MATH 2023 • Spring 2015-16 • Multivariable Calculus

Problem Set #0 • Dot and Cross Products (Review)

1. (F) Given three points in R3 :
A(1, 2, 3), B(4, 0, 5) and C ( x, 6, 4)
Determine the number of possible value(s) of x such that the triangle ABC has a right
angle.
2. (FF) Let u = 2i + j − 2k, v = i + 2j + 2k and w = u × v.
(a) Show that u, v and w are mutually orthogonal (i.e. u ⊥ v, v ⊥ w and w ⊥ u).
(b) Given any vector r = xi + yj + zk in R3 , show that:
r·u r·v r·w
r= 2
u+ 2
v+ w.
|u| |v| | w |2
[Hint: You may use the fact that since u, v and w are mutually orthogonal and
non-zero, the vector r can be expressed as a linear combination of u, v and w, i.e.
r = au + bv + cw.
Solve for the scalars a, b and c.]
(c) Express the vector i as a linear combination of u, v and w.
3. (F) The figure below shows two vectors a and b which span a parallelogram. The vectors
in blue and red represent the two diagonals of the parallelogram.

(a) Express the red and the blue vectors in terms of a and b.
(b) By considering the dot product, show that: |a| = |b| if and only if the diagonals of
the parallelogram are orthogonal to each other.
4. (F) Let u = xi + yj + zk be a variable unit vector in R3 and v = i + 2j + 3k.
(a) Find x, y and z such that u · v is the maximum possible. Explain your answer.
(b) Find x, y and z such that |u × v| is the maximum possible. Explain your answer.
5. (FF) Given two vectors a and b in R3 , prove the following:
(a) Cauchy-Schwarz’s Inequality: |a · b| ≤ |a| |b|
(b) Triangle Inequality: |a + b| ≤ |a| + |b|
(c) If a and b are orthogonal, show that |a + b|2 = |a|2 + |b|2 .
6. (F) Let A, B and C be the points ( a, 0, 0), (0, b, 0) and (0, 0, c) respectively in the three
dimensional space, and O be the origin (0, 0, 0). Denote [ ABC ] the area of the triangle
with vertices A, B and C (analogously for [OAB], [OBC ], etc.). Show that:
[ ABC ]2 = [OAB]2 + [OBC ]2 + [OCA]2 .
With the help of a diagram, explain why this result can be regarded as the three-dimensional
analogue of the Pythagoreas’ Theorem.

Page 1
MATH 2023 Dot and Cross Products (Review) Problem Set #0

7. (FF) Given three non-zero vectors u, v and w in R3 , provide a geometric explanation to

each of the following facts:
(a) u × u = 0
(b) (u × v) · u = (u × v) · v = 0
(c) (u × v) × w is a vector on the plane spanned by u and v.
−→
8. (FFF) The diagram below shows a circle with radius r centered at O. Let a = OA,
−→ −→
b = OB and c = OC. The purpose of the problem is to use dot products to show that
the angle at the center of a circle is twice the corresponding angle at the circumference.
Precisely, with the notations in the diagram below, we want to show ∠ BOA = 2∠ BCA.
We will prove this by showing ϕ1 = 2θ1 , and ϕ2 = 2θ2 can be proved in a similar way.
Follow the steps structured below:

θ1
c θ2

O
b ϕ1
ϕ2 a
−c
B
A

b·c
(a) Show that cos ϕ1 = − . Recall that r is the radius of the circle.
r2
r2 − b · c
(b) Show that cos θ1 = .
|b − c| |c|
(c) Showing that |b − c|2 = 2(r2 − b · c).
r2 − b · c
(d) Using the result proved in the previous parts, show that cos2 θ1 = .
2r2
(e) Finally, find a relation between cos2 θ1 and cos ϕ1 , and conclude that ϕ1 = 2θ1 .
[Hint: Double angle formula for cos.]

Page 2
 MATH 2023 • Spring 2015-16 • Multivariable Calculus
Problem Set #1 • Lines, Planes and Curves

1. (F) Consider the two straight-lines:

L1 : r1 (t) = h1, 2, 3i + t h1, −1, −1i

L2 : r2 (t) = h2 + t, 3 − 3t, −2 + 3ti

(a) Show that L1 and L2 intersects each other. Find the coordinates of the intersection
point.
(b) Find an equation of the plane containing both L1 and L2 .

2. (F) Consider the following four points in three-dimensional space:

Chapter 11 Practice Exercises 645
A(0, 2, −1), B(4, 0, −1), C (7, −3, 0) and D ( 13 , 16 , 91 )
s2i - 3j + 3kd # ssx + 2di + s y - 1dj + zkd = 0
45. The planes 3x + 6z = 1 and 2x + 2y - z = 3 intersect in a line.
Determine whether or not these four points are a.coplanar (i.e. contained in a single plane).
a. Show that the planes are orthogonal. b. x = 3 - t, y = -11t, z = 2 - 3t

3. (F) A parallelogram in R has vertices: 3

b. Find equations for the line of intersection. c. sx + 2d + 11s y - 1d = 3z
46. Find an equation for the plane that passes through the point d. s2i - 3j + 3kd * ssx + 2di + s y - 1dj + zkd = 0
(1, 2, 3) parallel to u = 2i + 3j + k and v = i - j + 2k. s2i - j + 3kd * s -3i + kd # ssx + 2di + s y - 1dj + zkd
A(2, −1, 4), B(1, 0, −1),
47. Is v = 2i - 4j + k related in any special way to the plane
Ce.(1,
=0
2, 3), D ( x0 , y0 , z0 )
2x + y = 5 ? Give reasons for your answer. 62. The parallelogram shown here has vertices at As2, -1, 4d,
n # Pin
as equation
shown 1 the figure below. Answer the following questions:
Bs1, 0, -1d,
48. The 0 P = 0 represents the plane through P0 normal Cs1, 2, 3d , and D. Find
to n. What set does the inequality n # P0 P 7 0 represent?
1

(a)theFind
49. Find distancethe
fromcoordinates oftoD.
the point P(1, 4, 0) the plane through
z
A(0, 0, 0), Bs2, 0, -1d, and Cs2, -1, 0d .
50. (b)theFind
Find distancethe
fromarea of (2,the2, 3)parallelogram
the point to the plane
D

2x + 3y ABCD.
+ 5z = 0 .
51. Find a vector parallel to the plane 2x - y - z = 4 and orthogo-
nal(c)
to i +Find
j + k.an equation of the plane contain-
ingvector
52. Find a unit the orthogonal
parallelogram ABCD.
to A in the plane of B and C if A(2, –1, 4)
A = 2i - j + k, B = i + 2j + k, and C = i + j - 2k.
(d) Project the parallelogram ABCD or- C(1, 2, 3)
53. Find a vector of magnitude 2 parallel to the line of intersection of
thogonally
the planes x + 2y + z - 1onto
= 0 and the + 2z + 7 z= 0 =
x - y plane . −1.
54. Find theFind
point in the
whichcoordinates
the line through thethe
originprojection
perpendicular of y
to the plane 2x - y - z = 4 meets the plane 3x - 5y + 2z = 6 .
each vertices, then find the area of the
55. Find the point in which the line through P(3, 2, 1) normal to the B(1, 0, –1)
projected parallelogram.
plane 2x - y + 2z = -2 meets the plane.
x

56. What angle does the line of intersection of the planes a. the coordinates of D,
2x + y - z = 0 and x + y + 2z = 0 make with the positive b. the cosine of the interior angle at B,
(F) Consider a particle whose path is represented by:
4. x-axis? 1 1
c. the vector projection of BA onto BC ,
57. The line  d. −the1 area of thep
 parallelogram,
2


r(t) = ln(t + 1) i + tan t j + t2 + 1k
e. an equation for the plane of the parallelogram,
L: x = 3 + 2t, y = 2t, z = t
f. the areas of the orthogonal projections of the parallelogram
Find the
intersects velocity,
the plane x + 3y -speed and
z = - 4 in acceleration
a point P. Find the co- of the particle t = 0.planes.
on the threeatcoordinate
ordinates of P and find equations for the line in the plane through 63. Distance between lines Find the distance between the line L1
5. P(perpendicular to L. a plane through the point P0 ( x0through , y0 , zthe points As1, 0, -1d and Bs -1, 1, 0d and the line L2
FF) Consider 0 ) with normal vector n = h A, B, C i.
through the points Cs3, 1, -1d and Ds4, 5, -2d . The distance is to
58. Show that for every real number k the plane
Prove that the perpendicular distance d from abe measured given alongpoint Q(perpendicular
the line x1 , y1 , z1to) the
totwo
the plane
lines. First findis
1
given a vector n perpendicular to both lines. Then project AC onto n.
x -by:
2y + z + 3 + k s2x - y - z + 1d = 0
−−→  64. (Continuation of Exercise 63.) Find the distance between the line

contains the line of intersection of the planes  P0 Q · n 
 
 Ax1 + through
By 1
A(4,
+ Cz 1 −
0, 2) and DB(2, 4, 1) and the line through C(1, 3, 2)
d= =  √and D(2, 2, 4). 
x - 2y + z + 3 = 0 and
|n|
2x - y - z + 1 = 0 .
 A2 + B2 + C 2 
Quadric Surfaces
where D = Ax + By + Cz .
59. Find an equation for 0the plane0 through 0 As -2, 0, -3d and Identify and sketch the surfaces in Exercises 65–76.
Bs1, -2, 1d that lies parallel to the line through 65. x 2 + y 2 + z 2 = 4 66. x 2 + s y - 1d2 + z 2 = 1
6. Cs(F
-2,) -13>5,
Suppose r(Ds16>5,
26>5d and t) represents
-13>5, 0d . the path of a particle traveling on a68.sphere
67. 4x 2 + 4y 2 + z 2 = 4
centered at the
36x 2 + 9y 2 + 4z 2 = 36
60. Isorigin.
the line x Show
= 1 + 2t,that the
y = -2 position
+ 3t, vector
z = -5t related r(t) and
in any the velocity r 0 ( t ) are orthogonal to each
69. z = -sx + y d
2 2
70. y = -sx 2 + z 2 d
way to the plane -4x - 6y + 10z = 9 ? Give reasons for your
other at any time.
answer. 71. x + y = z
2 2 2
72. x + z = y
2 2 2

61. Which of the following are equations for the plane through the 73. x 2 + y 2 - z 2 = 4 74. 4y 2 + z 2 - 4x 2 = 4
points Ps1, 1, -1d , Q(3, 0, 2), and Rs -2, 1, 0d ? 75. y - x - z = 1
2 2 2
76. z 2 - x 2 - y 2 = 1

Page 1
MATH 2023 Lines, Planes and Curves Problem Set #1

7. (FF) Suppose that the path of a particle at time t is given by r(t) and the force exerted
on the particle at time t is F(t). By Newton’s Second Law, F(t) and r(t) are related by:

F(t) = mr00 (t),

where m is the mass of the particle. The angular momentum L(t) about the origin of the
particle at time t is defined to be:

L(t) := r(t) × mr0 (t)

(a) Show that

d
L ( t ) = r ( t ) × F ( t ).
dt
(b) When L(t) is a constant vector, we say that the angular momentum is conserved.
According to the result in (a), under what condition on r(t) and F(t) will the angular
momentum be conserved? Also, give one example in physics that this condition is
satisfied.

8. (FF) Consider two point particles with masses m1 and m2 , and their trajectories are r1 (t)
and r2 (t) respectively. Denote F(t) to be the force exerted on the m1 -particle by the m2 -
particle at time t. By Newton’s Third Law, the force exerted on the m2 -particle by the
m1 -particle at time t (i.e. the reverse force) is given by −F(t). Assume there are no other
forces exerted on any of these particles.
(a) Consider the following vector:

m1 r1 ( t ) + m2 r2 ( t )
C(t) := .
m1 + m2
In physics, this vector is pointing at the center of mass of the two particles. Show
that C00 (t) = 0 for any t using Newton’s Second and Third Laws.
(b) Hence, show that there exist two constant vectors r0 and v such that
m1 r1 ( t ) + m2 r2 ( t )
= r0 + tv.
m1 + m2
[Question: What is the physical significance of this result?]

