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Calculus III by Jerrold Marsden
Calculus III by Jerrold Marsden
Calculus III by Jerrold Marsden
7. Jtanxdx = -Inlcosxl
8. Jcotxdx = Inlsinxl
9. J sec x dx = Inlsec x + tan xl
= Inltan( ix + j w)1
10. J cscxdx = Inlcscx - cotxl
= Inltan ~xl
. nx d x = - sinn-1xcosx
18 · J sIn +- n-I - J'sm n-2x dx
n n
19 · J cos nx dx = cosn-1xsinx + -n-l - J cos n-2x d x
J
n n
J tann-lx
20. tannx dx = n _ 1 - tan n- 2x dx (n *- 1)
cotn-lx -
n=-T J cot n- 2x dx
21. J cotnx dx = - (n *- 1)
22
·
Jsecx dX= tanxsec
n
n-l
n- 2x + n - 2 J n-2 d
n-l sec x x (n *- 1)
n- 2X
23 · J cs Cnx dx = - cot xn csc
_ 1 + nn -_ 21 J n 2 d
csc - x x (n *- I)
24. J sinh x dx = cosh x
25. J cosh x dx = sinh x
26. Jtanhxdx=lnlcoshx l
d(au) du dcos-1u -} du
1.--=a- 19. dx
dx dx ~dx
d(u + v - w) du dv dw
dtan-1u = _ _ du
2. dx = dx + dx - dx
20. dx 1 + u2 dx
d(uv) dv du
3 - - =u- +v- dcot-1u -1 du
'dx dx dx 21. dx = 1 + u2 dx
d(u/v) v(du/dx) - u(dv/dx)
4. -d-- = 2 du
X V -uy-u-2---1- dx
d(u n ) n-l du
5 --=nu -
· dx dx dcsc-1u _ -1 du
23. -~- u~ dx
6 d(u V ) = vu v- 1 du +uv(lnu) dv
'dx dx dx 24. d sinh u = cosh u du
dx dx
7 d(e U
) =e udu
· dx dx 25 dcoshu = sinhu du
· dx dx
d(e au ) au du
8. ~ =ae dx 26 dtanh u = sech2u du
· dx dx
d U du
9. ~ =au(lna)-
dx dx 27 d coth u = _ (csch2u) du
· dx dx
d(ln u) 1 du
10 - - = - - 28. d S~~h u = - (sech u)(tanh u) ~:
· dx udx
. d dsinh-1u 1 du
12 d smu = cosu~ 30. dx
· dx dx ~dx
1 du d csch -IU -1 du
35.
~dx dx dx
lul~
Continued on overleaf.
Undergraduate Texts in Mathematics
Editors
S. Axler
F. W. Gehring
K.A. Ribet
Springer
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Berlin
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Undergraduate Texts in Mathematics
CALCULUS III
Second Edition
Springer
Jerrold Marsden Alan Weinstein
California Institute of Technology Department of Mathematics
Control and Dynamical Systems 107-81 University of California
Pasadena, California 91125 Berkeley, California 94720
USA USA
Editorial Board
9 8 765
The goal of this text is to help students learn to use calculus intelligently for
solving a wide variety of mathematical and physical problems.
This book is an outgrowth of our teaching of calculus at Berkeley, and
the present edition incorporates many improvements based on our use of the
first edition. We list below some of the key features of the book.
Placement of Topics
Teachers of calculus have their own pet arrangement of -topics and teaching
devices. After trying various permutations, we have arrived at the present
arrangement. Some highlights are the following.
• Integration occurs early in Chapter 4; antidifferentiationand the f
notation with motivation already appear in Chapter 2.
vIII Preface
~ Calculators
Calculator applications are used for motivation (such as for functions and
composition on pages 40 and 112) and to illustrate the numerical content of
calculus (see, for instance, p. 405 and Section 11.5). Special calculator discus-
sions tell how to use a calculator and recognize its advantages and shortcom-
ings.
Applications
Calculus students should not be treated as if they are already the engineers,
physicists, biologists, mathematicians, physicians, or business executives they
may be preparing to become. Nevertheless calculus is a subject intimately tied
to the physical world, and we feel that it is misleading to teach it any other
way. Simple examples related to distance and velocity are used throughout the
text. Somewhat more special applications occur in examples and exercises,
some of which may be skipped at the instructor's discretion. Additional
connections between calculus and applications occur in various section sup-
plements throughout the text. For example, the use of calculus in the determi-
nation of the length of a day occurs at the end of Chapters 5, 9, and 14.
Visualization
The ability to visualize basic graphs and to interpret them mentally is very
important in calculus and in subsequent mathematics courses. We have tried
to help students gain facility in forming and using visual images by including
plenty of carefully chosen artwork. This facility should also be encouraged in
the solving of exercises.
Computer-Generated Graphics
Computer-generated graphics are becoming increasingly important as a tool
for the study of calculus. High-resolution plotters were used to plot the graphs
of curves and surfaces which arose in the study of Taylor polynomial
approximation, maxima and minima for several variables, and three-
dimensional surface geometry. Many of the computer drawn figures were
kindly supplied by Jerry Kazdan.
Supplements
Student Guide Contains
• Goals and guides for the student
• Solutions to every other odd-numbered exercise
• Sample exams
Misprints
Misprints are a plague to authors (and readers) of mathematical textbooks.
We have made a special effort to weed them out, and we will be grateful to the
readers who help us eliminate any that remain.
Acknowledgments
We thank our students, readers, numerous reviewers and assistants for their
help with the first and current edition. For this edition we are especially
grateful to Ray Sachs for his aid in matching the text to student needs, to Fred
Soon and Fred Daniels for their unfailing support, and to Connie Calica for
her accurate typing. Several people who helped us with the first edition
deserve our continued thanks. These include Roger Apodaca, Grant Gustaf-
son, Mike Hoffman, Dana Kwong, Teresa Ling, Tudor Ratiu, and Tony
Tromba.
Jerry Marsden
Berkeley, California Alan Weinstein
How to Use this Book:
A Note to the Student
Begin by orienting yourself. Get a rough feel for what we are trying to
accomplish in calculus by rapidly reading the Introduction and the Preface
and by looking at some of the chapter headings.
Next, make a preliminary assessment of your own preparation for calcu-
lus by taking the quizzes on pages 13 and 14. If you need to, study Chapter R
in detail and begin reviewing trigonometry (Section 5.1) as soon as possible.
You can learn a little bit about calculus by reading this book, but you
can learn to use calculus only by practicing it yourself. You should do many
more exercises than are assigned to you as homework. The answers at the
back of the book and solutions in the student guide will help you monitor
your own progress. There are a lot of examples with complete solutions to help
you with the exercises. The end of each example is marked with the symbol
....
Remember that even an experienced mathematician often cannot "see"
the entire solution to a problem at once; in many cases it helps to begin
systematically, and then the solution will fall into place.
Instructors vary in their expectations of students as far as the degree to
which answers should be simplified and the extent to which the theory should
be mastered. In the book we have arranged the theory so that only the proofs
of the most important theorems are given in the text; the ends of proofs are
marked with the symbol •. Often, technical points are treated in the starred
exercises.
In order to prepare for examinations, try reworking the examples in the
text and the sample examinations in the Student Guide without looking at the
solutions. Be sure that you can do all of the assigned homework problems.
When writing solutions to homework or exam problems, you should use
the English language liberally and correctly. A page of disconnected formulas
with no explanatory words is incomprehensible.
We have written the book with your needs in mind. Please inform us of
shortcomings you have found so we can correct them for future students. We
wish you luck in the course and hope that you find the study of calculus
stimulating, enjoyable, and useful.
Jerry Marsden
Alan Weinstein
Contents
Preface VB
Chapter 13
Vectors
13.1 Vectors in the Plane 645
13.2 Vectors in Space 652
13.3 Lines and Distance 660
13.4 The Dot Product 668
13.5 The Cross Product 677
13.6 Matrices and Determinants 683
Chapter 14
Curves and Surfaces
14.1 The Conic Sections 695
14.2 Translation and Rotation of Axes 703
14.3 Functions, Graphs, and Level Surfaces 710
14.4 Quadric Surfaces 719
14.5 Cylindrical and Spherical Coordinates 728
14.6 Curves in Space 735
14.7 The Geometry and Physics of Space Curves 745
Chapter 15
Partial Differentiation
15.1 Introduction to Partial Derivatives 765
15.2 'Linear Approximations and Tangent Planes 775
15.3 The Chain Rule 779
15.4 Matrix Multiplication and the Chain Rule 784
xlv Contents
Chapter 16
Gradients, Maxima, and Minima
16.1 Gradients and Directional Derivatives 797
16.2 Gradients, Level Surfaces, and Implicit
Differentiation 805
16.3 Maxima and Minima 812
16.4 Constrained Extrema and Lagrange Multipliers 825
Chapter 17
Multiple Integration
17.1 The Double Integral and Iterated Integral 839
17.2 The Double Integral Over General Regions 847
17.3 Applications of the Double Integral 853
17.4 Triple Integrals 860
17.5 Integrals in Polar, Cylindrical, and Spherical
Coordinates 869
17.6 Applications of Triple Integrals 876
Chapter 18
Vector Analysis
18.1 Line Integrals 885
18.2 Path Independence 895
18.3 Exact Differentials 901
18.4 Green's Theorem 908
18.5 Circulation and Stokes' Theorem 914
18.6 Flux and the Divergence Theorem 924
Answers A.69
Index 1.1
Contents of Volume I
Introduction
Orientation Quizzes
Chapter R
Review of Fundamentals
Chapter 1
Derivatives and Limits
Chapter 2
Rates of Change and the Chain Rule
Chapter 3
Graphing and Maximum-Minimum Problems
Chapter 4
The Integral
Chapter 5
Trigonometric Functions
Chapter 6
Exponentials and Logarithms
Contents of Volume II
Chapter 7
Basic Methods of Integration
Chapter 8
Differential Equations
Chapter 9
Applications of Integration
Chapter 10
Further Techniques and Applications
of Integration
Chapter 11
Limits, L'H6pital's Rule, and Numerical
Methods
Chapter 12
Infinite Series
Chapter 13
Vectors
I The reader who has studied Section 12.6 on complex numbers will have seen some of this
algebraic structure already.
646 Chapter 13 Vectors
pieces of fruit but confounds the apples with the oranges. By using the ordered
pair (x, y) instead of the sum x + y, we can keep track of both our apples and
Our oranges without losing any information in the process. Furthermore, if
someone adds to our fruit basket X apples and Y oranges, which we might
denote by (X, y), our total accumulation is now (x + X, y + Y)-that is,
x + X apples and y + Y oranges. This addition of items kept in separate
categories is useful in many contexts.
a+ x = c and b + Y = d.
n(x,y) = (nx,ny).
Noting that the right-hand side of this equation makes sense when n is any
real number, not just a positive integer, we take this as a definition.
Example 2 (a) Calculate 4(2, - 3) + 4(3, 5). (b) Calculate 4[(2, - 3) + (3,5)].
Solution (a) 4(2, - 3) + 4(3,5) = (8, - 12) + (12,20) = (20,8).
(b) 4[(2, - 3) + (3,5)] = 4(5,2) = (20,8) ....
It is sometimes a useful shorthand to denote an ordered pair by a single letter
such as A = (x, y). This makes the algebra of ordered pairs look more like the
algebra of ordinary numbers. The results in Example 2 illustrate the following
general rule.
Example 3 Show that if a is a number and A [ and A2 are ordered pairs, then a(A [ + A 2)
= aA[ + aA 2.
Solution We write A [ = (XI' YI) and A2 = (X2' Yz). Then A I + A2 = (XI + X2, YI + Yz),
and so
as required ....
All the usual algebraic identities which make sense for numbers and ordered
pairs are true, and they can be used in computations with ordered pairs (see
Exercises 17-22).
Example 4 (a) Find real numbers a p a2, a3 such that a l(3, 1) + az{6,2) + al- 1, 1) =
(5,6).
(b) Is the solution in part (a) unique?
(c) Can you find a solution in which aI' a2, and a3 are integers?
Solution (a) a l(3, 1) + az{6, 2) + a3( - 1, 1) = (3a l + 6a 2 - a3, a l + 2a 2 + a3); for this to
equal (5,6), we must solve the equations
3a l + 6a 2 - a3 = 5,
a l + 2a 2 + a3 = 6.
6az - a3 = 5 - 3a l
2a 2 + a 3 = 6 - a l .
We may choose a l at will, obtaining a pair of linear equations in a z and a3
which always have a solution, since the lines in the (a z' a3 ) plane which they
represent have different slopes. The choice a l = 0 led us to the equations
6a z - a3 = 5 and 2a z + a 3 = 6, with the solution as given in part (a). The
choice a l = 6, for instance, leads to the new solution a l = 6, a2 = - -\f,
a 3 = 1f, so the solution is not unique.
(c) We notice that the sums 3 + 1 = 4, 6 + 2 = 8, and -1 + 1 = 0 of the
components in each of the ordered pairs are even. Thus the sum 4a l + 8a 2 of
the components of a l(3, 1) + az{6, 2) + al-l, 1) is even if a[, az, and a 3 are
integers; but 5 + 6 = 11 is odd, so there is no solution with aI' a2, and 03
being integers ....
648 Chapter 13 Vectors
Ordered pairs are related to vectors in the following way. We first choose
~
p
a set of x and y axes. Given a vector v, we drop perpendiculars from its head
and tail to the x and y axes, as shown in Fig. 13.1.4, producing two signed
Figure 13.13. The vector numbers x and y equaling the directed lengths of the vector in the x and y
from P to Q is denoted PQ. directions. These numbers are called the components of the vector. Notice that
once the x and y axes are chosen, the components do not depend on where
the arrow representing the vector v is placed; they depend only on the
-:----?j
Y magnitude and direction of v. Thus, for any vector v, we get an ordered pair
(x, y). Conversely, given an ordered pair (x, y), we can construct a vector with
these components; for example, the vector from the origin to the point with
___/v
I
I
i
I
I
coordinates (x, y). The arrow representing this vector can be relocated as long
as its magnitude and direction are preserved.
Operations of vector addition and scalar multiplication are defined in the
x
following box. These geometric definitions will be seen later to be related to
the algebraic ones we studied earlier.
Figure 13.1.4. The
components of v are x
andy. 2 Strictly speaking, this definition does not make sense. The two directed line segments in Fig.
13.1.2 are clearly not equal-that is, they are not identical. However, it is very convenient to have
the set of all directed line segments with the same magnitude and direction represent a single
geometric entity-a vector. A convenient way to do this is to regard two such segments as equal.
13.1 Vectors in the Plane 649
~
" ~(a) Vector Addition and Scalar Multiplication
Addition. Let 0 and v be vectors. Their sum is the vector represented by
~ the arrow from the tail of 0 to the tip of v when the tail of v is placed at
u +v (b) the tip of 0 (Fig. 13.1.5).
Figure 13.1.5. The Scalar Multiplication. Let 0 be a vector and r a number. The vector ro is
geometric construction of an arrow with length Irl times the length of o. It has the same direction
u+ v. as 0 if r > 0 and the opposite direction if r < 0 (Fig. 13.1.6).
Example 6 In Fig. 13.1.7, which vector is (a) 0 + v?, (b) 30?, (c) - v?
y
%--- w
p
~
\
Example 7 Let 0 and v be the vectors shown in Fig. 13.1.9. Draw 0 + v and - 20. What
are their components?
y
Solution We place the tail of v at the tip of u to obtain the vector shown in Fig. 13.1.10.
y
The vector - 2u, also shown, has length twice that of u and points in the
opposite direction. From the figure, we see that u + v has components (5,2)
and - 2u has components ( - 6, - 4) ....
The results in Example 7 are illustrations of the following general rules which
relate the geometric operations on vectors to the algebra of ordered pairs.
The statements in this box may be proved by plane geometry. For example,
the addition rule follows by an examination of Fig. 13.1.11(a), and the one for
scalar multiplication follows from the similarity of the triangles in Fig.
13.1.11(b).
y
directed line segment from the head of w to the head of v. (See Fig. 13.1.13.)
The components of v - ware obtained by subtracting the corresponding
ordered pairs. Since PQ= od -
OP(Fig. 13.1.14), we obtain the following.
w
Figure 13.1.13. Geometric
interpretation of vector Vectors and Directed Line Segments
subtraction.
If the point P has coordinates (XI'YI) and Q has coordinates (x2,h),
then the vector PQhas components (X2 - xl,h - Yl).
Figure 13.1.14.
pi} =OQ -0P. x
Example 8 (a) Find the components of the vector from (3,5) to (4,7).
(b) Add the vector v from (- 1,0) to (2, - 3) and the vector w from (2,0) to
(1,1).
(c) Multiply the vector v in (b) by S. If this vector is represented by the
directed line segment from (5,6) to Q, what is Q?
Solution (a) By the preceding box, we subtract the ordered pairs (4,7) - (3,5) = (1,2).
Thus the required components are (1,2).
(b) The vector v has components (2, - 3) - ( - 1,0) = (3, - 3) and w has
components (1,1) - (2,0) = (-1,1). Therefore, the vector v + w has compo-
nents (3, -3) + (-1,1) = (2, -2).
(c) The vector Sv has components S(3, - 3) = (24, - 24). If this vector is
represented by the directed line segment from (5,6) to Q, and Q has coordi-
nates (x, Y), then (x, Y) - (5,6) = (24, - 24), so (x, Y) = (5,6) + (24, - 24)
= (29, - IS). A
(b) Write the equation in part (a) as a pair of 39. (a) Draw the vector VI joining (1,0) to (I, I).
simultaneous equations in k, /, and m. (b) What are the componen ts of vI?
(c) Solve the equation in part (b) for the small- (c) Draw V2 joining (1,0) to (I,~) and find the
est positive integer values of k, /, and m. components of V2'
26. Illustrate the solution of Exercise 25 by a vector (d) Draw the vector V3 joining (1,0) to (I, -2).
diagram in the plane, with SO), S2, and S02 (e) What are the coordinates of an arbitrary
represented as vectors. point on the vertical (that is, parallel to the y
27. In Fig. 13.1.15, which vector is (a) a - b?, (b) !a? axis) line through (I,O)?
28. In Fig. 13.1.15, find the number r such that (f) What are the components of the vector v
c - a = rb. joining (1,0) to such a point?
29. Trace Fig. 13.1.15 and draw the vectors (a) c + d, 40. (a) Draw a vector v joining (- I, I) to (I, I).
(b) - 2e + a. What are their components? (b) What are the components of v?
30. Trace Fig. 13.1.15 and draw the vectors (a) (c) Sketch the vectors v, = (-I, I) + tv when
3(e - d), (b) - ~c. What are their components? t = 0, L !, L and I.
(d) Describe, geometrically, the set of vectors
v, = (-I, I) + tv, where t takes on all values
-
between 0 and I. (Assume that all the vec-
tors have their tails at the origin.)
d *41. We say that v and ware linearly dependent if
there are numbers rand s, not both zero, such
b that rv + sw = O. Otherwise v and ware called
linearly independent.
1 2 3 4 5 6 7 8 91011 x
(a) Are (0,0) and (I, I) linearly dependent?
Figure 13.1.15. Compute (b) Show that two non-zero vectors are linearly
with these vectors in dependent if and only if they are parallel.
Exercises 27-30. (c) Let v and w be vectors in the plane given by
v = (a,b) and w = (c,d). Show that v and w
In Exercises 31-36, let u have components (2, I) and v are linearly dependent if and only if ad
have components (1,2). Draw each of the indicated = bc. [Hint: For one implication, you might
vectors. use three cases: b =i= 0, d =i= 0, and b = d
31. u + v 32. u - v = 0.]
33. 2u 34. -4v (d) Suppose that v and ware vectors in the
35. 2u - 4v 36. - u + 2v plane which are linearly independent. Show
37. Let P = (2, I), Q = (3,3), and R = (4, I) be points that for any vector u in the plane there are
in the xy plane. numbers x and y such that xv + yw = u.
(a) Draw (on the same diagram) these vectors: v *42. Let P = (a,b) and Q = (c,d) be points in the
joining P to Q; w joining Q to R; u joining plane. (You may assume that 0 < a < c and
b> d > 0 to make the picture unambiguous.)
R to P.
Compute the area of the parallelogram with ver-
(b) What are the components of v, w, and u?
tices at 0, P, Q, and P + Q. Comment on the
(c) What is v + w + u?
38. Answer the questions in Exercise 37 for P = relationship between this and Exercise 41(d).
( - 2, - I), Q = ( - 3, -·3), and R = ( - I, - 4).
z try, the first step in the introduction of coordinates is the choice of an origin 0
and three directed lines, each perpendicular to the other two, called the x, y,
and z axes. We will usually draw figures in space with the axes oriented as in
o Fig. 13.2.1.
y Think of the x axis as pointing toward you, out of the paper. Notice that
if you wrap the fingers of your right hand around the z axis, with your fingers
curling in the usual (counterclockwise) direction of rotation in the xy plane,
x then your thumb points toward the positive z axis. For this reason, we say that
Figure 13.2.1. Coordinate the choice of axes obeys the right-hand rule. For example, the coordinate axes
axes in space. (a) and (d) in Fig. 13.2.2 obey the right-hand rule, but (b) and (c) do not.
(Think of all horizontal and vertical arrows as being in the plane of the paper,
while slanted arrows point out toward you.)
y
x x x x
v -----------~ R = (0,y,2)
/"
,/
//'
/
:
I
S = (X,O,Z) /// ,/
f--- /P = (x,y,zl
I
y
I
I
I
I / u y
I
I /
/
I
/
As in the plane, we can find the unique point which has a given ordered
triple (x, y, z) as its coordinates. To do so, we begin by finding the point
Q = (x, y, 0) in the xy plane. By drawing a line through Q and parallel to the z
axis, we can locate the point P at a (directed) distance of z units from Q along
this line. The process just described can be carried out graphically, as in the
following example.
Warning If you are given a picture conslstmg simply of three axes (with units of
measure) and a point, it is not possible to determine the coordinates of the
point from these data alone, since some information must be lost in making a
two-dimensional picture of the three-dimensional space. (See Review Exercise
86.)
Addition and scalar multiplication are defined for ordered triples just as for
paIrs.
Vectors in Space
A vector in space is a directed line segment in space and is drawn as an
arrow. Two directed line segments will be regarded as equal when they
have the same length and direction.
Vectors are denoted by boldface symbols. The vector represented
by the arrow from a point P to a point Q is denoted PQ. If the arrows
from PI to QI and P2 to Q2 represent the same vectors, we write
-
-~
PI QI
=P2 Q2'
Vectors in space are related to ordered triples as follows. We choose x,y, and
z axes and drop perpendiculars to the three axes. The directed distances
obtained are called the components of the vector (see Fig. 13.2.6).
,{ z
----~--7l
" II II
f
x r/ -___ .Jl,_ j I
II / .V
I
(L ________~--:=-::::.J'
Figure 13.2.6. The vector v
has components (x,y,z). x
Vector addition and scalar multiplication for vectors in space are defined
just as in the plane. The student should reread the corresponding development
in Section 13.1, replacing the plane by space.
Example 3 (a) Sketch - 2v, where v has components (-1,1,2). (b) If v and ware any two
vectors, show that v - t wand 3v - ware parallel.
Solution (a) The vector - 2v is twice as long as v but points in the opposite direction
(see Fig. 13.2.7). (b) v - tw = H3v - w); vectors which are multiples of one
another are parallel. ...
z
(-1,1,2)
Example 4 Let v be the vector with components (3,2, - 2) and let w be the vector from
the point (2, 1,3) to the point ( - 1,0, - I). Find v + w. Illustrate with a sketch.
Solution Since w has components (-1,0, -1) - (2, 1,3) = ( - 3, -I, -4), we find that
v + w has components (3,2, - 2) + ( - 3, - 1, - 4) = (0, 1, - 6), as illustrated in
Fig. 13.2.8 ....
z
(2,1,3)
x (3,2,-2)
Figure 13.2.8. Adding
v = (3,2, -2) to W, the
vector from (2, I, 3) to
(-I, 0, -I). (0,1,-6)
(0,0, I)
k
(0,1,0)
Now, let v be any vector, and let (a,b,c) be its components. Then
v = ai + bj + ck,
since the right-hand side is given in components by
a(l,O,O) + b(O, 1,0) + c(O,O, 1) = (a,O,O) + (O,b,O) + (O,O,c) = (a,b,c).
Thus we can express every vector as a sum of scalar multiples of i, j, and k.
Example 5 (a) Express the vector whose components are (e,w, -{3) in the standard
basis. (b) Express the vector v joining (2, 0, 1) to (t, w, - 1) by using the
standard basis.
Solution (a) v = ei + wj - {3k. (b) The vector v has components (t,w, -1) - (2,0, 1)
= (- t,w, -2), so v = - ti + wj - 2k....
Now we tum to some physical applications of vectors. 3 A simple example of a
physical quantity represented by a vector is a displacement. Suppose that, on
a part of the earth's surface small enough to be considered flat, we introduce
coordinates so that the x axis points east, the y axis points north, and the unit
of length is the kilometer. If we are at a point P and wish to get to a point Q,
the displacement vector u joining P to Q tells us the direction and distance we
have to travel. If x and yare the components of this. vector, the displacement
of Q from P is "x kilometers east, y- kilometers north."
Example 6 Suppose that two navigators,who cannot see one another but can communi-
cate by radio, wish to determine the relative position of their ships. Explain
how they can do this if they can each determine their displacement vector to
the same lighthouse.
Solution Let P, and P2 be the positions of the ships and Q be the position of the
lighthouse. The displacement of the lighthouse from the ith ship is the vector
u j joining Pj to Q. The displacement of the second ship from the first is the
vector v joining P, to P2 • We have v + u2 = u, (Fig. 13.2.10), so v = u, - U2'
That is, the displacement from one ship to the other is the difference of the
displacements from the ships to the lighthouse ....
~ o j ~::;;~o"
We can also represent the velocity of a moving object as a vector. For the
as __
Initial
o
_ __ ...I
...ill-
..J2
I v0.
moment, we will consider only objects moving at uniform speed along straight
lines-the general case is discussed in Section 14.6. Suppose, for example, that
a boat is steaming across a lake at 10 kilometers per hour in the northeast
direction. After I hour of travel, the displacement is (1011i,1011i)R:,
position R:,(7.07,7.07) (see Fig. 13.2.11). The vector whose components are (lOlli,
Figure 13.2.11. If an object 10I Ii) is called the velocity vector of the boat. In general, if an object is
moves northeast at 10 moving uniformly along a straight line, its velocity vector is the displacement
kilometers per hour, its vector from the position at any moment to the position 1 unit of time later. If a
velocity vector has
components (10/..[2,10/..[2).
3 Historical note: Many scientists resisted the use of vectors in favor of the more complicated
theory of quatemions until around 1900. The book which popularized vector methods was Vector
Analysis, by E. B. Wilson (reprinted by Dover in 1960), based on lectures of J. W. Gibbs at Yale
in 1899-1900. Wilson was reluctant to take Gibbs' course since he had just completed a full-year
course in quatemions at Harvard under J. M. Pierce, a champion of quatemionic methods, but
was forced by a dean to add the course to his program. (For more details, see M. J. Crowe, A
History of Vector Analysis, University of Notre Dame Press, 1967.)
658 Chapter 13 Vectors
Displacement
due to current
current appears on the lake, moving due eastward at 2 kilometers per hour,
Displacement
and the boat continues to point in the same direction with its engine running
due to at the same rate, its displacement after I hour will have components given by
engine
Total (IO/ii + 2, 1O/1i). (See Fig. 13.2.12.) The new velocity vector, therefore, has
displacement components (IO/ii + 2, 1O/1i). We note that this is the sum of the original
Figure 13.2.12. The total
velocity vector (IO/Ii, 1O/1i) of the boat and the velocity vector (2,0) of the
displacement is the sum of current.
the displacements due to Similarly, consider a seagull which flies in calm air with velocity vector v.
the engine and the current. If a wind comes up with velocity wand the seagull continues flying "the same
way," its actual velocity will be v + w. One can "see" the direction of the
vector v because it points along the "axis" of the seagull; by comparing the
direction of actual motion with the direction of v, you can get an idea of the
wind direction (see Fig. 13.2.13).
Example 7 A bird is flying in a straight line with velocity vector lOi + 6j + k (in
kilometers per hour). Suppose that (x, y) are coordinates on the ground and z
is the height above the ground.
(a) If the bird is at position (1,2,3) at a certain moment, where is it I minute
later?
(b) How many seconds does it take the bird to climb 10 meters?
Solution (a) The displacement vector from (1,2,3) is io(lOi,6j,k) = ii + Itj + iok, so
the new position is (1,2,3) + <i, It io) = (l i, 2It, 3 io)·
(b) After t seconds (= t/3600 hours), the displacement vector from (1,2,3) is
(t/3600)(10i + 6j + k) = (t/360)i + (t/600)j + (t/3600)k. The increase in al-
titude is the z component t /3600. This will equal 10 meters (= l~ kilometer)
when t/3600 = l/lOO-that is, when t = 36 seconds...
Example 8 Physical forces have magnitude and direction and may thus be represented by
vectors. If several forces act at once on an object, the resultant force is
represented by the sum of the individual force vectors. Suppose that forces
i + k and j + k are acting on a body. What third force must we impose to
counteract these two-that is, to make the total force equal to zero?
Solution The force v should be chosen so that (i + k) + G+ k) + v = 0; that is v =
- (i + k) - G+ k) = - i - j - 2k. (Here 0 is the zero vector, the vector whose
components are all zero.) ..
on the y axis? On the z axis? In the xy plane? In (b) Find the smallest integer solution for p, g, r,
the xz plane? and s.
28. Plot on one set of axes the eight points of the (c) Illustrate the solution by a vector diagram in
form (a, b, c), where a, b, and c are each equal to space.
I or - 1. Of what geometric figure are these the 42. Suppose that the cardiac vector is given by
vertices? cos ti + sin tj + k at time t.
29. Let u = 2i + 3j + k. Sketch the vectors u, 2u, and (a) Draw the cardiac vector for t = 0, ", /4,,,, /2,
- 3u on the same set of axes. 3", / 4,,,,,5,,, / 4,3", /2, 7'Tr / 4,2",.
In Exercises 30-34, consider the vectors v = 3i + 4j + (b) Describe the motion of the tip of the cardiac
5k and w = i - j + k. Express the given vector in terms vector in space if the tail is fixed at the
of i, j and k. origin.
30. v + w 31. 3v *43. Let PI = (1,0,0) + 1(2, I, 1), where 1 is a real
32. -2w 33. 6v + 8w number.
34. the vector u from the tip of w to the tip of v. (a) Compute the coordinates of PI for 1 = -1,
(Assume that the tails of wand v are at the same 0, I, and 2.
point.) (b) Sketch these four points on the same set of
In Exercises 35-37, let v = i + j and w = -i + j. Find axes.
numbers a and b such that av + bw is the given vector. (c) Try to describe geometrically the set of all
35. i 36. j 37. 3i + 7j the PI'
38. Let u = i + j + k, v = i + j, and w = i. Given *44. The z coordinate of the point P in Fig. 13.2.15 is
numbers r, s, and t, find a, b, and c such that 3. What are the x and y coordinates?
au + bv + cw = ri + sj + tk. z
39. A I-kilogram mass located at the origin is sus-
pended by ropes attached to the points (I, I, 1)
and (-1, -1,1). If the force of gravity is point- eP
ing in the direction of the vector - k, what is the
vector describing the force along each rope?
[Hint: Use the symmetry of the problem. A
y
I-kilogram mass weighs 9.8 newtons.]
40. Write the chemical equation CO + H 20 = H2 +
CO 2 as an equation in ordered triples, and illus-
trate it by a vector diagram in space. x
41. (a) Write the chemical equation pC 3 H 4 0 3 + Figure 13.2.15. Let
g02 = rC0 2 + sH 20 as an equation in or- P = (x, y, 3). What are x
dered triples with unknown coefficients p, g, andy?
r, and s.
In this section we apply the algebra of vectors to the description of lines and
planes in space and to the solution of other geometric problems.
The invention of analytic geometry made it possible to solve geometric
problems in the plane or space by reducing them to algebraic problems
involving number pairs or triples. Vector methods also convert geometric
problems to algebraic ones; moreover, the vector calculations are often
simpler than those from analytic geometry, since we do not need to write
down all the components.
Example 1 Use vector methods to prove that the diagonals of a parallelogram bisect each
other.
Solution Let PQRS be the parallelogram, w the vector PQand v the vector PS (see Fig.
13.3 Lines and Distance 661
Example 2 Consider the cube in space with vertices at (0,0,0), (1,0,0), (1,1,0), (0,1,0),
(0,0,1), (1,0,1), (1,1,1), and (0,1,1). Use vector methods to locate the point
one-third of the way from the origin to the middle of the face whose vertices
are (0,1,0), (0,1,1), (1,1,1), and (1,1,0).
Solution Refer to Fig. 13.3.2. The vector 75Pis j, and vector oQis i + j + k. The vector
z
....I-----""'s
Example 3 Prove that the figure obtained by joining the midpoints of successive sides of
any quadrilateral is a parallelogram.
Solution Refer to Fig. 13.3.3. Let PQRS be the quadrilateral, v =PS, w =SR, t =PQ,
s
--
and OQ a..s in Fig. 13.3.4. Let R be an arbitrauoint on 1 and let w be the
vector OR. Since R is on I, the vector w - u =PR is a multiple of the vector
o v - u =PQ-that is, w - u = t(v - u) for some number t. This gives w = u +
Figure 13.3.4. Since P, Q, t(v - u) = (l - t)u + tv.
and R lie on a line, the The coordinates of the points P, Q, and R are the same as the compo-
vector w - u is a multiple of nents of the vectors u, v, and w, so we obtain the parametric equation
v - u. R = (l - t)P + tQ for the line I.
Example 4 Find the equation of the line through (2,1, - 3) and (6, - 1, - 5).
Solution We have P = (2, I, - 3) and Q = (6, -I, - 5), so
(x,y,z) = R = (1- t)P + tQ = (1- t)(2, 1, -3) + t(6, -1, -5)
= (2 - 2t, 1 - t, -3 + 3t) + (6t, - t, -5t)
= (2 + 4t, 1 - 2t, - 3 - 2t)
or, since corresponding entries of equal ordered triples are equal,
= 2 + 4t, Y = 1- 2t, =- 3 - 2t . ..
td~
x z
We can also ask for the equation of the line which passes through a given
~~
-- --
point P in the direction of a given vector d. A point R lies on the line (see Fig.
Figure 13.3.5. If the line 13.3.5) if and only if the vector PR is a multiple of d. Thus we can describe all
through P and R has the points R on the line by PR = td for some number t. As t varies, R moves on
direction of the vector d, the line; when t = 0, R coincides with P. Since -~--
PR = OJ( - OP, we can rewrite
then the vector from P to R the equation as oR = 75P+ td. This reasoning leads to the following conclu-
is a multiple of d. sIOn.
13.3 Lines and Distance 663
For lines in the xy plane, the z component is not present; otherwise, the results
are the same.
Example 5 (a) Find the equations of the line in space through the point (3, - 1,2) in the
direction 2i - 3j + 4k.
(b) Find the equation of the line in the plane through the point (I, -6) in the
direction of 5i - 'lTj.
(c) In what direction does the line x = -31 + 2, y = -2(1 - I), z = 81 + 2
point?
Solution (a) Here P = (3, -1,2) = (x o, Yo, zo) and d = 2i - 3j + 4k, so a = 2, b = - 3, and
c = 4. Thus the equations are
x = 3 + 2t, Y = - 1 - 3t, z = 2 + 4t.
(b) Here P = (I, -6) and d = 5i - 'lTj, so the line is
R = (1, -6) + (51, -'lTI) = (1 + 51, -6 - 'lT1)
or
x = 1 + 51, y = -6 - 'lT1.
(c) Using the preceding box, we construct the direction d = ai + hj + ck from
the coefficients of I: a = - 3, b = - 2, c = 8. Thus the line points in the
direction of d = - 3i - 2j + 8k. •
Example 6 (a) Do the lines RI = (t, -61 + 1,21 - 8) and R2 = (31 + 1,2/,0) intersect?
(b) Find the "equation" of the line segment between (1,1,1) and (2,1,2).
Solution (a) If the lines intersect, there must be numbers I I and 12 such that the
corresponding points are equal: (tl' -611 + I,2t l - 8) = (3/2 + 1,212,0); that
IS,
II = 3t2 + 1,
-6/1 + 1= 21 2 ,
2t l -8=0.
From the third equation we have I I = 4. The first equation then becomes
4 = 3t 2 + 1 or
12 = 1. We must check whether these values satisfy the middle
equation:
?
-6/1 + 1';' 2t2 , i.e.,
664 Chapter 13 Vectors
?
- 6·4 + 1 = 2· 1, I.e.,
?
-24 + 1 = 2.
The answer is no; the lines do not intersect.
(b) The line through (1,1,1) and (2,1,2) is described in parametric form by
R = (l - t)(1, 1, 1) + t(2, 1,2) = (1 + t, 1, 1 + t), as t takes on all real values.
°.,;
The point R lies between (1, 1, 1) and (2, 1,2) only when
segment is described by R = (1 + t, 1, 1 + t), °.,;
t .,;; 1. ...
t .,;; 1, so the line
P = (a,b,c)
y
R =(a,O,O)
___""-'----il..
Q = (a,b,O)
Figure 13.3.6.
lOP I = v'r"a2"+-----=-b"'-2-+-C'2 • x
Length of a Vector
The length Ilvll of a vector v is the square root of the sum of the squares
of the components of v:
Example 7 (a) Find the length of v = 2i - 6j + 7k. (b) Find the values of c for which
Iii + j + ckl/ = 4.
Solution (a) Ilvll = ~~22-+-(---6-)2-+-7-2 =)4 + 36 + 49 = {89 ~ 9.434.
(b) We have Iii + j + ckll =~1 + 1 + c2 =b + c 2 • This equals 4 when 2 + c2
= 16, or c = ± v'I4. ...
Some basic properties of length may be deduced from the law of cosines (see
Section 5.1 for its proof). In terms of vectors, the law of cosines states that
Figure 13.3.7. The law of
cosines applied to vectors.
where () is the angle between the vectors v and w, °.,; () .,; 7T. (See Fig. 13.3.7.)
13.3 Lines and Distance 665
Properties of Length
If u, v, and ware any vectors and r is any number:
(1) lIull ;;;. 0;
(2) Ilull = 0 if and only if u = 0;
(3) IlrulI=lrlllull;
(4) Ilu + vii';;; Ilull + Ilv ll ; } . . .
(4') Ilw - vii;;;' IlIwll - Ilvlll. Tnangle me qualIty
distance between P and Q is then Itlllvll, so the length Ilvll of the velocity
vector represents the ratio of distance travelled to elapsed time-it is called the
speed.
°
A vector u is called a unit vector if its length is equal to 1. If v is any
nonzero vector, II vii =1= then we can obtain a unit vector pointing in the
direction of v by taking u = (l/llvll)v. In fact,
Example 9 (a) Normalize v = 2i + 3j -1k. (b) Find unit vectors u, v, and w in the plane
such that u + v = w.
Solution (a) We have Ilvll = ~22 + 32 + 1/22 = (l /2)V53, so the normalization of v is
u = _l_v = ~i + _6_ j - _l_k.
IIvll V53 V53 V53
(b) A triangle whose sides represent u, v, and w must be equilateral as in Fig.
13.3.9. Knowing this, we may take w = i, u =!i + ([3/2)j, v = 1i - ([3/2)j.
w Check that Ilull = II vii = IIwll = 1 and that u + v = w. .&
Figure 133.9. The vectors Finally, we can use the formula for the length of vectors to obtain a formula
u, v, and ware represented for the distance between any two points in space. If PI = (XI' YPZI) and
by the sides of an P2 = (x2' Y2,z2), then the distance between PI and P2 is the length of the
equilateral traingle. vector from P 2 to PI; that is,
Distance Formula
If PI has coordinates (XI'YI,ZI) and P 2 has coordinates (X 2,Y2,Z2)' then
the distance between PI and P 2 is
Example 10 (a) Find the distance between (2,1,0) and (3, -2,6).
(b) Let PI = t(l, 1, 1).
(i) What is the distance from PI to (3,0, o)?
(ii) For what value of t is the distance shortest?
(iii) What is the shortest distance?
Solution (a) The distance is
=..jI + 9 + 36 =,f46 .
= Jt 2 - 61 + 9 + t 2 + t 2 +9 .
= bt 2 - 6t
(ii) The distance is shortest when 3t 2 - 61 + 9 is least-that is, when
(d/dt)(3t 2 - 6t + 9) = 61 - 6 = 0, or t = 1.
(iii) For 1 = l, the distance in (i) is 16 . ...
To introduce the dot product, we will calculate the angle () between two
vectors in terms of the components of the vectors.
If VI and V2 are two vectors, we have seen (Fig. 13.3.7) that
IIv2 - vdl 2 = IIvII12 + IIv2112 - 21Ivlllllv21Icos(),
where () is the angle between VI and V2; 0 < () < 'TT. Therefore,
21lvlllllv21lcos() = IIvdl 2 + IIv2112 - IIv2 - v1112. (1)
If VI = ali + bd + clk and V2 = a 2i + b2j + c2k, then the right-hand side of
equation (1) is
(af + bf + d) + (ai + bi + cD - [(a l - a 2 )2 + (b l - b 2 )2 + (c i - C 2 )2]
= 2( a l a 2 + b l b 2 + c I C2 ).
. -I( VI 'V2 ).
l.e., (J = cos IIvdlllv211 If VI 'F 0 and V2 'F O.
Example 2 (a) Find the angle between the vectors i + j +k and i + j - k. (b) Find the
angle between 3i + j - 2k and i - j + k.
Solution (a) Let VI = i + j + k and V2 = i + j - k. Then IIvIIi =,f3, IIv211 =,f3, and
VI'V 2 = 1·1 + 1·1-1·1 = 1. Hence cosO = t, so O=cOS-I(t)Rd.23
radians (70°32').
(b) From Example 1(a), (3i + j - 2k), (i - j + k) = 0, so cosO = 0 and hence
(J = 77/2...
From (3) we get
lVI' v21 = IIvlllllv211Icos(Jl·
However, IcosOI " 1, so we have
Ivl 'v21" IIvlllllv211·
This is a useful inequality called the Schwarz inequality (and sometimes the
Cauchy-Schwarz-Buniakowski inequality).
From either (2) or (3), we notice that if V = ai + bj + ck, then
v'v = a 2 + b2 + c2 = IIv1I2.
Since two nonzero vectors are perpendicular when (J = 77 /2-that is,
when cos(J = O-we have an algebraic test for perpendicularity: the nonzero
vectors VI and V2 are perpendicular when VI' V2 = O. (We adopt the convention
that the zero vector is perpendicular to every vector.) The synonyms "or-
thogonal" or "normal" are also used for "perpendicular."
Geometric interpretation:
VI' v2 = IIvtllllv2l1cosO,
where (J is the angle between VI and V2, 0 " (J " 77. In particular,
IIvII2 = v' v.
Properties:
1. u' u > 0 for any vector u.
2. u' u = 0 only if u = O.
3. u' V = v' u.
4. (u + v) , w = u' w + V ' w.
5. (au)' v = a(u' v).
6. lu' vi " lIulilivll (Schwarz inequality).
7. u and V are perpendicular when u ' v = o.
670 Chapter 13 Vectors
~ (3i + j)
v,o
projection
of von u
Example 5 Find the distance from (1, 1,2) to the line through (2,0,0) in the direction
(1/,j2)i - (1/,j2)j.
Solution In formula (4), we set (x 1'YI,zl)=(I,I,2), (xo,Yo,Zo) = (2,0,0) and obtain
a,b,c from ai + bj + ck = (1/,j2)i - (1/,j2)j to be a = 1/,j2, b = -1,j2,
c = O. Thus,
[ 1 1 ]2]1/2
-(1-2)--1
dist( Q,l) ~ f
(I - 2)' +I' +2' _ ,f2 ! +! ,f2
= (6 - 2)1/2= 2. •
The dot product makes it simple to determine the equation of a plane.
Suppose that a plane 9 passes through a point Po = (xo' Yo, zo) and is
perpendicular to a vector n = Ai + Bj + Ck. (See Fig. 13.4.5.)
{)
Let P = (x,y,z) be a point on 9. Then n must be perpendicular to the
vector v from Po to P; that is, n' v = 0, or
Figure 13.4.5. The plane q;
is perpendicular to the (Ai + Bj + Ck)· [(x - xo)i + (y - Yo)j + (z - zo)k] = O.
vector D. Hence
A (x - x o) + B (y - Yo) + C( Z - zo) = O.
We call n the normal vector of the plane. If we let D = -(Axo + Byo + Cz o),
the equation of the plane becomes
Ax + By + Cz + D = o.
Example 6 Find the equation of the plane through (1, 1, 1) with normal vector 2i + j - 2k.
Solution Here Ai + Bj + Ck = 2i + j - 2k, and (xo, Yo,zo) = (1, 1, 1), so we get
A (x - 1) + B(y - 1) + C(z - 1) = O.
Hence
2( x-I) + (y - 1) - 2( z - 1) = 0,
2x + y - 2z = 1. •
672 Chapter 13 Vectors
Example 7 Find a unit normal vector to the plane 3x +y - z = 10. Sketch the plane.
Solution A normal vector is obtained by making a vector out of the coefficients of x, y,
and z; that is, (3,1, -1). Normalizing, we get
Example 8 (a) Find the equation of the plane passing through the point (3, -1, -1) and
perpendicular to the vector i - 2j + k. (b) Find the equation of the plane
containing the points (1, 1, 1), (2,0,0), and (1, 1,0).
Solution (a) We use the first displayed equation (5) in the preceding box, choosing the
point (xo, yo,zo) = (3, -1, -1) and components of the normal vector to be
A = 1, B = - 2, C = 1 to give
1( x - 3) - 2(y + 1) + 1( z + 1) = °
which simplifies to x - 2Y + z = 4.
(b) The general equation of a plane has the form (6) Ax + By + Cz + D = 0.
Since the points (1,1,1), (2,0,0), and (1,1,0) lie on the plane, the coefficients
A, B, C, D satisfy the three equations:
A+B+C+D =0,
2A +D =0,
A+B +D =0.
13.4 The Dot Product 673
Example 9 Where does the line through the origin in the direction of i + j + 2k meet the
plane x + y + 2z = 5? Use your answer to find the distance from the origin to
this plane. Sketch.
Solution The line has parametric equations x = I, Y = I, Z = 2/. It meets the plane when
x + y + 2z = 1 + 1 + 41 = 5; that is, when 1 = i. The point of intersection is
PI = (i,i,i)·
Since a normal to the plane is n = i + j + 2k, which is the same as the
direction vector of this line, we see that the line is perpendicular to the plane
at PI' If P is also in the plane, consideration of the right triangle OPIP shows
that oF; must be shorter than OP (see Fig. 13.4.7). Thus the distance from the
origin to the plane is the length of OP;:
25 + 25 + 25 = b650 = 6 .....
5[66
36 36 9
z
Ai+B'+Ck
n= J
JA2+B2+C 2 '
which is a unit vector normal to the plane. Next drop a perpendicular from Q
to the plane and construct the triangle PQR shown in Figure 13.4.8. The
distance d = RQ is the length of the projection of v = PQ (the vector from P to
Q) onto 0; thus
distance = lv' 01 = I[(x i - xo)i + (YI - Yo)j + (Zl - zo)kJ' 01
IA (Xl - Xo) + B(YI - Yo) + C(ZI - zo)1
JA2+B2+C 2
If the plane is given in the form Ax + By + Cz + D = 0, choose a point
(xo, Yo, zo) on it and note that D = - (Axo + Byo + Cz o). Substituting in the
previous formula gives
. aJ
dlst( Q,;:;r ) =
lAx I + BYI + CZ I + DI (7)
JA2+B2+C 2
for the distance from Q to 9'.
Example 10 Find the distance from Q = (2,0, -1) to the plane 9': 3x - 2y + 8z + 1=0.
Solution We substitute into (7) the values Xl = 2'YI = 0, Zl = -1 (from the point) and
A = 3, B = -2, C = 8, D = 1 (from the plane) to give
.
dlst(Q,9')=
13 ·2 + (- 2) . + 8( - 1) + 11 °I - 11
= -- = -
1
...
J3
2 + ( - 2/ + 82 m m
21. The plane through the origin orthogonal to i. 44. Find the following:
22. The plane containing (a,b,c) with normal vector (a) A unit normal to the plane x - 2y + z = 0.
ai + bj + ck. (b) A vector orthogonal to the vectors i - j + k
23. The plane containing the points (0,0, I), (I, I, I) and i + j + k.
and (0,1,0). (c) The angle between 2i + j + k and k - i.
24. The plane containing the points (1,0,0), (0,2,0), (d) A vector in space making an angle of 45°
and (0,0,3). with i and 60° with j.
Find a unit vector orthogonal to each of the planes in 45. Let PI and P 2 be points in the plane. Give an
Exercises 25-28. equation of the form ax + by = c for the perpen-
25. The plane given by 2x + 3y + z = 0. dicular bisector of the line segment between PI
26. The plane given by 8x - y - 2z + 10 = 0. and P2 .
27. The plane through the origin containing the 46. Given nonzero vectors a and b, show that the
points (1, 1, 1) and (1, I, -I). vector v = Iiallb + Ilblia bisects the angle between
28. The plane containing the line (1 + t, I - t, t) and a and b.
the point (1, I, I). Exercises 47-50 form a unit.
Find the equation of the objects in Exercises 29-32. 47. Suppose that el and e2 are perpendicular unit
29. The plane containing (0, 1,0), (1,0,0), (0,0, I). vectors in the plane, and let v be an arbitrary
30. The line through (1,2, I) and (-I, 1,0). vector. Show that v = (v· el)el + (v· e2)e2' The
31. The line through (I, I, I) and orthogonal to the numbers V· el and V· e2 are called the compo-
plane in Exercise 29. nents of v in the directions of el and e2' This
32. The line through (0,0,0) which passes through expression of v as a sum of vectors pointing in
and is orthogonal to the line in Exercise 30. the directions of el and e2 is called the orthogonal
decomposition of v relative to el and e2'
33. Where does the line through the origin in the
direction of 2i - j + 3k meet the plane 2x - y + 48. Consider the vectors el = (1/ j2 )(i + j) and e2
3z = 7? Find the distance from the origin to this = (1/ j2)(i - j) in the plane. Check that el and
53. Establish the following properties of the dot *57. Suppose that R = Po + tea, b, c) is the line
product: through Po in the direction d = ai + bj + ck. Let
(a) u· u ;;. 0 for any vector u. u = d/lldll = (p., A, v). Let:
(b) If u . u = 0, then u = O.
a = angle from i to d;
(c) u· v = v • u for any vector u and v.
{3 = angle from j to d;
(d) (au + by) • w = a(u· w) + b(v • w) for any
y = angle from k to d.
numbers a and b and any vectors u, v, w.
54. Let: These are called the direction angles of the line.
LI = the line (2,1,1) + t(l, 1, 1); The numbers cos a, cos {3, and cos yare called its
L2 = the line (l + 7t, 7t - 2,2 + 7t); direction cosines (see Fig. 13.4.9).
L) = the line (1,0,8) + t(l, 1,9);
L4 = the line through the points (- 1,0, 1) and
(1,2,19).
k
(a) Determine whether each of the following
pairs of lines is parallel or intersects. If the d
;([-A-..-/---
p
o Q
= IIvi1/211v2112 - (IIvlllllv2I1cosO)2
= (af + bf + cn(a~ + b~ + cn - (a l a 2 + b l b 2 + C I C2 )2
which, when it is multiplied out and terms are collected, is the same as Ilu11 2, so
lIuli = IIvll//lv2l1sinO.
