Beruflich Dokumente
Kultur Dokumente
1.1
1.2
1.3
1.4
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . .
Partial derivatives . . . . . . . . . . . . . . . . . . . . . .
13
2.2
14
2.3
15
2.4
Differential operators . . . . . . . . . . . . . . . . . . . .
17
2.5
Differential of a function . . . . . . . . . . . . . . . . . .
19
2.6
20
2.7
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . .
21
3 Extrema of functions
33
3.1
33
3.2
34
3.3
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . .
36
4 Implicit functions
41
4.1
41
4.2
42
4.3
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . .
43
2
5 Change of variables
5.1 Change of the independent variable for functions of one
real variable . . . . . . . . . . . . . . . . . . . . . . . . .
5.2 Change of the independent variables for functions of several real variables . . . . . . . . . . . . . . . . . . . . .
5.3 Interchange of variables . . . . . . . . . . . . . . . . . . .
5.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . .
47
59
59
61
64
7 Line integrals
7.1 Line integral with respect to arc length . . . . . . . . . .
7.2 Applications of the line integral with respect to arc length
7.3 Line integral with respect to the coordinates . . . . . . .
7.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . .
67
67
68
70
72
8 Double integral
8.1 Calculus by iteration . . . . . . . . . . . . .
8.2 Changes of variables for the double integral
8.3 Applications of the double integral . . . . .
8.4 Exercises . . . . . . . . . . . . . . . . . . . .
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79
79
82
83
84
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95
95
97
99
99
9 Triple integral
9.1 Calculus by iteration . . . . .
9.2 Changes of variables . . . . .
9.3 Applications of triple integral
9.4 Exercises . . . . . . . . . . . .
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47
48
49
50
10 Surface integrals
107
10.1 Surface integrals of scalar fields . . . . . . . . . . . . . 107
10.2 Applications of the surface integral of a scalar field . . . 109
3
10.3 Surface integrals of vector fields . . . . . . . . . . . . . .
10.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . .
Bibliografie
109
111
120
CHAPTER 1
xx0
f (x) f (x0 )
x x0
6
2. (kf )0 = kf 0 , for k R,
3. (f g)0 = f 0 g + f g 0 ,
n
X
0
4. (f1 f2 . . . fn ) =
f1 f2 . . . fk1 fk0 fk+1 . . . fn ,
k=1
0
f 0g f g0
f
5.
=
,
g
g2
6. (f g)0 = f 0 g g 0 , or in another writing, (g(f ))0 = g 0 (f )f 0 ,
1
1
7. (f 1 )0 = 0 1 = 0
,
f (f )
f f 1
8. (f g )0 = gf g1 f 0 + f g g 0 ln f ,
9. c0 = 0, where c R is a constant,
10. x0 = 1, for x R,
11. (xn )0 = nxn1 , for x R , n Z,
12. (x )0 = x1 , for x (0, ), R,
1
13. ( x)0 = , for x (0, ),
0 2 x
1
1
14.
= 2 , for x R \ {0},
x
x
1
0
15. (ln x) = , for x (0, ),
x
16. (ex )0 = ex , for x R,
17. (ax )0 = ax ln a, for x R, a (0, ), a 6= 1,
18. (sin x)0 = cos x, for x R,
19. (cos x)0 = sin x, for x R,
1
20. (tan x)0 =
= 1 + tan2 x, for cos x 6= 0,
cos2 x
1
21. (cot x)0 = 2 , for sin x 6= 0,
sin x
1
0
22. (arcsin x) =
, for x (1, 1),
1 x2
1
23. (arccos x)0 =
, for x (1, 1),
1 x2
1
24. (arctan x)0 =
, for x R,
1 + x2
1
25. (arccotx)0 =
, for x R.
1 + x2
7
1.2
(1.3.1)
8
where
Tn [f ; a](x) = f (a) +
xa 0
(x a)n (n)
f (a) + +
f (a)
1!
n!
x 0
xn
xn+1 (n+1)
f (0) + + f (n) (0) +
f
().
1!
n!
(n + 1)!
1.4
Exercises
1.1 Using the definition of the derivative at a point, study if the following functions are differentiable at the indicated points:
i). f : R R, f (x) = x3 , at x0 = 2,
ii). f (x) = ex
iv). f (x) = ln
x2 + 1
,
3x
v). f (x) =
1
,
ln x
9
r
vi). f (x) =
x1
,
x+1
x,
2x
,
x+1
vii). f (x) = x,
vi). f (x) =
1
,
1x
1
v). f (x) =
,
1+x
vi). f (x) = ln(x + 1).
iv). f (x) =
x1 4
x14
0
10
= lim
x5
1
1
= .
4
x1+2
x 1, if x 1,
so we have
x + 1, if x > 1,
f (x) f (1)
x 1
= lim
= 1,
x%1
x%1 x + 1
x+1
lim
f (x) f (1)
x+1
= lim
= 1.
x&1
x&1 x + 1
x+1
Since the two lateral limits are not equal, it means that f is not differentiable at 1.
1
x
f (x) f (0)
iv) lim
= lim
= lim = +, so f is not differenx&0
x&0 x
x&0
x
x
tiable at 0.
lim
=
.
x +1
(3x)2
x(x2 + 1)
1
1
v) D = D1 = (0, 1) (1, ), f 0 (x) =
.
2
(ln x) x
vi) D = (, 1) [1, ), D1 = (, 1) (1, ),
1
x + 1 (x 1)
1
f 0 (x) = q
.
=
2
(x + 1)
(x + 1) x2 1
2 x1
x+1
1
1
.
1+x 2 x
0
3
viii) D = D1 = R, f (x) = 2sin(x +1) cos(x3 +1)3x2 = 3x2 sin 2(x3 +1).
ix) D = D1 = R, f 0 (x) = esin x (cos2 x sin x).
1
x) D = [0, ), D1 = (0, ), f 0 (x) = 3 x ln 3.
2 x
vii) D = R, D1 = R \ {0}, f 0 (x) =
11
1
.
(x a)n
iv) f (n) (x) = ( 1) . . . ( n + 1)(x a)n .
1
1
v) f (x) =
1
1
(n)
n
f (x) = (1) n!
.
(x 2)n+1 (x 1)n+1
2
2
vi) f (x) = 2
and f (n) = (1)n n!
.
1+x
(1 + x)n+1
vii) f (x) = x1/2 , so we can use the result from iv), with =
1
. It
2
(2n 3)!! 1 n
x2 .
follows that f (n) (x) = (1)n1
2n
x2
xn
x
+
+ + .
1!
2!
n!
x
x3 x5
x2k+1
+
+ (1)k
.
1!
3!
5!
(2k + 1)!
iii) Using the result from 1.3, ix) we get
ii) sin x
cos x 1
x2 x4
x2k
+
+ (1)k
2!
4!
(2k)!
1
1 + x + x2 + x3 + + xn , for x (1, 1).
1x
1
1 x + x2 x3 + + (1)n xn , for x (1, 1).
v)
1+x
(n 1)! (n)
, f (0) = (1)n1 (n 1)! so
vi) f (n) (x) = (1)n1
(x + 1)n
iv)
ln(x + 1) x
x2 x3
xn
+
+ (1)n1 ,
2
3
n
CHAPTER 2
Partial derivatives
Let E be a subset of R2 , f : E R a function and (x0 , y0 ) E. If the
limit
f (x, y0 ) f (x0 , y0 )
lim
xx0
x x0
exists, it is called the partial derivative of the function f , with
respect to x, at the point (x0 , y0 ). It is denoted
f
(x0 , y0 ) or fx0 (x0 , y0 ).
x
In the same way is defined the the partial derivative of the function
f , with respect to y, at the point (x0 , y0 ):
f (x0 , y) f (x0 , y0 )
f
(x0 , y0 ) = fy0 (x0 , y0 ) = lim
.
yy
y
y y0
0
13
14
For a function f : E R3 R, of three real variables, are defined:
f
f (x, y0 , z0 ) f (x0 , y0 , z0 )
(x0 , y0 , z0 ) = fx0 (x0 , y0 , z0 ) = lim
,
xx0
x
x x0
f
f (x0 , y, z0 ) f (x0 , y0 , z0 )
(x0 , y0 , z0 ) = fy0 (x0 , y0 , z0 ) = lim
,
yy0
y
y y0
f
f (x0 , y0 , z) f (x0 , y0 , z0 )
.
(x0 , y0 , z0 ) = fz0 (x0 , y0 , z0 ) = lim
zz0
z
z z0
The partial derivative fx0 (x0 , y0 , z0 ) is in fact the ordinary derivative
of the function f (, y0 , z0 ) (which is a function of one variable), at x0 ,
when y0 and z0 are fixed. In the same way, for fy0 , the variable is y, x and
z are considered fixed. For fz0 , only z is considered variable, x and y are
fixed. As a consequence, all the differentiation rules known for functions
of one real variable remain true also for functions of several variables.
2.2
00
(x, y) = fxy
(x, y) =
xy
x
2f
00
(x, y) = fyx
(x, y) =
yx
y
f
y
f
x
(x, y),
(x, y).
15
00
00
In many cases, the mixed partial derivatives fxy
and fyx
are equal, the
order of successive partial differentiation is not important. The following
result is well-known:
3
3f
2f
4f
f
=
,
=
, etc.
2
2
2
2
xy
x y
x y
x xy 2
2.3
(2.3.1)
II. The second case deals with the composition between a function of
two variables and a vector-valued function of one variable.
16
Let D R2 be a domain and f : D R a continuous function. Let
u, v : (a, b) R two functions such that (u(x), v(x)) D and that they
possess partial derivatives, for each x (a, b).
Theorem 2.3 If at least one of the partial derivatives fu0 , fv0 is continuous, then the function F : (a, b) R, defined by F (x) = f (u(x), v(x))
has a derivative and this is equal to
F 0 (x) = fu0 (u(x), v(x)) u0 (x) + fv0 (u(x), v(x)) v 0 (x).
(2.3.2)
dF
f 0 f 0
=
u +
v.
dx
u
v
f
(u, v)
u
f
(u, v)
u
u
(x, y) +
x
u
(x, y) +
y
f
(u, v)
v
f
(u, v)
v
v
(x, y),
x
v
(x, y).
y
(2.3.3)
IV. In the last case that we present here, one of the functions to be
composed has one variable and the other has two variables.
Let A R be an open interval, f : A R a continuous function,
E R2 and u : E R, such that u(x, y) A and u possesses partial
derivatives at each point (x, y) E.
17
Theorem 2.5 If the derivative f 0 is continuous, then the function F :
E R defined by F (x, y) = f (u(x, y)) has partial derivatives given by:
F
(x, y) = f 0 (u(x, y))
x
F
(x, y) = f 0 (u(x, y))
y
u
(x, y),
x
u
(x, y).
y
(2.3.4)
2.4
Differential operators
An operator associates to a function another function, by a given rule.
We present here the most frequently used differential operators.
Let E Rn be an open set, f : E R, differentiable, with continuous partial derivatives. (For n = 2 or n = 3 we get a function of two or
three variables). The function f : E Rn , defined by
f =
f f
f
,
,...,
x1 x2
xn
f2
fn
f1
+
+ +
x1 x2
xn
18
is called the divergence of f .
The operator that associates to the function F its divergence divF is
called the divergence operator. Notice that divF is a real valued function
of n real variables. Another used notation is divF = F .
Let f : E R, two times differentiable, with continuous partial
derivatives up to order II. The function f : E R, defined by
f =
2f
2f
2f
+
+
+
x21 x22
x2n
curlF =
f3
f2 f1
f3 f2
f1
x2 x3 x3 x1 x1 x2
~i ~j ~k
not
not
curlF = x 1 x 2 x 3 = F = rotF.
f1 f2 f3
curlF shows the rate of rotation of the vector field F . A vector field for
which curlF = 0 everywhere is called irrotational.
19
2.5
Differential of a function
A function f : Rn R is said to be (Frchet) differentiable at a
point a if there exists a linear function T : Rn R such that
lim
h0
|f (a + h) f (a) T (h)|
= 0.
khk
p
(If n = 2, khk = h21 + h22 , for h = (h1 , h2 ) R2 . )
If it exists, the function T is unique and it is called the differential
of f at the point a, and is denoted df (a), df (a) : Rn R.
Theorem 2.6 Let D Rn be an open set, f : D R a continuous
function, a D. If f has continuous partial derivatives at a, then it is
differentiable at a and
df (a)(h) = f (a) h,
for every h Rn .
d
d k f (a)(h) = (d k1 f (a + th)(h))t=0 .
dt
For a function of two real variables, the differential of the second order
is expressed
2f
2f
2f
2
(a)
dx
+
2
(a)
dx
dy
+
(a) dy 2 .
