Guide MATH250
Guide MATH250
Abstract. This Study Guide includes the important topics and problems that are featured in the
Tests and the Final of Calculus III. You are entitled to a reward of 2 points toward a Test if you
are the first person to report a mathematical mistake.
Remark. There are no choice questions in the Tests and Final. So when you review the choice
questions in the online homework, understand the correct answer and make sure you can answer
the question without all the choices being given.
Contents
Chapter 13. Functions of several variables 1
§13.1. Planes and surfaces 2
§13.2. Graphs and level curves 2
§13.3. Limit of a function of two variables 2
§13.4. Partial derivatives 2
§13.5. Chain rule 2
§13.6. Directional derivative and the gradient 3
§13.7. Tangent planes and linear approximation 3
§13.8. Optimization problems 4
Chapter 14. Multiple integration 4
§14.1. Double integrals over rectangular regions 5
§14.2. Double integrals over general regions 5
§14.3. Double integrals in polar coordinates 5
§14.4. Triple integrals 6
§14.5. Triple integrals in cylindrical and spherical coordinates 6
§14.7. Change of variables 6
Chapter 15. Vector calculus 7
§15.1. Vector fields 8
§15.2. Line integrals 8
§15.3. Conservative vector fields 9
§15.4. Green’s Theorem 9
§15.5. Divergence and curl 10
§15.6. Surface integrals 10
§15.7. Stokes’ Theorem 11
§15.8. Divergence Theorem 11
(iv). Compute the directional derivative D~u f , where ~u is a unit directional vector and D~u f is a
rate of change; compute the gradient vector ∇f and use it to find the maximal and minimal
rates of change and the corresponding directions ~umax and ~umin .
(v). Use first-order partial derivative to find the linear approximation of a function.
(vi). Use first-order partial derivative to find the critical points and use second-order partial
derivatives to classify them as local maximum, local minimum, saddle points, or inconclusive.
§13.1. Planes and surfaces.
• Equations of planes in R3 .
• Graphs of quadric surfaces through intercepts and traces: ellipsoid, elliptic paraboloid,
hyperboloid of one sheet, hyperboloid of two sheets, elliptic cone, and hyperbolic paraboloid.
• Important online questions: 2, 3, 9, 10, 12, 14, 17, 19.
§13.2. Graphs and level curves.
• Domain and range of a function f (x, y) with two independent variables x and y.
• Level curves and contour map of a function.
The contour maps consisting of the level curves are on the xy-plane, not in the xyz-
space!
• Important online questions: 1, 4, 5, 7.
§13.3. Limit of a function of two variables.
• If (a, b) is in the domain of the function f and f is continuous at (a, b), then
lim f (x, y) = f (a, b).
(x,y)→(a,b)
The polynomial, rational, exponential, radical, trigonometric functions are all continuous
in their natural domains. This means that, if the point is in the domain of such a function,
then the limit of the function approaching the point is simply the function value at this
point.
• To prove
lim f (x, y) does not exist,
(x,y)→(a,b)
one needs to construct two paths of (x, y) → (a, b) such that there are two distinct limits
along the two paths.
• Important online questions: 1, 4, 5, 7, 8.
§13.4. Partial derivatives.
• Compute the partial derivatives.
• Clairaut Theorem: fxy = fyx .
• Important online questions: 1, 5, 6, 10, 15.
§13.5. Chain rule.
• Chain rule with one independent variable: z = f (x, y), x = x(t), and y = y(t). Then
dz ∂z dx ∂z dy
= + .
dt ∂x dt ∂y dt
• Chain rule with two independent variables: z = f (x, y), x = x(s, t), and y = y(s, t). Then
∂z ∂z ∂x ∂z ∂y ∂z ∂z ∂x ∂z ∂y
= + and = + .
∂s ∂x ∂s ∂y ∂s ∂t ∂x ∂t ∂y ∂t
• Chain rule can be generalized to more independent variables.
STUDY GUIDE OF CALCULUS III 3
• Around the base point (a, b), the function f (x, y) can be approximated by the linear ap-
proximation
f (x, y) ≈ L(x, y) = fx (a, b)(x − a) + fy (a, b)(y − b) + f (a, b).
Keep in mind that the partial differentiation fx and fy here are evaluated at the base
point (a, b) and remember the term f (a, b).
• The total differential
dz = fx (a, b)dx + fy (a, b)dy.
