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Zaman Multivariable Calculus With Proofs
Zaman Multivariable Calculus With Proofs
Zaman Multivariable Calculus With Proofs
Asif Zaman
Copyright © Asif Zaman, 2023. All rights reserved.
https://www.math.utoronto.ca/zaman
Acknowledgements v
Notation vi
I Foundations
1 Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1 Parametric curves 4
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
Acknowledgements
I am grateful for the involvement of Sam De Abreu, Victoria Allder, Sirui Chen, Kevin Didi,
Raymond Liu, Lucas Prates, Ryan Shi, Sarah Verreault, Amy Wang, and Sarah Xie as part of
the summer Work Study programs in 2021, 2022, and 2023. They diligently contributed to
the index, examples, figures, exercises, hints, and proofreading. I am also indebted to all the
former MAT237 students who kindly pointed out many typographical errors in earlier drafts. I
also thank Belal Abuelnasr, Semeon Artamonov, Thad Janisse, Caleb Jonker, and Fabian Parsch
for their contributions and suggestions as instructors for this course.
Notation index
Sets
N is the set of natural numbers {0, 1, 2, 3, . . . }.
N+ is the set of positive natural numbers {1, 2, 3, . . . , }.
Z is the set of integers.
Q is the set of rational numbers.
R is the set of real numbers.
C is the set of complex numbers.
A ∪ B = {x : x ∈ A or x ∈ B} is the union of sets A and B.
A ∩ B = {x : x ∈ A and x ∈ B} is the intersection of sets A and B.
A \ B = {x : x ∈ A and x 6∈ B} is the subtraction of the set B from the set A.
A × B = {(a, b) : a ∈ A, b ∈ B} is the Cartesian product of sets A and B.
An = A × · · · × A is the n-fold Cartesian product of the set A.
Differential calculus
∂i is the partial derivative in the ith component in Rn .
Dv is the directional derivative with respect to v ∈ Rn .
∇ is the gradient differential operator.
Tp S is the tangent space of a set S at the point p.
Integral calculus
‘length’ is the Jordan measure in R.
‘area’ is the Jordan measure in R2 .
dA is the area element in R2 .
‘vol’ is the Jordan measure in Rn , where n ∈ N+ .
d V is the volume element in Rn , where n ∈ N+ .
Vector calculus
‘grad’ or ∇ is the gradient differential operator.
‘div’ or ∇· is the divergence vector field operator.
‘curl’ is the curl vector field operator in R2 or R3 , depending on context.
∇× is the curl vector field operator in R3 .
T is the unit tangent vector of an oriented curve in Rn .
N is the unit normal vector of an oriented curve in Rn .
n is the unit normal of an oriented curve in R2 , or an oriented surface in R3 .
1 Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1 Parametric curves
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . 13
1. Maps
You will begin this story by learning about the cast of characters: maps from Rn to Rm . These
are so ubiquitous that there are many names and ways of referring to them, such as:
• “ f is a map from n dimensions to m dimensions."
• “ f is a Rm -valued function of n real variables."
• “ f is a function of n real variables with m-dimensional output."
• “ f is a vector-valued multivariable function."
The word “real” is often omitted when it is understood. Formally, all of these statements mean
that f is a function f : A → B where A ⊆ Rn and B ⊆ Rm . These maps (or functions)
Rn −→ Rm
are the centre of our study. Before embarking into the theory, you will want to address some
motivational questions.
What do these maps represent? How can I interpret them? What are some common
examples? How can they be used to model complex situations?
This foundational chapter is exploratory in nature so it will be quite casual with few formal
definitions and little mathematical rigour. You will become fluent with standard terminology
and notation. You will explore key examples of multivariable functions, and practice using
functions to model scientific phenomena. Most importantly, you will learn to visualize and
describe maps using multiple viewpoints.
Deep theory will come soon but too much rigidity will prevent you from making connections
and appreciating the scientific context of this mathematics. These maps lurk everywhere in
your everyday life, so try searching for them. Allow your mind to be flexible!
R −→ Rn .
