must at least satisfy the following properties:
(1) dx should take values in R.
(2) If y = f (x), then we must have dy = f 0 (x) dx.
(3) The dx under the sign must have a geometric meaning.
70 3 Tangent Spaces and 1-forms
A
t
0 t0
(3) Let v, w Tt0 R, then using the properties of the scalar product
where A = I 0 (t). Because (dt)t0 is the same at all base points t0 , we write only dt.
Example 3.2.3. The differential and the norm return different information. For in-
stance, let v = (5)e1 , then dt(v) = 5 while ||v|| = 5.
Thus, we use the tangent vector A to the curve I(t) = t to define a function dt
which takes tangent vectors and returns a real number corresponding to the length
and the direction of those vectors. The direction of the vector is lost when using the
norm instead of the differential. This definition may seem cumbersome and clumsy
at the level of R and one should see this as the initial brick to more complicated con-
structions. Its strength is that it generalizes in a natural way to higher dimensional
spaces Rn , to functions, curves and surfaces. The differential of a general function
f (t) is done by thinking of the curve C on R with parametrization given by f (t).
Part (3) of Example (3.2.1) shows that dt is a linear function and this generalized
automatically to differentiable functions.
3.2 Differentials 71
We now can obtain our first important result with our definition of differential.
Using the definition above we now obtain the differential as seen in elementary
calculus classes. Let s = f (t) and v = he1 and recall that dt(v) = h, then
ds(v)
x
v = te1
Fig. 3.12. Geometric representation of the differential as the increment along the y-axis given by
the projection of a tangent vector to the curve with projection t along the x-axis.
However, for s = f (t), formula ds = f 0 (t) dt now has additional meaning since we
know that dt (and so ds) are functions defined on tangent spaces. We can add and
72 3 Tangent Spaces and 1-forms
multiply those functions as with any other function and this is useful in the following
sections. In particular, this justifies the Leibniz notation for the derivative,
ds
= f 0 (t)
dt
where the term on the left is genuinely the division of ds by dt.
dx, dy : Tp R2 R
as follows. The coordinate lines C1 and C2 are given as (x1 (t), y1 (t)) = (t, y0 ) and
(x2 (t), y2 (t)) = (x0 , t), then
and
(dy)(x0 ,y0 ) (u) := (x02 (t), y20 (t)) u = (0, 1) (1 , 2 ) = 2 .
Therefore, the geometric meaning of the differentials dx and dy is that it returns the
projections of u along the x and y directions respectively. This construction extends
automatically to higher dimensional spaces.
dxj (v) = j
for j = 1, . . . , n.
We can now begin our discussion of differentials in the context of functions of several
variables.
and
f f
(dz)p (v) = (x0 , y0 ) + (x0 , y0 ).
x y
But this means
f f
(dz)p (v) = (x0 , y0 )(dx)p (v) + (x0 , y0 )(dy)p (v).
x y
Equivalently, recalling the gradient in Cartesian coordinates, we have
But (3.2) has exactly the form of our previous definitions of differential: a deriva-
tive scalar product with a vector. Because z = f (x, y) and the values of dx and dy
do not depend on the point p explicitly.
f f
(df )(x0 ,y0 ) := (x0 , y0 )dx + (x0 , y0 )dy. (3.3)
x y
In particular, (df )(x0 ,y0 ) can be evaluated at any vector v T(x0 ,y0 ) R2 .
Geometrically, we see that df (v) gives the variation of the function f in the direction
of the vector v. For this reason, it is also called the directional derivative of f . In
particular, because we can express
However, the proof of this case must wait for the general definition of tangent spaces
for n-dimensional surface in Chapter 5, Section 5.4. We now look at two examples.
f f
(df )p (v) = (1, 2)dx(v) + (1, 2)dy(v)
x y
= 5(3) + (8)(4) = 17
where (v1 , v2 ) is a unit vector. Therefore, v2 = 5v1 /8 and ||(v1 , 5v1 /8)|| = 1.
Therefore,
8 5
(v1 , v2 ) = , .
89 89
The unit vectors perpendicular are
5 8
, .
89 89
f (x, y, z, w) = x2 + y 2 + z 2 + w2 .
Then
f f f f
df = dx + dy + dz + dw
x y z w
= 2x dx + 2y dy + 2z dz + 2w dw.
3.2 Differentials 75
y p
r p
x
q
r
q
q
Fig. 3.13. Basis vectors r
and
of Tp R2 and Tq R2 where p = (1, 1) and q =
( 3/2, 1/2). The dashed circles emphasize the tangency of
with the circles through p
and q and the dashed rays the radial directions of r .
Differentials can be defined in any coordinate system. Let (r, ) be polar coordinates
on the plane and let u0 = (r0 , 0 ) R2 . From Section 3.1, Problem (4), Tu0 R2 is
spanned by
d d
(1, 0) = (r0 + t, 0 ) |t=0 and (0, 1) = (r0 , 0 + t) |t=0 .
dt d
Let r1 (t) = ((r0 +t) cos(0 ), (r0 +t) sin(0 )) and r2 (t) = (r0 cos(0 +t), r0 sin(0 +t)).
Consider the vectors
r01 (0) = (cos 0 , sin 0 ) and r02 (0) = (r0 sin 0 , r0 cos 0 )
based at p. See Figure 3.13. We define the following vectors at p = (x, y) =
(r cos , r sin ):
:= (cos , sin ) and := (r sin , r cos ). (3.4)
r p p
which form an orthogonal basis to the tangent space Tp R2 . Note however that it
is not an orthonormal basis since ||/|| = r. Thus, we see that the standard
orthogonal basis of T(r,) R2 is sent via the derivative of the vector functions r1 and
r2 to the basis {/r, /} at Tp R2 . Therefore, a vector v Tp R2 can be written
v = vr + v ;
r
76 3 Tangent Spaces and 1-forms
Hence, letting
v=a +b and w=c +d
r r
then v w := ac + bdr2 or we can also write
1 0
v w = (a, b) (c, d)T . (3.5)
0 r2
y
r p
p
v
p
2
Fig. 3.14. Basis vectors and at p = (1, 1) with tangent vector v = (vr , v ) =
r p p
(1, 1).
f f
dr = dx + dy
x y
x y (3.6)
= p dx + p dy
x2 + y 2 x2 + y 2
3.2 Differentials 77
and
g g
d = dx + dy
x y (3.7)
y x
= 2 2
dx + 2 dy.
x +y x + y2
Proposition 3.2.10. Let v = (vr , v ) Tp R2 . The differentials dr and d at p eval-
uated at v are given by
1 1
(dr)p (v) = dx(1, 1) + dy(1, 1) = 0
2 2
1 1
(d)p (v) = dx(1, 1) + dy(1, 1) = 1.
2 2
Exercises
(1) Using the differential formula (3.3), compute the differential of the functions
listed below.
(a) f (x, y) = x/y. Find the direction of maximal increase of f at (1, 1).
(b) f (x, y) = x2 y y 2 x. Find the direction of no increase of f at (2, 1).
(c) f (x, y, z) = 3 cos(xyz)
78 3 Tangent Spaces and 1-forms
y
r p
p
p
2
v
x
Fig. 3.15. Basis vectors and at p = (1, 1) with tangent vector v = (vx , vy ) =
r p p
(1, 1).
3.3 1-forms
In this section, we introduce a class of objects called 1-forms, which include the
differentials. We begin with a reminder from elementary calculus. The Fundamental
Theorem of Calculus states that for any continuous function f : [a, b] R, one can
find a differentiable function F (x) (the antiderivative) such that F 0 (x) = f (x), or in
the language of differentials
Consider now the problem in two dimensions. Let f (x, y) and g(x, y) be continuous
functions, is it always possible to find F (x, y) such that
dF = f (x, y) dx + g(x, y) dy
which means
F F
= f (x, y) and = g(x, y)? (3.8)
x y
The answer is negative and the cases for which it is possible are studied in more
details in a forthcoming section. Here is a case where (3.8) is not satisfied. Let
F
= x + G0 (y) = x2
y
cannot be satisfied.
Note however that the expression
y dx + x2 dy
on its own has a well-defined mathematical meaning even though it is not the dif-
ferential of any function. In fact, expressions such as
have many uses in physics as we see below. All differentials and expressions such
as (3.9) are examples of mathematical objects called 1-forms.
is a continuous 1-form on U .
(2) If aj is a differentiable functions for j = 1, . . . , n, then
is a differentiable 1-form on U .
1-forms are defined using the differentials dx1 , . . . , dxn ; therefore, they act on vectors
in the tangent space of points p U Rn . That is, for each p U ,
(p) : Tp Rn R
(x, y) = y dx + x2 dy,
We use the notation h i for the vectors on which is applied. This should alleviate
possible confusion when writing down such expressions.
If the tangent vector is in Cartesian coordinates v = (vx , vy ), then one needs to use
the formulae (3.6) and (3.7) to evaluate dr and d.
Proposition 3.3.4. n
p is a vector space (over R).
Proof. One needs to check that the sum of two 1-forms 1 , 2 n is also in n
and for any a R and n , then a n . We leave the details to the reader.
Let U Rn be an open set, we denote by n (U ) the vector space of 1-forms defined
on U .
At a point p, one can approximate a small distance in the direction of motion given
by r(t) by taking a vector v = sr0 (t) Tp Rn for s small and so dxi (v) = x0i (t)s =
x0i (t) dt(s). Therefore, for v Tp Rn , Fi (p) dxi (p)hvi is the product of the force F
in the ith direction times the projection of the distance vector v also in the ith
direction. Hence, work at p is the linear superposition of the work done in every
Cartesian coordinate direction.
Example 3.3.5. Consider the following case. Let F (x, y) = (x, 3) be the force of the
wind and suppose that a cyclist travels along the path from P = (3, 2) to Q = (3, 1)
and then from Q to R = (2, 3). We compute the work done at each point p by the
wind on the cyclist. Suppose that the path P Q is parametrized by r1 (t) = (3, 2 t)
with t [0, 3] and the velocity of the cyclist is given by tangent vectors along P Q
are of the form v = r01 (t) = (0, 1), then
On the path QR, a parametrization is given by r2 (t) = (3 5t, 1 2t) with t [0, 1]
and suppose also that the velocity of the cyclist is given by tangent vectors given by
3.3 1-forms 83
y
P
x
Q
Fig. 3.16. Trajectory taken by cyclist: from P = (3, 2) to Q = (3, 1) and from Q to R =
(2, 3).
In the following section, we show that the total work over a path can be computed by
integrating dW .
Exercises
(1) Evaluate the 1-forms at the point p and on the vector v given.
(a) = 2x dx + (3xy y 2 ) dy, p = (2, 1), v = (1, 1).
(b) = cos(x + y) dx + 3xyz dy + (x2 + z 2 ) dz, p = (0, 0, 1), v = (3, 2, 4).
(c) = x1 x2 dx1 + x1 x3 dx2 + x2 x3 dx3 + x3 x4 dx4 , p = (3, 2, 1, 1), v =
(2, 1, 1, 3).
(d) = ( + r) dr + (r2 ) d, p = (r, ) = (1, ) and v = (vr , v ) = (1, 2).
(e) = 2r2 dr + (r) d, p = (x, y) = (1, 1) and v = (vx , vy ) = (2, 3).
(2) Consider the 1-form = 2xy dx + x2 dy. Find a function F (x, y) such that
dF = . Is this function F the unique function for which dF = ?
(3) Prove that n is a vector space (Proposition 3.3.4).
(4) Compute the work 1-form dW done by the force F (x, y) = (3x, 2xy) at each
point of the path r(t) = (t2 , 1 t) with t [0, 1].
(5) Compute the work 1-form dW done by the gravitational force
mM G x
F (x) =
r2 ||x||
on an object of mass m falling on the earth with the trajectory r(t) = ((1
t) cos(t), (1 t) sin(t), 1 t) with t [0, 1].
4 Line Integrals
We introduce the concept of line integrals starting with the integration of 1-forms.
This leads to the first of the important theorems of Vector Calculus: the Fundamental
Theorem of Line Integrals which is a generalization of the Fundamental Theorem of
Calculus seen in elementary calculus courses. We then extend these results to the
context of vector fields.
When introducing differentials, we mention that expressions such as dt, dx, dy need
to satisfy conditions (1), (2), (3) at the beginning of Section 3.2. The first two are
satisfied with the definition given above and we even generalized to higher dimension.
We now look at condition (3) which has to do with integration. However as the
previous section shows, the concept of 1-forms is more general (at least in dimensions
greater than 1) and so we define what it means to integrate 1-forms.
We can now properly define integration, not of functions, but of 1-forms over space
curves in R. This is done using Riemann sums as in elementary calculus.
v0 v1 vn1
a t1 t2 tn1 b t
Fig. 4.1. Curve C is the interval [a, b] with partition a = t0 < t1 < < tn1 < tn = b and
vectors vj , j = 0, . . . , n 1.
Let C be the positively oriented curve given by the interval [a, b] R, with
parametrization r(t) = t, t [a, b]. Let = f (t) dt be a continuous 1-form defined
over C.
We begin by defining a partition of [a, b]:
vj := tj+1 tj Ttj R, j = 0, 1, . . . , n 1
By noticing that dt(vj ) = tj , (4.1) is just a Riemann sum used to define the integral
as it is shown in elementary calculus. Adding points to the partition so that every
subinterval [tj1 , tj ] is always subdivided, we define
n1
X n1
X b
:= lim (tj )hvj i = lim f (tj ) dt(vj ) = f (t) dt.
C n n a
j=0 j=0
With the formulation given by (4.1), the significance of the dt in the integral is justi-
fied because this is how the base of the rectangles in the Riemann sum is computed.
As the limit is taken, the vj s vanish, but the dt remains. Thus, the integration
of 1-forms is well-defined and blends nicely with previously known integration of
functions from elementary calculus. In particular, the properties of integration of
1-forms are identical.
Proposition 4.1.1. The integral of a 1-form = f (t) dt satisfies the properties be-
low.
Proof. These follow from the same properties for the Riemann integral.
The next example not only shows how to use the substitution rule in the context
of 1-forms, but it also introduces a new operation called the pullback which is
how changes of variables are applied to 1-forms (and 2-forms, 3-forms, etc which are
defined in subsequent chapters).
(t) = 2t cos(t2 ) dt
86 4 Line Integrals
over the positively oriented curve C = [0, ]. We know from elementary calculus that
the integral of can be done using the substitution rule as follows. Let s = t2 , then
ds = 2t dt and the s-variable takes values in [0, 2 ] so,
2
2
= 2t cos(t ) dt = cos s ds.
C 0 0
Thus, we see that the substitution rule gives rise to a new 1-form
(s) = cos(s) ds
In Figure 4.2, we see how the reparametrization of the domain between the s and
t-variables is used to take the 1-form (t) and pulls back a 1-form in the s-domain.
Reparametrization
t= s
0 2 0
r1 (s) = s r2 (t) = t
R R
s [0, 2 ] t [0, ]
P ullback
w(s)
e = cos(s)ds w(t) = 2t cos(t2 )dt
t= s
1
dt =
2 s
ds
Fig. 4.2. Diagram illustrating the relationship between reparametrizations and pullbacks in the
case of Example 4.1.2.
We now show how to integrate the 1-form basis elements over any curve C in Rn .
We use the case n = 3 to illustrate the general case. Let r(t) = (x(t), y(t), z(t)) with
t [a, b] define a curve C and consider a point p = r(t0 ) on C. If v Tp C, we can
write for some s R:
v = (sx0 (t0 ), sy 0 (t0 ), sz 0 (t0 )).
(dx)p (v) = x0 (t0 )dt(s), (dy)p (v) = y 0 (t0 )dt(s), (dz)p (v) = z 0 (t0 )dt(s). (4.2)
Consider the case dx and note that for some small s > 0
x(t0 + h) x(t0 )
x(t0 + s) x(t0 ) = s
s
Therefore, dx(v) approximates the small increment in the x-direction projected from
the tangent vector v Tp C. We now define
dx
C
(2) Let vj = (tj+1 tj )e1 Ttj R, then dt(vj ) = tj+1 tj and r0 (tj )dt(vj ) Tr(tj ) C.
Recall that r0 (tj )dt(vj ) is the best linear approximation of C near r(tj ).
(3) We take the sum of dx evaluated at tangent vectors
The formula in terms of pullback is the one which we use for general 1-forms. We
have the formulae
b
dx := x0 (t) dt = x(b) x(a),
C b
a
We see that those are respectively the variation of C along the x, y and z directions.
Another way of seeing (4.5) is in terms of displacement on C along x, y and z
directions as an object travels on C from r(a) to r(b).
r(a) = (x(a), y(a)) = (1, 0) and r(b) = (x(b), y(b)) = (1, 4).
4.1 Integration of 1 forms 89
1
x
Fig. 4.3. Smooth curve C from Exam-
ple 4.1.5.
and let C be a curve with parametrization r(t) = (g1 (t), . . . , gn (t)). The pullback of
along C is the 1-form on R given by
n
X
(r )(t) = ai (r(t)) gi0 (t) dt.
i=1
dW = x dx + (3) dy.
On the path from P = (3, 2) to Q = (3, 1) given by r1 (t) = (x(t), y(t)) = (3, 2 t),
we compute the pullback of := dW using the three step method outlined below:
(2) Identify the pieces: From the formula for the coefficients are
so on r1 (t) we have
r : n 1 .
That is, it takes a 1-form in Rn and gives a 1-form in R. From the previous section,
we know that 1-forms in R can be integrated in a straightforward way because they
correspond to Riemann integrals.
r(b)
r(t) C r0 (tj )dt(vj )
a t1 t2 t3 tn1 b r(t)
v0 v1 v2 vn1 t
pj = r(tj )
r(a)
A2 a2
A1
a1 pj dy
Therefore, we can think of Rn as the addition of the Riemann sums along each
direction. We define
:= lim Rn
C n
where the limit is taken by adding points to the partition so that every interval
is always subdivided.
(4) Evaluating dx and dy we obtain
n
X
a1 (r(tj ))x0 (tj ) + a2 (r(tj ))y 0 (tj ) dt(vj )
Rn =
j=1
and so
n
X
a1 (r(tj ))x0 (tj ) + a2 (r(tj ))y 0 (tj ) dt(vj )
lim Rn = lim
n n
j=1
b b
= (a1 (r(t))x0 (t) + a2 (r(t))y 0 (t)) dt = r .
a a
92 4 Line Integrals
(5) Therefore,
b
= r .
C a
Using the above geometric construction for n = 2, we now state the general defini-
tion.
Remark 4.1.9. In the context of vector fields (that comes up in an upcoming section),
the expression line integral along C is preferred, but can be used also in the context
of 1-forms.
(2) Identify the pieces: a1 (x, y) = y and a2 (x, y) = 3x. Then on r(t) we have
Therefore,
1
= (3t + 6t2 ) dt.
C 0
This integral is easily computable and we leave the details to the reader.
Proof. (a) We suppose that C is given by r(t) with t [a, b] with C1 obtained by
restricting t [a, c] and C2 by restricting t [c, b]. We can decompose the integral
as follows b c b
= r = r + r .
C a a c
94 4 Line Integrals
b
because the integral r is the integral of a 1-form in R. The two integrals on
a
the right-hand side correspond to
and .
C1 C2
(b) Let C be given by r(t) = (x1 (t), . . . , xn (t)) with t [a, b]. Then C is
given by r(t) = r(a + b t) with t [a, b]. Then, r(a) = r(b), r(b) = r(a) and
r0 (t) = r0 (a + b t). We compute
b X n
!
0
= ai (r(t)) (xi (a + b t)) dt
C a i=1
n
bX
= ai (r(a + b t)) (x0i (a + b t)) dt, set u = a + b t
a i=1
aX n
= ai (r(u))x0i (u) (du)
b i=1
bXn
= ai (r(u))x0i (u) du = .
a i=1 C
Example 4.1.13. Find the total work done in Example 3.3.5 on the path C from
P to R given. Because the path is piecewise smooth, the integral is the sum of the
integral on both smooth pieces C1 and C2 :
3 1
dW = dW + dW = r1 dW + r2 dW
C C1 C2 3
0 1 0
= 3 dt + (25t 9) dt
0 0 1
25 2
= 9+ t 9t
2 0
25 25
= 9+ 9 = .
2 2
Exercises
(1) Set up the integral of = 2xy dx + x2 dy over the curve C given by r(t) =
(1 + t, 3t2 ) with t [0, 1].
(2) Set up the integral of = (z y) dx + x2 dy zy dz over the curve C given by
r(t) = (t, 2t, t) with t [0, 1].
4.2 Arc-length, Metrics and Applications 95
(3) Set up
C
where = exy dx + xey dy over the piecewise smooth curve C consisting of C1
the piece of parabola y = x2 from (0, 0) to (1, 1) , followed by the line segment
C2 from (1, 1) to (2, 0), and finally the line C3 from (2, 0) to (0, 0).
(4) Compute the integral of = y sin(z) dx + z sin(x) dy + x sin(y) dz over the curve
C given by r(t) = (cos(t), sin(t), sin(5t)) with t [0, ].
(5) Set up the integral for the work done by the force F (x, y, z) = (xy 2 , xy +
yz, 3z 3 + y 2 ) over the piecewise smooth path C given by the piece of helix
C1 parametrized by r(t) = (cos(t), sin(t), t) with t [0, ] and C2 the line seg-
ment from (1, 0, ) to (0, 1, 0).
(6) Consider a cyclist of mass 1 on a road up a mountain where the path C is given
by r(t) = ( 2 t cos(2t), 2 t sin(2t), t) with t [0, 2].
(a) Verify that the path verifies the equation of the elliptic paraboloid z =
2 (x2 + y 2 ).
(b) Determine the work needed against gravity (a = (0, 0, 9.8)) to climb up
the path C.
(c) Suppose there is a wind with force F (x, y, z) = (3z 1, 0, 0), compute the
work done by the cyclist against the wind.
(7) Show part (c) of Proposition 4.1.12.
We show how to use the ideas from 1-forms to compute important quantities related
to curves such as arc-length and curvature. We also introduce integration over the
length of a curve and use it to look at computation of mass and centre of mass for
curved shaped objects. Finally, we make the link between 1-forms and vector fields
and between the integration of 1-forms and the Line Integrals of Vector Fields.
4.2.1 Arc-length
Suppose one wants to know the length of a piece of curve on the floor. It can just
be picked up, straightened and measured using a measuring tape. The length of
the rope is independent of its shape on the floor. We exploit this idea to given an
intrinsic definition of arc-length by finding a mathematical way of straightening
a curve C on top of a coordinate axis to obtain the arc-length. As a first step,
the parametrization should not travel along the curve several times. Consider the
following example.
96 4 Line Integrals
Example 4.2.1. Let C be the circle curve given by r(t) = (cos(t), sin(t)) with t
[0, 4]. The section of curve for t [2, 4] is a second winding around the circle.
Thus for t1 [0, 2] and t2 = t1 + 2 this means two different elements in the do-
main, t1 6= t2 , are sent to the same point in R2 : r(t1 ) = r(t2 ). Computing the length
of the circle over the whole domain would give us twice the length. See Figure 4.6.
r(t1 ) = r(t1 + 2)
This example leads us to consider parametrizations that are one-to-one, or also called
injective. We recall the definition in the context of vector functions.
Definition 4.2.2. Let r(t) be a vector function with t [a, b]. Then, r(t) is one-to-
one or injective if for t1 , t2 [a, b],
r(t1 ) = r(t2 ) = t1 = t2 .
Thus, it is not injective. In fact, for t2 = t1 we have r(t1 ) = r(t2 ). Restricting the
domain of r(t) to t [1, 0] or t [0, 1] leads to an injective vector function.
(1) Let
a = s0 < s1 < . . . < sn = b
be a partition of [a, b]
(2) si = si+1 si Tsi R for i = 0, . . . , n 1.
We know that the line segment r0 (si ) ds(si ) is the best linear approximation of C
near r(si ) and
||r0 (si )dt(si )|| = ds(si )
for all i = 0, . . . , n 1 because r0 (si ) = 1 in the arc-length parametrization.
r(b) = r(tn )
r(t)
r(tn1 )
r0 (tj )dt(vj )
a = t0 t1 t2 t3 tn1 tn = b
v0 v1 v2 ... vn1 r(tj ) C
r(t2 )
r(t1 )
r0 (t0 )dt(v0 ))
r(a) = r(t0 )
We see that the arc-length parametrization preserves the length of tangent vectors
from Tsj R to Tr(sj ) C. Now, summing those line segments, we obtain an approxima-
tion of the length of C which is independent of n, the number of elements in the
partition:
n1
X n1
X
||r0 (si )ds(si )|| = ||ds(si )|| = b a (4.6)
i=0 i=0
and in particular
n1
X
lim ||r0 (si )dt(si )|| = b a. (4.7)
n
i=0
But, the approximation C by the line segments r0 (si )dt(si ) improves as ds(si )
becomes smaller. Thus, in (4.7), we let n in such a way that all intervals
si 0 for i = 0, . . . , s 1.
