MATH 38

Mathematical Analysis III

Lecture Notes
a work in progress :)
I.F. Evidente
AY 2013-14 Sem 2

Contents
1 Sequences and Infinite Series
1.1 Sequences and Convergence of Sequences . . . . . . . . . . . . . . .
1.1.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.1.2 Convergence of a Sequence . . . . . . . . . . . . . . . . . .
1.1.3 Monotone and Bounded Sequences . . . . . . . . . . . . . .
1.1.4 Proving the convergence of sequences by definition . . . . .
1.2 Infinite Series and Convergence of Infinite Series . . . . . . . . . .
1.2.1 Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . .
1.3 Convergence Tests . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.3.1 The Divergence Test and Four Convergence Theorems . . .
1.3.2 Convergence Tests for Infinite Series of Nonnegative Terms
1.3.3 Convergence Test for Alternating Series . . . . . . . . . . .
1.4 Absolute and Conditional Convergence . . . . . . . . . . . . . . . .
1.5 Summary of Convergence and Divergence Tests . . . . . . . . . . .
2 Power Series
2.1 Power Series . . . . . . . . . . . . . . . . .
2.2 Power Series Representation of a Function
2.3 Taylor and Maclaurin Series . . . . . . . .
2.4 Approximation Using Taylor Polynomials

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3 Differentiation of Functions of Two or More Variables

3.1 Functions of Two or More Variables . . . . . . . . . . .
3.2 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.3 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . .
3.4 Partial Derivatives . . . . . . . . . . . . . . . . . . . . .
3.5 Differentiability and the Total Differential . . . . . . . .
3.6 Relative and Absolute Extrema of a Function . . . . . .
3.6.1 Relative Extrema of a Function . . . . . . . . . .
3.6.2 Absolute Extrema of a Function . . . . . . . . .

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13

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15
15
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18

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19
20
22
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24
25
25
27

4 Directional Derivatives, Gradients, Applications

4.1 Directional Derivatives and Gradients . . . . . . . . . . . . .
4.2 Application of the Gradient: Optimal Rate of Change . . . .
4.3 Conservative Vector Fields and Potential Functions . . . . . .
4.4 Tangent Lines to Curves and Tangent Planes to Surfaces . . .
4.4.1 Tangent Lines to Curves . . . . . . . . . . . . . . . . .
4.4.2 Tangent Planes to Surfaces . . . . . . . . . . . . . . .
4.5 Application of the Gradient: Method of Lagrange Multipliers

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29
29
30
31
32
32
33
34

5 Double Integrals and Applications

36
5.1 Double Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
5.2 Application: Volumes of Solids and Areas of Plane Regions . . . . . . . . . . . . . . 38
5.3 Double Integrals in Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . 39

ii

Chapter 1

Sequences and Infinite Series

1.1

Sequences and Convergence of Sequences

1.1.1

Sequences

A sequence is a succession of numbers whose order is determined by a rule.

Example. What is the rule for the following sequences?
1. {5, 2, 1, 4, 7, ...}
2.

 1 1 1 1
2 , 4 , 8 , 16 , ...

3. {1, 0, 1, 0, ...}
4. {1, 12 , 13 , 41 , ...}
5. {1, 12 , 31 , 41 , ...}
6. { 12 , 23 , 34 , 54 , ...}
7. {0, 1, 1, 2, 3, 5, ...}
Focus: sequences with infinite terms, rule is defined by a function.
Definition 1.1.1. A sequence of real numbers is the ordered range of some function f (n) whose
domain I is an ordered set of the form {k, k + 1, k + 2, ...}, where k .

Terminologies and Notations:

Indexing Set: I = {k, k + 1, k + 2, ...}, usually k = 0, 1, 2. Each number in I is called an index
of the sequence, k is the lower or starting index.
Rule: f (n)
Notation: {an }
n=k , where an = f (n). If there is no ambiguity, we simply write {an }.
1

The following text usually assumes that k = 1, but the discussion is true for any starting index.
Example. What is the function defining the rule for the following sequences?
1. {5, 2, 1, 4, 7, ...} =


1
2. 21 , 41 , 81 , 16
, ... =
3. {1, 0, 1, 0, ...}
4. {1, 12 , 13 , 41 , ...} =
5. {1, 12 , 31 , 41 , ...} =
6. { 12 , 23 , 34 , 54 , ...} =
Graphs of Sequences
1. {3n 8}
n=1

2.

(1)n
2n

o
n=1

3. {1, 0, 1, 0, ...}

4.

 1
n n=1

5.

(1)n+1
n

o
n=1

6.

n
n+1

o
n=1

1.1.2

Convergence of a Sequence

We are interested in the behavior of a sequence at the tail end, when n is very, very large. (We
say: for all values of n greater than some fixed index N .)
Definition 1.1.2 (Convergence of a Sequence). A sequence {an } is said to converge to the limit
L if given any > 0, there exists a number N such that if n is an integer and n > N , then
|an L| < .
A sequence that does not converge is said to diverge.
Notation. lim an = L, or an L as n .
n

(We defer a detailed discussion on this...)

Remark.
Intuitively, the limit of {an } is the unique value L that an approaches as n .
For a sequence to converge, L must be a real number (and cannot be ).
Example.
1. {3n 8}
n=1 is divergent.
3

2.

(1)n
2n

o
n=1

converges to 0.

3. {1, 0, 1, 0, ...} is divergent.


4. n1 n=1 converges to 0.
n
o
n+1
5. (1)n
is converges to 0.
n=1

6.

n
n+1

o
n=1

converges to 1.

Illustration. Consider the behavior of the sequence sequence

1
function f : \ {0} \ {0}, where f (x) = .
x

1
n

, where f (n) =

1
n,

and the

R R

Remark. Let {an } be a sequence, where an = f (n). Consider f (x), f : . Then the behavior
of f (n) as n follows the behavior of f (x) as x . (But not the other way around.)
Theorem 1.1.1. Let {an }
n=1 , where an = f (n). Consider f (x), f :
), then lim f (n) = L (or ).

R R. If x
lim f (x) = L (or

Note. Usefulness of theorem: To compute lim f (n), we can use limit theorems for function
n
f : (thms from Math 36 and 37!)

R R

Example.
1. {3n 8}
n=1 is divergent.
lim 3n 8 =

2.

 1
n n=1

converges to 0.
lim

3.

n
n+1

1
=0
n

converges to 1.
lim

n
=1
n+1

Example. Determine whether the following sequences converge or diverge.

 3

n + n2 + 2n + 1
1.
3n3 + n + 5
4

2. {n n2 }
 

1
3. ln
n1
n=2


1
4. tan1 n
n
 n 
2
5.
1 + 2n

n 
n
6.
n+1
 
1
7.
n!
Theorem 1.1.2 (Squeeze Theorem for Sequences). Let {an }, {bn }, {cn } be sequences such that
an bn cn (for all value of n beyond some fixed index N ). If the sequences {an } and {cn }
converge to L, then {bn } also converges to L.
Example. Determine whether the following sequences converge or diverge. Assume the starting
index is 1, unless otherwise specified.


cos n
1.
n+1


sin n
2.
n


3n + sin n
3.
3 4n
Convergence of Alternating Sequences
If the signs of a sequence alternate from positive to negative, or vice-verse, we say that the sequence
is an alternating sequence.
Theorem 1.1.3. If lim |an | = 0, then lim an = 0.
n

Note. Totoo lang ito kapag zero ang limit.


Example. Use the theorem to show that the sequence

(1)n
2n


is convergent.

Remark. Let {an } be an alternating sequence. If lim |an | =

6 lim |an |, then lim an does not
n
n
n
exist. (That is, {an } is divergent.)


Example. Use the remark to show that the sequence (1)n+1 is divergent.

1.1.3

Monotone and Bounded Sequences

Definition 1.1.3. A sequence {an }

n=1 is said to be

N
2. decreasing if an an+1 for all n N
1. increasing if an an+1 for all n

3. monotonic if {an }
n=1 is either increasing or decreasing.
Question. Is it possible for a sequence to be both increasing and decreasing?
Remark. Two methods to show that a sequence {an } is monotonic:
1. Let f (n) = an . Consider f (n) as a function of

R. Find f 0(n).

increasing: f 0 (n) 0 for all n [k, )

decreasing: f 0 (n) 0 for all n [k, )
2. If the terms of {an } are all positive:
an+1
1 for all n I
an
an+1
decreasing:
1 for all n I
an

increasing:

Recall. n! = n (n 1) (n 2) ... 3 2 1
Example. Determine whether or not the following sequences are monotonic:


5n + 1
1.
2n
 
n!
2.
10


1
3.
(2n)!