Next we check that u is perpendicular to VI and v2. We have
u . VI = (b l c 2 - c l b2)a l + (c l a 2 - a l c 2)b l+ (a l b 2 - b l a2)C I
= b l c 2a l - c l b2a l + c l a 2b l - a l c2b l + a l b 2c I - b l a 2c I
=0,
13.5 The Cross Product 679
Second Factor
X j k
i- 0 k -j
First
j -k 0
Factor
k j -i 0
Example 5 Use the cross product to find the equation of the plane containing the points
(1,1,1), (2,0,0), and (1,1,0). (Compare Example 8 of Section 13.4.)
Solution The normal to the plane is perpendicular to any vector which joins two points
in the plane, so it is perpendicular to VI = (1, 1, 1) - (2,0,0) = (-1,1,1) =
-i + j + k and V2 = (1, 1, 1) - (1, 1,0) = (0,0, 1) = k. A vector perpendicular
to v I and V2 is vI X V2 = (- i + j + k) X k = - i X k + j X k + k X k = j + i + 0
= i + j, so the equation of the plane has the form x + y + D = 0. Since
(1,1,1) lies in the plane, 2 + D = 0, and the equation is x + Y - 2 = 0. (In
Example 8 of Section 13.4, we obtained this result by solving a system of
simultaneous equations. Here the cross product does the solving for us.) •
Example 6 Find the area of the triangle with vertices PI = (1, 1,2), P 2 = (2, - 1, 0), and
P 3 = (1, - 1,3).
Solution The area of a triangle is half that of the parallelogram spanned by two of its
sides. As sides we take the vectors VI =P - P = i - 2j - 2k and V =P
I 2 2 I P3 =
--+-
-2j + k. Then
VI X v2 = (i - 2j - 2k) X (-2j + k) = -6i - j - 2k.
The area of the triangle is thus
32. Let / be a line through a point Po in direction d. are separated by a plane surface perpendicular to
Show that the distance from a point P to / is the unit vector N. Let a and b be unit vectors
given by I(PoP) X dll/lldll. along the incident and refracted rays, respec-
33. Let a line in the plane be given by the equation tively, their directions being those of the light
ax + by = c. Use the cross product to show that rays. Show that n1(N X a) = n2(N X b) by using
the distance from a point P = (x, y) to this line is Snell's law sin 81/sin 82 = n2/n1' where 8 1 and 82
given by are the angles of incidence and refraction, re-
lax + by - cl spectively. (See Fig. 13.5.7.)
* 38. Prove the following:
v7+i7 (a) (u X v) . (a X b) = (u· a)(v . b) - (v . a)(u· b).
34. Use the cross product to find a solution of the (b) The Jacobi identity:
following simultaneous equations: x + y = 0 and (u Xw + (v X w) X u + (w X u) X v = O.
v) X
x - y - 2z = O.
*39. (a) Using vector methods, show that the dis-
35. In mechanics, the moment M of a force F about a
tance between two nonparallel lines 11 and 12
point 0 is defined to be the magnitude of F is given by
times the perpendicular distance d from 0 to the
line of action of F. The vector moment M is the d = l(v2 - V1) . (a1 X a2)1
vector of magnitude M whose direction is per- lIa1 X a211 '
pendicular to the plane of 0 and F, determined where v1, v2 are vectors from the origin to
by the right-hand rule. Show that M = R X F, points on 11 and 12 , respectively, and a1 and
where R is any vector from 0 to the line of a2 are the directions of 11 and 12 , [Hint:
action of F. (See Fig. 13.5.6.) Consider the plane through 12 which is paral-
o lel to 11 , Show that (a1 X a2)/lIa1 X a211 is a
unit normal for this plane; now project
V2 - V1 onto this normal direction.]
(b) Find the distance between the line 11 deter-
mined by the two points (-1, -1,1) and
line of action Figure 13.5.6. Moment of a (0,0,0) and the line 12 determined by the
force. points (0, - 2, 0) and (2,0, 5).
36. The angular velocity ~ of rotation of a rigid *40. Use properties of the cross product to explain
body has direction equal to the axis of rotation why, in the discussion of rotation at the begin-
and magnitude equal to the angular velocity in ning of this section, the resulting vector v does
radians per second. The sense of ~ is determined not depend on the choice of the origin 0; i.e.,
by the right-hand rule. what happens if 0 is replaced by another point
(a) Let r be a vector from the axis to a point P 0' on the axis of rotation?
on the rigid body. Show that the quantity *41. When a gyroscope rotating about an axis g, as in
v = ~ X r is the velocity of P, as in Fig. Fig. 13.5.8, is subject to a force F, the gyroscope
responds by moving in the direction ~ X F. 5
13.5.1, with ~ = V1 and r = V2'
(b) Interpret the result for the rotation of a Show that this fact is consistent with the gyro-
carousel about its axis, with P a point on the scopic precession you actually observe in toy
circumference. gyroscopes.
37. Two media with indices of refraction n1 and n2
1\ Light "'Y
Anchor
point
5 This relationship is easiest to see in an orbiting earth satellite, where the effects of gravity do not complicate the issue. Indeed, the
Skylab astronauts had great fun carrying out such experiments. (See Henry S. Cooper, Jr., A House in Space, Holt, Rinehart, and
Winston, 1976).
13.6 Matrices and Determinants 683
From the point of view of geometry and vectors, we will consider, in tum,
2 X 2 determinants and matrices, and then the 3 X 3 case.
If VI = ali + blj and v2 = a 2i + b2 j are vectors in the plane, to compute
the area of the parallelogram spanned by VI and V2 , we may consider them as
vectors in space (with c i = e2 = 0) and take the cross-product VI X V2
= (a l b 2 - b l a 2)k. The area is then Ilvl X v2 11 = la ,b 2 - b,a21, but the sign of
a]b 2 - b l a 2 also gives us some information: it is positive if the sense of
(shortest) rotation from VI to V2 is counterclockwise and negative if the sense
of rotation is clockwise (see Fig. l3.6.l). We may say that the sign of
a l b 2 - b l a 2 determines the orientation of the ordered pair of vectors (VI' v2).
The combination a l b 2 - b l a 2 of the four numbers aI' b l , a 2 , and b 2 is
denoted by
(b) al b 1 - b I a2 <0
l bll
al
a2b 2
Figure 13.6.1. The sign of and is called the determinant of these four numbers.
a 1b2 - b]a2 determines the
orientation of the ordered
pair (a]i + b]j,a2i + b2j). 2 X 2 Determinants
If a, b, e, d are any four numbers, we write
I~ ~ I= ad - be.
Solution (a)
684 Chapter 13 Vectors
I! ~1=(1)(6)-(2)(4)= -2;
-Iaa l
2
Cll
c2 j ·
Shortly we shall see how to write the cross product in terms of a single 3 X 3
determinan t.
Sometimes we wish to refer to the array
a b
c d
of numbers without taking the combination ad - bc. In this case, we use the
notation
and refer to this object as a 2 X 2 matrix. Two matrices are considered equal
only when all their corresponding entries are equal; thus, in contrast to the
equalities in Example l(b), the matrices
transpose: I~ ~I = I~ ~I·
(c) Check (b) for the matrix in (a).
(c) 15
1- 3 2 1=2+15=17.'
I~ -~1=2+15=17."
A 3 X 3 matrix consists of nine numbers in a square array, such as
~ j.
14
[o 2
3 1 -5
Figure 13.6.2. The absolute
value of a determinant
equals the volume of the To define the determinant D = a 2 b 2 c 2 of a 3 X 3 matrix a 2 b 2 C2 ,
parallelepiped spanned by a 3 b 3 C3 a 3 b 3 c3
the rows. we proceed by analogy with the 2 X 2 case. The rows of the matrix give us
three vectors in space:
VI = ali + blj + clk,
v2 = a2i + b2 j + c2k,
V3 = a 3 i + b3 j + c 3k.
Since the volume is to be the absolute value of the determinant, we define the
determinant to be the expression inside the bars:
a J bJ CJ
a2 b2 C2 =[(ali+bJj+cJk)X(a2i+b2j+C2k)].(a3i+b3j+C3k).
a3 b3 C3
By using the component formula for the cross product in equation (l), we find
:~ b:~ ;~ Ibb2J =
C2 C2 a2
a
CJla 3 + IC J JIb 3 + J JIC3
a 2 b2
la b
a3 3 C3
or
(2)
o o 4
Example 3 Evaluate the determinant 2 -I 6·
3 I 2
Solution By equation (2),
o
2 -I =1_ ~ _~1(2)
0 4
6 :1(3)-I~ :I(I)+I~
3 I 2
= (4)(3) - ( - 8)( I) + (0)(2)
= I2 + 8 = 20....
We can express the cross product of two vectors as a single 3 X 3 determinant.
In fact, comparing equation (2), with (I),
aJ bJ cJ
(ali + +clk)
bJj X (a 2i +b2 +c k) =
j 2 a 2 b2 C2 (3)
j k
Formula (2) is worth memorizing. To do so, notice that the ith entry in the
third row is multiplied by the determinant obtained by crossing out the ith
column and third row of the original matrix. Such a 2 x 2 determinant is
called a minor, and formula (2) is called the expansion by minors of the third
row.
It turns out that a determinant can be evaluated by expanding in minors
of any row or column. 0Ne shall verify this for the second column in Example
7.) To do the expansion, multiply each entry in a given row or column by the
2 x 2 determinant obtained by crossing out the row and column of the given
entry. Signs are assigned to the products according to the checkerboard
pattern:
I~ + ~I·
(Remember the plus sign in the upper left-hand corner, and you can always
reconstruct this pattern.) Thus, the cross product (3) can also be written
j k
al bl cl
a2 b2 C2
= 0 - 0 + (5)(4) = 20.
Since we do not need to evaluate the minors of the zero entries, the expansion
by minors of the first row results in a simpler calculation (for this particular
matrix) than the expansion by minors of the third row.
i j k
(b) (2i - j + k) x (i - j - 3k) = 2 - 1 1
1 - 1 -3
= 4i + 7j - k. A
Example 6 Find the volume of the parallelepiped spanned by the following vectors:
i + 3k, 2i + j - 2k, and 5i + 4k.
Solution The volume is the absolute value of
103
2 I - 2
5 0 4
688 Chapter 13 Vectors
If we expand this by minors of the second column, the only nonzero term is
11 !1(1)= -11,
so the volume equals 11. A
To prove that the expansions by minors of rows or columns all give the same
result, it is sufficient to compare these expansions for the "general" 3 X 3
determinant.
a2 b2 C2
a3 b3 c3
by minors of the second column gives the correct result.
Solution The expansion by minors of the second column is
-laa 2
3
C21bl
C3
+ laa 3l CC3l lb 2 -Iaa 2l Cl
c2 lb 3 .
Expanding the 2 X 2 determinants gives
- (a 2c 3 - c 2a 3 )b l + (a l c 3 - c l a 3 )b 2 - (a l c 2 - c l a 2 )b 3
= - b l a 2c 3 + b l c2a 3 + a l b 2 c 3 - c l b 2a 3 - a l c 2b 3 + c l a 2 b 3 •
Collecting the terms in a3 , b3 , and C3 , we get
(b l c2 - c l b 2 )a 3 - (a l c 2 - c l a 2 )b3 + (a l b 2 - b l a 2 )c3
=Ib l Cc l la 3 -Iaa 2l Cl
c2 lb 3 + la
l bll
a 2 b 2 c3
b2 2
a l bl CI
a2 b 2 C2 ·A
a3 b3 C3
The proof that we get the same result by expanding in any row or column is
similar.
If VI = ali + blj + clk, v2 = a 2i + b 2j + c2k, and V3 = a 3i + b 3 j + c 3k,
equation (2) can be written
al bl ci
a 2 b2 c2 = (VI X v2) "v3 •
a 3 b3 c3
This is called the triple product of V I' V2' and v3'
ExampleS Show that (V I XV 2)"V3=(V3 XV I)"V2' In fact, the numbers 1,2,3 can be
moved cyclically without changing the value of the triple product:
rl~
3 2
Solution The triple product (V3 X VI)" V2 is equal to the determinant
a3 b3 C3
al bl CI
a2 b2 Cz
13.6 Matrices and Determinants 689
Expanding the determinant for (VI X V2 )· V3 by the third row gives the same
result. .A.
al bl CI
a2 b2 C2
a3 b3 C3
al bl cI
a2 b2 C2
a3 b3 c3
If the determinant is zero (but VI X v2 is not zero), then V3 must lie in the
plane 9. In general, we may say that the determinant is zero when the vectors
VI' V2 , and V3 fail to span a solid parallelepiped, but instead lie in a plane, lie
on a line, or are all zero. Such triples of vectors are said to be linearly
dependent and are neither right-handed nor left-handed . .A.
3 X 3 Determinants
then the determinant equals (VI X v2)· V3 which is also called the triple
product of VI' V2' and V3 •
The absolute value of the determinant equals the volume of the
parallelepiped spanned by V I' V2' and v3·
The sign of the determinant tells whether the triple (VI' V2 , V3) is
right- or left-handed.
690 Chapter 13 Vectors
I. I-~ ~ I 2.
1- ~ ~I
34. Find the other four vertices of the parallelepiped
in Exercise 33 and use them to recompute the
II~ I~ I
volume.
3. 4.
I~ 107 1 35. Check that expanding the determinant
5.
I~ ;1 6.
Ii ;1 al bl CI
7.
Ii ~I 8. II-xI -I-x
-I I a2
a3
b2
b3
C2
C3
9.
I~ ~I 10.
I-~ ~I by (a) minors of the second row and (b) minors
of the third column gives the correct result.
Prove the identities in Exercises 11-14.
II. I~ ~ I -I ~ ~ I= (the two rows are interchanged).
36.
37.
Show that if the first two rows of a 3 X 3 matrix
are interchanged, the determinant changes sign.
Show that if the first two columns of a matrix are
12'1~ ~1=la;c b~dl(thelastrowisaddedto interchanged, the determinant changes sign.
38. Use Exercise 36 to verify that (VI X V2)" V3 =
Ir: r; I rl ~
the first).
-(V2 XV I)"V3'
13. = ~I (the first row is multiplied by 39. Verify that (VI X V2)" V3 = (v2 X v3)" VI'
a constant). 40. Verify that (VI - V2) X (VI + V2) = 2vI X V2'
41. Show by drawing appropriate diagrams that if
14. Ia - sb b I = Ia b I (a constant times the sec- (VI> V2, V3) is a right-handed triple, then so is
c - sd d c d
ond column is subtracted from the first). (V2, V3, VI)'
Evaluate the determinants in Exercises 15-24. 42. Show that if two rows or columns of a 3 X 3
matrix are equal, then the determinant of the
15.16
I~ I 61 16.1 6 ~ ~I
0 I I
matrix is zero.
Ii -~ il
0 43. Show that if
17·1;
3
- ~ ~II
0
18.
I 0 0
I~ ~I*O,
then the solutions to the equations
19·1- ~
o
- ~I -I~ I 20·1- i ~I ~ I
0 2
ax + by = e,
cx + dy = f
Ii ~I I~ il
23'1~ ~ 24'1~ ~ ~I
x=---
:1 I~ ~I' y= I~ ~I
Write the cross products in Exercises 25-30 as determi- This result is called Cramer's rule 6 (We have
nants and evaluate. already used it without the language of determi-
25. (3i - j) X (j + k). 26. (i + 3j - k) X (i - 3j + k). nants in our discussion of Wronskians in the
27. (i + j) X (j + k). 28. (2i + 4j + 6k) X k. Supplement to Section 12.7.)
29. (i - k) X (i + k). 30. (j + 2k) X (32j + 64k).
31. Find the volume of the parallelepiped spanned I.
44. Use Cramer's rule (Exercise 43) to solve the
equations 4x + 3y = 2; 2x - 6y =
*45. Suppose that the determinant
by the vectors i + j + k, i - j + k, and 3k.
32. Find the volume of the parallelepiped spanned al bl CI
by i - j, j - k, and k + i. D = a2 b2 C2
33. Find the volume of the parallelepiped with one
a) b) c)
vertex at (I, 1,2) and three adjacent vertices at
(2,0,2), (3, 1,3), and (2,2, - 3).
6 a
Gabriel Cramer (1704-1752) published this rule in his book, Introduction ['analyse des /ignes courbes algebriques (1750). However,
it was probably known to Maclaurin in 1729. For systems of n equations in n unknowns, there is a generalization of this rule, but it
can be inefficient to use on a computer when n is large. (See Exercises 45 for the case n = 3.)
Review Exercises for Chapter 13 691
is unequal to zero. Show that the solution of the matrix to the second row leaves the determinant
equations unchanged; that is,
a)x + b)y + c)z = d), a) b) a) b) c)
a2x + b2y + C2Z = d2 , a2 + NI) b2 + M) a2 b2 C2
a3x + b3y + C3 Z = d 3 a3 b3 a3 b3 C3
is given by the formulas [In fact, adding a multiple of any row (column)
of a matrix to another row (column) leaves the
d) b) c) a) d) c) determinant unchanged.]
d2 b2 C2 a2 d2 C2 *51. Justify the steps in the following computation:
d3 b3 C3 a3 d3 C3
x= y= 1 2
4I 25 311
D
a) b) d)
D
I
7 B 10
6 = 0 -3
7 B
a2 b 2 d2
a3 b3 d 3 =
Io0I 2
-3 3
-6 I
z= -6 -ll
D
This result is called Cramer's rule for 3 X 3 sys- = 1- 3 - 61 = 33 - 36 = - 3.
- 6 -ll
tems.
46. Use Cramer's rule (Exercise 45) to solve *52. Follow the technique of Exercise 51 to evaluate
the determinant
I ~ ~ ~I·
-x+y =14,
2x+y + z = B,
x+y+5z= -1.
- I 2 I
Use Cramer's rule to solve the systems in Exercises 47
(Add - 2 times the first row to the second row,
and 4B.
then add the first row to the third row.)
47. 2x + 3y = 5; 3x - 2y = 9.
*53. Use the technique in Exercise 51 to evaluate the
4B. x + Y + z = 3; x - Y + z = 4; x + Y - z = 5.
3 X 3 determinants in Exercises IB and 19.
49. Check that *54. Show that the plane which passes through the
adg abc three points A = (aloa2,a3), B = (b),b 2,b3), and
beh=def· C = (Clo C2, c3) consists of the points P = (x, y, z)
c f g h given by
That is, check that the determinant of the trans- a) - x a2 - Y a3 - z
pose of a 3 X 3 matrix is equal to the determi- b) - X b2 - Y b3 - Z = O.
nant of the original matrix. c) - X C2 - Y C3 - z
*50. Show that adding a multiple of the first row of a [Hint: Write the determinant as a triple product.]
24. Show that the diagonals of a rhombus are per- 36. The plane through (1, - 1,6) and orthogonal to
pendicular to each other. i + j + k.
25. A bird is headed northeast with speed 40 ki- 37. The line perpendicular to the plane in Exercise
lometers per hour. A wind from the north at 15 33 and passing through (0,0,3).
kilometers per hour begins to blow, but the bird 38. The line perpendicular to the plane in Exercise
continues to head northeast and flies at the same 34 and passing through (I, 1, 1).
rate relative to the air. Find the speed of the bird 39. The line perpendicular to the plane in Exercise
relative to the earth's surface. 35 and passing through (2,3,1).
ml26. An airplane flying in a straight line at 500 miles 40. The line perpendicular to the plane in Exercise
per hour for 12 minutes moves 35 miles north 36 and passing through the origin.
and 93.65 miles east. How much does its altitude In Exercises 41-46, find a unit vector which has the
change? Can you determine whether the airplane given property.
is climbing or descending? (Ignore the curvature 41. Orthogonal to the plane x - 6y + z = 12.
of the earth.) 42. Parallel to the line x = 3t + 1, Y = 16t - 2,
27. The work W done in moving an object from z = -(t + 2).
(0,0) to (7,2) subject to a force F is W = F . r 43. Orthogonal to i + 2j - k and to k.
where r is the vector with head at (7,2) and tail 44. Parallel to both the planes 8x + y + z = 1 and
at (0,0). The units are feet and pounds. x - y - z = O.
(a) Suppose the force F = 10 cos Oi + 10 sin OJ. 45. At an angle of 30° to i and makes equal angles
Find W in terms of O. with j and k.
(b) Suppose the force F has magnitude 6 Ibs 46. Orthogonal to the line x = 2t - 1, Y = - t - 1,
and makes an angle of 'TT / 6 radian with the z = t + 2, and the vector i - j.
horizontal, pointing right. Find W in feet-
47. Suppose that v and w each are parallel to the
Ibs.
(x, y) plane. What can you say about v X w?
28. If a particle with mass m moves with velocity v,
48. Suppose that n, v and ware three vectors. Ex-
its momentum is p = my. In a game of marbles, a
plain how to find the angle between wand the
marble with mass 2 grams is shot with velocity 2
plane determined by nand v.
meters per second, hits two marbles with mass I
49. Describe the set of all lines through the origin in
gram each, and comes to a dead halt. One of the
space which make an angle of 'TT /3 with the x
marbles flies off with a velocity of 3 meters per
aXIs.
second at an angle of 45° to the incident direc-
50. Consider the set of all points P in space such that
tion of the larger marble as in Fig. 13.R.1. As-
the vector from 0 to P has length 2 and makes
suming that the total momentum before and
an angle of 45° with i + j.
after the collision is the same (law of conserva-
(a) What kind of geometric object is this set?
tion of momentum), at what angle and speed
(b) Describe this set using equation(s) in x, y,
does the second marble move?
and z.
51. Let a triangle have adjacent sides a and b.
3m%SeC
2m/sec I rr/4
(a) Show that c = b - a is the third side.
• ....\!I- g , (b) Show that c X a = c X b.
- - - - - - -....~ III", (c) Derive the law of sines (see p. 263).
2g l~ 52. Find the equation of the plane through (I, 2, - 1)
which is parallel to both i - j + 2k and i - 3k.
Figure 13.R.I. Momentum 53. Thales' theorem states that the angle 0 in Fig.
and marbles. 13.R.2(a) is 'TT /2. Prove this using the vectors a
and b shown in Fig. 13.R.2(b).
Write an equation, or set of equations, to describe each
of the following geometric objects in Exercises 29-40.
29. The line through (1, 1,2) and (2,2,3).
30. The line through (0,0, - 1) and (1, 1,3).
31. The line through (1, 1, 1) in the direction of
i-j-k.
(a) (b)
32. The line through (1, - 1,2) in the direction of
Figure 13.R.2. Triangle
i + j + 3k.
33. The plane through (1, 1,2), (2,2,3), and (0,0,0). inscribed in a semicircle.
34. The plane through the points (1,2,3), (1, -1,1),
and (- 1, 1, 1). 54. Show that the midpoint of the hypotenuse of a
35. The plane through (1,1, - 1) and orthogonal to right triangle is equidistant from all three verti-
i - j - k. ces.
Review Exercises for Chapter 13 693
-q
Evaluate the determinants in Exercises 55-62. 73. Evaluate
55.
1- ~ ~I 56. I~ 6 2
2 2
1
4 8
57. 1- ~ -: 1 58·1_ ~ ~I using Exercise 50, Section 13.6.
- I 74. Use Exercise 50, Section 13.6 to show that
59'1~ -~ I 60'1~ - ~ ~I
°
I
i II
n n+l n+21
3 I I In+3 n+4 n+5
°g -~ I
n+6 n+7 n+8
61.1
2 2 62·1-!
3 3 has the same value no matter what n is. What is
- I I
this value?
63. Find the area of the parallelogram spanned by 75. Show that for all x, y,z,
z
-It
3i - 2j + k and 8i - k.
x+2 Y x+2
64. Find the area of the parallelogram spanned by
2i - j and 3i - 2j.
z y+1 10 = z-x-2 10; zl
5 5 2 5
65. Find the volume of the parallelepiped spanned
76. Show that
by i - j ~ k, 2i + j - 5k, and ! i - j + ~ k.
66. Find the volume of the parallelepiped spanned x x2
by 2j + i, i - j, and k. y y2 *0
67. The volume of a tetrahedron with concurrent Z Z2
edges a, b, c is given by V = (1/6)a' (b X c). if x, y, and z are all different.
(a) Express the volume as a determinant. 77. If the triple product (v x j) • k is zero, what can
(b) Evaluate V when a = i + j + k, b = i - j + k, you say about the vector v?
c = i+ j. 78. Suppose that the three vectors a;i + h;j + c;k for
68. A tetrahedron sits in xyz coordinates with one i = I, 2, and 3 are unit vectors, each orthogonal
vertex at (0,0,0), and the three edges concurrent to the other two. Find the value of
at (0,0,0) are coincident with the vectors a, b, c.
al hI Cl
(a) Draw a figure and label the heads of the
a2 h2 C2
vectors as a, b, c.
a3 h3 C3
(b) Find the center of mass of each of the four
10
°
triangular faces of the tetrahedron. 79. A sphere of radius centimeters with center at
69. Let rl' ... ,rn be vectors from to the masses (0,0,0) rotates about the z axis with angular
m
I, . . . , m
n • The center of mass
is the vector velocity 4 radians per second such that the rota-
tion looks counterclockwise from the positive z
c= (.± m;r;)/(.± m;)
1=1 1=1
axis.
(a) Find the rotation vector n (see Section 13.5,
Exercise 36).
Show that for any vector r, (b) Find the velocity v = n X r when r =
5/2 (i - j) is on the "equator."
m;lIr- r;1I2 = mllr - c1l 2,
n n
~ ~ m;lJr;- cll 2 + 80. A pair of dipoles are located at a distance r from
i=1 i=\ each other. The magnetic potential energy P is
given by P = -mI' 8 2 (dipole-dipole interaction
where m = L7= 1m; is the total mass of the sys- potential), where the first dipole has moment ml
tem. in the external field 8 2 of the second dipole. In
70. Solve the following equations using Cramer's MKS units,
rule (Exercise 43, Section 13.6): x + y = 2;
- m2 + 3(m2 • 1,)1,
3x - Y = 4. 8 2 =1'0 ,
71. Solve by using determinants (Exercise 45, Sec- 417'r 3
tion 13.6): x - y + 2z = 4; 3x + Y + z = I; where 1, is a unit vector, and 1'0 is a scalar
4x - y - z = 2. constant.
72. Use Exercise 50, Section 13.6 to show that (a) Show that
m 1 'm2 - 3(m2 '1,)(ml '1,)
66 628 246 1 168 627 2471 P=Jto 3 .
188 435 24 = 86 436 23· 4nr
2 -1 1 2 -1 I (b) Find P when ml and m2 are perpendicular.
694 Chapter 13 Vectors
81. (a) Suppose that v· w = 0 for all vectors w. drawn on the axes of Fig. I3.R.3, their heads and
Show that v = O. [Note: This is not the same tails would appear to be at the same point (that
thing as showing that O· w = 0.] is, they would be viewed head on). Approxi-
(b) Suppose that u' w = V· w for all vectors w. mately what are these vectors? [Hint: Suppose
Show that u = v. that when you tried to plot a point P, the result-
(c) Suppose that V· i = V· j = V· k = O. Show ing dot on the paper fell right where the axes
that v = o. cross.]
(d) Suppose that u' i = v • i, U· j = v • j, and z
U· k = v • k. Show that u = v.
82. Let A, B, C, D be four points in space. Consider
the tetrahedron bounded by the four triangles
L~>1 = BCD, Do2 = ACD, Do3 = ABD, and
Do4 = ABC. The triangle Do; is called the ith face
of the tetrahedron. For each i, there is a unique y
vector v; defined as follows: v; is perpendicular
to the face Do; and points into the tetrahedron;
the length of v; is equal to the area of Do;. x
(a) Prove that for any tetrahedron ABCD, the Figure 13.R.3. Which unit
sum VI + V2 + V2 + V4 is zero. [Hint: Use al- vectors would be drawn as
gebraic properties of the cross-product.] the dot at the orign?
*(b) Try to generalize the result of part (a) to
more complicated polyhedra. (A polyhedron *87. A regular tetrahedron is a solid bounded by four
is a solid which is bounded by planar fig- equilateral triangles. Use vector methods to find
ures.) In other words, show that the sum of the angle between the planes containing two of
the inward normals, with lengths equal to the faces.
areas of the sides, is zero. You may want to *88. In integrating by partial fractions, we are led to
the problem of expressing a rational function
do some numerical calculations if you can-
not prove anything, or you may want to c2x2 + CIX + Co
restrict yourself to a special class of figures
(distorted cubes, decapitated tetrahedra, fig-
ures with five vertices, and so forth). as a sum
* (c) There is a physical interpretation to the re- a2 a2 a3
--+--+--.
sults in parts (a) and (b). If the polyhedron x - rl x - r2 x - r3
is immersed in a fluid under constant pres-
(a) Show that the undetermined coefficients aI,
sure p, then the force acting on the ith face
a2, a3 satisfy a system of three simultaneous
is pv;. Interpret the result ~v; = 0 in this
linear equations.
context. Does this contradict the fact that
(b) Applying Cramer's rule (Exercise 45, Sec-
water pressure tends to buoy up an im-
tion 13.6) to this system, show that the deter-
mersed object? [Note: There is a version of
minant D is equal to
all this material for smooth surfaces. It is
related to a result called the divergence theo-
rem and involves partial differentiation and ~
r2 r3
1 r2r3
~
r3 rl ~
rl r21·
r3rl rlr2
surface integrals. See Chapter 18.]
83. Let P = (1,2) and Q = (2, I). Sketch the set of (c) Evaluate the determinant in (b) and show
points in the plane of the form rP + sQ, where r that it is nonzero whenever rl' r2, and r3 are
and s are: all different.
(a) positive integers; (d) Conclude that the decomposition into par-
(b) integers; tial fractions is always possible if r l , r2, and
(c) positive real numbers; r3 are all different.
(d) real numbers. (e) What happens if rl = r2? Give an example.
84. Repeat Exercise 83 with P = (I, 2) and Q = *89. Read Chapter 5 of Friedrichs' book, From
(2,4). Pythagoras to Einstein (Mathematical Associa-
*85. Repeat Exercise 83 using the points P = (1,2) tion of America, New Mathematical Library, 16
and Q = ('77,2'77). (You may have to guess parts (1965» on the application of vectors to the study
(a) and (b).) of elastic impacts, and prepare a two-page writ-
* 86. There are two unit vectors such that if they were ten report on your findings.
Chapter 14
Curves and
Surfaces
The ellipse, hyperbola, parabola, and circle are called conic sections because
they can all be obtained by slicing a cone with a plane (see Fig. 14.1.1). The
o
Figure 14.1.1. Conic
sections are obtained by
slicing a cone with a plane;
which conic section is
obtained depends on the
direction of the slicing
plane.
696 Chapter 14 Curves and Surfaces
Definition of Ellipse
An ellipse is the set of points in the plane for which the sum of the
distances from two fixed points is constant. These two points are called
the foci (plural of focus).
An ellipse can be drawn with the aid of a string tacked at the foci, as shown in
Fig. 14.1.2.
To find an equation for the ellipse, we locate the foci on the x axis at the
points F'=(-c,O) and F=(c,O). Let 2a>0 be the sum of the distances
from a point on the ellipse to the foci. Since the distance between the foci is
2c, and the length of a side of a triangle is less than the sum of the lengths of
the other sides, we must have 2c < 2a; i.e., c < a. Referring to Fig. 14.1.3, we
y
F'=(-c,O) F=(c,O)
x
Figure 14.1.3. P is on
Figure 14.1.2. Mechanical the ellipse when
construction of an ellipse. IFPI + IF' PI = 2a.
see that a point P = (x, y) is on the ellipse precisely when
IFPI + IF' PI = 2a.
That is,
2 y2
£+-=1.
a2 b2
This is the equation of an ellipse in standard form.
Since b 2 = a 2 - c 2 < a 2, we have b < a. If we had put the foci on the y
axis, we would have obtained an equation of the same form with b> a; the
length of the "string" would now be 2b rather than 2a. (See Fig. 14.1.4.) In
either case, the length of the long axis of the ellipse is called the major axis,
and the length of the short axis is the minor axis.
14.1 The Conic Sections 697
y y
Example 1 Sketch the graph of 4x 2 + 9y 2 = 36. Where are the foci? What are the major
and minor axes?
Solution Dividing both sides of the equation by 36, we obtain the standard form
Hence a=3, b=2, and c=Ja 2 -b 2 =/5. The foci are (±/5,0), they
intercepts are (0, ± 2), and the x intercepts are (± 3, 0). The major axis is 6 and
the minor axis is 4. The graph is shown in Fig. 14.1.5.
(0,2)
(3,0) x
Ellipse
2 2
(-3,0) (3,0)
x
Equation: \ + Y2 = 1 (standard form).
a b
Foci: (±c,O) where c =Ja 2 - b 2 if a> b.
(0, ± c) where c = Jb 2 - a 2 if a < b.
If a = b, the ellipse is a circle.
x intercepts: (a,O) and (- a, 0).
(0,-9)
y intercepts: (0, b) and (0, - b).
If P is any point on the ellipse, the sum of its distances from the foci is
Figure 14.1.6. The ellipse 2a if b < a or 2b if b > a.
9x 2 + y2 = 81.
698 Chapter 14 Curves and Surfaces
The second type of conic section, to which we now tum, is the hyperbola.
Definition of Hyperbola
A hyperbola is the set of points in the plane for which the difference of
the distances from two fixed points is constant. These two points are
called the foci.
)V
taining y = (b 1a x 2 - a 2 • Subtracting this from the linear function (b 1a)x,
we find that the vertical distance from the hyperbola to the line y = {b 1a)x is
given by
d= %(x - vx 2 - a2 ).
~(x-~)
ab
x+~
If the foci are located on the y axis, the equation of the hyperbola takes the
second standard formy 21b 2 - x 21a 2 = 1 (see Fig. 14.1.11).
Notice that if we draw the rectangle with (± a, 0) and (0, ± b) at the
midpoints of its sides, then the asymptotes are the lines through opposite
corners, as shown in Figs. 14.1.10 and 14.1.11.
700 Chapter 14 Curves and Surfaces
Hyperbola
Case 1: Foci on x axis Case 2: Foci on y axis
2 y2 y2 x2
Equation: £ - -- = 1 -- - -- = 1
a2 b2 b2 a2
Foci: (± c, 0), c = 2 + b2 Va (0, ± c), c = Va
2 + b2
x intercepts: (± a, 0) none
y intercepts: none (0, ± b)
Asymptotes: y = ± !z. x y = ± !z. x
a a
If P is any point on the hyperbola, the difference between its distances
from the two foci is 2a in case 1 and 2b in case 2.
We are already familiar with the circle and parabola from Section R.5. The
circle is a special case of an ellipse in which a = b; that is, the foci coincide.
The parabola can be thought of as a limiting case of the ellipse or hyperbola,
in which one of the foci has moved to infinity. It can also be described as
follows:
Definition of Parabola
A parabola is the set of points in the plane for which the distances from
a fixed point, the focus, and a fixed line, the directrix, are equal.
Placing the focus at (0, c) and the directrix at the line y = - c leads, as above,
to an equation relating x andy. Here we have (see Fig. 14.1.13) IPFI = IPGI.
x 2 - 4cy = 0,
y =x-
2
4c
which is the form of a parabola as given in Section R.5.
If we place the focus at (c, 0) on the axis and use x = - c as the directrix,
we get the "horizontal" parabola x = y2/4c.
Parabola
Case 1: Focus on y axis Case 2: Focus on x axis
Equation: y = ax 2 (a = 41c) x = by2 (b = L)
Focus: (O,c) (c,O)
Directrix: y =- c x =-c
If P is any point on the parabola, its distances from the focus and
directrix are equal.
Example 5 (a) Find the equation of the parabola with focus (0,2) and directrix y = - 2.
(b) Find the focus and directrix of the parabola x = lOy 2.
Solution (a) Here c = 2, so a = 1/4c = 1/8, and so the parabola isy = x 2/8.
(b) Here b = 10 = 1/4c, so c = 1/40. Thus the focus is (1/40,0) and the
Axis directrix is the line x = - 1/40. ...
The conic sections appear in a number of physical problems, two of which will
be mentioned here; we will see additional ones in later sections. The first
application we discuss is to parabolic mirrors. The parabola has the property
that the angles a and f3 shown in Fig. 14.1.14 are equal. This fact, called the
reflecting property of the parabola, was demonstrated in Review Exercise 86 of
Figure 14.1.14. The angles
Chapter 1. Since the angles of incidence and reflection are equal for a beam of
a and f3 are equal. light, this implies that a parallel beam of light impinging on a parabolic mirror
will converge at the focus. This is the basis of parabolic telescopes (visual and
radio) as well as solar-energy collectors. Similarly, a searchlight will produce a
parallel beam of light if a light source is placed at the focus of a parabolic
mirror.
0.2 m
Figure 14.1.15. Find the x
focus of the searchlight.
Example 7 The eccentricity of Mercury's orbit is 0.21. How wide is its orbit compared to
its length?
Solution Since e = 0.21, c = 0.21a, so c2 = a 2 - b 2 , and therefore b 2 = a 2 - c 2 =
a 2(1 - (0.21i) = 0.9559a 2• Hence b R:j 0.9777a, so the orbit is 0.9777 times as
wide as it is long. A
In Section R.5 we studied the shifted parabola: if we move the origin to (p, q),
y = ax 2 becomes (y - q) = a(x - pi. We can do the same for the other
conic sections:
2 2 (x - 5)2 (y - 4)2
Example 1 Graph the ellipse ~ + ~ = I and shifted ellipse 9 + 4 =I
on the same xy axes.
Solution The graph of x 2/9+ y2/4= 1 may be found in Fig. 14.1.5. If (x,y) is any
point on this graph, then the point (x + 5, Y + 4) satisfies the equation
(x - 5i/9 + (y - 4i/4 = 1; thus the graph of (x - 5i/9 + (y - 4i/4 = I is
obtained by shifting the original ellipse 5 units to the right and 4 units upward.
(See Fig. 14.2.1.) ...
y q
I
1
I
I (x_5)2 (y_4)2
1--+--=1
Thus
o = x 2 - 4y2 - 2x + 16Y - 19 = (x - 1)2 - 1 - 4 [ (y - 2)2 - 4] - 19
which is the hyperbola x 2/4 - y2 = 1 shifted over to (1,2). (See Fig. 14.2.3.)
y
p
.\
axes are obtained from the XY axes by a rotation through an angle - a. Thus
we can interchange (x, y) and (X, Y) in (5) if we switch the sign of a:
X = xcosa + ysina
(6)
Y= -xsina + ycosa.
This conclusion can be verified by substituting (6) into (5) or (5) into (6).
= (A - C)cos2a.
Therefore,
B = (A - C)sin2a = (A -- C)tan2a.
Thus,
tan2a = - - B- (10)
A-C
(a = 45° if A = C). Equation (10) enables one to solve for a given equa-
tion (8).
Equation (8) will describe an ellipse only when (7) does, i.e., when A and
C have the same sign, or AC > O. To recognize this condition directly from
(8), we use (9) to obtain
AC = (A cos 2a + C sin 2a)(A sin2a + C cos 2a)
Rotation of Axes
The equation
AX2 + Bxy + Cy2 + Dx + Ey + F = 0
(with A, B, and C not all zero) is a conic; it is
an ellipse if B2 - 4AC < 0;
a hyperbola if B 2 - 4A C > 0;
a parabola if B2 - 4AC = O.
To graph this conic, proceed as follows:
( ~ X - i Y) + 3( i X + ~ Y)
-2$( ~ X- i Y)( i x + ~ Y)
M(
$2X - -2
+ 2v3 - 1)
Y + 2(-X
1 f3)
2 + -2 Y = 0.
Expanding, we get
The daily weather map of North America shows the temperatures of various
locations at a fixed time. If we let x be the longitude and y the latitude of a
point, the temperature T at that point may be thought of as a function of the
pair (x, y). Weather maps often contain curves through points with the same
temperature. These curves, called isotherms, help us to visualize the tempera-
ture function; for instance, in Fig. 14.3.1 they help us to locate a hot spot in
the southwestern U.S. and a cold spot in Canada.
I See, for example, J. Marsden and A. Tromba, Vector Calculus, Second Edition, W. H. Freeman
and Co., 1980.
14.3 Functions, Graphs, and Level Surfaces 711
Example 1 Describe the domain of j(x, y) = x/(x 2 + y2). Evaluate j(1, 0) and j(1, 1).
Solution As given, this function is defined as long as x 2 + y2 =1= 0, that is, as long as
(x, y) =1= (0,0). We have
1 1
j(I,O) = 2 OZ = 1 and j(l, 1) = 2 2 = -21 ...
1 + 1 +1
Some particularly simple graphs can be drawn on the basis of our work in
earlier chapters.
Example 2 Sketch the graph of (a) j(x, y) = x - y + 2 and (b) j(x, y) = 3x.
Solution (a) We recognize z = x - y + 2 (that is, x - Y - z + 2 = 0) as the equation of
a plane. Its normal is (1, -1, - 1) and it meets the axes at (- 2, 0, 0), (0, 2, 0),
(0,0,2). From this information we sketch its graph in Fig. 14.3.2.
(b) The graph of j(x, y) = 3x is the plane z = 3x. It contains the y axis and is
shown in Fig. 14.3.3 ...
Level Curves
Let 1 be a function of two variables and let c be a constant. The set of all
(x, y) in the plane such that 1(x, y) = c is called a level curve of 1 (with
value c).
Isotherms are just the level curves of a temperature function, and a contour
plot of a mountain consists of representative level curves of the height
function.
Example 3 Sketch the level curves with values -1,0, I for 1(x, y) = x - y + 2.
Solution The level curve with value - 1 is obtained by setting 1(x, y) = -1; that is,
x - Y + 2 = - I, that is, x - Y + 3 = 0,
which is a straight line in the plane (see Fig. 14.3.4). The level curve with value
Y zero is the line
x - y + 2 = 0,
and the curve with value I is the line
x - y + 2 = 1, that is, x - Y + 1 = 0. A
x
t
1(=0 c=+1 Figure 14.3.4. Three level
curves of the function
c =-1 j(x, y) = x - y + 2.
Example 4 How is the intersection of the plane z = c with the graph of 1(x, y) related to
the level curves of 1? Sketch.
Solution The intersection of the plane z = c and the graph of f consists of the points
(x, y, c) in space such that f(x, y) = c. This set has the same shape as the level
curve with value c, but it is moved from the xy plane up to the plane z = c.
(See Fig. 14.3.5.) A
Level Surfaces
Let f be a function of three variables and let c be a constant. The set of
all points (x, y, z) in space such that f( x, y, z) = c is called a level surface
of f (with value c).
Example 5 (a) Let f(x, y,z) = x - y + z + 2. Sketch the level surfaces with values 1,2,3.
(b) Sketch the level surface of f(x, y,z) = x 2 + y2 + Z2 - 8 with value 1.
Solution (a) In each case we set f(x, y, z) = c:
c = 1: x - y +z +2= 1 (that is, x - Y + z + 1 = 0),
c = 2: x - y + z +2= 2 (that is, x - Y + z = 0),
c = 3: x - y +z +2= 3 (that is, x - Y + z - 1 = 0).
These surfaces are parallel planes and are sketched in Fig. 14.3.6.
z
Plotting surfaces in space is usually more difficult than plotting curves in the
plane. It is rare that plotting a few points on a surface will give us enough
information to sketch the surface. Instead we often plot several curves on the
surface and then interpolate between the curves. This technique, called the
method of sections, is useful for plotting surfaces in space, whether they be
graphs of functions of two variables or level surfaces of functions of three
variables. The idea behind the method of sections is to obtain a picture of the
714 Chapter 14 Curves and Surfaces
Example 6 Sketch the surfaces in xyz space given by (a) z = - y2 and (b) x 2 + y2 = 25.
Solution (a) Since x is missing, all sections x = constant look the same; they are copies
of the parabola z = - y2. Thus we draw the parabola z = - y2 in the yz plane
and extend it parallel to the x axis as shown in Fig. 14.3.9. The surface is
called a parabolic cylinder.
Example 7 (a) Sketch the graph of f(x, y) = x 2 + y2 (this graph is called a paraboloid of
revolution). (b) Sketch the surface z = x 2 + y2 - 4x - 6y + 13. [Hint: Com-
plete the square.]
Solution (a) If we set z = constant, we get x 2 + y2 = c, a circle. Taking c = 12, 22, 32 , 42 ,
we get circles of radius 1, 2, 3, and 4. These are placed on the planes
z = 12 = 1, z = 22 = 4, z = 32 = 9, and z = 42 = 16 to give the graph shown in
Fig. 14.3.11.
If we set x = 0, we obtain the parabola z = y2; if we set y = 0, we obtain
the parabola z = x 2. The graph is symmetric about the z axis since z depends
only on r = ~X2 + y2 .
14.3 Functions, Graphs, and Level Surfaces 715
The level surface for value c is thus the circle (x - 2i + (y - 3)2 = c with
center (2,3) and radius .;c.Comparing this result with (a) we find that the
surface is again a paraboloid of revolution, with its axis shifted to the line
(x, y) = (2,3). (See Fig. 14.3.12.) ...
z
z
I-{X
y
x = 2
I Y= 3
x
Figure 143.11. The Figure 143.12. The graph
sections of the graph z = x 2 + y2 - 4x - 6y + 13
z = x 2 + y2 by planes z = c is a shifted paraboloid of
are circles. revolution.
In the next section, we will use our knowledge of conic sections to plot the
graphs of more complicated quadratic functions.
The computer can help us graph surfaces that may be tedious or impossi-
ble to plot by hand. The computer draws the graph either by drawing sections
perpendicular to the x and y axes or by sections perpendicular to the z
axis-that is, level curves lifted to the graph. When this is done for the
function z = x 2 + y2 (Example 7), Figs. 14.3.13(a) and 14.3.13(b) result. (The
pointed tips appear because a rectangular domain has been chosen for the
functionl
10
-1
-1
o
~S 1
I{IS 1
-2
Figure 14.3.13. The graph The computer-generated graph in Fig. 14.3.14 shows the function
of z = x 2 + y2 drawn by
computer in two ways. z = (X2 + 3y2)e 1-(X2+y2).
Fig. 14.3.15 shows the level curves of this function in the xy plane, viewed first
from an angle and then from above. Study these pictures to help develop your
powers of three-dimensional visualization; attempt to reconstruct the graph in
your mind by looking at the level curves.
2 The authors are indebted to Jerry Kazdan for preparing most of the computer-generated graphs
in this book.
14.3 Functions, Graphs, and Level Surfaces 717
(a)
'·0
1.5
1·0
1.5
1.0
·5
(b)
(a)
(b) -,
4. j(x, y) =
2xy
- 2 - - 2 ; (I, I), (-I, I).
°
(c) Sketch the cross section of the graph in the
vertical plane y = (that is, the intersection
x +Y of the graph with the xz plane).
2x +y - z (d) Argue that this cross section looks the same
5. j(x, y, z) = ; (1, I, I), (0,0,2). in any vertical plane through the origin.
x 2 + y2 + z2 - I
(e) Describe the graph in words and sketch it.
6. j(x,y,z) 2 =z 2 ; (1,0.5, I), (0.1,0.5, I).
rn\42. The formula
x - 4y - I
_ 2x - siny .
7. j(x,y)- I ,(0,'1T/4), ('1T/4,'1T).
z = 2x
+ cosx (y _ y_I)2 + (2x)2
eX - eY
8. j(x,y) = I . ;(0,1); ('1T/4,-I). appears in the study of steady state motions of a
+smx
Sketch the graphs of the functions in Exercises 9-12. mechanical system with viscous damping sub-
9. j(x, y) = I - x - Y 10. j(x, y) = -I - x - Y jected to a harmonic external force. The average
II. z = x - Y 12. z = x + 2 power input by the external force is proportional
to the variable z (with proportionality constant
Sketch the level curves for the indicated functions and
k > 0). The variable y is the ratio of input fre-
values in Exercises 13-18.
quency to natural frequency. The variable x
13. j in Exercise 9, values I, - I.
measures the viscous damping constant.
14. j in Exercise 10, values I, -I.
IS. j in Exercise 3, values - 2, - I, 1,2 and describe
the level curve for the general value. same axes. Use the range of valu~s < y
,2.0.
°
(a) Plot z versus y for x = 0.2,0.5,2.0 on the
The methods of Section 14.3, together with our knowledge of conics, enable us
to graph a number of interesting surfaces defined by quadratic equations.
Solution To visualize this surface, we first draw the level curves x 2 - y2 = c for
c = 0, ± 1, ±4. For c = 0 we have y2 = x 2 (that is, y = ± x), so this level set
consists of two straight lines through the origin. For c = 1 the level curve is
x 2 - y2 = 1, which is a hyperbola that passes vertically through the x axis at
the points (± 1,0) (see Fig. 14.4.1). Similarly, for c = 4 the level curve is
x 2/ 4 - y2 / 4 = 1, the hyperbola passing vertically through the x axis at
(± 2, 0). For c = - I we obtain the hyperbola x 2 - y2 = - 1 passing horizon-
tally through the y axis at (0, ± 1), and for c = -4 the hyperbola through
(0, ± 2) is obtained. These level curves are shown in Fig. 14.4.1. To aid us in
visualizing the graph of f, we will also compute two sections. First, set x = 0 to
obtain z = - y2, a parabola opening downward. Second, setting y = 0 gives
the parabola z = x 2 opening upward.
The graph may now be visualized if we lift the level curves to the
appropriate heights and smooth out the resulting surface. The placement of
the lifted curves is aided by the use of the parabolic sections. This procedure
generates the saddle-shaped surface indicated in Fig. 14.4.2. The graph is
unchanged under reflection in the yz plane and in the xz plane. When
accurately plotted by a computer, this graph has the appearance of Fig.
14.4.3; the level curves are shown in Fig. 14.4.4. (The graph has been rotated
by 90° about the z axis.) A
720 Chapter 14 Curves and Surfaces
-,
(a) (b)
Figure 14.4.3. Computer-
generated graph of
z = x 2 _ y2.
The origin is called a saddle point for the function z = x 2 - y2 because of the
appearance of the graph. We will return to the study of saddle points in
Chapter 16, but it is worth noting another kind of saddle here. Figure 14.4.5
on the preceding page shows the graph of z = x 3 - 3xy2, again plotted by a
computer using sections and level curves. The origin now is called a monkey
saddle, since there are two places for the legs and one for the tail. Figure 14.4.6
shows the contour lines in the plane. Figure 14.4.7 shows the four-legged or
dog saddle: z = 4x:" - 4xy 3.
Example 2 Particular conic sections can degenerate to points or lines. Similarly, some
quadric surfaces can degenerate to points, lines, or planes. Match the sample
equations to the appropriate descriptions.
(a) x 2 + 3y2 + Z2 = 0 (1) No points at all
(b) Z2=0 (2) A single point
(c) x 2 + y2 = 0 (3) A line
(d) x 2 + y2 + Z2 + 1 = 0 (4) One plane
(e) x 2 - y2 = 0 (5) Two planes
Solution Equation (a) matches (2) since only (0,0,0) satisfies the equation; (b) matches
(4) since this is the plane z = 0; (c) matches (3) since this is the z axis, where
x = 0 and y = 0; (d) matches (1) since a non-negative number added to 1 can
never be zero; (e) matches (5) since the equation x 2 - y2 = 0 is equivalent to
the two equations x + y = 0 or x - y = 0, which define two planes. ~
If one variable is missing from an equation, we only have to find a curve in
one plane and then extend it parallel to the axis of the missing variable. This
procedure produces a generalized cylinder, either elliptic, parabolic, or hyper-
bolic.
