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Directional Derivatives and Gradients

The directional derivative of a function f is a more general derivative compared with the partial
derivatives of the function. It gives the slope of the tangent line to the surface along a certain
direction from a point (x, y).

Two-Variable Case
Definition. Let f be a function of x and y. The directional derivative of f at any point (x, y) along
the direction of a unit vector ~u = hu1 , u2 i is defined by
f (x + hu1 , y + hu2 ) f (x, y)
,
h0
h

D~u f (x, y) = lim


if this limit exists.

Example: 2(a).
Remarks:

3+3

1. Geometric interpretation of the directional derivative. Let C be the curve of intersection of


S : z = f (x, y) and the vertical plane passing through P (x0 , y0 , f (x0 , y0 )) along the direction
of the vector ~u. [ insert diagram ]
2. If ~u = i = h1, 0i, then D~u f (x0 , y0 ) = fx (x0 , y0 ).
3. If ~u = j = h0, 1i, then D~u f (x0 , y0 ) = fy (x0 , y0 ).
~ is the vector defined by
Definition. Let f be a function of x and y. The gradient of f , denoted f
~ (x, y) = hfx (x, y), fy (x, y)i
f
Example: 2(b). h2, 6i
Theorem. If f is a differentiable function of x and y, then f has a directional derivative along any
unit vector ~u and
~ (x0 , y0 ) ~u
D~u f (x0 , y0 ) = f
Proof. From the definition,
f (x0 + hu1 , y0 + hu2 ) f (x0 , y0 )
h0
h
g(h) g(0)
= lim
h0
h
0
= g (0)

D~u f (x0 , y0 ) =

lim

where ~u = hu1 , u2 i and g(h) = f (x0 + hu1 , y0 + hu2 ). According to the general chain rule,
f dx f dy
+
x dh y dh
= fx (x, y)u1 + fy (x, y)u2

g 0 (h) =

g 0 (0) = fx (x0 , y0 )u1 + fy (x0 , y0 )u2


~ (x0 , y0 ) ~u
= f

Examples: 2(c).

3 + 3; 7(a). h2, 1i; 7(b). 11/5; 1(c). D~u f (x, y) = x 3 4y

Theorem. Let f be a function of x and y.




~

1. The maximum rate of change of f at a point (x, y) is f
(x, y) and this is attained along
~ (x, y).
f
1



~

2. The minimum rate of change of f at a point (x, y) is f
(x, y) and this is attained along
~ (x, y).
f
~ (x, y) and ~u. Then
Proof. Let ~u be a unit vector and let be the angle between f
~ (x, y) ~u
D~u f (x, y) = f


~

= f
(x, y) k~uk cos


~

= f
(x, y) cos
Thus, D~u f (x, y) is maximum when cos = 1 and attains its minimum value when cos = 1.

Examples: 8. 58 (along h7, 3i); 10(a). 3 + 4 3; 10(b). tan1 (1/3)

Extension to the Three-Variable Case


Remark: If f is a function of x, y and z, and ~u = hu1 , u2 , u3 i is a unit vector, then
~ (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i
1. f
~ (x, y, z) ~u
2. D~u f (x, y, z) = f




3z
3z
2 2 1
Examples: 12. 4; 14.
,
, 3 ln(x + y) ; 15(a). 8/189; 15(b) , ,
x+y x+y
3 3 3

Homework
I, 6, 9, 16.

Tangent Planes and Normal Lines to Surfaces

We already know how to find an equation for the tangent plane to the surface described by the
equation z = f (x, y). In this section, we are going to generalize the concept of the tangent plane to
cases where the equation of the surface is defined implicitly, i.e., F (x, y, z) = 0 or F (x, y, z) = k (for
some constant k). We can also extend this discussion to finding equations of tangent lines to curves
in 2D defined implicitly (F (x, y) = k for some constant k).