9. (F) For each of the following curves, first reparametrize it by arc-length and then compute
its curvature function κ (s):
2π
(a) r1 (t) = ( R cos ωt) i + ( R sin ωt) j, 0≤t≤ ω .
(b) r2 (t) = h1, 2, 3i + (ln t) h1, 0, −1i, 0<t<∞
3
(c) r3 (t) = (cos3 t) i + (sin t) j, 0≤t≤ π
2.
Give an example of a path whose arc-length parametrization cannot be explicitly found
even with computer softwares.

10. (FF) Suppose √

1 2 2 2 3
r(t) = t i + t 2 j + tk
2 3
represents the path of a race-car climbing up a hill from (0, 0, 0) at t = 0. A truck, on the
other hand, drives slowly in unit speed from (0, 0, 0) at time t = 0 along the same path
and direction as the race-car. Find a parametrization which represents the path of the
truck.

Page 2
MATH 2023 Lines, Planes and Curves Problem Set #1

11. (FFF) We define the curvature of a path by κ (s) = |r00 (s)| where r(s) is the arc-length
parametrization of the path. However, the arc-length parametrization r(s) is often difficult
to find explicitly. The purpose of this exercise is to derive an equivalent formula for the
curvature which does not require finding an arc-length parametrization.
Given a path r(t), we let r(s) be its arc-length parametrization so that s and t are related
by:
ˆ t
 0 
s= r (τ ) dτ.
0
(a) Show, using the chain rule, that:

ds
r0 (t) = r0 (s)
dt
2
d2 s

00 00 ds
r (t) = r (s) + r0 (s)
dt dt2

(b) Show that:

 3
ds
r0 (t) × r00 (t) = r0 (s) × r00 (s)
dt
(c) Using (a) and (b), show that the curvature, which is defined as κ (s) := |r00 (s)|, can be
expressed in terms of t as:
|r0 (t) × r00 (t)|
κ (t) =
|r0 (t)|3
Although it looks more complicated, this formula does not require the procedure of
finding arc-length parametrization.

Page 3
 MATH 2023 • Spring 2015-16 • Multivariable Calculus
Problem Set #2 • Multivariable Functions, Partial Derivatives
p
1. (F) Let f ( x, y) = y − x2
(a) What is the (largest possible) domain of f ?
(b) Sketch the level sets f = 0, f = 1 and f = 2 in the same diagram.

2. (F) Let
1
f ( x, y) = p
x2 + y2 − 1
(a) What is the (largest possible) domain of f ?
(b) Sketch the level sets f = 1, f = 2 and f = 3 in the same diagram.
1
(c) Repeat (a) and (b) for the function g( x, y) = p .
1 − x 2 − y2
3. (F) Compute all the first and second partial derivatives of the following functions. For
the second partials f xy and f yx , compute both and verify that they are indeed the same.
(a) f ( x, y) = y2015 + 2x2 + 2xy
2y
(b) f ( x, y) = e x
x
(c) f ( x, y) = x 2 + y2

(d) f ( x, y) = x ln( x2 + y2 )
∂f
4. (FF) Compute the first partial derivative ∂x of the following functions (where x, y > 0).
(a) f ( x, y) = e xy
x
(b) f ( x, y) = ey
y
(c) f ( x, y) = x e
x
(d) f ( x, y) = ye
e
(e) f ( x, y) = x y
e
(f) f ( x, y) = y x

5. (F) Compute both the third-order derivatives h xyy and hyyx of the following function, and
verify that they are indeed the same.

h( x, y, z) = cos( x2 + y3 z).
 
∂ ∂f
6. (FF) Find the second derivative ∂x ∂y of each function f ( x, y ) below. [Hint: There is
a smart way to compute each of them.]
(a)
f ( x, y) = sin( x + y) cos( x − y)
(b)
1
! 2015
sin2016 y + cos2014 y
f ( x, y) = cos( xy) + .
sin2 log(y4 + 1) + 2015

(c)
e x +y + e x −y
f ( x, y) =
e x +y − e x −y

Page 1
MATH 2023 Multivariable Functions, Partial Derivatives Problem Set #2

∂2 f
7. (FF) Suppose that f ( x, y) is a function such that ≡ 0. Show that f can be decom-
∂x∂y
posed into the form:
f ( x, y) = F ( x ) + G (y)
where F ( x ) and G (y) are some single-variable functions.

8. (FF) Let u( x, y, z, t) be the temperature at the point ( x, y, z) at the time t. Combining with
several important laws in thermodynamics, including the Fourier’s Law and conservation
of energy, it can be derived (detail omitted) that the temperature function u( x, y, z, t)
satisfies the following equation:
 2
∂ u ∂2 u ∂2 u

∂u
=k + 2+ 2
∂t ∂x2 ∂y ∂z

where k is a positive constant depending only on the medium. This equation is known as
the heat equation.
The study of the heat equation is an important topic in physics, engineering and mathe-
matics (both pure and applied). Through solving the heat equation with an initial condi-
tion u( x, y, z, 0) = g( x, y, z), it predicts how heat diffuses for a given an initial heat profile
g( x, y, z) at time t = 0.
Your task in this problem is to verify that the following given function is a solution to the
heat equation:
x 2 + y2 + z2
 
1
ϕ( x, y, z, t) = 3 exp − .
(4πkt) 2 4kt

This particular solution ϕ represents the heat diffusion with highly concentrated heat
source at the origin (0, 0, 0) at time t = 0. As time goes by, the temperature profile
becomes more and more uniformly distributed. (In physics, this solution is also closely
related to the Dirac delta function.)
By following the outline below, show that ϕ satisfies the heat equation:
(a) Show that:
3 3 x 2 + y2 + z2
ln ϕ( x, y, z, t) = − ln(4πk ) 2 − ln t − .
2 4kt
(b) Using (a), show that:
x 2 + y2 + z2
 
∂ϕ 3
= 2
− ϕ.
∂t 4kt 2t
(c) Using (a) again, show that:

∂2 ϕ x2
 
∂ϕ xϕ 1
=− and 2
= − 1 ϕ.
∂x 2kt ∂x 2kt 2kt

(d) Hence, verify that ϕ satisfies the heat equation: ϕt = k( ϕ xx + ϕyy + ϕzz ).
(e) (Optional) Show that
(
∞ if ( x, y, z) = (0, 0, 0)
lim ϕ( x, y, z, t) =
t → 0+ 0 if ( x, y, z) 6= (0, 0, 0)

Page 2
 MATH 2023 • Spring 2015-16 • Multivariable Calculus
Problem Set #3 • Chain Rule, Directional Derivatives, Gradients

1. (F) Suppose w = f ( x, y, z) where x = g(s), y = h(s, t) and z = k (t). Assume all functions
involved are C1 . Draw the tree diagram to showcase the relations between w, x, y, z, s and
∂w ∂w
t. Hence, write down the chain rule for calculating the partial derivatives: and .
∂s ∂t
Use the symbols ∂ and d appropriately.

2. (F) Recall that the rectangular-polar coordinates conversion rules are given as follows:

x = r cos θ
y = r sin θ

∂f
A function f ( x, y) is said to be rotationally/radially symmetric if ∂θ = 0, i.e. when
regarded as a function of (r, θ ), it depends only the radial variable r but not the angular
variable θ. For instance, f ( x, y) = x2 + y2 is rotationally symmetric since f (r, θ ) = r2 .
Using the chain rule, show that f is rotationally symmetric if and only if:

∂f ∂f
y =x .
∂x ∂y

3. (F) Suppose f (u, v) is a C2 function, and u = s2 − t and v = s + t2 . Express the second

∂2 f
partial derivative in terms of f uu , f uv , f vv , s and t.
∂s∂t
4. (F) Let f ( x, y, z) be a C1 function of three variables, and z be a C1 function of ( x, y) such
that
f ( x, y, z( x, y)) = 0.
Using the chain rule, show that:

∂z fx ∂z fy
=− and =− .
∂x fz ∂y fz

5. (FF) Let f ( x, y) be a C1 function. Consider two parametric curves r1 (t) = x1 (t)i + y1 (t)j
and r2 (t) = x2 (t)i + y2 (t)j which satisfy:

r1 (0) = r2 (0) and r10 (0) = r20 (0).

(a) Show that  

d  d 
f ( x1 (t), y1 (t)) = f ( x2 (t), y2 (t)).
dt t=0 dt t=0
(b) Give a geometric interpretation of the above result.

6. (FF) The wave equation is an important partial differential equation which governs the
propagation of waves. Let u( x, y, z, t) be the displacement of the wave at position ( x, y, z)
at time t. It can be shown by several physical laws (such as the Hooke’s Law) that u
satisfies:
∂2 u
 2
∂2 u ∂2 u

2 ∂ u
=c + 2+ 2 (1)
∂t2 ∂x2 ∂y ∂z
where c is a constant (which is the wave speed).

Page 1
MATH 2023 Chain Rule, Directional Derivatives, Gradients Problem Set #3

In one (spatial) dimension, the wave equation can be stated as:

∂2 u 2
2∂ u
= c . (2)
∂t2 ∂x2
It turns out that the chain rule of several variables has a nice application on solving
the one dimensional wave equation. The following exercise guides you to show that if
u( x, t) is a solution to the one dimensional wave equation, then it must take the form
u( x, t) = F ( x − ct) + G ( x + ct) where F and G are arbitrary differentiable functions of
single variable.
Let u( x, t) solve the one dimensional wave equation (2).
(a) Define ξ = x − ct and η = x + ct. Regard u as a function of ξ and η, and ξ and η are
functions of x and t. Using the chain rule of multivariable functions, show that:
ut = c(uη − uξ ) and utt = c2 (uξξ − 2uξη + uηη ).

(b) Using the chain rule agin, show that

u x = uξ + uη and u xx = uξξ + 2uξη + uηη .

(c) Combining the results of (a), (b) and the wave equation, show that uξη = 0.
(d) Finally, deduce that u, as a function of ξ and η, must be in the form of:
u(ξ, η ) = F (ξ ) + G (η )
where F and G are arbitrary functions. Hence, in terms of the original variables x
and t, u must take the form u( x, t) = F ( x − ct) + G ( x + ct).
7. (FFF) In many physics, geometry and engineering applications, it is often more conve-
nient to use polar or sphereical coordinates since many physical quantities are rotationally
symmetric.
The conversion rule of rectangular and polar coordinates is given by:
x = r cos θ
y = r sin θ

Let u be a function of x and y. Since ( x, y) can be converted into (r, θ ), we can also regard
u as a function of (r, θ ). The chain rule can be used to derive some conversion formulae
between u x , uy and ur , uθ .
An important operator in physics, geometry and engineering is called the Laplacian. In
two dimensions, it is defined as:
∂2 u ∂2 u
∇2 u = + 2 = u xx + uyy .
∂x2 ∂y
In this exercise, we will show that ∇2 u can be expressed in polar form as:
∂2 u 1 ∂u 1 ∂2 u
∇2 u = + + .
∂r2 r ∂r r2 ∂θ 2
The polar form of the Laplacian is often used when dealing with rotationally symmetric
functions, i.e. a function u which does not depend on θ but only on r. For such functions,
their Laplacian is simply:
1
∇2 u = urr + ur .
r

Page 2
MATH 2023 Chain Rule, Directional Derivatives, Gradients Problem Set #3
p y
(a) Use the fact that r = x2 + y2 and tan θ = x , show that:

∂r x ∂r y ∂θ y ∂θ x
= , = , = − 2, = 2.
∂x r ∂y r ∂x r ∂y r

(b) Regard u as a function of (r, θ ), and (r, θ ) are functions of ( x, y). Sketch a tree
diagram to showcase these relations. Using the chain rule, show that:
xur yu
ux = − 2θ ,
r r
yur xuθ
uy = + 2 .
r r
(c) Using quotient and product rules, show that:

ur xurx x 2 ur yu 2xyuθ
u xx = + − 3 − 2θx +
r r r r r4
ur yury 2
y ur xuθy 2xyuθ
uyy = + − 3 + 2 −
r r r r r4
(d) Since ur and uθ are functions of (r, θ ), and (r, θ ) are functions of ( x, y), they share the
same tree diagram as u in part (b), and hence we have
∂ur ∂ur ∂r ∂ur ∂θ
urx = = +
∂x ∂r ∂x ∂θ ∂x
and similar for other second derivatives ury , uθx and uθy . Show that:

xurx + yury = rurr

xuθy − yuθx = uθθ

(e) Combining the results proved in previous parts, show that:

1 1
u xx + uyy = urr + ur + 2 uθθ .
r r

8. (F) Compute the directional derivative of the following functions at the given point P in
the direction of the given vector v. Moreover, find the unit direction u along which the
function increases most rapidly.
(a) f ( x, y) = x2 − y2 , P(−1, −3), v = 53 i − 54 j.
(b) g( x, y) = e− x−y , P(ln 2, ln 3), v = i + j.
(c) h( x, y) = e xy , P(1, 0), v = 5i + 12j.
(d) F ( x, y, z) = xy + yz + zx + 4, P(2, −2, 1), v = −j − k.
(e) G ( x, y, z) = e xyz − 1, P(0, 1, −1), v = −2i + 2j − k.