These are sometimes called vector-valued functions of a real variable, especially when n ≥ 2.
They are more commonly called parametric curves because that is exactly what they describe
physically. The “parameter” is the input variable and is often referred to as time.
Example 1.1.1 Define the map γ1 : [−1, 1] → R as γ1 (t) = 2t 2 . This is simply a function that
maps R to R, which you have seen many times before. The image of γ1 is the set [0, 2]. As
the time t varies from t = −1 to t = 0 to t = 1, you can imagine walking along the real
number line from γ(−1) = 2 to γ(0) = 0 back to γ(1) = 2.
When we normally plot a map R → R, we plot both the input space (x-axis) and the output
space ( y-axis) simultaneously in a single graph. However, when plotting parametric curves, we
only care about the output, so a map R → Rn is illustrated by plotting its image in n dimensions.
Example 1.1.2 Define the map γ2 : [0, 2π] → R2 as γ2 (t) = (cos(t), sin(t)). The image of γ2
is the unit circle in R2 , namely the set γ2 ([0, 2π]) = {(x, y) ∈ R2 : x 2 + y 2 = 1}.
View this Math3D demo to watch how the path is traced out over time.
Example 1.1.3 Consider the map γ3 : [0, ∞) → R3 given by γ3 (t) = (cos(t), sin(t), t). Its
image is a helix. As time increase, the helix is traced out in an upward fashion.
View this Math3D demo to watch how the path is traced out over time.
Example 1.1.4 Not all parametric curves can be easily illustrated. For example, the image of
the map γ4 (t) = (t 2 , sin(t), e−t , t) lies in R4 so we cannot draw it. Similarly, the parametric
curve γn : R → Rn given by γn = (1, t, t 2 , . . . , t n ) cannot be plotted for n ≥ 4.
Example 1.1.5 Let p, q ∈ Rn . A straight line path γ : [0, 1] → Rn from point p to point q is
defined by γ(t) = (1 − t)p + tq. You can also view this formula as γ(t) = p + t(q − p) since
p is the starting point and (q − p) is the difference between the end and start.
1.1.1 Motion
A parametric curve γ : I → Rn for some interval I ⊆ R describes the motion of an object moving
in Rn . The position of the object in Rn at time t is precisely γ(t). What is its velocity? A
natural suggestion might be: for t ∈ I, the velocity of the object at time t is given by the vector
γ(t + h) − γ(t)
γ0 (t) = lim ,
h→0 h
which is a limit of average velocities. But be careful! The variable h is a scalar whereas the
γ(t+h)−γ(t)
quantity h is a vector. You have only seen limits of scalar quantities with scalar limit
variables, so the above notion of a limit is not the same! You will formally study these later but
do not worry about questions of limits or differentiability right now.
Example 1.1.6 An object in 3-dimensional space is moving along the path described by
2 1 2
g(t) = 2t − 6, 5 (t − 3) , t − 4 .
2
To illustrate the idea of a limit of average velocities, you can analyze the velocity g 0 (3) using
the limit definition. Similarly to the one-dimensional derivative definition, the approximation
improves by averaging over shorter time intervals. Here the time interval is [3, 3+h]. Using a
table of values, notice how our average velocities (resp. average speeds) approach a specific
vector quantity (resp. scalar quantity) as h → 0:
g(3+h)−g(3) g(3+h)−g(3)
h h || h ||
1 (2, 5, 3.5) 6.42
0.1 (2, 0.5, 3.05) 3.68
0.01 (2, 0.05, 3.005) 3.61
0.001 (2, 0.005, 3.0005) 3.61
0.0001 (2, 0.00005, 3.00005) 3.60
You might guess that g 0 (3) ≈ (2, 0, 3) and ||g 0 (3)|| ≈ 3.60 as that is what our average
velocities and average speeds seem to approach. This limiting process also has a nice
geometric representation. View this Math3D demo to visualize the process. Press the play
button on the h slider to begin.