• Important online questions: 1, 2, 3, 4, 5, 8, 9, 13.
§13.8. Optimization problems.
• The critical points (a, b) of f (x, y) satisfies
fx (a, b) = 0 and fy (a, b) = 0.
2
• Second derivative test: Let D(x, y) = fxx fyy − fxy . Suppose that (a, b) is a critical point of
f.
◦ If D(a, b) > 0 and fxx (a, b) < 0, then f has a local maximum value at (a, b);
◦ If D(a, b) > 0 and fxx (a, b) > 0, then f has a local minimum value at (a, b);
◦ If D(a, b) < 0, then f has a saddle point at (a, b);
◦ If D(a, b) = 0, then the test is inconclusive.
• Find the absolute maximal and minimal values of a function f on a bounded domain R:
(1) Determine the values of f at all critical points in R;
(2) Find the maximum and minimal values of f on the boundary of R;
(3) The absolute maximal value is the greatest value in the above two steps, and the
absolute minimal value is the least value in the above two steps.
• Important online questions: 1, 3, 4, 9, 12, 18, 20.
Chapter 14. Multiple integration
(i). Evaluate double integrals ¨
f (x, y) dA,
R
where R is rectangular, y-simple, x-simple, polar rectangular, r-simple in polar coordinates.
In particular, use polar if the function f contains x2 + y 2 or the the domain R is a piece of
a disc. ˜
(ii). The area of a region R in R2 is R 1 dA.
(iii). Evaluate triple integrals ¨
f (x, y, z) dV,
D
where R is cubic, z-simple, y-simple, x-simple, in cylindrical coordinates (r, θ, z), in spherical
coordinates (ρ, ϕ, θ). In particular, use cylindrical if the function f contains x2 + y 2 ; use
spherical is the function f contains
˜ x2 + y 2 + z 2 or the domain D is a piece of a ball.
(iv). The volume of a solid D in R3 is D 1 dV .
(v). The extra factor in polar and cylindrical is r; while the extra factor in spherical is ρ2 sin ϕ.
(vi). Use change of variables to evaluate double integral and remember the absolute value of the
Jacobian.
STUDY GUIDE OF CALCULUS III 5
Remember the extra factor r; use cylindrical coordinates if the integrating function f
contains x2 + y 2 and cylindrical is simply polar plus the z-variable.
• In spherical coordinates, a point P in R3 can be represented as P = (ρ, ϕ, θ).
◦ ρ is the distance from the origin to P , hence ρ ≥ 0;
−→
◦ ϕ is the angle between the positive z-axis and the ray OP , hence, 0 ≤ ϕ ≤ π;
◦ θ is the angle that measures the rotation with respect to the z-axis, hence, 0 ≤ θ ≤ 2π.
• If D is a spherical rectangle, i.e. D = {(ρ, ϕ, θ) |α ≤ θ ≤ β, p ≤ ϕ ≤ q, a ≤ ρ ≤ b}, then
˚ ˆ βˆ qˆ b
f (x, y, z) dV = f (ρ sin ϕ cos θ, ρ sin ϕ sin θ, ρ cos ϕ)ρ2 sin ϕ dρdϕdθ.
D α p a
Remember the extra factor ρ2 sin ϕ; use spherical coordinates if the integrating function
f contains x2 + y 2 + z 2 or the integration region is a piece of a ball.
• If D is ρ-simple in spherical coordinates, i.e. D = {(ρ, ϕ, θ) |α ≤ θ ≤ β, p ≤ ϕ ≤
q, h1 (ϕ, θ) ≤ ρ ≤ h2 (ϕ, θ)}, then
˚ ˆ β ˆ q ˆ h2 (ϕ,θ)
f (x, y, z) dV = f (ρ sin ϕ cos θ, ρ sin ϕ sin θ, ρ cos ϕ)ρ2 sin ϕ dρdϕdθ.
D α p h1 (ϕ,θ)
in which
∂x ∂x
∂(x, y)
= ∂u
∂y
∂v
∂y
∂(u, v) ∂u ∂v
is the Jacobian determinant. Keep in mind the extra factor is the absolute value of
the Jacobian determinant, and you need to find the correct integrating domain in (u, v).
• If you have u and v as functions of x and y, then you need to solve for x and y in order to
compute the Jacobian!
• Important online questions: 3, 6, 7, 12,
Chapter 15. Vector calculus
Parametric equation of a curve is a vector function ~r(t).