Surfaces in 3D Described Implicitly


Theorem. Let S be a surface whose equation can be written in the form F (x, y, z) = k, where k is
~ (x0 , y0 , z0 ).
a constant. A normal vector to the tangent plane to S at a point P (x0 , y0 , z0 ) is F
~
~ 0 ) = hx0 , y0 , z0 i.
Proof. Let R(t)
= hx(t), y(t), z(t)i be any curve on S through point P such that R(t
Then for any t,
F (x(t), y(t), z(t)) = k.
Differentiating both sides with respect to t,
Fx (x(t), y(t), z(t)) x0 (t) + Fy (x(t), y(t), z(t)) y 0 (t) + Fz (x(t), y(t), z(t)) z 0 (t) = 0
~ (x(t), y(t), z(t)) R
~ 0 (t) = 0. In particular, F
~ (x0 , y0 , z0 ) R
~ 0 (t0 ) = 0, and hence
or equivalently, F
0
~
~
F (x0 , y0 , z0 ) R (t0 ).
~ 0 (t0 ) is a vector tangent to the curve R
~ at the point P , and the curve was arbitrarily
Since R
~
chosen, then F (x0 , y0 , z0 ) is a normal vector to the tangent plane to S at P .
Example: 4. tangent plane x = 2, normal line ht + 2, 2, 1i
Remarks:
1. To find tangent line to the curve of intersection of two surfaces,
2

(a) Check if they intersect at the given point!


(b) Get the normal vectors to each surface at the given point.
(c) Find a vector perpendicular to the two normal vectors (the cross product).
(d) Find equations of the line given a point and a direction vector.
2. To show that two surfaces are tangent to each other,
(a) Check if the given point is common to both surfaces!
(b) Get the normal vectors to each surface at the given point.
(c) Parallel normal vectors and a common point implies that the two surfaces are tangent
(since they share a common tangent plane).
Examples: 5.

x3
y+3
z2
=
=
; 6. N1 = 4i and N2 = 2i
10
14
3

Curves in 2D Described Implicitly


If C is a curve whose equation can be written in the form F (x, y) = k (where k is a constant), then
~ (x0 , y0 ).
a normal vector to the tangent line to C at a point P (x0 , y0 ) is F
Example: 9. x + 4y 9 = 0

Summary
To summarize the difference between the uses of the gradient of a function, take note of the following:
1. If the function is defined explicitly (either z = f (x, y) or w = f (x, y, z)), the gradient of f
gives the direction where the value of the function increases at the fastest rate.
2. If a curve (2D case) or a surface (3D case) is defined implicitly (either F (x, y) = 0 or
F (x, y, z) = 0), then the gradient of F is a vector that is normal to the curve or surface.

Homework
II, 2, 7, 8.

Extrema of Functions of Two Variables

In the one-variable case, we can use the derivative of a function to find the extrema of that function.
Our aim now is to find its counterpart when we have functions involving several variables.

Definition of Extrema
Definition. A function f of x and y is said to have a
1. relative/local maximum at a point (x0 , y0 ) if f (x0 , y0 ) f (x, y),
2. relative/local minimum at a point (x0 , y0 ) if f (x0 , y0 ) f (x, y),
for all points (x, y) on some disk centered at (x0 , y0 ). Moreover, if (1) holds for all (x, y) in the
domain of f , then f is said to have an absolute maximum at (x0 , y0 ). If (2) holds for all (x, y) in
the domain of f , then f is said to have an absolute minimum at (x0 , y0 ).
p
Examples: f (x, y) = 1 x2 y 2 ; g(x, y) = x2 + y 2
Remark: The extrema of the function f may or may not exist. (relative: saddle point, absolute:
infinite function values)
Definition. A function z = f (x, y) has a saddle point at (x0 , y0 ) if there are two distinct vertical
planes through this point such that the trace of the surface in one of the planes has a relative
maximum at (x0 , y0 ) and the trace in the other has a relative minimum at (x0 , y0 ).
Example: f (x, y) = x2 y 2
Theorem. If f has a relative extremum at (x0 , y0 ) and the first-order partial derivatives of f exist
at (x0 , y0 ), then fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0.
Proof. Refer to TC7, p. 1038.
p
Examples: f (x, y) = 1 x2 y 2 ; g(x, y) = x2 + y 2