Notice that as h → 0, the orange point g(3 + h) approaches the green point g(3), so the
distance ||g(3 + h) − g(3)|| is decreasing. The purple arrow is the average velocity and the
red arrow is the velocity g 0 (3). Notice how our average velocity approaches the velocity
when h → 0 as we observed with our table of values.
The speed of the object at time t is the magnitude of the velocity ||γ0 (t)||, which satisfies
q
||γ0 (t)|| = γ01 (t)2 + · · · + γ0n (t)2 ,
and the direction of motion is the unit tangent vector , denoted as T = T (t) and defined by
γ0 (t)
T (t) = .
||γ0 (t)||
Example 1.1.7 Now, you can explicitly compute the velocity in Example 1.1.6 by finding γ0 .
To take the derivative of γ, you calculate the derivative of each component function:
1 2
0 d d 2 d
γ (t) = (2t − 6), 5 (t − 3) , t − 4 = (2, 10(t − 3), t) .
dt dt dt 2
p
Then the velocity at γ(3) is given by γ0 (3) = (2, 0, 3) and speed ||γ0 (3)|| = 13 ≈ 3.60 which
matches the guesses in the previous example. The direction of motion at γ(3) is given by the
unit tangent vector:
γ0 (3) 1
T (3) = 0 = p (2, 0, 3).
||γ (3)|| 13
Below is an illustration of these quantities:
γ0 (3)
T (3)
γ(3)
γ(t)
Notice that γ0 (3) and T (3) are in the same direction except T (3) is normalized by definition.
γ0 (t + h) − γ0 (t)
γ00 (t) = lim = (γ001 (t), . . . , γ00n (t)).
h→0 h
This measures how your velocity is changing.
Example 1.1.8 When you throw a ball as a far as you can, what trajectory does it follow?
Using your new tools for dealing with motion in R3 and some intuition, you can derive such
a formula. Let γ : [0, ∞) → R3 describe the trajectory of a ball. At t = 0, say we throw
our ball with initial velocity γ0 (0) = (vx , v y , vz ) from the origin. Assuming the projectile
only accelerates downwards in the vertical direction due to gravity, you might guess that its
velocity is given by
γ0 (t) = (vx , v y , vz − g t)
where g = 9.81m/s2 is the acceleration due to gravity. Since γ0 (t) is just the derivative of
γ(t) then it is tempting to write
Z t
γ(t) = γ0 (u)du,
0
but γ0 outputs a vector! Ignore rigour for now and assume that integrating over a column
vector means integrating over each of its components. Then,
Z t Z t Z t Z t
1 2
0
γ(t) = γ (u)du = vx du, v y du, (vz − gu)du = vx t, v y t, vz t − g t .
0 0 0 0 2
These are the classic kinematics equations governing projectile motion in three dimensions!
Play with this Math3D demo to test out this new expression. Note our motion is entirely
dependent on what values we assign the initial velocities vx , v y , and vz .
T 0 (t)
N (t) = .
||T 0 (t)||
Similarly to the first derivative, to find γ00 (t), take the derivative of each component of γ0 (t):
d d d
γ00 (t) = − sin(t), cos(t), 1 = (− cos(t), − sin(t), 0).
dt dt dt
1
You will later encounter a different definition of the unit normal in ??, which is specific in R2 . For now, you
may ignore this difference.
γ0 (t) 1
T (t) = = p (− sin(t), cos(t), 1)
||γ0 (t)|| 2
in which case
1
T 0 (t) = p (− cos(t), − sin(t), 0).
2
As ||T 0 || = p1 , we see that N is given by
2
p
T 0 (t) 2
N (t) = = p (− cos(t), − sin(t), 0) = (− cos(t), − sin(t), 0).
||T 0 (t)|| 2
Below is an illustration of how the unit normal is oriented on the curve traced by γ(t).
T (t) γ(t)
N (t)
Remark 1.1.10 Note γ0 (t) is always a scalar multiple of T (t). In the above example, γ00 (t)
was a scalar multiple of N (t) but this is a coincidence. It happened because ||γ0 (t)|| was just
a scalar and not a function of t. If ||γ0 (t)|| was some function of t then γ00 is not necessarily
a scalar multiple of N (t).
