MATH2069, 2015, Vector Calculus

Section 1 - Functions of several variables

1.1 Introduction
In first-year calculus we study functions f : R R of one variable, and their limits, derivatives and integrals:
Z
df
f (x), lim f (x),
,
f (x)dx.
xx0
dx
Physical example. let the function f = f (t) represent the velocity of a point object moving on a straight line as
a function of the variable time t. Then the derivative df
dt is the acceleration of the object as a function of time and
the integral
Z b
f (t)dt
a

over any time interval [a, b] gives the displacement of the object during that interval.
A key limitation of this theory is that it only applies to a single function of a single variable. The main problem of
this course is: how do we generalise and apply the ideas of calculus to functions of several variables?
We will need to consider functions of the form
f : Rm Rn .
(In this course the dimensions m and n will usually be 2 or 3.)
Physical examples.
Position of an object in space as a function of time.
This is a function from 1 dimension to 3 dimensions, i.e. from R1 to R3 .
The electric charge as a function of position in space.
This is a function from 3 dimensions to 1 dimension, i.e. from R3 to R1 .
The electric field as a function of position in space.
This is a function from 3 dimensions to 3 dimensions, i.e. from R3 to R3 .

1.2 Cartesian coordinates (review)

A coordinate system is a method of assigning an n-tuple of real numbers (x1 , . . . , xn ), called
coordinates, to every point in a real space of dimension n (denoted Rn ).
In the plane R2 , coordinates will be pairs of real numbers; in 3-dimensional space R3 , coordinates will be
triples of real numbers.
The Cartesian, or rectangular, system of coordinates was introduced by Rene Descartes in 1637. One
starts with a set of mutually perpendicular coordinate axes intersecting at a common point, called the
origin. Then the coordinates of a given point are obtained by projecting onto each coordinate axis and
measuring the position.

Distance formula.
In Cartesian coordinates in Rn , the distance between two points P, Q is given by the Pythagorean formula:
p
d(P, Q) = (x1 y1 )2 + + (xn yn )2
(positive square root)
where P = (x1 , . . . , xn ) and Q = (y1 , . . . , yn ).
Example: Equations of geometric objects in Cartesian coordinates:
The equation of a line in R2 is
ax + by + c = 0,

(with ab 6= 0)

and that of a plane in R is

Ax + By + Cz + D = 0,

(with ABC 6= 0).

Example: Equations of geometric objects in Cartesian coordinates:

The equation of a circle in R2 is

(x a)2 + (y b)2 = r2 ,

r 6= 0

and that of a sphere in R is

(x a)2 + (y b)2 + (z c)2 = R2 ,

R 6= 0.

An example of an equation of a parabola in R2 is

y = ax2 + bx + c,

a 6= 0.

1.3 Vectors
A vector is a concept generalising physical quantities possessing both magnitude and direction (such as
velocity, force, etc.)
Geometrically, a vector is represented by an arrow, which is a line segment with a fixed direction assigned
from one point to another.
In the Cartesian coordinate system, a vector may also be assigned vector coordinates, which are the
coordinates of the end of the arrow when the beginning of the arrow is placed at the origin.
A vector a with coordinates (a1 , a2 , a3 ) may also be represented using the standard basis vectors i, j, k as
a = a1 i + a2 j + a3 k.
The vectors i, j and k themselves have the coordinates:
i = (1, 0, 0),

j = (0, 1, 0),

k = (0, 0, 1).

Two vectors
a = (a1 , a2 , a3 ) = a1 i + a2 j + a3 k
and
b = (b1 , b2 , b3 ) = b1 i + b2 j + b3 k
are equal if and only if
a1 = b1 , a2 = b2 and a3 = b3 .
2

1.4 Linear operations

Two linear operations on vectors are addition and scalar multiplication.
If a = (a1 , a2 , a3 ) and b = (b1 , b2 , b3 ), then
a + b = (a1 + b1 , a2 + b2 , a3 + b3 ) and a = (a1 , a2 , a3 ),
where a and b are vectors and R.
Problem:
Set a = (1, 2, 3), b = (3, 0, 1) and c = (4, 2, 1).
Find u = a + 3b 2c.