Finding Relative Extrema


Definition. Let f be a function of x and y. A point (x0 , y0 ) is called a critical point of f if any of
the following holds:
1. fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0,
2. fx (x0 , y0 ) or fy (x0 , y0 ) does not exist.
At a critical point, a function may have a relative maximum, relative minimum, or neither.
p
Examples: f (x, y) = 1 x2 y 2 ; g(x, y) = x2 + y 2 ; h(x, y) = x2 y 2
Theorem. (Second Derivative Test) Let f be a function of x and y. Suppose that the second-order
partial derivatives of f are continuous on a disk centered at a critical point (x0 , y0 ). Let
D(x0 , y0 ) = fxx (x0 , y0 )fyy (x0 , y0 ) (fxy (x0 , y0 ))2
1. If D(x0 , y0 ) > 0 and fxx (x0 , y0 ) > 0, then f has a relative minimum at (x0 , y0 ).
2. If D(x0 , y0 ) > 0 and fxx (x0 , y0 ) < 0, then f has a relative maximum at (x0 , y0 ).
3. If D(x0 , y0 ) < 0, then f has a saddle point at (x0 , y0 ).
4. If D(x0 , y0 ) = 0, no conclusion can be made.
Remark: If fxy (x0 , y0 ) = fyx (x0 , y0 ), then D(x0 , y0 ) is equal to the Hessian (or discriminant) of
f , i.e. the value of the determinant


fxx (x0 , y0 ) fxy (x0 , y0 )


fyx (x0 , y0 ) fyy (x0 , y0 ) .
p
Examples: f (x, y) = 1 x2 y 2 ; g(x, y) = x2 + y 2 ; h(x, y) = x2 y 2
Examples: 1(b). (0, 0) is a saddle point, (1, 1) is a relative maximum; 1(c). (0, 1) is a
relative minimum, (2/3, 1/3) is a saddle point, (1, 1/2) is a saddle point
4

Finding Absolute Extrema on a Closed and Bounded Domain


Definition. Let D be a region in two-dimensional space.
1. The point (x0 , y0 ) is an interior point of D if we can find a disk centered at (x0 , y0 ) such that
all points in that disk also belong in D.
2. The point (x0 , y0 ) is an exterior point of D if that point does not belong in D, and we can
find a disk centered at (x0 , y0 ) such that all points in that disk do not belong in D.
3. The point (x0 , y0 ) is said to be a boundary point of D if every disk centered at (x0 , y0 ) contains
points in D and points not in D.
4. D is said to be closed if it contains all its boundary points.
5. D is said to be bounded if it is a subregion of a closed disk.
Theorem. (Extreme Value Theorem) Let f be a function of x and y. If f is continuous on a closed
and bounded region D, then f has an absolute maximum and an absolute minimum on D.
Remark: To find the absolute extrema of f on a closed and bounded region D,
1. find all critical points of f lying in the interior of D,
2. find all boundary points at which the absolute extrema may occur, and
3. evaluate f at all points obtained in (1) and (2), and at the intersection points of the boundaries
of D. The largest among these values is the absolute maximum value of f on D while the
least is the absolute minimum value of f on D.
Example: 2(b). critical points are (2, 1) (absolute min value -7),
0),
 (2, 0), (4, 1), (5/4, 5/4), (0,


(4, 0), (4, 4) (absolute


max
value
24);
2(d).
critical
points
are
,
(absolute
max
value
2),
,
0
,
2
2
2



0, 2 , 2 , , , 2 , (0, 0) (absolute min value 0), (, 0) (absolute min value 0), (0, ) (absolute
min value 0), (, ) (absolute min value 0); 2(c). critical points are (0, 1) (absolute min value -2),
(1, 1), (1, 1), (0, 0), (0, 2) (absolute max value 2)
Theorem. If a function of two variables has an absolute extremum at an interior point of its
domain, then this extremum occurs at a critical point.
Remark: This theorem is used to determine whether a relative extremum is actually an absolute
extremum. However, it requires the knowledge of the existence of the absolute extremum in the first
place.

Example: 4. 5 6/6, obtained at the point (11/6, 5/3, 7/6)


Remark: This method is applied in finding the formula for the regression line. (Refer to TC7, p.
1045.)