(i). C : ~r(t) = hx(t), y(t)i, where a ≤ t ≤ b, defines a curve in R2 with an orientation.
(ii). C : ~r(t) = hx(t), y(t), z(t)i, where a ≤ t ≤ b, defines a curve in R3 with an orientation.
The arclength of C is ˆ b
|→
−
r 0 (t)| dt.
a
Important curves: straight line, circle, ellipse, helix, etc.
Two types of vector field: F~ = hf (x, y), g(x, y)i in R2 and F~ = hf (x, y, z), g(x, y, z), h(x, y, z)i
in R3 . We can discuss two topics for both of them:
(iii). Is F~ conservative? There are several equivalent criteria. If it is, then find its potential
function ϕ such that ∇ϕ = F~ .
(iv). Evaluate the line integrals of F~ in the circulation form along a curve C:
ˆ ˆ ˆ
~ ~
F · T ds = ~ →
− 0
F · r ds = F~ · d~r.
C C C
Then we discuss the fundamental theory of calculus in R and in R3 , separately:
2
(vi). Fundamental theory of calculus for vector fields in R2 : A closed curve C enclosing
a region R in R2 , Green’s Theorem connects double integral in the interior and line
integral on the boundary.
◦ Circulation form:
˛ ˛ ¨
F~ · d~r = f dx + g dy = (gx − fy ) dA.
C C R
¸
In the special case, when F~ is conservative, gx = fy so C F~ · d~r = 0.
◦ Flux form: ˛ ˛ ¨
~
F · ~n ds = f dy − g dx = (fx + gy ) dA.
C C R
3
(vii). Parametric equation of a surface S in R :
~r(u, v) = hx(u, v), y(u, v), z(u, v)i, where (u, v) ∈ R.
The area of S is ¨ ¨
1 dS = |→
−
r 0u × →
−
r 0v | dA.
S R
Important surfaces: plane, cylinder, cone, sphere, paraboloid, etc.
8 STUDY GUIDE OF CALCULUS III
◦ Circulation
ˆ form: ˆ ˆ ˆ
~ ~
F · T ds = ~ →
− 0
F · r ds = ~
F · d~r = f dx + g dy
C C C C
ˆ b ˆ b
= hf (t), g(t)i · hx0 (t), y 0 (t)i dt = f (t)x0 (t) + g(t)y 0 (t) dt.
a a
◦ Flux form: ˆ ˆ
F~ · ~n ds = f dy − g dx
C
ˆ b C
• The surface integral of a vector field F~ = hx(u, v), y(u, v), z(u, v)i on a surface S is
¨ ¨ ¨
~ ~
F dS = ~
F · ~n dS = F~ (x(u, v), y(u, v), z(u, v)) · (→
−
r 0u × →
−
r 0v ) dA.
S S R
Notice that one has to choose between → −r 0u × →
− r 0u × →
r 0v and −→
− −
r 0v so that it is consistent
with the normal vector ~n.
• Important online questions: 1, 2, 3, 6, 7, 9, 10, 15, 16.
§15.7. Stokes’ Theorem.
• Let S be a surface in R3 with boundary closed curve C and their orientations are consistent
by the right-hand rule. Then
˛ ¨ ¨
F~ · d~r = (∇ × F~ ) · ~n dS = (∇ × F~ ) · dS
~ .
C S S
The key observation of Stokes’ Theorem is that the flux surface integral of the curl in
the interior equals circulation line integral of the vector field on the boundary.
Also keep in mind that the curve c : ~r(t) = hx(t), y(t), z(t)i here is in R3 .
• A special case when F~ is conservative, i.e. ∇ × F~ = 0, so the surface integral is always zero
and hence the circulation line integral of a conservative vector field along any closed curve
is zero.
• Important online questions: 1, 2, 3, 4, 7, 8, 9.
§15.8. Divergence Theorem.
• Let S be a closed surface enclosing a solid region D in R3 . Then
¨ ¨ ˚
~ ~
F · dS = ~
F · ~n dS = ∇ · F~ dV.
S S D
The key observation of Divergence Theorem is that the triple integral of the divergence
in the interior equals outward flux surface integral of the vector field on the
boundary.
• A special case when F~ is incompressible, i.e. ∇ · F~ = 0, so the triple integral is always zero
and hence the flux surface integral of an incompressible vector field on any closed surface
is zero.
• Important online questions: 1, 3, 5, 8, 9, 10, 12, 14.