4. (1)n+1
n
o
5. cos
n n=2
Definition 1.1.4. If {an }
n=1 is a sequence, then
1. l is a lower bound of the sequence if l an for all n

N.

2. u is an upper bound of the sequence if u an for all n

N.

3. The sequence is bounded if it has both an upper bound and lower bound.
Example. Which among the sequences in the previous example are bounded?

Theorem 1.1.4 (Monotone Convergence Theorem). A bounded monotonic sequence is convergent.

Example. Which among the sequences in the previous examples are convergent by the theorem?
Question. True or False: A sequence that is not bounded monotonic is divergent.
Axiom (Completeness Axiom). Let S be a nonempty set S of real numbers. If S has an upperbound, then S has a smallest upper bound (called the least upper bound). If S has a lower
bound, then S has largest lower bound (called the greatest lower bound).
Remark. Let {an } be a bounded monotonic sequence.
1. increasing: glb = first term, lub = limit of the sequence
2. decreasing: lub = first term, glb = limit of the sequence
Example. Determine the glb and lub of the convergent sequences in the previous example.

1.1.4

Proving the convergence of sequences by definition

Recall:
Definition 1.1.5 (Convergence of a Sequence). A sequence {an } is said to converge to the limit
L if given any > 0, there exists a number N such that:
If n is an integer and n > N , then |an L| < .
Remark. To show that {an } converges to L by definition:
1. Find a suitable N in terms of
2. Show that the given N satisfies the condition: If n > N , then |an L| < .
Tip:
1. Simplify |an L|
2. In the inequality |an L| < , solve for n in terms of . The the expression in terms of is
your candidate for N .
Example. Prove the following using the definition of convergence of a sequence:
1.

1

2.

 2n1

n
5n

converges to 0.
converges to 25 .

1.2
1.2.1

Infinite Series and Convergence of Infinite Series

Infinite Series

Suppose we have a sequence {an }

n=1 . Can we add the terms of the sequence?
Definition 1.2.1. Let {an }
n=1 be a sequence. The expression

an = a1 + a2 + a3 + ... + an + ...

n=1

is called a infinite series. The numbers a1 , a2 , ..., an , ... are called the terms of the infinite series.
The number n is the index of summation.
Again, the following text assumes that the lower index is 1, but the discussion is still true for other
lower indices.
Definition 1.2.2. Let

an be an infinite series.

n=1

1. sn =

n
X

ak is called the nth partial sum of the series.

k=1

2. {sn }
n=1 is called the sequence of partial sums of the series.
Definition 1.2.3 (Convergence and Sum of an Infinite Series). Let
let

{sn }nn=1

be its sequence of partial sums. The infinite series

an be an infinite series and

n=1

an is said to converge if {sn }

n=1

n=1

converges to a limit S. In this case, we say that the sum of the infinite series is S and write

an = S

n=1

If {sn }
n=1 diverges, then

an is said to be divergent.

n=1

Remark. By definition, an infinite series is convergent if its sequence of partial sums is convergent.
Otherwise, it is divergent.
Definition 1.2.4 (Geometric Series).

arn = a + ar + ar2 + ... + arn + ...

(a 6= 0)

n=0

(The first term of the series is a and each term is obtained by multiplying the previous term by the
ratio r of the series.)
Note.
8

1. If an = f (n), where f (n) is an exponential function, then the series is geometric.

2. a = first term and r =

an+1
an

Theorem 1.2.1. A geometric series

series converges, then

X
n=0

arn converges if |r| < 1 and diverges if |r| 1. If the

n=0

a
.
ar =
1r
n

Definition 1.2.5 (Harmonic Series).

X
1
n

n=1

X
1
Theorem 1.2.2. The harmonic series
is divergent.
n
n=1

Remark. To change the lower index of an infinite series:

f (n) =

n=k

1.3
1.3.1

f (n 1) =

n=k+1

f (n + 1)

n=k1

Convergence Tests
The Divergence Test and Four Convergence Theorems

Theorem 1.3.1 (The Divergence Test). If lim an 6= 0, then the series

n

Remark (Contrapositive of Divergence Test). Equivalently: If

an diverges.

an converges, then lim an = 0.

n

Remark.
1. The divergence test is one of the easiest way to show that a series is divergent!
P
2. lim an = 0 DOEST NOT imply that
an converges. If lim an = 0, then NO CONCLUn
n
P
SION can be made. That is,
an may converge or diverge.
Definition 1.3.1. An alternating series is a series whose terms form an alternating sequence.
(That is, the signs alternate from positive to negative.)
Theorem 1.3.2 (Four Convergence Theorems). Suppose
is a nonzero constant.

an and

bn are infinite series and c

P
P
P
P
P
P
1. If
an converges, then
can converges and
can = c an . If
an diverges, then
can
diverges.
P
P
P
P
2. Suppose
an and
bn both converge. Then (an + bn ) and (an bn ) both converge and
P
P
P
P
P
P
(an + bn ) = an + bn and (an bn ) = an bn

3. If either

an or

bn diverges, then

P
(an + bn ) diverges.

P
P
4. If
an and
bn differ only by a finite number of terms, then either both converge or both
diverge. (That is, convergence or divergence is unaffected by deleting a finite number of terms
from the series.)
Note. Bawal magdistribute ng infinite summation sign over addition.

1.3.2

Convergence Tests for Infinite Series of Nonnegative Terms

Before using a convergence test, make sure that all assumptions are satisfied. However, the conditions stated in the assumption need to be true only for the tail end of the series. That is, you may
still use the test even if the assumptions do not hold for a finite number of terms at the beginning
of the series. (Yes, a googol is an incredibly large number. Nevertheless, it is still finite.)
Theorem 1.3.3 (Integral Test). Suppose

an is a series with positive terms. Let f (n) = an .

n=k

Consider f (x) as a function of a real variable. If f (x) is continuous, decreasing and positive for all
real x [k, ), then

an is convergent if and only if

f (x) dx is convergent.
k

n=k

(That is, the series converges if the the improper integral converges and diverges is the improper
integral diverges.)
Definition 1.3.2 (p-series or Hyperharmonic series).

X
1
np

(p > 0)

n=1

Note. The harmonic series is a p-series where p = 1.

X
1
Theorem 1.3.4 (Convergence of p-series).
converges if p > 1 and diverges if 0 < p < 1.
np
n=1
P
P
Theorem 1.3.5 (Comparison Test). Let
an and
bn be infinite series of nonnegative terms
such that an bn for all n = 1, 2, ...
P
P
1. If
bn converges, then
an converges.

2. If

an diverges, then

bn diverges.

Remark.
1. Difficulty with comparison test: you have to make an intelligent guess as to whether
or not the series is convergent.
If your guess is convergent, try to find a greater convergent special series.
If your guess divergent, try to find a lesser divergent special series.
10

Theorem 1.3.6 (Limit Comparison Test). Let

an and

bn be infinite series of positive terms.

an
= L > 0, then the two series either both converge or both diverge.
n bn
P
P
an
= 0 and
bn is convergent, then
an is convergent.
2. If lim
n bn
P
P
an
3. If lim
= and
bn is divergent, then
an is divergent.
n bn

1. If lim

Note. Put the nth TERM of the series you are testing in the numerator, and the nth TERM of
the special series you are comparing it to in the denominator.
SOME TIPS:
1. Limit comparison test: f (n) is a rational function or algebraic function
2. Integral test: f (n) is easy to integrate.
3. Comparison test: could work if f (n) involves sin, cos, ln or Arctan because:
1 sin n 1; 1 cos n 1

ln n n n
2 Arctan n

1.3.3

Convergence Test for Alternating Series

P
Theorem 1.3.7 (Alternating Series Test for Convergence). Let an be an alternating series. The
alternating series is convergent if both of the following conditions hold:
1. lim |an | = 0
n

2. {|an |} is a decreasing sequence.

Remark.
1. Please use this only for an alternating series. :)
2. If an alternating series does not satisfy the above conditions, you cannot conclude that the
alternating series is divergent. If the first condition is not satisfied, use the divergence test to
prove that the sequence is divergent.