2
2
x
xy
y
For a function of three real variables:
2f
2f
2f
2
2
d 2 f (a) =
(a)
dx
+
(a)
dy
+
(a) dz 2 +
x2
y 2
z 2
2f
2f
2f
+2
(a) dx dy + 2
(a) dx dz + 2
(a) dy dz.
xy
xz
yz
d 2 f (a) =
20
2.6
1
f
f
f (x, y) f (a, b) +
(x a) (a, b) + (y b) (a, b) +
1!
x
y
2
1
f
f
+
(x a)2 2 (a, b) + 2(x a)(y b)
(a, b)+
2!
x
xy
2
2 f
+(y b)
(a, b) +
y 2
3f
1
3f
+
(x a)3 3 (a, b) + 3(x a)2 (y b) 2 (a, b)+
3!
x
x y
3
3
2 f
3 f
+3(x a)(y b)
+ (y b)
(a, b) .
xy 2
y 3
Tn [f ; a]() = f (a) +
21
2.7
Exercises
2.1 Determine the partial derivatives of first order for the given functions, at an arbitrary point:
i). f : R2 R, f (x, y) = xy 3 + e2xy .
ii). f : R2 \ {(0, 0)} R, f (x, y) =
iii). f : E R, f (x, y) =
x2
xy
.
+ y2
x
.
y
2 3z
vi). f : E R, f (x, y) = xy + y x .
x
vii). f : E R, f (x, y) = x y sin .
y
p
viii). f : R2 R, f (x, y) = arctan x2 + y 2 .
x
y
ix). f : E R, f (x, y, z) = ln sin .
y
z
x). f : E R, f (x, y, z) = arcsin xyz.
2.2 Determine the partial derivatives of the second order for the given
functions, at an arbitrary point:
p
i). f : E R, f (x, y) = ln x2 y 2
ii). f : E R, f (x, y) = ex sin y
iii). f : E R, f (x, y) = arctan
iv). f : E R, f (x, y) =
v). f : E R, f (x, y, z) =
x
y
x2 + y
x+yz
xy+z
2
22
2.3 Check if the functions below satisfy the given relations:
i). f (x, y) = ln
ii). f (x, y) =
x2 + y 2 1, y
(2y + x)2
f
f
xy, x
+y
= f xy.
2x
x
y
iii). f (x, y, z) = y 2 + z 2
2xy 2xz
f
f
f
, yz
+y
+z
= 0.
z
y
x
y
z
f
f
x
= 0,
x
y
2f
2f
+
= 0.
x2
y 2
x
y 2f
2f
ln(x2 + y 2 ) y arctan ,
+
= 0.
2
x x2
y 2
2.4 Determine the derivatives of order one and two for the function F ,
F (x) = f (u(x), v(x)) where:
i). f : R2 R is a function that admits continuous partial derivatives
up to order II, u, v : (0, +) R, u(x) = x2 + 1, v(x) = ln x,
ii). f : R2 R is a function that admits continuous partial derivatives
23
ii). f : R2 R is a continuous function that admits continuous partial
derivatives up to order II, u(x, y) = x cos y, v(x, y) = y 2 ,
iii). f : R2 R is a continuous function that admits continuous parp
tial derivatives up to order II, u(x, y) = ln x2 + y 2 , v(x, y) =
arctan xy,
iv). f : R2 R, f (u, v) = u2 v 2 , u(x, y) = x2 y 2 , v(x, y) = exy ,
f
f
2y
) satisfies (x2 + y 2 )
+ 2xy
= 0 ( is an
2
y
x
y
arbitrary function possessing a continuous derivative),
ii). f (x, y) = (
x2
24
iii). f (x, y) = (x ay) + (x + ay), a > 0 satisfies fy002 = a2 fx002 ( and
are arbitrary functions possessing continuous derivatives up to
order II),
iv). f (x, y) = xy(x2 y 2 ), satisfies xy 2
f
f
+ x2 y
= z(x2 + y 2 ).
x
y
2.9 Determine the gradient f for the following functions, at the indicated points:
i). f (x, y) = xy ln(x + y), at (1, 1),
p
ii). f (x, y) = x3 y 2 , at (2, 2),
iii). f (x, y) = sin2 xy, at (0, ),
2
x2
y
,
+ y2
2.12 For the function f (x, y) = ex y , determine the differentials: df (x, y),
df (1, 1), df (x, y)(3, 0), df (1, 1)(3, 0).
25
2.13 For the function f (x, y, z) = xy + yz + zx, determine the differentials: df (x, y, z), df (0, 1, 2), df (x, y, z)(1, 0, 1), df (0, 1, 2)(1, 0, 1).
2.14 Determine df and d 2 f for the following functions:
i). f (x, y) = x5 y + 2xy 2 ,
p
ii). f (x, y) = x2 y 2 ,
iii). f (x, y, z) = x + 2y 2 + z 3 .
2.15 Approximate the function f (x, y) = xy , in the neighborhood of
the point (1, 1), using Taylors polynomial of order 2.
2.16 Approximate the function f (x, y) = ln(x2 + y 2 ), in the neighborhood of the point (1, 1), using Taylors polynomial of order 2.
2.17 Approximate the function f (x, y) = exy , in the neighborhood of
the point (0, 1), using Taylors polynomial of order 3.
2.18 Write MacLaurins formula of order 2 for the function f (x, y) =
cos(2x + y).
f
x
(x, y) = 2
y
y
1
and we
y
26
iv)
y
f
1
(x, y, z) =
(1 + xy + z 2 )0x =
,
2
x
1 + xy + z
1 + xy + z 2
f
x
(x, y, z) =
,
y
1 + xy + z 2
v)
2z
f
(x, y, z) =
z
1 + xy + z 2
f
f
2
2
(x, y, z) = 2x y x 3z ln y,
(x, y, z) = (x2 3z)y x 3z1 ,
x
y
f
2
(x, y, z) = 3 y x 3z ln y.
z
f
1
y
f
1
y 1 x
y
ix)
(x, y, z) = sin ,
(x, y, z) = sin + ln cos ,
x
x
z
y
y
z z y
z
x
f
y
y
(x, y, z) = 2 ln cos .
z
z
y
z
x2 y 2
x2 y 2
2xy
00
00
,
f
=
, fxy
= 2
.
2
y
2
2
2
2
2
2
(x y )
(x y )
(x y 2 )2
00
ii) fx002 = ex sin y, fy002 = ex sin y, fxy
= ex cos y.
y
1
iv) fx002 = p
, fy002 = p
,
x2 + y(x2 + y)
4 x2 + y(x2 + y)
x
00
fxy
= p
.
2 x2 + y(x2 + y)
2
2
2
vi) fx002 = y 4 z 2 exy z , fy002 = 2xzexy z (2xy 2 z + 1), fz002 = x2 y 4 exy z ,
2
2
00
00
fxy
= 2yzexy z (xy 2 z + 1), fxz
= y 2 exy z (xy 2 z + 1),
2
00
fyz
= 2xyexy z (xy 2 z + 1).
2.2 i)fx002 = (fx0 )0x =
f
x
f
y
= 2
and
=
.
x
x + y2 1
x
x2 + y 2 1
Then we substitute the results in the differential expression and obtain
2.3 i) We calculate first
iii) We have
x2
x
y
x 2
= 0.
2
+y 1
x + y2 1
2y 2z f
2x 2xz f
2xy 2x
f
= ,
= 2y + 2 ,
= 2z + 2 .
x
z
y y
z
y
z
z
y
1
2.4 i) F 0 (x) = fu0 (u(x), v(x)) 2x + fv0 (u(x), v(x)) . For the second
x
derivative, we differentiate again, taking account that fu0 (u(x), v(x)) and
27
fv0 (u(x), v(x)) are also composite functions.
1
00
00
00
F (x) = fu2 2x + fuv
2x + fu0 2+
x
1
1
1
00
00
0
+ fuv 2x + fv2
+ fv 2 =
x
x
x
1
1
00
= 4x2 fu002 + 2 fv002 + 4fuv
+ 2fu0 2 fv0 .
x
x
1
ii) F 0 (x) = fu0 cos x + fv0 ,
2 x
1
00
00
00
F (x) = fu2 cos x + fuv
cos x fu0 sin x+
2 x
1
1
1
00
00
fv0 .
+ fuv cos x + fv2
2 x 2 x
4x x
iii) F 0 (x) = fu0 2e2x + fv0
F 00 (x) = 4e4x fu002 +
2x
,
+1
x2
2x 2x2 0
4x2
8xe2x 00
00
2x 0
f
f
+
4e
f
+
f .
+
2
u
(x2 + 1)2 v
x2 + 1 uv
(x2 + 1)2 v
1
2 ln x
= 2x
,
x
x
1
1
2
2 ln x
F 00 (x) = 2 2v 0 (x) 2v(x) 2 = 2 2 +
.
x
x
x
x2
u
v
v) F 0 (x) =
u0 (x) +
v 0 (x),
2
2
2
u +v
u + v2
1
F 00 (x) =
(v 2 u0 (x) uv v 0 (x)) u0 (x)+
2
2
2
2
(u + v ) u + v
u
+
u00 (x)+
2
u + v2
1
x
e
1
u00 (x) = 2, v 00 (x) =
1 .
4x
x
iv) F 0 (x) = 2x 2v(x)
28
y
1
2.5 i) Fx0 (x, y) = fu0 y + fv0 2 , Fy0 (x, y) = fu0 x + fv0 .
x
x
y
00
Fx002 (x, y) = fu002 y + fuv
( 2 ) y+
x
y
y
2y
00
00
+ fuv y + fv2 ( 2 ) ( 2 ) + fv0 3 ,
x
x
x
1
1
1
00
00
00
00
00
x + fuv x + fv2
,
Fy2 (x, y) = fu2 x + fuv
x
x
x
y
00
00
( 2 ) x + fu0 +
Fxy
(x, y) = fu002 y + fuv
x
y 1
1
00
+ fuv
y + fv002 ( 2 ) + fv0 ( 2 ).
x
x
x
0
0
0
0
0
ii) Fx (x, y) = fu cos y, Fy (x, y) = fu (x sin y) + fv 2y,
Fx002 (x, y) = fu002 cos2 y,
00
Fy002 (x, y) = x2 sin2 yfu002 + 4y 2 fv002 4xy sin yfuv
x cos yfu0 + 2fv0 .
x
y
iii) Fx0 (x, y) = fu0 2
+ fv0
,
2
x +y
1 + x2 y 2
x
y
+ fv0
.
Fy0 (x, y) = fu0 2
2
x +y
1 + x2 y 2
iv) Fx0 (x, y) = 2u(x, y) 2x 2v(x, y)yexy = 4x(x2 y 2 ) 2ye2xy ,
Fy0 (x, y) = 4y(x2 y 2 ) 2xexy ,
y
x
1
1
0
0
v) Fx (x, y)
+ 2 , Fy (x, y) =
1
2 u + v cos2 xy
2 u + v cos2 xy
y
2.6 i) Fx0 (x, y) = f 0 (u(x, y)) u0x (x, y) = f 0
,
1 + x2 y 2
x
,
Fy0 (x, y) = f 0
1 + x2 y 2
Fx002 (x, y) = f 00
y2
2xy 3
0
+
f
,
(1 + x2 y 2 )2
(1 + x2 y 2 )2
29
Fy002 (x, y) = f 00
x2
2x3 y
0
+
f
,
(1 + x2 y 2 )2
(1 + x2 y 2 )2
xy
1 x2 y 2
0
+
f
.
(1 + x2 y 2 )2
(1 + x2 y 2 )2
2y
2x
ii) Fx0 (x, y) = f 0 (u(x, y))
, Fy0 (x, y) = f 0 (u(x, y))
.
2
(x + y)
(x + y)2
2
2
2
2
iii) Fx0 (x, y) = f 0 2xex y , Fy0 (x, y) = f 0 2yex y ,
00
Fxy
(x, y) = f 00
2 2y 2
+ f 0 (2ex
2 2y 2
f 0 (2ex
00
Fxy
(x, y) = f 00 4xye2x
2 2y 2
2 y 2
+ 4x2 ex
2 y 2
4y 2 ex
f 0 4xyex
2 y 2
),
2 y 2
),
2 y 2
2.7 i) We apply the differentiation rules for products and for composite
functions.
x
x 1
x
x
0
0
0
fx (x, y) = yg
+ xy g
= yg
+ xg
y
y y
y
y
x
x2 0 x
0
fy (x, y) = xg
g
,
y
y
y
x
x
x
1
1
00
0
0
00
fx2 (x, y) = yg
+g
+xg
=
y
y
y
y
y
x
x
x
= 2g 0
+ g 00
,
y
y
y
x
x
x2 0 x
x2 00 x
x
00
0
fy2 (x, y) = xg
2 + 2g
g
2 =
y
y
y
y
y
y
y
3
x
x
= 3 g 00
,
y
y
x
x
x
x
x
00
0
00
fxy (x, y) = g
+ yg
2 +xg
2 =
y
y
y
y
y
2
x
x
x
x
x
=g
g0
2 g 00
.
y
y
y
y
y
ii) fx0 (x, y) = y sin 2xy + 2xyg 0 (x2 + y 2 ),
fy0 (x, y) = x sin 2xy + g(x2 + y 2 ) + 2y 2 g 0 (x2 + y 2 ).
