微积分提纲+公式整理（大一下）

        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。

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Chapter 9 : Infinite Series

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9.1 Infinite Sequences

Description of a Sequences:

Enough initial terms : 1, 4, 7, 10, $\cdots$
Explicit formula : $a_n=3n-2,n\ge 1$
Recursion formula : $a_1=1,a_n=a_{n-1}+3,n\ge 2$

9.1.1 Limit of a Sequence

Definition:

A sequence $a_n$ has the limit $L$, and we write $\underset{n\to \infty }{\lim }{a}_n=L$ or $a_n\to L$ as $n\to \infty$ if we can make the terms $a_n$ as close to $L$ as we like by taking $n$ sufficiently large.

$ϵ$ - N Definition:

For every $ϵ>0$, there is a corresponding integer $N>0$, such that $|a_n-L|<ϵ$ for all $n\ge N$

9.1.2 Convergence & Divergence

Definition:

If $\underset{n\to \infty }{\lim }{a}_n=L$, we say the sequence { a n } \{a_n\} {an​} converges (or is convergent) to $L$.
If $\underset{n\to \infty }{\lim }{a}_n$ 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 $n$.

Theorem A : Properties of Convergent Sequences

Let { a n } \{a_n\} {an​} and { b n } \{b_n\} {bn​} be convergent sequences and $k$ a constant.

Then :

1. $\underset{n\to \infty }{\lim }k=k$
2. $\underset{n\to \infty }{\lim }k{a}_n=k\underset{n\to \infty }{\lim }{a}_n$
3. $\underset{n\to \infty }{\lim }(a_n\pm b_n)=\underset{n\to \infty }{\lim }{a}_n\pm \underset{n\to \infty }{\lim }{b}_n$
4. $\underset{n\to \infty }{\lim }(a_n\cdot b_n)=\underset{n\to \infty }{\lim }{a}_n\cdot \underset{n\to \infty }{\lim }{b}_n$
5. $\underset{n\to \infty }{\lim }\frac{a_n}{b_n}=\frac{\underset{n\to \infty }{\lim }{a}_n}{\underset{n\to \infty }{\lim }{b}_n},(\underset{n\to \infty }{\lim }{b}_n\ne 0)$

L’Hospital’s Rule:

$\underset{n\to \infty }{\lim }{a}_n=L$ is a special case of $\underset{x\to \infty }{\lim }f(x)=L$

Theorem B : Squeeze Theorem

Suppose that { a n } \{a_n\} {an​} and { c n } \{c_n\} {cn​} both converge to $L$ and that $a_n\le b_n\le c_n$ for $n\ge N$ ($N$ a fixed integer). Then { b n } \{b_n\} {bn​} also converges to L.

Theorem C

If $\underset{n\to \infty }{\lim }|a_n|=0$, then $\underset{n\to \infty }{\lim }{a}_n=0$

Theorem D : Monotonic Sequence Theorem

Every bounded, monotonic sequence is convergent

If the sequence { a n } \{a_n\} {an​} satisfies $a_n\le a_{n+1}$ and $a_n\le U$ for all $n\ge N$, then $\underset{n\to \infty }{\lim }{a}_n=A\le U$.

If the sequence { a n } \{a_n\} {an​} satisfies $a_n\ge a_{n+1}$ and $a_n\ge U$ for all $n\ge N$, then $\underset{n\to \infty }{\lim }{a}_n=A\ge U$.

Remark :

It is not necessary that the sequences be monotonic initially, only that they are monotonic from some term on, that is for $n\ge N$ , where $N$ is a fixed integer.

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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 $\underset{n\to \infty }{\lim }{S}_n=S$, then the infinite series $\sum _{k=1}^{\infty }{a}_k$ is said to converge and has sum $S$. We denote this by writing $S=\sum _{k=1}^{\infty }{a}_k$
If { S n } \{S_n\} {Sn​} diverges, then the series is said to diverge. A divergent series has no sum.

Geometric Series

$\sum _{k=1}^{\infty }a{r}^{k-1}=a+ar+a{r}^2+a{r}^3+\cdots$ , where $a\ne 0$

$\sum _{k=1}^{\infty }a{r}^{k-1}:\{\begin{array}{ll}\mathrm{c}\mathrm{o}\mathrm{n}\mathrm{v}\mathrm{e}\mathrm{r}\mathrm{g}\mathrm{e}\mathrm{s}\mathrm{t}\mathrm{o}\frac{\mathrm{a}}{1-\mathrm{r}}& \text{if |r|<1}\\ \mathrm{d}\mathrm{i}\mathrm{v}\mathrm{e}\mathrm{r}\mathrm{g}\mathrm{e}\mathrm{s}& \text{if |r|≥1}\end{array}$

Collapsing Series

裂项相消求 $S_n$

Harmonic Series

$\sum _{n=1}^{\infty }\frac{1}{n}=1+\frac{1}{2}+\frac{1}{3}+\cdots$ is divergent.

but $\sum _{n=1}^{\infty }\frac{1}{n^k}$ is convergent while $k>1$

9.2.2 Properties of Convergent Series

Theorem A : nth-Term Test for Divergence

If the series $\sum _{n=1}^{\infty }{a}_n$ converges, then $\underset{n\to \infty }{\lim }{a}_n=0$
Equivalently, if $\underset{n\to \infty }{\lim }{a}_n\ne 0$ or if $\underset{n\to \infty }{\lim }{a}_n$ does not exist, then the series diverges

Remark :

If $\underset{n\to \infty }{\lim }{a}_n=0$, we can not conclude that the series $\underset{n\to \infty }{\lim }{a}_n$ converges.

Theorem B : Linearity of Convergent Series

If $\sum _{k=1}^{\infty }{a}_k$ and $\sum _{k=1}^{\infty }{b}_k$ both converges and $c$ is a constant, then $\sum _{k=1}^{\infty }c{a}_k$ and $\sum _{k=1}^{\infty }(a_k+b_k)$ also converge, and

1. $\sum _{k=1}^{\infty }c{a}_k=c\sum _{k=1}^{\infty }{a}_k$
2. $\sum _{k=1}^{\infty }(a_k+b_k)=\sum _{k=1}^{\infty }{a}_k+\sum _{k=1}^{\infty }{b}_k$

Theorem C

If $\sum _{k=1}^{\infty }{a}_k$ diverges and $c\ne 0$, then $\sum _{k=1}^{\infty }c{a}_k$ diverges.

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9.3 Convergence of positive series

注意，本节所讨论的所有内容均建立于 $positiveseries$ 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 $\mathrm{p}\mathrm{o}\mathrm{s}\mathrm{i}\mathrm{t}\mathrm{i}\mathrm{v}\mathrm{e}$ series $\sum _{n=1}^{\infty }{a}_n$ converges if and only if all of its partial sums are bounded by a constant. That is, $S_n<A$ for all $n\in N$. where $A$ is a constant number.

Theorem B : Integral Test

Let $f$ be a $\mathrm{c}\mathrm{o}\mathrm{n}\mathrm{t}\mathrm{i}\mathrm{n}\mathrm{u}\mathrm{o}\mathrm{u}\mathrm{s},\mathrm{p}\mathrm{o}\mathrm{s}\mathrm{i}\mathrm{t}\mathrm{i}\mathrm{v}\mathrm{e},\mathrm{n}\mathrm{o}\mathrm{n}-\mathrm{i}\mathrm{n}\mathrm{c}\mathrm{r}\mathrm{e}\mathrm{a}\mathrm{s}\mathrm{i}\mathrm{n}\mathrm{g}$ function over $[1,\infty ]$ such that $f(n)=a_n$ for all $n\in N$. Then the $\mathrm{p}\mathrm{o}\mathrm{s}\mathrm{i}\mathrm{t}\mathrm{i}\mathrm{v}\mathrm{e}$ series $\sum _{n=1}^{\infty }{a}_n$ converges if and only if the integral ${\int }_1^{\infty }f(x)\mathrm{d}\mathrm{x}$ converges.

Theorem C : Ordinary Comparison Test

Assume that $0\le a_n\le C\cdot b_n$ for all $n\in N$, where $C>0$ is a constant. Then :

• If $\sum _{n=1}^{\infty }{b}_n$ converges, then $\sum _{n=1}^{\infty }{a}_n$ converges.
• If $\sum _{n=1}^{\infty }{a}_n$ diverges, then $\sum _{n=1}^{\infty }{b}_n$ diverges.