1.4

Absolute and Conditional Convergence

Given

an , we consider the convergence of

Definition 1.4.1. Let

1.

|an |.

an be an infinite series.

an is said to be absolutely convergent if

11

|an | is convergent.

2.

an is said to be conditionally convergent if

an is convergent, but

|an | is divergent.

Note. Walang conditionally divergent :)

Theorem 1.4.1. If

an is absolutely convergent, then

an is convergent.

Problem: Draw a Venn diagram illustrating the relationship between the set of convergent series,
the set of absolutely convergent series, the set of conditionally convergent series and the set of
divergent series.
TESTS FOR ABSOLUTE CONVERGENCE
P
Theorem 1.4.2 (Root Test). Let
an be an infinite series.
p
1. If lim n |an | = L < 1, then the series is absolutely convergent.
n

2. If lim

p
n

3. If lim

p
n

|an | = L > 1 or lim

p
n
|an | = , then the series is divergent.

|an | = 1, then no conclusion can be made.

TIP: The Root Test is useful when the index of summation is a power that can be extracted.
P
Theorem 1.4.3 (Ratio Test). Let
an be an infinite series for which each term is nonzero.


 an+1 
 = L < 1, then the series is absolutely convergent.
1. If lim 
n
an 




 an+1 
 an+1 

 = , then the series is divergent.


= L > 1 or lim 
2. If lim 
n
n
an 
an 


 an+1 
 = 1, then no conclusion can be made.

3. If lim 
n
an 
TIP: The Ratio Test is useful when the series involves factorials, or the index of summation is a
power that cannot be extracted.

12

1.5

Summary of Convergence and Divergence Tests

A. TEST FOR DIVERGENCE

Thm (The Divergence Test). If lim an 6= 0, then the series
n

an diverges.

Important Note: If lim an = 0, then NO CONCLUSION can be made.

x

B. TESTS FOR INFINITE SERIES OF NONNEGATIVE TERMS

X
Thm (Integral Test). Suppose
an is a series with positive terms. Let f (n) = an . Consider f (x)
n=k

as a function of a real variable. If f (x) is continuous, decreasing and positive for all real x [k, ),
then
Z
Z

X
X
f (x) dx is convergent
f (x) dx is divergent
an is convergent;
an is divergent
k

n=k

n=k

Thm (Comparison Test). Let an and bn be infinite series of non-negative terms such that an bn
for all n = 1, 2, ...
P
P
(a) If
bn converges, then
an converges.
P
P
(b) If
an diverges, then
bn diverges.
X
X
Thm (Limit Comparison Test). Let
an and
bn be infinite series of positive terms.
an
= L > 0, then the two series either both converge or both diverge.
bn
X
X
an
= 0 and
bn is convergent, then
an is convergent.
(b) If lim
n bn
X
X
an
(c) If lim
= and
bn is divergent, then
an is divergent.
n bn
(a) If lim

C. CONVERGENCE TEST FOR ALTERNATING SERIES

P
Thm (Alternating Series Test for Convergence). Let
an be an alternating series. The alternating
series is convergent if both of the following conditions hold:
(a) lim |an | = 0
n

(b) {|an |} is a decreasing sequence.

Note: If an AS does not satisfy the above conditions, you cannot conclude that the AS is divergent.
If the first condition is not satisfied, use the divergence test to prove that the sequence is divergent.
D. ABSOLUTE CONVERGENCE TESTS
P
Thm (Root Test). Let
an be an infinite series.
p
(a) If lim n |an | = L < 1, then the series is absolutely convergent.
n
p
p
(b) If lim n |an | = L > 1 or lim n |an | = , then the series is divergent.
n
n
p
n
(c) If lim
|an | = 1, then no conclusion can be made.
n
P
Thm (Ratio Test). Let
an be an infinite series for which each term is nonzero.

13



 an+1 
 = L < 1, then the series is absolutely convergent.
(a) If lim 
n
an 




 an+1 


 = L > 1 or lim  an+1  = , then the series is divergent.
(b) If lim 


n
n
an
an 


 an+1 
 = 1, then no conclusion can be made.
(c) If lim 
n
an 
TIPS:
1. Limit comparison test: f (n) is a rational function or algebraic function
2. Integral test: f (n) is easy to integrate.
3. Comparison test: could work if f (n) involves sin, cos, ln or Arctan because:
1 sin n 1; 1 cos n 1

ln n n n
2 Arctan n

4. The Root Test is useful when the index of summation is a power that can be extracted.
5. The Ratio Test is useful when the series involved factorials, or the index of summation is a power that
cannot be extracted.
SPECIAL SERIES:
1. Geometric series
2. Harmonic and alternating harmonic series
3. p-series
4. Constant series
P 1
P 1
5.
n! and
nn are convergent.
REMARKS:
1. If the instruction is to determine if convergent or divergent:
(a) Guess
(b) Determine the appropriate test to use. Set D Tests may be used because if the IS is absolutely
convergent, then the IS is convergent.
2. If the instruction is to determine if the series is absolutely convergent, conditionally convergent
or divergent:
X
(a) Test for absolutely convergence. Set B Tests may be used because
|an | is an IS of nonnegative
terms.
(b) If it is not absolutely convergent and you have not been able to conclude that it is divergent (via
ratio or root test), test for conditional convergence.
(c) If it is not conditionally convergent, prove that it is divergent.
3. NO CONCLUSION is NOT an acceptable final answer.

14

Chapter 2

Power Series
2.1

Power Series

Definition 2.1.1. Let {cn }

. A power series in x a is a sum of
n=0 be a sequence and a
the form
c0 + c1 (x a) + c2 (x a)2 + ... + cn (x a)n + ...
Notation: For compactness, we a power series in x a as:

cn (x a)n

n=0

(Again, the lower index may be some other nonnegative integer k.)

Remark.
A power series is a function in x, so we can evaluate it as some x = x0 . If
we plug in x = x0 , we obtain an infinite series. (Note: Be careful about evaluating a power

X
series in x a at x = a. Evaluated at x = a,
cn (x a)n = c0 .)
n=0

Relevant question: For what values of x = x0 will we obtain a convergent infinite series?
(Note: A power series will always converge when x = a.)
Theorem 2.1.1. Let

cn (x a)n be a power series. Exactly one of the following is true:

n=0

1. The power series converges only when x = a. (Case 1)

2. The power series is convergent for all x

R. (Case 2)

3. There exists R > 0 such that the power series is absolutely convergent for all x such that
|x a| < R and divergent for all |x a| > R. (Case 3)
Remark.
1. The theorem states that the set of all values for which a power series in x a
converges is always an interval centered at a. Hence this set of values is called the interval
of convergence (IOC) of the power series.
2. The radius of the interval of convergence is called the radius of convergence (ROC) of the
power series.
15

(a) Case 1: ROC = 0

(b) Case 2: ROC =
(c) Case 3: ROC = R
3. The series may or may not converge for x such that |x a| = R (or x a = R).
To find ROC and IOC:
1. Consider the case x 6= a. (We already know x = a is in the interval of convergence.)
2. Use ratio or root test. Simplication yields something of the form
lim |x a|f (n) = |x a| lim f (n)

(a) If lim f (n) = 0, then ROC = , IOC = (, ). (Case 2)

n

(b) If lim f (n) = , then ROC = 0, IOC = {a}. (Case 1)

n

(c) If lim f (n) = L, then solve for ROC. (Case 3)

n

i. ROC: R =

1
L

ii. IOC:
(1) The interval of convergence includes all x such that R < x a < R.
(2) Test for convergence at x a = R and x a = R (do not use ratio or root
test!)
(3) Get the union of (1) and (2) solve for x.

