Vector Calculus Notes

M255

March 23, 2007

1 Vectors in Three Dimensions

Here we consider vectors in the space R3 where a vector ~v = v ∈ R3 as a 3 × 1 matrix

 
a
v= b 
c

where a, b, c ∈ R. Note that we can take the transpose of the column vector and write the vector
as vT = (a, b, c).

1.1 Length of a Vector

 
a
Definition 1 The length or norm of a vector ~v =  b , written |~v | or sometimes ||~v || is
c
p
|~v | = ||~v || = a2 + b2 + c2 .

Remark 1 Note that√written as a column vector, we can compute the length of the vector by matrix
multiplication: |~v | = vT v.

Remark 2 A vector has length zero if and only if it is equal to the zero vector ~0.

Theorem 1 (Triangle Inequality) If ~u and ~v are vectors, then

|~u + ~v | ≤ |~u| + |~v |.

1
We can write a vector in terms of a special set of linearly independent unit vectors (vectors with
length 1) î, ĵ, k̂ (where theˆsignifies that the length of the vector is 1)
     
1 0 0
î =  0  , ĵ =  1  , k̂ =  0 
0 0 1

Then, any vector as defined above can be written

 
a
~v =  b  = aî + bĵ + ck̂
c

Note that we can make any vector into a unit vector by dividing by its norm. The vector

~v
|~v |

is a unit vector since  

 ~v  |~v |
 =
 |~v |  |~v | = 1.

1.2 Scalar Product

Definition 2 The scalar or dot product ~v · w

~ of two vectors ~v = (a, b, c) and w
~ = (d, e, f ) is
defined as
~v · w
~ = ad + de + cf

Remark 3 The dot product has the following properties:

1. ~v · w ~ · ~v
~ =w

2. ~u · (~v + w)
~ = ~u · ~v + ~u · w
~

3. ~u · (~v · w)
~ = (~u · ~v ) · w
~

4. ~v · ~v = |~v |2

An equivalent definition for the dot product defined in terms of vector norms and the angle between
vectors is given below.

~ where 0 ≤ θ ≤ π, then
Definition 3 If θ is the angle formed by the vectors ~v and w,

~v · w
~ = |~v | |w|
~ cos θ

2
Since a vector has length zero if and only if it is the zero vector, the scalar product of two non-zero
vectors ~v · w
~ = 0 if and only if cos θ = 0. If cos θ = 0 then the two vectors must coincide at an angle
of π/2, which leads to the next definition.

~ are said to be orthogonal if and only if ~v · w

Definition 4 Two vectors ~v and w ~ = 0.

Note that for the unit vectors î, ĵ, k̂ defined above,

î · î = ĵ · ĵ = k̂ · k̂ = 1

and
î · ĵ = ĵ · k̂ = k̂ · î = 0
and thus they are called an orthogonal set.

1.3 Vector Product

The scalar product produces a scalar from two vectors. There is also a vector product, which
produces a vector from a product of two vectors. The resulting vector is perpendicular to the other
two vectors.

Definition 5 The vector or cross product ~v1 × ~v2 of two vectors ~v1 = a1 î + b1 ĵ + c1 k̂ and
~v2 = a2 î + b2 ĵ + c2 k̂ is defined as
 
î ĵ k̂
~v1 × ~v2 = det  a1 b1 c1  = (b1 c2 − b2 c1 )î − (a1 c2 − a2 c1 )ĵ + (a1 b2 − a2 b1 )k̂
a2 b2 c2

Remark 4 The cross product does not in general commute: ~u × ~v 6= ~v × ~u.

Remark 5 The cross product has the following properties:

1. ~u × ~v = −(~v × ~u)

2. ~u × (~v + w)
~ = ~u × ~v + ~u × w
~

3. (~u + ~v ) × w
~ = ~u × w
~ + ~v × w
~

4. ~v × ~v = 0

An equivalent definition of the cross product is as follows:

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Definition 6 The cross product for two vectors ~u and ~v is

~u × ~v = n̂(|~u| |~v | sin θ)

where n̂ is the unit normal vector, perpendicular to the plane formed by ~u and ~v with angle θ,
0 ≤ θ ≤ π.