9. (F) For each surface and the given point P, find the value a such that P lies on the surface,
and then find an equation of the tangent plane to the surface at the point P:
(a) x2 + y + z = 3, P(2, 0, a)
(b) xy sin z = 1, P( a, 2, π/6)
(c) yze xz = 8, P(0, a, 4)
(d) z = e xy , P(1, 0, a)
(e) z = ln(1 + xy), P(1, 2, a).

Page 3
MATH 2023 Chain Rule, Directional Derivatives, Gradients Problem Set #3

10. (F) Let

GMm
V ( x, y, z) = − p
x2 + y2 + z2
where G, M and m are constants. Define F( x, y, z) = −∇V ( x, y, z).
(a) Verify that:
xi + yj + zk
F( x, y, z) = − GMm .
( x2 + y2 + z2 )3/2
(b) Show that |F( x, y, z)| is inversely proportional to the squared distance from ( x, y, z)
to the origin in R3 .
11. (FF) Consider the function
f ( x, y) = cos( x + y)
as well as the plane Π given by the equation

x−y = 0 .

The intersection of the graph of f with Π is a curve C. Find the slope of the tangent line
to C at the point (π, π ) using directional derivatives. [Hint: First sketch a diagram of the
graph, the plane and the curve.]
12. (FF) One approach for finding the normal vector of the tangent plane at a given point
( x0 , y0 ) to a graph z = f ( x, y) is by writing the graph equation as a level surface z −
Df ( x, y) = 0 ofE a three-variable function g( x, y, z) := z − f ( x, y). Then, the gradient ∇ g =
− ∂∂xf , − ∂∂yf , 1 at point ( x0 , y0 , f ( x0 , y0 )) is perpendicular to the level surface { g = 0},
and so we can take it to be a normal vector of the tangent plane as long as ∇ g 6= 0 at
( x0 , y0 , f ( x0 , y0 )).
D E
∂f ∂f
In fact, it is also possible to show the normal vector is − ∂x , − ∂y , 1 using a purely two-
variable argument instead of going up one higher dimension.

(a) Consider a given function f ( x, y), and a given point ( x0 , y0 ). Find a parametrization:

r1 (t) =?i+?j+?k

of the curve on the graph z = f ( x, y) travelling in the x-direction while keeping y

fixed at y0 (i.e. the red curve in the diagram). Hence, find the tangent vector of the
curve r1 (t) at the point ( x0 , y0 , f ( x0 , y0 )). Label this tangent vector by T1 .
(b) Find a parametrization r2 (t) of the curve on the graph z = f ( x, y) travelling in the y-
direction while keeping x fixed at x0 (i.e. the blue curve in the diagram). Hence, find
the tangent vector of r2 (t) at the point ( x0 , y0 , f ( x0 , y0 )). Label this tangent vector by
T2 .

Page 4
MATH 2023 Chain Rule, Directional Derivatives, Gradients Problem Set #3

(c) Since both T1 and T2 are tangent vectors to the graph, they are parallel to the tangent
plane. Therefore, the normal vector to the tangent plane must be perpendicular to
both T1 and T2 . Using this fact, show that the normal vector to the tangent plane is
given by  
∂f ∂f
− ( x0 , y0 ), − ( x0 , y0 ), 1 .
∂x ∂y

Optional

13. The spherical coordinates (ρ, θ, φ) is another important coordinate system in R3 . We

will learn that in later chapters. The conversion rules between spherical and rectangular
coordinates are given by:

x = ρ sin φ cos θ
y = ρ sin φ sin θ
z = ρ cos φ

Given a C2 function f ( x, y, z), it can be regarded as a function of (ρ, θ, φ) as well under the
above conversion rule. Show that the Laplacian ∇2 f := f xx + f yy + f zz can be expressed
in spherical coordinates as:

∂2 f ∂2 f ∂2 f ∂2 f
   
1 ∂ 2∂f 1 ∂ ∂f 1
+ + = 2 ρ + 2 sin φ + .
∂x 2 ∂y 2 ∂z 2 ρ ∂ρ ∂ρ ρ sin φ ∂φ ∂φ ρ2 sin2 φ ∂θ 2

[Note: It is a very time consuming exercise. It took me 4 hours to do it when I was an

undergraduate.]

Page 5
 MATH 2023 • Spring 2015-16 • Multivariable Calculus
Problem Set #4 • Critical Points, Lagrange’s Multiplier

1. (F) Find all local extrema (a.k.a. critical points) of the following functions f ( x, y). Deter-
mine the nature (a local minimum, a local maximum or a saddle) of each of them using
the Second Derivative Test whenever possible. If the Second Derivative Test is inconclu-
sive, use some other methods to determine its nature.
(a) f ( x, y) = 4 + x3 + y3 − 3xy
(b) f ( x, y) = x2 + 4y2 − 2x2 y + 4
(c) f ( x, y) = sin x cos y
(d) f ( x, y) = x4 + y4

2. (FF) Give an example of a C2 function f ( x, y) such that:

2 = 0 at (0, 0).
(a) (0, 0) is a saddle point and f xx f yy − f xy
2 = 0, f
(b) (0, 0) is a local minimum, f xx f yy − f xy xx > 0 and f yy = 0 at (0, 0).
2 = 0, f
(c) (0, 0) is a local maximum, f xx f yy − f xy xx = 0 and f yy < 0 at (0, 0).

3. (F) Using Lagrange’s Multipliers, find the maximum and minimum values of the given
function subject to the given constraint:
(a) f ( x, y) = x + 2y subject to x2 + y2 = 4
(b) f ( x, y) = x − y subject to x2 + y2 = 20 + 3xy
(c) f ( x, y, z) = xyz subject to x2 + 2y2 + 4z2 = 9
(d) f ( x1 , x2 , . . . , xn ) = x1 + 2x2 + . . . + nxn subject to x12 + x22 + . . . + xn2 = 1

4. (FF) The rationale behind Lagrange’s Multipliers method is that if a function f achieves
its maximum or minimum on the constraint g = c at points P, then the level sets of f and
g at P must be tangent to each other, and so ∇ f ( P) is parallel to ∇ g( P). Therefore, we
solve the system:
∇ f ( P) = λ∇ g( P) and g( P) = c
to locate all such P’s.
However, another way to determine whether ∇ f ( P) and ∇ g( P) are parallel is by their
cross product:

∇ f ( P) k ∇ g( P) if and only if ∇ f ( P) × ∇ g( P) = 0.

By solving the vector equation ∇ f ( P) × ∇ g( P) = 0 for P (instead of using Lagrange’s

Multiplier), try to redo Problems #3(a)(b)(c).
What is the limitation of this method when compared to Lagrange’s Multiplier?

5. (F) A closed rectangular water tank is to be made with three different materials. The
top part will be made by a thin material which costs $1 per cm2 . The four sides will use
stronger material which costs $2 per cm2 . To support the weight of water, the bottom of
the tank has to be made with very durable and strengthened material which costs $5 per
cm2 .
Suppose the volume of the water tank is to be 96cm3 . What dimensions of the tank will
minimize the cost of construction?

Page 1
MATH 2023 Critical Points, Lagrange’s Multiplier Problem Set #4

6. (F) Find the point(s) on the cone:

q
z= x 2 + y2

that is/are closest to the point (1, 3, 1).

7. (FF) Consider the surface given by the equation
x2 y2 z2 = 1.
(a) Show that for any point ( a, b, c) on the surface, its tangent plane does not contain the
origin.
(b) Find all points ( a, b, c) on the surface such that the tangent plane at these points are
closest to the origin.
8. (FF) Suppose
f ( x, y) = 2x2 + xy − 8x − y + 6
Let T be the triangular region (boundary included) in the xy-plane with vertices (0, 0),
(0, 3) and (3, 0).
(a) Find all the interior critical point(s) of f in the region T.
(b) Find the maximum and minimum values of f ( x, y) when ( x, y) is restricted on the
vertical side of T, i.e. the line segment joining (0, 0) and (0, 3).
(c) Find the maximum and minimum values of f ( x, y) when ( x, y) is restricted on the
horizontal side of T, i.e. the line segment joining (0, 0) and (3, 0).
(d) Write the equation of the line joining the vertices (0, 3) and (3, 0). Hence find the
maximum and minimum values of f ( x, y) when ( x, y) is restricted to the hypotenuse
of T.
(e) Determine the absolute maximum and minimum of f ( x, y) over the domain T.
938 Chapter 13 • Functions of Several Variables
9. (FF) This purpose of this problem is to explain why the Second Derivative Test works
for two-variable functions. Let f ( x, y) be a C2 function with a critical point P0 ( a, b). Given
any unit direction û = u1 i + u2 j, the path: 13.6 Directional Derivatives and
x = a + tu1 , y = b + tu2
Partial derivatives tell us a lot about the rate of cha
ever, they do not directly answer some important
is a straight-line passing through ( a, b) in the direction of û. As such, the intersection
are standing at a point 1a, b, f1a, b22 on the surfa
curve of the vertical plane shown in the diagram below can be fexpressed as:
x and fy tell you the rate of change (or slope) of th
parallel to the x-axis and y-axis, respectively. But y
z = f ( a + tu1 , b + tu2 )
directions from that point and find a different rate
observation in mind, we pose several questions.
z • Suppose you are standing on a surface and you w
dinate direction—say, northwest or south-southea
function in such a direction?
• Suppose you are standing on a surface and you re
(a,, b,
b, f (a,
(a b)) In which direction will it roll?
z  f (x, y) • If you are hiking up a mountain, in what direction
you want to follow the steepest path?
These questions will be answered in this section a
tive, followed by one of the central concepts of cal
x P0(a, b)
u y
Directional Derivatives
Unit vector u
Let 1a, b, f1a, b22 be a point on the surface z = f
FIGURE 13.63 xy-plane (Figure 13.63). Our aim is to find the ra
P01a, b2. In general, this rate of change is neither f
兩u兩 ⫽ 1 or u = 8 0, 1 9 ), but it turns out to be a combinatio
Page
u 2u ⫽ sin
2 Figure 13.64a shows the unit vector u at an an
nents are u = 8 u 1, u 2 9 = 8 cos u, sin u 9 . The deri
u1 ⫽ cos the line / in the xy-plane through P0 in the directio
(a) h units from P0 along /, has coordinates P1a + h co
MATH 2023 Critical Points, Lagrange’s Multiplier Problem Set #4

Therefore, the first derivative dz
dt t=0 measures the slope of tangent at ( a, b, f ( a, b )), whereas


2 
the second derivative ddt2z  indicates whether the curve is concave up or down around
t =0
the point ( a, b, f ( a, b)).
(a) Using the chain rule, show that:

dz
= f x u1 + f y u2
dt
d2 z
= f xx u21 + 2 f xy u1 u2 + f yy u22
dt2

(b) By completing-the-square, show further that:

  2  f f − f 2  
f xy xx yy


 f xx u 1 + u
f xx 2 + 2
f xx
xy
u22 if f xx 6= 0
2

d z   2 
2
f xx f yy − f xy
 
=

f xy 2
dt2  f yy
 f yy u1 + u2 + 2
f yy
u1 if f yy 6= 0


2 f xy u1 u2 if f xx = f yy = 0


(c) The nature of the point ( a, b, f ( a, b)) can be determined by the following argument:
2 > 0 and f d2 z
i. If f xx f yy − f xy xx > 0, what can you say about dt2
? Using this observa-
tion, conclude the nature of the point ( a, b, f ( a, b)).
2 > 0 and f
ii. How about if f xx f yy − f xy xx < 0?
2 > 0 and f
iii. How about if f xx f yy − f xy xx = 0?
2 < 0?
iv. What if f xx f yy − f xy

Page 3
 35. The region boun
To find the area of R, we integrate the function f 1x, y2 3= 1 over
-2 2 R ; the area3is 0
R 1 and
11. R = 5 1x, y2: 1 2… x … 2, x + 1 … y … 2x + 4 6
40 45 215 36. The region in qu
1 dA + = + = . = 5 1x, y2:region. 8 1x 6
0 … x … 4, x 2 … y … Simplify.
1 dA 3 2 6 12. RDecompose radius 3 centered
O O ➤
R1 R2 Related
13. R is the triangular region with vertices (0, 0), (0,Exercises
2), and (1,75–80
0). 37. The region boun
0 4x + 12 3 -x + 12 (1, 1)
14. R is the triangular region with vertices (0, 0), (0, 2), and (1, 1).
= 1 dy dx + QUICK CHECK 4 Consider
1 dy dx the triangle
ConvertRtowith vertices
iterated 1-1, 02, 11, 02, and 10, 12 as a re-
integrals. 38. The region in the
L-2 Lx2 L
gion
0 L
MATH
of
x 2023
2 integration.• IfSpring
we 15. R2015-16
is
integrate the
first •
region
with Multivariable
in the first
respect quadrant
to Calculus
x, doesbounded
R need by
to abecircle of radius
subdivided? x = 6 - y, and
1 centered at the origin. ➤
0 3 Problem Set #5 • Double Integrals
If we integrate first with respect to y, does R need to be subdivided?
39–46. Evaluating in
= 14x + 12 - x 22 dx + 1-x + 12 - x 22 16.
dx REvaluate
is the region in theintegrals.
the inner first quadrant bounded by the y-axis and the
evaluate the following
L-2 1. (F) Set-up theLlower 0 and upper bounds = x double
of yeach
parabolas and y = 1integral
- x . 2
below using both dxdy 2
2 4-y
and 3
dydx 0 orders. 2Compute the 3 3integral using both orders and verify that they give the
TION 14.2 EXERCISES x x x 17–26. Evaluating integrals Evaluate the following integrals as they 39. dx dy
= a 2x 2
+ 12x - b ` + a- + 12x - b` Evaluate the outer integrals. L-1 Ly
same 3value. 2 3 are written.
ew Questions ¨ -2 0Basic Skills
Describe and sketch
40 a45 region 215
that is bounded above and below by 1 1 of integration Consider the regions
7–8. Regions 1 2x R shown in the 4 216 - y2

wo curves.= + = (a) . 2xy dA where R is the region as shown

figuresSimplify.
17. 6y dy an
and write
below:
dx iterated integral18. 15 xy
of a continuous
2
dy dx f over R. 41.
function 2xy
3 2 6 R L0 Lx L0 L0 L0 L-216 - y2
➤
Describe and a sketch a region that is bounded on the left and on 7. 2 2x
y Exercises 75–80
Related 8. 3 x+6 y y  2x  24 ln 2 2
y
he right by two curves. 19. xy dy
10 dx 20. 1x - 12 dy dx 43. dx dy
QUICK CHECK 4 Consider the triangle R with vertices 1-1, 02, 11, Lx and 10, 12 as a re-
L0 02, 2 L0 Lx 40 2
L0 Le x y
Which order of integration is preferable to integrate f 1x, y2 = xy (2, 8)
gion of integration. If we integrate first
over R = 5 1x, y2: y - 1 … x … 1 - y, 0 … y … 1 6 ? with respect to x, does R p>4 to
need cosbex subdivided?
y  4x
1 21 - x2
(4, 32) p>2 p>2
21.
If we integrate first with respect to y, does R need to be subdivided? dy dx ➤ 22. 2x 2y dy dx 45. 6 sin
Which order of integration would you use to find the area of L-p>4 Lsin x L0 L-21 - x 2
L0 Ly
y  x3 R
he region bounded by the x-axis and the lines y = 2x + 3 and 2 8-x 2
R ln 2 2 y  2x2 p>2 cos y
2 10
y = 3x - 4 using a double integral? 23. x dy dx 24. dy dx 46. e sin y
1 1y L-2 Lx2 L0 Lex L0 L0
Change the order of integration in the integral 1 1 2 f 1x, y2 dx dy.
0 y
1 x 6 2 2 6 x
1 x 1
3
p>2 x
Sketch ¨ Basic2 Skills
xy4
25.the regions2e x
dy dx in the
2
26. y cos x 3 dy dx
47–52. Evaluating in
oundedthe region
above andofbelow
integration
by for
7–8.1-2 1x2 e dy
Regions dx.
of integration Consider L0 L0 R shown L L0y = 2x2 : evaluate the following
(b) figures 1 dA where R is the region bounded between y
and write an iterated integral of a continuous function f over R. = 2x + 240 and
R 27–30. Evaluating integrals Evaluate the following integrals. 47. 4R 12y dA; R is
bounded on the left and on 7. y 8. y y  2x  24
27. 4R xy dA; R is bounded by x = 0, y = 2x + 1, and 48. 4R y 2 dA; R is b
10
y = - 2x +40 5. 49. 4R 3xy dA; R is
ble to integrate f 1x, y2 = xy (2, 8)
- y, 0 … y … 1 6 ? y  4x 28. 4R 1x + y2 dA; R is (4, the32)
region in the first quadrant bounded by in the first quadr
x = 0, y = x 2, and y = 8 - x 2. 50. 4R 1x + y2 dA;
u use to find the area of
y  x3
the lines y = 2x + 3 and R y  2x2by x = 1, y = 2x + 2, and
29. 4R y 2 dA; R is Rbounded 51. 4R 3x 2 dA; R is
2 y = -x - 101.
1 1y 2 52. 4R x 2 y dA; R i
integral 10 1y2 f 1x, y2 dx dy. 1 x 30. 4 R x y dA;
6 2
R is 2the region
6
in
x quadrants 1 and 4 bounded by the
semicircle of radius 4 centered at (0, 0). 53–56. Volumes Use
2 4 xy
1-2 1x2 e dy dx. ¨ following regions.
31–32. Regions of integration Write an iterated integral of a continu-
(c) x2 dA where R is the region bounded between y = 2x, y = 3x − 9 and the x-axis:53. The tetrahedron
R ous function f over the region R shown in the figure.
1x = 0, y = 0, z
31. y 32. y
20 54. The solid in the f
x  兹25  y2 the surface z =
(9, 18)
y  2x
10 2 R 55. The segment of t
y  3x  9 plane z = 12 +
R 2 6 x
x 56. The solid beneat
4 10
(3, 4) R = 5 1x, y2: 0
6 y  3x  5

¨ q
2. (F) Evaluate the integral a2 − y2 dA where T is the triangle with vertices (0, 0),
T
(0, a) and ( a, a). Set-up the integral in both dxdy and dydx orders, and choose the easier
one to compute.
ˆ 1 ˆ x1/3 q
3. (FF) Consider the integral 1 − y4 dydx. It is almost impossible to compute
0 x
the inner integral. Try to switch the order of integration to evaluate it. [Hint: You should
first sketch the region of integration.]

Page 1
 y 4x z x  y
2p
R
= 8 du
2 2 L0
x y
MATH 2023 Double
Projection of CIntegrals
y  4  x2 14.2 Double
Problem = Set
Integrals p.
16 over
#5 General Regions
on xy-plane
¨FIGURE
57–62. Changing order of integration the order of¨
Reverse14.32 integra- 70. The solid above the z
1 1
tion) in
4. (FF the following
Evaluate theintegrals.
integrals dA and dA. Try EXAMPLE
parabolic 3 Annular region Find the vo
region integration-by-
to avoid
2 2x R 3 −3 x 6 - 2x R y−6 R = z 5=
1x ,xy … xand
y2:+0 10 … 1,
above the annular region R =
parts
57.if possible.
f 1x, y2 dy dx 58. f 1x, y2 dy dx 0 … (An 1 - x 2 6isand
y … annulus the region between two concen
L0 Lx 2 L0 L0 between the planes z = 1 z
y y
= 2 - y The region of integration suggests
and zSOLUTION
(Figure 14.33). Substituting x = r cos u and y
(2, 4) xy + 10 = 1r cos u21r sin u2
y  2x = r 2 sin u cos u + 10
y  6  2x
= 12 r 2 sin 2u + 10. z
y  x2
1 R R Substituting the integrand into the volume inte
1
2p 4
0
1 x
0
1 x V = 1 12 r 2 sin 2u + R10 2 r dr
L0 L2
-ln y y
1
¨ 1 e
2p 4
59. f 1x, y2 dx dy 60. f 1x, y2 dx dy x
L1>2 L0
5. (F) Evaluate ( x + y) dA usingL0 polar
L1 coordinates where R is the region 1 12 r 3 sin 2u + 10r 2 dr
= in the first
L0 L2
1 cos-1 y R e ln x √ bounded by the parabo-
71. The solid z
quadrant
61. lying finside
1x, y2 dxthe
dy disk62. x2 + y2 ≤ fa1x,
2 and under the line y =
y2 dy dx loid z = x3x.
2 2p
r4
+ y 2 and the plane 4
L0 L0 L1 L0 z =¨9 = a sin 2u + 5r 2
b ` du
2 2

L0 8 2
6. (F63–68.
) Consider
Changing theorder
annular regionThe
of integration R following
below. Express the integral
integrals can x + y dA2pin both
R
system to compute the = 130 sin 2u + 602 du
be evaluated only by reversing the order of integration. Sketch the re-
rectangular and polar
gion of integration, reversecoordinates. Chooseand
the order of integration, the easierthe
evaluate integral.
L 0
integral. 2p
1 1 p p y = 1151-cos 2u2 + 60u2 ` = 12
2
63. e x dx dy 64. r2
sin4y 2 dy dx 0
L0 Ly L0 Lx r 4
1>2 1>4
65. y cos 116px 22 dx dy More General Polar Regions
L0 Ly2 4 x
4 In Section 14.2 we generalized double integra
4 2
x R grals over nonrectangular regions. In an analog
66. dy dx 72. The solid bounded by the pa-
y + 1 raboloids z rectangle
polar = x 2 + y may
and be extended to more gene
5
L0 L1x 2
4 two rays2 u =2 a and u = b, where b - a … 2
1p
3 3
1p z = 50 - x - y
67. x cos 1x y2 dx dy
4 2 R  {(r, ␪): 2  r  4, 0  ␪  2␲} (Figure 14.34):
L0 Ly each of the following integrals:
7. (FF) Evaluate FIGURE 14.33 R = 5 1r, u2: 0 … g1u2 …
ˆ 2π 2ˆ 41- x2 xe 2y
2
(a)68. L0 L0 e−4x- sin dy dx
y y dxdy
0 0
69–74. ˆ √y+1between
ˆ 0 Regions 5/2 Find the volume of the following
surfaces
x3

(b)solid regions. x− dxdy
−1 0 3
69.¨The solid above the region z
R = 5 1x , 1 0 … x … 1,
y2:
(c) dA where Q is the entire first quadrant of the xy-plane
0Q …(1y+ … 2x1 2- +x 62y2 )3
¨bounded by the parabo- 73. The solid above the region z
2x  y 
= yx 2++1y)2 dA R = 5 1x, y2: 0 … x … 1,
(d) loids ( x2z − and where Q is the region z {(  xy2)|y2x ≥ 0, y ≥ 0, x 2 + y2 ≤ 4}
2 x,
zQ = 2 - x 2 - y 2 and the 0 … y … 2 - x 6 and between
¨coordinate planes in the the planes - 4x - 4y + z = 0
2
(e) first( xoctant
4 2 2
+ y2 )e−(x +2x y +y ) dA
4
and -2x - y + z = 8
R2

