Further Mathematical Methods

Summer Term 2008

1
1.1

Useful Mathematical Results

Trigonometric Identities

We recall the following useful trigonometric identities:


   

   
   


q
A
Figure 1:
sin
,
cos
From the well known identity
tan =

cosec =

1
,
sin

sec =

1
,
cos

cot =

cos2 + sin2 = 1

1
cos
=
.
tan
sin
(1.1)

we have
1 + tan2 = sec2
and
cot2 + 1 = cosec2 .
Addition and subtraction formulae:
sin ( ) = sin cos cos sin
and
cos ( ) = cos cos sin sin
If = then from the above addition and subtraction formulae we have
sin 2 = 2 sin cos
and
cos 2 = cos2 sin2 .
1

(1.2)

Using (1.1) in (1.2) we have

cos 2 = 1 2 sin2
sin2 =

1
2

(1 cos 2) .

(1.3)

Alternatively we have
cos 2 = 2 cos2 1
cos2 =

1
2

(1 + cos 2) .

(1.4)

The formulas (1.3) and (1.4) are useful when trying to integrate cos2 or sin2 .

1.2

Trigonometric functions

In Figure 2 we display graphs of the trigonometric functions sin , cos , tan , csc , sec and cot .
cos(q)
1

sin(q)
1

p
2

3p

2p

tan(q)
10

2p

csc(q)
10

2p

p
2

3p
2

-10

-10

2p q

p
2

-10

Figure 2:

1.3

Determinants of Matrices

For a 2 2 matrix we have


A=



det A = 



= .


For a 3 3 matrix we have

a b
A = d e
g h
det A

3p
2

2p q

cot(q)
10

3p
p

-10

sec(q)
10

-1

-1

3p


e
= |A| = a 
h

c
f
i



d
f 


b

g
i



d
f 

+
c

g
i


e 
h

= a (ei hf ) b (di gf ) + c (dh ge) .

2

3p
2

2p

1.4

Vectors

Vectors have magnitude and direction.

The vector i has magnitude 1 and points in the increasing x direction. The vector j has magnitude 1
and points in the increasing y direction. The vector k has magnitude 1 and points in the increasing z
direction.
The vectors i, j and k are unit vectors. All unit vectors have magnitude 1 and usually they are written
with hats, e.g. u
or v
.
A standard vector
F = Fx i + Fy j + Fz k
has 3 components, Fx , Fy and Fz that are all scalars. Fx is the x component of F, Fy is the y component
of F and Fz is the z component of F.
The magnitude of the vector F is denoted by |F| and is defined by
q
|F| = Fx2 + Fy2 + Fz2 .
A unit vector in the direction of F has magnitude 1 and points in the same direction as F, it is denoted
by
= 1 F = 1 (Fx i + Fy j + Fz k) .
F
|F|
|F|
Example 1.1 For the vector
G = 3i + 2j
find the three components Gx , Gy and Gz , then determine the magnitude of G and the unit vector that
points in the same direction as G.
Solution:
The three components Gx , Gy and Gz are
Gx = 3, Gy = 2 and Gz = 0.
Hence the magnitude of G is
|G| =

q
p

G2x + G2y + G2z = 32 + 22 + 02 = 13

and the unit vector that points in the same direction as G is

= 1 G = 1 (3i + 2j) .
G
|G|
13
Example 1.2 For the vector
F = 2yi 3zj + 9z 2 k
find the three components Fx , Fy and Fz and then determine the magnitude of F.
Solution:
The three components Fx , Fy and Fz are
Fx = 2y, Fy = 3z, and Fz = 9z 2
and hence the magnitude of F is
q
2
2
2
(2y) + (3z) + (9z 2 )
|F| =
p
=
4y 2 + 9z 2 + 81z 4 .

1.4.1

The scalar (or dot) product

The scalar product of 2 vectors A and B is given by

A B = |A| |B| cos
where is the angle between the two vectors.
Since cos 0 = 1 and cos 2 = 0 we have
i i = |i| |i| cos 0 = 1 1 1 = 1,
Furthermore
i j = |i| |j| cos

= 1 1 0 = 0,
2

j j = 1 and k k = 1.
i k = 0 and j k = 0.

If
A = Ax i + Ay j + Az k and B = Bx i + By j + Bz k
AB

= (Ax i + Ay j + Az k) (Bx i + By j + Bz k)
= Ax iBx i+Ax iBy i+Ax iBz i
+Ay iBx i+Ay iBy i+Ay iBz i
+Az iBx i+Az iBy i+Az iBz i
= Ax Bx (i i) + Ax By (i j) + Ax Bz (i k)
+Ay Bx (j i) + Ay By (j j) + Ay Bz (j k)
+Az Bx (k i) + Az By (k j) + Az Bz (k k)
= Ax Bx + Ay By + Az Bz .

Example 1.3 For

F = 3yi 2xk and G = i + 2zj 3k
calculate F G.
Solution: We have
FG

1.4.2

= 3y 1 + 0 2z + (2x) (3)
= 3y + 6x.