98 4 Line Integrals
Definition 4.2.4. Let C be a curve with parametrization given by the vector function
r(s) with s [a, b] corresponding to arc-length parametrization. Then, the arc-length
of C is given by
b
`(C) := ds = b a.
a
The above calculation shows that using the arc-length parametrization, approxima-
tions to the curve by tangent vectors always add-up naturally to the length of the
domain of the arc-length parametrization. We are in some sense, straightening out
pieces of curve on the tangent vectors.
As mentioned in the previous chapter, finding the arc-length parametrization
is not possible in many cases and so we must obtain a formula from which the
arc-length can be expressed no matter which parametrization is used.
Note that the metric is not a 1-form because it is not linear, but it is built using
1-forms. The notation ds for the metric operator should not be confused with the
differential ds as in the previous section. We see indeed that
v v
u n u n
uX 2
uX 2
ds(v) = t dxi (v) = t vi = ||v||.
i=1 i=1
Note that the norm can be defined in curvilinear coordinate systems. Consider the
differentials dr and d from polar coordinates. We perform the change of coordinates
from dx, dy to dr, d:
So,
and therefore, p
ds = dr2 + r2 d2 .
We see in the next result that the metric is the right concept to produce a general
formula for computing arc-length. We can compute the arc-length of a curve C by
4.2 Arc-length, Metrics and Applications 99
integrating the metric ds. We assume that the curve C is given by an injective
parametrization r(t) with t [a, b].
Proof. Let r(s) with s [a, b], be the arc-length parametrization of C, then `(C) =
b a. The parametrizations r(s) and r(t) are related by t = u(s) where u : [a, b]
[c, d] is differentiable, and we suppose, without loss of generality that u0 (s) > 0. We
know that
1 = ||r0 (s)|| = ||r0 (t)|| |u0 (s)|.
c = t0 < . . . < tn = d
be a partition of [c, d] and consider the vectors r0 (ti )dt(ti ) based at r(ti ) where
ti = ti+1 ti Tti R. Then,
n1
X n1
X
ds(r0 (ti )dt(ti ))
p
= x01 (ti )2 + + x0n (ti )2 dt(ti )
i=0 i=0
n1
X
= 1/|u0 (si )|dt(ti ).
i=0
The following result is immediate from the proof of the above theorem.
Corollary 4.2.6. Let C be a curve. The arc-length is independent of the vector func-
tion used to describe C. That is, if r1 (t) with t [a1 , b1 ] and r2 (t) with t [a2 , b2 ]
are two different parametrizations of C, then
b1 b2
||r01 (t)|| dt = ||r02 (t)|| dt.
a1 a2
100 4 Line Integrals
(2) Note that the integral for computing arc-length is the same as the one we need
to compute the arc-length parametrization.
(3) Reversing the orientation leaves ds invariant because
C
2p
ds = 1 + 4 2 t2 dt
C 1 p 2
1 2 2
1 p
2 2
= t 1 + 4 t + ln(2t + 1 + 4 t )
2 p 2 0
1 2
1 p
2
= 2 1 + 16 + ln(4 + 1 + 16 ) .
2 2
4.2 Arc-length, Metrics and Applications 101
Example 4.2.9. Set up the integral for the arc-length of C given by r(t) = (et , tet , t2 et )
with t [0, 2]. The derivative is r0 (t) = (et , et + tet , 2tet + t2 et ) and so ||r0 (t)|| =
et 2 + 2t + 3t2 + 4t3 + t4 . Then
2 p
ds = et 2 + 2t + 3t2 + 4t3 + t4 dt.
C 0
More Metrics
We begin with some examples of metrics in three-dimensions, the simplest one being
obtained for cylindrical coordinates which is just a direct extension of the polar
coordinate case. We have
p
ds = dr2 + r2 d2 + dz 2 .
Then,
dx = cos sin d sin sin d + cos cos d.
dy = sin sin d + cos sin d + sin cos d
dz = cos d sin d
and a straightforward, but lengthy computation shows
This metric is useful for measuring curves lying on a sphere or following a spherical
trajectory, possibly of non-constant radius.
Example 4.2.10. We set up the integral for the length of the curve C given by the
vector function
r(t) = (t cos t sin t, t sin2 t, t cos t)
with t [0, /2]. We write the curve in spherical coordinates:
p
= t2 cos2 t sin2 t + t2 sin4 t + t2 cos2 t = t,
= t, = t.
Exercises
(1) For the following curves C, determine if the parametrization is injective. If not,
restrict the domain of t to make it injective
(a) Consider the curve C given by r(t) = (a cos(2t), b sin t) with t [ 2 , 2 ].
(b) Consider the curve C given by r(t) = (t2 , sin(4t2 )) with t [1, 1].
(2) Find the length of the curve C given by r(t) = (t2 /2, t3 /3) with t [0, 1].
Compare your answer with the domain obtained in Example 2.3.5.
(3) Find the length of the Cycloid curve C given by r(t) = (r(t sin t), r(1 cos t))
with t [0, 2]. Use a computer software to plot C.
(4) Find the length of the Cardioid curve C given by r(t) =(a(2 cos t cos(2t)), a(2 sin t
sin(2t))) with t [0, 2]. Use a computer software to plot C.
(5) Find the length of the Deltoid curve C given by
h(p)
p C p C
Fig. 4.10. Fences of constant height (left) and variable height (right) over a curve C.
(1) Suppose that a fence of constant height h > 0 is build on top of a curve C. The
intuition, which is correct, is that the area of the fence is given by the length of
the curve C times the height of the fence:
h ds.
C
If the height depends on the location along the fence h = h(p) where p C, by
analogy with the area under a curve seen in elementary calculus, we expect the
area to be given by an expression such as
h(p) ds. (4.8)
C
(2) A very thin wire (of uniform radial cross-section) is made up of a unique material
and is arranged in the shape given by a curve C. It is possible that the material
is unevenly distributed along the wire and so the density of material in some
small s piece of the curve varies along C. This means that for a small portion
of wire near two different points p, q C, the mass in equal neighborhoods near
p and q could be different. The mass near p and q is approximated by (p) ds(v)
and (q) ds(w) where is the mass density (kg/m) (evaluated on C) and ds (m)
is a small distance near the points p and q where v Tp C, w Tq C. Thus, the
mass of the wire should be given by
(p) ds. (4.9)
C
104 4 Line Integrals
We want to make sense of the expressions (4.8) and (4.9). Let r(t) be a parametriza-
tion of a curve C and let f (x) be a function defined on C, where x = (x1 , . . . , xn ).
Let tj := tj+1 tj Ttj R and define
n1
X
Rn := f (r(tj )) ds(r0 (tj ) dt(tj ))
j=0
n1
X p
= f (r(tj )) x01 (tj )2 + + x0n (tj )2 dt(tj )
j=0
We define
f (x) ds := lim Rn
C n
n1
X p
= lim f (r(tj )) x01 (tj )2 + + x0n (tj )2 dt(tj )
n
j=0
b p
= f (r(t)) x01 (t)2 + + x0n (t)2 dt
ab
= f (r(t)) ||r0 (t)|| dt.
a
(1) Write the formula for the integral of f (x, y) = xy over the curve C defined by
r(t) = (t, t3 ) with t [0, 1]. Begin by obtaining the derivative r0 (t) = (1, 3t2 )
and ||r0 (t)|| = 1 + 9t4 . Then,
1 p
f ds = 3t2 1 + 9t4 dt.
C 0
(2) Compute the integral of f (x, y, z) = 2x over the curve C defined by r(t) =
(t, 3 cos t, 3 sin t) with t [0, 2]. We compute directly ||r0 (t)|| = 10 and so
2
2
2t 10 dt = 10t2 = 4 2 10.
f ds =
C 0 0
Example 4.2.12. The formula for the integral of f over C is also valid in other
coordinate systems. Consider the curve given by the vector function
with t [0, /2] seen in Figure 4.11. This curve has a form similar to the one of
Example 4.2.10 and one can verify that C is located on a sphere of radius a. We
compute d, d and d explicitly. We start with
2 = x2 + y 2 + z 2
2 d = 2x dx + 2y dy + 2z dz.
Then,
d = x dx + y dy + z dz
= a2 cos t sin t( sin2 t + cos2 t) dt + a2 sin2 t (2 sin t cos t dt)
+a cos t (a sin t dt)
= a2 (cos3 t sin t + sin3 t cos t sin t cos t) dt
= a2 (sin t cos t(cos2 t + sin2 t) sin t cos t) dt = 0.
/2 p
z ds = a2 cos t sin t 1 + a2 sin2 t dt, u = a sin t
C 0a p
= u 1 + u2 du, v = 1 + u2
0
a2
1
= 2 v dv
0
a2
1 3/2
1 3
= 3v = 3a .
0
Example 4.2.13. We compute the mass of the wire of density (x, y, z) = z of shape
(cos t, sin t, t) with t [0, 4]. This is done in cylindrical coordinates with ds =
dr2 + r2 d2 + dz 2 . We know
and
r2 d = y dx + x dy = sin t( sin t dt) + cos t(cos t dt) = dt
with r2 = cos2 t + sin2 t = 1. Thus,
4
(x, y, z) ds = t 2 dt = 28 2 .
C 0
The centre of mass of a wire with density (x, y, z) is located at (x, y, z) given by
the formulae
1 1 1
x= x(x, y, z) ds, y= y(x, y, z) ds, z= y(x, y, z) ds.
m C m C m C
where m is the mass of the wire. For a wire lying in a plane, we need only consider
(x, y) and (x, y).
Example 4.2.14. Compute the centre of mass of a wire with constant density
(x, y) = 3 of shape C given by r(t) = (cos t, sin t) with t [0, ]. We be-
gin by computing the mass using ds = dr2 +r2 d2 (it is also straightforward with
2
ds = dx +dy2 = dt). Because C has constant radius, dr = 0 can be easily checked.
Now, tan = tan t so = t, but the domain must be split at t = /2. Therefore,
d = dt and
/2 !
m= 3 ds = 3 ds = 3 dt + dt = 3(/2 + /2) = 3.
C 0 0 /2
4.2 Arc-length, Metrics and Applications 107
(0, 2 )
(cos t, sin t)
x
Fig. 4.12. Wire in a semicircle shape and location of the centre of mass in Example 4.2.14.
Then,
1 1 1
x= 3x ds = cos t dt = sin t = 0.
3 C 0 0
1 1 1 2
y= 3y ds = sin t dt = cos t = .
3 C 0 0
Exercises
(1) Let C be the curve given by r(t) = (t, t2 ) for t [0, 1] and compute
x ds.
C
(2) Let C be the curve of intersection of the cone z 2 = x2 + y 2 and the plane
z = 2 x y. Compute
z ds.
C
(3) Find the mass and the centre of mass of the wire C with density (x, y) = 1+x+y
with shape given by r(t) = (1 t)(1, 0) + t(2, 3).
(4) Let C be the curve given by r(t) = (et cos t, et sin t) with t [0, 2] and
compute p
x2 + y 2 ds.
C
(5) Find the mass and centre of mass of the wire C with density (x, y, z) = xy
with shape given by r(t) = (cos(2t), sin(2t), 3t) with t [0, 1].
(6) Let C be the curve given by r(t) = ((1 t) cos t sin t, (1 t) sin2 t, (1 t) cos t)
with t [0, 2]. Set up the integral
x ds.
C
108 4 Line Integrals
4.2.3 Curvature
We denote the unit tangent vector to a curve C given by a vector function r(t) by
r0 (t)
T(t) :=
||r0 (t)||
and look at its evolution as t changes. In fact, we begin the discussion by assuming
that r(s) is the arc-length parametrization of C, then T(s) T(s) = 1 and
d dT(s)
T(s) T(s) = 2T(s) = 0. (4.10)
ds ds
T(s)
C T(s)
dT
ds dT
ds
dT
ds
T (s)
Fig. 4.13. Curve C with unit tangent
vector T(s) and the vector dT
ds
.
Example 4.2.16. Consider two points p, q Rn and C the line joining these points.
The arc-length parametrization is given by
(||q p|| s)p + sq
r(s) = .
||q p||
Example 4.2.17. Consider the circle of radius a given by its arc-length parametriza-
tion r(s) = (a cos(t/a), a sin(t/a)) with t [0, 2]. Then,
dT
r0 (s) = ( sin(t/a), cos(t/a)) and = (a1 cos(t/a), a1 sin(t/a))
ds
which means = 1/a. A circle has constant curvature which is the reciprocal of its
1
= 10
10
=1
1
radius. Therefore, the larger the circle, the smaller its curvature. In plain words, this
means that for an arc of same length on the small and large circles, the unit tangent
vector on the small circle has a greater variation of its direction as compared to the
larger circle; it is more curved!
As we have seen already several times, the arc-length parametrization is not always
computable and so we now obtain formulas for in terms of general parametrizations
r(t).
Theorem 4.2.18. Let C be a curve given by r(t) with t [a, b]. Then
Proof. Let t = (s) be the reparametrization between r(t) and its arc-length
parametrization r(s). Then, ds/dt = ||r0 (t)|| Recall that
r0 (t)
T(t) =
||r0 (t)||
and so
dT dt T0 (t) T0 (t)
= T0 (t) = = 0 .
ds ds ds ||r (t)||
dt
Thus,
||T0 (t)||
= .
||r0 (t)||
110 4 Line Integrals
d2 s ds
r00 (t) = T(t) + T0 (t)
dt2 dt
Using the fact that T(t) T(t) = 0, one can show that
2
ds
||r0 (t) r00 (t)|| = ||T0 (t)||
dt
The formula for in terms of r0 (t) and r00 (t) is typically easier to use.
Example 4.2.19. We compute the curvature of the parabola C given by r(t) = (t, t2 ).
Begin with writing C as r(t) = (t, t2 , 0), then
Exercises
|f 00 (x)|
= .
(1 + (f 0 (x))2 )3/2
4.3 Line integrals of vector fields 111
There is a tight link between vector fields and 1-forms. Let x = (x1 , . . . , xn ) Rn ,
then
Because of the correspondence above, we can define a line integral of vector fields. If
F is a vector field and C is a curve given by r(t) with t [a, b], then we can evaluate
the contribution of F along C by the formula:
F (r(t)) r0 (t)
Definition 4.3.1. The line integral of a vector field F over a curve C given by r(t)
with t [a, b] is
b
F (r(t)) r0 (t) dt.
a
Example 4.3.2. Consider the vector field F (x, y) = (3x2 + xy, 5x2 y 2 ) and let C be
the curve given by r(t) = (t3 , 2t2 ) with t [0, 1]. Then, the line integral of F over
C is obtained as follows. Compute
and so
F (r(t)) r0 (t) = (3t3 2t5 , 10t5 ) (3t2 , 4t) = 9t5 6t7 + 40t6 .
Therefore,
1
3 3 40
F dr = (9t5 6t7 + 40t6 ) dt = + .
C 0 2 4 7
Not Simple
Fig. 4.15. Left: a simple closed curve. Right: a closed curve which is not simple because of the
self-intersection.
The name conservative comes from physics where force fields are given by vector
fields. In the case of conservative vector fields, we show at the end of the section the
Principle of Conservation of Energy, which justifies the use of the term conservative.
Example 4.3.4. Let = yexy dx + xexy dy. We show that is exact with = df ;
that is,
f f
= yexy and = xexy .
x y
We integrate
f
f (x, y) = dx = yexy dx = exy + g(y).
x
Therefore,
f
= xexy + g 0 (y) = xexy
y
so g 0 (y) = 0 which implies g(y) = K is a constant. Thus, f (x, y) = exy + K, where
K is an integrating constant.
For exact 1-forms (and conservative vector fields), the function f such that = df ,
is called an antiderivative in analogy with the case of functions of one-variable and
so the integration of is done directly using the antiderivative. This is the content
of the next result which is one of the cornerstones of advanced calculus.
Before, we write the statement, we need to introduce the concept of simple closed
curve. A curve C is closed if it can be parametrized by r(t) with t [a, b] such that
r(a) = r(b). A closed curve C is simple if it has no self-intersection. See Figure 4.15.
4.3 Line integrals of vector fields 113
with = df and so F (x) = f (x). Let C be a curve given by r(t) with parameter
t [a, b], then
(a) = f (r(b)) f (r(a)) = F dr
C C
(b) If C and C 0 are two curves joining p Rn to q Rn , then
= and F dr = F dr.
C C0 C C0
mM G 1
f (x) = .
r2 ||x||
Indeed,
!
mM G x y z
f (x) = p , p , p
r2 x2 + y 2 + z 2 x2 + y 2 + z 2 x2 + y 2 + z 2
(1) C given by r(t) = (cos t sin t, sin2 t, cos t) with t [0, /4]. Because F is conser-
vative
F dr = f (r(/4)) f (r(0))
C
= f (2, 2, 2) f (0, 0, 1)
mM G 1 mM g 1
=
r2 2 2
q
2 2
r 02 + 02 + 12
2 +2 + 2
mM G 1
= 1 .
r2 10
4.3 Line integrals of vector fields 115
(2) C is given by r(t) = (cos t, sin t, cos(3t)) with t [0, 2]. Then,
F dr = f (r(2)) f (r(0)) = f (1, 0, 1) f (1, 0, 1) = 0.
C
Exercises
(1) Compute the line integrals of vector fields F over the curves C given below.
(a) F (x, y) = (x sin(y), cos(y)) where C is given by r(t) = (cos(t), t) with t
[0, 2].
(b) F (x, y, z) = (y 2 ex , z cos(yz), xz) where C is given by r(t) = (ln(t), t, 2t)
and t [1, 3].
(2) Show that the line integrals below are independent of path and compute the
integrals.
(a) (2xy + z 2 ) dx + (x2 2z 2 ) dy + (2xz 4yz) dz where C is any path from
C
(1, 2, 0) to (0, 2, 3).
(b) (ex sin(y) + 3x2 ) dx + (ex cos(y) ey ) dy where C is any path from (0, 0)
C
to (1, 0).
(3) Let = (y dx + x dy)/(x2 + y 2 ) and show the following integrals.
1
(a) = 1 where C is the square with vertices (1, 1), (1, 1), (1, 1),
2 C
(1, 1) in counterclockwise direction.
1
(b) = 0 where C is the circle of radius 1 centered at (2, 0) in the
2 C
counterclockwise direction.
1
(c) = n where C is given by r(t) = (cos(nt), sin(nt)) with t [0, 2]
2 C
and n N is a fixed positive integer.
2 2
(4) From the previous problem, we see that if = (y dx + x dy)/(x + y ), then
1
is either non-exact, or could be exact if the integral is zero. Notice that
2 C
is not defined at (0, 0) and in the first and third integral, the curve C surrounds
(0, 0), but not the second curve. Consider = (y dx+(x2) dy)/((x2)2 +y 2 )
and show that
1
(a) 2 = 1 where C is the circle of radius 1 centered at (2, 0).
C
1
(b) 2 = 0 where C is given by r(t) = (cos(nt), sin(nt)) with t [0, 2].
C
What is your conclusion? (Hint: use the substitution u = x 2).
(5) Consider the electric force field
x
F (x) = qQ .
||x||3
generated by a charged particle Q located at the origin on an electric charge
q located at x = (x, y, z). Suppose an electron is located at the origin with
charge Q = 1.6 1019 Coulomb and a positive charge q > 0 is located at
(x, y, z) = (1012 , 0, 0) (in meters). Find the work done by the electric force field
on the positive charge as it moves to the location (x, y, z) = (0, 108 , 0) (use the
value = 8.985 109 ).
5 Differential Calculus of Mappings
The goal of this chapter is to generalize the basic results of differential calculus to
mappings. We begin by distinguishing between functions (mappings) and the graphs
of functions. This is often blurred when studying functions f : R R, but for general
mappings it is an essential step. We go on to discuss various ways of visualizing
some types of mappings. The following section deals with the concepts of limit and
continuity. The definitions are similar to the case of real functions of a single variable;
however, examples have much more exotic properties. We pursue with the concept of
best linear approximation, introduced previously for vector functions, which we now
apply to general mappings and use it to obtain a definition of derivative. We present
the main properties of the derivative, in particular, the Chain Rule. We conclude
this chapter with higher derivatives and Taylor expansions.
(1) r : R R3 :
x(t)
r(t) =
y(t) .
z(t)
(2) f : R2 R2 : !
f1 (x, y)
f (x, y) =
f2 (x, y)
where f1 , f2 : R2 R.
(3) f : R5 R3 :
f1 (x1 , x2 , x3 , x4 , x5 )
f (x1 , x2 , x3 , x4 , x5 ) =
f2 (x1 , x2 , x3 , x4 , x5 )
f3 (x1 , x2 , x3 , x4 , x5 )
where f1 , f2 , f3 : R5 R.
this is not feasible and we must then make sure that the concepts of a function and
its graph are well-understood in their own rights.
We can plot the points of graph (f ) in the plane and this gives us the familiar repre-
sentation of a curve over an interval in the plane as shown in Figure 5.1.
t
Fig. 5.3. Graph of a vector function in
x R3 .
Graphical Representations
The previous examples show visualizations of graphs of functions and mappings.
Those can be obtained for f : Rn Rm with n + m 3. We can complement the
graphical representations with other visualizations in the case of vector functions
r : [a, b] R3 and vector fields f : R2 R2 and f : R3 R3 as presented in
previous chapters.
Another approach to obtain information about mappings (and their graph) for
functions of several variables is through level sets. The traces of conics of Chapter
1 are examples of level sets and we briefly mention level set curves in Section 3.2.3.
We now formalize the concept.
where c R. We denote the set (5.1) by f 1 (c) and it is called the inverse image of
c by f . In particular, f 1 (c) can be the empty set.
Note that the definition of inverse image is similar to the inverse of a function; in
fact, if a function is invertible, its inverse image consists of isolated points. We now
look at a few examples.
Example 5.1.4. The Monkey Saddle is a surface given by the graph of f (x, y) =
x3 3xy 2 , see Figure 5.4. We look at its level sets by computing the inverse image
f 1 (c) for various values of c. It is typical, as a first step, to consider c = 0 and one
value of c < 0 and c > 0. We have for c = 0 that f (x, y) = x(x2 3y 2 ) = 0 and this
holds for x = 0 and x = 3y. See Figure 5.5 for some level set curves. Therefore,
120 5 Differential Calculus of Mappings
f 1 (0) is made up of three lines through (0, 0) at angles of 2/3. For c 6= 0 the task
is more difficult.
4
f 1 (1)
f 1 (1)
2 f 1 (0)
4 2 2 4
Example 5.1.5. The motion of a pendulum without friction has total energy given
by
1
E(x, y) = y 2 cos(x).
2
Figure 5.6 shows the surface given by E and Figure 5.7, level sets for c = 1,
c = 1/2 and c = 2. We see a transition from isolated points (at x = 2k), to
circles, and finally to curves extending to in x.
Example 5.1.6. Let x = (x1 , x2 ) be coordinates on the plane and y = (y1 , y2 ) the
velocity of the particle at x. The harmonic oscillator in the plane has total energy
given by
1
H(x, y) = (y y + x x)
2
5.2 Limits and Continuity 121
Fig. 5.6. Surface given by the energy E of the pendulum without friction.
where y y/2 is the kinetic energy and x x/2 is the potential energy. The level sets
of H are given by
H 1 (h) = {(x, y) R4 | y y + x x = h}
For h > 0 we let h = k 2 for k > 0. The level sets H 1 (h) correspond to three dimen-
sional spheres of radius k since they satisfy an equation analogous to the equation of
a sphere in R3 , but with an additional variable. For h = 0, the level set is only the
origin (0, 0, 0, 0), while for h < 0 the level set is empty.
Exercises
In this section we extend the concepts of limit and continuity to general mappings.
The computation of limits for functions of several variables is much trickier than for
functions f : R R.
122 5 Differential Calculus of Mappings
E 1 (1)
4 E 1 ( 12 )
E 1 (2)
2
2 2
Fig. 5.7. Level sets of the energy E of the pendulum without friction for c = 1, c = 1/2 and
c = 2.
and we look at various approaches towards (0, 0). Consider the path (x(t), y(t)) =
(t, t) then
lim f (x, y) = 1
(t,t)(0,0)
lim f (x, y) = 0.
(x,0)(0,0)
The definition of limit for mappings, therefore, needs to consider all possible ap-
proaches of x towards x0 .
lim f (x) = `,
xx0
which means
> 0, > 0 such that ||x x0 ||Rn < ||f (x) `||Rm < .
5.2 Limits and Continuity 123
Therefore, p
||f (x) `||R1 = |u| + |v| 2 u2 + v 2 < 2
and setting = /2 we obtain ||f (x) `||R1 < . This completes the proof.