8. (FF) Some single-variable integrals are “notoriously” difficult to compute. One exam- 4x  4
´ 2
ple is e− x dx despite the fact that this integral
z  x 2is
 of
y 2 central importance in mathematics
1

(pure/applied), physics, statistics and engineering. However, some of these difficult inte- R
grals can be evaluated via double integral
R methods. y
y 1
This problem investigates another well-known integral which has no closed-form anti- x
derivative: x ˆ
log(1 − x )
dx.
x

Page 2
MATH 2023 Double Integrals Problem Set #5

The goal of this problem is to show that this integral over 0 ≤ x ≤ 1 can be written as an
infinite series.
Consider the function
1
f ( x, y) = , 0 ≤ x ≤ 1, 0 ≤ y ≤ 1.
1 − xy

It is defined almost everywhere on the rectangle 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1 (we say ‘almost’

because it’s undefined only at ( x, y) = (1, 1), but this single point is negligible).
ˆ 1
1 log(1 − x )
(a) Show that: dy = − .
0 1 − xy x
(b) Note that | xy| < 1 except for the negligible point ( x, y) = (1, 1), so the function
f ( x, y) can be expressed as a geometric series:

1
= 1 + ( xy) + ( xy)2 + ( xy)3 + . . .
1 − xy

Using this geometric series, show that

ˆ 1ˆ 1 ∞
1 1 1 1
dydx = 1 + 2 + 2 + . . . = ∑ 2 .
0 0 1 − xy 2 3 k =1
k

(c) Using (a) and (b), show that

ˆ 1 ∞
log(1 − x ) 1
− dx = ∑ 2 .
0 x k =1
k

(d) Using the above approach, mutatis mutandis, show that for any 0 ≤ z ≤ 1, we have:
ˆ z ∞
log(1 − x ) zk
− dx = ∑ 2 .
0 x k =1
k

[Remark: Mutatis mutandis is a Latin phrase meaning “changing only those things
which need to be changed”.]

9. (FFF) The purpose of this problem is to use double integrals to derive a somewhat
surprising result in electrostatics, that is the electric force exerted on a charged particle
by an infinite sheet of uniformly distributed charges is independent of how far the particle
and the sheet are apart from each other.
The paragraphs below describe the physical set-up of the problem. Although it may
be possible to proceed to the problem without knowing the physics background, it is
strongly recommend to read through the paragraphs below so as to understand the mo-
tivation of this problem.
According to the Coulomb’s Law, the electric force F exerted on a point particle with
charge Q located at ( x0 , y0 , z0 ), by a point particle with charge q located at ( x, y, z), is
given by:
qQ ( x0 − x ) i + ( y0 − y ) j + ( z0 − z ) k
F=
4πε 0 (( x0 − x )2 + (y0 − y)2 + (z0 − z)2 )3/2
where ε 0 is positive constant (depending on the medium).

Page 3
MATH 2023 Double Integrals Problem Set #5

The Coulomb’s Law is also called the Inverse Square Law because one can easily verify
that the magnitude of the force satisfies:

qQ
|F| =
4πε 0 d2
p
where d = ( x0 − x )2 + (y0 − y)2 + (z0 − z)2 is the distance between the two particles.
If there is a sequence of discrete charged particles located at ( x1 , y1 , z1 ), ( x2 , y2 , z2 ), . . .,
each with charge q, then the resultant electric force exerted on a particle with charge Q
located at ( x0 , y0 , z0 ), is given by the vector sum of all forces:
∞
qQ ( x0 − x i ) i + ( y0 − y i ) j + ( z0 − z i ) k
F= ∑ 4πε 0 .
i =1 (( x0 − xi )2 + (y0 − yi )2 + (z0 − zi )2 )3/2

This is called the Principle of Superposition by physicists.

Now given there is an infinite sheet of uniformly distributed charges on the xy-plane,
and for each small area element dA on the xy-plane, the amount of charges is given by
σ dA, where σ is a constant that represents the area density of charges. Suppose there is
a particle with charge Q located above the xy-plane at (0, 0, z0 ), i.e. z0 > 0. For simplicity,
call this the Q-particle.
Now regard a small area element located at ( x, y, 0) on the xy-plane as a charged “parti-
cle” with charge q = σ dA, then the force exerted on the Q-particle by this area element
is given by substituting ( x, y, z) = ( x, y, 0) and ( x0 , y0 , z0 ) = (0, 0, z0 ):

Q(σ dA) (0 − x ) i + (0 − y ) j + ( z0 − 0) k Qσ − xi − yj + z0 k
= dA.
4πε 0 ((0 − x )2 + (0 − y)2 + (z0 − 0)2 )3/2 4πε 0 x2 + y2 + z2 3/2


0

Therefore, by the Principle of Superposition, the resultant electric force exerted on the
Q-particle by the sheet of charges is given by this double integral over the entire xy-plane
(i.e. R2 ): ¨
Qσ − xi − yj + z0 k
Fresultant =
3/2 dA.
R2 4πε 0 x 2 + y2 + z2
0
Here integrating a vector simply means integrating each component of the vector treating
i, j and k as “constants”.
(a) Show that i and j-components of Fresultant are zero.
(b) Derive that:
Qσ
Fresultant = k.
2ε 0
[Remark: The result in (b) asserts that the resultant force on the Q-particle does not
depend on how far it is from the infinite sheet! Believe it or not?]

Page 4
 MATH 2023 • Spring 2015-16 • Multivariable Calculus
Problem Set #6 • Triple Integrals

1. (F) Consider the triple integral:

1024 ˆ 1 14
Chapter ˆ 1ˆ
• xMultiple
−z Integration
f ( x, y, z) dydxdz.
p>2 1 p>2 0 z 0 18. The prism in the first octant bounded b
11. sin px cos y sin 2z dy dx dz
(a) Sketch the solidLdescribed
0 L0 L0 by the integral.
2 2 1
(b) Express the integral usingx each of the other five orders, i.e. dydzdx, dxdydz, dxdzdy,
12. yze dx dz dy
L0 L1 L0
dzdxdy and dzdydx.

2. (FF) Consider 13.

the triple + xz + yz2 dV; D = 5 1x, y, z2: -1 … x … 1,
1xy integral:
l
D
ˆ ˆ ˆ
- 2 … y … 2, - 3 … z1 … 316 x x3
e dydxdz.
0 z 0
14. xyze -x2 - y2
dV; D = 5 1x, y, z2: 0 … x … 1ln 2,
l 19. The wedge above the xy-plane formed
(a) Sketch the solidD described by the integral. x 2 + y 2 = 4 is cut by the planes z =
0 … y … 1ln 4, 0 … z … 1 6
(b) Pick a good order of integration and compute the integral by hand. z
15–24. Volumes of solids Find the volume of the following solids
3. (FF) Consider using triple integrals.
the right tetrahedron solid T in the first octant bounded by the xy-, yz-,
xz-planes and the
15. plane Π with
The region first octant(bounded
in thevertices 6, 0, 0),by(0, 0) and (0, 0, 2).
the4,plane
2x + 3y + 6z = 12 and the coordinate planes
z

) 20. The region bounded by the parabolic c

planes z = 3 - y and z = 0
z

16. The region in the first octant formed when the cylinder z = sin y,
(a) Show that the equation
for 0 … y …ofp,the plane
is sliced Π is
by the given
planes y = by 2xx+= 3y
x and 0 + 6z = 12.
(b) Evaluate the following triple integral:
˚  
1 1 1
+ + dV.
T 12 − 3y − 6z 12 − 2x − 6z 12 − 2x − 3y
21. The region between the sphere x 2 + y
Please do the computations by hand. Pick carefully the orders of hyperboloid
integration z 2 - x 2 - y 2 = 1, for z
to sim-
plify your computations. z

4. (FF) Let a be a positive constant. Given that f ( x ) is a continuous function of x, show

that: ˆ aˆ zˆ y ˆ a
17. The region bounded below by the cone
( a − x )2
z = 2x 2 + yf2(and
f ( x ) dxdydz = x ) dx
0 by the sphere x + y + 0 z =2
2 2 2
bounded
0 above
0 8
˚ z
( x2 + y2 ) dV over
p
5. (F) Evaluate the
(0 0 兹8)
兹
solid2 D 2which2
lies above the cone z = c x2 + y2
D 8
and inside the sphere x2 + y2 + z2 = a2 . 22. The region bounded by the surfaces z =
p 5 1x, y2: 0 … x … 1, 0 … y
rectangle
6. (F) Find the volume of the solid bounded by the xy-plane, the cone z = 2a − x 2 + y2
z
and the cylinder x2 + y2 = 2ay. y2

ln 2
Page 1 1
MATH 2023 Triple Integrals Problem Set #6

x 2 + y2 + z2
 
1
7. (FF) Let φ( x, y, z) = 3 exp − where t > 0. Show that for each
(4πkt) 2 4kt
fixed t > 0, we have: ˚
φ( x, y, z) dV = 1.
R3

8. (FF) Consider a right circular solid cone (denoted by K) with radius R, height h, mass
m and uniform density δ.

The moment of inertia about the z-axis of the solid is defined to be:
˚
Iz := Dz ( x, y, z)2 δdV
K

where Dz ( x, y, z) is the perpendicular distance between the point ( x, y, z) and the z-axis.
(a) Set up, but do not evaluate, the integral Iz using each of the following coordinates:
i. rectangular coordinates
ii. cylindrical coordinates
iii. spherical coordinates
(b) Rank the ease of computations of the above coordinate systems for evaluating the
integral Iz , then compute Iz using the easiest coordinate system. Express your final
answer in terms of the mass m, not the density δ.

9. (FF) Given a solid T with mass m and uniform density δ, the center of mass ( x̄, ȳ, z̄) is
defined to be: ˝ ˝ ˝
˝ T x δdV ˝ T y δdV z δdV
x̄ = , ȳ = , z̄ = ˝T
T δdV T δdV T δdV

The moment of inertia of T about the z-axis is defined as:

˚
Iz := Dz ( x, y, z)2 δdV
T

where Dz ( x, y, z) is the perpendicular distance between the point ( x, y, z) and the z-axis.
Now consider the axis L passing through the center of mass ( x̄, ȳ, z̄) and parallel to the
z-axis. The moment of inertia of the solid about the axis L is defined as:
˚
Icm := DL ( x, y, z)2 δdV
T

where DL ( x, y, z) is the perpendicular distance between the point ( x, y, z) and the axis L.
Prove the following result (which is called the Parallel Axis Theorem):

Iz = Icm + md2

where d is the distance between the z-axis and the axis L.

Page 2
MATH 2023 Triple Integrals Problem Set #6

10. (F) The change-of-variable formula for the volume element dV is given by:
 
 ∂( x, y, z) 
dxdydz = det
 dudvdw. (*)
∂(u, v, w) 

(a) Using (*), verify that:

dxdydz = ρ2 sin φ dρdφdθ.

(b) Let u = 2x, v = 3y and w = 5z. Using (*), express dxdydz in terms of dudvdw.

11. (FFF) Consider a solid sphere with radius R centered at the origin in R3 which carries
a uniform distribution of charges with density δ. Each volume element dV in the sphere
can be regarded as a particle with charge δ dV.
Fix a particle with charge q at (0, 0, z0 ) where z0 > R, i.e. outside the sphere, and call it
the q-particle. As in the previous Problem Set, the electric force exerted on the q-particle
by a charged element δ dV at ( x, y, z) in the solid sphere is given by the Coulomb’s Law
(in vector form):

q δ dV (0 − x ) i + (0 − y ) j + ( z0 − z ) k
dF =
4πε 0 ((0 − x )2 + (0 − y)2 + (z0 − z)2 )3/2

Similar to the previous Problem Set, the Principle of Superposition asserts that the resul-
tant force exerted on the q-particle by the whole sphere is given by “summing-up”, i.e.
integrating, each the force element dF over the sphere:
˚
Fresultant = dF.
sphere

(a) Show that:

ˆ 2π ˆ ˆ R
!
π
qδ ρ2 sin ϕ · (z0 − ρ cos ϕ)
Fresultant =
3/2 dρdϕdθ k
0 0 0 4πε 0 ρ2 − 2ρz0 cos ϕ + z20

(b) Try to compute the above integral, either by software or by hand, and show that:

qδR3 qQ
Fresultant = 2
k= k
3ε 0 z0 4πε 0 z20

where Q is the total amount of charges in the sphere.

