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Multivariable Calculus
with Vectors

HARTLEY ROGERS, Jr.

Massachusetts Institute of Technology

PRENTICE HALL / Upper Saddle River, New Jersey 07458

Contents
1

Euclidean Geometry in Three Dimensions

1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8

Vectors 23
Applications of Vectors 25
Some Geometrical Definitions 27
The Four Operations of Vector Algebra 27
Proving the Laws of Vector Algebra 34
Applications of Vector Operations 35
Vector Proofs in Geometry 36
Problems 37
40

Cartesian Coordinates in E 40
Vectors in Cartesian Coordinates 41
Coordinate Formulas for the Vector Operations 42
Frames and the Frame Identity 46
Applications 48
Triple Products 49
Review of 2x2 and 3x3 Determinants; Cramer's Rule
Problems 56

Analytic Geometry in Three Dimensions

4.1
4.2
4.3
4.4
4.5
4.6

23

Vector Algebra with Cartesian Coordinates

3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8

Introduction; Euclidean Geometry in Two Dimensions

Points, Lines, and Planes 4
Parallelism 6
Angles and Perpendicularity 8
Projections 11
Figures in E3 13
Synthetic Geometry 17
Problems 19

Geometric Vectors and Vector Algebra

2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8

61

Review of Analytic Geometry in E ; Conic Sections

Planes in E3 66
Applications 69
Lines in E3 71
More Applications 75
Quadric Surfaces 78
vn

52

61

viii

Contents
4.7
4.8
5

Calculus of One-Variable Vector Functions

5.1
5.2
5.3
5.4
5.5
5.6
5.7
5.8
5.9

Curves
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
6.9

101

113
Curves and Paths 113
Finding a Path for a Curve 117
Unit Tangent Vectors; Smoothness 119
Arc Length; Geometric Properties 123
Jordan Curves 127
Curvature; Unit Normal Vectors 128
Moving Frame, Formulas for K and N 130
Torsion 134
Problems 136
141

Cylindrical Coordinates 141

Defining Equations 143
Coordinate Surfaces and Coordinate Curves 144
Coordinate Vectors and Coordinate Frames 146
Paths, Velocity, and Acceleration 148
Motion under a Central Force 151
Motion under an Inverse-square Central Force 153
Problems 157

Scalar Fields and Scalar Functions

8.1
8.2
8.3
8.4
8.5
8.6

90

One-variable Vector Functions 90

Limits and Continuity 91
Derivatives 95
Differentiation Rules 98
Derivatives of Unit Vectors 100
An Application: Motion of a Center of Mass
Indefinite Integrals 103
Definite Integrals 106
Problems 110

Cylindrical Coordinates
7.1
7.2
7.3
7.4
7.5
7.6
7.7
7.8

Changing from One Cartesian System to Another in E2

Problems 86

161

Scalar Fields and Vector Fields 161

Visualizing a Scalar Field 163
Directional Derivatives 165
Scalar Functions 166
Partial Functions 170
Partial Derivatives 171

80

Contents
8.7
8.8
8.9

12

210

Physical Variables and Their Derivatives 210

The Chain Rule in Multivariable Calculus 214
Proof of the Chain Rule 217
Terminology for the Chain Rule 218
Formal Derivatives; Variant Forms 220
Higher Derivatives by the Chain Rule 223
Problems 225

Using the Chain Rule

11.1
11.2
11.3
11.4
11.5
11.6
11.7
11.8

228

Differential Notation 228

The Elimination Method 230
Implicit Differentiation in Elementary Calculus 233
Implicit Differentiation in Multivariable Calculus 235
Examples and Applications 241
Normal Vectors to Surfaces 245
Proof that the Elimination Method is Valid 247
Problems 249

Maximum-Minimum Problems
12.1
12.2
12.3
12.4
12.5
12.6
12.7

182

Linear Approximation for One-variable Functions 182

Linear Approximation for Multivariable Functions 186
Proof of the Linear-approximation Theorem 191
Finding Directional Derivatives; the Gradient Vector 192
Facts about the Gradient Vector 195
Examples and Applications 197
Differentiability 200
Equality of Cross-derivatives 201
Counterexamples 204
Problems 206

The Chain Rule

10.1
10.2
10.3
10.4
10.5
10.6
10.7

11

Limits and Continuity 174

Counterexamples 177
Problems 179

Linear Approximation; the Gradient

9.1
9.2
9.3
9.4
9.5
9.6
9.7
9.8
9.9
9.10

10

IX

254

Global Problems and Local Problems 254

The Max-Min Existence Theorem 257
Critical Points 260
Derivative Tests at Critical Points 262
Complete Solutions to Maximum-Minimum Problems
Proof for the Two-variable Derivative Test 269
Problems 272

267

Contents
13

Constrained Maximum-Minimum Problems

13.1
13.2
13.3
13.4
13.5
13.6
13.7
13.8

14

15

297

Definite Integrals in One-variable Calculus 297

Scalar-valued Multiple Integrals 299
Applications of Scalar-valued Integrals 303
Laws; the Existence Theorem 305
Evaluating Multiple Integrals from the Definition
Vector-valued Multiple Integrals 310
Applications of Vector-valued Integrals 311
An Example 313
Uniform Continuity 314
Existence for Multiple Integrals 315
Problems 319

