Introduction to Vector Analysis

An Introduction to Vector Analysis
Steven A. Chapin
c (2010
ii
Contents
Preface ix
1 Vectors 1
1.1 Basic Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.2 The Dot Product . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.3 The Cross Product . . . . . . . . . . . . . . . . . . . . . . . . 20
1.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 24
1.4 Lines and Planes in Space . . . . . . . . . . . . . . . . . . . . 27
1.4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2 Curves in Space 37
2.1 Vector Functions . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 44
2.2 Space Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
2.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 55
2.3 More About Curves . . . . . . . . . . . . . . . . . . . . . . . . 58
2.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 64
2.4 Plotting Curves . . . . . . . . . . . . . . . . . . . . . . . . . . 65
2.4.1 Project . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
3 Scalar Fields and Vector Fields 69
3.1 Scalar Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
3.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 77
3.2 Vector Fields and Flow Curves . . . . . . . . . . . . . . . . . . 80
3.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 90
3.3 Plotting Functions of Two Variables . . . . . . . . . . . . . . . 94
iii
iv CONTENTS
3.3.1 Project . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
4 Line Integrals and Surface Integrals 97
4.1 Line Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
4.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 102
4.2 Conservative Fields . . . . . . . . . . . . . . . . . . . . . . . . 103
4.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 115
4.3 Area Integrals and Volume Integrals . . . . . . . . . . . . . . . 117
4.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 126
4.4 Surface Integrals . . . . . . . . . . . . . . . . . . . . . . . . . 129
4.4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 143
4.5 Plotting Parametric Surfaces . . . . . . . . . . . . . . . . . . . 146
4.5.1 Project . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
5 Stokes-type Theorems 149
5.1 Greens Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 149
5.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 153
5.2 The Divergence Theorem . . . . . . . . . . . . . . . . . . . . . 155
5.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 159
5.3 Stokes Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 160
5.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 164
5.4 Cylindrical and Spherical Coordinates . . . . . . . . . . . . . . 165
5.4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 174
5.5 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
5.5.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 182
A The Modern Stokes Theorem 185
A.1 Dierential Forms . . . . . . . . . . . . . . . . . . . . . . . . . 187
A.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 190
A.2 The Modern Stokes Theorem . . . . . . . . . . . . . . . . . . 190
A.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 196
A.3 Stokes-Type Theorems, Revisited . . . . . . . . . . . . . . . . 197
A.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 203
A.4 Project . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
B Planar Motion in Polar Coordinates: Keplers Laws 207
B.1 Planar Motion in Polar Coordinates . . . . . . . . . . . . . . . 207
B.1.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . 208
CONTENTS v
B.2 Keplers Laws . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
B.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 214
C Solutions to Selected Exercises 215
vi CONTENTS
List of Figures
1.1 The xy-axes . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 The xyz-axes . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 The vector

PQ . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4

PQ =
RS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.5

PQ +
QR =
PR . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.6 Multiplication of a vector by scalar . . . . . . . . . . . . . . . 9
1.7 Example 1.1.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.8 The angle between two vectors . . . . . . . . . . . . . . . . . . 15
1.9 The decomposition of a vector . . . . . . . . . . . . . . . . . . 16
1.10 The cross product of two vectors . . . . . . . . . . . . . . . . 22
1.11 The parallelogram generated by a and b . . . . . . . . . . . . 23
1.12 The parallelepiped generated by a, b, and c . . . . . . . . . . 25
1.13 A line in space . . . . . . . . . . . . . . . . . . . . . . . . . . 28
1.14 A plane in space . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.15 Example 1.4.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.1 A space curve . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.2 A helix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.3 The velocity vector . . . . . . . . . . . . . . . . . . . . . . . . 49
2.4 An oriented path . . . . . . . . . . . . . . . . . . . . . . . . . 51
2.5 An oriented closed path . . . . . . . . . . . . . . . . . . . . . 52
2.6 T, N, and B . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
3.1 A region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3.2 A gradient vector and tangent plane to a level surface . . . . . 76
3.3 A vector eld . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
3.4 Flow curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
3.5 The volume of a uid passing through a surface . . . . . . . . 85
vii
viii LIST OF FIGURES
3.6 The ux through the surface of a box . . . . . . . . . . . . . . 86
3.7 The curl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
4.1 The line integral . . . . . . . . . . . . . . . . . . . . . . . . . 98
4.2 A torus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
4.3 Example 4.3.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
4.4 Polar coordinates . . . . . . . . . . . . . . . . . . . . . . . . . 120
4.5 Cylindrical coordinates . . . . . . . . . . . . . . . . . . . . . . 123
4.6 Spherical coordinates . . . . . . . . . . . . . . . . . . . . . . . 124
4.7 A compact smooth surface with boundary . . . . . . . . . . . 131
4.8 A Mobius strip . . . . . . . . . . . . . . . . . . . . . . . . . . 133
4.9 The induced orientation . . . . . . . . . . . . . . . . . . . . . 134
4.10 A closed surface with several outward unit normal vectors . . 135
4.11 A piecewise smooth surface with boundary . . . . . . . . . . . 135
4.12 A surface that is not piecewise smooth . . . . . . . . . . . . . 136
4.13 Surface area . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
5.1 Greens theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 151
5.2 A domain on which Greens theorem holds . . . . . . . . . . . 152
5.3 Exercise 1, Section 5.1.1 . . . . . . . . . . . . . . . . . . . . . 154
5.4 The divergence theorem . . . . . . . . . . . . . . . . . . . . . 157
5.5 A domain on which the divergence theorem holds . . . . . . . 158
5.6 A cylindrical rectangular solid . . . . . . . . . . . . . . . . . . 168
5.7 A cylindrical rectangle . . . . . . . . . . . . . . . . . . . . . . 169
Preface
This text is designed for a one semester or one quarter course in vector
analysis (sometimes called vector calculus) for undergraduates majoring in
one of the sciences, engineering, or mathematics. The prerequisite is the
usual calculus sequence taught in most universities in the United States. I
have written this book in an informal style, so I hope that it will also prove
useful for self-study and for review.
I considered titling this book A Brief Introduction to Vector Analysis,
since it is considerably shorter than most modern-day mathematics texts. I
hope that many will consider its length a desirable feature. In my experience,
from teaching this subject several times, this text contains more than enough
material for a one quarter or one semester course, especially if Section 2.3,
Appendix A, and Appendix B are covered. I have long been of the opinion
that almost all mathematics texts nowadays are much too long (and much
too expensive!).
Because of the level of this text, many of the derivations and arguments
are not totally rigorous in the modern mathematical sense. In many cases
an appeal is made to physical or geometric intuition or to formal manipula-
tions. In other instances, I have given proofs that rely on assumptions that
arent strictly necessary, if this resulted in a simpler and/or more instructive
argument. I expect that few students will lose any sleep over this approach,
and the references include sources that cover all of this material in a rigorous
fashion. Ive made every eort not to be too technical without sacricing
veracity.
My aim in writing this text has been to give a straightforward treatment
of the basics of vector analysis at a level appropriate for the majority of
students likely to take such a course in the United States.
Perhaps an overview of the material covered in this text is in order. Most
of Chapter 1 deals with basic facts about vectors and vector operations,
ix
x PREFACE
including the dot product and the cross product. Vectors are treated both
geometrically and algebraically. In particular, two directed line segments are
considered to be equal as vectors if and only if they have the same length
and the same direction. In the nal section in Chapter 1 lines and planes
in three dimensional euclidean space are discussed. Since most students will
have seen the material in Chapter 1 in their elementary calculus courses, the
treatment is fairly brief. In particular, for the proofs of some results students
are referred to their favorite elementary calculus text, while the proofs of a
few results are left as exercises. Chapter 2 concerns vector-valued functions
and curves in three dimensional space. Section 2.3 (More About Curves) is
not required in the sequel and may be treated as optional.
Chapter 3 introduces scalar elds and vector elds, including the gradi-
ent, the divergence, and the curl which are crucial to the remainder of the
text. Chapter 4 concerns integrals (both oriented and unoriented) as well as
conservative vector elds and their relationship to line integrals. Although
the main focus in Chapter 4 is line integrals and surface integrals, a section
on area and volume integrals (Section 4.3) is included in the nature of a re-
view. This section may also be omitted by those who are procient in these
areas. In the development of surfaces, I have tried very hard to strike the
right balance between intuition and rigor.
This all leads up to the major theorems of vector analysis Greens
theorem, the divergence theorem, and Stokes theorem as well as some of
their applications, which are taken up in Chapter 5. Section 5.4 covers the
gradient, the divergence, and the curl in cylindrical and spherical coordinates.
With a few very minor modications, this section could be covered any time
after Section 3.2.
The nal sections of Chapters 2, 3, and 4 are devoted to using computer
software to plot some of the geometric objects considered in those chapters.
I have chosen Matlab for this purpose, but any other computer algebra sys-
tem or general purpose graphing software could be substituted for Matlab.
These sections could be omitted by those so inclined, but I hope that most
students will nd them interesting and instructive.
In addition, Ive included a few appendices. In Appendix A Ive at-
tempted to give a treatment of dierential forms and the modern version
of Stokes theorem that is accessible to students with modest mathematical
backgrounds. In this I have generally followed Spivak [21], but I have stuck
to one, two, and three dimensions and have tried to give a much simpler, and
less abstract, treatment. (I have, though, added a project in which the reader
xi
is asked to extend some of these results to four dimensional space, and to use
this to derive the volumes of balls and spheres in four dimensional space.)
My hope is that students who study this material later in their careers will
benet from having done some hands-on calculations.
Appendix B is on planar motion in polar coordinates and contains a
derivation of Keplers laws of planetary motion.
This text contains over 350 exercises of varying degrees of diculty. The
solutions to almost all of the non-proof exercises are given in Appendix C.
It would be hard to overstate the importance of working a large number of
exercises. As a professor of mine once said, If you cant do the problems,
then you dont understand the material.
I would like to thank Ms. Joan Seder for giving me a copy of the article
[3] referred to in the beginning of Section 5.5. And I would like to thank
Mr. Vusi Mpendulo Magagula for checking almost all of the solutions in the
back of the text. Of course, any remaining errors are my responsibility. My
thanks also go to Mr. Bob Sims at Zip Publishing for all of his assistance
in getting this book into print. In addition, I would like to thank all of the
students who have taken vector analysis from me over the years.
Finally, I would very much appreciate any suggestions or comments that
you, the reader, might have. Please feel free to write or send e-mail to one
of the addresses given below.
Steven A. Chapin
Department of Mathematics
Ohio University
Athens, OH 45701
chapin@math.ohiou.edu
xii PREFACE
Chapter 1
Vectors
1.1 Basic Concepts
A nonzero vector, at least in a nite dimensional euclidean space, can be
characterized by its magnitude (or length) and its direction. The vector 0
has magnitude 0, but we do not assign it a direction. Vectors have been
proven to be very successful in modeling various quantities in many dierent
elds. Displacement, velocity, momentum, acceleration, and force are but a
few examples.
In this text vectors will be indicated by boldfaced type in contrast to
scalars (i.e., real numbers) which will be printed in ordinary type.
1
When
writing vectors by hand the usual practice is to place an arrow over the sym-
bol or to underline the symbol. It is very important to distinguish between
quantities that are scalars and those that are vectors. In particular, the
vector 0 is not the same thing as the number 0.
We will be concerned mostly with vectors, and other objects, in three
dimensional euclidean space, which we will refer to simply as space. For
this reason, and to avoid a lot of unnecessary repetition, we will often state
denitions and results only in space. However, most of the material in this
chapter, and in the remainder of the text, can be easily generalized to the
plane (two dimensional euclidean space) and to higher (nite) dimensional
euclidean spaces.
2
Thus, we will often leave it to the reader to formulate
1
We will actually drop this convention in Appendix A.
2
An exception to this is the cross product. Our denition makes sense only for vectors
in space.
1
2 CHAPTER 1. VECTORS
x
y
Figure 1.1: The xy-axes
denitions and results for the plane, and for higher dimensional euclidean
spaces.
How to Draw Coordinate Axes
Before we proceed with our discussion of vectors, we would like to make a
few remarks concerning the xy-axes in the plane and the xyz-axes in space.
Much of this text concerns oriented curves in the plane and in space and
oriented surfaces in space. To be consistent in how we dene and picture the
orientation of such objects we need to depict the xy-axes in the plane and
the xyz-axes in space in a particular standard fashion.
The xy-axes in the plane are perpendicular and almost always drawn
with the positive x-axis pointing to the right and the positive y-axis pointing
upward. See Figure 1.1. Rotating this picture in the plane is allowed. Thus,
we could draw the xy-axes with the positive y-axis pointing to the right
and the positive x-axis pointing downward; although, this is seldom done.
Other depictions, for example, the positive y-axis pointing to the right and
the positive x-axis pointing upward, are not compatible with the usual way
curves are oriented in the plane.
The xyz-axes are perpendicular to each other and are usually depicted
in a few dierent ways. In this text we will most often draw the xyz-axes
so that the positive x-axis points out of the page toward the reader, the
1.1. BASIC CONCEPTS 3
x
y
z
Figure 1.2: The xyz-axes
positive y-axis points to the right, and the positive z-axis points upward.
See Figure 1.2. Another common way of depicting the xyz-axes is so that
the positive x-axis points to the right, the positive y-axis points into the page
away from the reader, and the positive z-axis points upward. The general
rule is referred to as the right-hand rule: Point the ngers of your right hand
in the direction of the positive x-axis and rotate them in the direction of
the positive y-axis through the smaller angle, then your extended thumb will
point in the direction of the positive z-axis. Other depictions, for example,
the positive x-axis pointing to the right, the positive y-axis pointing out of
the page toward the reader, and the positive z-axis pointing upward, are not
compatible with the usual way curves and surfaces are oriented in space.
We assume that the reader is familiar with cartesian coordinates and how
to locate points in the plane and in space. We also assume familiarity with
the graphs of certain basic functions and equations in both the plane and in
space.
Vectors in Terms of Components
We will usually express vectors in terms of their cartesian components.
A vector u in space can be written
u = 'u
1
, u
2
, u
3
`,
where the real numbers u
1
, u
2
, and u
3
are called the components of u.
In terms of components, addition of vectors is dened by
'u
1
, u
2
, u
3
` +'v
1
, v
2
, v
3
` = 'u
1
+ v
1
, u
2
+ v
2
, u
3
+ v
3
`;
scalar multiplication is dened by
t'u
1
, u
2
, u
3
` = 'tu
1
, tu
2
, tu
3
`;
and the magnitude of a vector is dened by
['u
1
, u
2
, u
3
`[ =
u
2
1
+ u
2
2
+ u
2
3
.
Two vectors are parallel if and only if each is a scalar multiple of the
other. A vector of magnitude 1 is called a unit vector.
We also dene:
0 = '0, 0, 0` and u = (1)u.
In addition, we will use the following notation (denitions):
ut = tu, u v = u + (v), and u/t = (1/t)u.
It follows easily that
'u
1
, u
2
, u
3
` 'v
1
, v
2
, v
3
` = 'u
1
v
1
, u
2
v
2
, u
3
v
3
`.
Example 1.1.1. Let a = '2, 2, 1` and b = '5, 4, 7`. Compute [a[ and
2a 3b
Solution.
[a[ =
2
2
+ (2)
2
+ 1
2
= 3
2a 3b = 2'2, 2, 1` 3'5, 4, 7` = '4, 4, 2` '15, 12, 21`
= '19, 16, 19`
It turns out to be convenient to let
i = '1, 0, 0`, j = '0, 1, 0`, and k = '0, 0, 1`.
Then we have
'u
1
, u
2
, u
3
` = u
1
i + u
2
j + u
3
k.
(According to the next theorem, vector addition is associative so it doesnt
matter how one groups the terms.) So, for example, one can write
'4, 5, 7` = 4i 5j + 7k.
It is important to note that two vectors are equal if and only if each of
their corresponding components are equal.
The following theorem says that, with this structure (i.e., addition and
scalar multiplication), the set of vectors in space is a vector space over the
real numbers.
Theorem 1.1.1. For any vectors a, b, c and any scalars r, s each of the
following is true.
1. (a +b) +c = a + (b +c)
2. a +b = b +a
3. a +0 = a
4. a + (a) = 0
5. (r + s)a = ra + sa
6. (rs)a = r(sa)
7. r(a +b) = ra + rb
8. 1a = a
We will prove the rst of these and leave the remainder as an exercise.
Proof of (a +b) +c = a + (b +c). Write a = 'a
1
, a
2
, a
3
`, b = 'b
1
, b
2
, b
3
`,
and c = 'c
1
, c
2
, c
3
`. Then
(a +b) +c = ('a
1
, a
2
, a
3
` +'b
1
, b
2
, b
3
`) +'c
1
, c
2
, c
3
`
= 'a
1
+ b
1
, a
2
+ b
2
, a
3
+ b
3
` +'c
1
, c
2
, c
3
`
= '(a
1
+ b
1
) + c
1
, (a
2
+ b
2
) + c
2
, (a
3
+ b
3
) + c
3
`
= 'a
1
+ (b
1
+ c
1
), a
2
+ (b
2
+ c
2
), a
3
+ (b
3
+ c
3
)`
= 'a
1
, a
2
, a
3
` +'b
1
+ c
1
, b
2
+ c
2
, b
3
+ c
3
`
= 'a
1
, a
2
, a
3
` + ('b
1
, b
2
, b
3
` +'c
1
, c
2
, c
3
`)
= a + (b +c).
Theorem 1.1.1 implies that certain simple equations involving vectors can
be manipulated in basically the same way as similar equations involving just
real numbers. For example, if
su + tv = w, s = 0, then
u =
1
s
(wtv).
We will feel free to use such manipulations in the sequel without further
comment. Remember, however, that you cannot divide by a vector.
Vectors as Directed Line Segments
Geometrically, a nonzero vector can be represented by a directed line seg-
ment. For distinct points P and Q, we write
PQ for the directed line segment

from the point P to the point Q. In terms of components, given P(x
1
, y
1
, z
1
)
and Q(x
2
, y
2
, z
2
) the vector u represented by

PQ is given by
u = 'x
2
x
1
, y
2
y
1
, z
2
z
1
`.
Example 1.1.2. Suppose u is represented by

PQ for the points P(2, 1, 1)
and Q(5, 3, 4). Find u.
Solution.
u = '5 2, 3 (1), 4 1` = '7, 4, 3`
P
Q
Figure 1.3: The vector

PQ
The magnitude of a vector is the length of any directed line segment
which represents it, and the direction of a nonzero vector is the direction of
any directed line segment which represents it. If P = Q, then we interpret
PQ as the point P which represents 0. If v is represented by

PQ we will
write v =
PQ, and feel free to refer to

PQ itself as a vector. See Figure 1.3.
If O is the origin, then the directed line segment

OP is often referred to as
the position vector of the point P. Directed line segments that do not start
at the origin are sometimes referred to as displacement vectors, especially in
physics.
In light of these considerations, every directed line segment of a particular
length and direction represents the same vector. For example, given the
points P(1, 2, 1), Q(1, 1, 1), R(1, 1, 0), and S(3, 2, 0) the directed line
segments

PQ and

RS have the same magnitude and the same direction.
Therefore, even though
PQ and
RS are dierent directed line segments they

represent the same vector, and with this understanding, we write

PQ =
RS. See Figure 1.4. This means that we are free to locate or place vectors
wherever we choose: the magnitude and direction are what determine the
vector.
In conformity with previous notation, the magnitude (or length) of

PQ
will be denoted
PQ
.
Addition of two vectors can be dened, geometrically, by (see Figure 1.5):
PQ +
QR =
PR.
P
Q
R
S
Figure 1.4:

PQ =
RS
It is probably worth mentioning that this implies that
PR
PQ =
QR.
Again, see Figure 1.5.
One can dene scalar multiplication, geometrically, as follows (see Fig-
ure 1.6): Given a scalar t and a vector

PQ,
PQ
= [t[
PQ
.
If t > 0, then t
PQ
has the same direction as

PQ; if t < 0, then t
PQ
has the direction opposite of

PQ.
The reader should be able to see that all of these denitions are consistent
with the denitions, in terms of components, given earlier.
Remark. A somewhat more formal approach to dening vectors geometrically
is to dene a vector as the set of all directed line segments that have the same
length and the same direction. Here we consider a point to be a degenerate
directed line segment. In this approach we write v =
PQ
, where
PQ
denotes the set of directed line segments with the same length and the same
direction as

PQ. Thus, if

PQ and

RS have the same length and the same
direction, then
PQ
RS
. The set consisting of all points is denoted by

0.
P
Q
R
Figure 1.5:

PQ +
QR =
PR
PQ
t PQ
t>1
t PQ
-1<t<0
Figure 1.6: Multiplication of a vector by scalar

These sets partition the set of all directed line segments (each directed line
segment belongs to one and only one of these sets) and are called equivalence
classes.
We then dene addition and scalar multiplication for directed line seg-
ments as above. This is used to dene addition and scalar multiplication
for equivalence classes, that is, vectors. One needs to observe that these
are well-dened: If

P
1
Q
1

PQ
and

Q
1
R
1

QR
, then

P
1
R
1

PR
.
Moreover, if c is a scalar, then c
P
1
Q
1
PQ
. Likewise, any other

vector operation that is dened in terms of directed line segments has to be
shown to be independent of the directed line segments chosen to represent
the vectors.
Once these things been established it is customary to remove the brackets
and write, say,

PQ for
PQ
.
Plane Vectors
Vectors in the plane can be written in terms of their two cartesian compo-
nents. So, a vector in the plane can be written
u = 'u
1
, u
2
`,
where u
1
and u
2
are real numbers. When we are considering vectors in the
plane, we let
i = '1, 0` and j = '0, 1`,
so we can write
'u
1
, u
2
` = u
1
i + u
2
j.
All of the material in this section can be applied to vectors in the plane
(and, indeed, to vectors in higher dimensional euclidean spaces) in the obvi-
ous way.
It is sometimes useful to remember that the plane can, of course, be
viewed as a subset of space. That is, we can identify the point (x, y) in the
plane with the point (x, y, 0) in space and the vector 'x, y` in the plane with
the vector 'x, y, 0` in space, whenever this is helpful.
P
Q
R
S
T
Figure 1.7: Example 1.1.3
Application
Picturing vectors as directed line segments is a tremendous aid in the sciences
and engineering. We can also use this approach to prove various standard
results from plane geometry.
Example 1.1.3. Prove that the diagonals of a parallelogram bisect each
other.
Solution. Consider Figure 1.7. Write

PT = s
PR
and

QT = t
QS
. We
need to prove that s = t = 1/2.
Using the geometric denition of addition of vectors, we have
PT = s
PR
= s
PQ +
QR
QT = t
QS
= t
PS
PQ
.
Now,

PT =

PQ +
QT and, since the gure represents a parallelogram,
QR =
PS. Making these substitutions in the previous equations, we have
PQ +
QT = s
PQ +
QR
QT = t
QR
PQ
.
Solving each of these equations for

QT and equating the results, we obtain
(s 1 + t)
PQ = (t s)
QR.
Since

PQ and

QR are nonzero, nonparallel vectors, this implies
s 1 + t = 0
t s = 0.
The unique solution to this system of equations is s = t = 1/2, as desired.
1.1.1 Exercises
1. Given P(1, 1, 0), Q(3, 2, 0), and R(1, 2, 1), nd

PQ +
PR.
2. Let a = 3i j and b = i + 2j. Find 2a +b.
3. Let a = 2i j +k and b = i + 3j + 2k. Compute
(a) a 2b
(b) [b[
4. Let a = '3, 1, 2` and b = '0, 4, 5`. Compute
(a) 6a 2b
(b) [6a 2b[
5. Let a = 3i + 4j and b = 2i + 2j k. Compute
(a) 2a 3b
(b) [2a 3b[
6. Find a unit vector in the direction of '1, 2, 1`.
7. Find the vector of magnitude 2 with the same direction as 4i + 5j.
8. Find a vector of magnitude 2 whose direction is opposite that of a =
4i + 5j.
9. Find the vector of magnitude 3 whose direction is opposite 6i + 3j.
10. Find a vector of length 4 in the direction of i j + 2k.
11. Prove, using components, that [tu[ = [t[[u[ for vectors in space.
12. Prove that medians of a triangle intersect at a single point.
1.2. THE DOT PRODUCT 13
13. Complete the proof of Theorem 1.1.1 for vectors in space.
14. Using only the properties of a vector space given in Theorem 1.1.1,
prove that, for every vector a, 0a = 0.
1.2 The Dot Product
In this section we dene the dot product and study some of its properties.
We will be working exclusively in space in this section. The reader should
have no problem adapting this material to the plane and higher dimensional
spaces.
Denition 1.2.1. Let a = 'a
1
, a
2
, a
3
` and b = 'b
1
, b
2
, b
3
`. Then the dot
product a b is given by
a b = a
1
b
1
+ a
2
b
2
+ a
3
b
3
.
Example 1.2.1. Let a = '2, 2, 1` and b = '5, 4, 7`. Compute a b.
Solution.
a b = 2(5) + (2)(4) + 1 7 = 11
The dot product is also called the scalar product or the inner product. It
is very important to remember that the result of taking the dot product of
two vectors is a scalar (i.e., a number).
The following basic properties can be easily proven using components.
Theorem 1.2.1. For any vectors a, b, c and any scalar r each of the fol-
lowing is true.
1. a 0 = 0
2. a b = b a
3. (a +b) c = a c +b c
4. a (b +c) = a b +a c
5. r(a b) = (ra) b
6. [a[
2
= a a
Again, we prove the rst of these and leave the remainder as an exercise.
Proof of a 0 = 0. Write a = 'a
1
, a
2
, a
3
`. Then
a 0 = 'a
1
, a
2
, a
3
` '0, 0, 0`
= a
1
0 + a
2
0 + a
3
0 = 0.
The following results are very important.
Theorem 1.2.2 (The Cauchy-Schwarz Inequality). For any vectors a and
b,
[a b[ [a[[b[.
Theorem 1.2.3 (The Triangle Inequality). For any vectors a and b,
[a +b[ [a[ +[b[.
Theorem 1.2.4 (The Pythagorean Theorem).
[a +b[
2
= [a[
2
+[b[
2
if and only if a b = 0.
The Angle Between Two Vectors
We can use the dot product to compute the angle between two nonzero
vectors. See Figure 1.8. When we talk about the angle between two vectors
we mean the smaller angle without regard to direction. So, the angle between
two vectors is always between 0 and .
Theorem 1.2.5. If a = 0 and b = 0 and is the angle between a and b,
then
= cos
1
a b
[a[[b[
,
where 0 .
Figure 1.8: The angle between two vectors

This result is proven in most standard calculus textbooks. See, for exam-
ple, Stewart [22]. Notice that the Cauchy-Schwarz inequality implies that
1
a b
[a[[b[
1,
so the theorem at least makes sense.
Example 1.2.2. Find the angle between a = '2, 2, 1` and b = '5, 4, 7`.
Solution.
= cos
1
2(5) + (2)(4) + 1 7
2
2
+ (2)
2
+ 1
2
(5)
2
+ 4
2
+ 7
2
= cos
1
11
9
10
If the angle between a and b is 0 or , then a and b are parallel. If the

angle between a and b is /2, then a and b are perpendicular (or orthogonal).
In particular, two nonzero vectors are perpendicular if and only if their dot
product is 0.
The Decomposition of a Vector
Given two nonzero vectors a and b we can use the dot product to write
a = a
+a
,
b
a
a
a
II
Figure 1.9: The decomposition of a vector
where a
is parallel to b and a
is perpendicular to b. See Figure 1.9.

If is the angle between a and b, then
a
= [a[ cos
b
[b[
= [a[
a b
[a[[b[
b
[b[
=
a b
[b[
2
b.
We can then use the equation
a
= a a
,
to compute a
. We also note that, since a
and a
are orthogonal,
[a[
2
=
2
+[a
[
2
.
Example 1.2.3. Let a = '2, 2, 1` and b = '5, 4, 7`. Write
a = a
+a
,
where a
is perpendicular to b.
Solution.
a
=
a b
[b[
2
b =
11
90
'5, 4, 7` =
11
18
,
22
45
,
77
90
= a a
25
18
,
68
45
,
167
90
In the above, a
is also called the projection of a onto b, and is often

written proj
b
a. (This notation has the advantage of including b explicitly.)
The scalar
[a[ cos =
a b
[b[
is called the component of a in the direction of b, written comp
b
a.
Note that
proj
b
a = comp
b
a
b
[b[
.
Application
If a constant force F, acting in the direction of motion, moves an object along
a straight line from the point P to the point Q, then the work W is given by
W = [F[
PQ
.
For the slightly more complicated situation where the constant force does
not necessarily act in the direction of motion the work is given by
W =
comp
PQ
F
PQ
= F
PQ.
Example 1.2.4. A girl is pulling a sled horizontally in a straight line a
distance of 100 meters (m) by exerting a constant force of 50 Newtons (N).
The rope she is pulling on is at an angle 45
above the horizontal. How much

work is done?
Solution. Recall that
a b = [a[[b[ cos ,
where is the angle between a and b.
Therefore, the work is given by
W = (50N.)(100m.) cos (45
) =
5000
2
N-m 3535.5 N-m
(Note: 1 N-m = 1 joule = 1 J.)
3
1.2.1 Exercises
1. Let a = '3, 1, 2` and b = '0, 4, 5`. Compute a b.
2. Let a = 3i + 4j and b = 2i + 2j k. Compute a b.
3. Let a = 2i j +k and b = i + 3j + 2k. Find a b.
4. Find the angle between the vectors in Exercise 1.
3
In the English System of units, the work done in moving an object in a straight line
a distance of 1 foot (ft) by a constant force of 1 pound (lb), acting in the direction of
motion, is 1 foot-pound (ft-lb).
7. Let a = 3i j and b = i +2j. Find cos , where is the angle between
a and b.
8. Given a = '1, 2, 1` and b = '2, 2, 1`, nd the cosine of the angle
between a and b.
9. Find the cosine of the angle between 4i 3j +k and i + 2j 2k.
10. Given P(1, 2, 2), Q(3, 1, 2), and R(1, 1, 1), nd the cosine of the
angle between

PQ and

PR.
11. Find the angle between the vectors '1, 1, 1, 1` and '1, 2, 3, 4`.
12. Let a = 4i + 5j and b = 6i + 3j. Find the component of b on a.
13. Given P(2, 1, 4), Q(1, 1, 3), R(4, 5, 1), and S(3, 4, 5), nd the
component of

PS on

QR.
14. Given P(3, 0, 4), Q(3, 1, 1), R(1, 1, 0), and S(4, 0, 5), nd the
component of

PS on

QR.
15. Write
a = a
+a
,
where a
is perpendicular to b for the vectors

in Exercise 1.
16. Write
a = a
+a
,
where a
is perpendicular to b for the vectors

in Exercise 2.
17. Given a = '4, 5, 3` and b = '2, 1, 2` nd vectors a
and a
such
that a = a
+a
, where a
is perpendicular to
b.
18. A child pulls a wagon along level ground in a straight line by exerting
a force of 30 pounds on a handle that makes an angle of 30
with the
horizontal. Find the work done in pulling the wagon 80 feet.
19. For the triangle with vertices P(3, 3), Q(4, 0), and R(0, 5), nd all
of its (internal) angles.
20. Prove the parallelogram law:
[a +b[
2
+[a b[
2
= 2
[a[
2
+[b[
2
.
Interpret this geometrically.
21. Complete the proof of Theorem 1.2.1.
22. Prove Theorem 1.2.2. (Hint: If a and b are linearly independent, then
[a b[
2
> 0, for every real number . Do the linearly dependent case
separately.)
23. Prove Theorem 1.2.3. (Hint: Use the Cauchy-Schwarz inequality.)
24. Prove Theorem 1.2.4.
1.3 The Cross Product
In this section we dene the cross product and study some of its properties.
Denition 1.3.1. Let a = 'a
1
, a
2
, a
3
` and b = 'b
1
, b
2
, b
3
`. Then the cross
product a b is given by
a b = (a
2
b
3
a
3
b
2
)i + (a
3
b
1
a
1
b
3
)j + (a
1
b
2
a
2
b
1
)k.
Unlike all of the other binary operations weve discussed, we dene the
cross product only for vectors in space. The cross product is also called the
vector product. It is very important to remember that the result of taking
the cross product of two vectors is a vector.
For most people the denition weve given for the cross product is dicult
to remember. Fortunately, there is a much easier way to compute it. If we
formally expand the symbolic determinant
i j k
a
1
a
2
a
3
b
1
b
2
b
3
1.3. THE CROSS PRODUCT 21

along the rst row as we would an ordinary determinant, we obtain the
correct expression for the cross product. We refer to the array above as a
symbolic determinant since it is not an actual determinant, but simply a
computational aid.
Example 1.3.1. Let a = '2, 2, 1` and b = '5, 4, 7`. Compute a b.
Solution.
a b =
i j k
2 2 1
5 4 7
= 18i 19j 2k = '18, 19, 2`