Note that following this definition, the cross product is zero when sin θ = 0, when θ = 0 or θ = π.
This leads to the definition:

Definition 7 To vectors ~u and ~v are parallel if and only if ~u × ~v = 0.

We can compute the cross products for the unit vectors î, ĵ, k̂ to get:

î × ĵ = k̂
ĵ × k̂ = î
k̂ × î = ĵ

and
î × î = ĵ × ĵ = k̂ × k̂ = 0.

Remark 6 The length of a cross product

|~u × ~v | = |~u||~v | sin θ

is the area of the parallelogram formed by the vectors ~u and ~v .

Finally, we can consider the dot product of a vector with the cross product of two other vectors.
Consider

~v1 = a1 î + b1 ĵ + c1 k̂
~v2 = a2 î + b2 ĵ + c2 k̂
~v3 = a3 î + b3 ĵ + c3 k̂

then the triple scalar product (~v1 × ~v2 ) · ~v3 can be computed by
 
a1 b1 c1
(~v1 × ~v2 ) · ~v3 = det  a2 b2 c2 
a3 b3 c3

which in absolute value is the volume of the parallelepiped formed by the three vectors ~v1 , ~v2 , ~v3 .

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2 Lines and Planes

2.1 Lines in the plane

A line in three dimensions can be determined by a direction vector and any point on the line. In
two dimensions the equation
y = mx + b
∆y
describes a line with slope m = ∆x and y-intercept b. Thus, we could describe this line with the
vector
~v = (∆x)î + (∆y)ĵ
and the point (0, b). A horizontal line (with slope zero) y = 3 then corresponds to, say, a vector
~v = î and any point on the line, such as (0, 3). The vertical line x = 1, which corresponds to a line
∆y
with infinite slope (m = ∆x where ∆x = 0), can be easily described with the vector ~v = ĵ and the
point (1, 0).

2.2 Parametric equations

In order to give equations for lines described by a vector and a point, we need to parameterize the
coordinates with new independent variable t to get an equation for each coordinate. For example,
a line in the plane y = 2x − 3, which corresponds to the vector ~v = î + 2ĵ and the point (0, −3) has
the parametric form

x(t) = t
y(t) = 2t − 3

The line is then the set of all points (x(t), y(t)) for −∞ < t < ∞. For three dimensions, we can
describe a line, or any curve for that matter, with equations for x(t), y(t), z(t).

2.3 Lines in three dimensions

Definition 8 Given a vector ~v = Aî+B ĵ +C k̂ and a point P = (x0 , y0 , z0 ), the line in the direction
of ~v containing the point P is

x(t) = x0 + At
y(t) = y0 + Bt
z(t) = z0 + Ct

Note that any two lines are parallel if their corresponding direction vectors are parallel.

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2.4 Planes

A plane in 3-dimensional space is defined by a normal vector, which is perpendicular to the plane,
and any point contained in the plane. We can find an equation that describes the plane as follows.
Say we are given a normal vector to a plane ~n = Aî + B ĵ + C k̂ and a point P0 = (x0 , y0 , z0 )
contained in the plane. Let P = (x, y, z) be any other point in the plane. The vector
−−→
P0 P = (x − x0 )î + (y − y0 )ĵ + (z − z0 )k̂
−−→
lies in the plane, so it must be orthogonal to the normal vector ~n. Thus, the dot product ~n · P0 P = 0
gives us an equation for the plane:
−−→
~n · P0 P = A(x − x0 ) + B(y − y0 ) + C(z − z0 ) = 0

Definition 9 The plane with normal vector ~n = Aî + B ĵ + C k̂ containing point P0 = (x0 , y0 , z0 )
is defined by the equation
Ax + By + Cz = D
where D = Ax0 + By0 + Cz0 .

