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LECTURE NOTES ON ANALYTIC GEOMETRY AND

CALCULUS III

RENE E. LEONIDA

Department of Mathematics
College of Natural Sciences and Mathematics
Mindanao State University
General Santos City

June 2017
TABLE OF CONTENTS

TITLE PAGE 1

1 INDETERMINATE FORMS 1
1.1 Indeterminate Form 00 . . . . . . . . . . . . . . . . . . . . . . 1
±∞
1.2 Indeterminate Forms . . . . . . . . . . . . . . . . . . . . 4
±∞
1.3 Other Indeterminate Forms . . . . . . . . . . . . . . . . . . . 6
1.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

2 INFINITE SERIES 10
2.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.2 Convergent and Divergent Series . . . . . . . . . . . . . . . . . 11
2.3 Infinite Series of Positive Terms . . . . . . . . . . . . . . . . . 21
2.4 Infinite Series of Positive and Negative Terms . . . . . . . . . 27
2.5 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.6 Taylor’s Series . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
2.7 Differentiation and Integration of Series . . . . . . . . . . . . . 45

3 ANALYTIC GEOMETRY IN THREE DIMENSIONS 49


3.1 The Number Space R3 . . . . . . . . . . . . . . . . . . . . . . 49
3.2 Direction Cosines and Direction Numbers . . . . . . . . . . . . 51
3.3 Equations of Lines and Planes in R3 . . . . . . . . . . . . . . 55
3.4 The Sphere and Cylinders . . . . . . . . . . . . . . . . . . . . 63
3.5 Cylindrical Coordinates . . . . . . . . . . . . . . . . . . . . . 66
3.6 Spherical Coordinates . . . . . . . . . . . . . . . . . . . . . . . 70

4 VECTORS IN THREE SPACE 75


4.1 Vectors in Three Dimensions . . . . . . . . . . . . . . . . . . . 75
4.2 The Scalar (Inner or Dot) Product . . . . . . . . . . . . . . . 77
4.3 The Vector or Cross Product . . . . . . . . . . . . . . . . . . . 80
4.4 Products of Three Vectors . . . . . . . . . . . . . . . . . . . . 86

5 VECTOR-VALUED FUNCTIONS 89
5.1 Vector-Valued Functions . . . . . . . . . . . . . . . . . . . . . 89
5.2 Calculus of Vector-Valued Functions . . . . . . . . . . . . . . 97
5.3 The Unit Tangent and Unit Normal Vectors and Arc length as
Parameter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
ii

5.4 Curvature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110

6 PARTIAL DERIVATIVES 116


6.1 Limits and Continuity . . . . . . . . . . . . . . . . . . . . . . 116
6.2 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . 116
6.3 Implicit Differentiation . . . . . . . . . . . . . . . . . . . . . . 119
6.4 The Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . . 121
6.5 Applications of the Chain Rule . . . . . . . . . . . . . . . . . 122
6.6 Directional Derivatives. Gradient . . . . . . . . . . . . . . . . 124
6.7 Geometric Interpretation of Partial Derivatives . . . . . . . . . 128
6.8 The Total Differential . . . . . . . . . . . . . . . . . . . . . . . 132
6.9 Second and Higher Derivatives . . . . . . . . . . . . . . . . . . 135
6.10 Extrema of Functions of Two Variables . . . . . . . . . . . . . 135
6.11 Exact Diferentials . . . . . . . . . . . . . . . . . . . . . . . . . 139

7 MULTIPLE INTEGRATION 143


7.1 Double Integral . . . . . . . . . . . . . . . . . . . . . . . . . . 143
7.2 Properties of the Double Integral . . . . . . . . . . . . . . . . 143
7.3 Evaluation of Double Integrals . . . . . . . . . . . . . . . . . . 144
7.4 Area and Mass . . . . . . . . . . . . . . . . . . . . . . . . . . 149
7.5 Evaluation of Double Integrals by Polar Coordinates . . . . . 150
7.6 Moment of Inertia and Center of Mass . . . . . . . . . . . . . 153
7.7 Surface Area . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
7.8 Volumes of Solids of Revolution . . . . . . . . . . . . . . . . . 156
7.9 The Triple Integral . . . . . . . . . . . . . . . . . . . . . . . . 157
7.10 Triple Integrals in Cylindrical Coordinates . . . . . . . . . . . 160
7.11 Triple Integrals in Spherical Coordinates . . . . . . . . . . . . 164

BIBLIOGRAPHY 167
CHAPTER 1

INDETERMINATE FORMS

0
1.1 Indeterminate Form 0

Definition 1.1.1 If f and g are two functions such that


lim f (x) = 0 and lim g(x) = 0
x→a x→a

f (x) 0
then has the indeterminate form at a.
g(x) 0

x2 − 9
Example 1.1.2 Let F (x) = . Then
x−3
lim (x2 − 9) = 0, and lim (x − 3) = 0.
x→3 x→3

x2 − 9 0
Hence, F (x) = has the indeterminate form 0
at 3.
x−3
x − sin x
Example 1.1.3 Let F (x) = . Then
x3
lim (x − sin x) = 0, and lim (x3 ) = 0.
x→0 x→0

x − sin x 0
Hence, F (x) = has the indeterminate form 0
at 0.
x3

To find the limit at the number a of a function having the indeterminate


0
form at a, we apply the theorem called L’Hopital’s Rule, named for the
0
French mathematician Guillaume Francois de L’Hopital (1661-1707).

Theorem 1.1.4 (L’Hopital’s Rule) Let f and g be functions differentiable


on an open interval I, except possibly at the number a in I. Suppose that for
all x 6= a in I, g 0 (x) 6= 0. If lim f (x) = 0 and lim g(x) = 0, and
x→a x→a

f 0 (x) f (x)
if lim = L, then lim = L.
x→a g 0 (x) x→a g(x)
2

The theorem is valid if all the limits are right-hand limits or


all the limits are left-hand limits.

x3 − 2x2 − 2x − 3
Example 1.1.5 Evaluate lim .
x→3 x2 − 9
Solution:
(1) lim (x3 − 2x2 − 2x − 3) = 0 and lim (x2 − 9) = 0.
x→3 x→3

x3 − 2x2 − 2x − 3 0
The function has the indeterminate form 0
at 3.
x2 − 9
3x2 − 4x − 2 3(9) − 4(3) − 2 13
(2) lim = = .
x→3 2x 2(3) 6
3 2
x − 2x − 2x − 3 13
Therefore, lim = . 
x→3 x2 − 9 6
x − sin x
Example 1.1.6 Evaluate lim .
x→0 x3
Solution:
(1) lim (x − sin x) = 0 and lim (x3 ) = 0.
x→0 x→0

x − sin x
The function has the indeterminate form 00 at 0.
x3
1 − cos x
(2) lim
x→0 3x2
1 − cos x
The function has the indeterminate form 00 at 0.
3x2
sin x
(3) lim
x→0 6x

sin x
The function has the indeterminate form 00 at 0.
6x
cos x 1
(4) lim =
x→0 6 6
x − sin x 1
Therefore, lim = . 
x→0 x3 6
x−1
Example 1.1.7 Evaluate lim+ √ .
x→1 x−2 x−1−1
3

Solution: √
(1) lim+ (x − 1) = 0 and lim+ (x − 2 x − 1 − 1) = 0.
x→1 x→1
x−1 0
The function √ has the indeterminate form 0
at 1.
x−2 x−1−1

1 x−1
(2) lim+ 1 = lim+ √ = 0.
x→1 1 − √ x→1 x−1−1
x−1
x−1
Therefore, lim+ √ = 0. 
x→1 x − 2 x − 1 − 1

3x − 2x
Example 1.1.8 Evaluate lim+ √ .
x→0 x

Solution: √
(1) lim+ (3x − 2x ) = 0 and lim+ x = 0.
x→0 x→0
3x − 2x
The function √ has the indeterminate form 00 at 0.
x
3x ln 3 − 2x ln 2 √
(2) lim+ = lim+ 2 x(3x ln 3 − 2x ln 2) = 0.
x→0 1 x→0

2 x
3x − 2x
Therefore, lim √ = 0. 
x→0+ x

Theorem 1.1.9 (L’Hopital’s Rule) Let f and g be functions differentiable


for all x > N , where N is a positive constant, and suppose that for all x > N ,
g 0 (x) 6= 0. If lim f (x) = 0 and lim g(x) = 0, and
x→+∞ x→+∞

f 0 (x) f (x)
if lim =L then lim = L.
x→+∞ g 0 (x) x→+∞ g(x)

The theorem is valid if x → +∞ is replaced by x → −∞.

1
x
Example 1.1.10 Evaluate lim .
x→+∞ tan x1

Solution:
1 1
(1) lim =0 and lim tan = 0.
x→+∞ x x→+∞ x
4

1
x 0
The function has the indeterminate form at +∞.
tan x1 0

− x12 1
(2) lim  = lim = 1.
1 1 x→+∞ sec2 1

x→+∞ − x2 sec x2
x
1
x
Therefore, lim = 1. 
x→+∞ tan 1
x

1
x
cos x1
Example 1.1.11 Evaluate lim .
x→−∞ sin x1

Solution:
1 1 1
(1) lim cos = 0 and lim sin = 0.
x→−∞ x x x→−∞ x
1 1
cos
The function x 1 x has the indeterminate form 00 at −∞.
sin x
1
− x2 cos x1 − x13 sin x1
 
1 1
(2) lim = lim 1 + tan = 1.
x→−∞ − x12 cos x1 x→−∞ x x
1
cos 1
Therefore, lim x 1 x = 1. 
x→−∞ sin
x

±∞
1.2 Indeterminate Forms
±∞

Theorem 1.2.1 (L’Hopital’s Rule) Let f and g be functions differentiable


on an open interval I, except possibly at the number a in I. Suppose that for
all x 6= a in I, g 0 (x) 6= 0. If lim f (x) is +∞ or −∞ and lim g(x) is +∞ or
x→a x→a
−∞, and
f 0 (x) f (x)
if lim =L then lim = L.
x→a g 0 (x) x→a g(x)

The theorem is valid if all the limits are right-hand limits or


all the limits are left-hand limits.

ln x
Example 1.2.2 Evaluate lim+ 1 .
x→0
x
5

Solution:
1
(1) lim+ ln x = −∞ and lim+ = +∞.
x→0 x→0 x
ln x −∞
The function 1 has the indeterminate form +∞
at 0.
x
1
x
(2) lim+ = lim+ (−x) = 0.
x→0 − x12 x→0
ln x
Therefore, lim+ 1 = 0. 
x→0
x

ln(x + ex )
Example 1.2.3 Evaluate lim .
x→+∞ 3x
Solution:
(1) lim ln(x + ex ) = +∞ and lim (3x) = +∞.
x→+∞ x→+∞

ln(x + ex ) +∞
The function has the indeterminate form +∞
at +∞.
3x
1+ex
x+ex 1 + ex
(2) lim = lim .
x→+∞ 3 x→+∞ 3x + 3ex

1 + ex +∞
The function x
has the indeterminate form +∞ at +∞.
3x + 3e
ex
(3) lim
x→+∞ 3 + 3ex

ex +∞
The function has the indeterminate form +∞ at +∞.
3 + 3ex
ex 1 1
(4) lim x
= lim = .
x→+∞ 3e x→+∞ 3 3
ln(x + ex ) 1
Therefore, lim = . 
x→+∞ 3x 3
ln x
Example 1.2.4 Evaluate lim+ .
x→0 ln(2ex − 2)

Solution:
(1) lim+ ln x = −∞ and lim ln(2ex − 2) = −∞.
x→0 x→0+
ln x −∞
The function has an indeterminate form −∞
at 0.
ln(2ex − 2)
6

1
x ex − 1
(2) lim+ 2ex = lim+ .
x→0
2ex −2
x→0 xex
x
e −1 0
The function has the indeterminate form 0
at 0.
xex
ex
(3) lim+ = 1.
x→0 ex + xex
ln x
Therefore, lim+ = 1. 
x→0 ln(2ex − 2)

1.3 Other Indeterminate Forms

0 ±∞
In addition to and , other indeterminate forms are 0 · (+∞),
0 ±∞
(+∞) − (+∞), 00 , (±∞)0 , and 1±∞ . To find the limit of a function having
one of these indeterminate forms, it must be changed to either form 00 or ±∞
±∞
before L’Hopital’s Rule can be applied.

Example 1.3.1 Evaluate lim+ sin−1 x csc x.


x→0

Solution:

lim+ sin−1 x = 0 and lim csc x = +∞.


x→0 x→0+

The function sin−1 x csc x has the indeterminate form 0 · (+∞) at 0. Write the
function as a ratio of two functions.
sin−1 x
lim+ sin−1 x csc x = lim+ .
x→0 x→0 sin x
(1) lim+ sin−1 x = 0 and lim sin x = 0.
x→0 x→0+

sin−1 x 0
The function has the indeterminate form 0
at 0.
sin x
√ 1
1−x2 1
(2) lim+ = = 1.
x→0 cos x 1
Therefore, lim sin−1 x csc x = 1. 
x→0+
7

Example 1.3.2 Evaluate lim (sec x − tan x).


x→ π2 −

Solution:

lim sec x = +∞ and lim tan x = +∞.


x→ π2 − x→ π2 −

The function sec x − tan x has the indeterminate form (+∞) − (+∞) at π/2.
Write the function as a ratio of two functions.
1 − sin x
lim (sec x − tan x) = lim .
x→ 2 π− π−
x→ 2 cos x

Then
(1) lim
π−
(1 − sin x) = 0 and lim cos x = 0.
x→ 2 x→ π2 −
1−sin x 0
The function cos x
has the indeterminate form 0
at π2 .
− cos x 0
(2) lim = = 0.
π−
x→ 2 − sin x 1
Therefore, lim (sec x − tan x) = 0. 
x→ π2 −

1
Example 1.3.3 Evaluate lim+ (1 + x) x .
x→0

Solution:
1
lim+ (1 + x) = 1 and lim+ = +∞.
x→0 x→0 x
1 1
The function (1 + x) x has the indeterminate form 1+∞ at 0. Let y = (1 + x) x .
Then
1 ln(1 + x)
ln y = ln(1 + x) x = ;
x
and
ln(1 + x)
lim+ ln y = lim+ .
x→0 x→0 x
We have,
(1) lim+ ln(1 + x) = 0 and lim x = 0.
x→0 x→0+
8

ln(1 + x) 0
The function has the indeterminate form 0
at 0.
x
1
1+x
(2) lim+ = 1.
x→0 1
Hence, lim ln y = 1.
x→0+
 
Thus, exp lim+ ln y = exp(1). ⇒ lim y = e.
x→0 x→0+
1
Therefore, lim+ (1 + x) x = e. 
x→0

Example 1.3.4 Evaluate lim (cot x)x .


x→0+

Solution:
lim (cot x) = +∞ and lim x = 0.
x→0+ x→0+

The function (cot x)x has the indeterminate form (+∞)0 at 0. Let y = (cot x)x .
Then
ln cot x
ln y = ln(cot x)x = x ln cot x = 1 ;
x

and
ln cot x
lim+ ln y = lim+ 1 .
x→0 x→0
x

We have,
1
(1) lim+ ln cot x = +∞ and lim+ = +∞.
x→0 x→0 x
ln cot x +∞
The function 1 has the indeterminate form +∞
at 0.
x
− csc2 x
cot x x2
(2) lim+ = lim+
x→0 − x12 x→0 sin x cos x
x2 0
The function has the indeterminate form 0
at 0.
sin x cos x
2x 0
(3) lim+ 2 = = 0.
2
x→0 cos x − sin x 1−0
Hence, lim ln y = 0.
x→0+
9
 
Thus, exp lim ln y = exp(0). ⇒ lim y = 1.
x→0+ x→0+

Therefore, lim (cot x)x = 1. 


x→0+

1.4 Exercises
Evaluate the following limits:
tan 3x ln x
1. lim 2. lim
x→0 sin x x→0 ex

1 − sin x ln(sin x)
3. lim 4. lim
x→π/2 cos x x→π/2 1 − sin x
 
2 1
5. lim+ x cot x 6. lim cot x − 2
x→0 x→+∞ x
2
7. lim x4x 8. lim xx
x→0 x→0
CHAPTER 2

INFINITE SERIES

2.1 Sequences

Definition 2.1.1 A sequence of real numbers is a function on the set N of


natural numbers whose range is contained in the set R of real numbers.

In other words, a sequence in R assigns to each natural number n =


1, 2, ... a uniquely determined real number. The real numbers so obtained
are called the elements of the sequence, ot the values of the sequence, or the
terms in the sequence. It is customary to denote the element of R assigned
to n ∈ N by a symbol such as xn (or an ). Thus, if X : N → R is a sequence,
we shall ordinarily denote the value of X at n by xn , rather than by X(n).
We will denote this sequence by the notations
X, (xn ), (xn : n ∈ N)

In defining sequences it is often convenient to list in order the terms in


the sequence, stopping when the rule of formation seems evident. Thus, we
may write
X = (2, 4, 6, 8, ...)
for the sequence of even natural numbers, or
 
1 1 1 1
Y = , , , , ...
1 2 3 4
for the sequence of reciprocals of the natural numbers, or
 
1 1 1 1
Z= , , , , ...
12 22 32 42
for the sequence of reciprocals of the squares of the natural numbers. A more
satisfactory method is to specify a formula for the general term of the sequence,
such as
   
1 1
X = (2n : n ∈ N), Y = :m∈N , Z= :s∈N
m s2
11

Definition 2.1.2 Let X = (xn ) be a sequence of real numbers. A real number


x is said to be a limit of (xn ) if for every ε > 0 there exists a natural number
K(ε) such that for all n ≥ K(ε), the terms xn belong to the ε-neighborhood
Vε (x).

Theorem 2.1.3 Let (xn ) = (x1 , x2 , x3 , ..., xn ) be a sequence, and let f (x) be
a function defined on [1, +∞) such that f (n) = xn . If lim f (x) = L, then
x→+∞
lim xn = L.
n→+∞


Example 2.1.4 Evaluate lim ( n2 + 1 − n).
n→+∞


Solution: Let f (x) = x2 + 1 − x. Then f (x) is defined on [1, +∞) such that
f (n) = xn . Let us evaluate

lim f (x) = lim ( x2 + 1 − x).
x→+∞ x→+∞

We have lim x2 + 1 = +∞ and lim x = +∞.
x→+∞ x→+∞

The function ( x2 + 1 − x) has the indeterminate form (+∞) − (+∞) at +∞.
Write the function as a ratio of two functions.
√ 1
lim ( x2 + 1 − x) = lim √ .
x→+∞ x→+∞ 2
x +1+x

Then lim 1 = 1 and lim ( x2 + 1 + x) = +∞.
x→+∞ x→+∞

1
Hence, lim √ = 0.
x→+∞ 2
x +1+x

Therefore, lim ( n2 + 1 − n) = 0. 
n→+∞

2.2 Convergent and Divergent Series

Definition 2.2.1 Given the infinite series

u1 + u2 + u3 + ... + un + ...,

the quantity
12

sk = u1 + u2 + u3 + ... + uk

is called the kth partial sum of the series. That is,

s1 = u 1 , s2 = u 1 + u 2 , s3 = u1 + u2 + u3 ,

etc. Each partial sum is obtained simply by a finite number of additions.

Definition 2.2.2 Given the infinite series

u1 + u2 + u3 + ... + un + ...,

with the sequence of partial sums

s1 , s2 , s3 , ..., sn , ...

we define the sum of the series to be

lim sn ,
n→+∞

whenever the limit exists.


+∞
X
Definition 2.2.3 Let un denote the given infinite series for which (sn ) is
n=1
the sequence of partial sums. If lim sn exists and is equal to S, then the
n→+∞
series is convergent and S is the sum of the series. If lim sn does not exist,
n→+∞
the series is divergent, and the series does not have a sum.

Theorem 2.2.4 A geometric series


+∞
X
arn−1 = a + ar + ar2 + ... + arn + ...,
n=1

converges if −1 < r < 1 and diverges if |r| ≥ 1. In the convergent case we


have
+∞
X a
arn−1 = .
n=1
1−r

+∞ n
X 3
Example 2.2.5 Determine whether or not the series is convergent.
n=1
2n
13

+∞ n +∞  n +∞    n−1
X 3 X 3 X 3 3
Solution: We have = = .
n=1
2n n=1
2 n=1
2 2
+∞    n−1
X 3 3
The series is a geometric series with r = 32 and by Theorem
n=1
2 2
2.2.4, it is divergent.
+∞ n
X 3
Therefore, the series is divergent. 
n=1
2n

+∞
X 1
Example 2.2.6 Determine whether or not the series is convergent.
n=1
en

+∞ +∞  n +∞    n−1
X 1 X 1 X 1 1
Solution: We have n
= = .
n=1
e n=1
e n=1
e e
+∞    n−1
X 1 1
The series is a geometric series with r = 1e and by Theorem
n=1
e e
2.2.4, it is convergent.
+∞
X 1
Therefore, the series is convergent. 
n=1
en

+∞
X 5π
Example 2.2.7 Determine whether or not the series tann is convergent.
n=1
6

+∞ +∞  n X +∞   n−1
X 5π X
n 1 1 1
Solution: We have tan = −√ = −√ −√ .
n=1
6 n=1
3 n=1
3 3
+∞   n−1
X 1 1
The series −√ −√ is a geometric series with r = − √13 and
n=1
3 3
by Theorem 2.2.4, it is convergent.
+∞
X 5π
Therefore, the series tann is convergent. 
n=1
6

+∞
4 5n
X  
Example 2.2.8 Determine whether or not the series is convergent.
n=1
3 7n
14

Solution: We have
+∞ +∞  n +∞    n−1 +∞    n−1
4 5n
 
X X 4 5 X 4 5 5 X 20 5
= = = .
n=1
37n n=1
3 7 n=1
3 7 7 n=1
21 7
+∞    n−1
X 20 5 5
The series is a geometric series with r = 7
and by Theorem
n=1
21 7
2.2.4, it is convergent.
+∞
4 5n
X  
Therefore, the series is convergent. 
n=1
3 7n

+∞
X
Theorem 2.2.9 If the series un is convergent, then lim un = 0.
n→+∞
n=1

+∞
X
Corollary 2.2.10 Let un be an infinite series. If lim un 6= 0, then the
n→+∞
n=1
+∞
X
series un is divergent.
n=1

+∞
X 2n
Example 2.2.11 Show that the series is divergent using Corollary
n=1
3n + 5
2.2.10.
2n
Solution: Let un = . Then
3n + 5
2n 2 2
lim un = lim = lim 5 = .
n→+∞ n→+∞ 3n + 5 n→+∞ 3 + 3
n

Thus, lim un 6= 0. by Corollary 2.2.10, the given series is divergent. 


n→+∞

+∞  
X n
Example 2.2.12 Apply Corollary 2.2.10 to determine whether the series ln
n=1
n+1
is divergent.
 
n
Solution: Let un = ln . Then
n+1
15
   
n 1
lim un = lim ln = lim ln 1 = 0.
n→+∞ n→+∞ n+1 n→+∞ 1+ n

Thus, lim un = 0. Hence, Corollary 2.2.10 cannot be applied. 


n→+∞

+∞
X 3n2
Example 2.2.13 Show that the series is divergent using Corollary
n=1
n2 + 5
2.2.10.
+∞
X 1
Theorem 2.2.14 (The p-series) The series , known as the p-series,
n=1
np
is convergent if p > 1 and divergent if p ≤ 1.
+∞
X 1
Example 2.2.15 Test the series for convergence or divergence:
n=1
n

+∞
X 1
Solution: The series is a p-series with p = 1 and by Theorem 2.2.14, it
n=1
n
is divergent. 
+∞
X 1
Example 2.2.16 Test the series 2
for convergence or divergence:
n=1
n

+∞
X 1
Solution: The series is a p-series with p = 2 and by Theorem 2.2.14, it
n=1
n2
is convergent. 
+∞
X
Example 2.2.17 Test the series n for convergence or divergence:
n=1

+∞ +∞
X X 1
Solution: We have n= . The series is a p-series with p = −1 and
n=1 n=1
n−1
by Theorem 2.2.14, it is divergent. 

Example 2.2.18 The following are p-series which are convergent:


+∞ +∞
X 1 X 1
√ ,
n=1
n 2 n=1
n4
16

Example 2.2.19 The following are p-series which are divergent:


+∞ +∞ +∞ √
X 1 X X
−3
, n2 , n 2

n=1
n n=1 n=1

Theorem 2.2.20 Let c be a nonzero constant.


+∞
X
(i) If the series un is convergent and its sum is S, then the series
n=1
+∞
X
cun is also convergent and its sum is cS.
n=1
+∞
X +∞
X
(ii) If the series un is divergent, then the series cun is also
n=1 n=1
divergent.
+∞
X 5
Example 2.2.21 Determine whether the series is convergent or divergent.
n=1
n4

+∞ +∞  
X 5 X 1
Solution: We have 4
= 5 4
.
n=1
n n=1
n
+∞
X 1
By Theorem 2.2.14, the series is convergent.
n=1
n4
+∞  
X 1
By Theorem 2.2.20(i), the series 5 4
is convergent.
n=1
n
+∞
X 5
Therefore, the series is convergent. 
n=1
n4

+∞
X
Example 2.2.22 Determine whether the series 3n2 is convergent or divergent.
n=1

+∞ +∞  
X
2
X 1
Solution: We have 3n = 3 .
n=1 n=1
n−2
+∞
X 1
By Theorem 2.2.14, the series −2
is divergent.
n=1
n
17

+∞  
X 1
By Theorem 2.2.20(ii), the series 3 is divergent.
n=1
n−2
+∞
X
Therefore, the series 3n2 is divergent. 
n=1

+∞
X +∞
X
Theorem 2.2.23 If an and bn are convergent series whose sums are
n=1 n=1
S and T , respectively, then
+∞
X
(i) (an + bn ) is a convergent series and its sum is S + T .
n=1
+∞
X
(ii) (an − bn ) is a convergent series and its sum is S − T .
n=1

+∞
X n+1
Example 2.2.24 Determine whether the series is convergent or
n=1
n4
divergent.
+∞ +∞   +∞  
X n+1 X n 1 X 1 1
Solution: We have = + 4 = + .
n=1
n4 n=1
n 4 n n=1
n3 n4
+∞ +∞
X 1 X 1
By Theorem 2.2.14, the series 3
and 4
are convergent.
n=1
n n=1
n
+∞  
X 1 1
By Theorem 2.2.23(i), the series + is convergent.
n=1
n3 n4
+∞
X n+1
Therefore, the series is convergent. 
n=1
n4

+∞
X
Example 2.2.25 Determine whether the series (e−n − n−2 ) is convergent
n=1
or divergent.
+∞ +∞   X "
+∞    n−1
#
X X 1 1 1 1 1
Solution: We have (e−n −n−2 ) = n
− 2 = − 2 .
n=1 n=1
e n n=1
e e n
+∞  n−1
X 1 1
By Theorem 2.2.4, the series is convergent.
n=1
e e
18

+∞
X 1
By Theorem 2.2.14, the series is convergent.
n=1
n2
"
+∞    n−1
#
X 1 1 1
By Theorem 2.2.23(ii), the series − 2 is convergent.
n=1
e e n
+∞
X
Therefore, the series (e−n − n−2 ) is convergent. 
n=1

+∞
X +∞
X
Theorem 2.2.26 If the series an is convergent and the series bn is
n=1 n=1
+∞
X
divergent, then the series (an ± bn ) is divergent.
n=1

+∞
X
Example 2.2.27 Determine whether the series (e−n + en ) is convergent
n=1
or divergent.
+∞ +∞  +∞
"   #
 X n−1
X X 1 1 1
Solution: We have (e−n +en ) = n
+ en = + e(en−1 ) .
n=1 n=1
e n=1
e e
+∞  n−1
X 1 1
By Theorem 2.2.4, the series is convergent.
n=1
e e
+∞
X
By Theorem 2.2.4, the series e(en−1 ) is divergent.
n=1 " #
+∞  n−1
X 1 1
By Theorem 2.2.26, the series + e(en ) is divergent.
n=1
e e
+∞
X
Therefore, the series (e−n + en ) is divergent. 
n=1

+∞
X 3n + 1
Example 2.2.28 Determine whether the series is convergent or
n=1
n3
divergent.
+∞ +∞   +∞  
X 3n + 1 X 3n 1 X 1 1
Solution: We have = + 3 = 3· 2 + 3 .
n=1
n3 n=1
n3 n n=1
n n
19

+∞ +∞
X 1 X 1
By Theorem 2.2.14, the series 2
and are convergent.
n=1
n n=1
n3
+∞
1X
By Theorem 2.2.20(i), the series 2

is convergent.
n=1
n
+∞  
X 1 1
By Theorem 2.2.23(i), the series 3 · 2 + 3 is convergent.
n=1
n n
+∞
X 3n + 1
Therefore, the series is convergent. 
n=1
n3

+∞
X 5n2 + 4
Example 2.2.29 Determine whether the series is convergent or
n=1
n3
divergent.
+∞ +∞  +∞ 
5n2 + 4 5n2
 
X X 4 X 1 1
Solution: We have = + 3 = 5· +4· 3 .
n=1
n3 n=1
n 3 n n=1
n n
+∞ +∞
X 1 X 1
By Theorem 2.2.14, the series is divergent and is convergent.
n=1
n n=1
n3
+∞  
X 1
By Theorem 2.2.20(i), the series 4 · 3 is convergent.
n=1
n
+∞  
X 1
By Theorem 2.2.20(ii), the series 5· is divergent.
n=1
n
+∞  
X 1 1
By Theorem 2.2.26, the series 5 · + 4 · 3 is divergent.
n=1
n n
+∞
X 5n2 + 4
Therefore, the series is divergent. 
n=1
n3

+∞ 2
X n −6
Example 2.2.30 Determine whether the series is convergent or
n=1
2n4
divergent.
+∞ 2 +∞  
X n −6 X 1 1 1
Solution: We have = · −3· 4 .
n=1
2n4 n=1
2 n2 n
20

+∞ +∞
X 1 X 1
By Theorem 2.2.14, the series 2
and are convergent.
n=1
n n=1
n4
+∞   +∞  
X 1 1 X 1
By Theorem 2.2.20(i), the series · 2 and 3 · 4 are convergent.
n=1
2 n n=1
n
+∞  
X 1 1 1
By Theorem 2.2.23(ii), the series · − 3 · 4 is convergent.
n=1
2 n2 n
+∞ 2
X n −6
Therefore, the series is convergent. 
n=1
2n4
+∞  
X 1 1
Example 2.2.31 Determine whether the series + is convergent
n=1
2n 2n
or divergent.

