各位西交利物浦的同学们大家好啊!期末在即,为了不挂科,我费了好大力气,尽自己所能的整理了这些提纲。内容粗浅,如果大家能看到,并且为大家的学习提供了一点点的帮助,那真的再好不过了。哦还有,我是按 MTH008 的课程进行整理的,由于课程不同,可能知识点有所欠缺,欢迎各位大佬在评论区补充,本人才疏学浅,若内容有误,欢迎大家指正。^_^
本博客仅供学习交流使用,侵删。
文章目录
- Chapter 9 : Infinite Series
- Chapter 11 : Geometry in Space and Vectors
- Chapter 12 : Derivatives for Functions of Two or More Variables
- Chapter 13 : Double Integral
- Chapter 14 : Vector Fields
Chapter 9 : Infinite Series
9.1 Infinite Sequences
Description of a Sequences:
Enough initial terms : 1, 4, 7, 10, ⋯ \cdots ⋯
Explicit formula : a n = 3 n − 2 , n ≥ 1 a_n=3n-2,\ n\geq1 an=3n−2, n≥1
Recursion formula : a 1 = 1 , a n = a n − 1 + 3 , n ≥ 2 a_1=1,\ a_n=a_{n-1}+3,\ n\geq2 a1=1, an=an−1+3, n≥2
9.1.1 Limit of a Sequence
Definition:
A sequence a n {a_n} an has the limit L L L, and we write lim n → ∞ a n = L \lim\limits_{n\to\infty}a_n=L n→∞liman=L or a n → L a_n\to L an→L as n → ∞ n\to\infty n→∞ if we can make the terms a n a_n an as close to L L L as we like by taking n n n sufficiently large.
ϵ \epsilon ϵ - N Definition:
For every ϵ > 0 \epsilon>0 ϵ>0, there is a corresponding integer N > 0 N>0 N>0, such that ∣ a n − L ∣ < ϵ |a_n-L|<\epsilon ∣an−L∣<ϵ for all n ≥ N n\geq N n≥N
9.1.2 Convergence & Divergence
Definition:
If lim n → ∞ a n = L \lim\limits_{n\to\infty}a_n=L n→∞liman=L, we say the sequence { a n } \{a_n\} {an} converges (or is convergent) to L L L.
If lim n → ∞ a n \lim\limits_{n\to\infty}a_n n→∞liman does not exist, we say the sequence { a n } \{a_n\} {an} diverges (is divergent).
Remark
The convergence or divergence of a sequence does not depend on the initial terms, but rather on infinite terms from large n n n.
Theorem A : Properties of Convergent Sequences
Let { a n } \{a_n\} {an} and { b n } \{b_n\} {bn} be convergent sequences and k k k a constant.
Then :
- lim n → ∞ k = k \lim\limits_{n\to\infty}k=k n→∞limk=k
- lim n → ∞ k a n = k lim n → ∞ a n \lim\limits_{n\to\infty}ka_n=k\lim\limits_{n\to\infty}a_n n→∞limkan=kn→∞liman
- lim n → ∞ ( a n ± b n ) = lim n → ∞ a n ± lim n → ∞ b n \lim\limits_{n\to\infty}(a_n\pm b_n)=\lim\limits_{n\to\infty}a_n\pm\lim\limits_{n\to\infty}b_n n→∞lim(an±bn)=n→∞liman±n→∞limbn
- lim n → ∞ ( a n ⋅ b n ) = lim n → ∞ a n ⋅ lim n → ∞ b n \lim\limits_{n\to\infty}(a_n\cdot b_n)=\lim\limits_{n\to\infty}a_n\cdot\lim\limits_{n\to\infty}b_n n→∞lim(an⋅bn)=n→∞liman⋅n→∞limbn
- lim n → ∞ a n b n = lim n → ∞ a n lim n → ∞ b n , ( lim n → ∞ b n ≠ 0 ) \lim\limits_{n\to\infty}\frac{a_n}{b_n}=\frac{\lim\limits_{n\to\infty}a_n}{\lim\limits_{n\to\infty}b_n},\ (\lim\limits_{n\to\infty}b_n\ne0) n→∞limbnan=n→∞limbnn→∞liman, (n→∞limbn=0)
L’Hospital’s Rule:
lim n → ∞ a n = L \lim\limits_{n\to\infty}a_n=L n→∞liman=L is a special case of lim x → ∞ f ( x ) = L \lim\limits_{x\to\infty}f(x)=L x→∞limf(x)=L
Theorem B : Squeeze Theorem
Suppose that { a n } \{a_n\} {an} and { c n } \{c_n\} {cn} both converge to L L L and that a n ≤ b n ≤ c n a_n\leq b_n\leq c_n an≤bn≤cn for n ≥ N n\geq N n≥N ( N N N a fixed integer). Then { b n } \{b_n\} {bn} also converges to L.
Theorem C
If lim n → ∞ ∣ a n ∣ = 0 \lim\limits_{n\to\infty}|a_n|=0 n→∞lim∣an∣=0, then lim n → ∞ a n = 0 \lim\limits_{n\to\infty}a_n=0 n→∞liman=0
Theorem D : Monotonic Sequence Theorem
Every bounded, monotonic sequence is convergent
If the sequence { a n } \{a_n\} {an} satisfies a n ≤ a n + 1 a_n\leq a_{n+1} an≤an+1 and a n ≤ U a_n\leq U an≤U for all n ≥ N n\geq N n≥N, then lim n → ∞ a n = A ≤ U \lim\limits_{n\to\infty}a_n=A\leq U n→∞liman=A≤U.
If the sequence { a n } \{a_n\} {an} satisfies a n ≥ a n + 1 a_n\geq a_{n+1} an≥an+1 and a n ≥ U a_n\geq U an≥U for all n ≥ N n\geq N n≥N, then lim n → ∞ a n = A ≥ U \lim\limits_{n\to\infty}a_n=A\geq U n→∞liman=A≥U.
Remark :
It is not necessary that the sequences be monotonic initially, only that they are monotonic from some term on, that is for n ≥ N n ≥ N n≥N , where N N N is a fixed integer.
9.2 Infinite Series
9.2.1 Convergence and Divergence of Infinite Series
Definition : Convergence and Divergence
If the sequence of partial sums { S n } \{S_n\} {Sn} converges and lim n → ∞ S n = S \lim\limits_{n\to\infty}S_n=S n→∞limSn=S, then the infinite series ∑ k = 1 ∞ a k \sum\limits_{k=1}^{\infty}a_k k=1∑∞ak is said to converge and has sum S S S. We denote this by writing S = ∑ k = 1 ∞ a k S=\sum\limits^{\infty}_{k=1}a_k S=k=1∑∞ak
If { S n } \{S_n\} {Sn} diverges, then the series is said to diverge. A divergent series has no sum.
Geometric Series
∑ k = 1 ∞ a r k − 1 = a + a r + a r 2 + a r 3 + ⋯ \sum\limits^{\infty}_{k=1}ar^{k-1}=a+ar+ar^2+ar^3+\cdots k=1∑∞ark−1=a+ar+ar2+ar3+⋯ , where a ≠ 0 a\ne0 a=0
∑ k = 1 ∞ a r k − 1 : { c o n v e r g e s t o a 1 − r if |r|<1 d i v e r g e s if |r|≥1 \sum\limits^{\infty}_{k=1}ar^{k-1}:\begin{cases}\mathrm{converges\ to\ \frac{a}{1-r}} & \text {if |r|<1} \\\mathrm{diverges} &\text{if |r|≥1}\end{cases} k=1∑∞ark−1:{converges to 1−radivergesif |r|<1if |r|≥1
Collapsing Series
裂项相消求 S n S_n Sn
Harmonic Series
∑ n = 1 ∞ 1 n = 1 + 1 2 + 1 3 + ⋯ \sum\limits^{\infty}_{n=1}\frac{1}{n}=1+\frac{1}{2}+\frac{1}{3}+\cdots n=1∑∞n1=1+21+31+⋯ is divergent.
but ∑ n = 1 ∞ 1 n k \sum\limits^{\infty}_{n=1}\frac{1}{n^k} n=1∑∞nk1 is convergent while k > 1 k>1 k>1
9.2.2 Properties of Convergent Series
Theorem A : nth-Term Test for Divergence
If the series
∑
n
=
1
∞
a
n
\sum\limits^{\infty}_{n=1}a_n
n=1∑∞an converges, then
lim
n
→
∞
a
n
=
0
\lim\limits_{n\to\infty}a_n=0
n→∞liman=0
Equivalently, if
lim
n
→
∞
a
n
≠
0
\lim\limits_{n\to\infty}a_n\ne0
n→∞liman=0 or if
lim
n
→
∞
a
n
\lim\limits_{n\to\infty}a_n
n→∞liman does not exist, then the series diverges
Remark :
If lim n → ∞ a n = 0 \lim\limits_{n\to\infty}a_n=0 n→∞liman=0, we can not conclude that the series lim n → ∞ a n \lim\limits_{n\to\infty}a_n n→∞liman converges.
Theorem B : Linearity of Convergent Series
If ∑ k = 1 ∞ a k \sum\limits_{k=1}^{\infty}a_k k=1∑∞ak and ∑ k = 1 ∞ b k \sum\limits_{k=1}^{\infty}b_k k=1∑∞bk both converges and c c c is a constant, then ∑ k = 1 ∞ c a k \sum\limits_{k=1}^{\infty}ca_k k=1∑∞cak and ∑ k = 1 ∞ ( a k + b k ) \sum\limits_{k=1}^{\infty}(a_k+b_k) k=1∑∞(ak+bk) also converge, and
- ∑ k = 1 ∞ c a k = c ∑ k = 1 ∞ a k \sum\limits_{k=1}^{\infty}ca_k=c\sum\limits_{k=1}^{\infty}a_k k=1∑∞cak=ck=1∑∞ak
- ∑ k = 1 ∞ ( a k + b k ) = ∑ k = 1 ∞ a k + ∑ k = 1 ∞ b k \sum\limits_{k=1}^{\infty}(a_k+b_k)=\sum\limits_{k=1}^{\infty}a_k+\sum\limits_{k=1}^{\infty}b_k k=1∑∞(ak+bk)=k=1∑∞ak+k=1∑∞bk
Theorem C
If ∑ k = 1 ∞ a k \sum\limits_{k=1}^{\infty}a_k k=1∑∞ak diverges and c ≠ 0 c\ne0 c=0, then ∑ k = 1 ∞ c a k \sum\limits_{k=1}^{\infty}ca_k k=1∑∞cak diverges.
9.3 Convergence of positive series
注意,本节所讨论的所有内容均建立于 p o s i t i v e s e r i e s \ \red{positive\ series} positive series 条件之上,对于存在负数的数列在后面会进行讨论。
Theorem A : Bounded Sum Test
The p o s i t i v e \red{\mathrm{positive}} positive series ∑ n = 1 ∞ a n \sum\limits_{n=1}^{\infty}a_n n=1∑∞an converges if and only if all of its partial sums are bounded by a constant. That is, S n < A S_n<A Sn<A for all n ∈ N n\in N n∈N. where A A A is a constant number.
Theorem B : Integral Test
Let f f f be a c o n t i n u o u s , p o s i t i v e , n o n − i n c r e a s i n g \red{\mathrm{continuous,\ positive,\ non-increasing}} continuous, positive, non−increasing function over [ 1 , ∞ ] [1,\infty ] [1,∞] such that f ( n ) = a n f(n)=a_n f(n)=an for all n ∈ N n\in N n∈N. Then the p o s i t i v e \red{\mathrm{positive}} positive series ∑ n = 1 ∞ a n \sum\limits_{n=1}^\infty a_n n=1∑∞an converges if and only if the integral ∫ 1 ∞ f ( x ) d x \int_1^\infty f(x)\mathrm{dx} ∫1∞f(x)dx converges.
Theorem C : Ordinary Comparison Test
Assume that 0 ≤ a n ≤ C ⋅ b n 0\le a_n\le C\cdot b_n 0≤an≤C⋅bn for all n ∈ N n\in N n∈N, where C > 0 C>0 C>0 is a constant. Then :
- If ∑ n = 1 ∞ b n \sum\limits_{n=1}^\infty b_n n=1∑∞bn converges, then ∑ n = 1 ∞ a n \sum\limits_{n=1}^\infty a_n n=1∑∞an converges.
- If ∑ n = 1 ∞ a n \sum\limits_{n=1}^\infty a_n n=1∑∞an diverges, then ∑ n = 1 ∞ b n \sum\limits_{n=1}^\infty b_n n=1∑∞bn diverges.
Theorem D : Limit Comparison Test
Assume that a n ≥ 0 a_n\ge 0 an≥0 and b n > 0 b_n>0 bn>0 for all n ∈ N n\in N n∈N. Assume that lim n → ∞ a n b n \lim\limits_{n\to\infty}\frac{a_n}{b_n} n→∞limbnan exists and put L = lim n → ∞ a n b n L=\lim\limits_{n\to\infty}\frac{a_n}{b_n} L=n→∞limbnan, Then :
- If L ∈ ( 0 , ∞ ) L\in(0,\infty) L∈(0,∞), then ∑ n = 1 ∞ a n \sum\limits_{n=1}^\infty a_n n=1∑∞an converges (diverges) ⇔ \Leftrightarrow ⇔ ∑ n = 1 ∞ b n \sum\limits_{n=1}^\infty b_n n=1∑∞bn converges (diverges).
- If L = 0 L=0 L=0, then ∑ n = 1 ∞ b n \sum\limits_{n=1}^\infty b_n n=1∑∞bn converges ⇒ \Rightarrow ⇒ ∑ n = 1 ∞ a n \sum\limits_{n=1}^\infty a_n n=1∑∞an converges.
- If L = ∞ L=\infty L=∞, then ∑ n = 1 ∞ b n \sum\limits_{n=1}^\infty b_n n=1∑∞bn diverges ⇒ \Rightarrow ⇒ ∑ n = 1 ∞ a n \sum\limits_{n=1}^\infty a_n n=1∑∞an diverges.
Theorem E : Ratio Test
Let a n > 0 a_n>0 an>0 for all n ∈ N n\in N n∈N. Assume that L = lim n → ∞ a n + 1 a n L=\lim\limits_{n\to\infty}\frac{a_{n+1}}{a_n} L=n→∞limanan+1 exists. Then :
- If L < 1 L<1 L<1, then the series ∑ n = 1 ∞ a n \sum\limits^\infty_{n=1}a_n n=1∑∞an converges.
- If L > 1 L>1 L>1, then the series ∑ n = 1 ∞ a n \sum\limits^\infty_{n=1}a_n n=1∑∞an diverges.
Theorem F : Root Test
Let a n ≥ 0 a_n\ge 0 an≥0 for all n ∈ N n\in N n∈N. Assume that r = lim n → ∞ a n n r=\lim\limits_{n\to\infty}\sqrt[n]{a_n} r=n→∞limnan exists. Then :
- If r < 1 r<1 r<1, then the series ∑ n + 1 ∞ a n \sum\limits_{n+1}^\infty a_n n+1∑∞an converges.
- If r > 1 r>1 r>1, then the series ∑ n + 1 ∞ a n \sum\limits_{n+1}^\infty a_n n+1∑∞an diverges.