Homework
III, 1(g), 2(e), 5

Lagrange Multipliers

This method is used whenever you are finding the absolute extrema of the function f subject to
restrictions or constraints p
to the domain of f .

Example: f (x, y) = 25 x2 y 2 , where x + y = 2. The answer is 23, when (x, y) = (1, 1).

One Constraint
Theorem. Suppose f and g are functions of x and y with continuous first-order partial derivatives.
~
If f has a relative extremum at a point (x0 , y0 ) subject to the constraint g(x, y) = 0 and g(x
0 , y0 ) 6=
~0, then there exists a constant such that
~ (x0 , y0 ) + g(x
~
f
0.
0 , y0 ) = ~

(1)

The constant is called a Lagrange multiplier.


~ (x0 , y0 ) = ~0, then (1) holds for = 0. If f
~ (x0 , y0 ) 6= ~0, we have to show that
Proof. If f
~
~
g(x0 , y0 ) is parallel to f (x0 , y0 ).
~
~ 0 (t) 6= ~0. (This can
Write the constraint g(x, y) = 0 in vector form: R(t)
= h(t), (t)i, where R
be done because g has continuous first-order partial derivatives.) Find the corresponding t0 so that
~ 0 ) = hx0 , y0 i.
R(t
Let (t) = f ((t), (t)). Since f has a relative extremum at (x0 , y0 ), then 0 (t0 ) = 0. But by
the general chain rule,
f dx f dy
+
x dt
y dt
~
~ 0 (t)
= f (x, y) R
~ (x0 , y0 ) R
~ 0 (t0 ) = 0
0 (t0 ) = f
0 (t) =

~ 0 (t0 ) is perpendicular to f
~ (x0 , y0 ). But R
~ 0 (t0 ) is a tangent vector to the curve
This implies that R
~
~
C defined by g(x, y) = 0 at (x0 , y0 ), while g(x
0 , y0 ) is a normal vector to C. Thus, f (x0 , y0 ) is
~
parallel to g(x0 , y0 ).
Remark: (Method of Lagrange Multipliers) To find the absolute extrema of the function f subject
to the constraint g = 0,
1. If f is a function of x and y, solve for all points (x, y) (and corresponding ) satisfying the
equations:
fx (x, y) + gx (x, y) = 0
fy (x, y) + gy (x, y) = 0
g(x, y) = 0

(constraint)

If f is a function of x, y and z, solve for all points (x, y, z) (and corresponding ) satisfying
the equations:
fx (x, y, z) + gx (x, y, z) = 0
fy (x, y, z) + gy (x, y, z) = 0
fz (x, y, z) + gz (x, y, z) = 0
g(x, y, z) = 0

(constraint)

2. Evaluate f at all points obtained in (1). The greatest value of f is the absolute maximum value
of f while the least value of f is the absolute minimum value of f subject to the constraint.

Examples: 2(b).
critical points
are (1/ 2, 0) (absolute max), (1/ 2, 0) (absolute min),
(0, 1), (0, 1), (1/3, 7/3), (1/3, 7/3); 4. x = y = 2, z = 1 (Hint: there are 3 different
expressions for xyz)

Several Constraints
Remark: If there are two or more constraints, we need one Lagrange multiplier for each constraint.
For instance, if we want to find the extrema of f (x, y, z) so that g(x, y, z) = 0 and h(x, y, z) = 0,

then we have to solve for all points (x, y, z) and corresponding and so that
fx (x, y, z) + gx (x, y, z) + hx (x, y, z) = 0
fy (x, y, z) + gy (x, y, z) + hy (x, y, z) = 0
fz (x, y, z) + gz (x, y, z) + hz (x, y, z) = 0
g(x, y, z) = 0

(constraint)

h(x, y, z) = 0

(constraint)

Example:
10. The critical points (1, 2, 1) and (1, 2, 1) will give rise to the absolute
maximum value of 3. The critical points (1, 2, 1) and (1, 2, 1) will give rise to the absolute
minimum value of 1. There are no other critical points.