Solution: We have
+∞  +∞ 
 X  n  X+∞
"    n−1 #
X 1 1 1 1 1 1 1 1 1
+ n = · + = · + .
n=1
2n 2 n=1
2 n 2 n=1
2 n 2 2
+∞
X 1
By Theorem 2.2.14, the series is divergent.
n=1
n
+∞
X 1 1
By Theorem 2.2.20(ii), the series · is divergent.
n=1
2 n
+∞    n−1
X 1 1
By Theorem 2.2.4, the series is convergent.
n=1 "
2 2
+∞    n−1 #
X 1 1 1 1
By Theorem 2.2.26, the series · + is divergent.
n=1
2 n 2 2
+∞  
X 1 1
Therefore, the series + is divergent. 
n=1
2n 2n
+∞  
X 3 2
Example 2.2.32 Determine whether the series n
− n is convergent
n=1
2 3
or divergent.
+∞   X "
+∞    n−1    n−1 #
X 3 2 3 1 2 1
Solution: We have n
− n = − .
n=1
2 3 n=1
2 2 3 3
21

+∞    n−1 +∞    n
X 3 1 X 2 1
By Theorem 2.2.4, the series and are convergent.
n=1
2 2 n=1
3 3
"
+∞    n−1    n−1 #
X 3 1 2 1
By Theorem 2.2.23(ii), the series − is convergent.
n=1
2 2 3 3
+∞  
X 3 2
Therefore, the series − is convergent. 
n=1
2n 3n

2.3 Infinite Series of Positive Terms


+∞
X
Theorem 2.3.1 (Comparison Test) Let the series un be a series of
n=1
positive terms.
+∞
X
(i) If vn is a series of positive terms known to be convergent and
n=1
+∞
X
un ≤ vn for all positive integers n, then un is convergent.
n=1
+∞
X
(ii) If wn is a series of positive terms known to be divergent and
n=1
+∞
X
wn ≤ un for all positive integers n, then un is divergent.
n=1
+∞
X 1
Example 2.3.2 Test the series for convergence or divergence.
n=1
n(n + 1)
+∞ +∞
X 1 X 1
Solution: = .
n=1
n(n + 1) n=1 n2 + n
n ≤ n2 + n, for all positive integers n.
2

1 1
≤ 2 , for all positive integers n.
n2+n n
+∞
X 1
By Theorem 2.2.14, the series is convergent.
n=1
n2
+∞
X 1
By the Comparison Test, the series is convergent. 
n=1
n(n + 1)
22

+∞
X 2
Example 2.3.3 Test the series for convergence or divergence.
n=1
2n +3

Solution:
2n ≤ 2n + 3, for all positive integers n.
1 1
≤ , for all positive integers n.
2n + 3 2n
2 2
n
≤ n , for all positive integers n.
2 +3 2
 n−1
2 1
n
≤ , for all positive integers n.
2 +3 2
+∞  n−1
X 1
By Theorem 2.2.4, the series is convergent.
n=1
2
+∞
X 2
By the Comparison Test, the series is convergent. 
n=1
2n + 3

+∞
X 1
Example 2.3.4 Test the series for convergence or divergence.
n=1
2n + 3

Solution:
2n + 3 ≤ 2n + 3n, for all positive integers n.
1 1
≤ , for all positive integers n.
5n 2n + 3
 
1 1 1
≤ , for all positive integers n.
5 n 2n + 3
+∞
X 1
By Theorem 2.2.14, the series is is divergent.
n=1
n
+∞  
X 1 1
By Theorem 2.2.20(ii), the series is divergent.
n=1
5 n
+∞
X 1
By the Comparison Test, the series is divergent. 
n=1
2n + 3

+∞
X 1
Example 2.3.5 Test √ for convergence or divergence.
n=1
n2 + 1
23

Solution:
n2 + 1 ≤ n2 + 3n2 , for all positive integers n.
√ √
n2 + 1 ≤ 4n2 , for all positive integers n.
1 1
≤√ , for all positive integers n.
2n n2 + 1
 
1 1 1
≤√ , for all positive integers n.
2 n 2
n +1
+∞
X 1
By Theorem 2.2.14, the series is divergent.
n=1
n
+∞  
X 1 1
By Theorem 2.2.20(ii), the series is divergent.
n=1
2 n
+∞
X 1
By the Comparison Test, the series √ is divergent. 
2
n +1
n=1

+∞
X +∞
X
Theorem 2.3.6 (Limit Comparison Test) Let un and vn be a series
n=1 n=1
of positive terms.
un
(i) If lim = c > 0, then the two series either both converge or both
n→+∞ vn
diverge.
+∞ +∞
un X X
(ii) If lim = 0, and if vn converges, then un converges.
n→+∞ vn
n=1 n=1
+∞ +∞
un X X
(iii) If lim = +∞, and if vn diverges, then un diverges.
n→+∞ vn
n=1 n=1

+∞
X 2n + 3
Example 2.3.7 Test for convergence or divergence.
n=1
n2 + 3n + 2
+∞
X 1
Solution: Consider the series .
n=1
n
2n+3
n2 +3n+2 2n2 + 3n 2 + n3
Then lim 1 = lim 2 = lim = 2.
n→+∞ n→+∞ n + 3n + 2 n→+∞ 1 + 3 + 2
n n n2
+∞
X 1
By Theorem 2.2.14, the series is divergent.
n=1
n
24

+∞
X 2n + 3
By the Limit Comparison Test, the series is divergent. 
n=1
n2 + 3n + 2

+∞ √
X n
Example 2.3.8 Test 2+7
for convergence or divergence.
n=1
n

+∞
X 1
Solution: Consider the series 3/2
. Then
n=1
n

n
n2 +7 n2 1
lim 1 = lim = lim = 1.
n→+∞ 3/2 2
n→+∞ n + 7 n→+∞ 1 + 72
n n

+∞
X 1
By Theorem 2.2.14, the series 3/2
is convergent.
n=1
n
+∞ √
X n
By the Limit Comparison Test, the series 2+7
is convergent. 
n=1
n

+∞
X 2
Example 2.3.9 Test for convergence or divergence.
n=1
2n +3

+∞
X 1
Solution: Consider the series n
. Then
n=1
2
2
2n +3 2 · 2n 2
lim 1 = lim = lim = 2.
n→+∞ n
n→+∞ 2 + 3 n→+∞ 1 + 3n
2n 2

+∞ +∞  n−1
X 1 X 1 1
By Theorem 2.2.4, the series = is convergent.
n=1
2n n=1
2 2
+∞
X 2
By the Limit Comparison Test, the series is convergent. 
n=1
2n + 3

Theorem 2.3.10 (Integral Test) Let f be a function that is continuous,


decreasing, and positive valued for all x ≥ 1. Then the infinite series
+∞
X
f (n) = f (1) + f (2) + f (3) + ... + f (n) + ...
n=1
25

Z +∞
is convergent if the improper integral f (x)dx exists, and it is divergent
Z b 1

if lim f (x)dx = +∞.


b→+∞ 1

(RESTATEMENT) Let f be a function that is continuous, decreasing,


and positive valued for all x ≥ 1. Let b > 1 be a real number.
Z b +∞
X
If lim f (x)dx exists, then the series f (n) is convergent.
b→+∞ 1 n=1
Z b +∞
X
If lim f (x)dx = ∞, then the series f (n) is divergent.
b→+∞ 1 n=1

+∞
X 2
Example 2.3.11 Test the series for convergence or divergence.
n=1
(2n + 5)2
2
Solution: Let f (x) = . Then f (x) is continuous, decreasing, and
(2x + 5)2 Z +∞
2
positive valued for all x ≥ 1. Consider the improper integral dx.
1 (2x + 5)2
Let b > 1 be a real number. Then
Z b Z b
2 −2
 −1 b
 1 1
2
dx = (2x + 5) (2dx) = −(2x + 5) 1
=− + .
1 (2x + 5) 1 2b + 5 7
Thus,
Z b  
2 1 1 1
lim dx = lim − + = .
b→+∞ 1 (2x + 5)2 b→+∞ 2b + 5 7 7
+∞
X 2
By the Integral Test, the series is convergent. 
n=1
(2n + 5)2
+∞
X ln n
Example 2.3.12 Test for convergence or divergence.
n=1
n

ln x
Solution: Let f (x) = . Then f (x) is continuous, decreasing, and positive
x Z +∞
ln x
valued for all x ≥ 1. Consider the improper integral dx. Let b > 1
1 x
be a real number. Then
26

b b b
(ln x)2 (ln b)2
Z Z 
ln x dx
dx = (ln x) = = .
1 x 1 x 2 1 2
Thus,
b
(ln b)2
Z
ln x
lim dx = lim = +∞.
b→+∞ 1 x b→+∞ 2
+∞
X ln n
By the Integral Test, the series is divergent. 
n=1
n

+∞
X 2n
Example 2.3.13 Test for convergence or divergence.
n=1
n4 +1

2x
Solution: Let f (x) = . Then f (x) is continuous, decreasing, and positive
+1 x4 Z +∞
2x
valued for all x ≥ 1. Consider the improper integral 4
dx. Let b > 1
1 x +1
be a real number. Then
Z b Z b
2xdx 2xdx b π
= arctan x2 1 = arctan b2 − .

4
= 2 2
1 x +1 1 (x ) + 1 4
Thus,
Z b
2x h
2 πi π π π
lim 4
dx = lim arctan b − = − = .
b→+∞ 1 x +1 b→+∞ 4 2 4 4
+∞
X 2n
By the Integral Test, the series is convergent. 
n=1
n4 + 1

+∞
X n
Example 2.3.14 Test for convergence or divergence.
n=1
en

Solution: Let f (x) = xe−x . Then f (x) is continuous, Zdecreasing, and positive
+∞
valued for all x ≥ 1. Consider the improper integral xe−x dx. Let b > 1
1
be a real number. Then
Z b Z b
−x −x b
b  b b+1 2
(−e−x )dx = −xe−x 1 − e−x 1 = − b + .
  
xe dx = −xe 1 −
1 1 e e
27

Thus,
Z b  
−x b+1 2
lim xe dx = lim − b + .
b→+∞ 1 b→+∞ e e
b+1
Let us evaluate lim .
b→+∞ eb

(1) lim (b + 1) = +∞ and lim eb = +∞.


b→+∞ b→+∞

b+1 +∞
The function has an indeterminate form +∞
at +∞.
eb
1
(2) lim = 0.
b→+∞ eb

b+1
Thus, lim = 0.
b→+∞ eb
Z b  
−x b+1 2 2 2
Hence, lim xe dx = lim − b + =0+ = .
b→+∞ 1 b→+∞ e e e e
+∞
X n
By the Integral Test, the series is convergent. 
n=1
en

2.4 Infinite Series of Positive and Negative Terms

Definition 2.4.1 If an > 0 for all positive integers n, then the series
+∞
X
(−1)n+1 an = a1 − a2 + a3 − a4 + ... + (−1)n+1 an + ...
n=1

and the series


+∞
X
(−1)n an = −a1 + a2 − a3 + a4 − ... + (−1)n an + ...
n=1

are called alternating series.

Example 2.4.2 The following series are alternating series:


+∞ +∞
X (−1)n X 1
1. 4
= (−1)n 4 .
n=1
n + 1 n=1 n +1
28

+∞ +∞
X (−3)n+1 X 3n+1
2. = (−1)n+1 .
n=1
n n=1
n
+∞ +∞ +∞
X (−5) n−1 X (−1)n−1 (5)n−1 X (−1)n (−1)−1 (5)n (5)−1
3. = = =
n=1
n · n! n=1
n · n! n=1
n · n!
+∞ +∞
X (−1)n (−1)(5)n X 5n
= (−1)n+1 .
n=1
5n · n! n=1
5n · n!
+∞ n−1 +∞ +∞
X (−1) n X n−1 n
X n
4. = (−1) = (−1)n+1 .
n=1
n+1 n=1
n + 1 n=1 n+1

Theorem 2.4.3 (Alternating Series Test) Suppose we have the alternating


+∞
X +∞
X
n+1
series (−1) an or (−1)n an , where an > 0 and an+1 < an for all
n=1 n=1
positive integers n. If lim an = 0, the alternating series is convergent.
n→+∞

How to apply the Alternating Series Test:


+∞
X +∞
X
n+1
(1) Write the alternating series in the form (−1) an or (−1)n an ,
n=1 n=1
where an > 0 for all n ∈ Z+ .
an+1
(2) Show that an+1 < an for all n ∈ Z+ or an
< 1 for all n ∈ Z+ .

(3) Show that lim an = 0.


n→+∞

+∞
X (−1)n
Example 2.4.4 Test the series for convergence or divergence.
n=1
n+1

Solution:
+∞ +∞
X (−1)n X 1 1
(1) = (−1)n , where > 0 for all n ∈ Z+ .
n=1
n + 1 n=1
n + 1 n + 1
1
an+1 n+1
n+2
(2) = 1 < 1 for all n ∈ Z+ since n + 1 < n + 2 for all n ∈ Z+ .
=
an n+2
n+1
1
(3) lim an = lim = 0.
n→+∞ n→+∞ n + 1
29

+∞
X (−1)n
By the Alternating Series Test, the series is convergent. 
n=1
n+1

+∞
X (−1)n
Example 2.4.5 Test the series √ for convergence or divergence.
n=1
n n

Solution:
+∞ +∞
X (−1)n X 1 1
(1) √ = (−1)n √ , where √ > 0 for all n ∈ Z+ .
n=1
n n n=1
n n n n
1√ √
an+1 (n+1) n+1 n n √
(2) = 1 = √ < 1 for all n ∈ Z+ since n n <
an √
n n (n + 1) n + 1

(n + 1) n + 1 for all n ∈ Z+ .
1
(3) lim an = lim √ = 0.
n→+∞ n→+∞ n n
+∞
X (−1)n
By the Alternating Series Test, the series √ is convergent. 
n=1
n n

+∞
X (−1)n
Example 2.4.6 Test the series for convergence or divergence.
n=1
2n

Solution:
+∞ +∞
X (−1)n X 1 1
(1) = (−1)n , where n > 0 for all n ∈ Z+ .
n=1
2n n=1
2n 2
1
an+1 1
2n+1
(2) = 1< 1 for all n ∈ Z+ .
=
an 2
2n
1
(3) lim an = lim n = 0.
n→+∞ n→+∞ 2
+∞
X (−1)n
By the Alternating Series Test, the series n
is convergent. 
n=1
2

+∞
X (−1)n n
Example 2.4.7 Test the series for convergence or divergence.
n=1
n+1

n
Solution: We have an = . Then
n+1
30

n 1
(3) lim an = lim = lim 1 = 1 6= 0.
n→+∞ n→+∞ n+1 n→+∞ 1+ n
+∞
X (−1)n n
The Alternating Series Test cannot be applied to the series . 
n=1
n+1

+∞
X +∞
X
Definition 2.4.8 A series un which is such that |un | converges is said
n=1 n=1
+∞
X +∞
X
to be absolutely convergent. However, if un converges and |un | diverges,
n=1 n=1
+∞
X
then the series un is said to be conditionally convergent.
n=1

+∞
X (−1)n+1 3n+1
Example 2.4.9 Determine if the series is absolutely convergent
n=1
24n
or conditionally convergent.

Solution:
+∞ +∞ +∞  n X +∞  n−1
X (−1)n+1 3n+1 X |(−1)n+1
||3 n
3| X 3 9 3
(A)
4n
=
n
= 3 = .
n=1
2
n=1
|(16) | n=1
16 n=1
16 16
+∞  n−1
X 9 3
By Theorem 2.2.4, the series is convergent.
n=1
16 16
+∞
(−1)n+1 3n+1
X
Hence, the series
4n
is convergent.
n=1
2
+∞
X (−1)n+1 3n+1
By Definition 2.4.8, the series is absolutely convergent. 
n=1
24n

+∞
X (−1)n (3/2)2
Example 2.4.10 Determine if the series is absolutely convergent
n=1
n4
or conditionally convergent.

Solution:
+∞ +∞ +∞
(−1)n (3/2)2 X |(−1)n ||9/4| X 9 1
X  
(A)
=
= .
n=1
n4 |n4 |
n=1
4 n4 n=1
31

+∞
X 1
By Theorem 2.2.14, the series is convergent.
n=1
n4
+∞  
X 9 1
By Theorem 2.2.20(i), the series 4
is convergent.
n=1
4 n
+∞
(−1)n (3/2)2
X
Hence, the series
4
is convergent.
n=1
n
+∞
X (−1)n (3/2)2
By Definition 2.4.8, the series is absolutely convergent. 
n=1
n4

+∞
X (−1)n
Example 2.4.11 Determine if the series is absolutely convergent
n=2
n(ln n)2
or conditionally convergent.

Solution:
+∞ +∞ +∞
X (−1)n X |(−1)n | X 1
(A) n(ln n)2 =

2
= .
n=2
|n(ln n) |
n=2
n(ln n)2
n=2
1
We apply the integral test. Let f (x) = . Then f (x) is continuous,
x(ln x)2
decreasing,
Z +∞ and positive valued for all x ≥ 2. Consider the improper integral
dx
. Let b > 2 be a real number. Then
2 x(ln x)2
Z b Z b  b
dx −2 dx 1 1 1
2
= (ln x) = − = − .
2 x(ln x) 2 x ln x 2 ln 2 ln b
Thus,
Z b  
dx 1 1 1
lim = lim − = .
b→+∞ 2 x(ln x)2 b→+∞ ln 2 ln b ln 2
+∞
X 1
By the Integral Test, the series is convergent.
n=2
n(ln n)2
+∞ n
(−1)
X
Hence, the series n(ln n)2 is convergent.

n=2
+∞
X (−1)n
By Definition 2.4.8, the series is absolutely convergent. 
n=2
n(ln n)2
32

+∞
X (−1)n+1
Example 2.4.12 Determine if the series is absolutely convergent
n=1
n
or conditionally convergent.
Solution:
+∞ +∞ +∞
X (−1)n+1 X |(−1)n+1 | X 1
(A) = = .
n=1
n |n|
n=1
n n=1
+∞
X 1
By Theorem 2.2.14, the series is divergent.
n=1
n
+∞
(−1)n+1

X
Thus, the series is divergent.
n=1
n
+∞
X (−1)n+1
(B) Apply the Alternating Series Test to the series .
n=1
n
+∞ +∞
X (−1)n+1 X 1
(1) = (−1)n+1 , where 1
n
> 0 for all n ∈ Z+ .
n=1
n n=1
n
1
an+1 n+1 n
(2) = 1 = < 1 for all n ∈ Z+ , since n < n + 1 for all
an n
n+1
n ∈ Z+ .
1
(3) lim an = lim = 0.
n→+∞ n→+∞ n
+∞
X (−1)n+1
By the Alternating Series Test, the series is convergent.
n=1
n
+∞
X (−1)n+1
By Definition 2.4.8, the series is conditionally convergent. 
n=1
n
+∞
X (−1)n
Example 2.4.13 Determine if the series √ is absolutely convergent
n=1
n+1
or conditionally convergent.
Solution:
+∞ +∞ +∞
X (−1)n X |(−1)n | X 1
(A) √ = √ = √ .
n=1
n + 1 | n + 1|
n=1
n+1 n=1
+∞
X 1
We apply the Limit Comparison Test to the series √ .
n=1
n+1
33

+∞ +∞
X 1 X 1
Consider the series √ = 1/2
. Then
n=1
n n=1 n
√1
r s
n+1 n 1
lim 1 = lim = lim = 1.
n→+∞ √
n
n→+∞ n + 1 n→+∞ 1 + n1
+∞
X 1
By Theorem 2.2.14, the series 1/2
is divergent.
n=1
n
+∞
X 1
By The Limit Comparison Test, the series √ is divergent.
n=1
n+1
+∞
(−1)n
X
Hence, the series √
n + 1 is divergent.

n=1
+∞
X (−1)n
(B) Apply the Alternating Series Test to the series √ .
n=1
n + 1
+∞ n +∞
X (−1) X 1
(1) √ = (−1)n √ 1
, where √n+1 > 0 for all n ∈ Z+ .
n=1
n + 1 n=1
n + 1
√1

an+1 n+2 n+1 √ √
(2) = 1 =√ < 1 for all n ∈ Z+ , since n + 1 < n + 2
an √
n+1
n+2
+
for all n ∈ Z .
1
(3) lim an = lim √ = 0.
n→+∞ n→+∞ n+1
+∞
X (−1)n
By the Alternating Series Test, the series √ is convergent.
n=1
n + 1
+∞ n
X (−1)
By Definition 2.4.8, the series √ is conditionally convergent. 
n=1
n+1

+∞
X
Theorem 2.4.14 (Ratio Test) Let un be a given infinite series for which
n=1
every un is nonzero:

un+1
(i) if lim = L < 1, the series is absolutely convergent;
n→+∞ u
n


un+1 un+1
(ii) if lim = L > 1 or lim = +∞, the series is
n→+∞ un n→+∞ un
divergent;
34

un+1
(iii) if lim = 1, no conclusion regarding convergence may be
n→+∞ un
made from this test.
+∞
X (−1)n 2n
Example 2.4.15 Test the series for absolute convergence or
n=1
n2
divergence.

(−1)n 2n (−1)n+1 2n+1 (−1)n (−1)2n 2


Solution: un = and un+1 = = .
n2 (n + 1)2 n2 + 2n + 1
Then
(−1)n (−1)2n 2 2

un+1 n
lim = lim ·
n→+∞ un n→+∞ n2 + 2n + 1 (−1)n 2n
2n2
= lim 2
n→+∞ n + 2n + 1
2
= lim 2
n→+∞ 1 +
n
+ n12
= 2.
+∞
X (−1)n 2n
By the Ratio Test, the series is divergent. 
n=1
n2

+∞
X (−5)n
Example 2.4.16 Test the series for absolute convergence or divergence.
n=1
n!

(−5)n (−5)n+1 (−5)n (−5)


Solution: un = and un+1 = = .
n! (n + 1)! (n + 1)(n!)
n

un+1
= lim (−5) (−5) · n! = lim 5

Then lim n
= 0.
n→+∞ un n→+∞ (n + 1)(n!) (−5)
n→+∞ n + 1
+∞
X (−5)n
By the Ratio Test, the series is absolutely convergent. 
n=1
n!

+∞
X n!
Example 2.4.17 Test the series n
for absolute convergence or divergence.
n=1
e

Solution:
35

n! (n + 1)! (n + 1)(n!)
un = n
and un+1 = n+1
= .
e e en e
Then
(n + 1)(n!) en

un+1
lim = lim · = lim n + 1 = +∞.
n→+∞ un n→+∞ en e n! n→+∞ e
+∞
X n!
By the Ratio Test, the series is divergent. 
n=1
en
+∞
X (−1)n
Example 2.4.18 Test the series √ for absolute convergence or divergence.
n=1
n n

(−1)n (−1)n+1 (−1)n (−1)


Solution: un = √ and un+1 = √ = √ .
n n (n + 1) n + 1 (n + 1) n + 1
Then

(−1)n (−1)

un+1 n n
lim = lim
√ ·
n→+∞ un n→+∞ (n + 1) n + 1 (−1)n

n n
= lim √
n→+∞ (n + 1) n + 1
s
n3
= lim
n→+∞ (n + 1)3
s
1
= lim
n→+∞ (1 + n1 )3
= 1.
The Ratio Test gives no information. 

+∞
X
Theorem 2.4.19 (Root Test) Let un be a given infinite series for which
n=1
every un is nonzero:
p
(i) if lim n |un | = L < 1, the series is absolutely convergent;
n→+∞ p p
(ii) if lim n |un | = L > 1 or lim n |un | = +∞, the series is
n→+∞ n→+∞
divergent; p
(iii) if lim n |un | = 1, no conclusion regarding convergence may be
n→+∞
made from this test.
36

+∞ 2n+1
X 3
Example 2.4.20 Test the series for absolute convergence or divergence.
n=1
n2n

32n+1
Solution: un = 2n . Then
n
 2n+1  n1  2n+1  n1 1
pn
3 3 32+ n
lim |un | = lim 2n
= lim = lim = 0.
n→+∞ n→+∞ n n→+∞ n2n n→+∞ n2
+∞ 2n+1
X 3
By the Root Test, the series is absolutely convergent. 
n=1
n2n

+∞
X (−1)n 3n+1
Example 2.4.21 Test the series for absolute convergence or
n=1
2n
divergence.

(−1)n 3n+1
Solution: un = . Then
2n
 1  n+1  n1 1
(−1)n 3n+1 n 31+ n

pn 3 3
lim |un | = lim
n
= lim n
= lim = .
n→+∞ n→+∞ 2 n→+∞ 2 n→+∞ 2 2
+∞
X (−1)n 3n+1
By the Root Test, the series n
is divergent. 
n=1
2

+∞
X (−1)n nn
Example 2.4.22 Test the series for absolute convergence or
n=1
5n
divergence.

(−1)n nn
Solution: un = . Then
3n
 1  n  n1
(−1)n nn n

pn n n
lim |un | = lim n
= lim n
= lim = +∞.
n→+∞ n→+∞ 3 n→+∞ 3 n→+∞ 3
+∞
X (−1)n+1 3n+1
By the Root Test, the series n
is divergent. 
n=1
2

Exercises 2.4.23 Test for convergence or divergence.


37

+∞ +∞
X 1 X en
(1) 2
. (2) .
n=1
n + 10 n=1
2n+1
+∞ √ +∞ 2
X n−1 X n +1
(3) . (4) 3+7
.
n=1
n n=1
n

Exercises 2.4.24 Determine whether the series is absolutely convergent or


conditionally convergent or divergent.
+∞ +∞
X (−1)n+1 n X (−1)n−1 (n + 1)
(1) . (2) √ .
n=1
3n n=1
n n
+∞ +∞
X (−1)n X (−1)n (2n)!
(3) . (4) n
.
n=1
(2n)! n=1
10
+∞  n +∞
X 4n − 5 X (−1)n−1 (23n )
(5) . (6) n
.
n=1
3n + 1 n=1
n

2.5 Power Series

A power series is a series of the form


c0 + c1 (x − a) + c2 (x − a)2 + c3 (x − a)3 + ... + cn (x − a)n + ...
in which a and ci , i = 0, 1, 2, ... are constants. The special case a = 0 occurs
frequently, in which case the series becomes
c0 + c1 x + c2 x2 + c3 x3 + ... + cn xn + ...
P
Most often, we use the -notation, writing
+∞
X +∞
X
n
cn (x − a) and cn x n
n=0 n=0

If a power series converges for certain values of x, we may define a function of


x by setting
+∞
X +∞
X
n
f (x) = cn (x − a) or g(x) = cn x n
n=0 n=0

for those values of x. we see that all the elementary functions we have studied
can be represented by convergent power series.
38

+∞ n
X x
Example 2.5.1 Find the values of x for which the series converges.
n=1
n

Solution:
(A) Apply the ratio test:
xn xn+1 xn x
un = and un+1 = = .
n n+1 n+1
Then
n
un+1 x x n n 1
lim = lim · n = lim |x| = lim |x| 1 = |x|.
n→+∞ un n→+∞ n + 1 x
n→+∞ n + 1 n→+∞ 1 + n

If |x| < 1, the series converges. Hence, if −1 < x < 1, the series converges.

+∞ +∞
X (1)n X 1
(B) If x = 1, then = .
n=1
n n=1
n
+∞
X 1
By Theorem 2.2.14, the series is divergent.
n=1
n
+∞ n
X x
Hence, the series diverges for x = 1.
n=1
n

+∞
X (−1)n
(C) If x = −1, then we have the series .
n=1
n
We apply the Alternating Series Test:
+∞ +∞
X (−1)n X 1 1
(1) = (−1)n , where > 0 for all n ∈ Z+ .
n=1
n n=1
n n
1
an+1 n+1 n
(2) = 1 = < 1 for all n ∈ Z+ , since n < n + 1 for all
an n
n+1
n ∈ Z+ .
1
(3) lim an = lim = 0.
n→+∞ n→+∞ n
+∞
X (−1)n
By the Alternating Series Test, the series is convergent.
n=1
n
39

+∞ n
X x
Hence, the series converges for x = −1.
n=1
n

+∞ n
X x
Therefore, the series converges for −1 ≤ x < 1.
n=1
n

+∞
X (−1)n (x + 1)n
Example 2.5.2 Find the values of x for which the series
n=1
2n n2
converges.

Solution:
(A) Apply the ratio test:
(−1)n (x + 1)n
un =
2n n2
and
(−1)n+1 (x + 1)n+1 (−1)n (−1)(x + 1)n (x + 1)
un+1 = = .
2n+1 (n + 1)2 2n 2(n + 1)2
Then
(−1)n (−1)(x + 1)n (x + 1) n 2

un+1 2 n
lim = lim ·
n→+∞ un n→+∞ 2n 2(n + 1)2 (−1)n (x + 1)n
n2
 
|x + 1|
= lim
n→+∞ 2 n2 + 2n + 1
 
|x + 1| 1
= lim
n→+∞ 2 1 + n2 + n12
|x + 1|
= .
2
|x + 1|
If < 1, the series converges.
2
|x + 1|
<1 ⇒ −2 < x + 1 < 2 ⇒ −3 < x < 1.
2
Hence, if −3 < x < 1, the series converges.
40

+∞ +∞
X (−1)n (−2)n X 1
(B) If x = −3, then = .
n=1
2n n2 n=1
n2
+∞
X 1
By Theorem 2.2.14, the series 2
is convergent.
n=1
n
+∞
X (−1)n (x + 1)n
Hence, the series converges for x = −3.
n=1
2n n2

+∞ +∞
X (−1)n (2)n X (−1)n
(C) If x = 1, then = .
n=1
2n n2 n=1
n2
We apply Definition 2.4.8:
+∞ +∞
X (−1)n X 1
n2 = .

n=1
n2 n=1
+∞
X 1
By Theorem 2.2.14, the series 2
is convergent.
n=1
n
+∞
X (−1)n
By Definition 2.4.8, the series is (absolutely) convergent.
n=1
n2
+∞
X (−1)n (x + 1)n
Hence, the series converges for x = 1.
n=1
2n n2

+∞
X (−1)n (x + 1)n
Therefore, the series converges for −3 ≤ x ≤ 1.
n=1
2n n2

+∞
X (−1)n xn
Example 2.5.3 Find the values of x for which the series converges.
n=1
n!

Solution:
(A) Apply the ratio test:
(−1)n xn (−1)n+1 xn+1 (−1)n (−1)xn x
un = and un+1 = = .
n! (n + 1)! (n + 1)(n!)
Then
(−1)n (−1)xn x
 
un+1 n! 1
lim = lim · = lim |x| = 0.
n→+∞ un n→+∞ (n + 1)(n!) (−1)n xn n→+∞ n+1
41

un+1
This implies that lim = 0 for all real numbers x.
n→+∞ un
+∞
X (−1)n xn
Therefore, the series converges for all real numbers x.
n=1
n!

+∞
X (−1)n n!xn
Example 2.5.4 Find the values of x for which the series converges.
n=1
10n

Solution:
(A) Apply the ratio test:
(−1)n n!xn
un =
10n
and
(−1)n+1 (n + 1)!xn+1 (−1)n (−1)(n + 1)(n!)xn x
un+1 = = .
10n+1 10n 10
Then
(−1)n (−1)(n + 1)(n!)xn x n

un+1 10
lim = lim
n
· n n

n→+∞ un n→+∞ 10 10 (−1) n!x
|x|
= lim (n + 1)
n→+∞ 10
(
0, if x = 0
=
+∞, if x 6= 0.

+∞
X (−1)n n!xn
Therefore, the series converges only for x = 0.
n=1
10n

+∞
X
Theorem 2.5.5 Let cn (x − a)n be any given power series. Then either
n=1
(i) the series converges only for x = a; or
(ii) the series converges for all values of x; or
(iii) there is a number R > 0 such that the series converges for all x
for which |x − a| < R and diverges for all x for which |x − a| > R.
42

Exercises 2.5.6 Find the values of x for which the series converges.
+∞ +∞
X n(x + 2)n X (−1)n (x + 4)n
(1) (2)
n=1
2n n=1
3n · n2
+∞ +∞
X n!(x + 1)n X (−1)n+1 (x − 2)n
(3) (4) √
n=1
5n n=1
n n

2.6 Taylor’s Series

Suppose that a power series


+∞
X
an (x − a)n
n=0

converges in some interval −R < x < R (R > 0). Then the sum of the series
has a value for each x in this interval and so defines a function of x. We can
therefore write
+∞
X
f (x) = an (x − a)n , a−R<x<a+R
n=0

for those values of x. we see that all the elementary functions we have studied
can be represented by convergent power series.

Question: What is the relationship between the coefficients a0 , a1 , a2 , ..., an , ...


and the function f ?

f n (a)
Answer: an = .
n!
Therefore,
+∞ n
X f (a)
f (x) = (x − a)n , a − R < x < a + R.
n=0
n!

Definition 2.6.1 The right side of the equation


43

+∞ n
X f (a)
f (x) = (x − a)n
n=0
n!

is called the Taylor series for f about the point a or the expansion of
f into a power series about a.

For the special case a = 0, the Taylor series is


+∞ n
X f (a)
f (x) = xn .
n=0
n!

The right side of the equation is called the Maclaurin series for f .

Example 2.6.2 Assuming that f (x) = sin x is given by its Maclaurin series,
expand sin x into such a series.

Solution:
f (x) = sin x, f (0) = 0,
f (1) (x) = cos x, f (1) (0) = 1,
f (2) (x) = − sin x, f (2) (0) = 0,
f (3) (x) = − cos x, f (3) (0) = −1,
f (4) (x) = sin x, (4)
f (0) = 0.
Therefore,
0 0 1 1 0 2 −1 3 0 4 1 5 0 6 −1 7
sin x = x + x + x + x + x + x + x + x + ...
0! 1! 2! 3! 4! 5! 6! 7!
x3 x5 x7 x9
=x− + − + − ...
3! 5! 7! 9!
+∞
X (−1)n x2n+1
= .
n=0
(2n + 1)!