Theorem D : Limit Comparison Test

Assume that $a_n\ge 0$ and $b_n>0$ for all $n\in N$. Assume that $\underset{n\to \infty }{\lim }\frac{a_n}{b_n}$ exists and put $L=\underset{n\to \infty }{\lim }\frac{a_n}{b_n}$, Then :

• If $L\in (0,\infty )$, then $\sum _{n=1}^{\infty }{a}_n$ converges (diverges) $\iff$ $\sum _{n=1}^{\infty }{b}_n$ converges (diverges).
• If $L=0$, then $\sum _{n=1}^{\infty }{b}_n$ converges $\Rightarrow$ $\sum _{n=1}^{\infty }{a}_n$ converges.
• If $L=\infty$, then $\sum _{n=1}^{\infty }{b}_n$ diverges $\Rightarrow$ $\sum _{n=1}^{\infty }{a}_n$ diverges.

Theorem E : Ratio Test

Let $a_n>0$ for all $n\in N$. Assume that $L=\underset{n\to \infty }{\lim }\frac{a_{n+1}}{a_n}$ exists. Then :

• If $L<1$, then the series $\sum _{n=1}^{\infty }{a}_n$ converges.
• If $L>1$, then the series $\sum _{n=1}^{\infty }{a}_n$ diverges.

Theorem F : Root Test

Let $a_n\ge 0$ for all $n\in N$. Assume that $r=\underset{n\to \infty }{\lim }\sqrt[n]{a_n}$ exists. Then :

• If $r<1$, then the series $\sum _{n+1}^{\infty }{a}_n$ converges.
• If $r>1$, then the series $\sum _{n+1}^{\infty }{a}_n$ diverges.

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9.4 Alternating Series

9.4.1 Alternating Series Convergence

Theorem : Alternating Series Test

Let $\sum _{n=1}^{\infty }(-1{)}^{n-1}{a}_n(a_n>0)$ be an alternating series. If the sequence $a_n$ satisfies

1. $a_n>a_{n+1}$
2. $\underset{n\to \infty }{\lim }{a}_n=0$

then the series converges.

If $S$ is the sum of the series, then $|S_n-S|\le a_{n+1}$. That is to say, if we use $S_n$ to approximate $S$, then the error is less than $a_{n+1}$.

9.4.2 Absolute Convergence

Theorem A : Absolute Convergence Test

If $\sum |u_n|$ converges, then $\sum u_n$ converges.

Theorem B : Absolute Ratio Test

Let $\sum u_n$ be a series of nonzero terms and suppose that $\underset{n\to \infty }{\lim }\frac{|u_{n+1}|}{|u_n|}=L$ .

1. If $L<1$, the series converges absolutely.
2. If $L>1$, or if $\underset{n\to \infty }{\lim }\frac{|u_{n+1}|}{|u_n|}=\infty$, the series diverges.
3. If $L=1$, the test is inconclusive.

9.4.3 Conditional convergence

Definition

A series $\sum u_n$ is called conditionally convergent if $\sum u_n$ converges but $\sum |u_n|$ diverges.

Theorem : Alternating $p$ - series

$\sum _{n=1}^{\infty }(-1{)}^{n+1}\frac{1}{n^p}$$\{\begin{array}{ll}p>1& \text{absolute converges}\\ 0<p\le 1& \text{conditional converges}\\ p\le 0& \text{diverges}\end{array}$

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9.5 Power Series

Series of constants : series of the form $\sum _{n=1}^{\infty }{a}_n$ where each term $a_n$ is a number.
Series of functions : series of the form $\sum _{n=1}^{\infty }{u}_n(x)$ where each term $u_n(x)$ is a function of $x$.
Power Series : series of the form $\sum _{n=1}^{\infty }{a}_n{x}^n=a_0+a_{1}x+a_2{x}^2+\cdots$

The geometric series with ratio $r=x$ has sum given by $S(x)=\frac{a}{1-x}$ , and is convergent while $-1<x<1$

We also say that the function $\frac{a}{1-x}$ 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 $\sum _{n=0}^{\infty }{a}_n{x}^n$ is always an interval of the following three types:

1. The single point $x=0$
2. An interval $(-R,R)$, plus possibly one or both end points
3. The infinite interval $(-\infty ,\infty )$

In the three types, the series is said to have radius of convergence $0,R$ and $\infty$ respectively.

This theorem says that the convergence set must be an interval.

Theorem B

A power series $\sum a_n{x}^n$ converges absolutely on the interior of its convergence set.

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9.6 Operations on Power Series

Theorem A : Term-by-Term Differentiation and Integration

Suppose that $S(x)$ is the sum of a power series on an interval $I$. Then, if $x$ is an interior point of $I$

1. $S^{\prime }(x)=\sum _{n=0}^{\infty }(a_n{x}^n{)}^{\prime }$
2. ${\int }_0^{x}S(t)\mathrm{d}x=\sum _{n=0}^{\infty }{f}_0^x{a}_n{t}^n\mathrm{d}t$

Remarks :

1. The sum $S(x)$ is both differentiable and integrable, and its derivative and integral can be calculated by term-by-term differentiation and integration.
2. 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 $I$ might change.
3. 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 $f(x)=\sum a_n{x}^n$ and $g(x)=\sum b_n{x}^n$ for $|x|<r$. Then the operations of addition and subtraction can be performed on these series as if they were polynomials,

$f(x)\pm g(x)=\sum (a_n\pm b_n)x^n$ for $|x|<r$.

$\mathrm{I}\mathrm{m}\mathrm{p}\mathrm{o}\mathrm{r}\mathrm{t}\mathrm{a}\mathrm{n}\mathrm{t}\mathrm{M}\mathrm{a}\mathrm{c}\mathrm{l}\mathrm{a}\mathrm{u}\mathrm{r}\mathrm{i}\mathrm{n}\mathrm{S}\mathrm{e}\mathrm{r}\mathrm{i}\mathrm{e}\mathrm{s}$

These formulas can be used as known results

1. $\frac{1}{1-x}=\sum _{n=0}^{\infty }{x}^n=1+x+x^2+x^3+\cdots ,-1<x<1$

2. $\ln (1+x)=\sum _{n=0}^{\infty }(-1{)}^{n+1}\frac{x^{n+1}}{n+1}=x-\frac{x^2}{2}+\frac{x^3}{3}-\frac{x^4}{4}+\cdots ,-1<x<1$

3. $\arctan x=\sum _{n=0}^{\infty }(-1{)}^n\frac{x^{2n+1}}{2n+1}=x-\frac{x^3}{3}+\frac{x^5}{5}-\frac{x^7}{7}+\cdots ,-1<x<1$

4. $e^x=\sum _{n=0}^{\infty }\frac{x^n}{n!}=1+x+\frac{x^2}{2!}+\frac{x^3}{3!}+\cdots ,-\infty <x<\infty$

5. $\sin x=\sum _{n=0}^{\infty }(-1{)}^n\frac{x^{2n+1}}{(2n+1)!}=x-\frac{x^3}{3!}+\frac{x^5}{5!}-\frac{x^7}{7!}+\cdots ,-\infty <x<\infty$

6. $\cos x=\sum _{n=0}^{\infty }(-1{)}^n\frac{x^{2n}}{(2n)!}=1-\frac{x^2}{2}+\frac{x^4}{4!}-\frac{x^6}{6!}+\cdots ,-\infty <x<\infty$

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9.8 Taylor and Maclaurin Series

Important Power Series

1. $\frac{1}{1-x}=\sum _{n=0}^{\infty }{x}^n,-1<x<1$
2. $\frac{1}{1+x}=\sum _{n=0}^{\infty }(-1{)}^n{x}^n,-1<x<1$

We say that

1. $\frac{1}{1-x}$ has power series representation $\sum _{n=0}^{\infty }{x}^n$, when $-1<x<1$.
2. $\frac{1}{1+x}$ has power series representation $\sum _{n=0}^{\infty }(-1{)}^n{x}^n$, when $-1<x<1$.