2.2

Power Series Representation of a Function

If a function f can be expressed as a power series

cn (x a)n in some interval I, then we say

n=0

that f is represented by the power series on I. That is,

f (x) =

cn (x a)n for all x I

n=0

We then say (the following are synonymous):

1.

cn (x a)n is a power series representation of f (x) on I.

n=0

2. The power series converges to f (x).

3. The sum of the power series is f (x).
Remark. Not all functions have a power series representation!

16

You must know the power series representation for the following, which we shall derive in the
lecture:
1. f (x) =

1
, where |x| < 1
1x

2. f (x) = ex , where x

3. f (x) = ln(1 x), where |x| < 1

R
5. f (x) = cos x, where x R
4. f (x) = sin x, where x

Theorem 2.2.1 (Differentiation of a Power Series). Suppose that a function f is represented by a

power series in x a that has a nonzero radius of convergence R:
f (x) =

cn (x a)n

n=0

Then the function is differentiable for all |x a| < R and

"
#

X
X
0
n
f (x) = Dx
cn (x a) =
Dx [cn (x a)n ]
n=0

n=0

Theorem 2.2.2 (Integration of a Power Series). Suppose that a function f is represented by a

power series in x a that has a nonzero radius of convergence R:
f (x) =

cn (x a)n

n=0

Then for all |x a| < R

Z
f (x)dx =

Z "X

#
n

cn (x a)

dx =

n=0

2.3

Z
X

cn (x a) dx + C

n=0

Taylor and Maclaurin Series

Definition 2.3.1. If f is a function for which f (n) (a) exists for all n
for f about x = a is

X
f (n) (a)
n=0

n!

(x a)n = f (a) + f 0 (a)(x a) +

N, then the Taylor Series

f 00 (a)
(x a)2 + ...
2!

In the special case when a = 0, this series becomes

X
f (n) (0)
n=0

n!

xn = f (0) + f 0 (0)x +

and we call this series the Maclaurin Series for f .

17

f 00 (0) 2
x + ...
2!

Remark.
1. A function f (x) for which f (n) (x) exists for all n
function.

N is called an infinitely differentiable

2. The Maclaurin Series is a special type of Taylor Series.

3. Note that both the Maclaurin and Taylor Series for f about x = a are power series in x a.
Remark.
1. All infinitely differentiable functions have a Taylor Series about x = a.
2. Not all infinitely differentiable functions have a power series representation.
3. Thus, the Taylor Series of f about x = a is NOT ALWAYS a power series representation for
f . That is, generally,

X
f (n) (a)
f (x) 6=
(x a)n
n!
n=0

4. However, if a function has a power series representation in x a [in x], then that power series
representation must be the same as its Taylor Series [Maclaurin Series]. (Did you get that?)

2.4

Approximation Using Taylor Polynomials

Definition 2.4.1. If f can be differentiated n times at a, then we define the nth Taylor Polynomial for f about x = a to be
pn (x) =

n
X
f (k) (a)

k!

k=0

(x a)k

In the special case when a = 0, this polynomial becomes

pn (x) =

n
X
f (k) (0)
k=0

k!

xk

and we call this the nth Maclaurin Polynomial for f .

Approximation using Taylor Polynomials
Suppose f can be differentiated n times at a. Let pn (x) be its nth Taylor polynomial. If x0 is very
close to a, then f (x0 ) pn (x0 ). Note the following:
1. The higher the degree of the Taylor polynomial, the better the approximation.
2. The closer x0 is to a, the better the approximation.
For your information only (that is, this will not come out in the exam):
If lim f (x) pn (x) = 0, then the Taylor series of f is a PSR for f , or f (x) =
n

X
f (n) (a)
n=0

18

n!

(x a)n .

Chapter 3

Differentiation of Functions of Two or

More Variables
3.1

Functions of Two or More Variables

R R R

Recall:

= 2 = {(x, y) | x
and y }. Geometrically,
dimensional Euclidean space, or simply, Euclidean 2-space.

R2 is associated with two-

Definition 3.1.1. A function of two variables f (x, y) is a rule that assigns a unique real number
to each point (x, y) in some subset D of 2 .

Remark.
The set D is called the domain of f , which we denote by dom f . If no set D is specified, as
is usually the case in this course, we assume that the domain of f is the largest subset of 2
containing all points (x, y) for which f (x, y) is defined. This largest subset is referred to as
the natural domain of f .

The set of all possible values of f (x, y) is called the range of f and is denoted by ran f .
The graph of f (x, y) is the surface in
f (x, y).

R3 .

Let be a plane and a surface in

call C the trace of on the plane .

R3 (Euclidean 3-space) satisfying the equation z =

Let C be the curve of intersection of and . We

Let S be a set of points in 3 . The projection of S on the xy-plane is obtained by dropping

all points of S orthogonally on the xy-plane. We denote the projection of S on xy-plane by
Projxy (S).
Suppose is the graph of f . Geometrically, the domain of f is Projxy ()
Let f (x, y) be a function of two variables with graph given by z = f (x, y). Let Ck be the curve
of intersection of the plane z = k and the graph of f (x, y). The level curve of height k is
19

Projxy (Ck ). A set of level curves for various values of k is called a contour map of f . We get an
idea about the graph of f from its contour map. For example, the steepness of its graph can be
gleaned from the contour map.
Remark. All the above notions can be extended to functions of 3 or more variables. In particular,
we are also interested in functions of 3 variables.

3.2

Limits

Intuitive Notion of Limits; Properties of Limits

Let f (x, y) be a function of two variables. Let C be a smooth curve on the xy-plane with equation
y = g(x) whose points are in the domain of f . Let (x0 , y0 ) be a point on C. The limit of f (x, y)
as (x, y) approaches the point (x0 , y0 ) along the curve C is:
lim

f (x, y) = lim f (x, g(x))

xx0

(x,y)(x0 ,y0 )

In the case that C has equation x = g(y), then

lim

f (x, y) = lim f (g(y), y)

yy0

(x,y)(x0 ,y0 )

Recall: For functions of one variable, we have the concept of one-sided limits. There are only two
types since there are only two ways of approaching x0 : from the left and from the right. Since the
limit is the unique value that the y-values approach as the x-values approach x0 from both sides,
the limit of the function exists if the two one-sided limits are equal.
In the case of functions of two variables, the point (x, y) may approach (x0 , y0 ) via an infinite
number of paths. Intuitively, the limit of f (x, y) as (x, y) approaches (x0 , y0 ) is the unique value
that f (x, y) approaches as (x, y) approaches (x0 , y0 ) via all these possible paths! This makes the
computation of limits of functions of two variables much more complex. Thus, we restrict our
computation of limits to very simple types of functions: polynomial and rational functions.

Theorem 3.2.1.
1.

lim

c=c

(x,y)(x0 ,y0 )

2. If f (x, y) is a polynomial function, then

lim
(x,y)(x0 ,y0 )

Theorem 3.2.2 (Properties of Limits). If

lim
(x,y)(x0 ,y0 )

then
1.

lim

f (x, y) g(x, y) = L M

(x,y)(x0 ,y0 )

20

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

f (x, y) = L and

lim
(x,y)(x0 ,y0 )

g(x, y) = M ,

2. If c

R, then (x,y)(x
lim
cf (x, y) = c L.
,y )
0

3.

lim

f (x, y) g(x, y) = L M .

(x,y)(x0 ,y0 )

4. If M 6= 0, then

f (x, y)
L
=
.
M
(x,y)(x0 ,y0 ) g(x, y)
lim

Remark. As a consequence of the last two theorems, if h(x, y) =

f (x, y)
is a rational function
g(x, y)

where f and g are polynomial functions,

lim

h(x, y) =

(x,y)(x0 ,y0 )

f (x0 , y0 )
g(x0 , y0 )

provided that g(x0 , y0 ) 6= 0.

Showing the nonexistence of limits

Remark. Let f (x, y) be a function of two variables and let C1 and C2 be different paths in the
domain of f containing the point (x0 , y0 ). If the limits of f (x, y) as (x, y) approaches the point
(x0 , y0 ) along the curves C1 and C2 are not equal, then the limit of f (x, y) as (x, y) approaches the
point (x0 , y0 ) does not exist.

Limits: Formal Definition

Note. Let P and Q be points in 2- or 3-space. We denote the distance d between P and Q by
d = ||P Q||.
p
1. 2-space: d = ||P Q|| = (x1 x2 )2 + (y1 y2 )2
p
2. 3-space: d = ||P Q|| = (x1 x2 )2 + (y1 y2 )2 + (z1 z2 )2
Definition 3.2.1. If P
is

R2 or R3 and r > 0, then the open ball centered at P and of radius r

B(P, r) = {Q

R2 | ||P Q|| < r}

Definition 3.2.2. Let P 2 and let f be a function in 2 variables defined on some open ball
B(P, r) centered at P , except possibly at P . Then
lim
(x,y)(x0 ,y0 )

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

if the following condition is satisfied:

p
For every > 0, there exists > 0 such that if (x x0 )2 + (y y0 )2 < , then |f (x, y) L| < .