Example 4 The surface defined by an equation of the form X2/ a 2 + y2/ b 2 - Z2/ C 2 = - 1
is called a hyperboloid of two sheets. Sketch the surface x 2 + 4y2 - Z2 = - 4.
Solution The section by the plane z = c has the equation x 2 + 4y2 = c 2 - 4. This is an
ellipse when lei > 2, a point when c = ± 2, and is empty when lei < 2. The
section with the xz plane is the hyperbola x 2 - Z2 = - 4, and the section with
the yz plane is the hyperbola 4y2 - Z2 = - 4. The surface is symmetric with
respect to each of the coordinate planes. A sketch is given in Fig. 14.4.9 ....
Example 6 The surface defined by an equation of the form X2/ a 2 + y2/ b 2 - Z2/ C2 = I is
called a hyperboloid of one sheet. Sketch the surface x 2 + y2 - z2 = 4.
Solution If z is a constant, then x 2 + y2 = 4 + Z2 is a circle. Thus, in any plane parallel
to the xy plane, we get a circle. Our job of drawing the surface is simplified if
we note right away that the surface is rotationally invariant about the z axis
(since z depends only on r2 = x 2 + y2). Thus we can draw the curve traced by
the surface in the yz plane (or xz plane) and revolve it about the z axis. Setting
x ~ 0, we get y2 - Z2 = 4, a hyperbola. Hence we get the surface shown in Fig.
14.4.11, a one-sheeted hyperboloid. Since this surface is symmetric about the z
axis, it is also called a hyperboloid of revolution .....
The hyperboloid of one sheet has the property that it is ruled: that is, the
surface is composed of straight lines (see Review Exercise 76). It is therefore
easy to make with string models and is useful in architecture. (See Fig.
14.4.12.)
Solution (a) Rewriting the equation as x 2 + y2 = Z2 shows that the horizontal cross
sections are circles centered around the z axis with radius 14 Therefore,
for z = ± 1, ± 2, and ± 3, the cross sections are circles of radius 1, 2,
and 3.
°
(b) When x = 0, the equation is y2 - z2 = or y2 = Z2 or y = ±z, whose
graph is two straight lines. When y = 0, the equation is x 2 - Z2 = or
x = ± z, again giving two straight lines.
°
(c) Any point on a straight line through the origin making a 45° angle with
the z axis satisfies Izl/~x2 + y2 + z2 = cos45° = I/fi. Squaring gives
1/2 = Z2/(X 2 + y2 + z2), or x 2 + y2 + z2 = 2z 2, or x 2 + y2 - Z2 = 0,
which is the original equation.
(d) Draw a line as described in part (c) and rotate it around the z axis (see
Figure 14.4.13)...
z
For x = 0 For y = 0
z z
y y
x
Figure 14.4.13. The cone y = ±z
x 2 + y2 - Z2 = o.
We now discuss how the conic sections, as introduced in the first section of
this chapter, can actually be obtained by slicing a cone.
Example 8 Show that the intersection of the cone x 2 + y2 = Z2 and the plane y = 1 is a
hyperbola (see Figure 14.4.14).
Solution The intersection of these two surfaces consists of all points (x, y,z) such that
x 2 + y2 = Z2 and y = 1. We can use x and z as coordinates to describe points
in the plane. Thus, eliminating y, we get x 2 + 1 = z2 or z2 - x 2 = 1. From
Section 14.1, we recognize this as a hyperbola with foci at x = 0, z = ± Ii in
the plane y = 1, with the branches opening vertically as in the figure .....
Example 9 Show that the intersection of the cone x 2 + y2 = Z2 and the plane z = y - 1 is
a parabola (see Figure 14.4.15).
Solution We introduce rectangular coordinates on the plane as follows. A normal
vector to the plane is n = (0, 1, - 1), and so a vector w = (a, b, c) is parallel to
°
the plane if = n . w = b - c. Two such vectors that are orthogonal and of
unit length are
n = i and v = _1_ (j + k).
Ii
Pick a point on the plane, say Po = (0,0, -1), and write points P = (x, y,z) in
--
the plane in terms of coordinates (t'l}) by writing
PoP = gu + 'l}V
(see Fig. 14.4.16). In terms of (x, y,z), this reads
'I} 'I}
x = g, y = Ii' and z = Ii - 1.
z =y-l
y
Figure 14.4.15. The
intersection of the plane
tilted at 45° and the cone is
a parabola. x
e + 2"2 =
'I}
Ii - 1)2 = 2"
('I} 'I}
2
- C;
y2'1} + 1,
or
or
'I'/=--I-e+_1_.
Ii Ii
This, indeed, is a parabola opening downwards in the ~ plane .....
Other sections of the cone can be analyzed in a similar way, and one can
prove that a conic will always result (see Exercise 27).
728 Chapter 14. Curves and Surfaces
°
The cylindrical coordinates of a point (x, y, z) in space are the numbers
y
e (r, 0, z), where rand are the polar coordinates of (x, y); that is,
x
= rcosO, y = rsinO, and z = z.
°
x
Figure 14.5.1. The
See Fig. 14.5.1. As with polar coordinates, we can solve for rand in terms of
cylindrical coordinates of
the point (x, y,z).
x and y: squaring and adding gives
14.5 Cylindrical and Spherical Coordinates 729
Dividing gives
y = sinO = tanO.
x cosO
As in polar coordinates, it is sometimes convenient to allow negative r; thus
(r,O) and (-r,O + 'IT) represent the same point. Also, we recall that (r,O) and
(r,O + 2'IT) represent the same point. Sometimes we specify r ;;;. 0 (with r = 0
corresponding to the z-axis) and a definite range for O. If we choose 0 between
'IT and - 'IT and choose tan - IU between - 'IT /2 and 'IT /2, then the solution of
y/x = tanO is 0 = tan-I(y/x) if x> 0, and 0 = tan-I(y/x) + 'IT if x < 0
(0 = 'IT /2 if x = 0 and y > 0, and 0 = - 'IT /2 if x = 0 and y < 0).
Cylindrical Coordinates
If the cartesian coordinates of a point in space are (x, y,z), then the
cylindrical coordinates of the point are (r,O,z), where
x = rcosO, y = rsinO, z = z;
or, if we choose r ;;;. 0 and - 'IT < 0 .;;; 'IT,
r= -/x 2 + y2 ,
if x;;;' 0,
if x < O.
n
4
8
y y
-4
Figure 14.5.2. Comparing
the cylindrical and x (3V3/2, -3/2, -4)
cartesian coordinates of
two points. (a) (b)
730 Chapter 14 Curves and Surfaces
z z
y y
_560 x
x
Figure 14.53. Two points
in cylindrical coordinates. (a) (b)
Example 2 Plot the two surfaces described in cylindrical coordinates by (a) r = 3 and
(b) r = cos 20.
Solution (a) Note that r is the distance from the given point to the z axis. Therefore the
points with r = 3 lie on a cylinder of radius 3 centered on the z axis. See Fig.
14.5.4.
(b) The curve r = cos20 in the xy plane is a four-petaled rose (see Example 1,
Section 5.6). Thus in cylindrical coordinates we obtain a vertical cylinder with
the four-leafed rose as a base, as shown in Fig. 14.5.5 ....
Example 3 Describe the geometric meaning of replacing (r, (}, z) by (r, (} + 'IT, - z).
Solution Increasing (} by 'IT is a rotation through 180 0 about the z axis. Switching z to
- z reflects in the xy plane (see Fig. 14.5.6). Combining the two operations
results in reflection through the origin . .&.
14.5 Cylindrical and Spherical Coordinates 731
z z z
Reflect in
Rotate l80° xy plane
• P'
P
Figure 14.5.6. The effect of
replacing (r, 0, z) by y y y
p"
(r,O + '!T, - z) is to replace
8 +1T
P by -Po x x x
Spherical Coordinates
If the cartesian coordinates of a point in space are (x, y,z), then the
spherical coordinates of the point are (p, 0, </», where
x = p sin</> cosO,
y = p sin</> sinO,
z = p cos </>,
or, if we choose p > 0, - 'IT < 0 < 'IT and 0 < </> < 'IT,
p= ~X2 + y2 + Z2 ,
0= {tan-ICy/x) if x> 0,
tan-ICY/x) + 'IT if x < 0,
</> = cos- l Z
~X2 + y2 + Z2
732 Chapter 14 Curves and Surfaces
Notice that the spherical coordinates (J and cp are similar to the geographic
coordinates of longitude and latitude if we take the earth's axis to be the z
axis. There are differences, though: the geographical longitude is I(J I and is
called east or west longitude according to whether (J is positive or negative; the
geographical latitude is I'IT /2 - cpl and is called north or south latitude accord-
ing to whether 'IT /2 - cp is positive or negative.
Example 5 (a) Find the spherical coordinates of (I, -1,1) and plot.
(b) Find the cartesian coordinates of (3, 'IT /6, 'IT / 4) and plot.
(c) Let a point have cartesian coordinates (2, - 3, 6). Find its spherical coordi-
nates and plot.
(d) Let a point have spherical coordinates (1, -'IT/2,'IT/4). Find its cartesian
coordinates and plot.
11
¢=~
4
(I, -1,1)
p=3
y y
z=PCOSCP=3cos(*)=3~ .
z z
"4
y y
x x
Figure 14.5.9. Two points
*
in spherical coordinates. (a) (b)
z = pcosq, = 1 cos( *) ~ = .
See Fig. 14.5.9(b). A
Example 7 (a) Describe the surface given in spherical coordinates by p = 3. (b) Describe
the geometric meaning of replacing (p, 0, q,) by (p,O + 'TT, q,).
Solution (a) In spherical coordinates, p is the distance from the point (x, y,z) to the
origin. Thus p = 3 consists of all points a distance 3 from the origin-that is, a
sphere of radius 3 centered at the origin. (b) Increasing 0 by 'TT has the effect of
rotating about the z axis through an angle of 180 0 • A
P = (0,2)
(1,0) x
The step from two to three dimensions is accomplished by adding one more
function; i.e., we state the following definition: A parametric curve in space
consists of three functions (x, y,z) = (j(t), g(t),h(t» defined for t in some
interval on which f, g, and h are defined.
The curve we "see" is the path traced out by the point (x, y,z) as t varies,
just as for curves in the plane.
Example 2 (a) Sketch the parametric curve (x, y, z) = (3t + 2, 8t - 1, t). (b) Describe the
curve x = 3t 3 + 2, y = t 3 - 8, z = 4t 3 + 3.
Solution = (x, y,z), then
(a) If we write P
P = (2, -1,0) + t(3,8, 1)
which is a straight line through (2, -1, 0) in the direction (3,8,1) (see Section
13.3). To sketch it, we pick the points obtained by setting t = 0 and t = 1, that
is, (2, -1, 0) and (5,7,1); see Fig. 14.6.3 on the next page.
736 Chapter 14 Curves and Surfaces
y
Figure 14.6.3. The
parametric curve (2, -1,0)
__ -.V/
(3t + 2, St - I, t) is a
straigh t line. x
(b) We find
so the curve is a straight line through (2, - 8,3) in the direction (3, 1,4)....
Example 3 (a) Sketch the curve given by x = cost, Y = sint, Z = t, where - 00 < t < 00.
(b) Sketch the curve (cost,2sint,21).
Solution (a) As t varies, the point (x, y) traces out a circle in the plane. Thus (x, y, z) is
a path which circles around the z axis, but at value t, its height above the xy
plane is z = t. Thus we get the helix shown in Fig. 14.6.4. (It is called a right
circular helix, since it lies on the right circular cylinder x 2 + y2 = 1.)
In Fig. 14.6.4, the z axis has been drawn with a different scale than the x
and y axes so that more coils of the helix can be shown. It is often useful to do
something like this when displaying sketches of curves or graphs. You should
be careful, however, not to give a false impression-label the axes to show the
scale when necessary.
(b) Since x = cos t and y /2 = sint, the point (x, y, 0) satisfies x 2 + y2/4 = 1,
so the curve lies over this ellipse in the xy plane. As t increases from zero
to 2'1T, the projection in the xy plane goes once around the same ellipse as in
Example 1 (Fig. 14.6.2), only now it starts at (1,0,0) at 1 = 0 and proceeds
counterclockwise since x behaves like cos 1 and y like 2 sin t. Meanwhile, z
increases steadily with 1 according to the formula z = 21. The net result is a
helix winding around the z axis, much like that of part (a), but no longer
circular. It now lies on a cylinder of elliptical cross section (see Fig. 14.6.5)....
14.6 Curves in Space 737
Vector Functions
A vector function of one variable is a rule u which associates a vector
r = O'(t) in space (or the plane) to each real number 1 in some domain.
738 Chapter 14 Curves and Surfaces
Example 5 Let u, v, and w be three vectors such that v and ware perpendicular and have
the same length r, and let3 a(t) = u + v cos t + w sin t.
(a) Describe the motion of the tip of aCt) if the tail of aCt) is fixed at the
origin. (That is, describe the parametric curve corresponding to a(t).)
(b) Find the component functions of aCt) if u = 2i + j, v = j - k, and w =
j + k.
Solution (a) We observe first that the vector vcost + wsint always lies in the plane
spanned by v and wand that the square of its length is
(vcost + wsint)· (vcost + w sin t)
+ 2v . w sin t cos t + w • w sin2t
= v • v cos2t
= r 2cos 2t + r 2sin 2t = r2( cos 2t + sin 2t) = r2,
so the tip of the vector v cos t + w sin t moves in a circle of radius r if its tail is
fixed. Adding u to v cos t + w sin t to get a(t), we find that the tip of a( t)
moves in a circle of radius r whose center is at the tip of u. (See Fig. 14.6.7.)
(b) We have
aCt) = u + vcost + wsint = 2i + j + (j - k)cost + (j + k)sint
= 2i + (1 + cost + sint)j + (-cost + sint)k,
so the component functions are 2, 1 + cos t + sin t, and - cos t + sin t . ...
3 Formulas involving vector functions are sometimes clearer to write and read if scalars are
placed to the right of vectors. Any expression of the form vf(t) is to be interpreted as f(t)v.
14.6 Curves in Space 739
Example 6 Let a(t} = u + tv, so that 0'( t) is the displacement from the origin to a point
moving uniformly with velocity vector v. Let u = ai + bj + ck and v = Ii +
mj + nk.
(a) Find the component functions of aCt).
(b) Show that the components of the velocity vector are obtained by differen-
tiating the component functions of 0'( t).
Solution (a) We have
aCt) = u + tv = ai
+ bj + ck + t(li + mj + nk)
= (a + It)i + (b + mt)j + (c + nt)k,
Example 7 Let a(t) = f(t)i + g(t)j be a vector function in the plane. Show that the
tangent line at time to to the parametric curve corresponding to a(t) (with the
tail of a(t) fixed at zero) has the direction of the vector 1'(to)i + g'(to)j.
Solution Recall from Section 2.4 that if (j(t), g(t» is a parametrized curve in the plane,
then the slope of its tangent line at (j(to), g(to» is g'(to)/1'(to)' A line in the
direction of 1'(to)i + g'(to)j has slope g'(to)/1'(to), so it is in the same direction
as the tangent line .....
Guided by Examples 6 and 7, we make the following definition.
Example 8 Let O"(t) be the vector function of Example 5, with D, v, and w as in part (b) of
that example. Find O"'(t) and O""(t).
Solution In terms of components,
O"(t) = 2i + (1 + cost + sint)j + (-cost + sint)k.
Differentiating the components, we have
0"'(1) = (-sint + cost)j + (sint + cost)k
and
O""(t) = (-cost - sint)j + (cost - sint)k. A.
For example, to prove the dot product rule, let O"I(t) = f1(t)i + gl(t)j + h1(t)k
and 0"2(t) = fit)i + g2(t)j + hit)k. Hence,
0"1(1)·0"2(1) = f1(t)f2(t) + gl(t)g2(t) + h 1(1)h 2(t),
so by the sum and product rules for real-valued functions, we have
+ [h;(t)h2(t) + h 1(1)h;(t)J.
14.6 Curves in Space 741
so the dot product rule is proved. The other rules are proved in a similar way
(Exercises 53-56).
Example 9 Show that if O'(t) is a vector function such that 1100(t)11 is constant, then O"(t) is
perpendicular to O'(t) for all t.
Solution Since 110'(t)11 is constant, so is its square II 0'(t)11 2 = O'(t) • O'(t). The derivative
of this constant is zero, so by the dot product rule we have
Example 10 A particle moves in a helical path along the curve (cos t, sin t, t). (a) Find its
velocity and acceleration vectors. (b) Find its speed. (c) Find the tangent line
at to = 7T /4.
Solution (a) Differentiating the components, we have v = - (sin t)i + (cos t)j + k, and
a = dv / dt = - (cos t)i - (sin t)j. Notice that the acceleration vector points
directly from (cos t, sin t, t) to the z axis and is perpendicular to the axis as well
as to the velocity vector (see Fig. 14.6.10).
742 Chapter 14 Curves and Surfaces
= vsin 2t + cos 2t + I = Ii .
(c) The tangent line is
r = O'(to) + to"(to) = (cos to)i + (sin to)j + tok + t[ ( - sin to)i + (cos to)j + k J.
At to = 'lr/4, we get
= t i + t j +( + t)k. ..
Example 11
If the position when t °
A particle moves in such a way that its acceleration is constantly equal to - k.
= is (0,0, I) and the velocity at t = is i + j, when and
where does the particle fall below the plane z = o? Describe the path travelled
°
by the particle.
Solution Let (j(t), g(t), h(t» be the parametric curve traced out by the particle, so that
the velocity vector is O"(t) = f'(t)i + g'(t)j + h'(t)k. The acceleration O'''(t) is
equal to - k, so we must have f"(t) = 0, g"(t) = 0, and h"(t) = - 1. It follows
that f'(t) and g'(t) are constant functions, and h'(t) is a linear function with
slope - 1. Since 0"(0) = i + j, we must have O"(t) = i + j - tk. Integrating
again and using the initial position (0,0, I), we find that (j( t), g( t), h (t» =
°
(t, t, 1 -1 t 2). The particle drops below the plane z = when 1 -1 t 2 = 0; that
is, t = Ii. At that time, the position is (Ii, Ii, 0). The path travelled by the
particle is a parabola in the plane y = x. (See Fig. 14.6.11.) ..
48. For each curve in Exercise 47, find the velocity 51. Suppose that Po = (xo, Yo,O) is a point on the
vector v and the speed v as functions of t. unit circle in the xy plane. Describe the set of
Compute J~vdt, where [a,bJ is the defining inter- points lying directly above or below Po on the
val for t in each case. What should this number right circular helix of Example 3. What is the
represent? Explain the difference between the vertical distance between coils of the helix?
result for part (ii) and that for (i) and (iii). *52. If ,.(t) = f(t)i + g(t)j + h(t)k is a vector func-
49. Let 8 and </> be fixed angles, and consider the tion, we may define limHtoa(t) componentwise;
following two curves: that is,
(a) x=sin</>cost,
y = sin</>sint,
lim a(t) = [ lim f(t)]i + [ lim g(t)]j
t~to t~to 1-----::"/0
z=coslf>;
+ [ lim h(t)]k
(b) x = sin t cos 8, 14/0
y=sintsin8, 0.;;; t .;;; 27T if the three limits on the right-hand side all exist.
z = cost. Using this definition, show that
Show that each curve is a circle lying on the lim
M-O
!
I.lt
[a(t o + ~t) - a(to)] = a'(to).
sphere of radius I centered at the origin. Find
the center and radius of each circle. Sketch the Prove the rules in Exercises 53-56 for vector functions.
curves for If> = 45° and for 8 = 45°. *53. The sum rule.
50. Suppose that 0 .;;; 8 .;;; 27T and 0 .;;; </> .;;; 27T, and *54. The scalar multiplication rule.
let *55. The cross product rule.
a(8,</» = «2 + cos </»cos 8, (2 + coslf»sin8,sin</». *56. The chain rule.
(Note that this is a vector function of two vari- *57. Let r = a(t) be a parametric curve.
ables.) (a) Suppose there is a unit vector u (constant)
(a) Describe each of the following curves: such that a(t)· u = 0 for all values of t.
(i) a(8,0); 0.;;; 8 .;;; 27T; What can you say about the curve a(t)?
(ii) a(8,7T); 0.;;; 8.;;; 27T; (b) What can you say if a(t)· u = c for some
(iii) a(8, 7T /2); 0 .;;; 8 .;;; 27T; constant c?
(iv) a(O, If»; 0 .;;; If> .;;; 27T; (c) What can you say if a(t) • u = blla(t)11 for
(v) a(7T /2, If»; 0 .;;; If> .;;; 27T; some constant b with 0 < b < I?
(vi) a(7T /4, If»; 0 .;;; </> .;;; 27T. *58. Consider the curve given by
(b) Show that the point u(8, </» lies on the circle of x = rcoswt, y = r sin wt, and z = ct,
radius 2 + cos </> parallel to the xy plane and where r, w, and c are positive constants and
centered at (0,0, sin </». - 00 < t < 00.
(c) Show that a(8,1f» lies on the doughnut- (a) What path is traced out by (x, y) in the
shaped surface (a torus) shown in Fig. plane?
14.6.12. (b) The curve in space lies on what cylinder?
(d) Describe and sketch the curve (c) For what to does the curve trace out one coil
«2 + cos t)cos t, (2 + cos t)sin t, sin t). of the helix as t goes through the interval
0.;;; t.;;; to?
(d) What is the vertical distance between coils?
(e) The curve is a right-circular helix. Sketch it.
I
In Section 10.4, we found the arc length formula
Arc Length
Let (x, y,z) = (j(t), g(t),h(t)) be a parametric curve in space. The length
of the curve, for t in the interval [a, b], is defined to be
(1)
Example 1 Find the length of the helix (cos t, sin t, t) for 0 < t < 'fT.
Example Here f'(t) = -sint, g'(t) = cost, and h'(t) = I, so the integrand in the arc
length formula (1) is "';sin2t + cos2t + 1 =..fi, a constant. Thus the length is
simply
L = fT..fi dt= 'fT..fi . ..
Notice that the integrand in the arc length formula is precisely the speed
Ila'(t)1I of a particle moving along the parametric curve. Thus the arc length,
which can be written as L = J~lIa'(t)11 dt, is the integral of speed with respect
to time and represents the total distance travelled by the particle between time
a and time b.
Example 2 Find the arc length of (cos t, sin I, 12 ), 0 < 1 < 'fT.
Solution The curve a(/) = (cos I, sin I, t 2) has velocity vector v = (- sin t, cos t, 2t). Since
IIvll =...jI + 4t 2 = 2 ~t2 + (t)2 , the arc length is
This integral may be evaluated using the formula (43) from the table of
integrals:
= 7 T 0 +i ln (7T + 0 ) -iln(/t)
Example 3 Find the arc length of (et,t,e t), 0.;;; t';;; 1. [Hint: Use u =VI + 2e 21 to
evaluate the integral.]
Solution O'(t) = (e l , t, e t ), so v = (e t, I, e l ), and Ilvll = VI + 2e 21 ; so L = fbvI + 2e 2t dt.
To evaluate this integral, set u = VI + 2e 2t , which leads to
J VI + 2e 2t dt=Ju uudu I 2 -
=J [I + t( ~ t( !
u I)- u I ) ] du (partial fractions)
where r is the vector pointing from the sun to the planet at time t, M is the
mass of the sun, m that of the planet, r = IIrll, and G is the gravitational
constant (G = 6.67 X 10- II newton meter2 per kilogram2). The differential
equation arising from this force law is
d2r = _ GM r.
dt 2 r3
Rather than solving this equation here, we shall content ourselves with
understanding its consequences for the case of circular motion.
r )i
= rocos( ~: + roSin( ~: )j.
Differentiating twice, we see that
d2r v 2
a = dt 2 = - ro cos ro
( tv). vro sm(tv).
1-
2 • v
ro J = - r~ r.
2
The lengths of the vectors on both sides of this equation must be equal. Hence
v 2 = GM . (2)
ro
If T is the period of one revolution, then 27Tro/ T = v (distance/time = speed);
substituting this value for v in equation (2) and solving for T2, we obtain the
rule:
2 3 (27T)2
T = ro GM . (3)
The square of the period is proportional to the cube of the radius. This law is one
748 Chapter 14 Curves and Surfaces
Example 5 Suppose we want to have a satellite in circular orbit about the earth in such a
way that it stays fixed in the sky over one point on the equator. What should
be the radius of such an orbit? (The mass of the earth is 5.98 X lcY 4
kilograms.)
Solution The period of the satellite should be 1 day, so T = 60 X 60 X 24 = 86,400
seconds. By formula (3), the radius of the orbit should satisfy
3 T 2GM (86,400)2 X (6.67 X 10- 11 ) X (5.98 x 1024 )
~= ----- = ---------------------------------
(2'IT)2 (2'IT)2
= 7.54 X 1022
meters 3,
so ro = 4.23 meters = 42,300 kilometers
X 107
= 26,200 miles. ...
Example 6 Let r = 0'(1) be the vector from a fixed point to the position of an object, v the
velocity, and a the acceleration, Suppose that F is the force acting at time t.
(a) Prove that (d/ dt)(mr X v) = 0' X F, (that is, "rate of change of angular
momentum = torque"). What can you conclude if F is parallel to r? Is this
the case in planetary motion?
(b) Prove that a planet moving about the sun does so in a fixed plane. (This is
another of Kepler's laws.)
Solution (a) We use the rules of differentiation for vector functions:
~ (mr X v) = m ~~ X v + mr X ~; = mv X v + mr X a
= 0+r X ma = r X F.
If F is parallel to r, then this last cross product is O. Thus mr X v must be a
constant vector. It represents the angular momentum, a quantity which
measures the tendency of a spinning body to keep spinning. The magnitude of
mr X v measures the amount of angular momentum, and the direction is along
the axis of spin. If the derivative above is zero, it means that angular
momentum is conserved; both its magnitude and its direction are preserved.
This is the case for our model of planetary motion in which the sun is
regarded as fixed and the gravitational force
F= - GmM r
IIrl13
is parallel to the vector r from the sun to the planet. (The actual situation is a
bit more complicated than this: in fact, both the sun and the planet move
around their common center of mass. However, the mass M of the sun is so
much greater than the mass m of the planet that this center of mass is very
close to the center of the sun, and our approximation is quite good. Things
would be more complicated, for example, in a double-star system where thf
masses were more nearly the same and the center of gravity somewhen
between. What is conserved is the total angular momentum of the wholt
system, taking both stars into account.)
14.7 The Geometry and Physics of Space Curves 749
Example 7 Suppose that the curve r = 0'(/) is parametrized by arc length. Show that the
length of the curve between I = a and 1= b is simply b - a.
Solution The integrand in the arc length formula (1) is constant and equal to 1 if the
curve is parametrized by arc length. Thus
P'(;(S)) /la'(q(s»/I.
Example 8 Find the arc length parametrization for the helix (cos t, sin t, t).
Solution We have IIvll = )sin2t + cos2t + 1 = Ii. Taking a = 0, we have s = p(t) =
f~1i du = Ii t, so s = Ii t, and t = s / Ii; the curve in arc length parame-
trization is therefore (cos( s / Ii), sin( s / Ii), s / Ii). A
The arc length parametrization is mostly useful for theoretical purposes,
since the integral in its definition is often impossible to evaluate. Still, the
existence of this parametrization makes the definitions which follow much
simpler.
Whenever a curve is parametrized by arc length, we will denote this
parameter by s. Notice that in this case T = v = dr / ds. Now we can define the
curvature of a curve.
Curvature
Let T be the unit tangent vector of a curve parametrized by arc length.
The scalar k = II dT / ds II is called the curvature of the curve. If k =1= 0, the
unit vector N = (dT/ds)/lldT/dsll is called the principal normal vector
to the curve.
Let us show that the principal normal vector is perpendicular to the unit
tangent vector. Since T has constant length, we know, by Example 9 of the
previous section, that dT / ds is perpendicular to T. Since N has the same
direction as dT / ds, it is perpendicular to T as well.
Example 9 Compute the curvature and principal normal vector of the helix in Example 8.
Solution We have T= -(l/Ii)sin(s/Ii)i + (l/Ii)cos(s/Ii)j + (l/Ii)k, so dT/ds
= -(l/2)cos(s/li)i - (1/2)sin(s/li)j; the curvature is
k = Ilv X v'll (4
IIvl1 3 '
We now prove formula (4). The curvature is defined as IldT / dsll. \\i
must use the chain rule to express this in terms of the original parametrizatic
t. First of all, we have T = v/llvll = v/(v· V)I/2, so
dT = dT dt = 1 dT
ds dt ds (ds / dt) dt .
Now ds / dt = IIvll and so
14.7 The Geometry and Physics of Space Curves 751
dT
dt = dt
d( (v. vV)I/2 )
= (~ (V. V)-1/2)V + (V. V)-1/2 ~;
= (v • v) - 2[ (v • V)( ~; . ~; ) - (V • ~; f] = IIVIl-41IV X ~;
(See Exercise 38a, Section 13.5.) Thus
Example 10 Find the curvature of the exponential spiral (e-lcost,e-lsint,O) (Fig. 14.7.2).
What happens as t.....::, oo?
y
I=rr x
Figure 14.7.2. Graph of the
exponential spiral in the
(x, y) plane.
Solution We have
v = (- e-Icos t - e-Isint)i + (- e -Isint + e-Icos t)j
and
v' = (e-Icost + e-Isint + e-Isint - e-Icost)i
+ (e-Isint - e-Icost - e-Icost - e-Isint)j
= 2e- l (sinti - costj).
Then
v X v' = 2e- 21 1- ~ost - sint
smt
- sint + costlk
- cost
= 2e - 21 (cos 2t + cos t sin t + sin2t - cos t sin t)k = 2e - 21k,
752 Chapter 14 Curves and Surfaces
As t ~ 00, the curvature approaches infinity as the spiral wraps more and
more tightly about the origin. A
(b) Solve these equations to obtain the compo- (a) Show that
nents of 0'( t). [Hint: Integrate the equations
for d 2x / dt 2 once, use item (2) in the list
B = (v X a)/liv X all = (v X a)/(kllvIl 3),
above to determine the constant of integra- where a is the acceleration vector.
tion, and substitute the resulting expression (b) Show that (dB/ dt)· B = O. [Hint: IIBII2 = 1
for dx / dt into the equation for dy / dt 2 to is cons tan t.]
get an equation similar to the spring equa- (c) Show that (dB/ dt)· T = O. [Hint: Take de-
tion solved in Section 8.1.] rivatives in B . T = 0.]
(c) Show that the path is a right circular helix. (d) Show that dB/ dt is a scalar multiple of N.
What are the radius and axis of the cylinder (e) Using part (d) we can define a scalar-
on which it lies? (The dimensions of the valued function T called the torsion by
helix followed by a particle in a magnetic dB/ dt = - TllvllN. Show that
field in a bubble chamber are used to mea- [O"(t) X 0'''(t)1· O''''(t)
sure the charge to mass ratio of the particle.) T=
14. In Exercise 13, how does the geometry of the 1100'(t) X 0'''(t)112
helix change if (a) m is doubled, (b) q is doubled, *23. (a) Show that if a curve lies in a plane, then the
(c) 110"(0)11 is doubled? torsion T is identically zero. [Hint: The vec-
15. Show that a circle of radius r has constant curva- tor function O'(t) must satisfy an equation of
ture l/r. the form 0'(1). n = O. By taking successive
16. Compute the curvature vector and principal nor- derivatives show that 0", 0''', and 0'''' all lie
mal vector for the helix (r cos wt, r sin wt, ct) in in the same plane through the origin. What
terms of r, w, and c. does this do to the triple product in Exercise
17. Find the curvature of the ellipse x 2 + 2y2 = 1, 22(e)?]
z = O. (Choose a suitable parametrization.) (b) Show that B is then constant and is a nor-
18. Compute the curvature and principal normal mal vector to the plane in which the curve
vector of the elliptical helix (cos t, 2 sin t, t). lies.
19. Show that if the curvature of a curve is identi- *24. If the torsion is not zero, it gives a measure of
cally zero, then the curve is a straight line. how fast the curve is tending to twist out of the
*20. Derive formula (5) by using the methods used to plane. Compute the binormal vector and the
derive (4). torsion for the helix of Example 8.
* 21. A particle is moving along a curve at constant *25. Using the results of Exercises 22 and 23, prove
speed. Express the magnitude of the force on the the following Frenet formulas for a curve para-
particle in terms of the mass of the particle, the metrized by arc length:
speed of the particle, and the curvature of the
curve. dT
(fS- kN,
*22. Let T and N be the unit tangent and principal
normal vectors to a space curve r = O'(t). Define
dN = -kT +TB,
a third unit vector perpendicular to them by ds
B = T X N. This is called the binormal vector. dB
Together, T, N, and B form a right-handed sys- -TN.
ds
tem of mutually orthogonal unit vectors which
[Hint: To get the second formula from the oth-
may be thought of as moving along the curve
ers, note that N· N, N· H, and N· T are con-
(see Fig. 14.7.4.)
stant. Take derivatives and use earlIer tormulas
z to get (dN/ ds)· Band (dN/ ds)· T.]
*26. Kepler's first law of planetary motion states that
the orbit of each planet is an ellipse with the sun as
one focus. The origin (0,0) is placed at the sun,
and polar coordinates (r,O) are introduced. The
planet's motion is r = r(t), 0 = OCt), and these
B are related by ret) = 1/[1 + ecosO(t)], where
y 1= k 2/GM and e 2 = 1 - (2k2E/G2M~); k is a
constant, G is the universal gravitation constant,
E is the energy of the system, M and m are the
x
masses of the sun and planet, respectively
Figure 14.7.4. The vectors (a) Assume e < 1. Change to rectangular coor-
T, N, and B form a dinates to verify that the planet's orbit is an
"moving basis" along the ellipse.
curve. (b) Let Il = 1/ r . Verify the energy equation
(dll/dO)2+ 11 2 = (2/k2m)(GMmll- E).
754 Chapter 14 Curves and Surfaces
The purpose of this section is to derive the sunshine formula, which has been
stated and used in the supplements to Chapters 5 and 10. Before we begin the
actual derivation, we will study some properties of rotations in preparation for
the description of the earth rotating on its axis. The cross product, introduced
in Section 13.5, will be used extensively here.
Consider two unit vectors 1 and f in space with the same base point. If we
rotate f about the axis through I, then the tip of f describes a circle (Fig.
14.S.1). (Imagine 1 and r glued rigidly at their base points and then spun about
Figure 14.8.1. If r rotates
about I, its tip describes a
the axis through I.) Assume that the rotation is at a uniform rate counterclock-
circle. wise (when viewed from the tip of I), making a complete revolution in T units
of time. The vector f now is a vector function of time, so we may write
f = u(t). Our first aim is to find a convenient formula for u(t) in terms of its
starting position fo = 17(0).
Let A denote the angle between 1 and fO; we can assume that A*'O and
A =1= 'fT, i.e., 1 and fo are not parallel, for otherwise f would not rotate. Construct
the unit vector 1110 as shown in Fig. 14.S.2. From this figure we see that
fO= cos AI + sinAII1o. (I)
(In fact, formula (1) can be taken as the algebraic definition of 1110 by writing
1110 = (1/ sin A)f0 - (cos AI sin A)1. We assumed that A =1= 0, and A =1= 'fT, so sin A
Figure 14.8.2. The vector =1= 0.)
Il1o is in the plane of ro and Now add to this figure the unit vector Do = 1 X 1110. (See Fig. 14.S.3.) The
I, is orthogonal to I, and triple (1,1110, Do) consists of three mutually orthogonal unit vectors, just like
makes an angle of
(i,j, k).
('IT/2)-"A
with roo
= fi k -
VI
_1
v'3
fi . _I
VI v'3
(i + j + k)
= ~ k - _I (i + j)
.f6 .f6
14.S Rotations and the Sunshine Formula 755
and
j k
1 1 1
11o=IXDlo= ..f3 ..f3 ..f3 = -1. 1 .
1 - - J ....
__
1 1 _..L Ii Ii
{6 Ii {6
Return to Fig. 14.S.3 and rotate the whole picture about the axis I. Now m
and D will vary with time as well. Since the angle A remains constant, formula
(1) applied after time t to f and I gives
m = _._I_ f _ C?SA I (1')
smA smA
(See Fig. 14.S.4.)
f = (fo • 1)1 + cos( 2;t )[fo - (fO' 1)1] + sin( 2;t )(1 X fo) ....
756 Chapter 14 Curves and Surfaces
Example 3 Show by a direct geometric argument that the speed of the tip of r is
(2'71" / T)sin'\. Verify that equation (2) gives the same formula.
Solution The tip of r sweeps out a circle of radius sin'\, so it covers a distance 2'71" sin'\
in time T. Its speed is therefore (2'71" sin'\) / T (Fig. 14.S.5). From formula (2),
we find the velocity vector to be
dr
dt
= _
T T --u T
)0
sin'\. 2'71" sin( 2'71"t )m~ + sin'\. 2'71" cos( 2'71"t
TO'
and its length is (since D10 and Do are unit orthogonal vectors)
"
Next we wish to take into account the rotation of the earth. The earth
rotates about an axis which we represent by a unit vector I pointing from the
center of the earth to the North Pole. We will assume that I is fixed4 with
respect to i, j, and k; astronomical measurements show that the inclination of I
/:;, (the angle between I and k) is presently about 23.5°. We will denote this angle
,( ! Ii \
~. by a. If we measure time so that the first day of summer in the northern
\ .,s:'",,)
.'
hemisphere occurs when t = 0, then the axis I must tilt in the direction - i,
\". ;;'::7
r"t~ and so we must have I = cosak - sinai. (See Fig. 14.S.7.)
)",!; Now let r be the unit vector at time t from the center of the earth to a
Figure 14.8.7. At t = 0, the fixed point P on the earth's surface. Notice that if r is located with its base
earth's axis is tilted toward
the sun. 4 Actually, the axis I is known to rotate about k once every 21,000 years. This phenomenon,
called precession or wobble, is due to the irregular shape of the earth and may playa role in
long-term climatic changes, such as ice ages. See pp. 130-134 of The Weather Machine by Nigel
Calder, Viking (1974).
14.S Rotations and the Sunshine Formula 757
point at P, then it represents the local vertical direction. We will assume that P
is chosen so that at t = 0, it is noon at the point P; then r lies in the plane of 1
and i and makes an angle of less than 90° with - i. Referring to Fig. 14.S.8,
we introduce the unit vector 1110 = -(sina)k - (cosa)i orthogonal to I. We
then have ro = (cosA)1 + (sinA)II1o, where A is the angle between 1 and roo Since
A = 90° - I, where 1 is the latitude of the point P, we obtain the expression
ro = (sinl)1 + (cos 1)1110. As in Fig. 14.S.3, let Do = 1 X 1110.
r = (cos A)I + sin Acos( 2;; )1110 + sin Asin( 2;; )Do'
where Td is the length of time it takes for the earth to rotate once about its
axis (with respect to the "fixed stars"-i.e., our i,j, k vectors).5 Substituting the
expressions derived above for A, I, 1110, and Do, we get
r = sin I (cos ak - sin ai) + cos I cos( 2;; ) ( - sin ak - cos ai) - cos I sin( 2;; )j.
Hence
Example 5 What is the speed (in kilometers per hour) of a point on the equator due to the
rotation of the earth? A point at latitude 60°? (The radius of the earth is 6371
kilometers.)
Solution From Example 3, the speed is s = (2'lTRjTd)sinA = (2'lTRjTd)cosl, where R is
the radius of the earth and I is the latitude. (The factor R is inserted since r is
a unit vector; the actual vector from the earth's center to a point P is Rr).
5 Td is called the length of the sidereal day. It differs from the ordinary, or solar, day by about I
part in 365. (Can you explain why?) In fact, Td "" 23.93 hours.
758 Chapter 14 Curves and Surfaces
Using Td = 23.93 hours and R = 6371 kilometers, we get s = 1673 cosl ki-
lometers per hour. At the equator 1=0, so the speed is 1673 kilometers per
hour; at 1= 60°, s = 836.4 kilometers per hour ....
With formula (3) at our disposal, we are now ready to derive the sunshine
formula. The intensity of light on a portion of the earth's surface (or at the top
of the atmosphere) is proportional to sinA, where A is the angle of elevation
of the sun above the horizon (see Fig. 14.S.9). (At night sinA is negative, and
the intensity then is of course zero.)
+ COSI[ cos( 2~t )cosacos( 2;:) + sin( 2~t )sin( 2;:)]. (4)
....\/~\J",./''-
Figure 14.8.10. The Sunlight
geometry for the formula
sinA = cos(90° - A)
= - u·r.
Example 6 Set t = 0 in formula (4). For what I is sinA = O? Interpret your result.
Solution With t = 0 we get
sinA = sinlsina + coslcosa = cos(l- a).
This is zero when 1- a = ± 'IT /2. Now sinA = 0 corresponds to the sun on the
horizon (sunrise or sunset), when A = 0 or 'IT. Thus, at t = 0, this occurs when
I = a ± ('IT /2). The case a + ('IT /2) is impossible, since I lies between - 'IT /2
and 'IT /2. The case I = a - ('IT /2) corresponds to a point on the Antarctic
Circle; indeed at t = 0 (corresponding to noon on the first day of northern
summer) the sun is just on the horizon at the Antarctic Circle....
14.S Rotations and the Sunshine Formula 759
Our next goal is to describe the variation of sinA with time on a particular
day. For this purpose, the time variable t is not very convenient; it will be
better to measure time from noon on the day in question.
To simplify our calculations, we will assume that the expressions
cos(2'1Tt / Ty) and sin(2'1Tt / T;,) are constant over the course of any particular
day; since Ty is 365 times as large as the change in t, this is a reasonable
approximation. On the nth day (measured from June 21), we may replace
2'1Tt/Ty by 2'1Tn/365, and formula (4) gives
l
we use the addition formula to expand the cosine:
Ucos( 2;: - 2;:n ) = U[ cos( 2;: )cos( 2;:n ) + sin( 2;: )sin( 2;:n )
Setting this equal to Q cos(2'1Tt / Td) + R sin(2'1Tt / Td) and comparing coeffi-
cients of cos 2'1Tt / Td and sin 2'1Tt / Td gives
2'1Ttn . 2'1Ttn
UCOSy = Q and Usmy=R.
d d
1 - cos 2( 2'1Tn . 2a
365 ) sm .
Letting T be the time in hours from noon on the nth day so that (t - t n )/ Td
= T /24, we may substitute into formula (5) to obtain the final formula:
which is identical (after some changes in notation) to formula (1) on page 301.
Example 7 How high is the sun in the sky in Edinburgh (latitutde 56°) at 2 P.M. on
February I?
Solution We plug into formula (6): a = 23.5°, 1= 90 - 56 = 34°, n = number of days
after June 21 = 225, and T = 2 hours. We get
sinA =0.5196,
so A = 31.3° ...
6 We take the positive square root because sin A should have a local maximum when I = In'
760 Chapter 14 Curves and Surfaces
113.10 ft
y
(a) Describe the cylindrical part of the tank via
cylindrical coordinates.
(b) Describe the hemispherical end caps with
spherical coordinates. (Set up spherical coor-
dinates using the centers of the cap ends as
the origin.)
Sketch the curves or surfaces given by the equations in
x Exercises 45-52.
Figure 14.R.1. Level 45. z = x + Y
surfaces of x 2 + y2 - z2. 46. x 2 + 2xz + z2 = 0
47.a(t)=3sinti+tj+costk
48. a(t) = (sin t, t + I, 2t - I)
32. Do as in Exercise 31 for f(x, y) = y / x, and 49. Z2= _(x 2 + y2/4)
describe the intersection of the graph of f with 50. z = - (x 2 + /)
the cylinder of radius R (that is, r = R in cylin- 51. Z2= -x2-3y2+2
drical coordinates). 52. z2 = x 2 - 4y2
In Exercises 33-38, fill in the blanks and plot. Find the equation of the line tangent to each of the
curves at the indicated point in Exercises 53 and 54.
Rectangular Cylindrical Spherical 53. (t 3 + l,e-',cos('17t/2»; t = I
coordinates coordinates coordinates 54. (t2 - I, cos t 2, t 4 ); t = fli
Find the velocity and acceleration vectors for the curves
33. (I, - I, I) in Exercises 55-58.
34. (1,0,3) 55. al(t) = e'i + sintj + costk.
35. (5, 7T /12,4) 2
36. (8,3'17 /2,2) 56. a2(t) = _ t _ i + tj + k.
37. (3, -7T/6,'17/4) I + t2
38. (10, '17/4, 7T/2) 57. aCt) = al(t) + ait), where 0'1 and 0'2 are given in
Exercises 55 and 56.
58. a(t) = al(t) X ait), where 0'1 and 0'2 are given in
39. A surface is described in cylindrical coordinates
Exercises 55 and 56.
by 3r 2 = z2 + 1. Convert to rectangular coordi-
nates and plot. 59. Write in parametric form the curve described by
40. Show that a surface described in spherical coor- the equations x - I = 2y + I = 3z + 2.
dinates by f(p, CP) = 0 is a surface of revolution. 60. Write the curve x = y3 = z2 + I in parametric
41. Describe the geometric meaning of replacing form.
(p,0, CP) by (p,O + 7T,CP + '17/2) in spherical coor- 61. Find the arc length of a(t) = t i + In t j + 2/fik;
dinates. I .;; t .;; 2.
42. Describe the geometric meaning of replacing 62. Express as an integral the arc length of the curve
(p, 0, CP) by (4p, 0, cp) in spherical coordinates. x 2 = y3 = z5 between x = I and x = 4. (Find a
43. Describe by means of cylindrical coordinates a parametrization. )
solenoid consisting of a copper rod of radius 5 63. A particle moving on the curve aCt) = 3t 2j -
centimeters and length 15 centimeters wound on sin tj - e'k is released at time t =! and flies off
the outside with copper wire to a thickness of 1.2 on a tangent. What are its coordinates at time
centimeters. Give separate descriptions of the rod ( = I?
and the winding. 64. A particle is constrained to move around the unit
44. A gasoline storage tank has two spherical cap circle in the xy plane according to the formula
ends of arc length 56.55 feet. The cylindrical part (x, y, z) = (cos«(2), sin«(2), 0), ( ;;. O.
762 Chapter 14 Curves and Surfaces
(a) What are the velocity vector and speed of * 68. Let r = O'(t) be a curve in space and N be its
the particle as functions of t? principal normal vector. Consider the "parallel
(b) At what point on the circle should the parti- curve" r = p,(t) = O'(t) + N(t), where O'(t) is the
cle be released to hit a target at (2,0, O)? (Be displacement vector to pet) from a fixed origin.
careful about which direction the particle is (a) Under what conditions does p,(t) have zero
moving around the circle.) velocity for some to? [Hint: Use the Frenet
(c) At what time t should the release take place? formulas, Exercise 25, Section 14.7]
(Use the smallest t > 0 which will work.) (b) Find the parametric equation of the parallel
(d) What are the velocity and speed at the time curve to the ellipse 0 cos t, 4 sin t, 0).
of release? 69. Find a formula for the curvature of the graph
(e) At what time is the target hit? y = f(x) in terms of f and its derivatives.
65. A particle of mass m is subject to the force law 70. The contour lines on a topographical map are
F = - kr, where k is a constant. the level curves of the function giving height
(a) Write down differential equations for the above sea level as a function of position. Figure
components of r(t). l4.R.3 is a portion of the U.S. Geological Survey
(b) Solve the equations in (a) subject to the map of Yosemite Valley. There is a heavy con-
initial conditions reO) = 0, r'(O) = 2j + k. tour line for every 200 feet of elevation and a
66. Show that the quantity lighter line at each 40-foot interval between
these.
(a) What does it mean in terms of the terrain
when these contour lines are far apart?
is independent of time when a particle moves (b) What if they are close together?
under the force law in Exercise 65. (c) What does it mean when several contour
67. Find the curvature of the ellipse 4x 2 + 9y2 = 16. lines seem to merge for a distance? Is eleva-
tion really a function of position at such *74. Let n be a positive integer and consider the curve
points? (Look at the west face of Half
x=costcos(4nt) }
Dome. Does this seem like a good direction
from which to climb it?) y = c~stsin(4nt) - ~ < t < ~,
(d) Sketch a cross section of terrain along a
north-south line through the top of Half z = smt
Dome. (a) Show that the path traced out lies on the
(e) A hiker is not likely to follow the straight surface of the sphere of radius 1 centered at
north-south path in part (d) and is probably the origin.
more interested in the behavior of the ter- (b) How many times does the curve wind
rain along the trail he or she will follow. The around the z axis?
3-mile route from the Merced River (alti- (c) Where does the curve cross the xy plane?
tude approximately 6100 feet) to the top of (d) Sketch the curve when n = 1 and when
Half Dome (approximately 8842 feet) along n = 2.
the John Muir and Half Dome Trails has *75. Let Ul and U2 be unit vectors, and define the
been emphasized in Fig. 14.R.3. Show how a curve 0'( t) by
cross section of the terrain along this trail UlCOS t + u2sin t
0' ( t) = -,;------,---
behaves by plotting altitude above sea level IlulcOS t + u2sin til '
as a function of miles along the trail. (A
piece of string or flexible wire may be of aid (a) Find 0'(0) and 0'( 'iT /2).
in measuring distances along the trail.) (b) On what surfaces does O'(t) lie for all t?
*71. Find the curvature of the "helical spiral"
(c) Find, by geometry, the arc length of the
curve O'(t) for 0 < t < 'iT /2.
(t,tcost,tsint) for t > o. Sketch.
*72. Describe the level curves lex, y) = c for each of
(d) Express the arc length of the curve O'(t) for
o < t < 'iT /2 as an integral.
the following functions. In particular, discuss any
special values of c at which the behavior of the (e) Find a curve O'l(t) which traverses the same
level curves changes suddenly. Sketch the curves path as O'(t) for 0 < t < 'iT /2 and such that
for c = -1,0, and 1. the speed 110'1(t)11 is constant.
(a) lex, y) = x + 2y; *76 (a) Show that the hyperboloid x 2 + y2 - z2 = 4
(b) lex, y) = x 2 _ y2; is a ruled surface by finding two straight
(c) lex, y) = y2 - x 2; lines lying in the surface through each point.
(d) lex, y) = x 2 + y2; [Hint: Let (xo, yo,zo) lie on the surface;
(e) lex, y) = xy;
write the equation of the line in the form
(f) lex, y) = y - 2x 2. x = Xo + at, y = Yo + bt, z = Zo + t; write
*73. (a) Write in parametric form the curve which is out x 2 + y2 - Z2 = 4 using x5 + Y5 - z5 = 4
to obtain two equations for a and b repre-
the intersection of the surfaces x 2 + y2 + z2
= 3 andy = 1. senting a line and a circle in the (a, b) plane.
(b) Find the equation of the line tangent to this Show that these equations have two solu-
curve at (1, I, 1). tions by showing that the distance from the
(c) Write an integral expression for the arc origin to the line is less than the radius of
length of this curve. What is the value of the circle.]
this integral? (b) I.g the hyperboloid x 2 + y2 - z2 = -4 a
ruled surface? Explain.
(c) Generalize the results of parts (a) and (b).
Chapter 15
Partial
Differentiation
15.1 Introduction to
Partial Derivatives
The partial derivatives of a function of several variables are its ordinary deriva-
tives with respect to each variable separately.
In this section we define partial derivatives and practice computing them. The
geometric significance of partial derivatives and their use in computing
tangent planes are explained in the next section.
Consider a function f( x, y) of two variables. If we treat y as a constant, f
may be differentiated with respect to x. The result is called the partial
derivative off with respect to x and is denoted by fx' If we let z = f(x, y), we
write
fx = ~~ .