Two planes are parallel if their normal vectors are parallel. If two planes are not parallel, then they
will intersect in a line that is orthogonal to the normal vectors of both planes. Thus, the line of
intersection can be found by taking the cross product of the normal vectors of the planes. To find
the equations for the line of intersection, we compute the cross product of the normal vectors, then
find a point in common between the two planes.

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3 Vector Functions

3.1 Position vectors

A vector function is vector with parameterized functions as components such as

~r(t) = f (t)î + g(t)ĵ + h(t)k̂
If ~r(t) represents position, then, as with scalar functions, the first derivative of position is velocity,
and the second derivative of position is acceleration:
d~r
~v (t) = = f 0 (t)î + g 0 (t)ĵ + h0 (t)k̂
dt
and
d~v d2~r
~a(t) = = 2 = f 00 (t)î + g 00 (t)ĵ + h00 (t)k̂
dt dt
The speed s(t) is then the magnitude of the velocity vector
p
s(t) = |~v (t)| = (f 0 (t))2 + (g 0 (t))2 + (h0 (t))2

3.2 Differentiation

Taking derivatives of a vector function ~r(t) = f (t)î + g(t)ĵ + h(t)k̂ is performed as above by
differentiating each component
d~r df dg dh
= î + ĵ + k̂
dt dt dt dt
The product rule applies to dot and cross products as expected
d d~u d~v
(~u(t) · ~v (t)) = · ~v + ~u ·
dt dt dt
d d~u d~v
(~u(t) × ~v (t)) = × ~v + ~u ×
dt dt dt
We can find the line tangent to a curve described by a vector function ~r(t) at a point t0 as follows.
First, compute the derivative, then evaluate the derivative at the point t0 to get the direction vector
~r0 (t0 ). Then, using the point ~r(t0 ), we can find the parametric equations for the line
x(t) = f (t0 ) + f 0 (t0 )t
y(t) = g(t0 ) + g 0 (t0 )t
z(t) = h(t0 ) + h0 (t0 )t

3.3 Integration

Integration of a vector function ~r(t) = f (t)î + g(t)ĵ + h(t)k̂ is again performed componentwise:
Z b Z b Z b Z b
~r(t) = f (t)dt î + g(t)dt ĵ + h(t)dt k̂.
a a a a

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4 Partial Differentiation

4.1 Functions of multiple variables

A function of two or more variables y = f (x1 , x2 , . . . , xn ) is a function with n independent variables

and one dependent variable. For example, the function z = f (x, y) = sin xy, which defines a surface:

0.5 4

3
-0.5

-1
0
2

2 1

0
4

Since we have more than one independent variable, in order to take a derivative of such a function
we will need to specify which independent variable we wish to differentiate by, as well as how to
perform the differentiation. For the example z = sin xy, we have a choice of differentiating with
respect to x or y. These derivatives will represent the ”slope” of the surface in the x and y directions
respectively.

4.2 Limits and continuity

The concept of a limit for a function of multiple variables is complicated somewhat because we can
have more than one variable changing at a time. For two variables, the limit is defined as follows.

Definition 10 Let f (x, y) be a function of two variables, and (x0 , y0 ) a point. Then,

lim f (x, y) = L
(x,y)→(x0 ,y0 )

if for every  > 0, there is a δ > 0 such that for all (x, y),

|f (x, y) − L| < 

whenever
|(x, y) − (x0 , y0 )| < δ

8
For functions of a single variable, we needed the two-sided limit (from the left and right) to exist
for the limit to exist. For functions of multiple variables, it is more complicated: we need the limit
to exist from all directions! For functions of two variables, this amounts to approaching the point
(x0 , y0 ) from all directions in the plane.