The unit tangent T and unit normal N span a two-dimensional plane in R3 so, based on our
linear algebra intuition, these cannot be enough to span all kinds of motion in R3 . One more
vector is required. Since T and N are already orthogonal unit vectors, you can choose another
unit vector B which is orthogonal to both of them. However, both B and −B will be orthogonal
to T and N , so this choice is ambiguous. To remove this ambiguity, define the binormal unit
vector B to be the unique unit vector such that {T, N , B} form a positively-oriented ordered
orthogonal basis in R3 . Geometrically, this means T, N , B satisfies the right-hand rule2 .
This ordered basis {T, N , B} forms the Frenet frame (or Frenet–Serret frame or TNB frame)
describing the motion of an object in three dimensions.
2
Image modified from Wikimedia [17].
This is not really a determinant (since some components are vectors) but by naively following
the rules of calculating determinants, you will somehow end up with the correct expression3 .
In this example, you get that
e1 e2 e3
1 1 1 1
B = T × N = p det − sin(t) cos(t) 1 = p sin(t)e1 − p cos(t)e2 + p e3 ,
2 − cos(t) − sin(t) 0 2 2 2
so B(t) = p12 (sin t, − cos t, 1). View this Math3D demo of the TNB frame for γ. The green
arrow is T (t), the red is N (t) and the orange is B(t). Notice how they remain orthogonal to
each other throughout the motion while being positively oriented.
Notice then that many different parametric curves γ can have the same trace.
Example 1.1.13 There are many ways to trace the unit circle in R2 :
• Define γ1 : [0, π] → R2 by γ1 (t) = (cos(2t), sin(2t)). Then γ1 traces the unit circle
twice as fast.
• Define γ2 : [0, 2π] → R2 by γ2 (t) = (cos(t − π), sin(t)). Then γ2 traces the unit circle
but starts at π instead of 0 radians of rotation.
• Define γ3 : [0, 6π] → R2 by γ3 (t) = (cos(t), − sin(t)). Then γ3 traces the unit circle
three times in the opposite direction.
• Define γ4 : [0, 14.1] → R2 by γ4 (t) = cos 4t sin (t) , sin 4t sin (t) . Then γ4 traces
The trace of a parametric curve is simply a set, so you may be tempted to introduce the
following definition:
Somewhat surprisingly, this attempted definition has many pitfalls. You will explore these
issues much later in this text but, for now, you can experiment with this initial guess.
Geometers are often concerned with the shape of a curve C but not how C is traced out.
How many times does C cross itself? How curvy is C? In other words, you may want to study
curves C without worrying how it is described. There are also ways to describe a curve without
directly using parametric curves.
Example 1.1.14 Define the set
C = {(x, y) ∈ R2 : y = x 2 , −2 ≤ x ≤ 2}
so C describes the graph of the parabola y = x 2 on the domain [−2, 2]. Intuitively, you
would consider C to be a curve and you can quickly prove it. Define the parametric curve
γ : [−2, 2] → R2 as γ(t) = (t, t 2 ) which yields a trace γ([−2, 2]) = C. Since γ is continuous
and γ([−2, 2]) = C, it follows that C is a curve.
U = {(x, y) ∈ R2 : x 2 + y 2 = 1}
so U is the unit circle in R2 . You have already seen the numerous ways to trace U in Example
1.1.9. Since all of those parametrizations are continuous then any of them would satisfy our
definition. Therefore, U is a curve.
This brief foray into curves hopefully gives you a taste of the many interesting applications,
questions, and problems to come!
4
Continuity has not yet been defined. As usual for this chapter, focus on intuition and worry about details later.
1.1.1 Belal wants to study how whirlpools work. He takes his rubber
duck to a swimming pool with a slow-moving whirlpool. He
places the duck on the edge of the whirlpool and, using his
drone, he tracks its movement. It takes 2 minutes until the
rubber duck reaches the centre. Afterwards, he downloads
the video data to obtain a function γ(t) which is the position
of the duck t seconds after he placed it in the whirpool. All
distances are in metres.