) The symbol a seems to have first been used by Clairaut and Euler around 1740 to avoid
confusion with d. The notation DxIor D) I for Ix is also used.
766 Chapter 15 Partial Differentiation
and
. f(x,y+!ly)-f(x,y)
/y(x, y) = hm !l .
lly-40 ~
Y
I (X,Y
(X,y)
+ L'.y)
Example 2 (a) Let f(x, y,z) = sin(xy / z). Calculate h(x, y, z) and h(l, 2, 3).
(b) Evaluate
a
i:ly ~X2 + y2 + z2
at (0, 1, 1).
(c) Write the result in (b) as a limit.
Solution (a) We differentiate sin(xy / z) with respect to z, thinking of x and y as
constants; the result is
h( x, y,z) = cos(xy / z)( - xy / Z2) = - (xy / Z2)COS( xy / z).
15.1 Introduction to Partial Derivatives 767
fz(I,2,3) 1·2
= - yCOS (1.2)
-3- = - 9"2 cos (2)
'3 .
(b) Treating x and z as constants, and using the chain rule of one-variable
calculus,
3 = ~ (X2 + y2 + Z2) - 1/2
3y ~X2 + y2 + Z2 3y
= (_ ~ )(X2 + y2 + z2f3/2. 2y
-y
lim _1 [
Lly~O D.y
1
~(l + D.y)2 + 1
- '21
VL.
1=-2~2 .... VL.
Partial Differentiation
If I is a function of several variables, to calculate the partial derivative
with respect to a certain variable, treat the remaining variables as
constants and differentiate as usual by using the rules of one-variable
calculus.
If z = I(x, y) is a function of two variables, the partial derivatives
are denoted Ix = 3zj3x andh = 3zj3y.
If u = I(x, y, z) is a function of three variables, the partial deriva-
tives are denoted Ix = 3uj3x,h = 3uj3y, andfz = 3uj3z.
As in one-variable calculus, the letters for the variables do not always have to
bex,y,z.
Example 4 The temperature (in degrees Celsius) near Dawson Creek at noon on April 15,
190 I is given by T = - (0.0003)xY + (0.9307)y, where x and yare the latitude
and longitude (in degrees). At what rate is the temperature changing if we
proceed directly north? (The latitude and longitude of Dawson Creek are
x = 55.7° and y = 120.2°.)
Solution Proceeding directly north means increasing the latitude x. Thus we calculate
~
oT = -(0.0003)· 2xy = -(0.0003)·2· (55.7)· (120.2) ~ -4.017.
and
Example 6 (a) If u = Y cos(xz) + x sin(yz), calculate 02u/ox oz and 02u/ oz ox. (b) Let
I(x, y,z) = e XY + z cosx. Find fzx and Ixz·
Solution (a) We find ou/ox = - yz sin(xz) + sin(yz) and ou/oz = - xy sin(xz) +
xy cos(yz). Thus
In the preceding examples, note that the mixed partials taken in different
orders, like a2z / ax ay and a2z / ay ax, or fxz and fzx' are equal. This is no
accident.
if, for every e > 0, there is a 8 > 0 such that lJ(x, y) - II < e whenever
0< d«x, y), (xo, Yo» < 8. A similar definition is made for functions of
three variables.
The e,8 definition of limit may be rephrased as follows: for every e > 0,
there is a 8 > 0 such that If(x, y) - 'I < e if (x, y) lies in D/5(x o, Yo)'
The similarity between this definition and the one in Chapter 11 should
be evident. The rules for limits, including rules for sums, products, and
quotients, are analogous to those for functions of one variable.
Example 7 Prove the "obvious" limit, lim(x.y)->(xo. Yo)x = x o, using e's and 8's.
Solution Let e > 0 be given and let f(x, y) = x and' = Xo' We seek a number 8 > 0
such that lJ(x, y) - II < e whenever d«x, y), (xo, Yo» < 8, that is, such that
Ix - xol < e whenever V( x - xof + (y - Yo)2 < 8. However, note that
Example 8
Solution The numerator and denominator vanish when (x, y) = (0,0). The numerator
factors as (x 2 + y2)(X + 2), so we may use the replacement rule and algebraic
rules to get
(X2+y2)(x+2) .
lim 2 2 lIm (x + 2) = 0 + 2 = 2. A
= (x,y)--->(O,O)
(x,y)~(O,O) x +y
does not exist. [Hint: Look at the limits along the x and y axes.]
Definition of Continuity
Let j be defined in a disk about (xo, Yo). Then we say j is continuous at
(xo, Yo) if
lim j(x,y) = j(xo,yo)'
(x ,y)--->( xo,Yo)
There is a similar definition for functions of three variables.
Example 10 (a) If j(x) and g(y) are continuous functions of x and y, respectively, show
that hex, y) = j(x)g(y) is continuous. (b) Use (a) to show that eXcos y is
continuous.
Solution (a) We must show that for any (xo, Yo), lim(x,y)--->(x"'Yo)j(x)g(y) = j(xo)g(yo)'
To this end, we manipulate the difference:
[f(xo + ~x, Yo + ~y) - f(x o + ~x, Yo) - f(xo, Yo + ~y) + f(x o , Yo)]
lim
(Ax.Ay)--+(O.O) ~x~y
(2)
772 Chapter 15 Partial Differentiation
We can also define the partial derivative of j with respect to t at (to' Yo);
it is obtained by:
l. Fixingy at the value Yo'
2. Differentiating the resulting function of t.
3. Setting t equal to to.
The result is 1, (to' Yo)' In the first step, we obtain the function h(t) = j(t, Yo),
which represents the vertical motion of the water's surface observed at the
fixed position Yo' The derivative with respect to t is, therefore, the vertical
velocity of the surface at the position Yo' It could be observed as the vertical
velocity of a cork floatit;lg on the water at that position. Finally, setting t equal
to to merely involves observing the velocity at the specific time to'
44. Chicago Skate Company produces three kinds In Exercises 59-66, evaluate the given limits if they
of roller skates. The cost in dollars for producing exist (do not attempt a precise justification).
x, y, and z units of each, respectively, is
59. lim xy + y3
c(x, y,z) = 3000 + 27x + 36y + 47z. (x.y)->(o.O) x 2 + y2
(a) The value of ac lax is the change in cost
60. ·
I1m x +Y
due to a one unit increase in production of
(x.y)->(I.I) (x - 1)2 + I
the least expensive skate, the levels of pro-
duction of the higher-priced units being held xy + y3 + x2 + y2
61.
fixed. Find it.
(b) Find ac laz, and interpret.
45. If three resistors R I, R 2, and R3 are connected in
parallel, the total electrical resistance is deter-
mined by the equation
63. lim eXcos('lTy)
(x.y)->(I.I)
.l=...!..+...!..+...!...
R RI R2 R3 64. lim eXYcos('lTxy)
(x.y)->(O.I)
(a) What is aRlaR I? 65. lim sin(xy)
(b) Suppose that RI> R 2, and R3 are variable (x.y) .... (O.O)
resistors set at 100, 200, and 300 ohms, 66. lim
(x.y) ....(O.O) I + In( I + II (X2 + y2»
respectively. How fast is R changing with
respect to R I ? 67. Let f(x, y) = x 2 + y2 and suppose that (x, y)
46. Consider the topographical map of Yosemite moves along the curve (x(t), y(t» = (cost,e').
Valley in Fig. 14.R.3. Let r represent the east- (a) Find get) = f(x(t), y(t» and use your for-
west coordinate on the map, increasing from mula to compute g'(to).
west to east. Let s be the north-south coordinate, (b) Show that this is the same as
increasing as you go north. (East is the positive r
direction, north the positive s direction.) Let h be
fAx(to), y(t o ».x'(to) + /y(x(t o), y(1o» . y'(1o)·
the elevation above sea level. 68. Let f(x, y, z) = x 2 + 2y - z and suppose the
(a) Explain how ahlar and ahlas are related point (x, y, z) moves along the parametric curve
to the distances between contour lines and (l,t,t 2 ).
their directions. (a) Let g(t) = f(l, t, t 2) and compute g'(t).
(b) At the center of the letter 0 in Half Dome, (b) Show that your answer in (a) is equal to
what is the sign of ahlar? of ahlas?
In Exercises 47-50, find the partial derivatives a2zlax 2, 1x dx J, dy f dz
dt + y dt + Jz dt .
a2zlaxay, a2zlayax and a2zlay2 for each of the func-
tions in the indicated exercise. 69. A function u = f(x, y) with continuous second
47. Exercise 13 48. Exercise 14 partial derivatives satisfying Laplace's equation
49. Exercise 15 50. Exercise 16 a2u + a2u =0
51. Letf(x, y,z) = xy + xy2 + yz2. Findfxy>/yz,tx, ax 2 ay2
andfxyz' is called a harmonic function. Show that the func-
52. Let z = xy3 - x 8 + y4. tion u(x, y) = x 3 - 3xy2 is harmonic.
(a) Compute a3z lay ax ax, a3z lax ay ax, and 70. Which of the following functions satisfy La-
a3z lax ax ay. place's equation? (See Exercise 69).
(b) Compute a3z lax ay ay, a3z lay ax ay, and (a) f(x, y) = x 2 - / ;
a3z lay ayax. (b) f(x, y) = x 2 + y2;
Compute a ulax 2, a2ulayax, a2ulay2, and a2ulax ay
2 (c) f(x, y) = xy;
for each of the functions in Exercises 53-56. Check (d) f(x, y) = y3 + 3xy;
directly the equality of mixed partials. (e) f(x, y) = sin x cosh y;
53. u = 2xy l(x 2 + y2)2 (f) f(x, y) = eXsin y.
54. u = cos( xy2) 71. Let f and g be differentiable functions of one
55. u = e- xy' + y3x 4 variable. Set cp = f(x - t) + g(x + t).
56. u = I/(cos 2x + e- Y ) (a) Prove that cp satisfies the wave equation:
57. Prove, using E'S and 8's, that a2cplat 2 = a2cplax 2 •
(b) Sketch the graph of cp against t and x if
lim(x.y)->(xo.Yo)Y = Yo·
58. Prove, using E'S and 8's, that f(x) = x 2 and g(x) = o.
li~xV')->(xo.Yo)(x + y) = Xo + Yo·
15.2 Linear Approximations and Tangent Planes 775
72. (a) Show that function g(x, t) = 2 + e-1sinx (b) Find az/ay when x = 5 and y = 3. Inter-
satisfies the heat equation: gl = gxx' (Here pret.
g(x, t) represents the temperature in a rod at * 75. Show that
position x and time t.)
lim
a 2 2 2 1/3
-(x+y+z)
(b) Sketch the graph of g for t > O. [Hint: Look (x.y.z) .....(O.O.O) az
at sections by the planes t = 0, t = 1, and does not exist.
t = 2.]
*76. Let
(c) What happens to g(x,t) as t~ oo? Interpret
this limit in terms of the behavior of heat in
a rod. (x,y) ,*(0,0),
73. The productivity z per employee per week of a
company depends on the size x of the labor force (x, y) = (0,0).
and the amount y of investment capital in mil-
lions of dollars. A typical formula is z(x, y)
'*
(a) If (x, y) (0,0), compute fx and h.
(b) What is the value of f(x, 0) and f(O, y)?
= 60xy - x 2 - 4y2. (c) Show that fAO, 0) = 0 = /y(0, 0).
(a) The value of az/ax at x = 5, Y = 3 is the *77 Consider the function f in Exercise 76.
marginal productivity of labor per worker at (a) Show that fAO, y) = - y when y O. '*
a labor force of 5 people and investment
level of 3 million dollars. Find it.
(b) What is /y(x, 0) when x O? '*
(c) Show that hAO,O) = I and fx/O,O) = - 1.
(b) Find az/ay at x = 5,y = 3, and interpret. [Hint: Express them as limits.]
74. The productivity z of a company is given by (d) What went wrong? Why are the mixed
z(x, y) = lOOxy - 2x2 - 6y2 where x X 103 peo- partials not equal?
ple work for the company, and the capital invest- * 78. Suppose that f is continuous at (xo, Yo) and
ment of the company is y million dollars. f(xo, Yo) > O. Show that there is a disk about
(a) Find the marginal productivity of labor (xo, Yo) on which f(x, y) > O.
az/ax. This number is the expected change
in production for an increase of 1000 staff
with fixed capital investment.
In the calculus of functions of one variable, the simplest functions are the
linear functions I(x) = mx + b. The derivative of such a function is the
constant m, which is the slope of the graph or the rate of change of y with
respect to x. If f(x) is any differentiable function, its tangent line at Xo is the
graph of the linear approximation y = f(x o) + j'(xo)(x - x o).
To extend these ideas to functions of two variables, we begin by looking
at linear functions of the form z = I(x, y) = ax + by + c, whose graphs are
planes. Such a plane has two "slopes," the numbers a and b, which determine
the direction of its normal vector - ai - bj + k (see Section 13.4). These
slopes can be recovered from the function I as the partial derivatives Ix = a
and ~ = b. By analogy with the situation for one variable, we define the linear
approximation at (x o, Yo) for a general function f of two variables to be the
linear function
I(x,y) = f(xo,Yo) + fx(xo,yo)(x - xo) + /y(xo,yo)(y - Yo),
which is of the form ax + by + c with
a = fAxo , Yo), b = /y( Xo , Yo), and
c = f(x o , Yo) - xofAx o , Yo) - Yo/y(xo, Yo)·
776 Chapter 15 Partial Differentiation
The function I is the unique linear function which has at (xo, Yo) the same
value and the same partial derivatives as f. The graph
z = f(xo,yo) + fxCxo,yo)(x - x o) + J;,(xo,Yo)(Y - Yo) (I)
of the linear approximation is a plane through (x o, Yo, f(x o, Yo», with normal
vector -fAxo, yo)i - f,(xo, yo)j + k; it is called the tangent plane at (xo, Yo) to
the graph of f (see Fig. 15.2.1).
z
Normal vector
Z = [(X,y)
Figure 15.2.1. The tangent
plane at (xo, Yo) to the
graph z = j(x, y) has the
equation z = j(xo, Yo) +
jAxo, Yo)(x - xo) + fixo, Yo)(y - Yo)· y
A vector normal to the
plane is
n = -fAxo,yo)i - J;,(xo,yo)j + k.
'I
z =V - Xo2 - Yo2 - ( x - Xo ) - -;.=======-(y
Xo Yo - Yo,)
~I x5 - Y5 - x5 - Y5 JI -
Xo Yo
or z = Zo - - (x - x o) - - V - Yo),
Zo Zo
A normal vector is thus Xo i + Yo j + k. Multiplying by zo, we find that
Zo Zo
another normal vector is xoi + yoj + zok. Thus we have recovered the geomet-
ric result that the tangent plane at a point P of a sphere is perpendicular to the
vector from the center of the sphere to P. A
The linear approximation may be defined as well for a function of three
variables. We include its definition in the following box.
In this case, fx(x, y) = eXy and J;,(x, y) = eX. Evaluating the partial
derivatives at (- 1, 1), we find a normal to be - e-li - e -Ij + k, and so a
unit normal is
~ Example 4 Calculate an approximate value for (0.9geo.0 2l Compare with the value from
a calculator.
Solution Let z = f(x, y) = (xe y )8 and let X o = 1 and Yo = 0, so f(1, 0) = 1. We get
which is 8 at (1,0),
and
~; = 8x 8e 8Y , which is 8 at (1,0).
Example 6 A multiplication problem is altered by taking a small amount from one factor
and adding it to the other. How can you tell whether the product increases or
decreases?
Solution Let f(x, y) = xy. If the amount moved from y to x is h, we must look at
f(x + h,y - h) - f(x,y),
which may be approximated by
hfxC x, y) + ( - h)/y,( x, y).
The partial derivatives are fx(x, y) = y and /y,(x, y) = x, so the linear approxi-
mation to the change in the product is h(y - x). Thus, the product increases
when the increment h is taken from the larger factor . •
Find an appropriate value for each of the quantities in 26. Let g( u, v) be the gas mileage if you drive u miles
Exercises 17-22 using the linear approximation. and use v gallons of gasoline. How does g( u, v)
17. (1.01)2[1-A98] [Hint: 1.96 = (1.4)2.] change if you go /).U extra miles on /).V extra
gallons? (Use the linear approximation.)
18 t ('TT + 0.01 )
. an 3.97 27. Suppose that z = j(x, y) = x 2 + y2 .
(a) Find az/ayl(l.I)
19. (0.9W + (2.01)3 - 6(0.99)(2.01)
(b) Describe the curve obtained by intersecting
the graph of j with the plane x = 1.
20. (0.98)sin( ~:~~ ) (c) Find a tangent vector to this curve at the
21. (0.98)(0.99)(1.03) point (1, \, j(1, 1».
22. ~(4.01)2 + (3.98)2 + (2.02)2 28. Repeat Exercise 27 for z = j(x, y) = e Xy .
29. Let j(x, y) = -(I - x 2 - y2)1/2 for (x, y) such
23. In the setup of Example 4, Section 15.1, at Dawson that x 2 + y2 < 1. Show that the plane tangent to
Creek, is the temperature increasing or decreasing the graph of j at (xo, Yo, j(xo, Yo» is orthogonal
as you proceed south? As you proceed east? South- to the vector with components (xo, Yo, j(xo, Yo»·
east? Interpret this geometrically.
~ 24. Refer to Exercise 45, Section 15.1. If, in part (b), *30. (a) Let k be a differentiable function of one
R 1 is increased by 1 ohm, R 2 is decreased by 2 variable, and let j(x, y) = k(xy). Suppose that x
ohms, and R3 is increased by 4 ohms, use the and yare functions of t: x = get), y = h(t), and
linear approximation to calculate the change in set F(t) = j(g(t),h(t». Prove that
R. Compare with a direct calculation on a calcu-
lator. P(t) = aj dx + aj dy .
25. Let j( a, v) be the length of a side of a cube whose
ax dt ay dt
surface area is a and whose volume is v. Find the (b) If j(x, y) = k(x)l(y), show that the formula
linear approximation to j(6 + /).a, 1 + /).v). in (a) is still valid. (These are special cases of the
chain rule, proved in the next section.)
as well as upon the partial derivatives aTlax and aTlay of temperature with
respect to position. The correct formula relating all these derivatives is given
in the following box. The formula will be proved after we see how it works in
an example.
Example 1 Suppose that a duck is swimming in a circle, x = cos t, Y = sin t, while the
water temperature is given by the formula T = x 2eY - xy3. Find dTI dt: (a) by
the chain rule; (b) by expressing T in terms of t and differentiating.
Solution (a) aTlax = 2xeY - y3; aTlay = x 2e Y - 3xy2; dxldt = -sint; dyldt =
cos t. By the chain rule, dTI dt = (a T lax)(dx I dt) + (a T lay)(dy I dt), so
An intuitive argument for the chain rule is based on the linear approximation
of Section 15.2. If the position of the duck changes from the point (x, y) to the
point (x + Ax, y + Ay), the temperature change AT is given approximately by
(aTlax)Ax + (aTlay)Ay. On the other hand, the linear approximation for
functions of one variable gives Ax -:=:::; (dx I dt) 6.t and Ay -:=:::; (dy I dt) At. Putting
these two approximations together gives
AT-:=:::; aT dx At + aT dy At.
ax dt ay dt
15.3 The Chain Rule 781
Hence
AT ~ aT dx + aT dy (I)
At ~ ax dt ay dt .
As At ~ 0, the approximations become more and more accurate and the ratio
ATI At approaches dTI dt, so the approximation formula (1) becomes the
chain rule. The argument for three variables is similar.
In trying to make a proof out of this intuitive argument, one discovers
that more than differentiability is required; the partial derivatives of T should
be continuous. The technical details are outlined in Exercise 20.
Example 2 Verify the chain rule for u = xeYZ and (x, y, z) = (e l , t, sin t).
Solution Substituting the formulas for x, y, and z in the formula for u gives
u = e I • e I sin I = e 1(1 + sin t) ,
SO ~~ =[tcost+(1 +sint)]et(I+Sint).
The chain rule says that this should equal
au dx + au dy + au dz = eyzel + xzeYZ. I + xyeYZcost
ax dt ay dt az dt
= etsinlet + etsintetsinl + e ' · t. elsintcost
= et(l+sint)(1 + sint + t COS t),
which it does ....
Example 3 Suppose that v = rcos(st) - eSsin(rt) and that r, s, and t are functions of x.
Find an expression for dv I dx.
Solution We use the chain rule with a change of notation. If v = f(r,s,t) and r,s,t are
functions of x, then
dv = av dr + av ds + av dt
dx ar dx as dx at dx .
In this case we get
Example 4 What do you get if you apply the chain rule to the case z = xy, where x and y
are arbitrary functions of 11
Solution If z = xy, then az lax = y and az lay = x, so the chain rule gives dz I dl
= y(dx I dt) + x(dy I dt), which is precisely the product rule for functions of
one variable. ...
The chain rule for the case of two intermediate variables has a nice geometric
interpretation involving the tangent plane. Recall from Section 15.2 that the
tangent plane to the graph z = f(x, y) at the point (xo, Yo) is given by the
linear equation z = f(x o, Yo) + fAx o, Yo)(x - x o) + /y(x o, Yo)(y - Yo). For this
formula to be consistent with the definition of the tangent line to a curve, we
would like the following statement to be true.
782 Chapter 15 Partial Differentiation
To verify the above statement, we start with the fact that (g(t),h(t),k(t» lies
on the surface z = f(x, y), i.e.,
k(t) = f(g(t),h(t»).
Differentiate both sides using the chain rule and then set t = to:
k'(to) = fx( x o , Yo) g'(to) + /y(xo, yo)h'(to);
but this shows that the tangent line
z - Zo = tk'(to), x - Xo = tg'(to), y - Yo = th'(to)
satisfies z - zo==IAxo' Yo)(x - xo) + /y(xo, Yo)(y - Yo); that is, the tangent
line lies in the tangent plane.
You may think of the preceding box as the "geometric statement" of the
chain rule. It is illustrated in Fi~. 15.3.1. .
Example 5 Show that for any curve a(t) in the upper hemisphere z = ~l - x 2 - y2 , the
velocity vector a'(t) is perpendicular to a(t).
Solution Let (x, y,z) = a(t). By the preceding box, a'(t) is perpendicular to the normal
vector to the hemisphere at (x,y,z). From Example I of the previous section,
this normal vector is just xi + yj + zk = a(t). Thus, a'(t) is perpendicular to
a(t) . ....
Example 6 Show that the tangent plane at each point (xo, yo,zo) of the cone
z = ~X2 + y2 «x, y) =1= (0,0» contains the line passing through (xo, Yo,zO> and
the origin.
Solution The line 1 through (xo, yo,zo) and the origin has parametrization (x, y,z) =
(xot, Yot,zot). Since this line lies in the cone for all t > 0, (Z2 = z~t2 =
(x~ + y~)t2 = x 2 + y2), the geometric interpretation of the chain rule implies
that the tangent plane to the cone contains the tangent line to I; but the
tangent line to 1 is 1 itself, so 1 is contained in the tangent plane .....
15.3 The Chain Rule 783
The chain rule of Section 15.3 involves both the partial derivatives of one
function of three variables and the derivatives of three functions of one
variable. We may assemble the derivatives of one function of three variables
as a 1 X 3 matrix or row vector which we denote
au au au ]
[ ax au (1)
ay az = a(x, y,z)
and the velocity vector of three functions of one variable as a 3 X 1 matrix or
column vector which we denote
dx
dt
dy a(x, y,z)
(2)
dt at
dz
dt
(If there are only two intermediate variables, our row and column vectors will
be 1 X 2 and 2 X 1 matrices.)
To express the chain rule in this new notation, we define a product
between row and column vectors of the same length.
bm
be a row vector and a column vector, respectively. If m = n, we define
the product AB to be the number a) b) + a 2 b2 + ... anbn = 2:,7= )a;b;. (If
m =1= n, the product AB is not defined.)
15.4 Matrix Multiplication and the Chain Rule 785
In terms of this definition, the chain rule for three intermediate variables
becomes
dx
dt
du = [ au au au] dy
au a(x, y,z)
(3)
dt ax ay az dt a(x, y,z) at
dz
dt
which looks very much like the chain rule of one-variable calculus.
The product of row and column vectors has many other applications. For
example, every linear functionj(x, y,z) = ax + by + cz + d can be written as
j(x,y,z)=[a b C][~]+d.
Your bill at the fruit market can be expressed as a product PQ, where
P=[PI P2 Pn]
is the price vector whose ith entry is the price of the ith fruit in dollars per
kilogram, and
ql
Q=
qn
is the quantity vector whose ith entry is the number of kilograms of the ith fruit
purchased.
Example 1 Find AB if
A ~ [I 2 3 4] and B ~ ~!J
[
ax ax
au av
ay ay a(x, y,z)
au av a(u,v)
az az
au av
The rows of this matrix are the derivative vectors of j, g, and h. The columns
are the "partial velocity vectors" with respect to u and v of the vector-valued
function r(u, v) = (j(u,v), g(u,v),h(u,v».
In general, we may define the derivative matrix of m functions of n
variables, as in the box on the following page.
786 Chapter 15 Partial Differentiation
Derivative Matrix
Let u\ = f\(x\,x 2, ... ,xn), u2 = J2(X\,X 2, ... ,xn ), . . • , and Um =
fm(x\,x2' ... , xn) be m functions of the n variables Xl>' . . , Xn. The
derivative matrix of the u/s with respect to the x/s is the m X n matrix:
The entries of the derivative matrix are functions of (x \' ... , xn)' If we fix
values (x?, ... , x:J for the independent variables, then the derivative matrix
becomes a matrix of numbers and is denoted by
Example 2 Let U = X2 + y2, V = X2 - y2, and w = xy. Find d(U, v, W)/d(X, y) and evalu-
ate
d(U,V,W) I
a(x,y) (-2.3)
a( u, v, w) _ [ 2x
d(X, y) - 2x
Y
Substituting x = - 2 and y = 3, we get
-~l'"
-2
Notice that the derivative matrix of one function U = J(t) of one variable is a
1 X 1 matrix a( u) / d( t) whose single entry is just the ordinary derivative du / dt.
Thus the chain rule (3) can be rewritten as
d(U) d(U) a(x, y,z)
_ = (4)
d(t) d(X, y,z) a(t)
In the remainder of this section, we will show how to multiply matrices of
all sizes and, thereby, to generalize the chain rule (4) to several independent
and dependent variables.
15.4 Matrix Multiplication and the Chain Rule 787
3( u, v) =
3(t)
r ~~dv 1= [ amem+fp+gr
+ bp + cr].
dt
(ii) The entries of 3(u,v)/3(t) are
[a be] [ f] and [e I g] [ fl
Notice that they are obtained by multiplying the rows of 3(u,v)/3(x,y,z) by
the (single) column of 3(x, y,z)/3(t) . ...
The preceding example and the multiplication of row and column vectors
suggest how we should multiply m X n matrices.
Matrix Multiplication
Let A and B be two matrices and assume that the number of columns of
A equals the number of rows of B. To form C = AB:
1. Take the product of the first row of A and first column of B and let it
be the (1, 1) entry of C.
2. Take the product of the first row and second column of B and let it
be the (1,2) entry of C.
3. Repeat. In general, the product of the ith row of A and jth column of
B is the (i, j) entry of C.
788 Chapter 15 Partial Differentiation
Example 4 Let
-3
1
- 0] and B = [i
Find AB and BA.
Solution
2
~- I
0]_ ]=
8
(going across the first row of A and down the first column of B). Moving to
the second col1lmn of R:
1
Moving to the second and third rows of A, we fill in the remaining entries:
I 1]
~ .
BA is not defined since the number of columns of B is not equal to the
number of rows of A . ...
Example 5 Find:
Solution
Example 5 shows that even if AB and BA are defined, they may not be equal.
In other words, matrix multiplication is not commutative.
Example 6 For 2 X 2 matrices A and B, verify that lAB 1= IA liB I, where IA I denotes
the determinant of A (Section 13.6).
Solution Let
A = [~ ~] and B = [~ {l
Then IAI = ad - bc, IBI = eh - gf, and
IABI=\ae+b g af+bh\
ce + dg cf + dh
=IAI·IBI· ...
15.4 Matrix Multiplication and the Chain Rule 789
The result of Example 3(b) may be written in the following way in terms of
derivative matrices:
a(u,v) _ a(u,v)
----a(tf - a(x,y,z)
aX I aX I
aU I aU I aU I aU I aU I all a/2
al I a/2 aX I aX 2 aX 3 aX 2 aX 2
aU2 aU2 aU2 aU2 aU2 all a/2
at l a/2 aX I aX 2 aX3 aX 3 aX3
~ a/2
(5)
In taking the partial derivatives with respect to I I' we hold 12 fixed and take
ordinary derivatives with respect to I I' With this understood, we may rewrite
(5) as
(6)
= (2xy)(2xy) + ze- xz ,
which is the same. ...
Example 8 Let (x,y) be cartesian coordinates in the plane and let (r,O) be polar
coordinates. (a) If z = f(x, y) is a function on the plane, express the partial
derivatives az jar and az jaO in terms of az jax and az jay. (b) Express
a2z jar2 in cartesian coordinates.
Solution (a) By the general chain rule, using x = rcosO andy = rsinO,
ao
ax
ay
1
ao
_[ kax
-
az ] [cosO - rSinO].
ay sin 0 r cosO
Multiplying out,
az = k cosO + az sinO
ar ax ay'
az = r[ - k sinO + az COSO].
ao ax ay
(b) By (a),
az = k cosO + az sinO. (7)
ar ax ay
a2z = ( a2z2 cos 0 + a a2az sin 0 )cos 0 + ( a a2za cos 0 + a2~ sin 0 ) sin iJ
ar2 ax y x x y ay
= az
2
ax 2
cos20 + 2 ~ sin 0 cos 0 + a2z sinZO
ayax ay2
In this example,
a(x, y)
a(u,v)
=[1
1
-2]3 '
so
aCt,s) = aCt,s) [1 at ]
ay [11
a(u,v) a(x, y) 1 as
ay
-2 1i
ax +3.Q{]
ay
-2.£!. + 3 as
ax ay
••
Exercises for Section 15.4 Compute az/ax and az/ay in Exercises 21-24 using
Find the matrix products in Exercises 1-4. matrix multiplication and by direct substitution.
1. [I 2 i
3][ 1 I
2"
21. z = u2
22. z = u2
v=
+ v 2 ; u = 2x + 7, v = 3x + Y + 7.
+ 3uv - v 2 ; u = sin x,
-cosx + cosy.
23. z = sinucosv; u = 3x 2 - 2y, v =x - 3y.
24. z = u/v 2 ; U = X + y, v = xy.
3. [2 2 6][ ~ 1 4. [I 2 3 25. (a) Compute derivative matrices a(x, y)/a(I,S)
and a(u, v)/a(x, y) if
x = 1 + s, Y = 1 - s,
Find the derivative matrices in Exercises 5-8 and evalu-
ate at the given points. u = x 2 + y2, V = x2 _ y2.
5. a(x, y)/a(u, v); x = u sin v, y = euv; at (0, I). (b) Express (u,v) in terms of (I,s) and calculate
6. a(x, y, z)/a(r, 0, </»; where x = r sin </> cos 0, a(u, v)/a(t, s).
y = r sin</> sinO, z = rcos</>; at (2,7[/3,7[/4). (c) Verify that the chain rule holds.
7. a(u, v)/a(x, y, z); u = xyz, v = x + y + z; 26. Do as in Exercise 25 for the functions
at (3,3,3). x = 12 - S2, Y = Is, u = sin(x + y),
8. a(x,y)/a(r,O); x = rcosO,y = rsinO; at (5,7[/6). v = cos(x - y).
Compute the matrix products in Exercises 9-20 or 27. Do as in Exercise 25 for x = Is, Y = Is; u = x,
n
explain why they are not defined. v= -Yo
II. [~ .~][~ ~] 12. [~ n[~ ~] 29. Suppose that a function is given in terms of
rectangular coordinates by u = f(x, y,z). If
13. [
°2 ~ J[ i1 14. [i 1[i 1 x = rcosOsin</>,
y = rsinOsin</>,
z = rcos</>,
15. [g ~][~] 16. [~ express au/ar, au/ao, and au/a</> in terms of
au/ax, au/ay, and au/az.
30. Suppose that x, y, z are as in Exercise 29 and
17. [~ gJ[~ ~J u = x 2 + y2 + Z2. Find au/ar, au/ao, and
n
au/a</>.
31. Express the polar coordinates rand 0 in terms of
19·(D ~J[i -~])[~ the cartesian coordinates x and y, and find the
32. Let A be the derivative matrix a(x, y)/a(r, 0) for (b) Suppose that n = 3. Show that the absolute
x = r cos 0, y = r sin O. Let B be the derivative value of
matrix a(r, o)/a(x, y) of Exercise 31, with its
entries expressed in terms of rand O. Find AB
Ia(x)
a(U) , u2 ,u3) I I
and BA. ,X2,X3) (a,b,c)
33. Let B be the m X 1 column vector is the volume of the parallelepiped spanned
by the vectors
m
au) !
( ax. aU2! aU ! )
' ax. ' ax.
3
for i = 1,2, 3.
40. Compute the following jacobian determinants:
(a) (x,y) = (rcosO,rsinO), Find
m
I·
If A = [al ... am] is any row vector, what is AB?
Exercises 34-38 form a unit.
Ia(x,y)
a(r, 0)
n n·
34. Let (b) Let (x, y,z) = (rcosO,rsinO,z). Find
I·
I= [~ and A = [~ Ia(x,y,z)
a(r,O,z)
Find a matrix B such that AB = I.
(c) Let (x, y, z) = (r cos 8 sin cp, r sin 0 sin cp, rc,
35. In Exercise 34, show that we also have
Find
[~ ~l I·
BA =
36. Show that the solution of the equation
Ia(x,y,z)
a(r,8,cp)
41. Compute the jacobian determinants (see Exercise
39) of the following functions at the indicated
where A and B are as in Exercises 34 and 35. points:
(a) (x, y) = (t 2 + s2, t 2 - s2); (t, s) = (1,2).
37. Find a matrix B such that
(b) (u,v)=(x + y,xy);(x,y)=(5, -3).
B[i ;]=[~ ~l (c) Compute the jacobian determinant of (u, v)
with respect to (t, s) from parts (a) and (b) at
38. Using the results of Exercises 36 and 37, solve (t,s) = (1,2). Verify that your answer is the
each of the following systems of equations: product of the answers in (a) and (b).
(a) x + 2y = I, 2x + 5y = 2; 42. Prove the following equations (notation from Ex-
(b) x + 2y = 0, 2x + 5y = O. ercise 39) in light of the chain rule and the
Exercises 39-42 form a unit. multiplicative property of determinants found in
39. If (f1(X), • . • , x n), ... , fn(x), ... , x n»
I
Example 6:
= (u), ... , un) are n functions of n variables,
a(x,y) =1 a(u,v) I;
then the (square) matrix of partial derivatives is
(a) I ~II
a(x, y) aCt,s) aCt,s)
I I
called the jacobian matrix. Its determinant is
called the jacobian determinant and is denoted by
(b) a(x,y) aCt,s) 1=1.
I.
I a( u) , • • • , un)
a(x) , ... , xn)
aCt,s) a(x, y)
! a(a(x, y)U2) ! I
ity:
u) ,
(a,b)
( au) I aU21 )
ax (a.b/ ax (a,b)
and
Review Exercises for Chapter 15 793
44. A rotation of points in the xy plane (relative to *47. Verify the formula IABI = IAIIBI for 3 X 3 ma-
fixed axes) is given by trices A and B, where IA I denotes the determi-
u = g{x, y) = xY f( X ;Y).
17. Find (a/ax)eX-COS(YX)lx=l.y=o, (a) Find the expected change in capacitance for
18. Find (a/as)exp(rs 3 - r 3s)lr=l.s_I' two parallel wires, separated by 2 centime-
19. Find fAl, 0) if f(x, y) = cos(x + eYX ). ters, with radius 0.40 centimeter, due to a
20. Find J,( -1,2) if fer, s) = (r + s2)/(1 - r2 - S2). radius increase of 0.01 centimeter.
21. The possible time T in minutes of a scuba dive is (b) A wire of 0.57 centimeter radius has its
given by T = 32 V /(x + 32), where V is the vol- central axis at a uniform distance of 3 centi-
ume of air in cubic feet at 15 psi (pounds per meters from a conducting plane. Due to
square inch) which is compressed into the air heating, the wire increases 0.02 centimeter in
tanks, and x is the depth of the scuba dive in radius, but due to bowing of the wire, it can
feet. be assumed that the axis of the wire was
(a) How long can a 27-foot dive last when raised to 3.15 centimeters above the plane.
V=65? What is the expected change in capacitance?
(b) Find aT/ax and aT/aV when x=27, 37. At time t = 0, a particle is ejected from the
V = 65. Interpret. surface x 2 + 2y2 + 3z 2 = 6 at the point (I, 1, 1) in
22. The displacement of a certain violin string placed a direction normal to the surface at a speed of 10
on the x axis is given by u = sin(x - 6t) + units per second. At what time does it cross the
sin(x + 6t). Calculate the velocity of the string at sphere x 2 + y2 + z2 = 103? [Hint: Solve for z].
x = I when f = t. 38. At what point(s) on the surface in Exercise 37 is
Find the limits in Exercises 23-26, if they exist. the normal vector parallel to the line x = y = z?
39. Verify the chain rule for the function f(x, y,z)
23. lim (x 2 - 2xy + 4) = In(1 + x 2 + 2z 2)/(1 + y2) and the curve (J(t)
(x,y)->(O,O)
= (t, 1 - P,COSf).
24. lim (x 3 - y3 + 15)
(x,y)->(O.O) 3 3 40. Verify the chain rule for the function f(x, y)
X - Y = x 2 /(2 + cos y) and the curve x = e l , y = e- ' .
25. lim
(x,y)->(o.O) x 2 + y2 41. (a) Let c be a constant. Show that, for every
xy + x 3 + X - 2 function f(x), the function u(x, t) = f(x - ct)
26. lim
(x,y)->(o.O) satisfies the partial differential equation
U t + cU x = O.
Find the equation of the tangent plane to the given (b) With u as in (a), consider for each value of t
surface at the indicated point in Exercises 27-30. the graph z = u(x, t) in the xz plane. How does
27. z = x 2 + y2; X = 1, Y = I. this change as t increases?
28. z = x sin y; x = 2, Y = 7T /4. 42. (a) Show that, if u(x, t) is any solution of the equa-
29. z = e XY ; x = 0, y = O. tion Ut + cU x = 0, then the function g(y, t)
30. z = ';X2 + y2 ; X = 3, Y = 4. defined by g(y, t) = u(y + ct, t) is independent
Use the linear approximation to find approximations of t.
for the quantities in Exercises 31-34. (b) Conclude from (a) that u must be of the form
u(x, t) = f(x - ct) for some function f
31. ../(1.01)2 + (4.01)2 + (8.002)2 (c) What kind of wave motion is described by the
32. (2.004)ln(0.98) equation u, + cU x = O?
33. (0.999)1.001 43. A right circular cone of sand is gradually collaps-
34. (1.001)°·999 ing. At a certain moment, the cone has a height
of 10 meters and a base radius of 3 meters. If the
35. Find an approximate value for the hypotenuse of
height of the cone is decreasing at a rate of 1
a right triangle whose legs are 3.98 and 3.03.
meter per hour, how is the radius changing,
36. The capacitance per unit length of a parallel pair
assuming that the volume remains constant?
of wires of radii Rand axis-to-axis separation D
44. A boat is sailing northeast at 20 kilometers per
is given by
hour. Assuming that the temperature drops at a
7T€O
rate of O.2°C per kilometer in the northerly direc-
C= --.-(-D-+----;.~D=:;;::2-=4R:: : : :; :-2-:-) tion and 0.3°C per kilometer in the easterly
In 2R direction, what is the time rate of change of
temperature as observed on the boat?
The capacitance between a wire and a plane 45. Use the chain rule to find a formula for
parallel to it is (d/ dt)exp[j(t)g(t)].
46. Use the chain rule to find a formula for
(d/ dt)(j(t)g(t».
47. If x and yare functions of t, 64. In the situation of Exercise 63, express az jax
dx I = I, and dy
dt I~O dt I~O
= - I, I and azjay in terms of azjau and azjav.
65. The ideal gas law PV = nRT involves a constant
R, the number n of moles of the gas, the volume
find dd e X + 2Xy l in terms of x and y. V, the Kelvin temperature T, and the pressure P.
t I~O
(a) Show that each of n, P, T, V is a function of
48. If x, y, and z are functions of t and the remaining variables, and determine ex-
dXI =1 dYI_ o plicitly the defining equations.
(b) The quantity ap jaT is a rate of change .
. dt I~O ' dt I~O
and dz
dt I~O
I
= -I find dd cos(xyz 2 )1
' t I~O
In
Discuss this in detail, and illustrate with an
example which identifies the variables held
terms of x, y, and z. constant.
(c) Calculate aV jaT, aT jap, ap ja V and show
49. The tangent plane to z = x 2 + 6y2 at x = 1, y = 1
that their product equals - I.
meets the xy plane in a line. Find the equation of
this line. 66. The potential temperature n is defined in terms of
50. The tangent plane to z = e Y at x = 1, y = 2 meets
X -
temperature T and pressure p by
the line x = t, Y = 2t - 1, z = 5t in a point. Find it.
n=T ( -
1000 )0.286 .
Find the products AB of the matrices in Exercises p
51-60. The temperature and pressure may be thought of
as functions of position (x, y, z) in the atmo-
sphere and also of time t.
(a) Find formulas for an jax, an jay, an jaz,
an jat in terms of partial derivatives of T
andp.
(b) The condition anjaz < 0 is regarded as un-
stable atmosphere, for it leads to large verti-
53. A = [~ cal excursions of air parcels from a single
54 . A =[ 2 I
upward or downward impetus. Mete-
orologists use the formula
55. A =U an
az
= !!.. ( aT + ~)
T az Cp '
[! ~
considered independent variables which de-
termine the third variable.
59. A = (b) Find aT jap, ap ja V, aV ja T. Identify
which variables are constant, and interpret
69. What is wrong with the following argument? 75. Given w = f(x, y) with x = u + v, Y = u - v,
Suppose that w = f(x, y) and y = x 2. By the show that
chain rule,
a2w a2w a2w
aw = aw ax + away = aw + 2x aw au av - ax 2 ay2
ax ax ax ay ax ax ay .
*76. (a) A function u = f(x I, ... , x m) is called homo-
Hence 0 = 2x(aw lay), so aw lay = o. geneous of degree n if
70. What is wrong with the following argument?
f(tXI, ... , txm) = tnf(XI , ... , x m)·
Suppose that w = f(x, y,z) and z = g(x, y).
Then by the chain rule, Show that such a function satisfies Euler's differ-
ential equation
aw = aw ax + away + aw ~ au +x2-a
au + ... au
ax ax ax ay ax az ax xl-a +xm-a-=nf(xl, ... ,xm).
xI X2 Xm
= aw + aw ~.
ax az ax (b) Show that each of the following functions
Hence satisfies a differential equation of the type in part
(a), find n, and check directly that f is homoge-
0= aw ~ neous of degree n.
az ax' (i) f(x, y) = x 2 + xy + y2;
so aw /az = 0 or az lax = 0, which is, in general, (ii) f(x, y, z) = x + 3y - jXZ; xz > 0;
absurd. (iii) f(x, y, z) = xyz + x 3 - xy.
71. For a function u of three variables (x, y,z), show
that a3u/ax ayaz = a3u/ay az ax.
* 77. In Exercise 77 on page 775 we saw that the
mixed partial derivatives of
72. For a function u of three variables (x, y,z), show
that a3u/ax ayaz = a3u/az ax ay. xy(x2 _ y2)
73. Prove that the functions
z=
x2 + y2
(a) f(x, y) = In(x2 + y2),
at (0,0) are not equal. Is this consistent with the
(b) g(x, y,z) = 1 1/2' graph in Fig. 15.R.l?
(x 2 + y2 + Z2)
1
(c) h(x,y,z,w)= 2 2 2'
x 2 +Y + z + w
satisfy the respective Laplace equations:
(a) fxx + }"yy = 0,
(b) gxx + gyy + gzz = 0,
(c) hxx + hyy + hzz + hww = 0,
where fxx = a2J1ax 2, etc.
74. If z = f(x - y)/y, show that
z + y(az/ax) + y(az/ay) = O.
Gradients, Maxima,
and Minima
dx i + dy j + dz k and
dt dt dt
We recognize the first vector as the velocity vector of a parametric curve; if
aCt) is the vector representation of the curve, it is just a'(t). The second vector
is something new: it depends upon the function u = f(x, y,z) and contains in
vector form all three partial derivatives of f. This is called the gradient of f and
is denoted Vf. Thus
Vj( x, y, z) = fAx, y, z)i + hex, y, z)j + fz( x, y, z)k.
The Gradient
If z = I( x, y) is a function of two variables, its gradient vector field VI is
defined by
We may sketch a vector field cI»(x, y) in the plane by choosing several values
for (x, y), evaluating cI»(x, y) at each point, and drawing the vector cI»(x, y)
with its tail at the point (x, y). The same thing may be done for vector fields
in space, although they are more difficult to visualize.
Example 2 Sketch the gradient vector field of the function I(x, y) = x 2/1O + y2/6.
Solution The partial derivatives are Ix(x, y) = x /5 and /y,(x, y) = y /3. Evaluating these
for various values of x and y and plotting, we obtain the sketch in Fig. 16.1.1.
For instance, Ix (2, 2) = ~ and /y,(2, 2) = ~; thus the vector ~ i + ~j is plotted at
the point (2,2), as indicated in the figure. A
y
"\\\
"
x
///
"-..
Figure 16.1.1. The gradient
vector field Vj, where
j(x, y) = (x 2 / 10) + (y2/6).
//1
16.1 Gradients and Directional Derivatives 799
In sketching a vector field cI»(x, y), we sometimes find that the vectors are so
long that they overlap one another, making the drawing confusing. In this
case, it is better to sketch ec)(x, y), where e is a small positive number. This is
illustrated in the next example.
Example 3 (a) Illustrate the vector field c)(x, y) = 3yi - 3xj by sketching kcI»(x, y).
(b) Using the law of equality of mixed partial derivatives, show that the vector
field in (a) is not the gradient vector field of any function.
Solution (a) If we sketched c)(x, y) = 3yi - 3xj itself, the vectors at different base
points would overlap. Instead we sketch kc)(x, y) = !-yi - !-xj in Fig. 16.1.2.
(b) If cI»(x, y) = 3yi - 3xj were the gradient of a function z = j(x, y), we
would have ozlox = 3y and ozloy = -3x. By the equality of mixed partial
derivatives, 02Z lox oy = - 3 and 02Z loy ox = 3 would have to be equal; but
3 =1= - 3, so our vector field cannot be a gradient. ...
In a number of situations later in the book, the vector r from the origin to a
point (x, y,z) plays a basic role. The next example illustrates its use.
V( 1r ) = ~ ( 1 )i + ~ ( 1 )j + ~ ( 1 )k.
ox r oy r OZ r
Now
as required. Finally,
In the next box we restate the chain rule from Section 15.3 in terms of
gradients.
h' (I) = VJ( 0'(1» • 0"(1); that is, ~ J( a(t» = VJ( a(t» • 0"( t).
In this form, the chain rule looks more like it did for functions of one
variable:
~ (J(g(l») = j'(g(t»g'(t).
Example 5 Verify the chain rule for u = J(x, y,z) = xy - z2 and a(t) = (sint,cost,e l ).
Solution The gradient vector field of J is yi + xj - 2zk; the velocity vector is given by
a'(t) = costi - sintj + elk. By the chain rule,
Example 6 Suppose that J takes the value 2 at all points on a curve a(t). What can you
say about VJ(a(t» and a'(I)?
Solution If J(a(t» is always equal to 2, the derivative (dj dt) J(a(I» is zero. By the
chain rule, 0 = VJ(a(t»· a'(t), so the gradient vector VJ(a(I» and the veloc-
ity vector a'(t) are perpendicular at all points on the curve. •
Let u = J(x, y,z) be a function (with continuous partial derivatives) and a(t) a
parametrized curve in space. The derivative with respect to t of the composite
function J( 0'( t» may be thought of as "the derivative of J along the curve
a(t)." According to the chain rule, the value of this derivative at t = to is
VJ(a(to»· a'(to)' We may write this dot product as
IIVJ(a(to»lllla'(to)llcosO,
where 0 is the angle between the gradient vector VJ( 0'( to» and the velocity
vector a'(to) (Fig. 16.1.3). If we fix the function J and differentiate it along
various curves through a given point r (here, as usual, we identify a point with
the vector from the origin to the point), the derivative will be proportional to
the speed II a'(to) II and to the cosine of the angle between the gradient and
16.1 Gradients and Directional Derivatives 801
'(1 [(o(t)) velocity vectors. To describe how the derivative of f varies as we change the
0' (I) direction of the curve along which it is differentiated, we fix r and choose
z e O'(t) = r + td for d a unit vector. (Note that since d is a unit vector, the speed
of the curve O'(t) is 1, so I unit of time corresponds to I unit of distance along
the curve.)
We make the following definition: Let f(x, y, z) be a function of three
variables, r a point in its domain, and d a unit vector. Define the parametric
curve O'(t) by O'(t) = r + td. The derivative (dl dt) f(O'(t»!t=o is called the
directional derivative of f at r in the direction of d.
Since O"(t) = d and Ildll = I, we see that if f has continuous partial
derivatives, the directional derivative at r in the direction of d is
x
Figure 16.1.3. The
Vf(r)·d = IIVf(r)llcosO.
derivative of j along the Notice that the directional derivatives in the directions of i, j, and k are just
curve 0'(1) is the partial derivatives. For instance, choosing d = i, Vf· i = (j) + i;,j + fzk) • i
:r j(O'(t»= Vj(O'(t»· 0"(1) = fx' Similarly, Vf· j = 1;, and Vf· k = fz·
As we let d vary, the directional derivative takes its maximum value when
= IIVj(O'(t»IIIIO"(t)llcosB. cos 0 = I, that is, when d points in the direction of Vfer). The maximum value
of the directional derivative is just the length II Vf(r)ll.
The following box summarizes our findings.
Example 7 Compute the directional derivatives of the following functions at the indicated
points in the given directions.
(a) f(x, y) = x + 2X2 - 3xy; (x o, Yo) = (1, 1); d = (~,V.
(b) f(x, y) = In( VX2 + y2 ); (xo, Yo) = (1,0); d = (2,j5 15,,j5 15).
(c) f(x, y,z) = xyz; (x o, Yo,Zo) = (I, 1, I); d = (1/v2)i + (1/v2)k.
(d) f(x, y,z) = eX + yz; (x o, Yo,Zo) = (I, I, I); d = (1 I v'3)(i - j + k).
Solution (a) Vf(x,y) = (l + 4x - 3y, -3x). At (1, I) this is equal to (2, -3). The
directional derivative is Vf(x o, Yo) • d = (2, - 3) • (~, ~) = - ~.
(b) Vf(x,y) = (x/(x 2 + y2),yl(x 2 + y2», so Vf(1,O) = (1,0). Thus, the direc-
tional derivative in direction (2,j5 15,,j5 15) is 2,j5 15.
(c) Vf(x, y,z) = (yz,xz,xy), which equals (1, I, 1) at (1,1,1). For d equal to
°
(I I v2 ,0, I I v2), the directional derivative is I I v2 + + I I v2 = v2 .
(d) Vf(x, y,z) = (eX,z, y), which equals (e, 1, 1) at (1, I, 1). For d equal to
(1 I v'3) . (i - j + k), the directional derivative is e(1 I v'3) + I( - I v'3) +
1(1/v'3) = elts . ...