30
f
f
f
(x, y, z) = 0u 3x2 y+0v z,
(x, y, z) = 0u x3 ,
(x, y, z) =
x
y
z
0v x. Substituting in the given expression, we get
2.8 i)
x(0u 3x2 y + 0v z) 3y 0u x3 z 0v x = 0
which is obviously true.
2
2
f
f
4xy
0 2x + 2y
ii)
,
.
(x, y) = 0 2
(x,
y)
=
x
(x y 2 )2 y
(x2 y 2 )2
iii) fx002 (x, y) = 00 (x ay) + 00 (x + ay), fy002 (x, y) = a2 00 (x ay) +
a2 00 (x + ay), clearly check the equation fy002 = a2 fx002 . This equation is
called the wave equation and it describes the propagation of different
waves, such as light waves, sound waves or water waves.
f
iv)
(x, y) = y(x2 y 2 ) + xy 2x 0 (x2 y 2 ),
x
f
(x, y) = x(x2 y 2 ) xy 2y 0 (x2 y 2 ).
y
xy
xy
2.9 i) f (x, y) = y ln(x + y) +
, x ln(x + y) +
,
x
+
y
x
+
y
1
1
f (1, 1) = ln 2 + , ln 2 +
.
2
2
!
3x2
y
p
ii) f (x, y) =
,p
, f (2, 2) = (3, 1).
2 x3 y 2
x3 y 2
iii) f (x, y) = (2y sin xy cos xy, 2x sin xy cos xy) = (y sin 2xy, x sin 2xy),
f (0, ) = (0, 0).
2
2
2
2
2
2
iv) f (x, y, z) = (2xyz 2 ex yz , x2 y 2 ex yz , 2x2 yzex yz ),
f (1, 1, 1) = (2e,e, 2e).
3y z
3x + 2z
x 2y
v) f (x, y, z) =
,
,
,
(2x y + z)2 (2x y + z)2 (2x y + z)2
f (0, 1, 2) = (5, 4, 2).
2.11 i) The divergence is a scalar: divF = 2(x + y + z). On the other
hand, the curl is a vector:
i
j
k
xy + xz xy + yz xz + yz
31
or written in another way, curlF = (z y, x z, y x).
ii) divF = 0, curlF = (2y 2z, 2z 2x, 2x 2y).
2
f
f
= yxy1 ,
= xy ln x,
x
y
2f
2f
2f
y2
y1
y1
=
y(y
1)x
,
=
x
+
yx
ln
x,
= xy (ln x)2 ,
x2
xy
y 2
f
f
2f
2f
2f
(1, 1) = 1,
(1, 1) = 0, 2 (1, 1) = 0,
(1, 1) = 1,
(1, 1) = 0.
x
y
x
xy
y 2
Finally we get
xy 1 + x 1 + (x 1)(y 1) = xy y + 1.
2.16
f
2x
f
2y
= 2
,
= 2
,
2
x
x + y y
x + y2
2f
2x2 + 2y 2 2 f
4xy
2f
2x2 2y 2
=
,
=
,
=
,
x2
(x2 + y 2 )2 xy
(x2 + y 2 )2 y 2
(x2 + y 2 )2
Finally we get
ln(x2 + y 2 ) ln 2 + (x 1) 1 + (y + 1) (1)+
1
+ [(x 1)2 0 + 2(x 1)(y + 1) 1 + (y + 1)2 0] =
2
= ln 2 + xy + 2x 2y 3.
32
3
3f
3f
3f
3 xy f
3 xy
xy
2 xy
=
y
e
,
=
x
e
,
=
=
2ye
+
xy
e
,
x3
y 3
x2 y
xy 2
2xexy + x2 yexy . The approximation is
2.17
1
1
exy 1 + x + [x2 + 2x(y 1)] + [x3 + 3x2 (y 1) 2] =
2
6
2
x3
x
=
+ x2 y
+ xy + 1.
6
2
1
sin(2 + )
2.18 cos(2x + y) = 1 2x2 2xy y 2 +
(8x3 + 12x2 y +
2
6
6xy 2 + y 3 ).
CHAPTER 3
Extrema of functions
3.1
33
34
Theorem 3.2 Let f : A R be a function that is two times differentiable on the interval A and x0 A a critical point of f . If f 00 (x0 ) < 0,
then x0 is a point of minimum. If f 00 (x0 ) > 0, then x0 is a point of
maximum.
3.2
35
Theorem
If d2 f (v0 )
If d2 f (v0 )
If d2 f (v0 )
f 00 (v) f 00 (v)
2
xy
D2 = x00
D1 = fx002 (v),
.
fxy (v) fy002 (v)
d2 f (v) is positive definite if and only if D1 > 0 and D2 > 0.
d2 f (v) is negative definite if and only if D1 < 0 and D2 > 0.
According to the results above, we can use the following ALGORITHM to determine the local extrema of a function:
Find the stationary points (x0 , y0 ) by solving the system of equations
(
fx0 (x, y) = 0
fy0 (x, y) = 0
For each stationary point (x0 , y0 ), calculate D1 and D2 .
If D1 > 0, D2 > 0 then (x0 , y0 ) is a point of minimum.
If D1 < 0, D2 > 0 then (x0 , y0 ) is a point of maximum.
If D2 < 0 then (x0 , y0 ) is not a point of extremum. (it is called a
saddle point).
If D1 or D2 are zero, we can not tell, using this method, if (x0 , y0 ) is
a point of extremum.
Remark 3.6 For a function of three real variables, the algorithm is similar:
Find the stationary points (x0 , y0 , z0 ) for which the partial derivatives
are zero,
For each stationary point (x0 , y0 , z0 ), calculate D1 , D2 and
00
00
00
D3 = fxy
(v ) f (v ) f (v0 )
00 0 y002 0 yz
fxz (v0 ) fyz (v0 ) f 002 (v0 )
z
36
If D1 > 0, D2 > 0, D3 > 0 then (x0 , y0 ) is a point of minimum.
If D1 < 0, D2 > 0, D3 < 0 then (x0 , y0 ) is a point of maximum.
If one of D1 , D2 or D3 is zero-undecided.
In other situations, (x0 , y0 , z0 ) is not a point of extremum.
3.3
Exercises
3.1 Determine the points of local extrema for the functions of one real
variable:
i). f : R R, f (x) = x arctan 2x,
iii). f : R R, f (x) = x2 2x + 4
iv). f : R R, f (x) = x3 3x2 9x + 1,
v). f (, 1) R, f (x) =
x+2
,
x1
1
2
,
xy
iii). f (x, y) = x3 + y 4 ,
iv). f (x, y) = 3x2 y + y 3 3x2 3y 2 + 2,
v). f (x, y) = ln(16 x y) + 2 ln x + 5 ln y,
vi). f (x, y) = (1 + ey ) cos x yey .
37
2 +y 2 )
f 00 (x) =
1
1
1
and obtain f 00 ( ) > 0 and f 00 ( ) < 0. This means that is a point
2
2
2
1
2
1
of local minimum, with the minimum value f ( ) =
and is a
2
4
2
2
1
.
point of local maximum, with the maximum value f ( ) =
2
4
x cos x2
ii) We solve the equation f 0 (x) = 0, that is
= 0. The only solusin x2
r
f 00 (x) =
,
sin x2 sin x2
r
r
00
and f (
) = < 0. So
is a point of maximum.
2
2
x1
iii) f 0 (x) =
, so the stationary point is x0 = 1. The second
x2 2x + 4
3
> 0, so 1 is a minimum point, with
derivative is f 00 (x) = 2
3/2
(x 2x + 4)
the value f (1) = 3.
iv) f 0 (x) = 3x2 6x 9, solving the equation x2 2x 3 = 0 we get two
stationary points x1 = 1, x2 = 3. f 00 (1) = 12 < 0, f 00 (3) = 12 > 0,
so 1 is a point of local maximum, f (1) = 6 while 3 is a point of local
38
minimum, f (3) = 26.
3
v) Since f 0 (x) =
6= 0 for any x (, 1), the function does
(x 1)2
not have extremum points on the open interval (, 1). The derivative
is negative on this interval, so the function decreases from lim f (x) = 1
x
to lim f (x) = .
x%1
1
x
1
1
x
1 1
and f 00 (x) = 3 e x . The equation f 0 (x) = 0 has the solution x0 = 1, and
x
f 00 (1) = e > 0 so x0 = 1 is a point of minimum.
vii) f 0 (x) = 3(x 1)2 , so x0 = 1 is the stationary point. f 00 (1) = 0, also,
so we can not decide if this is en extremum point by this method. But,
since f 0 (x) 0, the function is increasing and it follows that x0 = 1 is
not a point of extremum.
3.2 i) We find first the stationary points, by solving the system
(
fx0 (x, y) = 3x2 y 6x = 0
fy0 (x, y) = x3 8y = 0
We obtain three solutions for the system:
(
(
(
x1 = 0
x2 = 2
x3 = 2
y1 = 0,
y2 = 1,
y3 = 1,
We determine the partial derivatives of order II:
fx002 (x, y) = 6xy 6,
fy002 = 8,
00
fxy
= 3x2 .
6 0
6 12
39
For (x3 , y3 ) = (2, 1) the values are the same D1 = 6, D2 = 192, so
this not an extremum point.
ii) We find first the stationary points, by solving the system
fx0 (x, y) = 2x + 2 = 0
xy
2
0
fy (x, y) = 2y +
=0
xy 2
1
= x3 and substituting in the
3
x
second one, x8 1 = 0, which has only two real solutions: 1 and 1. So
the stationary points are (x1 , y1 ) = (1, 1) and (x2 , y2 ) = (1, 1). The
4
4
2
00
= 2 2 . For
second derivatives are fx002 = 2 3 , fy002 = 2 3 , fxy
xy
xy
xy
both stationary points D1 = 6 > 0 and D2 = 32, so they are points of
local minimum, with the local minima f (1, 1) = f (1, 1) = 4.
iii) The system
(
f 0 (x, y) = 3x2 = 0
,
f 0 (x, y) = 4y 3 = 0
From the first equation we have y =
has the unique solution (0, 0). For this stationary point, we get D1 =
D2 = 0, so we can not decide if (0, 0) is an extremum point or not, using
this method. We notice that f (0, 0) = 0 and f (x, 0) = x3 , for any real
number x. For positive values of x, very close to zero, we have that
f (x, 0) > 0 and for negative values f (x, 0) < 0. This implies that (0, 0)
is not a point of extremum.
iv) (0, 0) is a point of maximum, (0, 2) a point of minimum and (1, 1),
(1, 1) are saddle points.
v) We write the system
1
2
+ =0
16 x y x
,
1
5
+ =0
16 x y y
5
2
= and finally the stationary point (x0 , y0 ) = (4, 10). The
x
y
1
2
second order partial derivatives are fx002 =
, f 002 =
(16 x y)2
x2 y
It follows
40
1
5
1
00
2 and fxy
=
. For the stationary point,
2
(16 x y)
y
(16 x y)2
3
4
we get D1 = < 0, D2 =
> 0 so the point is a maximum one.
8
16
2
2 y 2
(1
1 1
1 1
obtaining the stationary points
and , . The second
,
2 2
2 2
00
x2 y 2
3
(4x + 4x2 y 6x 2y), fy002 =
order partial derivatives are fx2 = e
2
2
2
2
00
ex y (4y 3 + 4xy 2 2x 6y), fxy
= ex y (4x2 y + 4xy 2 2x 2y).
1 1
For
,
we have D1 = 3e1/2 < 0, D2 = 8e1/2 > 0, so this
2 2
1 1
is a point of maximum. For ,
we have D1 = 3e1/2 > 0,
2 2
D2 = 8e1/2 > 0, so this is a point of minimum.
viii) The only stationary point is (1, 1, 4), but since D2 < 0, it is
not a point of extremum.