Homework
IV, 2(c), 2(d)

Parametric Surfaces

Using parametric equations, it is possible to generate more complicated surfaces compared with
using only the rectangular coordinates. The idea is similar to defining curves parametrically.

Definition of Terms
~
Definition. Suppose that R(u,
v) = hx(u, v), y(u, v), z(u, v)i is a vector-valued function defined on
a region D on the uv-plane. The set of all points (x, y, z) such that

x = x(u, v)
(2)
y = y(u, v)

z = z(u, v)
as (u, v) varies throughout D is called a parametric surface S and (2) are called parametric equations
of S.
Remark: One can think of a parametric surface as a union of an infinite number of parametric
curves. If one variable is fixed, say v = v0 , a curve is generated by the parametric equations. These
curves are collected by considering all the possible values of v. The same is true if u = u0 is fixed.
~
Definition. Let S be a parametric surface defined by R(u,
v).
~ 0 , v) defines a curve on S called a
1. If u is held constant, say u = u0 , and v varies, then R(u
constant u-curve.
~
2. If v is held constant, say v = v0 , and u varies, then R(u,
v0 ) defines a curve on S called a
constant v-curve.
Examples: 1(a). both are parabolas; 1(b). constant u-curves are circles, constant v-curves
are intersections of two parabolic cylinders; 1(c). both are semicircles
Remarks:
1. To sketch the graph of a parametric surface, it helps if the Cartesian equation is known.
2. For more complicated parametric equations, a graphing utility can be used.
p
p

Examples: 2(a). z = x2 + y 2 ; 2(b). y = x2 + z 2 ; 2(c). x = y 2 + z 2 ; 2(g). x2y z = 0;


2(i). x2 + y 2 = 9, where z [2, 4]
Remark: Given a surface described in Cartesian form, it is possible to find several representations
in parametric form.
2
Examples: 3(a). x = u, y = v, z = 4 u2 v 2 ; 3(b). x = r cos
, y = r sin , z = 4 r ;
4(a). Split into twohemispheres, with upper part x = u, y = v, z = 1 u2 v 2 and lower part
x = u, y = v, z = 1 u2 v 2 ; 4(b). x = sin cos , y = sin sin , z = cos ; 7. P (x, y, z) any
point on the plane, P~0 P is on the plane, which is computed by ~r(u, v) ~r0 . also, P~0 P is a linear
combination of u and v. so, ~r(u, v) = ~r0 + u~a + v~b; 8. x = a sin cos , y = a sin sin , z = a cos ;
9. x = 3 cos u, y = v, z = 3 sin u; 10(c). x = u, y = 1 u, z = v
~
Remark: Because R(u,
v) is a vector-valued function involving two independent variables, we can
define it partial derivatives.
~
Definition. Let S be a parametric surface defined by R(u,
v) = hx(u, v), y(u, v), z(u, v)i.
~ with respect to u is defined as R
~ u (u, v) = hxu (u, v), yu (u, v), zu (u, v)i.
1. The partial derivative of R
~ with respect to v is defined as R
~ v (u, v) = hxv (u, v), yv (u, v), zv (u, v)i.
2. The partial derivative of R
Example: 12(a). ~ru (u, v) = h1, 0, 2ui and ~rv (u, v) = h0, 1, 2vi

Surface of Revolution
Let f (x) 0 and S be the surface obtained by revolving the curve y = f (x), a x b, about the
x-axis. Let be the angle of rotation. [ insert diagram ] Then S has parametric equations

x = x
y = f (x) cos

z = f (x) sin
Similarly, if S is obtained by revolving y = f (z) along the z-axis, then S has parametric equations

x = f (z) sin
y = f (z) cos

z=z
If S is obtained by revolving x = f (y) about the y-axis, then S has parametric equations

x = f (y) cos
y=y

z = f (y) sin
Examples: 11(a). x = x, y = cos /x, z = sin /x; 11(e). x = 2y sin , y = y, z = 2y cos ;
11(f). x = z 3/2 sin , y = z 3/2 cos , z = z