Theorem A : Uniqueness Theorem

If $f$ has a power series representation in $x-a$, that is, if $f(x)=c_0+c_1(x-a)+c_2(x-a{)}^2+\cdots +c_n(x-a{)}^n+\cdots ,|x-a|<R$

then its coefficients are given by the formula : $c_n=\frac{f^{(n)}(a)}{n!}$

Thus $f(x)$ must be represented uniquely as : $f(x)=f(a)+f^{\prime }(a)(x-a)+\frac{f^{\prime \prime }(a)}{2}(x-a{)}^2+\frac{f^{\prime \prime \prime }(a)}{3!}(x-a{)}^3+\cdots =\sum _{n=0}^{\infty }\frac{f^{(n)}(a)}{n!}(x-a{)}^n,|x-a|<R$

For $n=0$, we define $f^{(0)}(a)=f(a)$ and $0!=1$

Definition : Taylor Series & Maclaurin Series

The power series $\sum _{n=0}^{\infty }\frac{f^{(n)}(a)}{n!}(x-a{)}^n$ is called the Taylor Series of $f(x)$ at $a$.
If $a=0$, the corresponding series $\sum _{n=0}^{\infty }\frac{f^{(n)}(0)}{n!}{x}^n$ 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 $f(x)$ is an elementary function, and the Taylor series of $f(x)$ has the radius of convergence $R$, then in the interval $(a-R,a+R)$, we have : $f(x)=f(a)+f^{\prime }(a)(x-a)+\frac{f^{\prime \prime }(a)}{2}(x-a{)}^2+\frac{f^{\prime \prime \prime }(a)}{3!}(x-a{)}^3+\cdots$

In particular, if $a=0$, then in the interval $(-R,R)$, we have : $f(x)=f(0)+f^{\prime }(0)x+\frac{f^{\prime \prime }(0)}{2}{x}^2+\frac{f^{\prime \prime \prime }(0)}{3!}{x}^3+\cdots$

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Chapter 11 : Geometry in Space and Vectors

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11.1 Cartesian Coordinates in Three-Space

Definition : Rectangular Coordinate System

The making of the rectangular coordinate system:

1. Take a point $O$ as the origin of the coordinate system
2. Through the origin $O$, draw three mutually perpendicular coordinate lines $Ox,Oy,Oz$
3. The positive directions of the 3 axes follows the right-handed rule.

Theorem A : Distance Formula

$|P_1{P}_2|=\sqrt{(x_2-x_1{)}^2+(y_2-y_1{)}^2+(z_2-z_1{)}^2}$

Theorem B : Midpoint Formula

$m_1=\frac{x_1+x_2}{2},m_2=\frac{y_1+y_2}{2},m_3=\frac{z_1+z_2}{2}$

Theorem C : Arc Length Formula

$L={\int }_a^b\sqrt{[f^{\prime }(t){]}^2+[g^{\prime }(t){]}^2+[h^{\prime }(t){]}^2}\mathrm{d}t$

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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 $\vec{u},\vec{v}$ and $\vec{w}$, and any scalars $a$ and $b$, the following relationships hold.

1. $\vec{u}+\vec{v}=\vec{v}+\vec{u}$
2. $(\vec{u}+\vec{v})+\vec{w}=\vec{u}+(\vec{v}+\vec{w})$
3. $\vec{u}+0=0+\vec{u}=\vec{u}$
4. $\vec{u}-\vec{u}=0$
5. $a(b\vec{u})=(ab)\vec{u}$
6. $a(\vec{u}+\vec{v})=a\vec{u}+a\vec{v}$
7. $(a+b)\vec{u}=a\vec{u}+b\vec{u}$
8. $1\vec{u}=\vec{u}$

Theorem B : Unit Vector

$e_v=\frac{v}{||v||}$

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11.3 The Dot Product

$\vec{u}\cdot \vec{v}=⟨u_1,u_2,u_3⟩\cdot ⟨v_1,v_2,v_3⟩=u_1{v}_1+u_2{v}_2+u_3{v}_3$

Theorem A : Properties of the Dot Product

If $\vec{u},\vec{v}$ and $\vec{w}$ are vectors, and $c$ is a scalar, then

1. $\vec{u}\cdot \vec{v}=\vec{v}\cdot \vec{u}$
2. $\vec{u}\cdot (\vec{v}+\vec{w})=\vec{u}\cdot \vec{v}+\vec{u}\cdot \vec{w}$
3. $c(\vec{u}\cdot \vec{v})=(c\vec{u})\cdot \vec{v}$
4. $0\cdot \vec{u}=0$
5. $\vec{u}\cdot \vec{u}=||\vec{u}|{|}^2$

Theorem B

If $\theta$ is the smallest non-negative angle between the nonzero vectors $\vec{u}$ and $\vec{v}$, then $\vec{u}\cdot \vec{v}=||\vec{u}||||\vec{v}||\cos \theta$

Definition : Orthogonal

Vectors that are perpendicular are said to be orthogonal.

Theorem C : Perpendicularity Criterion

Two nonzero vectors $\vec{u}$ and $\vec{v}$ are perpendicular if and only if their dot product $\vec{u}\cdot \vec{v}$ is 0.

Theorem D : Projections

$p{r}_v\vec{u}=||\vec{u}||\cos \theta$

Theorem E : Direction Angles and Cosines

$\cos \alpha =\frac{\vec{a}\cdot \vec{i}}{|\vec{a}||\vec{i}|}=\frac{a_1}{|\vec{a}|}$

$\cos \beta =\frac{\vec{a}\cdot \vec{j}}{|\vec{a}||\vec{j}|}=\frac{a_2}{|\vec{a}|}$

$\cos \gamma =\frac{\vec{a}\cdot \vec{k}}{|\vec{a}||\vec{k}|}=\frac{a_3}{|\vec{a}|}$

$\frac{\vec{a}}{|\vec{a}|}=⟨\cos \alpha ,\cos \beta ,\cos \gamma ⟩$ and ${\cos }^2\alpha +{\cos }^2\beta +{\cos }^2\gamma =1$

Theorem F : Distance Formula from a Point to a Plane

$L=\frac{|A{x}_0+B{y}_0+C{z}_0-D|}{\sqrt{A^2+B^2+C^2}}$

Theorem G : Distance Formula between the parallel planes

$L=\frac{|D_1-D_2|}{\sqrt{A^2+B^2+C^2}}$

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11.4 The Cross Product

Algebraic Definition

$\vec{u}\times \vec{v}=⟨u_2{v}_3-u_3{v}_2,u_3{v}_1-u_1{v}_3,u_1{v}_2-u_2{v}_1⟩$

$\vec{u}\times \vec{v}=\left|\begin{array}{ccc}i& j& k\\ u_1& u_2& u_3\\ v_1& v_2& v_3\end{array}\right|$

Theorem A

Let $\vec{u}$ and $\vec{v}$ be vectors in three-space and $\theta$ be the smallest non-negative angle between them. Then

1. $\vec{u}\cdot (\vec{u}\times \vec{v})=0=\vec{v}\cdot (\vec{u}\times \vec{v})$
2. $\vec{u},\vec{v}$, and $\vec{u}\times \vec{v}$ form a right-handed triple.
3. $||\vec{u}\times \vec{v}||=||\vec{u}||||v||\sin \theta$

Remark

The geometric significance of $\vec{u}\cdot \vec{v}$ and $\vec{u}\times \vec{v}$ shows that the results of these two products depend only on the lengths of $\vec{u}$ and $\vec{v}$, and the angles from $\vec{u}$ to $\vec{v}$, that are independent of the coordinate system.

In particular

1. $\vec{a}\times \vec{a}=0$
2. $\vec{i}\times \vec{j}=k$

Theorem C : Algebraic Properties

If $\vec{u},\vec{v}$ and $\vec{w}$ are vectors in three-space and $k$ is a scalar, then

1. $\vec{u}\times \vec{v}=-(\vec{v}\times \vec{u})$
2. $\vec{u}\times (\vec{v}+\vec{w})=(\vec{u}\times \vec{v})+(\vec{u}\times \vec{w})$
3. $k(\vec{u}\times \vec{v})=(k\vec{u})\times \vec{v}=\vec{u}\times (k\vec{v})$
4. $(\vec{u}\times \vec{v})\cdot \vec{w}=\vec{u}\cdot (\vec{v}\times \vec{w})$

Theorem D

Two vectors $\vec{u}$ and $\vec{v}$ in three-space are parallel if and only if $\vec{u}\times \vec{v}=0$

Theorem E

$|\vec{a}\cdot (\vec{b}\times \vec{c})|=\left|\begin{array}{ccc}{a}_1& a_2& a_3\\ b_1& b_2& b_3\\ c_1& c_2& c_3\end{array}\right|$

$\vec{b}\times \vec{c}$ is the area of the parallelogram determined by the vectors with $\vec{b},\vec{c}$.

$|\vec{a}\cdot (\vec{b}\times \vec{c})|$ is the volume of the parallelepiped determined by the vectors with $\vec{a},\vec{b}$ and $\vec{c}$.