The following basic properties can be proven using the denition. How-
ever, they can also be demonstrated using elementary properties of determi-
nants.
Theorem 1.3.1. For any vectors a, b, c and any scalar r each of the fol-
lowing is true.
1. a b = b a
2. (a +b) c = a c +b c
3. a (b +c) = a b +a c
4. r(a b) = (ra) b
Note that the cross product is not commutative. It is also not associative.
Geometrically,
[a b[ = [a[[b[ sin ,
where is the angle between a and b. If ab is nonzero, then the direction
of a b is perpendicular to both a and b. Now, this leaves two possibilities
for the direction a b. It turns out that the correct choice is given by the
right-hand rule: Point the ngers of your right hand in the direction of a and
rotate them in the direction of b through the smaller angle, your extended
thumb will then point in the direction of a b. See Figure 1.10. This is
the direction that a right-handed screw will progress if it is rotated in the
direction just described. Note that this is consistent with the way we depict
a
b
a x b
Figure 1.10: The cross product of two vectors
a
b
Figure 1.11: The parallelogram generated by a and b
the xyz-axes, since i j = k. Again, these facts are proven in most standard
calculus textbooks. See, for example, Stewart [22].
It follows that the cross product can be expressed as
a b = ([a[[b[ sin ) n,
where is the angle between a and b and n is the unit vector perpendicular
to both a and b whose direction is given by the right-hand rule.
The Area of a Parallelogram
Given a parallelogram with adjacent sides PQ and PR, we say that the
parallelogram is spanned (or generated) by a =

PQ and b =

PR. See
Figure 1.11.
By trigonometry, it is easy to see that the area of this parallelogram is
[a[[b[ sin ,
where is the angle between a and b. But this is precisely [a b[.
Example 1.3.2. Find the area of the parallelogram spanned by a = '2, 2, 1`
and b = '5, 4, 7`.
Solution. In the last example we found that
a b = '18, 19, 2`.
Therefore, the area of the parallelogram is
[a b[ = ['18, 19, 2`[ =
689.
The Triple Scalar Product
The expression
a b c =
a
1
a
2
a
3
b
1
b
2
b
3
c
1
c
2
c
3
is called the triple scalar product. Notice that there is only one way to group
the three factors that makes sense, so we dont need to use parentheses. Also,
notice that the result of the triple scalar product is, indeed, a scalar.
Given a parallelepiped with adjacent sides PQ, PR, and PS we say that
the parallelepiped is spanned (or generated) by a =

PQ, b =

PR, and
c =
PS. See Figure 1.12. Again using trigonometry, we see that the volume
of this parallelepiped is
(area of the parallelogram spanned by b and c) [a[[ cos [,
where is the angle between a and b c. Using the expression above for
the area of a parallelogram, we see that this is precisely
[a b c[.
Notice that this provides a geometric interpretation of the determinant.
That is, the determinant of a matrix is (up to sign) the volume of the par-
allelepiped spanned by its rows. This is also the case in two dimensions and
even in higher dimensions.
Example 1.3.3. Find the volume of the parallelepiped spanned by a =
'1, 0, 1`, b = '2, 1, 1`, and c = '0, 2, 3`.
Solution. We compute
1 0 1
2 1 1
0 2 3
= 9.
So, the volume is [ 9[ = 9.
1.3.1 Exercises
1. Let a = '3, 1, 2` and b = '0, 4, 5`. Compute a b.
2. Let a = 2i j +k and b = i + 3j + 2k. Find a b.
b
c
a
b x c
Figure 1.12: The parallelepiped generated by a, b, and c
3. Let a = 3i + 4j and b = 2i + 2j k. Compute b a.
4. Find the area of the parallelogram spanned by the vectors a and b in
Exercise 1.
Exercise 2.
Exercise 3.
7. Find a vector perpendicular to the plane that contains the points
P(5, 4, 4), Q(2, 5, 4), and R(5, 5, 4).
8. Find the two unit vectors that are perpendicular to the plane that
contains the points (3, 6, 4), (2, 1, 1), and (5, 0, 2).
9. Show, by example, that the cross product is not associative.
10. Find the area of the triangle with vertices (5, 4, 0), (4, 3, 3), and
(1, 1, 4).
(3, 4, 2).
(4, 2, 1).
(4, 3, 0).
14. Given P(1, 1, 0), Q(3, 2, 0), and R(1, 2, 1) nd the area of the trian-
gle with vertices P, Q, and R.
15. There are two parallelograms with vertices P(1, 2, 2), Q(3, 1, 2), and
R(1, 1, 1). Find the fourth vertex and the area of each of these par-
allelograms.
16. Given P(2, 1, 1), Q(3, 0, 2), R(4, 2, 1), and S(5, 3, 0), nd the vol-
ume of the parallelepiped having adjacent sides PQ, PR, and PS.
17. Let O be the origin and P, Q, and R be as in Exercise 14. Find the
volume of tetrahedron with vertices O, P, Q, and R.
1.4. LINES AND PLANES IN SPACE 27
18. Find the volume of the parallelepiped in four dimensional euclidean
space spanned by the vectors: '1, 1, 0, 0`, '0, 1, 1, 0`, '0, 0, 1, 1`, and
'0, 1, 0, 1`.
19. Show that the area of the parallelogram in the plane spanned by a =
'a
1
, a
2
` and b = 'b
1
, b
2
` is equal to the absolute value of
a
1
a
2
b
1
b
2
.
21. Use Theorem 1.3.1. to prove the following:
(a) a 0 = 0
(b) If a and b are parallel, then a b = 0.
1.4 Lines and Planes in Space
Much of this text is devoted to studying curves and surfaces in space. The
simplest example of a curve is a line; the simplest example of a surface is a
plane.
Lines
A line is determined by a point and a direction. If we choose a point with
position vector R
0
= 'x
0
, y
0
, z
0
` and a vector v = 'a, b, c` which species the
direction, then
R = R
0
+ tv, < t < ,
is called a vector equation of the given line. See Figure 1.13. Note that the
head of the vector R traces out the line as t ranges from to .
Writing R = 'x, y, z`, and equating components, one obtains
x = x
0
+ ta, y = y
0
+ tb, z = z
0
+ tc, < t < .
These are called parametric equations of the given line and t is referred to
as a parameter. (In the sequel, if we are considering an entire line, we will
usually omit the domain < t < .)
O
R
R
0
v
Figure 1.13: A line in space
If a = 0, b = 0, and c = 0, then we can eliminate t, and obtain
x x
0
a
=
y y
0
b
=
z z
0
c
.
These are called symmetric equations for the line.
If one or more of a, b, and c are 0, then the symmetric equations take a
slightly dierent form. For example, if a = 0, b = 0, and c = 0, then we write
x x
0
a
=
y y
0
b
, z = z
0
,
for the symmetric equations. We leave it to the reader to consider the other
possibilities.
Example 1.4.1. Find equations of each type for the line through P(1, 4, 1)
and Q(2, 2, 7).
Solution. We can take v =

PQ = '1, 2, 8` and use P for the known point
on the line. Therefore,
R = '1, 4, 1` + t'1, 2, 8`
is a vector equation,
x = 1 + t, y = 4 2t, z = 1 + 8t
are parametric equations, and
x 1 =
y 4
2
=
z + 1
8
are symmetric equations for the given line.
Example 1.4.2. Determine whether the lines given by
R = 3i + 2j + (2i +j +k)t and R = i 2k + (j +k)t
intersect and, if they do, nd the point(s) of intersection.
Solution. Parametrically, these can be written
x = 3 + 2t, y = 2 + t, z = t, and
x = 1, y = s, z = 2 + s.
(Note that we use dierent letters to denote the parameters, since the lines
can intersect at a point where the values of the parameters are dierent.)
This leads to three equations with two unknowns:
3 + 2t = 1, 2 + t = s, t = 2 + s.
Solving the rst two equations gives t = 1 and s = 1. Since, this is also
a solution to the third equation, we nd that the system of equations is
consistent and t = 1, s = 1 is the only solution.
Substituting into the parametric equations gives (1, 1, 1) as the unique
intersection point.
Example 1.4.3. Find the (smaller) angle between the two lines in the pre-
vious example.
Solution. The (smaller) angle between the two lines is
= cos
1
'2, 1, 1` '0, 1, 1`
['2, 1, 1`[['0, 1, 1`[
= cos
1
= cos
1
0.955
This is around 54.7
.
n
P
Q
O
R
R
Figure 1.14: A plane in space
Planes
A plane is determined by a point and a direction normal (i.e., perpendicular)
to the plane. If we choose a point with position vector R
0
= 'x
0
, y
0
, z
0
` and
a vector n = 'a, b, c` which species a normal direction, then
n (RR
0
) = 0
is a vector equation of the given plane. See Figure 1.14. Note that the head
of the vector R lies in the plane if and only if it satises a vector equation
of the plane.
Writing R = 'x, y, z` one obtains
a(x x
0
) + b(y y
0
) + c(z z
0
) = 0,
or
ax + by + cz = d,
where d = ax
0
+ by
0
+ cz
0
.
Example 1.4.4. Find an equation for the plane through the following points:
P(1, 0, 1), Q(0, 2, 0), and R(1, 2, 3).
Solution. We could solve this problem by substituting the given points into
the general equation for a plane, and then solving a system of three equations
in four unknowns. However, we can also employ the cross product.
Using the given points, we write

PQ = '1, 2, 1` and

PR = '0, 2, 4`.
Now, according to the geometric interpretation of the cross product,

PQ
PR is a normal vector to the plane. So, we compute
PQ
PR =
i j k
1 2 1
0 2 4
= 6i + 4j 2k.
If 6i + 4j 2k is normal to our plane, then so is 3i + 2j k. Using the
latter as our normal vector to the plane and P as our known point on the
plane, we obtain
3(x 1) + 2y (z + 1) = 0 or 3x + 2y z = 4
as equations for the desired plane.
With regard to this example, a normal vector can, of course, be found
using dierent vectors than we chose. For example, we could have used

QP
and

RQ to obtain a normal vector. Also, we could have used Q or R as our
known point on the plane.
If a given plane intersects all three coordinate axes and none of the in-
tercepts are zero, then there is a particularly easy way to write its equation.
Suppose that x
0
, y
0
, and z
0
are the (nonzero) x-, y-, and z-intercepts, re-
spectively, then the equation of the plane can be written
x
x
0
+
y
y
0
+
z
z
0
= 1,
since this is obviously the equation of a plane and (x
0
, 0, 0), (0, y
0
, 0), and
(0, 0, z
0
) all evidently satisfy the equation.
Example 1.4.5. Find an equation for the plane through P(1, 0, 0), Q(0, 2, 0),
and R(0, 0, 3).
Solution. An equation for the desired plane is
x +
y
2
+
z
3
= 1 or 6x + 3y + 2z = 6.
Application
Using the decomposition of a vector in the manner we have discussed previ-
ously, we can determine the distance between certain geometric objects such
as two parallel planes or two skew lines, etc. Rather than trying to remem-
ber a general formula for each type of problem, we suggest that the reader
approach each problem from scratch. The rst step should always be to draw
a picture.
Example 1.4.6. Find the distance between the plane 2x 2y + z = 4 and
the point P(1, 2, 3).
Solution. We choose any point on the plane, say Q(2, 0, 0). Then we let
n = '2, 2, 1` which is normal to the plane. The distance from the point to
the plane is then
comp
n
QP
QP n
[n[
.
See Figure 1.15. Using this expression, we obtain
comp
n
QP
2 4 + 3
3
= [ 1[ = 1.
So, the distance is 1.
1.4.1 Exercises
1. Find parametric and symmetric equations for the line through the
points P(1, 2, 3) and Q(2, 0, 7).
P
Q
n
2. Find parametric and symmetric equations for the line of intersection of
the planes 2x + y + z = 4 and 3x y + z = 3.
3. Find parametric equations for the line containing the points (2, 1, 5)
and (6, 2, 3).
4. Find parametric and symmetric equations for the line through (2, 1, 0)
and (1, 2, 2).
5. Determine whether the following lines intersect and, if so, nd the point
of intersection:
x = 3 3t, y = 3 3t, z = 2 + t
and
x = 3 + t, y = 6 + 2t, z = 6 2t.
of intersection:
x = 1 6t, y = 3 + 2t, z = 1 2t
and
x = 2 + 2t, y = 6 + t, z = 2 + t.
of intersection:
x = 3 4t, y = 3 2t, z = 2 2t
and
x = 3 + 2t, y = 13 4t, z = 6 3t.
8. Find the (smaller) angle between the two planes in Exercise 2.
9. Find the distance between the origin and the line of Exercise 2.
10. Find an equation for the plane through P(1, 0, 1), Q(3, 3, 2), and
R(4, 5, 1).
11. Find an equation of the plane through the points (5, 1, 1), (4, 3, 5),
and (2, 5, 2).
12. Find an equation of the plane through the points (2, 4, 4), (3, 3, 1),
and (4, 3, 4).
13. Find an equation of the plane through (2, 3, 1), (1, 1, 2), and (4, 3, 0).
14. Find an equation of the plane containing the points (1, 2, 2), (1, 1, 1),
and (3, 2, 1).
15. Find an equation of the plane through (1, 2, 1), (3, 1, 2), and (2, 3, 5).
16. Given P(2, 4, 1), Q(1, 2, 2), and R(3, 1, 2), nd the equation of the
plane through P, Q, and R.
17. Given the line with parametric equations
x = 4t + 1, y = 2t 5, z = 2t 5,
nd an equation for the plane containing this line and through the
point (3, 2, 2).
18. Show that the following planes are parallel and nd the distance be-
tween them:
5x + y z = 3 and 15x + 3y 3z = 6.
19. Show that the following planes are parallel and nd the distance be-
tween them:
2x 2y + 4z = 12 and 6x + 6y 12z = 24.
20. Find the distance between the origin and the plane of Exercise 10.
21. Find an equation of the plane containing the line x = y = z and the
point P(1, 2, 3).
22. Redo Example 1.4.4 by substituting the given points into the general
equation ax +by +cz = d, and then solving the resulting system for a,
b, c, and d.
Chapter 2
Curves in Space
2.1 Vector Functions
In this section we consider functions whose values are vectors in space. By
obvious modications this material can be applied to functions whose values
are vectors in the plane or in higher dimensional euclidean space (except for
formulas involving the cross product).
A vector (or vector-valued) function (of one variable) can be written:
F(t) = F
1
(t)i + F
2
(t)j + F
3
(t)k,
where F
1
, F
2
, and F
3
are real-valued functions of a real variable. Unless
otherwise stated, the domain of F is the set of real numbers for which F
1
, F
2
,
and F
3
are all dened. The functions F
1
, F
2
, and F
3
are called the component
functions of F.
The sum, dot product, and cross product of vector functions are all de-
ned pointwise. For example,
(F +G)(t) = F(t) +G(t).
The scalar product of a real-valued function and a vector function is also
dened pointwise:
(sF)(t) = s(t)F(t).
Of course, if c is a constant, then
(cF)(t) = cF(t).
37
38 CHAPTER 2. CURVES IN SPACE
The development of the calculus for vector functions in large measure
parallels the development for real-valued functions. Therefore, we will give
a very brief treatment omitting almost all of the proofs.
Limits
Denition 2.1.1. Suppose t
0
belongs to an open interval contained in the
domain of F and that lim
tt
0
F
i
(t) = a
i
for i = 1, 2, 3. Then we dene
lim
tt
0
F(t) = a
1
i + a
2
j + a
3
k.
We note that we could have given an - denition for the limit of a
vector function, but that turns out to be equivalent to our denition. In
fact, a good exercise for the more motivated student is to formulate an -
denition for the limit of a vector function and prove that it is equivalent
to Denition 2.1.1.
One-sided limits are dened similarly.
The following basic limit laws can all be proven using components. They
are also valid for one sided limits.
Theorem 2.1.1. Suppose that lim
tt
0
F(t) and lim
tt
0
G(t) both exist. Also,
suppose that lim
tt
0
s(t) exists. Then
lim
tt
0
(cF(t)) = c lim
tt
0
F(t) (c a constant)
lim
tt
0
(F(t) +G(t)) = lim
tt
0
F(t) + lim
tt
0
G(t)
lim
tt
0
(F(t) G(t)) = lim
tt
0
F(t) lim
tt
0
G(t)
lim
tt
0
(F(t) G(t)) = lim
tt
0
F(t) lim
tt
0
G(t)
lim
tt
0
(s(t)F(t)) = lim
tt
0
s(t) lim
tt
0
F(t)
Continuity
0
domain of F. F is continuous at t
0
if
lim
tt
0
F(t) = F(t
0
).
2.1. VECTOR FUNCTIONS 39
We dene continuity on an interval (of any type) in the same way as for
real-valued functions.
From these denitions it is easy to obtain the following:
Theorem 2.1.2. Suppose t
0
belongs to an open interval contained in the do-
main of F. F is continuous at t
0
if and only if F
1
, F
2
, and F
3
are continuous
at t
0
.
Similarly, F is continuous on an interval (of any type) if and only if F
1
,
F
2
, and F
3
are.
Dierentiation
0
domain of F. F is dierentiable at t
0
if
lim
h0
1
h
[F(t
0
+ h) F(t
0
)] exists.
If this limit does exist, then we write F
(t
0
) for the limit (read: the derivative
of F at t
0
).
We say F is dierentiable on an open interval if F is dierentiable at every
point in the interval. We will also use the notation dF/dt for the derivative.
Theorem 2.1.3. F is dierentiable at t if and only if F
1
, F
2
, and F
3
are. If
F is dierentiable at t, then
F
(t) = F
1
(t)i + F
2
(t)j + F
3
(t)k.
The proof of this is quite straightforward, so we leave it as an exercise for
the reader.
If a real-valued function is dierentiable at a point, then it is continuous
at that point. Combining this fact with the results above, we easily obtain
the following:
Theorem 2.1.4. If F is dierentiable at t, then F is continuous at t.
Example 2.1.1. Given
F(t) = sin ti + e
t
j + 3k,
compute F
(t).
Solution. Dierentiating each component function, we obtain
F
(t) = cos ti e
t
j.
Theorem 2.1.5. If F and G are dierentiable at t, and c is a constant, then
cF, F + G, F G, and F G are all dierentiable at t. Their derivatives
are given as follows:
(cF)
(t) = cF
(t)
(F +G)
(t) = F
(t) +G
(t)
(F G)
(t) = F
(t) G(t) +F(t) G
(t)
(F G)
(t) = F
(t) G(t) +F(t) G
(t)
If, in addition, s = s(t) is a real-valued function which is dierentiable at t,
then
(sF)
(t) = s
(t)F(t) + s(t)F
(t).
Note that in the formula for the derivative of the cross product of two
vector functions the order of the factors is crucial, since the cross product is
not commutative.
The proof of these formulas can be given in the same way as their real-
valued counterparts. (One can also use components.) We will prove the
formula for the dot product, and leave the others to the reader.
Proof of (F G)
(t) = F
(t) G(t) +F(t) G
(t). We perform the usual trick

of subtracting and adding F(t) G(t + h).
(F G)
(t) = lim
h0
1
h
[F(t + h) G(t + h) F(t) G(t)]
= lim
h0
1
h
[F(t + h) G(t + h) F(t) G(t + h)
+F(t) G(t + h) F(t) G(t)]
= lim
h0
1
h
[(F(t + h) F(t)) G(t + h) +F(t) (G(t + h) G(t))]
= lim
h0
1
h
[(F(t + h) F(t)) G(t + h)]
+ lim
h0
1
h
[F(t) (G(t + h) G(t))]
= lim
h0
1
h
[F(t + h) F(t)] G(t + h)
+F(t) lim
h0
1
h
[G(t + h) G(t)]
= F
(t) G(t) +F(t) G
(t)
Note that we have used some of the basic limit laws here. Also, weve
used the fact that G is continuous at t, since it is assumed to be dierentiable
at t. The reader should be able to ll in the details.
Example 2.1.2. Find F
(t) for
F(t) = (e
t
i +j + t
2
k) (t
3
i +j k).
Solution. Using the formula for the derivative of the cross product, we obtain
F
(t) = (e
t
i + 2tk) (t
3
i +j k) + (e
t
i +j + t
2
k) 3t
2
i
= 2ti +
e
t
+ 5t
4
j +
e
t
3t
2
k.
The reader should check this result by rst taking the cross product and
then dierentiating.
The grandaddy of all dierentiation rules is, of course, the chain rule.
Theorem 2.1.6 (The Chain Rule). If F is dierentiable at h(t) and h is
dierentiable at t, then
d
dt
F(h(t)) = h
(t)F
(h(t)) .
This follows from the elementary calculus version using components, so
we leave the proof to the reader.
The development of higher order derivatives is essentially the same as for
real-valued functions, so, once again, we leave the details to the reader.
Integration
If
F(t) = F
1
(t)i + F
2
(t)j + F
3
(t)k,
then we dene the denite integral of F from a to b by
b
a
F(t) dt =
b
a
F
1
(t) dt
i +
b
a
F
2
(t) dt
j +
b
a
F
3
(t) dt
k,
provided all of the integrals on the right of the equal sign exist. If
b
a
F(t) dt
exists, then F is said to be integrable on [a, b].
The next theorem follows from the corresponding elementary calculus
result simply by considering components.
Theorem 2.1.7. If F and G are integrable on [a, b] and c is a constant, then
b
a
cF(t) dt = c
b
a
F(t) dt, and
b
a
(F(t) +G(t)) dt =
b
a
F(t) dt +
b
a
G(t) dt.
By the fundamental theorem of calculus for real-valued functions, one
easily obtains the following.
Theorem 2.1.8 (Fundamental Theorem of Calculus). If F is continuous on
[a, b] and F = G
, then
b
a
F(t) dt = G(b) G(a).
Example 2.1.3. Evaluate
2
0
3t
2
i + e
t
j + cos tk
dt.
Solution.
2
0
3t
2
i + e
t
j + cos tk
dt = t
3
i + e
t
j + sin tk
2
0
= 8i + e
2
j + sin(2)k j
= 8i +
e
2
1
j + sin(2)k
Change of variables or integration by substitution is also valid for vector
functions. The same proof as for the elementary calculus version, using the
chain rule and the fundamental theorem of calculus, works here. One can
also give a proof using components.
Theorem 2.1.9 (Change of Variables). Suppose h is continuously dieren-
tiable on [a, b] and F is continuous on the image of h. Then
b
a
h
(t)F(h(t)) dt =
h(b)
h(a)
F(t) dt.
Indenite Integrals
If F = G
, then G is called an antiderivative of F. If G

1
and G
2
are
antiderivatives of F dened on the same interval, say I, then
G
2
(t) = G
1
(t) +C, t I,
where Cis a constant vector. This follows from the corresponding elementary
calculus result simply by considering components.
Thus, if G is an antiderivative of F, we write
F(t) dt = G(t) +C.

The expression
F(t) dt is referred to as the indenite integral of F, and C

is referred to as an arbitrary constant.
In terms of components, this can be written
F(t) dt =
F
1
(t) dt
i +
F
2
(t) dt
j +
F
3
(t) dt
k.
Example 2.1.4. Suppose
F
(t) = 3t
2
i + e
t
j + cos tk and F(0) = i + 2j + 3k.
Find F(t).
Solution.
F(t) =

3t
2
i + e
t
j + cos tk
dt = t
3
i + e
t
j + sin tk +C,
where C satises
F(0) = j +C = i + 2j + 3k.
This gives
C = i +j + 3k,
so
F(t) = (t
3
+ 1)i + (e
t
+ 1)j + (sin t + 3)k.
2.1.1 Exercises
1. Given
F(t) = sin t cos ti + e
t
j + 3t
5
k,
compute F
(t).
2. Given
F(t) = 4 ln(5 t)i + 12
t 3j + 3t
4
k.
Find the domain of F. Also, nd F
(t) and F
(t).
3. Find the domain of F, F
(t), and F
(t) for
F(t) = 3 ln(2 + t)i + 12
t + 1j + 2t
6
k.
4. Evaluate
9
1
3ti 5
tj
dt
5. Evaluate
9
4
5t
2
i 3
tj + 2tk
dt.
2.2. SPACE CURVES 45
6. If
u
(t) = 6ti 12t

2
j + 6k,
u
(0) = 7i 3j + 2k, and

u(0) = 5i + 7j + 4k,
nd u(t).
7. Let I be an open interval and c be a constant. Prove: If F is dier-
entiable and [F(t)[ = c, for all t I, then F(t) F
(t) = 0, for all

t I.
8. Let f(t) = [u(t)[
n
, where u is dierentiable. Show:
f
(t) = n[u(t)[
n2
u(t) u
(t).
(Hint: [u(t)[
n
= (u(t) u(t))
n/2
.)
2.2 Space Curves
We begin this section with the denition of a curve.
Denition 2.2.1. A continuous, nonconstant, vector function R = R(t)
dened on an interval (of any type) is called a curve.
O
R(t)
Figure 2.1: A space curve
In this context, we always picture R(t) with its tail (initial point) at the
origin, that is, as a position vector. See Figure 2.1. Since it is natural to
identify the position vector of a point with the point itself, we can view the
image of a curve as a set of points in space (as opposed to a collection of
directed line segments whose tails are all at the origin). In applications, we
often think of a moving object whose position is given by R(t) at time t.
It is important to note that a curve is a vector function and that this is
not the same thing as the image of a curve.
Example 2.2.1. Describe the curve R(t) = R
0
+ tv.
Solution. As weve already seen, this represents the straight line through the
point with position vector R
0
and parallel to v.
Example 2.2.2. Describe the curve R(t) = a cos ti +a sin tj, where a and
are positive constants.
Solution. The image of this curve is the circle in the xy-plane centered at the
origin of radius a. The point corresponding to the position vector of R(t)
travels around the circle in the counterclockwise direction as t increases. The
point takes 2/ to traverse a complete circle.
1
0.5
0
0.5
1
1
0.5
0
0.5
1
0
5
10
15
20
x
y
z
Figure 2.2: A helix
Example 2.2.3. Describe the curve R(t) = cos ti + sin tj + btk, where
and b are positive constants.
Solution. The image of this curve looks like a spring and is called a (circular)
helix.
1
Figure 2.2 shows the helix with = b = 1
If R(t) = f(t)i + g(t)j + h(t)k is a curve, then
x = f(t), y = g(t), z = h(t)
are called the parametric equations for the curve.
Example 2.2.4. Write the parametric equations for
R(t) = a cos ti + a sin tj,
1
Despite what some writers and editors of crossword puzzles seem to think, a helix is
not the same thing as a spiral, which is a planar curve.
where a and are positive constants.
Solution.
x = a cos t, y = a sin t, z = 0
Example 2.2.5. Write the parametric equations for
R(t) = cos ti + sin tj + btk,
where and b are positive constants.
Solution.
x = cos t, y = sin t, z = bt
Its often useful to remember that if a curve in the xy-plane is given by
y = f(x), then it can be expressed as parametric equations:
x = t, y = f(t), z = 0.
Tangent Vectors
Denition 2.2.2. Let R = R(t) be a curve. If R is dierentiable at t, then
v(t) = R
(t) is the velocity of R at t and v(t) = [v(t)[ is the speed of R at t.

The reader should note that velocity is not the same thing as speed. In
particular, the velocity is a vector, while the speed is a scalar.
Suppose R = R(t) is a curve and that R(t
0
) =
OP, where O is the origin.

If v(t
0
) = 0, then v(t
0
) and any nonzero scalar multiple of v(t
0
) are said to
be tangent to the curve at the point P. Figure 2.3 shows why we adopt this
terminology. When we depict a tangent vector to a curve at a point P, as in
Figure 2.3, we always show the vector with its tail at P.
Denition 2.2.3. Let R = R(t) be a curve. Assume that v(t) exists and is
nonzero. Then the unit tangent vector T(t) is given by
T(t) =
1
v(t)
v(t).
v(t)
O
R(t )
R(t+h)

P
Figure 2.3: The velocity vector
Example 2.2.6. Consider the helix R(t) = cos ti + sin tj + btk, where
and b are positive constants. Find v(t), v(t), and T(t).
Solution. Dierentiating, we obtain
v(t) = sin ti + cos tj + bk.
Using the basic identity sin
2
t + cos
2
t = 1, we obtain
v(t) =
( sin t)
2
+ ( cos t)
2
+ b
2
=
2
+ b
2
.
So,
T(t) =
1
2
+ b
2
( sin ti + cos tj + bk).
Smooth Curves
A general curve can be quite exotic. Nowhere-dierentiable curves (i.e., func-
tions that are continuous at every point in an interval, but not dierentiable
at any point in the interval) were constructed as early as 1875. See Singer
and Thorpe [20]. At least partially motivated by this discovery, much has
been written in the past several decades about extremely irregular curves
called fractals. A fractal curve is a curve for which the dimension of its im-
age is strictly between 1 and 2 according to some reasonable denition of
dimension. The classic work on fractals is [13]. In addition, it is also possible
to prove the existence of so-called space-lling curves. A space-lling curve is
one whose image intersects every point on a (two dimensional) surface. See
Apostol [1].
Therefore, it turns out that the requirement that a vector function simply
be continuous is not restrictive enough for our purposes, and we will limit
our attention to curves that satisfy some additional properties.
Denition 2.2.4. A curve R = R(t) dened on an interval I is said to be
simple if I is not a closed bounded interval and R is 1-to-1, or I = [a, b] and
R is 1-to-1 on the interval [a, b) and on the interval (a, b].
Roughly speaking, a simple curve cannot cross itself, but it may join up
at the ends.
If the domain of R is [a, b] and R(a) = R(b), then R is said to be a closed
curve.
Denition 2.2.5. A curve R = R(t) is said to be smooth if:
1. R is continuously dierentiable on its domain.
2
2. R is simple.
3. R
(t) = 0 for any t.