As seen in Example 5.2.1, in order to show that a limit does not exist, it is often a
good strategy to determine a direction of approach to the limiting point for which
the one-dimensional limit does not exist or find two approaches which yield different
values for the limit. We illustrate this method with the following two examples.
exists. Substituting (0, 0) into the formula yields 0/0 and this is an indeterminate
form. However, it cannot be resolved using lHospital rule as it is only valid for
functions of one variable. Consider the line y = mx and substitute in the expression,
we obtain
xy mx2 m
2 2
= 2 2 2
= .
3x + 2y 3x + 2m x 3 + 2m2
Therefore,
xy m m
lim = lim = ,
(x,y)(0,0) 3x2 + 2y 2 (x,mx)(0,0) 3 + 2m2 3 + 2m2
which means the value of the limit depends on the line of approach towards the origin.
We must then conclude that the limit does not exist.
(x, y)T
f (x, y) = .
||(x, y)||
124 5 Differential Calculus of Mappings
We show that the limit as (x, y) (0, 0) does not exist. Let y = mx and substitute
in the expression
(x, y)T (x, mx)T
lim = lim
(x,y)(0,0) ||(x, y)|| (x,mx)(0,0) ||(x, mx)||
(x, mx)T
= lim
(x,mx)(0,0) x 1 + m2
(1, m)T
= lim .
(x,mx)(0,0) 1 + m2
Again, the vector value of the limit depends on the line of approach to the origin, so
the limit does not exist.
which is illustrated in the Figure 5.8. It is clear that the function does not have a
limit at x = 0.
1
Fig. 5.8. Function f (x) with a
jump discontinuity at x = 0
For functions of several variables, f : Rn R, the properties of the limit are the
same as the ones already known for functions of one variable. Those are listed in the
next result.
Then,
(1)
lim f (x) + g(x) = L1 + L2 Linearity Property
xx0
(2)
lim f (x)g(x) = L1 L2
xx0
5.2 Limits and Continuity 125
(3) If L2 6= 0, then
f (x) L1
lim = .
xx0 g(x) L2
Proof. We only do the second case and leave the other ones as exercises at the
end of the section. We must use the definition of limit. Let 0 > 0 and consider
|f (x)g(x) L1 L2 |. Then,
Because the limit of g(x) as x x0 exists, there exists > 0 such that if ||x x0 || <
1 then |g(x) L2 | < . Rearranging this last inequality we obtain + L2 <
g(x) < + L2 thus |g(x)| < + L2 for all x (x0 1 , x0 + 1 ). For the same
> 0, if |x x0 | < 2 then |f (x) L1 | < . Therefore, choosing x such that
||x x0 || < min(1 , 2 ) we have
As it is done for functions of one variable, we use the limit to introduce the concept
of continuity of a function. The exact definition follows.
Example 5.2.8. Consider f (x, y) = (|x| + |y|, |x| |y|)T and compute
We now use the definition to prove this statement. Let > 0. The first step is to
estimate f (x, y) (0, 0)T in the Euclidean norm on R2 :
p
||f (x, y) (0, 0)T || = (|x| + |y|)2 + (|x| |y|)2
p
= 2(|x|2 + |y|2 )
p
= 2 x2 + y 2 = 2||(x, y)||.
The properties of continuous functions of several variables follow directly from the
properties of limits seen in Proposition 5.2.6.
Proof. By setting L1 = f (x0 ) and L2 = g(x0 ) the proof of Proposition 5.2.6 yields
the result.
Proof. This is an if and only if statement and so we need to prove two implications.
We begin by assuming the limit for f exists. Let > 0, then for ||x x0 || <
p
||f (x) v|| = (f1 (x) v1 )2 + + (fm (x) vm )2 < .
Recall that |u| = u2 , and therefore
p
|fj (x) vj | < (f1 (x) v1 )2 + + (fm (x) vm )2 <
lim fj (x) = vj
xx0
lim fj (x) = vj
xx0
for all j = 1, . . . , m. Let > 0, there exists > 0 such that if ||x x0 || < then
|fj (x) vj | < for j = 1, . . . , m. So, if x is such that ||x x0 || < , then
We can use the above result to determine continuity directly. The proof is straight-
forward by setting vj = fj (x0 ) for j = 1, . . . , m.
Proposition 5.2.10 and Corollary 5.2.11, along with Propositions 5.2.6 and Proposi-
tion 5.2.9, give a recipe for verifying whether a mapping has a limit or is continuous.
See the next example for an illustration of the procedure.
Before we address the question of derivatives of mappings, let us consider the fol-
lowing example which shows the limitations of partial derivatives.
f f (0, h) f (0, 0) h
(0, 0) = lim = lim = 1.
y (x,y)(0,0) h (x,y)(0,0) h
However, the function itself does not have a limit at (0, 0) as shown above in Exam-
ple 5.2.1. Therefore, the existence of partial derivatives at a point does not provide
any information about the existence of a limit at that same point.
128 5 Differential Calculus of Mappings
In fact, there are examples where all directional derivatives exist at a point, but the
limit does not.
Exercises
(2) Show using approaches from various directions that the limits below do not
exist.
3y 6
(a) lim
(x,y)(1,2) ||(x 1, y 2)||
3xy 2
(b) lim (Hint: try a quadratic approach)
(x,y)(0,0) 2x xy 2
5
(y, x, 5z)T
(c) lim
(x,y,z)(0,0,0) ||(x, y, z)||
x
(d) lim qQ , where x = (x, y, z).
x0 ||x||3
(3) Show using the definition that the limit exists.
(a) lim 7x 3y = 0
(x,y)(0,0)
(b) lim xy + x y 1 = 0
(x,y)(1,1)
(x, y)||(x, y)||
(c) lim =0
(x,y)(0,0) 1 + ||(x, y)||
(d) lim (x, y, z) (1, 1, 1) = (0, 0, 0)
(x,y,z)(1,1,1)
!
1 3 x
(b) lim (A(x, y)) where A(x, y) =
(x,y)(0,0) 2y x
(c) lim (cos sin , sin sin , cos )
(,)(/4,/4)
(6) Show the continuity of the following mappings using properties of continuity of
functions of several variables using Corollary 5.2.11.
x2
1/xy
(a) lim ,e
(x,y)(0,0) 3x + 4xy
tanh(1/(xyz)), x2 + y 2 + z 2
(b) lim
(x,y,z)(0,0,0)
( cos sin , sin sin , cos )
(c) lim
(,,)(5,0,0) ||(, 0, 0)||
Example 5.3.1. The following examples show functions which are tangent at a point.
(1) x2 and x3 at x = 0.
x3
x2
1
tanh(x)
1
Fig. 5.10. Tangency of sin(x) and
1 sin(x) tanh(x) at x = 0.
130 5 Differential Calculus of Mappings
Figure 5.9 and Figure 5.10 show the tangency; however, we need a formula from
which we can determine whether two curves are tangent at a point. This is given by
the next definition.
The idea behind this definition is that tangency occurs if the approach of f (x)g(x)
towards zero as x x0 happens at a rate much faster than the linear rate of approach
given by x x0 . We verify that the examples above agree with this definition.
f (x) g(x) x2 x3
lim = lim = lim x x2 = 0.
x0 x0 x0 x x0
Take f (x) = sin x and g(x) = tanh(x). Recall from elementary calculus that
sin x
lim = 1,
x0 x
and tanh0 x = 1 tanh2 x. Then, using lHospital rule
tanh(x)
lim = 1.
x0 x
Therefore,
sin x tanh(x) sin x tanh(x)
lim = lim lim = 0.
x0 x x0 x x0 x
We now look at a case in several variables.
Note that
Thus,
We now refine the above definition to consider only functions g which are linear and
this leads us to the concepts of Best Linear Approximation and the Derivative.
(1) Suppose f (x) and g(x) are continuous and tangent at x0 , then f (x0 ) = g(x0 ).
Proof. We know g(x) = a + Lx, so g(x0 ) = a + Lx0 = f (x0 ) by the above result.
This implies a = f (x0 ) Lx0 and
Best linear approximations are unique, which means derivatives are unique.
Proof. Suppose there are two best linear approximations g1 (x) = f (x0 )+L1 (x
x0 ) and g2 (x) = f (x0 ) + L2 (x x0 ). Then, g1 and g2 are tangent to each other
and
||g1 (x) g2 (x)|| ||(L1 L2 )(x x0 )||
0 = lim = lim .
xx0 ||x x0 || xx0 ||x x0 ||
We now proceed by contradiction. Suppose that L1 L2 6= 0. Let v = x x0
be a vector not in the kernel of L1 L2 and consider w := (L1 L2 )v. Then
||w|| = ||v|| for some nonzero R. In the v direction, we can write
||(L1 L2 )(x x0 )|| ||(L1 L2 )tv||
lim = lim
xx0 ||x x0 || t0 ||tv||
||tw||
= lim
t0 ||tv||
= lim 6= 0.
t0
f1 f1 f1
(x ) (x0 ) (x0 )
x1 0 x2 xn
f2 f2 f2
(x0 ) (x0 ) (x0 )
Df (x0 ) = x1 x2 xn . (5.3)
.. .. ..
. . .
fm fm fm
(x0 ) (x0 ) (x0 )
x1 x2 xn
The matrix (5.3) is called the Jacobian matrix of f and is written Jf (x).
The proof is done in a similar way as for the derivative of a function f : Rn R and
we do not present it here. The interested reader can supply the details. The Jacobian
matrix Jf (x) depends only on partial derivatives and has importance of its own, and
should be computed even before checking that a mapping f is differentiable at some
point. It is a useful construction and is fundamental in what follows. However, it
should not be confused with the derivative since the derivative can exist at points
where the Jacobian matrix cannot be computed as we see in the next section.
f2 f2 f2 f2 f2
= uw, = z sin(yz), = y sin(yz), = xw, = xu,
x y z u w
f3 f3 x 1/yu f3 f3 x 1/yu f3
= e1/yu , = e , = 0, = e , = 0.
x y uy 2 z u yu2 w
g2 y g2 g2
= , = ln |1 + x|, =0
x 1+x y z
g3 g3 g3
= sin(x), = 2u4 y, = 4u3 y 2
x y z
and evaluate at (x, y, z) = (0, 2, 1) to obtain
2 0 0
Jg(0, 2) = 3 ln 1 0
0 4 16
which is a lower triangular matrix.
We conclude this section with the linearity property for derivatives of mappings.
Example 5.3.12. In the study of differential equations, mappings such as this one
are often encountered
! !
x 2x2 + 4xy
f (x, y) = A +
y 5x3 3xy 2
where A is a matrix of constants. The derivative is
!
4x + 4y 4x
Df (x, y) = A + .
15x2 3y 2 6xy
136 5 Differential Calculus of Mappings
Exercises
(1) Determine whether the functions are continuous, if so prove using the
definition. If not, give an explanation why. If possible, find a candidate for the
best linear approximation function g and show the tangency with the function
at the point. (Hint: the Jacobian(matrix may be useful in finding g).
x2 x0
(a) f (x) at x = 0 where f (x) =
x2 x<0
(b) f (x, y) = (x2(+ y 2 )5/2
at (0, 0).
xyz sin(1/x) x 6= 0
(c) f (x, y, z) = at (0, 0, 0).
0 x=0
(d) Consider the function f : R2 R2
x
y
|x| ,
x 6= 0
xy
f (x, y) = !
0
, x=0
0
(c) f : R2 R3 defined by
xy 2
f (x, y) = exy .
xy
(d) f : R4 R4 defined by
x21 + x2 x3
x1 x2 + x2 x4
f (x1 , x2 , x3 , x4 ) =
x x +x x
1 3 2 4
x2 x3 + x24
5.3 Best Linear Approximation and Derivatives 137
We begin by noting that f (x) is continuous at x = 0. The details of this are left as
an exercise. The Jacobian is given by
and this function is not defined at x = 0. By the way, it cannot be made continuous
at x = 0 because of the oscillating nature of the term cos(1/x). However, f is
differentiable at x = 0 and Df (0) = f 0 (0) = 0 which can be computed directly via
the limit definition of derivative. Thus, we have
(
2x sin(1/x) cos(1/x) x 6= 0
Df (x) =
0 x = 0.
and Df (x) is defined for all x, but Jf (x) is not. This means Jf (x) is not a good
indicator of whether Df (x) exists at x = 0.
1 sin(1/||(x, y)||) 1.
We omit the proof of this theorem. The following definition is helpful in describing
levels of differentiability
We can now illustrate the logical relationship between various conditions of regularity
of a function.
f is C 1 on U = f is differentiable on U
f is differentiable on U = f is continuous on U .
5.4 Tangent spaces 139
Exercises
Compute the partial derivatives, check to see if the partial derivatives are defined
at (0, 0) and if they are continuous at (0, 0). Using this information, can one tell
if Df (0, 0) exists?
(3) Show Theorem 5.3.13.
(4) For each of the mappings below (i) Find the domain of the mapping. (ii) Com-
pute the Jacobian matrix of the mapping. (iii) Find out if the Jacobian matrix
is defined at all points of the domain.
(a) p
x2 y 2 uz
f (x, y, z, u) =
cos yz
ln(x2 u2 )
(b)
xy + 2z 2
f (x, y, z, u) =
uxeyz
cos(x2 y 2 )
In Sections 3.1.1 and 3.1.4, we define tangent spaces to curves and to surfaces defined
by z = f (x, y). The tangent space to a function y = f (x) is given by
where
f f
1 (p) = 1, 0, (x0 , y0 ) and 2 (p) = 0, 1, (x0 , y0 ) .
x y
We now use the derivative to generalize the above constructions to arbitrary map-
pings f : Rn Rm . Recall that graph (f ) is a surface of dimension n in Rn Rm .
Definition 5.4.1. Consider the set S given by graph f and suppose that f is differ-
entiable at x0 . Then the tangent space at p = (x0 , f (x0 )) S is given by
Example 5.4.2. We now verify that the formula of the definition corresponds to
the tangent space of a two-dimensional surface. Let z = f (x, y) be differentiable at
(x0 , y0 ). The definition gives
with
f (x0 , y0 ) f (x0 , y0 )
Df (x0 , y0 )v = , (v1 , v2 )T
x y
f (x0 , y0 ) f (x0 , y0 )
= v1 + v2 .
x y
Thus,
f (x0 , y0 ) f (x0 , y0 )
(v T , [Df (x0 , y0 )v]T ) = v1 , v2 , v1 + v2
x y
f (x0 , y0 ) f (x0 , y0 )
= v1 1, 0, + v2 0, 1, ,
x y
which confirms the correspondence.
From the definition of Tp S, we see that the linear operator Df (x0 ) is, in fact, a
linear mapping that sends vectors v, element of the tangent space at x0 , to vectors
at the tangent space at f (x0 ).
(f, Df )
Df (x0 )v
f (x0 )
x0
Fig. 5.11. The pair (f, Df ) maps the pair (x0 , v0 ) Rn Tx0 Rn to the corresponding pair
(f (x0 ), Df (x0 )) Rm Tf (x0 ) Rm .
This is illustrated in Figure 5.11. Similarly, we can say that Tp S is the graph of the
linear mapping Df (x0 ).
f1 f1
!
x y 2y 2x
Df (x, y) = f f2 = .
2 2x 2y
x y
Then,
We are now in a position to show the differential formula for functions of several
variables. Recall from Chapter 3 that if f : Rn R is such that all its partial
derivatives exist, then
n
X f
df = dxi .
xi
i=1
Tp S = {(1 , . . . , n , f (1 , . . . , n )T ) | 1 , . . . , n R}.
142 5 Differential Calculus of Mappings
Exercises
(a) Compute Df (x, y, z). Find values of (x, y, z) for which Df is the zero matrix.
(b) Compute the general formula for the tangent space to graph (f ) = S for an
arbitrary point p = (x, y, z, f (x, y, z)).
(3) Consider the differentiable mapping
9 1
g(x, y, z, u) = 6xyz zx2 z 2 y x2 + 9x x4 2uy + u.
2 2
(a) Compute the general formula for the tangent space to graph (g) = S for an
arbitrary point p = (x, y, z, u, g(x, y, z, u)).
(b) Find all the values of (x, y, z, u) for which Dg(x, y, z, u) = 0.
We recall the chain rule for functions of one variable. Let f, g : R R and suppose
that g f : R R is well-defined. The chain rule formula is
d
(g f )0 (x) = g(f (x)) = g 0 (f (x))f 0 (x).
dx
Thus, we multiply the derivatives of g and f . The same multiplication of derivatives
characterizes the chain rule for mappings. However, we must now consider multipli-
cation of matrices with the proper sizes. The exact statement follows.
We now show what this formula means and how it can be unpacked.
In particular, this shows that in fact, (g f )(x, y, z) = ||(x, y, z)|| and we have
x y z
D(||(x, y, z)||) = , , .
||(x, y, z)|| ||(x, y, z)|| ||(x, y, z)||
g(a1 , a2 , a3 , a4 ) = a1 a4 a2 a3 .
Then
Dg(A) = (a4 , a3 , a2 , a1 ).
0 0
0 0
= (y sin(x), cos(x)).
Exercises
(1) Compute the derivative of the mappings g f for f and g given below.
(a) f (x, y, z) = xyz and g(t) = (t, t2 , t3 ).
(b) f (x, y) = (xy 2 , 2x2 y 2 ) and g(u, v) = (uv, u2 , u v 2 ).
(c) Let A, B be n n matrices, f (A) = A2 and g(B) = tr B.
(d) f (t) = (cos(t), t sin(t), te2t ), g(x, y, z) = (xy, x2 2y 2 ).
5.6 Higher Derivatives 145
(3) Use the chain rule to compute the following derivatives where f (x, y, z) = x2 +
yz, g(x, y) = y 3 + xy and h(x) = sin(x).
(a) F (x, y, z) = f (h(x), g(x, y), z).
(b) G(x, y, z) = h(f (x, y, z)g(x, y)).
(c) H(x, y, z) = g(f (x, y, h(x)), g(z, y)).
(1) Let f : R R, then Df (x) is a 1 1 matrix. For instance, if f (x) = sin x, then
Df : R L(R, R)
x 7 (cos(x))
Df : R4 L(R4 , R2 )
!
2x zw yw yz
(x, y, z, w) 7 .
w 2y 0 x
In the case of real functions of one variable, the above characterization (as we know
from elementary calculus) shows that iterating derivatives does not change the ma-
trix structure of Df .
146 5 Differential Calculus of Mappings
For general mappings, the situation becomes complicated quite quickly as this ex-
ample shows.
Example 5.6.2. Let f : R2 R, then Df (x, y) L(R2 , R); that is, it can be repre-
sented as a 1 2 matrix. Note that the space of 1 2 matrices (or L(R2 , R)) can
be identified with R2 . Thus, we can write Df : R2 R2 . We can now take the
derivative of the Df mapping
D(Df ) : R2 L(R2 , R2 ).
That is, we define D2 f (x, y) := D(Df )(x, y), and it is a 2 2 matrix. We illustrate
with f (x, y) = x2 y 3 . We compute Df (x, y) = (2xy 3 , 3x2 y 2 )T and so
!
2 2y 3 6xy 2
D f (x, y) = .
6xy 2 6x2 y
These examples illustrate the notational complexity arising for higher order deriva-
tives of general mappings. In the remainder of this section, our focus is on functions
of several variables and we do not cover the case of more general mappings. The
next section deals specifically with the second derivative which has important appli-
cations.
where recall that L(Rn , Rn ) can be identified with Matnn (R). We can now state
the main theorem of this section.
5.6 Higher Derivatives 147
2f 2f
!
2 y 2 cos(xy) xy cos(xy)
D2 f (x, y) = x yx = .
2
f 2f xy cos(xy) x2 cos(xy)
xy y 2
2f 2f 2f 2f
x2 yx zx wx
2f 2f 2f 2
f
xy
y 2 zy wy
D2 f (x, y, z, w) =
2f 2f 2f 2f
xz
yz z 2 wz
2f 2f 2f 2
f
xw yw zw w2
2 0 0 0
2 yz yz
0 z e (1 + zy)e 0
.
= 0 (1 + zy)eyz y e2 yz 0
0 0 0 0
148 5 Differential Calculus of Mappings
2f 2f
= for i, j = 1, . . . , n
xi xj xj xi
2f 2f
= .
xi xj xj xi
We see that the functions of Examples 5.6.5 and 5.6.6 satisfy the conclusions of
Clairaults theorem. In particular, Clairaults theorem implies that the derivative of
any C 2 function f is a symmetric matrix; that is,
We see above that third and higher derivatives are problematic to represent in terms
of matrices. In order to come up with a reasonable way of writing higher derivatives,
we look at a more abstract set-up for the second derivative, which generalizes nicely
to higher dimensions.
Therefore, Df (x) L(Tx Rn , Tf (x) R), but because we can make the identifica-
tion Tp Rm ' Rm for any point p and any m, we write Df (x) L(Rn , R) as
noted above. We know that D2 f (x) L(Rn , L(Rn , R)) where we should think
of Rn as Tx Rn and R as Tf (x) R. Therefore, the correct expression is D2 f (x)
5.6 Higher Derivatives 149
v T D2 f (x) : Tx Rn Tf (x) R
w 7 v T D2 f (x)w.
!
w1
= (y 2 cos(xy)v1 xy cos(xy)v2 , xy cos(xy)v1 x2 cos(xy)v2 )
w2
We denote by L2 (Rn , R) the set of all real bilinear forms. Moreover, if B(u, v) =
B(v, u) for all u, v Rn then B is called a symmetric bilinear form and the set of
all symmetric bilinear forms is denoted L2s (Rn , R). Consider the following example.
v T Aw = (v T Aw)T = wT AT v = wT Av.
where the last equality holds because A is symmetric. Therefore, B(v, w) = B(w, v).
Proposition 5.6.12 shows that we can construct symmetric bilinear forms by using
symmetric matrices. A quadratic form q : Rn R is obtained from a symmetric
bilinear B : Rn Rn R form by the formula
Example 5.6.13. Consider the quadratic form q(x, y) = B((x, y)T , (x, y)T ) where B
is obtained from the matrix
!
1 2
A= .
2 3
Then,
q(x, y) = x2 + 3y 2 4xy.
Exercises
(1) Let r : R Rn be a vector function defined by r(t) = (x1 (t), . . . , xn (t))T . Show
that if the k th derivative of r exists, then Dk r(t) = (xk1 (t), . . . , xkn (t))T where
xkj (t) is the k th derivative of xj (t).
5.7 Taylor expansions 151
2f 2f
Compute the second partial derivatives (0, 0) and (0, 0). Is f a C 2
xy yx
function? (Hint: Not an easy question.)
(6) If q(v) = v T Av where A is a symmetric matrix, compute D2 q(v) in two ways:
by writing q explicitly in coordinate form by setting v = (x1 , . . . , xn )T or by
using the tangency limit and the best linear approximation formula.
(7) Consider the quadratic form q : R3 R where q(v) = B(v, v) and B is given
by the matrix
a b c
A=
b d .
e
c e f
Show that
f 0 (x0 ) f 00 (x0 )
f (x) = f (x0 ) + (x x0 ) + (x x0 )2
1! 2!
f (r) (x0 )
+ + (x x0 )r + Rr (x)
r!
152 5 Differential Calculus of Mappings
f r+1 ()
Rr (x) = (x x0 )r+1
(r + 1)!
where (x0 , x). We can rewrite the above compactly as
r
X f j (x0 )
f (x) = (x x0 )j + Rr (x).
j!
j=1
1 1
= e + e(x 1) + e(x 1)2 + e(x 1)3 + R3 (x)
2 6
1 1
= e 1 + (x 1) + (x 1)2 + (x 1)3 + R3 (x)
2 6
1
where R3 (x) = 4! e (x 1)4 for some (1, x). Note that because ex is infinitely
differentiable, we can take the Taylor expansion up to any order.
Here is an example where the function is only differentiable a finite number of times.
and so
g 0 (0) = Df (x0 )(x x0 ).
We now proceed to the second derivative.
d
g 00 (t) = (Df (u(t))(x x0 )T )
dt
Note first that Df (u(t))(x x0 )T is a 1 1 matrix and taking its transpose we have
Df (u(t))(x x0 ) = (x x0 )T Df (u(t))T .
Therefore,
d d
g 00 (t) (x x0 )T Df (u(t))T
= (Df (u(t))(x x0 )) =
dt dt
= (x x0 )T D2 f (u(t))(x x0 )
where the last equality holds because D2 f is a symmetric matrix. Thus, we obtain
We stop the calculations here and summarize our findings in the next result.
Example 5.7.4. Compute the Taylor expansion truncated to second order of f (x, y) =
exp(xy) at (x0 , y0 ) = (1, 1). The first derivative is
and so !
e 2e
D2 f (1, 1) = .