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11.5 Vector-valued Functions and Curvilinear Motion

11.5.1 Vector-valued Functions

Theorem A : Limit of Vector-valued Functions

Let $\vec{F}(t)=f(t)\vec{i}+g(t)\vec{j}+h(t)\vec{k}=⟨f(t),g(t),h(t)⟩$

$\vec{F}(t)$ has a limit at $c$ if and only if $f,g$ and $h$ have limits at $c$.

$\underset{t\to c}{\lim }\vec{F}(t)=[\underset{t\to c}{\lim }f(t)]\vec{i}+[\underset{t\to c}{\lim }g(t)]\vec{j}+[\underset{t\to c}{\lim }h(t)]\vec{k}$

Theorem B : Derivative of a Vector-valued Function

1. ${\vec{F}}^{\prime }(t)=f^{\prime }(t)\vec{i}+g^{\prime }(t)\vec{j}+h^{\prime }(t)\vec{k}$

2. $D_t[\vec{F}(t)+\vec{G}(t)]={\vec{F}}^{\prime }(t)+{\vec{G}}^{\prime }(t)$

3. $D_t[c\vec{F}(t)]=c{\vec{F}}^{\prime }(t)$

4. $D_t[p(t)\cdot \vec{F}(t)]=p(t){\vec{F}}^{\prime }(t)+p^{\prime }(t)\vec{F}(t)$

5. $D_t[\vec{F}(t)\cdot \vec{G}(t)]=\vec{F}(t)\cdot {\vec{G}}^{\prime }(t)+{\vec{F}}^{\prime }(t)\cdot \vec{G}(t)$

6. $D_t[\vec{F}(t)\times \vec{G}(t)]=\vec{F}(t)\times {\vec{G}}^{\prime }(t)+{\vec{F}}^{\prime }(t)\times \vec{G}(t)$

7. $D_t[\vec{F}(p(t))]={\vec{F}}^{\prime }(p(t))p^{\prime }(t)$

Theorem C : Integration of a Vector-valued Function

${\int }_a^b\vec{F}(t)\mathrm{d}t=[{\int }_a^{b}f(t)\mathrm{d}t]\vec{i}+[{\int }_a^{b}g(t)\mathrm{d}t]\vec{j}+[{\int }_a^{b}h(t)\mathrm{d}t]\vec{k}$

11.5.2 Curvilinear Motion

$r(t)=f(t)\vec{i}+g(t)\vec{j}+h(t)\vec{k}$

$v(t)=r^{\prime }(t)$

$a(t)=v^{\prime }(t)$

$s={\int }_a^t\sqrt{[f^{\prime }(u){]}^2+[g^{\prime }(u){]}^2+[h^{\prime }(u){]}^2}$

11.6 Lines and Tangent Lines in Three-space

Equations for Lines

1. parametric equations : $x=x_0+at,y=y_0+bt,z=z_0+ct$
2. symmetric equations : $\frac{x-x_0}{a}=\frac{y-y_0}{b}=\frac{z-z_0}{c}$

Remark :

If one of $a,b,c$ is $0$, for example if $c=0$, then the symmetric equations should be written as :

$$\frac{x-x_0}{a}=\frac{y-y_0}{b}\mathrm{a}\mathrm{n}\mathrm{d}z=z_0$$

Tangent Line to a Curve

The tangent line to the curve has direction vector :
$$r^{\prime }(t)=f^{\prime }(t)\vec{i}+g^{\prime }(t)\vec{j}+h^{\prime }(t)\vec{k}$$
and through the point :
$$r(t)=f(t)\vec{i}+g(t)\vec{j}+h(t)\vec{k}$$

11.8 Surface in Three-space

If $P(x,y,z)\in S\iff x,yz$ satisfy $F(z,y,z)=0$, then we say that $S$ is the graph of the equation $F(x,y,z)=0$ and $F(x,y,z)=0$ is the equation of the graph $S$. The graph of $F(x,y,z)=0$ is usually called a surface.

11.8.1 Cylinders

A cylinder is a surface generated by parallel moving a given line $l$ along a plane curve $C$.

Equations for Cylinders

If a cylinder $\Sigma$ satisfies that the line $l$ is parallel to $z$-axis and the given curve $C$ is the plane curve $F(x,y)=0$ in the $xy$-plane. Then : $$M(x,y,z)\in \Sigma \iff M^{\prime }(x,y,0)\in C:F(x,y)=0$$
Therefore, the equation of the cylinder $\Sigma$ is also $F(x,y)=0$

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 $x,y,z$: $F(x,y,z)=0$

11.8.2 Surface of Revolution

A surface generated by revolving a plane curve $C$ about a given line $l$ is called the surface of revolution. The curve $C$ is called the generator. The line $l$ is called axis of revolution.

1. $F(\pm \sqrt{x^2+y^2},z)=0$
   
2. $F(y,\pm \sqrt{x^2+z^2})=0$
   
3. $x^2+y^2=2pz$ (circular paraboloid)
   
4. $\frac{y^2}{a^2}+\frac{x^2+z^2}{b^2}=1$ (circular ellipsoid)
   
5. $z^2=k^2(x^2+y^2)$ (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.

1. $\frac{x^2}{a^2}+\frac{y^2}{b^2}+\frac{z^2}{c^2}=1$ (Ellipsoid)
   
2. $\frac{x^2}{a^2}+\frac{y^2}{b^2}=z$ (Elliptic Paraboloid)
   
3. $\frac{x^2}{a^2}-\frac{y^2}{b^2}=z$ (Hyperbolic Paraboloid)
   
4. $\frac{x^2}{a^2}+\frac{y^2}{b^2}-\frac{z^2}{c^2}=1$ (Hyperboloid of One Sheet)
   
5. $\frac{x^2}{a^2}+\frac{y^2}{b^2}-\frac{z^2}{c^2}=-1$ (Hyperboloid of Two Sheets)
   
6. $\frac{x^2}{a^2}+\frac{y^2}{b^2}-\frac{z^2}{c^2}=0$ (Elliptic Cone)
   

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Chapter 12 : Derivatives for Functions of Two or More Variables

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12.1 Functions of Two or More Variables

12.1.1 Functions of Two Variables

A function of two variables is a rule $f$ that assigns to each ordered pair of real numbers $(x,y)$ in some set $D$ of the plane a unique real number denoted by $f(x,y)$
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 $f$ 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 $(x,y)$ for which the given expression makes sense and gives a real number.

We often write $z=f(x,y)$. The variables $x$ and $y$ are called independent variables and $z$ is called the dependent variable.

12.1.2 Graphs of Functions of Two Variables

The graph of a function $f$ of two variables with domain $D$ is the graph of the equation $z=f(x,y),(x,y)\in D$. which will normal be a surface in 3-space. In other words, it is the set of all points $(x,y,z)$ in $R^3$ such that $z=f(x,y)$ and $(x,y)$ is in $D$.
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 $f$ of two variables are the curves in xy-plane with equation $f(x,y)=c$, where $c$ is a constant (in the range of $f$)
Geometrically, each horizontal plane $z=c$ 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 $f$ that assigns to ==each ordered triple $(x,y,z)$ in a domain $D\subset R^3$ a unique real number denoted by $f(x,y,z)$.
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 $f$ 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 $n$ variables is a function $f$ that assigns to each ordered n-tuple $(x_1,x_2,\cdots ,x_n)$ in a domain $D\subset R^n$ a unique real number denoted by $f(x_1,x_2,\cdots ,x_n)$.

12.1.5 Level Surface

The level surface of a function $f$ of three variables are the surfaces in three space with $f(x,y,z)=c$, where $c$ is a constant (in the range of $f$).

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12.2 Partial Derivatives

12.2.1 Partial Derivatives for Functions of Two Variables

If $f$ is a function of two variables, its partial derivative are the functions $f_x$ and $f_y$ defined by
$$f_x(x,y)=\underset{h\to 0}{\lim }\frac{f(x+h,y)-f(x,y)}{h}$$
$$f_y(x,y)=\underset{h\to 0}{\lim }\frac{f(x,y+h)-f(x,y)}{h}$$

Notations:

If $z=f(x,y)$

$f_x(x,y)=\frac{\partial z}{\partial x}=\frac{\partial }{\partial x}f(x,y)$

$f_x(x_0,y_0)=\frac{\partial z}{\partial x}{|}_{(x_0,y_0)}$

$\frac{\partial }{\partial x}$ and $\frac{\partial }{\partial y}$ represent linear operators.

12.2.2 Geometric Interpretation of Partial Derivatives

The equation of $z=f(x,y)$ represents a surface $S$.
The point $P(x_0,y_0,f(x_0,y_0))$ lies on the surface.
The plane $y=y_0$ intersects this surface in the plane $QPR$.
Then $f_x(x_0,y_0)$ can be interpreted geometrically as the slope of the tangent line to this curve at $P$.