It can be verified that the above series converges for all values of x.

Example 2.6.3 Assuming that f (x) = cos x is given by its Maclaurin series,
expand cos x into such a series.

Solution:
44

f (x) = cos x, f (0) = 1,


f (1) (x) = − sin x, f (1) (0) = 0,
f (2) (x) = − cos x, f (2) (0) = −1,
f (3) (x) = sin x, f (3) (0) = 0,
f (4) (x) = cos x, f (4) (0) = 1.
Therefore,
1 0 0 1 −1 2 0 3 1 4 0 5 −1 6 0 7
cos x = x + x + x + x + x + x + x + x + ...
0! 1! 2! 3! 4! 5! 6! 7!
x2 x4 x6 x8
=1− + − + − ...
2! 4! 6! 8!
+∞
X (−1)n x2n
= .
n=0
(2n)!
1
Example 2.6.4 Assuming that f (x) = x
is given by its Taylor series about
x = 1, expand x1 into such a series.
Solution:
f (x) = x−1 , f (1) = 1,

f (1) (x) = (−1)x−2 , f (1) (1) = −1,

f (2) (x) = (−1)(−2)x−3 , f (2) (1) = (1)(2) = 2!,

f (3) (x) = (−1)(−2)(−3)x−4 , f (3) (1) = (1)(2)(3) = −(3!),

f (4) (x) = (−1)(−2)(−3)(−4)x−5 , f (4) (1) = 4!.

Therefore,
1 1 −1 2! −(3!) 4!
= (x − 1)0 + (x − 1)1 + (x − 1)2 + (x − 1)3 + (x − 1)4 + ...
x 0! 1! 2! 3! 4!
2 3 4
= 1 − (x − 1) + (x − 1)x − (x − 1) + (x − 1) − ...
+∞
X
= (−1)n (x − 1)n .
n=0
45

2.7 Differentiation and Integration of Series

+∞
X
Theorem 2.7.1 If cn xn is a power series having a radius of convergence
n=0
+∞
X
of R > 0, then ncn xn−1 also has R as its radius of convergence.
n=0

+∞
X
Theorem 2.7.2 If the radius of convergence of the power series cn xn is
n=0
+∞
X
R > 0, then R is alos the radius of convergence of n(n − a)cn xn−2 .
n=0

+∞
X
Theorem 2.7.3 Let cn xn be a power series whose radius of convergence
n=0
is R > 0. if f is a function defined by
+∞
X
f (x) = cn x n
n=0
0
then f (x) exists for every x in the open interval (−R, R) and
+∞
X
ncn xn−1 .
n=0

Example 2.7.4 Assuming that the function f (x) = sin x is given by the series
x 3 x5 x7 x9
sin x = x − + − + − ...,
3! 5! 7! 9!
find the Maclaurin seties for cos x.
x3 x5 x7 x9
Solution: Let sin x = x − + − + − ....
3! 5! 7! 9!
Differentiating on both sides we get
3x2 5x4 7x6 9x8
cos x = 1 − + − + − ...
3! 5! 7! 9!
3x2 5x4 7x6 9x8
=1− + + − + ...
3(2!) 5(4!) 7(6!) 9(8!)
x2 x4 x6 x8
Therefore, cos x = 1 − + + − + ....
2! 4! 6! 8!
46

+∞
1 X
Example 2.7.5 Given = (−1)n (x−1)n , obtain a power series representation
x n=0
1
of .
(1 − x)2

Solution: We have
+∞
1 X
= (−1)n (x − 1)n = 1 − (x − 1) + (x − 1)x2 − (x − 1)3 + (x − 1)4 − ....
x n=0

Replacing x by 1 − x, we get
+∞ +∞
1 X X
= (−1)n (1 − x − 1)n = (−1)n (−x)n .
1 − x n=0 n=0

+∞
1 X
Hence, = xn = 1 + x + x2 + x3 + x4 + ....
1 − x n=0
Differentiating on both sides, we get
+∞
1 X
= nxn−1 = 1 + 2x + 3x2 + 4x3 + 5x4 + ....
(1 − x)2 n=0

+∞
X
Theorem 2.7.6 Let cn xn be a power series whose radius of convergence
n=0
is R > 0. If f is a function defined by
+∞
X
f (x) = cn x n
n=0

then f is integrable on every closed subinterval of (−R, R) and the integral of


f is evaluated by integrating the given power series term by term; that is, if x
is in (−R, R), then
Z x +∞
X cn n+1
f (t) dt = x .
0 n=0
n + 1

Furthermore, R is the radius of convergence of the resulting series.

Example 2.7.7 Assuming that the function f (x) = sin x is given by the series
47

x3 x5 x7 x9
sin x = x − + − + − ...,
3! 5! 7! 9!
find the Maclaurin seties for cos x.
x3 x5 x7 x9
Solution: Let sin x = x − + − + − ....
3! 5! 7! 9!
Applying Theorem 2.7.6, we get
Z x
x2 x4 x6 x8 x10
sin t dt = − + − + − ...
0 2 4(3!) 6(5!) 8(7!) 10(9!)
Thus,
x2 x4 x6 x8 x10
[− cos t]x0 = − + − + − ...
2! 4! 6! 8! 10!
Hence,
x2 x4 x6 x8 x10
− cos x + 1 = − + − + − ...
2! 4! 6! 8! 10!
x2 x4 x6 x8 x10
Therefore, cos x = 1 − + + − + − ....
2! 4! 6! 8! 10!
Theorem 2.7.8 For |x| < 1, we have the expansion:
+∞
X (−1)n−1 xn
ln(1 + x) = .
n=1
n

Proof : From Example 2.6.4, we have


+∞
1 X
= (−1)n (x − 1)n = 1 − (x − 1) + (x − 1)x2 − (x − 1)3 + (x − 1)4 − ....
x n=0

Replacing x by x + 1, we get
+∞ +∞
1 X X
= (−1)n (1 + x − 1)n = (−1)n (x)n .
1 + x n=0 n=0

Thus,
+∞
1 X
= (−1)n xn = 1 − x + x2 − x3 + x4 − ....
1 + x n=0
48

Applying Theorem 2.7.6, we get


x +∞
X (−1)n xn+1 x2 x3 x4 x5
Z
1
dt = =x− + − + − ....
0 1+t n=0
n + 1 2 3 4 5

Hence,
+∞
X (−1)n xn+1 x2 x3 x4 x5
[ln(1 + t)]x0 = =x− + − + − ....
n=0
n+1 2 3 4 5

Therefore,
+∞
X (−1)n−1 xn x2 x3 x4 x5
ln(1 + x) = =x− + − + − ....
n=1
n 2 3 4 5

Example 2.7.9 Assuming that the expansion of f (x) = (4 + x2 )−1 is given


by the series
+∞
X (−1)n x2n
1
= ,
4 + x2 n=0
22n+2

2x
valid for |x| < 2, find an expansion for .
(4 + x2 )2

Exercises 2.7.10 Assuming that the expansion of f (x) = (1 − x)−1 is given


by the series
+∞
X
−1
(1 − x) = xn ,
n=0

valid for |x| < 1, find an expansion for the following.

1. f (x) = (1 − x)−2 ; 2. f (x) = (1 + x2 )−1 ;


 
1+x
3. f (x) = x ln(1 + x2 ); 4. f (x) = ln .
1−x

Exercises 2.7.11 Find the Maclaurin expansion for cos 2x and use this to
find one for sin2 x.
CHAPTER 3

ANALYTIC GEOMETRY IN THREE DIMENSIONS

3.1 The Number Space R3


In the study of three-dimensional geometry it is useful to introduce the
set of all ordered triples of real numbers, called the set of three-dimensional
number space, denoted by R3 . Each individual number triple is a point in
R3 . The three elements in each number triple are called its coordinates.
In three-dimensional space, we consider three mutually perpendicular
lines which intersect in a point O. We designate these lines the coordinate
axes and, starting from O, set up identical number scales on each of them. If
the positive directions of the x, y, and z axes are labeled x, y, and z, we say
the axes form a right-handed system, We shall use the right-handed system
throughout.
Any two intersecting lines in space determine a plane. A plane containing
two of the coordinate axes is called a coordinate plane.

Theorem 3.1.1 The distance d between the points P1 (x1 , y1 , z1 ) and P2 (x2 , y2 , z2 )
is
p
d = (x2 − x1 )2 + (y2 − y1 )2 + (z2 − z1 )2 .

Example 3.1.2 Find the distance between the points P1 (1, 4, −2) and P2 (−3, 6, 7).
p √ √
Solution: d = (−3 − 1)2 + (6 − 4)2 + (7 − (−2))2 = 16 + 4 + 81 = 101.


Theorem 3.1.3 The midpoint P of the line segment connecting the points
P1 (x1 , y1 , z1 ) and P2 (x2 , y2 , z2 ) has coordinates P (x, y, z) given by
x1 + x 2 y1 + y2 z1 + z2
x= , y= , z= .
2 2 2
Example 3.1.4 Find the midpoint of the segment joining the points P1 (1, 4, −2)
and P2 (−3, 6, 7).
1 + (−3) (4 + 6) −2 + 7 5
Solution: x = = −1, y = = 5, and z = = .
2   2 2 2
5
Therefore, the midpoint is −1, 5, . 
2
50

Example 3.1.5 Find the equation of the graph of all points equidistant from
the points (2, −1, 3) and (3, 1, −1).

Solution: Let P (x, y, z) be a point on the graph. Then the distance from P to
(2, −1, 3) equals the distance from P to (3, 1, −1). Thus,
p p
(x − 2)2 + (y + 1)2 + (z − 3)2 = (x − 3)2 + (y − 1)2 + (z + 1)2 .

Squaring both sides, we get

(x − 2)2 + (y + 1)2 + (z − 3)2 = (x − 3)2 + (y − 1)2 + (z + 1)2 .

Thus,

x2 − 4x + 4 + y 2 + 2y + 1 + z 2 − 6z + 9 = x2 − 6x + 9 + y 2 − 2y + 1 + z 2 + 2z + 1.

Hence, the equation is 2x − 4y − 3 = 0. 

Example 3.1.6 Determine whether or not the given points lie on a line:
A(1, −1, 2), B(−1, −4, 3), C(3, 2, 1).

Solution: Find the distances between pairs of points. The three points lie on
a line if and only if the sum of the two shortest distances equals the largest
distance. We have
p √
|AB| = p(−1 − 1)2 + (−4 + 1)2 + (3 − 2)2√= 14,
|AC| = p(3 − 1)2 + (2 + 1)2 + (1 − 2)2 = √14, and√
|BC| = (3 + 1)2 + (2 + 4)2 + (1 − 3)2 = 56 = 2 14.
√ √ √
Then |AB| + |AC| = 14 + 14 = 2 14 = |BC|. Hence, the three points lie
on a line. 

Example 3.1.7 Describe the set of points {(x, y, z) : x2 + y 2 + z 2 < 1}.

Solution: The set of points {(x, y, z) : x2 + y 2 + z 2 = 1} is a sphere with center


at (0, 0, 0) and radius 1. Hence, the set of points {(x, y, z) : x2 + y 2 + z 2 < 1}
is the interior of a sphere with center at (0, 0, 0) and radius 1. 
51

3.2 Direction Cosines and Direction Numbers


In three-dimensional space we consider a line passing through the origin
O and place an arrow on it so that one of the two possible directions on the line
is distinguished. We call such a line a directed line. We use the symbol L ~ to
indicate a directed line while the letter L without an arrow over it indicates an
undirected line. We denote by α, β, and γ the angles made by the directed line

L and the positive directions of the x, y, and z axes, respectively. We define
these angles to be the directed angles of the directed line L.~ the undirected
line L will have two possible sets of directed angles according to the ordering
chosen. The two sets are α, β, and γ; and π − α, π − β, and π − γ.

~ then
Definition 3.2.1 If α, β, γ are direction angles of a directed line L,
~
cos α, cos β, cos γ are called the direction cosines of L.

Remark 3.2.2 Since cos(π − θ) = − cos θ, we see that if cos α = λ, cos β = µ,


~ , then λ, µ, ν and −λ, −µ,
cos γ = ν are direction cosines of a directed line L
−ν are the sets of direction cosines of the undirected line L.

Theorem 3.2.3 Let cos α, cos β, and cos γ be the direction cosines of any line
L, then cos2 α + cos2 β + cos2 γ = 1.

Remark 3.2.4 All parallel lines in space have the same direction cosines.

Definition 3.2.5 Two sets of number triples a, b, c and a0 , b0 , c0 , neither all


zero, are said to be proportional if there is a real number k such that

a0 = ka, b0 = kb, c0 = kc.

Remark 3.2.6 The real number k maybe positive or negative but not zero,
since by hypothesis neither of the number triples is 0, 0, 0. If none of the
numbers a, b, and c is zero, we may write the proportionality relations as
a0 b0 c0
k= , k= , k= .
a b c
Definition 3.2.7 Suppose that a line L has direction cosines λ, µ, ν. Then
a set of numbers a, b, c is called a set of direction numbers for L if a, b, c
and λ, µ, ν are proportional.
52

Theorem 3.2.8 If P1 (x1 , y1 , z1 ) and P2 (x2 , y2 , z2 ) are two points on a line L,


and d is the distance from P1 to P2 , then
x2 − x1 y2 − y1 z2 − z1
λ= , µ= , ν= .
d d d
is a set of direction cosines of L.

Corollary 3.2.9 If P1 (x1 , y1 , z1 ) and P2 (x2 , y2 , z2 ) are two distinct points on


a line L, then

x2 − x1 , y2 − y1 , z2 − z1 .

constitute a set of direction numbers for L.

Example 3.2.10 Find direction numbers and direction cosines for the line L
passing through the points P1 (1, 5, 2) and P2 (3, 7, −4).

Solution: We have

x2 − x1 = 3 − 1 = 2, y2 − y1 = 7 − 5 = 2, z2 − z1 = −4 − 2 = −6.

Thus, a direction numbers for L are 2, 2, −6. Next,


p √ √
d = 22 + 22 + (−6)2 = 44 = 2 11.

Hence, the direction cosines for L are


2 2 −6 1 1 −3
√ , √ , √ or √ , √ , √ .
2 11 2 11 2 11 11 11 11

Example 3.2.11 Do the three points P1 (3, −1, 4), P2 (1, 6, 8), and P3 (9, −22, −8)
lie on the same straight line?

Solution: Answer: YES.


Let L1 be a line through P1 and P2 and let L2 be a line through P2 and
P3 . Then a set of direction numbers for L1 is −2, 7, 4 and a set of direction
numbers for L2 is 8, −28, −16. Since the two sets of numbers are proportional
(with k = −4), the two lines have the same direction cosines. Thus, the two
lines are parallel. But they have a common point, hence, they must coincide.
Therefore, the three points lie on the same straight line. 

Corollary 3.2.12 A line L1 is parallel to a line L2 if and only if a set of


direction numbers of L1 is proportional to a set of direction numbers of L2 .
53

Example 3.2.13 Determine whether or not the line through the points P1 (4, 8, 0),
P2 (1, 2, 3) is parallel to the line through the points Q1 (0, 5, 0) and Q2 (−3, −1, 3).

Solution: Let L1 be the line through the points P1 (4, 8, 0), P2 (1, 2, 3) and let
L2 be the line through the points Q1 (0, 5, 0) and Q2 (−3, −1, 3).

Then a direction numbers for L1 are −3, −6, 3 and a direction numbers
for L2 are −3, −6, 3.

Thus, the set of number triples −3, −6, 3 and −3, −6, 3 are proportional
with k = −1. Therefore, L1 is parallel to L2 . 

Example 3.2.14 Determine whether or not the line through the points P1 (2, 1, 1),
P2 (3, 2, −1) is parallel to the line through the points Q1 (0, 1, −4) and Q2 (2, 3, 0).

Solution: Let L1 be the line through the points P1 (2, 1, 1), P2 (3, 2, −1) and let
L2 be the line through the points Q1 (0, 1, −4) and Q2 (2, 3, 0).

Then a direction numbers for L1 are 1, 1, −2 and a direction numbers


for L2 are 2, 2, 4.

The set of number triples 1, 1, −2 and 2, 2, 4 are not proportional.


Therefore, L1 is not parallel to L2 . 

Theorem 3.2.15 If L1 and L2 have direction cosines λ1 , µ1 , ν1 and λ2 , µ2 , ν2 ,


respectively, and if θ is the angle between L1 and L2 , then
cos θ = λ1 λ2 + µ1 µ2 + ν1 ν2 .

Example 3.2.16 Find the cosine of the angle between the line L1 , passing
through the points P1 (1, 4, 2) and P2 (3, −1, 3), and the line L2 , passing through
the points Q1 (3, 1, 2) and Q2 (2, 1, 3).

Solution: p √
Direction numbers for L1 are 2, −1, 5 and d1 = 22 + (−1)2 + 52 = 30.
2 −5 1
Direction cosines for L1 are √ , √ , √ .
30 30 30
p √
Direction numbers for L2 are −1, 0, 1 and d2 = (−1)2 + 02 + 12 = 2.
−1 1
Direction cosines for L2 are √ , 0, √ .
2 2
       
2 −1 −5 1 1 1
Hence, cos θ = √ √ + √ (0) + √ √ =− √ . 
30 2 30 30 2 2 15
54

Corollary 3.2.17 If L1 and L2 have direction numbers a1 , b1 , c1 and a2 , b2 , c2 ,


respectively, and if θ is the angle between L1 and L2 , then
a1 a2 + b 1 b 2 + c 1 c 2
cos θ = .
d1 d2
Example 3.2.18 Find the angle between the line L1 , passing through the
points P1 (2, 1, 4) and P2 (−1, 4, 1), and the line L2 , passing through the points
Q1 (0, 5, 1) and Q2 (3, −1, −2).
p
Solution:
√ Direction numbers for L 1 are −3, 3, −3 and d1 = (−3)2 + (3)2 + (−3)2 =
3 3.
p
Direction
√ numbers for L2 are 3, −6, −3 and d2 = (3)2 + (−6)2 + (−3)2 =
3 6.

(−3)(3) + (3)(−6) + (−3)(−3) −18 − 2
Hence, cos θ = √ √ = √ = .
(3 3)(3 6) 9 18 3
√ !
− 2
Therefore, θ = arccos + 2kπ, where k ∈ Z. 
3

Corollary 3.2.19 Two lines L1 and L2 with direction numbers a1 , b1 , c1 and


a2 , b2 , c2 , respectively, are penpendicular if and only if
a1 a2 + b1 b2 + c1 c2 = 0.

Example 3.2.20 Determine whether or not the line through the points P1 (2, 1, 3)
and P2 (4, 0, 5) is perpendicular to the line through the points Q1 (3, 1, 2) and
Q2 (2, 1, 6).

Solution: Let L1 be the line through the points P1 (2, 1, 3) and P2 (6, 0, 5) and
let L2 be the line through the points Q1 (3, 1, 2) and Q2 (2, 1, 4).
Then a direction numbers for L1 are 4, −1, 2 and a direction numbers
for L2 are −1, 0, 2. Thus,
(4)(−1) + (−1)(0) + (2)(2) = −4 + 0 + 4 = 0.
Therefore, L1 is perpendicular to L2 . 

Example 3.2.21 Determine whether or not the line through the points P1 (2, −1, 0)
and P2 (3, 1, 2) is perpendicular to the line through the points Q1 (2, −1, 4) and
Q2 (4, 0, 4).
55

Solution: Let L1 be the line through the points P1 (2, −1, 0) and P2 (3, 1, 2) and
let L2 be the line through the points Q1 (2, −1, 4) and Q2 (4, 0, 4).
Then a direction numbers for L1 are 1, 2, 2 and a direction numbers for
L2 are 2, 1, 0. Thus,

(1)(2) + (2)(1) + (2)(0) = 4 6= 0.

Therefore, L1 is not perpendicular to L2 . 

3.3 Equations of Lines and Planes in R3

Theorem 3.3.1 The two-point form of the parametric equations of a line is

x = x0 + (x1 − x0 )t, y = y0 + (y1 − y0 )t, z = z0 + (z1 − z0 )t.

Example 3.3.2 Find the parametric equations of the line through the points
(3, 2, −1) and (4, 4, 6). Locate three additional points on the line.

Solution: Let P0 (3, 2, 1) and P1 (4, 4, 6). Then the parametric equations of the
line are

x = 3 + t, y = 2 + 2t, z = 1 + 5t.

If we let t = 2, then we obtain (5, 6, 13); if t = 3, we get (6, 8, 20); if t = −1,


we get (2, 0, −8).

Theorem 3.3.3 The parametric equations of a line through the point P0 (x0 , y0 , z0 )
with direction numbers a, b, c are given by

x = x0 + at, y = y0 + bt, z = z0 + ct.

Example 3.3.4 Find the parametric equations of a line through the point
(3, 1, 5) which is parallel to the line x = 4 − t, y = 2 + 3t, z = −4 + t.

Solution: Let L be the line through the point (3, 1, 5) with direction numbers
a, b, c and let L1 = {(x, y, z) : x = 4 − t, y = 2 + 3t, z = −4 + t}.

L k L1 ⇔ a, b, c and −1, 3, 1 are proportional.


Hence, direction numbers for L are −1, 3, 1.

Therefore, L = {(x, y, z) : x = 3 − t, y = 1 + 3t, z = 5 + t}.


56

Remark 3.3.5 If none of the direction numbers is zero, the parameter t may
be eliminated from the system of equations of the line. We may write
x − x0 y − y0 z − z0
= = .
a b c
for the equations of a line. The above equations are called the symmetric
form for the equations of a line.

Remark 3.3.6 If one of the direction numbers is zero, the equations


x − x0 y − y0 z − z0
= = , a 6= 0, b 6= 0
a b 0
are understood to stand for the equations
x − x0 y − y0
= , and z = z0 .
a b
Example 3.3.7 Find the symmetric equations of the line through the points
(1, 3, 2) and (2, −1, 4).

Solution: Let L be the line. Then a direction numbers for L are 1, −4, 2.
 
x−1 y−3 z−2
Therefore, L = (x, y, z) : = = .
1 −4 2

Theorem 3.3.8 Let P0 (x0 , y0 , z0 ) be a given point, and suppose that a given
line L has direction numbers A, B, C. The equation of the plane passing
through the point P0 and perpendicular to L is

A(x − x0 ) + B(y = y0 ) = C(z = z0 ) = 0.

Example 3.3.9 Find the equation of the plane through the points P0 (5, 2, −3)
which is perpendicular to the line through the points P1 (5, 4, 3) and P2 (−6, 1, 7).

Solution: A direction numbers for the line are −11, −3, 4. Therefore, the
equation of the plane is −11(x − 5) − 3(y − 2) + 4(z + 3) = 0.

Definition 3.3.10 A set of attitude numbers of a plane is any set of


direction numbers of a line perpendicular to the plane.

Example 3.3.11 What are the sets of attitude numbers for the plane parallel
to the coordinate planes?
57

Solution: A plane parallel to the yz plane has an equation x − c = 0, where


c is a constant. Hence, a plane parallel to the yz plane has attitude numbers
1, 0, 0. Similarly, a plane parallel to the xz plane has attitude numbers 0, 1, 0
and a plane parallel to the xy plane has attitude numbers 0, 0, 1.

Theorem 3.3.12 Two planes are parallel if and only if their attitude numbers
are proportional.

Example 3.3.13 Find an equation of the plane through the point (1, −2, −1)
and parallel to the plane 3x + 2y − z + 4 = 0.

Solution: Let Φ be the plane through the point (1, −2, −1) with attitude
numbers A, B, C and let Φ1 be tha plane 3x + 2y − z + 4 = 0. Then Φ1
has attitude numbers 3, 2, −1.

Φ ⊥ Φ1 ⇔ A, B, C and 3, 2, −1 are proportional. Hence, an attitude numbers


for Φ are 3, 2, −1.

Therefore, Φ = {(x, y, z) : 3(x − 1) + 2(y + 2) − 1(z + 1) = 0}.

Theorem 3.3.14 If A, B, and C are not all zero, the graph of an equation
of the form Ax + By + Cz + D = 0 is a plane.

Example 3.3.15 Find an equation of the plane passing through the points
(2, 1, 3, (1, 3, 2), (−1, 2, 4).

Solution: Let Ax + By + Cz + D = 0 be the equation of the plane. Then the


three points satisfy the equation:

(2, 1, 3) : 2A + B + 3C + D = 0.
(1, 3, 2) : A + 3B + 2C + D = 0.
(−1, 2, 4) : −A + 2B + 4C + D = 0.

Solving for A, B, C in terms of D, we obtain


3D
A=− , B = − 4D
25
, C = − 5D
25
.
25
If we take D = −25, then we have A = 3, B = 4, and C = 5. Therefore, the
equation of the plane is 3x + 4y + 5z − 25 = 0.
58

Definition 3.3.16 Let Φ1 and Φ2 be two planes, and let L1 and L2 be two
lines which are perpendicular to Φ1 and Φ2 , respectively. Then the angle
between Φ1 and Φ2 is the angle between L1 and L2 . Furthermore, we make
the convention that we always select the acute angle between these lines as
the angle between Φ1 and Φ2 .

Theorem 3.3.17 The angle θ between the planes A1 x + B1 y + C1 z + D1 = 0


and A2 x + B2 y + C2 z + D1 = 0 is given by
|A1 A2 + B1 B2 + C1 C2 |
cos θ = p 2 p .
A1 + B12 + C12 A22 + B22 + C22

Example 3.3.18 Find the angle between the planes 3x − 2y + z = 4 and


x + 4y − 3z = 2.

Solution: Let Φ1 be the plane 3x − 2y + z = 4 with attitude numbers 3, −2, 1


and let Φ2 be the plane x + 4y − 3z = 2 with attitude numbers 1, 4, −3.
Therefore,

|(3)(1) + (−2)(4) + (1)(−3)|


cos θ = p p
32 + (−2)2 + 12 12 + 42 + (−3)2
| − 8|
=√ √
14 26
8
= √
2 91
4
=√ .
91
 
4
Therefore, θ = arccos √ .
91

Corollary 3.3.19 Two planes with attitude numbers A1 , B1 , C1 and A2 , B2 , C2


are perpendicular if and only if

A1 A2 + B1 B2 + C1 C2 = 0.

Example 3.3.20 The two planes 2x + 3y − 4z − 6 = 0 and 3x − y + 2z + 4 = 0


intersect in a line. Find the equations of the line of intersection.

Solution: Solve simultaneously the above equations for x and y in terms of z.


Then
59

6 2 26 16
x=− − z and y = + z.
11 11 11 11
If we let z = t, then
6 2 26 16
x=− − t and y = + t.
11 11 11 11
6 2 26 16
Hence, the equations of the line are x = − − t, y = + t, z = t.
11 11 11 11
Example 3.3.21 Determine whether or not the planes Φ1 : 3x−y +z −2 = 0;
Φ2 : x + 2y − z + 1 = 0; Φ3 : 2x + 2y + z − 4 = 0 intersect. If so, find the point
of intersection.

Example 3.3.22 Find the point of intersection of the plane 3x−y+2z−3 = 0


x+1 y+1 z−1
and the line = = .
3 2 −2
Solution: Write the equations of the line in parametric form:
x = −1 + 3t, y = −1 + 2t z = 1 − 2t.
The point of intersectiion is given by the value of t. This point must satisfy
the equation of the plane. Thus,
3(−1 + 3t) − (−1 + 2t) + 2(1 − 2t) = 0 ⇔ t = 1
If t = 1, then x = 2, y = 1, and z = −1. Therefore, the point of intersection
is (2, 1, −1).

Theorem 3.3.23 The distance d from the point P1 (x1 , y1 , z1 ) to the plane
Ax + By + Cz + D = 0 is given by
|Ax1 + By1 + Cz1 + D|
d= √ .
A2 + B 2 + C 2
Example 3.3.24 Find the distance from the point (2, −1, 5) to the plane
3x + 2y − 2z − 7 = 0.

|3(2) + 2(−1) − 2(5) − 7| 13


Solution: d = p = √ .
32 + 22 + (−2)2 17

Example 3.3.25 Find the equation of the plane containing the lines
x+1 y−2 z−1 x+1 y−2 z−1
= = and = = .
2 3 1 1 −1 2
60

Solution: Let Φ be the plane with attitude numbers A, B, C; let L1 be the line
x+1 y−2 z−1 x+1 y−2 z−1
= = ; and let L2 be the line = = . Then
2 3 1 1 −1 2

Φ k L1 ⇔ 2A + 3B + C = 0
Φ k L2 ⇔ A − B + 2C = 0

Solving the linear system (show your solution), we obtain

A = −7, B = 3, and C = 5.

Consider P (−1, 2, 1) a point on L1 (when t = 0). Therefore,

Φ = {(x, y, z)| − 7(x + 1) + 3(y − 2) + 5(z − 1) = 0}. 

Example 3.3.26 Find the equation of the plane containing the lines
x−2 y+1 z x+1 y z+2
= = and = = .
2 −1 3 2 −1 3
Solution: Let Φ be the plane with attitude numbers A, B, C; L1 be the line
x−2 y+1 z x+1 y z+2
= = ; and L2 be the line = = . Note that
2 −1 3 2 −1 3
L1 k L2 .

Let P1 (2, −1, 0) be a point on L1 ; P2 (−1, 0, −2) be a point on L2 ; and L be


a line through P1 (2, −1, 0) and P2 (−1, 0, −2). Then L has direction numbers
−3, 1, −2. Thus,

Φ k L1 ⇔ 2A − B + 3C = 0
Φ k L ⇔ −3A + B − 2C = 0

Solving the linear system (show your solution), we obtain

A = 1, B = 5, and C = 1.

Therefore, Φ = {(x, y, z)|(x + 1) + 5(y − 2) + (z − 1) = 0}. 

Example 3.3.27 Find the equation of the plane through the point (3, −1, 2)
x−2 y+1 z
and the line = = .
2 3 −2
61

Solution: Let Φ be the plane with attitude numbers A, B, C and L1 be the line
x−2 y+1 z
= = .
2 3 −2
Let P (3, −1, 2) be the point on Φ; let P1 (2, −1, 0) be a point on L1 (when
t = 0); and let L be a line through P (3, −1, 2) and P1 (2, −1, 0). Then L has
direction numbers −1, 0, −2. Thus,
Φ k L1 ⇔ 2A + 3B − 2C = 0
Φ k L ⇔ −A + 0B − 2C = 0
Solving the linear system (show your solution), we obtain
A = −2, B = 2, and C = 1.
Therefore, Φ = {(x, y, z)| − 2(x − 3) + 2(y + 1) + (z − 2) = 0}. 
Example 3.3.28 Find the equation of the plane passing through the points
(2, 1, 3), (1, 3, 2), (−1, 2, 4).
Solution: Let Φ be the plane with attitude numbers A, B, C and let P1 (2, 1, 3),
P2 (1, 3, 2), P3 (−1, 2, 4).

Let L1 be a line through P1 (2, 1, 3) and P2 (1, 3, 2); and let L2 be a line through
P2 (1, 3, 2) and P3 (−1, 2, 4). Then L1 has direction numbers −1, 2, −1 and L2
has direction numbers −2, −1, 2. Thus,
Φ k L1 ⇔ −A + 2B − C = 0
Φ k L ⇔ −2A − B + 2C = 0
Solving the linear system (show your solution), we obtain
A = 3, B = 4, and C = 5.
Therefore, Φ = {(x, y, z)|3(x − 2) + 4(y − 1) + 5(z − 3) = 0}. 
Example 3.3.29 Find the equations of the line through the point (2, 0, −4)
and parallel to each of the planes 2x + y − z = 0 and x + 3y + 5z = 0.
Solution: Let L be the line with direction numbers a, b, c; let Φ1 be the plane
2x + y − z = 0; and let Φ2 be the plane x + 3y + 5z = 0. Then
L k Φ1 ⇔ 2a + b − c = 0
L k Φ2 ⇔ a + 3b + 5c = 0
Solving the linear system (show your solution), we obtain
62

a = −8, b = 11, and c = −5.


Therefore, L = {(x, y, z)|x = 2 − 8t, y = 11t, z = −4 − 5t}. 

Example 3.3.30 Find the equations of the line through the point (1, −1, 1),
x−2 y+1 z
perpendicular to the line = = and parallel to the plane
2 3 6
x + y − z = 2.