Tangent Planes to Parametric Surfaces


~
Let S be the parametric surface defined by a vector function R(u,
v) = hx(u, v), y(u, v), z(u, v)i and
~ 0 , v0 ) = hx0 , y0 , z0 i.
let P0 (x0 , y0 , z0 ) be the point on S where u = u0 and v v0 , that is, R(u
~ u (u0 , v0 ) 6= ~0, then R
~ u (u0 , v0 ) is a tangent vector to the constant u-curve at P0 . Similarly, if
If R
~
~
~
Rv (u0 , v0 ) 6= 0, then Rv (u0 , v0 ) is a tangent vector to the constant v-curve at P0 . Thus, a normal
~ to the parametric surface S at (u0 , v0 ) is given by
vector N
~ =R
~ u (u0 , v0 ) R
~ v (u0 , v0 ).
N
~
~u R
~ v 6= ~0 at a point on the
Definition. If a parametric surface S is the graph of R(u,
v), and if R
surface, then the principal unit normal vector to the surface at that point is denoted by ~n(u, v) and
is defined as
~ u (u, v) R
~ v (u, v)
R
.
~n(u, v) =
~
~ v (u, v)
Ru (u, v) R

Examples: 13. x + y +Dz 1 = 0;
14(b).
E u = 1 and v = 2, so 2x + y 4z + 6 = 0; 14(f). u = 0
2
6
2
and v = 0, so x = 0; 16(d). 2 , 4 , 4

Double Integrals

We now extend the concept of integration for functions in two variables.

Double Integral over a Rectangle


The motivation behind studying double integrals is to find the volume of a solid region in the
three-dimensional coordinate system.
Suppose R = [a, b] [c, d] is a rectangular region on the xy-plane, and let f be a function of x
and y such that:
1. f is continuous on R, and
2. f (x, y) 0 for all (x, y) R.
We want to find the volume V of the solid bounded above by z = f (x, y), below by the xy-plane
and whose top view is the rectangle R. To do this, we follow the following steps:
1. Partition R into subrectangles by dividing [a, b] into m subintervals [a, x1 ], [x1 , x2 ], , [xm1 , b],
each of length xi , i = 1, , m and [c, d] into n subintervals [c, y1 ], [y1 , y2 ], , [yn1 , b], each
of length yj , j = 1, , n.
2. Let Rij = [xi1 , xi ] [yj1 , yj ] and let Aij = xi yj .
3. Take an arbitrary point (x?i , yj? ) in each Rij and construct regular prisms with bases Rij
and height f (x?i , yj? ), for i = 1, , m, j = 1, , n. The volume of each prism is Vij =
f (x?i , yj? )Aij .
4. A good approximation of the volume of the solid is V

m X
n
X

f (x?i , yj? )Aij . Error ap-

i=1 j=1

proaches 0 as the subrectangles become smaller and smaller, and hence


V = lim

kk0

m X
n
X

f (x?i , yj? )Aij .

i=1 j=1

Definition. Let f be a function of x and y and R = [a, b] [c, d]. The double integral of f over R
is defined by
ZZ
m X
n
X
f (x, y) dA = lim
f (x?i , yj? )Aij ,
kk0

i=1 j=1

if this limit exists.


The limit definition is rarely used in evaluating double integrals. The following theorem is a
useful tool to evaluate them.
Theorem. (Fubinis Theorem) If f is continuous on a rectangular region R = [a, b] [c, d], then
Z dZ

ZZ
f (x, y) dA =
R

Z bZ
f (x, y) dx dy =

f (x, y) dy dx.
a

Example: 3(a). 135 (use both definitions)

Double Integral over a Region


The condition stated in Fubinis theorem that f is continuous on R can be relaxed to functions which
are continuous on every subregion of R, meaning the function f can have a jump discontinuity on
a curve. (Similar to the principle of improper integrals.)