[Remark 1: This result shows that the resultant force exerted on the q-particle by the
charged sphere will be the same if one replaces it by a particle at the origin with the
same amount of charges.]
[Remark 2: Using the Gauss’s Law for Electricity, the above result can be obtained
easily by considering the surface flux of Fresultant . We will discuss that later, and will
derive the Gauss’s Law using the Divergence Theorem (assuming Coulomb’s Law).]

Page 3
 44. F = 8 -y, x, z 9 on the helix r1t2 = 8 2 cos t, 2 sin t, t>2p 9 , for
0 … t … 2p
is the circle r1t2 = 8 1, 3 cos t, 3 sin t 9 ,
8 x, y, z 9
45. F = on the line segment from 11, 1, 12 to
1x + y 2 + z 223>2
2

110, 10, 102

segment from 10, 0, 02 to 11, 2, 32. 8 x, y, z 9
46. F =2023
MATH • Spring on the line segment
2015-16 11, 1, 12 to 18,
fromIntegrals
• Multivariable
15.2 Line 4,1095
22
Calculus
x2 + y2 + z2
Problem Set #7 • Line Integrals, Conservative Vector Fields, Curl Operator
egment from 11, 4, 12 to 13, 6, 32.
in ⺢3 Convert the line integral to an ordi- 47–48. 43–46. Circulation
Work integrals Consider
in ⺢3the following
Given vector
the force fieldfields F and
F, find closed
the work
the parameter and evaluate it. oriented
required curves
to move C an
in the plane
object on (see
the figures).
given oriented curve.
Do not use the Green’s Theorem in any problem in this set.
a. Based on the picture, make a conjecture about whether the circula-
ishelix r1t2 =r1t2
the circle 83 =
cos8t,2 3cossint,t,0,t 92, sin
for t 9 , 43. F = 8 x, y, z 9 on the tilted ellipse r1t2 = 8 4 cos t, 4 sin t, 4 cos t 9 ,
tion of F on C is positive, negative, or zero.
1. (F) Let F = (y − )for
i +0 xj t …R
… on 2p2 , and C be the counter-clockwise circular path
b. xCompute the circulation and interpret the result. with radius
2 centered at the44.origin. F = 8 -Seey, x, the
z 9 onfigure below:
the helix r1t2 = 8 2 cos t, 2 sin t, t>2p 9 , for
47. F = 8 y - x, x 9 ; C: r1t2 = 8 2 cos t, 2 sin t 9 , for 0 … t … 2p
0 … t … 2p
8ist,the -4t 9, r1t2
2t, circle for 1=… 8t1,…3 2. cos t, 3 sin t 9 , F  具y  x, x典
8 x, y, z 9 y
45. F = 2 on the line segment from 11, 1, 12 to
1x + y 2 + z 223>2 2
e a scalar line integral to find the length
110, 10, 102
segment from 10, 0, 02 to 11, 2, 32. 8 x, y, z 9
cos t>4, t>2 9 , for 0 … t … 2 46. F = 2 on the line segment from 11, 1, 12 to 18, 4, 22
x + y2 + z2
t, 50 cos t 9 , for 0 … t … 2p
segment from 11, 4, 12 to 13, 6, 32. 47–48. Circulation Consider the following vector 2fields F and closed
tor fields in the plane Given the follow- x
d curves C, evaluate 1C F T ds. # oriented curves C in the plane (see figures).
a. Based on the picture, make a conjecture about whether the circula-
helix
bola r1t2= =8 4t,
r1t2 8 3tcos
2 t, 3 0sin…t,tt 9…, for
9 , for 1 tion of F on C is positive, negative, or zero.
b. Compute the circulation and interpret the result.
micircle r1t2 = 8 4 cos t, 4 sin t 9 , for
47. F = 8 y - x, x 9 ; C: r1t2 = 8 2 cos t, 2 sin t 9 , for 0 … t … 2p
8 t, 2t, - 4t 9 , for 1
segment from 11, 12 to 15, 102 … t … 2.
y F  具y  x, x典
8 x, y 9
hee aline segment (a)
from 12,to22find On102
to 110, the above F = 2 highlight
48. figure, ; Cthe
is theportion
boundaryof
of the
thesquare
pathwith which F · r0 > 0.
vertices
C at
scalar line integral the length 1x + y 2
2 1>2 2
1{2, {22,
(b) On the above figure, highlight
traversed (with another color) the portion of the path C at which
counterclockwise.
F · r 0 < 0.
cos
he t>2 9 =
t>4, r1t2
curve , for 2 … t9 ,…for2 1 … t … 2
8 t 0, 3t 2
˛ 具x, y典
y F
n t, 50 cos t 9 , for 0 … t … (c)
2p Calculate the line integral (x2  y2)1/2 Is the result alone sufficient to
F · dr from the definition.
C
e r1t2
ctor = 8in
fields t, 4t 9 , plane
the for 1 … t … the
Given 10 follow-
determine whether F is conservative or not?
2 x
d curves C, evaluate 1C F # T ds. 2
n the force field F, find the(d) required ∇ × F, i.e. the curl of F. Is the result alone sufficient to determine whether
workCalculate
bola r1t2 = 8 4t, t 2 9 , for 0 … t … 1
en oriented curve. F is conservative or not?
micircle r1t2 = 8 4 cos t, 4 sin t 9 , for C
h consisting of the line segment from a potential function f such that F = ∇ f , or show that such an f does not exist.
(e) Find
2
d by the line segment from 10, 02 10, 42
Istothe result alone sufficient to determine whether 2
F is xconservative or not?
segment from 11, 12 to 15, 102 C: r(t)  具2 cos t, 2 sin t典
consisting of the line segment x y
2. (F) Let F = p
ollowed by the line segment from
i +8p
x, y 9 j, and C be the counter-clockwise square path with
he line segment from 12, 22 to 110, 102 x2 +F y=2 2 x221>2
48. +; yC2 is the boundary
2
of the square with vertices
1x + y 2
vertices (2, −2), (2, 2), (−2, 2) and (−2, −2). See the figure below:
1{2, {22, traversed counterclockwise.
bola y = 2x 2 from 10, 02 to 12, 82
he curve r1t2 = 8 t 2, 3t 2 9 , for 1 … t … 2 具x, y典
e y = 10 - 2x from 11, 82 to 13, 42 y F
(x2  y2)1/2

ne r1t2 = 8 t, 4t 9 , for 1 … t … 10
2
en the force field F, find the work required
en oriented curve.
C
th consisting of the line segment from
2
d by the line segment from 10, 02 to 10, 42 2 x

consisting of the line segment

followed by the line segment from
2

bola y = 2x 2 from 10, 02 to 12, 82

e y = 10 - 2x from 11, 82 to 13, 42

Do (a)-(e) of Problem #1 with this F and C instead.

Page 1
MATH 2023 Line Integrals, Conservative Vector Fields, Curl Operator Problem Set #7

3. (F) Let C be the curve of intersection of the cylinder x2 + y2 = 1 and the plane z = y.
(a) Sketch the cylinder, the plane and the curve C in the same diagram.
ˆ
(b) Let F = yi + zj − xk. Calculate the line integral F · dr where Γ is a portion of C
Γ
from (−1, 0, 0) to (1, 0, 0). There are two possible such Γ’s. Do both.
Is the result alone sufficient to determine whether F is conservative or not?
(c) Find a potential function f such that F = ∇ f , or show that such an f does not exist.
Is the result alone sufficient to determine whether F is conservative or not?

4. (F) Determine whether or not each of the following vector fields is conservative or not.
If so, find its potential function f such that F = ∇ f .
(a) F = (e−y − ze− x )i + (e−z − xe−y )j + (e− x − ye−z )k
(b) F = ( x2 − xy)i + (y2 − xy)j

5. (F) Determine the values of A and B for which the vector field below is conservative:
 2 
2 x 3
F( x, y, z) = Ax ln z i + By z j + + y k,
z

where the domain of F is the upper-half space {( x, y, z) : z > 0}.

For each such pair of A and B, find the potential function f for the vector field.

6. (FF) Consider the path C:

   
r(t) = cos2M t i + sin N t j + tk, 0 ≤ t ≤ π.

Here M is the age of the Earth, and N is the age of the Universe. Assume both M and N
are positive finite integers.
Evaluate the line integral:
ˆ
e−y − ze− x dx + e−z − xe−y dy + e− x − ye−z dz




C

Provide TWO different solutions to this problem.

7. (FF) Given a conservative vector field F in R3 , the potential energy of F is a scalar-valued

function V ( x, y, z) such that F = −∇V. Suppose r(t) is the path of a particle with mass
m traveling in accordance to the Newton’s Second Law F(r(t)) = mr00 (t). Then its kinetic
energy is defined to be:
1  2
KE = m r0 (t) .
2
The total (kinetic + potential) energy of the particle at time t is therefore given by:

1  0 2
E(t) := m r (t) + V (r(t)).
2

Show that the total energy is conserved, i.e. E0 (t) = 0 for all time t.
[Hint: the only fact you need to know about Physics is the Newton’s Second Law given
above. It is purely a math problem.]

Page 2
MATH 2023 Line Integrals, Conservative Vector Fields, Curl Operator Problem Set #7

xi + yj + zk xi + yj
8. (FF) Denote eρ = p and er = p , which are the unit radial vector
x 2 + y2 + z2 x 2 + y2
fields in R3 and R2 respectively.
(a) Show that if F( x, y, z) = f (ρ)eρ where f is a function depending only on ρ =
p
x2 + y2 + z2 , then ∇ × F = 0 on the domain of F. Is this result alone sufficient
to claim that F is conservative?
p
(b) Show that if G( x, y) = g(r )er where g is a function depending only on r = x2 + y2 ,
then ∇ × G = 0 on the domain of G. Is this result alone sufficient to claim that G is
conservative?

9. (F) Regard each English letter as a solid region in R2 . Which capital letters are simply-
connected? Which small letters are simply-connected?

10. (FF) The notation R3 \ X means the xyz-space R3 with the set X removed. Determine
whether R3 \ X is simply-connected when X is each of the following:
(a) X is the origin
(b) X is the entire y-axis
(c) X is the positive y-axis
(d) X is the solid sphere x2 + y2 + z2 ≤ 1
(e) X is the surface sphere x2 + y2 + z2 = 1
(f) X is the solid cylinder x2 + y2 ≤ 1
(g) X is the solid half-cylinder x2 + y2 ≤ 1 and z ≥ 0.
(h) X is the surface cylinder x2 + y2 = 1
(i) X is the surface half-cylinder x2 + y2 = 1 and z ≥ 0
(j) X is a solid torus
(k) X is a surface torus
(l) X is a simple closed curve
Give an example of a proper subset X of R3 such that both X and R3 \ X are simply-
connected. [Note: “proper” means X cannot be empty, and cannot be the whole R3 .]