21

3.3

Continuity

Definition 3.3.1. The function f (x, y) is continuous at P = (x0 , y0 ) if and only if

lim

f (x, y) =

(x,y)(x0 ,y0 )

f (x0 , y0 ).
Types of Discontinuities
1. Removable: limit exists, but is not equal to the function value
2. Essential: limit does not exist
Definition 3.3.2. A function of 2 variables that is continuous at every point (x, y) is said to be
continuous everywhere, or simply continuous.
Theorem 3.3.1 (Continuity Theorems).
1. A polynomial function is continuous everywhere.
2. A rational function is continuous at every point in its domain.
3. A sum, difference, product, quotient (except where the denominator is 0) or composition of
continuous functions are continuous.
Theorem 3.3.2. If

lim

g(x, y) = b and f is a function of one variable that is continuous at



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

b, then

lim

(x,y)(x0 ,y0 )

3.4

(x,y)(x0 ,y0 )

Partial Derivatives

Definition 3.4.1. Let f (x, y) be a function of 2 variables.

1. The partial derivative of f with respect to x is
f (x + h, y) f (x, y)
h0
h

fx (x, y) = lim

2. The partial derivative of f with respect to y is

f (x, y + h) f (x, y)
h0
h

fy (x, y) = lim
Other notations:

f f
,
x y

If z = f (x, y):

z z
,
x y

Definition 3.4.2. Let f (x, y) be a function of 2 variables.

22

1. The partial derivative of f with respect to x is

fx (x0 , y0 ) = lim

xx0

f (x, y0 ) f (x0 , y0 )
x x0

2. The partial derivative of f with respect to y is

f (x0 , y) f (x0 , y0 )
h0
h

fy (x0 , y0 ) = lim
Remark.

Use definition 3.4.1 if you wish to get the partial derivatives of f (functions)
Use definition 3.4.2 if you wish to get the partial derivative at particular point (value)
Remark. Computation of Partial Derivatives:
1. To get fx (x, y), treat y as a constant and get the derivative of f wrt x.
2. To get fy (x, y), treat x as a constant and get the derivative of f wrt y.
Remark. Geometric Interpretation of Partial Derivatives:
fx (x0 , y0 ) gives the slope of the surface in the direction of the positive x-axis.
fy (x0 , y0 ) gives the slope of the surface in the direction of the positive y-axis.
Remark. Partial Derivatives as Rate of Change:

f
give the instantaneous rate of change in f per unit change in x as y is held constant
x

f
give the instantaneous rate of change in f per unit change in y as x is held constant
y

Higher-Order Partial Derivatives

Partial derivatives are also functions of two variables. Thus, it would be possible to also get their
partial derivatives. This gives rise to 2nd-order partial derivatives. There are four types:
 
2f
f
1.
=
= fxx
x2
x x
 
f
2f
2.
=
= fyy
y 2
y y
 
f
2f
3.
=
= (fx )y = fxy
yx
y x
 
2f
f
4.
=
= (fy )x = fyx
xy
x y
Note: Take note of the order of integration for types 3 and 4 using the two different notations!
Remark. Likewise, we can get the higher order partial derivatives of order 3, 4 and so on.
23

Implicit Differentiation
Let z be a function in x and y defined implicitly by the equation F (x, y, z) = C, where C
Implicit differentiation allows us to get the partial derivatives of z with respect to x and y.

R.

The Chain Rule

Type 1: z = f (x, y), x = x(t), y = y(t)
Theorem 3.4.1. If x(t) and y(t) are differentiable at t and z = f (x, y) is differentiable at (x(t), y(t),
then
dz
z dx z dy
=

dt
x dt
y dt
Note: For Type 1, note that z = f (x, y) = f (x(t), y(t)) is a function of a single variable t. Thus,
dz
we call
the total derivative of z with respect to t (as opposed to partial derivatives).
dt
Type 2: z = f (x, y) and x = x(u, v), y = y(u, v)
Theorem 3.4.2. If x = x(u, v) and y = y(u, v) have first order partial derivatives at (u, v) and if
f (x, y) is differentiable at (x, (u, v), y(u, v)), then:
z x z y
z
=

u
x u y u
and

3.5

z
z x z y
=

v
x v
y v

Differentiability and the Total Differential

Definition 3.5.1. A function of 2 variables f (x, y) is said to be differentiable at (x0 , y0 ) if the

following conditions are satisfied:
1. fx (x0 , y0 ) and fy (x0 , y0 ) exist, and
2.

lim
(x,y)(x0 ,y0 )

f (x, y) L(x, y)
p
= 0, where
(x x0 )2 + (y y0 )2
L(x, y) = f (x0 , y0 ) + fx (x0 , y0 )(x x0 ) + fy (x0 , y0 )(y y0 )

If f is differentiable at (x0 , y0 ), L(x, y) is called the local linear approximation of f at (x0 , y0 )

Remark. Properties of a function f that is differentiable at (x0 , y0 ):
1. The graph of f has a non-vertical tangent plane at (x0 , y0 , f (x0 , y0 )).
2. L(x, y) approximates f (x, y) when (x, y) is very close to (x0 , y0 ).
3. f is continuous at (x0 , y0 ).
24

Theorem 3.5.1. If a function is differentiable at a point, then it is continuous at that point.

Theorem 3.5.2. If all first-order partial derivatives of f exist and are continuous at a point, then
f is differentiable at that point.
Definition 3.5.2. If z = f (x, y) is differentiable at (x0 , y0 ), then the total differential of z at
(x0 , y0 ) is given by
dz = fx (x0 , y0 )dx + fy (xo , y0 )dy
Remark. z dz
Note: Again, we can extend the above notions to functions of three or more variables.

3.6
3.6.1

Relative and Absolute Extrema of a Function

Relative Extrema of a Function

Definition 3.6.1. Given a function of two variables f (x, y) and a point (x0 , y0 ) on the xy-plane:
1. f is said to have a relative maximum at (x0 , y0 ) if there exists an open ball B on the
xy-plane centered at (x0 , y0 ) such that f (x0 , y0 ) f (x, y) for every (x, y) B
2. f is said to have a relative maximum at (x0 , y0 ) if there exists an open ball B on the
xy-plane centered at (x0 , y0 ) such that f (x0 , y0 ) f (x, y) for every (x, y) B
3. f is said to have a relative extremum at (x0 , y0 ) if either f has a relative maximum or a
relative minimum at (x0 , y0 ).
Remark. Suppose f has a relative minimum [maximum, extremum] at P .
1. The value f (x0 , y0 ) is said to be a relative minimum [maximum, extremum] value of f .
2. The point (x0 , y0 , f (x0 , y0 )) is called a relative minimum [maximum, extremum] point of f .
3. Graphically, the graph of z = f (x, y) has peaks and trenches at relative maximum and relative
minimum points, respectively.
4. It is relative or local because the point is highest or lowest relative to its very close
neighbors.
5. Note that a function may have several relative extrema.
Definition 3.6.2. The point (x0 , y0 ) is a critical point of the function f (x, y) if (x0 , y0 ) dom f
and either
1. fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0 (Type 1), or
2. fx (x0 , y0 ) or fy (x0 , y0 ) does not exist (Type 2)
25

Theorem 3.6.1. If the function f (x, y) has a relative extremum at (x0, y0 ) and fx (x0 , y0 ) and
fy (x0 , y0 ) exist, then fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0.
Remark.
1. The theorem tells us that if f (x, y) has a relative extrema at (x0 , y0 ) and the partial derivatives
of f exist at that point, then (x0 , y0 ) must be a Type 1 critical point.
2. As a consequence, if f is differentiable at all points in its domain, then the candidates for
points where relative extrema occur come from the critical points of f . (Naturally, these are
all Type 1 critical points)
3. In addition, if the graph of f has a tangent plane at a relative extreme point, then it must
be horizontal.
4. The converse of the theorem is NOT true. It is not true that if (x0 , y0 ) is a critical point of
f , then f has a relative extrema at (x0 , y0 ).
Definition 3.6.3. A point (x0 , y0 , z0 ) is said to be a saddle point of a surface if there exist
two vertical planes such that the trace of in one plane has a relative maximum at (x0 , y0 ) and
the trace of in the other plane has a relative minimum at (x0 , y0 ).
Theorem 3.6.2 (Second Derivative Test for Relative Extrema). Suppose that the first and second order partial derivatives of a differentiable function f (x, y) is continuous on some open ball
B ((x0 , y0 ), r) and fx (x0 , y0 ) = fy (x0 , y0 ) = 0. Let
D = fxx (x0 , y0 )fyy (x0 , y0 ) [fxy (x0 , y0 )]2 .
1. If D > 0 and
(a) fxx (x0 , y0 ) > 0, then f (x, y) has a relative minimum at (x0 , y0 ).
(b) fxx (x0 , y0 ) < 0, then f (x, y) has a relative maximum at (x0 , y0 ).
2. If D < 0, then f (x, y) has a saddle point at (x0 , y0 ).
3. If D = 0, then no conclusion can be made.
Remark. One way to remember the formula for D:
The Jacobian of f is the matrix of partial derivatives of f
"
#
fxx fxy
fyx fyy
D is the determinant of the Jacobian of f .