10

Definition. Let f be a function of x and y that is continuous on a closed and bounded region R
on the xy-plane. Consider a rectangular region D = [a, b] [c, d] enclosing R and define a function
F by
(
f (x, y), (x, y) R
F (x, y) =
0,
(x, y) D\R
The double integral of f over R is defined by
ZZ
ZZ
F (x, y) dA
f (x, y) dA =
D

There are two possible methods to evaluate the double integral, depending on the region of
integration R.
1. R is bounded by y = g1 (x), y = g2 (x), x = a and x = b.
If D = [a, b] [c, d] is a rectangular region enclosing R, we can write the interval [c, d] as
[c, g1 (x)] [g1 (x), g2 (x)] [g2 (x), d] for any value of x in the domain of g1 and g2 . Therefore,
Z bZ

ZZ

f (x, y) dA =

F (x, y) dy dx
a

Z bZ

g1 (x)

Z bZ

g2 (x)

F (x, y) dy dx +
a

F (x, y) dy dx +

Z bZ

Z bZ

g1 (x)

F (x, y) dy dx
a

g2 (x)

g2 (x)

f (x, y) dy dx
a

g1 (x)

2. R is bounded by x = h1 (y), x = h2 (y), y = c and y = d.


If D = [a, b] [c, d] is a rectangular region enclosing R, we can write the interval [a, b] as
[a, h1 (y)] [h1 (y), h2 (y)] [h2 (y), b] for any value of y in the domain of h1 and h2 . Therefore,
Z dZ

ZZ

f (x, y) dA =

F (x, y) dx dy
c

Z dZ

h1 (y)

Z dZ

h2 (y)

F (x, y) dx dy +
c

Z dZ

Z dZ

F (x, y) dx dy +
c

h1 (y)

F (x, y) dx dy
c

h2 (y)

h2 (y)

f (x, y) dx dy
c

h1 (y)

Example: 3(h). 3/20 (use both definitions)


Remark: Sometimes, it is easier to evaluate the integral if the order of integration is changed.
Example: 2(d). e 1

Properties of the Double Integral


ZZ
1. If c is a constant, then

ZZ
cf (x, y) dA = c

ZZ

ZZ
(f (x, y) g(x, y)) dA =

2.

f (x, y) dA.

ZZ
f (x, y) dA

g(x, y) dA
R

ZZ

ZZ
3. If R = R1 R2 such that R1 and R2 do not overlap, then

f (x, y) dA =
R

ZZ
f (x, y) dA
R2

11

f (x, y) dA +
R1

4. If f and g are integrable


on the Zclosed
region R and furthermore f (x, y) g(x, y) for all
ZZ
Z
(x, y) R, then
f (x, y) dA
g(x, y) dA
R

5. Let f be integrable on a closed region R, and suppose that m and M are two numbers such
that mZ Z f (x, y) M for all (x, y) R. Then if A is the measure of the area of R,
f (x, y) dA M A.

mA
R

Example: 3(i). 5/3 (use both definitions)

Double Integrals in Polar Coordinates

Recall that any point (x, y) in the Cartesian plane has a corresponding representation (r, ) in polar
coordinates. However, the polar representation is not unique. If we impose the restriction r 0 and
[0, 2], we have a one-to-one correspondence between the rectangular and polar coordinates of
a point.
A simple polar region in polar coordinates is enclosed by two rays from the pole, = and
= , with < , and two continuous polar curves r = r1 () and r = r2 () such that r1 () and
r2 () are nonnegative on [, ]. A special case is called a polar rectangle, which is enclosed by two
rays = and = , and two circles r = a and r = b.
To evaluate the double integral, we do the following steps:
1. Divide [a, b] into m subintervals [ri1 , ri ], each of length ri , and divide [, ] into n subintevals, each of length j . The circles r = ri and the rays = j will divide the region into
smaller polar rectangles Rij . The center of each polar rectangle Rij has polar coordinates
(ri? , j? ), where ri? = 21 (ri1 + ri ) and j? = 12 (j1 + j ).
2. The area of a polar rectangle Rij is equal to the difference of the areas of two sectors, both
with central angle j , and whose radii are ri1 and ri . So,
Aij

1 2
1 2
ri j ri1
j
2
2

1 2
2
ri ri1
j
=
2
1
=
(ri + ri1 )(ri ri1 )j
2
= ri? ri j .