CHAPTER 4
Implicit functions
4.1
(4.1.1)
42
Then there exist some neighborhoods U1 , V1 of x0 , respectively y0 and
a function f : U1 V1 such that:
(i) F (x, f (x)) = 0, for each x U1 ,
(ii) f (x0 ) = y0 ,
(iii) f has a continuous derivative on U1 and this is equal to
Fx0 (x, f (x))
f (x) = 0
.
Fy (x, f (x))
0
(4.1.2)
If F has partial derivatives of the second order, then the second derivaF 0 (x, y)
tive of f can be determined from f 0 (x) = x0
by differentiating
Fy (x, y)
with respect to x and taking account that y is a function of x.
4.2
43
fx0 (x, y) =
fy0 (x, y) =
(4.2.1)
4.3
Exercises
4.1 Show that the equation x2 3xy + y 2 x + y 2 = 0 defines an
implicit function y(x) in a neighborhood of the point (0, 2). Determine
y 0 (x), y 00 (x), y 0 (0) and y 00 (0).
4.2 Show that the equation x2 2xy + 5y 2 2x + 4y + 1 = 0 defines an
implicit function y(x) in a neighborhood of the point (1, 0). Determine
y 0 (x), y 00 (x), y 0 (0) and y 00 (0).
4.3 Find the derivative y 0 for the function y(x) defined implicitly by the
equation (at an arbitrary point where the conditions of Theorem 4.1 are
satisfied) :
i). x3 + y 3 xy + 5 = 0,
ii). x2 y 3xy + y 2 2x + y = 0,
iii). exy x2 y 2 + x + y = 0,
y p
iv). arctan + x2 + y 2 = 0,
x
v). ln(x + y x y) = 0.
4.4 Determine the equation of the tangent line to the curve
x(x2 + y 2 ) + 5(y 2 x2 ) = 0
4
at the point (4, ).
3
4.5 Determine the first and second order partial derivatives at the point
(2, 0, 1) for the implicit function z(x, y) defined by the equation
xy ln z y 2 + z 2 + xz 3 = 0.
44
4.6 Find the partial derivatives zx0 and zy0 for the function z(x, y) defined
implicitly by the equation (at an arbitrary point where the conditions of
Theorem 4.2 are satisfied):
i). x2 + 3y 2 + z 3 + 5z 8 = 0,
ii). xy + 2z +
z2
= 0,
xy
iii). xyez x y + z = 0,
iv). x y 2 + z + tan z = 0.
4.7 The implicit function z(x, y) is defined by the equation
(y z 2 , 2z 3 + 3x2 3yz) = 0, where = (u, v) is a function that
admits continuous partial derivatives of order one. Prove that z satisfies
the relation
y z
z
+ 2xz
= x.
(4.3.1)
2 x
y
4.8 The implicit function z(x, y) is defined by the equation
x
( , y 4 x2 z 2 ) = 0, where = (u, v) is a function that admits continz
uous partial derivatives of order one. Prove that z satisfies the relation
xy 3
z
z
+ x2 z 2
= y 3 z.
x
y
2x 3y 1
5
and y 0 (0) = .
3x 2y 1
3
45
For the second derivative we differentiate the relation above with respect
to x, taking account that y is a function of x:
(2 3y 0 )(3x 2y 1) (2x 3y 1)(3 2y 0 )
=
(3x 2y 1)2
5y + 1 + (1 5x) 2x3y1
5y + 1 + y 0 (1 5x)
3x2y1
=
=
=
(3x 2y 1)2
(3x 2y 1)2
30xy 10x2 10y 2 + 10x 10y 2
=
,
(3x 2y 1)2
y 00 (x) =
y 00 (0) =
22
.
27
xy1 0
, y (1) = 0, y 00 (1) = 1 (so x = 1 is a
x 5y 2
point of maximum for the implicit function y).
4.2 We have y 0 (x) =
y x2 + y 2 x
12 xy
0
0
. v) y =
iv) y = p
.
1+2 xy
x x2 + y 2 + y
4.4 We denote F (x, y) = x(x2 + y 2 ) + 5(y 2 x2 ) and check that
4
F (4, ) = 0, which means that the given point really belongs to the
3
curve. The derivative of the implicit function y(x) is
y 0 (x) =
Fx0 (x, y)
3x2 + y 2 10x
=
,
Fy0 (x, y)
2xy + 10y
11
. So the equation of the tangent line is
27
4
11
= (x 4).
3
27
46
4.5 F (2, 0, 1) = 0, Fz0 (2, 0, 1) = 4 6= 0. The first derivatives are
y ln z + z
,
zx0 (x, y) = xy
+ 2z + x
z
x ln z + 2y
zy0 (x, y) = xy
,
+ 2z + x
z
(4.3.2)
1 0
and at the specified point zx0 (2, 0) =
, zy (2, 0) = 0. For the sec4
ond order partial derivatives we differentiate relations (4.3.2) taking ac3
count that z is a function of x and y. Finally we obtain zx002 (2, 0) = ,
32
1 00
1
00
zxy (2, 0) = , zy2 (2, 0) = .
8
2
2x
6y
4.6 i) zx0 (x, y) = 2
, zy0 (x, y) = 2
.
3z + 5
3z + 5
z 2 x2 y 2
z 2 x2 y 2
ii) zx0 (x, y) = 2
, zy0 (x, y) =
.
2x y + 2xz
2xy 2 + 2yz
1 xez
1 yez
0
(x,
y)
=
,
z
.
iii) zx0 (x, y) =
y
xyez + 1
xyez + 1
1
2y
iv) zx0 (x, y) =
, zy0 (x, y) =
.
2
2 + tan z
2 + tan2 z
4.7 Denote u = y z 2 , v = 2z 3 + 3x2 3yz and F (x, y, z) = (y
z 2 , 2z 3 + 3x2 3yz). Using the chain rule for the differentiation of composite functions, we get:
Fx0 (x, y, z) = 0u u0x + 0v vx0 = 0v 6x,
Fy0 (x, y, z) = 0u u0y + 0v vy0 = 0u + 0v (3z),
Fz0 (x, y, z) = 0u u0z + 0v vz0 = 0u (2z) + 0v (6z 2 3y),
and
z
6x0v
=
,
x
2z0u + (6z 2 3y)0v
z
3z0v 0u
=
.
y
2z0u + (6z 2 3y)0v
Plugging these into the equation (4.3.1), it follows that it is satisfied.
4.8
z
=
x
1 0
2xz 2 0v
z u
,
x 0
2 z0
+
2x
2
v
u
z
z
=
y
4y 3 0v
.
x 0
2 z0
+
2x
2
v
u
z
CHAPTER 5
Change of variables
Mathematical expressions that contain derivatives can be sometimes simplified by making a change of variables.
5.1
dt
dx dt
47
48
so
y 0 (x) =
dy
1 dy
1
dy
= dx
= 0 .
dx
dt
x (t) dt
dt
d
1
d
() = 0
(). For the second
dx
x (t) dt
dy
derivative of y, this operator is applied to the function y 0 (x) =
(x):
dx
1
1
d dy
d dy
d
1
dy
00
= 0
= 0
=
y (x) =
dx dx
x (t) dt dx
x (t) dt x0 (t) dt
1
x00 (t) dy
1
d 2y
= 0
0
.
+
x (t)
(x (t))2 dt x0 (t) dt2
In the same way, the operator can be applied to express the higher order
derivatives y 000 (x), y IV (x), etc. So an expression
E = f (x, y(x), y 0 (x), y 00 (x), . . . )
becomes
E = g(t, y(t), y 0 (t), y 00 (t), . . . ).
5.2
0
0
D(, ) u v
= 0 0 different from zero.
u v
D(u, v)
We make the change of variables x = (u, v), y = (u, v); u and v will
be the new independent variables:
z(u, v) = z((u, v), (u, v)) = z(x(u, v), y(u, v)).
The partial derivatives of the function z have to be expressed in terms
of the new variables (u, v). It is necessary to find relations between the
49
differential operators
operators
,
with respect to the old variables and the
x y
,
with respect to the new variables. We have:
u v
z
z x z y
u
x u y u
z
z x z y
.
v
x v y v
x =
z
y =
1
D(x,y)
D(u,v)
D(x,y)
D(u,v)
z
z
and
and applying
x
y
z y z y
u v v u
z x z x
.
v u u v
The same operators are used also for higher order partial derivatives.
Finally, an expression
E = f (x, y, z,
z z 2 z
, ,
,...)
x y x2
E = g(u, v, z,
z z 2 z
, ,
, . . . ).
u v u2
becomes
5.3
Interchange of variables
Let D be a subset of R and y : D R a function, y = y(x). Consider a
differential expression in which y is the function and x the independent
variable. In some situations, it is useful to change the roles of the variables: x will become the function and y the independent variable, that is
we will have the function x = x(y). To express the derivatives, we have:
y 0 (x) =
dy
1
1
=
= 0 ,
dx
dx
x (y)
dy
50
d
1
1
d
1
d dy
y =
=
= 0
=
dx dx
dx x0 (y)
x (y) dy x0 (y)
1
x00 (y)
x00 (y)
= 0
0
=
.
x (y) (x (y))2
(x0 (y))3
00
5.4
Exercises
5.1 Transform the given equations, where y = y(x), by the indicated
change of the independent variable:
i). x2 y 00 xy 0 + 10y = x, x = et ,
ii). (x + 1)2 y 00 + 3(x + 1)y 0 5y = ln(x + 1), x = et 1,
iii). x3 y 000 2x2 y 00 + xy 0 2y = 0, x = et ,
iv). (2x 3)2 y 00 5(2x 3)y 0 + 10y = 0 , 2x 3 = t,
v). x2 y 00 3xy 0 +
4
1
y
=
0,
x
=
x3
t
51
i). E = x
z
z
y
x
y
ii). z =
2z 2z
+
x2 y 2
5.4 Transform the equations with the unknown function z = z(x, y), by
changing the independent variables x, y into u, v according to the given
relations:
i). 2
2z
2z
2z
5
7
+
5
=
0;
u
=
x + y, v = x + y,
x2
xy
y 2
2
ii). 2
2z
2z
2z
z
z
+
+2
= 0; u = x y, v = x + 2y,
2
2
x
xy y
x y
iii).
2z
2z
2z
4
= 0; u = 2x + y, v = y,
+
4
x2
xy
y 2
2
2z
2z
z
2 z
2xy
+
y
+ 2y
= 0, u = xy, v = y,
2
2
x
xy
y
y
z
z
v). x
+y
= 0; u = x2 + y 2 , v = x,
x
y
z
z
y
vi). x
2y
= 0; u = x, v = ,
x
y
x
iv). x2
2
z
z
x
2 z
vii). 4x
y
+ 2x
= 0; u = 2 , v = xy 2 ,
2
2
x
y
x
y
2
ii). y 0 + 2y = 2x y, z = y,
iii). y 0 tan y =
ex
, z = sin y,
cos y
cz = 0, a, c R, with the
2
x
y
unknown function z = z(x, y), by changing the unknown function into
w(x, y) = ecy z(x, y).
5.6 Transform the equation a2
52
5.7 Find
dy
for the function defined in parametric way
dx
(
x = arctan t,
y = ln(1 + t2 ), t R.
, that is y 0 = t
= et
. For
dx
x (t) dt
e dt
dt
d
1
d
the second derivative y 00 we apply the operator
() = 0
() to
dx
x (t) dt
dy
dy
= et
and we get:
dx
dt
1
d dy
1
d
00
t dy
y = 0
= 0
e
=
x (t) dt dx
x (t) dt
dt
2
dy d 2 y
1
t dy
t d y
2t
+e
=e
+ 2 .
= t e
e
dt
dt2
dt
dt
5.1 i) y 0 =
dy
dy d 2 y
2t 2t
+ 10y = et , or
e e
+ 2 et et
dt
dt
dt
d 2y
dy
2
+ 10y = et ,
dt2
dt
which is the new differential equation, with the unknown function y and
the independent variable t.
ii) In the same way as in the previous exercise, we have
dy d 2 y
0
t dy
00
2t
y =e , y =e
+ 2 .
dt
dt
dt
d 2y
dy
Substituting in the equation it follows 2 + 2 5y = t.
dt
dt
iii) In addition to exercise i), we also have
d 2y d 3y
dy
000
3t
y =e
2 3 2 + 3 ,
dt
dt
dt
53
and the equation becomes
d 3y
d 2y
dy
5
+ 5 2y = 0.
3
2
dt
dt
dt
dy 00
1
d
dy
1 0
1
d
dy
0
iv) x (t) = , y = 2 , y = 0
=2
2
=
2
dt
x (t) dt x0 (t) dt
dt
dt
d 2y
4 2 . Substituting in the equation we get
dt
d 2y
dy
10t + 10y = 0.