The vector (or cross) product

The vector product of 2 vectors A and B is given by

A B = |A| |B| sin n
where n is a unit vector perpendicular to A and B, pointing in the direction given by the right hand
screw rule (i.e. the direction in which a screw would advance if it were turned from A through the angle
to B. The cross product can be evaluated by calculating the determinant of the 3 3 matrix


 i
j
k 

A B = Ax Ay Az 
B x B y B z 



A Az 

 j Ax
= i  y

B x
By Bz



Ax
Az 

+
k

B x
Bz


Ay 
By 

= i (Ay Bz By Az ) j (Ax Bz Bx Az ) + k (Ax By Bx Ay ) .

4

Example 1.4 For

A = 3xi 4k and B = 2i 9xj + k
evaluate A B.
Solution: We have








i
j
k 

3x 4
 0

0 
4

 + k 3x
0
4 = i 

j
A B = 3x
 2 9x
2
1
9x 1 
 2 9x 1 
= i ((0) (1) (9x) (4)) j ((3x) (1) (2) (4)) + k ((3x) (9x) (2) (0))


= i (36x) j (3x + 8) + k 27x2
= 36xi (8 + 3x) j 27x2 k.
Remark: A B 6= B A

1.5

Differentiation

Given a function f (x), (or f (t)) of a single variable x (or t), we denote the derivative of f (x) by f 0 (x)
df
or dx
(or the derivative of f (t) by f(t) or df
dt ) The following table gives the derivatives of some common
functions.
f (x)
xn
sin x
cos x
tan x
ln |x|
ex

1.5.1

f 0 (x)
nxn1
cos x
sin x
sec2 x
1
x
x

The product rule

If u = u(x) and v = v(x) then

d (uv)
du
dv
=
v+u
= u0 v + uv 0 .
dx
dx
dx
1.5.2

The quotient rule

If u = u(x) and v = v(x) then

d  u  u0 v uv 0
=
.
dx v
v2
1.5.3

The chain rule

If f = f (u(x)) then
df
df du
=
.
dx
du dx

Example 1.5 For

f (x) = x3 cos x
calculate f 0 (x).
Solution: Sincef (x) = x3 cos x we set
u = x3 and v = cos x
and hence

du
= 3x2 and
dx

dv
= sin x
dx

so from the product rule we have

df
dx

d (uv)
du
dv
=
v+u
dx
dx
dx
= 3x2 cos x + x3 ( sin x)
= 3x2 cos x x3 sin x.

Example 1.6 For

f (x) =

ex
sin x

calculate f 0 (x).
Solution: Setting
u = ex and v = sin x
we have

dv
du
= ex and
= cos x.
dx
dx

Hence from the quotient rule we have

df
dx

=
=

u
v

dv
u dx
2
dx
v
ex sin x ex cos x
.
sin2 x

du
dx v

Example 1.7 For

f (x) = cos 3x2
calculate f 0 (x).
Solution: Setting u = 3x2 we have f (x) = cos 3x2 = cos u and hence
du
df
d cos u
= 6x and
=
= sin u.
dx
du
du
Thus from the chain rule we have
df du
df
=
= sin u 6x = 6x sin u = 6x sin 3x2 .
dx
du dx
Remarks
We note the following useful identities
b

ea+b = ea eb ,
and for a, b > 0
ln(ab) = ln a + ln b,

ln

a
b

eab = (ea )

= ln a ln b

and

ln ba = a ln b.

1.6

Integration

The following table gives the integrals of some common functions.

R

f (x)

k
n+1
+ c, n 6=
n+1 x
- k1 cos kx + c
1
k sin kx + c
1 kx
+c
ke

kxn
sin kx
cos kx
ekx
k
x

1.7

f (x)dx
1

k ln |x| + c

Integration by parts

Recalling the product rule we have

d
(f g) = f 0 g + f g 0
dx
and hence by integration we obtain
Z b
a

d
(f g) dx =
dx

f 0 gdx +

f g 0 dx

[f g]a =

f 0 gdx +

f g 0 dx.

Manipulating the above equation gives the standard form of integration by parts formula
Z b
Z b
b
f 0 gdx = [f g]a
f g 0 dx.
a

Example 1.8 Use integration by parts to integrate

Z 2
xex dx.
1

Solution: We have
Z 2
xex dx =
1

2
[xex ]1

ex dx,

g = x g 0 = 1,

f 0 = ex f = ex

1
2
[ex ]1
2

= [xex ]1


= 2e2 e e 1
= e2 .
1.7.1

Integration using substitution

Z

u(b)

f (x)dx =
a

u(a)

dx
=
f (u)du
du

u(b)

u(a)

dx
f (u)
du


du.

Example 1.9 Use integration using substitution to evaluate the following integral
Z 1

3
x 1 + x2 dx.
0

Solution: Setting u = 1 + x2 we have

du
dx
1
= 2x
=
,
dx
du
2x

u(0) = 1 + 02 = 1 and u (1) = 1 + 12 = 2

and hence
Z

x 1 + x2

3

u(1)

xu3

dx =

u(0)
2

xu3

=
1

1
2

1
du
2x

u3 du

 2
1 u4
2 4 1

1 4
2 14
8
15
.
8

=
=
=

1.8

dx
du,
du

Polar coordinates
    

    


   

  




Figure 3:
There are two unit vectors associated with polar coordinates: e and e . They have magnitude 1 and
point in the directions of increasing and respectively, also they are perpendicular so that
e e .
Remark 1 We note that e and e are position dependent unlike i, j and k (i.e. the direction in which
they point depends on where they are in the (x, y) plane).