We note that a particular set of points in space can be the image of
both a smooth curve and a nonsmooth curve. As an example, consider
R(t) = t
3
i +t
3
j and S(t) = ti +tj. Both of these curves have the same image:
the line with slope equal 1 through the origin and lying in the xy-plane.
However, S is a smooth curve and R is not a smooth curve. (Why?)
We will call a set of points a [smooth] path if it is the image of some
[smooth] curve. If C is a [smooth] path and R is a [smooth] curve whose
image is C, then R is referred to as a [smooth] parametrization of C.
2
If the domain of R is not an open interval, then this means that R can be extended to
a continuously dierentiable function dened on an open interval containing its domain.
Figure 2.4: An oriented path
Oriented Paths
In this text we will need to consider oriented paths. If C is a non-closed
smooth path, then any smooth parametrization R = R(t) can be used to
dene an ordering on C in the obvious way:
R(t
1
) > R(t
2
) if t
1
> t
2
.
By the denition of smoothness, it follows that there are exactly two orderings
or orientations (or directions) of C that can be dened in this manner. To
orient a closed path C one can divide the path into two overlapping, non-
closed, paths C
1
and C
2
, and then orient C
1
and C
2
separately requiring that
the orientations coincide on C
1
C
2
. Again, it follows that there are exactly
two orientations (or directions) of C.
If a particular orientation of a smooth path C has been chosen, then we
will refer to C as an oriented (or directed) path. The same path with the other
orientation will then be denoted C. Pictorially, we indicate the orientation
(or direction) of an oriented path by arrows pointing in the direction of
increase along the path. See Figures 2.4 and 2.5.
The velocity vector obviously depends on the particular parametriza-
tion. However, the unit tangent vector depends only on the path and its
orientation. That is, if R
1
and R
2
are smooth parametrizations of the
Figure 2.5: An oriented closed path
same path that determine the same orientation and R
1
(t
1
) = R
2
(t
2
), then
T
1
(t
1
) = T
2
(t
2
). Thus, we can view T as a function dened on the oriented
smooth path itself.
Arc Length
Next we discuss arc length and parametrization by arc length.
Denition 2.2.6. Suppose R(t) = f(t)i + g(t)j + h(t)k, a t b, is a
smooth curve. Then the arc length of R from t = a to t = b is given by
b
a
(f
(t))
2
+ (g
(t))
2
+ (h
(t))
2
1/2
dt =
b
a
v(t) dt.
Notice that, since the velocity of a smooth curve is continuous, the integral
in Denition 2.2.6 exists as a nite number.
We leave it as an exercise to show that the arc length of a curve is in-
dependent of (smooth) parametrization. That is, if R
1
(t), a x b, and
R
2
(t), c x d, are both smooth parametrizations of the same path, then
b
a
[R
1
(t)[ dt =
d
c
[R
2
(t)[ dt.
It therefore makes sense to talk about the arc length of a smooth path.
Example 2.2.7. Find the arc length of the helix
R(t) = cos ti + sin tj + btk,
where and b are positive constants, from (, 0, 0) to (, 0, 2b).
Solution. First note that (, 0, 0) corresponds to t = 0 and (, 0, 2b) cor-
responds to t = 2. In the previous example we found that the speed is
v(t) =
2
+ b
2
. Therefore, the desired arc length is
2
0
2
+ b
2
dt = 2
2
+ b
2
.
Suppose that R(t) is a smooth curve dened at t
0
. Then the arc length
from t
0
to t is given by
s = s(t) =
t
t
0
v() d.
Now, by the fundamental theorem of calculus and the denition of smooth-
ness s
(t) = v(t) > 0. Therefore, s(t) is strictly increasing and thus invertible.
This means that one can (at least theoretically) solve the equation s = s(t)
for t = t(s). Thus, a smooth curve can always be parametrized by arc
length.
Henceforth, when we use s as a parameter for a curve we will always
interpret it as arc length.
We trust that the following example will help clarify these ideas.
Example 2.2.8. Reparametrize the curve
x = sin t, y = cos t, z = t, 0 t 2,
by arc length.
Solution. For this curve v(t) =
2, so
s = s(t) =
t
0
v() d = t
2.
Therefore, t = s/
2.
Substituting, we obtain
x = sin
, y = cos
, z =
s
2
, 0 s 2
2.
Note that we can choose the lower limit of integration in the integral
above to be any convenient number in the domain of the curve. In fact, we
can even allow the integral to be improper, as long as it is convergent.
In what follows it will be useful to remember that
ds =
ds
dt
dt = v(t) dt.
ds is referred to as the element of arc length. Also, we have
dR
ds
=
dR/dt
ds/dt
=
v(t)
v(t)
= T(t),
so dR/ds is always a unit vector. For this reason a curve that is parametrized
by arc length is often called a unit speed curve.
2.2.1 Exercises
1. Sketch the image of the curve R(t) = t
2
i + t
2
j, t > 0, in the plane.
On the same plot, sketch R(1) and v(1).
2. Suppose
R(t) = 4t
2
i + 4
tj + (t
2
1)k
is the position vector of a moving particle. Find the velocity and the
speed at time t = 4.
3. Given R(t) = t
2
i +
2
3
t
3
j + tk, nd (a) T(t) and (b) the value of T at
the point
1,
2
3
, 1
.
4. The coordinates of a moving point are given as follows:
x = 3t cos t, y = 3t sin t, z = 4t.
Find T(t).
5. Find the unit tangent vector for the circle
x
2
+ y
2
= a
2
, z = 0, (a > 0 constant),
oriented counterclockwise. Write the answer in terms of x and y.
6. Find symmetric equations for the line tangent to the curve
x = t
2
, y = t
3
, z = 1 t
through the point (1, 1, 2).
7. Find symmetric equations of the tangent line to the path parametrized
by
R(t) = 2 cos ti + 6 sin tj + tk at t = /3.
8. Find parametric equations for the tangent line to the curve
x = t 8, y = t
2
3, z = 2t 5
at the point (9, 2, 3).
x = 4
t, y = t
2
10, z =
4
t
x = t + 3, y = t
3
7, z = 3t 4
11. For the curve dened by
x = 2 cos t, y = t, z = 2 sin t,
nd (a) the velocity at any time t and (b) the arc length of the curve
from t = 0 to t = 2.
12. For the spiral
x = t cos t, y = t sin t, t 0,
nd an equation for the tangent line through (0, /2).
13. Let C be the path parametrized by R(t) = 't, cos 2t, sin 2t`.
(a) Find the arc length of C from t = 0 to t = .
(b) Find parametric equations of the line tangent to C at the point
(/2, 1, 0).
14. Find the arc length of the curve dened by
x = t
3
, y = 3t
2
, z = 6t
from t = 2 to t = 4.
15. Find the arc length of the path parametrized by
x =
2
3
t
3
, y = 2t
2
, z = 4t, 0 t 1.
16. Find the arc length of the spiral
x = t cos t, y = t sin t, t 0,
from t = 0 to t = /2. (Hint. You may want to look the integral up in
a table or use computer software.)
17. Find the arc length of the hypocycloid with four cusps (or astroid)
x = a cos
3
t, y = a sin
3
t, 0 t 2.
18. Reparametrize the curve
x = e
t
cos t, y = e
t
sin t, z = e
t
by arc length.
19. For the curve
x = sin t t cos t, y = cos t + t sin t, z = t
2
nd T(t), t = 0.
20. Find the arc length from (, 1,
2
) to (2, 1, 4
2
) for the curve in
Exercise 19.
21. Suppose a curve in the xy-plane is given by y = f(x). Show that the
arc length from x = a to x = b is given by
b
a
1 + [f
(x)]
2
1/2
dx.
Find the arc length of the curve given by y = ln(sec x) from x = 0 to
x = /4.
22. Prove that the arc length of a curve is independent of (smooth) pa-
rametrization. (Hint: If R
1
(t), a x b, and R
2
(t), c x d,
are both smooth parametrizations of the same path, then there exits a
continuously dierentiable function h from [c, d] onto [a, b] such that h
is nonvanishing and R
2
(t) = R
1
(h(t)).)
23. Prove: If R
1
and R
2
are smooth parametrizations of the same path that
determine the same orientation and R
1
(t
1
) = R
2
(t
2
), then T
1
(t
1
) =
T
2
(t
2
). (Hint: See the hint for Exercise 22. In this case, h
is positive.)
2.3 More About Curves
In this section we study curves in somewhat more detail.
3
Throughout this
section, R = R(t) will be a smooth curve that is twice continuously dier-
entiable. Also, as previously stated, we reserve the letter s for arc length
along the curve.
Acceleration and Curvature
Recall that the velocity is given by v(t) = R
(t) and that the speed is given

by v(t) = [v(t)[. Also recall that the unit tangent vector is given by
T(t) =
v(t)
v(t)
or T(s) =
dR
ds
.
We dene the curvature by
k =
dT
ds
.
In terms of t this can be written
k =
dT
dt
ds
dt
=
1
v(t)
dT
dt
.
One can show that the curvature of a straight line is 0, and that the curvature
of a circle is 1/a, where a is the radius of the circle.
3
This section may be omitted without loss of continuity.
2.3. MORE ABOUT CURVES 59
By Exercise 7, Section 2.1.1, dT/dt is always perpendicular to T. There-
fore, we dene N, the principle unit normal vector, by
N =
dT/dt
[dT/dt[
or
N =
dT/ds
[dT/ds[
=
1
k
dT
ds
.
The acceleration is dened by
a(t) = v
(t) = R
(t).
If we write v = vT and dierentiate both sides of this equation with
respect to t, we obtain
a =
dv
dt
T+ v
dT
dt
=
dv
dt
T+ kv
2
N.
Thus, the tangential component of the acceleration is given by
a
T
=
dv
dt
,
and the normal component of the acceleration is given by
a
N
= kv
2
.
Since T and N are perpendicular unit vectors, it follows that
[a[
2
= a
2
T
+ a
2
N
.
Example 2.3.1. Suppose the coordinates of a moving point are given as
follows:
x = t, y =
1
2
t
2
, z =
1
3
t
3
.
Find T, N, k, a
T
, and a
N
.
Solution. First, we compute
dx
dt
= 1,
dy
dt
= t
2,
dz
dt
= t
2
.
So,
v =
1 + 2t
2
+ t
4
1/2
= 1 + t
2
,
and we obtain
T =
1
1 + t
2
i + t
2j + t
2
k
.
Dierentiating, we nd
dT
dt
=
1
(1 + t
2
)
2
2ti +
1 t
2
j + 2tk
.
A straightforward calculation then shows that
dT
dt
2
1 + t
2
.
It follows that
N =
1
1 + t
2
2i +
1 t
2
j + t
2k
and
k =
2
(1 + t
2
)
2
.
Finally,
a
T
=
dv
dt
= 2t
and
a
N
= kv
2
=
2.
Example 2.3.2. Derive the following alternative formula for the curvature:
k =
[a v[
v
3
.
Solution. We start out with
a =
dv
dt
T+ kv
2
N.
Using the fact that TT = 0, we have
a T = kv
2
NT.
NT is a unit vector, so
[a T[ = kv
2
.
Substituting T = v/v and solving for k gives us
k =
[a v[
v
3
,
as desired.
The Frenet Equations
Assume for now that the smooth path in question is parametrized by arc
length and that the curvature k is nonvanishing.
Recall that
dT
ds
= kN.
We dene B = TN. B is a unit vector that is normal to T and to N and
is called the binormal vector. See Figure 2.6. (In Figure 2.6, T and N both
lie on the page and B points directly into the page.)
We leave it as an exercise to show that
dN
ds
+ kT
is also perpendicular to T and to N. It follows that we can dene by the
equation
dN
ds
= kT+ B.
is called the torsion.
Dierentiating both sides of the equation B = TN with respect to s,
one can show that
dB
ds
= N.
T
N
B
Figure 2.6: T, N, and B
So,
=
dB
ds
N.
The following equations from above are referred to as the Frenet equa-
tions:
dT
ds
= kN
dN
ds
= kT+ B
dB
ds
= N
These equations can be used to prove the fundamental theorem of space
curves. This says, roughly, that a smooth path with nonvanishing curvature
is completely determined up to position by its curvature and its torsion. See
[16].
Finally, we note that although we have for simplicity assumed that the
given path is parametrized by arc length, we could, using the chain rule, write
formulas for N, B, and in terms of an arbitrary parameter t. In any event,
each of the functions T, N, B, k, and depend only on the smooth path
and possibly the orientation (k does not depend on the orientation), and not
on the particular parametrization. The reader should recall the discussion in
the previous section concerning independence of parametrization for T.
Example 2.3.3. Find T, N, B, k, and for the circular helix
x = 3 cos t, y = 3 sin t, z = 4t.
Solution. From Example 2.2.6, with = 3 and b = 4, we have
T =
1
5
(3 sin ti + 3 cos tj + 4k)
and v = 5. Dierentiating, we obtain
dT
dt
=
3
5
(cos ti + sin tj)
and [dT/dt[ = 3/5. It follows that
N = cos ti sin tj
and
B = TN =
1
5
(4 sin ti 4 cos tj + 3k).
Next, we have
k =
1
v
dT
dt
=
3
25
.
Finally,
dB
ds
=
dB/dt
ds/dt
=
1
v
dB
dt
=
4
25
(cos ti + sin tj),
so, comparing dB/ds with N, we obtain
=
4
25
.
2.3.1 Exercises
1. The coordinates of a moving point are given as follows:
x = 3t cos t, y = 3t sin t, z = 4t.
Find a
T
and a
N
.
2. Suppose a curve in the xy-plane is given by y = f(x). Derive the
formula
k =
[f
(x)[
1 + [f
(x)]
2
3/2
.
Use this to nd the curvature of the curve y = x
2
.
3. Find k, N, B, and for the circle
x
2
+ y
2
= a
2
, z = 0 (a > 0 constant)
oriented counterclockwise. Write the answers in terms of x and y. (You
were asked to nd T in Exercise 5, Section 2.2.1.)
4. Show that the curve
x =
3
5
cos s, y = 1 + sin s, z =
4
5
cos s, 0 s 2,
is a unit speed curve and compute k, , T, N, and B.
5. For the curve
2
nd k = k(t), t = 0.
6. The osculating plane to a smooth curve R = R(t) at the point (with po-
sition vector) R(t
0
) is the plane through R(t
0
) perpendicular to B(t
0
).
The point (with position vector)
m
c
= R(t
0
) +
1
k(t
0
)
N(t
0
)
is called the center of curvature of R at t
0
.
2.4. PLOTTING CURVES 65
(t
0
) = 1/k(t
0
) is called the radius of curvature at t
0
. The circle of ra-
dius (t
0
), center (with position vector) m
c
, and lying in the osculating
plane is called the osculating circle of R at t
0
.
Find an equation for the osculating circle of
R(t) = cosh ti + sinh tj + tk
at the point (1, 0, 0). (Hint: cosh
2
t sinh
2
t = 1.)
7. Prove that
[a[
2
= a
2
T
+ a
2
N
.
8. Show that the curvature of a straight line is 0.
9. Show that
dN
ds
+ kT
is perpendicular to T and to N.
10. Prove that
dB
ds
= N.
11. Let R = R(s) be a smooth curve with k nonzero. Show that if = 0
for all s, then R(s) is a plane curve (i.e., the image of R(s) lies in a
plane). Hint: Assume = 0 for all s. This implies that B is constant.
(Why?) Let R
0
= R(s
0
) for some s
0
in the domain of R and consider
d
ds
[(R(s) R
0
) B] .
2.4 Plotting Curves
Matlab (with Symbolic Math Toolbox) makes it easy to plot space curves
that are given parametrically. If you have access to Matlab try the follow-
ing. You should pay careful attention to the syntax. Entering a command or
a mathematical expression incorrectly is a very common mistake. You can
use the up-arrow key to edit the previous line. If you are using some other
software, then you will need to modify these commands. (We use > for the
prompt. This may be dierent on your computer. Do not type the symbol
>.)
> syms t
> ezplot3(cos(t)+t*sin(t),sin(t)-t*cos(t),2*t^2,[-2*pi,2*pi])
We list here the curves that have appeared in this chapter along with
suggested domains. (In some cases we have specied or changed some of the
constants.) We encourage the reader to experiment with dierent domains.
Note that you only need to type syms t once, at the beginning of, each
session.
x = t, y = t
2
, z = t
3
, [2, 2]
x = cos t, y = sin t, z = 1, [0, 2]
x = cos t, y = sin t, z = t, [2, 2]
x = t cos t, y = t sin t, z = t, [2, 2]
x = e
t
cos t, y = e
t
sin t, z = e
t
, [2, 2]
x = 3 cos t, y = 1 + 5 sin t, z = 4 cos t, [0, 2]
2
, [2, 2]
x = cosh t, y = sinh t, z = t, [2, 2]
Planar Curves
We can also use Matlab (with Symbolic Math Toolbox) to plot planar
curves using the command ezplot. Try the following commands:
> syms t,x
> ezplot(cos(t)+t*sin(t),sin(t)-t*cos(t),[-2*pi,2*pi])
> ezplot(cos(2*x),[-2*pi,2*pi])
References
Matlab comes with extensive on-line help. For a general overview of Mat-
lab we recommend [10].
2.4. PLOTTING CURVES 67
2.4.1 Project
1. Use Matlab or some other software to plot all of the curves listed
in this section. Identify as many curves as you can. Experiment with
dierent domains.
2. Try plotting the function given by y = sin(x
5
) on the interval [0, 5] using
Matlab or some other software. Is the result a faithful representation
of the graph of this function? (Hint: If you used the Matlab command
ezplot, then the answer is: No.) Discuss some of the potential
pitfalls of using graphing software. In particular, what causes problems
in this example?
Chapter 3
Scalar Fields and Vector Fields
3.1 Scalar Fields
Before we consider scalar elds, we want to briey discuss certain important
types of subsets of euclidean space. As usual, we will focus our attention on
space.
Regions
By a region in space we mean any nonempty set of points in space. The open
ball of radius > 0 centered at P(x
0
, y
0
, z
0
) is given by
B
(P) =
(x, y, z) : (x x
0
)
2
+ (y y
0
)
2
+ (z z
0
)
2
<
2
.
Given any region R a point P belongs to the interior of R, or is an interior
point of R, if there is an open ball centered at P that is contained in R. P
belongs to the boundary of R, or is a boundary point of R, if every open ball
centered at P contains points in R and points not in R. Finally, P belongs
to the exterior of R, or is an exterior point of R, if there is an open ball
centered at P that does not contain any of the points in R. In Figure 3.1,
A is an interior point, B and C are boundary points, and D is an exterior
point.
A region R is said to be open if every point in R is an interior point.
Since a region cannot contain any of its exterior points, a region is open if
and only if it contains none of its boundary points. A region that contains
all of its boundary points is said to be closed. A region that contains some,
69
70 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS
A
B
C
D
R
Figure 3.1: A region
3.1. SCALAR FIELDS 71
but not all, of its boundary points is neither open nor closed. Note that the
region consisting of all points in space has no boundary points, so it is both
open and closed. (The empty set is also both open and closed.)
1
A region is
bounded if it is contained in some open ball. A region is compact if it closed
and bounded.
The boundary of the open ball of radius > 0 centered at P(x
0
, y
0
, z
0
) is
called the sphere of radius > 0 centered at P(x
0
, y
0
, z
0
) and is given by
S
(P) =
(x, y, z) : (x x
0
)
2
+ (y y
0
)
2
+ (z z
0
)
2
=
2
.
Note that comparable denitions can be made for subsets of euclidean
space of any dimension. In the plane an open ball is called an open disk.
The open disk of radius > 0 centered at P(x
0
, y
0
) is given by
D
(P) =
(x, y) : (x x
0
)
2
+ (y y
0
)
2
<
2
.
The boundary of an open disk is called a circle.
We caution, however, that even though a given region in the plane can be
viewed as a region in space, the characterization of the region (open, closed,
or neither) may depend on whether it is viewed as a region in the plane or
as a region in space. For example, a nonempty open subset of the plane is
never open as a subset of space. See also Exercises 4 and 5 in Section 3.3.1.
Scalar Fields
A scalar eld is a real-valued function dened on a region of euclidean space,
that is, a real-valued function of several variables. We assume that the reader
has studied scalar elds, including continuity, partial derivatives, and the
chain rule. (Again, the reader is referred to his or her favorite calculus text.)
We do, however, want to discuss the directional derivative, the gradient, and
some applications thereof, since the gradient, in particular, will play a key
role in the sequel. As usual, we will, for the most part, restrict our attention
to space, and leave considerations in the plane and higher dimensional spaces
to the reader.
Recall that a scalar eld f is continuously dierentiable on an open set
A if f and all of its rst partial derivatives are continuous on A. Twice
continuously dierentiable, and so forth are dened similarly.
1
In any nite dimensional euclidean space the only sets that are both open and closed
are the empty set and the entire space.
The Directional Derivative and the Gradient
Let u be a given nonzero vector and P(x
0
, y
0
, z
0
) be a given point. Take the
line through P in the direction of u parametrized by arc length (so u points
in the direction of increasing s) and with (x
0
, y
0
, z
0
) corresponding to s = 0:
x = x(s), y = y(s), z = z(s).
Suppose that the scalar eld f is continuously dierentiable on some open
set containing P. The directional derivative of f at P in the direction of u
is given by
D
u
f(P) =
d
ds
f (x(s), y(s), z(s))
s=0
.
This is the rate of change of f at P in the direction of u per unit distance.
Notice that D
u
f(P) is not dened for u = 0 and depends only on the
direction of u.
By the chain rule, we can write this as
D
u
f(P) =
f
x
dx
ds
+
f
y
dy
ds
+
f
z
dz
ds
=
f
x
i +
f
y
j +
f
z
k
dx
ds
i +
dy
ds
j +
dz
ds
k
,
where f/x, f/y, and f/z are all evaluated at P, and dx/ds, dy/ds,
and dz/ds are all constant. If we dene
gradf =
f
x
i +
f
y
j +
f
z
k
and note that
u
[u[
=
dx
ds
i +
dy
ds
j +
dz
ds
k,
then we can write
D
u
f(P) = gradf(P)
u
[u[
.
gradf is called the gradient of f. The reader should always keep in mind
that the directional derivative is a scalar and that gradf(P) is a vector.
Example 3.1.1. Find D
u
f(P) for f(x, y, z) = x +xyz at P(1, 3, 2) in the
direction of u = '1, 2, 2`.
gradf(x, y, z) = (1 + yz)i + xzj + xyk.
So,
gradf(1, 3, 2) = 5i 2j + 3k.
Therefore,
D
u
f(P) = (5i 2j + 3k)
'1, 2, 2`
['1, 2, 2`[
=
7
3
.
Note that
D
u
f(P) = gradf(P)
u
[u[
= [gradf(P)[ cos ,
where is the angle between gradf(P) and u.
We can restate the above as follows:
Theorem 3.1.1. Suppose that the scalar eld f is continuously dierentiable
on some open set containing P. Then the component of gradf(P) in the
direction of u is D
u
f(P).
Clearly, D
u
f(P) is a maximum for f at a given point P when = 0
or, equivalently, when u is in the direction of gradf(P). So, we have the
following:
Theorem 3.1.2. Suppose that the scalar eld f is continuously dierentiable
on some open set containing P. The maximum rate of increase of f at P
(with respect to distance) is [gradf(P)[. This maximum rate of increase
occurs in the direction of gradf(P).
The reader should be able to formulate results concerning the maximum
rate of decrease of f at P.
Example 3.1.2. Find the maximum rate of increase of f(x, y, z) = x +xyz
at (1, 3, 2). In what direction does this occur?
Solution. In the last example, we found that
gradf(1, 3, 2) = 5i 2j + 3k.
So, the maximum rate of increase is
[ 5i 2j + 3k[ =
38,
and this maximum rate of increase is in the direction of the vector
5i 2j + 3k.
Again, all of these results are valid in the plane and in higher dimensional
euclidean spaces with the obvious modications.
Level Sets and Level Surfaces
If f is a scalar eld, then the set
S
k
= (x, y, z) : f(x, y, z) = k ,
where k is a constant, is called a level set of f.
If A is any closed set, then it can be shown that there exists a continuous
function f, dened on all of space, such that A is a level set of f. Therefore,
in our denition of a smooth level surface, we shall impose conditions on f
that are stronger than mere continuity.
Denition 3.1.1. Let S
k
be a level set of a scalar eld f. Suppose that f is
continuously dierentiable in an open set containing S
k
. Also, suppose that
gradf = 0 for all points in S
k
. Then S
k
is a smooth level surface.
Note that a smooth level surface may be disconnected.
2
Consider, for
example, f(x, y, z) = x
2
y
2
z
2
for k > 0.
Example 3.1.3. Describe the level sets of f(x, y, z) = ax + by + cz, where
a, b, and c are constants.
2
Beginning with Section 4.4, we will work with only connected surfaces.
Solution. These are all of the planes that have 'a, b, c` as a normal vector.
These are all, in fact, smooth level surfaces.
Example 3.1.4. Describe the level sets of f(x, y, z) = x
2
+ y
2
+ z
2
.
Solution. If k < 0, then the level set is the empty set. If k = 0, then the
level set is the origin. If k > 0, then the level set is the sphere of radius
k
centered at the origin. A sphere is, of course, a smooth surface.
Example 3.1.5. Describe the level sets of f(x, y, z) = [x[ +[y[ +[z[.
Solution. If k < 0, then the level set is the empty set. If k = 0, then the
level set is the origin. If k > 0, then the level set is the surface of the cube
with vertices (k, 0, 0), (0, k, 0), and (0, 0, k). The surface of a cube is
a surface; however, it is not a smooth surface, because of the edges and the
vertices.
We say a vector n is normal (or perpendicular) to a given smooth surface
at (x
0
, y
0
, z
0
) if whenever R is a smooth curve whose image is contained in
the smooth surface and R(t
0
) = 'x
0
, y
0
, z
0
`, then n is perpendicular to v(t
0
).
The plane perpendicular to such a vector n through (x
0
, y
0
, z
0
) is called the
tangent plane to the smooth surface through (x
0
, y
0
, z
0
).
We then also have the following important property of the gradient:
Theorem 3.1.3. Let S
k
be a level set of a scalar eld f. Suppose that f is
continuously dierentiable in an open set containing S
k
. Also, suppose that
gradf = 0 for all points in S
k
. If (x
0
, y
0
, z
0
) S
k
, then gradf(x
0
, y
0
, z
0
) is
perpendicular to the smooth level surface S
k
at (x
0
, y
0
, z
0
).
Proof. Suppose that
x = x(s), y = y(s) z = z(s)
is a smooth curve (which we can assume is parametrized by arc length)
through (x(0), y(0), z(0)) = (x
0
, y
0
, z
0
) and contained in the level surface S
k
.
Let u = v(0). Then f(x(s), y(s), z(s)) = k, so D
u
f(x
0
, y
0
, z
0
) = 0.
But
D
u
f(x
0
, y
0
, z
0
) = gradf(x
0
, y
0
, z
0
)
u
[u[
,
where u/[u[ is tangent to the given curve.
Figure 3.2: A gradient vector and tangent plane to a level surface
Figure 3.2 shows a gradient vector and the tangent plane through the
same point for a smooth level surface.
Thus, if f(x, y, z) = c is a smooth level surface through (x
0
, y
0
, z
0
), then
the equation of the tangent plane to the surface through (x
0
, y
0
, z
0
) is given
by
gradf(x
0
, y
0
, z
0
) 'x x
0
, y y
0
, z z
0
` = 0
or
f
x
(x
0
, y
0
, z
0
)(x x
0
) +
f
y
(x
0
, y
0
, z
0
)(y y
0
) +
f
z
(x
0
, y
0
, z
0
)(z z
0
) = 0.
Example 3.1.6. Find an equation for the tangent plane to the level surface
x
2
+ yz = 5 at (2, 1, 1).
Solution. Write f(x, y, z) = x
2
+ yz, then
gradf(x, y, z) = '2x, z, y`
and
gradf(2, 1, 1) = '4, 1, 1`.
It follows that
4(x 2) + (y 1) + (z 1) = 0
is an equation of the tangent plane.
A surface can also be given by a function z = g(x, y). If g is continuously
dierentiable, then the surface z = g(x, y) can be viewed as a level surface
by writing
f(x, y, z) = g(x, y) z = 0.
It follows that gradf is nonvanishing and the tangent plane through the
point (x
0
, y
0
, z
0
) is given by
g
x
(x
0
, y
0
)(x x
0
) +
g
y
(x
0
, y
0
)(y y
0
) (z z
0
) = 0
or
z = z
0
+
g
x
(x
0
, y
0
)(x x
0
) +
g
y
(x
0
, y
0
)(y y
0
).
3.1.1 Exercises
In Exercises 16, for the given region R, nd: (a) the interior of R, (b) the
boundary of R, and (c) the exterior of R. Also, (d) determine whether R is
open or closed or neither.
1. R = (x, y, z) : x
2
+ y
2
+ z
2
< 1
2. R = (x, y, z) : x
2
+ y
2
+ z
2
1
3. R = (x, y, z) : x
2
+ y
2
+ z
2
= 1
4. R = (x, y, z) : x
2
+ y
2
< 1, z = 0
5. R = (x, y) : x
2
+ y
2
< 1
6. R = (x, y, z) : x, y, z are rational numbers
7. Find gradf(1, 2, 1) for f(x, y, z) = y
2
sin(xz).
8. Find the directional derivative of
f(x, y) = tan
1
(3xy)
at the point (4, 2) in the direction of the vector u =
3
2
i
1
2
j.
f(x, y) = 3x
2
y
2
+ 5xy
at the point (2, 1) in the direction of 3i 4j.
10. Let f(x, y) = x
3
+y
3
3xy. Find the directional derivative of f at the
point (2, 1) in the direction of '4, 3`.
11. Find the directional derivative of f(x, y) = x
2
2y
2
at (3, 3) in the
direction of 2i j.
12. In what direction does f(x, y) = x
2
2y
2
increase most rapidly at
(3, 3)? What is the value of this maximum rate of increase?
13. Find the directional derivative of f(x, y) = x
2
y
2
+ 2x
2
at P in the
direction from P(3, 1) to Q(6, 1). Also, nd a vector in the direc-
tion in which f increases most rapidly at P and nd the rate of change
of f in that direction.
14. Let f(x, y) = x
2
cos y.
(a) Find D
u
f(P) at P(
2, /2) in the direction of u = '
3/2, 1/2`.
(b) What is the maximum value of D
u
f(P) at P(
2, /2)?
(c) In what direction does D
u
f(P) at P(
2, /2) attain its maximum

value?
f(x, y, z) = 2xz 3yz xy
at the point (1, 2, 1) in the direction of i + 3j +k.
16. Find the directional derivative D
u
f(P) of f(x, y, z) = x + xyz at
P(1, 2, 2) in the direction of the vector u = 2i + 2j +k.
17. Find the maximum rate of increase of f(x, y, z) = x
2
+ 2yz sin z at
(3, 2, 0). In what direction does this occur?
18. Describe the level sets of f(x, y, z) = max[x[, [y[, [z[.
19. Find an equation of the tangent plane to the surface
z = x
2
+ 2xy y
2
through the point (1, 2, 7).
20. Find an equation of the tangent plane to z = (2x y)
2
at (2, 3, 1).
21. Find an equation of the tangent plane to the graph of
4x
2
2y
2
7z = 0 at (2, 1, 2).
22. Find an equation of the tangent plane to the ellipsoid 9x
2
+4y
2
+9z
2
=
34 at (1, 2, 1).
23. Find an equation of the tangent plane to the hyperboloid z = xy at
(2, 3, 6).
24. Find an equation of the tangent plane to the sphere x
2
+ y
2
+ z
2
= 21
at (2, 4, 1).
25. (a) Find an equation for the tangent plane to the ellipsoid
x
2
+ 2y
2
+ 3z
2
= 6 at the point (1, 1, 1).
(b) Find parametric equations for the normal line to
x
2
+ 2y
2
+ 3z
2
= 6 through the point (1, 1, 1).
26. (a) Find an equation for the tangent plane to the surface
z = cos(x) sin(y) at the point (/3, /6, 1/4).
(b) Find parametric equations for the normal line to
z = cos(x) sin(y) at the point (/3, /6, 1/4).
27. Find an equation for the tangent plane to the paraboloid
z = x
2
+ y
2
28. Find a point P on the surface z = (2xy)
2
with the property that the
plane tangent to the surface at P is parallel to 12x 6y z = 0.
29. (Lagrange Multipliers) Assume f and g are scalar elds and grad g is
nonvanishing. Then one can show that the maximum and minimum
values of f subject to the constraint (or side condition) g(x, y, z) = 0
(if they exist) occur at those points P for which
gradf(P) = gradg(P),
for some constant (scalar) . ( is called a Lagrange multiplier.)
Use this result to nd the point(s) on the surface z = xy +5 closest to
the origin. (Hint: Minimize the square of the distance. Also remember
that the point(s) must satisfy the constraint equation as well.)
30. Given a region R, the closure of R is given by
closure R = R boundary R.
Show that the closure of a region is a closed region.
3.2 Vector Fields and Flow Curves
By a vector eld in space we mean a function F dened on a region of space
such that F(x, y, z) is a vector in space, that is, a space-vector-valued function
of three variables. We picture the directed line segment corresponding to
F(x, y, z) with its initial point or tail located at (x, y, z). One can consider
vector elds in dierent dimensional spaces, but, once again, we are focused
here on three dimensional space. Figure 3.3 depicts a vector eld in space.
We can always write
F(x, y, z) = F
1
(x, y, z)i + F
2
(x, y, z)j + F
3
(x, y, z)k,
where F
1
, F
2
, and F
3
are scalar elds. F is continuous [continuously dier-
entiable, etc.] on an open set A if and only if F
1
, F
2
, and F
3
are continuous
[continuously dierentiable, etc.] on A.
If f is a scalar eld, then gradf is a vector eld. Examples from physics
include gravitational elds, electric elds, and magnetic elds.
3.2. VECTOR FIELDS AND FLOW CURVES 81
Figure 3.3: A vector eld
Flow Curves
A smooth curve is called a ow curve (or ow line) of a vector eld F if the
tangent to the curve at every point is parallel to F at that point. Figure 3.4
shows a vector eld in the plane together with several ow curves.
The condition that R = R(t) be a ow curve of F is equivalent to
T = F, where = (x, y, z),
and T is the unit tangent vector for R. Since
T =
dR
ds
=
dx
ds
i +
dy
ds
j +
dz
ds
k,
we obtain
F
1
=
dx
ds
, F
2
=
dy
ds
, F
3
=
dz
ds
,
or
dx
F
1
=
dy
F
2
=
dz
F
3
,
if F
1
, F
2
, and F
3
are all nonvanishing.
As an example, in the magnetic eld created by one or more small bar
magnets, iron lings will line up along ow curves.
Example 3.2.1. For F(x, y, z) = x
2
i +y
2
j +zk nd the ow curve through
the point (2, 2, 1).
Figure 3.4: Flow curves
Solution. We need to solve
dx
x
2
=
dy
y
2
=
dz
z
.
This leads us to
dx
x
2
=
dz
z
and
dy
y
2
=
dz
z
.
Integrating, we obtain
1
x
= ln [z[ + c
1
and
1
y
= ln [z[ + c
2
,
where c
1
and c
2
are constants. Upon substituting x = y = 2 and z = 1, we
obtain c
1
= c
2
= 1/2. Thus, the ow curve through the point (2, 2, 1) is
given by
x = y =
2
1 2 ln z
.
The Divergence
If F = F
1
i + F
2
j + F
3
k is a continuously dierentiable vector eld we dene
the divergence of F by
div F =
F
1
x
+
F
2
y
+
F
3
z
.
Note that div F is a scalar eld.
Example 3.2.2. Find div F for F(x, y, z) = xy
2
i + xyj + xyk.
Solution.
div F(x, y, z) = y
2
+ x
Example 3.2.3. Find div F for
F(x, y, z) =
xi + yj + zk
(x
2
+ y
2
+ z
2
)
3/2
.
F
1
x
=
(x
2
+ y
2
+ z
2
)
3/2
3x
2
(x
2
+ y
2
+ z
2
)
1/2
(x
2
+ y
2
+ z
2
)
3
=
2x
2
+ y
2
+ z
2
(x
2
+ y
2
+ z
2
)
5/2
.
By symmetry, we see that
F
2
y
=
x
2
2y
2
+ z
2
(x
2
+ y
2
+ z
2
)
5/2
and
F
3
z
=
x
2
+ y
2
2z
2
(x
2
+ y
2
+ z
2
)
5/2
.
Adding these together we obtain
div F(x, y, z) = 0, (x, y, z) = (0, 0, 0).
Roughly speaking, the divergence of a vector eld at a point is a measure
of how much the vector eld diverges or expands at that point.
More precisely, the divergence of F at a point P is the ux per unit
volume at P. The ux of a vector eld through a surface is a measure of how
much the vector eld ows through the surface. (Flux means ow in
Latin.)
To make this still more precise and concrete, consider the case where v is
the velocity eld of a uid. If we take a small planar surface and approximate
the volume of the uid owing through the surface we obtain
v nSt,
where v is evaluated at any point on the surface, n is a unit normal to the
surface, S is the area of the surface, and t is the time increment. See
Figure 3.5. In this case, the ux is the mass of the uid passing through the
surface per unit time. Therefore, if we let = (x, y, z) be the density of the
uid and F = v, we obtain:
ux F nS.
Note that in Figure 3.5 we have chosen the unit normal vector to be in the
direction which makes the ux positive. The opposite direction would simply
change the sign of the ux.
Now, consider a small rectangular box centered at (x, y, z) with sides
parallel to the coordinate axes and with lengths x, y, and z, as shown
in Figure 3.6. We want to use the formula above to approximate the outward
ux through the six faces of the box.
Through face I the ux is approximately
F n
1
S = F
1
(x x/2, y, z)yz.
Note that here weve taken n
1
to be the outward unit normal, since we are
approximating the ux out of the box.
Similarly, through face II the ux is approximately
F n
2
S = F
1
(x + x/2, y, z)yz.
If we add these we get
[F
1
(x + x/2, y, z) F
1
(x x/2, y, z)] yz
F
1
x
(x, y, z)xyz.
v
v
n
vt
S
vt
Figure 3.5: The volume of a uid passing through a surface
(x+x/2,y-y/2,z-z/2)
n
n
I
II
(x-x/2,y-y/2,z+z/2)
Figure 3.6: The ux through the surface of a box
Similarly, we can approximate the ux through the other four faces. Adding
everything together we obtain
F
1
x
+
F
2
y
+
F
3
z
xyz,
where the partial derivatives are all evaluated at (x, y, z).
If we divide this expression by the volume of the rectangular box (i.e.,
xyz) and let that volume go to zero, then we obtain
F
1
x
+
F
2
y
+
F
3
z
,
where the partial derivatives are all evaluated at (x, y, z). But this is precisely
div F(x, y, z).
We note that these approximations are valid up to rst order if all of the
component functions of F are continuously dierentiable.
To summarize: If F represents the density of a uid multiplied by the
velocity eld of the uid and we imagine a small rectangular solid centered
at P (with sides parallel to the coordinate axes), then div F(P) is approxi-
mately the mass of the uid owing out of the rectangular solid per unit time
divided by the volume of the rectangular solid. Taking smaller and smaller
rectangular solids one obtains (in the limit, as all of the sides shrink to 0)
div F(P).
A vector eld for which the divergence is everywhere 0 is called solenoidal.
The Curl
We next dene the curl of a vector eld. If F = F
1
i + F
2
j + F
3
k, then
curl F =
F
3
y