Geometrically, addition follows the triangle rule or parallelogram rule.

We scale according to the following diagram.

Problem
1. Label the vectors:

2. Set

a = i j + 2k,
b = 2i j + 2k,
c = 3i 3j + 6k, d = 2i + 2j 4k.

(a) Which vectors are parallel?

(b) Which vectors have the same direction?
(c) Which vectors have opposite direction?

1.5 The dot product

The absolute value or norm kak of a vector a = (a1 , a2 , a3 ) is the length of the vector, given by the
Pythagorean formula:
q
kak =

a21 + a22 + a23 .

The dot product of two vectors a = (a1 , a2 , a3 ) and b = (b1 , b2 , b3 ) is

a b = a1 b1 + a2 b2 + a3 b3 = kak kbk cos ,
where is the angle between the two vectors. Thus a a = kak2 .

If two vectors are orthogonal, their dot product is 0:

ab =

cos = 0 a b = 0.
2

Problem:
1. Set a = i + xj + k and b = 2i j + yk. Find x and y given that a b and kak = kbk.

2. Find the angle between a diagonal of a cube and the diagonal of one of the faces which meets it.

1.6 Planes
Recall that the Cartesian equation of a plane is
Ax + By + Cz + D = 0,
4

(with at least one of A, B, and C nonzero.)

The vector
n = (A, B, C)
is the normal vector to the plane, and in vector form the equation of the plane can be written
n (x x0 ) = 0,
where x0 is any point on the plane.
Example: Write a vector equation from the plane x + 2y + 3z = 6.
To parametrize a plane, we need to use two parameters.
x(t, s) = x0 + tu + sv, s, t R,
where x0 is a point on the plane and u and v are two direction vectors.
If a plane passes through three points P , Q and R in R3 , we can take
x0 = P, u = Q P, and v = R P.
Example: Parametrize the plane passing through the points (1, 2, 1), (4, 2, 2), and (0, 1, 3), and find the
Cartesian equation.

1.7 The cross product

Given two vectors a = a1 i + a2 j + a3 k and b = b1 i + b2 j + b3 k, their cross product a b is given by:

j k

a2 a3
a 1 a 3
a1 a2

a
a
a
ab= 1
j
+k
2
3 = i
b2 b3
b1 b3
b1 b3
b1 b2 b3

a b
= ad bc. Geometrically, the cross product a b is the vector orthogonal both to a and b with
where
c d
length equal to
kak kbk | sin |, where is the angle between a and b
and such that the triple a, b and a b is right-handed.

The quantity
ka bk = kak kbk | sin |
is the area of the parallelogram spanned by a and b, and twice the area of the triangle spanned by a and b.
Problem:
Find a unit vector n which is perpendicular to the plane of P , Q and R and find the area of triangle P QR if
P = (1, 1, 4), Q = (2, 0, 1) and R = (0, 2, 3).

Problem: Show that

1. a a = 0;
2. a (a b) = 0;
3. a (b c) = (a b) c;
4. a (b c) = (a c) b (a b) c.

1.8 Curves as vector functions

A (3-dimensional) vector function (v.f.) is a function from 1-dimensional space to 3-dimensional space. It is
represented as
r : [a, b] 7 R3
r(t) = (x(t), y(t), z(t)) = x(t) i + y(t) j + z(t) k, a t b
The v.f. is uniquely determined by the three scalar (numerical) functions x(t), y(t), z(t).
A v.f. can be visualised as a curve in space. For every t [a, b] we position the vector r(t) at the origin. The
tip of the vector r(t) will then trace a curve as t progresses from a to b.

Example:
The v.f. r(t) = (cos t, sin t, t), 4 t 4 represents the helix.