2
dt
dt
dy
d 2y
0
2 dy
00
2 d
2 dy
t
= 2t3 + t4 2 , and the new
v) y = (t ) , y = (t )
dt
dt
dt
dt
dt
equation is
d 2y
dy
t2 2 + 5t + 4t3 y = 0.
dt
dt
1 dy 00
sin t dy
1
d 2y
vi) y 0 =
,y =
. We also have x2 1 =
cos t dt
cos3 t dt cos2 t dt2
d 2y
2
cos t and finally we get the equation 2 1 = 0.
dt
et et
et + et
vii) We remind that sinh t =
and cosh t =
. Similar
2
2
to the previous exercise, taking account that x0 = cosh t and x2 + 1 =
d 2y
sinh2 t + 1 = cosh2 t, we obtain the equation 2 y = 0.
dt
0
2 dy
viii) y = cos t ,
dt
dy
d 2y
d
2 dy
00
2
y = cos t
cos t
= 2 cos3 t sin t + cos4 t 2 .
dt
dt
dt
dt
4t2
Also 1 + x2 = 1 + tan2 t =
d 2y
dy
3 tan t + y = 0.
2
dt
dt
0
1
and the equation becomes
cos2 t
dx
dy
1
=
1
x0 (y)
54
1
d
1
1
d
1
x00 (y)
00
iii) y (x) = 0 , y (x) =
=
x (y)
dx x0 (y)
x0 (y) dy x0 (y)
(x0 (y))3
00
x (y)
1
1
and the new equation is 0
x 0
+ 0
sin y = 0, or
3
2
(x (y))
(x (y))
(x (y))2
x00 (y) + x0 (y)(sin y x) = 0.
iv) The transformed equation is x00 y = 0.
0
5.3 i) The relations between the cartesian coordinates (x, y) and the
polar coordinates (, ) are:
(
x = cos
y = sin .
Using the differentiation rule for composite functions for z(x(, ), y(, ))
we have:
z x z y
z
x y
z
z x z y
x y
or
z
z
z
=
cos +
sin
x
y
z
z
z
=
sin +
cos .
x
y
Solving the system, it follows:
z
z sin z
= cos
z
z cos z
= sin
+
.
y
z sin z
z cos z
E = cos cos
+ sin sin
+
z
z
z
= cos2
+ sin2
= .
sin
() = cos ()
()
x
cos
() = sin () +
().
y
55
For the second order partial derivatives:
2z
z
z
sin z
=
= cos
=
x2
x x
x
x
z sin z
= cos
cos
sin
z sin z
cos
=
2 z sin z sin 2 z
= cos cos 2 + 2
sin
z
2z
cos z sin 2 z
sin
+ cos
2
2 z sin2 2 z 2 sin cos 2 z
= cos2 2 +
2 2
and
2z
z cos z
= sin
sin
+
+
y 2
cos
z cos z
+
sin
+
2 2
+
.
2
2z
1 2 z 1 z
+
+ .
2 2 2
=
+
,
x
u x v x
2 u v
z
z u z v
z z
=
=
+
,
y
u y v y
u v
56
and the second order partial derivatives
2z
2 z v
5 2 z u
2 z u 2 z v
=
=
x2
2 u2 x uv x
uv x v 2 x
5 2z 5
2z
5 2z
2z
+
+
+
=
=
2 u2 2 uv
2 uv v 2
25 2 z
2z
2z
=
2 +5
+ 2,
4 u
uv v
2z
2z
2z
2z
=
+
2
,
+
y 2
u2
uv v 2
2z
5 2 z u
2 z v
2 z u 2 z v
+
=
=
xy
2 u2 y uv y
uv y v 2 y
5 2z 7 2z
2z
= 2+
+ 2.
2 u
2 uv v
2z
Finally, substituting in the given equation we get
= 0.
uv
ii)
z
z z z
z
z
=
+
=
+2
x
u v y
u
v
2z
2z
2z
2z
=
+
2
+
,
x2
u2
uv v 2
2z
2z
2z
2z
=
4
+
4
,
y 2
u2
uv
v 2
2z
2z
2z
2z
= 2 +
+ 2 2,
xy
u
uv
v
The equation becomes 3
2z
iii)
= 0.
v 2
iv)
2z
z
+
= 0.
uv u
z
z
=y ,
x
u
z
z z
=x
+
,
y
u v
2
2z
2z
2 z
=
y
y
=
y
,
x2
u2
u2
2
2
z
2z
2z
2z
2z
2z
2z
2 z
=
x
x
+
x
+
=
x
+
2x
+
,
+
y 2
u2
uv
uv
v 2
u2
uv v 2
57
2z
z
=
+y
xy
u
2z
2z
x
+
u2
uv
= xy
2z
2z
z
+
y
+
.
u2
uv u
2z
z
The new equation is v 2 2 + 2v
= 0.
v
u
z
z z z
z
v)
= 2x
+ ,
= 2y
. Substituting into the equation we
x
u v x
u
z
z
z
z
get 2(x2 + y 2 )
+x
= 0, that is 2u
+v
= 0.
u
v
u
v
z
z
vi) u
3v
= 0.
u
v
2z
1 z
vii)
= 0.
uv 4v u
1
z0
5.5 i) y =
so y 0 = 2 . Substituting in the equation we get
z
z
z0
1
4
2
4
0
x( 2 ) + 2 = 2 , or z z = .
z
z
z
x
x
ii) y 0 = 2zz 0 , the equation becomes z 0 + z = x.
z0
iii) We have z 0 = cos y y 0 , so y 0 =
, and finally the equation is
cos y
z 0 z = ex .
iv) We have y = zx2 , so the derivatives are
y 0 = z 0 x2 2zx3 ,
y 00 = z 00 x2 2z 0 x3 2z 0 x3 + 6zx4 = z 00 x2 4z 0 x3 + 6zx4 .
Substituting these into the given equation it follows z 00 z = 4x.
z
w z
5.6 Since z(x, y) = ecy w(x, y), we have
= ecy
,
= cecy w +
x
x y
2
2
2
w
w w
z
ecy
and
= ecy 2 . The equation will be a2 2
= 0.
2
y
x
x
x
y
5.7 Considering the function y as a composite function, y = y(t(x)),
we get
1
dy dt
dy
dx
dy
=
=
dx
dt dx
dt
dt
1
2t
1
= 2
2
= 2t.
t +1
t +1
CHAPTER 6
Antiderivatives
Let [a, b] be a real interval and f : [a, b] R a function defined on it.
The function F : [a, b] R is called an antiderivative (or primitive)
of the function f if F is differentiable on [a, b] and F 0 (x) = f (x), for each
x [a, b].
The antiderivative of a function is not unique. If F : [a, b] R is
an antiderivative of f , then F + c is also an antiderivative of f , for any
constant c R.
If G is another antiderivative of f , then there exists a real constant c
such that G = F + c.
The set of all antiderivatives of a function f is called the indefinite
integral of f and is denoted
Z
f (x) dx.
Z
In fact, f (x) dx = {F (x) + c | c R}, where F is a fixed antiderivative
59
60
(primitive) of f .
Theorem 6.1 If f, g : [a, b] R are functions that admit antiderivatives
and , are real numbers, then:
Z
Z
Z
(f (x) + g(x)) dx = f (x) dx + g(x) dx.
the antiderivatives for some usual functions:
ZWe present below
n+1
x
1.
xn dx =
+ C, x R, n N,
n+1
Z
x+1
2.
x dx =
+ C, x (0, ), R \ {1},
+1
Z
1
3.
dx = ln |x| + C, x I R ,
x
Z
4.
ex dx = ex + C, x R,
Z
ax
x
5.
a dx =
+ C, x R, a > 0, a 6= 1,
ln a
Z
dx
1
x
6.
=
arctg
+ C, x R, a 6= 0,
2 + a2
x
a
a
Z
x a
dx
1
+ C, a 6= 0, x R, x 6= a, x 6= a,
7.
=
ln
2 a2
x
2a
x
+
a
Z
dx
= ln(x + x2 + a2 ) + C, x R, a 6= 0,
8.
2
2
x
+
a
Z
dx
9.
= ln |x + x2 a2 | + C, a > 0, x R \ [a, a],
2
2
Z x a
dx
x
10.
= arcsin + C, a > 0, x (a, a),
a
a 2 x2
Z
1
11.
sin ax dx = cos ax + C, x R, a R ,
a
Z
1
12.
cos ax dx = sin ax + C, x R, a R ,
a
Z
13.
tan x dx = ln | cos x| + C, x I, (2k+1)
/ I, k Z,
2
Z
14.
cot x dx = ln | sin x| + C, x I, k
/ I, k Z,
Z
dx
15.
= tg x + C, x I, (2k+1)
/ I, k Z,
2
2
Z cos x
dx
16.
= ctg x + C, x I, k
/ I, k Z.
sin2 x
61
6.2
n1
X
f (i )(xi+1 xi ),
i=0
f(x)
f (x i )
xi xi xi+1
62
The function f : [a, b] R is called (Riemann) integrable on [a, b] if
there exists the real number
I = lim f (, ),
||0
f (x) dx
a
f (x) dx
a
g(x) dx
a
(iv) If f is continuous on [a, b], then there exists c [a, b] such that
Z
f (x) dx =
a
f (x) dx +
a
f (x) dx.
c
63
Theorem 6.4 (Leibniz-Newton) If f : [a, b] R is an integrable function on [a, b], and it admits antiderivatives, then the following equality
holds:
Z b
b
not
f (x) dx = F (b) F (a) = F (x) ,
a
where F is an antiderivative of f .
We present in what follows the methods used to calculate Riemann
integrals: integration by parts and changes of variables.
Theorem 6.5 (integration by parts formula) If f, g : [a, b] R are
differentiable functions, with continuous derivatives, then the equality
holds:
Z b
Z b
b
0
f (x) dx =
a
u(b)
g(u(x)) u (x) dx =
a
g(t) dt.
(6.2.1)
u(a)
(b)
f (x) dx =
a
u1 (a)
(6.2.2)
64
6.3
Exercises
6.1 Calculate the following integrals:
Z
i).
x ln x dx,
Z
2x
iii).
arctan x dx,
Z
e cos x dx,
e
v).
Z
1
3
vi).
/2
1
0
x).
/2
cos5 x dx,
iv).
ix).
0
0
ex
dx,
1 + e2x
viii).
xe dx,
ii).
vii).
ln x
dx,
x
xi).
Z
2xex dx,
1
0
dx
,
4 x2
x
dx.
1+ x
x2
xii).
dx
,
2 + sin x
x2
dx,
1 + x6
e
1
Z e
0
e Z e x2 1
x2
x2
x ln x dx =
ln x dx =
ln x
dx
2
2
x
1
1
1 2
Z e
2
2
2 e
2
2
e
x
e
x
e
1
e2 + 1
e
=
dx =
=
+ =
.
2
2
4 1
2
4
4
4
1 2
1
0
xe2x 1
xe dx =
2 0
2x
e2x
and
2
e2x
e2 e2x 1 e2 + 1
dx =
=
.
2
2
4 0
4
65
Z
iii)
Z
arctan x dx =
0
1
1
(x)0 arctan x dx = x arctan x0
1
1
x 2
dx = ln 2.
x +1
4 2
0
iv) We integrate by parts, two times:
Z 0
Z 0
x
I=
e cos x dx =
(ex )0 cos x dx =
/2
0
= ex cos x/2
Z
0
/2
/2
=1+e
/2
0
ex ( sin x) dx =
/2
0
(e ) sin x dx = 1 + e sin x/2
x 0
=1+
ex cos x dx =
/2
I.
1 + e/2
Finally I =
.
2
1
v) We denote t = ln x and we have dt = dx. The limits of the integral
x
Z 1
1
change x = 1 t = 0, x = e t = 1 and we get I =
t2 dt = .
3
0
Z 9
vi) t = x2 , dt = 2x dx, I =
et dt = e9 e4 .
4
vii) t = ex , I = arctan e .
4
viii) We write the integral in the form
Z
Z
4
I=
cos x sin x dx =
(1 sin2 x)2 cos x dx
/2
/2
(1t2 )2 dt =
1 1 3x2
1 1 dt
1
I=
dx =
dt = ln(t + 1 + t )
6
2
3 0
3 0
3
0
1+x
1+t
1
1
= [ln(1 + 2) ln 1] = ln(1 + 2).
3
3
x) Using trigonometric formulas, we write the integral in the form:
Z
Z
2
2
1 + tg2 x2
dx
dx.
=
x
2 x
2 tg x2
0 2+
0 2 tg 2 + 2 tg 2 + 2
2 x
1+tg
7
.
15
66
x
1
x
We make the substitution t = tg and get dt = (1 + tg2 ) dx;
2
2
2
x = 0 t = 0, x =
t = 1.