1.9

3-D coordinate systems

In 3-d there are three commonly used coordinate systems:

coordinate system
Cartesian
Cylindrical
Spherical

variables
(x, y, z)
(, , z)
(r, , )

unit vectors
(i, j, k)
(e , e , ez )
(er , e , e )

    
P(r,f,z)

    


  

r
y
x







   

Figure 4:
1.9.1

Cylindrical polar coordinates

A point P (x, y, z) can be written in terms of the cylindrical polar coordinates , , z such that P (x, y, z) =
P (, , z). One can think of P (, , z) as being a point on the surface of a cylinder with radius , see
Figure 4.

Remark 2 The unit vector ez points in the increasing z-direction (and is in fact k !).

1.9.2

Spherical polar coordinates

A point P (x, y, z) can be written in terms of the spherical polar coordinates r, , such that P (x, y, z) =
P (r, , ). One can think of P (r, , ) as being a point on the surface of a sphere with radius r, see Figure
5.
Remark 3 The unit vectors are such that er points in the increasing r-direction, e points in the increasing -direction, e points in the increasing -direction.

2
2.1

2D Surface Integrals
Cartesian coordinates

The area A under a graph y = f (x) between two points x = a and x = b (see Figure 6) can be calculated
by evaluating the integral
Z
A=

f (x)dx.
a

The area A can be approximated by the sum of the areas of N thin strips Si centred at xi with width
x and height f (xi ) (see Figure 6)) hence we have

P(r,q,f)
q r

      
      
    

r cosq
r sinq

r sinq cosf

r sinq sinf

Figure 5:

A'

area of strips Si =

N
X

f (xi )x.

i=1

In the limit as the x 0 i.e. as the number of strips tends to infinity we have
N
X

Z
f (xi )x

f (x)dx = A.
a

i=1

Alternatively we could divide each strip into blocks with centre (xi , yj ), width x and height y
A'

N
X

(area of Si )

i=1

where
area of Si =

Mi
X

(area of Bj ).

j=1

Hence
A '

N
X

(area of Si )

i=1

Mi
N X
X

(area of Bj )

i=1 j=1

Mi
N X
X
i=1 j=1

yx .
| {z }

area of Bj

Note that the number of blocks Mi , depends on the height of Si , i.e. the value of f (xi ). In the limit as

10

f(x i)

y=f(x)
y=f(x)

A
a

b
x

Figure 6:
the number of blocks tends to infinity and x and y tend to zero we have
Mi
N X
X
i=1 j=1

Z
yx
| {z }

f (x)

dydx = A.
a

area of Bj

In general the area of a 2D surface S can be approximated by

A =

(area of the surface elements)

dA.

In the limit as the area of the surface element tends to zero we have
Z
A=
dA.
S

Here the integral

R
S

is a double integral i.e.

RR

, and the dA is a double integrand i.e. dxdy

(0,1)

T
(0,0)

(1,0)

Figure 7:
Example 2.1 Calculate the area of the triangle T bounded by the lines x = 0, y = 0 and y = 1 x.
Solution:
First we draw the triangle T , see Figure 7. We have that

Z
Z Z
area of T =
dA =
dy dx
T

The inner integral relates to the area of a strip with width x. The base of this strip is at y = 0, the top
varies depending on the position that the strip is along the x-axis (i.e. it is a function of x).
11

From Figure 7 we see that the top of the strip is 1 x, so the limits on the inner integral are
Z Z 1x 
area of T =
dy dx.
0

For the limits on the outer integral we recall that this integral is associated with the sum of the strips.
The left hand strip is centred at x = 0 and the right hand one is at x = 1, so we have
Z

1x

dydx.

area of T =
0

To evaluate a double integral we first evaluate the inner integral and then we evaluate the resulting
integral
Z

1x

Z

A=
0


Z
dy dx =

 1x
y 0 dx

[(1 x) 0] dx

=
0

=
0

1
.
2

2.1.1


1
x2
(1 x)dx = x
2 0

Polar coordinates

Dr

rDf
Df
r

Figure 8:
If we want to find the area of a circular or part circular surface we use surface elements derived from
polar coordinates.
The area of a surface element can be approximated by (see Figure 8)
A ' .
Thus the area of the surface
A '

(area of the surface elements)

XX
'
.

12

In the limit as the area of each surface element tends to zero we have
Z
Z Z
dd.
A=
dA =
| {z }
S
| {z } dA
S

The limits on the integrals depend on the surface that you are integrating over.

(0,2)
(0,1)

S
(1,0) (2,0)
Figure 9:

Example 2.2 Calculate the area of the annular region S by 0 /2 and 1 2.