26

3.6.2

Absolute Extrema of a Function

Definition 3.6.4. Let f be a function of two variables x and y. Let R be a region on the xy-plane
and (x0 , y0 ) a point in R.
1. f is said to have an absolute maximum on R at (x0 , y0 ) if f (x0 , y0 ) f (x, y) for every
(x, y) R.
2. f is said to have an absolute minimum on R at (x0 , y0 ) if f (x0 , y0 ) f (x, y) for every
(x, y) R.
3. f is said to have an absolute extremum on R at (x0 , y0 ) if either f has an absolute
maximum value or absolute minimum value on R at (x0 , y0 ).
Remark. Suppose that f has an absolute maximum [minimum, extremum] at (x0 , y0 ).
1. We say f (x0 , y0 ) is the absolute maximum [minimum, extremum] value of f on R.
2. What is the difference between a relative extremum and an absolute extremum?
Definition 3.6.5. Let R be a region on the xy-plane
1. R is bounded if it can be contained in some rectangle.
2. R closed if R contains its boundary.
Theorem 3.6.3 (Extreme Value Theorem). If f (x, y) is continuous on a closed and bounded set
R, then f has both an absolute maximum and an absolute minimum on R.
Remark. If f and R satisfy the conditions of EVT, the absolute extrema occur at (1) critical
points inside R, or (2) points on the boundary of R
PROCEDURE: Finding Absolute Extrema on a Region R satisfying EVT
1. Find the critical numbers of f (x, y) in R. Evaluate f (x, y) at the critical numbers.
2. Evaluate f (x, y) at the vertices of R (if any).
3. Convert f (x, y) to a function of one variable g (x) or g (y) on the boundaries of R. Find the
critical numbers of g and evaluate f (x, y) at these numbers. (Recall: For a function of one
variable, the critical numbers are points for which the derivative of g is 0 or does not exist.)
4. Compare the values obtained.
Remark. Let f be a function of two variables and R = {(x, y) | x > 0 and y > 0}. Suppose f is
continuous on R and (x0 , y0 ) is the only critical point of f .

1. If f (x, y) is very large when either x or y are very close to zero or very large, then f has an
absolute minimum at (x0 , y0 ).
27

2. If f (x, y) is very negative when either x or y are very close to zero or very large, then f
has an absolute maximum at (x0 , y0 ).
Examples:
1. A manufacturer wishes to make an open rectangular box with volume 500 cm3 using the least
possible amount of material. Find the dimensions of the box.
2. The cost of materials for a rectangular box 16 cm3 in volume is one peso per square inch for
the sides and two pesos per square inch for the top and bottom. Determine the dimensions
of the box so that the cost is minimum.

28

Chapter 4

Directional Derivatives, Gradients,

Applications
4.1

Directional Derivatives and Gradients

Recall that the partial derivatives fx (x, y) and fy (x, y) measure the rate at which f is changing in
the direction of the positive x-axis and positive y-axis, respectively. What if we wish to measure
the rate of change in another direction?
Definition 4.1.1. Given f (x, y) and a unit vector ~u = u1i + u2 j, the directional derivative of
f in the direction of ~u is
D~u f (x, y) = lim

xa

f (x + u1 h, y + u2 h) f (x, y)
h

provided this limit exists.

Example.
Given f (x, y) = x2 + y 2 . Find the directional derivative of f in the direction of

~u = 22 i + 22 j.
Remark.
1. D~u (x0 , y0 ) gives the rate at which f is changing in the direction of ~u at (x0 , y0 ).
2. Note that if ~u = i, then D~u (x, y) = fx (x, y). Similarly, if ~u = j, then D~u (x, y) = fy (x, y).
3. Geometrically, D~u (x0 , y0 ) is the slope of the surface z = f (x, y) in the direction of ~u at the
point (x0 , y0 , f (x0 , y0 )).
Example. Consider the previous example. Find the rate at which f is changing in the direction
of ~u at the origin.
the directional derivaDefinition 4.1.2. Given f (x, y, z) and a unit vector ~u = u1i + u2 j + u3 k,
tive in the direction of ~u is
f (x + u1 h, y + u2 h, z + u3 h) f (x, y, z)
D~u f (x, y, z) = lim
xa
h
provided this limit exists.
29

Definition 4.1.3.
~ (x, y) = fx (x, y) i + fy (x, y) j.
1. Given f (x, y), the gradient of f is f

~ (x, y, z) = fx (x, y, z) i + fy (x, y, z) j + fz (x, y, z) k.

2. Given f (x, y, z), the gradient of f is f
Example. f (x, y) = x3 xy 2 . (a) Find the gradient of f . (b) Find the gradient at the point
(1,-1).
Remark.
~ is sometimes considered the derivative of f .
1. f
~ is a function whose input is a point and whose output is a vector. The
2. Note that f
gradient is an example of what is called a vector-valued function. So far we have been
studying scalar-valued functions.We sometimes refer to vector-valued functions as vector
fields because they have many applications in physics. For instance, velocity fields and force
fields are vector-valued functions.
Theorem 4.1.1. Let f be a function of two or three variables and let ~u be a unit vector. Then
~ (x, y) ~u
D~u f (x, y) = f
Note: If the given vector is not a unit vector, normalize it first.

Example.
1. Compute the directional derivative of the previous example using the theorem.
2. Find the directional derivative of f (x, y, z) = x2 yz 3 + z in the direction of h2, 1, 2i.
3. Find the directional derivative of f (x, y) = exy at (2, 0) in the direction of the vector that
makes an angle of 3 with the positive x-axis.
4. Given a metal plate, the temperature at the point (x, y) is given by the function T (x, y) =
x2 xy +y 2 . What is the rate at which the temperature is changing in the south east direction
at the point (1, 1)?

4.2

Application of the Gradient: Optimal Rate of Change

Problem: At the point (x0 , y0 ), in which direction will f increase or decrease most rapidly?
~ (x0 , y0 ) 6= ~0.
Theorem 4.2.1. Given f (x, y) such that f is differentiable at (x0 , y0 ) and f
~ (x0 , y0 ). We say that f
~ (x0 , y0 )
1. At (x0 , y0 ), f will increase most rapidly in the direction of f
points in the direction of steepest ascent. Moreover, the rate of change of f in this
~

direction is D~u f (x0 , y0 ) = f
(x0 , y0 )
30

~ (x0 , y0 ). We say that

2. At (x0 , y0 ), f will decrease most rapidly in the direction of f
~ (x0 , y0 ) points in the direction of steepest descent. Moreover, the rate of change in
f


~

f in the direction is D~u f (x0 , y0 ) = f
(x0 , y0 )
Example.
1. Suppose a bug is located on the hyperbolic paraboloid z = y 2 x2 at the point
(1, 1, 0). In which direction should it move for the steepest climb and what is the slope as it
starts out?
2. If the temperature is given by f (x, y, z) = 3x2 5y 2 + 2z 2 are you are located at the point


1 1 1
3 , 5 , 2 and you want to get cool ASAP, in which direction should you set out? What is the
rate of change in temperature in this direction?
Exercises.
1. Use the definition of the directional derivative to find D~u f for f (x, y) = x2 y 2 in the


direction of 35 , 54 .
2. Find the directional derivative of f (x, y, z) = x3 y yz 3 + z in the direction of h2, 1 2i.
3. In what direction should one initially travel, starting from the origin, to obtain the most rapid
rate of increase in the function f (x, y) = (3 x + y)2 + (4x y + 2)3 ?