9.4 Alternating Series
9.4.1 Alternating Series Convergence
Theorem : Alternating Series Test
Let ∑ n = 1 ∞ ( − 1 ) n − 1 a n ( a n > 0 ) \sum\limits^\infty_{n=1}(-1)^{n-1}a_n\ \ \ (a_n>0) n=1∑∞(−1)n−1an (an>0) be an alternating series. If the sequence a n {a_n} an satisfies
- a n > a n + 1 a_n>a_{n+1} an>an+1
- lim n → ∞ a n = 0 \lim\limits_{n\to\infty}a_n=0 n→∞liman=0
then the series converges.
If S S S is the sum of the series, then ∣ S n − S ∣ ≤ a n + 1 |S_n-S|\le a_{n+1} ∣Sn−S∣≤an+1. That is to say, if we use S n S_n Sn to approximate S S S, then the error is less than a n + 1 a_{n+1} an+1.
9.4.2 Absolute Convergence
Theorem A : Absolute Convergence Test
If ∑ ∣ u n ∣ \sum|u_n| ∑∣un∣ converges, then ∑ u n \sum u_n ∑un converges.
Theorem B : Absolute Ratio Test
Let ∑ u n \sum u_n ∑un be a series of nonzero terms and suppose that lim n → ∞ ∣ u n + 1 ∣ ∣ u n ∣ = L \lim\limits_{n\to\infty}\frac{|u_{n+1}|}{|u_n|}=L n→∞lim∣un∣∣un+1∣=L .
- If L < 1 L<1 L<1, the series converges absolutely.
- If L > 1 L>1 L>1, or if lim n → ∞ ∣ u n + 1 ∣ ∣ u n ∣ = ∞ \lim\limits_{n\to\infty}\frac{|u_{n+1}|}{|u_n|}=\infty n→∞lim∣un∣∣un+1∣=∞, the series diverges.
- If L = 1 L=1 L=1, the test is inconclusive.
9.4.3 Conditional convergence
Definition
A series ∑ u n \sum u_n ∑un is called conditionally convergent if ∑ u n \sum u_n ∑un converges but ∑ ∣ u n ∣ \sum|u_n| ∑∣un∣ diverges.
Theorem : Alternating p p p - series
∑ n = 1 ∞ ( − 1 ) n + 1 1 n p \sum\limits^\infty_{n=1}(-1)^{n+1}\frac{1}{n^p} n=1∑∞(−1)n+1np1 { p > 1 absolute converges 0 < p ≤ 1 conditional converges p ≤ 0 diverges \begin{cases}p>1&\text{absolute converges}\\0<p\le1&\text{conditional converges}\\p\le0&\text{diverges}\end{cases} ⎩⎪⎨⎪⎧p>10<p≤1p≤0absolute convergesconditional convergesdiverges
9.5 Power Series
Series of constants : series of the form
∑
n
=
1
∞
a
n
\sum\limits_{n=1}^\infty a_n
n=1∑∞an where each term
a
n
a_n
an is a number.
Series of functions : series of the form
∑
n
=
1
∞
u
n
(
x
)
\sum\limits_{n=1}^\infty u_n(x)
n=1∑∞un(x) where each term
u
n
(
x
)
u_n(x)
un(x) is a function of
x
x
x.
Power Series : series of the form
∑
n
=
1
∞
a
n
x
n
=
a
0
+
a
1
x
+
a
2
x
2
+
⋯
\sum\limits_{n=1}^\infty a_nx^n=a_0+a_1x+a_2x^2+\cdots
n=1∑∞anxn=a0+a1x+a2x2+⋯
The geometric series with ratio r = x r=x r=x has sum given by S ( x ) = a 1 − x S(x)=\frac{a}{1-x} S(x)=1−xa , and is convergent while − 1 < x < 1 -1<x<1 −1<x<1
We also say that the function a 1 − x \frac{a}{1-x} 1−xa has the power series representation.
Definition : the Convergence Set for Power Series
The set on which a power series converges is called its Convergence Set.
Theorem A : Possible Types of the Convergence Set
The convergence set for a power series ∑ n = 0 ∞ a n x n \sum\limits^\infty_{n=0}a_nx^n n=0∑∞anxn is always an interval of the following three types:
- The single point x = 0 x=0 x=0
- An interval ( − R , R ) (-R,R) (−R,R), plus possibly one or both end points
- The infinite interval ( − ∞ , ∞ ) (-\infty,\infty) (−∞,∞)
In the three types, the series is said to have radius of convergence 0 , R 0,R 0,R and ∞ \infty ∞ respectively.
This theorem says that the convergence set must be an interval.
Theorem B
A power series ∑ a n x n \sum\limits a_nx^n ∑anxn converges absolutely on the interior of its convergence set.
9.6 Operations on Power Series
Theorem A : Term-by-Term Differentiation and Integration
Suppose that S ( x ) S(x) S(x) is the sum of a power series on an interval I I I. Then, if x x x is an interior point of I I I
- S ′ ( x ) = ∑ n = 0 ∞ ( a n x n ) ′ S^\prime(x)=\sum\limits^\infty_{n=0}(a_nx^n)^\prime S′(x)=n=0∑∞(anxn)′
- ∫ 0 x S ( t ) d x = ∑ n = 0 ∞ f 0 x a n t n d t \int^x_0S(t)\mathrm dx=\sum\limits^\infty_{n=0}f^x_0a_nt^n\mathrm dt ∫0xS(t)dx=n=0∑∞f0xantndt
Remarks :
- The sum S ( x ) S(x) S(x) is both differentiable and integrable, and its derivative and integral can be calculated by term-by-term differentiation and integration.
- The radius of convergence of both the differentiated and integrated series is the same as for original series. But the convergence and divergence of the differentiated and integrated series at the end points of I I I might change.
- We can apply Theorem A to a power series with a known sum to obtain sum formulas for other series.
Theorem B : Addition and Subtraction
Let f ( x ) = ∑ a n x n f(x)=\sum\limits a_nx^n f(x)=∑anxn and g ( x ) = ∑ b n x n g(x)=\sum\limits b_nx^n g(x)=∑bnxn for ∣ x ∣ < r |x|<r ∣x∣<r. Then the operations of addition and subtraction can be performed on these series as if they were polynomials,
f ( x ) ± g ( x ) = ∑ ( a n ± b n ) x n f(x)\pm g(x)=\sum(a_n\pm b_n)x^n f(x)±g(x)=∑(an±bn)xn for ∣ x ∣ < r |x|<r ∣x∣<r.
I m p o r t a n t M a c l a u r i n S e r i e s \red{\mathrm{Important\ Maclaurin\ Series}} Important Maclaurin Series
These formulas can be used as known results
-
1 1 − x = ∑ n = 0 ∞ x n = 1 + x + x 2 + x 3 + ⋯ , − 1 < x < 1 \frac{1}{1-x}=\sum\limits^\infty_{n=0}x^n=1+x+x^2+x^3+\cdots,\ \ -1<x<1 1−x1=n=0∑∞xn=1+x+x2+x3+⋯, −1<x<1
-
ln ( 1 + x ) = ∑ n = 0 ∞ ( − 1 ) n + 1 x n + 1 n + 1 = x − x 2 2 + x 3 3 − x 4 4 + ⋯ , − 1 < x < 1 \ln(1+x)=\sum\limits^\infty_{n=0}(-1)^{n+1}\frac{x^{n+1}}{n+1}=x-\frac{x^2}{2}+\frac{x^3}{3}-\frac{x^4}{4}+\cdots,\ \ -1<x<1 ln(1+x)=n=0∑∞(−1)n+1n+1xn+1=x−2x2+3x3−4x4+⋯, −1<x<1
-
arctan x = ∑ n = 0 ∞ ( − 1 ) n x 2 n + 1 2 n + 1 = x − x 3 3 + x 5 5 − x 7 7 + ⋯ , − 1 < x < 1 \arctan x=\sum\limits^\infty_{n=0}(-1)^n\frac{x^{2n+1}}{2n+1}=x-\frac{x^3}{3}+\frac{x^5}{5}-\frac{x^7}{7}+\cdots,\ \ -1<x<1 arctanx=n=0∑∞(−1)n2n+1x2n+1=x−3x3+5x5−7x7+⋯, −1<x<1
-
e x = ∑ n = 0 ∞ x n n ! = 1 + x + x 2 2 ! + x 3 3 ! + ⋯ , − ∞ < x < ∞ e^x=\sum\limits^\infty_{n=0}\frac{x^n}{n!}=1+x+\frac{x^2}{2!}+\frac{x^3}{3!}+\cdots,\ \ -\infty<x<\infty ex=n=0∑∞n!xn=1+x+2!x2+3!x3+⋯, −∞<x<∞
-
sin x = ∑ n = 0 ∞ ( − 1 ) n x 2 n + 1 ( 2 n + 1 ) ! = x − x 3 3 ! + x 5 5 ! − x 7 7 ! + ⋯ , − ∞ < x < ∞ \sin x=\sum\limits^\infty_{n=0}(-1)^n\frac{x^{2n+1}}{(2n+1)!}=x-\frac{x^3}{3!}+\frac{x^5}{5!}-\frac{x^7}{7!}+\cdots,\ \ -\infty<x<\infty sinx=n=0∑∞(−1)n(2n+1)!x2n+1=x−3!x3+5!x5−7!x7+⋯, −∞<x<∞
-
cos x = ∑ n = 0 ∞ ( − 1 ) n x 2 n ( 2 n ) ! = 1 − x 2 2 + x 4 4 ! − x 6 6 ! + ⋯ , − ∞ < x < ∞ \cos x=\sum\limits^\infty_{n=0}(-1)^n\frac{x^{2n}}{(2n)!}=1-\frac{x^2}{2}+\frac{x^4}{4!}-\frac{x^6}{6!}+\cdots,\ \ -\infty<x<\infty cosx=n=0∑∞(−1)n(2n)!x2n=1−2x2+4!x4−6!x6+⋯, −∞<x<∞
9.8 Taylor and Maclaurin Series
Important Power Series
- 1 1 − x = ∑ n = 0 ∞ x n , − 1 < x < 1 \frac{1}{1-x}=\sum\limits^\infty_{n=0}x^n,\ \ -1<x<1 1−x1=n=0∑∞xn, −1<x<1
- 1 1 + x = ∑ n = 0 ∞ ( − 1 ) n x n , − 1 < x < 1 \frac{1}{1+x}=\sum\limits^\infty_{n=0}(-1)^nx^n,\ \ -1<x<1 1+x1=n=0∑∞(−1)nxn, −1<x<1
We say that
- 1 1 − x \frac{1}{1-x} 1−x1 has power series representation ∑ n = 0 ∞ x n \sum\limits^\infty_{n=0}x^n n=0∑∞xn, when − 1 < x < 1 -1<x<1 −1<x<1.
- 1 1 + x \frac{1}{1+x} 1+x1 has power series representation ∑ n = 0 ∞ ( − 1 ) n x n \sum\limits^\infty_{n=0}(-1)^nx^n n=0∑∞(−1)nxn, when − 1 < x < 1 -1<x<1 −1<x<1.
Theorem A : Uniqueness Theorem
If f f f has a power series representation in x − a x-a x−a, that is, if f ( x ) = c 0 + c 1 ( x − a ) + c 2 ( x − a ) 2 + ⋯ + c n ( x − a ) n + ⋯ , ∣ x − a ∣ < R f(x)=c_0+c_1(x-a)+c_2(x-a)^2+\cdots+c_n(x-a)^n+\cdots,\ \ |x-a|<R f(x)=c0+c1(x−a)+c2(x−a)2+⋯+cn(x−a)n+⋯, ∣x−a∣<R
then its coefficients are given by the formula : c n = f ( n ) ( a ) n ! c_n=\frac{f^{(n)}(a)}{n!} cn=n!f(n)(a)
Thus f ( x ) f(x) f(x) must be represented uniquely as : f ( x ) = f ( a ) + f ′ ( a ) ( x − a ) + f ′ ′ ( a ) 2 ( x − a ) 2 + f ′ ′ ′ ( a ) 3 ! ( x − a ) 3 + ⋯ = ∑ n = 0 ∞ f ( n ) ( a ) n ! ( x − a ) n , ∣ x − a ∣ < R f(x)=f(a)+f^\prime(a)(x-a)+\frac{f^{\prime\prime}(a)}{2}(x-a)^2+\frac{f^{\prime\prime\prime}(a)}{3!}(x-a)^3+\cdots=\sum\limits^\infty_{n=0}\frac{f^{(n)}(a)}{n!}(x-a)^n,\ \ |x-a|<R f(x)=f(a)+f′(a)(x−a)+2f′′(a)(x−a)2+3!f′′′(a)(x−a)3+⋯=n=0∑∞n!f(n)(a)(x−a)n, ∣x−a∣<R
For n = 0 n=0 n=0, we define f ( 0 ) ( a ) = f ( a ) f^{(0)}(a)=f(a) f(0)(a)=f(a) and 0 ! = 1 0!=1 0!=1
Definition : Taylor Series & Maclaurin Series
The power series ∑ n = 0 ∞ f ( n ) ( a ) n ! ( x − a ) n \sum\limits^\infty_{n=0}\frac{f^{(n)}(a)}{n!}(x-a)^n n=0∑∞n!f(n)(a)(x−a)n is called the Taylor Series of f ( x ) f(x) f(x) at a a a.
If a = 0 a=0 a=0, the corresponding series ∑ n = 0 ∞ f ( n ) ( 0 ) n ! x n \sum\limits^\infty_{n=0}\frac{f^{(n)}(0)}{n!}x^n n=0∑∞n!f(n)(0)xn is called the Maclaurin Series.
Theorem B
Elementary functions can be expanded into power series.(初等函数可以展开成幂级数)
That is :
If f ( x ) f(x) f(x) is an elementary function, and the Taylor series of f ( x ) f(x) f(x) has the radius of convergence R R R, then in the interval ( a − R , a + R ) (a-R,a+R) (a−R,a+R), we have : f ( x ) = f ( a ) + f ′ ( a ) ( x − a ) + f ′ ′ ( a ) 2 ( x − a ) 2 + f ′ ′ ′ ( a ) 3 ! ( x − a ) 3 + ⋯ f(x)=f(a)+f^\prime(a)(x-a)+\frac{f^{\prime\prime}(a)}{2}(x-a)^2+\frac{f^{\prime\prime\prime}(a)}{3!}(x-a)^3+\cdots f(x)=f(a)+f′(a)(x−a)+2f′′(a)(x−a)2+3!f′′′(a)(x−a)3+⋯
In particular, if a = 0 a=0 a=0, then in the interval ( − R , R ) (-R,R) (−R,R), we have : f ( x ) = f ( 0 ) + f ′ ( 0 ) x + f ′ ′ ( 0 ) 2 x 2 + f ′ ′ ′ ( 0 ) 3 ! x 3 + ⋯ f(x)=f(0)+f^\prime(0)x+\frac{f^{\prime\prime}(0)}{2}x^2+\frac{f^{\prime\prime\prime}(0)}{3!}x^3+\cdots f(x)=f(0)+f′(0)x+2f′′(0)x2+3!f′′′(0)x3+⋯
Chapter 11 : Geometry in Space and Vectors
11.1 Cartesian Coordinates in Three-Space
Definition : Rectangular Coordinate System
The making of the rectangular coordinate system:
- Take a point O O O as the origin of the coordinate system
- Through the origin O O O, draw three mutually perpendicular coordinate lines O x , O y , O z Ox,\ Oy,\ Oz Ox, Oy, Oz
- The positive directions of the 3 axes follows the right-handed rule.