Page 3
 MATH 2023 • Spring 2015-16 • Multivariable Calculus
Problem Set #8 • Green’s Theorem

1. (F) Use the Green’s Theorem to evaluate

˛
2 2
(4y2 + e x ) dx − (2x + ey ) dy
C

where C is each of the following (assume C is counter-clockwise oriented):

(a) the square with vertices (0, 0), (1, 0), (1, 1) and (0, 1)
(b) the square with vertices (1, 0), (0, 1), (−1, 0) and (0, −1)
(c) the triangle with vertices (0, 0), (1, 0) and (0, 1)
(d) the unit circle x2 + y2 = 1

2. (FF) The purpose of this problem is to explore a line integral for computing areas.
(a) Let C be a simple closed curve in R2 and the area enclosed by C is denoted by A.
Show that: ˛
1
A= −y dx + x dy
2 C
x2 y2
(b) Let E be the ellipse + = 1 where a, b > 0. Find the area bounded by E using
a2 b2
the result of (a).
(c) Let P be a n-sided polygon with vertices ( x0 , y0 ), ( x1 , y1 ), . . . , ( xn−1 , yn−1 ). See the
figure below for an example when n = 6. For convenience, we denote ( xn , yn ) =
( x0 , y0 ). Using (a), show that the area A( P) bounded by the polygon P is given by:

1 n
2 i∑
A( P) = ( x i −1 y i − x i y i −1 ) .
=1

( x4 , y4 )
( x2 , y2 )

( x5 , y5 )

( x3 , y3 )
( x0 , y0 )
( x1 , y1 )

3. (FF) Consider the following system of differential equations:

dx dy
= f ( x, y) = g( x, y)
dt dt
∂f ∂g
where f and g are C1 on R2 . Given that + > 0 on R2 , show that the system cannot
∂x ∂y
have a non-constant periodic solution. We say a solution ( x (t), y(t)) is periodic if there
exists T > 0 such that ( x (0), y(0)) = ( x ( T ), y( T )).
Hint: Proof by contradiction. Apply Green’s Theorem on F = − g( x, y)i + f ( x, y)j.

Page 1
MATH 2023 Green’s Theorem Problem Set #8

y x
4. (FF) Consider the vector field F = − i+ 2 j which is defined at every point
x2 +y 2 x + y2
on R2 except the origin.
(a) Verify that ∇ × F = 0 at every point in R2 except the origin.
˛
(b) Show, by direct computation, that F · dr is non-zero where C is the unit circle,
C
counter-clockwise oriented, with centered at the origin.
(c) The following students are confused about the above vector field F in relation to
some facts and theorems stated in class. Pretend that you are a teaching assistant of
this course, point out their misconceptions.
i. Student A said, “Given that ∇ × F = 0, the Curl Test asserts that F is conservative
and so the closed-path line integral in (b) should be zero. How come the answer
for (b) is non-zero???!!!”
ii. Student B said, “Given that ∇ × F = 0, the Green’s Theorem asserts that
˛ ¨ ¨
F · dr = (∇ × F) · k dA = 0 · k dA = 0
C R R

for any closed-path C. Why can the answer in (b) be non-zero???!!!” ”

 y
iii. Student C said, “It can be verified that F = ∇ tan−1 and so F is conservative
x
y
with potential function f ( x, y) = tan−1 . Any line integral of a conservative
x
vector field over a closed curve must be zero. How come can the closed-path
integral in (b) be non-zero???!!!”

5. (FF) In the figure shown below, Γ1 and Γ2 are circular arcs centered at the origin. L1
and L2 are straight-lines. Consider the closed path C = L1 + Γ1 + L2 + Γ2 .

Γ2

Γ1

x
−3 L1 −1 1 L2 3

˛
Compute the line integral F · dr of each vector field below using the Green’s Theorem
C
in an appropriate way:
(a) F = y3 i − x3 j
y−3 x−3
(b) F = − i+ j
( x − 3)2 + ( y − 3)2 ( x − 3)2 + ( y − 3)2
y−2 x
(c) F = − 2 2
i+ 2 j
x + ( y − 2) x + ( y − 2)2

Page 2
MATH 2023 Green’s Theorem Problem Set #8

6. (FF) Consider the flow of fluid (shown in blue in the figure below) which is represented
by the vector field:

 
y 2y
F= − + i +
( x + 1)2 + y2 ( x − 1)2 + y2
2( x − 1)
 
x+1
− j
( x + 1)2 + y2 ( x − 1)2 + y2

C is an arbitrary simple closed curve (red in the figure) which encloses all points at which
F is not defined.

-1

-2

-2 -1 0 1 2

(a) At which point(s) the vector field F is/are not defined? Is the domain of F simply-
connected?
(b) Verify that ∇ × F = 0 at every point in R2 where F is defined.
(c) Show that from the definition of line integrals:
˛
i. F · dr = 2π for any counter-clockwise circle Γ centered at (−1, 0) with radius
Γ
less
˛ than 2.
ii. F · dr = −4π for any counter-clockwise circle γ centered at (1, 0) with radius
γ
less than 2.
(d) Using the above results, show that:
˛
F · dr = −2π
C

for any simple closed curve C in R2 that encloses all points at which F is not defined.

Page 3
 MATH 2023 • Spring 2015-16 • Multivariable Calculus
Problem Set #9 • Surface Integrals, Stokes’ Theorem

1. (F) Consider the right circular cone surface (just the shell, and the flat top is not included)
with base radius R and height h, and with z-axis as the central axis and the origin as the
vertex. See the figure below):

Suppose the cone has uniform surface density σ and its total mass is m.
(a) Write down a parametrization r(u, v) of the cone, and indicate the range of the pa-
rameters. It is OK to use other letters for the pair of parameters.
(b) Find the surface area of the cone.
¨
(c) Find the moment of inertia Iz := ( x2 + y2 )σ dS. about the z-axis. Express your
S
final answer in terms of the mass m.
(d) Compute the surface flux of the vector field F = i through the cone. Choose n̂ to be
the upward unit normal. Do not use Stokes’ Theorem in this problem.

2. (F) Consider the parametrization of a torus (i.e. donut):

r(u, v) = (( R + a cos u) cos v) i + (( R + a cos u) sin v) j + ( a sin u) k

where 0 ≤ u ≤ 2π and 0 ≤ v ≤ 2π. Here R and a are constants such that R > a > 0.

Suppose the torus has uniform surface density σ and its total mass is m.
(a) Find the surface area of the torus.
‹
(b) Find the moment of inertia Iz := ( x2 + y2 )σ dS about the z-axis. Express your final
S
answer in terms of m.
(c) Compute the surface flux of the vector field F = k through the torus. Choose n̂ to be
the outward unit normal. Do not use Stokes’ Theorem in this problem.

Page 1
 V EXAMPLE 1 Evaluate xC F ⴢ dr, where F共x, y, z
curve of intersection of the plane y  z 苷 2 and
be counterclockwise when viewed from above.)
MATH 2023 Surface Integrals,
z Stokes’ Theorem Problem
SOLUTION The curve C (anSet #9 is shown in Figu
ellipse)
evaluated directly, it’s easier to use Stokes’ Theor

ⱍ
S
3. (FF) In Chapter 2, we claimed without proof
C that ∇ f ( P) is perpendicular to the level
y+z=2 i j k
surface f = c at P (we proved the case of level curves only). In this problem, we are going
  
to complete the proof for level surfaces. curl F 苷
x y z
Let f ( x, y, z) be a C1 function, and S be the level surface f ( x, y, z) = c. Consider a y 2 x z2
∂r ∂r
parametrization r(u, v) for S, then if one can show ∂u and ∂v are both perpendicular to
D 0 Although there
∇ f , then we are done because the normal vector ∂u × ∂v to the
∂r ∂r
surface S are many
will thensurfaces
be with boundary
y elliptical region S in the plane y  z 苷 2 that is b
parallel to ∇ f . By considering fx(r(u, v)) = c, show that ∇ f · ∂u
∂r
= 0.C has the induced positive orientation. The p
then
[The fact that ∇ f · ∂r
= 0 can be shown in a similar way.] disk x 2  y 2 1 and so using Equation 16.7.10
∂v FIGURE 3
4. (F) Suppose S is a level surface f ( x, y, z) = c of a C1 function f . Show that: F ⴢ dr 苷 curl F ⴢ dS 苷 共1
¨ ¨ yC yy yy
S D
∇ f · n̂ dS = ± |∇ f | dS 2 1
S S 苷y y 共1  2r sin  兲 r d
0 0

冋 册
where ± depends on the choice of unit normal n̂.
r2
2 r3
5. (F) Let S be the part of the sphere x 2 + y2 + z2
= 4 that lies inside the cylinder x2 + 苷
y2 y
= 1 2  2 sin 
0 3
and above the xy-plane. Denote C to be the boundary of S with orientation indicated in
the diagram below: 苷 12 共2兲  0 苷 

z V EXAMPLE 2 Use Stokes’ Theorem to compute

≈+¥+z@ = 4 F共x, y, z兲 苷 xz i  yz j  xy k and S is the part o
S
lies inside the cylinder x 2  y 2 苷 1 and above th
C SOLUTION To find the boundary curve C we solve th
x 2  y 2 苷 1. Subtracting, we get z 2 苷 3 and so z
0 circle given by the equations x 2  y 2 苷 1, z 苷 s
y
r共t兲 苷 cos t i  sin t j  s3
x ≈+¥=1
so
FIGURE 4 of both the surface S and the curve C. For the
r共t兲 苷 sin t i  cos t j
(a) Write down the parametrizations
surface S, choose a suitable coordinate system so that the Also, we have have constant
parameters
bounds. ˛ F共r共t兲兲 苷 s3 cos t i  s3 s
(b) Consider the vector field F( x, y, z) = xzi + yzj + xyk. Compute
Therefore,both F ·Theorem,
by Stokes’ dr and
¨ C
2
(∇ × F) · n̂ dS directly. Verify that they are equal.
S
yy curl F ⴢ dS 苷 y F ⴢ dr 苷 y C 0
S

6. (F) Let C be the simple closed curve given parametrized by: 苷y

2
(s3 cos t
0
r(t) = (cos t)i + (sin t)j + (sin 2t)k, 0 ≤ t ≤ 2π. 2
苷 s3 y 0 dt 苷 0
(a) Show that the curve lies on the surface z = 2xy. 0

(b) Use the Stokes’ Theorem to evaluate the line integral:

˛
2 x2
e x dx + yzdy + dz.
C 2
[Why is it difficult to compute this line integral directly?]
7. (F) Let C be a simple closed smooth curve in the plane 2x + 2y + z = 2. Show that the
line integral ˛
2ydx + 3zdy − xdz
C
depends only on the area of the region enclosed by C on the above given plane and the
orientation of C, but not on the position or shape of C.

Page 2
MATH 2023 Surface Integrals, Stokes’ Theorem Problem Set #9
S
8. (FF) Consider the curve of intersection C of the plane y + z = 2 and the cylinder x2 +
y2 = 1, with orientation shown in the diagram below. The surface S is the planar region
V EXAMPLE 1 Evaluate xC F ⴢ dr, where F共x,
enclosed by C, and its projection onto the xy-plane is denoted by D.
curve of intersection of the plane y  z 苷 2 a
be counterclockwise when viewed from above
z
SOLUTION The curve C (an ellipse) is shown in F
evaluated directly, it’s easier to use Stokes’ Th

ⱍ
S C
y+z=2 i j
 
curl F 苷
x y
y 2 x

D 0 Although there are many surfaces with bounda

y elliptical region S in the plane y  z 苷 2 that
x then C has the induced positive orientation. Th
disk x 2  y 2 1 and so using Equation 16.7.
FIGURE 3write down a parametrization of S such that the
(a) Using a suitable coordinate system,
parameters have constant bounds.
˛
yC F ⴢ dr 苷 yy curl F ⴢ dS 苷 yy
S D
(b) Evaluate the line integral F · dr where F is given by: 2 1
C 苷y y 共1  2r sin 
0 0

y x
F( x, y, z) = −y2 i + xj + z2 k

1 0
苷 y
2
冋 r2
2
2
r3
3
sin

(c) Let G( x, y, z) = − 2 i + j + k.
x + y2 x 2 + y2 z+1 苷 12 共2兲  0 苷 
i. Verify that ∇ × G = 0 at every point in the domain of G. Does this result
z V EXAMPLE 2 Use Stokes’ Theorem to comp
determine that G is conservative or not?
≈+¥+z@ = 4 F共x,
ii. Denote Γ to be the projection of C onto the xy-plane. Using the 苷 xz i 
y, z兲Stokes’ yz j  xy k and S is the pa
Theorem
lies inside the cylinder x 2  y 2 苷 1 and above
in an appropriate way, show that: S
C
˛ ˛ SOLUTION To find the boundary curve C we solv
x 2  y 2 苷 1. Subtracting, we get z 2 苷 3 and s
G · dr = G · dr.
C 0 Γ circle given by the equations x  y 苷 1, z 苷
2 2

˛ y
r共t兲 苷 cos t i  sin t j 
iii. Evaluate G · dr using the above
x result. ≈+¥=1
C
FIGURE 4
so r共t兲 苷 sin t i  cos t j
9. (F) Two of the four Maxwell’s Equations (Faraday’s and Ampère’s Laws) assert that:
Also, we have
1 ∂B F共r共t兲兲 苷 s3 cos t i  s
∇×E = −
c ∂t Therefore, by Stokes’ Theorem,
∂E
∇ × B = µ0 J + µ0 ε 0
∂t yy curl F ⴢ dS 苷 y C
F ⴢ dr 苷 y
S
where E is the electric field, B is the magnetic field, J is the current, and c, µ0 and ε 0
2
are positive constants. Using Stokes’ Theorem, show that for any (stationary) orientable 苷 y0 (s3 co
surface S with boundary C, we have:
2
˛ ¨ 苷 s3 y 0 dt 苷
1 ∂ 0
E · dr = − B · n̂ dS
c ∂t S
˛ C
¨ ¨
∂
B · dr = µ0 J · n̂ dS + µ0 ε 0 E · n̂ dS
C S ∂t S

[You don’t need to know any physics to do this problem.]