If one wishes to move from r = (x, y, z) in a direction in which f is increasing
most quickly, one should move in the direction Vfer). This is because
Vfer) . d = II Vf(r)llcos 0 is maximum when {} = 0, i.e., cos 0 = I, so d is in the
direction of Vfer). Likewise, - Vfer) is the direction in which f is decreasing at
the fastest rate.
802 Chapter 16 Gradients, Maxima, and Minima
ExampleS Let u=f(x,y,z)=(sinxy)e- z '. In what direction from (l,7T,0) should one
proceed to increase f most rapidly?
Solution We compute the gradient:
Vf=~i+ au j + aUk
ax ay az
= y cos( xy)e -z'i + x cos (xy)e-Z'j + (- 2z sinxy)e-z'k.
At (1, 7T, 0) this becomes
7T cos( 7T)i + cos( 7T)j = - 7Ti - j.
Thus one should proceed in the direction of the vector - 7Ti - j ....
Example 9 Captain Astro is drifting in space near the sunny side of Mercury and notices
that the hull of her ship is beginning to melt. The temperature in her vicinity is
given by T = e- X + e- 2y + e 3z • If she is at (1,1, I), in what direction should
she proceed in order to cool fastest?
Solution In order to cool the fastest, the captain should proceed in the direction in
which T is decreasing the fastest; that is, in the direction - V T(I, I, I).
However,
V T -- -
aT.
I
+ - J + -aT k -- -e -x,1 - 2 e -2y.J + 3 e3zk .
aT.
ax ay az
Thus,
- VT(I, I, I) = e-1i + 2e- 2j - 3e 3k
is the direction required....
Directional derivatives are also defined for functions of two variables. In this
case, we have a geometric interpretation of the directional derivatives of
f(x, y) in terms of the graph z = f(x, y). Given a point (xo, Yo) in the plane
and a unit vector d = ai + bj, we can intersect the graph with the plane &' in
space which lies above the line through (xo, Yo) with direction d. (See Fig.
16.1.4.)
Example 10 Let I(x, y) = x 2 - y2. In what direction from (0,1) should one proceed in
order to increase 1 the fastest? Illustrate your answer with a sketch.
Solution The required direction is
Thus one should head toward the origin along the y axis. The graph of I,
sketched in Fig. 16.1.5, illustrates this. A
Vr = k i + ar j + ar k = .:!. i + Yj + ~k
ax ay az r r r'
Vr = 1 (xi + yj + zk) = ! .
r r
Thus r is increasing fastest in the direction of r / r, which is a unit vector
pointing outward from the origin. This makes sense since r is the distance
from the origin. A
804 Chapter 16 Gradients, Maxima, and Minima
(c) In what direction is the steepest downward of f at (1,1) and the directional derivative there
path? in the direction toward (2, 3).
(d) In what direction(s) is the path level? 45. A function f(x, y) has, at the point (1,3), direc-
(e) If you proceed south, are you ascending or tional derivatives of + 2 in the direction toward
descending? At what rate? (2,3) and - 2 in the direction toward (1,4). De-
(f) If you move northwest, are you ascending or termine the gradient vector at (1,3) and compute
descending? At what rate? the directional derivative in the direction toward
(g) In what direction(s) may you proceed in (3,6).
order to be climbing with a grade of 3%? 46. In electrostatistics, the force P of attraction be-
37. In what direction from (1,0) does the function tween two particles of opposite charge is given
f(x, y) = x 2 - y2 increase the fastest? Illustrate by P = k(r/llrIl3) (Coulomb's law), where k is a
with a sketch. constant and r = xi + yj + zk. Show that P is the
38. In what direction from (- 1,0) does the function gradient of f = - k/llrll·
f(x, y) = x 2 - y2 increase fastest? Sketch. 47. The potential V due to two infinite parallel fila-
39. In what direction is the length of r + j increasing ments of charge of linear densities A and - A is
fastest at the point (1,0, I)? (r = xi + yj + zk). V = (Aj2 'ITfo)ln(rz/ r1), where rf = (x - xO)2 + y2
40. In what direction should you travel from the and ri = (x + xo)z + yZ. We think of the fila-
point (2,4,3) to make the length of r + k de- ments as being in the z direction, passing
crease as fast as possible? through the xy plane at (- Xo, 0) and (xo, 0).
41. Suppose that f and g are real-valued functions (a) Find V Vex, y), using the chain rule.
(with continuous partial derivatives). Show that: (b) Verify the flux law azv av
/h2 + 2 /ay2 = O.
(a) Vf = 0 if f is constant; 48. For each of the following find the maximum and
(b) V(f+g)=Vf+Vg; minimum values attained by the function f along
(c) V(ef) = eVfif e is a constant; the curve 0'( t):
(d) V(fg) = fV g + gV f; (a) f(x, y) = xy; O'(t) = (cos t, sin t);
(e) V(f/g) = (gVf- fVg)/g2 at points where 0.;; t .;; 2'IT.
g oj; O. (b) f(x, y) = x 2 + y2; O'(t) = (cos t, 2 sin t);
42. What rate of change does Vf(x, y, z) • (- j) rep- 0.;; t.;; 2'IT.
resent? *49. What conditions on the function f(x, y) hold if
43. (a) In what direction is the directional deriva- the vector field k X Vf is a gradient vector field?
tive of f(x, y) = (x 2 - y2)/(X 2 + y2) at (1, I) *50. (a) Let F be a function of one variable and f a
equal to zero? function of two variables. Show that the
(b) How about at an arbitrary point (xo, Yo) in gradient vector of g(x, y) = F(f(x, y» is
the first quadrant? parallel to the gradient vector of f(x, y).
(c) Describe the level curves of f. In particular, (b) Let f(x, y) and g(x, y) be functions such
discuss them in terms of the result of (b). that Vf = AV g for some function A(X, y).
44. Suppose that f(x, y) is given (and has continuous What is the relation between the level curves
partial derivatives). At (1,1) the directional deriv- of f and g? Explain why there might be a
ative in the direction toward (2,4) is 2 and in the function F such that g(x, y) = F(f(x, y».
direction toward (2,2) it is 3. Find the gradient
Recall that the tangent plane to a graph z = J(x, y) was defined as the graph
of the linear approximation to f. We found (Section 15.3) that the tangent
plane at a point could also be characterized as the plane containing the
tangent lines to all curves on the surface through the given point. For a
general surface, we take this as a definition.
806 Chapter 16 Gradients, Maxima, and Minima
The next box tells how to find the tangent plane to a level surface.
To prove this assertion, first observe thatf(o-(t» = c if the curve 0-(1) lies in S.
Hence
; f( o-(t» = 0.
By the chain rule in terms of gradients, this gives
Vf( o-(t» • 0-' (t) = 0.
°
Setting t = to' we have Vf(ro) • o-'(to) = for every curve 0- in S, so Vf(ro) is
normal to the tangent plane. (We required Vf(ro) =1= 0 so there would be a
well-defined plane orthogonal to Vf(ro).)
Example 1 Let u = f(x, y,z) = x 2 + y2 - Z2. Find Vf(O, O, I). Plot this on the level surface
f(x,y,z) = -1.
Solution We have
Example 2 Find a unit normal to the surface sin(xy) = e Z at (1, 'IT 12,0).
Solution Let f(x, y,z) = sin(xy) - e Z , so the surface is f(x, y,z) = o. A normal is
Vf= ycos(xy)i + xcos(xy)j - eZk. At (l,'lT/2,0), we get -k. Thus -k (or k)
is the required unit normal. (It already has length 1, so there is no need to
normalize.) •
Example 3 The gravitational force exerted on a mass m at (x, y,z) by a mass M at the
origin is, by Newton's law of gravitation,
F = - GMm r where r = xi + yj + zk and r = Ilrll.
r3 '
Example 4 Compute the equation of the plane tangent to the surface 3xy + z2 = 4 at
(1, 1, 1).
Solution Heref(x,y,z) = 3xy + Z2 and Vf= (3y,3x,2z), which at (1, 1, 1) is the vector
3i + 3j + 2k. Thus the tangent plane is
3(x-I)+3(y-l)+2(z-I)=0 or 3x+3y+2z=8 . •
Example 5 (a) Find a unit normal t() the ellipsoid x 2 + 2y2 + 3z 2 = lO at each of the
points (liD, 0, 0), (- liD, 0, 0), (1,0,v1), and (- 1,0, - v1).
(b) Do the vectors you have,found point to the inside or outside of the
ellipsoid?
(c) Give equations for the tangent planes to the surface at the two points of
the surface with Xo = Yo = 1.
808 Chapter 16 Gradients, Maxima, and Minima
Solution (a) Lettingj(x, y,z) = x 2 + 2y2 + 3z 2 = 10, we find Vj(x, y,z) = (2x,4y,6z).
At (flO, 0, 0), a unit normal to the ellipsoid is
Vj(flO ,0,0) (2flO ,0,0)
-------,-1/=2 = (1,0,0).
IIVj(flO ,0,0)11 ((2flO)2 + Q2 + 02)
At ( - flO, 0, 0), it is ( - 1,0,0). At (1,0, vG), it is
Vj(I,O,vG) (I 3vG )
II Vj(I,O,vG)1I = fi8 ,0, fi8 '
Curve of steepest
descent
(a) Steepest descent of a hill (b) Contour map of hill 2000 feet high
In the next example we check that the equation given in Section 15.2 for the
tangent plane to a graph is consistent with that given here.
Example 7 Let z = g(x, y). The graph of g may be defined as the level surface j(x, y,z)
= 0, where j(x, y,z) = z - g(x, y). Compute the gradient of j and verify that
it is perpendicular to the tangent plane of the graph z = g(x, y) as defined in
Section 15.2.
Solution With j(x, y, z) = z - g(x, y),
Vj( x, y, z) = jA x, y,z)i + t( x, y, z)j + .fz( x, y, z)k
= - gAx, y)i - gy(x, y)j + k.
This is exactly the normal to the tangent plane at (x, y) to the graph of g ....
Many functions of several variables are built by combining functions of one
variable. We actually found partial derivatives of such functions in our earlier
work on implicit differentiation and related rates. For instance, suppose that
y = j(x) and that x and y satisfy the relation
x 3 + 8xsiny = 0.
Then differentiating with respect to x, using the chain rule for functions of one
variable, gives
3x 2 + 8siny + 8xcosy ix = 0.
Implicit Differentiation
and Partial Derivatives
If Y = j(x) is a function satisfying the relation z = F(x, y) = 0, then
dy azlax
dx = - azlay , (1)
I.e.
, Fx(x,j(x))
j(x)= - Fy(x,j(x))' ( I')
Indeed, differentiating F(x, y) = 0 with respect to x using the chain rule gives
aF dx + aF dy = 0
ax dx ay dx '
I.e.,
aF + aF dy = 0
ax ay dx .
Solving for dy I dx gives the result in the box. Notice that in (1) it is incorrect
to "cancel the az's," because the minus sign would be left.
Likewise
az = _ex-y -1 and ~z Ix=o = -2.
ay Y y=O
Therefore
_ azlax = 1/2.
azlay
and so, by (1), dy/dx = 1/2...
Formula (1) makes sense as long as az lay 1= O. In fact there is a result called
the implicit junction theorem l which guarantees that F(x, y) = 0 does indeed
define y as a function of x, provided that az lay 1= O. The values of x and y
may have to be restricted, as we found when studying implicit differentiation
in Section 2.3 (see Figure 2.3.1).
I For a proof based on the mean value and intermediate value theorems, see 1. Marsden and
Example 10 Suppose that x = g(t) and y = h(t) satisfy the relation x 2 - y2 = xy. Find a
relation between dx / dt and dy / dt:
(a) by one-variable calculus;
(b) by formula (2).
Solution (a) Differentiating the relation x 2 - y2 = xy with respect to t by one-variable
calculus, we obtain 2x (dx/ dt) - 2y (dy / dt) = y (dx/ dt) + x (dy / dt) or,
equivalently, (2x - y) (dx / dt) - (2Y + x) (dy / dt) = O.
(b) To apply formula (2), we set F(x, y) = x 2 - y2 - xy. Then FAx, y)
= 2x - y and ~(x, y) = - (2y + x), so (2) gives the same relation between
dx/dt and dy/dt: (2x - y)(dx/dt) - (2y + x)(dy/dt) = o.•
Example 11 Suppose that x = get) and y = h(t) satisfy the relation x Y = 2. Find a relation
between dx / dt and dy / dt.
Solution Let z = F(x,y) = x Y - 2. Then az/ax = yx y - 1 and az/ay = xYlnx, so the
relation is
yxy-1 dx + xYlnx dy = O.
dt dt
Using the fact that x Y = 2, we can simplify this to
L dx + In x dy = O. •
x dt dt
18. xy = 17; (xo, 17/ xo). Suppose that x = get) andy = h(t) satisfy the equations
19. cos(x + y) = 1/2; x = 'TT /2, Y = O. in Exercises 45 and 46. Relate dx / dt and dy / dt.
20. e Xy = 2; (I, In 2). 45. In(x cos y) = x
Find the equation of the line normal to the given 46. cos(x - 2y2 + y3) = Y
surface at the given point in Exercises 21-24.
21. e -(x 2+ y2+z2) = e -3; (I, I, I) 47. (a) Find the plane which is tangent to the surface
z = x 2 + y2 at the point (I, - 2,5).
22. 2X2 + 3y 2 + Z2 = 9; (1, 1,2)
*(b) Letting f(x, y) = x 2 + y2, define the "slope"
23. x/yz = I; (I, I, I)
24. xyz2 = 4; (I, 1,2) of the tangent plane relative to the xy plane
and show that it equals IIVf(l, -2)11.
In Exercises 25-30, suppose that y is defined implicitly
48. (a) Show that the curve x 2 - y2 = c, for any
in terms of x by the given equation. Find dy / dx using
value of c, satisfies the differential equation
fOlynula (I).
dy/dx = x/yo
25. x 2 + 2y2 = 3
(b) Draw in a few of the curves x 2 - y2 = c, say
26. x 2 - y2 = 7
for c = ± l. At several points (x, y) along
27. x/y = 10
each of these curves, draw a short segment of
28. Y - sin x 3 + x 2 - y2 = I
slope x/y; check that these segments appear
29. x 3 - sin y + y4 = 4
30. e x + y2 + y3 = 0 to be tangent to the curve. What happens
when y = O? What happens when c = O?
In Exercises 31-34, find dy / dx at the indicated point
49. Suppose that a particle is ejected from the sur-
using formula (I).
face x 2 + y2 - z2 = -I at the point (1, I,y3) in
31. 3x 2 + y2 - eX = 0; x = 0, y = I.
a direction normal to the surface at time t = 0
32. x 2 + y4 = I; x = I, Y = I.
with a speed of 10 units per second. When and
33. cos(x + y) = x + 1/2; x = O,y = 'TT/3.
where does it cross the xy plane?
34. cos(xy) = 1/2; x = I,y = 'TT/3.
*50. Let V be a function defined on a domain in
In Exercises 35-38, discuss what happens to y as a
space. The force field associated with V is F
function of x if3z/3y = 0 in (I) for the given equation.
= «I»(x, y, z) = - V Vex, y, z); we call V the po-
35. x - y2 = 0 36. x - cos y = 0
tential of «1». Let a point with mass rn move on a
37. x - y5 = 0 38. x - sin y = 0
parametric curve a(t) and satisfy Newton's sec-
In Exercises 39-42, suppose that x and yare functions ond law rna = F, where a is the acceleration of
of t satisfying the given relation. Find a relation be- the curve. Use the chain rule to prove the law
tween dx / dt and dy / dt using formula (2).
of conservation of energy: E = ~ rnlla'(t)112 +
39. x In y = I 40. sin(xy) + cos(xy) = I
V[ a(t») is constant, where a(t) is the position
41. X4 + y4 = I 42. x 2 + 3y2 = 2
vector of the curve.
43. (a) Derive a formula like (I) for dx / dy when x *51. The level surfaces of a potential function V are
and yare related by F(x, y) = O. (b) Use your called equipotential surfaces.
result in (a) to find dx / dy for the functions in (a) What is the relation between the force vec-
Exercises 29 and 30. tor and the equipotential surfaces?
44. Let y be a function of x satisfying F(x, y, x + y) (b) Explain why "sea level" is approximately an
= 0, where F(x, y, z) is a given function. Find a equipotential surface for the earth's gravita-
formula for dy / dx. tional field. What spoils the approximation?
In studying maxima and minima for functions of one variable, we found that
the basic tests involved the vanishing of the first derivative and the sign of the
second derivative. In this section we develop tests involving first and second
partial derivatives for locating maxima and minima of functions of twc
variables.
The definitions of maxima and minima for functions of two variables an
similar to those in the one-variable case, except that we use disks instead 0
16.3 Maxima and Minima 813
intervals. Recall that the disk of radius rabout (xo, Yo) consists of all (x, y)
such that the distance ~( x - xof + (y - YO)2 is less than r. (See Fig. 15.1.2.)
Example 1 Refer to Fig. 16.3.1, a computer-drawn graph of z = 2(x 2 + y2)e- x2 - y'. Where
are the maximum and minimum points?
Figure 16.3.1. The volcano: z "" 2(x 2 + y2)exp( - x 2 - y2). (a) Coordinate grid lifted to the surface.
(b) Level curves lifted to the surface.
814 Chapter 16 Gradients, Maxima, and Minima
Solution There is a local (in fact, global) minimum at the volcano's center (0,0), where
z = O. There are maximum points all around the crater's rim (the circle
x 2 + y2 = I) ....
The following is the analog in two variables of the first derivative test for one
variable (see Section 3.2).
We consider the case of a local minimum; the proof for a local maximum is
essentially the same.
By assumption, there is a disk of radius r about (xo, Yo) on which
f(x, y) > f(x o, Yo)· In particular, if Ix - xol < r, then f(x, Yo) > f(x o, Yo), so
the function g(x) = f(x, Yo) has a local minimum at xo. By the first derivative
test of one-variable calculus, g'(x o) = 0; but g'(x o) is just fx(x o, Yo). Similarly,
the function hey) = f(x o, y) has a local minimum at Yo, so h(xo, Yo) = O.
The first derivative test has a simple geometric interpretation: at a local
extremum of f, the tangent plane to the graph z = f(x, y) is horizontal (that is,
parallel to the xy plane.)
Points at which fx and h both vanish are called critical points of f. As in
one-variable calculus, finding critical points is only the first step in finding
local extrema. A critical point could be a local maximum, local minimum, or
neither. After looking at some examples, we will present the second derivative
test for functions of two variables.
Example 2 Verify that the critical points of the function in Example 1 occur at (0,0) and
on the circle x 2 + y2 = 1.
Solution Since z = 2(x 2 + y2)e- x2 - y2 , we have
Example 4 (a) Find the mmlmum distance from the origin to a point on the plane
x + 3y - z = 6.
(b) Find the minimum distance from (l, 2, 0) to the cone Z2 = x 2 + y2.
Solution (a) Geometric intuition tells us that any plane contains a point which is closest
to the origin. To find that point, we must minimize the distance d =
~X2 + y2 + z2 , where z = x + 3y - 6. It is equivalent but simpler to minimize
d 2 = x 2 + y2 + (x + 3y - 6i. By the first derivative test, we must have
----ax
d(d 2)
=0 that is, 2x + 2(x + 3y - 6) =0
and
Example 5 A rectangular box, open at the top, is to hold 256 cubic centimeters of cat
food. Find the dimensions for which the surface area (bottom and four sides)
is minimized.
Solution Let x and y be the lengths of the sides of the base. Since the volume of the box
is to be 256, the height must be 256/ xy. Two of the sides have area
x(256/ xy), two sides have area y(256/ xy), and the base has area xy, so the
816 Chapter 16 Gradients, Maxima, and Minima
Example 6 Captain Astro is being held captive by Jovians who are studying human
intelligence. She is in a room where a loudspeaker emits a piercing noise.
There are two knobs on the wall, whose positions, x and y, seem to affect the
loudness of the noise. The knobs are initially at x = 0 and y = 0 and, when the
first knob is turned, the noise gets even louder for x < 0 and for x > O. So the
captain leaves x = 0 and turns the second knob both ways, but, alas, the noise
gets louder. Finally, she sees the formula j(x, y) = x 2 + 3xy + y2 + 16 printed
on the wall. What to do?
Solution First of all, she notices that f(x,O) = x 2 + 16 and j(O, y) = y2 + 16, so the
function j, like the loudness of the noise, increases if either x or y is moved
away from zero. But look! If we set y = - x, then the "3xy" term becomes
negative. In fact, j(x, - x) = x 2 - 3x 2 + x 2 + 16 = - x 2 + 16. Captain Astro
rushes to the dials and turns them both at once, in opposite directions. (Why?)
The noise subsides (and the Jovians cheer)...
The function j(x, y) = x 2 + 3xy + y2 + 16 has a critical point at (0,0), and
the functions g(x) = j(x, 0) and hey) = j(O, y) both have zero as a local
minimum point; but (0,0) is not a local minimum point for j, because
j(x, - x) = - x 2 + 16 is less than j(O,O) = 16 for arbitrarily small x. This
example shows us that to tell whether a critical point (xo' Yo) of a function
j(x, y) is a local extremum, we must look at the behavior of j along lines
passing through (xo, Yo) in all directions, not just those parallel to the axes.
The following test enables us to determine the nature of the critical point
(0,0) for any function of the form AX2 + 2Bxy + Cy2.
Maximum-Minimum Test
for Quadratic Functions
Let g(x, y) = Ax2 + 2Bxy + Cy2, where A, B, and C are constants.
1. If AC - B2 > 0, and A > 0, [respectively A < 0], then g(x, y) has a
minimum [respectively maximum] at (0,0).
2. If AC - B2 < 0, then g(x, y) takes both positive and negative values
for (x, y) near (0,0), so (0,0) is not a local extremum for g.
y To prove these assertions, we look at f along straight lines through (xo, Yo).
Specifically, for each fixed 0 in [0,2'1T], we will consider the function h(r)
~
J
e (X,y)
= f(x o + rcosO, Yo + r sin 0), which describes the behavior of f along the line
--- - ----- through (xo, Yo) in the direction of cosOi + sin OJ. (See Fig. 16.3.3.)
(xo,Yo)
For each 0, h(r) is a function of one variable with a critical point at r = O.
To analyze the behavior of h(r) near r = 0 by using the second derivative test
x for functions of one variable, we differentiate h(r) using the chain rule of
Section 15.3. Let x = Xo + r cos 0 and y = Yo + r sin 0; then
Figure 16.3.3. The
point (x, y) is
(xo+ r cos 0, Yo + r sinO).
h'(r) = fx(x, y) ~; + /y(x, y) 1, = fxCx, y)cosO + /y(X' y)sinO.
We differentiate again, applying the chain rule to fx and /y:
Example 8 Find the maxima, minima, and saddle points of z = (x 2 _ y2)e( _x 2 _ y2)/2.
Solution First we locate the critical points by setting az lax = 0 and az lay = O. Hen:
and
16.3 Maxima and Minima 819
·6
.~
·2
·0
-·2
-.~
-·6
02Z
-2 = 2cos(x + 2y) - 8ysin(x + 2y) - 4(X2 + y2)COS(X + 2y).
oy
Evaluating at x = 0, y = 0, we get A = 2, B = 0, and C = 2, so A > 0,
A C - B 2 > 0, and thus (0,0) is a local minimum. A
7. Minimize the distance to the origin from the 28. j(x, y) = (x 2 + y2)e X2 - y2 .
plane x - y + 2z = 3. 29. j(x, y) = In(2 + sinxy). [Consider only the criti-
8. Find the distance from the plane given by cal point (0,0).]
x + 2y + 3z - 10 = 0: (a) To the origin. (b) To 30. j(x, y)= sin(x2 + y2). [Consider only the critical
the point (I, 1, 1). point (0,0).]
9. Suppose that the material for the bottom of the 31. Analyze the behavior of z = xy + xy5 + xy at
box in Example 5 costs b cents per square centi- its critical points.
meter, while that for the sides costs s cents per 32. Test for extrema: z = In(x2 + y2 + I).
square centimeter. Find the dimensions which 33. Analyze the critical point at (0,0) for the func-
minimize the cost of the material. tion j(x, y) = x 2 + y3. Make a sketch.
10. Drug reactions can be measured by functions of 34. Locate any maxima, minima, or saddle points of
the form R(u, t) = u 2(c - u)t 2e- t , 0.;;; u.;;; c, j(x, y) = In(ax2 + by2 + 1), a, b > O.
t ;;. O. The symbols u and t are drug units and 35. A computer-generated graph of
time in hours, respectively. Find the dosage u
and time t at which R is a maximum. z=(sin7Tr)/7Tr, r=~x2+y2,
is shown in Fig. 16.3.7. (a) Show, by calculation,
In Exercises 11-16 use the maximum-minimum test for that all critical points of the function lie on
quadratic functions to decide whether (0,0) is a maxi- circles whose radius satisfies the equation 7Tr
mum, minimum, or saddle point. = tan(7Tr). (b) Which points are maxima? Min-
11. j(x, y) = x 2 + xy + y2. ima? (c) What symmetries does the graph have?
12. j(x, y) = x 2 - xy + y2 + 1. 36. Show that z = (x 3 - 3x)/(l + y2) has exactly
13. j(x, y) = y2 - x 2 + 3xy. one local maximum and one local minimum.
14. j(x, y) = x 2 + y2 - xy. What symmetries does the graph have? (It is
15. j(x, y) =/ computer drawn in Fig. 16.3.5.)
16. j(x, y) = 3 + 2X2 - xy + y2. 37. The work w done in a compressor with k + I
Find the critical points of each of the functions in compression cylinders is given by
Exercises 17-30 and classify them as local maxima, w = clY + C2, CI =1= 0,
minima, or neither. where
17. j(x, y) = x 2 + y2 + 6x - 4y + 13.
18. j(x, y) = x 2 + y2 + 3x - 2y + 1.
= 2:
k (n-I)/n
y Ti(pjpi+l) .
19. j(x, y) = x 2 - y2 + xy - 7. ;=0
16.3 Maxima and Minima 823
The symbols T; and Pi stand for temperature and sum of the squares of the distances from
pressure in cylinder i, I .;; i .;; k + I; the pres- (0,0,0), (l, 0, 0), (0, I, 0), and (0, 0, I).
sures PI' ... , h are the independent variables, 41. Analyze the behavior of the following functions
while Po, h+)' To, ... , Tk and n > I are given. at the indicated points:
(a) Find relations between the variables if w is a (a) f(x, y) = x 2 - y2 + 3xy; (0,0).
minimum. (b) f(x, y) = x 2 + y2 + Cxy; (0,0). Determine
*(b) Find PI' P2, P3 explicitly for the case k = 3. what happens for various values of C. At
~ 38. Planck's law gives the relationship of the energy what values of C does the behavior change
E emitted by a blackbody to the wavelength A qualitatively?
and temperature T: 42. Find the local maxima and minima for z =
(x 2 + 3y2)el-x2-y2. (See Fig. 14.3.15.)
E = 2'1Tk 5T 5 ~ where x = hc
AkT . Exercises 43-48 deal with the method of least squares. It
h 4c 3 eX - I '
often happens that the theory behind an experiment
The constants are h = 6.6256 X 10- 34 joule sec- indicates that the data should lie along a straight line of
onds (Planck's constant), k = 1.3805 X 10- 23 the form y = mx + b. The actual results, of course, will
joule kilograms - I (Boltzmann's constant), c = never exactly match with theory, so we are faced with
2.9979 X 108 meter second - I (velocity of light). the problem of finding the straight line which best fits
The plot of E versus A for fixed T is called a some experimental data (XI, YI), ... , (xn , Yn) as in Fig.
Planck curve. 16.3.8. For the straight line y = mx + b, each point will
(a) The maximum along each Planck curve is deviate vertically from the line by an amount di = Yi -
obtained by setting aElaA = 0 and solving (mx i + b). We would like to choose m and b in such a
for Amax. The relationship so derived is way as to make the total effect of these deviations as
called Wien's displacement law. Show that small as possible. Since some deviations are negative
this law is just Amax = hc I kTxo, where and some are positive, however, a better measure of the
5 - Xo - 5e- xo = O. total error is the sum of the squares of these deviations;
!ill (b) Clearly Xo is close to 5. By examining the so we are led to the problem of finding m and b to
sign of f(x) = 5 - x - 5e- X , use your cal- minimize the function
culator to complete the expansion Xo =
s=f(m,b)=dr+di+'" +d;
4.965 . .. to a full six digits.
n
!ill (c) Improve upon the displacement law Amax = 2: (Yi - mXi - b)2,
= 0.00289 I T by giving a slightly better con- i=1
stant. The peak for the earth (288°K) is where XI, ... , Xn and YI, ... , Yn are given data.
about 10 micrometers, the peak for the sun y
(6000 0 K) about 0.48 micrometers, so the
maximum occurs in the infared and visible
range, respectively.
39. Apply the second derivative test to the critical
point in Example 5.
40. (a) Show that if (xo, Yo, zo) is a local minimum
or maximum point of w = f(x,y,z), then
aw lax, aw lay, and aw laz are all zero at x
(xo, Yo, zo)· Figure 16.3.8. The method
(b) Find the critical points of the function of least squares finds a
sin(x2 + y2 + z2). straight line which "best"
(c) Find the point in space which minimizes the approximates a set of data.
824 Chapter 16 Gradients, Maxima, and Minima
43. For each set of three data points, plot the points, (b) Sketch a graph of the function f(x, y) =
write down the function f(m, b), find m and b to x 2 + 2xy + y2.
give the best straight-line fit according to the (c) What happens if A = O?
method of least squares, and plot the straight *51. Let f(x, y) = 3x 4 - 4xy + yl.
line. (a) Show that f(x, y) has a critical point at the
(a) (x)'YI)=(i,I); (x l ,h)=(2,3); (X3,Y3) origin.
= (4,3). (b) Show that for all values of 0, the function
(b) (XI> Y) = (0,0); (Xl' h) = (i, 2); (x3' YJ) her) = fer cos 0, r sin 0) has a local minimum
= (2,3). at r = O.
44. Show that if only two data points (x), Y) and (c) Show that, nevertheless, the origin is not a
(Xl, h) are given, then this method produces the local minimum point for f.
line through (x), Y) and (Xl' h). (d) Find the set of (x, y) for which f(x, y) = o.
45. Show that the equations for a critical point, (e) Sketch the regions in the plane where f(x, y)
ils/ilb = 0 and ils/ilm = 0, are equivalent to is positive and negative.
m(~xi) + nb = ~Yi and m(~xT) + b(~Xi) (f) Discuss why parts (b) and (c) do not contra-
"" ~XiYi' where all the sums run from i = I to dict one another.
i = n. *52. Complete the proof of the second derivative test
46. If Y = mx + b is the best-fitting straight line to by following this outline:
the data points (xl,YI),"" (xn,Yn) according (a) We begin with the case in which D > 0 and
to the least squares method, show that fxAxo, Yo) > O. Using Exercise 78, Section
n 15.1, show that there is a number e > 0 such
2: (Yi - mXi - b) = O. that whenever (x, y) lies in the disk of ra-
i= 1
dius e about (xo, Yo),
That is, show that the positive and negative
deviations cancel (see Exercise 45).
47. Use the second derivative test to show that the
critical point of f is actually a minimum.
48. Use the method of least squares to find the and fxAx, y) are both positive.
straight line that best fits the points (0, I), (1,3), (b) Show that the function her) is concave up-
(2,2), (3,4), and (4,5). Plot your points and line. ward on the interval (- e, e) for any choice
of O.
*49. Complete the proof of the maximum-minimum (c) Conclude that f(x, y) ;;. f(xo, Yo) for all
test for quadratic functions by following these (x, y) in the disk of radius e about (xo, Yo).
steps: (d) Complete the case in which D > 0 and
(a) If A =F 0 and AC - B2 < 0, show that fxAxo, Yo) < O.
g(x, y) = (e) Complete the case D < 0 by showing that f
takes values near (xo, Yo) which are greater
A[( X + ~ Y) - ey ] [ ( X + ~ Y) + ey ] and less than f(o, Yo)·
*53. Find the point or points on the elliptic parabo-
for some number e. What is e? loid z = 4x 2 + y2 closest to (0, 0, a) for each a.
(b) Show that the set where g(x, Y) = 0 consists (See Example 10.) How does the answer depend
of two intersecting lines. What are their upon a?
equations? *54. Let f(x, y) > 0 for all x and y. Show that f(x, y)
(c) Show that g(x, Y) is positive on two of the and g(x, y) = [J(x, y)f have the same critical
regions cut out by the lines in part (b) and points, with the same "type" (maximum, mini-
negative on the other two. mum, or saddle).
(d) If A = 0, g(x, Y) = 2Bxy + Cyl. B must be
*55. Consider the general problem of finding the
nonzero. (Why?) Write g(x, y) as a product
points on a graph z = k(x, y) closest to a point
of linear functions and repeat parts (b) and
(a, b, c). Show that (xo, Yo) is a critical point for
(c).
the distance from (x, y, k(x, y» to (a, b, c) if and
*50. Discuss the function Axl + 2Bxy + Cyl in the
only if the line from (a, b, c) to (xo, Yo, k(xo, Yo»
case where AC - Bl = O.
is orthogonal to the graph at (xo, Yo, k(xo, Yo»·
(a) If A =F 0, use formula (I) in the proof of the
maximum-minimum test for quadratic *56. (See the supplement to this section.)
functions. (a) Show that if the surface z = Ax2 + 2Bxy +
16.4 Constrained Extrema and Lagrange Multipliers 825
Cy2 is sliced by the plane - x sin 0 + Y cos 0 (b) Show that if 8 2 - AC < 0 and A> 0, then the
= 0, then the curvature of the slice at the maximum and minima of curvature occur
origin is twice the absolute value of A cos 2 0 + when tan20 = 2B/(A - C).
28 sin 0 cos 0 + C sin 2 0.
az
2
= 2 >0
ax 2
and
(h)
ax 2
(ay2
az ) _ ( ~ )2 = 2 . 4 - 0 > O.
2
ax ay
2 As with functions of one variable, there may be points where the derivatives of f do not exist. If
there are such points, they must be examined directly to see if they are maxima or minima.
3 That is, the function which has the same values as f but whose domain consists only of the
boundary points.
826 Chapter 16 Gradients, Maxima, and Minima
4 The implicit function theorem guarantees that such a parametrization exists; see 1. Marsden
and A. Tromba, Vector Calculus, Freeman (1981), p. 237. We will not need to know the explicit
parametrization for the method to be effective.
16.4 Constrained Extrema and Lagrange Multipliers 827
know that the gradient Vg(x o, Yo) is perpendicular to the tangent vector 0"(0)
to the level curve C (Section 16.2). In the plane, any two vectors perpendicular
to a given nonzero vector must be parallel, so Vf(x o, Yo) = AVg(xo, Yo) for
*
some number A. If A 0, the tangent line to the level curve of f through
(x o, Yo), which is perpendicular to Vf(x o, Yo), is also perpendicular to the
vector Vg(x o, Yo); the tangent line to C is also perpendicular to Vg(x o, Yo),
so the level curves of f and g through (xo, Yo) must have the same tangent line.
This completes the demonstration . •
There is a nice geometric way of seeing the result above. If the level
curves of f and g had different tangent lines at (xo, Yo), then the level curves
would cross one another. It would follow that the level curve C of g would
intersect level curves of f for both higher and lower values of f, so the point
(xo, Yo) would not be an extremum (see Fig. 16.4.3).
s
f(x,y) > f(xo,yo)
Example 2 Find the extreme values of f(x, y) = xl - yl along the circle S of radius
centered at the origin.
That is,
2x = A2x,
2y = -A2y,
x 2 + y2 = 1.
°
From the first equation, either x = or A = 1. If x = 0, then from the third
equation,y = ± 1, and then from the second, A = -1. If A = 1, theny = and °
x= ±I; so the eligible points are (x,y)=(O,±I) with A= -1 and (x,y)
= (± 1, 0) with A = 1. We must now check them to see if they really are
extrema and, if so, what kind. To do this, we evaluate f:
f(O,I)=f(O,-I)= -1,
f(I,O) = f( -1,0) = 1,
Example 3 Find the point(s) furthest from and closest to the origin on the curve
x 6 + y6 = 1.
2x = 6)...x5,
2y = 6Ay 5,
x 6 + y6 = 1.
If we rewrite the first two of these equations as
X (6)...x4 - 2) = 0,
y(6Ay4 - 2) = 0,
we find the solutions (0, ± 1) and (± 1,0) with A = -1. If x and yare both
nonzero, we have X4 = I/3A = y4, so X = ±y, and we get the further solutions
(± 0/1/2, ± 0/1/2), with A = 22 / 3 /3.
To tell which points are maxima and minima, we compute; f(O, ± 1)
= f(± 1,0) = 1, while f(± 0/1/2, ± 0/1/2) = 23)1/2 = 22 / 3 > 1, so the
points (0, ± 1) and (± 1,0) are closest to the origin, while (± 0/1/2, ± 0/1/2)
are farthest (see Fig. 16.4.4) ....
16.4 Constrained Extrema and Lagrange Multipliers 829
(-1,0) (I, 0) x
or
Method 2. Find critical points of the auxiliary function of four variables
given by
k(x, y,z,A) = f(x, y,z) - A[ g(x, y,z) - C].
Px = Agx z=2Ax
Py = Agv I.e.
2y = 2Ay
Pz = Agz x = 2Az
g=4 x 2 + y2 + Z2 = 4
° °
If Y =1= then A = 1 from the second equation, and so z == 2x and x = 2z which
implies x = z = 0. From the last equation, y = ± 2. If Y = then we have
z = 2AX, x = 2Az and x 2 + Z2 = 4.
°
Thus z = 4A 2Z, so if z =1= then A = ± 1/2, so x = ± z. If x = z, then from the
last equation x = z = ± Ii. If x = - Z, then x = ± Ii and Z = + Ii. The
° °
case y = and z = cannot occur (why?).
Thus we have six possible extrema:
(0, ±2,0), (± II ,0, ± II), (±II ,0, +II).
Evaluating p at these six points, we find that p is a maximum at the two points
(0, ± 2, 0) (where p is 6) and a minimum at the two points (± Ii, 0, + II)
(where p is 0). •
830 Chapter 16 Gradients, Maxima, and Minima
These are the conditions we must meet in order to maximize output. ewe will
work out a specific case in Example 6.)
• In this example, A does represent something interesting and useful. Let
k = qK and I = pL, so that k is the dollar value of the capital used and I is the
dollar value of the labor used. Then the first two equations become
Thus, at the optimum production point, the marginal change in output per
dollar's worth of additional capital investment is equal to the marginal change
of output per dollar's worth of additional labor, and A is this common value.
At the optimum point, the exchange of a dollar's worth of capital for a dollar's
worth of labor does not change the output. Away from the optimum point the
marginal outputs are different, and one exchange or the other will increase the
output. s ..
Example 6 Carry out the analysis of Example 5 for the production function Q(K, L)
= AKaL 1 - a, where A and IX are positive constants and IX < 1. This Cobb-
Doug/as production function is sometimes used as a simple model for the
national economy. Then Q is the output of the entire economy for a given
input of capital and labor.
Solution The level curves of output are of the form AKQL 1- Q= c, or, solving for L,
L = (~ f/(I-QlKQ/(Q-1l.
Since a/(a - 1) < 0, these curves do look like those in Fig. 16.4.5. The partial
derivatives of Q are
aQ = (1 _ a)AKQL -Q
aL '
so there are no critical points except on the axes, where Q = O. Thus the
maximum must lie on the budget line pL + qK = B. The method of Lagrange
multipliers gives the equations
(1 - a)AKQL -Q =)..p,
pL + qK= B.
Eliminating A from the first two equations gives
apL = (1 - a)qK,
(a) Interpret this fact as the statement about the (c) Rework Example 5, Section 16.3 by mlll!-
gradient vectors of f and g at (xo, Yo, zo)· mizing a function of x, y, and h subject to
(b) Find the maxima and minima of xyz on the the constraint xyh = 256.
sphere x 2 + y2 + Z2 = I.
40. (a) Suppose that u = f(x, y) and v = g(x, y) (b) Use this method to show that the tangent
have continuous partial derivatives which satisfy plane of the graph of
the Cauchy-Riemann equations:
f(x, y) = (x + cos y)x 2
au av au av
ax = ay and ay = - ax at (1,0,2) is as sketched in Figure 16.R.6.
---
axes).
41. Consider the two surfaces \ 1/
\ ,---- --,f------- y
SI : x 2 + y2+ z2 = f(x, y,z) = 6; ~---- ~~--------
S2 : 2X2 + 3y2 + z2 = g(x, y,z) = 9.
(a) Find the normal vectors and tangent planes
to SI and S2 at (1,1,2).
(b) Find the angle between the tangent planes.
(c) Find an expression for the line tangent at Figure 16.R.6. The plane
(I, 1,2) to the curve of intersection of SI and referred to in Exercise
S2. [Hint: It lies in both tangent planes.] 43(b).
42. Repeat Exercise 41 for the surfaces x 2 - y2 + Z2
= I and 2X2 - y2 + 5z 2 = 6 at (1, 1, -1). 44. (a) Use a geometric argument to demonstrate
43. (a) Consider the graph of a function f(x, y) that if f(x, y, z) is extremized at (xo, Yo, zo)
(Figure 16.R.5). Let (xo, Yo) lie on a level subject to two constraints gl(x, y, z) = CI
curve C, so V f(xo, Yo) is perpendicular to and g2(X,y,Z) = C2, then there should exist
this curve. Show that the tangent plane to Al and A2 such that
the graph is the plane that (i) contains the
Vf( Xo , Yo , zo) = A, Vg, (xo , Yo , zo)
line perpendicular to Vf(xo, Yo) and lying in
the horizontal plane z = f(xo, Yo), and (ii) + A2 Vg2(XO, Yo, zo)·
has slope IIVf(xo, Yo)1I relative to the xy (b) Extremize f(x, y, z) = x - y + z subject to
plane. (By the slope of a plane P relative to the constraints x 2 + y2 + z2 = I and x +
the xy plane, we mean the tangent of the y + 2z = I.
angle (), 0.;; () .;; 'IT, between the upward 45. A pipeline of length f is to be constructed from
pointing normal p to P and the unit vec- one pipe of length fl and diameter D, connected
tor k.) to another pipe of length f2 and diameter D 2.
The finished pipe must deliver Q' liters per sec-
ond at pressure loss h. The expense is reduced to
a minimum by minimization of the cost C
= flea + bD,) + fia + bD 2) (a, b = constants)
subject to the conditions
f, + f2 = f, and
h = kQm {_1_1 + ~ }
Dr' Dr"
where k, m, m1, m2 are constants. Show that
D1 = D2 in order to achieve the minimum cost.
[Hint: As in Exercise 44, the partials of C-
A1/- A2h with respect to I" 12, D1 and D2 must
all be zero for suitable constants A, and A2.]
46. Ammonia, NH 3, is to be produced at fixed tem-
x perature T and pressure p. The pressures of N 2,
H 2, NH3 are labeled as u, v, w, and are known to
Figure 16.R.S. Relationship satisfy u + v + w = p, w2 = cuv 3 (c = positive
between the gradient of a constant). Due to the nature of the reaction
function and the plane N2 + 3H2.=:2NH 3, the maximium ammonia pro-
tangent to the function's duction occurs for w = maximum. Find the max-
graph (Exercise 43(a». imum pressure wmax .
836 Chapter 16 Gradients, Maxima, and Minima
( :~ )( ~; )( ~; ) = - I.
Vf-(
- cos ar
Oau_SinOilU).
- r - ao I
au .
= ar lr + -; ao 10 .
1 au. proaches zero, but z has different limits when
(0, 0) is approached along the two parabolas
(c) Show that x = ±y2.
*61. Let f(x, y) = y3/(x 2 + y2); f(O,O) = o.
a2u a2u 1 a ( au) 1 a2u (a) Compute fx, lv, fAO, 0), and );,(0, 0).
ax 2 + ay2 = -; ar rar + r2 a0 2 .
(b) Show that, for any 0, the directional deriva-
*59. Find a family of curves orthogonal to the level tive (d/ dr) fer cos 0, r sin O)lr~o exists.
curves of f(x, y) = x 2 - y2 as follows: (c) Show that the directional derivatives are not
(a) Find an expression for a vector normal to all given by dotting the direction vector with
the level curve of f through (xo, Yo) at the the gradient vector (see Fig. l6.R.IO). Why
point (xo, Yo)· does this not contradict the chain rule?
(b) Use this expression to find a vector tangent
to the level curve of f through (xo, Yo) at
(xo, Yo)·
(c) Find a function g which has these vectors as
its gradient.
(d) Explain why the level curves of g should
intersect those of f orthogonally.
(e) Draw a few of the level curves of f and g to
illustrate this result.
*60. (a) Figure l6.R.8 shows the graph of the function
z = (x 2 - y2)/(x 2 + y2). Show that z has differ-
ent limits if we come in along the x or y axis.
Multiple Integration
Gt\~ph of If
where Ati = ti - Ii_I and ASj = Sj - Sj_l. The summation symbol means that
we sum over all i and), with i ranging from I to n and) from I to m; there are
nm terms in the sum corresponding to the nm rectangles Rij.
If g(x, y) ;;;, 0, the integral of g is exactly the volume under its graph.
Indeed, the height of the box over the rectangle Rij is kij' so the volume of the
box is kij X area (Rij) = kij Ati Asj ; the integral of g is the sum of these and so it
is the total volume.
Example 1 Let g take values on the rectangles as shown in Fig. 17.1.3. Calculate the
integral of g over the rectangle D = [0,5] X [0,3].
Solution The integral of g is the sum of the values of g times the areas of the rectangles:
y
JLg(x,y)dxdy= -8x2+2x3+6x2+3x3+4x2-1 x3
3 = 16...
4 -\
2
\
6 3 We proceed now to define the integral of a function over a closed rectangle in
-8 2 the same manner as we did in Section 4.3.
2 5 x
As in Section 4.3, every lower sum is less than or equal to every upper sum.
The integral separates these sets of numbers.
17.1 The Double Integral and Iterated Integral 841
The basic properties of the double integral are similar to those of the ordinary
integral:
y
5. J L[Jl(X,y) + f2(X,y)]dxdy.
= J Lfl(X,y)dxdy+ J Lf2(X,y)dxdy.
6. J Lcf(x,y)dxdy= cJ Lf(x,y)dxdy.
842 Chapter 17 Multiple Integration
We omit the proofs of these results since they are similar to the one-variable
case. Choosing k = 1 in 4, note that If Ddx dy = area of D.
We observed earlier that if g(x, y) ~ 0 and g is a step function, then the
integral of g is the volume under its graph. If f(x, y) ~ 0 is any integrable
function, then the volume under the graph of f lies between the volumes under
the graphs of step functions g ,;;; f and h ~ f; that is, between lower and upper
sums. Since the integral has exactly this property, we conclude, as for
functions of one variable, that the integral off over D equals the volume under
the graph off if f ~ 0 (see Fig. 17.1.5).
~ .n::.t: .t" ~
Lid
[
b
f(x, Y)dX] dy
is evaluated, like most parenthesized expressions, from the inside out. One first
holds y fixed and evaluates the integral ft;J(x, y)dx with respect to x; the
result is a function of y which is then integrated from c to d.
The expression f~[fV-(x, y)dy]dx is defined similarly; this time the inte-
gral with respect to y is evaluated first. Iterated integrals are often written
without parentheses as
17.1 The Double Integral and Iterated Integral 843
Example 3 Evaluate 10 .r
2
x)dydx.
= (2 X2(
Jo
~_
22
1) dx = 4Jeo x 2 dx = 4 x312 =
3 0
32 .
3
Notice that the second step in this calculation is essentially the inverse of a
partial differentiation. A
We claim, and shall prove below, that the double integral equals the iterated
integral. That is, for D = [a,b] X [c,d],
To see why this might be so, let us suppose that f(x, y) ~ 0, so that the
integral If Df(x, y)dx dy represents the volume of the region R under the
graph of f. If we take this volume and slice it by a plane parallel to the yz
plane at a distance x from the origin, we get a two-dimensional region whose
area is given by A (x) = J~(x, y)dy (see Fig. 17.1.6).
z
Graph of z = f(x,Y)
Proof of the To prove this theorem, we first show it is true for step functions. Let g be a
Reduction to step function, with g(x, y) = kij on (ti-l' tJ X (Sj-l' s), so that
Iterated
J
n,m
Integrals Lg(x,y)dxdy= i=f;=lkijD.t;l),'Sj'
If the summands kij D.ti D.sj are laid out in a rectangular array, they may be
added by first adding along rows and then adding up the subtotals, as follows:
L lb
d[ g(x, Y)dX] dy= j~1 ct/ijD.ti) D.sj = JLg(X, y)dxdy.
Similarly, by summing first over columns and then over rows, we obtain
(2)
for all x in [a, b]. Integrating (2) with respect to x and applying property 5
once more gives
(3)
Since g is a step function, it follows from the first part of this proof that the
left-hand side of (3) is equal to the lower sum J J Dg(X, y)dx dy; the right-hand
side of (3) is just So, so we have shown that every lower sum is less than or
equal to So. The proof that every upper sum is greater than or equal to So is
similar, and so we are done . •
17.1 The Double Integral and Iterated Integral 845
Example 4 Let f(x, y) = e2x +y. Evaluate the integral of f over D = [0, 1) X [0,3].
(You should check that integrating with respect to y first gives the same
answer.) ..
Example 7 Find the volume under the graph of f(x, y) = x 2 + y2 between the planes
x = 0, x = 3, Y = - 1, and y = 1.
Solution The volume is
Example 8 If D is a plate defined by 1 " x " 2, 0" Y " 1, and the mass density is
p(x, y) = ye xy grams per square centimeter, find the mass of the plate.
Solution The total mass is
846 Chapter 17 Multiple Integration
= In (e 2y -
o
I T
eY)dy= (2Y -eY )1
1
y=o
e
- e + 2"1 ~ 1.4762 grams ...
2
= "2
~2 I
2
I 1 7. (2JI (yx)2dydx 8. JI (2(yx)2dxdy
I
~2
Jo ~I ~IJO
~l ~2 2
I 4 x 2 4 6 x 9. JI (lyeXdydx 10. JI (3y5eXVldxdy
-IJO -IJO
Evaluate fJ Df(x, y) dx dy for the indicated functions
(a) (b)
and rectangles in Exercises 11-16.
Figure 17.1.7. Find the II. f(x, y) = (x + 2y)2; D = [ - 1,2] x [0,2].
integral of g. 12. f(x, y) = y3cos2x; D = [ - 'IT /2, 'IT] x [1,2].
13. f(x,y) = x 2 + 2xy - yfi; D = [0, 1] x [-2,2].
3. (a) Let D be the rectangle determined by the 14. f(x, y) = xy3ex2y'; D = [1,3] x [1,2].
inequalities - I .;;; x .;;; I and 2 .;;; Y .;;; 4 and let 15. f(x, y) = xy + x/(y + I); D = [1,4] x [1,2].
f(x, y) = x(l + y). Find a step function g satisfy- 16. f(x, y) = y5 ey3 cosx sin x; D = [0,1] x [-1,0].
ing g(x, y) .;;; f(x, y) to show that
fJDf(x,y)dxdy;;. -9. 17. Evaluate Jit'lx(1 + y)dxdy and compare with
(b) Sketch the graph of f(x, y) over D. Use Exercise 3.
symmetry to argue that the value of the integral 18. Evaluate f5Jt(2 xy2 + cos'ITy + I)dxdy and com-
in part (a) must in fact be zero. pare with Exercise 4.