Theorem A : Distance Formula
∣ P 1 P 2 ∣ = ( x 2 − x 1 ) 2 + ( y 2 − y 1 ) 2 + ( z 2 − z 1 ) 2 |P_1P_2|=\sqrt{(x_2-x_1)^2+(y_2-y_1)^2+(z_2-z_1)^2} ∣P1P2∣=(x2−x1)2+(y2−y1)2+(z2−z1)2
Theorem B : Midpoint Formula
m 1 = x 1 + x 2 2 , m 2 = y 1 + y 2 2 , m 3 = z 1 + z 2 2 m_1=\frac{x_1+x_2}{2},\ m_2=\frac{y_1+y_2}{2},\ m_3=\frac{z_1+z_2}{2} m1=2x1+x2, m2=2y1+y2, m3=2z1+z2
Theorem C : Arc Length Formula
L = ∫ a b [ f ′ ( t ) ] 2 + [ g ′ ( t ) ] 2 + [ h ′ ( t ) ] 2 d t L=\int^b_a\sqrt{[f^\prime(t)]^2+[g^\prime(t)]^2+[h^\prime(t)]^2}\mathrm{d}t L=∫ab[f′(t)]2+[g′(t)]2+[h′(t)]2dt
11.2 Vector
Definition
a quantity has both a magnitude and a direction.
Remark : Free Vector
If two vectors have the same length and point in the same direction, then these two vectors are equivalent or equal.
Thus, if a vector translates in space, the vector will not change. We may say that the vectors discussed in Calculus are free vectors.
Theorem A : Operation Laws
For any vector u ⃗ , v ⃗ \vec u,\ \vec v u, v and w ⃗ \vec w w, and any scalars a a a and b b b, the following relationships hold.
- u ⃗ + v ⃗ = v ⃗ + u ⃗ \vec u+\vec v=\vec v+\vec u u+v=v+u
- ( u ⃗ + v ⃗ ) + w ⃗ = u ⃗ + ( v ⃗ + w ⃗ ) (\vec u+\vec v)+\vec w=\vec u+(\vec v+\vec w) (u+v)+w=u+(v+w)
- u ⃗ + 0 = 0 + u ⃗ = u ⃗ \vec u+0=0+\vec u=\vec u u+0=0+u=u
- u ⃗ − u ⃗ = 0 \vec u-\vec u=0 u−u=0
- a ( b u ⃗ ) = ( a b ) u ⃗ a(b\vec u)=(ab)\vec u a(bu)=(ab)u
- a ( u ⃗ + v ⃗ ) = a u ⃗ + a v ⃗ a(\vec u+\vec v)=a\vec u+a\vec v a(u+v)=au+av
- ( a + b ) u ⃗ = a u ⃗ + b u ⃗ (a+b)\vec u=a\vec u+b\vec u (a+b)u=au+bu
- 1 u ⃗ = u ⃗ 1\vec u=\vec u 1u=u
Theorem B : Unit Vector
e v = v ∣ ∣ v ∣ ∣ e_v=\frac{v}{||v||} ev=∣∣v∣∣v
11.3 The Dot Product
u ⃗ ⋅ v ⃗ = ⟨ u 1 , u 2 , u 3 ⟩ ⋅ ⟨ v 1 , v 2 , v 3 ⟩ = u 1 v 1 + u 2 v 2 + u 3 v 3 \vec u\cdot\vec v=\langle u_1,u_2,u_3\rangle\cdot\langle v_1,v_2,v_3\rangle=u_1v_1+u_2v_2+u_3v_3 u⋅v=⟨u1,u2,u3⟩⋅⟨v1,v2,v3⟩=u1v1+u2v2+u3v3
Theorem A : Properties of the Dot Product
If u ⃗ , v ⃗ \vec u,\ \vec v u, v and w ⃗ \vec w w are vectors, and c c c is a scalar, then
- u ⃗ ⋅ v ⃗ = v ⃗ ⋅ u ⃗ \vec u\cdot\vec v=\vec v\cdot\vec u u⋅v=v⋅u
- u ⃗ ⋅ ( v ⃗ + w ⃗ ) = u ⃗ ⋅ v ⃗ + u ⃗ ⋅ w ⃗ \vec u\cdot(\vec v+\vec w)=\vec u\cdot\vec v+\vec u\cdot\vec w u⋅(v+w)=u⋅v+u⋅w
- c ( u ⃗ ⋅ v ⃗ ) = ( c u ⃗ ) ⋅ v ⃗ c(\vec u\cdot\vec v)=(c\vec u)\cdot\vec v c(u⋅v)=(cu)⋅v
- 0 ⋅ u ⃗ = 0 0\cdot\vec u=0 0⋅u=0
- u ⃗ ⋅ u ⃗ = ∣ ∣ u ⃗ ∣ ∣ 2 \vec u\cdot\vec u=||\vec u||^2 u⋅u=∣∣u∣∣2
Theorem B
If θ \theta θ is the smallest non-negative angle between the nonzero vectors u ⃗ \vec u u and v ⃗ \vec v v, then u ⃗ ⋅ v ⃗ = ∣ ∣ u ⃗ ∣ ∣ ∣ ∣ v ⃗ ∣ ∣ cos θ \vec u\cdot\vec v=||\vec u||\ ||\vec v||\cos\theta u⋅v=∣∣u∣∣ ∣∣v∣∣cosθ
Definition : Orthogonal
Vectors that are perpendicular are said to be orthogonal.
Theorem C : Perpendicularity Criterion
Two nonzero vectors u ⃗ \vec u u and v ⃗ \vec v v are perpendicular if and only if their dot product u ⃗ ⋅ v ⃗ \vec u\cdot\vec v u⋅v is 0.
Theorem D : Projections
p r v u ⃗ = ∣ ∣ u ⃗ ∣ ∣ cos θ pr_v\vec u=||\vec u||\cos\theta prvu=∣∣u∣∣cosθ
Theorem E : Direction Angles and Cosines
cos
α
=
a
⃗
⋅
i
⃗
∣
a
⃗
∣
∣
i
⃗
∣
=
a
1
∣
a
⃗
∣
\cos\alpha=\frac{\vec a\cdot\vec i}{|\vec a||\vec i|}=\frac{a_1}{|\vec a|}
cosα=∣a∣∣i∣a⋅i=∣a∣a1
cos β = a ⃗ ⋅ j ⃗ ∣ a ⃗ ∣ ∣ j ⃗ ∣ = a 2 ∣ a ⃗ ∣ \cos\beta=\frac{\vec a\cdot\vec j}{|\vec a||\vec j|}=\frac{a_2}{|\vec a|} cosβ=∣a∣∣j∣a⋅j=∣a∣a2
cos γ = a ⃗ ⋅ k ⃗ ∣ a ⃗ ∣ ∣ k ⃗ ∣ = a 3 ∣ a ⃗ ∣ \cos\gamma=\frac{\vec a\cdot\vec k}{|\vec a||\vec k|}=\frac{a_3}{|\vec a|} cosγ=∣a∣∣k∣a⋅k=∣a∣a3
a ⃗ ∣ a ⃗ ∣ = ⟨ cos α , cos β , cos γ ⟩ \frac{\vec a}{|\vec a|}=\langle\cos\alpha,\cos\beta,\cos\gamma\rangle ∣a∣a=⟨cosα,cosβ,cosγ⟩ and cos 2 α + cos 2 β + cos 2 γ = 1 \cos^2\alpha+\cos^2\beta+\cos^2\gamma=1 cos2α+cos2β+cos2γ=1
Theorem F : Distance Formula from a Point to a Plane
L = ∣ A x 0 + B y 0 + C z 0 − D ∣ A 2 + B 2 + C 2 L=\frac{|Ax_0+By_0+Cz_0-D|}{\sqrt{A^2+B^2+C^2}} L=A2+B2+C2∣Ax0+By0+Cz0−D∣
Theorem G : Distance Formula between the parallel planes
L = ∣ D 1 − D 2 ∣ A 2 + B 2 + C 2 L=\frac{|D_1-D_2|}{\sqrt{A^2+B^2+C^2}} L=A2+B2+C2∣D1−D2∣
11.4 The Cross Product
Algebraic Definition
u ⃗ × v ⃗ = ⟨ u 2 v 3 − u 3 v 2 , u 3 v 1 − u 1 v 3 , u 1 v 2 − u 2 v 1 ⟩ \vec u\times\vec v=\langle u_2v_3-u_3v_2,u_3v_1-u_1v_3,u_1v_2-u_2v_1\rangle u×v=⟨u2v3−u3v2,u3v1−u1v3,u1v2−u2v1⟩
u ⃗ × v ⃗ = ∣ i j k u 1 u 2 u 3 v 1 v 2 v 3 ∣ \vec u\times\vec v=\begin{vmatrix}i&j&k\\u_1&u_2&u_3\\v_1&v_2&v_3\end{vmatrix} u×v=∣∣∣∣∣∣iu1v1ju2v2ku3v3∣∣∣∣∣∣
Theorem A
Let u ⃗ \vec u u and v ⃗ \vec v v be vectors in three-space and θ \theta θ be the smallest non-negative angle between them. Then
- u ⃗ ⋅ ( u ⃗ × v ⃗ ) = 0 = v ⃗ ⋅ ( u ⃗ × v ⃗ ) \vec u\cdot(\vec u\times\vec v)=0=\vec v\cdot(\vec u\times\vec v) u⋅(u×v)=0=v⋅(u×v)
- u ⃗ , v ⃗ \vec u, \vec v u,v, and u ⃗ × v ⃗ \vec u\times\vec v u×v form a right-handed triple.
- ∣ ∣ u ⃗ × v ⃗ ∣ ∣ = ∣ ∣ u ⃗ ∣ ∣ ∣ ∣ v ∣ ∣ sin θ ||\vec u\times\vec v||=||\vec u||\ ||v||\sin\theta ∣∣u×v∣∣=∣∣u∣∣ ∣∣v∣∣sinθ
Remark
The geometric significance of u ⃗ ⋅ v ⃗ \vec u\cdot\vec v u⋅v and u ⃗ × v ⃗ \vec u\times\vec v u×v shows that the results of these two products depend only on the lengths of u ⃗ \vec u u and v ⃗ \vec v v, and the angles from u ⃗ \vec u u to v ⃗ \vec v v, that are independent of the coordinate system.
In particular
- a ⃗ × a ⃗ = 0 \vec a\times\vec a=0 a×a=0
- i ⃗ × j ⃗ = k \vec i\times\vec j=k i×j=k
Theorem C : Algebraic Properties
If u ⃗ , v ⃗ \vec u,\vec v u,v and w ⃗ \vec w w are vectors in three-space and k k k is a scalar, then
- u ⃗ × v ⃗ = − ( v ⃗ × u ⃗ ) \vec u\times\vec v=-(\vec v\times\vec u) u×v=−(v×u)
- u ⃗ × ( v ⃗ + w ⃗ ) = ( u ⃗ × v ⃗ ) + ( u ⃗ × w ⃗ ) \vec u\times(\vec v+\vec w)=(\vec u\times\vec v)+(\vec u\times\vec w) u×(v+w)=(u×v)+(u×w)
- k ( u ⃗ × v ⃗ ) = ( k u ⃗ ) × v ⃗ = u ⃗ × ( k v ⃗ ) k(\vec u\times\vec v)=(k\vec u)\times\vec v=\vec u\times(k\vec v) k(u×v)=(ku)×v=u×(kv)
- ( u ⃗ × v ⃗ ) ⋅ w ⃗ = u ⃗ ⋅ ( v ⃗ × w ⃗ ) (\vec u\times\vec v)\cdot\vec w=\vec u\cdot(\vec v\times\vec w) (u×v)⋅w=u⋅(v×w)
Theorem D
Two vectors u ⃗ \vec u u and v ⃗ \vec v v in three-space are parallel if and only if u ⃗ × v ⃗ = 0 \vec u\times\vec v=0 u×v=0
Theorem E
∣ a ⃗ ⋅ ( b ⃗ × c ⃗ ) ∣ = ∣ a 1 a 2 a 3 b 1 b 2 b 3 c 1 c 2 c 3 ∣ |\vec a\cdot(\vec b\times\vec c)|=\begin{vmatrix}a_1&a_2&a_3\\b_1&b_2&b_3\\c_1&c_2&c_3\end{vmatrix} ∣a⋅(b×c)∣=∣∣∣∣∣∣a1b1c1a2b2c2a3b3c3∣∣∣∣∣∣
b ⃗ × c ⃗ \vec b\times\vec c b×c is the area of the parallelogram determined by the vectors with b ⃗ , c ⃗ \vec b,\ \vec c b, c.
∣ a ⃗ ⋅ ( b ⃗ × c ⃗ ) ∣ |\vec a\cdot(\vec b\times\vec c)| ∣a⋅(b×c)∣ is the volume of the parallelepiped determined by the vectors with a ⃗ , b ⃗ \vec a,\ \vec b a, b and c ⃗ \vec c c.
11.5 Vector-valued Functions and Curvilinear Motion
11.5.1 Vector-valued Functions
Theorem A : Limit of Vector-valued Functions
Let F ⃗ ( t ) = f ( t ) i ⃗ + g ( t ) j ⃗ + h ( t ) k ⃗ = ⟨ f ( t ) , g ( t ) , h ( t ) ⟩ \vec F(t)=f(t)\vec i+g(t)\vec j+h(t)\vec k=\langle f(t),g(t),h(t)\rangle F(t)=f(t)i+g(t)j+h(t)k=⟨f(t),g(t),h(t)⟩
F ⃗ ( t ) \vec F(t) F(t) has a limit at c c c if and only if f , g f,g f,g and h h h have limits at c c c.