2
Z 1
Z 1
Z 1
dt
dt
dt
=
dt
=
I=
=
2
1
3
1
2
2
0 t + 22t + 4 + 4
0
0 t +t+1
t + 21 + 34
2
1 1
2
1
2
= arctan (t + ) = [arctan 3 arctan ] =
2 0
3
3
3
3
2
= ( )= .
6
3 3
3 3
1
xi) Denote x = 2 sin t, with dx = 2 cos t dt; x = 1 sin t = and
2
t = ; x = 2 t = . We have:
6
4
Z
Z
Z
4
4
2 cos t dt
2 cos t
1 4 1
p
I4 =
=
dt =
dt
4 6 sin2 t
4 sin2 t 2 cos t
4 sin2 t 4 4 sin2 t
6
6
31
1
1
4
.
= cot t = [cot cot ] =
4
4
4
6
4
6
Z
xii) x = t , dx = 2t dt, I =
0
t
2t dt = 2 ln 2 1.
1+t
CHAPTER 7
Line integrals
7.1
n1
X
f (i , i )l(A\
i Ai+1 ).
i=0
||0
68
The integral is denoted
Z
Z
I = f (x, y) ds (or
f ds)
In the same way can be defined the line integral with respect to arc length
of a function f : D R, with D R3 , along a curve in space and is
denoted
Z
Z
I = f (x, y, z) ds (or
f ds)
f (x, y, z) ds =
p
f (x(t), y(t), z(t)) x02 (t) + y 02 (t) + z 02 (t) dt.
(7.1.2)
In the case when the curve is given explicitly, the following is true:
Theorem 7.2 If f : D R, D R2 is a continuous function and
: [a, b] R2 is a (piecewise) smooth curve, represented by the equation
y = y(x), x [a, b], then:
Z
Z b
p
f (x, y) ds =
f (x, y(x)) 1 + y 02 (x) dx.
(7.1.3)
7.2
I. Length of a curve
69
If is a smooth curve, plane or in space, then it has the length
Z
l() = ds.
Z
z(x, y, z) ds,
70
7.3
: A = A0 , A1 , . . . , An = B,
Consider a division of the arc AB,
Ai (xi , yi ); a system of intermediate points Mi (i , i ) A\
i Ai+1 for each
i = 0, . . . , n 1 and the sum
{Mi }) =
Sf (,
=
n1
X
i=0
n1
X
i=0
||0
Z
F~ d~r)
(or
In the same way is defined the line integral with respect to coordinates
of a function F~ : D R3 , D R3 , F~ = P~i + Q~j + R~k along a curve
in space:
Z
P (x, y, z) dx + Q(x, y, z) dy + R(x, y, z) dz
71
The line integral with respect to coordinates can be calculated by reducing it to a Riemann integral on a real interval.
Theorem 7.3 Let F~ = P~i + Q~j : D R2 be a function with continuous
components, with D R2 and : [a, b] R2 a (piecewise) smooth curve,
with ([a, b]) D, defined by (t) = (x(t), y(t)), t [a, b]. The following
formula holds
Z
P (x, y) dx + Q(x, y) dy =
(7.3.1)
Likewise, for an integral along a curve in space, (t) = (x(t), y(t), z(t)),
t [a, b], it holds:
Z
P (x, y, z) dx + Q(x, y, z) dy + R(x, y, z) dz =
(7.3.2)
P (x, y) dx + Q(x, y) dy =
72
7.4
Exercises
7.1 Calculate the following line integrals with respect to arc length,
along the given curves:
Z
i).
B(1, 2, 2),
Z
ii). (3 x)ey1 ds, where is the line segment [AB], with A(3, 1)
iii).
iv).
v).
vi).
Z
y
ds, where is formed by the parabola y = x2 and the straight
x
quadrant,
Z
y ds, where is the astroid arc x2/3 + y 2/3 = a2/3 from the third
quadrant,
Z p
vii).
z 1 x2 y 2 ds, where is the intersection circle between the
73
7.3 Determine the mass
and the coordinates of the mass center for the
x = 3 cos t,
helix arc represented by y = 3 sin t, , with t [0, 2] having the density
z = 4t
(x, y, z) = 8 z.
7.4 Determine the mass and the coordinates of the mass center for a
thin wire represented by the equation y = 2x + 1, x [0, 1] and having
the density (x, y) = x + y.
7.5 Calculate the following line integrals with respect to coordinates,
along the given curves:
Z
i).
zy dx + 2x dy y dz, where (t) = (t3 , 3t, t2 + 2), t [1, 1],
Z
ii).
2
2
2
(y 2) = x + z
x 0, z 0
in the sense of z increasing,
Z
z dx + xy dz, where is the intersection between the plane y = z
iv).
Z
Z
x
vi).
F~ d~r, where F~ = ~i + ~j, and A(1, 2), B(2, 1),
y
[AB]
Z
dx + dy
vii).
, where is the curve y = x2 x + 1, x [1, 1].
x
+
2
74
7.1 i) We write first the parametric equations of the segment [AB].
From
y3
z1
x1
=
=
= t, t [0, 1]
1 1
23
21
we have
x(t)
=
2t
+
1
x (t) = 2
and
y(t) = t + 3
y 0 (t) = 1
0
z(t) = t + 1
z (t) = 1
and
Z 1
I=
(t 3 + t + 1) 6 dt = 6
(2t 2) dt
0
0
1
2
1
Finally, I = 2 + ( 125 1).
12
v) The parametric equations of the curve are x = 2 cos t, y = sin t,
4 14
2
1
1 2
2 cos t sin t 3 cos2 t + 1 dt =
u du = u3/2 1 =
I=
3
3 3
9
0
4
75
(in the last integral we made the change of variable u = 3 cos2 +1, with
du = 6 cos t sin t dt).
vi) The parametric representation of the astroid is:
(
x(t) = a cos3 t,
3
, t [, ]
3
2
y(t) = a sin t,
We have x0 (t) = 3a cos2 t sin t, y 0 (t) = 3a sin2 t cos t and so
p
ds = 9a2 cos4 t sin2 t + 9a2 sin4 t cos2 t dt =
3
= 3a cos t sin t dt, for t [, ]
2
Then
Z
3/2
I=
Z
3
3/2
sin4 t cos t dt
x = cos t
2
1
y = cos t with t [0, 2]
z = sin t
x0 = sin t
2
1
0
y = sin t
z 0 = cos t
O
x
76
r
1 2
1
sin t + sin2 t + cos2 t dt = dt and
2
2
r
Z 2
Z 2
1
1
2
2
I=
sin t 1 cos t cos t dt =
sin t 1 cos2 dt
2
2
Z0 2
Z
Z 20
=
sin t | sin t| dt =
sin2 t dt
sin2 t dt
Z0
Z 20
1 cos 2t
1 cos 2t
=
dt
dt
2
2
0
1
sin 2t
sin 2t 2 1
1
1
1
t
t
=
= 2 + = 0.
2
4
2
4
2
2
2
0
Then ds =
I=
(cos t + sin t + 1) dt = 2 2.
l = ds =
et 3 dt = 3(e 1).
M=
(8 z) ds =
2
t2 2
(8 4t)5 dt = 40t 20 = 40 2 .
2 0
0
=
t(sin t)0 dt] =
[120 sin t 60
M
0
Z0 2
2
1
=
sin t dt] = 0.
[60t sin t + 60
M
0
0
77
The other coordinates are obtained similarly: yG =
3
,
zG =
8
.
3
5 5
3
11
7.4 M =
, xG = , y G = .
2
5
5
Z
7.5 i) I =
Z
2
4,
ii) We write first the parametric equations of the curve
x = 1 cos t
, t [0, ].
3
y = sin t
1
We have x0 = sin t, y 0 = cos t, so
3
Z
1
1
sin t( sin t) + cos2 t cos t dt
3
9
0
Z
Z
1
1
=
sin2 t dt +
(1 sin2 t) cos t dt
3 0
9 0
Z
Z
Z
1 2
1 1 cos 2t
1
cos t dt
sin t cos t dt
=
dt +
3 0
2
9 0
9 0
1 sin3 t
1 1
sin 2t 1
=
t
+ sin t
= .
3 2
4
9
9 3 0
6
0
0
I=
x = cos t
2
2
get x + z = 1, so y = 1
, with t [0, 2 ] (the interval [0, 2 ] is given
z = sin t
by the conditions x 0, z 0 and the fact that z has to increase.)
78
z
(x + y) dx + xz dy z dz =
2 cos t sin t dt
sin t dt =
0
cos 2t 2
2
=
cos t = 2.
2 0
0
0
sin 2t dt
sin t dt
1
z = sin t, t [0. ]. We obtain I = .
3 4
Z 1 2
1 1 2
1 1
1
1
v) I =
dx = arctan x0 + x3/2 0 = + .
+x
2
x +1
2 3
4 3
2 x
0
vi) 15
2 10.
Z 1
Z 1
Z ln
1
2x + 1
3
dx + 2x dx
=
dx =
(2
) dx = 4 3 ln 3.
vii)
x+2
x+2
1 x + 2
1
1
CHAPTER 8
Double integral
8.1
Calculus by iteration
Let D R2 be a bounded, measurable set. Let = {D1 , . . . , Dn }
be a division of the set D and = {1 , . . . , n }, Di a system of
intermediate points of .
Let f : D R be a function and consider the Riemann sum
n
X
f (, ) =
f (i )area(Di ) associated to f , and .
i=1
79
80
Theorem 8.1 If D is a bounded, measurable, closed set and the function
f : D R is continuous on D, then f is Riemann integrable on D.
A double integral can be calculated by decomposing it into two simple
integrals. We present three cases when the iteration is possible.
Case I: rectangular domain
Consider the set D of the form D = {(x, y) | a x b; c y d} =
[a, b] [c, d].
y
d
D
c
ZZ
Z b Z d
f (x, y) dy dx.
f (x, y) dx dy =
(8.1.1)
81
y=j2(x)
DD
y=j1(x)
f (x, y) dx dy =
D
f (x, y) dy dx.
a
f (x, y) dx dy =
D
(8.1.2)
1 (x)
ZZ
(It is also written
2 (x)
2 (x)
dx
a
f (x, y) dy.)
1 (x)
y
.
d
x=y1(y)
x=y2(y)
D
c
O
82
Theorem 8.4 If f is integrable on D and for each y [c, d] there exists
Z 2 (y)
h(y) =
f (x, y) dx, then the function h : [c, d] R is integrable on
1 (y)
Z
f (x, y) dx dy =
D
2 (y)
dy
c
f (x, y) dx.
(8.1.3)
1 (y)
8.2
D(1 , 2 )
u (u, v)
(u, v) = J (u, v) =
2 (u, v)
D(u, v)
1
(u, v)
v
2
(u, v)
v
ZZ
ZZ
D(1 , 2 )
du dv.
f (x, y) dx dy =
f (1 (u, v), 2 (u, v))
D(u, v)
D
A
Polar coordinates
83
In some situations, it is useful to change the variables from cartesian
coordinates into polar coordinates.
The relations between the cartesian coordinates (x, y) and the polar
coordinates (, ) are
(
x = cos
with [0, +), [0, 2].
y = sin ,
( is the polar radius and the polar angle).
y
q
O
(8.2.1)
84
II. The mass and the mass center of a plane domain
Consider a plane domain, having the shape of the bounded, measurable set D R2 and the density at each point (x, y) given by the function
: D R. Denoting with M the mass of the plane domain and with
xG , yG the coordinates of the mass center, we have:
ZZ
M=
(x, y) dx dy,
D
1
xG =
M
ZZ
x(x, y) dx dy,
D
1
yG =
M
ZZ
y(x, y) dx dy.
D
f (x, y) dx dy.
D
8.4
Exercises
8.1 Calculate the following double integrals, using the iteration method.
ZZ
(x2 + y) dx dy, D = [1, 1] [0, 2],
i).
ZZ
ii).
D
x
3
dx dy, D = [1, 0] [ , ],
2
cos y
4
85
ZZ
iii).
ZZ
1
dx dy, D = [0, 1] [1, 2],
x+y
y
dx dy, D is the domain bounded by the parabola y 2 = 2x
x
+
1
D
and the straight line y = x,
ZZ
dx dy
v).
, where D is the domain bounded by the coordi2
D (3 + x y)
nate axis Ox and the straight lines x = 1, x = 2, y = x + 1,
ZZ
y
vi).
dx dy, where D is the domain bounded by the para2
D x +x+1
bolas y = x2 and x = y 2 ,
ZZ
vii).
sin(x + y) dx dy, D = {(x, y) R2 | x 0, y , y 2x},
iv).
ZZ
x dx dy, D = {(x, y) R2 | x2 + y 2 2, y x2 },
viii).