2e e
Therefore,
! ! !
x1 1 e 2e x1
T2 f (x, y) = e + (e, e) + (x 1, y 1)
y1 2 2e e y1
(x 1) + 2(y 1)
= e 1 + (x 1) + (y 1) + 12 (x 1, y 1)
2(x 1) + (y 1)
= e(2 + x + y + 12 (x 1)2 + 2(x 1)(y 1) + 21 (y 1)2 )
= e(1 2x 2y + 12 x2 + 2xy + 21 y 2 ).
Example 5.7.5. We compute the Taylor expansion truncated to second order of
f (x, y, z) = sin(xyz) at (x, y, z) = (1, , 1/2). The first derivative is
Df (x, y, z) = (yz cos(xyz), xz cos(xyz), xy cos(xyz)), Df (1, , 1/2) = (0, 0, 0).
The second derivative is
(yz)2 sin(xyz) xyz 2 sin(xyz) xy 2 z sin(xyz)
2
D f (x, y, z) = 2 (xz)2 sin(xyz) x2 yz sin(xyz)
xyz sin(xyz)
xy 2 z sin(xyz) x2 yz sin(xyz) (xy)2 sin(xyz)
and so
2 2
4 4 2
1
2
D f (1, , ) =
1 .
2
4 4 2
2
2
2 2
The Taylor expansion truncated to second order is, setting u = (x 1, y , z 12 ),
2 2
4 4 2
1
T2 f (x, y, z) = 1 u 1 uT
2 4 4 2
2
2
2 2
2 1 2
= 1 (x 1)2 (y )2 (z 1)2 (x 1)(y )
8 8 2 4
2
1 1
(x 1) z (y ) z
2 2 2 2
5.7 Taylor expansions 155
Exercises
(1) Compute the Taylor expansions truncated to second order of the following func-
tions.
(a) f (x, y) = x4 y 3 at (x, y) = (1, 1).
(b) f (x, y, z) = ln(x + y + z) at (x, y, z) = (1, 0, 0).
(2) Consider the case f (x, y) evaluated at (x0 , y0 ) and compute explicitly g 000 (0).
Rearrange the terms to obtain
1 3f 1 3f
3
(x0 , y0 )(x x0 )3 + (x0 , y0 )(x x0 )2 (y y0 )
3! x 2! x2 y
1 3f 2 1 3f
+ (x 0 , y0 )(x x0 )(y y 0 ) + (x0 , y0 )(y y0 )3 .
2! xy 2 3! y 3
This is the expression for the cubic terms of the Taylor expansion of f (x, y) at
(xx0 , yy0 ). It can be written in short form as D3 f (x0 , y0 )(uu0 , uu0 , uu0 )
where uu0 = (xx0 , yy0 ). The operator D3 f (x, y) is an example of a trilinear
form.
(3) Using the formula of the previous exercise, compute the cubic terms of the Taylor
expansion of
(a) f (x, y) = x4 y 3 at (1, 1).
(b) f (x, y) = exp(xy) at (1, 1).
(4) Compute the Taylor expansion of f (x, y) = x2 + xy 2y 2 at (x, y) = (0, 0)
truncated to second order. Set y = x in the Taylor expansion and determine the
curve obtained. Set y = x/2 in the Taylor expansion and determine the curve
obtained. Draw each curve in xyz-space.
6 Applications of Differential Calculus
This chapter contains a collection of different topics where the concept of derivative
of mapping is applied. The first section is on optimization and this is an important
topic in Calculus. However, the results are not being used in the following chapters.
This is followed by a section on parametrizations which is crucial for the remainder
of the book. The next section is on differential operators and puts on firm footing
the concept of differentials and gradients and introduces more differential operators.
This section is also used in the following chapters. Finally, we conclude by discussing
how Clairaults theorem is used to complete the theory of exact 1-forms discussed
in Chapter 4.
6.1 Optimization
and solve for (x, y, z). We have three equations in three unknowns:
3z 2 3 + 4y = 0
2 + 4x = 0
6xz + 2z 15 = 0.
Solving the second equation we obtain x = 1/2, which we substitute in the third
equation. Thus, we obtain 5z 15 = 0 with solution z = 3. Finally, substituting
in the first equation we have y = 6. Therefore, f has a unique critical point at
u0 = (x0 , y0 , z0 ) = (1/2, 6, 3).
The fourth equation is solved for y = 1/2 and we substitute in the other equations
to obtain
3z 2xz 9x + 9 2x3 = 0
6xz z 2 2u = 0
3x x2 z = 0.
Solving the last equation we have z = 3x x2 and we substitute in the first equation
to obtain
Recall that for a function f : Rn R, the tangent space at p = (x, f (x)) graph (f )
is
Tp S = {(v T , (Df (x)v)T ) | v Tx Rn }.
Thus, at a critical point u0 , if p0 = (u0 , f (u0 )) then
Tp0 S = {(v T , 0) | v Tx Rn }
and we can say that the Tp0 S is parallel to Tx Rn . For functions f : R R and
f : R2 R, this leads to saying that Tp0 S is horizontal, since it is perpendicular
to the vertical axis.
We know that the relationship between critical points and extremals is impor-
tant. However, the definition of extremal is independent of the concept of critical
point. For instance, the function f (x) = |x| has a (global) minimum at x = 0, but
the function is not differentiable at x = 0 and so we cannot say that x = 0 is a
critical point.
We consider an example.
Proof. Let u0 be a local maximum (or minimum) of f , then there exists R > 0 such
that for all x Rn satisfying ||xu0 || < R (or r), then f (x) f (u0 ) (or f (x) f (u0 )
in the case of a local minimum). Consider the path xj (t) = u0 + tej where ej is the
j th canonical basis vector of Rn . Then, xj (0) = u0 , x0j (0) = ej and we consider the
function g : R R defined by gj (t) = f (xj (t)). Then gj (0) = f (u0 ) and for |t| small
enough we have ||xj (t) u0 || < R which implies gj (t) = f (xj (t)) f (u0 ) for all |t|
small enough. That is, g has a local maximum (minimum) at t = 0. Therefore, for
all j = 1, . . . , n
d
0 = gj0 (t) = f (xj (t)) |t=0 = Df (xj (0))x0j (0) = Df (u0 )ej .
dt
This means all partial derivatives of f at u0 vanish and so Df (u0 ) = 0; u0 is a
critical point of f .
6.1 Optimization 159
Theorem 6.1.7 gives us a criteria to identify possible extrema for differentiable func-
tions. As in the simpler case of functions f : R R, we know that the second
derivative contains information about whether a critical point is a local minimum,
local maximum or an inflection point. This is the topic of the next section.
The criterion for determining local maxima and minima is the second derivative test
and it is sometimes expressed as follows in elementary calculus courses.
Proof. (a) Let v = (v1 , v2 )T R2 be a vector and consider the straight line path
r(t) = (x0 + tv1 , y0 + tv2 ) through u0 in R2 . Define the function h(t) = f (r(t)).
Then, one can check that h(0) = f (u0 ) and h0 (0) = 0. For simplicity of notation let
Then
h00 (0) = v T D2 f (u0 )v
= av12 + cv22 + 2bv1 v2
(6.1)
= a(v1 (b/a)v2 )2 + (c (b2 /a))v22
1
= a(v1 (b/a)v2 )2 + (ac b2 )v22 > 0
a
because a > 0 and D = ac b2 > 0. Thus, u0 is a local minimum of h for all
straight line paths r(t) through u0 . Thus, for |t| small enough f (r(t)) f (u0 ) for
all paths, hence f (x, y) f (u0 ) for all (x, y) close enough to u0 and so it is a local
minimum. A similar argument works for local maxima in part (b) using (6.1). For
part (c), D < 0 implies that if a > 0, then h00 (0) > 0 for the path given by (v1 , 0)
and h00 (0) < 0 for the path given by (0, v2 ). If a < 0, the opposite is true, but still
h00 (0) has different signs depending on the paths. Therefore, it is a local minimum
with respect to a path and a local maximum with respect to the other path. Hence,
u0 is a saddle point. For part (d), since D = 0 as Example 6.1.8 shows, the situation
may be other than a local extrema or saddle point and so we cannot conclude.
Example 6.1.10. We continue with Example 6.1.2 and determine the nature of the
critical points (0, 0), (1, 1) and (1, 1). We compute
2f
= 4 6xy
x2
which evaluated at (0, 0) and (1, 1) is positive, while it is negative at (1, 1). However,
2
2f 2f
2
f
D= (x0 , y0 ) (x0 , y0 ) (x0 , y0 ) = (3x2 + 1)2
x2 y 2 xy
which means D is always negative. Therefore, all critical points are saddle points.
We now show that the second derivative test conditions of Proposition 6.1.9 can be
rewritten in terms of the second derivative D2 f . But before, we introduce a widely
used terminology about the second derivative when expressed as a matrix.
We now come to the last characterization of the second derivative test. Recall that
if A is a n n matrix with eigenvalues 1 , . . . , n then det A = 1 n . Therefore,
if 1 , 2 are the eigenvalues of a 2 2 Hessian matrix H(f )(x0 , y0 ) then
Proof. Write !
a b
H(f )(x0 , y0 ) = .
b c
Example 6.1.14. Consider f (x, y) = cos x cos y with 0 x < and 0 y < .
We set Df (x, y) = (sin x cos y, cos x sin y) = (0, 0) and critical points are found at
(x, y) = (0, 0) and (x, y) = (/2, /2). The Hessian matrix is
!
cos x cos y sin x sin y
H(f )(x, y) =
sin x sin y cos x cos y
162 6 Applications of Differential Calculus
Because H(f )(0, 0) is a diagonal matrix, the eigenvalues are the elements of the
diagonal: 1 with multiplicity two. Thus, (0, 0) is a local maximum. The eigenvalues
of H(f )(/2, /2) are given by solving the characteristic polynomial p() = det(I
H(f )(/2, /2)) = 0. A calculation shows that p() = 2 1 = 0 and the eigenvalues
are 1 which implies that (/2, /2) is a saddle point.
Example 6.1.15. Consider f (x, y) = x3 3xy 2 which we know has a unique critical
point at (0, 0) from Example 6.1.8. The Hessian at (0, 0) is
!
0 0
H(f )(0, 0) =
0 0
and both eigenvalues are zero. Therefore, the second derivative test is inconclusive.
We can now turn our attention to the general case of C 2 functions of several variables.
Before we do so, we restrict our attention to critical points which exclude cases that
are inconclusive in the classification given by Proposition 6.1.13.
The characterization of local minimum, local maximum and saddle points in terms of
eigenvalues generalizes in a straightforward manner to functions of several variables.
Note that with n-dimensions, the concept of saddle point has many more cases than
in the two-dimensional case. We do not seek to classify all those cases which is the
topic of Morse theory and we consider a few examples.
Considering the variety of saddle points possible, one can imagine that cases where
a zero eigenvalue occurs in the Hessian matrix at a critical point can easily get
6.1 Optimization 163
Proof. Using paths as in the proof of Proposition 6.1.9 is quite cumbersome and we
seek a different approach. Instead, we use the second-order Taylor expansion of f at
a critical point u0 :
since Df (u0 ) = 0. Because the matrix H(f )(u0 ) is symmetric, it has only real
eigenvalues and is diagonalizable. This is a well-known result of linear algebra which
is found in any textbook on linear algebra [6]. Therefore, there exists an orthogonal
matrix P such that P T H(f )(u0 )P = diag(1 , . . . , n ) is the diagonal matrix with
entries given by the eigenvalues 1 , . . . , n of H(f )(u0 ) from top left to bottom
right. Note that H(f )(u0 ) = P diag(1 , . . . , n )P T and so the second-order Taylor
expansion is written
We disregard the fact that terms of order three and higher are neglected and proceed.
For part (a), if 1 > 0, . . . , n > 0 then f (x) f (u0 ). For part (b), if 1 <
0, . . . , n < 0, then f (x) f (u0 ). Finally, for part (c), suppose that 1 > 0 and
2 < 0 then for x values such that v1 6= 0 and v2 = = vn = 0 then f (x) f (u0 ).
For x values such that v1 = 0, v2 6= 0, v3 = = vn = 0 then f (x) f (u0 ). The
argument is similar if i < 0, j > 0 for i 6= j. Adding back the higher-order terms
and considering x close enough to u0 the inequalities above are maintained and the
result holds.
Using Theorem 6.1.18, we can now return to Examples 6.1.3 and 6.1.4, and determine
the nature of the critical points.
164 6 Applications of Differential Calculus
Example 6.1.19. For f (x, y, z) = 3xz 2 3x 2y + 4xy + z 2 15z the critical point
is (x, y, z) = (1/2, 6, 3) and the Hessian matrix is
0 4 18
H(f )(0, 0, 0) =
4 0 0 .
18 0 2
p0 () = det(H(f )(x0 , y0 , z0 , u0 ) I)
15 12 1 0
12 2 2
=
1 2 1 0
0 2 0
and
p1 () = det(H(f )(x1 , y1 , z1 , u1 ) I)
15 24 5 0
24 2 2
=
5 2 1 0
0 2 0
Exercises
(1) Compute the critical points of the following functions and determine if they
are nondegenerate. For the nondegenerate cases, determine whether the critical
points are local maximum, local minimum or saddle point.
(a) f (x, y) = x2 y + 2xy 3 + y.
(b) g(x, y) = ln(1 + x2 + y 2 ).
(c) f (x, y, z) = exyz+xyxz+2yz .
(d) g(x, y, z) = cos x cos y sin z, with domain 0 x, y, z /2.
(e) h(x, y, z, u) = x3 2y 2 + 3xz 3zu + z 3 + 3u.
(f) k(x, y, z, u) = x2 + u2 + 3z 2 + (y + 1)2 2y.
(2) Show that f (x, y) = x3 3xy 2 along any straight line path through (0, 0) has
an inflection point at (0, 0), except for three lines. (Hint: this is the function
defining the Monkey Saddle of Chapter 5
166 6 Applications of Differential Calculus
(3) Show that f (x, y) = x2 + y 4 has a degenerate critical point at (0, 0). Using the
definition, explain why (0, 0) is a local minimum. Can you find a similar mapping
with a local maximum?
(4) Find a function g(x, y) which has a degenerate critical point at (0, 0) but which
behaves as a saddle point at (0, 0).
6.2 Parametrizations
We state most of the definitions and results for regions in R3 , with the R2 case nat-
urally included implicitly. The goal of a parametrization is to provide a description
of a region via another region which has a simpler description.
Note that any region E has the trivial parametrization given by the identity mapping.
That is, let R = E and (x, y, z) = (x, y, z)T . However, unless the region E is simple
enough, e.g. a rectangle parallel to the axes in R2 or a cube parallel to the axes in
R3 , we seek for parametrizations which simplify the description of the region E. The
main types of parametrizations we use involve curvilinear coordinate systems
where A is an invertible n n matrix. Note that in each case, the mappings are
differentiable and
det(D) 6= 0
6.2 Parametrizations 167
at all points in the domain. This implies that 1 exists and is a differentiable
function. This is proved using a result called the Inverse Function Theorem, which
is not covered in this book.
We begin with examples of regions D in R2 and the important class of
parametrizations in R2 done with polar coordinates.
This region is an annulus centered at the origin and with radius varying from a
to b as shown in Figure 6.1. A parametrization in polar coordinates is given by
r=b
r=a
We see in Figure 6.2 that the domain R is a rectangle with sides parallel to the axes
in the (r, ) plane. Therefore, the parametrization provides a description of D via a
domain R which has a simpler form.
D = {(x, y) | 0 y 1, y x y}.
This is a triangular region with vertices at (1, 1), (1, 1) and (0, 0), see Figure 7.14.
The goal of the parametrization we use here is to have a triangular domain R with
two sides on the horizontal and vertical axes. We define
168 6 Applications of Differential Calculus
(1, 1) (1, 1)
D
Fig. 6.3. Domain D of Exam-
x ple 6.2.3
! !
T 1 1 u
(u, v) = (u + v, u v) = .
1 1 v
with domain
R = {(u, v) | 0 u 1, u 1 v 0}.
Using 1 we show how R is constructed using D. It is straightforward to compute
v
1
u
u1
! ! T
1 1 1 1 x 1 1
(x, y) = = (x + y), (x y) .
2 1 1 y 2 2
which leads to
1 1
u= (x + 1) and v = (x 1).
2 2
Isolating x in each equation, we obtain x = 2u 1 and x = 2v + 1 which means
2u 1 = 2v + 1. Thus, v = u 1 with 0 u 1. This completes the characterization
of R, see Figure 6.4.
Example 6.2.4. Consider the region E inside the cylinder x2 + y 2 = 1 and in the
sphere x2 + y 2 + z 2 = 4, see Figure 6.5 on the left. We can describe this region in
Cartesian coordinates as
E = (x, y, z) | 1 x 1, 1 x2 y 1 x2 ,
p p o
4 x2 y 2 z 4 x2 y 2 .
Fig. 6.5. Region E (left) and the portion z 0 of the domain R of its parametrization
(right).
with domain
p p
R = {(r, , z) | 0 < r 1, 0 2, 4 r2 z 4 r2 }
gives a simpler description of E. Indeed, the domain R is the region extending above
and below the rectangle 0 < r 1 and 0 2 bounded above and below by
z = 4 r2 . See Figure 6.5 right for the z 0 portion of R, the z < 0 portion is
symmetric.
Example 6.2.5. Consider a shell region E between two spheres of radius 1 and 2
in the first octant, see Figure 6.6. We use spherical coordinates. To stay in the first
octant, one needs [0, /2] and [0, /2]. We define
n o
R = (, , ) | 1 2, 0 , 0
2 2
which is a box in (, , ) space with sides parallel to the coordinate planes. The
z
/2
R
2 /2
Fig. 6.7. Box domain R from Example 6.2.5
6.2 Parametrizations 171
: D R2 S.
The circular nature of the domain suggests that polar coordinates can also be
used for the hyperboloid of one sheet. In fact, for all quadrics with circular traces,
parametrizations can be achieved with polar coordinates.
with
D = {(r, ) | 0 r 3, 0 2}
Example 6.2.8. Consider the piece of sphere S of radius a > 0 lying inside the cone
z 2 = x2 + y 2 in the upper hemisphere. Parametrizations exist in Cartesian, cylin-
drical and spherical coordinates. The cylindrical coordinate system parametrization
is obtained with the cone given by z = r and the sphere becomes r2 + z 2 = a2 . The
intersection of the cone and sphere is obtained by substituting z 2 = r2 from the cone
to the sphere equation from which we obtain 2r2 = a2 . Solving this equation yields
r = a/ 2. Therefore, the cone and the sphere intersect in the upper hemisphere at
the height z = a/ 2. A parametrization of the portion of sphere is
p
(r, ) = (r cos , r sin , a2 r2 )T
with
D = {(r, ) | 0 r a/ 2, 0 2}.
x2 y2 z2
2
+ 2 + 2 = 1.
a b c
A parametrization for S is
with domain
D = {(, ) | 0 2, 0 }.
x2 y2 z2
2
+ 2 2 = 1.
a b c
Let x = au, y = bv and z = cw and substitute in the equation for the hyperboloid of
one sheet. We obtain
u2 + v 2 w2 = 1.
6.2 Parametrizations 173
Isolating w, we obtain
w2 = 1 (u2 + v 2 ).
Writing u, v in polar coordinates: u = r cos , v = r sin , the equation for w simplifies
to w2 = 1 r2 . A parametrization is given by the mappings
+ (r, ) = (ar cos , br sin , c 1 r2 )T ,
(r, ) = (ar cos , br sin , c 1 r2 )T
with
D = {(r, ) | r > 1, 0 2}.
S1b
a
b
S1a y
Fig. 6.10. The two circles S1a and S1b generat-
x ing the torus
0 u 2. Because the height z does not depend on the location of S1a along
its revolution, then z = a sin u. For the x and y coordinates, this is not true and
174 6 Applications of Differential Calculus
with domain
D = {(u, v) | 0 u 2, 0 v 2}.
Exercises
(b) E is the region bounded by the x-axis between 0 and 1, the line y = (x 1)
for 1 x 2, the line y = 1 and the y-axis.
(c) E is the region bounded by the curve C given by
with t [0, 1] and the line joining the points (1, 0) and (2, 0).
(2) In each case, show that the parametrization maps R into E.
(a) Let E be the half-disk of radius 2 with y x ,
= (r cos , r sin )
and
2, /4 3/4}.
D = {(r, ) | 0 r
1 |x| 1 |x|
(b) Let E = (x, y) | 2 x 2, + y ,
2 4 2 4
1
(u, v) = 2(1 + u + v), (u + v)
2
and R = {(u, v) | 0 u 1, 0 v 1}.
(3) Find parametrizations of the following regions in R3 .
(a) E is the region bounded below by the paraboloid z = x2 + y 2 and bounded
above by the sphere of radius 1, with z > 0.
(b) E is the region bounded by the cylinder x2 + z 2 = 1 with x 0, the plane
x = 0 and the planes y = 1, y = 1.
(c) E is the region bounded below by the plane z = 1, above by the sphere of
radius 2 and in the first octant.
(d) E is the region bounded above by the paraboloid z = x2 + y 2 , inside
the cylinder (x 1)2 + y 2 = 1 and above the xy-plane. (Hint: attempt
a parametrization using cylindrical coordinates.)
176 6 Applications of Differential Calculus
with
R = {(, , ) | > 0, 0 , 0 /2}
with
1 3
(u, v, w) = 1 + (u + v), (u + v), w
2 2
and R = {(u, v, w) | u, v, w 0, 0 u + v + w 1}.
(5) Find parametrizations of the following surfaces S in R3 . Note that you have to
determine correctly the domain D in each case.
(a) S = graph (f ) where f (x, y) = 4 (x2 + y 2 ), not extending below the
xy-plane.
(b) S is the hyperbolic paraboloid z = x2 2y 2 for x 0.
(c) S is the sphere of radius 1 between the planes z = 0 and y = 0 and for
y 0.
(d) S is one eight of the torus of Example 6.2.11 lying in the first octant.
(6) Consider 1 : R3 R3 given by 1 (x, y, z) = (au, bv, cw); it is a rescaling
of all of R3 . Show that 1 composed with the parametrization 2 (, ) =
(cos sin , sin sin , cos ) with 0 2, 0 gives the parametriza-
tion of the ellipsoid in Example 6.2.9.
The gradient and differential are examples of differential operators. This section
gives formal definitions of those differential operators as well as introducing new
differential operators that are important in Vector Calculus and in the theory of
partial differential equations (which is not a topic of this book).
In Cartesian coordinates, the link between the differential and the gradient of a
differentiable function f (x1 , . . . , xn ) is straightforward
where we use the fact that the scalar product in Cartesian coordinates corresponds
to multiplication of a row and column vector.
We begin by showing that the structure of the differential is invariant by changes
of coordinates. This is illustrated with the next example and shows the process by
which the general case is proved.
Notice that the matrices in (6.4) and (6.6) are inverses of each other. Therefore,
T f f
df = f (x, y)(dx, dy) = , (dr, d)T .
r
However, note that we do not write the vector of partial derivatives with respect to
the polar coordinates in terms of the operator. The issue of change of coordinates
for the gradient vector is trickier.
Example 6.3.2. Let f (x, y) = x2 y and consider the polar change of coordinates. We
compute first df = 2xy dx + x2 dy and using (6.5) we obtain
and
(x1 , . . . , xn )
(dx1 , . . . , dxn )T = (du1 , . . . , dun )T .
(u1 , . . . , un )
The Jacobian matrices
(u1 , . . . , un ) (x1 , . . . , xn )
and
(x1 , . . . , xn ) xi =xi (u1 ,...,un ) (u1 , . . . , un )
are inverses of each other as they are obtained via the coordinate change and its
inverse. Therefore, the formula follows.
6.3 Differential Operators 179
We now work in the polar coordinate case again and show how the structure of f
changes, but also, the fact that it depends on the basis chosen for the tangent space
in polar coordinates.
Example 6.3.6. Consider R2 with polar coordinates where the scalar product for
tangent vectors in R2 in the basis (/r, /) is the one defined in Chapter 3,
see (3.5). For a differentiable function f (r, ), let (r,) f = (r f, f ) and by
definition
df = (r,) f (dr, d) = r f dr + r2 f d.
Therefore,
f 1 f
(r,) f = , .
r r2
In many other references, the gradient in polar coordinates does not have this form
and this is a consequence of those authors normalizing the basis of Tp R2 in polar
coordinates:
1
(er , e ) := , .
r r
The alternative formula is obtained as follows:
f 1 f
(r,) f = + 2
r r r
f 1 f 1
= er + 2 r
r r r
f 1 f
= er + e .
r r
180 6 Applications of Differential Calculus
Exercises
The gradient operator is useful to define other differential operators. We now intro-
duce the Laplacian, the divergence and the curl operators.