lim t → c F ⃗ ( t ) = [ lim t → c f ( t ) ] i ⃗ + [ lim t → c g ( t ) ] j ⃗ + [ lim t → c h ( t ) ] k ⃗ \lim\limits_{t\to c}\vec F(t)=[\lim\limits_{t\to c}f(t)]\vec i+[\lim\limits_{t\to c}g(t)]\vec j+[\lim\limits_{t\to c}h(t)]\vec k t→climF(t)=[t→climf(t)]i+[t→climg(t)]j+[t→climh(t)]k
Theorem B : Derivative of a Vector-valued Function
-
F ⃗ ′ ( t ) = f ′ ( t ) i ⃗ + g ′ ( t ) j ⃗ + h ′ ( t ) k ⃗ \vec F^\prime(t)=f^\prime(t)\vec i+g^\prime(t)\vec j+h^\prime(t)\vec k F′(t)=f′(t)i+g′(t)j+h′(t)k
-
D t [ F ⃗ ( t ) + G ⃗ ( t ) ] = F ⃗ ′ ( t ) + G ⃗ ′ ( t ) D_t[\vec F(t)+\vec G(t)]=\vec F^\prime(t)+\vec G^\prime(t) Dt[F(t)+G(t)]=F′(t)+G′(t)
-
D t [ c F ⃗ ( t ) ] = c F ⃗ ′ ( t ) D_t[c\vec F(t)]=c\vec F^\prime(t) Dt[cF(t)]=cF′(t)
-
D t [ p ( t ) ⋅ F ⃗ ( t ) ] = p ( t ) F ⃗ ′ ( t ) + p ′ ( t ) F ⃗ ( t ) D_t[p(t)\cdot\vec F(t)]=p(t)\vec F^\prime(t)+p^\prime(t)\vec F(t) Dt[p(t)⋅F(t)]=p(t)F′(t)+p′(t)F(t)
-
D t [ F ⃗ ( t ) ⋅ G ⃗ ( t ) ] = F ⃗ ( t ) ⋅ G ⃗ ′ ( t ) + F ⃗ ′ ( t ) ⋅ G ⃗ ( t ) D_t[\vec F(t)\cdot\vec G(t)]=\vec F(t)\cdot\vec G^\prime(t)+\vec F^\prime(t)\cdot\vec G(t) Dt[F(t)⋅G(t)]=F(t)⋅G′(t)+F′(t)⋅G(t)
-
D t [ F ⃗ ( t ) × G ⃗ ( t ) ] = F ⃗ ( t ) × G ⃗ ′ ( t ) + F ⃗ ′ ( t ) × G ⃗ ( t ) D_t[\vec F(t)\times\vec G(t)]=\vec F(t)\times\vec G^\prime(t)+\vec F^\prime(t)\times\vec G(t) Dt[F(t)×G(t)]=F(t)×G′(t)+F′(t)×G(t)
-
D t [ F ⃗ ( p ( t ) ) ] = F ⃗ ′ ( p ( t ) ) p ′ ( t ) D_t[\vec F(p(t))]=\vec F^\prime(p(t))p^\prime(t) Dt[F(p(t))]=F′(p(t))p′(t)
Theorem C : Integration of a Vector-valued Function
∫ a b F ⃗ ( t ) d t = [ ∫ a b f ( t ) d t ] i ⃗ + [ ∫ a b g ( t ) d t ] j ⃗ + [ ∫ a b h ( t ) d t ] k ⃗ \int^b_a\vec F(t)\mathrm{d}t=[\int^b_a f(t)\mathrm{d}t]\vec i+[\int^b_a g(t)\mathrm{d}t]\vec j+[\int^b_a h(t)\mathrm{d}t]\vec k ∫abF(t)dt=[∫abf(t)dt]i+[∫abg(t)dt]j+[∫abh(t)dt]k
11.5.2 Curvilinear Motion
r ( t ) = f ( t ) i ⃗ + g ( t ) j ⃗ + h ( t ) k ⃗ r(t)=f(t)\vec i+g(t)\vec j+h(t)\vec k r(t)=f(t)i+g(t)j+h(t)k
v ( t ) = r ′ ( t ) v(t)=r^\prime(t) v(t)=r′(t)
a ( t ) = v ′ ( t ) a(t)=v^\prime(t) a(t)=v′(t)
s = ∫ a t [ f ′ ( u ) ] 2 + [ g ′ ( u ) ] 2 + [ h ′ ( u ) ] 2 s=\int^t_a\sqrt{[f^\prime(u)]^2+[g^\prime(u)]^2+[h^\prime(u)]^2} s=∫at[f′(u)]2+[g′(u)]2+[h′(u)]2
11.6 Lines and Tangent Lines in Three-space
Equations for Lines
- parametric equations : x = x 0 + a t , y = y 0 + b t , z = z 0 + c t x=x_0+at,\ y=y_0+bt,\ z=z_0+ct x=x0+at, y=y0+bt, z=z0+ct
- symmetric equations : x − x 0 a = y − y 0 b = z − z 0 c \frac{x-x_0}{a}=\frac{y-y_0}{b}=\frac{z-z_0}{c} ax−x0=by−y0=cz−z0
Remark :
If one of a , b , c a,b,c a,b,c is 0 0 0, for example if c = 0 c=0 c=0, then the symmetric equations should be written as :
x − x 0 a = y − y 0 b a n d z = z 0 \frac{x-x_0}{a}=\frac{y-y_0}{b}\ \mathrm{and}\ z=z_0 ax−x0=by−y0 and z=z0
Tangent Line to a Curve
The tangent line to the curve has direction vector :
r
′
(
t
)
=
f
′
(
t
)
i
⃗
+
g
′
(
t
)
j
⃗
+
h
′
(
t
)
k
⃗
r^\prime(t)=f^\prime(t)\vec i+g^\prime(t)\vec j+h^\prime(t)\vec k
r′(t)=f′(t)i+g′(t)j+h′(t)k
and through the point :
r
(
t
)
=
f
(
t
)
i
⃗
+
g
(
t
)
j
⃗
+
h
(
t
)
k
⃗
r(t)=f(t)\vec i+g(t)\vec j+h(t)\vec k
r(t)=f(t)i+g(t)j+h(t)k
11.8 Surface in Three-space
If P ( x , y , z ) ∈ S ⇔ x , y z P(x,y,z)\in S\Leftrightarrow x,\ y\ z P(x,y,z)∈S⇔x, y z satisfy F ( z , y , z ) = 0 F(z,y,z)=0 F(z,y,z)=0, then we say that S S S is the graph of the equation F ( x , y , z ) = 0 F(x,y,z)=0 F(x,y,z)=0 and F ( x , y , z ) = 0 F(x,y,z)=0 F(x,y,z)=0 is the equation of the graph S S S. The graph of F ( x , y , z ) = 0 F(x,y,z)=0 F(x,y,z)=0 is usually called a surface.
11.8.1 Cylinders
A cylinder is a surface generated by parallel moving a given line l l l along a plane curve C C C.
Equations for Cylinders
If a cylinder
Σ
\Sigma
Σ satisfies that the line
l
l
l is parallel to
z
z
z-axis and the given curve
C
C
C is the plane curve
F
(
x
,
y
)
=
0
F(x,y)=0
F(x,y)=0 in the
x
y
xy
xy-plane. Then :
M
(
x
,
y
,
z
)
∈
Σ
⇔
M
′
(
x
,
y
,
0
)
∈
C
:
F
(
x
,
y
)
=
0
M(x,y,z)\in\Sigma\Leftrightarrow M^\prime(x,y,0)\in C:F(x,y)=0
M(x,y,z)∈Σ⇔M′(x,y,0)∈C:F(x,y)=0
Therefore, the equation of the cylinder
Σ
\Sigma
Σ is also
F
(
x
,
y
)
=
0
F(x,y)=0
F(x,y)=0
Remark
C
:
{
(
x
,
y
,
z
)
:
F
(
x
,
y
)
=
0
,
z
=
0
}
C : \{(x,y,z):F(x,y)=0,z=0\}
C:{(x,y,z):F(x,y)=0,z=0}
Σ
:
{
(
x
,
y
,
z
)
:
F
(
x
,
y
)
=
0
}
\Sigma:\{(x,y,z):F(x,y)=0\}
Σ:{(x,y,z):F(x,y)=0}
In general, the equation of a surface in three-pace is an equation in three variables x , y , z x,y,z x,y,z: F ( x , y , z ) = 0 F(x,y,z)=0 F(x,y,z)=0
11.8.2 Surface of Revolution
A surface generated by revolving a plane curve C C C about a given line l l l is called the surface of revolution. The curve C C C is called the generator. The line l l l is called axis of revolution.
-
F
(
±
x
2
+
y
2
,
z
)
=
0
F(\pm\sqrt{x^2+y^2},z)=0
F(±x2+y2,z)=0
-
F
(
y
,
±
x
2
+
z
2
)
=
0
F(y,\pm\sqrt{x^2+z^2})=0
F(y,±x2+z2)=0
-
x
2
+
y
2
=
2
p
z
x^2+y^2=2pz
x2+y2=2pz (circular paraboloid)
-
y
2
a
2
+
x
2
+
z
2
b
2
=
1
\frac{y^2}{a^2}+\frac{x^2+z^2}{b^2}=1
a2y2+b2x2+z2=1 (circular ellipsoid)
-
z
2
=
k
2
(
x
2
+
y
2
)
z^2=k^2(x^2+y^2)
z2=k2(x2+y2) (circular cone or right cone)
11.8.3 Quadric Surface
Definition
A quadic surface is the graph in three-space of a second-degree equation in three variables x, y and z.
Method of Tracing
The best way to visualize the graph of a quadric surface is to find the intersections of the surface with planes that are parallel to the coordinate planes.
These intersections are called cross sections; those with the coordinate planes are also called traces.
-
x
2
a
2
+
y
2
b
2
+
z
2
c
2
=
1
\frac{x^2}{a^2}+\frac{y^2}{b^2}+\frac{z^2}{c^2}=1
a2x2+b2y2+c2z2=1 (Ellipsoid)
-
x
2
a
2
+
y
2
b
2
=
z
\frac{x^2}{a^2}+\frac{y^2}{b^2}=z
a2x2+b2y2=z (Elliptic Paraboloid)
-
x
2
a
2
−
y
2
b
2
=
z
\frac{x^2}{a^2}-\frac{y^2}{b^2}=z
a2x2−b2y2=z (Hyperbolic Paraboloid)
-
x
2
a
2
+
y
2
b
2
−
z
2
c
2
=
1
\frac{x^2}{a^2}+\frac{y^2}{b^2}-\frac{z^2}{c^2}=1
a2x2+b2y2−c2z2=1 (Hyperboloid of One Sheet)
-
x
2
a
2
+
y
2
b
2
−
z
2
c
2
=
−
1
\frac{x^2}{a^2}+\frac{y^2}{b^2}-\frac{z^2}{c^2}=-1
a2x2+b2y2−c2z2=−1 (Hyperboloid of Two Sheets)
-
x
2
a
2
+
y
2
b
2
−
z
2
c
2
=
0
\frac{x^2}{a^2}+\frac{y^2}{b^2}-\frac{z^2}{c^2}=0
a2x2+b2y2−c2z2=0 (Elliptic Cone)
Chapter 12 : Derivatives for Functions of Two or More Variables
12.1 Functions of Two or More Variables
12.1.1 Functions of Two Variables
A function of two variables is a rule f f f that assigns to each ordered pair of real numbers ( x , y ) (x, y) (x,y) in some set D D D of the plane a unique real number denoted by f ( x , y ) f(x, y) f(x,y)
Domain : The set D ⊂ R 2 = { ( x , y ) : x , y ∈ R } D\subset R^2=\{(x, y):x, y\in R\} D⊂R2={(x,y):x,y∈R}
Range : The set of values that f f f takes on, that is : { f ( x , y ) : ( x , y ) ∈ D } ⊂ R \{f(x, y) : (x, y)\in D\}\subset R {f(x,y):(x,y)∈D}⊂R
Natural Domain : If a function is given by a formula and no domain is specified, then the domain of the function is taken to be the set of all pairs ( x , y ) (x, y) (x,y) for which the given expression makes sense and gives a real number.
We often write z = f ( x , y ) z=f(x, y) z=f(x,y). The variables x x x and y y y are called independent variables and z z z is called the dependent variable.
12.1.2 Graphs of Functions of Two Variables
The graph of a function f f f of two variables with domain D D D is the graph of the equation z = f ( x , y ) , ( x , y ) ∈ D z=f(x, y),\ (x, y)\in D z=f(x,y), (x,y)∈D. which will normal be a surface in 3-space. In other words, it is the set of all points ( x , y , z ) (x, y, z) (x,y,z) in R 3 R^3 R3 such that z = f ( x , y ) z=f(x, y) z=f(x,y) and ( x , y ) (x, y) (x,y) is in D D D.
For the graph of a function of two variables, each line perpendicular to the xy-plane intersects the surface in at most one point.
12.1.3 Level Curves and Contour Map
The level curves of a function f f f of two variables are the curves in xy-plane with equation f ( x , y ) = c f(x, y)=c f(x,y)=c, where c c c is a constant (in the range of f f f)
Geometrically, each horizontal plane z = c z=c z=c intersects the surface in a curve. The projection of this curve on xy-plane is a level curve. A collection of such curves is called a contour map.
12.1.4 Functions of Three or More Variables
A function of three variables is a function f f f that assigns to ==each ordered triple ( x , y , z ) (x, y, z) (x,y,z) in a domain D ⊂ R 3 D\subset R^3 D⊂R3 a unique real number denoted by f ( x , y , z ) f(x, y, z) f(x,y,z).
Domain : The set D ⊂ R 3 = { ( x , y , z ) : x , y , z ∈ R } D\subset R^3=\{(x, y, z):x, y, z\in R\} D⊂R3={(x,y,z):x,y,z∈R}
Range : The set of values that f f f takes on, that is : { f ( x , y , z ) : ( x , y , z ) ∈ D } ⊂ R \{f(x, y, z) : (x, y, z)\in D\}\subset R {f(x,y,z):(x,y,z)∈D}⊂R
A function of n n n variables is a function f f f that assigns to each ordered n-tuple ( x 1 , x 2 , ⋯ , x n ) (x_1, x_2, \cdots, x_n) (x1,x2,⋯,xn) in a domain D ⊂ R n D\subset R^n D⊂Rn a unique real number denoted by f ( x 1 , x 2 , ⋯ , x n ) f(x_1, x_2, \cdots, x_n) f(x1,x2,⋯,xn).
12.1.5 Level Surface
The level surface of a function f f f of three variables are the surfaces in three space with f ( x , y , z ) = c f(x, y, z)=c f(x,y,z)=c, where c c c is a constant (in the range of f f f).
12.2 Partial Derivatives
12.2.1 Partial Derivatives for Functions of Two Variables
If f f f is a function of two variables, its partial derivative are the functions f x f_x fx and f y f_y fy defined by
f x ( x , y ) = lim h → 0 f ( x + h , y ) − f ( x , y ) h f_x(x, y)=\lim\limits_{h\to0}\frac{f(x+h, y)-f(x,y)}{h} fx(x,y)=h→0limhf(x+h,y)−f(x,y)
f y ( x , y ) = lim h → 0 f ( x , y + h ) − f ( x , y ) h f_y(x, y)=\lim\limits_{h\to0}\frac{f(x, y+h)-f(x,y)}{h} fy(x,y)=h→0limhf(x,y+h)−f(x,y)
Notations:
If z = f ( x , y ) z=f(x, y) z=f(x,y)
f x ( x , y ) = ∂ z ∂ x = ∂ ∂ x f ( x , y ) f_x(x,y)=\frac{\partial z}{\partial x}=\frac{\partial}{\partial x}f(x, y) fx(x,y)=∂x∂z=∂x∂f(x,y)
f x ( x 0 , y 0 ) = ∂ z ∂ x ∣ ( x 0 , y 0 ) f_x(x_0, y_0)=\frac{\partial z}{\partial x}|_{(x_0, y_0)} fx(x0,y0)=∂x∂z∣(x0,y0)
∂ ∂ x \frac{\partial}{\partial x} ∂x∂ and ∂ ∂ y \frac{\partial}{\partial y} ∂y∂ represent linear operators.
12.2.2 Geometric Interpretation of Partial Derivatives
The equation of
z
=
f
(
x
,
y
)
z=f(x, y)
z=f(x,y) represents a surface
S
S
S.
The point
P
(
x
0
,
y
0
,
f
(
x
0
,
y
0
)
)
P(x_0, y_0, f(x_0, y_0))
P(x0,y0,f(x0,y0)) lies on the surface.
The plane
y
=
y
0
y=y_0
y=y0 intersects this surface in the plane
Q
P
R
QPR
QPR.
Then
f
x
(
x
0
,
y
0
)
f_x(x_0, y_0)
fx(x0,y0) can be interpreted geometrically as the slope of the tangent line to this curve at
P
P
P.