Continuity for functions of multiple variables is defined similarly to continuity for a function of a
single variable.

Definition 11 The function f (x, y) is continuous at the point (x0 , y0 ) if

lim f (x, y) = f (x0 , y0 )

(x,y)→(x0 ,y0 )

4.3 Partial derivatives

If we have a function f (x, y) of two independent variables x and y, we can differentiate with respect
to x or y.

Definition 12 Let f (x, y) be a function of two variables. The first partial derivatives are defined
as follows:

∂f f (x + h, y) − f (x, y)
= lim
∂x h→0 h
∂f f (x, y + h) − f (x, y)
= lim
∂y h→0 h
provided that these limits exist. The partial derivatives are also written fx and fy , respectively.

To actually compute these partial derivatives, we can differentiate with respect to one variable
while treating the other variable(s) as constant. For example, if

f (x, y) = x sin xy

then
∂f
= sin xy + xy cos xy
∂x
and
∂f
= x2 cos xy.
∂y

We can also compute second partial derivatives for functions of multiple variables. However, when
there are two or more independent variables, we can have mixed partial derivatives.

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Definition 13 Let f (x, y) be a function of two variables. The second partial derivates of f are
defined as follows:

∂2f
 
∂ ∂f
=
∂x2 ∂x ∂x
2
 
∂ f ∂ ∂f
=
∂y 2 ∂y ∂y
2
 
∂ f ∂ ∂f
=
∂y∂x ∂y ∂x
2
 
∂ f ∂ ∂f
=
∂x∂y ∂x ∂y

The second partial derivatives are also written fxx , fyy , fyx , and fxy , respectively.

The mixed partial derivatives fxy and fyx are often, but not always, interchangeable.

Theorem 2 If f (x, y) and the partial derivatives fx , fy , fxy , and fyx are all continuous, then
fxy = fyx .

4.4 Chain rule

There is a chain rule for differentiation of functions of multiple variables, much like the chain rule
for functions of a single variable. If f (x, y) is a function, and x, y are also functions of, say, t, then
we need a way to compute df dt .

Theorem 3 If x(t), y(t) and z(t) are differentiable functions of t, and f (x, y, z) has continuous
first partial derivatives fx , fy and fz , then

df ∂f dx ∂f dy ∂f dz
= + +
dt ∂x dt ∂y dt ∂z dt

Note that if f (x, y) does not depend on z, then the chain rule formula is simply:
df ∂f dx ∂f dy
= +
dt ∂x dt ∂y dt

We can extend the chain rule for partial derivatives to include the possibilities such as x and y
being functions of two variables s and t. Then, if f (x, y) and x(s, t), y(s, t) we have
∂f ∂f ∂x ∂f ∂y
= +
∂s ∂x ∂s ∂y ∂s
∂f ∂f ∂x ∂f ∂y
= +
∂t ∂x ∂t ∂y ∂t

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4.5 Gradients and tangent planes

For functions of one variable, the slope of the tangent line to a curve is the value derivative of the
function at a point. For functions of multiple variables, we will develop an generalization of the
tangent line in higher dimensions.

Definition 14 The gradient of a function f (x, y, z) is

∂f ∂f ∂f
∇f = î + ĵ + k̂
∂x ∂y ∂z

Remark 7 The gradient has product rule:

∇(f g) = g∇f + f ∇g

and a quotient rule:  

f g∇f − f ∇g
∇ =
g g2

Finally, we define the tangent plane for a function of multiple variables.

Definition 15 The tangent plane to a function f (x, y, z) is the plane containing the point
(x0 , y0 , z0 ) on the surface f (x, y, z) = 0 with normal vector ∇f |(x0 ,y0 ,z0 ) , which can be written:

fx (x0 , y0 , z0 )(x − x0 ) + fy (x0 , y0 , z0 )(y − y0 ) + fz (x0 , y0 , z0 )(z − z0 ) = 0

Note that the tangent ”plane” here also works in two dimensions, yielding an equation

fx (x0 , y0 , z0 )(x − x0 ) + fy (x0 , y0 , z0 )(y − y0 ) = 0

which is another way to write the tangent line to the curve f (x, y) = 0 at the point (x0 , y0 ).