17.1 The Double Integral and Iterated Integral 847
Sketch and find the volume under the graph of j *25. The state of Colorado occupies the region be-
between the planes x = a, x = b, Y = e, and y = d in tween 33° and 41 ° latitude and 102° and 108°
Exercises 19 and 20. longitude. A degree of latitude is about 110 ki-
19.j(x,y)=x 3 +y2+2; a=-I, b=l, e=l, lometers and a degree of longitude is about 83
d= 3. kilometers. The intensity of solar radiation at
20. j(x, y) = 2x + 3y2 + 2; a = 0, b = 3, e = - 2, time t on day T at latitude I is (in suitable units;
d = I. see the Supplement to Section 9.5)
21. The density at each point of a 1 centimeter square
(i.e., each side has length 1 centimeter) microchip
,2
is 4 + grams per square centimeter, where, is
the distance in centimeters from the point to the + sm . a cos ( 2WT)
. I sm 365 .
center of the chip. What is the mass of the chip?
22. Do as in Exercise 21, but now let r be the (a) What is the integrated solar energy over
distance to the lower left-hand corner of the Colorado at time t on day T?
plate. (b) Suppose that the result of part (a) is inte-
*23. Prove that the sum of two step functions defined grated with respect to t from t I to t2' What
on the same rectangle is again a step function. does the integral represent?
*24. Prove that if j(x, y) .;; g(x, y) for all (x, y) in
the rectangle la,b) X Ie, d), then
ii b d j(x, y)dydx.;;i d i b
g(x,y)dxdy.
D"
This definition serves the purpose of giving meaning to the double integral,
but it is not very useful for computation. For this purpose, we need to choose
D in a more specific way. We shall define two simple types of regions, which
we will call elementary regions. Complicated regions can often be broken into
elementary ones.
Suppose that we are given two continuous real-valued functions <PI and <P2
on [a,b] which satisfy <PI(I)':;; <Pit) for all t in [a,b]. Let D be the set of all
points (x, y) such that
xisin[a,bJ and <PI(x)':;;y':;;<P2(X).
This region D is said to be of type 1. (See Fig. 17.2.3.) The curves and straight
line segments that enclose the region constitute the boundary of D.
We say that a region D is of type 2 if there are continuous functions I{;I
and 1{;2 on [c,d] such that D is the set of points (x, y) satisfying
Figure 17.23. A region D is
of type 1 if it is the region y is in [c,d] and \h(Y)':;; x .:;; they),
between the graphs of two
functions,y = <i>,(x) and where I{;I(t) .:;; I{;it) for t in [c,d]. (See Fig. 17.2.4.) Again the boundary of the
y = <i>2(x). region consists of the curves and line segments enclosing the region.
17.2 The Double Integral Over General Regions 849
The following example shows that a given region may be of types 1 and 2
at the same time.
Example 1 Show that the region D defined by x 2 + y2 « 1 (the unit disk) is a region of
types 1 and 2.
Solution Descriptions of the disk, showing that it is of both types, are given in Fig.
17.2.5 . .A.
y y
x = "'1 (y)
=-Vf=Y2
-I x x
-I
= idlbj*(X,y)dxdy, (2)
lbidj*(X,y)dydx
Figure 17.2.6. The integral
and, in particular, the inner integral f~j*(x, y)dy for some fixed x (Fig.
of 1* over D* equals that of
17.2.6). By definition,j*(x, y) = 0 if Y < <i>ICx) or y > <l>ix), so
f over D.
(dj*(x,y)dy= (<P2(X)j*(x,y)dy= (<P2(X)!e x ,y)dy. (3)
Jc J<PI(X) J<PI(X)
I For a proof, see an advanced calculus text, such as J. Marsden, Elementary Classical Analysis,
Freeman (1974), Chapter 8.
850 Chapter 17 Multiple Integration
Double Integrals
If D is a r,egion of type 1 (Fig. 17.2.3),
J( JD
j( x, y) dx dy = (d[
Jc
(!f2(Y) j( x, y) dX] dy.
J'h(Y)
(5)
If j(x, y) ;;. °
on D, we may understand the procedure of iterated integration
as our old technique of finding volumes by slicing (Section 9.1). Suppose, for
instance, that D is of type 1, determined by <PI(X) and <pix) on [a,b]. If we fix
x and slice the volume under the graph of j(x, y) on D by the plane which
passes through the point (x, 0, 0) and which is parallel to the yz plane, we
and °,; ;
obtain the region in the yz plane defined by the inequalities <PI(X) ,;;; Y ,;;; <Pix)
z ,;;; j(x, y). The area A (x) of this region is just f:~~~l!(x, y)dy. Now
the double integral If Dj(X, y) dx dy, which is the volume of the entire solid,
equals
Example 2 Find JIn(x + y)dx dy, where D is the shaded region in Fig. 17.2.7.
Solution D is a region of type 1, with [a,b] = [O,n <p/x) = 0, and <pzcx) = x 2 . By
} formula (4) in the preceding box,
Example 3 Evaluate (1 (X2 xy dy dx. Sketch the region for the corresponding double
Jo Jx 3
integral.
y
Solution Here y ranges from x 3 to x 2, while x goes from
shown in Fig. 17.2.8. The integral is
° to 1. Hence the region is as
y =x 3
x=1 x
The next example shows that it sometimes saves labor to reverse the order of
Figure 17.2.8. The region
integration.
of integration for
JM~;xy dy dx.
Example 4 Write fo 1fo ~l - x2 ~ 1 - y2 dy dx as an integral over a region. Sketch the region
and show that it is of types 1 and 2. Reverse the order of integration and
evaluate.
Solution The region D is shown in Fig. 17.2.9. D is a type 1 region with <i>J( x) = 0,
<pix) = Jl - x 2 and a type 2 region with "'1(Y) = 0, "'iY) = ~1 - y2 . Thus
= (1[~1_ y2XI~I-Y2]dY=
Jo x=o
(\1- y2)dy
Jo
=(y - ~3)[ = t.
Figure 17.2.9. The region of
integration for
Evaluating the integral in the original order requires considerably more
computation! ..
JMo~l-x2JI- y2 dydx.
Example 5 Calculate the integral of f(x, y) = (x + yi over the regIOn shown in Fig.
17.2.10.
Solution In this example, there is a preferred order of integration for geometric reasons.
The order Iff(x, y)dx dy, i.e., x first, requires us to break up the region into
two parts by drawing the line y = I; one then applies formula (5) to each part
and adds the results. If we use the other order, we can cover the whole region
at once:
Ji/(x,y)dxdy= fo2iiX+lf(x,y)dydx.
Figure 17.2.10. The region
(The lines bounding D on the bottom and top are y = x and y = 1- x + 1.) The
of integration for integral is thus
= t [i (44 - 1) - 2 . 16 ]
=1[11]=11
3 2 ...
6 .-
General regions can often be broken into elementary regions, and double
integrals over these regions can be computed one piece at a time.
Example 6 Find I L x 2dx dy, where R is the shaded region in Fig. 17.2.11.
Solution Each of the regions R" R 2 , R 3 , R4 is of types 1 and 2, so we may integrate over
each one separately and sum the results. Using formula (4), we get
IL x 2dxdy = fo ,
j
Ix x 2dydx= L(xy) I'
I I
y=x dx
I L x 2dxdy= /2
3
and I L.x 2dxdy= -l- '
so
\./.",
.Y
Evaluate the integrals in Exercises 9-16. Sketch and In Exercises 21-24, integrate the given function f over
identify the type of the region (corresponding to the the given region D.
way the integral is written). 21. f(x, y) = x - y; D is the triangle with vertices
9. ('IT (3sinx x (1 + y)dydx. (0,0), (1, 0), and (2, 1).
Jo J8m x 22. f(x, y) = xy + cosx; D the triangle defined by
10. (I (xCOs2"\x 2 + xy + l)dydx. o .;;; x .;;; 'iT /2, 0 .;;; Y .;;; x.
Jo Jx - 23. f(x, y) = (x 2 + 2xy2 + 2); D the region bounded
JI J(2- Y)\y/X +y3-2y)dxdy.
I
17.3 Applications of
the Double Integral
Volumes, centers of mass, and surface areas can be calculated using double
integrals.
We have observed in Section 17.1 that if f(x, y) ;;;. 0 on D, then the double
integral JJDf(x, y)dx dy represents the volume of the three-dimensional region
R defined by (x, y) in D, 0 .;;; Z .;;; f(x, y). An "infinitesimal argument" for
this result goes as follows. Consider R to be made of "infinitesimal rectangular
prisms" with base dx and dy and heightf(x,y) (see Fig. 17.3.1). The total
Example 1 Compute the volume of the solid in space bounded by the four planes x = 0,
y = 0, Z = 0, and 3x + 4y = 10, and the graph z = x 2 + y2.
Solution The region is sketched in Fig. 17.3.2. Thus the volume is
Average Value
If f is an integrable function on D, the ratio of the integral to the area
of D,
f Lf(x,y)dxdy
f Ldxdy
is called the average value of f on D.
Example 2 Find the average value of f(x, y) = x sin2(xy) on D = [0, '77] X [0, '77].
Solution First we compute
Double integration also allows us to find the center of mass of a plate with
variable density. Let D represent a plate with variable density p(x, y). We can
imagine breaking D into infinitesimal elements with mass p(x,y)dxdy; the
total mass is thus If DP(X, y)dx dy. Applying the consolidation principle (see
Section 9.4) to the infinitesimal rectangles, one can derive the formulas in the
following box.
Center of Mass
_f LXp(x,y)dxdy _ f Lyp(x,y)dxdy
f
x = ---::-=::-------
Lp(x,y)dxdy
and y=
f Lp(X, y)dxdy .
Example 3 Find the center of mass of the rectangle [0, I] X [0, 1] if the density is e X +Y •
Solution First we compute the mass:
= e l +y - eYI~=o = e2 - e - (e - I) = e2 - 2e + 1.
The numerator in the formula for x is
iolfol xex+Ydxdy= Jro (xe x+y - e X+Y )II
0
I
x=O
dy
= foleYdy= eYI~=o = e - I,
so
x= e- 1 e- 1
----'-------"--:-2 = - -I I ~ 0.582.
e 2 - 2e + 1 (e-l) e-
The roles of x and y may be interchanged In all these calculations, so
y= l/(e - 1) ~ 0.582 as well. ...
856 Chapter 17 Multiple Integration
and the length of this vector is dA = ~l + fxC x, y)2 + /r( x, y)2 dx dy. To get
the area of the surface, we "sum" the areas of the infinitesimal parallelograms
by integrating over D.
2See T. Rad6, Length and Area, American Mathematical Society Colloquium Publications.
Volume 30 (1958).
17.3 Applications of the Double Integral 857
~fl 1 + ( k)2 aZ )2
ax + ( ay dx d .
~
Note the similarity of this expression with the formula for the arc length of a
graph (Section 10.3). As with arc length, the square root makes the analytic
evaluation of surface area integrals difficult or even impossible in all but a few
accidentally simple cases.
Example 4 Find the surface area of the part of the sphere x 2 + y2 + Z2 = 1 lying above
the ellipse x 2 + (y2/ a 2) .;; 1; (a is a constant satisfying 0 < a .;; 1).
Solution The region described by x 2 + (y2/ a 2) .;; 1 is type 1 with cf>1(X) = - a~
and cf>ix) = a~; -1 .;; x .;; 1. The upper hemisphere may be described
by the equation z = I(x, y) = ~1 - x 2 - y2 . The partial derivatives of I are
az/ax = -x/~1 - x 2 - y2 and az/ay = - y/~1 - x 2 - y2, so the area
integrand is
Example 5 The equation in xyz space of the surface obtained by revolving the graph
y = f(x) about the x axis is y2 + Z2 = [j(x)f. Express as a double integral the
area of the part of this surface lying between the planes x = a and x = b.
Carry out the integration over y. Do you recognize the resulting integral
over x?
Solution Writing z as a function of x and y, we have z = g(x, y) = ± f(X)2 _ y2 . V
The domain of this function consists of those (x, y) with - f(x) .:;; y .:;; f(x),
so the surface in question lies over the type 1 region D defined by a .:;; x .:;; b,
- f(x) .:;; y .:;; f(x). (See Fig. 17.3.5.) The partial derivatives of g are
f(X)2 - y2 + 1'(x)2f(x)2 + y2
f(X)2 _ y2
1 + 1'(X)2
= f(x)
f(x)2 _ y2
(The factor of 2 occurs since half the surface lies below the xy plane.) We can
carry out the integration over y:
A= [ff(X)
2 (b f(X)Vl + 1'(X)2
Ja - f(x) .Jf( x)21 _ y2 dY]dx
=2 i f(x)Vl + 1'(X)2 rLsin- f(~) )If(X)
a
b 1(
y=-f(x)
1dx
= 2lb f(X)Vl + 1'(X)2 ( ~ + ~ )dx
= 2'7Tlb f(X)VI + 1'(X)2 dx.
This is the formula for the area of a surface of revolution (Section 10.3)....
17.3 Applications of the Double Integral 859
31. A sculptured gold plate D is defined by 0 ..;; x *33. Express as a double integral the volume enclosed
..;; 2'lT and 0 ..;; y ..;; 'IT (centimeters) and has mass by the surface of revolution in Example 5. Carry
density p(x, y) = y 2sin 24x + 2 (grams per square out the integration over y and show that the
centimeter). If gold sells for $7 per gram, how resulting integral over x is a formula in Section
much is the gold in the plate worth? 9.1.
*32. (a) Relate the integrand in the surface area for- *34. Let n right circular cylinders of radius r intersect
mula to the angle between k and the normal to such that their axes lie in a plane, meeting at one
the surface z = lex, y). point with equal angles. Find the volume of their
(b) Express the ratio of the area of the graph of 1 in tersection.
over D to the area of D as the average value of
some geometrically defined quantity.
The basic ideas developed in Sections 17.1 and 17.2 can be readily extended
from double to triple integrals. As with double integrals, one of the most
powerful evaluation methods is reduction to iterated integrals. A second
important technique, which we discuss in Section 17.5, is the method of
changing variables.
If the temperature inside an oven is not uniform, determining the average
temperature involves "summing" the values of the temperature function at all
points in the solid region enclosed by the oven walls. Such a sum is expressed
mathematically as a triple integral.
We formalize the ideas just as we did for double integrals. Suppose that
W is a box (that is, rectangular parallelepiped) in space bounded by the planes
x = a, x = b,y = c,y = d, and z = p, z = q, as in Fig. 17.4.1. We denote this
f f fw!(x,y,z)dxdydz,
17.4 Triple Integrals 861
n.m,1
2: kijk (I1t;){ I1sJ (I1rk)'
;= I,j= I, k= 1
Jf fwf(X, y,z)dxdydz.
At this point you should look back at the basic properties of the double
integrals listed in Section 17.1. Similar properties hold for triple integrals.
Furthermore, there is a similar reduction to iterated integrals.
862 Chapter 17 Multiple Integration
= ~qlbLd!(X,y,Z)dydXdZ
= lb ~qLdlex, y,z)dydzdx,
The proof of this result is just like the corresponding one in Section 17.1, so we
omit it.
1/3
1 [(3z
= 24.15 + 1)5 - 2(3z) 5 + (3z - 1) 5 ] 1z=o
~
= 24 15 (2 5 - 2) = 1~ .
(b) J f fw(x+2y+3z)2dydzdx
(1 (1/3[ (x
= Jo Jo
+ 2y + 3z)3
1
0
1dzdx
o 0 6 y=-1/2
= (11 (X + 3z) 4 _ (x + 3z - 1) 4 ) 1
/3
]
Jo 6
[
12 12 dx
z=o
= 72
1 "5
1 [ (x + 1)5 + (x - 1)5 - 2 x 5]1x=o = 1 .A
IT
Example 2 Evaluate the integral of e X + Y + z over the box [0,1] X [0, 1] X [0, 1].
TIIIIII.
Figure 17.4.4. The three
types of regions in space,
Notice that a given region may be of two or even three types at once. (See
Fig. 17.4.5.) As with regions in the plane, we call a region of type I, II, or III
in space an elementary region.
Example 3 Show that the unit ball x 2 + y2 + z2 < I is a region of all three types.
Solution As a type I region, we can express it as
-I < x < I,
-~<y<~,
- ·b - x 2 - y2 < z <~I - x 2 _ y2 .
In doing this, we first write the top and bottom hemispheres as z =
~I - x 2 - y2 and z = - ~I - x 2 - y2 , where x and y vary over the unit disk
(that is, -~ < y <)1- x 2 and x varies between -1 and 1). (See Fig.
17.4.6.) We write the region as a type II or III region in a similar manner by
interchanging the roles of x, y, and z in the defining inequalities ...
Triple Integrals
Suppose that W is of type I. Then either
II w J
r j(x,y,z)dxdydz= rbi<p,(X)iY2(X'Y)j(x,y,z)dzdydx
Ja <1>1(X) Yl(X,y)
(3)
II w J
r j(x, y,z)dxdydz= ic
d r'h(Y)i Y2 (X,Y) j(x, y,z)dzdxdy
J>fl(Y) Yl(X,y)
(4)
If W is of type II, it can be expressed as the set of all (x, y,z) such that
a < z < b, cf>J(z) < Y < cf>2(z), PJ(z, y) < x < P2(Z, y).
866 Chapter 17 Multiple Integration
Then
There are similar formulas for type III regions (Exercise 22).
Another way to write formula (3) is
I I J(w!(x,y,z)dxdydz=II,D [ Jy\(X,y)
(dX,Y)!(x,y,Z)dZ]dXdy .
Example 4 Verify the formula for the volume of a ball of radius 1: If Jw dx dy dz = ~ 77,
where W is the set of (x, y,z) with x 2 + y2 + z2 < 1.
Solution As explained in Example 3, the ball is a region of type I. By formula (3), the
integral is
2 y2
J I JVI-x2 2JVI-X - dzdydx.
-I -VI-x -VI-x2-y2
Holding y and x fixed and integrating with respect to z yields
J J~ [Z\VI-X
I
-I
-"jI_X
ro-::r
-yl-x-
Z
-
yZ
2_ y2
Jd~ dx
= 2JI [JVI-X 22(1 - x 2 - y2) 1/2 dY ] dx.
-I -~
J a
-a
(2 a2
a - y 2)1/2d~= -77.
2
(We could also have used a trigonometric substitution.) Thus
VI-X 2 (1 -x 2 -y 2)1/2d~---77,
_ 1 - x2
J
-VI-x2 2
and so
Example 5 Let W be the region bounded by the planes x = 0, y = 0, and z = 2, and the
surface z = x 2 + y2. Compute JJJwX dx dy dz and sketch the region.
Solution Method 1. The region W is sketched in Fig. 17.4.7. We may write this as a
region of type I with "f1(X, y) = x 2 + y2, "fix, y) = 2, (i>J(x) = 0, <P2(X) =
b- x 2, a = 0, and b =/i. By formula (3),
= J(Ii
o Jo
{J2-x2
x (2 -
2 2
x - y ) dy dx
25/2
=2·-=-
s/i
15 15'
PI(Z, y) = °. ;
Method 2. W can be expressed as the set of (x, y, z) with the property that
x ..;; (z - y2)1/2 = piz, y) and (z, y) in D, where D is the subset
of theyz plane with 0..;; z ..;; 2 and 0..;; y ..;; ZI/2 (see Fig. 17.4.S). Therefore,
-i2[iZI/2(l(Z-y2)1/2
- x dx ) dy ] dz --l2izI/2( -
z--
y2) dy (A
o 0 0 0 0 2
Example 6 Evaluate (I rx (I
Jo Jo Jx 2+ y2
dzdydx. Sketch the region W of integration and inter-
pret.
Solution (I rx (I
Jo Jo Jx 2+ y2
dzdydx= (I (x(1 _ x 2 _ y2)dydx
Jo Jo
= fa I( X - x3 - ~3 ) dx = 1- i - 112 = i.
This is the volume of the region sketched in Fig. 17.4.9...
11'
Evaluate the integrals in Exercises 13-20. 22. Write general formulas analogous to (3) and (4)
13. fol~2 L
3COS['IT(X + y + z)]dxdydz.
for the triple integral over a region of type III.
23. Do Example 4 by writing W as a region of type
14. fo 1 fox foY(y + xz) dz dy dx. III.
24. Write out the property for triple integrals corre-
IS. JJL(X 2 + y2 +z 2)dxdydz; R is the region sponding to property 2 of double integrals (Sec-
tion 17.1, p. 841).
bounded by x + y + z = a (where a > 0), x = 0, 25. Show that the formula using triple integrals for
y = 0, and z = o.
16. JJJ w z dx dy dz; W is the region bounded by
the volume under the graph of a function f(x, y),
on an elementary region D in the plane, reduces
the planes x = 0, y = 0, z = 0, z = I, and the to the double integral of f over D.
cylinder x 2 + y2 = 1, with x ;;. 0, y ;;. o. 26. (a) Sketch the region for the integral
17. J JJ W x 2cos Z dx dy dz; W is the region
ffox foY f(x, y,z)dzdydx.
bounded by z = 0, z = 'TT, Y = 0, Y = 1, x = 0,
and x + y = 1. (b) Write the integral with the integration order
18. fo2fox fox+Ydzdydx. dxdydz.
19. JJJw(l- z2)dxdydz; Wis the pyramid with 27. (a) Show that the triple integral of a product
over a box is the product of three ordinary
top vertex at (0,0, 1) and base vertices at (0,0), integrals; that is, if D=[a,b]X[c,d]x
(1,0), (0, I), and (I, I). [p,q], then
20. JJJ w(x 2 + y2)dxdydz; W is the same pyra- JJJj(x)g(y)h(z)dxdydz
Lb f(x)dx i g(y)dy~qh(z)dz.
mid as in Exercise 19.
= d
21. If f(x, y, z) = F(x, y) for some function F-that
is, if f(x, y,z) does not depend on z-what is the
triple integral of f over a box W? (b) Use the result of part (a) to do Example 2.
J Lf(x,y)dxdy
Example 1 Evaluate f i e - (x' + y') dx dy, where Dais the disk x 2 + y2 .;;; a 2.
Da
Solution The presence of r2 = x 2 + y2 in the integrand and the symmetry of the disk
suggest a change to polar coordinates. The disk is described by 0 .;;; r .;;; a,
0.;;; 0.;;; h, so by formula (1), we get
lim f
a-)oo JRa
r e -(x'+ y')dx dy= '17
as welt3; but
Ii Ra
e-(X 2 +Y)dxdy=
2 fa fa e- x +y
-a -a
(2 2) dxdy= fa fa e-Xe-Y dxdy
-a -a
2 2
f co
_ 00
e-x2 dx= lim 1
a~oo a
= lim 12 =
a----'oo a
lim
a~oo
I J( Ra
e _(X2+y2) dx dy
=f;.
Solution We will use the change of variables y = Ii x to reduce the problem to the
Gaussian integral just computed.
f-coco e- 22 •
x dx= lIm fa e- 22x dx= lIm
a-->co -a
. flia e-Y2dv
a-->co - Ii a Ii
_:l'_
Example 3 Evaluate I + y2)dx dy, where D is the region in the first quadrant
Lln(x 2
lying between the circles x 2 + y2 = 1 and x 2 + y2 = 4.
Solution In polar coordinates, D is described by the set of points (r,O) such that
1 < r < 2, 0 < 0 < 'IT /2. Hence
as required.
872 Chapter 17 Multiple Integration
= fo'1T/2.r2(lnr)' rdrdO
f f fw!(x,y,z)dxdydz
= f f fw.!(p sin </> cos lJ,p sin</> sin lJ,pcos</»p2sin</>dpdlJ d</>, (3)
Example 5 Find the volume of the ball x 2 + y2 + z2 ;;;; R 2 by using spherical coordinates.
Solution The ball is described in spherical coordinates by 0 ;;;; lJ ;;;; 277, 0 ;;;; </> ;;;; 77, and
o ; ; p ;;;; R. Therefore, by formula (3),
f f fwdx dydz= fo"" fo2"" foR p 2sin </>dpdlJ d</>= ~3 fo"" fo2"17sin </>dlJd</>
4."R 3
=-3-
which is the familiar formula for the volume of a ball. Compare the effort
involved with Example 4, Section 17.4. A
I I J:w VI + dxdydz
x 2 + y2 + z2
au av
Here x (u, v) and y( u, v) are the functions relat-
ing the variables (u, v) to the variables (x, y),
where W is the ball x 2 + y2 + z2 .;; 1. and D* is the region in the uv plane which
10. Evaluate J J J w(x 2 + y2 + z2)5/2 dx dy dz; W is corresponds to D.
the ball x 2 + y2 + Z2 .;; 1.
(a) Show that this formula is plausible by using
11. Evaluate
the geometric interpretation of derivatives
III (x 2 +dxdydz
S y2 + Z2) 3/2 '
and determinants.
(b) Show that the formula reduces to our earlier
one when u and v are polar coordinates.
where S is the solid bounded by the spheres *20. Using the idea of Exercise 19, write down the
x 2 + y2 + Z2 = a 2 and x 2 + y2 + Z2 = b 2, where general three-dimensional change of variables
a> b > O. formula and show that it reduces to our earlier
12. Integrate V'X""2-+-y-'2'-+-z-;:-2 e-(X 2 +y 2 +z 2 ) over the re- ones for cylindrical and spherical coordinates.
gion in Exercise 11.
*21. By using the change of variables formula in
Exercise 19 and u = x + y, y = uv, show that
13. Find the volume of the region bounded by the
surfaces x 2 + y2 + z2 = 1 and x 2 + y2 = t. e-I
ILI-x e-)'/(x+Y)d9" d x= - -.
L
14. Find the volume of the region enclosed by the 00 2
cones z = vx 2 + y2 and z = I - 2VX2 + y2 . Also graph the region in the xy plane and the uv
15. Find the volume inside the ellipsoid x 2 + y2 + plane.
4Z2 = 6. *22. Let D be the region bounded by x + Y = I,
16. Find the volume of the intersection of the ellip- x = 0, y = O. Use the result of Exercise 19 to
soid x 2 + 2(y2 + z2) .;; 10 and the cylinder y2 + show that
z2 .;; 1.
17. Find the normalizing constant c, depending on (J, IJ, cos(X-y)dxdy=
D +Y x
sin I ,
2
such that J'::ooce- x2 / u dx = 1.
and graph D on an xy plane and a uv plane, with
u = x - y and v = x + y.
876 Chapter 17 Multiple Integration
17.6 Applications of
Triple Integrals
The calculation of mass and center of mass of a region in space involves triple
integrals.
Volume = f J fwdxdydz,
(I)
Mass = f f f~(X' y,z)dxdydz.
Center of mass = (x, y,z), where
f f fwXp(x,y,z)dxdydz
x= -----'----'------
mass
_ f f fwyp(x,y,z)dxdydz
y= (2)
mass
f f fwZP(X, y,z)dxdydz
z= ------'------
mass
The average value of a function f on a region W is defined by
f f fwf(X,y,Z)dxdydz
(3)
f f fwdxdydz
Example 1 The cube [1,2]x[I,2]x[I,2] has mass density p(x,y,z)=(l +x)eY Find
the mass of the box.
Solution The mass of the box is
.r.r.r(l + x)eydxdydz
= 1:22[( i 2eydydz
1: x + ~2) ey ]X=2 dydz= 1:225
x=1
= rz~eZdz=[~ez]Z=2
)1 4 4 z=1
= 11 (e 2 - e) ...
17.6 Applications of Triple Integrals 877
Example 2 Find the center of mass of the hemispherical region W defined by the
inequalities x2 + y2 + Z2 < 1, Z ~ O. (Assume that the density is constant.)
Solution By symmetry, the center of mass must lie on the z axis, so x= y= O. To find
z, we must compute, by formula (2), I = JJJwZ dx dy dz. The hemisphere is of
types I, II, and III; we will consider it to be of type III. Then the integral I
becomes
Since z is a constant for the x and y integrations, we can bring it out to obtain
Instead of calculating the inner two integrals explicitly, we observe that they
are simply the double integral JJDdx dy over the disk x 2 + y2 < 1 - Z2,
considered as a type 2 region. The area of this disk is 7T(l - z2), so
T= -sc JI fl
-I -I
fl (X2+ y2+ z2)dxdydz.
-I
The triple integral is the sum of the integrals of x2,y2, and Z2. Since x,y, and z
enter symmetrically into the description of the cube, the three integrals will be
equal, so
T = 3c
8
fl 4z2dz= 3c2 ( Z33 )/ 1= C.
-I
-]
Example 4 The moment of inertia about the x axis of a solid S with uniform density p is
defined by
Ix = Jf fsp(y2 + z2)dxdydz.
Similarly,
Iy = Jf fsp(X 2 + z2)dxdydz,
For the following solid, compute I z ; assume that the density is a constant: The
solid above the xy plane, bounded by the paraboloid z = x 2 + y2 and the
cylinder x 2 + y2 = a 2.
Solution The paraboloid and cylinder intersect at the plane z = a 2 • Using cylindrical
coordinates, we find
I z= foa fo2?r fo r2 pr2. rdz dB dr = pfoa fo2?r for 2r3 dz dB dr= wr;6 . A
An interesting physical application of triple integration is the determination of
the gravitational fields of solid objects. Example 3, Section 16.2, showed that
the gravitational force field F(x, y, z) is the negative of the gradient of a
function V(x, y, z) called the gravitational potential. If there is a point mass m
at (x, y,z), then the gravitational potential at (XI' YI,zl) due to this mass is
Gm[(x - Xli + (y - Yli + (z - ZI)2r l / 2, where G is the universal gravita-
tional constant.
If our attracting object is an extended domain W with density p(x, y,z),
we may think of it as made of infinitesimal box-shaped regions with masses
dm = p(x, y, z) dx dy dz located at points (x, y, z). The total gravitational po-
tential for W is then obtained by "summing" the potentials from the infinites-
imal masses-that is, as a triple integral (see Fig. 17.6.1):
(4)
Example 5 Let W be a region of constant density and total mass M. Show that the
gravitational potential is given by
JJ1 dxdydz
w J(X - x l )2 + (y - y\)2 + (z - ZI)2
=G[pvolume(W)]-----...,....--------
volume (W)
as required. &
Let us now use formula (4) and spherical coordinates to find the gravitational
potential V(x \, y\' z I) for the region W between the concentric spheres p = p\
and p = P2' assuming the density is constant. Before evaluating the integral in
formula (4), we make some observations which will simplify the computation.
Since G and the density are constants, we may ignore them at first. Since the
attracting body W is symmetric with respect to all rotations about the origin,
the potential V(X\'YI'Z\) must itself be symmetric-thus V(x\,y\,z\) de-
pends only on the distance R = Jxi + yi + zi from the origin. Our computa-
tion will be simplest if we look at the point (0,0, R) on the z axis (see Fig.
17.6.2). Thus our integral is
°.; ; °.; ;
In spherical coordinates, W is described by the inequalities p\ .;;;; p .;;;; P2'
Figure 17.6.2. The fJ .;;;; 2'IT, and q, .;;;; 'IT, so by formula (3) in Section 17.5,
gravitational potential at
(X\>YI,ZI) is the same as at
(0, 0, R), where
V (0,0, R ) = .t2.(" l2'IT p2sin q, dfJ dq, dp
PI 0 0 ~p2sin2q,( cos2(J + sin2(J) + (p cos q, _ R)2
R= ~xf + yf + zf .
Replacing cos2(J + sin2(J by 1, so that the integrand no longer involves fJ, we
may integrate over fJ to get
880 Chapter 17 Multiple Integration
= _I (p + R - Ip ~ R I).
Rp
The expression p + R is always positive, but p - R may not be, so we must
keep the absolute value sign. (Here we have used the formula = Ixi-) R
Substituting into the formula for V, we get
2
V(0,0,R)=2'17(P2; (p+R-lp-RI)dp
Jp1 p
Example 6 Find the gravitational potential of a spherical star with a mass M = 3.02 X
1030 kilograms at a distance of 2.25 X 1011 meters from its center (G = 6.67 X
10- 11 Newton meter2 /kilogram 2).
Solution The potential is
V = GM = 6.67 X 10- 11 X 3.02 X 1030 = 8.95 X 108 meters2 /sec 2• •
R 2.25 X 1011
°
scribed in spherical coordinates by </> = k, where
k is a constant < k < 'IT /2. Set up an integral
symmetrical in two planes, then its center of
mass lies on their line of intersection."
for its moment of inertia about the z axis. * 16. If a body is composed of two or more parts
12. Find the moment of inertia around the y axis for whose centers of mass are known, then the center
the ball x 2 + y2 + z2 " R 2 if the mass density is of mass of the composite body can be computed
a constant p. by regarding the component parts as single parti-
13. Find the gravitational potential of a spherical cles located at their respective centers of mass.
planet with mass M = 3 X 1026 kilograms, at a Apply this consolidation principle below.
distance of 2 X 108 meters from its center. (a) Find the center of mass of an aluminum
14. Find the gravitational force exerted on a 70- block of constant density p, of base 4 X 6
kilogram object at the position in Exercise 13. centimeters, height 10 centimeters, with a
(See Example 3, Section 16.2.) hole drilled through. The cylinder removed
15. A body Win xyz coordinates is symmetric with is 2 centimeters in diameter and 6 centime-
respect to a plane if for every particle on one side ters long with its axis of symmetry 8 centi-
882 Chapter 17 Multiple Integration
meters above the base and symmetrically * 17. Show that the gravitational potential outside of a
placed. spherically symmetric body whose density is a
(b) Repeat for a solid formed by pouring epoxy given function of the radius is V(x" y" z,)
into a hemispherical form of radius 20 centi- = GM / R, where M is the mass of the body
meters which contains a balloon of diameter
S centimeters placed at the center of the
and R = ~xr + + yr zr is the distance to the
center of the body.
circular base.
27. Show that the surface area of the part of the (c) If a body has spherical symmetry about a
sphere x 2 + y2 + z2 = 1 lying above the rectan- point (that is, if the density depends only on
gle [ - a, a] X [ - a, a] in the xy plane is the distance from that point), then that
point is its center of mass.
A=2ja sin - l ( a )dX (2a 2 <1). 41. The flexural rigidity EI of a uniform beam is the
-a F? product of its Young's modulus of elasticity E
28. The sphere x 2 + y2 + Z2 = 1 is to be cut into and the moment of inertia I of the cross section
three pieces of equal surface area by two parallel of the beam at x with respect to a horizontal line
planes. How should this be done? I passing through the center of gravity of this
29. Use cylindrical coordinates to find the center of cross section. Here
mass of the "dish": 1= JLlD(x,y)]2 dxdy,
x 2 + y2 .;;; I, x 2 + y2 + (z - 2)2.;;; 25/4, z.;;; o.
where D(x, y) = the distance from (x, y) to I,
30. Use cylindrical coordinates to find the center of R = the cross section of the beam being consid-
mass of the region ered.
y2 + Z2 .;;; 1/4, (x - 1)2 + / + z2 .;;; I, x.;;; I. (a) Assume the cross section R is the rectangle
- I .;;; x .;;; I, - I .;;; Y .;;; 2 and I is the x
Using polar coordinates, find the surface area of the
axis. Find I.
graph of each of the functions in Exercises 31-34 over
(b) Assume the cross section R is a circle of
the unit disk x 2 + y2 .;;; I (express your answer as an
radius 4, and I is the x axis. Find I, using
integral if necessary).
polar coordinates.
31. xy
42. Justify the formula
32. x 2 + /
33. x 2 _ y2
34. (x 2 + y2)2 JJ( j(x,y)dxdy= J(b( J</>,(X)
D
(</>2(X)j(x,y)dy)dX
a
Evaluate the integrals in Exercises 35-38.
f' lo" lo
for an integral over a region of type I by using
L:
the slice method.
35. /2 sin </>p 2sin q, dp dq, dO.
43. Find e- 5x2 dx.
36. lollo,,/2locosOrzdrdOdz.
4 See Flatland by Edwin A. Abbot (Barnes and Noble, 1963) for an amusing (but sexist) description of such a world.
5 See "Fubini implies Leibniz implies Fl'x = FYI" by R. T. Seeley, American Mathematical Monthly 68(1961), 56-57.
884 Chapter 17 Multiple Integration
.C[ L d
gAs, y) dY ] ds+ Ld
g(a, y) dy.
tion allows one to prove that the mixed partials
of a function are equal.
*50. 6 Show that each of the following functions has the
We can show that J~gx(s, y)dy is a continuous curious property that the volume under its graph
function of s, so we can use the fundamental equals the surface area of its graph on any re-
theorem of calculus (alterrlative version) to get gion:
L
*51. Suppose that j(x, y) = cosh[u(x, y)] has the
= d
gAx, y)dy+ 0 property considered in Review Exercise 50. Find
a partial differential equation satisfied by u(x, y)
as asserted. if u is not identically zero (i.e., find a relation
involving u, Ux and uy ).
(a) Verify by direct integration that
Vector Analysis
The fundamental theorem of calculus is extended from the line to the plane and
to space.
The major theorems of vector analysis relate double and triple integrals to
integrals over curves and surfaces. These results have their origins in problems
of fluid flow and electromagnetic theory; thus, it is not surprising that they are
very important for physics as well as for their own mathematical beauty.
Enough applications are given in this chapter so that the student can appreci-
ate the physical meaning of the theorems.
F = ma = m d 2r = mO'''(t)
dt 2 '
where F is the total force acting on the object. If the mass of the object is m,
the kinetic energy K is defined by
K = ~mv2 = ~mv· v.
To investigate the relationship between force and kinetic energy, we
differentiate K with respect to t, obtaining
886 Chapter 18 Vector Analysis
dK = 1.. rn ( dv • v + v • dv ) = rn dv • v = rna • v = F • v
dt 2 dt dt dt .
The total change in kinetic energy from time tl to t2 is the integral of dK/ dt,
so we get
112F.
1\
dr dt
dt'
(1)
denoted W, is called the work done by the force F along the path r = O'(t).
It is often possible to express the total force on an object as a sum of
forces which are due to identifiable sources (such as gravity, friction, and fluid
pressure). If F represents a force of a particular type, then the integral (1) is
still called the work done by this particular force.
Let us now suppose that the force F at time t depends only on the
position r = O'(t). That is, we assume that there is a vector field cI»(r) such that
F = cI»(O'(I». (Examples of such position-dependent forces are those caused by
gravitational and electrostatic attraction; frictional and magnetic forces are
velocity dependent.) Then we may write the integral (1) as
W= lbF(X)dX,
where a and b are the starting and ending positions. This formula agrees with
that found in Section 9.5. Notice that the work done depends only on F, a,
and b and not on the details of the motion. We shall prove later in this section
that, to a certain extent, the same situation remains true for motion in space:
the work done by a force field as a particle moves along a path does not
depend upon how the particle moves along the path; however, if different paths
are taken between the same endpoints, the work. may be different.
Example 1 Find the work done by the force field cI»(x, y, z) = yi - xj + k as a particle is
moved from (1,0,0) to (1,0,1) along each of the following paths:
(a) (x,y,z) = (cost,sint,t/27r); 0.;; t';; 2'11";
(b) (x,y,z) = (cost 3 ,sint 3,t 3 /27r); 0.;; t';; iff;;
(c) (x,y,z) = (cost, -sint,t/2'11"); 0.;; t';; 27r.
Solution The (helical) paths are sketched in Fig. 18.1.1.
z
y
Figure IS.I.I. Paths (a) and
(b) follow the solid line;
path (c) follows the dashed
line. x (1,0,0)
18.1 Line Integrals 887
(a) By formula (2), with t] = 0, t2 = 27T, O'(t) = costi + sintj + (t/27T)k, and
O"(t) = -sin/i + costj + (l/27T)k, the work done by the force along path (a)
is
Wa = fo ?T(sin/i -
2 costj + k)· (-sinti + costj + 217T k)dt
= J(2?T( . 2
o - sm 1 - cos2t 1) dt
+ 27T
and
= ( - 1 + 2~ )(27T) = 1 - 27T,
just as in part (a).
(c) Here
Example 2 Suppose that in the force field of Example 1, you pick up a unit mass at
(1,0,0), carry it along path (a), and leave it at (1,0,1). How much work have
you done?
Solution Since the kinetic energy is zero at the beginning and the end of the process,
the change in energy is zero and the total work is zero. The two sources of
work are you and the force field; since the work done by force field is - 5.28,
by part (a) of Example 1, the work done by you must be 5.28 . •
Example 3 Consider the gravitational force field defined (for (x, Y, z) =1= (0,0,0» by
=f I 2- (I/2)(dldt)(x 2 + y2 + Z2) dt
I] (X2 + y2 + Z2)3/2
= f 12_(X
I] dt
d
2 +y2+z2f 1/2
dt=(X 2 +y2+ Z2f 1/21"(1 )
2
"(/d
2 2- 1/2 2 2)-1/2_ 1 1
2
=(x2 +h+ Z2) -(xI+YI+zI
2
-R-R·
2 I
Thus, the work done by the gravitational field when a particle moves from
(xI' YI ,z I) to (X2' Y2' Z2) is II R2 - II R I. Notice that, in this case, the work is
independent of the path taken between the two points. •
To define the line integral, we use formula (2) abstracted from its physical
interpretation.
(3)
is called the line integral of the vector field cI» along this curve.
The work done by a force field on a moving particle is therefore the line
integral of the force along the path travelled by the particle.
18.1 Line Integrals 889
Example 4 Find the line integral of the vector field eYi + eXj + eZk along the curve
(0, t, t 2), for °,; ;
t ,;;; In 2.
Solution The velocity vector a '( t) is j + 2tk, so the line integral is
(In2 (In2
Jo
2 2
(e ti+e Oj +e t k).(j+2tk)dt=Jo (l+e t 2t)dt
Theorem: Independence of
Parametrization
Given ~ and a as in the preceding box, let t = feu) be a differentiable
function defined on the interval [U I ,U2] such thatf(uI) = tl andf(u2) =
t 2. Let al(u) be the parametric curve defined by al(u) = a(f(u». Then
The basic idea of the proof was illustrated in Example l. We apply the chain
rule to al(u) = a(j(u», obtaining a;(u) = a'(j(u»j'(u). Hence
"'-Start = o(t I) 1~2~(al(u)). a;(u)du = i~2~(a(J(u))). a'(J(u))j'(u)du.
Figure 18.1.2. A geometric
curve must be parametrized We next change variables from u to t = feu). Since dt = j'(u)du, the integral
in a specified direction. becomes J;~~(a(t»· a'(t)dt as required. •
A geometric curve C is a set of points in the plane which can be traversed
by a parametrized curve; the direction of travel along C is specified, but not a
specific parametrization (see Fig. 18.l.2). The theorem shows that the line
integral of a vector field along a geometric curve is well defined.
c A parametric curve a( t) defined on [t I' t 2] is called closed if its endpoints
coincide-that is, if a(t l ) = a(t2)' A geometric curve is closed if it has a
parametrization which is closed. When C is a closed curve, any point of C
Figure 18.1.3. Any point may be taken as the initial point for the parametrization, but we must be sure
may be taken as the to go around C just once (see Fig. 18.1.3 and Example 5.)
starting point for In summary, there are two reservations which must be noted in choosing
integration around a a parametrization of a geometric curve: the parametrization must go in the
closed curve. correct direction and it must trace out the curve exactly once.
Example 5 (a) Let C be the line segment joining (0,0,0) to (1,0,0) and let al(t) = (t,O,O),
°,; ;
(b) Let C be the circle given by x 2 + y2 = 1, z = O. Let al(t) = (cost,sint,O),
t ,,;;; 2'17. Find the line integral of ~(x, y, z) = - yi + xj along this curve. If
C is parametrized by ait) = (cost, sin t, 0), 0,,;;; t ,,;;; 4'17, find the line integral.
890 Chapter 18 Vector Analysis
1 c1»(0'](t)). O';(t)dt
I,
12 = (Ii. idt = (I dt = 1.
Jo Jo
For 0'2' we similarly have t] = 0, t2 = 1, O'l(t) = -i, and cI»(O'z{t» = i, so
1 c1»(0'2(t))·O'l(t)dt
I,
12 = (I-i.idt= - (l dt =-1.
Jo Jo
Here the geometric curve C is the same, but the two parametrizations, 0'] and
traverse C in opposite directions. See Fig. 18.1.4.
0'2'
(b) The line integral for 0'] is obtained frorn formula (3) by substituting
t] = 0,t 2 = 2'IT'0'1(t) = (cost,sint,O), cI»(x,y,z) = -yi+xj, cI»(O'I(t» =
-sinti + costj, O'I(t) = costi + sintj, and O';(t) = -sinti + costj, as follows:
Notice that we get the same result if we choose any 0 and parametrize C by
the equation O'(t) = (cos(t + 0), sin(t + 0),0), °.; ;
t .;;;; 2'IT; this will start and
finish at (cosO, sinO, 0). If we go backwards along C, using the parametrization
O'(t) = (cos( - t), sine - t), 0), we will get the negative of our earlier answer.
If we use O'lt), the only change is that t2 is changed to 4'IT, so we get
This is double our first answer, since 0'2 traverses C twice. See Fig. 18.1.5 .....
z
Figure 18.1.5. goes
0']
around C once while Uz
goes around twice.
y
x Start = Finish
A useful notation for the line integral is suggested by the Leibniz notation. Let
us write r = O'(t) so that O"(t) = dr/ dt and (3) becomes n~cI»(r). (dr/ dt)dt. It
is tempting to change variables to r and write f~~cI»(r)' dr, where r] = O'(t]) and
r z = 0'(t2)' but this notation does not display the curve traced out by r = O'(t),
only its endpoints. If we use the letter C to denote the path of integration,
however, we can define
(4)
o
infinitesimal notation. The change in r over a small time interval al is
ar ~ 0"(1) al (see Fig. 18.1.6). As al becomes the infinitesimal dl, !l.r passes
over into dr, and the approximate equality becomes exact.
Example 6 Let C be the straight line segment joining (2, 1,3) to ( - 4, 6,8). Find
L «Il(r)' dr,
= fo 1 [(2-6/)i-(1+5/)j+(2-6/)(1+5/)k)].(-6i+5j+5k)dl
Example 7 Suppose that «Il(r) is orthogonal to O"(t) at each point of the curve O'(t). What
can you say about the line integral Jccll(r) • dr?
Solution Since Jc«ll(r).dr=J:~«Il(O'(t»'O"(t)dl, this integral will be zero because
«Il(O'(/»' 0"(1) = 0, as «Il and 0" are orthogonal. ...
The formulas
(5)
and
(6)
(a) for ordinary integrals have their counterparts in line integration. If we choose
a point on a curve C, it divides C into two curves, C] and C2 (see Fig.
18.1.7(a». We write C = C] + C2 • Then (4) and (5) give
( «Il(r) • dr = ( «Il(r)' dr + ( «Il(r)' dr. (7)
k,+G J~ JG
Let - C be the curve C traversed in the reverse direction (see Fig. 18.1.7(b».
(b) Then (4) and (6) give
Figure 18.1.7. "Algebraic"
( «Il(r)' dr = - ( «Il(r) • dr. (8)
operations on curves. J- c Jc
892 Chapter 18 Vector Analysis
Addition formula (7) suggests a way to define line integrals over curves
with "corners"-that is, continuous curves on which the tangent vector is
undefined at certain points. If C is such a curve, we write C = C\ + C2 +
C3 + ... + Cn by dividing it at the corner points, and we define Jc«l>(r) . dr to
be
~
n
;=1 Ci
L«I>(r). dr (see Fig. 18.1.8).
Figure 18.1.8. If
C = C 1 + ... + Cn'
then Jc«IJ(r) • dr
= 2:7= tf c,«IJ(r) • dr.
Example 8 Let C be the perimeter of the unit square [0,1] X [0, 1] in the plane, traversed
in the counterclockwise direction (see Fig. 18.1.9). Evaluate the line integral
Jc«l>(r) • dr, where «I>(x, y) = x 2i + xyj.
Solution We do this problem by integrating along each of the sides C\, C2 , C3 , C4
y
separately and adding the results (see Fig. 18.1.9). The parametrizations are
C\: (t,O), 0.;;; t';;; 1; (T\(t) = ti.
(0, I) . - - _....... (1, I) C2 : (1,t), 0.;;; t';;; 1; (Tit) = i + tj.
C3 : (1 - t, 1), 0.;;; t';;; 1; (Tit) = (1 - t)i + j.
C4 : (0,1 - t), 0.;;; t';;; 1; (Tit) = (1- t)j.
Thus, by (4),
(1,0) x
( «I>(r). dr = (It 2 dt = 1,
(0,0)
Lc)
«I>(r)·dr= i0
l 2 I
(l-t)(-I)dt=--,
3
( «I>(r) • dr = (IOdt = 0.
JC4 Jo
Adding, we get
L«I>(r) •
C
dr °
= -31 + -21 - -31 + = -2'
1
A
Another notation for the line integral arises if we write our vectors in
components. Suppose that «I>(x, y,z) = a(x, y,z)i + b(x, y,z)j + c(x, y,z)k.
The expression for the derivative,
dr = dXi+ dYj+ dZ k
dt dt dt dt
can be written formally as
dr= dxi+ dyj+ dzk,
and so
L«I>(r)· L[ dr = a(x, y,z)i + b(x, y,z)j + c(x, y,z)k] • (dx i + dy j + dz k)
L[ = a(x, y,z)dx + b(x, y,z)dy + c(x, y,z)dz J. (9)
18.1 Line Integrals 893
The expression inside the last integral is called a differential form. To evaluate
the integral, we choose a parametrization of C. Then x, y, and z become
functions of I; dx,dy,dz are expressed in terms of 1 and dl, and the integrand
becomes an ordinary integrand in 1 which may be integrated over the
parametrization interval.
= [ el + t e J: = 2e + t e t .•
21 4
-
The following box summarizes the notations and definitions developed so far.
Line Integrals
The line integral of a vector function (x, y,z) along a curve (1(/),
II~t~t2,is
+ f b ( x (I), y (t), z (t») dd~ dt+ f e (x (I), y (I), z (t») ddz dt,
l
2
l
2
II 1 II t
which is also written
Ladx+bdy+edz or L«I>(r).dr orsimply L«I>.
Example 10 Find ( sin '1TX dy - COS'1Ty dz, where C is the triangle with vertices (1,0,0),
Jc .
(0, 1, 0), and (0,0, 1) in that order.
Then
3
LSin('lTX)dy- COS('lTy) dz = i~' LiSin('lTX)dy- COS('lTy) dz
= L'Sin['IT(I- t)Jdt-cos('lTt)·O
+ L'Sin('IT'O)(-dt)-COS['IT(I- t)Jdt
= - *
{-cos[ 'IT(I- t)J}I~ - (- * ){sin[ 'IT(I- t)]}I~ + 1
= 1'IT (cosO - COS'IT) + 1 (sinO - sin 'IT) + 1
'IT
= 1 [ 1 - ( - 1) ] + 1 (0 - 0) + 1 = 1 + 1...
'IT 'IT 'IT
26. Evaluate JCX2 dx + xy dy + dz, where C is para- 29. j(x, y, z) = x + y + yz, where
metrized by a(t) = (t, t 2, I), 0 , t , 1. aCt) = (sint,cost,t); 0, t , h.
27. Evaluate Jc4l(r)' dr, where cf»(x, y,z) = sinzi + 30. j(x, y, z) = x + cos 2 z, CJ as in Exercise 29.
cosfY j + x 3k and C is the line segment from 31. j(x, y,z) = x cosz, a(t) = ti + t 2 j; 0, t , 1.
(1,0,0) to (0,0,3). 32. j(x, y,z) = exp,fi, aCt) = (1,2, t 2 ); 0, t , 1.