Solution: First we draw the annular region S, see Figure 9. We see that

Z
Z Z
area of S =
dA =
d d
S

From Figure 9 we see that the limits for the integral are 1 and 2, while the limits for the integral are
/2 and /2. Thus
Z
area of S

=
0

dd
Z 2

d d
1

=
0

=
0

=
0

Z
=
0

=
=
=

2
2

2



1
2
d
2
3
d
2

3
[]02
2
3
( 0)
2
3
.
4

13

d
1

2.2

Calculating mass and charge density

The techniques that we have used to calculate the area of surfaces can be applied to calculate the mass
of a 2D object or the charge on a 2D object.
If the density of the rectangular plate S bounded by 0 x 2 and 0 y 1 is given by f (x, y) =
(1 + x2 )(1 + y) kgm2 we can approximate the mass of S by dividing it up into small surface elements
and summing the masses of each of these elements.
Since for an object with constant density, mass = area x density, we can approximate the mass of a
surface element by its area multiplied by the density at its mid-point
i.e. (mass of S.E.)' xyf (xi , yj )
Thus we have
Z Z
X
X
S=
(mass of S.E.) =
xyf (xi , yj )
f (x, y)dydx.
i,j

Adding the required limits for x and y gives

Z

Mass of S

(1 + x2 )(1 + y)dydx

Z 2 Z 1
=
(1 + x2 )(1 + y)dy dx

0
2



Z 1
(1 + x2 )
(1 + y)dy dx

=
=
=
=
=

1

y2
2
dx
(1 + x ) y +
2 0
0



Z 2
1
(1 + x2 )
1+
0 dx
2
0
Z 2
3
(1 + x2 )dx
2
0

2
3
x3
x+
2
3 0
7 kg.
Z

Example 2.3 If the charge density on the semi circular disc S in Figure 10 is f (, ) = 3 Cm2 ,
calculate the total electric charge on S.
Solution: We have
total charge onS =

charge on S.E.

charge on S.E. ' area of S.E. charge density at the mid-point of S.E.(i , j )
= f (i , j ).
So

14

(0,1)

S
(1,0)

(0,1)

Figure 10:

total charge onS

f (, )dd
0

3dd

=
0

Z

1
2

3 d d

 3 1
0 d

Z
=

2
[]
2

= C.

2.3

General Formulas

We recall the following useful formulas.

Z
Area of S =

dA,
S

Z
Mass of S =

f dA

where f = density,

Z
charge on S =

f dA

where f = charge density .

15

2.4

Double integrals from a mathematical point of view

So far we have been looking at things from a physical point of view. We could have asked the previous
questions in the following mathematical ways:
Example 2.4 Evaluate the integral of the function f (x, y) = (1 + x2 )(1 + y) over the two dimensional
rectangular region with 0 6 x 6 2, 0 6 y 6 1.
Solution:
Z

(1 + x2 )(1 + y)dydx = 7.

f (x, y)dydx =
0

Example 2.5 Find the integral of f (, ) = 3 over the semi-circular region 0 6 6 1,

66

2.

Solution:

3dd = .

Surface Areas in 3D

To evaluate the area of a 3D surface we use

Z
A=

dA.
S

As in the case of 2D surface integrals

dxdy.

3.1

is a double integral i.e.

RR

, and dA is a double integrand i.e.

Cartesian coordinates

If we wish to evaluate the surface area (or the mass, or the charge) of the hollow block 0 x 7,
0 y 5 and 1 z 3, we need to break the block up into six 2D surfaces, i.e. its six faces.
On the top and bottom faces of the block x and y vary, and z is constant, so we have
5

area of top =

dxdyand area of bottom =

0

dxdy.

On the left and right hand faces x and z vary and y is constant, so we have
3

area of left hand face =

dxdzand area of right hand face =

1

dxdz.
1

On the remaining two faces y and z vary, and x is constant, so

Z

area of front =

dydzand area of back =

1

dydz.
1

Example 3.1 Find the integral of f (x, y, z) = 1 + x + y + z over the surface of the hollow block S.
16

Solution: We have
Z
Z
Z
f dA +
f dA =
top

bottom
5

1+x+y+ z
3

1+x+ y +z
3

Z
1

+
Z

1
3

Z
=

Z
(91 + 14y) dy +

(=7)

0
3

(7 + 2x + 2z) dxdz +
1


7
6x + x2 + 2yx 0 dy +


1 + x + y + z dydz

(1 + 7 + y + z) dydz
1

0
5

(6 + 2x + 2y) dxdy +
0

(1 + x + 5 + z) dxdz
Z

(1 + x + y + 3) dxdy

(1 + y + z) dydz +
1

dxdz

(=5)

0
0
3Z 7

0
3Z

(1 + x + z) dxdz +

dxdy
!

(=3)

0
3Z 7

back

1+x+ y +z


Z
1 + x + y + z dydz +

(1 + x + y + 1) dxdy +

f dA


1+x+y+ z

f ront

dxdz +

Z
f dA +

(=0)

1
5

(=0)

Z
dxdy +
!

(=1)

Z
f dA +

right side

3.2

lef t side

Z
f dA +

=
=

Z
f dA +

Z
(98 + 14z) dz +

(9 + 2y + 2z) dydz
1


7
7x + x2 + 2zx 0 dz +


5
9y + y 2 + 2zy 0 dz

(70 + 10z) dz
1


5 
3 
3
91y + 7y 2 0 + 91z + 7z 2 1 + 70z + 5z 2 1
630 + 336 98 + 255 75 = 1048.

Cylindrical polar coordinates

Figure 11:
What about if we wish to find the mass of a hollow cylinder S in Figure 11 whose surface density is
f (, , z) = 1 + z 2 ?
R
We use M ass = f dA, but what is dA? First we split the surface of the cylinder into three parts; the
S

top, the base and the curved surface (C.S.), so

Z
Z
Z
mass =
f dA +
f dA +
f dA.
top

base

17

C.S.