4.6 Extreme values

We now develop a method for finding minima and maxima for functions of two variables f (x, y).

Definition 16 A critical point for f (x, y) is a point (a, b) where fx (a, b) = fy (a, b) = 0 or where
at least one of fx or fy does not exist at (a, b).

At a critical point, a function f (x, y) may have a local maximum, a local minimum, or a saddle
point. To determine which, we (usually) can use the second derivative test.

11
Theorem 4 (Second Derivative Test) If f (x, y) and its derivatives fx (x, y) and fy (x, y) are
continuous around a critical point (a, b) where fx (a, b) = fy (a, b) = 0, then:

2 (a, b) > 0 then f (a, b) is a local maximum

1. if fxx (a, b) < 0 and fxx (a, b)fyy (a, b) − fxy
2 (a, b) > 0 then f (a, b) is a local minimum
2. if fxx (a, b) > 0 and fxx (a, b)fyy (a, b) − fxy
2 (a, b) < 0 then f (a, b) is a saddle point
3. if fxx (a, b)fyy (a, b) − fxy
2 (a, b) = 0 then the test is inconclusive.
4. if fxx (a, b)fyy (a, b) − fxy

2 (a, b) is called the discriminant of the function

Definition 17 The term fxx (a, b)fyy (a, b) − fxy
f (x, y).

We can additionally find absolute extrema for a function f (x, y) on some bounded domain D. The
procedure for finding absolute extrema is as follows:

1. Find the absolute extrema for the function f (x, y) on the boundary of the given region D; this
usually amounts to an extreme values problem in one variable on each part of the boundary.

2. Find the local extrema for the function within the domain D using the methods above for
functions in two variables.

3. From these two lists, pick the largest and smallest values and they will be the absolute max
and min values on the domain D.

For example, say we want to find the max and min values for f (x, y) = (4x − x2 ) cos y on the
rectangle D defined by 1 ≤ x ≤ 3 and −π/4 ≤ y ≤ π/4. This breaks down into four extreme value
problems in one variable and one extreme value problem in two variables as follows:

1. on y = −π/4 find min and max for (4x − x2 ) cos (− π4 ) on 1 ≤ x ≤ 3

2. on y = π/4 find min and max for (4x − x2 ) cos ( π4 ) on 1 ≤ x ≤ 3

3. on x = 1 find min and max for (4(1) − (1)2 ) cos (y) on −π/4 ≤ y ≤ π/4

4. on x = 3 find min and max for (4(3) − (3)2 ) cos (y) on −π/4 ≤ y ≤ π/4

5. in the interior of D find min and max for (4x − x2 ) cos (y) for (x, y) .

12
5 Integration

For a definite integral of a function in one variable f (x), we simply integrate over an interval on
the real line [a, b] to get
Z b
f (x) dx.
a
To integrate a function of two or more variables, say f (x, y), we need to specify whether we are
integrating over an area in the xy-plane (an area integral), or along a curve in the xy-plane (a line
integral).

5.1 Area integrals

To evaluate the area integral over the region R of a continuous function f (x, y)
Z Z
f (x, y) dA
R

we will compute an interated integral of the form:

"Z #
Z x2 Z y2 (x) Z x2 y2 (x)
f (x, y) dy dx = f (x, y) dy dx
x1 y1 (x) x1 y1 (x)

or "Z #
Z y2 Z x2 (y) Z y2 x2 (y)
f (x, y) dx dy = f (x, y) dx dy
y1 x1 (y) y1 x1 (y)

where the limits of integration must be appropriately determined for the region R. In most cases,
these two integrals are equal, and the choice of which one to use is somewhat arbitrary, depending
mainly on which integral is easier to compute.