12.2.3 Physical Interpretation of Partial Derivatives
If z = f ( x , y , z ) z=f(x, y, z) z=f(x,y,z), then
∂ z ∂ x \frac{\partial z}{\partial x} ∂x∂z represents the rate of change of z z z with respect to x x x when y y y is fixed.
∂ z ∂ y \frac{\partial z}{\partial y} ∂y∂z represents the rate of change of z z z with respect to y y y when x x x is fixed.
12.2.4 Higher Partial Derivatives
f x x = ∂ ∂ x ( ∂ f ∂ x ) = ∂ 2 f ∂ x 2 f_{xx}=\frac{\partial}{\partial x}(\frac{\partial f}{\partial x})=\frac{\partial^2f}{\partial x^2} fxx=∂x∂(∂x∂f)=∂x2∂2f
f y y = ∂ ∂ y ( ∂ f ∂ y ) = ∂ 2 f ∂ y 2 f_{yy}=\frac{\partial}{\partial y}(\frac{\partial f}{\partial y})=\frac{\partial^2f}{\partial y^2} fyy=∂y∂(∂y∂f)=∂y2∂2f
f x y = ( f x ) y = ∂ ∂ y ( ∂ f ∂ x ) = ∂ 2 f ∂ y ∂ x f_{xy}=(f_x)_y=\frac{\partial}{\partial y}(\frac{\partial f}{\partial x})=\frac{\partial^2f}{\partial y\partial x} fxy=(fx)y=∂y∂(∂x∂f)=∂y∂x∂2f
f y x = ( f y ) x = ∂ ∂ x ( ∂ f ∂ y ) = ∂ 2 f ∂ x ∂ y f_{yx}=(f_y)_x=\frac{\partial}{\partial x}(\frac{\partial f}{\partial y})=\frac{\partial^2f}{\partial x\partial y} fyx=(fy)x=∂x∂(∂y∂f)=∂x∂y∂2f
12.3 Limits and Continuity
12.3.1 Limit of a Function of Two Variable
If the values of f ( x , y ) f(x,y) f(x,y) get closer and closer to L L L as the point ( x , y ) (x, y) (x,y) approaches ( a , b ) (a,b) (a,b) along any path that is in the domain of f f f, then we say that the limit of f ( x , y ) f(x,y) f(x,y) as ( x , y ) (x,y) (x,y) approach ( a , b ) (a,b) (a,b) is L L L and we write lim ( x , y ) → ( a , b ) f ( x , y ) = L \lim\limits_{(x,y)\to(a,b)}f(x,y)=L (x,y)→(a,b)limf(x,y)=L
To say that lim ( x , y ) → ( a , b ) f ( x , y ) = L \lim\limits_{(x,y)\to(a,b)}f(x,y)=L (x,y)→(a,b)limf(x,y)=L means that for every ϵ > 0 \epsilon>0 ϵ>0 there is a corresponding δ > 0 \delta>0 δ>0 such that ∣ f ( x , y ) − L ∣ < ϵ |f(x,y)-L|<\epsilon ∣f(x,y)−L∣<ϵ whenever 0 < ( x − a ) 2 + ( y − b ) 2 < δ 0<\sqrt{(x-a)^2+(y-b)^2}<\delta 0<(x−a)2+(y−b)2<δ
The definition can be immediately extended to functions of three or more variables.
Geometric Interpretation
If any small interval ( L − ϵ , L + ϵ ) (L-\epsilon,L+\epsilon) (L−ϵ,L+ϵ) is given around L L L, then we can find a disk D δ ⊂ D D_\delta\subset D Dδ⊂D with center ( a , b ) (a,b) (a,b) and radius δ \delta δ such that f f f maps all the points in D δ D_\delta Dδ except possibly ( a , b ) (a,b) (a,b) into the interval ( L − ϵ , L + ϵ ) (L-\epsilon,L+\epsilon) (L−ϵ,L+ϵ)
The Limit Theorem and Squeeze Theorem can be extended to functions of two or more variables.
Remark :
The path of approach to ( a , b ) (a, b) (a,b) is irrelevant. That is if the limit exists , then f ( a , b ) f(a, b) f(a,b) must approach the same limit no matter how ( x , y ) (x, y) (x,y) approaches ( a , b ) (a, b) (a,b).
So we can find two different paths of approach along which the function f ( x , y ) f(x, y) f(x,y) has different limits, then the limit lim ( x , y ) → ( x 0 , y 0 ) f ( x , y ) \lim\limits_{(x,y)\to(x_0,y_0)}f(x, y) (x,y)→(x0,y0)limf(x,y) does not exist.
Theorem A : Two Paths Test
If f ( x , y ) → L 1 f(x, y)\to L_1 f(x,y)→L1 as ( x , y ) → ( a , b ) (x,y)\to(a,b) (x,y)→(a,b) along a path C 1 C_1 C1 and f ( x , y ) → L 2 f(x,y)\to L_2 f(x,y)→L2 as ( x , y ) → ( a , b ) (x, y)\to(a,b) (x,y)→(a,b) along a path C 2 C_2 C2, where L 1 ≠ L 2 L_1\ne L_2 L1=L2, then lim ( x , y ) → ( a , b ) f ( x , y ) \lim\limits_{(x, y)\to(a,b)}f(x,y) (x,y)→(a,b)limf(x,y) does not exist.
12.3.2 Continuity
A function f f f of two variables is called continuous at ( a , b ) (a,b) (a,b) if
lim ( x , y ) → ( a , b ) f ( x , y ) = f ( a , b ) \lim\limits_{(x,y)\to(a,b)}f(x,y)=f(a,b) (x,y)→(a,b)limf(x,y)=f(a,b)
We say f f f is continuous on D D D if f f f is continuous at every point in D D D.
Remark :
- Intuitively, continuity means that the graph of f f f has no hole or break.
- Polynomial functions of two variables are continuous everywhere, since they are sums and products of the continuous functions x , y x,y x,y and c c c.
- Rational functions of two variables are quotients of polynomial functions and thus are continuous wherever the denominator is not zero.
Theorem B : Composition of Functions
If a function g g g of two variables is continuous at ( a , b ) (a,b) (a,b) and a function f f f of one variable is continuous at g ( a , b ) g(a,b) g(a,b), then the composite function f ∘ g f\circ g f∘g, defined by ( f ∘ g ) ( x , y ) = f ( g ( x , y ) ) (f\circ g)(x, y)=f(g(x,y)) (f∘g)(x,y)=f(g(x,y)), is continuous at ( a , b ) (a,b) (a,b).
Language relative to Sets in the Plane
Neighborhood
: A Neighborhood of radius δ \delta δ of a point P P P is the set of all points inside of the circle with center P P P and radius δ \delta δinterior point
: A interior point P P P of a set S S S if there is a neighborhood of P P P contained in S S S.boundary point
: A boundary point P P P of a set S S S if every neighborhood of P P P contains points that are in S S S and points that are not in S S S.interior
: Interior of a set S S S is the set of all interior points of S S S.boundary
: Boundary of a set S S S is the set of all boundary points of S S S.open set
: All points are interior points.closed set
: A set contains all its boundary points.bounded set
: If there exists an R > 0 R>0 R>0 such that all points in D D D are inside the circle of radius R R R centered at the origin.
Remark :
- If S S S is an open set, to say that f f f is continuous on S S S means precisely that f f f is continuous at every point of S S S. To say that f f f is continuous at a boundary point P P P of S means precisely that f ( Q ) f(Q) f(Q) must approach f ( P ) f(P) f(P) as Q Q Q approaches P P P through points in S S S.
- Continuous functions on closed and bounded sets have many properties like that of continuous functions on closed intervals, such as Intermediate Theorem and Max-Min Existence Theorem.
Theorem C : Equality of Mixed Partials
If f x y f_{xy} fxy and f y x f_{yx} fyx are continuous on an open set S S S, then f x y = f y x f_{xy}=f_{yx} fxy=fyx at each point of S S S.
12.4 Differentiability
12.4.1 Tangent Plane to the Graph of f ( x , y ) f(x, y) f(x,y)
The normal vector n ⃗ \vec{n} n of the tangent plane can be chosen as : n ⃗ = v 1 ⃗ × v 2 ⃗ = ⟨ f x ( x 0 , y 0 ) , f y ( x 0 , y 0 ) , − 1 ⟩ \vec{n}=\vec{v_1}\times\vec{v_2}=\langle f_x(x_0, y_0), f_y(x_0, y_0),-1\rangle n=v1×v2=⟨fx(x0,y0),fy(x0,y0),−1⟩
The equation of the tangent plane to z = f ( x , y ) z=f(x, y) z=f(x,y) at ( x 0 , y 0 ) (x_0, y_0) (x0,y0) is : f x ( x 0 , y 0 ) ( x − x 0 ) + f y ( x 0 , y 0 ) ( y − y 0 ) − ( z − f ( x 0 , y 0 ) = 0 f_x(x_0, y_0)(x-x_0)+f_y(x_0, y_0)(y-y_0)-(z-f(x_0, y_0)=0 fx(x0,y0)(x−x0)+fy(x0,y0)(y−y0)−(z−f(x0,y0)=0
12.4.2 Differentiability for Functions of One Variable
Define ϵ = f ( x 0 + Δ x ) − f ( x 0 ) − f ′ ( x 0 ) Δ x Δ x \epsilon=\frac{f(x_0+\Delta x)-f(x_0)-f^\prime(x_0)\Delta x}{\Delta x} ϵ=Δxf(x0+Δx)−f(x0)−f′(x0)Δx, and Δ y = f ( x 0 + Δ x ) − f ( x 0 ) \Delta y=f(x_0+\Delta x)-f(x_0) Δy=f(x0+Δx)−f(x0), if f f f is differentiable at x 0 x_0 x0, then :
Δ y = f ′ ( x 0 ) Δ x + ϵ Δ x \Delta y=f^\prime(x_0)\Delta x+\epsilon\Delta x Δy=f′(x0)Δx+ϵΔx, where ϵ → 0 \epsilon\to0 ϵ→0 as Δ x → 0 \Delta x\to0 Δx→0
12.4.3 Differentiability for Functions of Two Variables
Let Δ z = f ( x 0 + Δ x , y 0 + Δ y ) − f ( x 0 , y 0 ) \Delta z=f(x_0+\Delta x, y_0+\Delta y)-f(x_0, y_0) Δz=f(x0+Δx,y0+Δy)−f(x0,y0)
z = f ( x , y ) z=f(x, y) z=f(x,y) is said to be differentiable or locally linear at ( x 0 , y 0 ) (x_0, y_0) (x0,y0) if the increment Δ z \Delta z Δz can be expressed in the form
Δ z = f x ( x 0 , y 0 ) Δ x + f y ( x 0 , y 0 ) Δ y + ϵ 1 Δ x + ϵ 2 Δ y \Delta z=f_x(x_0, y_0)\Delta x+f_y(x_0, y_0)\Delta y+\epsilon_1\Delta x+\epsilon_2\Delta y Δz=fx(x0,y0)Δx+fy(x0,y0)Δy+ϵ1Δx+ϵ2Δy, where ϵ 1 → 0 \epsilon_1\to0 ϵ1→0 and ϵ 2 → 0 \epsilon_2\to0 ϵ2→0 as ( Δ x , Δ y ) → ( 0 , 0 ) (\Delta x, \Delta y)\to(0,0) (Δx,Δy)→(0,0)
Linear Approximation for f ( x , y ) f(x, y) f(x,y)
f ( x , y ) ≈ f ( x 0 , y 0 ) + f x ( x 0 , y 0 ) ( x − x 0 ) + f y ( x 0 , y 0 ) ( y − y 0 ) = L ( x , y ) f(x, y)\approx f(x_0, y_0)+f_x(x_0, y_0)(x-x_0)+f_y(x_0, y_0)(y-y_0)=L(x, y) f(x,y)≈f(x0,y0)+fx(x0,y0)(x−x0)+fy(x0,y0)(y−y0)=L(x,y)
If z = f ( x , y ) z=f(x, y) z=f(x,y) and f f f is differentiable at ( x 0 , y 0 ) (x_0, y_0) (x0,y0), then f x ( x 0 , y 0 ) d x + f y ( x 0 , y 0 ) d y f_x(x_0, y_0)\mathrm{d}x+f_y(x_0, y_0)\mathrm{d}y fx(x0,y0)dx+fy(x0,y0)dy
is called the differential of f f f at ( x 0 , y 0 ) (x_0, y_0) (x0,y0). If f f f is a differentiable function, then differential d z \mathrm{d}z dz of f f f is defined by d z = f x ( x , y ) d x + f y ( x , y ) d y \mathrm{d}z=f_x(x, y)\mathrm{d}x+f_y(x, y)\mathrm{d}y dz=fx(x,y)dx+fy(x,y)dy
where d \mathrm{d} dx and d y \mathrm{d}y dy are differentials of independent variables.
Theorem A : Sufficient Condition for Differentiability
If f ( x , y ) f(x,y) f(x,y) has continuous partial derivatives f x ( x , y ) f_x(x, y) fx(x,y) and f y ( x , y ) f_y(x,y) fy(x,y) on a disk D D D, whose interior contains ( a , b ) (a, b) (a,b), then f ( x , y ) f(x, y) f(x,y) is differentiable at ( a , b ) (a, b) (a,b)
Theorem B : Differentiability Implies Continuity
If f ( x , y ) f(x, y) f(x,y) is differentiable at ( x 0 , y 0 ) (x_0, y_0) (x0,y0), then f ( x , y ) f(x, y) f(x,y) is continuous at ( x 0 , y 0 ) (x_0, y_0) (x0,y0).
Vector Notation
If identifying the point ( x , y ) (x, y) (x,y) with the vector ⟨ x , y ⟩ \langle x,y\rangle ⟨x,y⟩, we can write ( x , y ) = p ⃗ (x, y)=\vec{p} (x,y)=p and f ( x , y ) = f ( p ⃗ ) f(x, y)=f(\vec{p}) f(x,y)=f(p). We define p 0 ⃗ = ( x 0 , y 0 ) , h ⃗ = ( Δ x , Δ y ) , ϵ ⃗ = ( ϵ 1 , ϵ 2 ) \vec{p_0}=(x_0, y_0),\ \vec{h}=(\Delta x, \Delta y),\ \vec{\epsilon}=(\epsilon_1, \epsilon_2) p0=(x0,y0), h=(Δx,Δy), ϵ=(ϵ1,ϵ2)
Thus, the expression f ( x 0 + Δ x , y 0 + Δ y ) − f ( x 0 , y 0 ) = f x ( x 0 , y 0 ) Δ x + f y ( x 0 , y 0 ) Δ y + ϵ 1 Δ x + ϵ 2 Δ y \begin{aligned}&f(x_0+\Delta x,y_0+\Delta y)-f(x_0, y_0)\\=&f_x(x_0, y_0)\Delta x+f_y(x_0, y_0)\Delta y+\epsilon_1\Delta x+\epsilon_2\Delta y\end{aligned} =f(x0+Δx,y0+Δy)−f(x0,y0)fx(x0,y0)Δx+fy(x0,y0)Δy+ϵ1Δx+ϵ2Δy
can be simplified as f ( p 0 ⃗ + h ⃗ ) − f ( p 0 ⃗ ) = ( f x ( p 0 ⃗ ) , f y ( p 0 ⃗ ) ) ⋅ h ⃗ + ϵ ⃗ ⋅ h ⃗ f(\vec{p_0}+\vec{h})-f(\vec{p_0})=(f_x(\vec{p_0}),f_y(\vec{p_0}))\cdot\vec{h}+\vec\epsilon\cdot\vec h f(p0+h)−f(p0)=(fx(p0),fy(p0))⋅h+ϵ⋅h
12.4.4 Gradient of Functions of Two Variables
For z = f ( x , y ) = f ( p ) z=f(x,y)=f(p) z=f(x,y)=f(p), the vector ⟨ f x ( p ⃗ ) , f y ( p ⃗ ) ⟩ \langle f_x(\vec p),f_y(\vec p)\rangle ⟨fx(p),fy(p)⟩ is called the gradient of f f f at p ⃗ \vec p p and is denoted by ∇ f ( p ⃗ ) \nabla f(\vec p) ∇f(p)
Thus, if f f f is differentiable at p ⃗ \vec p p, then f ( p ⃗ + h ⃗ ) = f ( p ⃗ ) + ∇ f ( p ⃗ ) ⋅ h ⃗ + ϵ ⋅ h ⃗ f(\vec p+\vec h)=f(\vec p)+\nabla f(\vec p)\cdot\vec h+\epsilon\cdot\vec h f(p+h)=f(p)+∇f(p)⋅h+ϵ⋅h, where ϵ → 0 \epsilon\to0 ϵ→0 as h ⃗ → 0 \vec h\to0 h→0.