We can likewise define curves in the plane by

r : [a, b] 7 R2

r(t) = (x(t), y(t)) = x(t) i + y(t) j, a t b

Problem:
Sketch the curve traced by the tip of the radius vector and indicate the direction in which the curve is traversed
as t increases.
1. r(t) = r0 + at, t R (in R3 );
2. r(t) = (1 t) r0 + t r1 , t [0, 1] (in R3 );
3. r(t) = cos t i + sin t j, t [0, 2];
4. r(t) = cosh t i + sinh t j, t R;
5. r(t) = t2 i + 2tj, t (0, +).

Problem:
Find a vector function r that parametrises each of the following curves:
1. the straight line through the points (1, 4, 2) and (3, 9, 6);
2. the line segment between the points (3, 2, 5) and (7, 2, 9);
3. y = x3 ;
4. (x 1)2 + y 2 = 1;
5. 4x2 + 9y 2 = 36.

1.9 Calculus of vector functions

There are three fundamental tools in calculus:
(i) limits; (ii) derivatives; and (iii) antiderivatives, or integrals.
All of these tools for vector functions are defined through the components:

If
r(t) = (x(t), y(t), z(t))
then
lim r(t) =

tt0

r (t) =
Z

r(t) dt =
a

lim x(t), lim y(t), lim z(t)

tt0

tt0

tt0

x (t), y 0 (t), z 0 (t)

Z b
Z
Z b
x(t) dt,
y(t) dt,
a

z(t) dt

Clearly all three operations are linear.

We have the usual sum and product rules, adapted to both the dot and cross products:
(r1 + r2 )0 (t) = r01 (t) + r02 (t)
(f r)0 (t) = f (t)r0 (t) + f 0 (t)r(t), for a scalar function f
(r1 r2 )0 (t) = (r1 r02 )(t) + (r01 r2 )(t)
(r1 r2 )0 (t) = (r1 r02 )(t) + (r01 r2 )(t).
Problem:

1. Find r0 (t) (directly and via product rule), if the function is given by r(t) = et 1, t, t2 .
2. Find r(t) if r00 (t) = cos 2t i + sin 2t j and r0 (0) = 2i

1
2

j, r(0) =

3
4

i + j.

3. Let r be such that krk = const = a > 0 (i.e. r(t) is on a sphere). Show r r0 .

1.10 Tangent vectors

The derivative r0 (t) of a vector function r : [a, b] 7 R3 can also be considered geometrically.
The derivative is given by
r(t) r(t0 )
r0 (t0 ) = lim
tt0
t t0
As t approaches t0 , the direction of the vector r(t) r(t0 ) approaches the direction of the tangent line.

Theorem:
For a vector function r : [a, b] 7 R3 , if r0 (t0 ) exists and is non-zero, then the curve r(t) is smooth at t = t0 and
has a tangent line. Then r0 (t0 ) is called the tangent vector of the curve at t0 , and it gives a direction of the
tangent line.
The vector equation of the tangent line is:
x = r(t0 ) + r0 (t0 ).
Example:
If r0 (t) = 0, the curve r : [a, b] 7 R3 may or may not be smooth.

Problem:
1. Find the tangent line to r(t) = 2 cos t i + 3 sin t j + t k at t0 =

4.

2. Find the point(s) at which the twisted cubic r(t) = t i + t2 j + t3 k intersects the plane 4x + 2y + z = 24.
What is the angle of intersection between the curve and the normal to the plane?

3. Find the points on the curve

r(t) = (t, (1 + t2 )) R2

where r and r0 are (i) orthogonal; (ii) parallel.

1.11 Arc length

The arc length of a curve r(t) over an interval [a, b] can be approximated by partitioning the interval
a = t1 , t2 , ..., tn = b
and using the polygon method:
L

n1
X

||r(tk+1 ) r(tk )||.

k=1

Since

r(tk+1 ) r(tk ) r0 (tk )(tk+1 tk ),

we have the formula

Z
L=
a

Z
||r0 (t)||dt =
a

s
b

dx 2 dy 2 dz 2
+
+
dt( in 3 dimensions).
dt
dt
dt

Example:
Find the length of the curve r(t) = (cos t, sin t, t), t [0, 2].