Solution: Let L be the line with direction numbers a, b, c; let L1 be the line
x−2 y+1 z
= = ; and let Φ be the plane x + y − z = 2. Then
2 3 6
L ⊥ L1 ⇔ 2a + 3b + 6c = 0
LkΦ⇔a+b−c=0
Solving the linear system (show your solution), we obtain
a = 9, b = −8, and c = 1.
Therefore, L = {(x, y, z)|x = 1 + 9t, y = −1 − 8t, z = 1 + t}. 

Example 3.3.31 Find the equation of the plane through the line
x+1 y−1 z−2
= = which is perpendicular to the plane 2x+y −3z +4 = 0.
3 2 4
Solution: Let Φ be the plane with attitude numbers A, B, C; let L be the line
x+1 y−1 z−2
= = ; and let Φ1 be the plane 2x + y − 3z + 4 = 0. Then
3 2 4
Φ k L ⇔ 3A + 2B + 4C = 0
Φ ⊥ Φ1 ⇔ 2A + B − 3C = 0
Solving the linear system (show your solution), we obtain
A = 10, B = −17, and C = 1.
Consider P (−1, 1, 2) a point on L (when t = 0). Then P (−1, 1, 2) is on Φ.
Therefore,
Φ = {(x, y, z)|10(x + 1) − 17(y − 1) + (z − 2) = 0}. 

Example 3.3.32 Find the equation of the plane through the line
x+2 y z+1 x−1 y+1 z−1
= = which is parallel to the line = = .
3 −2 2 2 3 4
63

3.4 The Sphere and Cylinders

Theorem 3.4.1 An equation of a sphere of radius r and center C(h, k, l) is


(x − h)2 + (y − k)2 + (z − l)2 = r2 .
Theorem 3.4.2 An equation of the form
x2 + y 2 + z 2 + Dx + Ey + F z + G = 0
is an equation of a sphere if d2 + E 2 + F 2 > 4G.
Example 3.4.3 Find the center and the radius of the sphere with equation
x2 + y 2 + z 2 + 4x − 6y + 10z + 2 = 0.
Solution: Complete the square of all variables.

x2 + 4x + 4 + y 2 − 6y + 9 + z 2 + 10z + 25 = −2 + 4 + 9 + 25.

(x + 2)2 + (y − 3)2 + (z + 5)2 = 36

Therefore, the center is C(−2, 3, −5) and the radius is r = 6.


Example 3.4.4 Find the equation of the sphere with center C(1, 4, −2) and
radius r = 3.
Solution: We have (x − 1)2 + (y − 4)2 + (z + 2)2 = 32 .

x2 − 2x + 1 + y 2 − 8y + 16 + z 2 + 4z + 4 = 9.

Therefore, the equation of the sphere is x2 + y 2 + z 2 − 2x − 8y + 4z + 12 = 0.


Definition 3.4.5 A cylinder is a surface generated by a line moving along
a given plane curve in such a way that it always remains parallel to a fixed
line not lying in the plane of the given curve. The moving line is called a
generator of the cylinder and the given plane curve is called a directrix of
the cylinder. Any position of a generator is called a ruling of the cylinder.

We confine our discussion to cylinders having a directrix in a coordinate


plane and rulings perpendicular to that plane. If the rulings of a cylinder are
perpendicular to the plane of a directrix, the plane is said to be perpendicular
to the plane.
64

Theorem 3.4.6 The graph of an equation of the form

f (x, y) = 0

is a cylinder whose rulings are parallel to the z axis and whose directrix in the
xy is the curve

f (x, y) = 0, z = 0.

Example 3.4.7 Describe the graph of the equation x2 + y 2 = 9.

Solution:

x2 + y 2 − 9 = 0.

The graph is a cylinder whose rulings are parallel to the z axis.

x2 + y 2 − 9 = 0, z = 0.

The directrix of the cylinder in the xy plane is a circle with center at the origin
and radius 3.

Therefore, the graph of the equation x2 + y 2 = 9 is a right circular


cylinder whose directrix is x2 + y 2 − 9 = 0, z = 0 in the xy plane and whose
rulings are parallel to the z axis. 

Theorem 3.4.8 The graph of an equation of the form

f (y, z) = 0

is a cylinder whose rulings are parallel to the x axis and whose directrix in the
yz is the curve

f (y, z) = 0, x = 0.

Example 3.4.9 Describe the graph of the equation y 2 = 4z.

Solution:

y 2 − 4z = 0.

The graph is a cylinder whose rulings are parallel to the x axis.


65

y 2 − 4z = 0, x = 0.

The directrix in the yz plane is a parabola with vertex at the origin.

Therefore, the graph of the equation y 2 = 4z is a parabolic cylinder


whose directrix is y 2 − 4z = 0, x = 0 in the yz and whose rulings are parallel
to the x axis.

Theorem 3.4.10 The graph of an equation of the form

f (x, z) = 0

is a cylinder whose rulings are parallel to the y axis and whose directrix in the
xz is the curve

f (x, z) = 0, y = 0.

Example 3.4.11 Describe the graph of the equation 4x2 = 16 − z 2 .

Solution:

4x2 + z 2 − 16 = 0.

The graph is a cylinder whose rulings are parallel to the y axis.

x2 z 2
4x2 + z 2 − 16 = 0, y = 0. ⇔ + = 1, y = 0.
4 16
The directrix in the xz plane is an ellipse with center at the origin.

Therefore, the graph of the equation 4x2 = 16−z 2 is an elliptic cylinder


x2 z2
whose directrix is + = 1, y = 0 in the xz plane and whose rulings are
4 16
parallel to the y axis.
66

3.5 Cylindrical Coordinates

A cylindrical coordinate system is defined in the following way. A


point P in space with rectangular coordinates (x, y, z) may also be located
by replacing the x and y values with the corresponding polar coordinates r,
θ and by allowing the z value to remain unchanged. In other words, to each
ordered number triple of the form (r, θ, z), there is associated a point in space.
The transformation from cylindrical to rectangular coordinates is given by the
equations

x = r cos θ, x = r sin θ, z = z.

The transformation from rectangular to cylindrical coordinates is given by

r 2 = x2 + y 2 , tan θ = y/x, z = z.

(1) It is always assumed that the origins of the systems coincide and
that θ = 0 corresponds to the xz plane.
(2) The graph of θ=constant consists of all points in a plane containing
the z axis.
(3) The graph of r=constant consists of all points on a right circular
cylinder with the z axis as its central axis.
(4) The graph of z=constant consists of all points in a plane parallel
to the xy plane.

Remark 3.5.1 Cylindrical coordinates do not give one-to-one correspondence


between ordered number triples and points in R3 .

Example 3.5.2 Find cylindrical coordinates for the points: P (3, 3, 5) and
Q(2, 0, −1).

Solution: For P (3, 3, 5).


√ √
r2 = 32 + 32 = 18. Thus, r = 18 = 3 2.
3 π
tan θ = = 1. Hence, θk = arctan(1) + 2kπ = + 2kπ, where k ∈ Z.
3 4
π
Choose θ0 = .
4
 √ π 
Therefore, a cylindrical coordinates for P (3, 3, 5) is 3 2, , 5 .
4
67

For Q(2, 0, −1).



r2 = 22 + 02 = 4. Thus, r = 4 = 2.
0
tan θ = = 0. Hence, θk = arctan(0) + 2kπ = 2kπ, where k ∈ Z.
2
Choose θ0 = 0.

Therefore, a cylindrical coordinates for Q(2, 0, −1) is (2, 0, −1).



Example
√ 3.5.3 Find cylindrical coordinates for the points: R(−1, 3, 4) and
S( 3, −1, 4).

Solution: For R(−1, 3, 4).

r2 = (−1)2 + ( 3)2 = 4. Thus, r = 2.
√ √ !
3 − 3 π
tan θ = . Hence, θk = π + arctan + 2kπ = π − + 2kπ =
−1 1 3
2π 2π
+ 2kπ, where k ∈ Z. Choose θ0 = .
3 3

 

Therefore, a cylindrical coordinates for R(−1, 3, 4) is 2, , 4 .
3

For S( 3, −1, 4).

r2 = ( 3)2 + (−1)2 = 4. Thus, r = 2.
 
−1 −1 π
tan θ = √ . Hence, θk = arctan √ + 2kπ = − + 2kπ, where
3 3 3
π
k ∈ Z. Choose θ0 = − .
3
√  π 
Therefore, a cylindrical coordinates for S( 3, −1, 4) is 2, − , 4 .
3
Example 3.5.4 Find the rectangular coordinates of the points whose cylindrical
π   π 
coordinates are: 2, , 1 and 3, − , 2 .
3 4
 π 
Solution: For 2, , 1 .
3
68
 
π 1
x = 2 cos = 2 = 1.
3 2
√ !
π 3 √
y = 2 sin = 2 = 3.
3 2
 π   √ 
Therefore, the rectangular coordinates of 2, , 1 is 1, 3, 1 .
3
 π 
For 3, − , 2 .
4
 π √ ! √
2 3 2
x = 3 cos − =3 = .
4 2 2
 π √ ! √
2 3 2
y = 3 sin − =3 − =− .
4 2 2
√ √ !
 π  3 2 3 2
Therefore, the rectangular coordinates of 3, − , 2 is ,− , 2 .
4 2 2

Example 3.5.5 Find an equation in cylindrical coordinates of the graph


whose (x, y, z) equation is given.
(1) x2 + y 2 + z 2 = 9.
(2) x2 − y 2 = 4.
(3). x2 + y 2 − 4y = 0.

Solution: (1) x2 + y 2 + z 2 = 9.

r 2 = x2 + y 2 .

Therefore, an equation in cylindrical coordinates is r2 + z 2 = 9.

(2) x2 − y 2 = 4.

x = r cos θ and y = r sin θ.

(r cos θ)2 − (r sin θ)2 = 4. ⇔ r2 (cos2 θ − sin2 θ) = 4 ⇔ r2 cos 2θ = 4.

Therefore, an equation in cylindrical coordinates is r2 cos 2θ = 4.

(3). x2 + y 2 − 4y = 0.
69

r2 = x2 + y 2 and y = r sin θ.

r2 − 4r sin θ = 0. ⇔ r(r − 4 sin θ) = 0 ⇔ r = 0 or r − 4 sin θ = 0.

If r = 0, then 0 − 4 sin θ = 0 ⇔ θ = kπ, where k ∈ Z. Hence, the


graph of r = 0 is on the graph of r − 4 sin θ = 0 when θ = kπ.

Therefore, an equation in cylindrical coordinates is r − 4 sin θ = 0.

Example 3.5.6 Find an equation in rectangular coordinates for the following


equations.
(1) r cos θ = z.
(2) z = 1 − r2 .

Solution: (1) r cos θ = z.

x = r cos θ. Thus, x = Z.

Therefore, an equation in rectangular coordinates is x = z.

(2) z = 1 − r2 .

r2 = x2 + y 2 . Thus, z = 1 − (x2 + y 2 ) ⇔ x2 + y 2 + z = 1.

Therefore, an equation in rectangular coordinates is x2 + y 2 + z = 1.

Example 3.5.7 Find an equation in rectangular coordinates of r = 2 cos θ,


and identify the surface.

Solution: Multiplying both sides of the equation by r, we get r2 = 2r cos θ.

Substitute r2 = x2 + y 2 and x = r cos θ. Hence, x2 + y 2 = 2x.

Therefore, an equation in rectangular coordinates is x2 + y 2 − 2x = 0.

x2 + y 2 − 2x = 0.
The graph is a cylinder with generators parallel to the z axis.
70

x2 + y 2 − 2x = 0, z = 0. ⇔ (x − 1)2 + (y − 0)2 = 1, z = 0.
The intersection with the xy plane is a circle with center at (1, 0) and radius
r = 1.

Therefore, the graph of x2 + y 2 − 2x = 0 is a right circular cylinder with


generators parallel to the z axis.

3.6 Spherical Coordinates

A spherical coordinate system is defined in the following way. A


point P in space with rectangular coordinates (x, y, z) has spherical coordinates
(ρ, θ, φ), where ρ is the distance of the point P from the origin, θ is the same
quantity as in cylindrical coordinates, and φ is the angle that the directed line
~ makes with the positive z direction. The transformation from spherical
OP
to rectangular coordinates is given by the equations
x = ρ sin φ cos θ, y = ρ sin φ sin θ, z = ρ cos φ.
The transformation from rectangular to cylindrical coordinates is given by
y z
ρ 2 = x2 + y 2 + z 2 , tan θ = cos φ = p .
x x2 + y 2 + z 2

(1) The graph of ρ=constant is a sphere with center at the origin.


(2) The graph of θ=constant is a plane containing the z axis.
(3) The graph of φ=constant is a cone with vertex at the origin and
angle opening 2φ if 0 < φ < π/2. The lower portion of the cone is or is not
included according as negative values of rho are or not allowed.


Example 3.6.1 Find spherical coordinates for the points: P (3, 3, 3 2) and
Q(2, 0, −1).

Solution: For P (3, 3, 3 2).

ρ2 = 32 + 32 + (3 2)2 = 36. Thus, ρ = 6.
3 π
tan θ = = 1. Hence, θk = arctan(1) + 2kπ = + 2kπ, where k ∈ Z.
3 4
π
Choose θ0 = .
4
71

√ √ √ !
3 2 2 2 π
cos φ = = . Hence, φk = arccos + 2kπ = + 2kπ,
6 2 2 4
π
where k ∈ Z. Choose φ0 = .
4
√  π π
Therefore, a spherical coordinates for P (3, 3, 3 2) is 6, , .
4 4
For Q(2, 0, −1).

ρ2 = 22 + 02 + (−1)2 = 5. Thus, ρ = 5.
0
tan θ = = 0. Hence, θk = arctan(0) + 2kπ = 2kπ, where k ∈ Z.
2
Choose θ0 = 0.
 
−1 −1
cos φ = √ . Hence, φk = arccos √ + 2kπ, where k ∈ Z. Choose
 5
 5
−1
φ0 = arccos √ .
5

  
−1
Therefore, a spherical coordinates for Q(2, 0, −1) is 5, 0, arccos √ .
5

Example
√ 3.6.2 Find spherical coordinates for the points: R(−1, 3, 2) and
S( 3, −1, −2).

Solution: For R(−1, 3, 2).
√ √
ρ2 = (−1)2 + ( 3)2 + 22 = 8. Thus, ρ = 2 2.
√ √ !
3 − 3 π
tan θ = . Hence, θk = π + arctan + 2kπ = π − + 2kπ =
−1 1 3
2π 2π
+ 2kπ, where k ∈ Z. Choose θ0 = .
3 3
 
2 1 1 π
cos φ = √ = √ . Hence, φk = arccos √ + 2kπ = + 2kπ,
2 2 2 2 4
π
where k ∈ Z. Choose φ0 = .
4
√ √ 2π π
 
Therefore, a cylindrical coordinates for R(−1, 3, 2) is 2 2, , .
3 4
72


For S( 3, −1, −2).
√ √
r2 = ( 3)2 + (−1)2 + (−2)2 = 8. Thus, r = 2 2.
 
−1 −1 π
tan θ = √ . Hence, θk = arctan √ + 2kπ = − + 2kπ, where
3 3 3
π
k ∈ Z. Choose θ0 = − .
3
 
−2 −1 −1 3π
cos φ = √ = √ . Hence, φk = arccos √ + 2kπ = + 2kπ,
2 2 2 2 4

where k ∈ Z. Choose φ0 = .
4
√ √
 
π 3π
Therefore, a cylindrical coordinates for R( 3, −1, −2) is 2 2, − , .
3 4

Example 3.6.3 Find therectangular coordinates of the points whose spherical


π π  π π
coordinates are: 4, , and 8, − , − .
3 6 4 3
 π π
Solution: For 4, , .
3 6
  
π π 1 1
x = 4 sin cos = 4 = 1.
6 3 2 2
  √ !
π π 1 3 √
y = 4 sin sin = 4 = 3.
6 3 2 2
√ !
π 3 √
z = 4 cos = 4 = 2 3.
6 2
 π π  √ √ 
Therefore, the rectangular coordinates of 2, , is 1, 3, 2 3 .
3 6
 π π
For 8, − , − .
4 3
√ ! √ !
 π  π 3 2 √
x = 8 sin − cos − =8 − = −2 6.
3 4 2 2
√ ! √ !
 π  π 3 2 √
y = 8 sin − sin − =8 − = −2 6.
3 4 2 2
√ !
 π 3 √
y = 8 sin − =8 − = −4 3.
3 2
73
 π π  √ √ √ 
Therefore, the rectangular coordinates of 8, − , − is −2 6, −2 6, −4 3 .
4 3
Example 3.6.4 Find an equation in spherical coordinates of the graph whose
(x, y, z) equation is given.
(1) x2 + y 2 + z 2 = 9.
(2) x2 − y 2 = 4.
(3). x2 + y 2 + z 2 − 4z = 0.

Solution: (1) x2 + y 2 + z 2 = 9.

Replacing x2 + y 2 + z 2 by ρ2 , we obtain ρ2 = 9 ⇔ ρ = 3 or ρ = −3.

The graphs of ρ = 3 and ρ = −3 coincide, a sphere with center at the


origin and radius 3.

Therefore, an equation in spherical coordinates is ρ = 3.

(2) x2 − y 2 = 4.

x = ρ sin φ cos θ and y = ρ sin φ sin θ.

(ρ sin φ cos θ)2 − (ρ sin φ sin θ)2 = 4. ⇔ ρ2 sin2 φ(cos2 θ − sin2 θ) = 4 ⇔


ρ2 sin2 φ cos 2θ = 4.

Therefore, an equation in spherical coordinates a is ρ2 sin2 φ cos 2θ = 4.

(3). x2 + y 2 + z 2 − 4z = 0.

ρ2 = x2 + y 2 + z 2 and z = ρ cos φ.

ρ2 − 4ρ cos φ = 0. ⇔ ρ(ρ − 4 cos φ) = 0 ⇔ ρ = 0 or ρ − 4 cos φ = 0.

If ρ = 0, then 0 − 4 cos φ = 0 ⇔ φ = k π2 , where k ∈ Z. Hence, the


graph of r = 0 is on the graph of r − 4 cos φ = 0.

Therefore, an equation in spherical coordinates is ρ − 4 cos φ = 0.

Example 3.6.5 Find an equation in rectangular coordinates for the equation


ρ sin φ = 6. Describe the surface.
74

Solution: Squaring on both sides of the equation, we get


ρ2 sin2 φ = 36 ⇔ ρ2 (1 − cos2 φ) = 36 ⇔ ρ2 − ρ2 cos2 φ = 36.
Replacing ρ2 by x2 +y 2 +z 2 and ρ2 cos2 φ by z 2 , we obtain x2 +y 2 +z 2 −z 2 = 36.

Therefore, an equation in rectangular coordinates is x2 + y 2 = 36.

x2 + y 2 − 36 = 0.
The graph is a cylinder whose rulings are parallel to the z axis.

x2 + y 2 − 36 = 0, z = 0.
The directrix in the xy plane is a circle with center at the origin and radius 6.

Therefore, the graph of x2 + y 2 − 36 = 0 is a right circular cylinder


whose directrix is x2 + y 2 − 36 = 0, z = 0 in the xy plane and whose rulings
are parallel to the z axis. 

Example 3.6.6 Find an equation in rectangular coordinates for the equation


ρ sin φ = tan φ. Describe the graph.
sin φ
Solution: ρ sin φ = ⇔ ρ cos φ = 1.
cos φ
Replacing ρ cos φ by z, we obtain z = 1.

Therefore, an equation in rectangular coordinates is z = 1.

The graph of z = 1 is a plane through the point (0, 0, 1) and with


attitude numbers 0, 0, 1. 

Example Find an equation in spherical coordinates of the sphere x2 + y 2 +


z 2 − 2z = 0.

Solution: Since ρ2 = x2 + y 2 + z 2 and z = ρ cos φ, we have


ρ2 − 2ρ cos φ = 0 ⇔ ρ(ρ − 2 cos φ) = 0 ⇔ ρ = 0 or ρ − 2 cos φ = 0.
If ρ = 0, then 0 − 2 cos φ = 0 ⇔ φ = π/2. The graph of ρ = 0 is in the graph
of ρ − 2 cos φ = 0 when φ = π/2.

Therefore, an equation in spherical coordinates of the sphere x2 +y 2 +z 2 −2z =


0 is ρ − 2 cos φ = 0.
CHAPTER 4

VECTORS IN THREE SPACE

4.1 Vectors in Three Dimensions

Definition 4.1.1 Let A and B be points in three space. The directed line
segment from A to B is defined as the line segment AB which is ordered so
thay A precedes B. We use the symbol AB ~ to denote such a directed line
segment. We call A its base and B its head.

The magnitude of a directed line segment is its length. Two directed


line segments AB~ and CD ~ are said to be equivalent if they have the same
magnitude and direction. We use the term vector as another name for a
directed line segment. Moreover, since directed line segments with the same
magnitude and direction are equivalent, it is convenient to denote any two
such equivalent line segments as the same vector.

Two vectors are orthogonal if, when the base for each is taken to be the
origin, the resulting directed line segments are perpendicular. A unit vector
is a vector of length one, and the zero vector is a line segment of zero length.
By convention, the zero vector is orthogonal to every other vector.

Vectors may be multiplied by numbers, which are called scalars. Given


a vector u and a scalar c, then cu is a vector in the same direction as u if c is
positive, and with magnitude c|u|. if c is negative, then the direction of cu is
opposite to u, and the magnitude is |c||u|.

Definition 4.1.2 Suppose that a rectangular coordinate system is given and


the the three points I(1, 0, 0), J(0, 1, 0), and K(0, 0, 1) are identified. The unit
vector i is defined as the vector having the same magnitude and direction as
~ The unit vector j is defined as the vector having the same magnitude and
OI.
~ The unit vector k is defined as the vector having the same
direction as OJ.
magnitude and direction as OK. ~

Theorem 4.1.3 Suppose a vector v has the same magnitude and direction
~ If A(xA , yA , zA ) and B(xB , yB , zB ),
as a particular directed line segment AB.
then v= (xB − xA )i + (yB − yA )j + (zB − zA )k.
76

~ If A(3, −2, 4) and B(2, 1, 5),


Example 4.1.4 A vector v is equivalent to AB.
express v in terms of i, j, and k.
Solution:
v = (2 − 3)i + (1 + 2)j + (5 − 4)k = −i + 3j + k. 

Theorem 4.1.5 If v= ai + bj + ck, then |v| = a2 + b2 + c2 .

Example 4.1.6 A vector v is equivalent to P~Q. If P (4, −5−1) and Q(−2, 1, −3),
express v in terms of i, j, and k; and find |v|.
Solution:
v = (−2 − 4)i + (1 + 5)j + (−3 + 1)k = −6i + 6j − 2k
and
p √ √
|v| = (−6)2 + 62 + (−2)2 = 76 = 2 19. 
Theorem 4.1.7 If v= a1 i + b1 j + c1 k and w= a2 i + b2 j + c2 k, then v + w=
(a1 +a2 )i+(b1 +b2 )j+(c1 +c2 )k. If h is any scalar, then hv= ha1 i+hb1 j+hc1 k

Example 4.1.8 Let v = 2i + j − 3k and w = 3i − 2j − 4k. Find v + w, v − w,


4v, and 3v − 2w.
Solution:
v + w = (2 + 3)i + (1 − 2)j + (−3 − 4)k = 5i − j − 7k,
v − w = (2 − 3)i + (1 + 2)j + (−3 + 4)k = −i + 3j + k,
4v = 4(2i + j − 3k) = 8i + 4j − 12k,
and
3v−2w = 3(2i+j−3k)−2(3i−2j−4k) = (6i+3j−9k)−(6i−4j−8k) = −j−k.
Theorem 4.1.9 Let u, v, w be vectors and let c, d be scalars.Then

u + (v + w) = (u + v) + w
c(dv) = (cd)v
u+v =v+u
(c + d)v = cv + dv
c(u + v) = cu + cu
1 · u = u, 0 · u = 0, (−1)u = −u.
77

Definition 4.1.10 Let v be any vector except 0. The unit vector u in the
v
direction of v is defined by u = .
|v|

Example 4.1.11 Given the vector v = 2i − 3j + k, find a unit vector in the


direction of v.

Solution: The unit vector in the direction of v is


v 2i − 3j + k 2 3 1
u= =p = √ i − √ j + √ k. 
|v| 22 + (−3)2 + 12 14 14 14

4.2 The Scalar (Inner or Dot) Product

Two vectors are said to be parallel or proportional when each is a scalar


multiple of the other (and neither is zero).

Theorem 4.2.1 If θ is the angle between the vectors v = a1 i + b1 j + c1 k and


w = a2 i + b2 j + c2 k, then
a1 a2 + b1 b2 + c1 c2
cos θ = .
|v||w|

Example 4.2.2 Let v = i + 3j − 2k and w = 2i + 4j − 2k. Find cos θ, where


θ is the angle between v and w.

Solution:
p √ p √
|v| = 12 + 32 + (−2)2 = 14 and |w| = 22 + 42 + (−2)2 = 24.

Therefore,
(1)(2) + (3)(4) + (−2)(−2) 9
cos θ = √ √ = √ . 
14 24 2 21
Example 4.2.3 Given the vectors v = 2i + j − 3k and w = −i + 4j − 2k, find
the angle between v and w.

Solution:
p √ p √
|v| = 22 + 12 + (−3)2 = 14 and |w| = (−1)2 + 42 + (−2)2 = 21.
78

Then
(2)(−1) + (1)(4) + (−3)(−2) 8
cos θ = √ √ = √ .
14 21 7 6
Therefore,
 
8
θ = arccos √ + 2kπ, k = 0, ±1, ±2, .... 
7 6

Definition 4.2.4 Given the vectors u and v, the scalar or inner or dot
product u · v is defined by

u · v = |u||v| cos θ,

where θ is the angle between the vectors. If either u or v is zero, we define


u · v = 0.

Remark 4.2.5 Two vectors u and v are orthogonal if and only if u · v = 0.

Theorem 4.2.6 The scalar product satisfies the laws


(i) u · v = v · u;
(ii) u · u = |u|2 ;
(iii) If u = a1 i + b1 j + c1 k and v = a2 i + b2 j + c2 k, then

u · v = a1 a2 + b 1 b 2 + c 1 c 2 .

Example 4.2.7 Show that the vectors u = 2i − 6j + 3k and v = 3i + 2j + 2k


are orthogonal.

Solution: u · v = 2(3) − 6(2) + 3(2) = 0. Therefore, u and v are orthogonal. 

Corollary 4.2.8 (i) If c and d are scalars and if u, v, w are vectors, then

u · (cv + dw) = c(u · v) + d(u · w).

(ii) i · i = j · j = k · k = 1 and i · j = i · k = j · k = 0.

Example 4.2.9 Let u = 2i − j + 2k and v = 3i + j + 2k. Find the value of k


so that v − ku is orthogonal to u.
79

Solution: We have

v − ku = (3i + j + 2k) − k(2i − j + 2k) = (3 − 2k)i + (1 + k)j + (2 − 2k)k.

Then
(v − ku) ⊥ u ⇔ (v − ku) · u = 0
⇔ (3 − 2k)(2) + (1 + k)(−1) + (2 − 2k)(2) = 0
⇔ 9 − 9k = 0
⇔ k = 1.

Therefore, if k = 1, then v − ku is orthogonal to u. 

Definition 4.2.10 Let v and w be two vectors which make an angle θ. We


denote by |v| cos θ the projection of v on w. We also call this quantity the
component of v along w. We denote this quantity by Projw v.

Corollary 4.2.11 Let v and w be two vectors which make an angle θ. Then
v·w
Projw v = .
|w|
v·w
Proof : Since cos θ = , we have
|v||w|
v·w v·w
Projw v = |v| cos θ = |v| = . 
|v||w| |w|

Example 4.2.12 Let v = −i + 2j + 3k and w = 2i − j − 4k. Find the


projection of v on w and the projection of w on v.

Solution: The projection of v on w is


v·w (−1)(2) + (2)(−1) + (3)(−4) −16
Projw v = = p =√
|w| 2 2
2 + (−1) + (−4) 2 21
and the projection of w on v is
w·v (2)(−1) + (−1)(2) + (−4)(3 −16
Projv w = = p =√ . 
|v| (−1)2 + (2)2 + (3)2 14

Theorem 4.2.13 If u and v are not 0, there is a unique scalar k such that
u·v
v − ku is orthogonal to u. In fact, k can be found from the formula k = .
|u|2
80

Proof :

(v − ku) ⊥ u ⇔ u · (v − ku) = 0
⇔ u · v − k(u · u) = 0
⇔ u · v − k|u|2 = 0
u·v
⇔k= .
|u|2

Example 4.2.14 Let u = 2i − j + 2k and v = 3i + j + 2k. Find the value of


k so that v − ku is orthogonal to u.

Solution:
u·v 2(3) − 1(1) + 2(2) 9
k= 2
= 2 2 2
= = 1. 
|u| 2 + (−1) + 2 9

4.3 The Vector or Cross Product

An ordered triple {u, v, w} of three independent vectors is said to


right-handed if the vectors are situated as in Figure 3.1(a). An ordered triple
{u, v, w} of three independent vectors is said to left-handed if the vectors are
situated as in Figure 3.1(b).
..
.......... ...
.............
...... ....
.
...... .. .
.. ..
.... ....
.... ....
.... ....
...
....
....
w
...
..
....
w
....
. ..
.... ...
.... ....
..................................................................................................... .....................................................................................................
.... ....
....
....
....
....
v ....
....
....
....
u
.... ....
.... ....
.... ....
.... ....
u ....
....
......
v ....
....
......
......... .........
... ...

a b

Figure 4.1: a. right-handed triple; b. left-handed triple

Definition 4.3.1 Two sets of ordered triples of vectors are said to be similarly
oriented if and only if both sets are right-handed or both are left-handed.
Otherwise they are oppositely oriented.
81

Definition 4.3.2 Given the vectors u and v, the vector of cross product u×v
is defined as follows:
(i) if either u or v is zero, then u × v = 0;
(ii) if u is proportional to v, then u × v = 0;
(iii) otherwise, u × v = w,
where w has three properties:
(a) it is orthogonal to both u and v;
(b) it has magnitude |w| = |u||v| sin θ, where θ is the angle between u
and v, and
(c) it is directed so that {u, v, w} is a right-handed triple.

Theorem 4.3.3 Suppose that u and v are any vectors, that {i, j, k} is a
right-handed triple, and that t is any number. Then
(i) u × v = −(v × u),
(ii) (tu) × v = t(v × u) = u × (tv),
(iii) i × j = −j × i = k,
j × k = −k × j = i,
k × i = −i × k = j,
(iv) i × i = j × j = k × k = 0.

Theorem 4.3.4 If u, v, w are any vectors, then


(i) u × (v + w) = (u × v) + (u × w) and
(ii) (v + w) × u = (v × u) + (w × u).

Theorem 4.3.5 If u = a1 i + b1 j + c1 k and v = a2 i + b2 j + c2 k, then


u × v = (b1 c2 − b2 c1 )i − (a1 c2 − a2 c1 )j + (a1 b2 − a2 b1 )k.

Example 4.3.6 Let u = i + 3j − k and v = 2i − j + k. Find u × v.

Solution:
u × v = [(3)(1) − (−1)(−1)]i − [(1)(1) − (2)(−1)]j + [(1)(−1) − (2)(3)]k
= 2i − 3j − 7k.

Determinants can be used as an aid to calculate the cross product of


vectors, since it is helpful in remembering Formula of Theorem 3.3.5. Formula
of Theorem 3.3.5 can be written in symbolic form as follows:
82

i j k

u × v = a1 b1 c1 .
a2 b 2 c 2

Example 4.3.7 Let u = i + 3j − k and v = 2i − j + k. Find u × v.

Solution:

i j k i j k i j

u × v = 1 3 −1 = 1 3 −1 1 3
2 −1 1 2 −1 1 2 −1
= (3 − 1)i + (−2 − 1)j + (−1 − 6)k
= 2i − 3j − 7k.

Example 4.3.8 Let u = i + 3j − k and v = 2i − j + k. Find u × v.

Solution:

i j k

u × v = 1 3 −1
2 −1 1

3 −1 1 −1 1 3
= i − j
2 1 + k 2 −1

−1 1
= (3 − 1)i − (1 + 2)j + (−1 − 6)k
= 2i − 3j − 7k.

