JIM 211-Intensive Course - 2017 PDF

12/29/2016
Intensive Course (17 January 2017 8 February 2017)

JIM 211 ADVANCED CALCULUS
19/01/2017 (Thursday) 9-11 pm
Academic Year 2016/2017 25/01/2017 (Wednesday) 9-11 am
Intensive Course 02/02/2017 (Thursday) 9 pm PB (Test)
PB (TEST) Assignment 1
5 questions, answer all, 1.5 hours
NO formula will be given Chapter 15 : Functions of Several Variables
- Sequence (boundedness, monotonicity, convergence) 15.1 Elementary Examples

15.2 A Brief Catalogue of the Quadric Surfaces; Projections
- LHpitals rule
15.3 Graphs; Level Curves and Level Surfaces
- Partial sum of series 15.4 Partial Derivatives
- Series converges or diverges (convergence tests) 15.5 Open and Closed Sets
- Maclaurin expansion 15.6 Limits and Continuity; Equality of Mixed Partials
- Radius of convergence
Chapter 15 Chapter 15
15.1 Elementary Examples (page 748) Example:

Let D be a nonempty subset of the plane. A function
f that assigns a real number (, ) to each point on D is , = ln
called a real-valued function of two variables. The set D is
Domain = , : > 0
called the domain of f, and the set of all values (, ) is
called the range of f. Range = , : (, ) or (, )
The same applies to real-valued function of three

variables.
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15.2 A Brief Catalogue of the Quadric Surfaces(page 751) (b) The Hyperboloid of One Sheet
(a) The Ellipsoid

+ =1

+ + =1

The surface is unbounded
Centered at the origin
The surface is bounded
Symmetric about the three coordinate planes
Centered at the origin
Intersects the coordinate axes at four points (, 0,0),
Symmetric about the three coordinate axes
Intersects the coordinate axes at six points (six (0, , 0)
vertices) (, 0,0), (0, , 0), (0,0, )
(c) The Hyperboloid of Two Sheets (d) The Elliptic Cone

+ = 1 + =

The surface consists of two parts The surface is unbounded

Each of the two parts is unbounded Symmetric about the three coordinate
Centered at the origin planes
Symmetric about the three coordinate planes Intersects the coordinate axes at the origin
Intersects the coordinate axes at the two vertices
(0,0, )
(e) The Elliptic Paraboloid (f) The Hyperbolic Paraboloid

+ = =

The surface is unbounded above The origin is called a minimax or saddle point
The origin is called vertex Symmetric about the plane and about the
Symmetric about the plane and about the plane
plane
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(g) The Parabolic Cylinder (h) The Elliptic Cylinder
= 4
+

=1

The surface is formed by all lines
= 4 that pass
The surface is formed by all lines that pass through the
through the parabola and are perpendicular to the
plane ellipse + = 1 and are perpendicular to the

plane
(i) The Hyperbolic Cylinder Projections (page 756)

Suppose that !" : = (, ) and ! : = #(, ) are

=1 surfaces in three-space that intersect in a space curve $.

The surface has two parts, each generated by a branch of The set of all points (, , 0) with , = #(, ) is
called the projection of $ onto the plane.
the hyperbola =1

15.3 Graphs; Level Curves and Level Surfaces (page 758)

Example 1 (page 756):
Graphs
The paraboloid of revolution = + and the plane Example 1 (page 758) Example 2 (page 758)
= 2 + 3 intersect in a curve $. The projection of $ = + =
onto the plane is the circle of radius 2 centered at
(0,1,0).
The equation is
+ = 2 + 3
+ ( 1) = 4
Example 3 (page 758-759)

(
= ' ( + )
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Level Curves (page 759) Example 5(page 760)

Suppose that is a nonconstant Function , = +
function defined on some portion Let , = , we have + = , 0
of the plane.
The level curves are circles centered at the origin with
If is a value in the range of , radius (
then we can sketch the curve
, = . Such a curve is called
level curve for
It can be obtained by intersecting the graph of

with the horizontal plane = and then projecting
that intersection onto the plane
Example 6 (page 760) Level Surfaces (page 762)

# , = 4 Suppose that a function of three variables, * =
(, , ). If is a value in the range of , then we can
The level curves are parallel lines of the form sketch the surface , , = . Such a surface is called
4 = level surface for .
Example 9 (page 763)

For , , = + + , + $ , the level surfaces are
parallel planes
+ + , + $ =
15.4 Partial Derivatives