The Laplacian operator is defined as
= 2 := .
where is the dot product. For instance, for functions R2 R we have
2 2
= , , = 2
+ 2.
x y x y x y
and for functions from R3 R
2 2 2
= , , , , = 2
+ 2 + 2.
x y z x y z x y z
6.3 Differential Operators 181
By transforming the gradient to other coordinate systems, we can obtain the Lapla-
cian after coordinate change. Of course, this depends on the basis for the tangent
vectors chosen. If two relevant choices are available, as in the polar coordinate case,
we obtain both.
Example 6.3.8. The Laplacian in polar coordinates is given as follows; recall that
the scalar product depends on the basis chosen. In the basis (/r, /),
0(r,) f = 0 0(r,) f
(r,)
1 1
= , ,
r r r r
2 1 2
= + 2 2.
r2 r
We now define two differential operators which appear in the study of vector fields
and the integration theory of the next chapters. The divergence operator is defined
on differentiable vector fields F : Rn Rn , F = (f1 , . . . , fn )T , as follows
f1 fn
div F (x) := F = + + .
x1 xn
The physical meaning of the divergence is discussed in Chapter 10.
The curl operator is defined also on vector fields in R3 , F : R3 R3 , F =
(f1 , f2 , f3 )T using the following formula
i j k
curl F (x) := F = .
x y z
f f2 f3
1
The curl operator can also be applied to vector fields in R2 of the form F (x, y) =
(F1 (x, y), F2 (x, y)) by extending the vector field to the z component with 0:
F (x, y, z) = (F1 (x, y), F2 (x, y), 0). The physical meaning of the curl operator is
also discussed in Chapter 10.
Example 6.3.9. Recall that the radial gravitational force vector field is given by
mM G x
F (x) =
r2 ||x||
where x = (x, y, z) and r = ||x||. To compute the div and curl, we first decompose F
into its components
mM Gx ymM G mM Gz
f1 (x, y, z) = , f2 (x, y, z) = , f3 (x, y, z) = .
r3 r3 r3
Then,
The geometric and physical significance of the values obtained here are explained in
Chapter 10.
The gradient, Laplacian and divergence differential operators are linear, that is, for
functions g1 , g2 : Rn R, vector fields F1 , F2 : Rn Rn , G1 , G2 : R3 R and
scalars , R then
(g1 + g2 ) = g1 + g2
(g1 + g2 ) = g1 + g2
(6.7)
div(F1 + F2 ) = divF1 + divF2 .
The linearity of is automatic from the linearity of the derivative. The linearity of
, div and curl are left for the reader in the exercises section.
6.4 Application of Clairaults theorem to 1-forms 183
Exercises
a1 2f 2f a2
= = = .
y yx xy x
Thus, we can summarize this result as follows:
ai 2f 2f aj
= = = .
xj xj xi xi xj xi
We illustrate this calculation in the case n = 3. We only need to consider the cases
(i, j) = (1, 2), (i, j) = (1, 3) and (i, j) = (2, 3), therefore
a2 a1 a3 a1 a2 a3
= 0, = 0, = 0.
x1 x2 x1 x3 x3 x2
We now summarize the calculation above in the following result.
f (x, y) = arctan(x/y).
Proof. We only need to prove that if conditions (6.9) are satisfied, then is locally
exact. The other implication is given in Theorem 6.4.4. Let p = (x01 , . . . , x0n ) U
and > 0 be small enough so that the ball
Let x = (x1 , . . . , xn ) B (p) be an arbitrary point and consider the straight line
path L joining x and p with parametrization r(t) = p + t(x p). Note that
Thus, we need to verify that df = and this is where the conditions (6.9) are crucial.
We do this be computing the partial derivative
1X n
f (x)
= ai (r(t))(xi x0i ) dt
xj xj 0
i=1
1X n
ai (p + t(x p)) (xj x0j )
= (xi x0i ) + aj (r(t)) dt
0 i=1 xj xj xj
1X n
ai (r(t))
= (xi x0i )t + aj (r(t)) dt
0 xj
i=1
(6.10)
where we can differentiate under the integral because the integral is with respect to
t and the functions are continuous. We know from conditions (6.9) that for all i 6= j
we have
ai aj
= 0.
xj xi
We make the substitution in the last line of (6.10) to obtain
1X n
f (x) aj (r(t))
= (xi x0i ) t + aj (r(t)) dt.
xj 0 xi
i=1
Exercises
Parallelogram
The area of a parallelogram of base b and height h is bh. However, often a par-
allelogram is given in terms of vectors defining the sides of the parallelogram, for
instance, let u = (a1 , a2 ) and v = (b1 , b2 ) be two vectors in R2 as Figure 7.1 shows.
Recall from linear algebra that the area of a parallelogram given by two vectors
7.1 Area and Volume Forms 189
v
x
Fig. 7.1. Vectors u and v
The expression (dx dy)(u, v) is the signed area of the parallelogram generated by
the vectors u and v.
If dx and dy are interchanged, this causes a change of orientation of R2 and the sign
of the area changes.
dy(u) dx(u)
(dy dx)(u, v) =
dy(v) dx(v)
= a2 b1 b2 a1
= (dx dy)(u, v).
This is called the skew-symmetry property of wedge product. That is, the inter-
change of dx and dy induces a change in sign.
The wedge product of two differentiable 1-forms is an example of a differentiable
2-form which are introduced in Chapter 8. We can now return to the problem of
area and define the area form as
dA = |dx dy|
which always gives a non-negative area. Note that it is not a 2-form.
Example 7.1.2. We compute the signed area of the parallelogram generated by the
vectors u = (1, 4) and v = (2, 1). We have,
dx(u) dy(u) 1 4
(dx dy)(u, v) = = = 7.
dx(v) dy(v) 2 1
The parallelogram P (u, v) is positively oriented and so the signed area is positive.
y
u
x
Fig. 7.2. Positive orientation of the paral-
lelogram generated by u and v
It is straightforward to extend the wedge product of two basic 1-forms dxi , dxj
applied to vectors in higher dimensions as follows. For vectors u = (a1 , . . . , an ) and
7.1 Area and Volume Forms 191
v = (b1 , . . . , bn ), we define
dx (u) dx (u)
i j
(dxi dxj )(u, v) := = ai bj bi aj .
dxi (v) dxj (v)
Example 7.1.3. Consider the vectors u = (2, 2, 3) and v = (1, 3, 1). We com-
pute the signed area of the projections of the parallelogram P (u, v):
2 2
(dx1 dx2 )(u, v) = = 8
1 3
2 3
(dx1 dx3 )(u, v) = =5
1 1
2 3
(dx2 dx3 )(u, v) = = 7.
3 1
The parallelogram P (u, v) and its projection on the xy-plane are illustrated in Fig-
ure 7.3.
The formula for the area of the parallelogram is also obtained from the norm of the
cross-product
p
||u v|| = (a2 b3 b2 a3 )2 + (a1 b3 b1 a3 )2 + (a1 b2 a2 b1 )2
p
= (dy dz)2 (u, v) + (dx dz)2 (u, v) + (dx dy)2 (u, v).
Theorem 7.1.4. Let u and v be two vectors in R3 . Then, the area AP of the paral-
lelogram P spanned by u and v is
p
AP = [(dy dz)(u, v)]2 + [(dz dx)(u, v)]2 + [(dx dy)(u, v)]2 .
u
v
Fig. 7.3. Projection of the parallelogram generated by u and v onto the xy-plane.
Parallelepipeds
Consider a parallelepiped Q(u, v, w) given by three vectors u = (a1 , a2 , a3 ), v =
(b1 , b2 , b3 ) and w = (c1 , c2 , c3 ). Similar to parallelograms, the volume of Q(u, v, w) is
given by the product of the area of the base of Q(u, v, w) times the height. In terms
of vectors u, v, w, recall the triple product
V ol(Q(u, v, w)) = u (v w).
Then,
where
dx(u) dy(u) dz(u)
(dx dy dz)(u, v, w) = dx(v) dy(v) dz(v) .
dx(w) dy(w) dz(w)
dx dz dy = dx dy dz = dy dx dz = dz dy dx.
dV = |dx dy dz|.
Example 7.1.7. Compute the signed volume and volume of the parallelepiped given
by u = (2, 1, 2), v = (0, 3, 2) and w = (1, 1, 3).
dx(u) dy(u) dz(u)
(dx dy dz)(u, v, w) = dx(v) dy(v) dz(v)
dx(w) dy(w) dz(w)
2 1 2
= 0
3 2 = 14.
1 1 3
The signed areas and signed volume forms are used in a later section when we
introduce integration of forms. The area and volume forms are used in the next
section to define double and triple integrals.
Exercises
(1) Determine whether the parallelograms P (u, v) below are positively or negatively
oriented and compute their areas.
(a) P (u, v) with u = (1, 2), v = (3, 2)
(b) P (u, v) with u = (3, 1), v = (2, 4)
194 7 Double and Triple Integrals
(c) P (u, v) with u = (0, 3), v = (1/2, 2 3 ).
(2) Compute the area of the parallelograms P (u, v) below
(a) P (u, v) with u = (3, 1, 0), v = (1, 2, 3)
(b) P (u, v) with u = (1, 0, 3), v = (1, 4, 1)
(c) P (u, v) with u = (2, 3, 3), v = (5, 1, 1)
(3) Show that dxi dxj = 0 if i = j and that dxi dxj dx` = 0 if i = j, i = ` or
j = `.
(4) Compute the volume of the parallelepipeds Q(u, v, w) defined below.
(a) u = (2, 0, 0), v = (1, 1, 3), w = (3, 2, 4).
(b) u = (1, 1, 1), v = (1, 1, 1), w = (1, 0, 1).
(c) u = (4, 3, 1), v = (2, 1, 3), w = (0, 5, 7).
(5) Show that if u = (a1 , a2 , a3 , a4 )T and v = (b1 , b2 , b3 , b4 )T are vectors in R4 , then
(u, v) = (dx1 dx3 )(u, v) + (dx2 dx4 )(u, v)
can be written
b1
T
b2
(u, v) = u Jv = (a1 , a2 , a3 , a4 )J
b3
b4
where !
0 I2
J= .
I2 0
with I2 the 2 2 identity matrix and 0 the 2 2 zero matrix.
(6) Using the representation of (u, v) of the previous problem, show that is
unchanged if (u, v) is replaced by (Au, Av) where A is a 4 4 matrix satisfying
AT JA = J.
We now study the question of integrating functions of two variables over rectangular
and more general domains in R2 . We begin with functions of two variables over
rectangular domains. Suppose we want to compute the volume under a surface z =
f (x, y) over a rectangle R R2 . We look at some easy examples.
1
R3 R4
1/2 R2
R1
x
1 5 3 2
4 2
See Figure 7.4. Then, the volume under the function f (x, y) is the sum of the volumes
of the boxes with heights given by f over the rectangles defined in the domain. We
have
V olume = 2Area(R1 ) + 1Area(R2 ) + 3Area(R3 ) + 32 Area(R4 )
= 2(1/4) + (1/2) + 3(1/8) + (1/8) = 3/2.
n X
X m
RS := f (xij , yij
)dA(Rij ).
i=1 j=1
b1
yj+1 Rij
yj
b0
a0 xi xi+1 a1 x
Fig. 7.5. Subrectangle Rij given by the
partitions of [a0 , a1 ] and [b0 , b1 ].
The above construction is valid for functions f (x, y) which are not necessarily posi-
tive and we have the following definition.
Definition 7.2.2. If the limit of the Riemann sum (7.1) of f exists on R, then f is
said to be integrable on R and
Xn Xm
f (x, y) dA := lim f (xij , yij
)dA(Rij ).
R n,m
i=1 j=1
angle Rij can be bounded above and below and as the area of Rij shrinks to zero,
the limit converges.
As mentioned above, we also need a more effective way of computing the double in-
tegral than using the definition. We know from elementary calculus that for simple
integrals of functions of one variable, the Fundamental Theorem of Calculus enables
one to relate the value of the integral to the existence of an antiderivative, or indef-
inite integral. There is no such result for double integrals. However, it is possible to
decompose the double integral into a succession of two simple integrals as the next
result shows.
7.2 Double integrals 197
The idea of this theorem is that one can decompose the rectangle [a0 , a1 ] [b0 , b1 ]
using slices parallel to one of the axes. This is done as follows, say for slices parallel
to the y-axis. Fix a value x [a0 , a1 ] and consider f (x, y) with y [b0 , b1 ]. Then,
we can compute the integral of the slice obtained using f (x, y):
b1
f (x, y) dy. (7.2)
b0
Now, (7.2) depends on the value of x chosen to obtain the slice and so the result
slice at x = x0
b1
b0
x
a0 x0 a1
Thus, for every x [a0 , a1 ], G(x) is the integral of a slice. Fubinis theorem tells us
that summing up all the integrals G(x) for x [a0 , a1 ] corresponds to the integral
of f (x, y) over R.
rectangular plate R of a certain material has density (with units of mass/unit area,
say kg/m2 ) given by a continuous function (x, y). The total mass of the plate can
be computed as follows.
Decompose R into subrectangles Rij for i = 1, . . . , n, j = 1, . . . , m as shown in
the definition of the double integral. Then, we evaluate (x, y) at an arbitrary point
(xi , yj ) of Rij . Let A(Rij ) be the area of the rectangle Rij , then (xi , yj )A(Rij )
has units of mass and gives an approximation of the mass of the plate defined by
Rij . Therefore, we can write a Riemann sum with (x, y) giving an approximate
value for the total mass of the plate. Because is a continuous function, by taking
the limit of the Riemann sum, the total mass is given by
(x, y) dA.
R
Example 7.2.6. Suppose that R = [1, 1] [1, 1] and (x, y) = |x| + |y|, then
1 1
(x, y) dA = |x| + |y| dx dy
R 1 1
1 1 0 0
= (x + y) dx dy + (x + y) dx dy
0 0 1 1
1 0 0 1
+ (x + y) dx dy + (x y) dx dy
0 1 1 0
1 1 0 0
1 2 1 2
= x + yx dy x + yx dy
0 2 0 1 2 1
1 0 0 1
1 1 2
x2 + yx dy
+ x yx dy
0 2 1 1 2 0
= 1
We can apply this approach to any density function, for instance, population density.
a
a3
2
= (3 x )a dx
0 3
a
x3 a3
= 3x a x
3 3 0
2a4
= 3a2 .
3
R\D
x
Fig. 7.7. Domain D with boundary given
by piecewise smooth curves.
Type I:
A planar domain D is said to be of type I if it lies between the graph of two continuous
functions of x with the same domain, see Figure 7.8.
g2 (x)
g1 (x)
x
An example of Type I domain is given in Figure 7.8. The general formula for the
double integral is
b
!
g2 (x)
f (x, y) dA = f (x, y)dy dx.
D a g1 (x)
Example 7.2.8. Compute the volume of the region R between the xy-plane with y
0, the elliptic paraboloid z = x2 + y 2 and the cylinder x2 + y 2 = 1. This region is
bounded below by the xy-plane and above by the elliptic paraboloid. But the domain
D in the xy-plane is bounded by the cylinder and by the line y = 0. We have
p
D = {(x, y) R2 | 1 x 1, 0 y 1 x2 }.
1 1x2
2 1 3
= x y+ y dx
1 3 0
7.2 Double integrals 201
1 p
1
= x2 1 x2 + (1 x2 )3/2 dx
1 3
1
1 2 3/2 1 p 2
1
= x(1 x ) + x 1 x + arcsin x
4 8 8 1
1
1 1 2 3/2 3 p 2
3
+ x(1 x ) + x 1 x + arcsin x
3 4 8 8 1
1
= .
4
Type II:
A planar domain D is said to be of type II if it lies between the graph of two
continuous functions of y.
An example of a type II domain is found in Figure 7.9. The general formula for the
double integral is
d
!
f2 (y)
f (x, y) dA = f (x, y)dx dy.
D c f1 (y)
f2 (y)
f1 (y)
Example 7.2.9. Compute the volume of the region R enclosed by the cylinder x
|y| 1 = 0, the planes y = 1, y = 1/2, x = 0 and below the function f (x, y) = 2y.
We see that x values are constrained to be between 0 and the lines given by 1 + |y|,
where y takes its values between 1/2 and 1. This is indeed a region of type II and
we write
D = {(x, y) R2 | 1/2 y 1, 0 x 1 + |y|}.
Therefore, the volume is
1 1+|y|
!
2y dA = 2y dx dy
D 1/2 0
1
= 2 y(1 + |y|) dy
1/2
0 1
= 2 y(1 y) dy + y(1 + y) dy
1/2 0
= 2
Type III:
A domain D is of type III if it can be written as a type I or as a type II domain.
Here are some examples.
x2 y2
+ =1
4 3
in the first quadrant, see Figure 7.10. We can write
p
D = {(x, y) | 0 x 2, 0 y 3(1 x2 /4)}
p
= {(x, y) | 0 y 3, 0 x 2 1 y 2 /3}.
(2) D is the region bounded by the curves x = y 2 and y = ex 1, see Figure 7.11.
These two curves intersect at (0, 0) and at
2
y0 = ey0 1
y
3
y
y0
x0 x
Fig. 7.11. Domain of Type III bounded by
the exponential and the parabola
It is often the case that for type III domains, one of the parametrizations of D leads
to an easier computation.
D = {(x, y) R2 | 0 y 1, 0 x y}.
Then 1 y
2 2
ex dA = ex dx dy
D 0 0
but the inner integral does not have an antiderivative which can be written in what
are called elementary terms: polynomials, rational functions, trigonometric func-
tions, exponential and logarithmic functions. Hence, the integral is not computable
explicitly.
If we write instead
D = {(x, y) R2 | 0 x 1, 0 y x}.
1 x
Fig. 7.12. Triangular domain of
Type III
1 x
x2 x2
e dA = e dy dx
D 01 0 x
2
= ex dy dx
01 0
x2
= xe dx
0
1 1 u
= e du
2 0
1
= (1 e1 ).
2
Example 7.2.12. Let D be the region enclosed by the lines L1 , . . . , L5 with L1 joining
(0, 0) to (2, 0), L2 joins (2, 0) to (1, 3), L3 joins (1, 3) to (2, 2), L4 joins (2, 2) to
( 32 , 1), L5 joins ( 32 , 1) to (2, 0) and finally L6 joins (2, 0) to (0, 0) . See Figure 7.13.
We can split D into four regions:
D1 = {(x, y) | 0 x 1, 0 y x + 2}
D2 = {(x, y) | 1 x 2, 2 y 4 x}
y
D3 = {(x, y) | 1 y 2, 1 x 2 + 1}
D4 = {(x, y) | 0 y 1, 1 x y2 + 2}.
7.2 Double integrals 205
D2
2
D3
1
D1 D
D4
x Fig. 7.13. Union of domains of Types
1 2
I and II.
Exercises
D = {(x, y) | 1 x 1, x + 1 y x + 1}
(6) A heavy snow fall leaves on a flat roof of rectangular shape R of dimensions
20m 15m an uneven depth of snow due to the wind. Let R = [0, 20] [0, 15]
and we approximate the depth of the snow cover (in meters) on the roof by
1 3
the function f (x, y) = 1 + 1000 x2 + 1000 y 2 . Suppose that the snow density is
estimated as 50 kg/m , determine the density of snow per m2 and calculate the
3
12km
45km
48km
D
3km
6km
12km 18km Fig. 7.14. Domain D of Exercise 7.
7.3 Greens Theorem 207
After the Fundamental Theorem of Line Integrals, Greens theorem is the next ma-
jor theorem of Vector Calculus. It provides a relation similar to the Fundamental
Theorem, but between line integrals of 1-forms in R2 and double integrals. We be-
gin with the statement in the simplest case, that of a unique simple closed curve
surrounding a domain where a 1-form is defined.
Example 7.3.2. The simplest situation which illustrates Greens theorem is in the
case of a curve C = C1 C2 C3 C4 enclosing a rectangular region D given
by [, 0] [0, ]. We compute the line integral using parametrizations r1 (t) = (t, 0)
for t [0, ], r2 (t) = (, t) for t [0, ], r3 (t) = ( t, ) for t [0, ] and
r4 (t) = (0, t) for t [0, ]. Then, one obtains
= + + + (7.3)
C C1 C2 C3 C4
= a(t, 0) dt + b(, t) dt a( t, ) dt b(0, t) dt
0 0 0 0
= a(t, 0) dt + b(, t) dt a(u, ) du b(0, u) du
0 0 0 0
= (a(t, ) a(t, 0)) dt + (b(, t) b(0, t)) dt
0 0
where we use the substitution rule above, and return from the u to the t variable in
the last line. Using the Fundamental Theorem of Calculus, the last line is equal to
the following
b a
= dx dt dy dt
0 0 x 0 y
0
b a
= dy dx (7.4)
0 0 x y
b a
= dA(x,y) .
D x y
This example is important not only in understanding the origin of the formula of
Greens theorem, but we use it also in Chapter 10 to provide a more general proof
than the one we provide in this chapter. Stay tuned.
208 7 Double and Triple Integrals
Example 7.3.3. Let = x dy. Then a(x, y) = 0 and b(x, y) = x, so Greens theorem
yields
= dA(x,y)
C D
where the right-hand side is the area of the domain D. The reader can check that the
same result can be obtained by using the 1-forms = y dx or = 12 (y dx + x dy).
It is a remarkable consequence of Greens theorem that the line integral of a particular
1-form gives the area of the region it encloses.
The more general version of Greens theorem takes into account the fact that the
boundary of the region D may be made up of a simple closed curve C forming the
outer boundary and several simple closed curves surrounding holes within the region
bounded by C. See Figure 7.16 and note that the orientation of the closed curves
inside C are given orientation opposite to the orientation of C. The convention
is to take C with counterclockwise orientation and this one is referred to positive
orientation, thus the inner curves have clockwise orientation, which are referred to as
negative orientations. This choice is not arbitrary and guarantees that the formula
for Greens theorem of Theorem 7.3.1 is unchanged for a domain with holes.
Indeed, consider the simple situation in R2 where D is the region bounded by
D = C1 C2 where C1 is a circle of radius 1 and C2 is a circle of radius 2 both
oriented counterclockwise, see Figure 7.17. Let Di be the region enclosed by the
curve Ci , for i = 1, 2. Then,
b a b a b a
= .
D x y D2 x y D1 x y
Fig. 7.16. Left: a simple closed curve C surrounding a region with holes bounded by several
simple closed curves. Note the opposite orientation of the inner boundary curves.
y
C2
C1
Thus,
b a
= + = .
D x y C2 C1 C2 (C1 )
This example illustrates why the boundary curves are chosen with opposite orienta-
tions, in this case, D = C2 (C1 ) where C2 and C1 have opposite orientations.
Let
D = {(x, y) | x , g1 (x) y g2 (x)}.
We compute
= + + +
C C1 C2 C3 4
C (7.6)
= + .
C1 C2 C3 C4
The following integrals can be verified by the reader using the pullback formula
= (a(t, g1 (t)) + b(t, g1 (t))g10 (t) dt
C1
g2 ()
= b(, t) dt
C2
g1 ()
(7.7)
= (a(t, g2 (t)) + b(t, g2 (t))g20 (t) dt
C3 g2 ()
= b(, t) dt.
C4 g1 ()
Collecting the integrals involving a(x, y) from the C1 and C3 integrals we obtain
g2 (t) !
a a
a(t, g1 (t)) a(t, g2 (t))) dt = (t, y) dy dt = dA(x,y) .
g1 (t) y D y
We now consider the computation of the integrals involving b(x, y). Let B y (x, y) be
the antiderivative of b(x, y) with respect to y. Then
g2 ()
b(, y) dy = B y (, g2 ()) B y (, g1 ())
g1 ()
and g2 ()
b(, y) dy = B y (, g2 ()) + B y (, g1 ()).
g1 ()
To compute the integrals involving b(t, g1 (t)) and b(t, g2 (t)), we compute for i = 1, 2,
dB y (t, gi (t)) B y dx B y dy
= +
dt x dt y dt
y
B (t, gi (t))
= + b(t, gi (t))gi0 (t).
x
7.3 Greens Theorem 211
Therefore,
B y (t, gi (t))
b(t, gi (t))gi0 (t) dt = B y (, gi ()) B y (y, gi ()) dt.
x
Collecting the terms together using (7.6) and (7.7), the ones involving only B y cancel
out each other and because x = t on C1 and C3 , we are left with
B y (x, g2 (x)) B y (x, g1 (x))
a
= dx dA(x,y)
C x x D y
g2 (x) 2 y !
B (x, y) a
= dy dx dA(x,y) ()
g1 (x) yx D y
g2 (x) !
b(x, y) a
= dy dx dA(x,y)
g1 (x) x D y
b a
= dA(x,y) .