The top and the base are 2D surfaces, so as in Section 2 we have (see Figure 12)
Z

Z
f dd and

f dA =

f dd

f dA =

top

base

with z constant on both surfaces.

On the curved surface we have is constant, and in fact = a where a is the radius of the cylinder.
z
DA1 = (r Df) (Dz)
dA1 = r df dz
Df
r Df

DA1
Dz

DA2
Dr

r Df

x
DA2 = (r Df) (Dr)
dA2 = r df dr

Figure 12:
We know that dA is related to the area of a surface element on the curved surface of the cylinder see
figure 12.
So area = az and hence dA = addz.
Thus
Z

f dA =

f addz.
0

C.S.

So

mass =

f dd +
0

f dd +

f addz.
0

Since f = 1 + z 2 we have
Z
mass

1+ z
0

17 2
2 a d

dd +

1+ z
0

18a2 + 50 32 a.
18

dd +

1+z
0

Z
0

dd +
0
2

(=0)

Z 4


a
d +
2a 1 + z 2 dz
2
0
0
0


3 4
z
17a2 + a2 + 2a z +
3 0

17dd +
0

(=16)

0
2

=
=

2

addz

1 + z 2 addz

3.3

Spherical polar coordinates

DA= (r sinq Df) (r Dq)

dA= r2 sinq dq df

r sinq Df
Df

Dq

r Dq

Figure 13:
If we want to evaluate the integral of f (r, , ) over the surface of a sphere with radius R we note that
since r is constant (= R) and and vary on the surface of the sphere we have (see Figure 13)
= R R sin
= R2 sin

area of S.E.

and hence
dA = R2 sin dd.
Remark 4 The angle only varies from 0 to , while the angle varies from 0 to 2 (for the whole
surface of a sphere).

Example 3.2 Given a hollow sphere with centre at the origin, radius 2, with charge density f (R, , ) =
sin2 + cos2 , calculate the total charge on the surface of the sphere.
Solution: We have
Z
total charge

f dA

(f is charge density)

sin2 + cos2 R2 sin dd

=
0

1  22 sin dd

=
0

=
0

Z
=

4 sin []0 d
sin d

16.

19

3.4

Scalar and vector fields

A scalar (vector) field is a distribution of scalar values (vector values) on/in a specified surface/region in
space, such that there is a unique scalar (vector) associated with each point on/in the surface/region.
Examples of scalar fields are temperature in a room or pressure in a room.
Examples of vector fields are magnetic flux around a bar magnet or water velocity on the surface of a
river.

3.5

Flux of a vector field

The flux of a vector field F = Fx i+Fy j+Fz k (F = F e + F e + Fz ez , F = Fr er + F e + F e ),

through a surface S is equal to the surface integral of the component of F normal to the surface.
Mathematically we have that
Z

Z
F ndA

Fn dA =

Flux = =
S

where Fn denotes the component of F that points in the direction of n.

If n points out of the surface we have outward flux, if n point in to the surface we have the inward
flux.
Example 3.3 Evaluate the outward flux of F = 3e 2ez through the base of a cylinder centred at the
origin, with height H and radius R.
Solution:
On the base of the cylinder n = ez and hence
F n = (3e 2ez ) (ez )
=

(3)(0) + (0)(0) + (2)(1) = 2

Since

Z
F ndA

Flux = =
S

we have

Z
=

2dA.
S

But what is dA? On the base of a cylinder and vary and we have dA = dd so,
Z

Z
2dd =

Alternatively, since we know that the area of S =

R
S

 2 R

d = 2R2 .
2
2 0

dA, we have = 2 area of S = 2R2 .

If we want to calculate the outward flux of G = ze + cos()e ez through the curved surface of the
cylinder in Example 3.3, we have n = e and so
G n = (2ze + cos()e ez ) e
= (2z)(1) + cos()(0) + (1)(0)
= 2z

20

and hence the outward flux

Z

2zdA
S

H
2

2zRddz

=
H
2

H
2

0
2

2RzRddz
H
2

H
2

0
2

2R2 zddz

=
H
2

H
2

=
H
2
H
2

Z
=

 2 2
2R z 0 dz
4R2 zdz

H
2

4R2

=
=

4
4.1

z2
2

 H2
H
2

0.

Volume Integrals
Cartesian, cylindrical polar and spherical polar coordinates
z

DV= (r Df) (Dr) (Dz)

dV= rdr df dz
Df
r Df
Dr
Dz

y
x

Figure 14:

The integral of a function g(x, y, z), or g(, , z) or g(r, , ), over a 3D object is given by
21

Z
gdV
object

where dV is the limit of the volume of a small volume element in the object.
In Cartesian coordinates dV = dxdydz.
In cylindrical polar coordinates dV = dddz (see Figure 14).
In spherical polar coordinates dV = r2 sin()dddr (see Figure 15).
z

DV= (r sinq Df) (r Dq) (Dr)

dV= r2 sinq dr dq df

r sinq Df

Df

Dr

Dq

r Dq

Figure 15:

Volume integrals can be used to calculate the volume of 3D objects, or the mass or charge of/in a 3D
object. Also they can be used to calculate the moment of inertia of a 3D object. For the objects in Figure
16 we have:

0
a
x

H
b

0
x

Figure 16:
In cartesian coordinates
22

gdxdydz.