Rules for Gradients
∇ \nabla ∇ is often called the del operator. In many respects, gradients behave like derivatives.
Theorem C : Properties of ∇ \nabla ∇
∇ \nabla ∇ is a linear operator; that is,
- ∇ [ f ( p ⃗ ) + g ( p ⃗ ) ] = ∇ f ( p ⃗ ) + ∇ g ( p ⃗ ) \nabla[f(\vec p) + g(\vec p)]=\nabla f(\vec p)+\nabla g(\vec p) ∇[f(p)+g(p)]=∇f(p)+∇g(p)
- ∇ [ α f ( p ⃗ ) ] = α ∇ f ( p ⃗ ) \nabla[\alpha f(\vec p)]=\alpha\nabla f(\vec p) ∇[αf(p)]=α∇f(p)
- ∇ [ f ( p ⃗ ) g ( p ⃗ ) ] = f ( p ⃗ ) ∇ g ( p ⃗ ) + g ( p ⃗ ) ∇ f ( p ⃗ ) \nabla[f(\vec p)g(\vec p)]=f(\vec p)\nabla g(\vec p)+g(\vec p)\nabla f(\vec p) ∇[f(p)g(p)]=f(p)∇g(p)+g(p)∇f(p)
12.4.5 Differentiability for Functions of more variables
Gradient
∇ f = ⟨ f x , f y , f z ⟩ \nabla f=\langle f_x,f_y,f_z\rangle ∇f=⟨fx,fy,fz⟩
Let p ⃗ = ( x , y , z ) , h ⃗ = ( Δ x , Δ y , Δ z ) , ϵ ⃗ = ⟨ ϵ 1 , ϵ 2 , ϵ 3 ⟩ \vec p=(x,y,z),\ \vec h=(\Delta x,\Delta y,\Delta z),\ \vec\epsilon=\langle \epsilon_1,\epsilon_2,\epsilon_3\rangle p=(x,y,z), h=(Δx,Δy,Δz), ϵ=⟨ϵ1,ϵ2,ϵ3⟩
Then, differentiability
f f f is differentiable or locally linear at p ⃗ \vec p p if f ( p ⃗ + h ⃗ ) = f ( p ⃗ ) + ∇ f ( p ⃗ ) ⋅ h ⃗ + ϵ ⃗ ⋅ h ⃗ f(\vec p+\vec h)=f(\vec p)+\nabla f(\vec p)\cdot\vec h+\vec\epsilon\cdot \vec h f(p+h)=f(p)+∇f(p)⋅h+ϵ⋅h, where ϵ ⃗ → 0 \vec\epsilon\to0 ϵ→0 as h ⃗ → 0 \vec h\to0 h→0
12.5 Directional Derivatives and Gradients
12.5.1 Directional Derivatives
Let P 0 ( x 0 , y 0 ) P_0(x_0, y_0) P0(x0,y0) be a given point. For any unit vector u ⃗ = ⟨ u 1 , u 2 ⟩ \vec u=\langle u_1,u_2\rangle u=⟨u1,u2⟩, let D u f ( x 0 , y 0 ) = lim h → 0 f ( x 0 + h u 1 , y 0 + h u 2 ) − f ( x 0 , y 0 ) h D_uf(x_0, y_0)=\lim\limits_{h\to0}\frac{f(x_0+hu_1,y_0+hu_2)-f(x_0, y_0)}{h} Duf(x0,y0)=h→0limhf(x0+hu1,y0+hu2)−f(x0,y0)
This limit, if it exists, is called the directional derivative of f f f at P 0 ( x 0 , y 0 ) P_0(x_0, y_0) P0(x0,y0) in the direction of u ⃗ \vec u u
Theorem A : Computation of Directional Derivatives
If f f f is differentiable at p ⃗ \vec p p, then for any unit vector u ⃗ = ⟨ u 1 , u 2 ⟩ \vec u=\langle u_1,u_2\rangle u=⟨u1,u2⟩, the function f f f has a directional derivative at p ⃗ \vec p p in the direction of u ⃗ \vec u u and D u f ( p ⃗ ) = ∇ f ( p ⃗ ) ⋅ u ⃗ D_uf(\vec p)=\nabla f(\vec p)\cdot\vec u Duf(p)=∇f(p)⋅u
Theorem B : Maximum and Minimum Rate of Change
If ∇ f ≠ 0 \nabla f\ne0 ∇f=0, then function f ( x , y ) f(x, y) f(x,y) increases most rapidly at P ( x 0 , y 0 ) P(x_0, y_0) P(x0,y0) in the direction of the gradient with rate ∣ ∣ ∇ f ( x 0 , y 0 ) ∣ ∣ ||\nabla f(x_0, y_0)|| ∣∣∇f(x0,y0)∣∣ and decreases most rapidly in the opposite direction with rate − ∣ ∣ ∇ f ( x 0 , y 0 ) ∣ ∣ -||\nabla f(x_0, y_0)|| −∣∣∇f(x0,y0)∣∣.
12.5.2 Level Curves and Gradients
Theorem C
The gradient of f f f at a point P P P is perpendicular to the level curve of f f f that goes through P P P.
12.6 The Chain Rule
12.6.1 Two Versions of Chain Rule
Theorem A
If z = f ( x , y ) z=f(x, y) z=f(x,y) is a differentiable of x x x and y y y, where x = g ( t ) , y = h ( t ) x=g(t),\ y=h(t) x=g(t), y=h(t) are both differentiable functions of t t t, then z = f ( g ( t ) , h ( t ) ) z=f(g(t), h(t)) z=f(g(t),h(t)) is a differentiable function of t t t and d z d t = ∂ z ∂ x d x d t + ∂ z ∂ y d y d t \frac{\mathrm{d}z}{\mathrm{d}t}=\frac{\partial z}{\partial x}\frac{\mathrm{d}x}{\mathrm{d}t}+\frac{\partial z}{\partial y}\frac{\mathrm{d}y}{\mathrm{d}t} dtdz=∂x∂zdtdx+∂y∂zdtdy
Remark :
The derivative in Theorem A can be interpreted as the rate of change of z z z with respect to t t t as the point ( x , y ) (x, y) (x,y) moves along the curve C C C with parametric equations x = g ( t ) , y = h ( t ) x=g(t),\ y=h(t) x=g(t), y=h(t)
Theorem B
If z = f ( x , y ) z=f(x, y) z=f(x,y) is a differentiable of x x x and y y y, where x = g ( s , t ) , y = h ( s , t ) x=g(s, t),\ y=h(s, t) x=g(s,t), y=h(s,t) are both differentiable functions of s s s and t t t, then z = f ( g ( s , t ) , h ( s , t ) ) z=f(g(s, t), h(s, t)) z=f(g(s,t),h(s,t)) is a differentiable function of s s s and t t t and ∂ z ∂ s = ∂ z ∂ x ∂ x ∂ s + ∂ z ∂ y ∂ y ∂ s \frac{\partial z}{\partial s}=\frac{\partial z}{\partial x}\frac{\partial x}{\partial s}+\frac{\partial z}{\partial y}\frac{\partial y}{\partial s} ∂s∂z=∂x∂z∂s∂x+∂y∂z∂s∂y ∂ z ∂ t = ∂ z ∂ x ∂ x ∂ t + ∂ z ∂ y ∂ y ∂ t \frac{\partial z}{\partial t}=\frac{\partial z}{\partial x}\frac{\partial x}{\partial t}+\frac{\partial z}{\partial y}\frac{\partial y}{\partial t} ∂t∂z=∂x∂z∂t∂x+∂y∂z∂t∂y
Generalization
d u d t = ∂ u ∂ x d x d t + ∂ u ∂ y d y d t + ∂ u ∂ z d z d t \frac{\mathrm{d}u}{\mathrm{d}t}=\frac{\partial u}{\partial x}\frac{\mathrm{d}x}{\mathrm{d}t}+\frac{\partial u}{\partial y}\frac{\mathrm{d}y}{\mathrm{d}t}+\frac{\partial u}{\partial z}\frac{\mathrm{d}z}{\mathrm{d}t} dtdu=∂x∂udtdx+∂y∂udtdy+∂z∂udtdz
∂ u ∂ s = ∂ u ∂ x ∂ x ∂ s + ∂ u ∂ y ∂ y ∂ s + ∂ u ∂ z ∂ z ∂ s \frac{\partial u}{\partial s}=\frac{\partial u}{\partial x}\frac{\partial x}{\partial s}+\frac{\partial u}{\partial y}\frac{\partial y}{\partial s}+\frac{\partial u}{\partial z}\frac{\partial z}{\partial s} ∂s∂u=∂x∂u∂s∂x+∂y∂u∂s∂y+∂z∂u∂s∂z
12.6.2 Implicit Differentiation
Theorem A
Suppose that F ( x , y ) = 0 F(x, y)=0 F(x,y)=0 defines y y y implicitly as a function of x x x, namely y = f ( x ) y=f(x) y=f(x) where F ( x , f ( x ) ) = 0 F(x, f(x))=0 F(x,f(x))=0 for all x x x in the domain of f f f. Since both x x x and y y y are functions of x x x, by applying chain rule to differentiate both sides of the equation F ( x , y ) = 0 F(x, y)=0 F(x,y)=0 we obtain d y d x = − ∂ F ∂ x ∂ F ∂ y = − F x F y \frac{\mathrm{d}y}{\mathrm{d}x}=-\frac{\frac{\partial F}{\partial x}}{\frac{\partial F}{\partial y}}=-\frac{F_x}{F_y} dxdy=−∂y∂F∂x∂F=−FyFx
Theorem B
Suppose that F ( x , y , z ) = 0 F(x, y, z)=0 F(x,y,z)=0 defines z z z implicitly as a function of x x x and y y y, namely z = f ( x , y ) z=f(x, y) z=f(x,y) where F ( x , y , f ( x , y ) ) = 0 F(x, y, f(x, y))=0 F(x,y,f(x,y))=0 for all ( x , y ) (x, y) (x,y) in the domain of f f f. Differentiating both sides of the equation F ( x , y , z ) = 0 F(x, y, z)=0 F(x,y,z)=0 with respect to x x x by holding y y y fixed, we obtain ∂ z ∂ x = − F x F z , ∂ z ∂ y = − F y F z \frac{\partial z}{\partial x}=-\frac{F_x}{F_z},\ \frac{\partial z}{\partial y}=-\frac{F_y}{F_z} ∂x∂z=−FzFx, ∂y∂z=−FzFy
12.7 Tangent Planes and Differentials
12.7.1 Tangent Planes
If ∇ F ( x 0 , y 0 , z 0 ) ≠ 0 \nabla F(x_0, y_0, z_0)\ne 0 ∇F(x0,y0,z0)=0, then the plane through P P P perpendicular to ∇ F ( x 0 , y 0 , z 0 ) \nabla F(x_0, y_0, z_0) ∇F(x0,y0,z0) is called the tangent plane to the surface at P P P. ∇ F ( x 0 , y 0 , z 0 ) \nabla F(x_0, y_0, z_0) ∇F(x0,y0,z0) is called a normal vector to the surface at P P P.
Theroem A : Equation of Tangent Plane
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 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 Fx(x0,y0,z0)(x−x0)+Fy(x0,y0,z0)(y−y0)+Fz(x0,y0,z0)(z−z0)=0
Remarks :
- ∇ F \nabla F ∇F is a vector normal to the level surface of F ( x , y , z ) F(x, y, z) F(x,y,z), that is, F ( x , y , z ) = k F(x, y, z)=k F(x,y,z)=k
- Normal line of S S S through P P P is given by x − x 0 F x ( x 0 , y 0 , z 0 ) = y − y 0 F y ( x 0 , y 0 , z 0 ) = z − z 0 F z ( x 0 , y 0 , z 0 ) \frac{x-x_0}{F_x(x_0,y_0,z_0)}=\frac{y-y_0}{F_y(x_0,y_0,z_0)}=\frac{z-z_0}{F_z(x_0,y_0,z_0)} Fx(x0,y0,z0)x−x0=Fy(x0,y0,z0)y−y0=Fz(x0,y0,z0)z−z0
12.7.2 Differentials
If z = f ( x ) z=f(x) z=f(x) is a differentiable function, then f x ( x , y ) d x + f y ( x , y ) d y f_x(x,y)\mathrm dx+f_y(x,y)\mathrm dy fx(x,y)dx+fy(x,y)dy is called the (total) differential of f f f, denoted by d z \mathrm dz dz or d f ( x , y ) \mathrm df(x,y) df(x,y). Where d x = Δ x \mathrm dx=\Delta x dx=Δx and d y = Δ y \mathrm dy=\Delta y dy=Δy are called differentials of independent variables x x x and y y y.
12.8 Maxima and Minima
12.8.1 Local Maximum and Local Minimum
Let f f f be a function with domain S S S and p ⃗ 0 \vec p_0 p0 be a point in S S S.
- f ( p ⃗ ) f(\vec p) f(p) is a local maximum value of f f f if f ( p ⃗ 0 ) ≥ f ( p ⃗ ) f(\vec p_0)\ge f(\vec p) f(p0)≥f(p) for all points p ⃗ ∈ N ∩ S \vec p\in N\cap S p∈N∩S, where N N N is some neighborhood of p 0 p_0 p0.
- f ( p ⃗ ) f(\vec p) f(p) is a local minimum value of f f f if f ( p ⃗ 0 ) ≤ f ( p ⃗ ) f(\vec p_0)\le f(\vec p) f(p0)≤f(p) for all points p ⃗ ∈ N ∩ S \vec p\in N\cap S p∈N∩S, where N N N is some neighborhood of p 0 p_0 p0.
- f ( p ⃗ ) f(\vec p) f(p) is a local extreme value of f f f if f ( p ⃗ ) f(\vec p) f(p) is either a local maximum value or a local minimum value.
- f ( p ⃗ ) f(\vec p) f(p) is a global maximum value or global minimum value if the inequalities above hold for all point on S S S.