28. Evaluate fcex+Y-Z(i+j-k)·dr, where Cis 33. j(x, y, z) = yz, a(t) = (t, 3t, 2t); I , t , 3.
the path (In t, t, t) for 2 , t , 4. 34. j(x, y,z) = (x + y)/(y + z),
The line integral oj a scalar junction j along a paramet- a(t) = (tJ t 3 / 2 , t); 1 , t , 2.
ric curve aCt), t, , ( , (2, is defined by
*35. Show that the value of the line integral of a
(l'j(a(t»lla'(t)1I dt. scalar function over a parametric curve, defined
J1, after Exercise 28, is unchanged if the curve is
Note that ifj= I, this isjust the arc length of the curve. reparametrized.
Evaluate the line integrals of the functions along the
indicated curves in Exercises 29-34.
We saw in the last section that the line integral of a vector field along a curve
from a point A to a point B depends not just on A and B, but on the path of
integration itself. There is, however, an important class of vector fields for
which line integrals are path independent. In this section and the next, we
shall give several different ways to recognize and use such vector fields.
A vector field cI»( x, y, z) defined on some domain D in space (or a vector
field cI»(x, y) defined on a domain in the plane) is called conservative if,
whenever C, and C2 are curves in D with the same endpoints, the line
integrals Jc,cI»(r) • dr and Jc,cI»(r) . dr are equal.
Our first observation is that a vector field on D is conservative if and only
if its integral around every closed curve in D is zero. (A conservative force
field is thus one in which no net work is done, i.e., energy is conserved if a
particle goes around a closed path.)
To justify this observation, we consider Figure 18.2.1, which can be
interpreted in two different ways. First of all, if C, and C2 are given curves
A B
from A to B, then C = C2 + (- C,) is a closed curve (from A to A). If cI» has
c2 the property that its integral around every closed curve is zero, then by
Figure IS.2.1. C, and C2 formulas (7) and (8) in Section 18.1,
have the same endpoints
when C = C2 + ( - C,) is
r cI»(r)' dr - Jrc ,cI»(r) . dr = Jr
Jc, C2 +( - C,)
cI»(r) . dr r
= cI»(r) . dr = 0;
Jc
closed.
so Jc,cI»(r) . dr = JC2c1»(r) . dr. Since this is true for all curves C, and C2 with
common endpoints, cI» is conservative.
The second way to look at Figure 18.2.1 is to consider the closed curve C
as given; the pieces C, and C 2 are then manufactured by choosing points A
and B on C so that C = C, + (- C 2). Now if cI» is conservative, then
o= r cI»(r). dr - Jrc ,cI»(r) . dr = Jcr
JC2 2 +(-C,)
cI»(r) . dr r
= cI»(r) . dr;
Jc
so the integral of cI» around a closed curve C is zero.
The argument just given to connect path independence with integrals
around closed curves has many applications in mathematics. A related geo-
metric example is given in Exercise 37.
896 Chapter 18 Vector Analysis
Conservative Fields
A vector field «I> is conservative when the line integral of «I> around any
closed curve is zero, which is the same as the line integrals of «I> being
path independent.
Example 1 Let «I> be a conservative vector field in the plane. If the line integral of «I> along
the curve AOB in Figure 18.2.2 equals 3.5, find the integral of «I> along the
broken lines: (a) ACB, (b) BDA, (c) ACBDA.
y
Example 2 Using examples from the previous section, show that neither of the vector
fields yi - xj + k and - yi + xj is conservative.
Solution In Example 1, Section 18.1, the line integrals of yi - xj + k along the paths (a)
and (c) are different, although the curves have the same endpoints. In
Example 5(b), the line integral of - yi + xj around a closed curve is not zero,
so it cannot be conservative ....
Conservative vector fields are easy to integrate because we can replace
complicated paths by simple ones, but we still do not know how to recognize
these fields. A first step in this direction is the following result.
By the chain rule for gradients and curves (Section 16.1), Vf(u(t))· u'(t)
= (d / dt) [j( u( t))], so
in the box above to the fundamental theorem of calculus. By analogy with the
one-dimensional case, we call a function f such that Vf = <Il an antiderivative
for f (the term primitive is sometimes used). The theorem also shows a big
difference between the one-dimensional and multi-dimensional cases: whereas
every continuous function of one variable has an antiderivative (see Section
4.5), in several variables, only conservative vector fields can have antideriv-
atives. In fact, every conservative vector field does have an antiderivative.
for all C; but this implies that <Il(r) - Vfer) is identically zero (if not, its
integral over a suitably chosen short straight path would be nonzero-see
Exercise 36), so <Il = Vf.
898 Chapter 18 Vector Analysis
B
Figure 18.23. C and
(- C]) + C2 are both paths
from A to B. 0
Example 4 Calculate the work done in moving a mass m from a distance '] out to a
distance '2 in the gravitational field of mass M which produces the force field
F = - (GMm / ,3)r, where r = xi + yj + zk and the mass M is located at the
origin.
Solution From Example 4, Section 16.1, F= -VV, where V= -GMm/,. Let the
curve C join the points A and B at distances '] and '2 from the origin. The
work done by F is
W= LF.dr= - LVV.dr= -(V(B)- V(A))
= V(A)- V(B)=GMm(~-~).
'2 ']
The work done in doing this move is therefore GM m (1/ '] - 1/'2)' If the signs
confuse you, note that a spacecraft moving a payload from a distance '] to a
distance '2> '] does positive work. ~
We still do not know how to tell whether a vector field is conservative just by
looking at a formula like 4>(x, y,z) = cos yzi + eXj + k, nor do we have a
computationally efficient way of finding antiderivatives. The following theo-
rem provides the method we need. For simplicity, we present it for two
variables; the analogous result for three variables is given in Exercise 30.
I These are called partial differential equations, since they involve partial derivatives of the
unknown function f.
18.2 Path Independence 899
Example 5 Show that the vector field (2x + 3y3)i + (9 xy2 + 2y)j is conservative, and find
an antiderivative.
Solution With a(x, y) = 2x + 3y 3 and b(x, y) = 9xy2 + 2y, we have a/x, y) = 9y2 and
bxCx, y) = 9y2, so the cross-derivative test shows that the given field is conser-
vative. To find an antiderivative f, we first solve the equation
fAx, y) = 2x + 3y 3
by integrating with respect to x to obtain the trial solution x 2 + 3xy 3. To this
we may add an arbitrary function g(y) without destroying the property that
its x derivative is 2x + 3y 3. Thus, our trial solution is f(x, y) = x 2 + 3xy 3 +
g(y). Now the equation./y = b becomes
9xy2 + g'(y) = 9xy2 + 2y,
so g'(y) = 2y. (The fact that the equation for g'(y) does not involve x is a
consequence of the condition ay = bx ') A solution of g'(y) = 2y is g(y) = y2,
so we may take f(x, y) = x 2 + 3xy 3 + y2 as our antiderivative ....
gravitational field is zero, provided the mass ends 29. If f(x, y,z) = x 3 - y3 + sin('lTyz/2), evaluate
up in the same spot it began, with the same Jc Vfer) • dr along the curve
speed.
17. Is 2xyi + (x 2 + cos y)j conservative? If so, find a(t)= ( -t3- sin-tS
'IT t 2 +2 ) . O<t<1.
1 + (2' 4' ,
an antiderivative.
18. Is xyi + (! x 3 + yeY)j conservative? If so, find *30. Extend the cross-derivative test to vector fields
an antiderivative. in space: show that .(x,y,z)=a(x,y,z)i+
19. Is 4x cos 2(y /2)i - x 2sin yj conservative? If so, b(x, y,z)j + c(x, y,z)k is conservative if and
find an antiderivative. only if cY = b" Cx = az and ay = bx-
20. Is 2xy sin(x 2y)i + (e Y + x 2sin(x 2y»j conserva- Use the cross-derivative test in Exercise 30 to determine
tive? If so, find an antiderivative. whether each of the vector fields in Exercises 31-34 is
21. Consider the vector field in Example 7. Show conservative. If it is, find an antiderivative.
that if we restrict its domain to be those (x, y) *31. 2xyi + (x 2 + z2)j + yk
with y > 0, then it is conservative. (Show that *32. xyi + yzj + xzk
f(x, y) = tan -I(y / x) is an antiderivative.) *33. eYZi + xzeYZj + xyeyzk
22. In Exercise 21, what prevents f from being an *34. cos(xy)i + yxj - sin(yz)k
antiderivative for • on the whole plane minus *35. Show that any two antiderivatives of a vector
the origin? field in the plane or space differ by a constant.
In Exercises 23-26, recognize • as a gradient and *36. Show that only the zero vector field is totally
compute the work done in moving a particle along the path independent in the sense that its integrals
given path with the given force. over all paths, even with different endpoints,
23. a(t)=(cost,sint,t); 0<t<2'IT, .(x,y,z)= are equal.
xi + yj + zk. *37. Two-color problem. Several intersecting circles
24. aCt) = (cos t, sin t, 0); 0 < t < 2'IT, .(x, y, z) = are drawn in the plane. Show that the resulting
xi + yj + zk. "map" can be colored with two colors in such a
25. Same as Exercise 24 but with 0 < t < 'IT. way that adjacent regions have different colors
26. a(t) = (a cos t, 0, b sin t); 0 < t < 2'IT, .(r) = (as in Fig. 18.2.5). [Hint: First show that every
-r/llrI13. closed curve crosses the union of the circles an
27. Let .(x, y,z) = (z3 + 2xy)i + x 2j + 3xz 2k. Show even number of times. Then divide the regions
that the integral of • around the circumference into two classes according to whether an arc
of the unit square [0, 1] X [0, 1] in the xy plane is from the region to a fixed point crosses the
zero by: circles an even or odd number of times. Com-
(a) Evaluating directly. pare your argument with the proof of the basic
(b) Demonstrating that • is the gradient of properties of conservative vector fields.]
some function f.
28. Let
f(x,y,z) = eXcos(yz + x 8 ) + [sin(yz)]Jn(1 + x 2).
Show that
( Vf(r)· dr = ( Vf(r). dr,
Jc, Jc 2
Just as the differential notation ff(x)dx was convenient for functions of one
variable, we have seen that the notation
L tIt(x, y). dr = La(x, y)dx+ b(x, y)dy
is a good one for the line integral of a vector field «It(x, y) = a(x, y)i +
b(x, y)j. The expression a(x, y)dx + b(x, y)dy is called a differential form;
such an expression is often written as P dx + Qdy, where P = a(x, y) and
Q = b(x, y). The differential form P dx + Q dy is called exact if there is a
function u=f(x,y) such that p=au/ax and Q=au/ay, so Pdx+ Qdy
= (au/ax)dx + (au/ay)dy. We call u = f(x, y) an antiderivative of the differ-
ential form. Using this notation, we can rewrite the cross-derivative test as
follows.
Given a differential form Pdx + Qdy satisfying ap lay = aQ/ax, there are
two ways of finding u = j(x, y). The first is the method we used in Example 5,
Section 18.2.
Method 1. If P = au/ax, integrate to give u = f Pdx + g(y), where g(y)
is a function of y to be determined. Differentiate u with respect to y and
y equate your answer to Q. This will give an equation for g'(y) which may be
integrated to yield g(y) and hence u.
(X,y) Method 2. If C is a curve from (x o, Yo) to (x, y) and if «It(x, y) = Vf(x, y)
then from p. 896,
f(x,y) - f(xo,yo) = L tit· dr.
(0,0) (x,O) x
Choose C to be the curve from (0,0) to (x, y) shown in Figure 18.3.1. We can
Figure 18.3.1. The path also adjust f by a constant so that j(O, 0) = O. This leads to the explicit formula
used to construct
u = f(x, y). f(x,y) = foxa(t,O)dt+ foYb(X,t)dt (1)
for u = j(x, y), where P = a(x, y) and Q = b(x, y). In (1), f~a(t, O)dt is the
integral of P dx + Q dy along C)' while fbb(x, t)dt is the integral along C 2 •
Example 1 Is (2xy cos Y + x 2 )dx + (x 2cos Y - xy sin y)dy an exact differential? If so,
find an antiderivative; that is, find u such that au/ax = 2xy cos Y + x 2 and
au/ay = x 2cos y - xy sin y.
Solution To test for exactness, we let P = 2xy cos Y + x 2 and Q = x 2cos Y - xy sin y
and compute that
ap = -2xysiny + 2x cos Y = aQ ,
ay ax
and so a u exists. To find u, we can use either of the two methods above.
Method 1. We must have
~~ = P and ~; = Q,
18.3 Exact Differentials 903
Hence
x
="3
3 2..
+Xycosy,
which agrees with the answer using Method 1. We check that au/ax = P and
au/ay = Q, as required ....
Exact Differentials
To determine whether there is a function u = I(x, y) such that au/ax
= P = a(x, y) and au/ay = Q = b(x, y), check whether ap lay =
aQ/ax.
If so, I may be constructed by formula (1) or by integrating:
u = fPdx + g(y); equating au/ay and Q determines g'(y) and hence,
by integration, g(y).
If ap lay =1= oQ/ih, no such I can exist.
These equations may be solved as follows: there is a function f(x, y) such that
P = fx and Q = t.
The curves
f(x,y) = C (3)
for C a constant are solutions of (2) assuming that they define y as a function
of x. Indeed, differentiating (3) implicitly by the chain rule, we get
dy dy
fx + t dx = 0, i.e., P + Q dx = O.
P+ Qdy =0
dx
is exact, see if
3P 3Q
3y = ax·
To solve an exact equation P + Q(dy / dx) = 0, find f(x, y) such that
P = fx and Q= t.
(See the preceding box.) The solutions are f(x, y) = C for any con-
stant C.
Example 4 (a) Let (x, y) = (e l - I , sinew / t)), 1 .;:; t';:; 2, be a parametrization of the curve
C. Calculate !c2x cos y dx - x 2sin y dy.
(b) Find the solution of 2xcosy = x 2 siny(dy/dx) that satisfiesy(3) = o.
Solution (a) The curve C goes from (1,0) to (e, I). Since 3(2x cos y) /3y = - 2x sin y
= 3( - x 2sin y)/3x, the integrand is exact. Thus we can replace C by any
curve having the same endpoints, in particular by the polygonal path from
(1,0) to (e,O) to (e, I). Thus the line integral must be equal to
e 2cos I - I.
=
Alternatively, using the antiderivative u = f(x, y) = x 2cos y, which may be
18.3 Exact Differentials 905
Example 5 (a) Verify that ap lay = aQ/ax and find u = f(x, y) such that P = au/ax
and Q = au/ay in each case:
(i) P = x 2 + y3; Q = 3xy2 + l.
(ii) P = Y cosx; Q = y + sinx.
(b) Solve the following differential equations with the given conditions:
(i) x 2 + y3 + (3xy2 + l)dy/dx = O;y(O) = l.
(ii) ycosx + (y + sinx)dy / dx = 0; y(w /4) = l.
Solution
(a) (i) We have PJ}. = 3y2 and Qx = 3y2, and so Py = Qx' Let f(x, y) be such
that fx = x + y3 and h = 3xy2 + l. Then f(x, y) = ffxdx = x 3/3 +
xy3 + g(y). Then hex, y) = 3xy2 + g/(y) = 3xy2 + 1 implies g/(y) = 1,
so g(y) = y + C. Thus,f(x,y) = x 3/3 + xy3 + Y + C.
(ii) We have ap lay = cosx and aQ/ax = cosx; thus ap lay = aQ/ax.
Integrating, f(x, y) = ffx dx = y sin x + g(y); h = sin x + g/(y) = sinx
+ y implies g/(y) = y or g(y) = y2/2 + C. We thus have f(x, y)
= ysinx+y2/2 + C.
(b) (i) The differential equation x 2 + y3 + (3xy2 + l)(dy / dx) = 0 is exact by
our calculation in part (a)(i). From that calculation we find that
f(x, y) = x 3/3 + y3x + Y = K is a solution. Applying the condition
yeO) = 1 gives K = l. Thus the solution is x 3/3 + y3x + Y = I.
(ii) Similarly, using the result of part (a)(ii), we get the solution f(x, y)
= y sinx + y2/2 = K. Applying the condition that y(w /4) = 1 gives K
= (Ii + 1)/2. Thus the solution is y sinx + y2/2 = (Ii + 1)/2 ...
A differential equation
M+N dy =0 (4)
dx
which is not exact may sometimes be made exact if we multiply it through by
a function JL(x, y). The equivalent equation is JLM + JLN dy / dx = 0, which is
exact if a( JLM)/ay = a( JLN)/ax. This is a condition on JL, which can be
written as
(5)
Any function JL(x, y) satisfying equation (5) is called an integrating factor for
the original equation (4).
In general, it is not easy to solve (5), but occasionally it is possible to
solve it with a JL which is a function of x alone, i.e., JL(x, y) = JL(x), in which
case JLx = JL' and Py = O. In this case (5) becomes JLMy = JL' N + p,Nx or
906 Chapter 18 Vector Analysis
p. = JMy ~ N dx l
exp [ x
p.M + p.N dy 1 dx = °
Having found an integrating factor, one may now solve the exact equa-
tion by the methods described earlier in this section. The
following example shows how linear equations may be solved by this method
(compare this approach with the methods of Section 8.6).
Solution (a) Comparing the equation with (4), we see that M = - x 5 + x 3y - y and
N = x. Thus My = x 3 - 1 and N x = 1. Hence (My - NJI N = (x 3 - 1 - 1)1 x
= x 2 - 21x. Therefore, the integrating factor is p. = exp[f(x 2 - 2Ix)dx]
= exp(x 3/3 - 2lnx) = exp(x 313)1 x 2 • According to fon;nula (1) applied to
p.M dx + p.N dy,
= Lo exp( t 13)
x 3
2 ( -
5
t ) dt+
LY exp( x 13) x dt
3
2
t 0 x
= JexP(JP(x)dx)Q(x)dx+ yexP(JP(x)dx) = C.
Absorbing the constant into the first integration and solving for y gives
y = -e-fP(X)dX[J Q(x)efP(X)dxdx l
(The methods of Section 8.6 yield the same answer.) ...
18.3 Exact Differentials 907
ix
In Exercises 5-8, determine which differentials are ex-
act. cos( xy2) - xy 2sin( xy2) = 2x» sine xy2)
5. x»dx + (x}/3)dy
6. x 2 dx + (x 313) dy that satisfies y( 1) = o.
7. x»dx+(x3/3)dy 23. Solve the equation in Exercise 21 (b) using the
8. xy2 dx + (y3/3) dy method of separation of variables (Section 8.5).
24. Solve the equation dy/dx = (1 - y)/(x + 1),
9. Show that we can use
yeO) = 2 using (a) the method of exact equations
!(x,y)= foYb(O,t)dt+ foxa(t,y)dt and (b) separation of variables. Verify that the
two answers agree.
in place of formula (1). 25. Find an integrating factor p.(x) for the equation
10. Use the path ({t x, tx), 0 .;; t .;; I to find another
formula (other than those in Example 2 and
2y cos Y + x + (xcosy - xysiny) dy = O.
dx
Exercise 9) that may be used in place of (1). 26. Solve the equation dy 1 dx = 3x» + x by finding
II. Let C 1 be parametrized by (t2+ l,tsin('lTtI8», an integrating factor. (Leave your answer in the
0.;; t .;; 4, and C2 by «(t2 + l)cos'ITt, t) 0.;; t .;; 4. form of an integral.)
Determine whether 27. Solve the equation x dy 1 dx = xy2 + Y by using
fc,Pdx + Qdy = fc2Pdx + Qdy, where the integrating factor 1//.
Pdx + Qdy = HX4 + y2)dx + (xy + eY)dy. 28. Use the integrating factor xy to solve
12. Let P = In(x2 + 1) - 2xe- Y and Q = x 2e-Y -
In(y2 + I). Determine whether f c 1P dx + Q dy 1. + 1 + ( Z + 1) dy = o.
x y x Y dx
= fc2Pdx + Qdy, where C 1 and C2 are two
curves with the same endpoints. 29. Find the equation which must be satisfied by a
Solve the differential equations satisfying the given con- function p. of y alone if it is to be an integrating
ditions in Exercises 13-16. factor for M + N dy 1 dx = O.
13. yeX + eY + (xe Y + eX)dyldx = O,y(O) = 2. 30. (a) Find a solution of the equation 3x»2 +
14. eY + (xe Y + 2y)dyldx = O,y(O) = 1. 2(x 3y + x 3y 3) dy 1 dx = 0 in the form u(x, y)
15. 3x 2 + 2xy + (x 2 + y2)dYldx = O,y(1) = 2. = constant.
16. cosysinx + sinycosxdyldx = 0,y('lT/2) = 1. !!i! (b) If Y = J(x) is a solution of the equation with
Determine which of the equations in Exercises 17-20 J(I) = 1, what isJ(2)?
are exact and solve the ones that are. *31. If Pdx + Qdy satisfies aplay = aQ/ax, show
17. x dy 1 dx + Y + x»2 - 1 = O. that functions g(y) and hex) can always be
18. Y - x 3 + (x + y3)dyldx = O. found such that f P dx + g(y) = f Q dy + hex).
19. xy2 + 3x» + (x + y)x 2dyldx = o. * 32. Generalize the assertion in Exercise 31 to P dx +
20. eXsiny - eYsinxdyldx = O. Qdy + Rdz.
21. (a) Let (x, y) = (t 3 - 1,1 6 - I), 0.;; t .;; 1 para-
metrize the curve C. Calculate
908 Chapter 18 Vector Analysis
Green's2 theorem relates the line integral of a vector field (or differential form)
around a closed curve to the double integral of a certain function over the
region bounded by the curve. Among the many applications of this theorem is
a formula for the area of a region in terms of a line integral around its
boundary.
Green's theorem states that
Lemma Let D be a type I region as above, with C its bounding curve. Let P = j(x, y)
have continuous partial derivatives in D and on C. Then
2 George Green (1793-1841), an English mathematician and physicist, was one of the early
investigators of electricity and magnetism. His work on potentials led to what is commonly called
Green's theorem (although it may also be due to Cauchy). This theorem, as generalized to three
dimensions by Lord Kelvin, Stokes, Gauss, and Ostrogradsky, was crucial to later developments
in electromagnetic, gravitational, and other physical theories. Some of these applications are
discussed later in this chapter. For more history, see "The history of Stokes' theorem" by V. J.
Katz, Mathematics Magazine, 52 (1979) 146-156.
18.4 Green's Theorem 909
Proof Since the double integral may be evaluated as an iterated integral (see p. 850),
we have
= lb[f(x,cJ>2(X)) - f(X,cJ>1(X))]dx.
( Pdx= (b f(I,cJ>1(t))dt
JC2 Ja
and
( P dx =
JC4
f - f( - t, cJ>2( - 1))( - dt)
-b
a
= _lb f(t,cJ>2(t))dl.
Thus
= - .t[J(t,cJ>2(t)) - f(t,cJ>I(I))] dt
I
= -JI,Dayap dxdy . •
In exactly the same way, we can prove that if D is a type 2 region with
Figure 18.4.3. The boundary curve C traversed counterclockwise (Fig. 18.4.3), then for Q =
boundary of this type 2 g(x, y) with continuous partial derivatives,
region consists of the two
curves, x = !f;1(Y) and
x = !f;2(Y), and segments of
the lines, 11 and 12 ,
L Qdy= JIv ~; dxdy. (3)
If we have a region which is of both types I and 2, then equations (2) and
(3) are both valid. Adding them yields formula (1).
Green's Theorem If D is a region of types 1 and 2 with boundary curve C traversed counterclock-
wise, and if P = f(x, y) and Q = g(x, y) have continuous partial derivatives in D
and on C, then
910 Chapter 18 Vector Analysis
Example 1 Verify Green's theorem for P = x and Q = xy, where D is the unit disk
x 2 + y2 < I.
Solution We can evaluate both sides in Green's theorem directly. The boundary C of D
is the unit circle parametrized by x = cos t, Y = sin t, 0 < t < 27T, so
f L( ~; - ~~ )dxdy= f Lydxdy,
which is zero also, since the contributions from the upper and lower half-
circles cancel one another. Thus Green's theorem is verified in this case ...
Green's theorem applies as well to many regions other than just those of types
I and 2. Often one can show this by dividing up the region, as in the following
example.
Example 2 Show that Green's theorem is valid for the region D shown in Fig. 18.4.4.
Solution Figure 18.4.5 shows how to divide up D into three regions, D], D 2 , D 3 , each of
which is of types I and 2. Let C], C 2 , C3 be the boundary curves of these
regions. Then
D
The double integral over the D;'s adds up to the double integral over D, so
Figure 18.4.4. Is Green's
theorem valid for D? f J(( ~Qx -
D
~P )dxdy=
y
( Pdx+ Qdy
JCt
+ ( Pdx+ Qdy + ( Pdx+ Qdy.
JC2 JC3
However, the dotted portions of the boundaries shown in Fig. 18.4.5 are
traversed twice in opposite directions; these cancel in the line integrals. Thus
we are left with
Green's Theorem
If D is a region and C is the boundary of D, oriented as in Fig. 18.4.1,
then
Example 4 Let C be the boundary of the square [0, 1] X [0, 1] oriented counterclockwise.
Evaluate
fc(y4 + x 3 )dx+ 2x 6 dy.
Solution We could, of course, evaluate the integral directly, but it is easier to use
Green's theorem. Let D be the unit square (bounded by the lines x = 0, y = 0,
x = 1, andy = 1). Then
We can use Green's theorem to obtain a formula for the area of a region
bounded by a curve C.
1 ( x dy - Y dx
2 Jc
= 1
2
JJ((axax - a( ay- y) ) dx dy JJ(dx dy
D
=
D
Example 6 Verify formula (4) in the case where D is the disk x 2 + y2 .;;:; r2.
Solution The area is 7Tr2. Formula (4) with x = r cos t, y = r sin t, 0 .;;:; t .;;:; 27T, gives
Example 7 Use formula (4) to find the area bounded by the ellipse C: x 2/ a 2 + y2/ b 2 = l.
Solution Parametrize C by (a cos t, b sin t), 0 .;;:; t .;;:; 2'lT. Then (4) gives
= "21 J(271"
o abdt = ab7T . ...
9. Let C be the ellipse x 2j a 2 + y2j b 2 = I, and let 23. Show that the area enclosed by the hypocycloid
cI»(x, y) = xy 2i - yx 2j. Write f ccI»(r)' dr as a x = acos30, y = asin 30, 0..;; 0..;; 2'17 is i'17a 2 •
double integral using Green's theorem. Evaluate. (Use Green's theorem.)
10. Let cI»(x, y) = (2y + eX)i + (x + sin(y2»j and C 24. Find the area bounded by one arc of the cycloid
be the circle x 2 + y2 = 1. Write f ccI»(r)' dr as a x = a(O - sinO), y = a(l - cosO), where a> 0,
double integral and evaluate. 0..;; 0..;; 2'17.
II. Let C be the boundary of the rectangle [1,2] X 25. Find the area between the curves y = x 3 and
[1,2]. Evaluate f cx2y dx + 3yx 2 dy by using y = IX by using Green's theorem.
Green's theorem. 26. Use formula (4) to recover the formula A
12. Evaluate f c<xs - 2xy3)dx - 3xy2 dy, where C = t f~r2 dO for a region in polar coordinates (see
is parametrized by (t8, tl~, 0 ..;; t..;; 1. Section 10.5).
Let C be the boundary of the rectangle with sides 27. Sketch the proof of Green's theorem for the
x = I, Y = 2, x = 3, and y = 3. Evaluate the integrals in region shown in Fig. 18.4.7.
Exercises 13-16.
13. L(2y2 + xS)dx + 3y 6 dy.
14. L(xy 2 - y3)dx + (- 5x 2 + y3)dy.
15. L(3x 4 + 5)dx + (yS + 3y2 - I)dy.
Figure 18.4.7. Prove
16. ([ 2y + sin x ] dx + [ x + eY ] dy. Green's theorem for this
Jc 1+ x 2 1+ y2
region.
17. Suppose that Pi + Qj is parallel to the tangent
vector of a closed curve C. 28. Find the work which is done by the force field
(a) Show that Qi - Pj is perpendicular to the (3x + 4y)i + (8x + 9y)j on a particle which
tangent vector. moves once around the ellipse 4x 2 + 9y2 = 36 by
(b) Show that If D(ap lax + aQjay)dx dy = 0, (a) directly evaluating the line integral and by (b)
where D is the region whose boundary is C. using Green's theorem.
We call V2u = a2ujax 2 + a2ujay2 the Laplacian of 29. Let P = Y and Q = x. What is f cPdx + Qdy if
u = j(x, y). Prove the identities in Exercises 18 and 19. C is a closed curve?
18. f LuV 2vdxdy= - f LVu.Vvdxdy 30. Use Green's first identity (Exercise 18) with
v = u to prove that if V~ = 0 on D and u = 0 on
+L u ~~ dy - u ~; dx, (Green's first identity). C, then Vu = 0 on D, and hence u = 0 on D.
f L(u V
*31. Green's theorem can be used to give another
19. 2v - v V~)dxdy = L(y ~~ -v ~~) dy proof that a differential form P dx + Q dy de-
fined on the plane is exact if ap jay =' aQjax.
- (u ~; - v ~; ) dx (Green's second identity). (In fact, the argument in Section 18.3 or the one
[Hint: Write down Green's first identity again outlined here also works in other regions, such as
with u and v interchanged and subtract.] a disk.) Define j by
f J(( ap
D ax - aQ )dXd
ay ry'
914 Chapter 18 Vector Analysis
=
JC ,+C2
u - 0;
JC ,+C2 JL(p : ; -P ~; )dXdy
but the double integral over D is zero, since = LPQdx+ PQdy
ap lax = aQ/ay by assumption. Conclude that
u = 0, to complete the proof.
*32. If Pdx + Qdy satisfies ap/ay = aQ/ax, use -JL( Q~: -Q~;)dXdy.
Green's theorem to show that P dx + Qdy is
conservative by showing its integral around "ev- How is this like integration by parts?
ery" closed curve in zero. (b) Elaborate the following statement: Green's
*33. Project: The formula A = ! fcx dy - Y dx is the
theorem is "the fundamental theorem of calcu-
lus" in the plane since it relates a double integral
basis for the operation of the planimeter, a me-
to an integral around the boundary, just as the
chanical device for measuring areas. Find out
fundamental theorem relates an integral over an
about planimeters from an encyclopedia or the
interval to a sum over the boundary of the inter-
American Mathematical Monthly, Vol. 88, No. val (that is, the two endpoints).
9, November (1981), p. 701, and relate their
operation to this formula for area.
If «I» is a vector field defined at points in the plane, we can write «I» = Pi + Qj.
The line integral of «I» around a curve C, namely
L «I»(r)·dr= LPdx+ Qdy,
V(x,y) = velocity of a
fluid particle
Figure 1S.S.1. The velocity
field of a fluid.
circulating clockwise. This explains the origin of the term "circulation" and is
illustrated in Fig. 18.5.2.
Solution Here P(x, y) = Y j(x 2 + y2) and Q(x, y) = - x j(x 2 + y2), so the scalar curl is
aQ ap _ a( x ) a( y )
ax - ay - - ax x 2 + y2 - ay x2 + y2
_(X2 + y2) + 2x2 _(X2 + y2) + 2y2
= 2 + 2 =Q
(X2 + y2) (X2 + y2)
The circulation of V about the circle x 2 + y2 = 1 is
i Pdx + Qdy = iydx- xdy = 2· (area of disk) = -2'lT.
for some point Pe in De' Dividing by (area De) and letting €~ 0 gives
i.e., the scalar curl may be thought of as the circulation per unit area.
A fluid moving in space is represented by a vector field w(x, y,z) in three
variables. The generalization of Green's theorem to this case is called Stokes'
theorem. We shall next prove a special case of this theorem.
Consider a region D in the xy plane and a function f defined in D. The
equation z = f(x, y) defines a surface over D. If we refer to Section 15.2, we
see that a normal vector to this surface is given by -f) - frj + k, and so a
unit normal is
-f)-frj+k
n=
Vf; + fr2 + 1
The area element on the surface is given by
dA = VI + f; + fr2 dx dy
as was shown in Section 17.3. Thus ndA = ( - f) - frj + k)dx dy.
Example 2 Let ell = x 2i + y2j + zk. Evaluate JJsell • n dA, where S is the graph of the
function z = x + Y + lover the rectangle 0 .;;; x .;;; 1, 0.;;; y .;;; 1.
Solution By formula (1), with P(x, y, z) = x 2, Q(x, y, z) = y2, R(x, y, z) = z, and
z = j(x, y) = x + y + 1,
JIsell· n dA = JLJ -x 2 . 1 - y2 . 1 + (x + y + I) ] dx dy
= folfol(x + Y + 1 - x 2 - y2)dxdy
1 1 1 1 4
=2+2+ 1 -3-3=3'.
Stokes' theorem will involve the concept of curl defined as follows.
If ell is a vector field in the plane, but regarded as being in space with R = 0
and P, Q independent of z, then the curl 0.£ ell is just the scalar curl of ell
times k.
Formally, we can write V = aax i + a~ j + aaz k, treating it as if it were a
vector; then
j k
a a a
curl ell = V x ell =
ax ay az
P Q R
which helps one remember the formula.
j k
a a a
VXVf= ax ay az
af af af
ax ay az
a'i
= ( ayaz - aza'i).
ay 1+ (a'i
az ax - axa'i).
az J + (a'i a'i) k.
ax ay - ayax
Each component is zero because of the symmetry property of mixed partial
derivatives. A
Now we are ready to state Stokes' theorem. Like Green's theorem, it relates an
integral over a surface with an integral around a curve.
Stokes' Theorem
Let D be a region in the plane (to which Green's theorem applies) and S
the surface z = f(x, y), where f is twice continuously differentiable. Let
aD be the boundary of D traversed counterclockwise and as the
corresponding boundary of S (see Fig. 18.5.4). If 4» is a continuously
differentiable vector field in space, then
as
Figure 18.5.4. As you
traverse as
counterclockwise, the
surface is on your left.
az _ aR)(_
+(ap az)+(aax _ ap)]dA.
Q (2)
ax ay ay
On the other hand, if aCt) = x(t)i + y(t)j parametrizes aD, then .,,(t) =
x(t)i + y(t)j + f(x(t), y(t»k is an orientation-preserving parameterization of
the oriented simple closed curve as. Thus
( «I»(r)' dr = (b[(p + R k) + (Q + R k) dy ] dt
Jas Ja ax dx
dt oy dt
Now we use the chain rule, remembering that P, Q, and R are functions of x,
y, and z, and z is a function of x and y, to obtain
( «I»(r)' dr
Jas
The last two terms in each set of parentheses cancel each other, and we can
rearrange terms to obtain the integral (2) . •
As with Green's theorem, Stokes' theorem is valid for a much wider class
of surfaces than graphs, but for simplicity we have treated only this case.
Example 5 Let «I» = yeZi + xeZj + xyezk. Show that the integral of «I» around an oriented
simple closed curve C that is the boundary of a surface S is O. (Assume S to
be the graph of a function.)
Solution By Stokes' theorem,
However,
j k
V X «I» =
0 0 0
ox
=0,
oy oz
yeZ xe Z xye Z
Solution Refer to Fig. 18.5.5. C is the triangle in question and S is a surface it bounds.
By Stokes' theorem,
Now i + j + k = 3m, so the term involving m drops out, and the integral
becomes
3 Jo 3 Jo ,f6
= _ 4'7T
f3
Method 2. Simplifying the Surface. We compute V X F =- 2i - 2j - 2k.
By Stokes' theorem,
where P is any surface having as as its boundary. We take for P the portion
of the plane x + y + z = I inside the circle in Fig. 18.5.6; n = (i + j + k)/ f3
is a unit vector orthogonal to the plane, so (V X F) n is constant and equal to
0
plane orthogonal to n, and let aD. be its boundary. See Fig. 18.5.8. By Stokes'
theorem,
fJ, (VX«I»)·ndA =i
D, aD,
«1». dr.
In one variable calculus we have seen that a mean value theorem holds for
integrals (see p. 435). There is a similar result for double and triple integrals;
Figure 18.5.8. The curl thus there is a point P, in D, such that
gives the circulation per
unit area.
f J, (Vx«I»)·ndA =[(VX«I»)(P,)'n](areaD,).
D,
Thus
n.(VX«I»)(p,)=_l- ( «1». dr, andso n.(VX«I»)(Po)=lim~ ( «1». dr,
'TT€2 JaD, ,~o 'TT€ JaD,
as we wanted to show.
Example 8 Let E and U be time-dependent electric and magnetic fields in space. Let S be
a surface with boundary C. We define
L E· dr = voltage drop around C,
.::: H
.,-~
Show that Faraday's law follows from the following differential equation
«;me of the Maxwell equations):
VXE=-Tt·
au
Solution In symbols, Faraday's law states feE. dr = -(a/at)ff sU' ndA. By Stokes'
theorem, feE· dr = f f s (V X E) • n dA. Assuming that we can move a/ at
under the integral sign (see Review Exercise 48, Chapter 17), we get
- ~at f Js
(U· n dA = f J(s - auat . n dA.
.= _i_ _
y+z
xj
(y+z)2 (y
xk
+ z)
2 •
x 2 + y2 = 1 oriented counterclockwise and S the
disk x 2 + y2 < I. Determine:
(a) The integral of F over S.
(b) The circulation of F around C.
Show that the integral of • around an oriented (c) Find the integral of V X F over S. Verify
simple curve C that is the boundary of a surface S Stokes' theorem directly in this case.
is zero. *27. Imagine a fluid moving in space. Take a paddle
IS. Let • = (yze X + xyzeX)i + xzeXj + xyexk. Re- wheel on the end of a stick and put it in the fluid.
peat Exercise 17. Move the stick around until the paddle wheel
19. Let. = 2xi - yj + (x + z)k. Evaluate the integral rotates the fastest in a counter-clockwise direction.
of • around the curve consisting of straight lines Your stick now points in the direction of the curl.
joining (l, 0, 1), (0, 1,0), and (0, 0, 1), using Stokes' Justify.
theorem. *2S. Generalize Example 7 by replacing x + y + z ;;. 1
20. Let C consist of straight lines joining (2,0,0), by ax + by + cz ;;. d and F = r X (i + j + k) by
(0,1,0), and (0,0,3). Evaluate the integral of F = r X (ai + bj + ck). (What inequality is needed
eI»(x, y,z) = xyi + yzj + xzk around C by using to ensure that the plane ax + by + cz = d inter-
Stokes' theorem. sects the sphere x 2 + y2 + z2 = I?)
*29. Prove that Stokes' theorem holds for the surface
x 2 +y2+z2=I,z;;. -1/2.
924 Chapter 18 Vector Analysis
Let V be the velocity field of a fluid moving in the plane. In the previous
section, we explained why the line integral of V around a closed curve C is
called the circulation of V around C. The line integral is the integral of the
tangential component of V. The integral around C of the normal component
of V also has physical meaning.
Imagine first that V is constant and C is a line segment; see Fig. 18.6.1.
°
parallelogram t = d111V11 = I/[cosOIIVI11 units of time to cross C. Thus
cos IIVII square units of fluid cross each unit length of C per unit time. Since
o has unit length, this rate equals V . o.
If we now imagine C to consist of straight line segments and V to be
constant across each one, we are led to interpret the integral of the normal
component of V along C, that is,
LV. ods,
as the amount of fluid crossing C per unit of time. This integral is the flux of
V across C.
Let C be parametrized by aCt) = x(t)i + y(t)j. Then a unit tangent vector
IS
x'i + y'j
t = --;::::=======- where x' = dx I dt and y' = dy I dt.
~( X,)2 + (y,)2
The element of length is
ds = ~( X,)2 + (y,)2 dt
and a unit normal is
o = --;::::======-
y'i - x'j
~( X,)2 + (y,)2
This 0 has length I and is perpendicular to t, as is easily checked. We chose
18.6 Ftux and the Divergence Theorem 925
this 0 and not its negative so that if C is a closed curve traversed counterclock-
wise, 0 will be the unit outward normal, as in Fig. 18.6.2. If V = Pi + Qj,
then substitution of the above formulas for 0 and ds gives
c
V· ods = (Py' - Qx')dt.
This leads to the following definition.
Figure 18.6.2.
y'i - x'j
n = ~(X')2 + (y'/ The Flux of a Vector Field
is the unit outward normal. The flux of V across a curve C is defined to be
fcV • ods = fcPdy- Qdx.
L b
( P(x(t), y(t») ~ -Q(x(t), y(t») ~~ ) dt,
as our calculations above show.
The divergence theorem relates the flux of a vector field V across C to the
integral of the divergence of V over D defined as follows.
We can remember the formula for divV in the plane by writing the "d6t
product" of V = (a I ax) i + (a lay) j with V, where instead of multiplying a ax
and P, we let alax operate on P. This is similar to the way we regarded curl
4»=Vx4» as the cross product of V= (a/ax)i+ (a/ay)j + (a/az)k with 4»
(see Example 3, Section 18.5).
JJ(( apax -
D
a( - Q) )
ay dxdy=
JJD(divV)
( dx dy. •
926 Chapter 18 Vector Analysis
Example 1 Calculate the flux of V = x cos Y i-sin y j across the boundary of the unit
square in the plane with vertices (0,0), (1,0), (1,1), and (0,1).
Solution The divergence of V is
a (x cos y)
· V = ax
d IV a·
+ ay(-smy)=cosy-cosy=O,
so by the divergence theorem, the flux across any closed curve is zero. Thus
the flux across the given boundary is zero. (Notice that directly computing the
flux across e is possible, but more tedious.) ..
A vector field in the plane is called incompressible or divergence free if
div V = 0. This terminology arises from the divergence theorem and the
example in which V is the velocity of a fluid. In fact, the divergence theorem
implies that the flux across closed curves is zero, that is, the net area of fluid
entering and leaving the region enclosed by e is zero. For a compressible
fluid, it can happen that the fluid inside e is squeezed so that the net flux
across e is negative. In this case, div V would be negative. Likewise, if
°
div V > in a region, the fluid is expanding. See Fig. 18.6.3.
v v
Figure 18.6.3. A
compressing,
incompressible and
expanding fluid.
Example 2 Figure 18.6.4 shows some flow lines for a fluid moving in the plane with
velocity field V. What would you guess 4 the sign of div V to be at points A, B,
e, and D?
40ne has to guess, because one cannot really tell from the picture without knowing how fast the
fluid is moving.
18.6 Flux and the Divergence Theorem 927
In words, the total flux across the boundary of W equals the total divergence
in W.
Proof of It is sufficient to prove the three equalities
Gauss'
Theorem f faw Pi • ndA = f f fw ~~ dxdydz, (1)
This is because
+ f f fw ~~ dxdydz,
and
f L[ R( x, y, Z)I~I~Xh;x,Y)] dy dx
have normals perpendicular
to the z axis.
f f fw ~~ dz dy dx =
Next we break up the left side of (3) into the sum of six terms:
Since on each of S3' S4' S5' and S6' the normal 0i is perpendicular to k, we
+f
have k 0i = 0 along these faces, and so the integral (5) reduces to
0
and so
f 12R(k °2)dA0
The formula for 01 is similar to formula (7) for 02' However, 01 points upward,
so the numerator of 01 is -(afl/ax)i - (afl/ay)j + k (Note the positive k
component). Thus
and so
f {R(k 0 0ddA = f L R(x, y, fleX, y»dxdy. (9)
f LWR(k 0
o)dA
f LwRkoodA = f f fw ~~ dxdydz
which is the identity (3) which we wanted to show. •
18.6 Flux and the Divergence Theorem 929
As with Green's and Stokes' theorems, Gauss' theorem holds for regions
more general than those of types I, II, and III. This assertion may be
established by breaking up a region W into smaller subregions WI' ... , Wn
each of which is of types I, II, and III. We apply Gauss' theorem to each of
these smaller regions and add the results. The surface integrals along common
boundaries interior to W cancel, and we are left with Gauss' theorem for the
original region W.
Example 3 Evaluate
where F( x, y, z) = xy 2i + X)>j + yk
and S is the surface of the cylinder W defined by x 2 + y2 < 1, - 1<z < 1.
Solution One can compute the integral directly, but it is easier to use the divergence
theorem.
Since S is the boundary of the region W, the divergence theorem gives
ffsF·ndA = fffwdivFdxdydz. Now
divF = aax (xy2) + a~ (xy) + aaz (y)
= x2 + y2,
and so
= 2J ( (X2 + y2)dxdy.
Jx 2+y2<1
We change variables to polar coordinates to evaluate the double integral:
x=rcosO, y=rsinO, O<r<l, 0<O<2'lT.
Replacing x 2 + y2 by r2 and dxdy by rdrdO, we have
Example 4 Let V = 2xi + 2yj + 2zk and let S be the unit sphere x 2 + y2 + Z2 = 1. Calcu-
late the flux of V across S.
Solution By the divergence theorem, the flux of V across S equals
J J JwdivV dxdydz,
where W is the ball x 2 + y2 + z2 < 1. However,
divV(x, y,z) = aax (2x) + a~ (2y) + aaz (2z) = 6.
Example 5 Calculate the flux of Vex, y, z) = x 3i + y3j + z 3k across the surface of the unit
sphere x 2 + y2 + Z2 = 1.
Solution For Vex, y, z) = x 3i + y3j + z 3k, div V = 3x 2 + 3/ + 3z 2 . By Gauss' theorem
in space, the flux equals
f f Jw(divV)dxdydz.
Using spherical coordinates (Section 17.5), this becomes
Example 6 Prove the vector identities (a) V o(j~) = (VJ) ~ + fV o~ (b) V o(V x~) =
0 o.
Solution Suppose that ~ = ai + bj + ck.
(a)
Vo(f~) = a(fa) + a(fb) + a(fc)
ax ay az
= af a+ af b+ afc+f(aa + ab + aC)=(Vf)o~+fVo~.
ax ay az ax ay az
(b)
•
Example 7 A basic law of electrostatics is that an electric field E in space satisfies
div E = p, where p is the charge density. Show that the flux of E across a
closed surface equals the total charge inside the surface.
Solution Let W be a region in space with boundary surface S. By the divergence
theorem,
{ flUXOfE}
across S
=f J(EondA
s
= f f fwdivEdxdydz
= f f fJ(x,y,z)dxdydz,
since div E = p by assumption; but since p is the charge per unit volume,
Q = f J fwPdxdydz
is the total charge inside S . •
7. Calculate the flux of $(x, y) = yi + eXj across 15. Find the flux of $(x, y,z) = 3xy2j + 3xyj + z 3k
the boundary of the square with vertices (0,0), out of the unit sphere.
(1,0), (0, I) and (I, I). 16. Evaluate the flux of $(x, y,z) = xi + yj + zk out
8. Calculate the flux of x 3 j + y3j out of the unit of the unit sphere.
circle x 2 + / = I. 17. Evaluate IfawF·ndA, where F(x,y,z)=xi+
9. Fig. 18.6.6 shows some flow lines for a fluid yj - zk and W is the unit cube in the first octant.
moving in the plane. Let V be the velocity field. Perform the calculation directly and check by
At which of the indicated points A, B, C, D can using the divergence theorem.
one reasonably expect that (a) div V> O? 18. Evaluate the surface integral IfasF· ndA, where
(b) divV < O? F(x, y, z) = i + j + z(x 2 + y2)2k and as is the
surface of the cylinder x 2 + y2 ..; I, 0 ..; z ..; I.
19. Suppose a vector field V is tangent to the bound-
ary of a region W in space. Prove that
Iff w(divV)dxdydz = O.
20. Prove the identity
V·(F x 4») = 4». (VXF) - F· (V X 4»).
21. Prove that
I IIw(Vf)' 4»dxdydz
= I Iaw f4»'ndA - I I Iw fV .4»dxdydz.
Figure 18.6.6. The flow
lines of a fluid moving in 22. Prove that (a / at)(V •H) = 0 from the Maxwell
the plane. equation V X E = - aH/at (Example 8, Section
18.5).
10. Fig. 18.6.7 shows some flow lines for a fluid
23. i(i) Prove that V·J = 0 from the steady state
moving in the plane. Let V be the velocity field.
Maxwel\ equation V X H = J (Exercise 25,
At which of the indicated points A, B, C, D can
Section 18.5).
one reasonably expect that (a) divV > O? (b)
(ii) Argue physical\y that the flux of J through
divV < O?
any closed surface is zero (conservation of
charge). Use this to deduce V·J = 0 from
Gauss' theorem.
24. (a) Use Gauss' theorem to show that
I h,VxF.ndA I h2VxF.ndA,
=
37. If D is a region in the plane with boundary curve 53. Show that div «II at a point Po in space is the
C traversed counterclockwise, express the follow- "flux of «II per unit volume" at Po.
ing three integrals in terms of the area of D: 54. In Section 18.4, we gave an example of a region
(a) fcxdy, (b) fcydx, (c) fcxdx. to which Green's theorem as stated did not ap-
38. Use Green's theorem to calculate the line inte- ply, but which could be cut up into small-
gral f c<x 3 + y3)dy - (x 3 + y)dx, where C is the er regions to which it did apply. In this way,
circle x 2 + y2 = 1 traversed counterclockwise. Green's theorem was extended. Give an example
Calculate the curl and the divergence of the vector of a similar procedure for Stokes' theorem.
fields in Exercises 39-42. 55. Surface integrals apply to the study of heat flow.
39. «II(x, y,z) = xi + [yj(x + z)]j - zk. Let T(x,y,z) be the temperature at a point
+ zex-Yk.
40. «II(x, y,z) = 2xeYi - y 2e z j (x, y, z) in W where W is some region in space
41. «II(x, y,z) = r X (xi - yj - zk), and T is a function with continuous partial deriv-
where r = xi + yj + zk. atives. Then
42. «II = V x F, where
VT= aT i + aT j + aT k
F(x, y,z) = 3x 2i + cos(yz)j - sin(xy)k. ax ay az
43. (a) Let F = yi - xj + zx];2k. Calculate V X F represents the temperature gradient, and heat
and V·F. "flows" with the vector field - kV T = F, where
(b) Evaluate JJs,(VXF)'odA where SI is the k is the positive constant. Therefore f f sF . n dA
surface x 2 + y2 + Z2 = 1, z .;; O. is the total rate of heat flow or flux across the
(c) Evaluate f f s,F . 0 dA where S2 is the surface surface S. (0 is the unit outward normal.)
of the unit cube in the first octant. Suppose a temperature function is given as
44. (a) Let F = (x 2 + Y - 4)i + 3xyj + (2xz + z2)k. T(x, y, z) = x 2 + y2 + z2, and let S be the unit
Calculate the divergence and curl of F. sphere x 2 + y2 + z2 = 1. Find the heat flux
(b) Find the flux of the curl of F across the across the surface S if k = I.
surface x 2 + y2 + Z2 = 16, z ;;. o. *56. (a) Express conservation of thermal energy by
(c) Find the flux of F across the surface of the means of the statement that for any volume Win
unit cube in the first quadrant. space
45. Express as a surface integral the work done by a
force field F going around a closed curve C in ~f f fwedxdydz= - f IawF . odA ,
space.
46. Suppose that div F > 0 inside the unit ball where F = - kV T, as in Exercise 55 and e
x 2 + y2 + z2 .;; 1. Show that F cannot be every- =cPoT, where c is the specific heat (a constant)
where tangent to the surface of the sphere. Give and Po is the mass density (another constant).
a physical interpretation of this result. Use the divergence theorem to show that this
47. Calculate the surface integral JJs(VXF).odA, statement of conservation of energy is equivalent
where S is the hemisphere x 2 + y2 + Z2 = 1, to the statement
z ;;. 0 and F = x 3i _ y3j. (heat equation),
48. Calculate the integral of the vector field in Exer-
cise 47 over the hemisphere x 2 + y2 + Z2 = 1, where V 2T = div grad T = a2T jax 2 + a2T jay2
z .;; O. + a2T jaz 2 is the Laplacian of T.