gdV =
0

In cylindrical polar coordinates

Z

gdddz.

gdV =
0

In spherical polar coordinates

Z

gr2 sin()drdd.

gdV =
V

Example 4.1 Evaluate the volume integral of g(r, , ) = 4r cos(/8) over a sphere centred at the origin
with radius 2.
Solution: We have
Z

g(r, , )r2 sin()drdd

f (, , z)dV =
sphere

with g(r, , ) = 4r cos(/8). Thus

Z

Z
f (, , z)dV

sphere

Z

4r3 cos(/8) sin()drdd

 Z

cos(/8)d
2
[8 sin(/8)]0

 Z
sin()d

[ cos()]0

4r3 dr

 4 2
r 0

=
=

4.2


1
8 0 ((1 1)) (16 0)
2
256
.
2

Moment of Inertia

p
The moment of inertia of a mass m about the z-axis is given by I = m2 , where = x2 + y 2 is the
distance from the z-axis.
The moment of inertia of a solid object V about the z-axis is equal to the sum of the moments of inertia
of the individual volume elements in the object.
Since the volume elements are small we can approximate their mass by their volume multiplied by the
density at their mid points pi . Also we can approximate their distance from the z-axis by the distance of
their mid points pi from the z-axis.
Hence the moment of inertia of a volume element is approximated by
Ii = 2 M ass ' f (pi )Vi 2i .
Thus we have that the moment of inertia I is such that
I'

N
X
i=1

Ii =

N
X

f (pi )Vi 2i

object

i=1

23

f 2 dV.

Example 4.2 Calculate the moment of inertia of a cylinder with radius 1, height H, centre the origin
and density f = z 2 .
Solution: We have
H
2

Z
I

2 z 2 dddz

=
H
2
H
2

4 z 2 dddz

=
H
2
H
2

=
H
2
H
2

=
H
2
H
2

Z
=

H
2


=
=

5
5.1

5
5

1

z 2 ddz

1 2
z ddz
5

2 2
z dz
5
 H2

2 3
z
15

H
2

H 3
.
120

Line Integrals
Work done by a force

Figure 17:
Line integrals are used to calculate the work done by a force F (or a vector field) F = Fx i+Fy j+Fz k, on

a particle in moving it along a curve C = AB see Figure 17.

The work done by a constant force F on a body undergoing linear displacement is given by the distance
|AB| multiplied by the component of F in the direction AB, i,e, in the direction S, see Figure 18.
Thus we have
W = F S = |F| |S| cos()
and since
b + Fs S
b
F = Fs S
with
Fs = |F| cos()
24

e
S
F

q
S

Figure 18:
we have
W = Fs |S| .
For a non-constant force F acting on a particle moving along a non-linear path C we can approximate
the work done by approximating the path C by small linear path segments, and then on each of these
segments we can approximate the force F by the value of F at the start of each linear segment (i.e. by a
constant value).

Figure 19:
On the ith segment along the curve that has start point at ri = xi i + yi j + zi k and at end point
ri+1 = xi+1 i + yi+1 j + zi+1 k (see figure 19), we have that the work done by the constant force F(ri ) in
moving a particle along the segment is
Wi = F(ri ) ri .
So
W

Wi =

F(ri ) ri .

In the limit as the size of the line segments tends to zero, we have
Z
W =
F(r) dr.
C

25

Since F = Fx i+Fy j+Fz k and r = xi + yj + zk we have

F dr = (Fx i+Fy j+Fz k) (dxi + dyj + dzk)
= Fx dx + Fy dy + Fz dz.
Hence
Z
W =

Fx dx + Fy dy + Fz dz.

(5.5)

We need to write (5.5) as a definite integral involving a single variable, say x, y, z, t or .

5.2

Line integrals in the x-y plane

plane z=3
y=x/2
B

Figure 20:
Example 5.1 Calculate the work done by F = 3yi 5xj+100xyk on a particle moving along the path
AB shown in Figure 20.
Solution: On the path AB we have y = 21 x and z = 3 and hence
We can write (5.5) as a definite integral in x:
Z
W =

XB

Fx dx + Fy dy + Fz dz =
C

(Fx (x)
XA

dy
dx

1
2

and

dz
dx

= 0.

dx
dy
dz
+ Fy (x)
+ Fz (x) )dx
dx
dx
dx

where XA is the x coordinate at the start point A and XB is the x coordinate at the end B.
Thus XA = 0 and XB = 4. Furthermore since
Fx (x) = 3y =
and

3
x, Fy (x) = 5x, Fz (x) = 100xy = 50x
2

dx
dy
1
dz
= 1,
=
and
=0
dx
dx
2
dx

we have
4


 

3
1
x (1) (5x)
+ (50x)(0) dx
2
2
0
 2 4
Z 4
x
=
xdx =
= 8.
2 0
0
Z



26

Remark 5
1. The line integral of a vector field F along a path P = P1 + P2 can be written as
Z

F dr =

F dr+

2.
Z

P2

F dr =
A

F dr.