ZZ
ix).
D
xi).
iii).
D
86
ZZ
iv).
ZZ
dx dy
p
, D : x2 + y 2 a2 , y x.
2
2
1+x +y
x2 y 2 dx dy, D : x2 + y 2 1, x 0, y 0
v).
ZZ
vi).
ZZ
vii).
x2
y
dx dy, D : x2 + y 2 2y, x 0,
+ y2
(x + y) dy dx.
1
y 2 2
We calculate first
(x + y) dy = x y + = 2x2 + 2. Further on,
2 0
0
Z 1
1
3
2x
16
I=
(2x2 + 2) dx =
+ 2x = .
3
3
1
1
2
87
The same integral can be calculated in reverse order:
Z
I=
(x + y) dx dy =
Z
=
0
2
2
2
( + 2y) dy = y + y 2
3
3
0
1
x3
( + yx) dy
3
1
0
16
= .
3
2
1
.
2
4
iii) (3 3 2 2).
3
iv) The intersection points between the parabola and the straight line
are O(0, 0) and A(2, 2). D is simple with respect to 0y, that is 0 x 2
and x y 2x.
ii)
2x=y2
y=x
Z
We have I =
dx
0
Z
x
2x
2x
1
y dy. We calculate first
x+1
1
1 y 2 2x
1
y dy =
=
(2x x2 ).
x+1
x+1 2 x
2x + 2
dx =
(x + 3
) dx
I=
x+1
2 0
x+1
0 2
1
x
2
=
+ 3x 3 ln(x + 1) = 2 ln 3 3.
2
2
0
88
Z
Z 2
x+1
dy
1
v)
dx
=
dx
=
2
(3 + x y)
3+xy 0
0
1
Z 11
1
1
1
4
) dx = + ln .
=
(
3+x
2
5
0 2
Z 1 Z x
Z 1
y
1
x x4
vi) I =
dx
dy
=
dx =
2
x2 + x + 1
2
x2
0 x +x+1
Z 1 0
1
1
=
(x x2 ) dx = .
2 0
12
2
vii) .
3Z
Z 2x2
Z 1
1
viii)
dx
x dy =
x( 2 x2 x2 ) dx = 0.
2
x+1
x2
-1
e e dy +
dx
ex ey dy =
1
x
0
x
Z 0
Z 1
1
1
=
dx ex ey +
dx ex ey =
x
x
1
0
Z 0
Z 1
Z 0
x
x
x
x
=
e (e e ) dx +
e (e e ) dx =
(ex+1 1) dx+
1
0
1
Z 1
0
e2x 1 e2 3
) =
.
+
(ex+1 e2x ) dx = (ex+1 x) + (ex+1
2 0
2
1
0
I=
x)
5
.
48
dx
x y
89
xi) The domain D is simple with respect to 0x. We determine the intersection points between the two parabolas by substituting x = y 2 in
y = 2 x2 and get the equation y 4 + y 2 = 0. The only convenient
solution of this is y = 1, so the intersection point is A(1, 1).
y
2
1
2
y =x
y=2-x
x2 2y
I=
dy
xy dx =
dy y
2 y2
y2
0
0
Z 1
y
1
y 3 y 6 1 1
4
2
=
(2 y y ) dy =
y
= .
2
3
6
4
0
0 2
1
2y
xii) We have
y
2
y=2-x
1
90
Z
2y Z 2
dy
I=
dy ln(x + y)
=
(ln 2 ln y) dy
0
1
0
1
1
Z 2
2 Z 2
2
= y ln 2
ln y dy = ln 2
y 0 ln y dy = ln 2 y ln y
1
1
1
1
Z 2
1
2
+
y dy = ln 2 2 ln 2 + y = 1 ln 2.
y
1
1
2
2y
1
dx =
x+y
3
D
1
O
d
d
=
d
d
I=
2 cos2 + 2 sin2
A
1
0
Z 3
3
=
d = = .
2
1
1 2
ii) x2 + y 2 = 6x can be written in the form (x 3)2 + y 2 = 9 and
is the equation of the circle centered at A(3, 0), of radius 3. Likewise,
x2 + y 2 = 8x represents the circle with the center at B(4, 0), of radius 4.
The set D is situated outside the first circle and inside the second one,
under the axis 0x.
91
y
. .
3 4
x
D
Z 2
296
296
cos4 2
74
3
sin
cos d =
=
3 = .
3
3
3
4
3
2
2
iii) e2 .
iv) ( 1 + a2 1).
v) In polar coordinates, we get
Z 1 Z
Z
2
2
2
2
d
cos sin d =
6 1
6 0
d
0
Z
5
sin2 2
d =
4
1 cos 4
d = .
8
96
that I =
d
0
( cos + 1) d = 4.
0
92
(
viii) We make the change of variables
u = xy
. It is clear that
v =xy
x-y=-1
x-y=1
xy=2
xy=1
D(x, y)
To determine the Jacobian, we take account that
=
D(u, v)
where
u u
D(u, v) x y y x
=
=
= y x
D(x, y) v v 1 1
x y
D(u, v)
D(x, y)
1
,
D(x, y)
1
=
. We have:
D(u, v)
x+y
ZZ
ZZ
1
xy(x + y) dx dy =
u (x(u, v) + y(u, v))
du dv
x(u, v) + y(u, v)
D
A
ZZ
Z 2 Z 1
Z 2
Z 2
1
=
u du dv =
du
u dv =
du uv =
2u du = 3.
So
here sin 0 and cos sin , so [ , ]. For [ , ] we have
4
4 2
area(D) =
d
d +
d
d = + 1.
2
2 cos
0
4
2
93
ZZ
8.4 The area is given by the formula aria(D) =
dx dy. We pass
D
area(D) =
d
0
ab d =
0
1
2
ab 2 d = ab = ab.
0
8.5
ZZ
y 2 sin x
M=
y dx dy =
dx
y dy =
dx
2 0
D
0
0
0
Z
Z
2
sin x
1 cos 2x
x sin 2x
=
dx =
dx =
= .
2
4
4
8
4
0
0
0
sin x
y
1
p
2
Z D
Z
1
1 cos 2x
1
x
1
x
dx =
dx
x cos 2x dx
=
2M 0
2
2M 0 2
2 0
2
The first integral has the value
; for the second one we integrate by
4
parts:
0
Z
Z
Z
sin 2x
x sin 2x
sin 2x
x cos 2x dx =
x
dx =
dx
2
2
2
0
0
0
0
cos 2x
=
= 0.
4 0
94
1 2
So xG =
ZZ
Z
Z sin x
Z
1
1
1
sin3 x
2
2
y dx dy =
dx
y dy =
dx
M
M 0
M 0
3
D
0
Z
Z
1
1
2
sin x sin x dx =
(1 cos2 x) sin x dx
3M 0
3M 0
Z
Z
1
1
sin x dx +
cos2 x(cos x)0 dx
3M 0
3M 0
1 cos3 x
16
1
( cos x) +
.
=
3M
3M 3 0
9
0
8.6 We choose the coordinate axes such that the center of the circle is
at the origin and the domain is situated in the first quadrant. The mass
R2
4R
and xG = yG =
.
is M =
4
3
CHAPTER 9
Triple integral
9.1
Calculus by iteration
The triple integral is defined in a similar way like the double one.
Let V R3 be a bounded, measurable set.
n
X
Let f : V R be a function and f (, ) =
f (i )vol(Vi ) the
i=1
96
Case I: rectangular domain
Theorem 9.1 Let V = [a1 , a2 ] [b1 , b2 ] [c1 , c2 ] and f : V R, integrable
on V . If for each (x, y) [a1 , a2 ] [b1 , b2 ] there exists h(x, y) =
Z
c2
and
ZZZ
ZZ
f (x, y, z) dx dy dz =
V
c2
dx dy
Z
dx
a1
f (x, y, z) dz
c1
c2
dy
(9.1.1)
f (x, y, z) dz.
b1
c1
z= j2(x,y)
O
y
D
97
function h : D R is integrable on D and we have
ZZZ
ZZ
f (x, y, z) dx dy dz =
2 (x,y)
dx dy
f (x, y, z) dz.
(9.1.2)
1 (x,y)
9.2
Changes of variables
The general formula for changing the variables in the triple integral is
similar to the one for double integral (see Theorem 8.5). We present here
two particular cases of variable changes.
Spherical coordinates
Consider a point M (x, y, z). The spherical coordinates are:
the radial distance (the distance OM from the point to the origin),
the zenith angle formed by OM with the positive axis 0z,
the polar (azimuth) angle formed by OM 0 with the positive axis 0x,
where M 0 is the orthogonal projection of M on the plane x0y. The
connection between spherical coordinates and cartesian coordinates is
given by
x = cos sin
y = sin sin , with [0, +), [0, 2], [0, ].
z = cos
z
M
O
q
x
y
M
98
We determine the Jacobian
D(x, y, z)
D(, , )
cos
sin
0
= 2 sin3 sin2 + 2 cos2 cos2 sin + 2 sin2 cos2 sin
+ 2 sin3 cos2 = 2 sin ,
and obtain the formula for change of variables into spherical coordinates:
ZZZ
f (x, y, z) dx dy dz =
V
ZZZ
=
f ( cos sin , sin sin , cos )2 sin d d d.
A
(9.2.1)
Cylindrical coordinates
Another frequently used system of coordinates is the cylindrical one.
For a point M (x, y, z) the cylindrical coordinates are: the polar radius
= OM 0 (where M 0 is the orthogonal projection of the point M on the
plane x0y), the angle formed by OM 0 with the positive axis 0x and
the height z. The relations between the cylindrical and the cartesian
coordinates are:
x = cos
y = sin , with [0, +), [0, 2], z R.
z=z
z
M
O
q
x
99
The formula for the change of variables is:
ZZZ
ZZZ
f (x, y, z) dx dy dz =
f ( cos , sin , z) d d dz. (9.2.2)
V
9.3
dx dy dz.
V
ZZZ
x2 (x, y, z) dx dy dz.
Iy0z =
V
9.4
Exercises
9.1 Calculate the following integrals, by the iteration method:
100
ZZZ
i).
ii).
ZZZ
dx dy dz
, V = [1, e 1] [0, 1] [0, 1],
(x + y + z)3
(1 + x + y + z)2 dx dy dz, V is the domain described by
iii).
V
x + y + z 1, x 0, y 0 and z 0,
ZZZ p 2
x + y2
iv).
dx dy dz, where V is the domain bounded by the
z2
V
surfaces z = 1 and z 2 = x2 + y 2 ,
ZZZ
dx dy dz
v).
, where V : x + y + z 1, x, y, z 0,
4
V (1 + x + y + z)
ZZZ
vi).
(x2 + y 2 )2 dx dy dz, V is the body bounded by the paraboloid
V
ey dx dy dz, V : x 0, 0 y 5, z 0, x + z 1,
viii).
ZZZ
exy dx dy dz, V : 0 z x 1, 1 y 2.
ix).
V
ZZZ r
x2 y 2 z 2
+ 2 + 2 dx dy dz, V being the interior of the ellipsoid
a2
b
c
V
2
2
2
y
z
x
+ 2 + 2 = 1,
2
a
b
c
ZZZ
iv).
z 2 dx dy dz, where V is given by x2 +y 2 2y and 1 z 1,
iii).
101
ZZZ
v).
ZZZ
z2
dx dy dz, V : x2 + y 2 2y, y 1, 1 z 1.
y
ln(x2 + y 2 + z 2 ) dx dy dz, V : 1 x2 + y 2 + z 2 e2 ,
vi).
V
2
2
z x + y
(z 2)2 x2 + y 2
z 2.
9.4 Determine the mass of the part of the sphere V = {(x, y, z)
R3 | x2 + y 2 + z 2 1, x 0, y 0, z 0}, of density (x, y, z) = xz.
I=
dx
dy
cos(x + z) dz =
dx
dy sin(x + z)
0
0
2
Z 3 1
Z2 3 Z1 2
2
dx [sin(x + 1) sin x] y
[sin(x + 1) sin x] dy =
dx
=
1
2
1
Z2 3
=
[sin(x + 1) sin x] dx = 2 cos 3 cos 4 cos 2.
2
1 4(e2 1)
ii) ln
1.
2
3
iii) We decompose the triple integral in a double integral and a simple
one.
z
B 1
D
x
A
1
1
C
102
ZZ
I=
dx dy
ZZ
1xy
(1 + x + y + z)2 dz
ZZ
(1 + x + y + z)3 1xy 1
dx dy
[8 (1 + x + y)3 ] dx dy.