12.2.3 Physical Interpretation of Partial Derivatives

If $z=f(x,y,z)$, then

$\frac{\partial z}{\partial x}$ represents the rate of change of $z$ with respect to $x$ when $y$ is fixed.

$\frac{\partial z}{\partial y}$ represents the rate of change of $z$ with respect to $y$ when $x$ is fixed.

12.2.4 Higher Partial Derivatives

$f_{xx}=\frac{\partial }{\partial x}(\frac{\partial f}{\partial x})=\frac{{\partial }^{2}f}{\partial x^2}$

$f_{yy}=\frac{\partial }{\partial y}(\frac{\partial f}{\partial y})=\frac{{\partial }^{2}f}{\partial y^2}$

$f_{xy}=(f_x{)}_y=\frac{\partial }{\partial y}(\frac{\partial f}{\partial x})=\frac{{\partial }^{2}f}{\partial y\partial x}$

$f_{yx}=(f_y{)}_x=\frac{\partial }{\partial x}(\frac{\partial f}{\partial y})=\frac{{\partial }^{2}f}{\partial x\partial y}$

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12.3 Limits and Continuity

12.3.1 Limit of a Function of Two Variable

If the values of $f(x,y)$ get closer and closer to $L$ as the point $(x,y)$ approaches $(a,b)$ along any path that is in the domain of $f$, then we say that the limit of $f(x,y)$ as $(x,y)$ approach $(a,b)$ is $L$ and we write $\underset{(x,y)\to (a,b)}{\lim }f(x,y)=L$

To say that $\underset{(x,y)\to (a,b)}{\lim }f(x,y)=L$ means that for every $ϵ>0$ there is a corresponding $\delta >0$ such that $|f(x,y)-L|<ϵ$ whenever $0<\sqrt{(x-a{)}^2+(y-b{)}^2}<\delta$

The definition can be immediately extended to functions of three or more variables.

Geometric Interpretation

If any small interval $(L-ϵ,L+ϵ)$ is given around $L$, then we can find a disk $D_{\delta }\subset D$ with center $(a,b)$ and radius $\delta$ such that $f$ maps all the points in $D_{\delta }$ except possibly $(a,b)$ into the interval $(L-ϵ,L+ϵ)$

The Limit Theorem and Squeeze Theorem can be extended to functions of two or more variables.

Remark :

The path of approach to $(a,b)$ is irrelevant. That is if the limit exists , then $f(a,b)$ must approach the same limit no matter how $(x,y)$ approaches $(a,b)$.

So we can find two different paths of approach along which the function $f(x,y)$ has different limits, then the limit $\underset{(x,y)\to (x_0,y_0)}{\lim }f(x,y)$ does not exist.

Theorem A : Two Paths Test

If $f(x,y)\to L_1$ as $(x,y)\to (a,b)$ along a path $C_1$ and $f(x,y)\to L_2$ as $(x,y)\to (a,b)$ along a path $C_2$, where $L_1\ne L_2$, then $\underset{(x,y)\to (a,b)}{\lim }f(x,y)$ does not exist.

12.3.2 Continuity

A function $f$ of two variables is called continuous at $(a,b)$ if
$$\underset{(x,y)\to (a,b)}{\lim }f(x,y)=f(a,b)$$
We say $f$ is continuous on $D$ if $f$ is continuous at every point in $D$.

Remark :

1. Intuitively, continuity means that the graph of $f$ has no hole or break.
2. Polynomial functions of two variables are continuous everywhere, since they are sums and products of the continuous functions $x,y$ and $c$.
3. 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 $g$ of two variables is continuous at $(a,b)$ and a function $f$ of one variable is continuous at $g(a,b)$, then the composite function $f\circ g$, defined by $(f\circ g)(x,y)=f(g(x,y))$, is continuous at $(a,b)$.

Language relative to Sets in the Plane

1. Neighborhood : A Neighborhood of radius $\delta$ of a point $P$ is the set of all points inside of the circle with center $P$ and radius $\delta$
2. interior point : A interior point $P$ of a set $S$ if there is a neighborhood of $P$ contained in $S$.
3. boundary point : A boundary point $P$ of a set $S$ if every neighborhood of $P$ contains points that are in $S$ and points that are not in $S$.
4. interior : Interior of a set $S$ is the set of all interior points of $S$.
5. boundary : Boundary of a set $S$ is the set of all boundary points of $S$.
6. open set : All points are interior points.
7. closed set : A set contains all its boundary points.
8. bounded set : If there exists an $R>0$ such that all points in $D$ are inside the circle of radius $R$ centered at the origin.

Remark :

1. If $S$ is an open set, to say that $f$ is continuous on $S$ means precisely that $f$ is continuous at every point of $S$. To say that $f$ is continuous at a boundary point $P$ of S means precisely that $f(Q)$ must approach $f(P)$ as $Q$ approaches $P$ through points in $S$.
2. 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 $f_{xy}$ and $f_{yx}$ are continuous on an open set $S$, then $f_{xy}=f_{yx}$ at each point of $S$.

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12.4 Differentiability

12.4.1 Tangent Plane to the Graph of $f(x,y)$

The normal vector $\vec{n}$ of the tangent plane can be chosen as :$$\vec{n}=\overrightarrow{v_1}\times \overrightarrow{v_2}=⟨f_x(x_0,y_0),f_y(x_0,y_0),-1⟩$$

The equation of the tangent plane to $z=f(x,y)$ at $(x_0,y_0)$ is : $$f_x(x_0,y_0)(x-x_0)+f_y(x_0,y_0)(y-y_0)-(z-f(x_0,y_0)=0$$

12.4.2 Differentiability for Functions of One Variable

Define $ϵ=\frac{f(x_0+\Delta x)-f(x_0)-f^{\prime }(x_0)\Delta x}{\Delta x}$, and $\Delta y=f(x_0+\Delta x)-f(x_0)$, if $f$ is differentiable at $x_0$, then :

$\Delta y=f^{\prime }(x_0)\Delta x+ϵ\Delta x$, where $ϵ\to 0$ as $\Delta x\to 0$

12.4.3 Differentiability for Functions of Two Variables

Let $\Delta z=f(x_0+\Delta x,y_0+\Delta y)-f(x_0,y_0)$

$z=f(x,y)$ is said to be differentiable or locally linear at $(x_0,y_0)$ if the increment $\Delta z$ can be expressed in the form
$\Delta z=f_x(x_0,y_0)\Delta x+f_y(x_0,y_0)\Delta y+{ϵ}_1\Delta x+{ϵ}_2\Delta y$， where ${ϵ}_1\to 0$ and ${ϵ}_2\to 0$ as $(\Delta x,\Delta y)\to (0,0)$

Linear Approximation for $f(x,y)$

$f(x,y)\approx f(x_0,y_0)+f_x(x_0,y_0)(x-x_0)+f_y(x_0,y_0)(y-y_0)=L(x,y)$

If $z=f(x,y)$ and $f$ is differentiable at $(x_0,y_0)$, then $$f_x(x_0,y_0)\mathrm{d}x+f_y(x_0,y_0)\mathrm{d}y$$
is called the differential of $f$ at $(x_0,y_0)$. If $f$ is a differentiable function, then differential $\mathrm{d}z$ of $f$ is defined by $$\mathrm{d}z=f_x(x,y)\mathrm{d}x+f_y(x,y)\mathrm{d}y$$
where $\mathrm{d}$x and $\mathrm{d}y$ are differentials of independent variables.

Theorem A : Sufficient Condition for Differentiability

If $f(x,y)$ has continuous partial derivatives $f_x(x,y)$ and $f_y(x,y)$ on a disk $D$, whose interior contains $(a,b)$, then $f(x,y)$ is differentiable at $(a,b)$

Theorem B : Differentiability Implies Continuity

If $f(x,y)$ is differentiable at $(x_0,y_0)$, then $f(x,y)$ is continuous at $(x_0,y_0)$.