F
2
z
i +
F
1
z

F
3
x
j +
F
2
x

F
1
y
k.
Note that the curl of a vector eld is a vector eld.
We can write this as another symbolic determinant:
curl F =
i j k
z
F
1
F
2
F
3
.
Example 3.2.4. Find curl F for F(x, y, z) = xy
2
i + xyj + xyk.
Solution.
curl F(x, y, z) =
i j k
z
xy
2
xy xy
= xi yj + (y 2xy)k
Roughly speaking, the curl of a vector eld at a point gives a measure of
the rotation of the vector eld around the point.
Once again, to make this more precise and concrete, we consider the case
of the velocity eld of a uid. Here we just take F to be the velocity eld.
First, we consider the rotation of the uid in the plane z = c, where c is a
constant, about a point (x, y, z). Referring to Figure 3.7, note that e
r
and
e
are unit vectors perpendicular and tangent, respectively, to a small circle

centered at (x, y, z). The clockwise component of F at (x +x, y +y, z) is
F e
, while the angular rate of rotation is F e
/r.
x
y
(x,y,z)
r
e
e
r
Figure 3.7: The curl

Using the linearization of F
1
, we can write
F
1
(x + x, y + y, z) F
1
+
F
1
x
x +
F
1
y
y
F
2
(x + x, y + y, z) F
2
+
F
2
x
x +
F
2
y
y,
where all the functions on the right are evaluated at (x, y, z).
Using these expressions and noting that
e
= sin i + cos j at (x + x, y + y, z)
and
x = r cos and y = r sin ,
we obtain
F u
F
1
+
F
1
x
r cos +
F
1
y
r sin
sin
+
F
2
+
F
2
x
r cos +
F
2
y
r sin
cos ,
where all the functions are evaluated at (x, y, z).
The average of this around the circle is
1
2
2
0
F u
d =
1
2
r
F
2
x

F
1
y
.
Dividing by r we obtain the average angular velocity of the uid about the
axis through (x, y, z) and perpendicular to z = c:
1
2
F
2
x

F
1
y
.
Neglecting the factor of 1/2 we obtain the component of the curl of F in
the k direction. Similar arguments give the other components.
A vector eld for which the curl is everywhere 0 is said to be irrotational.
The -Operator and the Laplacian
A standard way to express the gradient, divergence, and curl is using the
operator (read: del). This is written
=

x
i +

y
j +

z
k.
This enables us to write
gradf = f, div F = F, and curl F = F.
If f is a scalar eld, we dene the Laplacian of f by
div (gradf) = (f) =
2
f = f =

2
f
x
2
+

2
f
y
2
+

2
f
z
2
.
For this reason one writes
2
= =

2
x
2
+

2
y
2
+

2
z
2
.
This ubiquitous operator plays a key role in many areas of mathematics
including complex analysis and partial dierential equations. All of the clas-
sical partial dierential equations (the heat equation, the wave equation, and
Laplaces equation) involve the Laplacian.
The equation
2
f = 0 is called Laplaces equation and the solutions
are called harmonic functions. The equation
2
f = g is called Poissons
equation. Both Laplaces equation and Poissons equation play a key role in
electrostatics.
Analogously, we can dene the vector Laplacian:
2
F =

2
F
x
2
+

2
F
y
2
+

2
F
z
2
,
where F is a vector eld.
3.2.1 Exercises
1. For F(x, y) = yi xj nd the ow curve through the point (3, 4).
2. For F(x, y) = xi yj nd the ow curve through the point (3, 4).
3. For F(x, y, z) = xi + yj + zk nd the ow curve through the point
(1, 2, 3).
4. For F(x, y, z) = i+yj+zk nd the ow curve through the point (1, 2, 3).
5. Let F(x, y, z) = xzi xyj + yzk. Find
(a) div F
(b) curl F
6. Let F(x, y, z) = x
2
i +j + yzk. Find
(a) div F
(b) curl F
7. Let F(x, y, z) = x
2
zi + y
2
xj + (y + 2z)k. Find
(a) div F
(b) curl F
8. Let F(x, y, z) = 2xyi + (x
2
+ z) j + y
3
k. Find
(a) div F
(b) curl F
9. Let F(x, y, z) = cos(xy)i + sin(xy)j. Find
(a) div F
(b) curl F
10. Let F(x, y, z) = e
xyz
(i +j +k). Find
(a) div F
(b) curl F
11. Let G(x, y, z) = xyi + y
2
j + yzk. Find
(a) G
(b) G
(c)
2
G
12. Let f(x, y, z) = e
xy
sin yz. Find
(a) f
(b) f =
2
f = f
13. Let F(x, y, z) =
xi yj zk
(x
2
+ y
2
+ z
2
)
3/2
.
Find a scalar eld such that F = . (Hint: Make an intelligent
guess.)
14. The density of water is very close to 1000 kg/m
3
. Suppose water is
owing through a water main of diameter 1/2 m at a speed of 2 m/s.
What is the ux through a cross-section of the water main? Given
that 1 m
3
is approximately 264 gallons, nd the ow rate in gallons
per minute.
15. Let be a scalar eld and F a vector eld both twice continuously
dierentiable. Prove (by direct computation) that
(a) curl (grad) = 0
(b) div (curl F) = 0
16. Let be a scalar eld and F a vector eld both continuously dieren-
tiable. Prove (by direct computation) that
(F) = F + F.
17. Let us write u = (x, y, z) and u = xi+yj+zk. A vector eld F is called
a force eld if the vector F(u) is interpreted as the force acting on a
particle placed at u. A force eld is called conservative if F = gradV ,
for some scalar eld V . The scalar eld V is called a potential for F.
If u(t) is the trajectory (or orbit) of a particle of mass m moving in a
conservative force eld, then the total energy is
E(t) =
1
2
m[u
(t)[
2
+ V (u(t)).
(m[u
(t)[
2
/2 is called the kinetic energy and V (u(t)) is called the po-
tential energy.)
Prove the law of conservation of energy. That is, prove that if u(t) is
the trajectory of a particle of mass m moving in a conservative force
eld, then E(t) is a constant, independent of t. (Hint: It suces to
show that E
(t) = 0. Use Newtons (second) law: mu
(t) = F(u(t)).)
18. Let x represent the distance east, y the distance north, and z the height
of an object relative to a given spot on Earth. If [x[, [y[, and z > 0 are
not too large, and we ignore air resistance, then the force eld due to
gravity can be modeled by F = mgk, where m is the mass and g is a
positive constant.
(a) Show that V = mgz is a potential for F in the sense of Exercise 17.
(b) Suppose an object is thrown with initial speed v
0
0 from a
height h 0. Ignoring air resistance, use conservation of energy,
to show that the object hits the ground with speed
v
f
=
v
2
0
+ 2gh.
19. Consider an object of mass m attached to a linear spring and moving
along the x-axis. Assuming the equilibrium position is at the origin and
neglecting any resistance, the force acting on the object can be modeled
by F(x, y, z) = kxi, where k is a positive constant. Suppose that the
objects speed is v
0
when it passes through the origin. Show that the
amplitude of the motion is v
0
m/k. (Hint: Consider Exercises 17 and

18.)
20. A complex-valued function of a complex variable
f(x + iy) = u(x, y) + iv(x, y)
is analytic on an open set G if and only if u and v are innitely dier-
entiable on G and satisfy the Cauchy-Riemann equations:
u
x
=
v
y
and
u
y
=
v
x
.
Show that if f is analytic on G, then u and v satisfy Laplaces equation
in two-variables:
2
u
x
2
+

2
u
y
2
= 0.
(That is, the real and imaginary parts of an analytic function are har-
monic functions.)
3.3 Plotting Functions of Two Variables
Matlab (with Symbolic Math Toolbox) makes it easy to plot surfaces that
are given by z = f(x, y). (To plot a level surface that cannot be written as
a function of two variables it is usually easier to express the surface in para-
metric form.) If you have access to Matlab try the following. You should
pay careful attention to the syntax. Entering a command or a mathematical
expression incorrectly is a very common mistake. If you are using some other
software, then you will need to modify these commands. (We use > for the
prompt. This may be dierent on your computer. Do not type the symbol
>.)
> syms x y
> ezmesh(sqrt(x^2+y^2),[-2,2],[-2,2])
You should be able to rotate the surface and view it from dierent per-
spectives.
Note here that sqrt stands for the square root. Also, in Matlab,
abs stands for absolute value, log stands for the natural logarithm, and
exp stands for the exponential function. The inverse tangent is given by
atan and similarly for other inverse trigonometric functions.
You can use ezsurf in place of ezmesh for a dierent looking plot.
We list below some surfaces along with suggested domains. We encourage
the reader to experiment by considering dierent domains.
Note that you only need to type syms x y once, at the beginning of,
each session.
z = x
2
+ y
2
, [2, 2], [2, 2]
z = x
2
y
2
, [2, 2], [2, 2]
z = xy, [2, 2], [2, 2]
z = xy
2
x
3
, [2, 2], [2, 2]
z = xy
3
x
3
y, [2, 2], [2, 2]
z = [x + y[, [2, 2], [2, 2]
z = cos(x) sin(y), [2, 2], [2, 2]
3.3. PLOTTING FUNCTIONS OF TWO VARIABLES 95
z = ln (x
2
+ y
2
) , [2, 2], [2, 2]
z = arctan (x
2
+ y
2
) , [2, 2], [2, 2]
z = exp (x
2
y
2
) , [2, 2], [2, 2]
z = exp (1/ (x
2
+ y
2
)) , [2, 2], [2, 2]
References
3.3.1 Project
Use Matlab or some other software to plot all of the surfaces listed in this
section, identifying as many as you can. Experiment with dierent domains.
Also, rotate the surfaces to achieve dierent perspectives.
Chapter 4
Line Integrals and Surface
Integrals
4.1 Line Integrals
In this section we discuss what it means to integrate a vector eld along a
path.
Let R = R(t) be a smooth curve whose domain is the closed, bounded
interval [a, b]. Let C be the image (viewed as a set of points in space) of R.
Finally, let F be a vector eld whose domain contains C.
The construction here is very similar to that of the Riemann-Stieltjes
integral. First we choose a partition of [a, b]:
a = t
0
< t
1
< < t
n1
< t
n
= b.
Then we choose a selection of points:
i
[t
i1
, t
i
], i = 1, 2, . . . , n.
Let
R(
i
) = '
i
,
i
,
i
` and R
i
= R(t
i
) R(t
i1
), i = 1, 2, . . . , n.
See Figure 4.1.
Then, we dene
C
F dR = lim
n
i=1
F(
i
,
i
,
i
) R
i
,
97
98 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS
O
R
R
i-1
(,)
i
Figure 4.1: The line integral
where the limit is taken as the number of subintervals [t
i1
, t
i
] tends to inn-
ity and the length of each subinterval tends to 0, provided this limit exists
independently of the choices made above. The integral is called a line inte-
gral.
We state, without proof, the following basic theorem.
Theorem 4.1.1. If F is a continuous vector eld and R is a smooth curve,
then
C
F dR exists and has the same value for all smooth parametrizations
of C with the same orientation.
Recall that if C is an oriented smooth path, then the same smooth path
with the opposite orientation (or reverse direction) is written C. It is easy
to see that

C
F dR =
C
F dR.
Recall that in sketches we indicate the orientation of a smooth path by arrows
along the path.
We also would like to consider paths that are not necessarily smooth, but
consist of nitely many smooth paths joined together.
Denition 4.1.1. A curve R whose domain is the closed, bounded interval
4.1. LINE INTEGRALS 99
[a, b] is said to be piecewise smooth if R is simple and there is a partition
a = t
0
< t
1
< < t
n1
< t
n
= b
of [a, b] such that, for each i, R
i
= R[[t
i1
, t
i
] is a smooth curve.
1
In this case we dene
C
F dR =
C
1
F dR+
C
2
F dR+ +
Cn
F dR,
where C is the image of R and C
i
is the image of R
i
, for each i.
Notice that a smooth curve dened on a closed and bounded interval is,
according to this denition a piecewise smooth curve.
We will call a set of points a piecewise smooth path if it is the image of
some piecewise smooth curve. A piecewise smooth path can be oriented in
exactly the same way as a smooth path.
Whenever we consider line integrals in this text we will always assume
that any path involved is piecewise smooth and oriented, even if this isnt
explicitly stated.
If R = R(t) is a smooth curve and the line integral of F over C exists,
then one can show, using the mean-value theorem, that
C
F dR =
b
a
F
dR
dt
dt,
where F is evaluated at (x(t), y(t), z(t)).
This can also be written as
C
F
1
dx + F
2
dy + F
3
dz =
b
a
F
1
dx
dt
+ F
2
dy
dt
+ F
3
dz
dt
dt,
where F
1
, F
2
, and F
3
are evaluated at (x(t), y(t), z(t)). Some authors actually
use this as the denition of the line integral.
For future reference, we pause here to note that the line segment from
P(p
1
, p
2
, p
3
) to Q(q
1
, q
2
, q
3
) can be parametrized by
x = p
1
+(q
1
p
1
)t, y = p
2
+(q
2
p
2
)t, z = p
3
+(q
3
p
3
)t, 0 t 1.
1
If f is a function and S is a subset of the domain of f, then f[S is dened by
(f[S) (t) = f(t), t S.
f[S is called the restriction of f to S.
Example 4.1.1. Find
C
F dR if F(x, y, z) = xzi xyj +yzk and C is the
straight line segment from (1, 0, 0) to (1, 0, 4)
Solution. The straight line segment can be parametrized as
x = 1 2t, y = 0, z = 4t, 0 t 1.
Thus, dx/dt = 2, dy/dt = 0, and dz/dt = 4. Therefore,
C
F dR =
C
xz dx xy dy + yz dz
=
1
0
[(1 2t)(4t)(2) + 0 + 0] dt
=
1
0
(16t
2
8t) dt =
4
3
.
If C is a closed path, then we will usually write the line integral as
C
F dR.
In this case the line integral is called the circulation of F around C.
Recall that a smooth path can always be parametrized by arc length. If
R = R(s) is a smooth curve parametrized by arc length we have
C
F dR =
C
F
dR
ds
ds =
C
F Tds,
where T is the unit tangent vector to the path. Since T is a unit vector,
F T is the component of F tangent to the path. Thus, if F is a force eld
and C is a non-closed path, then
C
F dR is the work done by the force
eld moving an object from the initial point of C to the terminal point of C,
along C. If C is a closed path, then
C
F dR is the work done in moving an
object one time around C in the appropriate direction, regardless of where
on C the object starts out. (You should be able to gure out, intuitively,
why this is the case.)
4.1. LINE INTEGRALS 101
Line Integrals in the Plane
All of these considerations apply to line integrals in the plane with the obvious
modications. As usual, we leave it to the reader to ll in the details. We do,
however, want to make a few additional remarks concerning the orientation
of closed piecewise smooth paths in the plane.
The Jordan curve theorem states that each simple closed path in the
plane divides the plane into three pairwise disjoint regions:
a bounded open region called the inside of the path
an unbounded open region called the outside of the path
the path itself which is the boundary of both the inside of the path and
the outside of the path.
The Jordan curve theorem is the epitome of an obvious result that is very
dicult to prove in the general case.
For a closed piecewise smooth path the counterclockwise orientation can
then be dened as follows: If you traverse the path in the counterclockwise
direction, the inside of the path will be on your left.
2
The opposite orientation
is called clockwise.
Example 4.1.2. Find
C
(3x
2
+ 5y) dx + (2x + 3y
2
) dy
around the circle x
2
+ y
2
= 4 oriented counterclockwise.
Solution. The circle can be parametrized as
x = 2 cos t, y = 2 sin t, 0 t 2.
Thus, dx/dt = 2 sin t and dy/dt = 2 cos t. Therefore,
C
(3x
2
+ 5y) dx + (2x + 3y
2
) dy
=
2
0
(6 cos
2
t + 10 sin t)(2 sin t) + (4 cos t + 12 sin
2
t)(2 cos t)
dt
=
2
0
(12 cos t sin t 20 sin
2
t + 8 cos
2
t + 24 sin
2
t cos t) dt
= 12.
2
Omitting those points, if any, where the path is not smooth.
4.1.1 Exercises
For Exercises 14, let C be the portion of the helix parametrized by
x = cos t, y = sin t, z = t, 0 t 2.
1. Find
C
F dR, where F(x, y, z) = xj.
2. Find the work done moving an object along C from (1, 0, 0) to (1, 0, 2)
by the force eld F(x, y, z) = yi.
3. Find
C
z dx.
4. Find
C
z ds.
5. Find
C
F dR where F(x, y) = yi xj and
(a) C is the straight line segment from (0, 0) to (1, 1)
(b) C is the segment of the curve y = x
2
from (0, 0) to (1, 1)
6. Let C be the perimeter of the square with opposite vertices (0, 0) and
(1, 1) oriented counterclockwise. Find
C
x dx.
7. Let C be the perimeter of the square with opposite vertices (0, 0) and
C
y dx.
8. Let C be the perimeter of the triangle with vertices (0, 0), (1, 0), and
C
x dx.
9. Let C be the perimeter of the triangle with vertices (0, 0), (1, 0), and
C
y dx.
10. Find
C
F dR, where F(x, y, z) = xi yj +zk and C is parametrized
by
x = cos t, y = sin t, z = t
3
, 0 t 2.
11. Find
C
F dR, where F(x, y, z) = xi + yj + zk and
(a) C is parametrized by
R(t) = cos ti + sin tj + e
t
k, 0 t
4.2. CONSERVATIVE FIELDS 103
(b) C is the line segment from (1, 0, 0) to (1, 0, e
)
12. Find
C
F dR, where F(x, y, z) = yi + xj + sin(xyz)k and C is the
circle
x
2
+ y
2
2y = 3, z = 1,
oriented counterclockwise as viewed from above.
13. Find
C
F dR, where F(x, y, z) = x
2
i +j +yzk and C is parametrized
by
x = t, y = 2t
2
, z = 3t, 0 t 1.
14. Find
C
F dR, where F(x, y, z) = 2xyi +(x
2
+ z) j +y
3
k and C is the
line segment from (1, 0, 2) to (3, 4, 1).
15. Calculate
C
F dR, where F(x, y, z) = yk, over the perimeter of the
triangle with vertices P(a, 0, 0), Q(0, 2a, 0), and R(0, 0, 3a), where a is
a positive constant and the path is oriented from P to Q to R and back
to P.
16. Prove: If F is a continuous vector eld and R is a smooth curve,
then
C
F dR has the same value for all smooth parametrizations of
C with the same orientation. (Hint: See the hint for Exercise 22 in
Section 2.2.1. In this case h
is positive.)
4.2 Conservative Fields
Domains and Simply Connected Regions
Before taking up the subject of conservative elds we need to briey take up
the subject of simple connectedness.
A region R is said to be arcwise connected if given any two points P and
Q in R there is a path lying entirely in R that joins P and Q. A region R
is said to be convex if given any two points P and Q in R the line segment
joining P and Q lies entirely in R. A convex region is obviously arcwise
connected.
An open region is arcwise connected if and only if it cannot be divided
into two disjoint open regions. In this text, we will refer to an open, arcwise
connected region as a domain. (This is not to be confused with the domain
of a function.) It is possible to show that any two points in a domain can be
joined by a smooth path that lies entirely in the domain.
A region is said to be simply connected if it is arcwise connected and
every closed path lying in the region can be continuously shrunk to a point
in the region without any part of the path passing outside the region. For
a more rigorous treatment of simple connectedness, see Singer and Thorpe
[20].
Example 4.2.1. Consider the following regions.
The region consisting of all points in space is a simply connected do-
main. It is also convex.
An open ball is a simply connected domain. It is also convex.
Any convex region is simply connected.
An open solid torus is a domain, but it is not simply connected. An
open solid torus is like a doughnut (not including the surface). A closed
path surrounding the hole cannot be continuously shrunk to a point in
the solid torus without some part of the path passing outside the solid
torus. See Figure 4.2.
The set (x, y, z) : a < x
2
+y
2
< b, where 0 a < b, is a domain, but
it is not simply connected. (Here b can be replaced by .)
The set (x, y, z) : a < x
2
+ y
2
+ z
2
< b, where 0 a < b, is a simply
connected domain. (Here b can be replaced by .)
The set (x, y) : a < x
2
+y
2
< b, where 0 a < b, is a domain in the
plane, but it is not simply connected. (Here b can be replaced by .)
Conservative Fields and Potentials
Denition 4.2.1. Assume that F is a continuous vector eld dened on a
domain. F is said to be conservative if there exists a scalar eld such that
F = grad .
Figure 4.2: A torus
The scalar eld in this denition is called a potential function, or simply
a potential, for F. Obviously, if is a potential for F, then so is + C for
any constant function C.
In physics it is customary to call a potential for F if F = grad.
Weve adopted the denition that we have for simplicity. Obviously, if is a
potential for F according to one denition, then is a potential according
to the other. Therefore, the minus-sign makes no dierence as to whether a
given vector eld is conservative or not. See Exercise 17, Section 3.2.1.
Because of its resemblance to the fundamental theorem of calculus we
refer to the following theorem as the fundamental theorem for line integrals.
Theorem 4.2.1. Let F be a continuous vector eld dened on a domain D.
F is conservative if and only if the line integral of F along every non-closed
piecewise smooth path in D depends only on the initial and terminal points
of the path. In this case, one has
C
F dR = (Q) (P),
where is any potential for F and P and Q are the initial and terminal
points, respectively, of the path C.
If the line integral of F along every non-closed piecewise smooth path in
D depends only on the initial and terminal points of the path, then we say
that the line integral is independent of path.
Proof. First, suppose
C
F dR is independent of path. Choose any point
(x
0
, y
0
, z
0
) in D. Given any other point (x, y, z) D choose a smooth path
C
1
from (x
0
, y
0
, z
0
) to (x, y, z) and dene
(x, y, z) =
C
1
F dR.
This is well-dened since the line integral is independent of path.
We seek to show that F = grad. By denition,
x
= lim
x0
(x + x, y, z) (x, y, z)
x
.
Choose x = 0 small enough so that the line segment C
2
from (x, y, z) to
(x +x, y, z) lies in D. (This is always possible since D is a domain.) Then
we have
(x + x, y, z) = (x, y, z) +
C
2
F dR.
It follows that
x
= lim
x0
1
x
C
2
F dR
= lim
x0
1
x
x+x
x
F
1
(t, y, z) dt = F
1
(x, y, z).
The last equality follows from the mean-value theorem for integrals and the
continuity of F
1
.
The proof that F
2
= /y and F
3
= /z are similar. This shows that
F is conservative.
Now, let C be a piecewise smooth path from P to Q, and C
1
be a smooth
path from (x
0
, y
0
, z
0
) to P. Then we have
(Q) =
C
1
F dR+
C
F dR
= (P) +
C
F dR.
Therefore,
C
F dR = (Q) (P).
This completes one direction of the proof.
For the other direction, assume that F = grad . Then for any smooth
path C from P to Q choose a parametrization with domain [t
0
, t
1
]. It follows
that
C
F dR =
x
dx +

y
dy +

z
dz
=
t
1
t
0
x
dx
dt
+

y
dy
dt
+

z
dz
dt
dt
=
t
1
t
0
d
dt
dt = (Q) (P).
The same equation now follows easily for piecewise smooth curves.
The proof of the following corollary we leave as an exercise.
Corollary 4.2.1. Let F be a continuous vector eld dened on a domain
D. F is conservative if and only if the line integral of F along every closed
piecewise smooth path in D is 0, that is,
C
F dR = 0,
for every closed piecewise smooth path C in D.
It turns out that there is a simple way to determine when a vector eld
dened on a simply connected domain is conservative.
Theorem 4.2.2. Let F be a continuously dierentiable vector eld dened
on a simply connected domain D. F is conservative on D if and only if
curl F = 0 at every point in D.
For simplicity we will give a proof of this theorem where D is all of space.
Afterwards we will discuss how the proof can be applied to somewhat more
general domains.
Proof. If F is conservative and F = grad, then by assumption is twice
continuously dierentiable. It follows that
curl F = curl grad = 0,
by Exercise 15(a) in Section 3.2.1.
As stated above, we will give the proof in the other direction for the case
where the domain is all of space.
Assume curl F = 0 and dene a piecewise smooth path C from (0, 0, 0)
to (x, y, z) made up of the following straight line segments:
C
1
is the straight line segment from (0, 0, 0) to (x, 0, 0)
C
2
is the straight line segment from (x, 0, 0) to (x, y, 0)
C
3
is the straight line segment from (x, y, 0) to (x, y, z)
We then dene
(x, y, z) =
C
F dR =
x
0
F
1
(t, 0, 0) dt+
y
0
F
2
(x, t, 0) dt+
z
0
F
3
(x, y, t) dt.
First, by the fundamental theorem of calculus,
z
= F
3
(x, y, z).
(Note that the rst two terms in the expression for dont depend on z.)
Next, we have
y
= F
2
(x, y, 0) +
z
0
y
F
3
(x, y, t) dt.
Here the rst term on the right is obtained from the fundamental theorem of
calculus; while the second term follows from Leibnitzs rule which allows us
to interchange the integral and the partial derivative, since F
3
is continuously
dierentiable (see [21]).
Now, since we are assuming that curl F = 0, we have
y
F
3
(x, y, t) =

t
F
2
(x, y, t).
Substituting this into the equation above, we obtain
y
= F
2
(x, y, 0) +
z
0
t
F
2
(x, y, t) dt
= F
2
(x, y, 0) + F
2
(x, y, z) F
2
(x, y, 0) = F
2
(x, y, z).
We will leave the similar proof that
x
= F
1
(x, y, z)
to the reader.
This shows that grad = F, and completes the proof.
Recall that if curl F = 0 on a domain D, then F is said to be irrotational
in D.
A few remarks may be in order here.
The proof weve given shows that conservative implies irrotational for
any domain D; its the converse that requires simple connectedness.
Our proof of irrotational implies conservative is valid as long as the
path C dened therein lies in the domain D for every (x, y, z) D.
If we modify our proof by replacing (0, 0, 0) by any other xed point
(x
0
, y
0
, z
0
) and the resulting path C lies in the domain D for every
(x, y, z) D, then this method of proof will also be valid. This obvi-
ously includes (open) balls and the interiors of rectangular solids whose
edges are parallel to the coordinate axes, as well as many other com-
monly encountered domains.
The proof of Theorem 4.2.2 for a general simply connected domain is well
beyond the scope of this text. One can however give an elementary proof
for domains that are star-shaped. A region is star-shaped if there exists a
point P in the region such that for every other point Q in the region the line
segment joining P and Q lies entirely within the region. We wont give this
proof here, but rather refer the reader to [4]. A convex region is obviously
star-shaped and a star-shaped region is simply connected.
We note that the method of proof of Theorem 4.2.2 can be used as a
method for computing a potential on certain domains; however, we prefer
the following method.
Example 4.2.2. Show that
F(x, y, z) = (y + z)i + (x + z)j + (x + y + z)k
is conservative and nd a potential.
Solution. One can easily show that curl F = 0 everywhere, so F is conser-
vative.
If F = grad, then must satisfy, simultaneously,
x
= y + z,

y
= x + z,

z
= x + y + z.
Integrating the rst equation with respect to x, we obtain
(x, y, z) = xy + xz + g(y, z),
where g(y, z) may depend on y and z, but not on x.
Taking the partial derivative of this with respect to y and comparing this
with the second equation above we obtain
x +
g(y, z)
y
= x + z,
so g(y, z)/y = z. This implies that g(y, z) = yz + h(z), where h(z) may
depend on z, but not on x or on y.
Substituting this into the expression for we obtain
(x, y, z) = xy + xz + yz + h(z).
Next, taking the partial derivative of this with respect to z, and comparing
it with the third equation above we obtain
x + y + h
(z) = x + y + z,
so h
(z) = z. Thus, h(z) =

1
2
z
2
+ C, where C is an arbitrary constant.
Again substituting into the expression for we nally obtain
(x, y, z) = xy + xz + yz +
1
2
z
2
+ C.
The reader should verify that F = grad.
We conclude this section with a few more examples.
Example 4.2.3. Find a potential for
F(x, y, z) = (y + z)i + (x + z)j + (x + y + z)k
that satises (1, 1, 2) = 0.
Solution. In the last example, we found that
(x, y, z) = xy + xz + yz +
1
2
z
2
+ C.
Substituting, we nd
(1, 1, 2) = 1 + C = 0,
which gives C = 1.
Therefore,
(x, y, z) = xy + xz + yz +
1
2
z
2
1
is a potential that satises the given condition.
F(x, y, z) = (y + z cos xz)i + xj + x cos xzk
Solution. One can easily show that curl F = 0 everywhere, so F is conser-
vative.
x
= y + z cos xz,

y
= x,

z
= x cos xz.
(x, y, z) = xy + sin xz + g(y, z),
where g(y, z) may depend on y and z, but not on x.
x +
g(y, z)
y
= x,
so g(y, z)/y = 0. This implies that g(y, z) = h(z), where h(z) may depend
on z, but not on x or on y.
Substituting this into the expression for , taking the partial derivative
with respect to z, and comparing with the third equation above we obtain
x cos xz + h
(z) = x cos xz,

so h
(z) = 0. Thus, h(z) = C, where C is an arbitrary constant.

(x, y, z) = xy + sin xz + C.
Example 4.2.5. Find
C
F dR, where
F(x, y, z) = (y + z cos xz)i + xj + x cos xzk
and R is given by
x = t, y = t
2
, z = t
3
, 2 t 3.
Solution. In the previous example, we showed that (x, y, z) = xy + sin xz
is a potential for F (take C = 0). Therefore,
C
F dR = (3, 9, 27) (2, 4, 8) = 19 + sin 81 sin 16,
since the path begins at (2, 4, 8) and ends at (3, 9, 27).
An alternative method for computing
C
F dR if F is conservative is
to use the fact that the line integral is independent of path. The idea is to
replace the path C by a piecewise smooth path, with the same initial and
terminal points, that makes the integral easier to compute.
Example 4.2.6. Compute the line integral in Example 4.2.5 by replacing C
with a dierent path.
Solution. Let
C
1
: x = t, y = 4, z = 8, 2 t 3
C
2
: x = 3, y = t, z = 8, 4 t 9
C
3
: x = 3, y = 9, z = t, 8 t 27.
The line segments C
1
, C
2
, and C
3
are parallel to the coordinate axes, join
the endpoints of C, and are oriented the correct way.
Since weve already shown that F is conservative, it follows that
C
F dR =
C
1
F dR+
C
2
F dR+
C
3
F dR.
The integrals on the right-hand side of this equation are easy to calculate:
C
1
F dR =
3
2
(4 + 8 cos 8t) dt = 4 + sin 24 sin 16
C
2
F dR =
9
4
3 dt = 15
C
3
F dR =
27
8
3 cos 3t dt = sin 81 sin 24.
Adding these together we obtain
C
F dR = 19 + sin 81 sin 16.
Conservative Fields in the Plane
As per our custom in this text, we have in this section focused on conservative
vector elds in space. However, we want to mention here that Denition 4.2.1,
Theorem 4.2.1, and Corollary 4.2.1 make sense and are valid in the plane.
Theorem 4.2.2 is also valid if curl F = 0 is replaced by
F
2
x
=
F
1
y
.
As usual, we leave it to the reader to consider the details. However, consider
the following example.
F(x, y) = (y sin x + xy cos x)i + (x sin x + 1)j
Solution. Here F
1
(x, y) = y sin x +xy cos x and F
2
(x, y) = x sin x +1. Since,
F
2
x
=
F
1
y
= sin x + x cos x,
for all (x, y) in the plane, F is conservative.
x
= y sin x + xy cos x,

y
= x sin x + 1.
(x, y) = xy sin x + g(y),
where g(y) may depend on y, but not on x.
x sin x + g
(y) = x sin x + 1,
so g
(y) = 1. Integrating gives g(y) = y+C, where C is an arbitrary constant.