Theorem 4.3.9 The area of a parallelogram with adjacent sides AB and AC


~ × v[AC]|.
is given by |v[AB] ~ ~ × v[AC]|.
The area of triangle ABC is 12 |v[AB] ~

Example 4.3.10 Find the area of triangle ABC with A(−2, 1, 3), B(1, −1, 1),
C(3, −2, 4).

Solution: We have
~ = (1 + 2)i + (−1 − 1)j + (1 − 3)k = 3i − 2j − 2k
v[AB]

and
~ = (3 + 2)i + (−2 − 1)j + (4 − 3)k = 5i − 3j + k.
v[AC]
83

Then

i j k i j k i j
~ × v[AC]
~ = 3 −2 −2 = 3 −2 −2 3 −2

v[AB]
5 −3 1 5 −3 1 5 −3
= (−2 − 6)i + (−10 − 3)j + (−9 + 10)k
= −8i − 13j + k.
Thus,

~ × v[AC]|
~ =
p
|v[AB] (−8)2 + (−13)2 + (1)2 = 3 26.

~ × v[AC]|
Therefore, the area of triangle ABC = 12 |v[AB] ~ = 3 26
. 
2

Example 4.3.11 Find equation of the plane through the points A(−1, 1, 2),
B(1, −2, 1), C(2, 2, 4).

Solution: Let Φ be the plane through the points A(−1, 1, 2), B(1, −2, 1),
C(2, 2, 4). Then
~ = (1 + 1)i + (−2 − 1)j + (1 − 2)k = 2i − 3j − k
v[AB]
and
~ = (2 + 1)i + (2 − 1)j + (4 − 2)k = 3i + j + 2k.
v[AC]
Thus,

i j k i j k i j
~ × v[AC]
~ = 2 −3 −1 = 2 −3 −1 2 −3

v[AB]
3 1 2 3 1 2 3 1
= (−6 + 1)i + (−3 − 4)j + (2 + 9)k
= −5i − 7j + 11k.
~ × v[AC]
Φ ⊥ v[AB] ~ implies Φ has attitude numbers −5, −7, 11.

Therefore, Φ = {(x, y, z)| − 5(x + 1) − 7(y − 1) + 11(z − 2) = 0}. 

Example 4.3.12 Find equations of the line through the point P (−1, 3, 2) and
parallel to the planes 3x − 2y + 4z + 2 = 0 and 2x + y − z = 0.

Solution: Let L be the line through the point P (−1, 3, 2), let u be a vector
normal to the plane 3x − 2y + 4z + 2 = 0, and let v be a vector normal to the
plane 2x + y − z = 0. Then
84

u = 3i − 2j + 4k and v = 2i + j − k.
Thus,

i j k i j k i j

u × v = 3 −2 4 = 3 −2 4 3 −2
2 1 −1 2 1 −1 2 1
= (2 − 4)i + (8 + 3)j + (3 + 4)k
= −2i + 11j + 7k.
L k (u × v) implies L has direction numbers −2, 11, 7.
 
x+1 y−3 z−2
Therefore, L = (x, y, z)| = = . 
−2 11 7
Example 4.3.13 Find equation of the plane through the point (1, 3, 2) and
parallel to the lines x+1
2
= y−2
−1
= z+3
3
and x−2
1
= y+1
−2
= z+2
2
.
Solution: Let Φ be the plane through the point (1, 3, 2), let u be a vector
x+1 y−2 z+3
parallel to the line = = , and let v be a vector parallel to
2 −1 3
x−2 y+1 z+2
the line = = . Then
1 −2 2
u = 2i − j + 3k and v = i − 2j + 2k.
Thus,

i j k i j k i j

u × v = 2 −1 3 = 2 −1 3 2 −1
1 −2 2 1 −2 2 1 −2
= (−2 + 6)i + (3 − 4)j + (−4 + 1)k
= 4i − j − 3k.
Φ ⊥ (u × v) implies Φ has attitude numbers 4, −1, −3.

Therefore, Φ = {(x, y, z)|4(x − 1) − 1(y − 3) − 3(z − 2) = 0}. 


Example 4.3.14 Find equation of the plane through the points (2, 1 − 2) and
(1, −1, 3), and parallel to the line x+1
3
= y−1
2
= z−2
2
.
Solution: Let Φ be the plane through the points A(2, 1−2) and and B(1, −1, 3),
~ and let v be a vector parallel to the line x + 1 = y − 1 = z − 2 .
let u = v[AB],
3 2 2
Then
85

u = −i − 2j + 5k and v = 3i + 2j + 2k.
Thus,

i j k i j k i j

u × v = −1 −2 5 = −1 −2 5 −1 −2

3 2 2 3 2 2 3 2
= (−4 − 10)i + (15 + 2)j + (−2 + 6)k
= −14i + 17j + 4k.
Φ ⊥ (u × v) implies Φ has attitude numbers −14, 17, 4.

Therefore, Φ = {(x, y, z)| − 14(x − 2) + 17(y − 1) + 4(z + 2) = 0}. 


Example 4.3.15 Find the perpendicular distance between the skew lines
x+2
2
= y−1
3
= z+1
−1
and x−1
−1
= y+1
2
= z−2
4
.
Solution: Let L1 be the line x+2
2
= y−1
3
= z+1
−1
and L2 be the line x−1
−1
= y+1
2
=
z−2
4
.
Let v1 be a vector along L1 , v2 be a vector along L2 , and w = v1 × v1 . Then
v1 = 2i + 3j − k, v2 = −i + 2j + 4k,
and

i j k i j k i j

w = v1 × v2 = 2 3 −1 = 2 3 −1 2 3
−1 2 4 −1 2 4 −1 2
= (12 + 2)i + (1 − 8)j + (4 + 3)k
= 14i − 7j + 7k.
Let ¶1 be a point on L1 , P2 be a point on L2 , and v = v[P1~P2 ]. Then
v = v[P1~P2 ] = 3i − 2j + 3k.
Therefore, the perpendicular distance between the skew lines is
d = Projw v
v·w
=
|w|
3(14) − 2(−7) + 3(7)
=p
(14)2 + (−7)2 + (7)2
11
=√ .
6
86

4.4 Products of Three Vectors

Theorem 4.4.1 Suppose that u1 , u2 , u3 are vectors and that the points A, B,
C, D are chosen so that
~
u1 = v[AB], ~
u2 = v[AC], ~
u3 = v[AD].
Then
(i) the quantity |(u1 × u2 ) · u3 | is the volume of the parallelepiped with
one vertex at A and adjacent vertices B, C, D. The volume is zero if and only
if the four points A, B, C, D lie in a plane.
(ii) if {i, j, k} is a right-handed triple and if
u1 = a1 i + b1 j + c1 k, u2 = a2 i + b2 j + c2 k, u3 = a3 i + b3 j + c3 k,
then
a1 b 1 c 1

(u1 × u2 ) · u3 = a2 b2 c2
a3 b 3 c 3
(iii) (u1 × u2 ) · u3 = u1 · (u2 ) × u3 ).
Corollary 4.4.2 Suppose that u1 , u2 , u3 are vectors and that the points A,
B, C, D are chosen so that
~
u1 = v[AB], u2 = v[AC], ~ ~
u3 = v[AD].
Then the quantity 16 |(u1 × u2 ) · u3 | is the volume of the tetrahedron with one
vertex at A and adjacent vertices B, C, D. The volume is zero if and only if
the four points A, B, C, D lie in a plane.
Example 4.4.3 Given A(3, −1, 1), B(1, 2, −2), C(2, 1, −2), and D(−1, 3, 2),
find the volume of the parallelepiped having AB, AC, and AD as edges.
~ u2 = v[AC],
Solution: Let u1 = v[AB], ~ u3 = v[AD].
~ Then
u1 = −3i + 3j − k, u2 = −i + j − 2k, u3 = 2i + 2j − 4k.
Thus,

−3 3 −1

(u1 × u2 ) · u3 = −1 1 −2
2 2 −4

−3 3 −1 −3 3

= −1 1 −2 −1 1
2 2 −4 2 2
= (12 − 12 + 2) − (−1 + 12 + 12)
= −20.
87

Hence, |(u1 ×u2 )·u3 | = |−20| = 20. Therefore, the volume of the parallelepiped
is 20. .
Example 4.4.4 Given A(4, 2, 1), B(4, 2, 3), C(2, 4, 1), and D(−3, 0, −2), find
the volume of the tetrahedron having AB, AC, and AD as edges.
~ u2 = v[AC],
Solution: Let u1 = v[AB], ~ u3 = v[AD].
~ Then
u1 = 0i + 0j + 2k, u2 = −2i + 2j + 0k, u3 = −7i − 2j − 3k.
Thus,

0 0 2

(u1 × u2 ) · u3 = −2 2
0
−7 −2 −3

0 0 2 0 0

= −2 2
0 −2 2

−7 −2 −3 −7 −2
= (0 + 0 + 8) − (−28 + 0 + 0)
= 36.
Hence, | 61 (u1 × u2 ) · u3 | = 61 |36| = 6. Therefore, the volume of the tetrahedron
is 6. .
Theorem 4.4.5 If u, v, w are vectors, then
(i) (u × v) × w = (u · w)v − (v · w)u.
(ii) u × (v × w) = (u · w)v − (u · v)w.
Example 4.4.6 Find the equations of the line through the point P (3, −2, 1)
perpendicular to the line L (and intersecting it) given by
L = {(x, y, z) | x = 2 + 2t, y = −1 − 2t, z = t}.
Solution: Let Q be a point on L. If t = 0, we get Q(2, −1, 0). Let u be a
vector in the direction of L and let v = v[P~Q]. Then
u = 2i − 2j + k and v = −i + j − k.
The vector u × v is normal to the plane containing L and hence, the vector
u × (u × v) is in the direction of L. Thus,
u × (u × v) = (u · v)u − (u · u)v
= −5(2i − 2j + k) − 9(−i + j − k)
= −i + j + 4k.
Hence, L has direction numbers −1, 1, 4. Therefore,
88
 
x−3 y+2 x−1
L = (x, y, z) | = = . 
−1 1 4

Example 4.4.7 Let u = 2i +3j − k, v = i − 2j + k, w = −i + j +2k. Compute


(u × v) × w directly and by Theorem.

Example 4.4.8 Let u = 3i − 2j + k, v = i + j + 2k, w = 2i − j + 3k. Compute


u × (v × w) directly and by Theorem.

Example 4.4.9 Find the volume of the paralllelepiped having AB, AC, and
AD as edges, or else show that A, B, C, and D lie on a plane or lie on a
line. If they lie on a plane, find its equation; or if they lie on a line, find its
equations.
1. A(3, −1, 2), B(1, 2, −2), C(2, 1, −2), and D(−1, 3, 2).
2. A(3, 1, −2), B(1, 2, 1), C(2, −1, 3), and D(4, 3, −7).
3. A(1, 2, −3), B(3, 1, −2), C(−1, 3, 1), and D(−3, 4, 3).

Example 4.4.10 Find the equations of the line through the point P (2, −1, 3)
and perpendicular to the line L = {(x, y, z) | x = −1 + 2t, y = 2 + 3t, z =
−1 − 5t} (and intersecting it).
CHAPTER 5

VECTOR-VALUED FUNCTIONS

5.1 Vector-Valued Functions

We shall extend the definition of function to the case where the range
maybe a vector. In this section we restrict ourselves to vectors in the plane
and three space.

Definition 5.1.1 A function f with domain contained in R and range contained


in V 2 or in V 3 is called a vector function.

Definition 5.1.2 Let f , g, and h be real-valued functions of a real variable


t. Then there is a vector-valued function F, defined by

F(t) = f (t)i + g(t)j + h(t)k,

where t is any real number in the domain common to f , g, and h. In the plane,
a vector-valued function F is defined by

F(t) = f (t)i + g(t)j,

where t is any real number in the domain common to f and g.

Example 5.1.3 Let F be the vector-valued function defined by



F(t) = t − 2i + (t − 3)−1 j + (ln t)k.

Find the domain of F.

Solution: We have

f (t) = t − 2, g(t) = (t − 3)−1 , and h(t) = ln t.

Find the domain of these functions

D(f ) = {t ∈ R | t ≥ 2}, D(g) = {t ∈ R | t 6= 3}, and D(h) = {t ∈ R | t > 0}.

Thus, the domain of F is

D(F) = D(f ) ∩ D(g) ∩ D(h) = {t ∈ R | t ≥ 2, t 6= 3}. 


90

The equation
F(t) = f (t)i + g(t)j + h(t)k
is called a vector equation which traces the curve C defined by the corresponding
parametric equations
x = f (t) y = g(t) z = h(t);
that is, a curve can be defined by either a vector equation or a set of parametric
equations. If h(t) = 0 for all t ∈ F(t), then
F(t) = f (t)i + g(t)j
and the curve lies in the xy plane and is defined by the corresponding parametric
equations
x = f (t) and y = g(t).

Example 5.1.4 The plane curve defined by the vector equation


F(t) = (4 − t2 )i + (t2 + 4t)j
is also defined by the parametric equations
x = 4 − t2 and y = t2 + 4t. 

By eliminating t from parametric equations


x = f (t) y = g(t) z = h(t)
we obtain two equations in x, y, and z, called cartesian equations of the curve
C. The graph of each cartesian equation is a surface, and the curve C is the
intersection of the two surfaces.

Definition 5.1.5 Given the vector-valued functions F and G and the real
-valued functions f and g:

(i) the sum of F and G, denoted by F + G, is the vector-valued function


defined by
(F + G)(t) = F(t) + G(t)
91

(ii) the difference of F and G, denoted by F - G, is the vector-valued function


defined by
(F − G)(t) = F(t) − G(t)
(iii) the dot product of F and G, denoted by F·G, is the vector-valued function
defined by
(F · G)(t) = F(t) · G(t)
(iv) the cross product of F and G, denoted by F × G, is the vector-valued
function defined by
(F × G)(t) = F(t) × G(t)
(v) the product of f (t) and F(t), denoted by f F, is the vector-valued function
defined by
(f F)(t) = f (t)F(t)
(vi) the composite function, denoted by F ◦ g, is the vector-valued function
defined by
(F ◦ g)(t) = F(g(t))

Example 5.1.6√ Let F(t) = (sin 2t)i + (cos 2t)j + ( t)k, G(t) = (− cos 2t)i +
3
(sin 2t)j + ( t)k, and f (t) = t /2. Find (a) (F + G)(t); (b) (F − G)(t); (c)
(F · G)(t); (d) (F × G)(t); (e) (f F)(t); (f) (F ◦ g)(t).

Solution: Note that D(F) = {t ∈ R : t ≥ 0} = D(G).

(a)(F + G)(t) = F(t) + G(t)


√ √
= [(sin 2t)i + (cos 2t)j + ( t)k] + [(− cos 2t)i + (sin 2t)j + ( t)k]

= (sin 2t − cos 2t)i + (cos 2t + sin 2t)j + (2 t)k

(b)(F − G)(t) = F(t) − G(t)


√ √
= [(sin 2t)i + (cos 2t)j + ( t)k] − [(− cos 2t)i + (sin 2t)j + ( t)k]
= (sin 2t + cos 2t)i + (cos 2t − sin 2t)j
(c)(F · G)(t) = F(t) · G(t)
√ √
= [(sin 2t)i + (cos 2t)j + ( t)k] · [(− cos 2t)i + (sin 2t)j + ( t)k]
√√
= (− sin 2t cos 2t) + (cos 2t sin 2t) + ( t t)
= t, since t ≥ 0
92

(d)(F × G)(t) = F(t) × G(t)


√ √
= [(sin 2t)i + (cos 2t)j + ( t)k] × [(− cos 2t)i + (sin 2t)j + ( t)k]
√ √
= t(cos 2t − sin 2t)i + t(cos 2t + sin 2t)j + k
(e)(f F)(t) = f (t)F(t)

= t3/2 [(sin 2t)i + (cos 2t)j + ( t)k]
= (t3/2 sin 2t)i + (t3/2 cos 2t)j + (t2 )k
(f )(F ◦ f )(t) = F(f (t))
p
= [sin 2f (t)]i + [cos 2f (t)]j + [ f (t)]k

= (sin 2t3/2 )i + (cos 2t3/2 )j + ( t3/2 )k
= (sin 2t3/2 )i + (cos 2t3/2 )j + (t3/4 )k. 

Definition 5.1.7 Let F be a vector-valued function whose function values are


given by

F(t) = f (t)i + g(t)j + h(t)k.

Suppose that lim f (t), lim g(t), and limt→a h(t) all exist. Then the limit of
t→a t→a
F(t) as t approaches a is defined by

lim F(t) = [lim f (t)]i + [lim g(t)]j + [lim h(t)]k.


t→a t→a t→a t→a

Definition 5.1.8 Let F be a vector-valued function whose function values are


given by

F(t) = f (t)i + g(t)j.

Suppose that lim f (t) and lim g(t) exist. Then the limit of F(t) as t approaches
t→a t→a
a is defined by

lim F(t) = [lim f (t)]i + [lim g(t)]j.


t→a t→a t→a

t2 − 1 t+1
Example 5.1.9 Let F(t) = i+ j + |t + 1|k. Find lim F(t).
t+1 t−1 t→−1

Solution: We compute the limits of the real-valued functions.


t2 − 1
(i) lim :
t→−1 t + 1
(1) lim (t2 − 1) = 0, lim (t + 1) = 0.
t→−1 t→−1
93

t2 − 1 0
The function has the indeterminiate form at −1.
t+1 0
2t
(2) lim = −2.
t→−1 1
t2 − 1
Hence, lim = −2.
t→−1 t + 1

t+1 0
(ii) lim = = 0.
t→−1 t − 1 −2

(iii) lim |t + 1| = |0| = 0.


t→−1

Therefore,
t2 − 1
     
t+1
lim F(t) = lim i + lim j + lim |t + 1| k
t→−1 t→−1 t + 1 t→−1 t − 1 t→−1

= (−2)i + (0)j + (0)k


= −2i. 
t2 − 4
Example 5.1.10 Let F(t) = (t − 2)i + j. Find lim F(t).
t−2 t→2

Solution: We compute the limits of the real-valued functions.


(i) lim(t − 2) = 0.
t→2

t2 − 4
(ii) lim :
t→2 t − 2
(1) lim(t2 − 4) = 0, lim(t − 2) = 0.
t→2 t→2
t2 − 4 0
The function has the indeterminiate form at 2.
t−2 0
2t
(2) lim = 4.
t→2 1
t2 − 4
Hence, lim = 4.
t→2 t − 2

Therefore,
t2 − 4
   
lim F(t) = lim(t − 2) i + lim j
t→−1 t→2 t→2 t − 2

= 0i + 4j. 
94

|t − 2| sin πt tan πt
Example 5.1.11 Let F(t) = i+ 2 j+ k. Find lim F(t).
t−2 t −1 t−1 t→1

Solution: We compute the limits of the real-valued functions.


|t − 2| | − 1| 1
(i) lim = = = −1.
t→1 t − 2 −1 −1

sin πt
(ii) lim :
t→1 t2 − 1
(1) lim(sin πt) = 0, lim(t2 − 1) = 0.
t→1 t→1
sin πt 0
The function 2 has the indeterminiate form at 1.
t −1 0
π cos πt π cos π π
(2) lim = =− .
t→1 2t 2 2
sin πt π
Hence, lim 2 =− .
t→1 t − 1 2

tan πt
(iii) lim :
t→1 t−1
(1) lim(tan πt) = 0, lim(t − 1) = 0.
t→1 t→1
tan πt 0
The function has the indeterminiate form at 1.
t−1 0
π sec2 πt π sec2 π
(2) lim = = π.
t→1 t 1
tan πt
Hence, lim = π.
t→1 t − 1

Therefore,
     
|t − 2| sin πt tan πt
lim F(t) = lim i + lim 2 j + lim k
t→1 t→1 t − 2 t→1 t − 1 t→1 t − 1
π
= (−1)i + (− )j + (π)k
2
π
= −i − j + πk. 
2
Definition 5.1.12 The vector-valued function F is continuous at the number
a if the following conditions are satisfied:
(i) F(a) exists;
(ii) lim F(t) exists;
t→a
(iii) lim F(t) = F(a).
t→a
95

Remark 5.1.13 A vector-valued function is continuous at the number a if


and only if its real-valued components are continuous at a.

t2 − 1
Example 5.1.14 Let F(t) = (sin t)i+(ln t)j+ k. Determine the numbers
t−1
at which F is continuous.

Solution: Let us first find D(F). We have


t2 − 1
f (t) = sin t, g(t) = ln t, h(t) = .
t−1
Then

D(f ) = R, D(g) = R+ D(h) = R\{1}.

Thus, D(F) = D(f ) ∩ D(g) ∩ D(h) = {t ∈ R | t > 0, t 6= 1}.

(i) Let a ∈ D(F). Then a > 0 and a 6= 1. Thus,


a2 − 1
sin a exists, ln a exists, = a + 1 exists.
a−1
Hence,

F(a) = (sin a)i + (ln a)j + (a + 1)k exists.

(ii) Let a ∈ D(F). Then a > 0 and a 6= 1. Thus,


t2 − 1 a2 − 1
lim sin t = sin a, lim ln t = ln a, lim = = a + 1.
t→a t→a t→a t − 1 a−1
Hence,

t2 − 1
lim F(t) = lim(sin t)i + lim(ln t)j + lim k
t→a t→a t→a t→a t − 1

= (sin a)i + (ln a)j + (a + 1)k.

(iii) Let a ∈ D(F). Then a > 0 and a 6= 1. Thus,

lim F(t) = (sin a)i + (ln a)j + (a + 1)k = F(a).


t→a

Therefore, F is continuous at every real number a > 0 and a 6= 1. 


96

Example 5.1.15 Let


( 2
e−1/t i + t2 j + tk, if t 6= 0
F(t) =
0i + 0j + 0k, if t = 0.

Find the numbers at which F is continuous.


Solution: Let us first find D(F). We have
2
f (t) = e−1/t , g(t) = t2 , h(t) = t.
Then
D(f ) = R\{0}, D(g) = R D(h) = R.
Thus, D(F) = [D(f ) ∩ D(g) ∩ D(h)] ∪ {0} = R.

(i) Let a ∈ D(F) = R. Consider the following cases:


Case 1. a 6= 0.
Then
2
e−1/a exists, a2 exists, a exists.
Thus,
2
F(a) = (e−1/a )i + (a2 )j + ak.
Case 2. a = 0.
Then F(0) = 0i + 0j + 0k by definition of F.
Hence, F(a) exists for all a ∈ R.

(ii) Let a ∈ D(F) = R. Consider the following cases:


Case 1. a 6= 0.
−1 −1
Then lim 2 = 2 . Thus,
t→a t a
2 lim(−1/t2 ) 2
lim e−1/t = et→a = e−1/a , lim t2 = a2 , lim t = a.
t→a t→a t→a

Hence,
2
lim F(t) = lim(e−1/t )i + lim(t2 )j + lim tk
t→a t→a t→a t→a
−1/a2 2
=e i + (a )j + (a)k.
Case 2. a = 0.
−1
Then lim 2 = −∞. Thus,
t→0 t
97

−1/t2
lim(−1/t2 )
lim e = et→0 = 0, lim t2 = 0, lim t = 0.
t→0 t→0 t→0

Hence,
2
lim F(t) = lim(e−1/t )i + lim(t2 )j + lim tk
t→0 t→0 t→0 t→0
= 0i + 0j + 0k.

Therefore, limt→a F(t) exists for all a ∈ R.

(iii) Let a ∈ D(F). Consider the following cases:


Case 1. a 6= 0.
Then
2
lim F(t) = e−1/a i + (t2 )j + (a)k = F(a).
t→a

Case 2. a = 0.
Then

lim F(t) = 0i + 0j + 0k = F(0).


t→0

Hence, lim F(t) = F(a) for all a ∈ R.


t→a

Therefore, F is continuous at every real number. 

5.2 Calculus of Vector-Valued Functions

Definition 5.2.1 If F is a vector-valued function, then the derivative of F is


a vector-valued function, denoted by F0 and defined by
F(t + ∆t) − F(t)
F0 (t) = lim
∆t→0 ∆t
if this limit exists.

The notation Dt F(t) is sometimes used in place of F0 (t).

Definition 5.2.2 Let F be a vector-valued function defined by


98

F(t) = f (t)i + g(t)j + h(t)k.

Suppose that f 0 (t), g 0 (t), and h0 (t) exist. Then

F0 (t) = f 0 (t)i + g 0 (t)j + h0 (t)k.

Example 5.2.3 Let F(t) = (2 = sin t)i + (cos t)j + (−t2 )k. Find F0 (t).

Solution: We have

f (t) = 2 + sin t, g(t) = cos t, h(t) = −t2 .

Then

f 0 (t) = cos t, g 0 (t) = − sin t, h0 (t) = −2t.

Hence,

F0 (t) = f 0 (t)i + g 0 (t)j + h0 (t)k


= cos ti − sin tj − 2tk. 

Higher-order derivatives of vector-valued functions are defined as for


higher-order derivatives of real-valued functions. If F is a vector-valued function,
the second derivative of F, denoted by F00 (t) is given by

F00 (t) = Dt F0 (t).

Thus, if f 00 (t), g 00 (t), and h00 (t) exist, then

F00 (t) = f 00 (t)i + g 00 (t)j + h00 (t)k.

1 1
Example 5.2.4 Let F(t) = (ln t)i + j + 2 k. Find F00 (t).
t t
Solution: We have

f (t) = ln t, g(t) = t−1 , h(t) = t−2 .

Then

f 0 (t) = t−1 , g 0 (t) = −t−2 , h0 (t) = −2t−3 .

Hence,
99

f 00 (t) = −t−2 , g 00 (t) = 2t−3 , h00 (t) = 6t−4 .

Therefore,

F00 (t) = f 00 (t)i + g 00 (t)j + h00 (t)k


= −t−2 i + 2t−3 j + 6t−4 k. 

Definition 5.2.5 A vector-valued function F is said to be differentiable on


an interval if F0 (t) exists for all values of t in the interval.

Theorem 5.2.6 If F and G are differentiable vector-valued functions on an


interval, then F + G is differentiable on the interval, and

Dt [F(t) + G(t)] = F0 (t) + G0 (t).

Example 5.2.7 Let F(t) = t2 i + (t − 1)j and G(t) = sin ti + cos tj. Verify
Theorem 4.2.6.

Solution:
Dt [F(t) + G(t)] = Dt ([t2 i + (t − 1)j] + [sin ti + cos tj])
= Dt [(t2 + sin t)i + (t − 1 + cos t)j]
= (2t + cos t)i + (1 − sin t)j,

and
F0 (t) + G0 (t) = (2ti + j) + (cos ti − sin tj)
= (2t + cos t)i + (1 − sin t)j.

Therefore,

Dt [F(t) + G(t)] = F0 (t) + G0 (t). 

Theorem 5.2.8 If F and G are differentiable vector-valued functions on an


interval, then F · G is differentiable on the interval, and

Dt [F(t) · G(t)] = F0 (t) · G(t) + F(t) · G0 (t).

Example 5.2.9 Let F(t) = t2 i + (t − 1)j and G(t) = sin ti + cos tj. Verify
Theorem 4.2.7.
100

Solution:
Dt [F(t) · G(t)] = Dt ([t2 i + (t − 1)j] · [sin ti + cos tj])
= Dt [(t2 sin t) + (t − 1) cos t]
= (2t sin t + t2 cos t + cos t + (t − 1)(− sin t)
= (t + 1) sin t + (t2 + 1) cos t,

and
F0 (t) · G(t) + F(t) · G0 (t)
= (2ti + j) · (sin ti + cos tj) + [t2 i + (t − 1)j] · (cos ti − sin tj)
= (2t sin t + cos t) + [t2 cos t − (t − 1) sin t]
= (t + 1) sin t + (t2 + 1) cos t).

Therefore,

Dt [F(t) · G(t)] = F0 (t) · G(t) + F(t) · G0 (t). 

Theorem 5.2.10 If F is a differentiable vector-valued functions on an interval


and f is a differentiable real-valued function on the interval, then

Dt [f (t)F(t)] = f 0 (t)F(t) + f (t)F0 (t).

Theorem 5.2.11 If F and G are differentiable vector-valued functions on an


interval, then

Dt [F(t) × G(t)] = F0 (t) × G(t) + F(t) × G0 (t).

Theorem 5.2.12 If F is a differentiable vector-valued functions on an interval


and |F| is constant for all t in the interval, then the vectors F(t) and F0 (t) are
orthogonal.

Definition 5.2.13 If G is a vector-valued function given by

G(t) = f (t)i + g(t)j + h(t)k

then the indefinite integral of G(t) is defined by


R R  R  R 
G(t) dt = f (t) dt i + g(t) dt j + h(t) dt k.

The above definition is consistent with the definition of an indefinite


integral of a real-valued function. Thus,
101

R
G(t) dt = F(t) + C,

where F0 (t) = G(t) and C is an arbitrary constant vector.

Example 5.2.14 Find the most general vector-valued function whose derivative
is

G(t) = sin ti − 3 cos tj + 2tk.

Solution: If F0 (t) = G(t), then


Z
F(t) = G(t) dt
Z  Z  Z 
= sin t dt i − 3 cos t dt j + 2t dt k

= (− cos t + C1 ) i − (3 sin t + C2 ) j + t2 + C3 k


= (− cos ti − 3 sin tj + t2 k) + (C1 i − C2 j + C3 k)


= (− cos ti − 3 sin tj + t2 k) + C. 

Example 5.2.15 Find the vector-valued function F(t) for which

F0 (t) = e−t i + et j + 3k and F(0) = i + j + 5k.

Solution:
Z  Z  Z 
−t t
F(t) = e dt i + e dt j + 3 dt k

= (−e−t + C1 )i + (et + C2 )j + (3t + C3 )k.

Then

F(0) = (−1 + C1 )i + (1 + C2 )j + C3 k.

Thus,

i + j + 5k = (−1 + C1 )i + (1 + C2 )j + C3 k.

This implies that

1 = −1 + C1 , 1 = 1 + C2 , 5 = C3 .

Hence,
102

C1 = 2, C2 = 0, C3 = 5, which implies that C = 2i + 0j + 5k.


Therefore,
F(t) = (−e−t + 2)i + et j + (3t + 5)k. 

Theorem 5.2.16 Let curve C have the vector equation F(t) = f (t)i + g(t)j
and suppose f 0 and g 0 are continuous on the closed interval [a, b]. If L is the
length of the arc C from the point (f (a), g(a)) to the point (f (b), g(b)), then
Z b
L= |F(t)| dt.
a

Example 5.2.17 Find the length of the arc traced by the terminal point of
the position representation of F(t) as t increases from 1 to 4 if
F(t) = (et sin t)i + (et cos t)j.

Solution: We have
F0 (t) = (et sin t + et cos t)i + (et cos t − et sin t)j.
Thus,
p
|F0 (t)| = (et sin t + et cos t)2 + (et cos t − et sin t)2
q
= e2t (sin2 t + 2 sin t cos t + cos2 t + cos2 t − 2 sin t cos t + sin2 t

= 2et .

Hence,
Z 4 √
L= 2et dt
1
h√ i4
= 2et
√ 4 1
= 2(e − e). 

Theorem 5.2.18 Let curve C have the vector equation F(t) = f (t)i + g(t)j +
h(t)k and suppose f 0 , g 0 , and h0 are continuous on the closed interval [a, b].
If L is the length of the arc C from the point (f (a), g(a), h(a)) to the point
(f (b), g(b), h(b)), then
Z b
L= |F(t)| dt.
a
103

Example 5.2.19 Find the length of the arc of the circular helix:
F(t) = (2 cos t)i + 2 sin t)j + tk
from t = 0 to t = 4π.

Solution: We have
F0 (t) = −2 sin ti + 2 cos tj + k.
Thus,
p
|F0 (t)| = (−2 sin t)2 + (2 cos t)2 + (1)2
p
= 4 sin2 t + 4 cos2 t + 1
q
= 4(sin2 t + cos2 t) + 1

= 5.

Hence,
Z 4π √
L= 5 dt
0
h√ i4π
= 5t
√ 0
= 4π 5. 

Example 5.2.20 Find the length of the arc of the curve having vector equation
F(t) = (sin 2t)i + cos 2t)j + 2t3/2 k
from t = 0 to t = 1.