Vector Notation

If identifying the point $(x,y)$ with the vector $⟨x,y⟩$, we can write $(x,y)=\vec{p}$ and $f(x,y)=f(\vec{p})$. We define $$\overrightarrow{p_0}=(x_0,y_0),\vec{h}=(\Delta x,\Delta y),\overrightarrow{ϵ}=({ϵ}_1,{ϵ}_2)$$

Thus, the expression $$\begin{array}{rl}& f(x_0+\Delta x,y_0+\Delta y)-f(x_0,y_0)\\ =& f_x(x_0,y_0)\Delta x+f_y(x_0,y_0)\Delta y+{ϵ}_1\Delta x+{ϵ}_2\Delta y\end{array}$$

can be simplified as $$f(\overrightarrow{p_0}+\vec{h})-f(\overrightarrow{p_0})=(f_x(\overrightarrow{p_0}),f_y(\overrightarrow{p_0}))\cdot \vec{h}+\overrightarrow{ϵ}\cdot \vec{h}$$

12.4.4 Gradient of Functions of Two Variables

For $z=f(x,y)=f(p)$, the vector $⟨f_x(\vec{p}),f_y(\vec{p})⟩$ is called the gradient of $f$ at $\vec{p}$ and is denoted by $\nabla f(\vec{p})$
Thus, if $f$ is differentiable at $\vec{p}$, then $f(\vec{p}+\vec{h})=f(\vec{p})+\nabla f(\vec{p})\cdot \vec{h}+ϵ\cdot \vec{h}$, where $ϵ\to 0$ as $\vec{h}\to 0$.

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,

1. $\nabla [f(\vec{p})+g(\vec{p})]=\nabla f(\vec{p})+\nabla g(\vec{p})$
2. $\nabla [\alpha f(\vec{p})]=\alpha \nabla f(\vec{p})$
3. $\nabla [f(\vec{p})g(\vec{p})]=f(\vec{p})\nabla g(\vec{p})+g(\vec{p})\nabla f(\vec{p})$

12.4.5 Differentiability for Functions of more variables

Gradient

$\nabla f=⟨f_x,f_y,f_z⟩$

Let $\vec{p}=(x,y,z),\vec{h}=(\Delta x,\Delta y,\Delta z),\overrightarrow{ϵ}=⟨{ϵ}_1,{ϵ}_2,{ϵ}_3⟩$

Then, differentiability

$f$ is differentiable or locally linear at $\vec{p}$ if $f(\vec{p}+\vec{h})=f(\vec{p})+\nabla f(\vec{p})\cdot \vec{h}+\overrightarrow{ϵ}\cdot \vec{h}$, where $\overrightarrow{ϵ}\to 0$ as $\vec{h}\to 0$

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12.5 Directional Derivatives and Gradients

12.5.1 Directional Derivatives

Let $P_0(x_0,y_0)$ be a given point. For any unit vector $\vec{u}=⟨u_1,u_2⟩$, let $$D_{u}f(x_0,y_0)=\underset{h\to 0}{\lim }\frac{f(x_0+h{u}_1,y_0+h{u}_2)-f(x_0,y_0)}{h}$$
This limit, if it exists, is called the directional derivative of $f$ at $P_0(x_0,y_0)$ in the direction of $\vec{u}$

Theorem A : Computation of Directional Derivatives

If $f$ is differentiable at $\vec{p}$, then for any unit vector $\vec{u}=⟨u_1,u_2⟩$, the function $f$ has a directional derivative at $\vec{p}$ in the direction of $\vec{u}$ and $$D_{u}f(\vec{p})=\nabla f(\vec{p})\cdot \vec{u}$$

Theorem B : Maximum and Minimum Rate of Change

If $\nabla f\ne 0$, then function $f(x,y)$ increases most rapidly at $P(x_0,y_0)$ in the direction of the gradient with rate $||\nabla f(x_0,y_0)||$ and decreases most rapidly in the opposite direction with rate $-||\nabla f(x_0,y_0)||$.

12.5.2 Level Curves and Gradients

Theorem C

The gradient of $f$ at a point $P$ is perpendicular to the level curve of $f$ that goes through $P$.

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12.6 The Chain Rule

12.6.1 Two Versions of Chain Rule

Theorem A

If $z=f(x,y)$ is a differentiable of $x$ and $y$, where $x=g(t),y=h(t)$ are both differentiable functions of $t$, then $z=f(g(t),h(t))$ is a differentiable function of $t$ and $$\frac{\mathrm{d}z}{\mathrm{d}t}=\frac{\partial z}{\partial x}\frac{\mathrm{d}x}{\mathrm{d}t}+\frac{\partial z}{\partial y}\frac{\mathrm{d}y}{\mathrm{d}t}$$

Remark :

The derivative in Theorem A can be interpreted as the rate of change of $z$ with respect to $t$ as the point $(x,y)$ moves along the curve $C$ with parametric equations $x=g(t),y=h(t)$

Theorem B

If $z=f(x,y)$ is a differentiable of $x$ and $y$, where $x=g(s,t),y=h(s,t)$ are both differentiable functions of $s$ and $t$, then $z=f(g(s,t),h(s,t))$ is a differentiable function of $s$ and $t$ and $$\frac{\partial z}{\partial s}=\frac{\partial z}{\partial x}\frac{\partial x}{\partial s}+\frac{\partial z}{\partial y}\frac{\partial y}{\partial s}$$$$\frac{\partial z}{\partial t}=\frac{\partial z}{\partial x}\frac{\partial x}{\partial t}+\frac{\partial z}{\partial y}\frac{\partial y}{\partial t}$$

Generalization

$$\frac{\mathrm{d}u}{\mathrm{d}t}=\frac{\partial u}{\partial x}\frac{\mathrm{d}x}{\mathrm{d}t}+\frac{\partial u}{\partial y}\frac{\mathrm{d}y}{\mathrm{d}t}+\frac{\partial u}{\partial z}\frac{\mathrm{d}z}{\mathrm{d}t}$$

$$\frac{\partial u}{\partial s}=\frac{\partial u}{\partial x}\frac{\partial x}{\partial s}+\frac{\partial u}{\partial y}\frac{\partial y}{\partial s}+\frac{\partial u}{\partial z}\frac{\partial z}{\partial s}$$

12.6.2 Implicit Differentiation

Theorem A

Suppose that $F(x,y)=0$ defines $y$ implicitly as a function of $x$, namely $y=f(x)$ where $F(x,f(x))=0$ for all $x$ in the domain of $f$. Since both $x$ and $y$ are functions of $x$, by applying chain rule to differentiate both sides of the equation $F(x,y)=0$ we obtain $$\frac{\mathrm{d}y}{\mathrm{d}x}=-\frac{\frac{\partial F}{\partial x}}{\frac{\partial F}{\partial y}}=-\frac{F_x}{F_y}$$

Theorem B

Suppose that $F(x,y,z)=0$ defines $z$ implicitly as a function of $x$ and $y$, namely $z=f(x,y)$ where $F(x,y,f(x,y))=0$ for all $(x,y)$ in the domain of $f$. Differentiating both sides of the equation $F(x,y,z)=0$ with respect to $x$ by holding $y$ fixed, we obtain $$\frac{\partial z}{\partial x}=-\frac{F_x}{F_z},\frac{\partial z}{\partial y}=-\frac{F_y}{F_z}$$

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12.7 Tangent Planes and Differentials

12.7.1 Tangent Planes

If $\nabla F(x_0,y_0,z_0)\ne 0$, then the plane through $P$ perpendicular to $\nabla F(x_0,y_0,z_0)$ is called the tangent plane to the surface at $P$. $\nabla F(x_0,y_0,z_0)$ is called a normal vector to the surface at $P$.

Theroem A : Equation of Tangent Plane

$$F_x(x_0,y_0,z_0)(x-x_0)+F_y(x_0,y_0,z_0)(y-y_0)+F_z(x_0,y_0,z_0)(z-z_0)=0$$

Remarks :

1. $\nabla F$ is a vector normal to the level surface of $F(x,y,z)$, that is, $F(x,y,z)=k$
2. Normal line of $S$ through $P$ is given by $$\frac{x-x_0}{F_x(x_0,y_0,z_0)}=\frac{y-y_0}{F_y(x_0,y_0,z_0)}=\frac{z-z_0}{F_z(x_0,y_0,z_0)}$$

12.7.2 Differentials

If $z=f(x)$ is a differentiable function, then $$f_x(x,y)\mathrm{d}x+f_y(x,y)\mathrm{d}y$$ is called the (total) differential of $f$, denoted by $\mathrm{d}z$ or $\mathrm{d}f(x,y)$. Where $\mathrm{d}x=\Delta x$ and $\mathrm{d}y=\Delta y$ are called differentials of independent variables $x$ and $y$.

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12.8 Maxima and Minima

12.8.1 Local Maximum and Local Minimum

Let $f$ be a function with domain $S$ and ${\vec{p}}_0$ be a point in $S$.