P1

F dr.
B

plane x=-1
C(2,1)
P2
P1

A(0,0)

B(2,0)

Figure 21:
Example 5.2 Calculate the work done by F = 3xi + 5xj 2k on a particle moving along the path
Ac = AB + BC shown in Figure 21.
Solution: We have
Z C

F dr =

F dr+

A
B

F dr
B

Z
=

Fx dx + Fy dy + Fz dz +
A

Fx dx + Fy dy + Fz dz.
B

On path P1 we have
x = 1, z = 0

dz
dx
= 0 and
=0
dy
dy

x = 1, y = 2

dx
dy
= 0 and
= 0.
dz
dz

and on path P2 we have

Thus we have
B

YB

F dr =
A
C

(Fx (y)
YA
ZC

dy
dz
dx
+ Fy (y)
+ Fz (y) )dy
dy
dy
dy

dx
dy
dz
+ Fy (z)
+ Fz (z) )dz
dz
dz
dz
B
ZB
Z B
Z 2
Z 2

F dr =
((3x)(0) + (5x)(1) (2)(0))dy =
5dy = 10
F dr =

A
C

(Fx (z)

Z
F dr =

0
1

Z
((3x)(0) + (5x)(0) (2)(1))dz =

2dz = 2
0

27

and hence

F dr = 10 2 = 12.
A

Example 5.3 Calculate the work done by F = yi + xj on moving a particle along the path AB shown
in Figure 22.

y
B(0,2)

z=constant

A(2,0)

Figure 22:
Solution: The work done is given by
Z

Z
F dr =

W =

XB

Fx dx + Fy dy =

(Fx (x)
XA

and since

dy
dx
+ Fy (x) )dx
dx
dx

dy
1
x
= (4 x2 )(2x) =
1
dx
2
(4 x2 ) 2

y = (4 x2 ) 2
we have
Z
W

XB

=
=

XA
Z 2



2 12
(4 x ) (1) + (x)



x
1

(4 x2 ) 2

1
1
(4 x2 ) 2 x2 (4 x2 ) 2 dx.

dx

This is not an easy integral to solve, so hopefully there is a better way of calculating W .

5.3

Parametric Equations

Any path in 3D may be expressed in terms of three parametric equations x(t), y(t) and z(t) that involve
a parameter t that varies from t1 to t2 such that
x(t1 ) = x1 , y(t1 ) = y1 , z(t1 ) = z1 , x(t2 ) = x2 , y(t2 ) = y2 and z(t2 ) = z2 .
We have (see Figure 23)
Z

P2

t2

F dr =
P1

(Fx (t)
t1

dx
dy
dz
+ Fy (t)
+ Fz (t) )dt.
dt
dt
dt

Example 5.3 (continued)

Using polar coordinates we can write the curve C = AB in terms of three parametric equations

28

P2 =(x2,y2,z2)

P1 =(x1,y1,z1)

Figure 23:

x = 2 cos , y = 2 sin , z = constant

dy
dz
dx
= 2 sin ,
= 2 cos ,
= 0.

d
d
d
When = 0 x = 2, y = 0 and z = constant and hence we are at point A. While when =
y = 2 and z = constant hence we are at point B.
Thus we have
Z

F dr =
A

(y
A

x = 0,

dy
dx
+ x )d
d
d

[(2 sin )(2 sin ) + (2 cos )(2 cos )] d

0

(4 sin2 + 4 cos2 )d

Z
=

4d = 2.
0

Example 5.4 Evaluate the integral of F = 2xi + 3zj 5k along the curve given parametrically by
x(t) = t, y(t) = 2t, z(t) = t2
where t varies from 0 to 1.
Solution: Since
x(t) = t, y(t) = 2t, z(t) = t2
dx
dy
dz

= 1,
= 2,
= 2t
dt
dt
dt

29

we have
Z

t2

Z
F dr =

(Fx (t)
t1
1

dx
dy
dz
+ Fy (t)
+ Fz (t) )dt
dt
dt
dt

[(2x)(1) + (3z)(2) + (5)(2t)] dt

=
0
1

(2t 6t2 + 10t)dt

=
0
1

(12t 6t2 )dt

=
0

 2
1
6t 2t3 0 = 4.

5.4

Path dependence/independence

A line integral of a field/force F from a point A to a point B is said to be path dependent if it depends
on the path taken to get from A to B, otherwise it is said to be path independent. If the line integral of
F is path dependent F is non conservative.

y
B(0,2)

P1
P2
A(2,0)

Figure 24:
Example 5.5 By considering two paths that start from A = (2, 0) and end at B = (0, 2) (see Figure 24),
show that the line integral of the vector field F = yi + xj is path dependent.
Solution: From Example 5.3 we have that
Z
F dr = 2.
P2

While on P2 we have
Z

F dr =
P2

XB

Fx dx + Fy dy =
A

(Fx (x)
XA

Since the path P2 is defined by y = 2 x we have

Z

= 1 and hence

F dr =
P2

dy
dx

dx
dy
+ Fy (x) )dx.
dx
dx

[(y)(1) + (x)(1)] dx
2

[(2 x) x] dx

=
2

Z
=
2

2dx = [2x]2 = 4.
30

R
R
So P1 F dr 6= P2 F dr and hence the integral of F is path dependent which tells us that F is nonconservative.

5.5

Closed curves (loops)

C2

rB

rA

C1

Figure 25:
For a closed curve C that comprises of the path C1 from rA to rB (see Figure 25) and the path C2 from
rB to rA , we have that the line integral of F around the closed curve (loop) C is given by
Z
I
Z
F dr.
F dr+
F dr=
C

C1

C2

The circle around the integral of C indicates that C is a closed curve.