Iterated Integrals
15.1
15.2
15.3
15.4
15.5
15.6
15.7
15.8
15.9

16

Constrained Problems 274

The Lagrange Method for One Constraint 276
The Lagrange Method for Two Constraints 281
Significance of Multipliers; Derivative Tests 283
A Further Example 285
The Parametric Method for Constrained Problems 287
Boundary-point Analysis for Unconstrained Problems 291
Problems 293

Multiple Integrals
14.1
14.2
14.3
14.4
14.5
14.6
14.7
14.8
14.9
14.10
14.11

274

307

322

Iterated Integrals 322

Evaluating Double Integrals on Simple Regions; Fubini's Theorem 326
Evaluating Double Integrals on Regular Regions 328
Evaluating Triple Integrals on Simple Regions 330
Evaluating Triple Integrals on Regular Regions; Rods and Slices 331
Setting up Iterated Integrals 333
Examples 335
Proving Fubini's Theorem 337
Problems 340

Integrals in Polar, Cylindrical, or Spherical Coordinates

16.1
16.2
16.3
16.4
16.5
16.6

Cylindrical Coordinates, Polar Coordinates, and Spherical

Coordinates 342
Iterated Integrals in Polar Coordinates 344
Setting up Integrals in Polar Coordinates 347
Iterated Integrals in Cylindrical Coordinates 348
Setting up Integrals in Cylindrical Coordinates 351
Iterated Integrals in Spherical Coordinates 353

342

Contents
16.7
16.8
16.9
17

18.5
18.6
18.7
18.8
18.9
18.10

20

384

Vector Fields; Gradient Fields 384

Vector Fields in Cartesian Coordinates 386
Visualizing a Vector Field 388
Limits, Continuity, Differentiability, and Algebraic Combinations of
Vector Fields 390
Derivative Test for Gradient Fields 393
Vector Fields in Non-Cartesian Coordinates 394
Five Examples in E2 396
Time-dependent Fields and Steady-state Fields 399
Directional Derivatives for Vector Fields 400
Problems 402

Line Integrals
19.1
19.2
19.3
19.4
19.5
19.6
19.7
19.8

404

Integrals on Curves 404

Scalar Line Integrals 405
Evaluating Scalar Line Integrals 407
Vector Line Integrals 411
Evaluating Vector Line Integrals 415
Other Integrals on Curves 419
Examples and Applications 421
Problems 423

Conservative Fields
20.1
20.2
20.3
20.4

362

Curvilinear Coordinates 362

Coordinate Curves, Surfaces, and Unit Vectors 364
The Jacobian 367
Change of Variables for Multiple Integrals 371
Examples 373
The Inverse Jacobian 377
Duhamel's Principle 378
Problems 381

Vector Fields
18.1
18.2
18.3
18.4

19

Setting up Integrals in Spherical Coordinates 356

The Parallel-axis Theorem for Moments of Inertia 358
Problems 360

Curvilinear Coordinates and Change of Variables

17.1
17.2
17.3
17.4
17.5
17.6
17.7
17.8

18

XI

425

Independence of Path; Conservative Fields 425

The Conservative-field Theorem 429
Integration in a Conservative Field 431
Finding a Potential: the Line-integral Method 432

xii

Contents
20.5
20.6
20.7
21

Surfaces
21.1
21.2
21.3
21.4
21.5
21.6
21.7
21.8
21.9

22

24

Parametric Representation of Surfaces 444

Elementary Surfaces; Smoothness 447
The Parametric Normal Vector w 450
Surface Area 454
Finite Surfaces 458
Sidedness; Closed Surfaces 460
Connectivity 462
Curvature 463
Problems 465
468

Integrals on Surfaces 468

Scalar Surface Integrals 469
Evaluating Scalar Surface Integrals 470
Directed Surfaces; Vector Surface Integrals
Evaluating Vector Surface Integrals 479
Other Integrals on Surfaces 482
Examples 484
Problems 485

Measures and Densities

23.1
23.2
23.3
23.4
23.5
23.6
23.7
23.8
23.9

475

487

Elementary Regions and Regular Regions in E2 and E3 487

Finite Measures in E2 or E3; Integral Measures 490
The Density of a Measure 492
The Circulation Measure for a Vector Field F in E2 495
The Flux Measure for a Vector Field F in E3 497
Surface Measures; the Circulation Measure for F in E3 499
Singular Measures 502
Counterexamples 503
Problems 507

Green's Theorem
24.1
24.2
24.3
24.4

435

444

Surface Integrals
22.1
22.2
22.3
22.4
22.5
22.6
22.7
22.8

23

Finding a Potential: the Indefinite-integral Method

Exact Differential Equations 439
Problems 442

509

The Rotational Derivative in E2 509

The Rotational Derivative in Cartesian Coordinates
Green's Theorem 516
A Converse Derivative Test for E2 520