1. $f(\vec{p})$ is a local maximum value of $f$ if $f({\vec{p}}_0)\ge f(\vec{p})$ for all points $\vec{p}\in N\cap S$, where $N$ is some neighborhood of $p_0$.
2. $f(\vec{p})$ is a local minimum value of $f$ if $f({\vec{p}}_0)\le f(\vec{p})$ for all points $\vec{p}\in N\cap S$, where $N$ is some neighborhood of $p_0$.
3. $f(\vec{p})$ is a local extreme value of $f$ if $f(\vec{p})$ is either a local maximum value or a local minimum value.
4. $f(\vec{p})$ is a global maximum value or global minimum value if the inequalities above hold for all point on $S$.

Theorem A : First Derivative Test for Local Extreme Value

If $f$ is a local maximum or minimum value at an interior point $(a,b)$ of its domain and if the first partial derivatives exist there, then $f_x(a,b)=0$ and $f_y(a,b)=0$

A point $(a,b)$ is called a stationary point if $\nabla f(a,b)=0$

Theorem B : Second Partials Test for Local Extreme Values

Suppose that $f(x,y)$ has continuous second partial derivatives in a neighborhood of $(a,b)$ and that $\nabla f(a,b)=0$ Let $$D=D(a,b)=f_{xx}(a,b)f_{yy}(a,b)-(f_{xy}(a,b){)}^2$$ Then

1. if $D>0$ and $f_{xx}(a,b)<0,f(a,b)$ is a local maximum value.
2. if $D>0$ and $f_{xx}(a,b)>0,f(a,b)$ is a local minimum value.
3. if $D<0,f(a,b)$ is not an extreme value, $(a,b)$ is a saddle point.
4. if $D=0$, the test is inconclusive.

$D$ can also be written as a determinant (Hession of $f$) $$D=\left|\begin{array}{cc}{f}_{xx}& f_{xy}\\ f_{yx}& f_{yy}\end{array}\right|=f_{xx}{f}_{yy}-(f_{xy}{)}^2$$

Procedure for Finding Local Extreme of $z=f(x,y)$

1. Identify all stationary points by $\nabla f(x,y)=0$
2. Calculate $D(x,y)$ and $f_{xx}(x,y)$ at each stationary point.

12.8.1 Global Maximum and Minimum Values

Theorem A : Max-Min Existence Theorem

If $f$ is continuous on a closed bounded set $S$, then $f$ attains both a maximum and minimum values.

Theorem B : Critical Point Theorem

Let $f$ be defined on a set $S$ containing ${\vec{p}}_0$. If $f({\vec{p}}_0)$ is an extreme value, then ${\vec{p}}_0$ must be a critical point.

The critical points of $f$ on $S$ are of three types.

1. stationary point : ${\vec{p}}_0$ is an interior point where $\nabla f({\vec{p}}_0)=0$
2. singular point : ${\vec{p}}_0$ is an interior point, where $f$ is not differentiable
3. boundary point of $S$

Procedure for finding the max. and min. value on closed bounded set

1. Find the values of $f$ at stationary points and singular points in $S$.
2. Find the extreme values of $f$ on the boundary of $S$.
3. The largest of these values is the maximum value; the smallest is the minimum value.

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12.9 The Method of Lagrange Multipliers

Theorem A : Lagrange’s Method

To find extreme values of $z=f(x,y)$ subject to the constraint $g(x,y)=0$

1. Find all values of $x,y$ and $\lambda$ such that: $$\{\begin{array}{l}\nabla f(x,y)=\lambda \nabla g(x,y)\\ g(x,y)=0\end{array}$$
2. Evaluate $f$ 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 $\lambda$ is called a Lagrange Multiplier.

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Chapter 13 : Double Integral

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13.1 Double Integral on Rectangular Regions

Theorem A

If $f$ if bounded on a close rectangle $R$ and continuous except on a finite number of smooth curves, then it is integrable on $R$.

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13.2 Iterated Integrals

$$\underset{[a,b]\times [c,d]}{\iint }f(x,y)\mathrm{d}A={\int }_c^d\left[{\int }_a^{b}f(x,y)\mathrm{d}x\right]\mathrm{d}y={\int }_a^b\left[{\int }_c^{d}f(x,y)\mathrm{d}y\right]\mathrm{d}x$$

Average value of $f$

1. $f(x)$ on $I=[a,b]$ : $$\begin{array}{rl}& ave(f,I)=\frac{{\int }_a^{b}f(x)\mathrm{d}x}{length(I)}\\ & length(I)={\int }_a^b(1)\mathrm{d}x=(b-a)\end{array}$$
2. $f(x,y)$ on $R\subset R^2$ : $$\begin{array}{rl}& ave(f,R)=\frac{\underset{R}{\iint }f(x,y)\mathrm{d}A}{area(R)}\\ & area(R)=\underset{R}{\iint }(1)\mathrm{d}A\end{array}$$
3. $f(x,y,z)$ on $D\subset R^3$ : $$\begin{array}{rl}& ave(f,D)=\frac{\underset{D}{\iiint }f(x,y,z)\mathrm{d}V}{volume(D)}\\ & volume(D)=\underset{D}{\iiint }(1)\mathrm{d}V\end{array}$$
4. $f(x,y)$ on $C:\vec{r}(t),t\in [a,b]$ : $$\begin{array}{rl}& ave(f,C)=\frac{{\int }_a^{b}f(\vec{r}(t))|{\vec{r}}^{\prime }(t)|\mathrm{d}t}{length(C)}\\ & length(C)={\int }_a^b(1)|{\vec{r}}^{\prime }(t)|\mathrm{d}t\end{array}$$
5. $f(x,y,z)$ on $S:\vec{S}(u,v),(u,v)\in R^2$ : $$\begin{array}{rl}& ave(f,S)=\frac{\underset{R}{\iint }f(\vec{S}(u,v))|{\vec{S}}_u\times {\vec{S}}_v|\mathrm{d}A}{area(S)}\\ & area(S)=\underset{R}{\int }(1)|{\vec{S}}_u\times {\vec{S}}_v|\mathrm{d}A\end{array}$$

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13.3 Double Integrals over General Regions

13.3.1 Double Integrals over General Regions

Let $z=f(x,y)$ be defined on a general bounded region D.

• Enclose $D$ by a rectangle $R$.
• Define a new function $F$ with domain $R$.$$F(x,y)=\{\begin{array}{ll}f(x,y)& \text{if}(x,y)\in D\\ 0& \text{if}(x,y)\in R\backslash D\end{array}$$
• Then, $\underset{D}{\iint }f(x,y)\mathrm{d}A:=\underset{R}{\iint }F(x,y)\mathrm{d}A$

Remarks :

• The definition makes sense and does not depend on the rectangle we use as long as it contains $D$.
• 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 $x$. 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 $R=[a,b]\times [c,d]$ contains $D$. Then $$\begin{array}{rl}\underset{D}{\iint }f(x,y)\mathrm{d}A& =\underset{R}{\iint }F(x,y)\mathrm{d}A\\ & ={\int }_a^b{\int }_c^{d}F(x,y)\mathrm{d}y\mathrm{d}x\\ & ={\int }_a^b{\int }_{g_1(x)}^{g_2(x)}f(x,y)\mathrm{d}y\mathrm{d}x\end{array}$$
• 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 $$\underset{D}{\iint }f(x,y)\mathrm{d}A={\int }_c^d{\int }_{h_1(y)}^{h_2(y)}f(x,y)\mathrm{d}x\mathrm{d}y$$

Remark :

If the region $D$ 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

1. Sketch the region of integration $D$.
2. Write $D$ as y-simple or x-simple region
3. Convert double integral into iterated integral
4. Evaluate the iterated integral

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13.4 Double Integrals in Polar Coordinates

13.4.1 Double Integrals over Polar Rectangles

Partition $R$ into small polar rectangles $R_1,R_2,\cdots ,R_n$ by means of a polar grid. Let $\Delta r_k$ and $\Delta {\theta }_k$ denote the dimensions of the typical piece $R_k$

Choose center points $({\bar{r}}_k.{\bar{\theta }}_k)$ in each $R_k$. The area of $R_k$ is given by $\Delta A_k={\bar{r}}_k\Delta r_k\Delta {\theta }_k$, Then $$V\approx \sum _{k=1}^{n}F({\bar{r}}_k,{\bar{\theta }}_k)\Delta A_k=\sum _{k=1}^{n}F({\bar{r}}_k,{\bar{\theta }}_k){\bar{r}}_k\Delta r_k\Delta {\theta }_k$$
So we can change the double integral in polar coordinates $$\underset{R}{\iint }f(x,y)\mathrm{d}A=\underset{R}{\iint }f(r\cos \theta ,r\sin \theta )r\mathrm{d}r\mathrm{d}\theta$$