Theorem A : First Derivative Test for Local Extreme Value
If f f f is a local maximum or minimum value at an interior point ( a , b ) (a,b) (a,b) of its domain and if the first partial derivatives exist there, then f x ( a , b ) = 0 f_x(a, b)=0 fx(a,b)=0 and f y ( a , b ) = 0 f_y(a, b)=0 fy(a,b)=0
A point ( a , b ) (a, b) (a,b) is called a stationary point if ∇ f ( a , b ) = 0 \nabla f(a,b)=0 ∇f(a,b)=0
Theorem B : Second Partials Test for Local Extreme Values
Suppose that f ( x , y ) f(x, y) f(x,y) has continuous second partial derivatives in a neighborhood of ( a , b ) (a, b) (a,b) and that ∇ f ( a , b ) = 0 \nabla f(a,b)=0 ∇f(a,b)=0 Let D = D ( a , b ) = f x x ( a , b ) f y y ( a , b ) − ( f x y ( a , b ) ) 2 D=D(a, b)=f_{xx}(a,b)f_{yy}(a,b)-(f_{xy}(a,b))^2 D=D(a,b)=fxx(a,b)fyy(a,b)−(fxy(a,b))2 Then
- if D > 0 D>0 D>0 and f x x ( a , b ) < 0 , f ( a , b ) f_{xx}(a,b)<0,f(a,b) fxx(a,b)<0,f(a,b) is a local maximum value.
- if D > 0 D>0 D>0 and f x x ( a , b ) > 0 , f ( a , b ) f_{xx}(a,b)>0,f(a,b) fxx(a,b)>0,f(a,b) is a local minimum value.
- if D < 0 , f ( a , b ) D<0, f(a,b) D<0,f(a,b) is not an extreme value, ( a , b ) (a, b) (a,b) is a saddle point.
- if D = 0 D=0 D=0, the test is inconclusive.
D D D can also be written as a determinant (Hession of f f f) D = ∣ f x x f x y f y x f y y ∣ = f x x f y y − ( f x y ) 2 D=\begin{vmatrix}f_{xx}&f_{xy}\\f_{yx}&f_{yy}\end{vmatrix}=f_{xx}f_{yy}-(f_{xy})^2 D=∣∣∣∣fxxfyxfxyfyy∣∣∣∣=fxxfyy−(fxy)2
Procedure for Finding Local Extreme of z = f ( x , y ) z=f(x, y) z=f(x,y)
- Identify all stationary points by ∇ f ( x , y ) = 0 \nabla f(x, y)=0 ∇f(x,y)=0
- Calculate D ( x , y ) D(x, y) D(x,y) and f x x ( x , y ) f_{xx}(x, y) fxx(x,y) at each stationary point.
12.8.1 Global Maximum and Minimum Values
Theorem A : Max-Min Existence Theorem
If f f f is continuous on a closed bounded set S S S, then f f f attains both a maximum and minimum values.
Theorem B : Critical Point Theorem
Let f f f be defined on a set S S S containing p ⃗ 0 \vec p_0 p0. If f ( p ⃗ 0 ) f(\vec p_0) f(p0) is an extreme value, then p ⃗ 0 \vec p_0 p0 must be a critical point.
The critical points of f f f on S S S are of three types.
- stationary point : p ⃗ 0 \vec p_0 p0 is an interior point where ∇ f ( p ⃗ 0 ) = 0 \nabla f(\vec p_0)=0 ∇f(p0)=0
- singular point : p ⃗ 0 \vec p_0 p0 is an interior point, where f f f is not differentiable
- boundary point of S S S
Procedure for finding the max. and min. value on closed bounded set
- Find the values of f f f at stationary points and singular points in S S S.
- Find the extreme values of f f f on the boundary of S S S.
- The largest of these values is the maximum value; the smallest is the minimum value.
12.9 The Method of Lagrange Multipliers
Theorem A : Lagrange’s Method
To find extreme values of z = f ( x , y ) z=f(x,y) z=f(x,y) subject to the constraint g ( x , y ) = 0 g(x, y)=0 g(x,y)=0
- Find all values of x , y x, y x,y and λ \lambda λ such that: { ∇ f ( x , y ) = λ ∇ g ( x , y ) g ( x , y ) = 0 \begin{cases}\nabla f(x,y)=\lambda\nabla g(x,y)\\g(x,y)=0\end{cases} {∇f(x,y)=λ∇g(x,y)g(x,y)=0
- Evaluate f f f at all points that result from Step 1. The Largest of these values is the maximum value and the smallest is the minimum value.
The corresponding λ \lambda λ is called a Lagrange Multiplier.
Chapter 13 : Double Integral
13.1 Double Integral on Rectangular Regions
Theorem A
If f f f if bounded on a close rectangle R R R and continuous except on a finite number of smooth curves, then it is integrable on R R R.
13.2 Iterated Integrals
∬ [ a , b ] × [ c , d ] f ( x , y ) d A = ∫ c d [ ∫ a b f ( x , y ) d x ] d y = ∫ a b [ ∫ c d f ( x , y ) d y ] d x \iint\limits_{[a,b]\times[c,d]}f(x,y)\mathrm dA=\int^d_c\left[\int^b_af(x,y)\mathrm dx\right]\mathrm dy=\int^b_a\left[\int^d_cf(x,y)\mathrm dy\right]\mathrm dx [a,b]×[c,d]∬f(x,y)dA=∫cd[∫abf(x,y)dx]dy=∫ab[∫cdf(x,y)dy]dx
Average value of f f f
- f ( x ) f(x) f(x) on I = [ a , b ] I=[a,b] I=[a,b] : a v e ( f , I ) = ∫ a b f ( x ) d x l e n g t h ( I ) l e n g t h ( I ) = ∫ a b ( 1 ) d x = ( b − a ) \begin{aligned}&ave(f,I)=\frac{\int^b_af(x)\mathrm dx}{length(I)}\\&length(I)=\int^b_a(1)\mathrm dx=(b-a)\end{aligned} ave(f,I)=length(I)∫abf(x)dxlength(I)=∫ab(1)dx=(b−a)
- f ( x , y ) f(x,y) f(x,y) on R ⊂ R 2 R\sub R^2 R⊂R2 : a v e ( f , R ) = ∬ R f ( x , y ) d A a r e a ( R ) a r e a ( R ) = ∬ R ( 1 ) d A \begin{aligned}&ave(f,R)=\frac{\iint\limits_Rf(x,y)\mathrm dA}{area(R)}\\&area(R)=\iint\limits_R(1)\mathrm dA\end{aligned} ave(f,R)=area(R)R∬f(x,y)dAarea(R)=R∬(1)dA
- f ( x , y , z ) f(x,y,z) f(x,y,z) on D ⊂ R 3 D\sub R^3 D⊂R3 : a v e ( f , D ) = ∭ D f ( x , y , z ) d V v o l u m e ( D ) v o l u m e ( D ) = ∭ D ( 1 ) d V \begin{aligned}&ave(f,D)=\frac{\iiint\limits_Df(x,y,z)\mathrm dV}{volume(D)}\\&volume(D)=\iiint\limits_D(1)\mathrm dV\end{aligned} ave(f,D)=volume(D)D∭f(x,y,z)dVvolume(D)=D∭(1)dV
- f ( x , y ) f(x,y) f(x,y) on C : r ⃗ ( t ) , t ∈ [ a , b ] C:\vec r(t),t\in[a,b] C:r(t),t∈[a,b] : a v e ( f , C ) = ∫ a b f ( r ⃗ ( t ) ) ∣ r ⃗ ′ ( t ) ∣ d t l e n g t h ( C ) l e n g t h ( C ) = ∫ a b ( 1 ) ∣ r ⃗ ′ ( t ) ∣ d t \begin{aligned}&ave(f,C)=\frac{\int^b_af(\vec r(t))|\vec r^\prime(t)|\mathrm dt}{length(C)}\\&length(C)=\int^b_a(1)|\vec r^\prime(t)|\mathrm dt\end{aligned} ave(f,C)=length(C)∫abf(r(t))∣r′(t)∣dtlength(C)=∫ab(1)∣r′(t)∣dt
- f ( x , y , z ) f(x,y,z) f(x,y,z) on S : S ⃗ ( u , v ) , ( u , v ) ∈ R 2 S:\vec S(u,v),(u,v)\in R^2 S:S(u,v),(u,v)∈R2 : a v e ( f , S ) = ∬ R f ( S ⃗ ( u , v ) ) ∣ S ⃗ u × S ⃗ v ∣ d A a r e a ( S ) a r e a ( S ) = ∫ R ( 1 ) ∣ S ⃗ u × S ⃗ v ∣ d A \begin{aligned}&ave(f,S)=\frac{\iint\limits_Rf(\vec S(u,v))|\vec S_u\times\vec S_v|\mathrm dA}{area(S)}\\&area(S)=\int\limits_R(1)|\vec S_u\times\vec S_v|\mathrm dA\end{aligned} ave(f,S)=area(S)R∬f(S(u,v))∣Su×Sv∣dAarea(S)=R∫(1)∣Su×Sv∣dA
13.3 Double Integrals over General Regions
13.3.1 Double Integrals over General Regions
Let z = f ( x , y ) z=f(x,y) z=f(x,y) be defined on a general bounded region D.
- Enclose D D D by a rectangle R R R.
- Define a new function F F F with domain R R R. F ( x , y ) = { f ( x , y ) if ( x , y ) ∈ D 0 if ( x , y ) ∈ R \ D F(x,y)=\begin{cases}f(x,y)&\text{if}\ (x,y)\in D\\0&\text{if}\ (x,y)\in R\backslash D\end{cases} F(x,y)={f(x,y)0if (x,y)∈Dif (x,y)∈R\D
- Then, ∬ D f ( x , y ) d A : = ∬ R F ( x , y ) d A \iint\limits_Df(x,y)\mathrm dA:=\iint\limits_RF(x,y)\mathrm dA D∬f(x,y)dA:=R∬F(x,y)dA
Remarks :
- The definition makes sense and does not depend on the rectangle we use as long as it contains D D D.
- The Double Integrals on a General Region is also (1) linear (2) additive and (3) satisfies the comparison property.
13.3.2 Evaluation of Double Integrals over General Regions
- y-simple region : It lies between the graphs of two continuous functions of x x x. D = { ( x , y ) : g 1 ( x ) ≤ y ≤ g 2 ( x ) , a ≤ x ≤ b } D=\{(x,y):g_1(x)\le y\le g_2(x),a\le x\le b\} D={(x,y):g1(x)≤y≤g2(x),a≤x≤b} Choose a rectangle R = [ a , b ] × [ c , d ] R=[a,b]\times[c,d] R=[a,b]×[c,d] contains D D D. Then ∬ D f ( x , y ) d A = ∬ R F ( x , y ) d A = ∫ a b ∫ c d F ( x , y ) d y d x = ∫ a b ∫ g 1 ( x ) g 2 ( x ) f ( x , y ) d y d x \begin{aligned}\iint\limits_Df(x,y)\mathrm dA&=\iint\limits_RF(x,y)\mathrm dA\\&=\int^b_a\int^d_cF(x,y)\mathrm dy\mathrm dx\\&=\int^b_a\int^{g_2(x)}_{g_1(x)}f(x,y)\mathrm dy\mathrm dx\end{aligned} D∬f(x,y)dA=R∬F(x,y)dA=∫ab∫cdF(x,y)dydx=∫ab∫g1(x)g2(x)f(x,y)dydx
- x-simple region : It can be expressed as D = { ( x , y ) : h 1 ( y ) ≤ x ≤ h 2 ( y ) , c ≤ y ≤ d } D=\{(x,y):h_1(y)\le x\le h_2(y),c\le y\le d\} D={(x,y):h1(y)≤x≤h2(y),c≤y≤d} Using same method, we can show that ∬ D f ( x , y ) d A = ∫ c d ∫ h 1 ( y ) h 2 ( y ) f ( x , y ) d x d y \iint\limits_Df(x,y)\mathrm dA=\int^d_c\int^{h_2(y)}_{h_1(y)}f(x,y)\mathrm dx\mathrm dy D∬f(x,y)dA=∫cd∫h1(y)h2(y)f(x,y)dxdy
Remark :
If the region
D
D
D is neither x-simple nor y-simple, it can usually be considered as a union of regions of x-simple or y-simple.
Procedure for Evaluation of Double Integrals
- Sketch the region of integration D D D.
- Write D D D as y-simple or x-simple region
- Convert double integral into iterated integral
- Evaluate the iterated integral
13.4 Double Integrals in Polar Coordinates
13.4.1 Double Integrals over Polar Rectangles
Partition R R R into small polar rectangles R 1 , R 2 , ⋯ , R n R_1,R_2,\cdots,R_n R1,R2,⋯,Rn by means of a polar grid. Let Δ r k \Delta r_k Δrk and Δ θ k \Delta\theta_k Δθk denote the dimensions of the typical piece R k R_k Rk
Choose center points
(
r
ˉ
k
.