4.3

Conservative Vector Fields and Potential Functions

Given a vector function F~ (x, y) = P (x, y)i + Q(x, y)j, the scalar functions P (x, y) and Q(x, y) are
called the components of F~ (x, y).

Definition 4.3.1. A vector function (or more appropriately, a vector field) F is said to be a
conservative vector field if it is the gradient of some scalar function f . That is, there exists a
scalar function f such that
~ = F~
f
The function f is called a potential function for F~ .
Note that not all vector fields are are conservative. What condition guarantees that a given vector
field is a conservative?
Theorem 4.3.1.

1. Suppose that F~ (x, y) = P (x, y)i + Q(x, y)j is a vector field on 2 and whose components
have continuous first-order partial derivatives. Then F~ (x, y) is a conservative vector field on
2 if and only if P = Q .
y
x

2. Suppose that F~ (x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y.z)k is a vector field on 3 whose
components have continuous first-order partial derivatives. Then F~ is a conservative vector
field on 3 if and only if the following hold

Py = Qx

Pz = Rx
31

Qz = Ry

Example. Determine if the following vector fields are conservative. If it is conservative, find all
potential functions.


~ (x, y) = (ey 2xy) i + xey x2 j
1. f


~ (x, y) = (2x + ln y) i + y 2 + x j
2. f
y


3. F~ (x, y) = 2xy + 1, x2 + 2yz, y 2 2


4. F~ (x, y, z) = ex sin z + 2yz, 2xz + 2y, ex cos z + 2xy + 3z 2
If F~ is a conservative force field, then total energy is conserved as F~ moves a particle along a curve
in space. Moreover, its potential function f is related to the potential energy of F~ .
Exercises. Determine whether or not the following vector fields are conservative. If the vector
field is conservative, find all potential functions.


~ (x, y) = (2x 3y) i + 3x + 12y 2 ~j.
1. f


2. F~ (x, y) = 6x2 y 2 14xy + 3, 4x3 y 7x2 8
3. F~ (x, y) = h3y, 2xi


4. F~ (x, y) = 2xy + 1, x2 + 2yz, y 2 2
5. F~ (x, y, z) = hy cos xy, x cos xy, sin zi

4.4

Tangent Lines to Curves and Tangent Planes to Surfaces

4.4.1

Tangent Lines to Curves

Parametric equations in one parameter are equations of the form:

1. 2-space:
x = f (t)

y = g(t)

tD

2. 3-space:
x = f (t)
where D
domain.

y = g(t)

z = h(t)

tD

R. The variable t is called the parameter and the set D is called the parametric

The graph of a given set of parametric equations is a curve containing all points in the set:
1. 2-space: {(f (t), g(t)) | t D}
2. 3-space: {(f (t), g(t), h(t)) | t D}
Recall: Given a line in 3-space:
32

1. point on the line: (x0 , y0 , z0 )

2. vector parallel to the line: ha, b, ci
Parametric equations of the line:
x = at + x0

y = bt + y0

z = ct + z0

Remark. Suppose C is a curve in 3-space with parametric equations

x = f (t)

y = g(t)

z = h(t)

tD

Let t0 D. Then P = (f (t0 ), g(t0 ), h(t0 )) is a point on C. Moreover, a vector parallel to the line
tangent to the curve at P is hf 0 (t0 ), g 0 (t0 ), h0 (t0 )i. This vector is called a tangent vector to C at
P.
The parameter t may represent some entity such as the polar angle of a point, or the arc length of a
curve, or one of the independent variables. In many applications, the parameter t represents time.
In this case, the parametric equations give the position of a particle at time t, and are hence called
parametric equations of motion of the particle. The curve that is traced out as the parameter
t increases gives the trajectory of the particle. Moreover, the vector hf 0 (t), g 0 (t), h0 (t)i gives the
velocity of the particle at time t.

4.4.2

Tangent Planes to Surfaces

Recall: If is the graph of z = f (x, y), then an equation of the tangent plane to at the point
(x0 , y0 , f (x0 , y0 )) is z = L(x, y).
Now suppose that is some surface in 3-space which is not necessarily the graph of a function in
2 variables. What is an equation of the tangent plane to at a point on ?

Recall: Given a plane in 3-space:

1. point on the plane: (x0 , y0 , z0 )
2. normal vector to the plane: ha, b, ci
Equation of the plane:
a(x x0 ) + b(y y0 ) + c(z z0 ) = 0
Definition 4.4.1. Let be a surface in 3-space with equation F (x, y, z) = 0. Suppose P =
(x0 , y0 , z0 ) is a point on .
~ (x0 , y0 , z0 ) as normal vector
1. The tangent plane to at P is the plane through P with F
~ (x0 , y0 , z0 ) as parallel vector
2. The normal line to at P is the line through P with F
33

Remark. A normal vector of the tangent plane to at P is orthogonal to the tangent vector of
every curve on passing through P .
Remark. Suppose that 1 : F (x, y, z) = 0 and 2 : G(x, y, z) = 0 are surfaces in 3-space. Let
~ (x0 , y0 , z0 )
P = (x0 , y0 , z0 ) be a point on the curve of intersection C of 1 and 2 . Then F
~
G(x
0 , y0 , z0 ) is a tangent vector of C at P .
Definition 4.4.2. Let P be a point on two surfaces 1 and 2 . The surfaces 1 and 2 are said to
be tangent at a point if they have the same tangent plane at P .

4.5

Application of the Gradient: Method of Lagrange Multipliers

Two-Variable Extremum Problem with One Constraint

Problem: Optimize the function f (x, y) subject to the constraint g(x, y) = 0.
Geometrically, this means that we want to find a point on the curve g(x, y) = 0 on the xy-plane
for which f (x, y) is maximum or minimum.
Theorem 4.5.1. Suppose f and g are functions of two variables with continuous first-order partial
derivatives. Suppose f has a relative extremum at a point (x0 , y0 ) on the constraint curve g(x, y) = 0
~
and g(x
0. Then there exists a constant such that
0 , y0 ) 6= ~
~ (x0 , y0 ) = g(x
~
f
0 , y0 )
Remark.
1. This means that the relative extrema of f on the constraint curve g(x, y) = 0 occur at points
~ (x0 , y0 ) and g(x
~
(x0 , y0 ) for which the gradient vectors f
0 , y0 ) are parallel.
2. The constant is called a Lagrange Multiplier.
3. If f (x, y) has an absolute maximum and minimum on the constraint curve g(x, y) = 0, then
these occur at the relative maximum and minimum of f (x, y) on g(x, y) = 0, or at the end
points of the constraint curve.
Steps to find absolute extrema:
1. Solve the system of equations
(

~ (x, y) = g(x,
~
f
y)
g(x, y) = 0

2. Evaluate f at solutions from (1) and at endpoints of the constraint curve.

3. Identify the minimum and maximum values.
34

Three-Variable Extremum Problem with One Constraint:

Problem: Optimize the function f (x, y, z) subject to the constraint g (x, y, z) = 0.
Theorem 4.5.2. Suppose f and g are functions of three variables with continuous first-order
partial derivatives. If f has a relative extremum at a point (x0 , y0 , z0 ) subject to the constraint
~ (x0 , y0 , z0 ) 6= ~0, then there exists a constant such that
g (x, y, z) = 0 and g
~ (x0 , y0 , z0 ) = g
~ (x0 , y0 , z0 )
f
Exercises.
1. Find a point on the surface z = 8 3x2 2y 2 at which the tangent plane is perpendicular to
the line x = 2 3t, y = 7 + 8t, z = 5 t.
2. Find an equation of the tangent plane and normal line to z = e3y sin 3x at

35

6 , 0, 1

Chapter 5

Double Integrals and Applications

5.1

Double Integrals

The Volume Problem: Suppose f (x, y) is continuous and nonnegative on a region R in the
xy-plane. Find the volume of the solid bounded above by the surface z = f (x, y) and below by the
region R on the xy-plane.
n
X
V = lim
f (x , y )Ak
n

k=1

(Derivation to be shown in lecture class)