(x, y) = xy sin x + y + C.
Application
The methods used to solve Example 4.2.7 should seem very familiar to anyone
who has studied exact dierential equations. The dierential equation
F
1
(x, y) + F
2
(x, y)
dy
dx
= 0,
which is usually written
F
1
(x, y) dx + F
2
(x, y) dy = 0,
is exact if and only if F = F
1
i + F
2
j is conservative. If is a potential for
F, then (x, y) = C (C a constant) is an implicit solution of the dierential
equation. In this case, the expression
F
1
(x, y) dx + F
2
(x, y) dy
is called an exact dierential (or an exact dierential form).
Example 4.2.8. Show that the dierential equation
(y sin x + xy cos x) dx + (x sin x + 1) dy = 0
is exact and nd an implicit solution.
Solution. In Example 4.2.7 we showed that
F(x, y) = (y sin x + xy cos x)i + (x sin x + 1)j
is conservative, and that
(x, y) = xy sin x + y
is a potential for F. Therefore, the dierential equation is exact, and
xy sin x + y = C
is an implicit solution.
4.2.1 Exercises
In Exercises 13, for the given region R, determine if R is (a) a domain and
(b) simply connected.
1. R = B
1
(P) B
1
(Q) for P(0, 0, 0) and Q(2, 0, 0)
2. R = B
1
(P) B
1
(Q) (1, 0, 0) for P(0, 0, 0) and Q(2, 0, 0)
3. R = (x, y, z) : 1 < x
2
+ y
2
< 4, 0 < z < 1
4. Determine whether the vector eld F(x, y, z) = yi + xj + zk is conser-
vative. If F is conservative, nd a potential for F.
5. Determine whether the vector eld F(x, y, z) = yi xj + zk is conser-
vative. If F is conservative, nd a potential for F.
6. Determine whether the vector eld F(x, y, z) = 2xyi + (x
2
+ z) j + yk
is conservative. If F is conservative, nd a potential for F.
7. Assuming F is continuous, determine whether the vector eld
F(x, y, z) = g(x)i + h(y)j + l(z)k
is conservative. If F is conservative, nd a potential for F.
8. Let F(x, y, z) = z
2
i + 2yj + 2xzk.
(a) Show F is conservative, and then nd a potential function for F.
(b) Find
C
F dR for the curve
x = exp(sin t), y = cos t, z =
t
2
, 0 t 2,
using the equation
C
F dR = (Q) (P).
(c) Find the line integral in (b) by replacing C with the line segment
from the initial point of C to the terminal point of C.
9. Determine the value of the line integral
C
F dR, where
F(x, y, z) =
e
y
ze
x
i +
e
z
xe
y
j +
e
x
ye
z
k
and R is given by
x =
1
ln 2
ln(1 + t), y = sin
t
2
, z =
1 e
t
1 e
, 0 t 1.
10. Determine whether the vector eld F(x, y) = (x + y)i + (x + 2y)j is
conservative. If F is conservative, nd a potential for F.
11. Determine whether the vector eld F(x, y) = (x + y)i (x y)j is
conservative. If F is conservative, nd a potential for F.
12. Show that the vector eld F(x, y) = (x + sin y)i + (x cos y 2y)j is
conservative and nd the potential such that (1, 1) = 0.
13. Determine whether the dierential equation (x+y) dx+(x+2y) dy = 0
is exact. If it is exact, nd an implicit solution. (Hint: See Exercise 10.)
14. Determine whether the dierential equation (x+y) dx(xy) dy = 0
is exact. If it is exact, nd an implicit solution. (Hint: See Exercise 11.)
15. Show that the dierential equation (x+sin y) dx+(x cos y 2y) dy = 0
is exact, and nd an implicit solution such that y(1) = 1. (Hint: See
Exercise 12.)
16. Let F(x, y) = (x
2
+ y) i + (x + e
y
) j.
4.3. AREA INTEGRALS AND VOLUME INTEGRALS 117
(a) Show F is conservative, and then nd a potential function for F.
(b) Find
C
F dR for the spiral
x = t cos t, y = t sin t, 0 t 2,
using the equation
C
F dR = (Q) (P).
(c) Find the line integral in (b) by replacing C with the line segment
from the initial point of C to the terminal point of C.
17. Determine the value of the line integral
C
F dR, where
F(x, y) =
2xy
2
3
i +
2x
2
y + 4
j
and R is given by
x =
1
ln 2
ln(1 + t), y = cos(t), 0 t 1.
18. Let F(x, y) =
yi + xj
x
2
+ y
2
.
(a) Show that
F
2
x
=
F
1
y
.
(b) Compute
C
F dR, where C is the unit circle centered at the
origin and oriented counterclockwise.
(c) In light of the answers to (a) and (b), is F conservative? Explain.
19. Prove Corollary 4.2.1.
4.3 Area Integrals and Volume Integrals
We would like to quickly review area integrals and volume integrals, since
they will play a role in the upcoming material. Since we will not go into great
detail concerning these topics, the reader may be well served to spend some
time reviewing them in his or her favorite elementary calculus text. See, for
example, [22].
Preliminaries
Suppose f is a scalar eld dened on a bounded domain D in space and on
the boundary of D. In this context, the term rectangle means rectangular
solid. Choose a rectangle containing D and partition this rectangle into
subrectangles R
i
(ignoring those subrectangles that have no points in D).
Let V
i
be the volume of R
i
and choose points (x
i
, y
i
, z
i
) in R
i
D. We
dene

D
f(x, y, z) dV = lim
f(x
i
, y
i
, z
i
)V
i
,
where the limit is taken as the diagonals of all of the subrectangles approach
0 and is independent of all of the choices made above. We will refer to this
integral as a volume integral. dV is often referred to as the element of volume
or the volume element.
If f is continuous and the boundary of D is piecewise smooth, then this
limit exists.
The area integral over a planar region D is dened similarly. However, in
this case the rectangles are actual rectangles in the plane; two-dimensional
volume is called area, so V
i
becomes A
i
, dV becomes dA, and the integral
is written

D
f(x, y) dA.
We leave it to the reader to ll in the details. dA is often referred to the
element of area or the area element.
Area Integrals
In practice, one usually uses Fubinis theorem to evaluate an area integral
as an iterated integral. This is certainly valid if f is continuous and the
boundary of D is piecewise smooth.
Recall that if = the area density of D, then
D
dA = mass of D.
If = 1 on D, then we obtain
D
dA = area of D.
x
y
D
y=x
(1,1)
1
Example 4.3.1. Let D be the region in the plane bounded by the triangle
with vertices (0, 0), (1, 0), and (1, 1). Find
D
xy dA.
Solution. Referring to Figure 4.3, we have
D
xy dA =
1
0
x
0
xy dydx
=
1
0
xy
2
2
x
0
dx
=
1
0
x
3
2
dx =
1
8
.
Polar Coordinates
Many area integrals can be more easily evaluated by using polar coordinates.
r
x
y
(x,y)
Figure 4.4: Polar coordinates

The transformations for polar coordinates are:
x = r cos , y = r sin ,
where r 0. For polar coordinates the area element is given by
dA = r drd.
It often is helpful to remember the identity r
2
= x
2
+ y
2
.
Example 4.3.2. Find the area inside the circle of radius a.
Solution. We can assume the circle is centered at the origin. Using polar
coordinates, we have
D
dA =
2
0
a
0
r drd = a
2
.
So, the area is a
2
.
Volume Integrals
As with area integrals, one usually uses Fubinis theorem to evaluate a volume
integral as an iterated integral. This is certainly valid if f is continuous and
the boundary of D is piecewise smooth.
Recall that if = the mass density of D, then
D
dV = mass of D.
If = 1 on D, then we obtain
D
dV = volume of D.
Example 4.3.3. A solid tetrahedron with vertices (0, 0, 0), (1, 0, 0), (0, 1, 0),
and (0, 0, 1) has density = x. Find its mass.
Solution. The plane through (1, 0, 0), (0, 1, 0), and (0, 0, 1) has the equation
x + y + z = 1 or z = 1 x y. Therefore, the mass is given by
D
x dV =
1
0
1x
0
1xy
0
x dz dy dx
=
1
0
1x
0
x(1 x y) dy dx
=
1
0
y xy
y
2
2
1x
y=0
dx
=
1
0
x
1 x x(1 x)
(1 x)
2
2
dx
=
1
0
x
3
2
x
2
+
x
2
dx
=
1
24
.
Cylindrical and Spherical Coordinates
Many volume integrals can be more easily evaluated by using either cylindri-
cal or spherical coordinates.
The transformations for cylindrical coordinates are:
x = r cos , y = r sin , z = z,
where r 0.
3
For cylindrical coordinates the volume element is given by
dV = r drddz.
In cylindrical coordinates we also have r
2
= x
2
+ y
2
.
The transformations for spherical coordinates are:
x = cos sin , y = sin sin , z = cos ,
3
We should note that some authors use dierent notation than we do for cylindrical
coordinates and for spherical coordinates. We feel that our notation is the most commonly
used at present. Also, in our notation r and have the same meaning as they do in polar
coordinates.
x
y
z
(x,y,0)
z
(x,y,z)
r
Figure 4.5: Cylindrical coordinates

x
y
z
(x,y,0)
(x,y,z)
Figure 4.6: Spherical coordinates

where 0. For spherical coordinates the volume element is given by
dV =
2
sin ddd.
It is often helpful to remember that
2
= x
2
+ y
2
+ z
2
.
Example 4.3.4. Find the volume inside the sphere of radius a.
Solution. We can assume that the sphere is centered at the origin. Using
spherical coordinates, we have
D
dV =
2
0
a
0
2
sin ddd
=
2
0

0
1
3
a
3
sin dd
=
2
0
1
3
a
3
2 d
=
1
3
a
3
2 2 =
4
3
a
3
.
Thus, the volume is
4
3
a
3
.
Example 4.3.5. Find the volume of the region bounded by the surface
z = e
(x
2
+y
2
)
,
the cylinder x
2
+ y
2
= 1, and the xy-plane.
Solution. Using cylindrical coordinates, we have
D
dV =
2
0
1
0
e
r
2
0
r dzdrd
=
2
0
1
0
re
r
2
drd
=
2
0
1
2
1 e
1
d
=
1 e
1
.
Thus, the volume is (1 1/e).
4.3.1 Exercises
1. If a point P has cylindrical coordinates (4, /2, 2), nd rectangular and
spherical coordinates for P.
2. If the spherical coordinates of a point P are given by = 12, = 3/4,
and = /6, nd rectangular and cylindrical coordinates for P.
3. Find and simplify equations in cylindrical coordinates and spherical
coordinates for the equation 4y = x
2
+ y
2
. Identify the surface.
4. Write sin = 2 as a cartesian equation. Identify this surface.
5. Find an equation in rectangular coordinates for the surface whose
spherical coordinates satisfy = 6 cos . Identify this surface.
6. Evaluate
2
1
3
0
(x + y) dxdy.
7. Evaluate
4
1
2
0
(x + y
2
) dxdy.
8. Evaluate
4
2
8y
y
y dxdy.
9. Evaluate
1
1
3y
y
(2x y) dxdy.
10. Evaluate
1
0
3
3y
e
x
2
dxdy.
(Hint: Reverse the order of integration.)
11. Evaluate
3
0
9
y
2
ye
x
2
dxdy.
(Hint: Reverse the order of integration.)
12. Evaluate
1
0

1x
2
0
sin(x
2
+ y
2
) dydx.
13. Evaluate
1
0

1x
2
0
e
x
2
y
2
dydx.
14. Evaluate
1
1

1x
2
0
1
1 + x
2
+ y
2
dydx.
15. Let D be the region in the plane bounded by the lines x+y = 4, y = 1,
and the y-axis. Evaluate
D
(xy + y
2
) dA.
16. Let D be the region in the plane bounded by y = x
2
, the x-axis, and
x = 2. Evaluate
D
xy dA.
17. Let D be the region in the plane bounded by the curves y =

x and
y = x. Evaluate
D
xy dA.
18. Let D be the region in the plane bounded by the triangle with vertices
(3, 3), (6, 3), and (6, 3). Evaluate
D
(3x 2y) dA.
19. Let D be the region in the plane bounded by circle x
2
+y
2
= 4. Evaluate
x
2
+ y
2
7/2
dA.
20. Let D be the region in the plane bounded by circle x
2
+y
2
= 9. Evaluate
x
2
+ y
2
dA.
21. Evaluate
0
1
3x
0
2x+3z
z
x dydzdx.
22. Evaluate
1
0
x
0
xy
0
x dzdydx.
23. Evaluate
2
0
z
2
0
z
x
(x + z) dydxdz.
24. Compute the volume of the solid tetrahedron with vertices (0, 0, 0),
(1, 0, 0), (0, 2, 0), and (0, 0, 3) by evaluating a volume integral. Check
your answer by using geometric formulas and by using the triple scalar
product.
25. For the solid tetrahedron of Exercise 24 suppose the density is given
by = z. Find its mass.
26. Using a volume integral, nd the volume of the tetrahedron bounded
by the coordinate planes and the plane
4x + 3y + z = 12.
27. Using a volume integral, nd the volume of the region bounded by the
plane
3x + 2y + z = 6
and the coordinate planes.
28. Find the volume of the region inside the paraboloid z = 9 x
2
y
2
,
outside the cylinder x
2
+ y
2
= 4, and above the plane z = 0.
29. Find the volume of the region in the rst octant bounded by the cylinder
x
2
+ y
2
= 4 and the plane y + z = 2.
30. Use a volume integral to compute the volume of the region bounded by
the cone z
2
= x
2
+y
2
and the cylinder x
2
+y
2
= 9. Check your answer
by using geometric formulas.
4.4. SURFACE INTEGRALS 129
31. Use cylindrical coordinates to nd the volume of the region inside the
paraboloid z = 25 x
2
y
2
, outside the cylinder x
2
+ y
2
= 16, and
above the plane z = 0.
32. Find the volume of the solid that lies above the cone = /4 and
below the sphere = 5 cos .
33. The moment of inertia about the z-axis of a solid object occupying a
region 1 in space is given by
I
z
=
R
(x
2
+ y
2
) dV,
where = (x, y, z) is the density.
Assume the density is constant and nd I
z
for the solid cylinder
1 =
(x, y, z) [ x
2
+ y
2
R
2
, 0 z h
.
(Hint: Use cylindrical coordinates.)
4.4 Surface Integrals
As one might expect, a careful study of surfaces is signicantly more dicult
than a careful study of curves. Likewise, surface integrals are generally more
complicated than line integrals.
To make up for this we will rely somewhat more on geometric intuition
in the case of surfaces than we did for curves. Also, we will discover that we
will be able to use known formulas for various surface areas from elementary
geometry to simplify many calculations involving surface integrals.
For a thorough treatment of the geometry of smooth surfaces we recom-
mend Millman and Parker [16].
Before we move on to surfaces, we need to very briey consider vector-
valued functions of two variables.
Vector Functions of Two Variables
A vector (or vector-valued) function of two variables can be written:
F(u, v) = F
1
(u, v)i + F
2
(u, v)j + F
3
(u, v)k,
where F
1
, F
2
, and F
3
are real-valued functions of two real variables. Unless
otherwise stated, the domain of F is the set of points in the plane for which
F
1
, F
2
, and F
3
are all dened. The functions F
1
, F
2
, and F
3
are called the
component functions of F.
Much of the material in Section 2.1, with obvious modications, is appli-
cable to vector functions of two variables, so we give a very brief treatment.
As with vector functions of one variable, the sum, dot product, and cross
product of vector functions of two variables are all dened pointwise. Like-
wise for the scalar product of a real-valued function of two variables and a
vector function of two variables. The scalar product of a constant and a
vector function of two variables is dened in the obvious way.
F is continuous on a subset of the plane if and only if F
1
, F
2
, and F
3
are.
We dene
F
u
=
F
1
u
i +
F
2
u
j +
F
3
u
k,
wherever F
i
/u, i = 1, 2, 3, are all dened. We dene F/v and higher
order derivatives similarly.
4
We say that F is continuously dierentiable [twice continuously dieren-
tiable, etc.] on an open subset of the plane if and only if F
1
, F
2
, and F
3
are.
Surfaces
As we did with curves, to avoid various types of pathologies, we will limit
our consideration to certain piecewise smooth surfaces. We begin with the
following denition.
Denition 4.4.1. The image of a vector function R = R(u, v), whose do-
main D is a closed bounded region in the plane for which the boundary is a
piecewise smooth closed path, will be called a compact smooth surface if:
R(u, v) = R(u
1
, v
1
) if (u, v) is in the interior of D, (u
1
, v
2
) D, and
(u, v) = (u
1
, v
1
).
R is continuously dierentiable and
N(u, v) =
R
u

R
v
4
Many authors use subscripts to denote various partial derivatives. We will eschew
this notation here, so as to avoid any possibility of confounding partial derivatives with
component functions.
Figure 4.7: A compact smooth surface with boundary
is nonvanishing in the interior of D.
lim
(u,v)(u
0
,v
0
)
N(u, v)
[N(u, v)[
exists for each (u
0
, v
0
) in the boundary of D.
As with paths, we normally view a surface as a set of points in space
rather than as a set of directed line segments representing position vectors.
Roughly speaking, to create a compact smooth surface a closed bounded
region in the plane, whose boundary is a piecewise smooth path, may be
stretched or contracted in any direction while being bent or warped, but not
torn or creased. The surface may not pass through itself; however, parts of
the boundary path may be collapsed to a point or glued together as long
as this doesnt create any corners or points in the surface itself.
A compact smooth surface may have a boundary (in this case, it should
perhaps more properly be called a surface-with-boundary), or it may enclose
a region of space. The boundary of the surface, if it has one, will consist of
one or more piecewise smooth paths consisting of all or part of the image of
the boundary path of the domain of R. Note that the boundary of a surface
is not the same thing as the boundary of a region as described in Section 3.1.
A circular cylinder (not including the at ends) is an example of a compact
smooth surface that has a boundary. The boundary being the two circles at
the ends of the cylinder. A sphere and a torus are both examples of compact
smooth surfaces without boundaries.
Frequently, we will write a surface in terms of its components:
x = x(u, v), y = y(u, v), z = z(u, v), (u, v) D.
Example 4.4.1. Letting = a > 0 in the equations for spherical coordinates,
we see that the sphere centered at the origin of radius a can be parametrized
by
x = a sin sin , y = a sin cos , z = a cos ,
where 0 2 and 0 .
We leave it as an exercise to show that this is a compact smooth surface.
Example 4.4.2. Using cylindrical coordinates we can parametrize the right
circular cylinder symmetric about the z-axis of radius r > 0 and between
z = a and z = b by
x = r cos u, y = r sin u, z = v, 0 u 2, a v b.
We leave it as an exercise to show that this is a compact smooth surface.
One can show, using the implicit function theorem from advanced calcu-
lus, that the level set corresponding to f(x, y, z) = 0 is a compact smooth
surface if it is bounded and arcwise connected, f is continuously dieren-
tiable, and gradf is nonvanishing on an open region containing the level
set.
Orientable Surfaces
Consider a compact smooth surface given by R = R(u, v). Since
R
u
and
R
v
are both tangent to the surface,
N(u, v) =
R
u

R
v
is normal to the surface.
Therefore,
n = n(u, v) =
N(u, v)
[N(u, v)[
Figure 4.8: A M obius strip
is a unit normal to the surface. From now on n will always denote a unit
normal vector. The surface is said to be orientable if n is continuous on the
entire surface. In this case an orientation is the choice of either n or n. This
amounts to choosing one side of the surface. A surface that is not orientable
is often called a one-sided surface.
The classic example of a compact smooth surface that is not orientable
is the Mobius strip. See Figure 4.8. The reader can construct a model of
a M obius strip by taking a strip of paper, giving it half a twist in the long
direction, and joining the ends together. If you then attempt to color one
side, you will end up coloring the entire surface.
It so happens that every compact smooth surface without boundary is,
in fact, orientable. The proof of this, however, is well beyond the scope of
this text.
If an oriented compact smooth surface is bounded by a piecewise smooth
closed path, then the orientation of the surface determines an orientation for
the boundary path as follows: The path is oriented so that when one follows
the path on the side of the chosen normal vector in the positive direction
the surface is on the left. See Figure 4.9. This orientation will be referred to
as the induced orientation. If the surface lies in the xy-plane, or in a plane
parallel to the xy-plane, and the chosen normal vector is k, then the induced
orientation on the boundary path is referred to as counterclockwise. In this
case, the opposite orientation is referred to as clockwise.
If an oriented compact smooth surface bounds a region of space, then the
usual or standard orientation is given by the outward unit normal vector.
Figure 4.9: The induced orientation
See Figure 4.10.
We also want to consider orientable compact surfaces that are made up of
nitely many orientable compact smooth surfaces which are glued together
along portions of their boundaries in such a way that the resulting surface is
two-sided and either encloses a region of space or has a boundary which
consists of one or more piecewise smooth closed paths. Once an orientation
is chosen, we will refer to such a surface as a compact oriented piecewise
smooth surface. Examples include the surfaces of tetrahedrons, cubes, and
other polyhedra, which are not smooth due to the edges and the vertices.
These all have an inside and an outside that can be used to orient the
particular surface. Figure 4.11 depicts a compact orientable piecewise smooth
surface that has a boundary.
On the other hand, although the surface depicted in Figure 4.12 can be
obtained by glueing three rectangles together along portions of their bound-
aries, it is not an oriented compact piecewise smooth surface, since it is not
two-sided and its boundary is not a piecewise smooth path.
Since there are so many dierent ways to join parts of the boundaries of
surfaces together, we wont be able to give a more formal denition of an
oriented compact piecewise smooth surface; however, in all of the examples
and exercises it will be clear how the surface can be constructed from a nite
number of orientable compact smooth surfaces and how it can be oriented.
Henceforth, by smooth surface we will mean oriented compact smooth
surface and by piecewise smooth surface we will mean oriented compact
piecewise smooth surface.
Figure 4.10: A closed surface with several outward unit normal vectors
Figure 4.11: A piecewise smooth surface with boundary
Figure 4.12: A surface that is not piecewise smooth
Surface Area
Suppose R denes a compact smooth surface. Consider a rectangle that lies
in the interior of the domain of R with vertices (u, v), (u+u, v), (u, v+v),
and (u + u, v + v). R maps this rectangle into a little piece of surface
whose area we can approximate by the area of the parallelogram with sides
R(u+u, v)R(u, v) and R(u, v +v)R(u, v). See Figure 4.13. Further,
we approximate these sides by
R(u + u, v) R(u, v)
R
u
u
and
R(u, v + v) R(u, v)
R
v
v,
where the partial derivatives are evaluated at (u, v). This leads to
S
R
u

R
v
uv
as the approximate area of the little piece of surface.
(u,v) (u+u,v)
(u,v+v)
(u+u,v+v)
R(u,v)
R
R
R
R
(u+u,v)
(u+u,v+v)
(u,v+v)
Figure 4.13: Surface area
This motivates us to dene the area of the entire surface by
S =
R
u

R
v
du dv,
where D is the domain of R.
One can show that this is independent of the smooth parametrization of
the surface.
If we write
dS =
R
u

R
v
du dv
and
dS = [dS[ =
R
u

R
v
du dv,
then we can write, for the above,
S =
S
dS =
S
[dS[ =
S
n dS,
where
n =
R
u

R
v
R
u

R
v
is a unit normal to the surface.

5
dS is referred to as the element of surface area. Always remember that
dS depends on the particular surface.
5
Perhaps unfortunately, it is customary to use S to denote both the surface and the
area of the surface.
Example 4.4.3. Find the surface area of a sphere of radius a.
Solution. The sphere of radius a (centered at the origin) can be parametrized
by
x = a sin sin , y = a sin cos , z = a cos ,
where 0 2 and 0 . (See Example 4.4.1.) So, we can take
R(, ) = a sin sin i+a sin cos j+a cos k, 0 2, 0 .
A straightforward calculation (using cos
2
+ sin
2
= 1 several times)
yields
= a
2
sin .
Thus, we nd the surface area is
2
0
a
2
sin dd = 4a
2
.
If a surface is given by z = f(x, y), (x, y) D, then it can be parametrized
by
x = u, y = v, z = f(u, v), (u, v) D.
So, we can take
R(u, v) = ui + vj + f(u, v)k, (u, v) D.
An easy computation then shows that
R
u

R
v
1 +
f
u
2
+
f
v
2
=
1 +
f
x
2
+
f
y
2
.
So,
S =
1 +
f
x
2
+
f
y
2
dx dy.
In this case, we can derive another useful expression for dS. If is the
angle between
R
u

R
v
and k,
then it is easy to show that
[ cos [ = [n k[ =
R
u

R
v
R
u

R
v
=
1
1 +
f
x
2
+
f
y
2
.
Thus,
dS =
1
[ cos [
dx dy.
The reader should be able to derive similar expressions for surfaces given
by x = f(y, z) and for surfaces given by y = f(x, z).
Example 4.4.4. Find the surface area of the paraboloid
z =
1
2
x
2
+
1
2
y
2
for x
2
+ y
2
R
2
, where R > 0 is a constant.
Solution. Since z/x = x and z/y = y, we have
S
dS =
x
2
+y
2
R
2
1 + x
2
+ y
2
dxdy
=
2
0
R
0
1 + r
2
1/2
r drd
=
R
2
+1
1
u
1/2
du
=
2
3
R
2
+ 1
3/2
1
.
So, the surface area is
2
3
R
2
+ 1
3/2
1
.
Surface Integrals
Recall that by smooth surface we mean oriented compact smooth surface
and by piecewise smooth surface we mean oriented compact piecewise
smooth surface.
The idea behind the denition of a surface integral is as follows. Suppose
f is dened on some domain containing the smooth surface S. Divide S into
n patches with areas S
1
, S
2
, . . . , S
n
. Choose a point (x
i
, y
i
, z
i
) in each
patch. We then dene the surface integral of f over S by
S
f dS = lim
n
i=1
f(x
i
, y
i
, z
i
)S
i
,
where the limit is taken as the number of patches tends to innity and each
patch gets smaller and smaller in every direction, provided this limit exists
independently of the selections made above.
If f is continuous, then this integral does exist. Moreover, dS can be
computed using the formulas given in the previous section.
If S is piecewise smooth, then the surface integral over S is equal to the
sum of the surface integrals over the smooth surfaces that constitute S.
As an example, if f is the area density of a surface (say in grams per
square centimeter) then
S
f dS is the mass of the surface (in grams). In
this text we are particularly interested in the case where f = F n, where F
is a vector eld and n is a unit normal to the surface.
The surface integral
S
F ndS =
S
F dS
is called the ux of F through S.
Recall that earlier we interpreted div F(P) as the ux per unit volume
at P. If we consider a small piecewise smooth closed surface S that encloses
a solid of volume V containing P, then
div F(P)
1
V
S
F ndS.
Taking the limit as the enclosing solid shrinks to P, we obtain
div F(P) = lim
1
V
S
F ndS.
(Some authors use this as the denition of the divergence, and then derive
the denition weve given as a consequence.)
One form of Gausss law of electrostatics states that
S
E ndS = K
q
i
,
where S is a closed surface, E is the electric eld, the sum is taken over all
of the charges q
i
enclosed by S, and K is a constant depending on the units
that are used. Here n is the outward unit normal to the surface.
The following examples illustrate some of the methods that can be used
to evaluate surface integrals. The reader should study them all carefully.
Example 4.4.5. Compute
S
F ndS, where
S =
(x, y, z) : x
2
+ y
2
+ z
2
= 9
and F(x, y, z) = xi +yj +zk. Assume here that n is the outward unit normal
on S.
Solution. The surface S is the sphere centered at the origin of radius 3. So,
the outward unit normal vector on S is
n =
1
3
(xi + yj + zk)
and
F n =
1
3
x
2
+ y
2
+ z
2
= 3
on S. Therefore,
S
F ndS = 3
S
dS = 3(surface area of S) = 108.
S
F ndS for F(x, y, z) = xi over the triangle
with vertices (1, 0, 0), (0, 2, 0), and (0, 0, 3), taking the normal on the side
away from the origin.
Solution. The triangle lies in the plane that has
N = '1, 2, 0` '1, 0, 3` = 6i + 3j + 2k
as a normal vector. Since [N[ = 7, we have
n =
6
7
i +
3
7
j +
2
7
k
which we note does point away from the origin.
F n =
6
7
x and [n k[ =
2
7
, so
S
F ndS =
1
0
22x
0
6
7
x
7
2
dy dx = 1.
(We leave it to the reader to perform the integration.)
S
FndS, where S is the boundary of the region
bounded by the planes x = 1, y = 1, z = 1, and F(x, y, z) = xi. Take n
to be the outward unit normal to S.
Solution. For the faces given by
y = 1, 1 x, z 1,
and
z = 1, 1 x, y 1,
F n = 0.
For the face, say S
1
, given by
x = 1, 1 y, z 1,
n = i, and for the face, say S
2
, given by
x = 1, 1 y, z 1
n = i. Thus, on both of these faces, F n = 1.
Therefore,
S
F ndS =
S
1
F ndS +
S
2
F ndS = 4 + 4 = 8,
since the area of each face is 4
4.4.1 Exercises
In these Exercises, if S is a closed surface, then n denotes the outward unit
normal.
1. Find the surface area of the surface given by
x =
1
2
u
2
, y = uv, z = v
2
, 0 u 3, 0 v 2.
2. Determine the element of surface area dS = [dS[ for the right circular
cylinder parametrized by
x = r cos u, y = r sin u, z = v, 0 u 2, 0 v h,
where r is the radius of the base and h is the height.
Use this to nd the surface area of the cylinder (not including the top
or the bottom).
3. Determine the element of surface area dS = [dS[ for the right circular
cone parametrized by
x = (r/h)v cos u, y = (r/h)v sin u, z = v,
0 u 2, 0 v h,
where r is the radius of the base and h is the height.
Use this to nd the surface area of the cone (not including the top).
6
4. Find the surface area of z =
2
3
x
3/2
+
2
3
y
3/2
for 0 x 1 and 0 y 1.
5. Find the surface area of the paraboloid z = ax
2
+ay
2
for x
2
+y
2
R
2
.
Here a is a nonzero constant and R is a positive constant.
6. Find the surface area of the hyperboloid z = ax
2
ay
2
for x
2
+y
2
R
2
.
Here a is a nonzero constant and R is a positive constant. (Hint.
Compare with Exercise 5.)
6
A cone is not a smooth surface, but one can still use the formulas in this section to
calculate the area. If you cut o a little bit of the tip of the cone and take the appropriate
limit, you will get the same answer.
7. Find the surface area of the hyperboloid z = axy for x
2
+y
2
R
2
. Here
a is a nonzero constant and R is a positive constant. (Hint. Compare
with Exercise 6.)
8. Consider the torus (which looks like the surface of an inner tube) with
major radius A and minor radius a. Derive the parametrization
x = (A + a cos v) cos u, y = (A + a cos v) sin u, z = a sin v,
0 u, v 2.
Use this to compute the surface area of the torus.
9. Let F(x, y, z) = zk. Find
S
F ndS
over the triangle with vertices (1, 0, 0), (0, 1, 0), and (0, 0, 1) and normal
pointing away from the origin.
10. Let S be the surface of the cube whose faces are each parallel to one of
the coordinate planes and with opposite vertices (0, 0, 0) and (2, 2, 2),
and let F(x, y, z) = xi + yj + zk. Compute
S
F ndS.
and let F(x, y, z) = yi. Compute
S
F ndS.
and let F(x, y, z) = xyi. Compute
S
F ndS.
13. Let S be the sphere of radius 2 centered at the origin, and let F = zk.
Compute
S
F ndS.
(Hint. Use spherical coordinates. Here dS = 4 sin dd.)
14. Let S be the boundary of the region bounded by the planes z = 0,
z = 3, and the cylinder x
2
+ y
2
= 4, and let F(x, y, z) = xi + yj + zk.
Compute
S
F ndS.
15. Let S be the surface in Exercise 14, and let F(x, y, z) = yi. Compute
S
F ndS.
16. Let S be the surface in Exercise 14, and let F(x, y, z) = xy
2
i. Compute
S
F ndS.
(Hint. Use cylindrical coordinates. Here dS = 2 dz d.)
17. Let F(x, y, z) = xi + yj + (z
2
1)k. Find
S
F ndS
over the boundary of the region bounded by the planes z = 0, z = 1,
and the cylinder x
2
+ y
2
= a
2
.
18. Let
F(x, y, z) =
xi + yj + zk
(x
2
+ y
2
+ z
2
)
3/2
.
Compute
S
F ndS, where S is the sphere x
2
+ y
2
+ z
2
= a
2
. (Here
a is a positive constant.)
19. (a) Calculate
S
F ndS for F(x, y, z) = e
x
i +e
y
j +e
z
k over the
surface of a cube of side s centered at (x
0
, y
0
, z
0
) and whose faces
are parallel to the coordinate planes.
(b) Divide the result above by the volume of the cube and calculate
the limit of the quotient as s 0
+
. (Hint. If f is dierentiable
at x, then
f
(x) = lim
h0
f(x + h/2) f(x h/2)
h
.
(c) Calculate the divergence of F at (x

0
, y
0
, z
0
), and compare the re-
sult to the answer to part (b).
20. Given the smooth surface R = R(u, v), let
E =
R
u
2
, F =
R
u