49. Calculate the integral f f sF· n dA, where S is the (b) Make up an integral statement of conserva-
surface of the half ball x 2 + y2 + z2 .;; 1, z ;;. 0, tion of mass for fluids that is equivalent to the
and F = (x + 3y 5)i + (y + IOxz)j + (z - xy)k.
continuity equation
50. Find f f s(V X «II) . 0 dA, where S is the ellipsoid
x 2 + / + 2z2 = 10 and «II = sinxyi + eXj - yzk. ~~ + div(pV) = 0,
For a region W in space with boundary aW, unit
outward normal n and functions f and g defined on W where p is the mass density of a fluid and V is
and aW, prove Green's identities in Exercises 51 and 52, the fluid's velocity field.
= f f fw(jV 2g - gV2j)dxdydz.
934 Chapter 18 Vector Analysis
*58. (a) Use Green's theorem to find a formula for Exercise 51 to prove that f is constant.
the area of the triangle with vertices (XI' YI), *60. Show that the result in Exercise 59 is true if the
(X2' Y2), and (X3' YJ). condition (ii) is replaced by (ii') f is constant on
(b) Use Green's theorem to find a formula for ilW.
the area of the n-sided polygon whose consecu- *61. Considering a closed curve in space as the
tive vertices are (x], YI)' (X2' Y2), ... ,(xn, Yn)· boundary of two different surfaces, discuss the
*59. Let f be a function on the region W in space relation between:
Chapter 13 Answers
13.1 Vectors in the Plane 31. y
1. (4,9) 3. (-15, 3) 3
5. Y= 1 7. No solution
9. No solution 11. No solution
13. a = 4, b = - I 15. a = 0, b = I
17. (XI, YI) + (0,0) = (XI + 0, YI + 0) = (XI' YI) x
3
19. [(XI' YI) + (X2, Yz)] + (x3' YJ)
= (XI + X2 + X3, YI + Yz + Y3)
= (XI' YI) + [(X2, Yz) + (x3, Y3)]
21. a(b(x, Y» = a(bx, by) = (abx, aby) = ab(x, y) 33. y
23. y
2
• • • • ••
• •• • ••
x x
• •• • • • 4
••• •• •
35.
25. (a) k(l,3) + 1(2,0) = m(1, 2)
(b) k + 21 = m and 3k + 0 = 2m x
(c) k = 4,1 = 1 and m = 6; i.e. 4S03 + S2 = 6S02
27. (a) d
(b) e
29. (a) c + d = (6,2)
-6
37. (a)
2 .r
Q
6
x 3
vAw
Pl....-).R
u
234 x
(b) -2e+a=(-1,0)
(b) v=(l,2); w=(1, -2); u=(-2,0)
(c) 0
y 39. (a)
y
-2e+a
x x
(b) (0, I)
A.70 Chapter 13 Answers
(c) (0,5/2) 9.
11.
-2
13. - i + 2j + 3k 15. 7i + 2j + 3k
17. i - k 19. i - j + k
13.2 Vectors in Space
21. i + 4j, B ~ 0.24 radians east of north
1. 23. (a) 12:03 P.M.
(b) 4.95 kilometers
25. .\"
F = 50 lb.
F, = 50 sin (50') lb ~ 38.3 lb.
3.
29.
y
5. (11,0, II)
7. (-3, -9, -15)
Chapter 13 Answers A.71
31. 9i+ 12j+ 15k 33. 26i + 16j + 38k 33. (I/13)i + (I/13)j + (1/13 )k, (1/ Ii)i + (1/ Ii)k
35. a = !, b = - ! 37. a = 5, b = 2 35.13
39. (4.9,4.9,4.9) and (-4.9, -4.9,4.9) newtons. 37. Ii
41. (a) Letting x, y, and z coordinates be the number 39. (i) ~14t2 - 121 + 4
of atoms of C, H, and 0 respectively, we get (ii) t = 3/7
p(3,4,3) + q(0,0,2) = r(l,0,2) + s(0,2, I). (iii) ~1O/7
(b) P = 2, r = 6, s = 4, q = 5
41. 13 knots
(c) 0 43. Solve one equation for I and substitute. The line is
2(3.4.3)+ 5(0.0.2) =
vertical when XI = X2'
6(1.0,2) + 4(0,2, I). 45. When the angle between the vectors is O.
6(1,0.2)
4(0,2. I)
13.4 The Dot Product
1.4
3. 0
10 H 5. ~ 0.34 radian
7. 7T /2 radians
9. (l/{S)i + (2/{S)j
10 11. 0.955 radians
c
43. (a) P~I=(-I,-I,-I),Po=(I,O,O),
PI = (3, I, I), P 2 = (5,2,2)
(b) x (i+j+k)
.\'
1. Use vectors with tails at the vertex containing the 33. (I, - 1/2,3/2), ff4 /2
two sides. 35. x = (22 - 9t)/7, Y = (- 6 - 2t)/7, z = I
3. Use the distributive law for scalar multiplication. 37. 313.
5. (I, - t) 39. Ii /2.
7. x = I - I, Y = I - I, z = I 41. Letting (a,b) and (c,d) be the given points, the
9. x = t, Y = t, z = t equation of the line is (a - c)x + (b - d)y
11. x = I - t,y = I - I, z = I = (l/2)(a 2 - c 2 + b 2 - d 2 ). Use this to show that
13. x = - I + 3t, y = - 2 - 2t the two points are equidistant from points on the
15. (-2, -J,O) 17. No line.
19. 13 21. Ii 43. (a) 3
(b) -2
23. 21i 25. ::!:: Ii46
(c) 213
27. 112i + j + 2kll = 3, which is less than 13 + Ii· (d) 3
29. One solution is u = i, v = - i, w = i. 45. Letting PI = (p,q) and P 2 = (r,s), we have
31. Each side has length Ii. (r - p)x + (s - q)y = (r2 + s2 _ p2 - q2)/2.
A.72 Chapter 13 Answers
47. To show that v and w = (v . el)el + (v . e2)e2 are 11. Compute the two determinants.
equal, show that v - w is orthogonal to both el 13. Compute the two determinants.
and e2' 15. 0 19. -6
49. FI = - (F12)(i + j) and F2 = (F12)(i - j) 17. 4 21. 9
51. (a) F = (3v'2 i + 3v'2 j) 23. abc
(b) ~ 0.322 radians j
(c) 18v'2 25. - I ~1=-i-3j+3k
53. Use the component formula for the dot product. Ii I
j
~I=i-j+k
55. (a) [12.5)2 + (16.7)2 - (20.9)21/[(12.5)(16.7)] IS
close to O. 27. I
(b) 0.54% Il I
->
57. (a) Let s = tVa2 + b 2 + c2 j
(b) Use the fact that Ilull = I. 29·1 ~ 0
0
1= -2j
(c) Use IIull 2 = I. 31. 6
(d) For LI and L 2 , 33. 12
coso: = 1//3 so 0: = cos-I(l//3), 35. Compute and simplify.
cos f3 = 1//3 so f3 = cos-I(I//3), 37. Compute both determinants and compare.
cos y = 11/3 so y = cos-I(ll /3). 39. Use Example 8 after renumbering the vectors.
For L3 and L 4 , 41.
coso: = 11m so 0: = cos-I(l/m),
cos f3 = 11m so f3 = cos-I(l/m)
and cosy = 91m so y = cos-I(9Im).
(e) Only the line t(l, I, I).
51. Subtract four times row 1 from row 2, subtract 49. This is a (double) cone with vertex at the origin.
seven times row 1 from row 3, expand by column
I and then evaluate the 2 X 2 determinant.
53. 3, -6
y
1. (2,8)
3. (- 1,,- 2, 17)
5. Iii + j - k
7. -4i + 7j - 11k
9.6
11. -2k
13. i - 2j 51. (a) Draw a vector diagram. (b) Use c X c = O.
15. 2i + j - 3k (c) Use part (b).
17. (-2//IT)i + (3//IT)j + (3//IT)k 53. Use the dot product to show that the vectors a - b
19. 0 (the three vectors lie in a plane). and - a - b are perpendicular.
21. (a) (6,6) 55. 3 57. 1
59. -2 61. 0
63. y38T 65. 29/2
(b) 1/3
69. Use the fact that IIall 2 = a' a, expand both sides
and use the definition of c.
71. x=3/7,y= -29/21,z=23/21
73. -162
75. Each side equals
2
2xy - tyz + 5z 2 - 48x + 54y - 5z - 96.
(Or switch the first two columns and then subtract
the first row from the second.)
77. v is orthogonal to i
(b) (9,7) 79. (a) 4k
23. Put the triangle in the xy-plane; use cross products (b) 20,12 i + 20,12 j
with k. 81. (a) Substitute i, j, and k for w.
25. (1825 - 600y''2) I /2 R:: 31.25 km /hr. (b) (u - v) . w = O.
27. (a) 70 cos B + 20 sin B (c) Repeat the reasoning in (a)
(b) (21 If + 6) ft.-lbs. (d) Apply (c) to u - v.
29. x = 1 + t, y = 1 + t, Z = 2 + t 83. (a)
31. x = 1 + t, y = 1 - t, Z = 1 - t
33. -x + Y = 0
35. x - Y - Z - I=0
37. x = - t, Y = t, Z = 3
3~x=2+~y=3-~z=l-t
41. (1/v'38)i - (6/v'38)j + (1/v'38)k
43. (2//5)i - (l//5)j
45. (If /2)i + (1 /2,12)j + (1/2,12)k
47. It is parallel to the z-axis. 123456 x
A.74 Chapter 14 Answers
(c)
(c)
85. (a)
(d)
y
(I + 21T) (I, 2)
14 (4+1T)(I,2)
12
10
8
6 x
4
2
12345678 x
87. U = sin - 1(.J8 /3)
Chapter 14 Answers
14.1 The Conic Sections
1. Foci at (± 4/f, 0). 3.
y
y
2
2
-6 6 -'
2 x
-2
-2
Chapter 14 Answers A.7S
y
5. 3. y
7.
-2 2 x
x -2
.r
9. y=x2/16 11. (0, 1/4),y = -1/4
13. (1/4, 0), x = - 1/4 15. x 2 + y2 = 25
17. Y = x 2 /4 x 2
19. y2 - 3"" = 1
x
21. On the axis, 2/15 meters from the mirror.
23. 4/{f5
25. Use the dot product to find an expression for the
cosine of the incident and reflected angles.
x
A.76 Chapter 14 Answers
23. x 2 + y2 - 4x - 6y = 12
x2
25. Y = (x - 1)2 27. (y - 1)2 - 3 = I.
If .{f.
use equations (9) to compute A + C.
~) z
(0,0, I)
I
x I
-2 -I I
I
}------+---\--
y
(-~
I / (0,1,0)
/
0.0,0)
x
Chapter 14 Answers A.77
c =-2
c=2
c= I
y x
13.
19.
21.
2
y
x
A.78 Chapter 14 Answers
23. 27.
y
c =.2
y
z
z ;;: 2
z=1
x
29.
25. !\
;t--------~T---)
I
c =-2
~~:::::::=_c=O
c=2
x
x
31.
c=2
l'
l'
x
c::: -2
33.
y
Chapter 14 Answers A.79
o x
39.
1/2
x
-1
-3
-5
A.SO Chapter 14 Answers
1.
11. z
x
3.
Y
x
13.
7. z
x
Chapter 14 Answers A.81
15. z 19.
21. z
x
17. (a) =
x
y
x -I
V2-;-c.;;--~-----
.:~ 1f Y
(1,-1,0) 1-"4
x
A.82 Chapter 14 Answers
z z
(0.0,6)
/~------~-----.
(3,-2,1) / }'
v
~ //,/
1///
1£'':---
)'
6
I
I
• (6,0,-2)
x
7. (0, J, 0)
(0, 1,0)
y-plane.
y
17, Stretching by a factor of 2 away from the z-axis,
and fI reflection through the xr-plane.
19. Right circular cylinder with radius r; vertical plane
x making an angle {j with the .);'z-plane horizontal
plane containing (0,0, z).
9. (- f3 /2, - J /2, 4) 21. 'iT /4}
,(_.J3 _J.. 4)
I 2' 2'
I
I
I
I
I
I
I
I
y
y
rr/2
rr/6 I
I
I
x
x
Chapter 14 Answers A.S3
0.64
y
I Y I
I
',- I
I
2.68 '~ I
I
(-2, I ,-3)
,I
I
x I
I
• (0,0, -8)
25. (y'29,3.73,2.41) x
z 33. p2 = 2/sin2cpcosO
35. The vertical half plane with positive y-coordinates
and making a 45° angle with the xz-plane.
37. It moves each point twice as far from the origin
along the same line through the origin.
39. The unit circle in the xy-plane.
Y 41. (3, 'IT /2,4), (5, 'IT /2,0,64)
,
(-3,-2,-4)
x
(0,3,4)
27. (0,0, - 3)
I
I
I
I
x
7f
I
I
I 43. (0,0,0), (O,O,CP) for any O,cp,
I
I
I
• (0,0.-3)
x
29. (0,0,3)
(0,0,0) y
(0,0,3)
x
A.B4 Chapter 14 Answers
45. (4, 77T /6,3), (5, 77T /6,0.93) 59. (a) z = r 2 cos 2e
(b) 1 = p tan </> sin </> cos 2e
z 61. (a) The length of xi + yj + zk is
• (-2v3,-c,3) (x2 + y2 + z2)1/2 = P
I
I (b) cos</> = z/(x 2 + y2 + z2)1/2
I
I (c) cose = x/(x 2 + y2)1/2
I
I
I e .; ;
63. 0 .;;; r .;;; G, 0 .;;; e,
27T means that (r, z) is inside
-----7 the cylinder with radius G centered on the z-axis,
/ and Izl.;;; b means that it is no more than a
/
I
I
/
/
/ distance b from the xy plane.
/
//
L ____ -/<-_ _ _ _..
/ e .; ;
65. -(d/6)cos</>.;;; p .;;; d/2, 0.;;; 27T, and
y
7T - cos-I(I/3).;;; </>.;;; 7T.
67. This is a surface whose cross-section with each
surface z = c is a four-petaled rose. The petals
shrink to zero as lei changes from 0 to I.
x
-I
x
i y
• (0,0,-1) -4
x
3.
y
~(Io_v'i)
2" 2
x
Chapter 14 Answers A.8S
(4.0.0)
9.
---1-.1'
=-t'
- .r
(iii) z
x
(a)
(c) The curve becomes a circle in the xy plane
with center (2,0, 0) and radius I.
45. (a) Substitute
(b) (Alcost + Blsint,A 2cost + B 2sint,A 3cost +
B3sint) where AI' A 2, A 3, B I , B2 and B3 are
constants.
(b)
y
x
x
Chapter 14 Answers A.B7
51. The set of points above or below Po have coordi- [-1/2/'f + cos(m/12)/2/'f + sin('lTt/12)/4]j +
nates (xo, Yo, z) where z = cos - Ixo + 2mr if Xo ;;. 0 [-1/2/'f + cos('lTt/12)//'f - sin('lTt/12)/4jk
or z = - cos - Ixo + 2mr if xo"; 0, n an integer.
(c) (x, y,z) = (-1/2/'f)(i + 2j + 3k) +
The vertical distance is 2'IT.
(-'IT/48)(i+j+k)(t-12)
53. Let 0"1 = iIi + gd + hlk, 0"2 = fzi + g2j + h 2 k. 3. Td would be longer.
Form 0"1 + 0"2 and differentiate using the sum rule
5. The "exact" formula is - tan I sin a =
for scalar functions.
cos(2'ITt / Td )[tan(2'ITt / Ty)tan(2wt / Td ) - cos aj.
55. Using notation in the answer to Exercise 53, form 7. A = 9.4° .
0"1 X 0"2 and differentiate using the product rule
9. The equator would receive approximately six
for scalar functions.
times as much solar energy as Paris.
57. (a) O"(t) describes a curve in the plane through the
origin perpendicular to u.
(b) Same as (a), except that the plane need not go
through the origin. Review Exercises for Chapter 14
(c) O"(t) describes a curve lying in the cone with u
as its axis and vertex angle 2 cos - lb.
1.
of Space Curves
1. 2'IT 15
3. 4/'f - 2
-3 3 x
5. ~3.326
7. -0.32n: 2r, where r is the vector from the center to
the particle.
9. (6.05 X 103) seconds.
11. (a) From ma = GmM/ R2, g = GM/ R2 =
(6.67 x 10- 11 )(5.98 x 1024)/(6.37 X 106)2 =
9.83 m/sec 2 •
3.
(b) The acceleration is - 9.8k if k points upward.
13. (a) x" = (qb / em)y'; y" = (- qb / em)x'; z" = O.
(b) x = -(ame/qb)cos(qbt/me) + (ame/qb) + I, y
Y = (ame/qb)sin(qbt/me), z = ct.
(c) r = ame/qb, the axis is the line parallel to the 8
7. y 15. y
20
2
15
2
x
-15
-20
17. The level surfaces are parallel planes.
y
9.
(l,5)
y
(0,2) (2,2)
(l,-I)
11. y
c= I
13.
x
Chapter 14 Answers A.S9
21. Ellipsoid with intercepts (± 1,0,0), (0, ± 1/2,0) and 27. Elliptic paraboloid with intercepts (± 1,0,0),
(0,0, ± I). (0, ± 1/2,0) and (0,0, I).
1/2
y
x
x
z
-2-
x:o x: I
y y
-I
x:2 x:3
x
A.90 Chapter 14 Answers
!
31. (a) 31. (c)
y
3
v2
l level sets for
c = -10,-1,0
are empty
(4.83,1.29,4)
rI
p --;--,---
7 / y
(1.84, -1.06,
2.12) ..... cjJ
.....
y I // I ~P
I ',/ y
all
I //
o
__i'I 1/
x x
y
line x + y = 0, z = 0
x
Chapter 15 Answers A.91
49.
51. z
73. (a) The curve is x 2 + z2 = 2 which can be ex-
pressed as x = /2 cos t, Y = I, z = /2 sin t.
(b) (x, y, z) = (1, 1, 1) + t( -1,0, I)
(2" PI 2 2 2
(c) Jo (-v2sint) +(0) +(/2cost) dt
55. eli + costj - sintk; eli - sintj - costk (e) Let w be the unit vector in the direction of
57. [e l + 2t/(1 + t 2)2]i + (cost + I)j - sintk;
[e l + (2 - 6t 2)/(I + t 2)3]i - sintj - costk
(UI X U2) X UI. Let w = ~ cos -I(UI . U2). Then
17
59. x = t + I, Y = (t - 1)/2, z = (t - 2)/3. al(t) = UI cos(wt) + w sin(wt).
Chapter 15 Answers - - - - - - - - - - - -
15.1 Introduction to 9. fx=yz,fAI,I,I)= I;.£, = xz,.£,(l, 1,1)= I;
.fz = xy,.fz(I, 1, I) = 1.
Partial Derivatives 11: fx = - y 2sin(xy2) + 3yze 3xyz , fA17, 1, 1) = 3e 3,,;
.£, = -2xysin(xy2) + 3xze 3xyz ,.£,(17, I, 1) = 317e 3,,;
1. fx = y, fAI, 1) = I;.£, = x, JiI, I) = 1
3. fx = 1/(1 + (x - 3y2)2], fA 1, 0) = 1/2;
.fz = 3xye 3xyz ,.fz(17, 1, 1) = 317e 3".
13. az/ax = 6x; az/ay = 4y .
.£, = - 6y /(1 + (x - 3y2)2], .£,(1, 0) = o.
15. az/ax = 2/3y + 7/3; az/ay = -2x/3y2.
5. fx = yexYsin(x + y) + eXYcos(x + y), fAO,O) = I;
17. au/ax = e- xyZ [ - yz(xy + xz + yz) + (y + z)];
fy = xexYsin(x + y) + eXYcos(x + y), .£,(0, 0) = 1.
au/ay = e- xyZ [ -xz(xy + xz + yz) + (x + z)];
7. fx= -3x 2/(x 3 +y3)2,fA-I,2)= -3/49;
au/az = e- xyZ [ -xy(xy + xz + yz) + (x + y)] .
.£,= -3y2/(X 3 +y3f,Ji-I,2) = -12/49.
A.92 Chapter 15 Answers
19. au/ax = e'cos(yz2); au/ay = -z 2e X sin(yz2); 75. (a) Look at the function restricted to the X-, yo,
°°
au/az = -2yze X sin(yz2) and z-axes.
21. (xyexe Y - xexe" + xe Y + eX)/(ye X + 1)2 77. (a) Substitute x = into f,.
23. 16b(mx + b 2)7 (b) Substitute y = into Iv to get Iv(x, 0) = x
25. 12 + (2/9)cos(2/9) - 27e 2 . (c) f,.x(O, 0) = lim [(j,(0, y) - f,(O, O»/y), etc.
27. -4cos(l) + 3 - 3e . y-->o
29. (a) -x(sinx)e- xy (d) Notice that f, and 1.. are not continuous
(b) 0,0, -'!T/2, _('!T/2)e- 172 / 4 at (0,0). .
31. I
33. 1/6 - 3sec2 (6) 15.2 Linear Approximations and
35. 1/7 + 3sec2(-15) Tangent Planes
37. (tu 2 )e stu'
(- J.!sinAJ.!)(l + A2 + J.!2) - 2ACOSAJ.! 1. z= -9x+6y-6. 3. z = 1
39. 2 5. z = 2x + 6y - 4 7. z = 1
(I + A2 + J.!2) 9. z = x - y + 2 l1.z=x+y-1
41. fz= lim {[j(x,y,z+~z)-f(x,y,z)l/~z}.
13. -(\/v'3)(i - j - k) 15. -(\/v'3)(i+j-k)
Ilz-->O
43. The rate of change is approximately zero. 17. -0.415 19. - 2.85
45. (a) I/(l + R,/ R2 + R,/ R3)2 21. 1.00
(b) 36/121 times as fast. 23. Increasing, decreasing, increasing.
47. a2z/ax 2 = 6, a2z/ay2 = 4,
a2z/axay = a2z/ayax =
49. a2z/ax 2 = 0, a2z/ay2 = 4x/3/,
° 25. 1-~a/6+~v
27. (a) 2
(b) A parabola in the yz-plane, opening upward
a2z/axay = a2z/ayax = -2/3y2
°
with vertex at (l, 0, I).
51. fxv = 2x + 2y, fvz = 2z, ix = 0, fxvz = (c) (0, 1,2)
53. a2u/ax 2 = 24xy(x 2 - y2)/(x 2 +y2)4, a2u/ayax 29. See Example I; in this case we are dealing with
= a2u/axay = -6(X4 - 6xy 2 + y4)/(X 2 + y2)4, the lower hemisphere.
a2u/ay2 = -24xy(x2 _ y2)/(x2 + y2)4.
xy
55. a2u/ax 2 = y4e -X,.2 -+; 12 3, a2u/ayax 15.3 The Chain Rule
= a2u/axay = e -xv (- 2y + 2xy 3) + 12x 3y2,
a2u/ay2 = 2xe- xy2 (2xy2 - I) + 6xy. 1. (48 + 128t)cos(3 - 2t) - 8(3 - 2t)2cos(3 + 8t) +
57. Take 8 = Eo 2(3 + 8t)2sin(3 - 2t) + (12 - 8t)sin(3 + 8t)
59. °
61. 52/m =4m
3. (e 2t - e- 2t )(ln(e 2t + e- 2t ) + I).
5. -sint + 2costsint + 3t 2 •
7. e t - t2 (\ - 2t) + e t1 - t3 (2t - 3t 2) + e tJ - t(3t 2 - I).
63. -e
65. °
67. g'( to) = - 2 cos tosin to + 2e 2to
9. Letf(x,y)=x/y.
11. (x/Jx2 + y2 + 2y2)(dx/du) +
69. Evaluate the derivatives and add.
(y / Jx 2 + y2 + 4xy)(dy / du).
71. (a) Evaluate the derivatives and compare.
13. ai + bj + ck where - 2a - 4b + c = 0.
(b) 15. (a) XX(\ + Inx)
(b) XX(\ + lnx)
(c) One author prefers (a), the other (b).
f'(t)g(t)h(t) + f(t)g'(t)h(t) - f(t)g(t)h'(t)
17. 2
[h (t)]
19. 6.843
21. The half-line lies in its own tangent line. The cone
in Example 6 is such a surface, as is any other
surface obtained by drawing rays from the origin
to the points of a space curve.
13. Undefined, the first matrix has two columns and (b) Eliminate B to find a relation between x, y, z,
the second matrix has three rows. and ep.
(c) Look at the ratio y / x.
15. [~] 17. [~ ~] (d) Find o(x, y,z)/a(u,ep,O) and evaluate its de-
terminant.
21. oz/ax = 26x + 6y + 70; oz/oy = 6x + 2y + 14. 47. Express IA II B I as a sum of 36 terms.
23. oz/ax = cos(3x 2 - 2y)(6x)cos(x - 3y) + I
sin(3x 2 - 2y)[ - sin(x - 3y)]; 4
az/oy = -2cos(3x 2 - 2y)cos(x - 3y) + 2
3 sin(3x 2 - 2y)sin(x - 3y). 4
:n
(b) u = (t + S)2 + (t - S)2, V = (t + S)2 - (t - S)2, 2
o(u,v)/o(t,s) =[1; 4
I
39. Use the relations between areas, volumes, 37. t = v14 (- 3 + 2v7Q9)/70
and determinants in Section 13.6. 39. d[f(o(t)JI dt = 2t/[(I + t 2 + 2cos 2t)(2 - 2t 2 + t 4 )]
41. (a) - 16 - 4t(t2 - I )In(l + t 2 + 2 cos 2t) / (2 - 2t 2 + t 4 )2
(b) 8 - 4 cos t sin t /[(1 + t 2 + 2 cos 2t)(2 - 2t 2 + t 4 )]
(c) - 128 =- 16 . 8 41. (a) Use the chain rule with x - ct as intermediate
variable.
(b) It shifts with velocity c along the x axis, without
changing its shape.
43. The radius is increasing by 15 cm/hr.
45. [f'(t)g(t) + i(t)g'(t)]exp[f(t)g(t)]
47. (I + 2y - 2x)exp(x + 2xy)
49. y= -x/6+7/12
51. [4]
53. [~ 6]
45. (a) Substitute and use cos 2 + sin 2 = I.
57. [ ~3 ~ ~ -; I 1
A.94 Chapter 16 Answers
~ 3]
3 I 67. (a) One may solve for any of the variables III
59. [ 5 - I terms of the other two.
I I -I (b) aT /3 P = ( v - f3) / R;
aP /a v = - RT /( V - f3)2 + 20:/ v 3 ;
61. 3z/ax = 4(e-2x-2y+2xY)(I + y)/(e- 2x - 2y - e 2xY i,
3 v /3 T = R/[( v - f3)(RT /( V - f3)2 - 20:/ V 3 )
3z/3y = 4(e-2y-2x+2xY)(I + x)/(e-2x-2y _e 2xy )2
(c) Multiply and cancel factors.
63. 3z /3u = 3z /3x + 3z /3y, 69. Notice that y = x 2 , so if Y is constant, x cannot be
3z/3v = 3z/3x - 3z/ay. a variable.
65. (a) n=PV/RT; P=nRT/V; T=PV/nR; 71. 33u/3x3yaz = 33u/3y3x3z = 33u/ay3z3x
V= nRT/ P 73. Differentiate and substitute.
(b) 3P/3T represents the ratio between the 75. Use the chain rule.
change !::.P in pressure and the change !::. T in 77. Yes. The second partial derivatives are not contin-
temperature when the volume and number of uous at the origin; the graph has a 'crinkle' at the
moles of gas are held fixed. origin.
(c) 3V/3T= nR/P; aT/3P= V/nR; aP/3V
= - nRT / V 2. Multiply, remembering that
PV= nRT.
Chapter 16 Answers
16.1 Gradients and 11. (a)
Directional Derivatives
1. (X/Vx2 + y2 + z2 )i + (Y/Vx2 + y2 + Z2)j /' "-
+ (z/vx 2 + y2 + z2)k
3. i + 2yj + 3z 2 k
5. [x/(x 2 + y2)]i + [y/(x 2 + y2)]j
7. (I + 2x2)exp(x2 + y2)i + 2xy exp(x 2 + y2)j.
/
I
/' "'-
, \
x
\
\ ,.,1 I
"
9.
....... ./
11//
-- , , ---
, , ' \ 4
,
----
-4 -3 -~ -I I 2 3 4
17. t/1l+f2
- - / / /-1 .................. ........... 19. The angle between the gradient and the velocit~
z
z
3
x
y
37. 2i
x
y 3. V f(O, 0, I) = - i +j + k
i • H.O.O)
I
I
)----~------~~----y
/ (0,1,0)
/
39. (\/yJ)(i+j+k)
41. Write out each expression in terms of partial deriv- 5. (1//i29)(8i + 8j + k)
atives and use the properties of differentiation.
7. k
9. V = Qq I r; the level surfaces are spheres, which
43. (a) (1//2,1//2) are orthogonal to radial vectors.
(b) The directional derivative is 0 in the direction
11. x + 2yJ y + 3z = 10.
(xoi + yoj)1 ~x5 + Y5 . 13. 3x + 8y + 3z = 20
(c) The level curve through (xo, Yo) must be tan- 15. x + y + z = 3
gent to the line through (0,0) and (xo, Yo). The 17. x + 2y - 3 = 0
level curves are lines or half lines emanating 19. x + y - 'TT 12 = 0
from the origin. 21. (I, I, I) + t(l, I, 1)
45. Vf{l,3) = (2, -2); -21m 23. (I, I, I) + t(l, -I, -I)
25. -xl2y
47. (a) _A._ {(x Xo _ X xo)
+2 -2 i + 2y (~ _ ~)j}
27. ylx = 1/10
2:n:e o rl rz rl rz
(b) Compute the indicated partial derivatives. 29. 3x 2 /(cos y - 4y 3)
49. The function f must satisfy Laplace's equation: 3l. 1/2
fxx + !v," = O. 33. - I - 2yJ 13
35. At (0,0), the slope of y = IX is infinite.
37. At (0,0), the slope of y = x 1/5 is infinite.
39. dxldt = (-l/y)(dyldt)
A.96 Chapter 16 Answers
41. x\dx/dt) + y3(dy/dt) = 0 35. (a) Calculate 3z/3x and 3z/3y and set them
43. (a) dx/dy = -(3z/3y)/(3z/ax) equal to zero.
(b) (cos y - 4y 3)/3x 2 ; (b) The maximum is at (0, 0) and local maxima
- y(2e x + y2 + 3y)/ e x + y2 [resp. minima] occur on circles of radius '2,.
45. (1/ x - I)(dx/ dt) + (- tan y)(dy / dt) = 0 '4, . " [resp. 'I, '3, ... ] where 0 < 'I < '2
47. (a) z = 2x - 4y - 5 < '3 < . .. are the solutions of w, = tan( w,).
(b) The slope is the tangent of the angle between (c) Symmetric in every vertical plane through the
the upward pointing unit normal vector and origin and under any rotation about the z-axis.
the z-axis. The slope in this case is 2{5. 37. (a) Set 3w/3pi=0. This occurs when Ti-I/Ti
= (P?!(Pi_IPi+I»I-(I/nl.
49. Crosses at (2,2,0), {5 / 10 seconds later.
51. (a) They are perpendicular.
1',3 n/(n-I) ]1/4
(b) If it were not equipotential, there would be (b) PI = [ (T IT~T3 ) P5P4
places where the force of gravity is not perpen-
dicular to the surface and the water would _[(ToTI)n/(n-l) ]1/2
flow to correct this. The rotation of the earth P2 - T zT 3 POP4
and tides (among other things) spoil the ap-
proximation. _[(ToT IT2 )n/(n-l) 3]1/4
P3- - - - POP4
Tj
39. A = 2, C = 2 so A > 0 and AC - B Z = 3
B = 1,
16.3 Maxima and Minima > O. Thus the point is a local minimum.
1. Local minimum at (1,0), local maximum at 41. (a) (0,0) is a saddle point.
(- 1,0) (b) The behavior changes qualitatively at
3. (0,0) is a local minimum. C = ±2. For -2 < C < 2, (0,0) is a strict
minimum; for C < - 2 or C > 2, (0,0) is a
5. (0,0) is a local maximum.
saddle point. For C = ± 2, (0,0) is a mini-
7. b/2 mum.
9. The height is 4b 2/ 3/ S2/3.
43. (a) b = 1, m = 4/7
11. Minimum
13. Saddle point y
15. Minimum (although the test per se is inconclusive)
17. (-3,2), minimum
19. (0,0), neither
21. (3,7), minimum
23. (1, I), minimum
25. (4/5, -9/10), minimum
27. (0,0), neither
x
29. (0,0), neither 2 3 4
31. (0,0) is a saddle point.
33. The second derivative test fails, but from the ac-
companying graph, we can see that (0,0) is neither (b) b = 1/6, m = 3/2
a local maximum nor minimum.
y
x
y
(0,0)
47. Compute a2s /am 2 , a2s /amab, and a2s /ab 2 di- 9. 1/4 is the maximum value. (1/2,1/2) is the criti-
rectly. cal point.
49. (a) e=JB2- CA /A 11. /W is the maximum value, - /W is the minimum
(b) Y = Ax/(Ae - B), Y = - Ax/(B + Ae) value. (± /W / 10, =+= 3/W / 10) are the critical
(c) g(x, y) is positive when (i) y > Ax/(Ae - B) points.
and y > - Ax/(B + Ae) or 13. x = Y = 25,000; z = 50,000.
(ii) y < Ax/(Ae - B) and y < - Ax/(B + Ae) 15. Horizontal length is hA /p, vertical length IS
(d) If A = 0 and B = 0, then AC - B2 = O. Thus
B cannot be zero if A = 0 and AC - B2 < O. JpA/q.
Rewrite g as g(x, y) = y(2Bx + Cy). Note 17. (Q2/ QI)I/3
that y = 0 and 2Bx + Cy = 0 are two lines 19. (a) (/2 /2,/2 /2,3/2) and (-/2 /2, -/2 /2,3/2)
intersecting at the origin. Thus g(x) > 0 in the are maxima, while (-/2 /2,/2 /2,1/2), and
region above 2Bx + Cy = 0 and the negative
(/2 /2, -/2 /2, 1/2) are minima.
x-axis, and the region below 2Bx + Cy = 0
(b) h is increasing at (± 1,0) and decreasing at
and the positive x-axis.
(0, ± I).
51. (a) fx(O, 0) = 0, h(O, 0) = O.
(b) Use one variable calculus on h (c) (/2 /2,/2 /2,3/2), (-/2 /2, -/2 /2, 3/2) are
(c) f> 0 if y > 3x 2 or y < x 2 and maxima, (0,0,0) is the minimum.
f < 0 if Xl < Y < 3Xl. p'lTnrir (
(d) f(x, y) = 0 if Y = X Z or y = 3x z.
21. (a) C = - - -
DI
+ -D z )
ah x y
D - D
(b) x = Z I ,
2(1 + ..jDz/ DI )
D 2 - DI
y=-----
2(VDI/ D z + I)
23. (a) V f is parallel to V g.
(b) The maximum value of If /9 occurs at
(If /3,1f /3,1f /3), (If /3, - If /3, - If /3),
(- If /3, - If /3,1f /3) and
., (- If /3,1f /3, - If /3). The minimum value
of - If /9 occurs at (- If /3,1f /3,1f /3),
(If /3, -If /3,1f /3), (If /3,1f /3, -If /3)
and ( - If /3, - If /3, - If /3).
(f) The segment on which h is positive shrinks to 0
(c) x = y = 8, h = 4.
as (J~O.
53. (0, 0, 0) is closest for a ::;; 1/8;
Review Exercises for Chapter 16
(±..j(8a-I)/32, 0, (8a-I)/8)areclosest
1. [y exp(xy) - y sin(xy)]i + [x exp(xy) - x sin(xy)]j
fora> 1/8. 3. [2x exp(x 2 ) + y 2sin(xy2)]i + 2xy sin(xyz)j
55. Let d Z = (x - a)z + (y - b)z + (k(x, y) - e)z and
5. (a) (9//2)cos(3)
set a(d 2)/ax and a(dz)/ay equal to zero.
(b) (i - 2j)/VS
7. (a) /2 / e
(b) (- i - 2j) / VS
16.4 Constrained Extrema and 9. 3x + 4y - z = 4
Lagrlhge Multipliers 11. x + Y + z = If
13. (2x + y)(dx/dt) + (x + 2y)(dy/dt) = 0
1. The minimum value is 0 (occurs at (0,0)), maxi- 15. (x 2 + yZ)(dx/ dt) + 2xy(dy / dt) = 0
mum value is 3 (occurs at (0, I) and (0, -I)). 17. I
3. The minimum value is 8 (occurs at (0, 1) and (0, -I) 19. I
maximum value is 15 (occurs at (1,0) and (-1,0»). 21. (0,0) is a saddle point.
23. (0,0) is a saddle point.
5. J3572 is the maximum value, -J35/2 is the mini- 25. (- 1,0) is a saddle point, (0,0) a local maximum, and
mum value. There are no interior critical points. (2,0) a local minimum.
7. J2 is the maximum value, - J2 is the minimum 27. (n,O), n an integer, are saddle points.
value. ( ± fij2, ± fij2) are the critical points. 29. (a) II Gil =«a? jax)2 + (ap jay)2)1/2
A.98 Chapter 16 Answers
(b) According to Newton's second law of motion, is 5; the plane contains the line through the
G creates a force on the air mass which pro- point (1,0,2) parallel to the y-axis.
duces a proportionate acceleration in the di- 45. Equate the four partial derivatives equal to zero.
rection of G. Eliminate AI by subtracting two equations and A1
(c) by dividing two equations.
47. 600
North
49. Approximately 570
l
low 51. (4,2)
~pressure 53. (a) dy/dx= -(2x)/(3y 1+eY )
~
(b)
(aFI/aYz)(aF2/aX) - (aF1/aYz)(aFI/ax
~ ""
pressure
dy , / dx = -c::--=--:-:---:-=-:=--:-::--,----:-c---:-,--,,--,---,---
(aFdaYz)(aF,/ay,) - (aF1/ay,)(aF,/ay
QBP
L-..--"I<'---+-----.~----jJ---------- East
(aF,/ay,)(aFdax) - (aF,/ax)(aF2/ay,
dYz / dx = -:-::-=--=--:-~:--:-c--,---,-c-----c,------:---
(aF,/aYz)(aF2/ay,) - (aF2/aYz)(aF,/ay
(c) dy,/dx = -(2x + sinx)/2y"
dYz/dx = (cos x - 2x)/Yz.
wind 55. (a) Use equality of mixed partials of I(x, y)
(b) Use equality of mixed partials of I(x, y, z)
(d) If, in the Southern Hemisphere, you stand
(c) No
with your back to the wind, the high pressure
57. (a) x 2exp( xy1) + C
is on your left and the low pressure is on your
(b) No function exists.
right.
(c) ln(l + x 2 + /) + C.
North (d) No function exists.
QBP
y 59. (a) (xo, -Yo)
high
pressure (b) (Yo, xo)
(c) g(x, y) = xy
low (d) Since Vg is normal to the level curves of g, the
~ pressure tangent to these curves is normal to level
©
curves of f.
(e)
y
'---~e..----J'--+---,t--------- East
x
wind
Chapter 17 Answers
17.1 The Double Integral and 21. 25/6 grams.
23. Use partition points obtained from subrectangles
Iterated Integral for both the functions being added.
25. (a) 0.88(1 - sin 2a cos 2(hT /365)]1/2cos(2'IT1 /24)]
1. 12
+ 0.67 sin a cos(2'ITT /365), where a = 23.5°
3. (a) Divide D into DI = [ - 1,0] X [2,3],
(b) This is the total solar energy received in the
D2 = [-1,0] X (3,4], and D3 = (0,1] X [2,4].
state between times tl and 12 on day T.
Let g(x, y) be -4 on D I , -5 on D 2 , and 0 on
D 3•
(b) The part of the integral for x .;; 0 is the nega-
tive of the part for x ;;, o.
z
17.2 The Double Integral Over
General Regions
1. Both a type 1 and a type 2 region.
5. 18
7. 16/9
9. e/2 - I/2e
11. 50
13. 4/3
15. 45/4 + (15 /2)In(3 /2)
3. Both a type I and a type 2 region.
17. 0; this agrees with the answer in Exercise 3(b).
19. 76/3
5. 7//1.2 35
9. I: 1" +
A.100 Chapter 17 Answers
II. Type?; 104/45 25. The result of the first integration is the length of a
section of the region.
27. Type I states include: Wyoming, Colorado.
Nevada, New Mexico, Kansas, and Ohio. Type 2
states include: Wyoming, Colorado, Kansas,
North Dakota, and Vermont.
IS. !: 71
(1,2,0)
33. 21 f
a
b f (X)
- f(x)
~[j(x)f - y2 dydx = 7Tlb[f(X)fdx.
a
(This is the disk method; see p. 423.)
Integration
1. (a) p, where p is the (constant) mass density.
(b) 41/3
'3. (1/2,1/2,1/2)
5. ~ (as in Example 2)
(-3.lT,0)
7. (a) kc 2
(b) Along the sphere x 2 + y2 + Z2 = c 2 ( I. O. 0) 1l:::.:,Y<------":':.l'
9. 1/4 ( l.lT.O)
11. Letting d be density, the moment of inertia IS
Chapter 18 Answers
18.1 Line Integrals 11. The two line integrals are equal since P dx + Q dy
is exact.
1. 5 3.0 5.3/2 13. xeY + yeX = 2
7. - h 9 • ." 11. h 15. x 3 + xy + y3/3 = 17/3.
13. h 2 15. -I 17. 0 17. Not exact
19. 2x 3y + xy2 = C
19. 2+e 21. I
21. (a) -I
23. 2/3 25. -1/2
(b) Y = x
27. (cos 3)/3 + 5/12 29.0
23. Y = ±x
31. (5/5 - 1)/12 33. 52/I4
25. p. = x
35. Use the chain rule and make a change of variables
27. x 2 /2 + x/y = C
in the integral.
29. In p. = f[(Nx - My)/ M]dy
1J>
21. 9 13. 3
23. Simplify A = dy - Y dx to 15. I2w /5
17. I
3a 2 (27Tsin220dO; now use the double angle for- 19. Use Gauss' theorem and V • n = O.
8 )0 21. Apply the divergence theorem to f~ using
mula to integrate. V·(j~)=Vf·~+ fV·~.
25. 5/12 23. (i) Use the vector identity V ·(V X H) = O.
27. A horizontal line segment divides the region into (ii) Since charge is conserved, the rate at which
three regions to which Green's theorem applies; charge is entering equals the rate at which
see Example 2. charge is leaving; the total flux is therefore
29.0 zero. By Gauss' theorem, the integral of V·J
31. au/ay = Q by the· iamental theorem of calcu- over any region is zero, so V·J = O.
lus; similarly for ~ , JX = P. 25. (a) Calculate div Vcp on a region excluding a small
33. The device is run around the perimeter of the ball near q.
region and the mechanism evaluates the integral (b) Use (a).
1 faD (x dy - Y dx).
Review Exercises for Chapter 18
18.5 Circulation and
Stokes' Theorem 1. 10/3 - 2cos2 + 2sin2 - 2sin 1
3. 2e
1. -2 5. -8
3. 4xy /(x 2 + y2)2 7. 1- e
5. 8 9. -cos 5 + cos 3 + (In 4)2/4 + (44 In 2)/3 + 83/18
7.0 11. (a) sin(ln(5/4» - sin(ln(3/4» - (In(5/4))2 +
9. z3j + eZj + (y sin xy)k. (In(3/4))2
11. (2/(x 2 + y2 + z2)2)(x 3 j + (x) - yz2)j - z 3k)
(b) 0
13. Let ~ = pj + Qj + R k, write out curl (j~), and (c) 0
use the product rule for derivatives. 13. 43/54
15. V X Vf = 0 is a vector identity; the integral of an 15. -1
exact differential about a closed loop is zero. 17. (e - 1)/3
17. Compute that V x~ = 0 and use Stokes' theorem. 19. Not conservative
19. -1/2 21. Not conservative
21. Use Stokes' theorem and ~(u(s» • u'(s) = O. 23. Yes; 3zy + x) + C
23. -17w!f 25. Exact; xeYsin x + C
25·1.H (r)'dr= Jfs(VXH)'ndA JfsJ • ndA
= 27.
29.
Not exact
ysinx + x 2e" + 2y = w2/4
27. The component of the curl of the velocity of the
31. - x + x) + Y = I
fluid along a vector n is the circulation around n 33. Not exact
per unit area (p. 921); this is maximized when the 35. Not exact
curl and n are aligned.
37. (a) J JD(l)dxdy, the area of D
(b) JL(-I)
29. Partition the surface into the upper and lower
hemispherical pieces; apply Stokes' theorem to dy dx, the negative of the area of D
each piece and add.
(c) J L(O)dydx = 0
39. curl ~ = [y /(x + zf]i - [y /(x + z)2]k;
div~ = I/(x + z)
41. curl ~ = -4xi - 2yj + 2zk; div~ = O.
A.104 Chapter 18 Answers
43. (a) V X F = 2x}>zi - 3xy 2z j + 2k, V· F = x»2 59. f !aj(Vj).ndA = f f fw(fVj" + Vf' Vf)dxdydz
(b) 2'lT
(c) 1/12 gives 0 = f f fw(Vf' Vf)dxdydz
f
45. Is(V XF)· ndA, where C is the boundary of S.
= f f fwllVfll2dxdydz, so Vf= 0 and thus
47.0
f is constant.
49. -2'lT/3
51. Use Gauss' theorem.
61. f Is(V X CIJ) • ndA = 0 if S is the union of the two
Note: Pages 1-336 are in Volume I; pages 337--644 are in Volume II; pages 645-934 are in Volume III.
pH 317 point
Pappus' theorem for volumes 454 critical 151
parabola 34, 700, 752 inflection 159
equations of 37, 701 intersection 39
focusing property of 36, 95, 97, 701 local maximum or minimum 151, 157
as section of cone 695 point-point form 32
shifted 703 Poisson's equation 931
vertex of 55 polar coordinates 253, 255, 791, 869
parabolic cylinder 714, 723 arc length in 500
paraboloid area in 502
elliptic 728 double integrals in 870
hyperbolic 719, 720, 728 graphing in 296
of revolution 714 gradient and Laplacian in 836
parallel projection rule 653 tangents in 299
parallelepiped, volume of 685 " polar representation of complex
parallelogram numbers 614
area of 683 Polya, George 182
infinitesimal 856 polynomial
law 650 antiderivative of 130
parameter 489 derivative of 75, 79
parametric curve 124, 287, 489 pond, 74
in space 735 population 117,175,189,195,335,344,
length of 495 382,400,407,416
tangent line 491, 492 position 131
parametric equations positive velocity 149
of line 490, 662 Poston, Tim 176
of circle 490 potential 834, 931
parametrized by arc length 749 energy 446
partial derivatives 765 power 445
equality of mixed 769 function 307
second 768 of function rule for derivatives 110
partial differentiation 765, 767 integer 23
partial differential equations 898 negative 26
partial fractions 465, 469, 591 rational 18, 27, 169
partial integration (see parts, integration by) real 308
particular solution 371, 623 rule
partition 209 for antiderivatives 130
parts, integration by 358, 359 for derivatives 76, 119
path independence 895 for limits 62
pendulum 376,391,417 series 586
perihelion 702 algebraic operations on 591
period 259 differentiation and integration of 590
of satellite 748 root test for 589
periodic 259 precession 756
perpendicular lines 33 predator-prey equations 400
Perverse, Arthur 367 pressure gradient 833
Perverse, Joe 811 price vector 785
pharaohs 416 principal normal vector 750
phase shift 372, 629 producer's surplus 248
Picard's method 559 product
Pierce, J.M. cross 677
Planck's constant 823 dot 668
Planck's law 823 inner 668
plane rule
in space, equation of 671, 672 for derivatives 82
tangent 776, 782, 835 for limits 60
planimeter 914 £-8 proof of 520
plotting 29, 43, 163 triple 688
1.12 Index
value
absolute (see absolute value) washer method 424
maximum 177 water 178,247,772
minimum 177 flowing 131, 144,343,915
van del Waals gas 795 in tank 126
variable watt 446
change of 354, 875 wave 306
independent 40 wave motion 772
variance 453 wavelength 263
variation of parameter or constants 378, Weber-Fechner law 33
624 Weierstrass, Karl 6, 578
vector 645, 648 weighted average 437
acceleration 741 Wien's displacement 823
addition 649 Wilson, E. B. 657
cardiac 658 window seat 291
displacement 657 wobble 756
field 798, 888 word problems
curl of 917 integration 247
flux of 925 logarithmic and exponential
gradient 896 functions 326
function 737 maximum-minimum 177
derivative of 739 related rates 125
differentiation rules for 740 trigonometric functions 289
length of 664 work 675, 886, 888
moment of 682 wrong-way integrals 235
normal 671 Wronskians 630
principal 750
price 785
product 677 yogurt 279
quantity 785 Yosemite Valley 762
standard basis 568
subtraction 650
unit 666 zero
unit tangent 749 exponent 23
velocity 741 function 41
Undergraduate Texts in Mathematics
(continued from page ii)
Singer: Geometry: Plane and Fancy. Strayer: Linear Programming and Its
SingerIThorpe: Lecture Notes on Applications.
Elementary Topology and Toth: Glimpses of Algebra and Geometry.
Geometry. Readings in Mathematics.
Smith: Linear Algebra. Third edition. Troutman: Variational Calculus and
Smith: Primer of Modem Analysis. Optimal Control. Second edition.
Second edition. Valenza: Linear Algebra: An Introduction
StantonlWhite: Constructive to Abstract Mathematics.
Combinatorics. Whybum/Duda: Dynamic Topology.
Stillwell: Elements of Algebra: Wilson: Much Ado About Calculus.
Geometry, Numbers, Equations.
Stillwell: Mathematics and Its History.
Stillwell: Numbers and Geometry.
Readings in Mathematics.
A Brief Table of Integrals, continued.
*
=
f cosh- I ~ dx = {
XCOSh-l~ -~ [ cosh - 1( ~ ) > 0, a > 0 ]
34. a
a XCOSh-l~ +~ [ cosh - 1( ~ ) < 0, a > 0 ]
a
35. f tanh- I ~ dx = x tanh- I ~ + IInla 2 - x 2 1
41. f __ 1_ dx =
a2 _ x 2 2a
-.l.lnl a+x
a- x
I
42. f 1 3/2 dx = x
(a 2 _ x 2) a 2..ja 2 - x 2
45. f 1 dx = .!.lnl_x_1
x(a + bx) a a + bx
~ 2(3bx - 2a)(a + bX)3/2
46. f xva + bx dx = -------:----
15b 2
47. f ~a + bx dx = 2~a + bx + af _-,,-1__ dx
x x~a + bx
x 2(bx - 2a)~a + bx
48. f dx = ------::----
~a + bx 3b 2
49. f x~a
1
+ bx
dx = _1
Va
Inl,Ja+7iX - Va I
~a + bx +Va
(a> 0)
= _2_tan-l~ a + bx (a < 0)
Fa -a
52. J x 2ya~x
- x 2 dx = "8 (2x 2 -
~a4x
a 2)ya - x +"8 sin - I a (a> 0)
Continued on overleaf.
A Brief Table of Integrals, continued.
53. J x~
I dx = - .llnl a +~
a x
I
54.J x dx=-~
~a2 _ x2
56 . J~
x
dx + a -a 1n -a -+' - - - - -
r::z;-:z
=yx I ~
x
I
57. J~
x ~
dx =yx a
- a -acos- I TXT
62. J x dx = ~x2 ± a 2
~x2 ± a 2