Example 10 (page 763)
( Functions of Two Variables (page 767)
For # , , = + + , the level surfaces are
concentric sphere Definition 15.4.1 Partial Derivatives (two variables)
+ + = Let be a function of two variables , . The partial
derivatives of with respect to and with respect to
are the functions and defined by setting
+ , (, )
(, ) = lim
/1
, + (, )
(, ) = lim
/1
provided these limits exist.
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Example (Exercise 15.4, Q14, page 772): A Geometric Interpretation (page 768)
, = + sin( ) A surface = (, ) sliced by a plane = 1 parallel to
the -plane. The plane = 1 intersects the surface in a
4 4 curve, the 1-section of the surface.
= + sin( ) + sin( ) ( + )
4 4
The 1-section of the surface is the graph of the function
= + cos + sin( )
# = (, 1 )
4 4 Differentiating with respect to , we have

= + sin( ) + sin( ) ( + )
4 4 # = (, 1 )
= + cos + sin( )
In particular
# 1 = (1 , 1 )
The number (1 , 1 ) is the slope of the 1-section of

the surface = (, ) at the point 9(1 , 1 )
The 1 -section of the surface is the graph of the function

= (1 , )
Differentiating with respect to , we have, at (1 , 1 ),
= (1 , )
This is the slope of the 1 -section of the surface =
(, ) at the point 9(1 , 1 )
Functions of Three Variables (page 769) Example (Exercise 15.4, Q8, page 772):
;
Definition 15.4.2 Partial Derivatives (three variables) :=

Let be a function of two variables , , . The partial
derivatives of with respect to , with respect to , and
<: ;
with respect to are the functions , , defined by =
<
setting
+ , , (, , )
(, , ) = lim <: ;
/1 =
, + , (, , ) < 2 =
(, , ) = lim
/1
, , + (, , ) <: ;
(, , ) = lim =
/1 <
provided these limits exist.
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Other Notations (page 770) 2. The subscript notation is not the only one used in
partial differentiation. A variant of Leibnizs double-4
1. There is no need to restrict ourselves to variable , , . notation is also commonly used. In this notation the
Where more convenient, we use other letters. partials , , are denoted by
Example 7 (page 771) < < <

, ,
1 < < <
> , ', = ? + ' + '
3
Therefore 3. The above notation is not restricted to the letters
1 , , . For instance, we can write
>@ , ', = ? 2 + '
3 <
1 ' cos B + ; CA = 2' cos B + B; CA
>A , ', = ? + 2' <'
3
1 <
>/ , ', = ? + ' + ' ' cos B + ; CA = ' sin B + '; CA
3 <B
15.5 Open and Closed Sets (page 774) Points in the domain of a function of several variables can
be written in vector notation.
A neighborhood of a real number 1 is by definition a set
of the form : 1 < E where E is a positive (two-variable case) x = (, )
(three-variable case) x = (, , )
number.
Definition 15.5.1 Neighborhood of a Point (page 774)
An open interval centered at 1 is
A neighborhood of a point H 1 is a set of the form
1 E, 1 + E
H: H H 1 < E
If we remove 1 form the set, we obtain the set where E is positive number.
1 E, 1 1 , 1 + E
If we remove H 1 from the set, we have
Such a set is called a deleted neighborhood of 1
H: 0 < H H 1 < E
Such a set is called a deleted neighborhood of H 1
Definition 15.5.2 The Interior of a Set (page 774) Definition 15.5.4 Open Set (page 775)
A point H 1 is said to be an interior point of the set ! if the A set ! is said to be open if it contains a neighborhood of
set ! contains some neighborhood of H 1. The set of all each of its points.
interior points of ! is called the interior of !
interior point Thus
not interior
Example 1 point, boundary - A set ! is open provided that each of its points is an
(page 775): point interior point
- A set ! is open provided that it contains no boundary
point
Definition 15.5.3 The Boundary of a Set (page 775)
A point H 1 is said to be a boundary point of the set ! if Definition 15.5.5 Closed Set (page 775)
every neighborhood of H 1 contains points that are in ! A set ! is said to be closed if it contains its boundary
and points that are not in !. The set of all boundary points
of ! is called the boundary of !
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Two-Dimensional Examples 15.6 Limits and Continuity; Equality of Mixed Partials

!" = , : 1 < < 2, 1 < < 2 The Basic Notations (page 777)
!" is open lim (H) = M
HHL
! = , : 3 4, 1 2 as H sufficiently close to H 1, the number (H) is close to M.
! is closed may or may not be defined at H 1.
!= = , : 5 6, 1 < < 2
!= is neither open nor closed Definition 15.6.1 The Limit of a Function of Several
Variables (page 778)
Let be a function defined at least on some deleted
neighborhood of H 1,
lim (H) = M
HHL
provided that for each N > 0 there exists a E > 0 such
that if 0 < H H 1 < E, then H M < N
Two-Path Test for Nonexistence of a Limit Example 1 (page 778)