Solution: We have
F0 (t) = 2 cos 2ti − 2 sin 2tj + 3t1/2 k.
Thus,
q
0
|F (t)| = (2 cos 2t)2 + (−2 sin 2t)2 + (3t1/2 )2
p
= 4 cos2 2t + 4 sin2 2t + 9t
q
= 4(cos2 2t + sin2 2t) + 9t

= 4 + 9t.
104

Hence,
1 √
Z
L= 4 + 9t dt
0
 1
2p
= (4 + 9t)3
27 0
2 p 3
p
3

= (13) − (4)
27
2  √ 
= 13 13 − 8 . 
27

5.3 The Unit Tangent and Unit Normal Vectors and Arc length as
Parameter

With each point on the curve we now associate two unit vectors, the unit
tangent vector and the unit normal vector. In this section and the following
sections, we assume that a curve has a direction (or orientation) implied by
increasing values of the parameter.

Definition 5.3.1 If F(t) is the position vector of the curve C at the point P
on C, the unit tangent vector of C at P , denoted by T(t), is the unit vector
in the direction of F0 (t) if F0 (t) 6= 0.

Lemma 5.3.2 If F(t) is the position vector of the curve C at the point P on
C, then
F0 (t)
T(t) = .
|F0 (t)|

Proof : The unit vector in the direction of F0 (t) is given by


F0 (t)
.
|F0 (t)|
Hence,
F0 (t)
T(t) = . 
|F0 (t)|
105

Definition 5.3.3 If T(t) is the unit vector of the curve C at the point P on
C, the unit normal vector of C at P , denoted by N(t), is the unit vector in
the direction of T0 (t).

Lemma 5.3.4 If T(t) is the unit vector of the curve C at the point P on C,
then
T0 (t)
N(t) = .
|T0 (t)|

Proof : Let T(t) is the unit vector of the curve C at the point P on C. Then
T0 (t) is orthogonal to T(t). Thus,
T0 (t)
.
|T0 (t)|
is a unit vector in the direction of T0 (t) and hence, orthogonal to T(t).
Therefore,
T0 (t)
N(t) = . 
|T0 (t)|

Example 5.3.5 Find T(t) and N(t) for the curve having the vector equation

F(t) = (t3 − 3t)i + 3t2 j.

Also, find T(2) and N(2)

Solution: We have

F0 (t) = (3t2 − 3)i + 6tj.

Then
p
|F0 (t)| = (3t2 − 3)2 + (6t)2

= 9t4 + 18t2 + 9
= 3(t2 + 1).

Thus,

F0 (t) (3t2 − 3)i + 6tj


T(t) = =
|F0 (t)| 3(t2 + 1)
t2 − 1 2t
= 2 i+ 2 j.
t +1 t +1
106

Differentiating T(t) with respect to t we get

2t(t2 + 1) − 2t(t2 − 1) 2(t2 + 1) − 2t(2t)


T0 (t) = i + j
(t2 + 1)2 (t2 + 1)2
4t 2 − 2t2
= 2 i + j.
(t + 1)2 (t2 + 1)2
Hence,
s 2  2
0 4t 2 − 2t2
|T (t)| = +
(t + 1)2
2 (t2 + 1)2
s
16t2 + 4 − 8t2 + 4t4
=
(t2 + 1)4
s
4(t2 + 1)2
=
(t2 + 1)4
2
= 2 .
t +1
Therefore,
4t 2−2t2
T0 (t) (t2 +1)2
i + (t2 +1)2
j
N(t) = 0 = 2
|T (t)| t2 +1
2t 1 − t2
= i + j.
(t2 + 1) (t2 + 1)
If t = 2, then
(2)2 − 1 2(2) 1 4
T(2) = 2
i+ 2
j = i + j.
(2) + 1 (2) + 1 5 5
and
2(2) 1 − (2)2 4 3
N(2) = 2
i+ 2
j = i − j. 
((2) + 1) ((2) + 1) 5 5

Since the T(t) and N(t) are orthogonal, the angle between tham is π/2.
So,

|T(t) × N(t)| = |T(t)||N(t)| sin(π/2) = (1)(1)(1) = 1.


107

This means that the cross product of T(t) and N(t) is a unit vector and is
orthogonal to both T(t) and N(t). This vector is called the unit binormal
vector, denoted by B(t), is defined by
B(t) = T(t) × N(t).
The three three mutually orthogonal vectors T(t), N(t), and B(t) of
a curve C are called the moving trihedral of C. The moving trihedral is also
referred to as the Frenet frame.

The planes determined by the representations of the three vectors at a


point in space have specific names:
The representations of T(t) and N(t) at the point P form the osculating
plane.
The representations of T(t) and B(t) at the point P form the rectifying
plane.
The representations of N(t) and B(t) at the point P form the normal
plane.

Example 5.3.6 Find the moving trihedral at any point of the circular helix
F(t) = a cos ti + a sin tj + tk, a > 0.

Solution: We have
F0 (t) = −a sin ti + a cos tj + k.
and
p
|F0 (t)| = (−a sin t)2 + (a cos t)2 + (1)2
q
= a2 (sin2 + cos2 ) + 1

= a2 + 1.

Solving for T(t), we have


F0 (t) −a sin ti + a cos tj + k
T(t) = = √
|F0 (t)| a2 + 1
1
=√ (−a sin ti + a cos tj + k).
a2 + 1
Thus,
108

1
T0 (t) = √ (−a cos ti − a sin tj).
2
a +1
and
1 p
|T0 (t)| = √ (−a cos t)2 + (−a sin t)2
2
a +1
1
q
=√ a2 (cos2 t + sin2 t)
a2 + 1
a
=√ .
2
a +1
Solving for N(t), we have
√ 1 (−a cos ti − a sin tj)
T0 (t) a2 +1
N(t) = 0 =
|T (t)| √ a
a2 +1
= − cos ti − sin tj.
Solving for B(t), we have
B(t) = T(t) × N(t)
1
=√ (−a sin ti + a cos tj + k) × (− cos ti − sin tj)
2
a +1
1
=√ (sin ti − cos tj + ak). 
2
a +1

Example 5.3.7 Let


F(t) = (sin t − cos t)i + (cos t + sin t)j + 2k.
1. Find the moving trihedral of the curve at the point t = π2 .
2. Find the equations of the osculating, rectifying, and normal planes
at the point t = π2 .

Solution: We have
F0 (t) = (cos t + sin t)i + (− sin t + cos t)j.
and
p
|F0 (t)| =(cos t + sin t)2 + (− sin t + cos t)2
p
= cos2 t + 2 cos t sin t + sin2 t + cos2 t − 2 cos t sin t + sin2 t

= 2.
109

Solving for T(t), we have

F0 (t)
T(t) =
|F0 (t)|
(cos t + sin t)i + (− sin t + cos t)j
= √
2
1
= √ [(cos t + sin t)i + (− sin t + cos t)j].
2
Thus,
1
T0 (t) = √ [(− sin t + cos t)i + (− cos t − sin t)j].
2
and
1 p
|T0 (t)| = √ (− sin t + cos t)2 + (− cos t − sin t)2
2
1 p 2
=√ sin t − 2 sin t cos t + cos2 t + sin2 t + 2 sin t cos t + cos2 t
2
1 √
= √ ( 2)
2
= 1.

Solving for N(t), we have

T0 (t)
N(t) =
|T0 (t)|
√1 [(− sin t + cos t)i + (− cos t − sin t)j]
2
=
1
1
= √ [(− sin t + cos t)i + (− cos t − sin t)j].
2
Solving for B(t), we have

B(t) = T(t) × N(t)


1 1
= √ [(cos t + sin t)i + (− sin t + cos t)j] × √ [(− sin t + cos t)i + (− cos t − sin t)j]
2 2
= −k).
110

1. If t = π2 , then
π  1 h π π  π π i
T =√ cos + sin i + − sin + cos j
2 2 2 2 2 2

2
= (i − j);
2
π  1 h π π  π π i
N =√ − sin + cos i + − cos − sin j
2 2 2 2 2 2

2
=− (i + j);
2
and
π 
B = −k.
2

2. Since
π  √
2
T = (i − j),
2 2
√ √ 
2 2
we have P 2
, − 2
, 0 .

T(π/2) × N(π/2) = B(π/2) = −k. The osculating plane has attitude


numbers 0, 0, −1 and its equation is −1(z − 0) = 0; that is, z = 0, which is
the xy plane.
√ √
T(π/2) × B(π/2) = 2 (i − j) × (−k) = 22 √
√ √ 2
(i + j). √The rectifying
√ √
plane
2 2 2 2 2 2
has attitude numbers 2 , 2 , 0 and its equation is 2 (x− 2 )+ 2 (y + 2 ) = 0.
√ √
N(π/2)×B(π/2)
√ √
= − 22 (i+j)×(−k) = 2√ 2
(i−j). √The normal

plane

has
2 2 2 2 2 2
attitude numbers 2 , − 2 , 0 and its equation is 2 (x − 2 ) − 2 (y + 2 ) = 0.


5.4 Curvature

Definition 5.4.1 If T(t) is a unit tangent vector to a curve C at the point


P , s is the arc length measured from an arbitrary chosen point on C to P ,
and s increases as t increases, then the curvature vector of C at P , denoted
by K(t), is given by
111

T0 (t)
K(t) = .
|F0 (t)|
The curvature of C at P , denoted by K(T ), is defined by
|T0 (t)|
K(t) = |K(t)| = .
|F0 (t)|

Example 5.4.2 Given the circle with radius a:


F(t) = a cos ti + a sin tj, a > 0,
find the curvature vector and the curvature at any t.

Solution: We have
F0 (t) = −a sin ti + a cos tj.
and
p
|F0 (t)| = (−a sin t)2 + (a cos t)2
q
= a2 (cos2 t + sin2 t)
= a.

Solving for T(t), we have

F0 (t)
T(t) =
|F0 (t)|
−a sin ti + a cos tj
=
a
= − sin ti + cos tj.

Thus,
T0 (t) = − cos ti − sin tj.
Solving for K(t), we have

T0 (t)
K(t) =
|F0 (t)|
− cos ti − sin tj
=
a
1
= (− cos ti − sin tj).
a
112

Solving for K(t), we have


K(t) = |K(t)|
1p
= (− cos t)2 + (sin t)2
a
1p 2
= cos t + sin2 t
a
1
= .
a
Example 5.4.3 Find the curvature vector and the curvature of the curve
having the vector equation
F(t) = t−1 i + 2 ln tj + 2tk.
Solution: We have
F0 (t) = −t−2 i + 2t−1 j + 2k.
and
p
|F0 (t)| = (−t−2 )2 + (2t−1 )2 + (2)2

= t−4 + 4t−2 + 4
p
= (t−2 + 2)2
= t−2 + 2.
Solving for T(t), we have
F0 (t)
T(t) =
|F0 (t)|
−t−2 i + 2t−1 j + 2k
=
t−2 + 2
t−2 (−i + 2tj + 2t2 k)
=
t−2 (1 + 2t2 )
−i + 2tj + 2t2 k
= .
1 + 2t2
Thus,
(1 + 2t2 )(2j + 4tk) − 4t(−i + 2tj + 2t2 k)
T0 (t) =
(1 + 2t2 )2
(2 + 4t2 )j + (4t + 8t3 )k + 4ti − 8t2 j + 8t3 k
=
(1 + 2t2 )2
4ti + (2 − 4t2 )j + 4tk
= .
(1 + 2t2 )2
113

Solving for K(t), we have

T0 (t)
K(t) =
|F0 (t)|
4ti+(2−4t2 )j+4tk
(1+2t2 )2
=
t−2 + 2
4ti+(2−4t2 )j+4tk
(1+2t2 )2
=
t−2 (1 + +2t2 )
2t2
= 2 3
[2ti + (1 − 2t2 )j + 2tk].
(1 + 2t )

Solving for K(t), we have

K(t) = |K(t)|
2t2 p
= (2t)2 + (1 − 2t2 )2 + (2t)2
(1 + 2t2 )3
2t2 √
= 4t2 + 1 − 4t2 + 4t4 + 4t2
(1 + 2t2 )3
2t2 p
= (1 + 2t2 )2
(1 + 2t2 )3
2t2
= (1 + 2t2 )
(1 + 2t2 )3
2t2
= .
(1 + 2t2 )2

Definition 5.4.4 If K(t0 ) is the curvature of a plane curve C at P0 , where


t = t0 , and K(t0 ) 6= 0, then the radius of curvature of C at P0 , denoted by
ρ(t0 ), is defined by
1
ρ(t0 ) = K(t0 )
.

Example 5.4.5 For the curve having the vector equation


F(t) = 2ti + (t2 − 1)j,
find the curvature and the radius of curvature at t = 1.

Solution: We have
F0 (t) = 2i + 2tj.
114

and
p
|F0 (t)| = (2)2 + (2t)2

= 4 + 4t2

= 2 1 + t2 .
Solving for T(t), we have
F0 (t)
T(t) =
|F0 (t)|
2i + 2tj
= √
2 1 + t2
1 t
=√ i+ √ j.
1 + t2 1 + t2
Thus,

0 − 12 (1 + t2 )−1/2 (2t) 1 + t2 − t[ 12 (1 + t2 )−1/2 (2t)]
T (t) = i + j
1 + t2 1 + t2
t 1
=− i + j.
(1 + t2 )3/2 (1 + t2 )3/2
Solving for K(t), we have
T0 (t)
K(t) =
|F0 (t)|
− (1+tt2 )3/2 i + (1+t12 )3/2 j
= √
2 1 + t2
t 1
=− 2 2
i+ j
2(1 + t ) 2(1 + t2 )2
1
= (−ti + j).
2(1 + t2 )2
Solving for K(t), we have
K(t) = |K(t)|
1 √
= t2 + 1
2(1 + t2 )2
1
= .
2(1 + t2 )3/2

Therefore, the curvature at t = 1 is


115

1 1
K(1) = 2 3/2
= √ ,
2(1 + (1) ) 4 2
and the radius of curvature at t = 1 is
1 √
ρ(1) = = 4 2. 
K(1)

Example 5.4.6 For the curve having the vector equation

F(t) = et sin ti + et cos tj,

find the radius of curvature at any point on the curve.


CHAPTER 6

PARTIAL DERIVATIVES

6.1 Limits and Continuity

Definition 6.1.1 Let A be a set of ordered pairs (x, y) with x, y ∈ R, and


let B be a set of real numbers. A function f from a set A to a set B is
a correspondence that assigned to each element (x, y) of A a unique value
f (x, y) = z, an element of B. The set A is the domain of f and the set B is
the range of f .

Definition 6.1.2 We say that f (x, y) tends to a number L as (x, y) tends


to (a, b) and we write f (x, y) → L as (x, y) → (a, b) if and only if for each
ε > 0 there is a δ > 0 such that |f (x, y) − L| < ε whenever |x − a| < δ and
|y − b| < δ (x, y) 6= (a, b).

Definition 6.1.3 We say that f is continuous at (a, b) if and only if


(i) f (a, b) is defined, and
(ii) f (x, y) → f (a, b) as (x, y) → (a, b).

6.2 Partial Derivatives

Definition 6.2.1 We define the partial derivatives of a function f on R2


by
f (x + h, y) − f (x, y)
fx (x, y) = lim ,
h→0 h
f (x, y + h) − f (x, y)
fy (x, y) = lim .
h→0 h
where y is kept fixed in the first limit and x is kept fixed in the second. We
use the symbols fx and fy for these partial derivatives.

Definition 6.2.2 If F is a function on R3 , we define the partial derivatives


Fx , Fy , and Fz by
117

F (x + h, y, z) − F (x, y, z)
Fx (x, y, z) = lim , (y, z) fixed
h→0 h
F (x, y + h, z) − F (x, y, z)
Fy (x, y, z) = lim , (x, z) fixed
h→0 h
F (x, y, z + h) − F (x, y, z)
Fz (x, y, z) = lim , (x, y) fixed.
h→0 h

Example 6.2.3 Given f (x, y) = x3 + 7x2 y + 8y 3 + 3x − 2y + 7, find fx and


fy and evaluate them at (2, −1).

Solution: Keeping y fixed and differentiating with respect to x, we get

fx (x, y) = 3x2 + 14xy + 3.

Keeping x fixed and differentiating with respect to y, we get

fy (x, y) = 7x2 + 24y 2 − 2.

Substitute x = 2 and y = −1, we have


fx (2, −1) = 3(2)2 + 14(2)(−1) + 3 = −13,
and
fy (2, −1) = 7(2)2 + 24(−1)2 − 2 = 50.
xy
Example 6.2.4 Given f (x, y) = , find fx and fy .
x2 +y

Solution: We have

y(x2 + y) − xy(2x) x2 y + y 2 − 2x2 y −x2 y + y 2 −y(x2 − y)


fx = = = = ,
(x2 + y)2 (x2 + y)2 (x2 + y)2 (x2 + y)2
and
x(x2 + y) − xy(1) x3 + xy + −xy x3
fy = = = .
(x2 + y)2 (x2 + y)2 (x2 + y)2

Example 6.2.5 Given f (x, y, z) = x3 + y 3 y + z 3 + 3xyz, find fx (x, y, z) and


fy (x, y, z) and fz (x, y, z).

Solution: We have
fx (x, y, z) = 3x2 + 3yz, fy (x, y, z) = 3y 2 + 3xz, and fz (x, y, z) =
2
3z + 3xy.

Example 6.2.6 Given f (x, y) = exy cos x sin y, find fx (x, y) and fy (x, y).
118

Solution: We have

fx (x, y) = yexy cos x sin y + exy (− sin x) sin y = exy sin y(y cos x − sin x),
and
fy (x, y) = xexy cos x sin y + exy cos x cos y = exy cos x(x sin y + cos y).

Example 6.2.7 Given f (x, y) = eyz sin xy cos xz, find fx , fy , and fz .

Solution: We have

fx = eyz [(y cos xy)(cos xz)+(sin xy)(−z sin xz)] = eyz (y cos xy cos xz−z sin xy sin xz),

fy = [zeyz sin xy + eyz (x cos xy)] cos xz = eyz cos xz(z sin xy + x cos xy), and

fz = (eyz cos xz) sin xy = [yeyz cos xz+eyz (−x sin xz)] sin xy = eyz sin xy(y cos xz−
x sin xz).

If z = f (x, y), another common symbols for partial derivatives are


∂f
(read: partial of f with respect to x)
∂x
∂z
(read: partial of z with respect to x)
∂x
 
x ∂f ∂f
Example 6.2.8 Given f (x, y) = arcsin , find and .
1+y ∂x ∂y

Solution: We have
1 1
∂f 1+y 1+y 1
=r = q = p ,
∂x  2
x
(1+y)2 −x2 (1 + y)2 − x2
1 − 1+y (1+y)2

and x x
∂f − (1+y) 2 − (1+y) 2 −x
=r =q = p .
∂y 
x
 2 2
(1+y) −x 2
(1 + y) (1 + y)2 − x2
1 − 1+y (1+y)2

y ∂f ∂f
Example 6.2.9 Given f (x, y) = x arctan , find and .
x ∂x ∂y
119

Solution: We have

∂f y − xy2 y xy


= arctan +x·  2  = arctan − 2 ,
∂x x 1 + xy 2 x x + y2
and
1
∂f x x2
=x·   = .
∂y 2
1 + xy 2 x2 + y 2

6.3 Implicit Differentiation

Example 6.3.1 Suppose that x, y, and z are variables and that z is a function
of x and y which satisfies x3 + y 3 + z 3 + 3xyz = 5. Find ∂z/∂x and ∂z/∂y.

Solution: Holding y constant and differentiating z with respect to x implicitly,


we have
∂z ∂z
3x2 + 3z 2 + 3xy + 3yz = 0.
∂x ∂x
Thus,
∂z x2 + yz
=− .
∂x xy + z 2
Holding x constant and differentiating z with respect to y implicitly, we have
∂z ∂z
3y 2 + 3z 2 + 3xy + 3yz = 0.
∂y ∂y
Hence,
∂z y 2 + yz
=− .
∂y xy + z 2
Example 6.3.2 Suppose that x, y, and w are variables and that w is a
∂w ∂w
function of x and y which satisfies w − ew sin xy = 1. Find and .
∂x ∂y
Solution: Holding y constant and differentiating w with respect to x implicitly,
we have
 
∂w ∂w
− sin xy + w(y cos xy) ew sin xy = 0.
∂x ∂x
120

Thus,
∂w wyew sin xy cos xy
= .
∂x 1 − ew sin xy sin xy
Holding x constant and differentiating w with respect to y implicitly, we have
 
∂w ∂w
− sin xy + w(x cos xy) ew sin xy = 0.
∂y ∂y
Hence,
∂w wxew sin xy cos xy
= .
∂y 1 − ew sin xy sin xy

Example 6.3.3 Suppose that r, s, t and w are variables and if w is a function


∂w ∂w
of r, s, and t which satisfies ert − 2sew + wt − 3w2 r = 5, find and .
∂r ∂s
Solution: Holding s and t constant and differentiating w with respect to r
implicitly, we have
∂w ∂w ∂w
tert − 2sew +t − 3w2 − 6rw = 0.
∂r ∂r ∂r
Thus,
∂w 3w2 − tert
= .
∂r t − 2sew − 6rw
Holding r and t constant and differentiating w with respect to s implicitly, we
obtain
∂w ∂w ∂w
−2ew − 2sew +t − 6rw = 0.
∂s ∂s ∂s
Hence,
∂w 2ew
= .
∂s t − 2sew − 6rw
121

6.4 The Chain Rule

Theorem 6.4.1 (Chain Rule) Suppose that z = f (x, y) is continuous and that
∂f /∂x and ∂f /∂y are continuous. assume that x = x(r, s) and y = y(r, s) are
functions of r and s such that ∂x/∂r, ∂x/∂s∂y/∂r∂y/∂s all exist. Then z is
a function of r and s and the following formula hold:
∂z ∂f ∂x ∂f ∂y
= +
∂r ∂x ∂r ∂y ∂r
∂z ∂f ∂x ∂f ∂y
= +
∂s ∂x ∂s ∂y ∂s
∂z
Example 6.4.2 Suppose that z = x3 + y 3 , x = 2r + s, y = 3r − 2s. Find
∂r
∂z
and .
∂s
Solution: We employ the Chain Rule and obtain
∂z ∂z ∂x ∂x ∂y ∂y
= 3x2 , = 3y 2 , = 2, = 1, = 3, = 1.
∂x ∂y ∂r ∂s ∂r ∂s
Therefore,
∂z
= (3x2 )(2) + (3y 2 )(3) = 6x2 + 9y 2 = 6(2r + s)2 + 9(3r − 2s)2 , and
∂r
∂z
= (3x2 )(1) + (3y 2 )(−2) = 3x2 − 6y 2 = 3(2r + s)2 − 6(3r − 2s)2 .
∂r
Example 6.4.3 Suppose that z = f (x, y) = 2x2 + xy − y 2 + 2x − 3y + 5,
∂z
x = 2s − t, y = s + t. Find .
∂t
Solution: We employ the Chain Rule and obtain
∂f ∂f ∂x ∂y
= 4x + y + 2, = x − 2y − 3, = −1, = 1,
∂x ∂y ∂t ∂t
Therefore,
∂z
= (4x + y + 2)(−1) + (x − 2y − 3)(1) = −3x − 3y − 5 =
∂t
3(2s − t) − 3(s + t) − 5 = −9s − 5.

Example 6.4.4 Given w = f (x, y, z) = x2 + 3y 2 − 2z 2 + 4x − y + 3z − 1,


x = t2 − 2t + 1, y = 3t − 2, z = t2 + 4t − 3, find dw/dt when t = 2.
122

Solution: We employ the Chain Rule and obtain


∂f ∂f ∂f
= 2x + 4, = 6y − 1, = −4z + 3,
∂x ∂y ∂z
dx dy dz
= 2t − 2, = 3, = 2t + 4.
dt dt dt
Therefore,
dw
= (2x + 4)(2t − 2) + (6y − 1)(3) + (−4z + 3)(2t + 4).
dt
When t = 2, we have x = 1, y = 4, z = 9, and so
dw
= (6)(2) + (23)(3) + (−33)(8) = −183.
dt

6.5 Applications of the Chain Rule

Example 6.5.1 At a certain instant the altitude of a right circular cone is 30


cm and is increasing at the rate of 2 cm/sec. At the same instant, the radius
of the baseis 20 cm and is increasing at the rate of 1 cm/sec. At what rate is
the volume increasing at that instant?

Solution: Let r be the radius of the cone, let h be altitude of the cone, and let
V be the volume of the cone. Then
V = 13 πr2 h, where r and h are functions of time t.
Thus,
dV ∂V dr ∂V dh
= +
dt ∂r dt ∂h dt
2 dr 1 2 dh
= πrh + πr .
3 dt 3 dt

dh dr
When h = 30 cm, r = 20 cm, = 2 cm/s, and = 1 cm/s, we have
dt dt
dV 2 1 2000π
= π(20)(30)(1) + π(20)2 (2) = cm3 /s.
dt 3 3 3
123

Example 6.5.2 The base B of a trapezoid increases in length at the rate of


2 cm/sec and the base b decreases in length at the rate of 1 cm/sec. If the
altitude h is increasing at the rate of 3 cm/sec, how rapidly is the area A
changing when B = 30 cm, b = 50 cm, and h = 10 cm?

Solution: The area is given by

A = 21 (B + b)h, with B, b, and h functions of time t.

Thus,
dA ∂A dB ∂V db ∂V dh
= + +
dt ∂B dt ∂b dt ∂h dt
1 dB 1 db 1 dh
= bh + Bh + (B + b) .
2 dt 2 dt 2 dt

dB db
When B = 30 cm, = 2 cm/s, b = 50 cm, = −1 cm/s, h = 10
dt dt
dh
cm, and = 3 cm/s, we have
dt
dA 1 1 1
= (50)(10)(2) + (30)(10)(−1) + (30 + 50)(3)
dt 2 2 2
= 470cm2 /sec.

Example 6.5.3 An airplane is travelling directly east at 300 km/hr and is


climbing at the rate of 600 m/min. At a certain instant, the airplane is 12,000
meters above the ground and 5 km directly west of an observer on the ground.
How fast is the distance changing between the airplane and the observer at
this instant?

Solution: Let x be the distance of the airplane from the point directly above
the observer, y be the altitude of the airplane, and s be the distance between
the airplane and the observer.
124

A ............................................................x
....................................................................
........ ....
.. ..... ..
... ...... ...
.. .... ..
... .... ...
.. .... ..
....
... ....
.... ...
.. .... ..
... .... ...
..
...
..
....
....
....
....
..
...
..
y
... ....
.... ...
... .... ...
.. .... ..
... .... ...
.. .... .
....
... .... ...
.. .... ..
. .
. .... ....
.................................................................................................................................

Then
p
s= x2 + y 2 , where x and y are functions of time t.
Thus,
ds ∂s dx ∂s dy
= +
dt ∂x dt ∂y dt
x dx y dy
=p +p .
x2 + y 2 dt x2 + y 2 dt

dy
When y = 12, 000 m = 12 km, = 600 m/min = 36 km/hr, x = 5
dt
dx
km, and = −300 km/hr, we have
dt
ds 5 12 1068
= (−300) + (36) = − km/hr.
dt 13 13 13

6.6 Directional Derivatives. Gradient

The partial derivative of a function with respect to x may be considered


as the derivative in the x direction; the partial derivative with respect to
y is the derivative in the y direction. We now show how we may define
the derivative in any direction. We consider a function f (x, y) and a point
P (x, y)in the xy plane. A particular direction is singled out by specifying the
angle θ which a line through P makes with the positive x axis (see Figure).
We may also prescribe the direction by drawing the directed line segment
P~P 0 of unit length and defining the vector a = (cos θ)i + (sin θ)j. The vector
adetermines the same direction as the angle θ.
125

Definition 6.6.1 Let f be a function of two variables. The directional derivative


Da f of f in the direction of a is defined by
f (x + h cos θ, y + h sin θ) − f (x, y)
Da f (x, y) = lim
h→0 h
whenever the limit exists.

Remark 6.6.2 We note that when θ = 0, then the direction is the positive x
direction. The directional derivative is exactly ∂f /∂x. Similarly, if θ = π/2,
then the direction is the positive y direction and the directional derivative is
∂f /∂y.

Theorem 6.6.3 If f (x, y) and its partial derivatives are continuous and a =
(cos θ)i + (sin θ)j, then Da f (x, y) = fx (x, y) cos θ + fy (x, y) sin θ.

Example 6.6.4 Given f (x, y) = x2 + 2y 2 − 3x + 2y, find the directional


derivatives of f in the direction θ = π/6. What is the value of this derivative
at the point (2, −1)?
∂f ∂f
Solution: The partial derivatives are ∂x
= 2x − 3, ∂y
= 4y + 2. Therefore,

Da f (x, y) = fx (x, y) cos θ + fy (x, y) sin θ


= (2x − 3) cos(π/6) + (4y + 2) sin(π/6)

3 1
= (3x − 3) + (4y + 2).
2 2
√ √
3 3
In particular, Da f (2, −1) = 2
(3(2) − 3) + 21 (4(−1) + 2) = 2
− 1.

An alternate notation for directional derivative for functions of two


variables is the symbol dθ f (x, y), in which θ is the angle the directiion makes
with with the positive x axis. For a fixed value of x and y, the directionbal
derivative is a function of θ.

Example 6.6.5 Given f (x, y) = x2 − xy − +y 2 , find dθ f (x, y) at the point


(2, −3). For what value of θ does dθ f (2, −3) takes on its maximum value?
∂f ∂f
Solution: The partial derivatives are ∂x
= 2x − y, ∂y
= −x − 2y. Therefore,

dθ f (x, y) = (2x − y) cos θ + (−x − 2y) sin θ


126

and

dθ f (2, −3) = 7 cos θ + 4 sin θ.

To find the maximum, let k(θ) = 7 cos θ + 4 sin θ. Then k 0 (θ) = −7 sin θ +
4 cos θ. If 7 sin θ + 4 cos θ = 0, then tan θ = 47 , and θ = tan−1 (4/7) + 2kπ,
k = 0, ±1, ±2, .... These values of θ makes k(θ) a maximum.

In three dimensions, a direction is determined by a set of direction


cosines λ, µ, ν or, equivalently, by a vector a = λi + µj + νk. We recall that
λ2 + µ2 + ν 2 = 1, and so a is a unit vector.

Definition 6.6.6 The directional derivative Da f of f (x, y, z) in the direction


of a is defined by
f (x + λh, y + µh, z + νh) − f (x, y)
Da f (x, y, z) = lim
h→0 h
whenever the limit exists.

Theorem 6.6.7 If f (x, y, z) and its partial derivatives are continuous and
a = λi + µj + νk is a unit vector, then Da f (x, y, z) = λf (x, y, z) + µf (x, y, z) +
νf (x, y, z).

Example 6.6.8 Find the directional derivative of f (x, y, z) = x2 + y 2 + z 2 −


3xy + 2xz − yz at the point (1, 2, −1).

Solution: We have
∂f ∂f ∂f
= 2x − 3y + 2z; = 2y − 3x − z; = 2z + 2x − y.
∂x ∂y ∂z
Thus,

Da f (x, y, z) = λ(2x − 3y + 2z) + µ(2y − 3x − z) + ν(2z + 2x − y)

and, hence

Da f (1, 2, −1) = −6λ + 2µ + −2ν.

Example 6.6.9 Given the function f (x, y, z) = xeyz + yexz + zexy , find the
directional derivative at P (1, 0, 2) in the direction going from P to P 0 (5, 3, 3).
127

Solution: A set of direction numbers for the line through P and P 0 is 4, 3, 1.The
corresponding direction cosines are √426 , √326 , √126 .
We find that
fx (x, y, z) = eyz + yzexz + yzexy and fx (1, 0, 2) = 1;
fy (x, y, z) = xzeyz + exz + xzexy and fy (1, 0, 2) = 4 + e2 ;
fz (x, y, z) = xyeyz + xyexz + exy and fz (1, 0, 2) = 1.
Therefore,
4 3 1
Da f (1, 0, 2) = √ f (1, 0, 2) + √ f (1, 0, 2) + √ f (1, 0, 2)
26 26 26
4 3 1 17 + 3e2
= √ + √ (4 + e2 ) + √ = √ .
26 26 26 26

Definition 6.6.10 (i) If f (x, y) has partial derivatives, the gradient vector is
defined by

gradf (x, y) = fx (x, y)i + fy (x, y)j.