Page 3
MATH 2023 Surface Integrals, Stokes’ Theorem Problem Set #9

y
10. (FF) Let F( x, y, z) = 0, − 2z , 2 .

(a) Show that ∇ × F = i.

(b) Find vector fields G and H such that ∇ × G = j and ∇ × H = k.
(c) Let C be an arbitrary simple closed curve on the xy-plane in the three dimensional
space, and S is any surface above the xy-plane with boundary curve C. See the figure
below.

Show that:
¨
( ai + bj + ck) · n̂ dS = c × area of the region on the xy-plane enclosed by C.
S

Here a, b and c are all constants.

(d) Using the results of (a), (b), and the Stokes’ Theorem, redo Problems #1(d) and #2(c).

Optional – about the Gauss-Bonnet’s Theorem

11. Given a oriented surface S with parametrization r(u, v), we denote:

∂r ∂r ∂r ∂r ∂r ∂r
E= · F= · G= ·
∂u ∂u ∂u ∂v ∂v ∂v
∂2 r ∂2 r ∂2 r
e = 2 · n̂ f = · n̂ g = 2 · n̂
∂u ∂u∂v ∂v

The Gauss curvature at the point r(u, v) is defined to be:

eg − f 2
K (u, v) := .
EG − F2

The geometric intuition behind the Gauss curvature may be covered in MATH 4223. In
Differential Geometry, there is a beautiful theorem – the Gauss-Bonnet’s Theorem – which
asserts that if S is closed, oriented and smooth (without corners), then:
‹
K dS = 4π (1 − number of holes of S)
S

Therefore, if S is a sphere, the above surface integral should be 4π as there is no hole.

If S is a torus (which has one hole), the above surface integral should be 0. Verify this
theorem for the sphere and torus, by parametrizing them and compute the above integral
directly over the sphere and the torus.
As an optional problem, you may use computer softwares to ease your calculations.

Page 4
 yy R k ⴢ n dS 苷 ⫺yy R ( x
S1 D

Therefore Equation 6 gives

yy R k ⴢ n dS 苷 yy [R ( x, y, u 共x, y兲
2
S D
MATH 2023 • Spring 2015-16 • Multivariable Calculus
Problem Set #10 • Divergence TheoremComparison with Equation 5 shows that
‹
1. (F) Use the Divergence Theorem to find the outward flux yy R k ⴢ n dS 苷 yyy
F · n̂out dS for each of the
S S E
following F and S: Notice that the method of proof of the
N

Divergence Theorem is very similar to that of Equations 2 and 3 are proved in a similar manner
(a) F = xi + yj + zk and S is Green’s
the surface
Theorem.
of any square cube oforlength b.
type 3 region, respectively.
(b) F = 3 2 2 2
x i + 3yz j + (3y z + x )k and S is the sphere with radius a > 0 centered at the
ER 16 VECTOR CALCULUS origin. V EXAMPLE 1 Find the flux of the vector field F共
sphere x 2 ⫹ y 2 ⫹ z 2 苷 1.
(c) F = x2 i + y2 j + z2 k and S is the boundary surface of the cylinder D defined by
puter to graph the surface S andxthe
2+ y2 ≤ 1 and 0 ≤Evaluate
tangent z ≤ 4.xC F ⴢ dr, where C is the curve with initialSOLUTION
point First we compute the divergence of F :
d in part (a). 共0, 0, 2兲 and terminal point 共0, 3, 0兲 shown in the figure.
‹
do not evaluate, an integral for the surface area ⭸ ⭸
2. (F) Evaluate F · n̂out dS where
z div F 苷 共z兲 ⫹ 共y兲
⭸x ⭸y
S (0, 0, 2)
z2 x2 y2
z兲 苷 ⫹ ⫹
 2

1 ⫹ x2
i
1 ⫹ y2
j
1 ⫹ z2
k
F = xyi + y2 + e xz j + sin( xy)k The unit sphere S is the boundary of the unit ball B
0 Divergence Theorem gives the flux as
dS correct to four decimal places. (0, 3, 0)
and S is the surface boundary of The the
solution
N in Example
region D1 should be
defined
(1, 1, 0) by zy ≤ 1 − x2 , z ≥ 0, y ≥ 0 and
e surface integral. y ≤ 2 − z. See the figure below:
compared with the solution in Example 4
(3, 0, 0)
in Section 16.7.
yy F ⴢ dS 苷 yyy div F dV 苷 yyy 1 dV
S B B
e S is the part of the paraboloid z 苷 x 2 ⫹ y 2 x
the plane z 苷 4
38. Let
z V EXAMPLE 2 Evaluate yy F ⴢ dS, where
兲 dS, where S is the part of the plane S
y that lies inside the cylinder x 2 ⫹ y 2 苷 4 共2 x(0, 0, 1)
3
⫹ 2 x y 2 ⫺ 2y兲 i ⫹ 共2y 3
y=2-z ⫹ 2 x 2 y ⫹ 2 x兲 j
F共x, y兲 苷 F共x, y, z兲 苷 xy i ⫹ ( y 2 ⫹ e
x ⫹y
2 2

ere F共x, y, z兲 苷 x z i ⫺ 2y j ⫹ 3x k and S is

⫹ y 2 ⫹ z 2 苷 4 with outward orientation Evaluate x䊊C F ⴢ dr, where C is shown in the figure. and S is the surface of the region E bounded by th

0
the planes z 苷 0, y 苷 0, and y ⫹ z 苷 2. (See Figu
ere F共x, y, z兲 苷 x 2 i ⫹ x y j ⫹ z k and S is the y
aboloid z 苷 x 2 ⫹ y 2 below the plane z 苷 1 (1, 0, 0) C SOLUTION It would be extremely difficult to evaluate
(0, 2, 0) y
rientation (We would have to evaluate four surface integrals
x
z=1-≈ Furthermore, the divergence of F is much less com
x
kes’ Theorem is true for the vector field FIGURE 2
0 ⭸ ⭸
i ⫹ y 2 j ⫹ z 2 k, where S is the part of the
共xy兲 ⫹ ( y 2 ⫹ e xz ) ⫹
div F 苷
2

2
Comment on why it is preferable to use ⭸x
the Divergence Theorem instead of computing ⭸y
苷 1 ⫺ x 2 ⫺ y 2 that lies above the xy-plane and
orientation. the surface flux directly.
Therefore we use the Divergence Theorem to trans
heorem to evaluate xxS 3. F ⴢ)dS
curl(F Let D be the solid triple integral. The easiest way to evaluate the trip
39. square
Find xxS Fcube
ⴢ n dS,of length 2 z兲with
苷 x ione
⫹ y jcorner unit
S is cube removed. See
, where where F共x, y, ⫹ z kregion:
and
2
yz i ⫹ yz j ⫹ z e k, S the
2 3 xy
is thefigure
part of the
below. the outwardly oriented surface shown in the figure (the
2
⫹ z 苷 5 that lies above the plane z 苷 1, and
2

pward.
boundary surface of a cube with a unit corner cube removed). E 苷 兵 共x, y, z兲 ⫺1 艋 x 艋 1, 0 艋 z 艋
ⱍ
z
heorem to evaluate xC F ⴢ dr, where
y i ⫹ yz j ⫹ z x k, and C is the triangle with
0兲, 共0, 1, 0兲, and 共0, 0, 1兲, oriented counter- (0, 2, 2)
iewed from above. (2, 0, 2)

gence Theorem to calculate the surface integral 1

ere F共x, y, z兲 苷 x 3 i ⫹ y 3 j ⫹ z 3 k and S is the
solid bounded by the cylinder x 2 ⫹ y 2 苷 1 and 1
1
0 and z 苷 2. y
Divergence Theorem is true for the vector x S (2, 2, 0)
苷 x i ⫹ y j ⫹ z k, where E is the unit ball
艋 1.
‹components of F have continuous second partial deriva-
40. If the
utward flux of tives and S is the boundary surface of a simple solid region,
Evaluate the outward flux F · n̂outFdS
show that xxS curl
where F = xi + yj + zk. Comment on why it is
ⴢ dS 苷 0.
xi⫹yj⫹zk S
F共x, y, z兲 苷 2 preferable to use the 41.
Divergence Theorem
共x ⫹ y 2 ⫹ z 2 兲 3兾2 If a is a constant vector, rinstead
苷 x i ⫹ yofj ⫹
computing
z k, and S is the flux directly.
an ori-
ented, smooth surface with a simple, closed, smooth,
ipsoid 4 x 2 ⫹ 9y 2 ⫹ 6z 2 苷 36. positively oriented boundary curve C, show that
Page 1
yy 2a ⴢ dS 苷 y 共a ⫻ r兲 ⴢ dr
x 2 yz ⫺ 3y兲 i ⫹ 共x 3 z ⫺ 3x兲 j ⫹ 共x 3 y ⫹ 2z兲 k
C
S
MATH 2023 Divergence Theorem Problem Set #10

4. (FF) Let C be an arbitrary simple closed curve on the xy-plane in the three dimensional
space, and S is any surface above the xy-plane with boundary curve C. See the figure
below.

Using the Divergence Theorem, show that:

¨
( ai + bj + ck) · n̂ dS = c × area of the region on the xy-plane enclosed by C.
S

Here a, b and c are all constants.

5. (FF) Suppose f ( x, y, z) is a C2 function on R3 such that ∇2 f ( x, y, z) = 0 on R3 . Here
∇2 f means the Laplacian of f , i.e. ∇2 f = ∇ · ∇ f = f xx + f yy + f zz .
(a) Show that: ‹ ˚
f ∇ f · n̂ dS = |∇ f |2 dV
S D
for any closed oriented surface S enclosing the solid region D.
(b) If, furthermore, assume that f ( x, y, z) = 0 for any ( x, y, z) on S, what can you say
about f ( x, y, z) for any ( x, y, z) in D?
6. (FF) Suppose S is a closed oriented level surface f ( x, y, z) = c of a C2 function f . Denote
D to be the solid enclosed by S. Show that:
‹ ˚
|∇ f | dS = ± ∇2 f dV
S D

where ± depends on whether ∇ f points inward or outward on the surface S.

7. (FF) Given two C2 functions u( x, y, z) and v( x, y, z) defined on R3 . Let S be a closed
oriented surface and D is the solid enclosed by S.
(a) Rewrite ∇ · (u∇v − v∇u) using curl, grad and div.
(b) Show that ‹ ˚
u∇2 v − v∇2 u dV


(u∇v − v∇u) · n̂ dS =
S D

(c) Assume further that ∇u( x, y, z) · n̂ = ∇v( x, y, z) · n̂ = 0 for any ( x, y, z) on S, show

that ˚ ˚
u∇2 v dV = v∇2 u dV.
D D
[FYI: Using the language in Linear Algebra or Functional Analysis, this result asserts
that the Laplace operator ∇2 is self-adjoint with respect to the L2 -inner product on C2
functions under the boundary condition Dn̂ = 0.]

Page 2