O P
Show that lim does not exist
If a function (, ) has different limits a long two (,)(1,1) O
different paths as (, ) approaches 1 , 1 , then
1
Consider = 0, , 0 = = 0

lim (, ) + =
(,)(L ,L )
lim = lim 0 = 0
(,)(1,1) + (,)(1,1)
does not exist
O P "
Consider = , , = = (1 + )

+ = 1 1
lim = lim (1 + ) =
(,)(1,1) + (,)(1,1) 2 2
O P Continuity of a Function of Several Variables

Since , = has different limits as (, )
O
A function (H) is continuous at H 1 if the following
(0,0) along two different paths, then the limit of ,
conditions hold
does not exist as (, ) (0,0)
Note: = 0 and = are two paths that pass through (i) (H 1 ) is defined
the point (0,0) --- the limit point
(ii) lim (H) exists
HHL
May consider other paths such as = , = 2, =
, etc. (iii) lim (H) = (H 1 )
HHL
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Continuity and Partial Differentiability (page 782) Derivatives of Higher Order; Equality of Mixed Partials
(page 782)
For functions of a single variable, the existence of the
derivative guarantees continuity. The first partials ,
For functions of several variables the existence of partial Q QR Q R

The second partials = = =
derivatives does not guarantee continuity. Q Q Q
Q QR Q R
= = =
Q Q Q
This is because the existence of a partial derivatives
depends on the behaviour of the function a long a line Q QR Q R
segment parallel to one of the axes. The mixed partials = = =
Q Q QQ
Q QR Q R
= = =
However, continuity depends on the behaviour of the Q Q QQ
function in all directions.
Chapter 15
Let and its partials are continuous, then

Q R Q R
=
QQ QQ
Chapter 16 : Gradients; Extreme Values;
Example 6 (page 784) Differentials
Set , , = ; sin ?
QR QR QR 16.1 Differentiability and Gradient
= ; sin ?, = ; sin ?, = ?; cos ?,
Q Q Q
16.2 Gradients and Directional Derivatives (JIM 311)
Q R Q R Q R
16.3 The Mean-Value Theorem; the Chain Rule
= 0, = ; sin ?, = ? ; sin ? 16.4 The Gradient as a Normal; Tangent Lines and
Q Q Q
Tangent Planes
Q R Q R Q R Q R
= = ; sin ?, = = ?; cos ?
QQ QQ QQ QQ
Q R Q R
= = ?; cos ?
QQ QQ
16.1 Differentiability and Gradient (page 788) Gradient of a function

< < <
Differentiability: V H = H X+ H Y+ H Z
For one-variable case < < <
+ = S + T()
The derivative () is a number For two variables
< <
S is the ordinary product of two real numbers V H = H X+ H Y
< <
For multivariable case
H + U H = V H U + T(U)
The gradient V(H) is a vector Differentiability Implies Continuity
V H U is the dot product of two vectors If is differentiable at H, then is continuous at H
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Exercise 16.1, Q13, (page 793): 16.3 The Mean-Value Theorem; The Chain Rule (page 805)
Find the gradient of , , = ; O cos( + 1). The Mean Value Theorem (Several variables)
If is differentiable at each point of the line segment [\,
Solution:
then there exists on that line segment a point ] between
< < <
V , , = X+ Y+ Z [ and \ such that
< < < \ [ = V ] (\ [)
V , ,
= ; O cos + 1 X + 2; O cos + 1 Y If V = 0 for all in an open connected set ^, then
2; O sin + 1 Z
is constant on ^
If V = V#() for all in an open connected set ^,

then and # differ by a constant on ^
The Chain Rule (page 808) Exercise 16.3, Q7, page 815:
If is continuously differentiable on an open set ^ and Find the rate of change of , = with respect to _
' = '(_) is a differentiable curve that lies in ^, then the along the curve a _ = ; b X + ; cb Y.
composition ' is differentiable and
4 Method 1:
(a _ ) = V(a _ ) a(_) Q Q
4_ V = Q X + Q Y = 2X + Y
V a _ = 2X + ; b Y
aS _ = ; b X ; cb Y
4
(a _ ) = V a _ a S _
4_
= 2, ; b ; b , ; cb
= ;b
Exercise 16.3, Q 19, page 815:

Exercise 16.3, Q7, page 815:
Find 4:/4_ for : = + + ;
Find the rate of change of , = with respect to _
= _ , = _(1 _), = (1 _).
along the curve a _ = ; b X + ; cb Y.
Solution: tree diagram
Method 2: Qf Qf
= + ; = + ;
a _ = ; b ; cb = ; b Q Q
Qf Q
d = + ; = 2_;
(a _ ) = ; b Q
Q
Qb
Q
db
= 1 2_; = 2 + 2_;
Qb Qb
By chain rule,
df Qf Q Qf Q Qf Q
= + +
db Q Qb Q Qb Q Qb
= 2_ + + 1 2_ + + (2_ 2)( + )
= 4_ = + 6_ 4_ + 1
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Implicit Differentiation (page 813) Exercise 16.3, Q55, page 816:

If : = :(, ) is continuously differentiable, and = Obtain 4/4 by implicit differentiation.
() is a differentiable function that satisfies the equation cos + cos = 2
: , = 0, then at all points (, ) where <:/< 0,
4 <:/< Solution:
=
4 <:/< Let : = cos + cos 2 = 0
<:
If : = :(, , ) is continuously differentiable, and = = sin + cos sin
(, ) is a differentiable function that satisfies the <
equation : , , = 0, then at all points (, , ) where <:
= sin + cos
<:/< 0, <
< <:/< < <:/< < <:/< sin + cos sin
= = = =
< <:/< < <:/< < <:/< sin cos
16.4 The Gradient as a Normal; Tangent Lines and Tangent Equation for the tangent line:
Planes (page 818) QR QR
1 , 1 1 + 1 , 1 1 = 0
Q Q
Functions of two variables:
Consider a curve in the plane Equation for the normal line:
$: , = QR QR
1 , 1 1 1 , 1 1 = 0
where $ is the level curve of . Q Q
Normal vector:
QR QR
V 1 , 1 = 1 , 1 X + 1 , 1 Y
Q Q
Tangent vector:
QR QR
h 1 , 1 = 1 , 1 X 1 , 1 Y
Q Q
Functions of three variables: Exercise 16.4, Q5, page 827:

2 + + 5 = 6; 9(4,2)
Equation for the tangent line:
QR QR Solution:
1 , 1 , 1 1 + 1 , 1 , 1 1 Set , = 2 + + 5 and = 6.
Q Q
+
QR
1 , 1 , 1 1 = 0 V , = ( 4 + 5)X + (2 + 1)Y
Q
Normal vector Tangent vector

V 4,2 = 7X + 17Y h 4,2 = 17X + 7Y
Equation for the normal line (in scalar parametric form):
QR
= 1 + 1 , 1 , 1 _ Equation of tangent line
Q
QR 7 17 + 6 = 0
= 1 + 1 , 1 , 1 _
Q
QR
= 1 + 1 , 1 , 1 _ Equation of normal line
Q
17 + 7 82 = 0
10

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12/29/2016

Intensive Course (17 January 2017 8 February 2017)

Intensive Course 02/02/2017 (Thursday) 9 pm PB (Test)

- Sequence (boundedness, monotonicity, convergence) 15.1 Elementary Examples

15.1 Elementary Examples (page 748) Example:

The same applies to real-valued function of three

(c) The Hyperboloid of Two Sheets (d) The Elliptic Cone

The surface consists of two parts The surface is unbounded

(e) The Elliptic Paraboloid (f) The Hyperbolic Paraboloid

(g) The Parabolic Cylinder (h) The Elliptic Cylinder

(i) The Hyperbolic Cylinder Projections (page 756)

15.3 Graphs; Level Curves and Level Surfaces (page 758)

Example 3 (page 758-759)

Level Curves (page 759) Example 5(page 760)

It can be obtained by intersecting the graph of

Example 6 (page 760) Level Surfaces (page 762)

Example 9 (page 763)

15.4 Partial Derivatives

provided these limits exist.

4 4 Differentiating with respect to , we have

The number  (1 , 1 ) is the slope of the 1-section of

The 1 -section of the surface is the graph of the function

Example 7 (page 771) < < <

Two-Dimensional Examples 15.6 Limits and Continuity; Equality of Mixed Partials

Two-Path Test for Nonexistence of a Limit Example 1 (page 778)

O P Continuity of a Function of Several Variables

For functions of several variables the existence of partial Q QR Q R

Let and its partials are continuous, then

16.1 Differentiability and Gradient (page 788) Gradient of a function

If V = V#() for all in an open connected set ^,

Exercise 16.3, Q 19, page 815:

Implicit Differentiation (page 813) Exercise 16.3, Q55, page 816:

Functions of three variables: Exercise 16.4, Q5, page 827:

Normal vector Tangent vector

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For functions of several variables the existence of partial Q QR Q R