R
v
, G =
R
v
2
.
Show that
dS =
EGF
2
dudv.
21. Use the formula in Exercise 20 to recalculate dS for the surface in
Exercise 1.
22. Use the formula in Exercise 20 to recalculate dS for the surface in
Exercise 2.
23. Prove that a sphere is an orientable compact smooth surface. (Hint.
Verify the conditions in Denition 4.4.1 for the parametrization given
in Example 4.4.1. Then verify orientability.)
24. Prove that the cylinder of Example 4.4.2 is an orientable compact
smooth surface. (Hint. Verify the conditions in Denition 4.4.1 for
the parametrization given in Example 4.4.2. Then verify orientability.)
4.5 Plotting Parametric Surfaces
Matlab (with Symbolic Math Toolbox) makes it easy to plot surfaces that
are given parametrically. If you have access to Matlab try the following.
You should pay careful attention to the syntax. Entering a command or a
mathematical expression incorrectly is a very common mistake. If you are
using some other software, then you will need to modify these commands.
(We use > for the prompt. This may be dierent on your computer. Do
not type the symbol >.)
4.5. PLOTTING PARAMETRIC SURFACES 147
> syms u v
> ezmesh(cos(u),sin(u),v,[0,2*pi],[-2,2])
You should be able to rotate the surface and view it from dierent per-
spectives.
You can use ezsurf in place of ezmesh for a dierent looking plot.
You may also want to use the optional command axis equal. For ex-
ample, try the following.
> syms u v
> ezmesh(sin(v)*cos(u),sin(v)*sin(u),cos(v),[0,2*pi],[0,pi]);
axis equal
(Type axis equal on the same line as the ezmesh command.) This is the
unit sphere centered at (0, 0, 0). Now try it leaving out the command axis
equal. This command also works with ezsurf and ezplot. For more
information about optional plotting commands for Matlab, see the on-line
help.
We list below some parametric surfaces along with suggested domains.
We encourage the reader to experiment by considering dierent domains.
Note that you only need to type syms u v once, at the beginning of,
each session.
x = cos u, y = sin u, z = v, [0, 2], [2, 2]
x = v cos u, y = v sin u, z = v, [0, 2], [2, 2]
x = sin v sin u, y = sin v cos u, z = cos v, [0, 2], [0, ]
x = cosh v cos u, y = cosh v sin u, z = sinh v,
[0, 2], [2, 2]
x = sinh ucos v, y = sinh usin v, z =
u
[u[
cosh u,
[2, 2], [0, 2]
x = cos
3
usin
3
v, y = sin
3
usin
3
v, z = cos
3
v,
[0, 2], [0, ]
x = (2 + cos v) cos u, y = (2 + cos v) sin u, z = sin v,
[0, 2], [0, 2]
x = 2u
2
, y = 2uv, z = v
2
,
[0, 2], [0, 3]
x =
1 +
1
2
v cos
1
2
u
cos u, y =
1 +
1
2
v cos
1
2
u
sin u,
z =
1
2
v sin
1
2
u, [0, 2], [1, 1]
References
4.5.1 Project
Use Matlab or some other software to plot all of the surfaces listed in this
section, identifying those that you can. Experiment with dierent domains.
Also, rotate the surfaces to achieve dierent perspectives.
Chapter 5
Stokes-type Theorems
5.1 Greens Theorem
We begin this section with the statement of Greens theorem.
Theorem 5.1.1 (Greens Theorem). Suppose D is a bounded domain in
the plane whose boundary is a piecewise smooth path C which is oriented
counterclockwise. Let P and Q be continuously dierentiable scalar elds
dened on an open region containing D and C. Then
C
P dx + Qdy =
Q
x

P
y
dA.
Note that for a surface in the xy-plane dS = dA = dx dy.
Example 5.1.1. Let C be the circle x
2
+y
2
= a
2
and D be the disk x
2
+y
2
<
a
2
. Verify the conclusion of Greens theorem for
P(x, y) = x
2
y, Q(x, y) = xy
2
.
Solution. We can parametrize C by
x = a cos t, y = a sin t, 0 t 2.
149
150 CHAPTER 5. STOKES-TYPE THEOREMS
Then we have dx/dt = a sin t and dy/dt = a cos t. So,
C
P dx + Qdy =
C
x
2
y dx + xy
2
dy
=
2
0
a
4
cos
2
t sin
2
t + a
4
cos
2
t sin
2
t
dt
= 2a
4
2
0
cos
2
t sin
2
t dt =
a
4
2
.
On the other hand, we have Q/x = y
2
and P/y = x
2
. Using polar
coordinates, we have
Q
x

P
y
dA =
y
2
+ x
2
dx dy
=
2
0
a
0
r
2
r dr d
=
2
0
a
0
r
3
dr d =
a
4
2
.
This veries the conclusion of Greens theorem for this example.
For simplicity we will give a proof of Greens Theorem for domains D
that satisfy the following additional hypothesis:
Any line passing through an interior point of D and parallel to either
coordinate axis intersects the boundary of D in exactly two points.
Proof. Consider Figure 5.1. Using the fundamental theorem of calculus, we
have
D
P
y
dA =
b
a
g
2
(x)
g
1
(x)
P
y
dy dx
=
b
a
P(x, g
2
(x)) P(x, g
1
(x)) dx
=
C
2
P dx
C
1
P dx
=
C
P dx.
A similar argument gives the other term.
5.1. GREENS THEOREM 151
C : y = g(x)
C : y=g(x)
a
b
y
x
Figure 5.1: Greens theorem
Our proof of Greens theorem can easily be extended to the case where D
can be partitioned into a nite number of domains that satisfy the hypotheses
of Greens theorem as well as our additional hypothesis.
1
This is illustrated
in Figure 5.2. Note that the line integrals along the line that divides the
domain cancel.
It is also easy to extend Greens theorem to domains that have nitely
many holes. For example, Greens theorem can be applied to an annulus.
We leave the details to the reader.
Corollary 5.1.1. Suppose D is a domain and C is a piecewise smooth path
that satisfy the hypotheses of Greens theorem. Then
C
x dy =
C
y dx =
1
2
C
x dy y dx = area of D.
We leave the proof of this corollary as an exercise.
1
That is, D = D
1
D
2
. . .D
k
, where each D
i
is a domain that satises the hypotheses
of Greens theorem and our additional hypothesis, and boundary D
i
boundary D
j
, i = j,
is either empty or a piecewise smooth path.
Figure 5.2: A domain on which Greens theorem holds
5.1. GREENS THEOREM 153
Example 5.1.2. Use Corollary 5.1.1 to nd the area inside the ellipse
x
2
a
2
+
y
2
b
2
= 1,
where a and b are positive constants.
Solution. We can parametrize the ellipse as follows:
x = a cos t, y = b sin t, 0 t 2.
Then
dy
dt
= b cos t,
and
C
x dy =
2
0
ab cos
2
t dt = ab.
5.1.1 Exercises
1. Verify Greens theorem where D is the annulus 1 < x
2
+ y
2
< 4 and
F(x, y) = yi + xj.
2. Evaluate
C
(x
3
x
2
y) dx +xy
2
dy, where C is the curve shown in Fig-
ure 5.3 oriented counterclockwise. (C is made up of two semicircles
and two line segments.)
3. Use Greens theorem to re-evaluate the line integral in Exercise 6 of
Section 4.1.1.
Section 4.1.1.
Section 4.1.1.
Section 4.1.1.
4 3 2 1 0 1 2 3 4
1
0
1
2
3
4
5
x
y
Figure 5.3: Exercise 1, Section 5.1.1
7. Use Corollary 5.1.1 to nd the area inside the cardioid
x = (1 + sin ) cos , y = (1 + sin ) sin , 0 2.
8. Use Corollary 5.1.1 to nd the area inside the hypocycloid with four
cusps (or astroid)
x = a cos
3
t, y = a sin
3
t, 0 t 2.
(Here a is a positive constant.)
2
9. Suppose that D is a domain in the plane whose boundary is a piecewise
smooth closed curve C.
Prove: If D is convex, then every line parallel to one of the coordinate
axes that intersects D intersects C in exactly two points.
Show, by example, that the converse is not true.
10. Extend our proof of Greens theorem to the case where D can be parti-
tioned into two domains that satisfy our additional hypothesis. (Hint:
See Figure 5.2.)
2
The careful reader may note that this is not a smooth parametrization; however, the
conclusion of Greens theorem is still valid.
5.2. THE DIVERGENCE THEOREM 155
11. Prove Corollary 5.1.1. (Hint: Choose P and Q appropriately.)
5.2 The Divergence Theorem
We begin this section with the statement of the divergence theorem. This
theorem is also referred to as Gausss theorem.
Theorem 5.2.1 (The Divergence Theorem). Let D be a bounded domain in
space whose boundary is a closed piecewise smooth surface S with outward
unit normal n. Let F be a continuously dierentiable vector eld dened on
an open region containing both D and S. Then
D
div FdV =
S
F ndS.
Example 5.2.1. Verify the divergence theorem for the cube bounded by the
planes x = 1, y = 1, z = 1, and
F(x, y, z) = xi + yj + zk.
Solution. It is easy to compute that div F = 3. Therefore,
D
div FdV = 3 volume of D = 3 2
3
= 24.
On the other hand, it is easy to show that F n = 1, on each face of the
cube. Therefore,
S
F ndS = surface area of S = 6 2
2
= 24,
since there are six faces.
Thus, weve veried the divergence theorem for this example.
For simplicity we will give a proof of the divergence theorem for domains
D that satisfy the following additional hypothesis:
Each straight line through an interior point of D intersects the boundary
of D in exactly two points.
Proof. We can write
n = cos i + cos j + cos k,
so
F n = F
1
cos + F
2
cos + F
3
cos .
The statement of the divergence theorem then becomes
F
1
x
+
F
2
y
+
F
3
z
dV =
S
(F
1
cos + F
2
cos + F
3
cos ) dS.
We prove
D
F
3
z
dV =
S
F
3
cos dS.
The two other equalities necessary to prove the theorem are proven in a
similar fashion. Consider Figure 5.4. In this gure S
2
denotes the upper
half of the surface, S
1
denotes the lower half of the surface, and R
xy
is the
projection of the surface in the xy-plane. (To avoid cluttering up the gure,
we havent depicted the axes.)
For the upper surface
cos
2
dS
2
= dx dy, cos
2
= n
2
k.
Similarly, for the lower surface
cos
1
dS
1
= dx dy, cos
1
= n
1
k.
It follows that
S
F
3
cos dS =
S
1
F
3
cos
1
dS
1
+
S
2
F
3
cos
2
dS
2
=
Rxy
F
3
(x, y, g
1
(x, y)) dx dy
+
Rxy
F
3
(x, y, g
2
(x, y)) dx dy
=
Rxy
(F
3
(x, y, g
2
(x, y)) F
3
(x, y, g
1
(x, y))) dx dy
=
Rxy
g
2
(x,y)
g
1
(x,y)
F
3
z
(x, y, z) dz dx dy
=
D
F
3
z
dV.
S : z = g(x,y)
S : z=g(x,y)
R
xy
Figure 5.4: The divergence theorem
Figure 5.5: A domain on which the divergence theorem holds
Our proof of the divergence theorem can easily be extended to the case
where D can be partitioned into a nite number of domains that satisfy the
hypotheses of the divergence theorem as well as our additional hypothesis.
3
This is illustrated in Figure 5.4. Note that the surface integrals over the
surface that divides the domain cancel.
It is also easy to extend the divergence theorem to domains that have
nitely many holes. For example, the divergence theorem can be applied
to concentric spheres. We leave the details to the reader.
An Application
The general form of Gausss law is
S
E ndS = K
D
dV,
3
That is, D = D
1
D
2
. . .D
k
, where each D
i
is a domain that satises the hypotheses
of the divergence theorem and our additional hypothesis, and boundary D
i
boundary D
j
,
i = j, is either empty or a piecewise smooth surface.
where E is the electric eld, is the charge density, K > 0 is a constant that
depends on the units used, and D is a region enclosed by S.
Assuming that the conclusion of the divergence theorem holds, we have
D
div EdV = K
D
dV.
Since this is true for any region D for which the divergence theorem holds,
it follows that
div E = K or E = K.
This is one of Maxwells equations.
5.2.1 Exercises
1. Verify the divergence theorem for the cube bounded by the coordinate
planes and the planes x = 1, y = 1, z = 1, and
F(x, y, z) = x
2
i + y
2
j + z
2
k.
2. Verify the divergence theorem for the domain given by
1 < x
2
+ y
2
+ z
2
< 4, and
F(x, y, z) = xi + yj + zk.
3. Use the divergence theorem to re-evaluate the surface integral in Ex-
ample 4.4.5 of Section 4.4.
4. Use the divergence theorem to re-evaluate the surface integral in Exer-
cise 10 of Section 4.4.1.
12. Explain why the divergence theorem doesnt apply to Exercise 18 of
Section 4.4.1.
13. Evaluate
S
F ndS, where
F(x, y, z) = (z
2
x)i xyj + (y
2
+ 2z)k,
and S is the boundary of the region bounded by z = 4 y
2
, x = 0,
x = 3, and the xy-plane.
14. Given that the volume inside a sphere of radius a is (4/3)a
3
, use the
divergence theorem to show that the surface area is 4a
2
.
15. Show that our proof of the divergence theorem can be extended to the
case where the domain D can be partitioned into two domains that
satisfy our additional hypothesis.
5.3 Stokes Theorem
We begin this section with the statement of Stokes theorem. Recall that
by piecewise smooth surface we mean oriented compact piecewise smooth
surface, and n is a unit normal vector which determines the orientation of
the surface.
Theorem 5.3.1 (Stokes Theorem). Let S be a piecewise smooth surface
bounded by a piecewise smooth closed path C. Choose the orientation of C to
5.3. STOKES THEOREM 161
be consistent with S. Assume that F is a continuously dierentiable vector
eld dened on some domain containing S and C. Then
C
F dR =
S
curl F ndS.
Example 5.3.1. Verify Stokes theorem for
F(x, y, z) = yi + zj + xk,
where S is the upper unit hemisphere z =
1 x
2
y
2
and C is the unit
circle in the xy-plane. Choose n so that it points away from the origin.
Solution. On the one hand, we can parametrize the unit circle in the xy-plane
by
x = cos , y = sin , z = 0, 0 2.
(Observe that this is oriented the correct way.) Then we have
dx
d
= sin ,
dy
d
= cos ,
dz
d
= 0.
Thus, we nd that
C
F dR =
2
0
sin
2
d = .
On the other hand, an easy computation shows that
curl F = i j k.
Also, it is easy to see that
n = xi + yj + zk,
and so
curl F n = x y z.
In light of Examples 4.4.1 and 4.4.3, we note that we can parametrize the
upper unit hemisphere by
x = sin sin , y = sin cos , z = cos ,
where 0 2, 0 /2, and that
dS = sin dd.
Therefore,
S
curl F ndS =
/2
0
2
0
(sin sin sin cos cos ) sin dd
=
/2
0
2
0
sin
2
(sin + cos ) cos sin
dd
= .
This veries Stokes theorem for this example.
The basic idea behind the proof of Stokes theorem is to lift Greens
theorem from the domain of the surface to the surface itself. To make things
a little simpler, we will give a proof for the case where the surface is given by
z = f(x, y), (x, y) D, where D satises the hypotheses of Greens theorem,
and f is twice continuously dierentiable. Also, we will assume that S is a
smooth surface, and that C and the boundary of D are smooth curves. The
proof of the more general result is similar.
Proof. Using results from Section 4.4, a straightforward calculation shows
that
S
curl F ndS =
F
3
y

F
2
z
f
x
F
1
z

F
3
x
f
y
F
2
x

F
1
y
dA.
On the other hand, let
x = x(t), y = y(t), t [a, b],
be a smooth parametrization of the boundary of D such that the orientation
is counterclockwise. Then
x = x(t), y = y(t), z = f(x, y) t [a, b],
is a smooth parametrization of C. We leave it to the reader to check that
this gives the correct orientation of C.
5.3. STOKES THEOREM 163
Then
C
F dR =
C
F
1
dx + F
2
dy + F
3
dz
=
b
a
F
1
dx
dt
+ F
2
dy
dt
+ F
3
dz
dt
dt.
By the chain rule,
dz
dt
=
f
x
dx
dt
+
f
y
dy
dt
.
Substituting this in the previous equation, doing a little algebra, and applying
Greens theorem, we obtain
C
F dR =
b
a
F
1
+ F
3
f
x
dx
dt
+
F
1
+ F
3
f
y
dy
dt
dt
=
F
1
+ F
3
f
x
dx +
F
1
+ F
3
f
y
dy
=
F
2
+ F
3
f
y
F
1
+ F
2
f
x
dA.
Remember that on C we have F
1
= F
1
(x, y, f(x, y)), etc. Therefore, using
the chain rule, we have
F
2
+ F
3
f
y
=
F
2
x
+
F
2
z
f
x
+
F
3
x
+
F
3
z
f
x
f
y
+ F
3
2
f
xy
.
Similarly,
F
1
+ F
3
f
x
=
F
1
y
+
F
1
z
f
y
+
F
3
y
+
F
3
z
f
y
f
x
+ F
3
2
f
xy
.
Note that since we are assuming that f has continuous second partial
derivatives,
F
3
2
f
yx
= F
3
2
f
xy
.
So, again using a little algebra, we obtain
C
F dR =
F
3
y

F
2
z
f
x
F
1
z

F
3
x
f
y
F
2
x

F
1
y
dA.
This completes the proof.
Stokes theorem can also be applied to any surface that can be partitioned
into nitely many surfaces which satisfy the hypotheses of Stokes theorem.
4
For example a cylinder (not including the at ends) can be partitioned into
two such surfaces.
5.3.1 Exercises
1. Verify Stokes theorem for
F(x, y, z) = yi + zj + xk,
where S is the part of the sphere x
2
+y
2
+z
2
= 1 that lies in the rst
octant x 0, y 0, z 0, and C is the boundary curve of S. Choose
n so that it points away from the origin.
2. Let S be the surface of the cube generated by '1, 0, 0`, '0, 1, 0`, and
'0, 0, 1` except for the face with opposite vertices (0, 0, 0) and (1, 0, 1).
Choose n pointing out of the cube. Verify Stokes theorem for this
surface with F given by
F(x, y, z) = yi + zj + xk.
3. Let S be the cylinder parametrized by
x = cos u, y = sin u, z = v, 0 u 1, 0 v 1.
Choose n pointing away from the origin. Verify Stokes theorem for
this surface with F given by
F(x, y, z) = yi + zj + xk.
4. Use Stokes theorem to calculate
C
F dR, where
F(x, y, z) = x
2
i +j + yzk,
over the perimeter of the triangle with vertices P(1, 0, 0), Q(0, 1, 0),
and R(0, 0, 1) oriented from P to Q to R and back to P.
4
That is, S = S
1
S
2
. . . S
k
, where each S
i
is a piecewise smooth surface that
satises the hypotheses of Stokes Theorem, and S
i
S
j
, i = j, is either empty or a
piecewise smooth path.
5.4. CYLINDRICAL AND SPHERICAL COORDINATES 165
5. Let F(x, y, z) = xk, and S be the triangle with vertices (1, 0, 0), (0, 1, 0),
and (0, 0, 1) and normal vector pointing away from the origin.
(a) Calculate
S
F ndS, directly.
(b) Calculate
S
F ndS, using Stokes theorem. (Hint. Find, by
trial-and-error, a vector eld G such that curl G = F.)
6. Use Stokes theorem to re-evaluate the line integral in Exercise 12 of
Section 4.1.1.
7. Use Stokes theorem to re-evaluate the line integral in Exercise 15 of
Section 4.1.1.
8. Assume S is a closed surface that can be partitioned into two sur-
faces that satisfy the hypotheses of Stokes theorem. Show that if F
is a continuously dierentiable vector eld dened on an open region
containing S, then
S
curl F ndS = 0.
9. Let S be (a) a sphere, or (b) (the surface of) a torus. In each case,
explain how S can be partitioned into two surfaces that satisfy the
hypotheses of Stokes theorem. Conclude (see Exercise 8) that if F
is a continuously dierentiable vector eld dened on an open region
containing S, then, in each case,
S
curl F ndS = 0.
10. Prove Greens theorem assuming Stokes theorem.
(Hint: Start by assuming F = F
1
i + F
2
j and D is a domain in the
xy-plane bounded by a simple closed path C such that the hypotheses
of Stokes theorem hold. Apply Stokes theorem to this situation.)
5.4 Cylindrical and Spherical Coordinates
It is sometimes useful to be able to express the gradient, the divergence,
and the curl in cylindrical coordinates or in spherical coordinates. One can
derive these expressions in a rigorous fashion by using the equations relating
the dierent coordinate systems along with the chain rule. However, these
calculations are messy, and not particularly instructive. Therefore, we have
taken a dierent, more heuristic, approach. The more ambitious reader is
encouraged to check some or all of the formulas using the chain rule.
A Brief Remark on Notation
In this section and in the next we will occasionally use phraseology like: If
f(x, y, z) = x
2
+ y
2
+ z
2
, then in cylindrical coordinates f(r, , z) = r
2
+
z
2
. By this we mean that f maps the point with cylindrical coordinates
(r, , z) to the real number r
2
+ z
2
. (A similar meaning applies to vector-
valued functions.) This notation has the obvious drawback that an expression
such as f(1, , 2) depends on whether (1, , 2) is interpreted as the point
with cartesian coordinates (1, , 2) or the point with cylindrical coordinates
(1, , 2). This, however, will always be clear from context. We will use a
similar convention with polar and with spherical coordinates.
Also, when we write symbols such as f/r, f/, and f/z we assume
that f is expressed as a function of r, , and z. Thus, for the example above,
we have
f
r
= 2r,
f
= 0, and
f
z
= 2z,
where these partial derivatives are each evaluated at (r, , z) and interpreted
as above. Again, we will use a similar convention with polar and with spher-
ical coordinates.
Cylindrical Coordinates
Recall that the transformations for cylindrical coordinates are:
x = r cos , y = r sin , z = z,
where we assume here that r 0.
We dene orthogonal unit vectors analogous to i, j, and k as follows:
e
r
= cos i + sin j
e
= sin i + cos j
e
z
= k.
Notice that these are not all constant vectors.
We can write
R = xi + yj + zk = re
r
+ ze
z
.
An easy computation shows that
dR = e
r
dr + r de
r
+e
z
dz + z de
z
= e
r
dr + re
d +e
z
dz.
So,
ds = [dR[ =
dr
2
+ r
2
d
2
+ dz
2
1/2
is the element of arc length in cylindrical coordinates. Also, for later use,
recall that
dV = r dr d dz.
To obtain gradf in cylindrical coordinates we write
f = (e
r
f) e
r
+ (e
f) e
+ (e
z
f) e
z
.
Recall that if u is a unit vector, then u f is the directional derivative
of f in the direction of u. Thus,
e
r
f =
df
ds
,z constant
=
f
r
e
f =
df
ds
r,z constant
=
1
r
f
e
z
f =
df
ds
r, constant
=
f
z
.
Therefore,
f =
f
r
e
r
+
1
r
f
+
f
z
e
z
.
Example 5.4.1. Transform to cylindrical coordinates and compute the gra-
dient of
f(x, y, z) =
x
2
+ y
2
z
Solution. In cylindrical coordinates we have f(r, , z) = r
2
z. So,
f
r
= 2rz,
f
= 0,
f
z
= r
2
.
Therefore, in cylindrical coordinates
f(r, , z) = 2rze
r
+ r
2
e
z
.
e
-e
I
II
r
r
z
r
r
Figure 5.6: A cylindrical rectangular solid
To obtain an expression for the divergence in cylindrical coordinates we
rely on our interpretation of the divergence as ux per unit volume.
We rst write
F = F
r
e
r
+ F
+ F
z
e
z
,
and consider a small cylindrical rectangular solid centered at (r, , z) with
edges of lengths approximately r, r, and z. Here we choose the faces
so that the unit normal vectors are e
r
, e
, and e
z
. See Figure 5.6. This
argument is similar to that of Section 3.2, so we will be somewhat briefer.
For the faces with sides of lengths approximately r and z (i.e., the
faces labeled I and II in the gure) the ux is approximately
(r + r/2)F
r
(r + r/2, , z)z (r r/2)F
r
(r r/2, , z)z
(rF
r
)
r
rz.
Similarly considering the other faces gives us
F
(r, + /2, z)rz F
(r, /2, z)rz

F
rz,
r
r
Figure 5.7: A cylindrical rectangle
and
rF
z
(r, , z + z/2)r rF
z
(r, , z z/2)r r
F
z
z
zr.
Dividing by the approximate volume rrz, and letting the sides of the
region shrink to 0 around (x, y, z), we obtain
div F =
1
r
r
(rF
r
) +
1
r
F
+
F
z
z
.
To derive the expression for the curl of F in cylindrical coordinates we
use Stokes theorem. We consider small cylindrical rectangles centered at
(r, , z) with sides of lengths approximately: (i) r and r, (ii) r and
z, and (iii) r and z, and such that the unit tangent vectors to these
various sides are e
r
, e
, and e
z
. One of these cylindrical rectangles is
shown in Figure 5.7. Then, by Stokes theorem, we have
curl F n
1
S
C
F dR,
where S is the surface area and C is the boundary of the small cylindrical
rectangle with unit normal vector n and C is given the induced orientation.
In particular, if we choose n = e
z
, then, referring to Figure 5.7, we have
C
F dR (r + r/2)F
(r + r/2, , z)
(r r/2)F
(r r/2, , z)
+ F
r
(r, + /2, z)r F
r
(r, /2, z)r

r
(rF
) r
F
r
r.
Dividing by the approximate surface area rr and letting all the sides
go to 0 around (r, , z), we obtain
(curl F)
z
=
1
r
r
(rF
)
1
r
F
r
.
In a similar fashion one can obtain
(curl F)
r
=
1
r
F
z
z
and
(curl F)
=
F
r
z

F
z
r
.
We leave it to the reader to show that this can be written as
curl F =
e
r
re
e
z
z
F
r
rF
F
z
,
where we expand the symbolic determinant out in the usual way.
Example 5.4.2. Transform each of the following vector elds to cylindrical
coordinates and compute the divergence and the curl.
F(x, y, z) =
xi + yj
x
2
+ y
2
, G(x, y, z) =
yi + xj
x
2
+ y
2
.
Solution. In cylindrical coordinates, F(r, , z) =
1
r
e
r
, so
F
r
(r, , z) =
1
r
, F
(r, , z) = 0, F
z
(r, , z) = 0.
Therefore,
div F(r, , z) =
1
r
r
(rF
r
) =
1
r
,
and
curl F(r, , z) =
1
r
e
r
re
e
z
z
1/r 0 0
=
1
r
0 = 0.
In cylindrical coordinates, G(r, , z) =
1
r
e
, so
G
r
(r, , z) = 0, G
(r, , z) =
1
r
, G
z
(r, , z) = 0.
Therefore,
div G(r, , z) =
1
r
G
= 0,
and
curl G(r, , z) =
1
r
e
r
re
e
z
z
0 1/r 0
=
1
r
1
r
e
z
=
1
r
3
e
z
.
Spherical Coordinates
Recall that the transformations for spherical coordinates are:
x = cos sin , y = sin sin , z = cos ,
where 0. The volume element in spherical coordinates is
dV =
2
sin d dd.
We dene the orthogonal unit vectors
e
= sin cos i + sin sin j + cos k

e
= sin i + cos j
e
= cos cos i + cos sin j sin k.

Notice that R = e
. So,
dR = e
d +e
d +e
sin d,
and
ds = [dR[ =
d
2
+
2
d
2
+
2
sin
2
d
2
1/2
.
In the same manner as we did for cylindrical coordinates, we obtain the
following expression for the gradient in spherical coordinates:
gradf =
f
+
1
+
1
sin
f
.
Example 5.4.3. Compute gradf in spherical coordinates for
f(x, y, z) =
z
(x
2
+ y
2
+ z
2
)
3/2
.
Solution. In spherical coordinates f(, , ) = cos /
2
. So,
f
=
2 cos
3
,
f
=
sin
2
,
f
= 0.
Therefore,
gradf(, , ) =
2 cos
3
e
sin
3
e
.
If F is a vector eld, then we can write
F = F
+ F
+ F
.
The divergence in spherical coordinates is given by
div F =
1
2
F
+
1
sin
(F
sin ) +
1
sin
F
.
This can be derived in a similar fashion as the divergence in cylindrical
coordinates, so we leave it as exercise.
The curl in spherical coordinates is given by
curl F =
1
2
sin
(sin )e
( sin )F
,
where again we expand this out in the usual way. This can be derived in a
similar fashion as the curl in cylindrical coordinates, so we leave this as an
exercise, too.
Example 5.4.4. Compute the divergence and the curl for
F(, , ) = e
+ e
+ cos e
.
Solution. Since,
F
(, , ) = 1, F
(, , ) = , F
(, , ) = cos ,
we nd that
div F(, , ) =
2
+ cot
sin
sin
and
curl F(, , ) = cot cos e
2 cos e
+
2
.
The Laplacian in Cylindrical and Spherical Coordinates
One can use the chain rule to derive expressions for the Laplacian in cylindri-
cal and in spherical coordinated. The calculations are straightforward, but
somewhat messy. Another possibility is to use the expression
f =
2
f = f = div gradf.
We will give these expressions here and leave their derivations as exercises.
The Laplacian in cylindrical coordinates is given by
f =
1
r
r
f
r
+
1
r
2
2
f
2
+