Definition 5.1.1. Let f (x, y) be a function of two variables and R a region on the xy-plane. The
double integral of f (x, y) over R is
ZZ
n
X
f (x, y) dA = lim
f (xk , yk ) Ak
n

Properties of Double Integrals

ZZ
ZZ
1.
cf (x, y) dA = c
f (x, y) dA, where c
R

ZZ

ZZ
[f (x, y) g(x, y)] dA =

2.

k=1

ZZ
f (x, y) dA

g(x, y) dA
R

3. If R is the union of two regions R1 and R2 such that R1 and R2 intersect only at their
boundaries (if at all), then
ZZ
ZZ
ZZ
f (x, y) dA =
f (x, y) dA +
f (x, y) dA
R

R1

R2

To evaluate double integrals, we shall convert them to what are called iterated integrals. In the
previous chapter, we applied partial integration (the reverse of partial differentiation) to obtain
potential functions of conservative vector functions. Integrals of the form
Z b
Z d
f (x, y) dx and
f (x, y) dy
a

36

are called partial definite integrals with respect to x and y, respectively. (Why definite?)
An iterated integral is a combination of two or more partial definite integrals. We evaluate iterated integrals by repeating the integration process several times, hence, the term iterated integrals.
In this chapter, we only deal with iterated integrals of the form
!
Z Z
Z
Z
b

g2 (x)

g2 (x)

f (x, y) dy dx =
a

g1 (x)

f (x, y) dy dx
a

g1 (x)

and
Z

d Z h2 (y)

f (x, y) dx dy

f (x, y) dx dy =
c

h1 (y)

h2 (y)

h1 (y)

Note that the outer limits of integration must be constants!

Describing rectangular regions

If R is the rectangular region on the xy-plane bounded by the lines x = a, x = b, y = c and y = d,
then R = {(x, y) | a x b and c y d}
Theorem 5.1.1. Given the rectangular region R = {(x, y) | a x b and c y d} and f (x, y)
continuous on R,
ZZ
Z b Z g2 (x)
f (x, y) dA =
f (x, y) dy dx
a

g1 (x)

Describing Type 1 and Type 2 nonrectangular regions:

1. Type 1 Region R: lower boundary is the curve y = g1 (x), upper boundary is the curve
y = g2 (x), a is the smallest x-coordinate in R, and b is the largest x-coordinate in R
R:

g1 (x) y g2 (x)
axb

2. Type 2 Region R: left boundary is the curve x = h1 (y), right boundary is the curve x = h2 (y),
c is the smallest y-coordinate in R, and d is the largest y-coordinate in R
R:

h1 (y) x h2 (y)
cyd

Theorem 5.1.2. Suppose f is continuous on a region R on the xy-plane.

1. If R is a Type 1 Region given by:

g1 (x) y g2 (x)
, then
axb
Z bZ

ZZ

g2 (x)

f (x, y) dA =

f (x, y) dy dx
a

37

g1 (x)

h1 (y) x h2 (y)
, then
cyd

2. If R is a Type 2 Region given by:

ZZ

d Z h2 (y)

f (x, y) dA =

f (x, y) dx dy
c

h1 (y)

Note: Sometimes it is difficult (or even impossible) to evaluate iterated integrals in a given order
of integration. However, reversing the order of integration may allow us to evaluate the iterated
integral. If you wish to reverse the order of integration, you must change the description of region
to the appropriate type. You do not reverse the order of integration by changing
Z

d Z h2 (y)

Z
f (x, y) dx dy

h2 (y) Z d

f (x, y) dy dx

to
h1 (y)

h1 (y)

(No, sadly, it is not that simple.) Remember that the outer limits of integration must be constants,
so the second integral makes no sense.

5.2

Application: Volumes of Solids and Areas of Plane Regions

Volumes of Solids
Let G be a solid bounded below by the surface z = f1 (x, y), and above by the surface z = f2 (x, y).
Let R = Projxy (G). Then
ZZ
VG =
[f2 (x, y) f1 (x, y)] dA
R

In the special case that the base of the solid is a region R on the xy-plane and the upper surface
is z = f (x, y), then
ZZ
VG =
f (x, y) dA
R

Example.
1. Set up the iterated integral that gives the volume of the solid in the first octant enclosed by
the coordinate planes and the plane 3x + 2y + 4z = 12
2. Set up an iterated integral to find the volume of the solid bounded by z = 9 x2 3y 2 and
the xy-plane.
3. Set up the iterated integral that gives the volume of the solid in the first octant bounded by
x2 + y 2 = 4 and x2 + z 2 = 4.

38

Areas of Plane Regions

If R is a region in the xy-plane, then the area of the region is given by
ZZ
dA
AR =
R

N.B. Geometrically:
b

Z
dx = b a gives the length of the interval of integration.

dx =

1. The definite integral

[a,b]

ZZ
dA gives the area of the region of integration.

2. The double integral

R

Example. Find the area of the region bounded by y = sin x and y = cos x from x =

5.3

and x = .

Double Integrals in Polar Coordinates

Polar Coordinate System

Assign O to be the pole (origin) in the polar coordinate system. A point P in 2-space has polar
coordinates (r, ):
|r| = |OP |
If r > 0, is the angle OP makes with the polar axis.
If r < 0, is the angle the extension of OP makes with the polar axis. Equivalently, + is
the angle OP makes with the polar axis.
Remark. Note that a point P in 2-space has infinitely many polar coordinates. In particular, the
pole is given by (0, ), where is any value.
Conversion:
1. (r, ) (x, y)
x = r cos

y = r sin

r 2 = x2 + y 2

2. (x, y) (r, )
r=
If x 6= 0: tan =

y
x

p
x2 + y 2

and the quadrant of (x, y) determines

If x = 0 and y > 0: =

If x = 0 and y < 0: =

3
2

Important polar regions for our purposes:

1. = c, where c 6= 0: line making an angle of with the polar axis
39

2. r = c, where c 6= 0: circle centered at the origin of radius c, 0 2 gives one revolution

3. r = b sin : circle tangent to the horizontal axis at (0, 0) of diameter |b|, 0 gives one
revolution of the circle
4. r = a sin : circle tangent to the vertical axis at (0, 0) of diameter |a|, 2
revolution of the circle

gives one

A simple polar region in a polar coordinate system is a region that is enclosed between two rays
= and = , and two continuous polar curves, r = g1 () and r = g2 (), such that

0 g1 () g2 ()

Remark. Description of a simple polar region:

R:

g1 () r g2 ()

Note: To describe the polar region:

radial boundaries of R: = and = (going in the counterclockwise direction)
inner boundary of R: r = g1 (), outer boundary of R: r = g2 ()
Theorem 5.3.1. If R is a simple polar region and f (r, ) is a function in r and that is continuous
on R, then
ZZ
Z Z g2 ()
f (r, ) dA =
f (r, )r dr d
R

g1 ()

Remark.
In Cartesian or rectangular coordinates: dA dx dy or dy dx
In polar coordinates: dA r dr d
Example.
ZZ
1. Evaluate

cos dA, where R is the region bounded by r = sin in the first quadrant.
R

2. Set up and iterated integral to find the area of the region inside the circle r = 4 sin and
outside the circle r = 2.
3. Set up an iterated integral to find the volume of the solid bounded by z = 9 x2 3y 2 and
the xy-plane.
4. Derive the volume of a sphere using double integration in polar coordinates.
Z 2 Z 4y2
1
p
5. Evaluate
dx dy
1 + x2 + y 2
0
y
40

Note: It is more convenient to use polar coordinates if:

1. A boundary of R is a circle centered at the origin, or a circle tangent to one of the axes.
2. The expression x2 + y 2 appears in the integrand.
Caveat: Use symmetry only for geometric problems like area and volume. Do not use symmetry
for general integration problems unless you are really, really sure that symmetry works! Also, even
if the base or the projection of the solid on the xy-plane is symmetric, it does not mean that the
solid is also symmetric!

41

Bibliography
[1] H. Anton, I. Bivens, S. Davis, Calculus: Early Transcendentals, John Wiley and Sons,
7th Edition, 2002.
[2] L. Leithold. The Calculus 7. Harpercollins College Div., 7th edition, December 1995.
[3] J. Stewart, The Calculus: Early Transcendentals, Brooks/Cole, 6th Edition, 2008.

42