5.6

Conservative fields (or forces)

Remark 6
1. The line integral of a conservative field from a point A to a point B is path independent,
i.e. it only depends on the initial point A and the end point B.
2. The line integral of a conservative field around any closed loop is always equal to zero, i.e.
I
F dr =0

(5.6)

for a conservative field F and for any closed curve C.

H
3. If C G dr 6=0 then G is non conservative.
H
4. If C G dr =0 then G is might be conservative.
Example 5.6 Show that a conservative force F satisfies (5.6).
Solution:
H
R
R
RB
RA
R
Since C F dr= C1 F dr+ C2 F dr and A F dr = B F dr, and for a conservative field C1 F
R
dr = C2 F dr, we have the following for any conservative field.
I

F dr =
C

F dr+
C1

F dr
C2

F dr+
C2

F dr = 0.
C2

Example 5.7 Calculate the line integral of F = x2 i + yj along the two paths C1 = AP + P B and C2
shown in Figure 26. Say if the field F could be a conservative field.
31

y
B(1,1)
C2

P(1,0)

A(0,0)

Figure 26:
Solution:
The path C1 consists of the two straight line paths AP and P B. On the first path AP, y = 0 and x
dy
= 0.
varies from 0 to 1 dx
On the second path P B, x = 1 and y varies from 0 to 1 dx
dy = 0.
Hence we have
P

F dr =
C1

F dr+

F dr

A
Z XP

Z YB
dy
dy
dx
dx
+ Fy (x) )dx +
+ Fy (y) )dy
(Fx (y)
dx
dx
dy
dy
YP
XA
Z 1
Z 1
 2

 2

=
(x )(1) + (y)(0) dx +
(x )(0) + (y)(1) dy
=

(Fx (x)

0
1

x2 dx +

=
0

On C2 , y = x

dy
dx

ydy
0

x3
3


=

1


+

y2
2

1

1 1
5
+ = .
3 2
6

=
0

=1
Z

Z
F dr =

C2

Fx dx + Fy dy
B
Z XA

dx
dy
+ Fy (x) )dx
dx
dx
XB
Z 0
 2

=
(x )(1) + (y)(1) dx

(Fx (x)

1
0

(x2 + x)dx

=
1


=

x3
x2
+
3
2

Since the path C1 + C2 is a closed curve with

I
Z
F dr =
C1 +C2

0
1

5
= .
6
Z

F dr+

C1

5 5
=0
6 6
32

F dr
C2

it follows that F may be conservative.

Partial derivatives
(x,t)

F(x,t)
(x,t+h)

t
(x+h,t)
x

Figure 27:
The partial derivative of a function F (x, y, z, t, ...) with respect to x is defined by F
x and is evaluated by
treating the other variables as constant and differentiating with respect to x. Consider a function of two
F
variables F (x, t), the partial derivatives F
x and t at a given point (x, t) of a function F (x, t), represent
the slopes of the 3D graph y = F (x, t) in the direction of the x-axis and the t-axis at the given point
(x, t) (see figure 27). We define
F
F (x + h, t) F (x, t)
= lim
(6.7)
h0
x
h
and
F
F (x, t + h) F (x, t)
= lim
.
(6.8)
h0
t
h
Example 6.1 Given that f (x, y, t) = 3x2 tey find

f f
x , t

and

f
y .

Solution: We have
f
x
f
t
f
x

6.1

=
=
=

d 2
x = (3tey )(2x) = 6tey x
dx
d
3x2 ey t = 3x2 ey
dt
d
3x2 t ey = 3x2 tey .
dy
3tey

The chain rule for partial derivatives

For a function f (u(x, y, t)) we have

df u

df u

df u
f (u(x, y, t)) =
,
f (u(x, y, t)) =
and
f (u(x, y, t)) =
.
x
du x y
du y
t
du t
Example 6.2 For f = cos(3x2 y) find

f
x .

33

(6.9)

Solution: Setting u = 3x2 y we have

cos(3x2 y) = cos u

with

df
u
= sin u, and
= 6xy.
du
x

Hence from the chain rule (6.9) we have

f
= 6xy sin(3x2 y).
x

6.2

Higher order partial derivatives

From the example above we see that partial derivatives of a function F (x, y, t) are also functions of x, y
and t, and so can be partially differentiated themselves.
Second order partial derivatives take the following form
2F
x2
2F
yx
2F
y 2
2F
xy

=
=
=
=

F
x x
F
y x
F
y y
F
.
x y

Example 6.3 For F (x, y) = 3ex cos 2y calculate

F F 2 F 2 F 2 F
2F
,
,
,
,
and
.
x y x2 yx y 2
xy
Solution: We have

F
F
= 3ex cos 2y,
= 6ex sin 2y
x
y

and
2F
x2
2F
yx
2F
y 2
2F
xy

=
=
=
=

F
x x
F
y x
F
y y
F
x y

(3ex cos 2y) = 3ex cos 2y

x

=
(3ex cos 2y) = 6ex sin 2y
y

=
(6ex sin 2y) = 12ex cos 2y
y

=
(6ex sin 2y) = 6ex sin 2y.
x
=

Remark 7 It is always the case that

2F
2F
=
.
xy
yx

34