2
f
z
2
.
Note that this immediately implies the following expression for the Lapla-
cian in polar coordinates:
f =
1
r
r
f
r
+
1
r
2
2
f
2
.
The Laplacian in spherical coordinates is given by
f =
1
2
f
+
1
2
sin
sin
f
+
1
2
sin
2
2
f
2
.
5.4.1 Exercises
1. Transform to cylindrical coordinates and compute the gradient of
f(x, y, z) = x
2
+ y
2
+ z
2
.
2. Transform to spherical coordinates and compute the gradient of
f(x, y, z) = x
2
+ y
2
+ z
2
.
3. Transform to cylindrical coordinates and compute (a) the divergence
and (b) the curl of
F(x, y, z) =
xi + yj + zk
x
2
+ y
2
+ z
2
.
4. Transform to cylindrical coordinates and compute (a) the divergence
and (b) the curl of
F(x, y, z) =
yi + xj + zk
x
2
+ y
2
+ z
2
.
5. Transform to spherical coordinates and compute (a) the divergence and
(b) the curl of
F(x, y, z) =
xi + yj + zk
x
2
+ y
2
+ z
2
.
6. Use the divergence theorem to compute the ux
S
F ndS of
F(, , ) =
n
e
(n > 2)
through the surface bounded by the upper hemisphere = 1,
0 /2, and the equatorial plane.
7. Find the Laplacian of f(r, , z) = r
n
in cylindrical coordinates.
8. Find the Laplacian of f(r, , z) = r
2
2
in cylindrical coordinates.
9. Find the Laplacian of f(, , ) =
n
in spherical coordinates.
10. Find the Laplacian of f(, , ) =
2
in spherical coordinates.
5.5. APPLICATIONS 175
11. Find all the solutions to Laplaces equation f = 0 for which f is
independent of and , i.e., f(, , ) = f().
12. A force eld F is called a central force eld if F(, , ) = F()e
. Show
that a central force eld is irrotational.
13. Complete the derivation of the curl in cylindrical coordinates.
14. Using arguments similar to those used in this section to derive the
divergence in cylindrical coordinates, derive the expression for the di-
vergence in spherical coordinates. (Hint: Consider a spherical rect-
angular solid with edges of lengths approximately , sin , and
.)
15. Using arguments similar to those used in this section to derive the curl
in cylindrical coordinates, derive the expression for the curl in spherical
coordinates.
16. Derive the expression given in this section for the Laplacian in cylin-
drical coordinates. (Hint. Use f = div

gradf.)
17. Derive the expression given in this section for the Laplacian in spherical
coordinates. (Hint. Use f = div

gradf.)
5.5 Applications
There are many applications of vector analysis. We have chosen to highlight
Maxwells equations and electrostatics, because of the historical signicance
of Maxwells equations, and because, as H. M. Shey states in his book Div,
Grad, Curl, and all That [19], much of vector [analysis] was invented for
electromagnetic theory and is ideally suited to it.
Maxwells Equations: Introduction
In the October 2004 issue of Physics World, Robert P. Crease wrote about
the results of a reader survey of the greatest equations ever [3]. In the article
The Greatest Equations Ever, the author reports that most votes were given
to Eulers equation [e
i
+ 1 = 0] and to Maxwells equations, which describe
how an electromagnetic eld varies in space and time.
Although Maxwells equations are relatively simple, they daringly
reorganize our perceptions of nature unifying electricity and mag-
netism and linking geometry, topology and physics. They are es-
sential to understanding the surrounding world. And as the rst
eld equations, they not only showed scientists a new way of ap-
proaching physics but also took them on the rst step toward a
unication of the fundamental forces of nature.
In the survey, Maxwells equations well outpolled many famous equations
such as E = mc
2
.
Also, according to Walter Isaacsons recent biography of Albert Einstein,
Einstein: His Life and Universe [12], Maxwells equations played a key role
in Einsteins thinking leading up to the special theory of relativity. Isaacson
quotes Einstein as follows:
If I pursue a beam of light with the velocity c (velocity of light in
a vacuum), I should observe such a beam of light as an electro-
magnetic eld at rest though spatially oscillating. There seems
to be no such thing, however, neither on the basis of experience
nor according to Maxwells equations.
Einstein also used Maxwells equations to derive the famous equation
E = mc
2
. Again, quoting Isaacson quoting Einstein:
. . . the relativity principle, together with Maxwells equations, re-
quires that mass be a direct measure of the energy contained in
a body.
And, in his description of a speech Einstein gave at a scientic conference
in 1909, Isaacson comments:
. . . his [Einsteins] love of Maxwells equations was well placed.
They are among the few elements of theoretical physics to remain
unchanged by both the relativity and quantum revolutions that
Einstein helped launch.
Maxwells Equations
The quantities occurring in Maxwells equation are the following:
E electric eld
B magnetic eld
charge density
J current density
These may all vary in time as well as in space.
For the remainder of this section, we will assume that all regions, surfaces,
curves, and functions are such that all of the physical laws stated below and
any formal manipulations we perform (e.g., interchanging derivatives and
integrals) are, in fact, valid.
We have already derived the equation
E = K
1
,
where K
1
> 0 is a constant that depends on the units used.
If S is a closed surface, then Gausss law for magnetic elds states that
S
B ndS = 0.
This expresses the absence of magnetic charge (magnetic monopoles) in na-
ture. Using the divergence theorem, this can be written
B = 0.
Next we consider Faradays law:
C
E dR = K
2
d
dt
,
where
=
S
B ndS
is the magnetic ux and K
2
> 0 is a constant depending on the units used.
Here we assume S, C, and n are as in the statement of Stokes theorem.
Since we are assuming that interchanging the derivative and the integral
is valid, we have
C
E dR = K
2
S
B
t
ndS.
Applying Stokes theorem gives
S
curl E ndS = K
2
S
B
t
ndS.
Since this is true for all surfaces S that satisfy Stokes theorem we have
curl E = K
2
B
t
or E = K
2
B
t
.
Finally, we have the Ampere-Maxwell law:
C
B dR = K
3
d
dt
S
E ndS + K
4
I,
where K
3
and K
4
are positive constants that depend on the units used.
Here we assume S is a surface with boundary curve C given the induced
orientation, and I is the current enclosed by C. One can show that
I =
S
J ndS.
We leave it as an exercise to show that, using Stokes theorem, the Ampere-
Maxwell law can be rewritten as
B = K
3
E
t
+ K
4
J.
In summary, Maxwells equations can be written:
E = K
1
E = K
2
B
t
B = 0
B = K
3
E
t
+ K
4
J,
where K
1
, K
2
, K
3
, and K
4
are positive constants that depend on the units
used.
Perhaps the most commonly used units in this setting are rationalized
MKSA units. In these units K
1
= 1/
0
, K
2
= 1, K
3
=
0
0
, and K
4
=
0
,
where
0
, the permittivity of free space, is approximately 8.854 10
12
coulombs
2
per newton-meter
2
and
0
, the permeability of free space, is ap-
proximately 1.257 10
6
newtons per ampere
2
.
We rewrite Maxwells equations with these constants:
E =
1
E =
B
t
B = 0
B =
0
0
E
t
+
0
J.
Electromagnetic Waves
One can use Maxwells equations to show that in the absence of charges
( = 0) and currents (J = 0) both E and B satisfy the wave equation:
2
u =
1
c
2
2
u
t
2
,
where c is the speed of the wave. Notice that here
2
denotes the vector
Laplacian.
We use the vector identity:
(F) = ( F)
2
F.
In the absence of charges and currents, Maxwells equations become:
E = 0
E =
B
t
B = 0
B =
0
0
E
t
.
Using the vector identity above we have:
2
E
t
2
=
B
t
= (E)
= ( E) +
2
E.
Since E = 0, we have
2
E =
0
2
E
t
2
.
A similar argument shows that B satises the same equation. The speed c
is given by
c = 1/
0
.
This value is approximately 3 10
8
meters per second a value that is
doubtless familiar to the reader.
Electrostatics
For a static (non-time-varying) electric eld E, the magnetic eld B must
also be static, i.e., B/t = 0. Thus, by the second of Maxwells equations,
E = 0,
so E is conservative (at least on simply connected regions). Therefore,
E = ,
for some scalar eld which is determined up to an additive constant. (Note
the sign.)
Now, using the rst of Maxwells equations we obtain:
div E = div () =
1
0
,
or
2
=
1
0
.
The reader may recall that this is called Poissons equation.
If the region has no charges, then we have
2
= 0.
The reader may recall that this is called Laplaces equation.
A Spherical Capacitor
We are now in the position to nd the electric eld for a spherical capacitor
given certain boundary conditions. A spherical capacitor consists of two
concentric spheres. Let R
1
denote the radius of the inner sphere and R
2
denote the radius of the outer sphere. Suppose that the inner sphere is
maintained at a potential of V
0
and the outer one at a potential of 0. Clearly,
by symmetry, is independent of and :
(, , ) = ().
Therefore, in this case, Laplaces equation becomes
1
2
d
d
2
d
d
= 0,
with boundary conditions (R
1
) = V
0
, (R
2
) = 0.
The solution to the dierential equation is
=
c
1
+ c
2
,
where c
1
, c
2
are arbitrary constants. (Integrate twice.)
Plugging into the boundary conditions and solving for c
1
and c
2
we obtain
c
1
=
V
0
R
1
R
2
R
1
R
2
, c
2
=
V
0
R
1
R
1
R
2
.
So,
=
V
0
R
1
R
1
R
2
1
R
2
.
Therefore,
E = grad =
=
V
0
R
1
R
2
R
2
R
1
.
References
Since this is not a textbook in electricity and magnetism, we have barely
skimmed the surface of this material. Every elementary physics text in elec-
tricity and magnetism should contain at least some discussion of this ma-
terial. See, for example, [9]. For an elementary book dealing solely with
Maxwells equations, see [8]. A more advanced text on Maxwells equations
is [11]. And for an elementary treatment of electrostatics via vector analysis
that also mentions Maxwells equations, we recommend [19].
5.5.1 Exercises
In these Exercises, assume that all regions, surfaces, curves, and functions
are such that all of the physical laws stated in this section and any necessary
formal manipulations are, in fact, valid.
1. Can F(x, y, z) = xzi xyj + yzk represent an electric eld in an open
region of space with no net charge? Why or why not?
2. For what values of n can F(, , ) = K
n
e
(K constant) represent an
electric eld?
3. An (innite) coaxial capacitor is made up of two innite coaxial cylin-
drical conductors with radii R
1
and R
2
(R
1
< R
2
). Suppose the inner
conductor (radius R
1
) is held at a constant potential V
0
and the outer
(radius R
2
) at 0 potential. Use Laplaces equation to nd the potential
between the cylinders. Then use this to nd the electric eld. (Hint:
Use cylindrical coordinates. See Exercise 7 in Section 5.4.1.)
4. Show that the electric eld due to a point charge at the origin is pro-
portional to e
/
2
. (Hint: Assume E(, , ) = E().)
5. Prove the vector identity:
(F) = ( F)
2
F.
6. Prove the vector identity:
(F G) = G F F G.
7. Prove Poyntings theorem:
u
t
+ S = J E,
where u =
1
2
(
0
[E[
2
+[B[
2
/
0
) is the electromagnetic energy density
and S = EB/
0
is called the Poynting vector. (Hint. Use Exercise 6.)
8. Derive the equation
B = K
3
E
t
+ K
4
J
from the Ampere-Maxwell law.
9. Use Maxwells equations to show that the magnetic eld B satises the
wave equation:
2
B =
0
2
B
t
2
.
10. Suppose that and are twice-continuously dierentiable functions of
one variable. Show that
u(x, t) = (x ct) + (x + ct)
is a solution to the one-dimensional wave equation:
2
u
x
2
=
1
c
2
2
u
t
2
.
(This is called dAlemberts solution.)
11. Use the result of Exercises 10 to derive the solution
u(x, t) =
1
2
[f(x ct) + f(x + ct)]
to the initial-value problem
2
u
x
2
=
1
c
2
2
u
t
2
, u(x, 0) = f(x),
u
t
(x, 0) = 0,
where f is twice-continuously dierentiable.
12. Use the result of Exercises 10 to derive the solution
u(x, t) =
1
2c
x+ct
xct
g(s) ds
to the initial-value problem
2
u
x
2
=
1
c
2
2
u
t
2
, u(x, 0) = 0,
u
t
(x, 0) = g(x),
where g is continuously dierentiable.
13. Using the results of Exercises 11 and 12, show that
u(x, t) =
1
2
[f(x ct) + f(x + ct)] +
1
2c
x+ct
xct
g(s) ds
is a solution to the initial-value problem
2
u
x
2
=
1
c
2
2
u
t
2
, u(x, 0) = f(x),
u
t
(x, 0) = g(x),
where f is twice-continuously dierentiable and g is continuously dif-
ferentiable.
14. Suppose that f is a twice-continuously dierentiable function of one
variable. Let k
1
, k
2
, k
3
be constants, and let u
0
be a constant vector.
Show that
u(x, y, z, t) = u
0
f(k
1
x + k
2
y + k
3
z t),
where = c
k
2
1
+ k
2
2
+ k
2
3
, is a solution to the wave equation:
2
u =
1
c
2
2
u
t
2
,
15. Use Maxwells equations to derive the continuity equation
J +
d
dt
= 0.
Appendix A
The Modern Stokes Theorem
The careful reader may have noted that Greens theorem, the divergence
theorem, and Stokes theorem are similar in the following respect: Roughly
speaking, the integral of some function over a particular region is equal to
the integral of a related function over the boundary of the region (subject
to orientation). This might lead one to speculate on the possibility that
these theorems could somehow be viewed as special cases of a more general
theorem. This is, in fact, true. In this appendix we will state a theorem (the
modern version of Stokes theorem) that applies in a very general setting, and
subsequently derive Greens theorem, the divergence theorem, and Stokes
theorem, as well as the fundamental theorem for line integrals, as relatively
simple corollaries.
The modern version of Stokes theorem applies to the higher dimensional
analogues of curves and surfaces (these are called manifolds); however, we
will consider only one, two, and three dimensional objects.
Remark. There are several more-or-less elementary sources for the material
in this appendix. See, for example, [2], [5], [6], [14], [17], [18], and [21].
Weve chosen to adapt the approach followed in Spivak [21], but without the
profusion of dicult denitions. Instead, we simply state throughout the
basic formulas that are used in calculations, and limit our consideration to
two and three dimensional euclidean space. We hope that our approach will
prove amenable to those meeting this material for the rst time.
185
186 APPENDIX A. THE MODERN STOKES THEOREM
Notation
In this appendix we will adopt some notational changes that we hope will
not be too confusing.
First, we will identify the vector 'x, y, z` with the point (x, y, z), essen-
tially replacing angle brackets with parentheses. In conformity with this we
will write
(x
1
, y
1
, z
1
) + (x
2
, y
2
, z
2
) = (x
1
+ x
2
, y
1
+ y
2
, z
1
+ z
2
) ,
(x
1
, y
1
, z
1
) (x
2
, y
2
, z
2
) = x
1
x
2
+ y
1
y
2
+ z
1
z
2
,
and similarly for other operations weve dened involving vectors.
We will also drop the practice of using boldfaced type for vectors. So, for
example, the vector function
F(x) = 'F
1
(x), F
2
(x), F
3
(x)`
will be written
F(x) = (F
1
(x), F
2
(x), F
3
(x)) ,
and similarly for vector functions of two variables. Recalling that gradf is a
vector function, this means we will write
gradf =
f
x
,
f
y
,
f
z
,
and similarly for the curl and any other vector-valued operators.
The same notational changes will be applied to vectors in the plane.
Moreover, we will always use the letters x, y, z to stand for the coor-
dinates in space. Thus, we will always write a curve, say R, as
R(x) = (f(x), g(x), h(x))
instead of, say,
R(t) = (f(t), g(t), h(t)) .
Likewise, we will always write a surface, again say R, as
R(x, y) = (f(x, y), g(x, y), h(x, y))
instead of, say,
R(u, v) = (f(u, v), g(u, v), h(u, v)) .
Again, similar considerations will apply to planar curves and surfaces.
A.1. DIFFERENTIAL FORMS 187
A.1 Dierential Forms
Developing dierential forms from scratch requires quite a bit of work, not
to mention linear algebra. Therefore, we will not dene dierential forms.
The important thing for us is that they can all be expressed in terms of
basic 1-forms (dx, dy, dz) and an operation between them, called the wedge
product, in a relatively simple way. Once dierential forms are expressed in
this way they can be formally manipulated according to fairly simple rules.
As mentioned before, we will consider dierential forms only in the plane
and in space. (In Section A.4 we will ask the reader to dabble in four dimen-
sional space.)
A 0-form is a function. In this case, either f(x, y) or f(x, y, z).
A 1-form in the plane can be written
= f(x, y) dx + g(x, y) dy.
A 1-form in space can be written
= f(x, y, z) dx + g(x, y, z) dy + h(x, y, z) dz.
A 2-form in the plane can be written
= f(x, y) dx dy.
= f(x, y, z) dx dy + g(x, y, z) dy dz + h(x, y, z) dz dx.
= f(x, y, z) dx dy dz.
These are all of the nontrivial dierential forms that exist in the plane and
in space.
The symbol is read wedge. The expression dx dy, for example,
is the wedge product of the 1-forms dx and dy. We will have more to say
about the wedge product a little later on.
A dierential form is continuous [dierentiable, etc.] on an open region
A, if the relevant functions f, g, h above are continuous [dierentiable, etc.]
on A. In what follows we will assume that all dierential forms are at least
continuously dierentiable.
We can add forms of the same type in the obvious way. For example,
f dx dy + g dx dy = (f + g) dx dy.
Scalar multiplication is dened so that the usual algebraic properties hold.
So, for example, if
= f dx dy + g dy dz,
then
c = cf dx dy + cg dy dz.
With these denitions, the set of n-forms dened in a particular open
region in euclidean space is a vector space over the real numbers. The additive
identity will be denoted simply by 0. So, for every dierential form , we
have 0 = 0 and 1 = .
If f is a function and is any dierential form, then f is dened point-
wise.
Given any two dierential forms dened on an open region of either the
plane or of space, say and , one can dene the wedge product, . If
f is a function, then f is dened to be f. For other dierential forms
the denition is quite complicated, but the following properties will suce
for our purposes.
Suppose ,
1
,
2
are l-forms, ,
1
,
2
are k-forms, and is an m-form
dened on an open region of the plane or space. Then we have the following:
( ) = ( )
(
1
+
2
) =
1
+
2

(
1
+
2
) =
1
+
2
(f) = (f) = f( )
dx dy = dy dx, dy dz = dz dy, and dx dz = dz dx
dx dx = dy dy = dz dz = 0
A.1. DIFFERENTIAL FORMS 189
Since the wedge product is associative, both ( ) and ( )
are written . (This is why we were able to write dxdy dz without
parentheses.) Note, however, that the wedge product is not commutative.
Using these properties we can calculate the wedge product of two dier-
ential forms. For example,
(f
1
dx + g
1
dy) (f
2
dx + g
2
dy)
= f
1
f
2
dx dx + f
1
g
2
dx dy + f
2
g
1
dy dx + g
1
g
2
dy dy
= (f
1
g
2
f
2
g
1
) dx dy.
The Dierential
Given a dierential form , we now dene the dierential of , d.
Recall that if f = f(x, y), then
df =
f
x
dx +
f
y
dy,
and if f = f(x, y, z), then
df =
f
x
dx +
f
y
dy +
f
z
dz.
We dene the dierential of the other types of dierential forms as follows:
For = f dx + g dy,
d = df dx + dg dy.
For = f dx + g dy + hdz,
d = df dx + dg dy + dh dz.
For = f dx dy,
d = df dx dy.
For = f dx dy + g dy dz + hdz dx,
d = df dx dy + dg dy dz + dh dz dx.
For = f dx dy dz,
d = df dx dy dz = 0.
The pattern here should be reasonably clear.
These expressions can be expanded using the properties of the wedge
product. For example, if = f(x, y) dx + g(x, y) dy, then
d = df dx + dg dy
=
f
x
dx +
f
y
dy
dx +
g
x
dx +
g
y
dy
dy
=
g
x

f
y
dx dy.
A.1.1 Exercises
1. For = f
1
dx+g
1
dy+h
1
dz and = f
2
dxdy+g
2
dydz +h
2
dz dx,
nd .
2. For each of the following compute df or d.
(a) f = x
2
y
(b) f = xy + yz
(c) = (xy + yz) dx
(d) = x
2
y dy dx xz dx dy
3. For each type of dierential form dened in Section A.1, prove that
d
2
= d(d) = 0.
Assume all of the functions involved are twice continuously dieren-
tiable.
A.2 The Modern Stokes Theorem
Before proceeding any further, we would like to remind the reader of the
denition of the composition of two functions. If F is dened at G(P), then
the composition of F with G, F G, at P is given by
F G(P) = F(G(P)).
A.2. THE MODERN STOKES THEOREM 191
So, for example, if R(x) = (f(x), g(x), h(x)) is a curve in space and F =
F(x, y, z) is dened at R(x), then
F R(x) = F (f(x), g(x), h(x)) .
If R is a curve or a surface either in the plane or in space, we want
to consider an operator R
. Again, the explicit denition is complicated;

however, the following properties can be used for calculations.
R
(
1
+
2
) = R
(
1
) + R
(
2
)
R
(F) = (F R)R
()
R
( ) = R
() R
()
If R(x) = (f(x), g(x)) is a smooth curve in the plane or R(x) =
(f(x), g(x), h(x)) is a smooth curve in space, then
R
(dx) =
df
dx
dx
R
(dy) =
dg
dx
dx
R
(dz) =
dh
dx
dx.
If R(x, y) = (f(x, y), g(x, y), h(x, y)) is a smooth surface in space, then
R
(dx) =
f
x
dx +
f
y
dy
R
(dy) =
g
x
dx +
g
y
dy
R
(dz) =
h
x
dx +
h
y
dy.
Example A.2.1. Let R(x) = (f(x), g(x), h(x)) and = F dx+Gdy+H dz.
Compute R
().
Solution.
R
() = R
(F dx + Gdy + H dz)
= R
(F dx) + R
(Gdy) + R
(H dz)
= (F R)R
(dx) + (G R)R
(dy) + (H R)R
(dz)
= (F R)
df
dx
dx + (G R)
dg
dx
dx + (H R)
dh
dx
dx
=
(F R)
df
dx
+ (G R)
dg
dx
+ (H R)
dh
dx
dx
Here F R(x) = F (f(x), g(x), h(x)), G R(x) = G(f(x), g(x), h(x)), and
H R(x) = H (f(x), g(x), h(x)).
Example A.2.2. Let R(x) = (f(x, y), g(x, y), h(x, y)) and = F dx dy.
Compute R
().
Solution.
R
() = R
(F dx dy)
= (F R)R
(dx dy)
= (F R) (R
dx R
dy)
= (F R)
f
x
dx +
f
y
dy
g
x
dx +
g
y
dy
= (F R)
f
x
g
y

f
y
g
x
dx dy
Here F R(x, y) = F (f(x, y), g(x, y), h(x, y)).
The Integral of an n-Form over an n-Chain
We are now in a position to dene the integral of an n-form over an n-chain.
In this text, a 1-chain is a piecewise smooth curve, a 2-chain is a piecewise
smooth surface, and a 3-chain is a compact region whose boundary is a
piecewise smooth surface. In what follows, we will assume that all functions
are at least continuously dierentiable.
We dene the integral of an n-form over an n-chain for n = 1, 2, 3 as
follows.
If I = [a, b], then
I
F dx =
b
a
F dx.
If D is a compact region in the plane whose boundary is a piecewise
smooth curve, then
D
F dx dy =
D
F dA.
If V is a compact region in space whose boundary is a piecewise smooth
surface, then
V
F dx dy dz =
V
F dV.
If C is a smooth path and R is a smooth parametrization of C whose
domain is I = [a, b], then
C
=
I
R
.
Again, if C is a closed path, this is usually written as
C
.
If S is a smooth surface and R is a smooth parametrization of S whose
domain is D, then
S
=
D
R
.
It can be shown that this integral is independent of parametrization as
long as the parametrizations have the same orientation. Also, this integral
is linear, since the integrals on the right above are linear.
The integral of a dierential form over a piecewise smooth path or a piece-
wise smooth surface is dened as the sum of the integrals over the smooth
paths or smooth surfaces that constitute the piecewise smooth path or piece-
wise smooth surface.
Example A.2.1 shows that the integral of the 1-form F
1
dx+F
2
dy +F
3
dz
over the 1-chain C is equal to the line integral
C
F
1
dx + F
2
dy + F
3
dz
as dened in Chapter 4. Similarly, for the 1-form F
1
dx +F
2
dy in the plane.
We will consider surface integrals a little later on.
Example A.2.3. Compute
S
z dx dy,
where the surface S is parametrized by
R(x, y) = (x + y, x y, xy), 0 x, y 1.
Solution. In the notation weve been using, F = z, f = x + y, g = x y,
h = xy, and D = (x, y) : 0 x, y 1. Using the result of the last example,
we have
S
z dx dy =
D
R
(z dx dy)
=
D
xy
f
x
g
y

f
y
g
x
dx dy
= 2
D
xy dA
= 2
1
0
1
0
xy dxdy =
1
2
.
The Modern Version of Stokes Theorem
In the modern version of Stokes theorem we will assume the following.
If M is a compact region in space whose boundary M is a piece-
wise smooth surface, then the orientation of M is determined by the
outward unit normal.
If M is a piecewise smooth surface whose boundary M is a piecewise
smooth curve, then M is given the induced orientation. Recall this
means that the curve is oriented so that when one follows the path
on the side of the chosen normal vector in the positive direction the
surface is on the left. If M is such a surface in the plane, then well
assume its orientation is given by n = k. The induced orientation on
C in this case is referred to as counterclockwise.
We also need to make the following denition. If C is a piecewise smooth
path with initial point P and terminal point Q, then
C
f = f(Q) f(P).
Obviously, this depends on the orientation of C.
Theorem A.2.1 (The Modern Stokes Theorem). Suppose M is an (n+1)-
chain whose boundary is an n-chain. If is an n-form dened on an open
region containing M, then
M
d =
M
.
If M is an (n + 1)-chain without boundary, then
M
d = 0.
The proof of this theorem is beyond the scope of this text. However,
in the next section we will show how the major classical theorems of vector
analysis (Greens theorem, the divergence theorem, and Stokes theorem) can
be derived as relatively simple corollaries of the modern version of Stokes
theorem.
Example A.2.4. Verify the modern Stokes theorem for the following.
M = B =
(x, y, z) : x
2
+ y
2
+ z
2
1
,
M = S =
(x, y, z) : x
2
+ y
2
+ z
2
= 1
, and
= z dx dy.
Solution. On the one hand,
d = dz dx dy = dx dy dz,
so
B
d =
B
dx dy dz =
B
dV =
4
3
.
On the other hand, we can parametrize S by
R(x, y) = (sin x cos y, sin x sin y, cos x), 0 x , 0 y 2.
So, we take D = (x, y) : 0 x , 0 y 2. We leave it to the reader
to show that
R
x

R
y
points outward on S. Using Example A.2.2, a straightforward calculation
shows that
R
() = z cos x sin x dx dy = cos

2
x sin x dx dy.
Therefore,
S
=
D
R
() =
D
cos
2
x sin x dx dy
=
2
0

0
cos
2
x sin x dxdy =
4
3
.
A.2.1 Exercises
1. Compute
S
, where
= xy dy dz + x dz dx + 3zx dx dy,
and S is parametrized by
R(x, y) = (x + y, x y, xy), 0 x, y 1.
2. Verify the modern Stokes theorem for
= x dx + xy dy,
where M is the region inside the square with opposite vertices (0, 0)
and (1, 1).
3. Verify the modern Stokes theorem for = x dz, where M is the surface
parametrized by
R(x, y) =
xy, x + y, x
2
+ y
2
, 0 y x, 0 x 1.
A.3. STOKES-TYPE THEOREMS, REVISITED 197
4. Verify the Modern Stokes theorem for the following:
M =
(x, y, z) : x
2
+ y
2
+ z
2
1
, and
= z
3
dx dy.
5. A dierential form is exact if there exists a dierential form such
that = d. Show that if is an exact n-form and M is an (n + 1)-
chain as described in Section A.2, then
M
= 0.
Assume things are as dierentiable as you like. (Hint. See Exercise 3
in Section A.1.1.)
6. In Example A.2.4, show that
R
x

R
y
points outward on S.
A.3 Stokes-Type Theorems, Revisited
We begin with the fundamental theorem for line integrals.
Theorem A.3.1. If C is a non-closed piecewise smooth path with initial
point P and terminal point Q, either in the plane or in space, and F is a
continuously dierentiable scalar eld dened on an open region containing
C, then
C
gradF dR = F(Q) F(P).
If C is a piecewise smooth closed path, and F is a continuously dierentiable
scalar eld dened on an open region containing C, then
C
gradF dR = 0.
Proof. We will assume C is a space curve; the proof for a plane curve is
similar. We will also assume, for simplicity, that C is smooth. We will just
prove the rst part of the theorem; the second part is similar.
In this case n = 0, so we will take = F and M = C. Let R(x) =
(f(x), g(x), h(x)), a x b. Using the modern version of Stokes theorem,
we have
C
gradF dR =
b
a
F
x
df
dx
+
F
y
dg
dx
+
F
z
dh
dx
dx
=
[a,b]
R
(dF) =
C
dF =
C
F
= F(Q) F(P).
Next, we use the modern version of Stokes theorem to prove Greens
theorem.
Theorem A.3.2 (Greens Theorem). Suppose D is a compact region in the
plane whose boundary is a piecewise smooth closed curve C oriented counter-
clockwise. Also, assume P and Q are continuously dierentiable on an open
region containing D. Then
C
P dx + Qdy =
Q
x

P
y
dA.
Proof. Again for simplicity we will assume that C is a smooth curve. In this
case n = 1, M = D, and M = C. We take = P dx +Qdy. At the end of
Section A.1.1, we calculated that
d =
Q
x

P
y
dx dy.
Recall that our new denition of
C
P dx + Qdy is equivalent to our old
denition. So, using the modern version of Stokes theorem we have
C
P dx + Qdy =
D
d(P dx + Qdy)
=
Q
x

P
y
dx dy
=
Q
x

P
y
dA.
Before considering the divergence theorem and Stokes theorem, we need
a few more preliminaries. In the sequel, for technical reasons, we will always
assume that a unit normal vector to a smooth surface can be extended to
a continuously dierentiable function on an open region of space containing
the surface.
Theorem A.3.3. If S is a smooth surface oriented by the unit normal vector
n = (n
1
, n
2
, n
3
) and F is continuous on an open region containing S, then
S
F (n
1
dy dz + n
2
dz dx + n
3
dx dy) =
S
F dS.
Here
S
F dS is the surface integral of F over S, as previously dened in
Section 4.4.
Proof. Let
R(x, y) = (f(x, y), g(x, y), h(x, y)) , (x, y) D,
be a smooth parametrization of S such that the orientation is as described
in the theorem. We need to calculate
R
(F (n
1
dy dz + n
2
dz dx + n
3
dx dy))
= F (n
1
R
(dy dz) + n
2
R
(dz dx) + n
3
R
(dx dy)) ,
where F, n
1
, n
2
, and n
3
are all evaluated at R(x, y).
We know from Section 4.4 that
n
1
=
g
x
h
y

h
x
g
y
R
x

R
y
n
2
=
h
x
f
y

f
x
h
y
R
x

R
y
n
3
=
f
x
g
y

g
x
f
y
R
x

R
y
.
In Example A.2.2, we calculated
R
(dx dy) =
f
x
g
y

g
x
f
y
dx dy.
Similarly,
R
(dz dx) =
h
x
f
y

f
x
h
y
dx dy
R
(dy dz) =
g
x
h
y

h
x
g
y
dx dy.
It follows that
R
(F (n
1
dy dz + n
2
dz dx + n
3
dx dy)) = F
R
x

R
y
dx dy.
Therefore,
S
F (n
1
dy dz + n
2
dz dx + n
3
dx dy)
=
D
F
R
x

R
y
dx dy =
D
F
R
x

R
y
dA =
S
F dS.
In light of Theorem A.3.3, we write
dS = n
1
dy dz + n
2
dz dx + n
3
dx dy.
dS is a 2-form in space dened on an open region containing S; although, it
is not necessarily the dierential of a 1-form.
Thus, the integral of the dierential form F dS over S is equal to the
surface integral
S
F dS, as previously dened.
To prove the divergence theorem and Stokes theorem we use the following
lemma.
Lemma A.3.1. If S is a smooth surface, then
S
n
3
dS =
S
dx dy
S
n
2
dS =
S
dz dx
S
n
1
dS =
S
dy dz.
Proof. We show the rst equality. The others are proved similarly. Let D
be the domain of R and write R(x, y) = (f(x, y), g(x, y), h(x, y)), (x, y) D.
Then, using Example A.2.2, we have
S
dx dy =
D
R
(dx dy)
=
f
x
g
y

f
y
g
x
dA.
On the other hand,
S
n
3
dS =
f
x
g
y

g
x
f
y
R
x

R
y
R
x

R
y
dA
=
f
x
g
y

f
y
g
x
dA.
Now, we can use the modern version of Stokes theorem to give a proof
of the divergence theorem and Stokes theorem.
Theorem A.3.4 (The Divergence Theorem). Let D be a compact region in
space whose boundary is a piecewise smooth closed surface S with outward
unit normal n = (n
1
, n
2
, n
3
). Let F be a continuously dierentiable vector
eld dened on an open region containing D. Then
D
div F dV =
S
F ndS.
Proof. Again, for simplicity we will assume that S is a smooth surface. In
this case n = 2, M = D, and M = S. We take
= F
1
dy dz + F
2
dz dx + F
3
dx dy.
By Lemma A.3.1, we have
S
F ndS =
S
(F
1
n
1
+ F
2
n
2
+ F
3
n
3
) dS
=
S
F
1
dy dz + F
2
dz dx + F
3
dx dy
=
S
.
On the other hand, it is easy to show that
d = div F dx dy dz.
Therefore, by the modern version of Stokes theorem, we have
D
div F dV =
D
div F dx dy dz
=
D
d =
S
=
S
F ndS.
Finally, we have the following.
Theorem A.3.5 (Stokes Theorem). Let S be a compact piecewise smooth
surface whose boundary is a piecewise smooth closed curve C with the induced
orientation. Let F be a continuously dierentiable vector eld dened on an
open region containing S. Then
C
F dR =
S
curlF ndS.
Proof. Again, for simplicity we will assume that S is a smooth surface and
C is a smooth curve. In this case n = 1, M = S, and M = C. We take
= F
1
dx + F
2
dy + F
3
dz.
A straightforward calculation shows that
d =
F
3
y

F
2
z
dydz+
F
1
z

F
3
x
dzdx+
F
2
x

F
1
y
dxdy.
Again using Lemma A.3.1, we see that
S
d =
S
curlF ndS.
Therefore, by the modern version of Stokes theorem we have
C
F dR =
C
F
1
dx + F
2
dy + F
3
dz
=
C
=
S
d =
S
curlF ndS.
A.3.1 Exercises
1. Show that if
= F
1
dy dz + F
2
dz dx + F
3
dx dy,
then
d = div F dx dy dz.
2. Show that if
= F
1
dx + F
2
dy + F
3
dz,
then
d =
F
3
y