D x y
where the equality following () (on the second line above) is justified from the
fact that B y is a C 2 function and so we can interchange the order of the mixed
derivatives, that is:
2 B y (x, y) 2 B y (x, y) B y (x, y)
= = = b(x, y).
yx xy x y x
Suppose that D = D1 Dk where each Dj is a region of Type I or II. Let
Ci` be the (nonempty) smooth boundary curve between Di and D` . Then, Ci` as a
portion of Di has the opposite orientation to Ci` as a portion of D` . Therefore,
b a b a b a
dA = dA + dA
Di D` x y Di x y D` x y
= +
Di D`
= + +
Di \Ci` Ci` D` \Ci`
= +
Di \Ci` D` \Ci`
=
(Di D` )
and we can continue this process by iterating over the rest of the components of D
to obtain the result. This completes the proof.
212 7 Double and Triple Integrals
We begin with the 1-form from Example 4.3.7 of Chapter 4. We know that this
1-form is not exact and compute its line integral around a circle of radius a centered
at the origin. We generalize this result to any simple closed curve surrounding the
origin.
Let D be the region enclosed by C and consider Ca a circle of radius a > 0 small
enough such that Ca D. We define D0 as the region between Ca and C, see
Figure 7.18. Thus, D0 = C Ca . C has positive orientation going counterclockwise
and Ca has positive orientation going clockwise. Let r(t) = (a cos t, a sin t) with
t [0, 2] be a clockwise parametrization of Ca . Then,
D0
Ca
= 2
Ca
and so
= + = 2.
D 0 C Ca C
7.3 Greens Theorem 213
Recall that
b a
=0
x y
and so by Greens theorem
b a
= dA = 0.
D 0 D0 x y
which means
= 2.
C
Therefore, one sees that the value of the integral of the 1-form does not depend on
the curve C itself, but whether the curve C winds around the origin which is the only
point where is not defined.
We now explain this result from the viewpoint of polar coordinates. Indeed, in
polar coordinates, it is straightforward to compute that = d. Therefore,
C
computes the angular displacement along the curve C. For simple closed curves en-
circling the origin, we obtain 2.
The following example shows the derivation of one of Greens formula [2].
2v 2v
v(x, y) = 2
+ 2.
x y
Consider the 1-form
v v
= u dx + u dy.
y x
Then, a straightforward computation shows that
Thus, taking the double integral over D and applying Greens theorem, we obtain
= d = (uv + u v) dA.
C D D
Writing the line integral explicitly and rearranging the terms we have
v v
u v dA = uv dA + u dx u dy. (7.9)
D D C y x
We simplify this last integral further as follows. We know that if C has a parametriza-
tion r(t) = (x(t), y(t)), then r0 (t) is tangent to C. The vector N (t) = (y 0 (t), x0 (t))
214 7 Double and Triple Integrals
This last equation is the first Greens formula and is a useful tool in the context of
partial differential equations.
The following example is called the Bendixson-Dulac theorem and is useful in the
geometric theory of differential equations, see for instance [7].
Example 7.3.7. Let F (x, y) = (f (x, y), g(x, y)) be a vector field in R2 . If there exists
a simple closed curve C with parametrization, say r(t) = (x(t), y(t)) such that r0 (t) =
F (r(t)) then C is called a periodic solution of the vector field F . Periodic solutions
are a fundamental concept in the theory of differential equations.
Suppose the vector field F is such that there exists a function : R2 R so
that
(f ) (g)
+ >0
x y
in R2 . We now show that F does not have any periodic solution. We do this by con-
tradiction. We suppose there does exist a simple closed curve C with parametrization
r(t) (t [0, 2]) such that r(t) = F (r(t)) and show that this leads to an impossible
situation.
Let D R2 be a region with boundary D = C, a simple closed curve. We
consider the 1-form = (x, y)g(x, y) dx + (x, y)f (x, y) dy. Then, by Greens
theorem
f g
= d = + dA(x,y) > 0
C D D x y
because the integrand is strictly positive. Note that on C we have dx = x0 (t) dt =
f (x(t), y(t)) dt and dy = y 0 (t) dt = g(x(t),
y(t)) dt because r(t) = (x(t), y(t)) is a
solution of the differential equation. So =
C
2
((x(t), y(t))g(x(t), y(t))f (x(t), y(t))
0
+(x(t), y(t))f (x(t), y(t))g(x(t), y(t))) dt = 0.
Exercises
= (x x2 y) dx + (xy 2 y 3 ) dy
We now extend integration to functions of three variables. We begin with cubic do-
mains which are the simplest type of domains for which Fubinis theorem applies. As
in the previous section, we define three types of domains for which it is straightfor-
216 7 Double and Triple Integrals
ward to decompose the triple integral into three simple integrals. Several examples
are presented.
zk+1
zk
Bijk
yj yj+1
xi
xi+1
As in the case of double integrals, Fubinis theorem is applicable and we can compute
the triple integral as an iterated integral.
Again, just as with double integrals, we can compute interesting physical quantities
such as total mass, moments, centre of mass, total charge, etc in three-dimensional
regions using the triple integral.
Suppose that B = [0, 1] [0, 1] [0, 1] and (x, y, z) = xyz. The total charge in B is
1 1 1
1
(x, y, z) dV = x dx y dy z dz = .
B 0 0 0 8
We can define the triple integral over a general region E as in the case of double
integrals. Suppose that the boundary of E is made up of a finite number of smooth
surfaces and let E B where B is a box in R3 . Assume f (x, y) is continuous on E.
We define (
f (x, y, z) (x, y, z) E
F (x, y, z) =
0 (x, y, z) B \ E.
Then, F is continous on B with only a finite number of finite jump discontinuities
over smooth surfaces. By Theorem 7.4.2, F is integrable and we define
f (x, y, z) dV := F (x, y, z) dV
E B
Type I:
A region E is of type I if it is lies between the graphs of two continuous functions
u1 (x, y) and u2 (x, y) with domain D.
Example 7.4.5. We set up the triple integral of f (x, y, z) = (x + y)z on the region
E enclosed by the ellipsoid
y2
x2 + + z2 = 1
4
and the cylinder
2
1 1
x + y2 = .
2 4
The region E can be obtained as the region inside the cylinder, bounded below and
above by the portion of the ellipsoid inside the cylinder for z < 0 and z > 0 respec-
tively. Figure 7.20 shows the portion for z > 0. We write
( 2 )
1 2 1
D = (x, y) | x +y
2 4
7.4 Three-dimensional domains 219
Fig. 7.20. Region E enclosed by the ellipsoid and the cylinder in Example 7.4.5.
and
n p p o
E = (x, y, z) | (x, y) D, 1 x2 y 2 /4 z 1 x2 y 2 /4 .
Then,
1x2 y2 /4 !
(x + y)z dV = (x + y)z dz dA.
E D 1x2 y 2 /4
Type II:
A region E is of type II if it is lies between the graphs of two continuous functions
v1 (y, z) and v2 (y, z) with domain D.
consider the region in the plane x = 1 bounded by the remaining planes to define
D = {(y, z) | 0 z 3, 0 y z 3}.
Then,
xy+z =2
3 x = 1
y
2
x
Fig. 7.21. The various planes delimiting the region E in Example 7.4.6
Type III:
A region E is of type III if it is lies between the graphs of two continuous functions
w1 (x, z) and w2 (x, z) with domain D.
Fig. 7.22. Region E bounded by the cone and the sphere in Example 7.4.7.
Example 7.4.7. We set up the triple integral of f (x, y, z) = xyz on the region E
enclosed by the cone y 2 = x2 + z 2 and the sphere x2 + y 2 + z 2 = 1 and containing
the y-axis. See Figure 7.22.
The region E projects to a disk in the (x, z) plane with maximal radius 1/ 2.
This can be seen by obtaining the intersection curve of the cone and the sphere. We
substitute x2 + z 2 by y 2 in the sphere equation to obtain 2y 2 = 1 and so y 2 = 1/2.
The projection of the intersection curve to the (x, z) plane is indeed x2 + z 2 = 1/2.
We can now write
D = {(x, z) | x2 + z 2 1/2}
and so
p p
E = {(x, y, z) | (x, z) D, 1 x2 z 2 y 1 x2 z 2 }.
Example 7.4.9. Let B be the region enclosed inside the cone (z 1)2 = x2 + y 2 ,
bounded below by z = 0 and above by z = 3. We split B = B1 B2 as follows. Let
D1 be the circle of radius 1 centered at the origin and D2 be the circle of radius 2
centered at the origin. Then,
p
B1 = {(x, y, z) | (x, y) D1 , 0 z 1 x2 + y 2 },
p
B2 = {(x, y, z) | (x, y) D2 , 1 + x2 + y 2 z 3}.
See Figure 7.23. If g : B R is an integrable function, then
g dV = g dV + g dV
B B1 B2
! !
1 x2 +y 2 3
= g dz dA + g dz dA.
D1 0 D2 1+ x2 +y 2
Exercises
(1) Find the volume of the solid that lies between the planes z = 3 + 2x y, z = 2
and which projects to the rectangle R = [1, 1] [1, 2].
(2) Compute the volume under the surface z = 4 x2 y over the domain D bounded
by the lines y = 1, x = 0, x = 2, y = x + 4, y = x + 2.
7.4 Three-dimensional domains 223
We generalize the wedge product defined for differentials dxi to 1-forms. This is done
by a formal extension of the definition.
The wedge product has the following properties that are easily verifiable using the
definition.
We look at some examples of computations using the properties (a), (b), (c) above.
= (a1 (x, y)b2 (x, y) a2 (x, y)b1 (x, y)) dx dy using (c).
We now show that general wedge products are useful in dealing with changes of
coordinates. We begin with a general calculation.
Example 8.1.4. Let x = x(u, v), y = y(u, v) and z = z(u, v) and we compute their
differentials:
x x y y z z
dx = du + dv, dy = du + dv, dz = du + dv.
u v u v u v
According to the calculation in Example 8.1.3 we set
x x y y
a1 = , a2 = , b1 =
, b2 =
u v u v
and so
x y x y
dx dy = du dv.
u v v u
This can be rewritten
x x
u v
dx dy = det du dv
y y
u v
(x, y)
= det du dv.
(u, v)
226 8 Wedge Products and Exterior Derivatives
Example 8.1.6. (1) For the transformation to polar coordinates, we set x = r cos ,
y = r sin , then
!
cos r sin
dx dy = det = r dr d.
sin r cos
dA(x,y) = | det(B)|dA(u,v)
The formulae above are obtained by computing wedge products and from algebraic
manipulations. We still need to determine which vectors are arguments of dx dy
and du dv and look at the geometric meaning of the relationship between the area
forms.
Consider the change of variables given by the mapping (x, y)T = (u, v). and
the point (u0 , v0 ) R2 . Consider now the vectors ~ = (1 , 2 ) in
~ = (1 , 2 ) and
2
T(u0 ,v0 ) R . Let (x0 , y0 ) = (u0 , v0 ), then the vectors
D(~
) and ~
D()
8.1 More on Wedge Products 227
~ (R)
R D(~
)
~ ~
D()
r x
Fig. 8.1. The rectangle R is mapped by the polar coordinates mapping to a portion of annulus
(R). The vectors ~ and ~ are mapped to D(~ ~
) and D().
Example 8.1.8. Consider the case of polar coordinates with a rectangle R in (r, )
space generated by ~ where we assume that
~ and , ~ are relatively small. Then,
~ and
(R) is a portion of annulus in (x, y)-space as in Figure 8.1. The parallelogram
P (D(~ ~
), D())
provides an approximation to the area of the portion of annulus; with the approxi-
mation improving as
~ and ~ approach zero.
dV = |dx dy dz|.
We now explore the effect of changes of coordinates in R3 on the triple wedge prod-
uct, and therefore the volume form.
x x x
dx = du + dv + dw
u v w
y y y
dy = du + dv + dw
u v w
z z z
dz = du + dv + dw.
u v w
8.1 More on Wedge Products 229
We obtain
dx dy dz = (dx dy) dz
x x x y y y
= du + dv + dw du + dv + dw
u v w u v w
z z z
du + dv + dw
u v w
x y x y x y x y
= du dv + du dw
u v v u u w w u
x y x y z z z
+ dv dw du + dv + dw
v w w v u v w
x y x y z x y x y z
=
u v v u w u w w u v
x y x y z
+ du dv dw.
v w w v u
(x, y, z)
= det du dv dw.
(u, v, w)
The result for volume forms is straightforward.
dx dy dz = r dr d dz.
dx dy dz = 2 sin d d d.
The calculation proceeds as in the 2D case. Consider the box generated by the
canonical basis vectors e1 , e2 and e3 in the tangent space at (u0 , v0 , w0 ). Then,
x x x
u v w
(D(e1 ), D(e2 ), D(e3 )) = y , y , y
u v w
z z z
u v w
and so
(x, y, z)
(dx dy dz)(D(e1 ), D(e2 ), D(e3 )) = det (du dv dw)(e1 , e2 , e3 ).
(u, v, w)
~ = 1 e1 + 2 e2 + 3 e3
~ = 1 e1 + 2 e2 + 3 e3
~ = 1 e1 + 2 e2 + 3 e3
and using the linearity property of the wedge product, we obtain the result of The-
orem 8.1.12.
Exercises
and
2 = 2x5 x3 dx1 x4 dx2 x33 dx3 + x1 x4 x5 dx4 + x1 x25 dx5 .
(2) Let x = a cosh(u) and y = a sinh(u). Compute dA(x,y) in terms of dA(a,u) .
8.2 Differential Forms 231
(1 2 3 )(u, v, w)
dx dy = (sinh2 + sin2 ) d d.
Recall that (cosh x)0 = sinh x, (sinh x)0 = cosh x and cosh2 x sinh2 x = 1.
(7) The oblate spheroidal coordinate systems is given by the formula
Using the wedge product of differentials, we now define differential 2-forms and 3-
forms in R2 and R3 . The subject of differential forms is quite extensive in both
232 8 Wedge Products and Exterior Derivatives
= a(x, y) dx dy,
= a1 (x, y, z) dy dz + a2 (x, y, z) dz dx a3 (x, y, z) dx dy.
= b(x, y, z) dx dy dz
where b is a C 1 function.
(3) 2-form: b1 (X) dx1 dx2 + b2 (X) dx1 dx3 + b3 (X) dx1 dx4 + b4 (X) dx2 dx3 +
b5 (X) dx2 dx4 + b6 (X) dx3 dx4
8.2 Differential Forms 233
(4) 3-form: c1 (X) dx1 dx2 dx3 + c2 (X) dx1 dx2 dx4 + c3 (X) dx1 dx3 dx4 +
c4 (X) dx2 dx3 dx4
Then
For general k-forms and `-forms in Rn , the wedge product is taken by linearity: If
1 k (Rn ), 2 ` (Rn ), 3 m (Rn ) and , R then
( 1 + 2 ) 3 = 1 3 + 2 3 .
where the last equality follows by interchanging the differentials (twice) in the wedge
products of the first two terms.
a1 + b2 k (Rn ).
234 8 Wedge Products and Exterior Derivatives
Exercises
In the first subsection we define a differential operator called the exterior derivative
and denoted by d (just as the differential) which we can use on 1 and 2-forms. The
formal definition extends directly from the one we give here, but we do not present
it. The main property of the exterior derivative is that the composition with itself is
equal to 0. We show this fact in a particular case and go on to discuss the concepts of
closed and exact k-forms from this point of view. The second subsection is optional
on a first reading and shows how to use the exactness conditions (6.9) for a 1-form to
formally construct the exterior derivative for 1-forms. In particular, this construction
exhibits directly that d is in fact a 2-form.
8.3 Exterior Derivative 235
For 2-forms in R3 ,
then
The principle of the exterior derivative for k-forms follows the recipe above: take
the differential of the coefficient functions and wedge it with the wedge product
corresponding to each coefficient. We compute some useful general formulae with 1
and 2-forms in R3 .
As we know from Definition 8.3.6, if
then
a1 a1 a2 a2
d = dy + dz dx + dx + dz dy
y z x z
a3 a3
+ dx + dy dz.
x y
which simplifies to
a2 a1 a3 a2
d = dx dy + dy dz
x y y z
(8.2)
a1 a3
+ dz dx.
z x
In the computation of db1 , db2 and db3 we only need to consider the differential term
which does not appear in the associated wedge product. We obtain
b1 b2 b3
d = + + dx dy dz
x y z
because the reordering of the wedge products to dx dy dz always requires an even
number of interchanges. The reader is invited to perform this calculation.
F (x, y, z) = F (x, y, z) (dx, dy, dz), G = G(x, y, z) (dy dz, dz dx, dx dy).
Then,
d2 = d(d) = 0.
proof for 1-forms: We present the proof for 1-forms in Rn . The general proof
follows a similar argument using the general form of a k-form explained in the
previous section. Let x = (x1 , . . . , xn ) and
n
X
= ai (x) dxi .
i=1
Then,
n n
X X ai
d = dxj dxi
xj
i=1 j=1
8.3 Exterior Derivative 237
and !
n X
n n
2
X X 2 ai
d = d(d) = dxk dxj dxi .
xk xj
i=1 j=1 k=1
For any term in the triple sum for which i = j, i = k or j = k, then dxk dxj
dxi 0. Suppose now that i, j, k are different and fix i. Consider only the terms
j = m1 , k = m2 and j = m2 , k = m1 in the sum, we have
2 ai 2 ai
dxm2 dxm1 dxi + dxm1 dxm2 dxi
xm2 xm1 xm1 xm2
2 ai 2 ai
= dxm2 dxm1 dxi
xm2 xm1 xm1 xm2
=0
Definition 8.3.2 (exact and closed forms). Consider a differential form k (Rn ).
Example 8.3.4. Let = a(x)dx + b(y) dy + c(z) dz where a(x), b(y) and c(z) are
continuous functions. Then,
Exercises
1 2 = (1)ks (2 1 ).
d(1 + 2 ) = d1 + d2 .
= dH + ( dH).
r = 2z 2 y 2 dy dz + xz 2 dz dx + (x3 y 2 ) dx dy.
Show that e is closed and find a 1-form such that d = e . Show that r is
not exact.
8.3 Exterior Derivative 239
As Theorem 6.4.5 shows, the conditions (6.9) are important quantities to determine
whether a 1-form is locally exact. Now, those expressions are obtained from differen-
tiating the coefficients of and therefore we would like to express (6.9) in terms of
a differential operator we can apply directly to ; in analogy with differential op-
erators such as , div, curl or seen in Section 6.3. The exterior derivative defined
in the previous section is the correct differential operator for this purpose, however,
it is stated without justification whatsoever. In this section, we present one way of
constructing the exterior derivative as applied to 1-forms.
Before, doing the derivation recall the following properties of matrices. Let A
be a n n matrix, then A is symmetric if A = AT , while A is skew-symmetric (or
anti-symmetric) if AT = A. Then, any matrix A can be written as the sum of a
symmetric and an antisymmetric matrix. Explicitly,
A = B + C, where B = 21 (A + AT ) and C = 12 (A AT ).
the point (x, y) is not specified, the vector v can vary with the base point (x, y) and
it is then more convenient to think not only of , but of a pair (, F ) depending on
(x, y) only, where F = F (x, y) is some vector field. Thus, we consider (x, y)hF i as
a function of (x, y). Now, let G = G(x, y) be another vector field and we compute
the derivative of applied to vectors in G; that is,
a 1 a b
2 + dx(G)
x y x
= (dx(F ), dy(F ))
a b b
1
2 + dy(G)
y x y
1
b a
0 1 dx(G)
+ (dx(F ), dy(F ))
2 x y
1 0 dy(G)
where the last equality comes from the splitting of a matrix into its symmetric and
antisymmetric parts. In this form, we see the desired expression
b a
x y
appear in the second term. Moreover, the last term corresponds to the area of the
parallelogram generated by the vectors F and G, in other words, we can rewrite
! !
0 1 dx(G)
(dx(F ), dy(F )) = (dx dy)(F, G).
1 0 dy(G)
A straightforward computation shows that interchanging the roles of F and G yields
D(x, y)hGi F
a 1 a b
2 + dx(F )
x y x
= (dx(G), dy(G))
a b b
1
2 + dy(F )
y x y
1 b a
+ (dx dy)(G, F )
2 x y
a 1 a b
2 + dx(F )
x y x
= (dx(G), dy(G))
a b b
1
2 + dy(F )
y x y
1 b a
(dx dy)(F, G).
2 x y
We can now conclude this calculation by noticing that the symmetric parts cancel
out and so we isolate the antisymmetric part, which is a 2-form:
b a
D(x, y)hF i G D(x, y)hGi F = (dx dy)(F, G).
x y
Let us look at a similar calculation with a 1-form in R3 and we use the (x1 , x2 , x3 )
notation. Let
= a1 (x1 , x2 , x3 ) dx1 + a2 (x1 , x2 , x3 ) dx2 + a3 (x1 , x2 , x3 ) dx3
8.3 Exterior Derivative 241
By noticing that
0 1 0 dx1 (G)
(dx1 (F ), dx2 (F ), dx3 (F )) 1 0 0 dx2 (G) = (dx dy)(F, G)
0 0 0 dx3 (G)
and similarly for the other two expressions, we can rewrite as D(x1 , x2 , x3 )hF i G
a1 1 a1 a 2 1 a 1 a3
2 + 2 +
x1 x2 x1 x3 x1
= FT
1 a1 a2 a2 1 a2 a3 G
2 x + x x2 2 x3
+
x2
2 1
1 a1 a3 1 a2 a3 a3
2 + 2 +
x3 x1 x3 x2 x3
242 8 Wedge Products and Exterior Derivatives
1 a2 a1 1 a3 a1
+ (dx dy)(F, G) + (dx dz)(F, G)
2 x1 x2 2 x1 x3
1 a3 a2
+ (dy dz)(F, G)
2 x2 x3
Therefore,
a2 a1
D(x1 , x2 , x3 )hF i G D(x1 , x2 , x3 )hGi F =
(dx dy)(F, G)
x1 x2
a3 a1 a3 a2
(dz dx)(F, G) + (dy dz)(F, G)
x1 x3 x2 x3
because the symmetric parts cancel out. This calculation, unsurprisingly, also yields
a 2-form
Repeating the calculation above with a general 1-form in Rn we obtain the
following formula. Let x = (x1 , . . . , xn ),
n
X
= ai (x) dxi ,
i=1
Exercises
(1) Verify that the exterior derivative formula for a general 1-form
n
X
= ai (x) dxi
i=1
Case 1:
Consider a parametrization of R2 given by
~ in T(u,v) R2 .
, )
applied to pairs of vectors (~
Because we know dx dy = r dr d,
Case 2:
For a parametrization of R3
the pullback operation is defined in the same way as for 2-forms. Consider the 3-form
on R3 given by (x, y, z) = a(x, y, z) dx dy dz. We know that
(x, y, z)
dx dy dz = det du dv dw.
(u, v, w)
Case 3:
We now turn to the case of the parametrization of a surface S given by
: R R2 R3 .
Therefore,
(x, y)
dx dy = det du dv,
(u, v)
(y, z) (9.1)
dy dz = det du dv,
(u, v)
(z, x)
dz dx = det du dv.
(u, v)
For vectors ~ T(u,v) R2 ,
~,
D(~
) and ~
D()
are elements of T(u,v) S. The wedge products dxdy, dy dz and dz dx are applied
to the vectors D(~ ) and D(). ~
Putting all those substitutions together, we define the pullback of by as
( )(u, v) =
(y, z) (z, x) (x, y)
a1 ((u, v))
+ a2 ((u, v))
+ a3 ((u, v))
du dv
(u, v) (u, v) (u, v)
~ , ~ Tu,v R2 .
applied to vectors
(u, v) = (u2 , u + v, v u)
= 3xyz dy dz + zy dz dx + x2 y dx dy.
246 9 Integration of Forms
Moreover,
1 1
(y, z)
det = det =2
(u, v)
1 1
1 1
(z, x) = 2u
det = det
(u, v)
2u 0
2u 0
(x, y)
det = det = 2u
(u, v)
1 1
which leads to
The main use of pullbacks in our context is to compute integrals as we show in the
next section.
Exercises
are defined as limits of Riemann sums over grids subdividing D and B as in the
definition of double and triple integrals, see Definition 7.2.2 and Definition 7.4.1.
3
and for a domain E R ,
3
= g(x, y, z) dV,
E E
if the integrals on the right exist. Therefore, all results shown for double and triple
integrals apply to integrals of 2 and 3 forms.
sums defining double and triple integrals. In particular, the existence of integrals is
guaranteed over rectangles R and boxes B domains for 2 and 3 forms having bounded
coefficients with a finite number of jump discontinuities of finite size. Therefore, we
can define those integrals for domains D and E more general than the rectangle and
box domains by setting 2 and 3 to zero outside D and E.
Then
(x, y)
f (x, y) dA(x,y) = f (1 (u, v)) det
dA(u,v)
D R1 (u, v)
(x, y, z)
g(x, y, z) dV(x,y,z) = g(2 (u, v)) det dV
E R2 (u, v, w) (u,v,w)
Proof. Note that using Proposition 9.2.2, we can work directly with
2 and 3
D E
~ i = D1
1 (xi ) and
~j = D1 (yj ).