=
3
3
0
D
D
D is the interior of the triangle AOC. The equation of the straight line
AC being x + y = 1, we have
Z
Z 1x
1 1
I=
dx
[8 (1 + x + y)3 ] dy =
3 0
Z 1 0
1
(1 + x + y)4 1x
8y
dx =
=
3 0
4
0
Z
1 1
(1 + x)4
1
(1 + x)5 1 31
2
=
4 8x +
dx =
4x 4x +
= .
3 0
4
3
20
60
0
iv) We have
ZZ
Z 1
I=
dx dy
1
dz =
z2
D
x2 +y 2
ZZ
p
1 1
=
dx dy x2 + y 2
2 2 =
z
x +y
D
!
ZZ
ZZ p
p
1
2
2
x + y 1 + p
dx dy =
( x2 + y 2 + 1)
=
x2 + y 2
D
D
x2 + y 2
D
1
D is the projection of V on the plane x0y, in this case, the disc centered
at the origin, of radius 1. Passing to polar coordinates, x = cos ,
103
y = sin , we have [0, 1] and [0, 2], so
Z
d
( + 1) d =
(2 + )2 d =
0
0
03
1 1
2 1
= 2 +
= .
= 2 +
3
2
3 2
3
0
I=
1
.
48 Z Z
Z
vi) I =
dx dy
v)
ZZ
2 2
(x +y ) dz =
x2 +y 2
2
where
disc x + y 2 4. Passing to polar coordinates,
Z 2D isZthe
2
I=
d
(44 6 ) d = 26 .
3
0
0
vii) 0.
ZZ
viii) I =
dx dy
D
1x
ZZ
y
ey (1 x) dx dy =
e dz =
0
e5 1
ey (1 x) dy =
.
2 ZZ
0
Z0Z
Z x
Z 1 Z 2
xy
xy
ix) I =
dx dy
e dz =
xe dx dy =
dx
xexy dy =
D
D
0
1
Z 1
2 Z 10
2
1
e
=
dx exy =
e+ .
(e2x ex ) dx =
2
2
1
0
0
=
dx
104
I=
d
Z
Z 2
d
Z
d
Z
cos 2
p
sin d =
2
2 sin cos d =
Z
Z 2
1 3
sin2
=
d
d
d
2 d =
=
2
2 1
1
0
0
2
Z 3
3 3
26
1
2 2 d = =
.
=
2 1
3 1
3
3
4
ii)
.
3
iii) We pass to generalized spherical coordinates and obtain abc.
iv) V is a part of the interior of the cylinder, bounded by two parallel
planes).
z
1
-1
1
2
2 sin 1
d
d =
d 2
=
4 sin2 d
=
3 0
3 0
3 0
0
Z 0
1
sin 2
2
2
= 2
.
(1 cos 2) d =
=
3
3
2
3
0
0
1
2 sin . Then, from
sin
1
2
sin 0 and
2 sin , which leads to sin
, we obtain
sin
2
v) Using cylindrical coordinates we get
105
3
2
[ , ]. Finally, I = ( 2).
4 4
3
vi) Using spherical coordinates, we have
Z e Z 2 Z
I=
d
d
ln 2 2 sin d =
0
Z1 e Z0 2
Z e
8 3
2
2
(2e + 1).
=
d
2 ln d = 8
2 ln d =
9
1
0
1
9.3 We have
ZZZ
ZZ
vol(V ) =
dx dy dz =
V
ZZ
=
(2
x2 +y 2
dx dy
dz
x2 +y 2
x2 + y 2 x2 y 2 ) dx dy.
D
z
2
D is the projection of V on the plane x0y. To find the radius of the disc
D, consider the system
(
z = x2 + y 2
(z 2)2 = x2 + y 2
that gives (z 2)2 = z. Among the two roots of the equation z 2 5z +4 =
0, z = 1 is convenient. For it we get x2 + y 2 = 1, so the radius of the disc
D is 1. Using polar coordinates, it follows
Z 1 Z 2
Z 1
2
vol(V ) =
d
(2 ) d =
(2 2 3 ) 2 d
0
0
0 3
4
1
.
= 2 2
=
3
4
6
0
106
9.4 The mass is:
ZZZ
M=
xz dx dy dz =
V
Z 1 Z
Z
2
2
=
d
d
cos sin cos 2 sin d =
0
0
0
Z 1
Z
Z
2
2
4
=
d
cos d
cos sin2 d =
0
sin3
1
5 1
2
2
= sin
= .
5 0
3 0
15
0
CHAPTER 10
Surface integrals
10.1
x = x(u, v)
y = y(u, v) ,
z = z(u, v)
where D R2 is a measurable domain.
To each point of the surface M we associate its position vector
~r(u, v) = x(u, v)~i + y(u, v)~j + z(u, v)~k
The vectors ~ru0 (u, v) = x0u (u, v)~i + yu0 (u, v)~j + zu0 (u, v)~k and ~rv0 (u, v) =
x0v (u, v)~i + yv0 (u, v)~j + zv0 (u, v)~k belong to the tangent plane to the surface
S, at the point M (u, v).
For a surface given by parametric equations, the following notation
will be used
E = (x0u )2 + (yu0 )2 + (zu0 )2 ,
107
108
G = (x0v )2 + (yv0 )2 + (zv0 )2 ,
and
y0 y0
z0 z0
x 0 x0
A = u0 v0 B = u0 v0 C = 0u 0v .
zu zv
xu xv
yu yv
(10.1.1)
is called the integral of f on the surface S (with respect to the surface
element).
Theorem 10.1 If the function f : V R is continuous, then
ZZ
ZZ
f (x, y, z) d =
S
Z ZD
=
(10.1.2)
with the notation mentioned above.
In the case when the surface has an explicit representation, the following result holds:
Theorem 10.2 If z = z(x, y), (x, y) D is the explicit equation of the
surface S, with D R2 , then
ZZ
ZZ
p
f (x, y, z(x, y)) 1 + p2 + q 2 dx dy,
f (x, y, z) d =
S
(10.1.3)
109
10.2
d.
(10.2.1)
ZZ
x2 (x, y, z) d.
Iy0z =
S
10.3
x = x(u, v)
y = y(u, v) , (u, v) D,
z = z(u, v)
110
where D R2 is a measurable domain.
Consider a point M on the surface, having the position vector
~r(u, v) = x(u, v)~i + y(u, v)~j + z(u, v)~k.
The unit normal vector to the surface S, at the point M is
~n =
~ru0 ~rv0
k~ru0 ~rv0 k
(10.3.1)
At each point of the surface, two unit normal vectors can be considered,
having the same direction and opposite sense.
If ~n is a continuous function on (S), (S, ~n) and (S, ~n) are called
oriented surfaces. In this way, a surface has two faces.
For a surface given by parametric equations, the unit normal vector
has the formula
B
C
A
~
~
~
i+
j+
k .
~n =
A2 + B 2 + C 2
A2 + B 2 + C 2
A2 + B 2 + C 2
For a surface represented by the explicit equation z = z(x, y), (x, y)
D, D R2 , we have
!
p
q
1
~k ,
~i + p
~j + p
~n = p
2
2
2
2
2
2
1+p +q
1+p +q
1+p +q
where p = zx0 , q = zy0 .
For a surface represented by the implicit equation F (x, y, z) = 0,
(x, y, z) R3 , the unit normal vector is:
~n =
gradF (x, y, z)
.
kgradF (x, y, z)k
111
(where by F~ ~n is denoted the inner product of the two vectors). The
integral is denoted
ZZ
P (x, y, z) dy dz + Q(x, y, z) dz dx + R(x, y, z) dx dy
S
Exercises
10.1 Calculate the following surface integrals for scalar fields:
ZZ
i).
z 2 d, where S is the surface represented by the parametric
S
x = u cos v
equations: y = u sin v , u [0, 1], v [0, 2],
z = 2u
ZZ
ii).
xz d, S = {(x, y, z) R3 | x = a cos u sin v, y = a sin u sin v,
S
p
x2 + y 2
112
10.4 Determine the mass of the nonhomogeneous surface
S = {(x, y, z) R3 | x2 + y 2 + z 2 = R2 , x 0, y 0, z 0}, of density
(x, y, z) = z.
10.5 Calculate the following surface integrals for vector fields:
ZZ
i).
2z dy dz 3y dz dx 3 dx dy, on the upper face of the plane
S
iv).
y dy dz + x dz dx + z + 2 dx dy, where S is the exterior face
S
xu = cos v
yu0 = sin v
0
zu = 2,
xv = u sin v
and
yv0 = u cos v
0
zv = 0,
2
I=
4u u 5 du dv =
du
4 5 u3 dv
D
0
Z0 1
2
Z 1
du u3 v = 4 5 2
u3 du = 2 5.
=4 5
113
4
2
a
.
ii) d = a2 sin v du dv, I =
6
iii) The surface being given by an explicit equation, z = 1 x + y, we
use the formula (10.1.3).
-1
1
x
We have p = 1, q = 1 and d =
ZZ
3 dx dy. It follows
Z
(2x y + 1 x + y) 3 dx dy = 3 (x + 1) dx dy,
I=
D
0
Z 1
dx
(x + 1) dy = 3
dx (x + 1)y
x1
0
x1
0
x3 1 2 3
(1 x2 ) dx = 3 x
.
= 3
=
3
3
0
0
1
9 3
iv)
.
2
1 + 4x2 + 4y 2 dx dy, so
114
z
9
3
x
area(S) =
ZZ p
1 + 4x2 + y 2 dx dy.
x = cos
with [0, 3], [0, 2],
y = sin
Z
so area(S) =
d
0
1+
42 d
= 2
p
1 + 42 d. We make
37
area(S) =
1
1 1/2
t3/2 37 3/2
t dt =
= (37 1).
4
4 3/2 1
6
10.3 4 2.
p
R
10.4 We have z = R2 x2 y 2 and d = p
.
2 x2 y 2
r
ZZ
ZZ
R2
R3
So M =
d =
R dx dy = R
=
. (we used the fact
4
4
S
D
ZZ
that
dx dy) is the area of D, which is a quarter of a disc of radius
R.
115
10.5 i) The normal to S is the normal to the plane x + 3y + 2z = 6,
~ = (1, 3, 2), with the unit vector
that is N
~n =
1
1
(~i + 3~j + 2~k) = (~i + 3~j + 2~k).
1 + 32 + 2 2
14
Since the integral is on the upper face of the surface (S), we choose the
1
unit vector ~n = (~i + 3~j + 2~k).
14
It follows that
ZZ
ZZ
1
1
I=
(2z 3y 3 3 2) d =
(2z 9y 6) d.
14 S
14 S
We transform the surface integral into a double integral. We have
6 x 3y
1
3
z=
and p = zx0 = , q = zy0 = , so
2
2
2
p
14
d = 1 + p2 + q 2 dx dy =
dx dy.
2
ZZ
14
1
6 x 3y
I=
9y 6 dx dy =
2
2
2
14
D
ZZ
1
(x 12y) dx dy,
=
2 D
where D is the projection of S on the plane x0y, that is the interior of
the triangle AOB, with A(6, 0, 0) and B(0, 2, 0). The equation of the line
x
AB is y = 2 , so we have:
3
Z 6 Z 2 x
Z
2 x
3
1
1 6
3
2
dx
dx (xy + 6y )
I=
(x + 12y) dy =
2 0
2 0
0
Z 6 0
2
x
1
x
x 2
=
+6 2
dx
2 0
3
3
Z
1 6
x2
=
24 6x +
dx = 30.
2 0
3
ii) The parametric equations of the surface are:
x = r cos sin
z = r cos
116
z
a
n
We have
and
x = r sin sin
y0 = r cos sin ,
0
z = 0
x = r cos cos
y0 = r sin cos
0
z = r sin
z0 z0
y0 y0
A = 0 0 = r2 cos sin2 , B = 0 0 = r2 sin sin2 ,
x x
z z
x0 x0
C = 0 0 = r2 sin cos , A2 + B 2 + C 2 = r4 sin2 .
y y
The vectors of the normal are ~n = ( cos sin ~isin sin ~j cos ~k).
To choose correctly the sign, notice that for = , that is the lowest
point of the sphere, we have ~n = ~k. Since the face is the exterior one,
~n = ~k is needed. At an arbitrary point, we take
~n = cos sin ~i + sin sin ~j + cos ~k.
It follows:
ZZ
ZZ
I=
dy dz + z dx dy =
ZZ
Z
= r2
Z
2
3
2
sin sin d + r
= 0 + r3 2
cos
2r3
.
=
3
3
2
3
cos2 sin d
cos2 sin 2 d
117
1
iii) ~n = (~i + ~j + ~k), I = .
3
1
2
iv) ~n = p
(2x~i 2y~j + ~k), I =
.
3
4x2 + 4y 2 + 1
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