512

Contents
24.5
24.6
24.7
24.8
25

28

The Divergence in E3 531

The Divergence in Cartesian Coordinates
The Divergence Theorem 538
Examples and Applications 541
Divergenceless Fields 543
The V Notation for Divergence 546
Proof of the Divergence Theorem 549
Flux and Divergence in E2 551
Problems 553
556

558

581

Leibnitz's Rule 581

Vf , V-F, and VxF in Curvilinear Coordinates 584
Invariant Formulas 587
The Laplacian; Harmonic Functions; Poisson Inversion 592
Vector Potentials 596
Algebraic Rules for V 599
Properties of Vector Fields 601
Helmholtz's Theorem 602
Other Theorems and Definitions 603
Problems 606

Physical Applications
28.1

535

Rotational Derivatives in E 556

Rotational Derivatives in E3 in Cartesian Coordinates
The Curl of a Vector Field 560
Stokes's Theorem 565
Irrotational Fields in E3 570
A Converse Derivative Test for E3 572
The V Notation for Curl 574
Proof of Stokes's Theorem 575
Problems 578

Mathematical Applications
27.1
27.2
27.3
27.4
27.5
27.6
27.7
27.8
27.9
27.10

526

531

Curl and Stokes's Theorem

26.1
26.2
26.3
26.4
26.5
26.6
26.7
26.8
26.9

27

Irrotational Fields in E2 522

Proof of Green's Theorem 524
The Rotational Derivative in Polar Coordinates
Problems 528

The Divergence Theorem

25.1
25.2
25.3
25.4
25.5
25.6
25.7
25.8
25.9

26

xm

Improper Integrals

609
609

r
xiv

Contents
28.2
28.3
28.4
28.5
28.6
28.7
28.8
29

Vectors and Matrices

29.1
29.2
29.3
29.4
29.5
29.6
29.7
29.8
29.9
29.10

30

623

632

The Space R ; n-vectors 632

Vector Operations in Rn 634
Vector Algebra in Rn 637
Vector Geometry in Rn 638
Matrices; Column-vectors and Row-vectors 640
Matrix Operations: Multiplication by a Scalar; Addition 642
Matrix Operation: Multiplication of a Matrix Times a Column
Vector 643
Matrix Operations: Transposition; Inner Product 643
Special Matrices; Laws of Matrix Algebra 645
Problems 646

Solving Simultaneous Equations by Row-reduction

30.1
30.2
30.3
30.4
30.5
30.6
30.7
30.8
30.9
30.10

31

Gravitational Fields in Empty Space 611

Gravitational Fields within Matter 617
Fluid Flow 621
Electromagnetic Fields; Maxwell's Equations
Heat Flow 628
Quantum Mechanics 629
Problems 630

Systems of Simultaneous Linear Equations 648

Geometry of Solution-sets for Systems with Two or Three Unknowns
Elementary Operations and Row-reduction 654
Row-reducing a Matrix 655
Solving Homogeneous Systems 658
Solving Inhomogeneous Systems 661
The Rank of a Matrix; Uniqueness of Row-reduced Form 664
General Solutions 665
Integer Solutions; Balancing Chemical Equations 667
Problems 671

Determinants
31.1
31.2
31.3
31.4
31.5
31.6
31.7
31.8
31.9

648

674

Laplace Expansions and nxn Determinants 674

Basic Properties of Determinants 678
Evaluating Determinants 678
Cramer's Rule 681
Vector Product for n-vectors 684
Proof of the Fundamental Theorem on Laplace Expansions
Proofs of the Basic Properties of Determinants 687
Hypervolume of Regions in Rn 689
Problems 691

686

653

Contents
32

Matrix Algebra
32.1
32.2
32.3
32.4
32.5
32.6
32.7
32.8
32.9
32.10

33

693

Matrix Multiplication 693

Properties of Matrix Multiplication 695
Inverses of Square Matrices 698
Inverting by Formula 702
Inverting by Row-reduction 793
Calculating with Determinants and Matrices 705
Determinants and Matrix Multiplication 707
Eigenvectors and Eigenvalues for Square Matrices 708
Changing Cartesian Axes; Orthogonal Matrices 713
Problems 719

Subspaces and Dimension

33.1
33.2
33.3
33.4
33.5
33.6
33.7
33.8
33.9
33.10

34

xv

Vector Subspaces 721

Affine Subspaces 725
Linear Independence 726
Bases for Vector Subspaces 728
Linear Dependence in Row-reduction; Dimension 730
Subspaces and Solution-sets 733
Column-space and Row-space; Theorems on Rank 736
Linear Dependence Calculations 737
Orthonormal Bases 739
Problems 743

Topics in Linear Algebra

34.1
34.2
34.3
34.4
34.5
34.6

721

744

Introduction 744
The space E n; n-dimensional Euclidean Geometry
Non-constructive Definitions 749
Linear Transformations 750
Quadratic Forms and Principal Axes 753
Problems 766

Answers to Selected Problems

Index

781

767

744