Theorem. If f is continuous on a simple polar region R, then


ZZ

r2 ()

f (r cos , r sin ) r dr d.

f (x, y) dA =
R

r1 ()

Examples: 2(b). 14; 2(c). 2/3


Remark: Sometimes it is easier to evaluate the double integral in polar coordinates.
Example: 1(b). 9/2

12

Applications of Double Integrals

Volume of a Solid
Let f be a function of x and y such that f (x, y) 0 for all (x, y) in a closed and bounded region R
in the xy-plane. The volume V of the solid under the surface z = f (x, y), above the xy-plane and
whose top view is R, is given by
ZZ
V =

f (x, y) dA.
R

In general, if f (x, y) can be positive or negative on region R, the double integral will give the
value of the signed volume of the solid,
ZZ
f (x, y) dA = (volume above xy-plane) (volume below xy-plane)
R

Area of a Plane Region


The area A of a closed and bounded region R in the xy-plane is given by
ZZ
dA.
A=
R

Proof. Consider the solid bounded below by the xy-plane, above by z = 1, and whose top view is
R. Then,
ZZ
V =
dA
R

= (base area) height


= A.

Mass and Center of Mass


A lamina is a very thin plate (thickness is negligible). Suppose a lamina is in the shape of a region
R and has density function (mass per unit area) (x, y). Then
ZZ
mass of the lamina = M =
(x, y) dA
R

The moment of mass about an axis measures the tendency of a lamina to rotate about the axis.
Therefore,
ZZ
moment of mass about the x- axis = Mx =
y(x, y) dA
R

and

ZZ
moment of mass about the y- axis = My =

x(x, y) dA
R

The center of mass of the lamina is the point (x, y), where
RR
x(x, y) dA
My
R
x=
= RR
M
(x, y) dA
R

and

RR

y=

y(x, y) dA
Mx
= RRR
M
(x, y) dA
R

13

Surface Area of Parametric Surfaces


~
Suppose a surface is described by a vector equation R(u,
v) = hx(u, v), y(u, v), z(u, v)i, where (u, v)
D. The area S of the surface is given by
Z Z D
E
~
~ v (u, v)
S=
Ru (u, v) R
dA.
D

Surface Area of Cartesian Surfaces


Theorem. Suppose a surface is defined by a Cartesian equation of the form z = f (x, y). The area
S of the portion of the surface whose projection onto the xy-plane is the region R is given by
ZZ q
S=
(fx (x, y))2 + (fy (x, y))2 + 1 dA.
R

Proof. Set x = u and y = v, the surface z = f (x, y) can be parametrized as


~
R(x,
y) = hx, y, f (x, y)i .
So,
~ x (x, y) = h1, 0, fx (x, y)i
R

~ y (x, y) = h0, 1, fy (x, y)i .


and R

Therefore,
~ x (x, y) R
~ y (x, y) = hfx (x, y), fy (x, y), 1i .
R
Hence,
ZZ

~

~
S =
Rx (x, y) Ry (x, y) dA
ZRZ q
=
(fx (x, y))2 + (fy (x, y))2 + 1 dA.
R

Moment of Inertia (optional)


The moment of inertia I is a measurement of the laminas tendency to resist a change in rotational
motion. A particle of mass m kilograms whose perpendicular distance from an axis is r meters has
a moment of inertia equal to mr2 kilogram-meters squared. If a lamina occupies the region R on
the Cartesian plane and (x, y) is the density function of the lamina, then
ZZ
Ix =
y 2 (x, y) dA,
R

where Ix is the moment of inertia of the lamina about the x-axis, and
ZZ
Iy =
x2 (x, y) dA,
R

where Iy is the moment of inertia of the lamina about the y-axis.


The sum of the moments of inertia Ix and Iy of a lamina is called the polar moment of inertia,
denoted by I0 , and it represents the moment of inertia of the lamina about the origin or the z-axis.
ZZ

I0 =
x2 + y 2 (x, y) dA
R

The radius of gyration of a lamina about an axis L is the distance from L at which the mass of
the lamina can be concentrated without affecting the moment of inertia of the lamina about L. If
I is the measure of the moment of inertia about an axis L of a lamina and M is the measure of the
total mass of the lamina, then the radius of gyration of the lamina about L has measure r, where
I
r2 =
M
14