F
2
z
dy dz +
F
1
z

F
3
x
dz dx
+
F
2
x

F
1
y
dx dy.
3. Complete the proof of Lemma A.3.1.
A.4 Project
In this project you will be asked to extend part of the treatment given in
this appendix to four dimensional euclidean space, hereafter know as 4-space.
You will then be asked to use these results to calculate the volume of a ball
and the volume of a sphere in 4-space.
1
Let x, y, z, and t be the coordinates in 4-space.
Write out, in standard form, all of the nontrivial dierential forms in
4-space.
To the properties of the wedge product add the following:
dx dt = dt dx, dy dt = dt dy, dz dt = dt dz, and
dt dt = 0.
Let
= f
1
dx + g
1
dy + h
1
dz
= f
2
dx + g
2
dy + h
2
dz
= f
3
dx + g
3
dy + h
3
dz,
and calculate .
Extend the denition of the dierential of a dierential form to 4-space.
Extend the properties of the operator R
to 4-space.
Without explicitly dening chains in 4-space, extend the denition of
the integral of an n-form over an n-chain to 4-space.
As mentioned before, the modern version of Stokes theorem is valid in
higher dimensions. Use the modern version of Stokes theorem to show
that the volume of the ball of radius a in 4-space is
2
a
4
/2. (Hint: The
sphere of radius a, centered at the origin, can be parametrized by
R(x, y, z) = (a cos x sin y sin z, a sin x sin y sin z, a cos y sin z, a cos z),
where 0 x 2, 0 y , and 0 z . Apply the modern
version of Stokes theorem with = t dx dy dz.)
1
What we call the volume of a sphere in 4-space other authors call the area or surface
area.
A.4. PROJECT 205
If F = (F
1
, F
2
, F
3
, F
4
) is a vector eld in 4-space, then we dene the
divergence of F by
div F =
F
1
x
+
F
2
y
+
F
3
z
+
F
4
t
.
The divergence theorem applies to nice regions in 4-space:
M
div F dV =
M
F ndV,
where dV is the volume element of the region being integrated over.
Use the divergence theorem and the previous result to show that the
volume of the sphere in 4-space, or hypersphere, of radius a is 2
2
a
3
.
(Hint: Choose F appropriately.)
Appendix B
Planar Motion in Polar
Coordinates: Keplers Laws
In this appendix we consider motion in a plane using polar coordinates with
an eye to deriving Keplers laws from Newtons (second) law of motion and
Newtons law of universal gravitation. For simplicity, we will assume that all
functions appearing in this appendix are twice continuously dierentiable.
B.1 Planar Motion in Polar Coordinates
Velocity and Acceleration
Recall that the transformations for polar coordinates are:
x = r cos , y = r sin ,
where we will assume r 0. It often is helpful to remember the identity
r
2
= x
2
+ y
2
.
The most appropriate orthogonal unit vectors to consider here are:
e
r
= cos i + sin j
e
= sin i + cos j.
Notice that these are not constant vectors.
Note that
de
r
d
= e
and
de
d
= e
r
.
207
208 APPENDIX B. PLANAR MOTION IN POLAR COORDINATES
In polar coordinates the motion of an object in the plane can be written
R(t) = r(t) cos (t)i + r(t) sin (t)j = r(t)e
r
(t).
The velocity can then be written
v =
dR
dt
=
dr
dt
e
r
+ r
de
r
dt
=
dr
dt
e
r
+ r
de
r
d
d
dt
=
dr
dt
e
r
+ r
d
dt
e
.
A straightforward calculation (which we leave to the reader) gives the
acceleration:
a =
dv
dt
=
d
2
r
dt
2
r
d
dt
e
r
+
r
d
2
dt
2
+ 2
dr
dt
d
dt
.
Motion in a Plane
Suppose F is the force acting on an object whose motion lies in a plane,
which we can take to be the xy-plane. Then, by Newtons (second) law of
motion,
F = F
r
e
r
+ F
= ma,
where m is the (constant) mass of the object.
Using the previous expression for the acceleration, we have
F
r
= m
d
2
r
dt
2
mr
d
dt
2
F
= mr
d
2
dt
2
+ 2m
dr
dt
d
dt
.
Multiplying the last equation by r, we obtain
rF
=
d
dt
mr
2
d
dt
or F
=
1
r
d
dt
mr
2
d
dt
.
B.1.1 Exercise
1. Derive the expression for the acceleration in polar coordinates from the
velocity.
B.2. KEPLERS LAWS 209
B.2 Keplers Laws
Keplers laws of planetary motion were formulated by Johannes Kepler c.1605
based on voluminous data obtained by Tycho Brahe. Newton later proved
Keplers laws using his (second) law of motion and law of universal gravita-
tion.
Keplers laws of planetary motion can be stated as follows:
1. The orbit of each planet is an ellipse with the Sun at one of the foci.
2. A line from the Sun to a planet sweeps out equal areas in equal time
intervals.
3. If T is the period of the orbit and a is the length of the semi-major axis,
then for every planet in the Solar System T
2
/a
3
has the same value.
Keplers laws are valid for any planetary system that satises the fol-
lowing assumptions.
The central body is much more massive than any orbiting body. (Our
Sun is more that a 1000 times more massive than Jupiter, which is by
far the most massive planet.)
The gravitational force on any orbiting body due to all other objects in
the universe is much less than the gravitational force due to the central
body.
In this case, the force on a orbiting body can be modeled by a central,
inverse-square force eld with the central body at the origin, i.e.,
F =
GMm
[R[
3
R =
GMm
r
2
e
r
,
where G is the universal gravitation constant, M is the mass of the central
body, and m is the mass of the orbiting body.
Keplers Second Law
We will demonstrate the second law rst, since it depends only on the force
eld being a central force eld.
Let A(t) denote the area swept out by the position vector R = R(t)
during the time interval [t
0
, t] for some xed t
0
. Let
A = A(t
0
+ t) A(t
0
) = A(t
0
+ t).
Then, by the intermediate value theorem,
A =
1
2
r
2
,
where r is evaluated at some point in [t
0
, t
0
+t] and = (t
0
+t)(t
0
).
Therefore,
A
t
=
1
2
r
2
t
.
Letting t 0
+
, we obtain
dA
dt
=
1
2
r
2
d
dt
,
where r is evaluated at t
0
. (This follows from the continuity of r.)
If F
= 0, then
d
dt
mr
2
d
dt
= 0,
from which it follows that dA/dt is constant.
That is, for a central force eld the rate at which the position vector R
sweeps out area is a constant.
This demonstrates Keplers second law.
Keplers First Law
Since the demonstration of Keplers rst law is somewhat involved, we will
proceed in steps.
1
Step 1. Using Newtons law F = ma, the expression for the acceleration
in polar coordinates, and equating components, we have
d
2
r
dt
2
r
d
dt
2
=
GM
r
2
r
2
d
dt
= K,
1
This approach is adapted from a series of Exercises in [7].
where K is a constant.
Step 2. Substituting for d/dt in the rst equation and multiplying by
dr/dt, we obtain
d
2
r
dt
2
dr
dt

K
2
r
3
dr
dt
=
GM
r
2
dr
dt
.
Since,
d
dt
1
2
dr
dt
=
dr
dt
d
2
r
dt
2
,
the integral of
dr
dt
d
2
r
dt
2
,
with respect to t, is
1
2
dr
dt
2
.
Integrating the other two terms with respect to t and multiplying by 2,
we obtain
dr
dt
2
+
K
2
r
2
=
2GM
r
+ C,
where C is a constant.
Step 3. Letting p = 1/r or r = 1/p, we easily obtain
1
p
4
dp
dt
2
+ K
2
p
2
= 2GMp + C.
Step 4. Assuming d/dt is never 0, that is, the planet doesnt stop or
backup, we can (at least in theory) solve = (t) for t and write t = t()
and p = p(t()). Then, using the equation for d/dt in Step 1, we have
dp
d
2
=
dp
dt
dt
d
2
=
dp
dt
2
r
4
K
2
=
dp
dt
2
1
K
2
p
4
or
K
2
dp
d
2
=
1
p
4
dp
dt
2
.
Then, using the result from Step 3, we obtain
K
2
dp
d
2
+ p
2
= 2GMp + C.
Step 5. Dierentiating the last equation with respect to results in
2
dp
d
d
2
p
d
2
+ 2p
dp
d
=
2GM
K
2
dp
d
or
d
2
p
d
2
+ p =
GM
K
2
.
Step 6. In elementary dierential equations one learns (or, at least,
should learn) that the (general) solution to this dierential equation can be
written
p = Acos( ) +
GM
K
2
,
where A is a nonnegative constant and is a constant.
By rotating the axes, if necessary, we can take = 0. Therefore, by
choosing our axes appropriately, we have
p = Acos +
GM
K
2
.
Step 7. This last equation can be written
r =
K
2
/(GM)
1 e cos
,
where e is a nonnegative constant.
This is known to be the equation of a conic section where the origin is
one of the foci. The number e is called the eccentricity of the conic section.
If e = 0, then the orbit is a circle, which we consider to be a special type
of ellipse for which the foci coincide. If 0 < e < 1, then the orbit is an
ellipse. If e = 1, then the orbit is a parabola. If e > 1, then the orbit is a
hyperbola. (See, for example, [22].) Since the orbit of a planet is obviously
not a parabola or a hyperbola, it must be an ellipse.
This demonstrates Keplers rst law.
Keplers Third Law
We now proceed to Keplers third law. We will use the same notation we
used in our derivation of the rst and second laws. Again, we will proceed
in steps.
Step 1. Suppose that 0 e < 1. The polar coordinate equation
r =
K
2
/(GM)
1 e cos
can be written, in cartesian coordinates, as
(x h)
2
a
2
+
y
2
b
2
= 1,
where
a =
K
2
/(GM)
1 e
2
, b =
K
2
/(GM)
1 e
2
, and h = ae.
We leave it to the reader to verify this.
Step 2.
Recall that the area swept out by the position vector R satises
dA
dt
=
1
2
K.
If we start to measure the area from time t = 0, then we have
A =
1
2
Kt.
Since the area of the ellipse swept out by the position vector R during one
period is ab (see Example 5.1.2), it follows that
ab =
1
2
KT.
Step 3. Using the results of Step 1 and Step 2, it follows that
T
2
=
4
2
GM
a
3
.
Again, we leave the verication of this to the reader.
This demonstrates Keplers third law.
Remark B.2.1. The average distance between the Sun and the Earth is
dened to be 1 astronomical unit (AU).
2
Since (fortunately for us) the Earths
orbit is very nearly circular, the length of the semi-major axis of the Earths
orbit is very close to 1 AU. Therefore, in our Solar System, if we measure
distance in AU and time in years, Keplers third law can be written T
2
= a
3
.
B.2.1 Exercises
1. For the orbit of the planet Uranus the length of the semi-major axis is
around 19.2 AU. Find the period of the orbit.
2. Look up the orbital properties of the largest ve moons of Uranus on
Wikipedia or obtain them from some other source. Plot the period
T versus the semi-major axis a on log-log graph paper by hand or use
computer software to obtain a log-log plot. Use a for the horizontal axis
and T for the vertical axis. (Alternatively, you can plot log T versus
log a on regular graph paper.) The points should all lie on a straight
line. What is the slope of this line? (Hint. If you do this by hand,
choose units that make the numbers reasonable, for example, T in tens
of thousands of kilometers and a in days.)
3. Verify Step 3 in the derivation of Keplers rst law.
4. Verify, by direct substitution, that
p = Acos( ) +
GM
K
2
,
where A is a nonnegative constant and is a constant, is a solution of
d
2
p
d
2
+ p =
GM
K
2
.
5. Verify the equation in Step 7 in the derivation of Keplers rst law.
6. Verify Step 1 in the derivation of Keplers third law.
7. Verify Step 3 in the derivation of Keplers third law.
2
1 AU 93, 000, 000 mi 150, 000, 000 km
Appendix C
Solutions to Selected Exercises
1.1.1
1. '0, 2, 1`
2. 7i
3. (a) 4i 7j 3k
(b)
14
4. (a) '18, 14, 2`
(b) 2
131
5. (a) 2j + 3k
(b)
13
6.
1
6
'1, 2, 1`
7.
2
41
(4i + 5j)
8.
2
41
(4i 5j)
9.
1
5
(6i + 3j)
215
216 APPENDIX C. SOLUTIONS TO SELECTED EXERCISES
10.
4
6
(i j + 2k)
1.2.1
1. 6
2. 14
3. 3
4. cos
1
574
5. cos
1
14
15
6. cos
1
3
2
21
7.
1
5
2
8.
5
3
6
9.
4
3
26
10.
1
10
11. cos
1
5/6
12.
9
41
13.
22
2
5
14.
27
17
217
15.
0,
24
41
,
30
41
3,
65
41
,
52
41
16.
28
9
i +
28
9
j
14
9
k
1
9
i +
8
9
j +
14
9
k
17. '2/3, 1/3, 2/3` +'14/3, 14/3, 7/3`

18. 1200
3 ft-lb 2078.5 ft-lb

19.

QPR 46.25
,

PQR 74.54
,

PRQ 59.21
1.3.1
1. '13, 15, 12`
2. 5i 5j + 5k
3. 4i 3j + 2k
4.
538
5. 5
3
6.
29
7. 8i 56j 73k
8.
1
70
'6, 3, 5`
9. (i i) j = i (i j)
10.
790/2
11.
2909/2
12. 9
10/2
13.
641/2
14.
21/2
15. (3, 2, 1), 9
(1, 0, 1), 9
16. 4
17. 1/6
18. 2
1.4.1
1. x = 1 + t, y = 2 + 2t, z = 3 4t
x + 1 = (y 2)/2 = (3 z)/4
2. x = 1 + 2t, y = 1 + t, z = 1 5t
(x 1)/2 = y 1 = (1 z)/5
3. x = 2 + 8t, y = 1 + t, z = 5 8t
4. x = 2 3t, y = 1 + 3t, z = 2t
2 x
3
=
y + 1
3
=
z
2
5. They do not intersect.
6. (2, 4, 0)
7. (1, 5, 0)
8. cos
1
6
11
9.
43
15
10. 9x 5y z = 10
11. 26x 27y 20z = 123
12. 21x 6y + 7z = 38
219
13. 4x 7y 24z = 37
14. x 2y 2z = 1
15. x + 11y + 3z = 20
16. 3x + 2y + 9z = 11
17. 2x + 5y 9z = 22
18.
5
3
3
19.
10
6
20.
10
107
21. x 2y + z = 0
22. 3x + 2y z = 4
2.1.1
1. cos(2t)i + e
t
j + 15t
4
k
2. [3, 5)
F
(t) =
4
t 5
i +
6
t 5
j + 12t
3
k
F
(t) =
4
(t 5)
2
i
3
(t 5)
3/2
j + 36t
2
k
3. [1, )
F
(t) =
3
2 + t
i +
6
t + 1
j + 12t
5
k
F
(t) =
3
(2 + t)
2
i
3
(t + 1)
3/2
j + 60t
4
k
4. 120i
260
3
j
5.
3325
3
i 38j + 65k
6. (t
3
7t + 5) i + (t
4
3t + 7) j + (3t
2
+ 2t + 4) k
2.2.1
1. R(1) = i +j
v(1) = 2i 2j
2. 32i +j + 8k
33
3. (a)
1
2t
2
+ 1
(2ti + 2t
2
j +k)
(b)
1
3
(2i + 2j +k)
4.
1
9t
2
+ 25
[(3 cos t 3t sin t)i + (3 sin t + 3t cos t)j + 4k]
5.
y
a
i +
x
a
j
6.
1 x
2
=
y + 1
3
= 2 z
7.
1 x
3
=
y 3
3
3
= z

3
8. x = 9 t, y = 2 + 2t, z = 3 + 2t
9. x = 8 + 4t, y = 6 + 32t, z = 1 t
10. x = 1 + t, y = 1 12t, z = 2 3t
11. (a) v(t) = 2 sin ti j + 2 cos tk
(b) 2
5
12. y =
2
x +

2
221
13. (a)
5
(b) x =

2
+ t, y = 1, z = 2t
14. 68
15. 14/3
16.
4
2
+ 1 +
1
2
ln
2 +
4
2
+ 1
17. 6a
18. x =
2s
3
cos
1
2
ln
2s
3
, y =
2s
3
sin
1
2
ln
2s
3
, z =
2s
3
19.
1
[t[
5
(t sin ti + t cos tj + 2tk)
20. 3
5
2
/2
21. ln
2 + 1
2.3.1
1. 9t/ (9t
2
+ 25)
1/2
9t
2
+ 36
81t
2
9t
2
+ 25
1/2
2.
2
(1 + 4x
2
)
3/2
3. 1/a
(1/a)(xi + yj)
k
0
4. 1
0
(3/5) sin si + cos sj (4/5) sin sk
(3/5) cos si sin sj (4/5) cos sk
(4/5)i + (3/5)k
5.
1
5[t[
6. R(t) = (3 + 2 sin t)i +
2 cos tj +
2 cos tk, 0 t 2
3.1.1
1. (a) (x, y, z) : x
2
+ y
2
+ z
2
< 1
(b) (x, y, z) : x
2
+ y
2
+ z
2
= 1
(c) (x, y, z) : x
2
+ y
2
+ z
2
> 1
(d) open
2. (a) (x, y, z) : x
2
+ y
2
+ z
2
< 1
(b) (x, y, z) : x
2
+ y
2
+ z
2
= 1
(c) (x, y, z) : x
2
+ y
2
+ z
2
> 1
(d) closed
3. (a) the empty set
(b) (x, y, z) : x
2
+ y
2
+ z
2
= 1
(c) (x, y, z) : x
2
+ y
2
+ z
2
= 1
(d) closed
(b) (x, y, z) : x
2
+ y
2
1, z = 0
(c) (x, y, z) : x
2
+ y
2
> 1, z = 0 (x, y, z) : z = 0
(d) neither
5. (a) (x, y) : x
2
+ y
2
< 1
(b) (x, y) : x
2
+ y
2
= 1
(c) (x, y) : x
2
+ y
2
> 1
223
(d) open
(b) all of space
(c) the empty set
(d) neither
7. '4 cos(1), 4 sin(1), 4 cos(1)`
8.
3
577
3 2
9. 69/5
10. 9
11.
24
5
12. i 2j
6
5
13.
54
13
'1, 3`
6
10
14. (a) 1
(b) 2
(c) '0, 1`
15.
8
11
16. 4/3
17. 3
5
2i +k
18. If k < 0, then the level set is the empty set. If k = 0, then the level set
is the origin. If k > 0, then the level set is the surface of the cube with
vertices (k, k, k).
19. 2x 6y + z = 7
20. 4x 2y z = 1
21. 16x + 4y 7z = 14
22. 9x + 8y 9z = 34
23. 3x 2y + z = 18
24. 4x + 8y 2z = 42
25. (a) 2x + 4y + 6z = 12
(b) x = 1 + 2t, y = 1 + 4t, z = 1 + 6t
26. (a) 6
3(x y) + 24z =
3 + 6
(b) x =

3

3
4
t, y =

3
+
3
4
t, z =
1
4
t
27. 2x + 4y z = 5
28. (x
0
, 2x
0
+ 3, 9) , x
0
arbitrary
29. (2, 2, 1) and (2, 2, 1)
3.2.1
1. x
2
+ y
2
= 25
2. y = 12/x, x > 0
3. z = 4x = 3y
4. e
x1
= y/2 = z/3
5. (a) z x + y
(b) zi + xj yk
225
6. (a) 2x + y
(b) zi
7. (a) 2xz + 2yx + 2
(b) i + x
2
j + y
2
k
8. (a) 2y
(b) (3y
2
1) i
9. (a) y sin(xy) + x cos(xy)
(b) (y cos(xy) + x sin(xy)) k
10. (a) e
xyz
(yz + xz + xy)
(b) e
xyz
[(xz xy)i + (xy yz)j + (yz xz)k]
11. (a) 4y
(b) zi xk
(c) 2j
12. (a) e
xy
[y sin yzi + (x sin yz + z cos yz)j + y cos yzk]
(b) e
xy
[(x
2
z
2
) sin yz 2xz cos yz]
13. (x
2
+ y
2
+ z
2
)
1/2
+ C
14. 393 kg/s, 6230 gal./min.
4.1.1
1.
2.
3. 2
4. 2
2
2
5. (a) 0
(b) 1/3
6. 0
7. 1
8. 0
9. 1/2
10. 32
6
11. (a)
1
2
(e
2
1)
(b)
1
2
(e
2
1)
12. 0
13. 41/6
14. 26
15. 3a
2
4.2.1
1. (a) No
(b) No
2. (a) No
(b) Yes
3. (a) Yes
(b) No
4. conservative; xy +
1
2
z
2
+ C
5. not conservative
6. conservative; x
2
y + yz + C
227
7. conservative; G(x) + H(y) + L(z) + C, where G, H, L are any an-
tiderivatives of g, h, l, resp.
8. (a) xz
2
+ y
2
+ C
(b) 1
(c) 1
9. 3/e
10. conservative;
1
2
x
2
+ xy + y
2
+ C
11. not conservative
12.
1
2
x
2
+ x sin y y
2
+ sin 1 +
1
2
13. exact;
1
2
x
2
+ xy + y
2
= C
14. not exact
15.
1
2
x
2
+ x sin y y
2
= sin 1 +
1
2
16. (a)
1
3
x
3
+ xy + e
y
+ C
(b) 8
3
/3
(c) 8
3
/3
17. 10
18. (a) both equal
y
2
x
2
(x
2
+ y
2
)
2
(b) 2
(c) No. Corollary 4.2.1 implies that F is not conservative. Note that
the domain of F is not simply connected.
4.3.1
1. (0, 4, 2)
5, /2, cos
1
1/
2.
3, 3
3, 6
6, 3/4, 6
3. r = 4 sin
sin = 4 sin
circular cylinder of radius 2 with axis x = 0, y = 2
4. x
2
+ y
2
= 4
circular cylinder of radius 2 with axis the z-axis
5. x
2
+ y
2
+ z
2
= 6z or x
2
+ y
2
+ (z 3)
2
= 9
sphere radius 3 centered at (0, 0, 3)
6. 9
7. 48
8. 32/3
9. 8
10.
1
6
(e
9
1)
11.
1
4
(1 e
81
)
12.

4
(1 cos 1)
13.

4
(1 e
1
)
14.

2
ln 2
15. 225/8
229
16. 16/3
17. 1/24
18. 117
19. 1024/9
20. 18
21. 15/4
22. 1/8
23. 32/105
24. 1
25. 3/4
26. 24
27. 6
28. 25/2
29. 2 8/3
30. 36
31. 81/2
32. 125/8
33. hR
4
/2 = MR
2
/2, (M = mass)
4.4.1
1. 34
2. 2rh
3. r
r
2
+ h
2
4.
4
15
3
5/2
2
5/2
+ 1
5.

6a
2
(1 + 4a
2
R
2
)
3/2
1
6.

6a
2
(1 + 4a
2
R
2
)
3/2
1
7.
2
3a
2
(1 + a
2
R
2
)
3/2
1
8. 4
2
aA
9. 1/6
10. 24
11. 0
12. 8
13. 32/3
14. 36
15. 0
16. 12
17. 3a
2
18. 4
19. (a) s
2
e
x
0
+s/2
+ e
x
0
s/2
e
y
0
+s/2
+ e
y
0
s/2
e
z
0
+s/2
+ e
z
0
s/2
(b) e
x
0
e
y
0
e
z
0
(c) e
x
0
e
y
0
e
z
0
231
5.1.1
1. 6
2. 60
3. 0
4. 1
5. 0
6. 1/2
7. 3/2
8. 3a
2
/8
5.2.1
1. 3
2. 28
3. 108
4. 24
5. 0
6. 8
7. 32/3
8. 36
9. 0
10. 12
11. 3a
2
12. F is not continuous (tends to innity) at the origin.
13. 16
5.3.1
1. 3/4
2. 1
3. 2
4. (a) 1/6
(b) 1/6
5. 1/6
6. 0
7. 3a
2
5.4.1
1. 2 (re
r
+ ze
z
)
2. 2e
3.
re
r
+ ze
z
r
2
+ z
2
(a)
1
r
2
+ z
2
(b) 0
4.
re
+ ze
z
r
2
+ z
2
(a)
r
2
z
2
(r
2
+ z
2
)
2
(b)
2rz
(r
2
+ z
2
)
2
(re
r
+ re
+ ze
z
)
5.
e
(a) 1/
2
233
(b) 0
6. 2
7. n
2
r
n2
8. 4
2
+ 2
9. n(n + 1)
n2
10. 6 + cot
11. c
1
ln [ csc x + cot x[ + c
2
5.5.1
1. No. F = 0
2. n = 2
3.
V
0
ln (r/R
2
)
ln (R
1
/R
2
)
,
V
0
r ln (R
1
/R
2
)
e
r
A.1.1
1. (f
1
g
2
+ g
1
h
2
+ h
1
f
2
) dx dy dz
2. (a) 2xy dx + x
2
dy
(b) y dx + (x + z) dy + y dz
(c) (x + z) dx dy + y dz dx
(d) (2xy + x) dx dy dz
A.2.1
1. 25/12
2. 1/2
3. 1/3
4. 2/3
B.2.1
1. around 84 years
2. very close to 3/2
Bibliography
[1] Tom M. Apostol. Mathematical Analysis. Addison-Wesley Publishing
Company, Reading, Massachusetts, second edition, 1975.
[2] R. Creighton Buck. Advanced Calculus. Waveland Press, Long Grove,
Illinois, third edition, 1978.
[3] Robert P. Crease. The greatest equations ever. Physics World,
17(10):1415, October 2004.
[4] Harry F. Davis and Arthur David Snider. Introduction to Vector Anal-
ysis. Hawkes Publishing, seventh edition, 2000.
[5] Harold M. Edwards. Advanced Calculus: A Dierential Forms Ap-
proach. Birkh auser Boston, Cambridge, Massachusetts., 1994.
[6] Harley Flanders. Dierential Forms with Applications to the Physical
Sciences. Dover, New York, 1989.
[7] Harley Flanders, Robert Korfhage, and Justin Price. Calculus. Aca-
demic Press, New York, 1970.
[8] Daniel Fleisch. A Students Guide to Maxwells Equations. Cambridge
University Press, New York, 2009.
[9] David Halliday, Robert Resnick, and Kenneth S. Krane. Physics, vol-
ume 2. Wiley, Hoboken, NJ, fth edition, 2001.
[10] Brian R. Hunt, Ronald L. Lipsman, and Jonathan M. Rosenberg. A
Guide to MATLAB: for Beginners and Experienced Users. Cambridge
University Press, Cambridge, U.K., second edition, 2006.
[11] Paul G. Huray. Maxwells Equations. Wiley, Hoboken, NJ, 2009.
235
236 BIBLIOGRAPHY
[12] Walter Isaacson. Einstein: His Life and Universe. Simon & Schuster,
New York, 2007.
[13] Beniot B. Mandelbrot. The Fractal Geometry of Nature. W. H. Freeman
and Company, New York, 1983.
[14] Jerrold E. Marsden and Anthony J. Tromba. Vector Calculus. W. H.
Freeman and Company, New York, third edition, 1988.
[15] P. C. Matthews. Vector Calculus. Springer-Verlag, London, 1998.
[16] Richard S. Millman and George D. Parker. Elements of Dierential
Geometry. Prentice-Hall, Inc., Englewood Clis, New Jersey, 1977.
[17] James R. Munkres. Analysis on Manifolds. Westview Press, Boulder,
Colorado, 1991.
[18] Walter Rudin. Principles of Mathematical Analysis. McGraw-Hill, New
York, third edition, 1976.
[19] H. M. Shey. Div, Grad, Curl, and All That. W. W. Norton & Company,
New York, fourth edition, 2005.
[20] I. M. Singer and J. A. Thorpe. Lecture Notes on Elementary Topology
and Geometry. Springer-Verlag, New York, 1967.
[21] Michael Spivak. Calculus on Manifolds. Addison-Wesley Publishing
Company, Reading, Massachusetts, 1965.
[22] James Stewart. Calculus. Thomson Brooks/Cole, Belmont, California,
sixth edition, 2007.
Index
acceleration, 59
in polar coordinates, 208
normal component of, 59
tangential component of, 59
Ampere-Maxwell law, 178
analytic, 93
antiderivative, 43
arc length, 53
parametrization by, 53
astroid, 57, 154
ball
open, 69, 104
volume in 4-space, 204
volume in space, 125
binormal vector, 61
c, 180
capacitor
coaxial, 182
spherical, 181
cardioid, 154
Cauchy-Riemann equations, 93
Cauchy-Schwarz inequality, 14
chain, 192
chain rule, 41
charge density, 177
circle, 46, 71
circulation, 100
comp
b
a, 17
composition (of functions), 190
conservation of energy, 93
continuity equation, 184
cross product, 20
basic properties of, 21
curl, 8789
in cylindrical coordinates, 169
in spherical coordinates, 172
current density, 177
curvature, 58, 60
radius of, 65
curve, 45, see also path
closed, 50
fractal, 50
nowhere-dierentiable, 49
parametric equations of, 47
piecewise smooth, 98
simple, 50
smooth, 50
space-lling, 50
tangent to, 48
unit speed, 55
cylindrical coordinates, 122
dAlemberts solution, 183
del (operator), 90
dierential equation, 114
exact, 114
dierential form, 187189
dierential of, 189
exact, 197
integral of, 192
237
238 INDEX
directed line segment, 6
directional derivative, 72
disk
area of, 121
open, 71
distance
between geometric objects, 32
divergence, 8387, 140
divergence theorem, 155158, 201
in 4-space, 205
domain, 103
dot product, 13
basic properties of, 13
Einstein, Albert
and Maxwells equations, 176
electric eld, 176
electromagnetic energy density, 182
element of arc length, 55
element of area, 118
element of surface area, 137, 138
element of volume, 118
Faradays law, 177
ow curve, 81
ow line, see ow curve
ux, 84, 140
force eld, 92
conservative, 92
Frenet equations, 62
Fubinis theorem, 118
fundamental theorem
for line integrals, 105, 197
of calculus, 42
of space curves, 62
Gausss law, 141, 158
Gausss law for magnetic elds, 177
Gausss theorem, 155
gradient, 72
Greens theorem, 149151, 198
helix, 47, 63
hypersphere, 205
hypocycloid with four cusps, 57, 154
i, 5, 10
inner product, see dot product
integral
area, 118
denite, 42
indenite, 43
line, see line integral
of a dierential form, 192
surface, see surface integral
volume, 118
j, 5, 10
Jordan curve theorem, 101
k, 5
Keplers laws, 208214
Lagrange multipliers, 80
Laplaces equation, 90, 180
Laplacian, 90
INDEX 239
vector, 90
Leibnitzs rule, 108
level set, 74
level surface, 74
line, 27
parametric equations of, 27
symmetric equations of, 28
vector equation of, 27
line integral, 98101, 193
independent of path, 105
magnetic eld, 177
magnetic ux, 177
magnetic monopoles, 177
manifold, 185
Matlab, 65, 94, 146
Maxwells equations, 159, 175180
M obius strip, 133
n-chain, see chain
n-form, see dierential form
Newtons law, 93, 209, 210
Newtons law of gravity, 209
normal vector, 75
orthogonal unit vectors, 166, 171
osculating circle, 65
osculating plane, 64
parallelepiped, 24
volume of, 24
parallelogram, 11, 23
area of, 23
parallelogram law, 20
path, 50, see also curve
oriented, 51
clockwise, 101, 133
counterclockwise, 101, 133
smooth, 50
permeability of free space, 179
permittivity of free space, 178
plane, 30
vector equation of, 30
Poissons equation, 90, 180
polar coordinates, 119
potential function, 105
Poynting vector, 182
Poyntings theorem, 182
principle unit normal vector, 59
proj
b
a, 17
Pythagorean theorem, 14
region, 69
arcwise connected, 103
boundary of, 69
bounded, 71
closed, 69
closure of, 80
compact, 71
convex, 103
exterior of, 69
interior of, 69
open, 69
simply connected, 104
Riemann-Stieltjes integral, 97
right-hand rule, 3, 21
scalar, 1
scalar eld, 71
scalar multiplication, 4, 8
scalar product, see dot product
speed, 48
sphere, 71
surface area of, 138
volume in 4-space, 205
spherical coordinates, 122
240 INDEX
Stokes theorem, 160164, 202
modern (version), 194195
surface, 130134
boundary of, 131
compact smooth, 130
orientable, 133
orientation, 133
usual or standard, 133
unit normal to, 133
surface area, 137
surface integral, 140142
tangent plane, 75
torsion, 61
torus, 131, 144
solid, 104
triangle inequality, 14
triple scalar product, 24
unit tangent vector, 48
vector eld, 80
conservative, 104111
irrotational, 89
solenoidal, 87
vector product, see cross product
vector space, 5
vector(-valued) function, 37
component functions of, 37
continuous, 38
dierentiable, 39
integration of, 42
of two variables, 129
vector(s), 1
addition of, 4, 7
angle between, 14
components of, 4
decomposition of, 17
displacement, 7
equality of, 5
magnitude of, 4, 7
orthogonal, 15
parallel, 4, 15
perpendicular, 15
plane, 10
position, 7
unit, 4
velocity, 48
wave equation, 179
wedge product, 188
properties of, 188
work, 18, 100
xy-axes, 2
xyz-axes, 2

Introduction to Vector Analysis

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An Introduction to Vector Analysis

PQ for the directed line segment

PQ as the point P which represents 0. If v is represented by

PQ, and feel free to refer to

RS are dierent directed line segments they

has the same direction as

has the direction opposite of

. The set consisting of all points is denoted by

Figure 1.6: Multiplication of a vector by scalar

. Likewise, any other

QT and, since the gure represents a parallelogram,

PS. Making these substitutions in the previous equations, we have

Figure 1.8: The angle between two vectors

If the angle between a and b is 0 or , then a and b are parallel. If the

is perpendicular to b. See Figure 1.9.

. We also note that, since a

is also called the projection of a onto b, and is often

above the horizontal. How much

is perpendicular to b for the vectors

is perpendicular to b for the vectors

1.3. THE CROSS PRODUCT 21

= 18i 19j 2k = '18, 19, 2`

PR is a normal vector to the plane. So, we compute

(t) G(t) +F(t) G

(t) G(t) +F(t) G

(t) G(t) +F(t) G

(t). We perform the usual trick

(t) G(t) +F(t) G

, then G is called an antiderivative of F. If G

F(t) dt = G(t) +C.

F(t) dt is referred to as the indenite integral of F, and C

(t) = 6ti 12t

(0) = 7i 3j + 2k, and

(t) = 0, for all

(t) is the velocity of R at t and v(t) = [v(t)[ is the speed of R at t.

OP, where O is the origin.

(t) = 0 for any t.

(t) and that the speed is given

2, /2) in the direction of u = '

2, /2) attain its maximum

are unit vectors perpendicular and tangent, respectively, to a small circle

, while the angular rate of rotation is F e

Figure 3.7: The curl

(t) = 0. Use Newtons (second) law: mu

m/k. (Hint: Consider Exercises 17 and

(z) = z. Thus, h(z) =

(z) = x cos xz,

(z) = 0. Thus, h(z) = C, where C is an arbitrary constant.

(y) = 1. Integrating gives g(y) = y+C, where C is an arbitrary constant.

Figure 4.4: Polar coordinates

Figure 4.5: Cylindrical coordinates

Figure 4.6: Spherical coordinates

is a unit normal to the surface.

(c) Calculate the divergence of F at (x

(r, + /2, z)rz F

(r, /2, z)rz

= sin cos i + sin sin j + cos k

= cos cos i + cos sin j sin k.

. Again, the explicit denition is complicated;

() = z cos x sin x dx dy = cos

17. '2/3, 1/3, 2/3` +'14/3, 14/3, 7/3`

3 ft-lb 2078.5 ft-lb