1
9.2 Integrals of Forms: change of variables formula 249
since the next to last line is the Riemann sum of 1 2 over 1 (D). A similar
calculation shows that
3
= 1 3
E R2
Fig. 9.1. Region E bounded by the cylinder and paraboloid described in Example 9.2.4.
Example 9.2.4. Find the volume of the solid that lies under the paraboloid z =
x2 + y 2 inside the cylinder (x 1)2 + y 2 = 1 and above the xy-plane. See Figure 9.1.
We begin by describing the domain E enclosed by the paraboloid and the cylinder,
we write
E = {(x, y, z) | (x, y) D, 0 z x2 + y 2 }
250 9 Integration of Forms
where
D = {(x, y) | 0 (x 1)2 + y 2 1}.
0 z x2 + y 2 0 z r2
and
(x 1)2 + y 2 = 1 (r cos 1)2 + r2 sin2 = 1 r = 2 cos .
dV(x,y,z) = | det D| dV(r,,z)
E R
= r dV(r,,z)
R
/2 2 cos r2
! !
= r dz dr d
/2 0 0
/2
3
= 4 cos4 d = .
/2 2
Example 9.2.5. Compute (x2 xy +y 2 ) dA where D is the region bounded by the
D
ellipse x2 xy + y 2 = 2. First, set h(x, y) = x2 xy + y 2 and we use (x, y) = (u, v)
given by p p
x = 2u 2/3v, y = 2u + 2/3v.
D = {(x, y) | 0 x2 xy + y 2 2}.
D1 = {(u, v) | u2 + v 2 1}.
9.2 Integrals of Forms: change of variables formula 251
We just need to compute the terms in the integrand on the right-hand side of the
equality. We have
4
h((u, v)) = 2(u2 + v 2 ) and | det D| = .
3
Therefore,
1
1v 2
!
8 2
h(x, y)dA(x,y) = (u + v 2 ) dv du.
D 3 0 1v 2
Now, one can possibly argue that the iterated integral on the right can be simplified
by going to polar coordinates. Let (u, v) = 1 (r, ) and 1 : D2 D1 where D2 =
{(r, ) | 0 r 1, 0 2}. Then,
8 8
(u2 + v 2 ) dA(u,v) = r2 |D1 | dA(r,)
3 D1 3 D2
1 2
8 3 4
= r d dr = .
3 0 0 3
Example 9.2.6. Compute the volume inside the torus given by
from a domain
R = {(, u, v) | 0 1, 0 u 2, 0 v 2}.
Thus,
dV(x,y,z) = | det D| dV(,u,v)
E R
where det D =
cos v cos u (2 + cos v) sin u sin v cos u
det cos v sin u (2 + cos v) cos u sin v sin u = (2 + cos v) > 0.
sin v 0 cos v
252 9 Integration of Forms
This leads to
1 2 2
dV(x,y,z) = (2 + cos v) dv du d
E 0 0 0
1 2
2
= (2v + sin v) |0 du d
0 0
1 2
= 4 du d
0 0
1
= 8 d
0
= 4 2
Exercises
(1) Set up the iterated integral for the following integrals of 2-forms and 3-forms
over the given domain.
(a) Let (x, y) = (x2 y 2 )dxdy and the domain D is parametrized by (u, v) =
(u cosh(v), u sinh(v)) with 1 u 3 and 0 v .
(b) Let (x, y) = yex with domain D parametrized by (u, v) = (ln(uv), uv)
where 1 u 2, 1 v 3.
(c) Let
x2 y2 z2
(x, y, z) = + + dx dy dz
22 12 32
and the domain E given by the parametrization (u, v, w) = (2u, v, 3w)
with 0 u 1, 0 v 2, 1 w 1.
(d) Let (x, y, z) = (x2 + y 2 z 2 )dx dy dz and the domain E is parametrized
by (, , ) = (cosh cos cos , c cosh , cos , sin , sinh sin ) where
0 < 1, /2 /2 and 0 .
(2) Evaluate the following integrals
(a) S (x + y) dA where S is the region inside the disk x2 +y 2 = a2 and between
the lines y = x and y = x and containing the y-axis.
(b) D tan(x2 + y 2 ) dA where D is the disk of radius 1 centered at (0, 0).
(3) Let T be the region bounded by the triangle with vertices (1, 0), (0, 1) and
(1, 0). Evaluate
2
yx
dA
T y+x
by using the change of variables u = y x, v = y + x.
9.3 Integrals on a surface 253
(4) Consider the region E bounded by the tetrahedron with vertices (0, 0, 0), (0, 1, 1),
( 3/2, 1/2, 1), ( 3/2, 1/2, 1). Evaluate
(xz + 2y) dV
E
x2 y2 z2
2
+ 2 + 2 = 1.
a b c
(6) Consider a colony of bacteria living in a Petri dish in the shape of a disk of
radius 10cm. Suppose that the density of bacteria is estimated by (x, y) =
3 2 exp((x2 + y 2 )1 ) bacteria/cm2 . Compute the total number of bacteria in
the dish and determine the average density of bacteria.
(7) Consider an electrically charged region E in the shape of a torus as in Exam-
ple 9.2.6. We assume the charge density in E (given in Coulomb per square
meters C/m2 ) to be given by a function (x, y, z) = z(x2 + y 2 ). Evaluate the
total charge density in E.
(8) Consider a ball of radius 8 cm filled with sand lying on a table and assume that
the south pole is at the origin of R3 . Suppose that the mass density is estimated
by the function (x, y, z) = 5 z/4 g/cm3 . Find the centre of mass (x, y, z) of
the ball by computing the integrals
1 1 1
x= x dV, y = y dV, z = z dV
M E M E M E
Definition 9.3.1. Let S R3 be a surface for which a unique tangent space exists
~ , ~ be vectors in Tp S. Then, the surface area form is
at each point p S and let
defined by
q
~
, ) = (dy dz)2 (~
dS(~ ~ + (dz dx)2 (~
, ) ~ + (dx dy)2 (~
, ) ~
, ).
The surface area form is non-negative and is a generalization of the area form to any
two-dimensional surface in R3 . We now use the surface area form to define various
surface integrals.
Consider a surface S which has a tangent space at all points, and partitioned
into a grid as in Figure 9.2 with ki , the ith curve parallel to the y-axis, and `j ,
9.3 Integrals on a surface 255
two vectors based at pij and tangent to ki and `j respectively. The parallelogram
P (~ij , ~ij ) is an approximation of the area of the portion of surface Sij bounded
by the curves ki , ki+1 , `j , `j+1 and it has area dS(~ij , ~ij ). By refining the grid, see
Figure 9.3, the approximation improves since each Sij becomes flatter as the pieces
become smaller.
Consider now a function f : S R. The value of f can be approximated at the
points pij . We use this construction to define the integral of f on the surface S.
is called the surface integral of f on S and its value is given by the Riemann sum
n X
X m
lim f (pij )dS(~ij , ~ij ), (9.2)
n,m
i=1 j=1
Now that we have a definition of the surface integral, we need to obtain a compu-
tational formula to evaluate the integral. For this, we need S to be described by a
parametrization and our goal is to write dS in terms of this parametrization.
Let : D S, (u, v) = (x(u, v), y(u, v), z(u, v)) be a parametrization of S. Let
(u0 , v0 ) D and p = (u0 , v0 ) S. Let ~ T(u ,v ) R2 , then D(~
~, ~
), D()
0 0
Tp S and
~ (y, z) ~
(dy dz)(D(~
), D()) = det (du dv)(~
, )
(u, v)
256 9 Integration of Forms
~ = det (z, x) ~
(dz dx)(D(~
), D()) (du dv)(~
, )
(u, v)
~ (x, y) ~
(dx dy)(D(~
), D()) = det (du dv)(~
, ).
(u, v)
Therefore, we obtain
s 2 2 2
~ = (y, z) + (z, x) + (x, y) (du dv)(~ ~
dS(D(~
), D()) (u, v) (u, v) (u, v) , )
where the right hand side is similar to a pullback of dS via and we define
s
(y, z) 2 (z, x) 2 (x, y) 2
( dS) := (u, v) (du dv).
+ +
(u, v) (u, v)
This now leads to a computational formula for the surface integral in terms of the
pullback of dS.
Proof. Consider the elements in the Riemann sum (9.2): pij = (ui , vj ) for some
(ui , vj ) D, and so f (pij ) = f ((ui , vj )). Moreover,
where the right-hand side is the Riemann sum leading to the double integral of the
function s
(y, z) 2 (z, x) 2 (x, y) 2
f ((ui , vj )) + +
(u, v) (u, v) (u, v)
We now look at several examples beginning with the area of surfaces obtained if
f (x, y, z) = 1.
9.3 Integrals on a surface 257
= 4a2 .
Therefore,
s
g 2 g 2
f dS = f ((x, y)) 1+ + dx dy.
S D x y
D = {(r, ) | 0 r 2, 0 2}.
Example 9.3.6. We compute the mass of a thin material in the shape of a conic
surface S with parametric representation (r, ) = (r cos , r sin , r) with 0 r 1
and 0 2. Suppose (x, y, z) = z 2 be the mass density at (x, y, z) S. Then,
m= (x, y, z) dS = r2 2r dr d
S D
1
= 2 2 r3 dr
0
2
= .
2
Example 9.3.7. We consider a situation where the density of vegetation cover on a
mountain depends on the height and whether we consider the south or north face
of the mountain. Suppose the mountain has height z = H > 0 with a cone shape
assumed to be circularly symmetric with radius 10H at the base z = 0. We set the
top of the mountain at (x, y, z) = (0, 0, H) and assume the density of biomass to be
given by a function
z
2C 1
if 0 y,
(x, y, z) = H
C 1
z
if y < 0
H
where C is some constant. Let S be the surface of the mountain given by z =
1
g(x, y) := H 100H (x2 + y 2 ) with D = {(x, y) | x2 + y 2 (10H)2 }. The total
density of vegetation is given by
(x, y, z) dS.
S
1
The parametrization of S is (x, y) = (x, y, H 100H (x2 + y 2 )) with domain D. To
obtain the integral, we begin by splitting D = D+ D where D+ = D {(x, y) |
y 0} and D = D {(x, y) | y < 0}. We define S+ = S|y0 and S | = Sy<0 and
z
so S is parametrized by with domain D . Moreover, |D+ = 2C 1 H and
9.3 Integrals on a surface 259
z
|D = C 1 H . Therefore, we can write
(x, y, z) dS = + (x, y, z) dS + (x, y, z) dS
S S+ Ss
4(x2 + y 2 )
g(x, y)
= 2C 1 1+ dx dy
D+ H (100H)2
s
4(x2 + y 2 )
g(x, y)
+ C 1 1+ dx dy.
D H (100H)2
Writing in terms of iterated integrals, using the fact that the integrand is independent
of , we now have
10H
s s
r2 4r2 r2 4r2
2
1+ 2
r dr d = 2
1+ r dr
D 100H (100H) 0 100H (100H)2
Exercises
(1) In each case, set up the integral to compute the surface area of S, if possible,
compute the integral.
(a) S is given by z = 2x2 + y 2 with domain D = {(x, y) | 0 2x2 + y 2 4}.
(b) S is the portion of the cylinder x2 + z 2 = 2 with z 0 and 3 y 3.
(c) S is given by (u, v) = (uv, uv 2 , 2 + u) with 1 u 1 and 0 v 1.
(d) S is the portion of sphere of radius 1 with 1/2 z 1.
(e) S is the surface of the tetrahedron with vertices (0, 0, 0), (1, 0, 0), (0, 1, 0)
and (0, 0, 1).
(f) S is the positively oriented cone with a vertex at (0, 0, 2) with axis given by
the z-axis and base given by the disk of radius 2 in the xy plane.
(g) S is the portion of sphere given by
(2) Suppose that the density of population of a wildlife species A depends on the
height of the landscape and is given by the formula (x, y, z) = 0 z and does
not live at heights greater than 0 . If the landscape can be approximated by
z = x4 y 3 + 2x2 y + 3xy 2 where 1 x 1 and 0 y 1. Set up the integral
for the total population of A.
(3) Cell membranes are covered with channels enabling the transport of ions from
the interior of the cell to the extracellular medium. Channels typically only
enable the passage of a unique type of ion. Na+ ion channel density on a given
type of cell is 60 channels/m2 [5]. Suppose that a cell is spherically shaped
with radius 2m. How many ion channels are on the sphere.
(4) European otter Lutra lutra exhibits a mean hair density of about 70000
hairs/cm2 not including appendages [3] The body of the otter is 57 to 95
cm long not counting the tail. If we assume that the body of the otter is approx-
imatively a cylinder of length ` (with ` [57, 95]) and radius of 8cm, determine
the total number of hair on the otter.
if the limit of the Riemann sum on the right-hand side of the equality sign exists as
the size of ~ij , ~ij tends to 0 as n, m .
Proof. Begin with the Riemann sum formula of Definition 9.3.8. Set = a1 dy dz +
~ ij , ~ij Tpij S and ~ij = D1 (~
a2 dz dx+a3 dxdy, pij = (ui , vj ) S and ij ),
~ij = D1 (
~ij ), then
n X
X m
2 = lim ij , ~ij ) + a2 (pij ) (dz dx)(~
a1 (pij ) (dy dz)(~ ~ij )
ij ,
S n,m
i=1 j=1
ij , ~ij )
+a3 (pij ) (dx dy)(~
m
n X
X (y, z)
= lim a1 ((uij , vij )) (du dv)(~ij , ~ij )
n,m (u, v)
i=1 j=1
(z, x)
+a2 ((uij , vij ))
(du dv)(~ij , ~ij )
(u, v)
(x, y)
+a3 ((uij , vij ))
(du dv)(~ij , ~ij )
(u, v)
n X m
(y, z)
+ a2 ((uij , vij )) (z, x)
X
= lim a1 ((uij , vij ))
n,m (u, v) (u, v)
i=1 j=1
(x, y)
+a3 ((uij , vij ))
(du dv)(~ij , ~ij )
(u, v)
= 2 ,
D
where the last equality holds as one recognizes the Riemann sum of the pullback of
2 in the previous line.
We illustrate the use of the formula of Theorem 9.3.9 in the following examples.
We have
and so
1 1
= (u + v)(6u3 6u2 v 2uv + 2u2 + 2u5 ) du dv.
S 0 0
This last integral is straightforward and we leave the details to the reader.
Example 9.3.11. Let S be the surface which forms the boundary of the region deter-
mined by the cylinder x2 + z 2 = 1, the plane y = 0 and x + y = 2. See Figure 9.4.
Let
= 5(dy dz) + y(dz dx) + x(dx dy).
We compute . This computation is much more involved than the previous one
S
and we outline only the major steps. First, there are three separate surfaces making
up S and second, the parametrizations are not given explicitly. The three separate
surfaces are: the disk of radius 1 centered at the origin in the (x, z)-plane (S1 ), the
cylinder (S2 ) and the plane given by x + y = 2 (S3 ). Therefore, we write
= + + .
S S1 S2 S3
S2 = {(x, y, z) | x2 + z 2 = 1, 0 y 2 x}
9.3 Integrals on a surface 263
parametrized by 2 : D2 S2 where
Finally,
S3 = {(x, y, z) | y = 2 x, x2 + z 2 1}
and 3 : D3 S3 is
One now has all the information necessary to complete the problem (See Exercises).
where we define
~n(p)
f (p) := a(p) R.
||~n(p)||
(1) Setup the iterated integrals for the computation of the integral of the 2-form on
the given surface. Compute the integral if possible.
(a) Let S be the surface given by (u, v) = (u + v, uv, u2 ) with 0 u 1,
1 v 1 and = 2xyz dy dz + 3y 2 x dz dx + zx2 dx dy.
(b) Let S be the portion of the ellipsoid
x2 z2
+ y2 + =1
4 3
with y 0 and the 2-form is = z dy dz + xy dz dx
(c) Let S be the cylinder with cross-section given by (x 1)2 + y 2 = 1 with
0 z 2 and the 2-form is = x dy dz + y dz dx.
(d) Let S be the surface of rotation generated by y = (1 x)2 with 0 x 1
around the z-axis and the 2-form is = xeyz dydz+exz dzdx+z 2 dxdy.
(e) Let S be the portion of sphere given by
Just as curves have two possible orientations, we now explain how to define and
compute the orientation on surfaces. The simplest example of a surface is a plane
and we begin with this case as the general case builds on this one.
We know that the (x, y)-plane can be given an orientation, positive (counter-
clockwise rotation) or negative (clockwise rotation). Consider now a plane P R3 ,
not necessarily containing the origin. We center the plane at some p P and consider
an axis perpendicular to P and passing through p. Rotations in one direction are
defined as positive while rotations in the opposite direction are defined as negative.
9.4 Orientation of Surfaces 265
For nonvertical planes P in (x, y, z) space, we say that the plane P has positive ori-
entation at p P , if the rotation around the axis at p, projected on the (x, y)-plane
is in the positive orientation. Therefore, all points on a plane can be given a positive
orientation induced by the orientation on the (x, y)-plane. For a vertical plane, we
can use the projection to the (y, z) or (x, z) planes to define the orientation.
Fig. 9.5. Consistent orientation at points p and q of a plane P induced by the orientation on the
xy-plane.
Let p, q P , we say that the orientations at p and q are consistent if the orientations
at p, q are the same. Therefore, the orientation induced by the (x, y)-plane for all
p P is consistent. See Figure 9.5. Because orientations are well-defined and easily
computable for planes, those are used for the definition of orientation for a general
surface.
Given any normal vector v at p S, the vector v is also a normal vector. We use
this duality to attach a normal vector to each orientation. We adopt the convention
that the direction of the normal vector corresponding to the positive orientation
266 9 Integration of Forms
should follow the right-hand rule; this means that if you bend your four fingers
in the counterclockwise direction on the tangent space to the surface using the axis
perpendicular to the tangent space, your thumb points in the direction of the positive
normal vector.
Example 9.4.3. A sphere S is orientable. Indeed, for each point p S, one can
always choose the unit normal vector ~n perpendicular to Tp S as pointing towards the
outside of the sphere. Thus, for any curve C joining two points p, q S, the normal
vector ~n prescribes a consistent orientation for all tangent spaces along the curve C
joining p and q.
We now conclude this section with the famous Mbius strip which is the simplest
example of a non-orientable surface.
b d
a L c
a c
b d
Fig. 9.7. Thin rectangle used to make a Mbius strip by twisting one end and connecting the
two more remote sides.
9.4 Orientation of Surfaces 267
From Figure 9.8, for a point chosen on the line in the middle of the strip, the curve
returns to its original location after one revolution, but the normal vector attached to
the path is now pointing in the opposite direction from the original one. This means
that as we follow a path along the middle of the strip, the orientation on the surface
is not consistent. This is true also for any path which winds around once along the
strip. For instance, consider a point at a constant positive distance from the middle
of the strip, we see in the picture that the normal vector after one revolution points
in the opposite direction from the original normal vector, then joining the starting
and end points by a straight line the normal vector is carried to minus the starting
point normal vector.
Fig. 9.8. Paths along the Mbius strip with normal vectors attached along the paths.
The previous section shows that the computation of normal vectors perpendicular
to a surface is obtained by computing the tangent plane and determining a vector
perpendicular to the tangent plane. We now derive a general formula to compute
normal vectors for parametrized surfaces.
Let S be a surface parametrized by (u, v) = (x(u, v), y(u, v), z(u, v)) and p =
(u0 , v0 ) S. A normal vector ~n(p) = (nx , ny , nz ) must satisfy ~n(p) Tp S, but
we know that an infinite number of vectors satisfy this condition. Therefore, we also
impose a condition on the norm of this vector. One choice would be to restrict to unit
vectors. However, we prefer the following condition which has a stronger geometric
significance in the context of parametrized surfaces.
Consider the horizontal and vertical paths through (u0 , v0 ) given by (u, v0 ) and
(u0 , v). Then (u, v0 ) and (u0 , v) are paths in S through p. Let ~u1 = (1, 0) and
~v1 = (0, 1) be unit vectors at T(u0 ,v0 ) R2 and consider the vectors
x y z
~ = D(u0 , v0 )~u1 = , ,
u u u (u0 ,v0 )
268 9 Integration of Forms
y
(u0 , v)
~v1
v0 (u, v0 )
~u1
u0 x
and
~ = D(u0 , v0 )~v1 = x y z
, , .
v v v (u0 ,v0 )
||~n(p)|| = A(P (~ ~
, )).
With this choice, the normal vector is connected to to the formula for dS. We now
look at some important examples for which the formulae are used repeatedly in the
next sections.
Example 9.4.5. Consider the surface given by the graph of a differentiable function
f (x, y). Then, (u, v) = (u, v, f (u, v)) is a parametrization and the normal vector
at a point p = (x, y, z) is given by
(y, z) (z, x) (x, y) f f
~n(p) = , , = , ,1 .
(u, v) (u, v) (u, v) u v (u0 ,v0 )
This normal vector corresponds to the positive orientation induced from the positive
orientation in the (x, y)-plane.
Example 9.4.6. Let S be the sphere of radius 1 centered at the origin with parametriza-
tion given by (, ) = (cos sin , sin sin , cos ) with 0 , 0 2.
Then,
(y, z) (z, x) (x, y)
~n(p) = (, ) , (, ) , (, )
Note that ~n(p) points towards the outside of the sphere. This can be seen by letting
= 0, = /2, then the normal vector is (1, 0, 0).
Exercises
x2 y2 z2 x2 y2 z2
2
+ 2 + 2 = 1, 2
+ 2 2 =1
a b c a b c
x2 y2 z2 x2 y2
2
2 + 2 = 1, 2
+ 2 z =0
a b c a b
x2 y2 z2 x2 y2
2
2 z = 0, 2
= 2 + 2.
a b c a b
270 9 Integration of Forms
(4) Compute the normal vector of the helicoid surface given by the parametric
representation
(, ) = ( cos(a), sin(a), )
where > 0, [0, 2) and a is a fixed constant.
(5) Consider the tetrahedron with vertices at (0, 0, 0), (1, 0, 0), (0, 1, 0) and (0, 0, 1).
Determine the positively oriented normal vectors for this surface. (Hint: the
normal vectors for the coordinate planes are straightforward to obtain).
The formulae obtained in the above section are special cases of a pullback formula
valid for any k-forms as we now explain. Let : Rn Rm be a differentiable
mapping and be a k-form in Rm . That is, is evaluated at q Rm on vectors
1 , . . . , k where j Tq Rm for j = 1, . . . , k:
(q)h1 , . . . , k i R.
From this example, we can now present a result about changes of variables in line
integrals which is useful in proving Stokes theorem in Chapter 10.
Proof. Let = a1 (x, y, z) dx+a2 (x, y, z) dy +a3 (x, y, z) dz, and r(t) = ((t), (t)) =
(r1 (t), r2 (t)) with t [a, b] be a parametrization of C. Then, the curve (C) has
parametrization given by
We conclude with some important properties of the interaction between wedge prod-
ucts, exterior derivatives and pullbacks. These are used in the proof of Stokes theo-
rem which is presented in Chapter 10.
(2) ( )
(3) d( ) = (d).
Proof. The proof of those results follows the ones found in [1], we reproduce the one
for (a) and part of (c) here for completeness. (a) This is a straightforward application
of the general definition of pullback and the definition of wedge product of 1-forms
using the determinant. We have
= det(i (d(vj ))
= det( (vj ))
= ( 1 ` )(v1 , . . . , vk ).
(b) One can use part (a) construct the proof of this case. Working out some
simple examples may be helpful.
(c) We begin by proving the result for differentiable 0-forms f : Rm R. We
have
m
!
X f
(df ) = dyi
yi
i
m
X f
= dyi (D)
yi
i
m n
X f X i
= dxj
yi xj
i j=1
9.5 General Pullback Formula 273
where this last equality is obtained because dyi computes the differential of the ith
component of D as illustrated in Example 9.5.1. This last term is then equal to
m X
n
X f i
= dxj
yi xj
i=1 j=1
n
X (f )
= dxj
xj
j=1
= d(f ) = d( f ).
The remainder of the proof uses part (b) and the first part of this proof, but we do
not continue it here explicitly.
Exercises
(1) Show that Cases 1,2 and 3 in Section 9.1 can be obtained using the general
pullback formula (9.5).
(2) Let be a 2-form in R4 and : R3 R4 be a differentiable mapping. Compute
explicitly the 2-form in R3 given by .
(3) Complete the proof of Proposition 9.5.3 by consulting [1].