(ii) If g(x, y, z) has partial derivatives, the gradient vector is defined by

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

The symbol ∇, an inverted delta, called ”del” and is a common one


used to denote a gradient. We will frequently write ∇f for gradf .

We recognize that if a is a unit vector so that a=λi + µj + νk, then

Da f = λfx + µfy + νfz = a · ∇f .

Looked at another way, the scalar product of a and ∇f is given by

a · ∇f = |a||∇f | cos φ = Da f ,

where φ is the angle between the vector a and ∇f .

From the above formula we can conclude that Da f is a maximum when


φ is zero, that is, when a is in the direction of ∇f .

Example 6.6.11 Given the function f (x, y, z) = x3 + 2y 3 + z 3 − 4xyz, find


the maximum value Da f at the point P (−1, 1, 2).
128

Solution: We have
fx (x, y, z) = 3x2 − 4yz;
fy (x, y, z) = 6y 2 − 4xz;
fz (x, y, z) = 3z 2 − 4xy,
and
fx (−1, 1, 2) = 3(−1)2 − 4(1)(2) = −5;
fy (−1, 1, 2) = 6(1)2 − 4(−1)(2) = 14;
fz (−1, 1, 2) = 3(2)2 − 4(−1)(1) = 16.
Therefore,
∇f (−1, 1, 2) = −5i + 14j + 16k
and a unit vector in the direction of ∇f is
−5 14 16
a= √
3 53
i + √
3 53
j + √
3 53
k.
The maximum value of Da f is given by

−5
 
14
 
16
 √
Da f = a · ∇f = −5 3√ 53
+ 14 √
3 53
+ 16 √
3 53
= 3 53.

6.7 Geometric Interpretation of Partial Derivatives

If (x0 , y0 ) are the coordinates of a point in the xy plane, then P (x0 , y0 , z0 ),


with z0 = f (x0 , y0 ), is a point on the surface. Consider the vertical plane
y = y0 . this plane cuts the surface z = f (x, y) in the curve C1 which contains
the point P . From the definition of partial derivative we see that fx (x0 , y0 )
is the slope of the line tangent to the curve C1 at the point P . This line is
in the plane y = y0 . In a completely analogous manner we construct a plane
x = x0 intersecting the surface with equation z = f (x, y) in the curvre C2 . The
partial derivative fy (x0 , y0 ) is the slope of the line tangent to C2 at the point P .

The directional derivative dθ f (x0 , y0 ) which makes an angle of θ with


the positive x direction. The curve C3 is the intersection of this plane with
the surface. Then dθ f (x0 , y0 ) is the slope of the line tangent to C3 at P .

Definition 6.7.1 The plane whose equation is


m1 (x − x0 ) + m2 (y − y0 ) − (z − z0 ) = 0,
129

where
z0 = f (x0 , y0 ), m1 = fx (x0 , y0 ), m2 = fy (x0 , y0 ).
is called the tangent plane to the surface z = f (x, y) at (x0 , y0 ).

From the definition of the tangent plane,


m1 = fx (x0 , y0 ), m2 = fy (x0 , y0 ), −1.
is a set of attitude numbers for the plane. The equation of the tangent plane
is conveniently expressed in vector notation.

Define
n = m1 i + m2 j − k, where m1 = fx (x0 , y0 ), m2 = fy (x0 , y0 )..
Also, let v = xi + yj − zk and v0 = x0 i + y0 j − z0 k. Then the definition of the
tandent plane takes the form
n · (v − v0 ).

Definition 6.7.2 The line with equations


x − x0 y − y0 z − z0
= = ,
m1 m2 −1
with z0 = f (x0 , y0 ), m1 = fx (x0 , y0 ), m2 = fy (x0 , y0 ) is called the normal
line to the surface z = f (x, y) at P (x0 , y0 , z0 ). Clearly, the normal line is
perpendicular to the tangent plane.

The normal line is also expressible in parametric form by the equations


x = x0 + m1 t, y = y0 + m2 t, z = z0 − t
or, in terms of vectors, by the single vector equation
v = v0 + nt.

Example 6.7.3 Find the equation of the tangent plane and the equations of
the normal line to the surface z = x2 + xy − y 2 at the point where x = 2 and
y = −1. Express the results in vector form.
130

Solution: We have

z0 = f (2, −1) = 1; fx (x, y) = 2x + y, fy (x, y) = x − 2y

Hence,

m1 = fx (2, −1) = 2(2) − 1 = 3, m2 = fy (2, −1) = 2 − 2(−1) = 4.

The equation of the tangent plane is

3(x − 2) + 4(y + 1) − (z − 1) = 0.

In vector notation, the tangent plane is

(3i + 4j − k) · [(xi + yj − zk) − (2i − j + k)] = 0,

that is,

(3i + 4j − k) · [(x − 2)i + (y + 1)j − (z + 1)k] = 0.

The equations of the normal line are


x−2 y+1 z−1
= = .
3 4 −1
The vector equation of the normal line is

xi + yj − zk = (2i − j + k) + (3i + 4j − k)t,

that is,

xi + yj − zk = (2 + 3t)i + (−1 + 4t)j + (1 − t)k.

Example 6.7.4 Find the equation of the tangent plane and the equations of
the normal line at the point (3, −1, 2) to the graph of xy + yz + xz = 0.

Solution: We have
∂z ∂z ∂z ∂z
y+y +z+x = 0 and x + y +z+x =0.
∂x ∂y ∂y ∂y
Thus, the partial derivatives are
∂z y+z ∂z x+z
=− and =− .
∂x x+y ∂y x+y
At the point (3, −1, 2), we get
131

−1 + 2 1 3+2 5
m1 = − = − and m2 = − =− .
3−1 2 3−1 2
The equation of the tangent plane is
1 5
− (x − 3) − (y + 1) − 1(z − 2) = 0.
2 2
The equation of the normal line is
x−3 y+1 z−2 x−3 y+1 z−2
= = ⇔ = = .
−1/2 −5/2 −1 1 5 2

Let the equations

z = f (x, y) and z = g(x, y)

represent surfaces which intersect in a curve C. The tangent line to the


intersection at a point P on C is by definition the line of intersection of the
tangent planes to f and g.

We can use vector algebra to find the equation of the tangent line. If
P has coordinates (x0 , y0 , z0 ), then

u = fx (x0 , y0 )i + fy (x0 , y0 )j + (−1)k

is the vector normal to the plane tangent to f at P . Similarly,

v = gx (x0 , y0 )i + gy (x0 , y0 )j + (−1)k

is the vector normal to the plane tangent to g at P . The line of intersection


of these tangent planes is perpendicular to both u and v. If u and v are
nonparallel vectors the vector u × v is perpendiculat to both u and v. Thus,
if w = u × v = ai + bj + ck, then the equations of the line of intersection are
x − x0 y − y0 z − z0
= = .
a b c

Example 6.7.5 Find the equations of the line tangent to the intersection of
the surfaces z = f (x, y) = x2 + 2y 2 and z = g(x, y) = 2x2 − 3y 2 + 1 at the
point (2, 1, 6).

Solution: We have
132

fx (x, y) = 2x, fy (x, y) = 4y, gx (x, y) = 4x, gy (x, y) = −6y

and

fx (2, 1) = 4, fy (2, 1) = 4, gx (2, 1) = 8, gy (2, 1) = −6.

Thus, u = 4i + 4j − k and v = 8i − 6j − k, and w = u × v = −10i − 4j − 56k.


The desired equations are
x−2 y−1 z−6
= = .
5 2 28

6.8 The Total Differential

Definition 6.8.1 The total differential of f (x, y) is the funcion df of four


variables x, y, h, k given by the formula

df (x, y, h, k) = fx (x, y)h + fy (x, y)k

If F is a function of three variables, say x, y, z, we define the total differential


as the funcion of six variables x, y, z, h, k, l given by he formula

dF (x, y, z, h, k, l) = Fx (x, y, z)h + Fy (x, y, z)k + Fz (x, y, z)l.

Theorem 6.8.2 Suppose that z = f (x, y), and x and y are funcions of some
other variables. Then
∂z ∂z
dz = dx + dy.
∂x ∂y
Supoose that w = F (x, y, z), and x, y, z are functions of other variables. Then
∂w ∂w ∂w
dw = dx + dy + dz.
∂x ∂y ∂z

Example 6.8.3 Find the total differential of z = y 5 − 5xy 4 .


133

Solution: We have
∂z ∂z
dz = dx + dy
∂x ∂y
= (−5y 4 )dx + (5y 4 − 20xy 3 )dy.

1
Example 6.8.4 Find the total differential of w = x2 exy + 2
+ z3.
y

Solution: We have
∂w ∂w ∂w
dz = dw = dx + dy + dz
∂x ∂y ∂z
 
xy 2 xy 3 xy 2
= (2xe + x ye )dx + x e − 3 dy + (2z)dz.
y

Theorem 6.8.5 Suppose that f (x, y), fx (x, y) and fy (x, y) are continuous
functions and that f (x, y) = 0; we assume that y is a funcion of x. If at a
point (x0 , y0 ) we have fy (x0 , y0 ) 6= 0, then
∂f
dy ∂x
= − ∂f .
dx ∂y

for all (x, y) near (x0 , y0 ).

dy
Example 6.8.6 Use the above theorem to find if x4 +3x2 y 2 −y 4 +2x−3y =
dx
5.

Solution: We set f (x, y) = x4 + 3x2 y 2 − y 4 + 2x − 3y − 5. Then


∂f ∂f
= 4x3 + 6xy 2 + 2 and = 6x2 y − 4y 3 − 3.
∂x ∂y
Thus,
∂f
dy ∂x 4x3 + 6xy 2 + 2
= − ∂f =− 2 3−3
.
dx ∂y
6x y − 4y
134

Theorem 6.8.7 Suppose that F (x, y, z) = 0, that Fx , Fy , Fz are continuous


functions and that z is a function of x and y such that the partial derivatives
of z exist. If (x0 , y0 , z0 ) is a point where Fz (x0 , y0 , z0 ) 6= 0, then for all (x, y, z)
near this point
∂F ∂F
∂z ∂x ∂z ∂y
= − ∂F , and = − ∂F .
∂x ∂z
∂y ∂z

dz dz
Example 6.8.8 Use the above theorem to find and if exy cos z +
dx dy
e−xz sin y + eyz cos x = 1.

Solution: We set F (x, y, z) = exy cos z + e−xz sin y + eyz cos x − 1. Then
∂F
= yexy cos z − ze−xz sin y − eyz sin x,
∂x
∂F
= xexy cos z + e−xz cos y + zeyz cos x,
∂y

∂F
= −exy sin z − xe−xz sin y + yeyz cos x.
∂z
Therefore,
∂z yexy cos z − ze−xz sin y − eyz sin x
= − xy ,
∂x −e sin z − xe−xz sin y + yeyz cos x

∂z xexy cos z + e−xz cos y + zeyz cos x


= − xy .
∂y −e sin z − xe−xz sin y + yeyz cos x
135

6.9 Second and Higher Derivatives

Definition 6.9.1 The second partial derivatives of f are defined by the


formulas:
fx (x + h, y) − fx (x, y)
fxx (x, y) = lim ,
h→0 h
fx (x, y + k) − fx (x, y)
fxy (x, y) = lim ,
k→0 k
fy (x + h, y) − fy (x, y)
fyx (x, y) = lim ,
h→0 h
fy (x, y + k) − fy (x, y)
fyy (x, y) = lim .
k→0 k

Theorem 6.9.2 Assume that f (x, y), fx , fy , fxy , fyx are all continuous at
(x0 , y0 ). Then
fxy (x0 , y0 ) = fyx (x0 , y0 )

6.10 Extrema of Functions of Two Variables

Definition 6.10.1 (i) The function f of two varaibles is said to have an


absolute maximum value on its domain D in the xy plane if there is some
point x0 , y0 ) in D such that f (x0 , y0 ) ≥ f (x, y) for all points (x, y) in D. In
such a case, f (x0 , y0 ) is the absolute maximum value of f on D.
(ii) The function f of two varaibles is said to have an absolute minimum
value on its domain D in the xy plane if there is some point x0 , y0 ) in D such
that f (x0 , y0 ) ≤ f (x, y) for all points (x, y) in D. In such a case, f (x0 , y0 ) is
the absolute maximum value of f on D.

Definition 6.10.2 (i) The function f of two varaibles is said to have a relative
maximum value at the point (x0 , y0 ) if there an open disk B((x0 , y0 ); r) such
that f (x0 , y0 ) ≥ f (x, y) for all (x, y) in B.
(ii) The function f of two varaibles is said to have a relative minimum
value at the point (x0 , y0 ) if there an open disk B((x0 , y0 ); r) such that f (x0 , y0 ) ≤
f (x, y) for all (x, y) in B.
136

Theorem 6.10.3 If f (x, y) exists at all points in some open disk B((x0 , y0 ); r)
and is f has a relative extremum at (x0 , y0 ), then if fx (x0 , y0 ) and fy (x0 , y0 )
exist,

fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0.

Definition 6.10.4 If f (x, y) exists at all points in some open disk B((x0 , y0 ); r),
then the point (x0 , y0 ) is called a critical point of f if one of the following
conditions hold:
(i) fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0;
(ii) fx (x0 , y0 ) or fy (x0 , y0 ) does not exist.

Example 6.10.5 Find any relative extrema of the function defined by f (x, y) =
−x2 − 2y 2 + 6x − 4y.

Solution: We have fx (x, y) = −2x + 6 and fy (x, y) = −4y − 4.

Set fx (x, y) = 0 and fy (x, y) = 0. Then −2x + 6 = 0 and −4y − 4 = 0. Thus,


x = 3 andy = −1. Hence, the critical point of f is (3, −1) and the extremum
value of f is f (3, −1) = −(3)2 − 2(−1)2 = 6(3) − 4(−1) = 11.

Test f for relative extremum at (3, −1):

f (x, y) = −(x2 −6x+9)−2(y 2 +2y+1)+9+2 = −(x−3)2 −2(y+1)2 +11.

If x 6= 3 and y 6= −1, then x − 3 6= 0 and y + 1 6= 0. Thus, (x − 3)2 > 0 and


2(y+1)2 > 0 ⇔ −(x−3)2 < 0 and −2(y+1)2 < 0 ⇔ −(x−3)2 −2(y+1)2 < 0
⇔ −(x − 3)2 − 2(y + 1)2 + 11 < 11. Hence, f (x, y) < f (3, −1).

Example
p 6.10.6 Find any relative extrema of the function defined by f (x, y) =
16 − x − y 2 .
2

−x −y
Solution: We have fx (x, y) = √ and fy (x, y) = √ .
16−x2 −y 2 16−x2 −y 2

Set fx (x, y) = 0 and fy (x, y) = 0. Then x = 0 and y = 0.√Thus, the critical


point of f is (0, 0) and the extremum value of f is f (0, 0) = 16 − 02 − 02 = 4.

Test f for relative extremum at (0, 0):


137

If x 6= 0 and y 6= 0, then x2 > 0 and y 2 > 0.Thus,


p −x2 < 0 and −y 2 < 0 ⇔
2 2 2 2
−x − y < 0 ⇔ 16 − x − y < 16 ⇔ 16 − x2 − y 2 < 4 for all (x, y) in
an open disk B((x, y); 4) = {(x, y) : x2 + y 2 < 4}. Hence, f (x, y) < f (0, 0) for
all (x, y) in an open disk B((x, y); 4) = {(x, y) : x2 + y 2 < 4}.

Therefore, f (0, 0) = 4 is a relative maximum value of f . Since f (x, y) <


f (0, 0) for all (x, y) in D = {(x, y) : x2 + y 2 < 4}, it follows that f (0, 0) = 4 is
an absolute maximum value of f .

Theorem 6.10.7 (Second Derivative Test) Let f be a function of two variables


such that f and its first-order and second-order partial derivatives continuous
on some open disk B((a, b); r) . Suppose that fx (a, b) = 0 and fy (a, b) = 0.. Let

D(a, b) = fxx (a, b)fyy (a, b) − [fxy (a, b)]2 .

(i) f has a relative minimum value at (a, b) if

D(a, b) > 0 and fxx (a, b) > 0;

(ii) f has a relative maximum value at (a, b) if

D(a, b) > 0 and fxx (a, b) < 0;

(iii) f (a, b) is not a relative extremum, but f has a saddle point at (a, b, f (a, b))
if

D(a, b) < 0;

(iv) no conclusion regarding relative extrema can be made if

D(a, b) = 0.

Example 6.10.8 Test for relative extrema the function f (x, y) = x3 + 3xy 2 −
3x2 − 3y 2 + 4.

Solution: We have

fx (x, y) = 3x2 + 3y 2 − 6x and fy (x, y) = 6xy − 6y.

Set fx (x, y) = 0 and fy (x, y) = 0. Then 3x2 +3y 2 −6x = 0 and 6xy −6y = 0.
⇔ x2 + y 2 − 2x = 0 and (x − 1)y = 0. ⇔ x2 + y 2 − 2x = 0 and x = 1
or y = 0.
138

If x = 1, then (1)2 + y 2 − 2(1) = 0. Thus, y 2 = 1. ⇔ y = 1 or y = −1.

If y = 0, then x2 + (0)2 − 2x = 0. Thus, x(x − 2) = 0. ⇔ x = 0 or x = 2.

Hence, the critical points are (0, 0), (2, 0), (1, 1), and (1, −1).

The second partial derivatives are:

fxx (x, y) = 6x − 6, fxy (x, y) = 6y, fyy (x, y) = 6x − 6.

Apply the Second Derivative Test:

At (0, 0): D(0, 0) = fxx (0, 0)fyy (0, 0) − [fxy (0, 0)]2 = (−6)(−6) − 0 = 36.

Thus, D(0, 0) = 36 > 0 and fxx (0, 0) = −6 < 0. Therefore, f has a


relative maximum at (0, 0).

At (2, 0): D(2, 0) = fxx (2, 0)fyy (2, 0) − [fxy (2, 0)]2 = (6)(6) − 0 = 36.

Thus, D(2, 0) = 36 > 0 and fxx (2, 0) = 6 > 0. Therefore, f has a


relative minimum at (2, 0).

At (1, 1): D(1, 1) = fxx (1, 1)fyy (1, 1) − [fxy (1, 1)]2 = 0(0) − 1 = −1.

Thus, D(1, 1) = −1 < 0. Therefore, f does not have a relative


extremum at (1, 1). f (1, 1) = 13 + 3(1)(1)2 − 3(1)2 − 3(1)2 + 4 = 2. Hence, f
has a saddle point at (1, 1, 2).

At (1, −1): D(1, −1) = fxx (1, −1)fyy (1, −1) − [fxy (1, −1)]2 = 0(0) − 1 = −1.

Thus, D(1, 1) = −1 < 0. Therefore, f does not have a relative


extremum at (1, −1). f (1, −1) = 13 + 3(1)(−1)2 − 3(1)2 − 3(−1)2 + 4 = 2.
Hence, f has a saddle point at (1, −1, 2).

Example 6.10.9 Given f (x, y) = 2x4 + y 2 − x2 − 2y determine the relative


extrema of f if there are any.

Solution: We have

fx (x, y) = 8x3 − 2x and fy (x, y) = 2y − 2.


139

Set fx (x, y) = 0 and fy (x, y) = 0. Then 8x3 − 2x = 0 and 2y − 2 = 0. ⇔


1 1
x(2x−1(2x+1) = 0 and y = 1. ⇔ x = 0 or x = or x = − and y = 1.
2 2
1
, 1 , and − 21 , 1 .
 
Hence, the critical points are (0, 1), 2

The second partial derivatives are:

fxx (x, y) = 24x2 − 2, fxy (x, y) = 0, fyy (x, y) = 2.

Apply the Second Derivative Test:

At (0, 1): D(0, 1) = fxx (0, 1)fyy (0, 1) − [fxy (0, 1)]2 = (−2)(2) − 0 = −4.

Thus, D(0, 0) = −4 < 0. Therefore, f has no relative extremum at


(0, 1). We have f (0, 1) = 2(0)4 + 12 − 02 − 2(1) = −1. Hence, f has a saddle
point at (0, 1, −1).

1

At 2
,1:

1 1 1 1
   2
D= 2
,1 = fxx 2
,1 fyy 2
,1 − [fxy 2
,1] = (4)(2) − 0 = 8.

Thus, D 12 , 1 = 8> 0 1
 
and fxx 2
,1 = 4 > 0. Therefore, f has a
relative minimum at 12 , 1 .

At − 21 , 1 :


D = − 21 , 1 = fxx − 21 , 1 fyy − 12 , 1 − [fxy − 21 , 1 ]2 = (4)(2) − 0 = 8.


   

Thus, D 21 , 1 = 8 > 0 and 1


 
fxx 2
,1 = 4 > 0. Therefore, f has a
relative minimum at − 12 , 1 .

6.11 Exact Diferentials


The total differential of a function f (x, y) is given by
∂f ∂f
df = ∂x
dx + ∂y
dy.

The quantity df is a function of four variables, since ∂f


∂x
and ∂f
∂y
are functions
of x and y, and dx and dy are additional independent variables. It turns
out that the expression of the form P (x, y)dx + Q(x, y)dy occur frequently in
140

problems in engineering, physics, and chemistry. It is natural to ask when


such an expression is the total diferential of a function. For example, if we are
given the expression

(3x2 + 2y)dx + (2x − 3y 2 )dy,

we may guess that the function f (x, y) = x3 +2xy−y 3 has the above expression
as its total differential.

Definition 6.11.1 If there is a function f (x, y) such that

df = P (x, y)dx + Q(x, y)dy

for all (x, y) in some region and for all values of dx and dy, we say that

P (x, y)dx + Q(x, y)dy

is an exact differential. If there is a function F (x, y, z) such that

dF = P (x, y, z)dx + Q(x, y, z)dy + R(x, y, z)dz

for all (x, y, z) in some region and for all values of dx, dy, and dz, we say that

P (x, y, z)dx + Q(x, y, z)dy + R(x, y, z)dz

is an exact differential.
∂P ∂Q
Theorem 6.11.2 Suppose that P (x, y), Q(x, y), ∂y
, ∂x are continuous in a
rectangle S. Then the expression

P (x, y)dx + Q(x, y)dy

is an exact differential for (x, y) in the region S if and only if


∂P ∂Q
=
∂y ∂x
for all (x, y) in S.

Example 6.11.3 Show that

(3x2 + 6y)dx + (3y 2 + 6x)dy,

is an exact differential, and find the function f of which it is the total differential.
141

Solution: Set P = 3x2 + 6y and Q = 3y 2 + 6x. Then Py = 6 and Qx = 6.


Thus, Py = 6 = Qx and so, (3x2 + 6y)dx + (3y 2 + 6x)dy is an exact differential.
Write

fx = P = 3x2 + 6y

and integrate with respect to x to get

f (x, y) = 3x3 + 6xy + C(y).

We differentiate with respect to y. We find

fy = 6x + C 0 (y).

and this expression must be equal to Q. Thus,

6x + C 0 (y) = 3y 2 + 6x or C 0 (y) = 3y 2 .

Integrating with respect to y, we get

C(y) = y 3 + C1 .

Therefore,

f (x, y) = 3x3 + 6xy + y 3 + C1 .

Theorem 6.11.4 Suppose that P (x, y, z), Q(x, y, z), R(x, y, z) are continuous
in some parallelepiped S. Then the expression

P (x, y, z) + Q(x, y, z) + R(x, y, z)

is an exact differential on S if and only if


∂P ∂Q ∂R ∂P ∂Q ∂R
= , = , = .
∂y ∂x ∂x ∂z ∂z ∂y
It is assumed that all the above partial derivatives are continuous for all (x, y, z)
in S.

Example 6.11.5 Determine whether (3x2 −4xy +z 2 +yz −2)dx+ (xz −6y 2 −
2x2 )dy + (9z 2 + 2xz + xy + 6z)dz is an exact differential, and if so, find the
function f of which it is the total differential.

Solution: Set P = 3x2 − 4xy + z 2 + yz − 2, Q = xz − 6y 2 − 2x2 , and R =


9z 2 + 2xz + xy + 6z. Then
142

Py = −4x + z = Qx , Rx = 2z + y = Pz , Qz = x = Ry

and so, the given diferential is exact. Write

fx = P = 3x2 − 4xy + z 2 + yz − 2

and integrate with respect to x to get

f (x, y, z) = x3 − 2x2 y + xz 2 + xyz − 2x + C(y, z).

We differentiate with respect to y:

fy (x, y, z) = −2x2 + xz + Cx (y, z).

and this expression must be equal to Q:

−2x2 + xz + Cx (y, z) = xz − 6y 2 − 2x2 or C 0 (y) = −6y 2 .

Integrating with respect to y, we get

C(y, z) = −2y 3 + C1 (z).

Hence,

f (x, y, z) = x3 − 2x2 y + xz 2 + xyz − 2x − 2y 3 + C1 (z).

To find C1 (z), differentiate f with respect to z:

fz (x, y, z) = 2xz + xy + C10 (z).

and this expression must be equal to R:

2xz + xy + C10 (z) = 9z 2 + 2xz + xy + 6z or C10 (z) = 9z 2 + 6z.

Integrating with respect to y, we get

C1 (z) = 3z 3 + 3z 2 + C2 .

Therefore,

f (x, y, z) = x3 − 2x2 y + xz 2 + xyz − 2x − 2y 3 + 3z 3 + 3z 2 + C2 .


CHAPTER 7

MULTIPLE INTEGRATION

7.1 Double Integral


Definition 7.1.1 If f is defined on a region F and L is a real number, we say
that f is integrable over F and write
ZZ
L= f (x, y) dA.
F

We also call the expression above the double integral of f over F .

Theorem 7.1.2 If f (x, y) is continuous for (x, y) in a closed region F , then


f is integrable over F . Furthermore, if f (x, y) > 0 for all (x, y) in F , then
ZZ
V (S) = f (x, y)dA.
F

7.2 Properties of the Double Integral


Theorem 7.2.1 If c is a real number and the function f is integrable on a
closed region F , then cf is integrable on F and
ZZ ZZ
cf (x, y)dA = c f (x, y)dA.
F F

Theorem 7.2.2 If the functions f and g are integrable on a closed region F ,


then f + g is integrable on F and
ZZ ZZ ZZ
[f (x, y) + g(x, y)]dA = f (x, y)dA + g(x, y)dA.
F F F

Theorem 7.2.3 Let the function f be integrable on a closed region F , and


suppose that m and M are two numbers such that m ≤ f (x, y) ≤ M for all
(x, y) in F . Then if A is the measure of the area of the region F ,
ZZ
mA(F ) ≤ f (x, y)dA ≤ M A(F ).
F
144

Theorem 7.2.4 If the functions f and g are integrable on a closed region F


and f (x, y) ≤ g(x, y) for all (x, y) in F , then
ZZ ZZ
f (x, y)dA ≤ g(x, y)dA.
F F

Theorem 7.2.5 Suppose that the function f is continuous on a closed region


F and that the region F is composed of two subregions F1 and F2 that have no
points in common except for points on parts of their boundaries. Then
ZZ ZZ ZZ
f (x, y)dA = f (x, y)dA + f (x, y)dA.
F F1 F2

7.3 Evaluation of Double Integrals


Definition 7.3.1 The integrals
Z d Z b  Z b Z d 
f (x, y)dx dy, f (x, y)dy dx.
c a a c

are called the iterated integrals of f . The terms repeated or successive integrals
are also used.
Z 4Z 3
Example 7.3.2 Evaluate (x2 − 2xy 2 + y 3 )dxdy.
1 −2

Solution:
Z 4Z 3 Z 4 Z 3 
2 2 3 2 2 3
(x − 2xy + y )dxdy = (x − 2xy + y )dx dy
1 −2 1 −2
Z 4  3
3
x 2 2 3
= − x y + xy dy
1 3 −2
Z 4 
35 2 3
= − 5y + 5y dy
1 3
4
5y 3 5y 4

35
= y− +
3 3 4 1
995
= .
4
145


ZZ
x
Example 7.3.3 Evaluate dA; F = {(x, y) : 1 ≤ x ≤ 3,
x2 + y 2
F
0 ≤ y ≤ x}.
Solution:
ZZ Z √3 Z x Z √3 Z x  
x x dy
dA = dydx = x dx
x2 + y 2 1
2
0 x +y
2
1 0 x2 + y 2
F
√ x Z √3
Z 3 
1 y
= x arctan dx = (arctan(1) − arctan(0))dx
1 x x 0 1
Z √3  h π i √3 π √
π  
= − 0 dx = x = 3 − 1 .
1 4 4 1 4

ZZ
Example 7.3.4 Evaluate x cos y dA, where F is the region bounded by
F
the lines x = 2, y = 0, and the parabola y = x2 .
Solution: Sketch and define the region F .
.
....
.........
.
...
...
... .. .
...
..
...
...
... . ...
... ..... ....
...
... .. .. ...
..... ....
...
... .
. .. ...
.... ....
...
...
... ... ...
... ..... ....
...
...

• (2, 4)
... .. ...
... .........
...
... ............... .. ....
....
..
...
... .
. ... ...
.... ....
...
...
...
.
. . .
... ....
..
.
.
... . ..
... ...
...
. ..... ....
...
...
... .
... ... ....
... ... ..
...
...
...............
... ...
...
..
...
.....
...
...
...
.. ...
...
..
....
... .
. ...
.... ...
.....
...
... .
. .
...
.
..
...
... .
. .
...
.
. ....
...
. 2......... ..............
...

y=x ...
... .
... ...............
...
...
...
... .
. .
... ...
....
...
... ..
.
...
...
...
...
...
...
...
.
. ...
....
...
...
...
...
...
x=2 ...
.....
..
....
...
.....

F
... .
...
... ............... .
. ...
... ..
....
...
... .
... ... ...
...
... ....
. .....
...
... .
. ...
... ..
.....
...
... ...
... ... ..
...
.... ..... ....
. ...

• •
.... .
.
............................................................................................................................................................................
. . . .... . .......
...............................................................................................................................................................................................
. ...

..
y=0 ..
..
..
.
...
.....
..
....
...
...
.....
..
.....
............... .. .
..
..
..
........
..
..
...............

Then F = {(x, y) : 0 ≤ x ≤ 2, 0 ≤ y ≤ x2 }. Thus,


ZZ Z 2 Z x2 Z 2 Z 2
x2
x cos y dA = x cos y dydx = [x sin y]0 dx = x sin x2 dx
0 0 0 0
F
2
− cos x2

− cos 4 + cos 0 1 − cos 4
= = = .
2 0 2 2
146
ZZ
Example 7.3.5 Evaluate x2 y 2 dA, where F is the region bounded by the
F
lines y = 1, y = 2, x = 0, and x = y.

Solution: Sketch and define the region F .


..
...............
...
.........
.
...
..
...............
... ....
....
.
.. ....
....

... ....
....

y=2 ...............
..
...
.. ....
....
....
....
... .. ....
...

................................................................................................................................................................................................................................................................................................
...
... ....
....

x=0 F x=y
....
.. .. .....
..
... ...
....
....

.. ....
....
...............
... ....
................................................................................................................................................................................................................................................................................................
....

y=1 ..
... .............
.. ..........
...... ....
....

. ..
................................................................................................................................................................................................................................................................................................................................................
..
..
..
..
..
..
..
...............
..
..
.
.........
...
..
...............

Then F = {(x, y) : 0 ≤ x ≤ y, 1 ≤ y ≤ 2}. Thus,


ZZ Z 2Z y Z 2  3 2 y Z 2 5
2 2 2 2 xy y
x y dA = x y dxdy = dy = dy
1 0 1 3 0 1 3
F
 6 2
y 26 − 1 63
= = = = 3.5.
18 1 18 18

Theorem 7.3.6 Suppose that F is a closed region given by

F = {(x, y) : a ≤ x ≤ b, p(x) ≤ y ≤ q(x)},

where p and q are continuous functions and p(x) ≤ q(x) for a ≤ x ≤ b.