1.1.2 Let γ : [0, 15] → R3 be the position of Maryam as she rides her bike from home to work. Time is
measured in minutes, and distances are measured in kilometres. For each physical description,
match the corresponding expression(s).
(a) The distance between Maryam’s position at 6 minutes and her position at 6.1 minutes.
(b) The displacement from Maryam’s position at 6 minutes to her position at 6.1 minutes.
(c) Maryam’s average velocity over the time interval [6, 6.1].
(d) Maryam’s average speed over the time interval [5.9, 6].
1.1.3 Here you can develop your geometric intuition with motion in
two-dimensions. A particle is moving along the drawn path.
1.1.4
Next, you can practice your geometric intuition
with motion in three-dimensions. A particle is
moving along the path shown on the righthand
side. Sketch the Frenet frame {T, N , B} at points
C and D, that is, the unit tangent, unit normal,
and unit binormal.
Computations
1.1.5 Each of the following are parameterizations of a circle. Describe their motion in plain terms.
Sketch each of them along with a typical velocity vector and acceleration vector. Calculate their
velocity and acceleration.
(a) γ1 (t) = (cos t, sin t) for 0 ≤ t ≤ 2π
(b) γ2 (t) = (3 sin(2t), 3 cos(2t)) for 0 ≤ t ≤ 2π
(c) γ3 (t) = 3γ1 (−2t)
1.1.6 2 2 −1
Define two different parametrized curves in R which go from to in a straight line.
1 0
1.1.7 A particle moves in R3 along the path γ(t) = (t 2 − 3t, 2t + 6, t − 2) where t measures time in
seconds and distance is in meters.
(a) Calculate the particle’s velocity, acceleration, and speed as functions of time.
(b) Calculate the particle’s unit tangent, unit normal, and unit binormal as functions of time.
1.1.8
You are driving up a spiral parking ramp in Eaton’s centre (see
figure) at uniform speed. It takes you about 90 seconds to drive
from the bottom floor to the top. Give a precise mathematical
function which models the motion of your car as a function from
the time it starts at the bottom of the ramp until it reaches the top
floor. Explain any choices you must make or any constants you
must introduce.
1.1.9 Here you will model the motion of the Earth, Moon, and Sun. To get a basic feel for any
phenomenon, your first model should be really simple. Let’s assume all orbits are circular,
all orbits lie in the same 2-dimensional plane and all objects are moving at a constant speed.
Explain any choices you must make or constants you must introduce.
(a) Assume the Earth orbits the Sun counterclockwise. Define a function γ1 : R → R2 describing
this orbit with the sun at the origin.
(b) Define a function γ2 : R → R2 describing the orbit of the Moon with the Earth at the origin.
Ensure the Moon orbits around the Earth in a way that is consistent with the assumption that
the Earth is orbiting the Sun counterclockwise.
(c) Define a function γ3 : R → R2 describing the orbit of the Moon around the Sun. Sketch this
orbit using Desmos and compare it with the orbit of the Earth around the Sun.
[15] T. Shifrin. Multivariable mathematics: linear algebra, multivariable calculus, and manifolds.
8th ed. ISBN 978=0-471-52638-4. John Wiley & Sons, 2005.
[16] Charles H. Stolze. “A history of the divergence theorem”. In: Historia Mathematica
5.4 (1978), pp. 437–442. ISSN: 0315-0860. DOI: https : / / doi . org / 10 . 1016 /
0315- 0860(78)90212- 4. URL: https://www.sciencedirect.com/science/
article/pii/0315086078902124.
[17] Wikimedia Commons. 2022. URL : https://commons.wikimedia.org.
Acceleration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 Tangent
Unit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
B Trace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Binormal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 U
C Unit normal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Unit tangent . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Cross product. . . . . . . . . . . . . . . . . . . . . . . . . . . . .9
Curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 V
F Velocity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Frenet frame . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
Functions
Component . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Normal
Unit. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7
Parametric. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4
Speed . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6