In the simplest case where R is the rectangle a ≤ x ≤ b and c ≤ y ≤ d, the limits of integration will
all be constants: x1 = a, x2 = b, y1 = c, y2 = d. For non-rectangular areas R, obtaining the correct
limits of integration can be more complicated.

Consider the triangle R formed by the lines x = 1, y = 0 and y = 2x. If we chose to integrate a
function f (x, y) using the first form above, we will get:
Z Z Z 1 Z 2x 
f (x, y) dA = f (x, y) dy dx.
R x=0 y=0

For example, if f (x, y) = sin (x + y) we get:

Z 1 Z 2x  Z 1
sin (x + y) dy dx = [− cos (x + y)]2x
y=0 dx
x=0 y=0 0
Z 1
= [− cos (3x) + cos (x)] dx
0

13
  1
1
= − sin (3x) + sin (x)
3 0
1
= − sin (3) + sin (1)
3

If instead we choose to evaluate the integral using the second form of the iterated integral, we get:
Z Z Z 2 "Z 1 #
sin (x + y) dx dy = sin (x + y) dx dy
R 0 y/2
Z 2
= [− cos (x + y)]1x=y/2 dy
0
Z 2
= [− cos (1 + y) + cos 3y/2] dy
0
 2
2
= − sin (1 + y) + sin y
3 0
2
= − sin (3) + sin (3) + sin (1)
3
1
= − sin (3) + sin (1)
3
which is the same result as above, as we expected.

Note that in an area integral if our function f (x, y) = 1, we are simply integrating over the area so
that we get A = area of R: Z Z
A= dA
R
as a way to compute areas.

5.2 Line integrals

The line integral integrates of function f (x, y, z) (or f (x, y)) along a curve C, and is written as
Z
f (x, y, z) ds.
C
In order to evaluate a line integral, we need to parameterize the curve C by an independent variable
t as a position vector:
~r(t) = x(t)î + y(t)ĵ + z(t)k̂ .
Then, we can substitute x, y, z in the function
 f with the components of ~r(t), and by the chain
 ~0 
rule replace ds with the differential r (t) dt. Note that this term is the magnitude of the velocity
vector (the first derivative of the position vector ~r(t).

Theorem 5 The line integral along a curve C parameterized as ~r(t) = x(t)î + y(t)ĵ + z(t)k̂ can be
evaluted by Z Z t2  
f (x, y, z) ds = f (x(t), y(t), z(t)) r~0 (t) dt
 
C t1

14
 √
For example, if we wish to integrate a function f (x, y, z) = xy z along the path ~r(t) = cos tî +
sin tĵ + t2 k̂ for 0 ≤ t ≤ 10, after substituting x = cos t, y = sin t, z = t2 and r~0 (t) = − sin tî +
cos tĵ + 2tk̂ we would have:
Z Z 10 q
f (x, y, z) ds = cos (t) sin (t)t sin2 t + cos2 t + (2t)2 dt
C 0
Z 10 p
= t cos (t) sin (t) 1 + 4t2 dt
0

which in this case is not easy to integrate.

Often we will see a line integral in the xy-plane of a function f (x, y) where the curve C is defined by
a function y = g(x) for some range of x values a ≤ x ≤ b. In this case, we can simply parameterize
by t = x, or simply use x, and get
Z Z b p
f (x, y) ds = f (x, g(x)) 1 + (g 0 (x))2 dx .
C a

For example, if f (x, y) = xy 2 and the curve C is defined by y = cos x from 0 ≤ x ≤ π, we would
get: Z Z π p
2
xy ds = x cos2 x 1 + sin2 x dx
C 0

Finally, by integrating the function f (x, y, z) = 1 over a curve C, we can compute the length L
(sometimes called arc length) of the curve C:
Z
L= ds.
C

15