θ
ˉ
k
)
(\bar r_k. \bar\theta_k)
(rˉk.θˉk) in each
R
k
R_k
Rk. The area of
R
k
R_k
Rk is given by
Δ
A
k
=
r
ˉ
k
Δ
r
k
Δ
θ
k
\Delta A_k=\bar r_k\Delta r_k\Delta\theta_k
ΔAk=rˉkΔrkΔθk, Then
V
≈
∑
k
=
1
n
F
(
r
ˉ
k
,
θ
ˉ
k
)
Δ
A
k
=
∑
k
=
1
n
F
(
r
ˉ
k
,
θ
ˉ
k
)
r
ˉ
k
Δ
r
k
Δ
θ
k
V\thickapprox\sum\limits^n_{k=1}F(\bar r_k,\bar\theta_k)\Delta A_k=\sum\limits^n_{k=1}F(\bar r_k,\bar\theta_k)\bar r_k\Delta r_k\Delta\theta_k
V≈k=1∑nF(rˉk,θˉk)ΔAk=k=1∑nF(rˉk,θˉk)rˉkΔrkΔθk
So we can change the double integral in polar coordinates
∬
R
f
(
x
,
y
)
d
A
=
∬
R
f
(
r
cos
θ
,
r
sin
θ
)
r
d
r
d
θ
\iint\limits_Rf(x,y)\mathrm dA=\iint\limits_Rf(r\cos\theta,r\sin\theta)r\mathrm d r\mathrm d\theta
R∬f(x,y)dA=R∬f(rcosθ,rsinθ)rdrdθ
13.4.2 For General Region
If f f f is continuous on a polar region of the form S = { ( r , θ ) : ϕ 1 ( θ ) ≤ r ≤ ϕ 2 ( θ ) , α ≤ θ ≤ β } S=\{(r,\theta):\phi_1(\theta)\le r\le\phi_2(\theta),\alpha\le\theta\le\beta\} S={(r,θ):ϕ1(θ)≤r≤ϕ2(θ),α≤θ≤β} Then we can change the double integral into an iterated integral in polar coordinates ∬ S f ( x , y ) d A = ∫ α β ∫ ϕ 1 ( θ ) ϕ 2 ( θ ) f ( r cos θ , r sin θ ) r d r d θ \iint\limits_Sf(x,y)\mathrm dA=\int^\beta_\alpha\int^{\phi_2(\theta)}_{\phi_1(\theta)}f(r\cos\theta,r\sin\theta)r\mathrm dr\mathrm d\theta S∬f(x,y)dA=∫αβ∫ϕ1(θ)ϕ2(θ)f(rcosθ,rsinθ)rdrdθ In particular, if f ( x , y ) = 1 f(x,y)=1 f(x,y)=1, then A ( S ) = ∬ S r d r d θ A(S)=\iint\limits_Sr\mathrm dr\mathrm d\theta A(S)=S∬rdrdθ
13.6 Surface Area
Form a partition P P P of S S S with lines parallel to the x − x- x− and y − y- y−axes. This divides S S S into n n n subrectangles R m R_m Rm with the lengths of sides Δ x m \Delta x_m Δxm and Δ y m , m = 1 , 2 , ⋯ , n \Delta y_m,m=1,2,\cdots,n Δym,m=1,2,⋯,n
For each
m
m
m, let
G
m
G_m
Gm be the part of the surface that prejects onto
R
m
R_m
Rm. Let
P
m
P_m
Pm be the corner of
G
m
G_m
Gm closest to the origin and
T
m
T_m
Tm denote the parallelogram on the tangent plane at
P
m
P_m
Pm, that projects onto
R
m
R_m
Rm. Then we can use the area of
T
m
T_m
Tm to approximate the area of
G
m
G_m
Gm
We next find the area of the parallelogram
T
m
T_m
Tm. Let
u
m
u_m
um and
v
m
v_m
vm denote the vectors that form the sides of
T
m
T_m
Tm. Then
u
⃗
m
=
Δ
x
m
i
⃗
+
f
x
(
x
m
,
y
m
)
Δ
x
m
k
⃗
\vec u_m=\Delta x_m\vec i+f_x(x_m,y_m)\Delta x_m\vec k
um=Δxmi+fx(xm,ym)Δxmk
v
⃗
m
=
Δ
y
m
j
⃗
+
f
y
(
x
m
,
y
m
)
Δ
y
m
k
⃗
\vec v_m=\Delta y_m\vec j+f_y(x_m,y_m)\Delta y_m\vec k
vm=Δymj+fy(xm,ym)Δymk The area of
T
m
T_m
Tm is
A
(
T
m
)
=
∣
∣
u
⃗
m
×
v
⃗
m
∣
∣
=
f
x
2
(
x
m
,
y
m
)
+
f
y
2
(
x
m
,
y
m
)
+
1
Δ
A
m
≈
A
(
G
m
)
A(T_m)=||\vec u_m\times\vec v_m||=\sqrt{f_x^2(x_m,y_m)+f_y^2(x_m,y_m)+1}\ \Delta A_m\approx A(G_m)
A(Tm)=∣∣um×vm∣∣=fx2(xm,ym)+fy2(xm,ym)+1 ΔAm≈A(Gm)Thus
A
(
G
)
=
∬
S
f
x
2
+
f
y
2
+
1
d
A
\red{A(G)=\iint\limits_S\sqrt{f^2_x+f^2_y+1}\ \mathrm dA}
A(G)=S∬fx2+fy2+1 dA
13.7 Triple Integrals
13.7.1 Triple Integrals over Cuboid
We define the triple integral by ∭ B f ( x , y , z ) d V = lim ∣ ∣ P ∣ ∣ → 0 ∑ k = 1 n f ( x ˉ k , y ˉ k , z ˉ k ) Δ V k \iiint\limits_Bf(x,y,z)\mathrm dV=\lim\limits_{||P||\to0}\sum\limits^n_{k=1}f(\bar x_k,\bar y_k,\bar z_k)\Delta V_k B∭f(x,y,z)dV=∣∣P∣∣→0limk=1∑nf(xˉk,yˉk,zˉk)ΔVkif the limit exists. Here ∣ ∣ P ∣ ∣ ||P|| ∣∣P∣∣ is the maximal length of the diagonals of the small boxes, not the maximal volume of the small boxes.
-
If f f f is continuous, then the triple integral always exists.
-
The triple integrals have the standard properties:
- Linearity : ∭ B f ( x , y , z ) + g ( x , y , z ) d V = ∭ B f ( x , y , z ) d V + ∭ B g ( x , y , z ) d V \iiint\limits_Bf(x,y,z)+g(x,y,z)\mathrm dV=\iiint\limits_Bf(x,y,z)\mathrm dV+\iiint\limits_Bg(x,y,z)\mathrm dV B∭f(x,y,z)+g(x,y,z)dV=B∭f(x,y,z)dV+B∭g(x,y,z)dV
- Additivity on Regions : ∭ D f ( x , y , z ) d V = ∭ D 1 f ( x , y , z ) d V + ∭ D 2 f ( x , y , z ) d V \iiint\limits_Df(x,y,z)\mathrm dV=\iiint\limits_{D_1}f(x,y,z)\mathrm dV+\iiint\limits_{D_2}f(x,y,z)\mathrm dV D∭f(x,y,z)dV=D1∭f(x,y,z)dV+D2∭f(x,y,z)dV
- The Comparison Property : ∭ D f ( x , y , z ) d V ≤ ∭ D g ( x , y , z ) d V \iiint\limits_Df(x,y,z)\mathrm dV\le\iiint\limits_Dg(x,y,z)\mathrm dV D∭f(x,y,z)dV≤D∭g(x,y,z)dV if f ≤ g f\le g f≤g on D D D
13.7.2 General Regions L : z − z- z−simple
Assume that S = { ( x , y , z ) : a 1 ≤ x ≤ a 2 , ϕ 1 ( x ) ≤ y ≤ ϕ 2 ( x ) , ψ 1 ( x , y ) ≤ z ≤ ψ 2 ( x , y ) } S=\{(x,y,z):a_1\le x\le a_2,\ \phi_1(x)\le y\le\phi_2(x),\ \psi_1(x,y)\le z\le\psi_2(x,y)\} S={(x,y,z):a1≤x≤a2, ϕ1(x)≤y≤ϕ2(x), ψ1(x,y)≤z≤ψ2(x,y)}Then ∭ S f ( x , y , z ) d V = ∫ a 1 a 2 ∫ ϕ 2 ( x ) ϕ 1 ( x ) ∫ ψ 2 ( x , y ) ψ 1 ( x , y ) f ( x , y , z ) d z d y d x \iiint\limits_Sf(x,y,z)\mathrm dV=\int^{a_2}_{a_1}\int^{\phi_1(x)}_{\phi_2(x)}\int^{\psi_1(x,y)}_{\psi_2(x,y)}f(x,y,z)\mathrm dz\mathrm dy\mathrm dx S∭f(x,y,z)dV=∫a1a2∫ϕ2(x)ϕ1(x)∫ψ2(x,y)ψ1(x,y)f(x,y,z)dzdydx
13.7.3 Cylindrical Coordinate
For
P
=
(
x
,
y
,
z
)
=
(
r
,
θ
,
z
)
P=(x,y,z)=(r,\theta,z)
P=(x,y,z)=(r,θ,z)
{
x
=
r
cos
θ
y
=
r
sin
θ
z
=
z
\begin{cases}x=r\cos\theta\\y=r\sin\theta\\z=z\end{cases}
⎩⎪⎨⎪⎧x=rcosθy=rsinθz=zTherefore,
f
(
P
)
=
f
(
x
,
y
,
z
)
=
f
(
r
cos
θ
,
r
sin
θ
,
z
)
=
F
(
r
,
θ
,
z
)
f(P)=f(x,y,z)=f(r\cos\theta,r\sin\theta,z)=F(r,\theta,z)
f(P)=f(x,y,z)=f(rcosθ,rsinθ,z)=F(r,θ,z)
13.8 Spherical Coordinates
A point P P P in R 3 \mathbb{R}^3 R3 has spherical coordinates ( ρ , θ , ϕ ) (\rho,\theta,\phi) (ρ,θ,ϕ) if ρ \rho ρ is the distance from the origin to P P P, θ \theta θ is the same as in cylindrical coordinates and ϕ \phi ϕ is the angle between the positive z − z- z−axis and the line segment O P OP OP
By the definition, we can get : { x = ρ sin ϕ cos θ y = ρ sin ϕ sin θ z = ρ cos ϕ \begin{cases}x=\rho\sin\phi\cos\theta\\y=\rho\sin\phi\sin\theta\\z=\rho\cos\phi\end{cases} ⎩⎪⎨⎪⎧x=ρsinϕcosθy=ρsinϕsinθz=ρcosϕ ρ ≥ 0 , 0 ≤ θ ≤ 2 π , 0 ≤ ϕ ≤ π \rho\ge0,\ 0\le\theta\le2\pi,\ 0\le\phi\le\pi ρ≥0, 0≤θ≤2π, 0≤ϕ≤π
In cylindrical coordinates, r = x 2 + y 2 r=\sqrt{x^2+y^2} r=x2+y2, while ρ = x 2 + y 2 + z 2 \rho=\sqrt{x^2+y^2+z^2} ρ=x2+y2+z2 in spherical coordinates.
In spherical coordinates, cos ϕ = z x 2 + y 2 + z 2 \cos\phi=\frac{z}{\sqrt{x^2+y^2+z^2}} cosϕ=x2+y2+z2z
Jacobian :
∭
S
f
(
x
,
y
,
z
)
d
V
=
∭
a
p
p
r
o
p
r
i
a
t
e
l
i
m
i
t
s
f
(
ρ
sin
ϕ
cos
θ
,
ρ
sin
ϕ
sin
θ
,
ρ
cos
ϕ
)
ρ
2
sin
ϕ
d
ρ
d
θ
d
ϕ
\iiint\limits_Sf(x,y,z)\mathrm dV=\iiint\limits_{appropriate\ limits}f(\rho\sin\phi\cos\theta,\rho\sin\phi\sin\theta,\rho\cos\phi)\rho^2\sin\phi\mathrm d\rho\mathrm d\theta\mathrm d\phi
S∭f(x,y,z)dV=appropriate limits∭f(ρsinϕcosθ,ρsinϕsinθ,ρcosϕ)ρ2sinϕdρdθdϕ
Here, we can get
ρ
2
sin
ϕ
\rho^2\sin\phi
ρ2sinϕ by Jacobian.
J
(
ρ
,
θ
,
ϕ
)
=
[
∂
x
∂
ρ
∂
x
∂
θ
∂
x
∂
ϕ
∂
y
∂
ρ
∂
y
∂
θ
∂
y
∂
ϕ
∂
z
∂
ρ
∂
z
∂
θ
∂
z
∂
ϕ
]
J(\rho,\theta,\phi)=\begin{bmatrix}\frac{\partial\blue x}{\partial\purple\rho}&\frac{\partial\blue x}{\partial\green\theta}&\frac{\partial\blue x}{\partial\red\phi}\\\frac{\partial y}{\partial\purple\rho}&\frac{\partial y}{\partial\green\theta}&\frac{\partial y}{\partial\red\phi}\\\frac{\partial z}{\partial\purple\rho}&\frac{\partial z}{\partial\green\theta}&\frac{\partial z}{\partial\red\phi}\end{bmatrix}
J(ρ,θ,ϕ)=⎣⎢⎡∂ρ∂x∂ρ∂y∂ρ∂z∂θ∂x∂θ∂y∂θ∂z∂ϕ∂x∂ϕ∂y∂ϕ∂z⎦⎥⎤That is,
ρ
2
sin
ϕ
=
∣
J
(
ρ
,
θ
,
ϕ
)
∣
\rho^2\sin\phi=|J(\rho,\theta,\phi)|
ρ2sinϕ=∣J(ρ,θ,ϕ)∣
Chapter 14 : Vector Fields
14.1 Gradient, Divergence and Curl
Let S S S be a subset of R 2 \mathbb R^2 R2. A vector field over S S S is a map F ⃗ : S → R 2 \vec F:S\to\mathbb R^2 F:S→R2such that ( x , y ) → ( F 1 ( x , y ) , F 2 ( x , y ) ) (x,y)\to(F_1(x,y),F_2(x,y)) (x,y)→(F1(x,y),F2(x,y))
- The vector field F ⃗ \vec F F is called continuous, if both F 1 ( x , y ) F_1(x,y) F1(x,y) and F 2 ( x , y ) F_2(x,y) F2(x,y) are continuous functions over S S S.
- Suppose S ⊂ R 2 S\subset\mathbb R^2 S⊂R2 is open. The vector field F ⃗ \vec F F is called defferentiable, if both F 1 ( x , y ) F_1(x,y) F1(x,y) and F 2 ( x , y ) F_2(x,y) F2(x,y) are differentiable functions over S S S.
14.1.1 The Gradient of a Scalar Field
Let f ( x , y , z ) f(x,y,z) f(x,y,z) be a scalar field and it is differentiable. We know the gradient of f f f : ∇ f ( x , y , z ) = < ∂ f ∂ x , ∂ f ∂ y , ∂ f ∂ z > \nabla f(x,y,z)=<\frac{\partial f}{\partial x},\frac{\partial f}{\partial y },\frac{\partial f}{\partial z}> ∇f(x,y,z)=<∂x∂f,∂y∂f,∂z∂f>
A vector field F ⃗ \vec F F is called a conservative vector field if there is a scalar field, which is a function, f f f such that ∇ f = F ⃗ \nabla f=\vec F ∇f=F. This function f f f is called a potential function of F ⃗ \vec F F
14.1.2 The Divergence and Curl of a Vector Field
Let F ⃗ = M i ⃗ + N j ⃗ + P k ⃗ \vec F=M\vec i+N\vec j+P\vec k F=Mi+Nj+Pk be a vector field for which the first partial derivatives of M M M, N N N, and P P P exist. Then : d i v F ⃗ = ∂ M ∂ x + ∂ N ∂ y + ∂ P ∂ z = ∇ ⋅ F ⃗ c u r l F ⃗ = ( ∂ P ∂ y − ∂ N ∂ z ) i ⃗ + ( ∂ M ∂ z − ∂ P ∂ x ) j ⃗ + ( ∂ N ∂ x − ∂ M ∂ y ) k ⃗ = ∇ × F ⃗ \begin{aligned}\mathrm{div} \vec F&=\frac{\partial M}{\partial x}+\frac{\partial N}{\partial y}+\frac{\partial P}{\partial z}=\nabla\cdot\vec F\\\mathrm{curl}\vec F&=(\frac{\partial P}{\partial y}-\frac{\partial N}{\partial z})\vec i+(\frac{\partial M}{\partial z}-\frac{\partial P}{\partial x})\vec j+(\frac{\partial N}{\partial x}-\frac{\partial M}{\partial y})\vec k=\nabla\times\vec F\end{aligned} divFcurlF=∂x∂M+∂y∂N+∂z∂P=∇⋅F=(∂y∂P−∂z∂N)i+(∂z∂M−∂x∂P)j+(∂x∂N−∂y∂M)k=∇×F 推导过程
If F ⃗ \vec F F is a conservative vector field, then c u r l F ⃗ = 0 ⃗ \mathrm{curl}\vec F=\vec 0 curlF=0. Conversely, if c u r l F ⃗ = 0 ⃗ \mathrm{curl}\vec F=\vec 0 curlF=0, F ⃗ \vec F F is a conservative vector field.
洋洋洒洒 5w字,努力将所有知识点记了下来,也不知道会有多大用处,但如果对你起到作用了的话,请务必 关注+点赞+收藏 感激不尽。临表涕零,不知所言。