Suppose that f (x) is continuous on F . Then
ZZ Z b Z q(x)
f (x, y)dA = f (x, y)dydx.
a p(x)
F

The corresponding result holds if the closed region F has the representation
F = {(x, y) : c ≤ y ≤ d, r(y) ≤ x ≤ s(y)}, where r and s are continuous
functions and r(y) ≤ s(y) for c ≤ y ≤ d. In such a case,
147

ZZ Z d Z s(y)
f (x, y)dA = f (x, y)dxdy.
c r(y)
F

Example 7.3.7 Given the function f (x, y) = xy and the region Z Z F bounded
by the lines y = 0, y = 2x, x = 2, find the value of the integral f (x, y) dA.
F

Solution 1: Sketch and define the region F .


..
...
.........
...
.. ..
.. .... ..
.
...
.. ...
.....
...
...
...
...
...............
..
..... .....
...
.. .. ...
.... ....
... ... ....
............... ..
...
(2, 4)
... ..
... ...
.............
..... ........ ....
.. . .
..............

y = 2x ............... ..
...
.. ..
...
...
..
...
.....
... ...
... ....
..
...
.....
..
.....
. ...
...............
... ........... ..
....
...
.. ........
............... .. ..... F
... ...........
.
.....
..
....
...
.....

....................................................................................................................................................................................................................................................................................................................................................................
. ..
. .
. .
. .
. .
. .
. .... . .........
. .
. . .... .
.

.. . .
.... .
... ...
. . .....

...
...
..
...
... .
..... ...............
y=0 .
...
..
..
....
...
.....
..

...
.... ....
. ............... .
..
..
............... ..
..
..
..
...............
..
..
..
............... ..
..
..
..
..
..
..
.........
...
..

Then F = {(x, y) : 0 ≤ x ≤ 2, 0 ≤ y ≤ 2x}. Thus,


2 2x 2 2x 2
xy 2 4x3
ZZ Z Z Z  Z  
f (x, y) dA = xy dydx = dx = − 0 dx
0 0 0 2 0 0 2
F
2 2
x4 (2)4
Z 
3
= (2x )dx = = = 8.
0 2 0 2

Example 7.3.8 Given the function f (x, y) = xy and the region Z Z F bounded
by the lines y = 0, y = 2x, x = 2, find the value of the integral f (x, y) dA.
F
148

Solution 2: Sketch and define the region F .

...
....
........
...
..
.. .
.....
.
...
.. ..
....
...
...
...
...
...............
...
.....
...
...
...
.. .. ...
..... .....
... . ..
... ...
............... ..
... y
(2, 4)
............
..... ....... ....
...........
......
... ..
... ...
.

x= ...............
.
.
...
.. 2 ...
...
...
.....
.
...
..
.
.. ..
... ....
...
..
....
...
.....
...............
... ..........
.. ...... x=2 ..
.....
..
....
...............
.
.. ........
.
F
... ........... ...
.....
..
....
.
...
.
.................................................................................................................................................................................................................................................................................................................................................................................................
.
.. .
.. .

..
..... .
... ...
... .
. .....
. ..
...
..... ............... .....
.. ..
... ....
...
... .. ...
... ....
.....
.. ............... ..
..
..
..
...............
..
..
..
............... ..
..
..
..
...............
..
..
..
..
..
..
.
..........
...
..

y
Then F = {(x, y) : 2
≤ x ≤ 2, 0 ≤ y ≤ 4}. Thus,
4 2 4 2 4
x2 y y3
ZZ Z Z Z  Z  
f (x, y) dA = xy dxdy = dy = 2y − dy
0 y
2
0 2 y 0 8
F 2
4
y4 (4)4

2
= y − = (4)2 − = 8.
32 0 32

Z 2 Z x2 /2
x
Example 7.3.9 Evaluate p dydx.
0 0 1 + x2 + y 2

Example 7.3.10 Let S be the solid bounded by the surface z = xy, the
cylinders y = x2 and y 2 = x snd the plane z = 0. Find V (S).

Solution: The intersection of S with the xy plane is F bounded by the curves


y = x2 and y 2 = x. Sketch and define the region F .
149

.
....
.........
.
...
..
...
..
...
...............
..
...
..
..
...
... ... ...
...
...
... .. ..
...
...
...
...
... ...
... ...
...
... .
. ....
.
...

...
... .
... ............... ...
... ...
...
... .. ...
..
...

...
...
... ...
... ...
...
...
...
...
.
. .....
.
..............
...............
........
...
... ... ...
...
...
.............
..............
..............
...
.. ... .............


...
... .............
... ............
...
... .
. ...
... ............
............

x •(1, 1)
... . . ... .
......
... .. ........
... ........... .............
... ... ....................
.
y=
...............
...............
...
... . .
... ......... .. .....
... ...... .....
... .... ..
...
.. ..... ...
... .... ...
....
...
. .... ...
...
. .. .
2
Fy =x
... .. ..
... ..............
.. ..
... ...
... ...
... ...
...
...
...
....
... ........ ...
...
...
....
.... ......... ..............
.

....
.
.................................................................................................................................................................................................................................. ..................................................................................................................................................................................................................
.
........... .
...... ..
...
....
...
. . .
. .
. ... ... ........... .... .
.....
.............
.. ......
... .............
.. .......
... ....
....
....
.. .....
.....

...
...........
............
............... ..............
.. ...............
...............

...
...............
...............
................
.. ..................
..................
...
..................
..................
..................
.. .........

........
..
..
...............

2

Then F = {(x,
√ y) : 0 ≤ x ≤ 1, x ≤ y ≤ x}. Thus, S = {(x, y, z) : 0 ≤ x ≤
1, x2 ≤ y ≤ x, 0 ≤ z ≤ xy}. Hence,
Z 1 Z √x
 2 √x
ZZ Z 1 Z 1
 2
x − x5 dx

V = xy dA = xy dydx = xy x2 dx =
0 x2 0 0
F
1
x3 y 6

1 1 1
= − = − = .
3 6 0 3 6 6

Example 7.3.11 Find the volume of the solid bounded by the surfaces z = x2
and z = 4 − x2 − y 2 .

7.4 Area and Mass


The double integral of a nonnegative function z = f (x, y) taken over a
region F maybe interpreted as a volume. The value of such an integral is the
volume of the cylinder having generators parallel to the z axis and situated
between the surface z = f (x, y) and the region F in the xy plane.

If we select for the surface f the particularly simple function z = 1,


then the volume V is given by the formula
ZZ
V = 1dA.
F

On the other hand, the volume of a right circular cylinder of cross


section F and height 1 is V = A(F ) · 1. Therefore,
150
ZZ
A(F ) = dA.
F

The double integral of the function 1 taken over F is the area of F .

Example 7.4.1 Use iterated integration to find the area of the region F given
by F = {(x, y) : −1 ≤ x ≤ 1, x4 ≤ y ≤ 4 − 3x2 }.

Example 7.4.2 Use iterated integration to find the area of the region F : F
is the bounded region determined by the curves y = x and x = 4y − y 2 .

If a flat object is made of an extremely thin uniform material, then


the mass of the object is just a multiple of the area of the plane region on
which the object rests. If a thin object resting on the xy plane is made of a
nonuniform material, then the mass of the object may be expressed in terms
of the density ρ(x, y) of the material at any point.

Definition 7.4.3 If an object occupying a region F in the xy plane has a


density at each point (x, y) given by ρ(x, y), then the mass M (F ) is defined
to be
ZZ
M (F ) = ρ(x, y)dA.
F

Example 7.4.4 A thin object occupies the region


√ √
F = {(x, y) : y 2 ≤ x ≤ 4 − y 2 , − 2 ≤ y ≤ 2}.

The density is given by ρ(x, y) = 1 + 2x + y. Find the total mass.

Example 7.4.5 Find the mass of the region F :



F = {(x, y) : 0 ≤ x ≤ 1, x2 ≤ y ≤ x}; ρ(x, y) = 3y.

7.5 Evaluation of Double Integrals by Polar Coordinates


The polar coordinates (r, θ) of a point in the plane are related to the
rectangular coordinates (x, y) of the same point by the equations

x = r cos θ, y = r sin θ, r ≥ 0.
151

We interpret the equations as a mapping between the xy plane and the


rθ plane. We draw the rθ plane treating r = 0 and θ = 0 as perpendicular
straight lines. A rectangle G in the rθ plane bounded by the lines r = r1 ,
r = r2 , and θ = θ1 , θ = θ2 (θ inn radians) with 0 < r < r1 , 0 < θ1 < θ2 < 2π
has an image F in the xy plane bounded by two circular arcs and two rays.

For the area of F , denoted by Ax,y , we have


1
Ax,y (F ) = (r22 − r12 )(θ2 − θ1 ).
2
This area may be written as an iterated integral. A calculation show that
Z θ 2 Z r 2 
Ax,y (F ) = rdr dθ.
θ1 r1
Because double integrals and iterated integrals are equivalent for evaluation
purposes, we can also write
ZZ
Ax,y (F ) = rdAr,θ ,
G
where dAr,θ is an element of area in the rθ plane, r and θ being treated as
rectangular coordinates. That is, dAr,θ = drdθ.

Example 7.5.1 A region F above the x axis is bounded on the left by the
line y = −x, and on the right by the curve
p
C = {(x, y) : x2 + y 2 = 3 x2 + y 2 − 3x}.
Find its area.
Solution: The curve C is the cardioid r = 3(1 − cos θ), and the line y = −x is
the ray θ = 3π/4. The region F is the image under the mapping of the set G
in the (r, θ) plane given by
G = {(r, θ) : 0 ≤ r ≤ 3(1 − cos θ), 0 ≤ θ ≤ 3π/4}.
Therefore,
ZZ
A(F ) = dAx,y
ZFZ
= rdAr,θ
G
Z 3π/4 Z 3(1−cos θ)
= (r)drdθ.
0 0
152

Example 7.5.2 Use polar coordinates to evaluate


ZZ p
x2 + y 2 dAx,y .
F

where F is the region inside the circle x2 + y 2 = 2x.

Solution: The region F is the image of the set G given by


π π
G = {(r, θ) : − ≤ θ ≤ , 0 ≤ r ≤ 2 cos θ}.
2 2
Therefore,
ZZ p ZZ
x2 + y 2 dA x,y = r · rdAr,θ
F G
Z π/2 Z 2 cos θ
= (r2 )drdθ
−π/2 0

Example 7.5.3 Find the volume of the solid S: S is bounded by the surfaces
z 2 = x2 + y 2 and x2 + y 2 = 4.

Solution: The cone z 2 = x2 + y 2 has equation z 2 = r2 and the circle x2 + y 2 = 4


has equation r2 = 4. The projection of S on the xy plane is F = {(x, y) :
x2 + y 2 = 4}, which is transformed into the set G given by

G = {(r, θ) : 0 ≤ θ ≤ 2π, 0 ≤ r ≤ 2}.

Therefore,
Z Z hp  p i
V (S) = x2 + y 2 − − x2 + y 2 dAx,y
ZFZ
= (r + r) · rdAr,θ
G
Z 2π Z 2
= (2r2 )drdθ
0 0
153

7.6 Moment of Inertia and Center of Mass


Theorem 7.6.1 Given a mass distribution occupying a region F in the xy
plane and having a continuous density ρ(x, y). Then the moment of inertia
about the y axis is given by
ZZ
I1 = x2 ρ(x, y)dA.
F

Similarly, the moments of inertia about the x axis and the z axis are
ZZ ZZ
2
I2 = y ρ(x, y)dA, I3 = (x2 + y 2 )ρ(x, y)dA.
F F

Corollary 7.6.2 The moment of inertia of F about the lines L1 = {(x, y, z) :


x = a, z = 0}, L2 = {(x, y, z) : y = b, z = 0}, L3 = {(x, y, z) : x = a, y = b}
are, respectively,
ZZ
a
I1 = (x − a)2 ρ(x, y)dA,
F
ZZ
I2b = (y − b)2 ρ(x, y)dA,
F
ZZ
I3a,b = [(x − a)2 + (y − b)2 ]ρ(x, y)dA.
F

Example 7.6.3 Find the moment of inertia about the x axis of the homogeneous
plate (i.e., ρ = constant) bounded by the line y = 0 and the curve y = 4 − x2 .

Solution: We have F = {(x, y) : −2 ≤ x ≤ 2, 0 ≤ y ≤ 4 − x2 }. Thus,


ZZ Z 2 Z 4−x2
2
I2 = y ρdA = ρ y 2 dydx
−2 0
F

Example 7.6.4 Find the moment of inertia about the z axis of the homogeneous
triangular plate bounded by the lines y = 0, y = x, and x = 4.

Solution: We have F = {(x, y) : 0 ≤ x ≤ 4, 0 ≤ y ≤ x}. Thus,


154

ZZ Z 4 Z x
2 2
I3 = (x + y )ρdA = ρ (x2 + y 2 )dydx
0 0
F

Solution: In polar coordinates the line y = x is the ray θ = π/4 and the line
x = 4 is r = 4 sec θ. Thus G = {(r, θ) : 0 ≤ r ≤ 4 sec θ, 0 ≤ θ ≤ π/4}.
Therefore,
ZZ Z π/4 Z 4 sec θ
2 2
I3 = (x + y )ρdAx,y = ρ (r2 )rdrdθ
0 0
F

Theorem 7.6.5 If a distribution of mass over a region F in the xy plane has


a continuous density ρ(x, y), then the moments M1 and M2 of F about the
lines x = a and y = b are given by
ZZ ZZ
M1 = (x − a)ρ(x, y)dA M2 = (y − b)ρ(x, y)dA.
F F

Corollary 7.6.6 Given a distribution of mass over a region F in the xy plane


as in Theorem 11, then there are unique values of a and b (denoted by x and
y, respectively) such that M1 = M2 = 0. In fact, the values of x and y are
given by
RR RR
xρ(x, y)dA yρ(x, y)dA
M1 F M2 F
x= = RR y= = RR .
m(F ) ρ(x, y)dA m(F ) ρ(x, y)dA
F F

Definition 7.6.7 The point (x, y) is called the center of mass of the distribution
over F .

Example 7.6.8 Find the center of mass of the region



F = {(x, y) : 0 ≤ x ≤ 1, x3 ≤ y ≤ x} if the density of F is ρ = 3x.

Solution: We have,

ZZ Z 1 Z x
5
M1 = xρdA = ρ x(3x)dydx = ,
0 x3 14
F

ZZ Z 1 Z x
5
M2 = yρdA = ρ y(3x)dydx = ,
0 x3 16
F
155

ZZ Z 1 Z x
3
m(F ) = ρdA = ρ (3x)dydx = .
0 x3 5
F

Therefore,
M1 5/14 25 M2 5/16 25
x= = = ; y= = = .
m(F ) 3/5 42 m(F ) 3/5 48

7.7 Surface Area


Theorem 7.7.1 Suppose f (x, y) is defined on a region F in the xy plane. If
the first derivatives fx and fy are continuous on F , then the surface area A(S)
of z = f (x, y) exists and is given by
ZZ q
A(S) = 1 + [fx (x, y)]2 + [fy (x, y)]2 dA.
F

Example 7.7.2 Find the area of the surface z = 32 (x3/2 + y 3/2 ) situated above
the square
F = {(x, y) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1}.
√ √
Solution: We have fx = x and fy = y. Thus,
Z 1Z 1p
4 √ √
A(S) = 1 + x + ydydx = (1 + 9 3 − 8 2).
0 0 15

Example 7.7.3 Find the area of the part of the cylinder z = 12 x2 cut out by
the planes y = 0, y = x, x = 2.

Solution: The projection F is defined by F = {(x, y) : 0 ≤ x ≤ 2, 0 ≤ y ≤ x}.


We have fx = x and fy = 0. Thus,
1 √
Z 2Z x√
A(S) = 1 + x2 dydx = (5 5 − 1).
0 0 3

If the given surface is of the form y = f (x, z) or x = f (y, z), we get


similar formulas for the surface area. The three basic formulas are
ZZ q
A(S) = 1 + (zx )2 + (zy )2 dA, if z = f (x, y).
F
156
ZZ p
A(S) = 1 + (yx )2 + (yz )2 dA, if y = f (x, z).
F
ZZ q
A(S) = 1 + (xy )2 + (xz )2 dA, if x = f (y, z).
F

7.8 Volumes of Solids of Revolution


Theorem 7.8.1 (Theorem of Pappus) If a plane figure F lies on one side of
aline L in its plane, the volume of the set S generated by revolving F around
L is equal to the product of A(F ), the area of F , and the length of the path
described by the center of mass of F ; in other words, if F is in the xy plane
and L is the x axis, then
ZZ
V (S) = 2πyA(F ) = 2πydA.
F

Example 7.8.2 The region F = {(x, y) : 0 ≤ x ≤ 1, x3 ≤ y ≤ x} is
revolved about the x axis. Find the volume generated.

Solution: We have

ZZ Z 1 Z x

V (S) = 2πydA = 2πydydx = .
0 x3 14
F

Example 7.8.3 Find the volume of the set S generated by revolving around
the x axis the upper half F of the area bounded by the cardioid r = a(1+cos θ).

Solution: We have G = {(r, θ) : 0 ≤ r ≤ a(1 + cos θ), 0 ≤ θ ≤ π}. Thus,


ZZ ZZ
V (S) = 2πydA = 2π(r sin θ)dAx,y
F F
Z π Z a(1+cos θ)
= 2π (r sin θ)rdrdθ
0 0
3
8πa
= .
3
The formula analogous to the formula in Theorem 13 for revolving a
region F in the xy plane about the y axis is
157
ZZ
V (S) = 2πxA(F ) = 2πxdA.
F

Example 7.8.4 Find the volume of the set S generated by revolving around
the y axis the region bounded by the curve y = ln x and the lines y = 0, x = e.

Solution: We have F = {(x, y) : 1 ≤ x ≤ e, 0 ≤ y ≤ ln x}. Thus,


ZZ Z e Z ln x
V (S) = 2πxdA = 2π xdydx
1 0
F

7.9 The Triple Integral


Theorem 7.9.1 Suppose that S is a region defined by

S = {(x, y, z) : a ≤ x ≤ b, p(x) ≤ y ≤ q(x), r(x, y) ≤ z ≤ s(x, y)}

where the functions p, q, r, s are continuous. If f is a continuous function on


S, then
ZZZ Z "Z Z b
! #
q(x) s(x,y)
f (x, y, z)dV = f (x, y, z)dz dy dx.
a p(x) r(x,y)
S

Example 7.9.2 Evaluate the iterated integral


Z 1 Z x Z x+y
(x + y)dzdydx.
0 0 0

Solution:
Z 1 Z x Z x+y Z 1 Z x
(x + y)dzdydx = [(x + y)z]x+y
0 dydx
0 0 0
Z0 1 Z0 x
= (x2 + 2xy + y 2 )dydx
0 0
Z 1 x
2 2 1 3
= x y + xy + y dx
0 3 0
158
Z 1 Z x Z x+y   Z 1
3 3 1 3
(x + y)dzdydx = x + x + x dx
0 0 0 0 3
Z 1
7 3
= x dx
0 3
 1
7 4
= x
12 0
7
= .
12
Example 7.9.3 Evaluate the iterated integral
ZZZ
xy dV ,
S

where S = {(x, y, z) : 0 ≤ x ≤ y + z, 0 ≤ y ≤ 1, 0 ≤ z ≤ y 2 }.

Solution:
ZZZ Z 1 Z y2 Z y+z
xy dV = xydxdzdy
0 0 0
S
Z 1 Z y2  y+z
1 2
= xy dzdy
0 0 2 0
Z 1 Z y2
1 3
= (y + 2y 2 z + yz 2 )dzdy
0 0 2
Z 1  y 2
1 3 2 2 1 3
= y z + y z + yz dy
0 2 3 0
Z 1  
1 5 6 1 7
= y + y + y dy
0 2 3
 1
1 1 6 1 7 1 8
= y + y + y
2 6 7 24 0
 
1 1 1 1
= + +
2 6 7 24
59
= .
336
159
ZZZ
Example 7.9.4 Evaluate x dV , where S is the region bounded by the
S
surfaces y = x2 , y = x + 2, z = 0, and z = x + 3.
Solution: The projection of S on the xy plane is the region F bounded by the
curves y = x2 and y = x + 2. Sketch and define the region F .
y-axis
.
....
........
...
... ...............
... ...
... ...
...
...
... ... ..
...
...
...
...
... .. ...............
...
...
... .. ...
....
.
...
...
... ...
... ...
...
... .. ............... ...
...
..
...
...
... ...
... ...
...
... .. ...............
.
...
... ....
... ... ....
...
... ... ....
... .. ...
..
... ...
... ....
....
.
...
....
...
... ............... ..
... ...
. . . . ....
... .
. ...
... ....
..
•(2, 4)
...
... ... ...
.. ... ... ...
... ............... .....
... ......
... ...
...
.... ...
.... ...
.... ....

y =x+2 .. ...
...
. ...... ...
... .
...
............... .. .
... .... ...
... .... ...
.. ... .... ...
... .... ...
... .... ..
... ...
...
....
....
....
...............
...
...
...
.. ...

(−1, 1)• F y = x
... ..... ....

...
..
2 ...
... ......
... ....
.......
.... .....
.
...............
...
...
..
...
...
.

.... ...
..
...
.... ... ...
....................................................................................................................................................................................................................................................................................................................
.... .... ... .
.
...
....
.
...
....

....
....
..
..
....
..
....
.... .
. . .
.. ...
.......
..
...
.
.
.
......... ........
.............
.
...
.
.
.
.
...
....
.
...
....
.
...
....
x-axis
....
... .. ...............

....
...
..
....
.... ..
....
.......... ...............

...
..

F = {(x, y) : −1 ≤ x ≤ 2, x2 ≤ y ≤ x + 2},
and
S = {(x, y, z) : −1 ≤ x ≤ 2, x2 ≤ y ≤ x + 2, 0 ≤ z ≤ x + 3}.
Therefore,
ZZZ Z 2 Z x+2 Z x+3
x dV = x dzdydx
−1 x2 0
S
Z 2 Z x+2
= [xz]x+3
0 dydx
−1 x2
Z 2 Z x+2
= (x2 + 3x) dydx
−1 x2
Z 2
= [(x2 + 3x)(x + 2) − (x2 + 3x)x2 ] dx
−1
Z 2
= (−x4 − 2x3 + 5x2 + 6x) dx
−1
 2
1 1 5
= − x5 − x4 + x3 + 3x2 dx
5 2 3 −1
99
= .
10
160

7.10 Triple Integrals in Cylindrical Coordinates


The transformation from rectangular coordinates to cylindrical coordinates
is given by the formulas
x = r cos θ, y = r sin θ, z=z
A region S in (x, y, z) space corresponds to a region U in (r, θ, z) space.
The volume of S maybe found in terms of a triple inregral in cylindrical
coordinates by the formula
ZZZ
V (S) = r dVrθz
U

More generally, if f (x, y, z) is a continuous function, and if we define


g(r, θ, z) = f (r cos θ, r sin θ, z),
then we have the following relationship between triple integrals
ZZZ ZZZ
f (x, y, z) dVxyz = g(r, θ, z)r dVrθz .
S U

Example 7.10.1 Evaluate the integral using cylindrical coordinates


ZZZ p
x2 + y 2 dxdydz,
S
p
where S is bounded by z = x2 + y 2 , z = 0, and x2 + y 2 = 1.

Solution: The projection of S in the xy plane is F determined by x2 + y 2 = 1.


Thus,
√ √
F = {(x, y) : −1 ≤ x ≤ 1, − 1 − x2 ≤ y ≤ 1 − x2 }.
and
√ √ p
S = {(x, y, z) : −1 ≤ x ≤ 1, − 1 − x2 ≤ y ≤ 1 − x2 , 0 ≤ z ≤ x2 + y 2 }.
In cylindrical coordinates, we have
G = {(r, θ) : 0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π}.
and
U = {(r, θ, z) : 0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π, 0 ≤ z ≤ r}.
161

Therfore,
ZZZ
V (S) = r(rdVrθz )
U
Z 1 Z 2π Z r
= r2 dzdθdr
Z0 1 Z0 2π 0
 2 r
= r z 0 dθdr
Z0 1 Z0 2π
= r3 dθdr
Z0 1 0
 3 2π
= r θ 0 dr
Z0 1
= 2πr3 dr
0
 1
2π 4
= r
4 0

= .
4
Example 7.10.2 Evaluate the integral using cylindrical coordinates
ZZZ p
x2 + y 2 dxdydz,
S
p
where S is bounded by z = x2 + y 2 , z = 0, and x2 + y 2 = 1.

Solution: In rectangular coordinates, we have


√ √ p
S = {(x, y, z) : −1 ≤ x ≤ 1, − 1 − x2 ≤ y ≤ 1 − x2 , 0 ≤ z ≤ x2 + y 2 }.

In cylindrical coordinates, we have

U = {(r, θ, z) : 0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π, 0 ≤ z ≤ r}.


162

Therefore,
ZZZ p ZZZ
2 2
x + y dxdydz = r(rdVrθz )
S U
Z 1 Z 2π Z r
= r2 dzdθdr
Z0 1 Z0 2π 0
 2 r
= r z 0 dθdr
Z0 1 Z0 2π
= r3 dθdr
Z0 1 0
 3 2π
= r θ 0 dr
Z0 1
= 2πr3 dr
0
 1
2π 4
= r
4 0

= .
4
Example 7.10.3 Evaluate the integral using cylindrical coordinates
ZZZ
z 2 dxdydz,
S
p
where S is the hemisphere bounded by z = 1 − x2 − y 2 and z = 0.

Solution: In rectangular coordinates, we have

√ √ p
S = {(x, y, z) : −1 ≤ x ≤ 1, − 1 − x2 ≤ y ≤ 1 − x2 , 0 ≤ z ≤ 1 − x2 − y 2 }.

In cylindrical coordinates, we have



U = {(r, θ, z) : 0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π, 0 ≤ z ≤ 1 − r2 }.
163

Therefore,
ZZZ ZZZ
2
z dxdydz = z 2 (rdVrθz )
S U

Z 2π Z 1 Z 1−r2
= rz 2 dzdrdθ
0 0 0
Z 2π Z 1  √1−r2
1 3
= rz drdθ
0 0 3 0
1 √
Z 2π Z 1 3
= r 1 − r2 drdθ
0 0 3
Z 2π Z 1  
1 3/2
= − 1 − r2 (−2rdr) dθ
0 0 6
Z 2π   1
1 2 5/2

= − 1−r dθ
0 15 0
Z 2π
1
= dθ
0 15
Z 2π  2π
1
= θ
0 15 0

= .
15
Example 7.10.4 Evaluate the integrals using cylindrical coordinates:
ZZZ p
z x2 + y 2 dxdydz,
S

where S is bounded by z = 4 and z = x2 + y 2 .

Example 7.10.5 Evaluate the integrals using cylindrical coordinates:


ZZZ
1 dxdydz,
S

2 +y 2
where S is bounded by z = 0, z = ex and x2 + y 2 = 16.
164

7.11 Triple Integrals in Spherical Coordinates


The transformation from rectangular coordinates to spherical coordinates
is given by the formulas

x = ρ cos θ sin φ, y = ρ sin θ sin φ, z = ρ cos φ.

A region S in (x, y, z) space corresponds to a region U in (ρ, θ, φ)


space. The volume of S maybe found in terms of a triple integral in spherical
coordinates by the formula
ZZZ
V (S) = ρ2 sin φ dρ dθ dφ.
U

More generally, if f (x, y, z) is a continuous function, and if we define

g(ρ, θ, φ) = f (ρ cos θ sin φ, ρ sin θ sin φ, ρ sin φ),

then we have the following relationship between triple integrals


ZZZ ZZZ
f (x, y, z) dVxyz = g(ρ, θ, φ)ρ2 sin φ dVρθφ .
S U

Example 7.11.1 Evaluate the integral using spherical coordinates


ZZZ
1 dxdydz,
S

where S is the intersection of the regions x2 +y 2 +z 2 ≤ 2 and x2 +y 2 +z 2 ≤ 2z.

Solution: In rectangular coordinates, we have


√ √
z) : −1 ≤ x ≤ 1, − 1p− x2 ≤ y ≤ 1 − x2 ,
S = {(x, y, p
1 − 1 − x2 − y 2 ≤ z ≤ 2 − x2 − y 2 }.

In spherical coordinates, we have



U = {(ρ, θ, φ) : 2 cos φ ≤ ρ ≤ 2, 0 ≤ θ ≤ 2π, 0 ≤ φ ≤ π4 }.
165

Therefore,
ZZZ ZZZ
1 dxdydz = ρ2 sin φ dρ dθ dφ
S U

Z 2π Z π/4 Z 2
= ρ2 sin φ dρ dφ dθ
0 0 2 cos φ
Z 2π Z π/4  √ 2
1 3
= ρ sin φ dφ dθ
0 0 3 2 cos φ
Z 2π Z π/4 √ !
2 2 8
= sin φ − cos3 φ sin φ dφ dθ
0 0 3 3
Z 2π " √ #π/4
2 2 2
= − cos φ + cos4 φ dθ
0 3 3
0
Z 2π (" √    4 # " √ #)
2 2 1 2 1 2 2 2
= − √ + √ − − + dθ
0 3 2 3 2 3 3
Z 2π √ !
7 2 2
= − + dθ
0 6 3
" √ ! #2π
7 2 2
= − + θ
6 3
0
π √ 
= −7 + 4 2 .
3
Example 7.11.2 Evaluate the integral using spherical coordinates
ZZZ
sin(x2 + y 2 + z 2 )3/2 dxdydz,
S

where S is the spherical shell between the spheres x2 + y 2 + z 2 = 1 and


x2 + y 2 + z 2 = 9.

Solution: In spherical coordinates, we have

U = {(ρ, θ, φ) : 1 ≤ ρ ≤ 3, 0 ≤ θ ≤ 2π, 0 ≤ φ ≤ π2 }.
166

Therefore,
ZZZ ZZZ
2 2 2 3/2
sin(x + y + z ) dxdydz = (sin ρ3 )(ρ2 sin φ) dρ dφ dθ
S U
Z 2π Z π/2 Z 3
1
= (sin ρ3 3ρ2 dρ)(sin φ) dφ dθ
0 0 1 3
Z 2π Z π/2  3
1 3
= (− cos ρ ) (sin φ) dφ dθ
0 0 3 1
Z 2π Z π/2
1
= (− cos 27 + cos 1) sin φ dφ dθ
0 0 3
Z 2π  π/2
1
= (− cos 27 + cos 1)(− cos φ) dθ
0 3 0
Z 2π
1
= (− cos 27 + cos 1)(0 + 1) dθ
0 3
 2π
1
= (− cos 27 + cos 1)θ
3 0

= (cos 1 − cos 27).
3
Example
ZZZ 7.11.3 Evaluate the integrals using spherical coordinates:
2
p
x dxdydz, where S = {(x, y, z) : 0 ≤ x2 + y 2 ≤ 1, x2 + y 2 ≤ z ≤ 1}.
S
(S is a truncated solid cone with vertex at (0, 0, 0)).

Example
ZZZ 7.11.4 Evaluate the integrals using spherical coordinates:
(x2 +y 2 +z 2 )3/2
e dxdydz, where S is the solid bounded below by the nappe
S p
of the cone z = x2 + y 2 and above by the sphere x2 + y 2 + z 2 = 1.

Example 7.11.5 Use spherical coordinates to find the volume of the solid
above the cone z 2 = x2 + y 2 and inside the sphere x2 + y 2 + z 2 = 4z.
BIBLIOGRAPHY

[1] Anderson, J.W. and N. Petrosyan, Calculus Vol. II, Mathematical


Sciences Lecture Notes Series,2016-17.

[2] Coolen, ACC, Calculus I. Compact Lecture Notes, King’s College London,
2011.

[3] Kapferman, Raz, Lecture Notes in Calculus, Institute of Mathemativs,


The Hebrew Univ., 2013.

[4] Lameda, Beatriz N. and Nikita Nikolov, Integral Calculus, March 2016.

[5] Leithold, Louis, The Calculus 7, Harper Collins.

[6] Leonida, Rene E., Lecture Notes on Analytic Geometry and Calculus III,
Mindano State Univ., General Santos City, 2017.

[7] Mahmoud, F., Calculus: Early Transcendental Functions, Philadephia


Univ., Jordan, 2012.

[8] Protter, M. and P. Protter, Calculus with Analytic Geometry, 4th ed.,
Jones and Bartlett Publishers, Boston, 1988.

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