13.4.2 For General Region

If $f$ 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 $$\underset{S}{\iint }f(x,y)\mathrm{d}A={\int }_{\alpha }^{\beta }{\int }_{{\varphi }_1(\theta )}^{{\varphi }_2(\theta )}f(r\cos \theta ,r\sin \theta )r\mathrm{d}r\mathrm{d}\theta$$ In particular, if $f(x,y)=1$, then $A(S)=\underset{S}{\iint }r\mathrm{d}r\mathrm{d}\theta$

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13.6 Surface Area

Form a partition $P$ of $S$ with lines parallel to the $x-$ and $y-$axes. This divides $S$ into $n$ subrectangles $R_m$ with the lengths of sides $\Delta x_m$ and $\Delta y_m,m=1,2,\cdots ,n$

For each $m$, let $G_m$ be the part of the surface that prejects onto $R_m$. Let $P_m$ be the corner of $G_m$ closest to the origin and $T_m$ denote the parallelogram on the tangent plane at $P_m$, that projects onto $R_m$. Then we can use the area of $T_m$ to approximate the area of $G_m$

We next find the area of the parallelogram $T_m$. Let $u_m$ and $v_m$ denote the vectors that form the sides of $T_m$. Then $${\vec{u}}_m=\Delta x_m\vec{i}+f_x(x_m,y_m)\Delta x_m\vec{k}$$ $${\vec{v}}_m=\Delta y_m\vec{j}+f_y(x_m,y_m)\Delta y_m\vec{k}$$ The area of $T_m$ is $$A(T_m)=||{\vec{u}}_m\times {\vec{v}}_m||=\sqrt{f_x^2(x_m,y_m)+f_y^2(x_m,y_m)+1}\Delta A_m\approx A(G_m)$$Thus $$A(G)=\underset{S}{\iint }\sqrt{f_x^2+f_y^2+1}\mathrm{d}A$$

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13.7 Triple Integrals

13.7.1 Triple Integrals over Cuboid

We define the triple integral by$$\underset{B}{\iiint }f(x,y,z)\mathrm{d}V=\underset{||P||\to 0}{\lim }\sum _{k=1}^{n}f({\bar{x}}_k,{\bar{y}}_k,{\bar{z}}_k)\Delta V_k$$if the limit exists. Here $||P||$ is the maximal length of the diagonals of the small boxes, not the maximal volume of the small boxes.

1. If $f$ is continuous, then the triple integral always exists.

2. The triple integrals have the standard properties:

   • Linearity : $\underset{B}{\iiint }f(x,y,z)+g(x,y,z)\mathrm{d}V=\underset{B}{\iiint }f(x,y,z)\mathrm{d}V+\underset{B}{\iiint }g(x,y,z)\mathrm{d}V$
   • Additivity on Regions : $\underset{D}{\iiint }f(x,y,z)\mathrm{d}V=\underset{D_1}{\iiint }f(x,y,z)\mathrm{d}V+\underset{D_2}{\iiint }f(x,y,z)\mathrm{d}V$
   • The Comparison Property : $\underset{D}{\iiint }f(x,y,z)\mathrm{d}V\le \underset{D}{\iiint }g(x,y,z)\mathrm{d}V$ if $f\le g$ on $D$

13.7.2 General Regions L : $z-$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$$\underset{S}{\iiint }f(x,y,z)\mathrm{d}V={\int }_{a_1}^{a_2}{\int }_{{\varphi }_2(x)}^{{\varphi }_1(x)}{\int }_{{\psi }_2(x,y)}^{{\psi }_1(x,y)}f(x,y,z)\mathrm{d}z\mathrm{d}y\mathrm{d}x$$

13.7.3 Cylindrical Coordinate

For $P=(x,y,z)=(r,\theta ,z)$$$\{\begin{array}{l}x=r\cos \theta \\ y=r\sin \theta \\ z=z\end{array}$$Therefore,$$f(P)=f(x,y,z)=f(r\cos \theta ,r\sin \theta ,z)=F(r,\theta ,z)$$

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13.8 Spherical Coordinates

A point $P$ in ${\mathbb{R}}^3$ has spherical coordinates $(\rho ,\theta ,\varphi )$ if $\rho$ is the distance from the origin to $P$, $\theta$ is the same as in cylindrical coordinates and $\varphi$ is the angle between the positive $z-$axis and the line segment $OP$

By the definition, we can get :$$\{\begin{array}{l}x=\rho \sin \varphi \cos \theta \\ y=\rho \sin \varphi \sin \theta \\ z=\rho \cos \varphi \end{array}$$$$\rho \ge 0,0\le \theta \le 2\pi ,0\le \varphi \le \pi$$

In cylindrical coordinates, $r=\sqrt{x^2+y^2}$, while $\rho =\sqrt{x^2+y^2+z^2}$ in spherical coordinates.

In spherical coordinates, $\cos \varphi =\frac{z}{\sqrt{x^2+y^2+z^2}}$

Jacobian :

$$\underset{S}{\iiint }f(x,y,z)\mathrm{d}V=\underset{appropriatelimits}{\iiint }f(\rho \sin \varphi \cos \theta ,\rho \sin \varphi \sin \theta ,\rho \cos \varphi ){\rho }^2\sin \varphi \mathrm{d}\rho \mathrm{d}\theta \mathrm{d}\varphi$$
Here, we can get ${\rho }^2\sin \varphi$ by Jacobian. $$J(\rho ,\theta ,\varphi )=\left[\begin{array}{ccc}\frac{\partial x}{\partial \rho }& \frac{\partial x}{\partial \theta }& \frac{\partial x}{\partial \varphi }\\ \frac{\partial y}{\partial \rho }& \frac{\partial y}{\partial \theta }& \frac{\partial y}{\partial \varphi }\\ \frac{\partial z}{\partial \rho }& \frac{\partial z}{\partial \theta }& \frac{\partial z}{\partial \varphi }\end{array}\right]$$That is, ${\rho }^2\sin \varphi =|J(\rho ,\theta ,\varphi )|$

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Chapter 14 : Vector Fields

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14.1 Gradient, Divergence and Curl

Let $S$ be a subset of ${\mathbb{R}}^2$. A vector field over $S$ is a map$$\vec{F}:S\to {\mathbb{R}}^2$$such that$$(x,y)\to (F_1(x,y),F_2(x,y))$$

• The vector field $\vec{F}$ is called continuous, if both $F_1(x,y)$ and $F_2(x,y)$ are continuous functions over $S$.
• Suppose $S\subset {\mathbb{R}}^2$ is open. The vector field $\vec{F}$ is called defferentiable, if both $F_1(x,y)$ and $F_2(x,y)$ are differentiable functions over $S$.

14.1.1 The Gradient of a Scalar Field

Let $f(x,y,z)$ be a scalar field and it is differentiable. We know the gradient of $f$ : $$\nabla f(x,y,z)=<\frac{\partial f}{\partial x},\frac{\partial f}{\partial y},\frac{\partial f}{\partial z}>$$

A vector field $\vec{F}$ is called a conservative vector field if there is a scalar field, which is a function, $f$ such that $\nabla f=\vec{F}$. This function $f$ is called a potential function of $\vec{F}$

14.1.2 The Divergence and Curl of a Vector Field

Let $\vec{F}=M\vec{i}+N\vec{j}+P\vec{k}$ be a vector field for which the first partial derivatives of $M$, $N$, and $P$ exist. Then : $$\begin{array}{rl}\mathrm{d}\mathrm{i}\mathrm{v}\vec{F}& =\frac{\partial M}{\partial x}+\frac{\partial N}{\partial y}+\frac{\partial P}{\partial z}=\nabla \cdot \vec{F}\\ \mathrm{c}\mathrm{u}\mathrm{r}\mathrm{l}\vec{F}& =(\frac{\partial P}{\partial y}-\frac{\partial N}{\partial z})\vec{i}+(\frac{\partial M}{\partial z}-\frac{\partial P}{\partial x})\vec{j}+(\frac{\partial N}{\partial x}-\frac{\partial M}{\partial y})\vec{k}=\nabla \times \vec{F}\end{array}$$ 推导过程

If $\vec{F}$ is a conservative vector field, then $\mathrm{c}\mathrm{u}\mathrm{r}\mathrm{l}\vec{F}=\vec{0}$. Conversely, if $\mathrm{c}\mathrm{u}\mathrm{r}\mathrm{l}\vec{F}=\vec{0}$, $\vec{F}$ is a conservative vector field.

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