10 Stokes Theorem and Applications
We are now at the point of presenting the main theorem of Vector Calculus: Stokes
Theorem. In the traditional setting of Vector Calculus where one studies vector
fields and differential operators without discussing differentiable k-forms and exterior
derivatives, Stokes theorem comes in three flavours. There is Greens theorem for
vector fields in the plane which is decribed in Chapter 7, Stokes theorem for vector
fields on surfaces and the Divergence Theorem (also known as Gauss Theorem) for
vector fields in R3 . However, the formulae involved are quite different in each case.
We present those three theorems using the differential form theory and the formulae
have exactly the same structure, depending only on the type of k-form and the
dimension of the geometric objects. In order to state Stokes theorem in complete
generality for arbitrary k-forms and in any dimension requires one to develop the
theory of differentiable k-forms and the formulae of exterior derivatives at a much
deeper level and is beyond the scope of this book. We recommend the following
reference for the interested readers [1].
We begin this chapter with a basic discussion of orientation of curves on surfaces
as a generalization of the orientation of curves around two-dimensional domains seen
for Greens theorem in Chapter 7. We state Stokes theorem in the three versions
stated above and present some examples and applications. We then state Stokes
theorem in the classical way using the differential operators and present some ex-
amples.
Before we can state Stokes theorem in the three versions, we need to define orien-
tation of curves on surfaces and the orientation of surfaces forming the boundary of
bounded regions in R3 .
Recall the convention for orienting boundary curves in Chapter 7 in the context of
Greens theorem. Let D R2 be a subset with boundary denoted by D given by
only one simple closed curve C. We say that C is oriented positively if it is travelled in
the counterclockwise direction. There is also the more subtle situation if the domain
D has holes in its interior, bounded by simple closed curves C1 , . . . , Ck . Then the
curves C1 , . . . , Ck have positive orientation if the orientation is in the clockwise
direction.
One way to understand the convention described here is to consider the xy-plane
in R3 and taking the unit normal vector ~n pointing in the positive z direction, then
10.1 More on orientation of curves and surfaces 275
C2
C1
Fig. 10.1. Curve C made up of three distinct curves, bounding a domain in the plane where the
orientation of the inner curves is opposite the orientation of the outer curve.
as the normal vector is moved along C, the domain D remains on the left. In the case
of a domain with holes, this choice is made so that the domain D is again, always
on the left of the normal vector ~n as it is moved along any of the curves C1 , . . . , Ck .
Figure 10.2 gives a schematic of this process.
left C1
left Fig. 10.2. The domain D lies to the left
C2 D y
of the normal vector as it is moved along
x the curves C1 and C2 .
Example 10.1.1. Consider the surface S given by the sphere with z 0. Then, the
boundary curve is given by the circle x2 + y 2 = 1 at z = 0. The orientation on
276 10 Stokes Theorem and Applications
Fig. 10.3. Surface with outside boundary curve positively oriented in the counterclockwise direc-
tion. The boundary curve inside is oriented positively in the clockwise direction.
Fig. 10.4. Surface S of Example 10.1.1 with positively oriented boundary curve
S is obtained using the parametrization (, ) = (sin cos , sin sin , cos ) with
0 /2 and 0 2. At a point p S,
At the boundary, the normal vector is ~n((/2, )) = (cos , sin , 0) which points
away from (0, 0, 0). This means the positive orientation along S is in the counter-
clockwise direction. See Figure 10.4.
Fig. 10.5. Three-dimensional region E bounded by the closed surface E with positive orienta-
tion from the outward pointing normal vectors.
Consider an open bounded and connected set E such that its boundary S is an
orientable piecewise smooth surface, made up of a collection of smooth (orientable)
surfaces S1 , . . . , Sk . We denote S = E. We also refer to E as a solid region. The
boundary of E is known as a closed surface as it separates R3 into two disjoint
regions: E which lies inside E and R3 \ E outside of E. Then, we say that E
is positively oriented if the normal vectors ~n for all points p S points towards
R3 \ E. We determine the positive orientation of E for some often encountered
parametrizations of surfaces.
points towards R3 \ E.
278 10 Stokes Theorem and Applications
Example 10.1.3. Consider the region E bounded by the cylinder given by the ellipse
x2 y2
2
+ 2 =1
a b
with a, b > 0, and the planes z = k and z = h for k < h. A parametrization of the
Thus,
(y, z) (z, x) (x, y)
~n(p) = det , det , det
(, z) (, z) (, z)
Example 10.1.4. Let E be the region bounded by the cone z 2 = x2 + y 2 and the
elliptic paraboloid z = 4 x2 y 2 with z > 0. Parametrizations are given by
1 (r, ) = (r cos , r sin , r2 ) and 2 (r, ) = (r cos , r sin , 4 r2 ) respectively. For
the cone we have
(y, z) (z, x) (x, y)
~n(p) = det , det , det
(r, ) (r, ) (r, )
= (2r2 cos , 2r2 sin , r).
Note that the normal vector cannot be computed at the vertex of the cone. Set = 0,
then ~n(2r2 , 0, r) points to the inside of region E. Therefore, the positive orientation
is given by (2r2 cos , 2r2 sin , r).
For the elliptic paraboloid we have
(y, z) (z, x) (x, y)
~n(p) = det , det , det
(r, ) (r, ) (r, )
2 2
= (2r cos , 2r sin , r).
and we can check that at = 0, we obtain ~n(r, 0, 4 r2 ) = (2r2 , 0, r) and this vector
points towards R3 \E and so has positive orientation. Figre 10.7 shows a few normal
vectors.
280 10 Stokes Theorem and Applications
Exercises
(1) Consider the torus with parametrization (u, v) = ((2 + cos v) cos u, (2 +
cos v) sin u, sin v) with 0 u 2 and 0 v 2. Let S be the portion of the
torus with y 0. Identify the boundary of S and find a parametrization so that
S has positive orientation.
(2) Consider the sphere of radius 1 and the plane P given by the equation 2zy1 =
0. Let the surface S be the portion of the sphere lying above the plane P .
Determine the boundary curve of S and find a parametrization such that D
has positive orientation.
(3) Consider the plane P of equation z = 2 x y lying in the first octant and con-
sider the circular cylinder of radius 1/4 centered at (x, y) = (1, 1/2). The surface
S is the portion of the plane P lying outside the cylinder. Identify the boundary
curve S and find a parametrization so that S has positive orientation.
(4) Let E be the region in the first octant x, y, z 0 where z 2 and x2 + y 2 4.
Find the normal vectors that give E its positive orientation.
(5) Let E be the region bounded by the planes y = 0, y = 3 x and the cylinder
x2 + z 2 = 1. Find the normal vectors that give E its positive orientation.
(6) Let E be the region bounded by the cylinder x2 + y 2 = a2 , the sphere x2 + y 2 +
z 2 = 2a2 , and not containing the z-axis. Find the normal vectors that give E
its positive orientation.
We now come to the statement of Stokes theorem in the three versions. We rewrite
Greens theorem about the integration of 1-forms along curves in R2 forming the
boundary of some region D. Then, what is clasically known as Stokes theorem for
integration of 1-forms along curves forming the boundary on a surface S. Finally,
the Divergence theorem (or Gauss theorem) about the integration of 2-forms on
closed surfaces.
We do not present the proofs of those theorems here. We begin by showing the power
of these results with some examples.
We begin by illustrating the use of (the Classical) Stokes theorem.
= (y + sin x) dx + (z 2 + cos y) dy + x3 dz
and C the curve given by r(t) = (sin t, cos t, sin 2t) for 0 t 2. Let us evaluate
.
C
Note that if one attempts to compute this integral directly by using the pullback via r,
the resulting integral cannot be easily computed. We now show that Stokes theorem
makes the calculation tractable.
Note that C lies on the surface S given by z = 2xy. Therefore, let S be the
portion of S enclosed by C. Then, Stokes theorem states that
= d.
C S
Thus,
= 1 dy dx + 2z dz dy + 3x2 dx dz
= 2z dy dz 3x2 dz dx 1 dx dy.
with domain
D = {(r, ) | 0 r < 1, 0 < 2}.
282 10 Stokes Theorem and Applications
where the last equalities in the above two determinants follow by applying the differ-
ence of angles formula sin = sin(2 ) and cos = cos(2 ). We know already
that
(x, y)
det = r.
(r, )
Therefore, the pullback of d by is
(y, z)
(z, x) (x, y)
(d) = r2 sin 2 2 2
(r, ) 3r cos (r, ) (r, ) dr d
:= G(r, ) dr d.
This leads to 1 2
= G(r, ) d dr.
C 0 0
This double integral is straightforward to compute and we leave the details to the
interested reader.
10.2 Stokes Theorem 283
Example 10.2.3. Let and be two C 2 functions from R3 R and consider the
vector field
F (x, y, z) = .
We define the 1-form F = F (dx, dy, dz) and let S be a surface with a simple closed
curve boundary C = S. By Stokes theorem
F = dF .
C S
and
dG = ( ) (dy dz, dz dx, dx dy) = dF .
Therefore, we conclude that
dr = dr.
C C
div ( ) = 0
In the next example, we use Stokes theorem to derive a meaning for the curl operator
in the context of fluid flows.
Example 10.2.4. Let v(x, y, z) be the vector field describing the velocity flow of some
fluid defined in some open set U R3 . We define the circulation 1-form as
where recall that T(t) = r(t)/||r(t)|| and ds = ||r0 (t)|| dt. Let p0 U and Sa be
a small disk of radius a > 0 in U (not necessarily lying in a plane parallel to the
xy-plane) with p0 in the centre and let Sa = Ca . We apply Stokes theorem to this
situation where we recall that d = curl v (dy dz, dz dx, dx dy) and we denote
by n(p) = ~n(p)/||~n(p)|| the unit normal vector to Sa at p. We obtain,
= d = curl v ~n(p) dS.
Ca Sa Sa
Now, for a 0, we can say that curl v(p) n(p) curl v(p0 ) n(p0 ) for all p Sa .
Thus, we have
curl v(p0 ) n(p0 )Area(Sa ) = curl v(p0 ) n(p0 )a2 .
Ca
which we rearrange as
1
curl v(p0 ) n(p0 ) . (10.1)
a2 Ca
using the Divergence theorem. Because S is not a closed surface, we need to define a
region bounded by a closed surface using S. We do this by closing the region defined
by S using the disk D of radius 1 centered at the origin of the xy-plane. Of course,
other choices are possible, but this is one of the simplest. Then, S := S D is a closed
surface, E is the solid region with E = S and we choose a positive orientation for
E. Therefore,
d = = +
E S S D
and
= d .
S E D
We can now proceed with the computation. We have
d = (x2 + y 2 + z 2 ) dx dy dz.
= r3 sin dr d.
2 3
= = .
5 4 20
286 10 Stokes Theorem and Applications
The vector field can have several physical meanings as a flux per unit area. For
instance, the flux per unit area of a fluid, an electric field, heat, concentration of
a chemical, etc. We can write F = ~v where is a density and ~v a velocity field.
Note that has units of kg/m3 and ~v has unit of m/s, therefore ~v has units of
(kg/s)/m2 which is indeed a flux per unit area.
Let p0 = (x0 , y0 , z0 ) and let n = ~n/||~n|| be the unit tangent vector to S. We approx-
imate the flux F through S near p0 in the direction n using
F (p0 ) n(p0 ).
Recall that
q
dS(P (~ ~ =
, )) (dy dz)2 (~ ~ + (dz dy)2 (~
, ) ~ + (dx dy)2 (~
, ) ~
, ).
Fig. 10.10. Zoom in near a point p0 with the normal vector n(p0 ), the vector field F (p0 ) and
the projection of the vector field on the normal vector.
We summarize as follows:
(a) Let F be a vector field describing a flux per unit area (fluid, heat, etc)
(b) Define a 2-form: F = F (dy dz, dz dx, dx dy).
(c) Let S be a surface with unit normal vector n.
(d) Then, on S we have: F n dS = F .
(e) The flux through S is defined by
F n dS = F .
S S
Example 10.2.6. A fluid has density = 870 kg/m3 and flows with velocity v =
(z, y 2 , x2 ) where x, y, z are measured in meters and the components of v in m/s. We
find the flux outward through the side of the cylinder x2 + y 2 = 4 for 0 z 1.
A parametrization of the cylinder is given by
(, z) = (2 cos , 2 sin , z)
288 10 Stokes Theorem and Applications
where D = {(, z) | 0 < 2, 0 z < 1}. Let F = v be the flux per unit area,
then the flux 2-form is
= 870(z dy dz + y 2 dz dx + x2 dx dy).
Therefore,
F n dS = F
S S
1 2
3
= 870(2z cos + 8 sin ) d dz = 0.
0 0
Remark 10.2.7. We introduce the following notation, which is widely used, for the
flux through a surface
F dS := F n dS.
S S
That is, we define dS = n dS.
We now perform the proof of Stokes theorem. Note that the proof of Greens theorem
found in Chapter 7 is obtained by assuming that the 1-form is C 2 . This is an
unnecessary assumption and we now show the proof for the case where is only C 1 .
by Proposition 9.5.2. But, we know from Example 7.3.2 that for a rectangular region
= d( ).
B B
Note that Example 7.3.2 only requires to be C 1 and so this completes the proof.
Proof of the Classical Stokes theorem. Consider a surface S with regular boundary
S. We assume S can be split into the union of subsurfaces S1 , S2 , sharing a bound-
ary given by C. Therefore S1 and S2 have boundaries given respectively by C1 C
and C2 C and S = C1 C2 . If Stokes theorem holds for each surface S1 and
S2 we have
d = d + d
S S1 S2
= +
C1 C C2 C
= + + +
C1 C C2 C
= +
C1 C2
= .
S
This construction can be generalized to a finite number of surfaces S1 , . . . , Sk with
the common boundaries cancelling out in the same way as the calculation just above
as in the case of Greens theorem, see the proof in Chapter 7.
Therefore, all we need is to prove the formula of Stokes theorem for surfaces
S with boundary S given by a parametrization : D R2 R3 . Note that
290 10 Stokes Theorem and Applications
In order to provide an argument for the proof of the Divergence theorem with a
simple calculation, we begin by noticing that the regions of Type I, Type II and
Type III for triple integrals can be given a simple parametrization using a cube as a
domain, similar to what is done for domains in R2 in the proof of Greens theorem
in this chapter. We show the details in the case of a Type I region.
Let E = {(x, y, z) R3 | (x, y) D, g1 (x, y) z g2 (x, y)} where we assume
that D R2 is a domain of Type I; that is, D = {(x, y) R2 | a x b, h1 (x)
y h2 (x)}. Let B = [0, 1][0, 1][0, 1] and consider the parametrization : B E
defined by
and
(u, v, w) = (x(u), y(u, v), g1 (x(u), y(u, v))(1 w) + g2 (x(u), y(u, v))w). (10.2)
Proof of the Divergence theorem. Any solid region E can be decomposed into a
union of regions of Type I,II and III with each subregion sharing a boundary via a
piecewise smooth surface. We return to the decomposition aspect at the end of the
proof and we assume for the beginning part of the proof that E is without loss of
generality a region of Type I.
We know there exists a parametrization : B E as given by (10.2). We use
to pullback the calculation on B:
=
E B
and
d = d = d( )
E B B
10.2 Stokes Theorem 291
k
[
E = (Ej \ Sj ).
j=1
`j
[
Sj = Sji
i=1
`j
k X
X
=0
j=1 i=1 Sji
because for a fixed j, the computation of the integral for Sji has normal vector point-
ing towards the outside of Ej , while for neighbouring regions, the same boundary
surfaces have normal vectors pointing in the opposite directions, thus all integrals
cancel out. The argument is similar to the one used for Greens theorem and the
details are left to the reader.
We can now compute
k
X
d = d
E j=1 Ej
Xk
=
j=1 Ej
Xk k
X
= +
j=1 Ej \Sj j=1 Sj
Xk k
XX `j
= +
j=1 Ej \Sj j=1 i=1 Sji
Xk
=
j=1 Ej \Sj
=
E
Exercises
(1) Evaluate the line integral of over the given simple closed curve C oriented
positively.
2
(a) Let = (cos x + y 3 ) dx + (4x ey ) dy and C be the curve bounding the
half-disk x2 + y 2 a2 with x 0.
(b) Let = (cos(ex ) y 3 ) dx + (y 5 + x3 ) dy and D be the region between y = x,
y = x and the circle or radius a, with y 0.
(2) Let u, v : R2 R be differentiable and let D R2 be a bounded, connected
region. Let N (t) be a vector normal to D. Show that
(uv vu) dA = (u(v N ) v(u N )) dt.
D D
(3) Show that 1 = x dy, 2 = y dx are 1-forms which yield the area of a bounded
region D R2 .
(4) Show that if is an exact 2-form, then S = 0 for any closed surface S.
(5) Use Classical Stokes or Divergence theorem to compute the following integrals.
(a) C where = yex dx + (x + ex ) dy + z 2 dz and C is the curve with
parametrization r(t) = (1 + cos t, 1 + sin t, 1 sin t cos t) with 0 t 2.
(Hint: the curve C lies on a plane z = A Bx Cy where you need to find
A, B and C).
(b) S d where = 3y dx 2xz dy + (x2 y 2 ) dz and S is the positively
oriented hemisphere of equation x2 + y 2 + z 2 = a2 with z 0.
(c) S where = (x + y 2 ) dy dz + (3x2 y + y 3 x3 ) dz dx + (z + 1) dx dy
and S is the positively oriented cone with a vertex at (0, 0, 2), axis given by
the z-axis, and with base given by the disk of radius 2 in the xy-plane.
2 2 3 2 2 3
(d) E d where = (1 (x + y ) ) dy dz + 2(1 (x + y ) ) dz dx +
3
x2 z 2 dx dy and E R is the region bounded by the cylinder of radius 1
along the z-axis and between the planes z = 0 and z = 1.
(6) Set up the explicit integral for S F computing the rate of flow (i.e. flux) of
the vector field F across S. (Hint: you must find a parametrization for S along
with its domain D. Determine the 2-form F corresponding to F , compute the
pullback and set up the bounds of the integrals.)
(a) F (x, y, z) = (xy, yz, zx)T and S is the part of the paraboloid z = 4 x2 y 2
that lies above the square 0 x 1, 0 y 1.
(b) F (x, y, z) = (y, z y, x)T and S is the surface of the tetrahedron with
vertices (0, 0, 0), (1, 0, 0), (0, 1, 0) and (0, 0, 1).
(c) F (x, y, z) = (x, z, y)T and S is the part of the sphere x2 + y 2 + z 2 = 4 in
the first octant.
(7) Let S1 be the elliptic paraboloid surface z = x2 + y 2 and S2 be the plane
z = 2 2x 2y. Show that the intersection curve C of the cone and the plane
294 10 Stokes Theorem and Applications
has parametric representation r(t) = (1+2 cos t, 1+2 sin t, 64 cos t4 sin t)
with t [0, 2). Consider the 1-form
3
= (3xz y 2 ) dx + (exp(y 2 ) 2xy) dy + z 3 + x2 dz
2
and evaluate C .
We now write explicitly Stokes theorem using the vector field formalism. The for-
mulae are straightforward from the correspondence seen in Section 8.3.1 between
1-forms and vector fields, and between the exterior derivative and the curl and di-
vergence differential operators acting on vector fields.
(2) Let S R3 be a surface with boundary S positively oriented and induced ori-
entation using r : [a, b] R3 . If F : R3 R3 is a differentiable vector field,
then
F dr = curl F n dS.
S S
3
(3) Let E R be a solid region with boundary surface E oriented positively. If
F : R3 R3 is a differentiable vector field then
"
F n dS = div F dV.
E E
We now use the vector field statement of the Divergence theorem to explore the
physical meaning of the divergence operator.
Now, notice that for << 1, we can approximate div(F )(p) div(F )(p0 ) for all
p B . Therefore, we have the following computation
1 1
lim F n dS = lim div (F ) dV = div(F )(p0 ).
0 dV (B ) S 0 dV (B ) B
10.3 Stokess Theorem for Vector Fields 295
The divergence operator can thus be interpreted in the following way. If div(F )(p0 ) >
0, it means that for S with << 1 near p0 , the total flux of F points towards R3 \B
and so there is a positive flux away from p0 and we say that p0 acts as a source point
for the vector field. If div(F )(p0 ) < 0, then there is a total negative flux pointing
towards the inside of B and we say that p0 acts as a sink point for the vector field.
Here are a few more examples with applications of Stokes and Divergence theorem.
Example 10.3.3 (Stokes theorem: Balloon). Suppose that air diffuses out of the Mr.
Winter hot air balloon. The bottom of the balloon is circular with radius 1. The hot
air escapes the porous membrane with velocity V (x, y, z) = curl F with F (x, y, z) =
(y, x, 0). We compute the outward flux of air through the surface if density is
(x, y, z) = K.
= 2.
296 10 Stokes Theorem and Applications
Example 10.3.4 (Divergence Theorem: Electric Fields). Consider the electric field
Q
E(x) = x
|x|3
where the electric charge Q is located at the origin and x = (x, y, z) is a position
vector. We show that the electric flux of E through any closed surface S that encloses
the origin is (recall Remark 10.2.7 for the notation),
E dS = 4Q.
S
Notice that E is not defined at (0, 0, 0) and this should remind you of the 1-form
in Example 7.3.5 which is not defined at (0, 0). The argument is similar to the one
used for Example 7.3.5.
Fig. 10.12. Region R bounded by the surfaces S and S. The unit normal vectors are ~
n1 and ~
n2 .
Let R be the region enclosed by the surface S and let S be a sphere of radius a
centered at the origin and lying entirely in R. We define R as the region bounded
outside by S and inside by S and let R have positive orientation. That is, we denote
by n1 the unit normal vector of S and n2 the unit normal vector of S, which points
towards the origin. By the Divergence theorem
E n dS = div(E) dV.
R R
Using the unit normal vector n2 instead, the last equality can be rewritten as
E n1 dS = E (n2 ) dS.
S S
We now compute
E (n2 ) dS.
S
by parametrizing the sphere with
Thus,
Q
= (, ) (a2 cos sin2 , a2 sin sin2 , a2 cos sin ) d d
a3
= Q sin d d
and we compute
E (n2 ) dS =
S S
2
= Q sin d d
0 0
= 2Q sin d = 4Q
0
Therefore,
E dS = 4Q
S
for all closed surfaces S enclosing a region containing the origin.
298 10 Stokes Theorem and Applications
Exercises
(1) Use Classical Stokes or Divergence theorem to compute the following integrals.
(Hint: transform the integrand to a 1, 2 or 3 form and use the methods of the
previous section.)
2 2 2
(a) S curl F n dS where F (x, y, z) = (xz y 3 cos z, x3 ez , xyzex +y +z ) and
S is the surface with equation x2 + y 2 + 2(z 1)2 = 6 with z 0 and n is
the unit normal vector pointing away from the z-axis.
(b) C F dr where F (x, y, z) = (xy, yz, zx) where C is the triangular curve
joining the vertices (1, 0, 0), (0, 1, 0) and (0, 0, 1) oriented in the positive
direction (counterclockwise).
(c) Compute the flux of F (x, y, z) = (y +xz, y +yz, 2xz 2 ) in the direction of
positive normal orientation across the sphere of radius a in the first octant.
(d) Let E be the region defined by x2 + y 2 + z 2 2a, x2 + y 2 a2 . Let S = E
be the boundary of E which is the union of a cylindrical surface S1 and a
spherical surface S2 . Compute the flux of F (x, y, z) = (x + yz, y xz, z
ex sin y) in the positive orientation, across (a) S, (b) S1 , (c) S2 .
(2) If is an exact 2-form, then S = 0 for any closed surface S. Write this
statement in terms of the curl operator.
(3) Find the flux of the vector field F (x, y, z) = (x + yz, y + xz, z + xy)T through the
boundary of the region E delimited by the first octant x, y, z 0 where z 2,
x2 + y 2 4 and E is oriented positively.
(4) Find the flux of the vector field F (x, y, z) = (x2 , y 2 , z 2 )T through the surface of
the sphere of radius a oriented positively.
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Index
reparametrization 54 Theorem
Riemann sum Line Integrals 113
1-form in R2 91 torus 29, 173
dx 88 total charge 218
double integral 195 total mass
real function 85 plate 197
scalar product 7
vector field 62
second derivative criterion 159
conservative 112
set 1
gradient 112
closed 25
sink point 295
smooth parametrization 45
source point 295
space of k-forms 233
vector function
span 6
affine 50
Stokes theorem 280
continuity 42
vector calculus notation 294
derivative 43
subset 2
differentiability 43
surface
integral 46
closed 277
limit 42
flux 286
linear 50
nonorientable 266
piecewise smooth 45
orientable 265
vector functions 19
orientation 277
vector space 4
surface area form 254
basis 6
surface integral 255
dimension 7
tangent line 51 vector subspace 4
tangent space 58 volume form 193
Rn 59
curve 58 wedge product
mapping 140 1-form 224
surface 65 k-forms 233
Taylor expansion differential 189
function 151 differentials in R3 192
function of several variables 152 work 82