Math 21a: Multivariable Calculus Formula and Theorem Review: Harvard College
Math 21a: Multivariable Calculus Formula and Theorem Review: Harvard College
Tommy MacWilliam, 13
[email protected]
December 15, 2009
Contents
Table of Contents
9 Vectors and the Geometry of Space
9.1 Distance Formula in 3 Dimensions .
9.2 Equation of a Sphere . . . . . . . .
9.3 Properties of Vectors . . . . . . . .
9.4 Unit Vector . . . . . . . . . . . . .
9.5 Dot Product . . . . . . . . . . . . .
9.6 Properties of the Dot Product . . .
9.7 Vector Projections . . . . . . . . .
9.8 Cross Product . . . . . . . . . . . .
9.9 Properties of the Cross Product . .
9.10 Scalar Triple Product . . . . . . . .
9.11 Vector Equation of a Line . . . . .
9.12 Symmetric Equations of a Line . .
9.13 Segment of a Line . . . . . . . . . .
9.14 Vector Equation of a Plane . . . . .
9.15 Scalar Equation of a Plane . . . . .
9.16 Distance Between Point and Plane
9.17 Distance Between Point and Line .
9.18 Distance Between Line and Line . .
9.19 Distance Between Plane and Plane
9.20 Quadric Surfaces . . . . . . . . . .
9.21 Cylindrical Coordinates . . . . . .
9.22 Spherical Coordinates . . . . . . . .
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10 Vector Functions
10.1 Limit of a Vector Function . . . . . . . . . . . . . .
10.2 Derivative of a Vector Function . . . . . . . . . . .
10.3 Unit Tangent Vector . . . . . . . . . . . . . . . . .
10.4 Derivative Rules for Vector Functions . . . . . . . .
10.5 Integral of a Vector Function . . . . . . . . . . . . .
10.6 Arc Length of a Vector Function . . . . . . . . . . .
10.7 Curvature . . . . . . . . . . . . . . . . . . . . . . .
10.8 Normal and Binormal Vectors . . . . . . . . . . . .
10.9 Velocity and Acceleration . . . . . . . . . . . . . .
10.10Parametric Equations of Trajectory . . . . . . . . .
10.11Tangential and Normal Components of Acceleration
10.12Equations of a Parametric Surface . . . . . . . . . .
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11 Partial Derivatives
11.1 Limit of f (x, y) . . . . . . . . . . . . .
11.2 Strategy to Determine if Limit Exists .
11.3 Continuity . . . . . . . . . . . . . . . .
11.4 Definition of Partial Derivative . . . .
11.5 Notation of Partial Derivative . . . . .
11.6 Clairauts Theorem . . . . . . . . . . .
11.7 Tangent Plane . . . . . . . . . . . . . .
11.8 The Chain Rule . . . . . . . . . . . . .
11.9 Implicit Differentiation . . . . . . . . .
11.10Gradient . . . . . . . . . . . . . . . . .
11.11Directional Derivative . . . . . . . . .
11.12Maximizing the Directional Derivative
11.13Second Derivative Test . . . . . . . . .
11.14Method of Lagrange Multipliers . . . .
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10
10
11
11
11
11
11
11
12
12
12
12
12
12
12
12 Multiple Integrals
12.1 Volume under a Surface . . . . . . . . . . . .
12.2 Average Value of a Function of Two Variables
12.3 Fubinis Theorem . . . . . . . . . . . . . . . .
12.4 Splitting a Double Integral . . . . . . . . . . .
12.5 Double Integral in Polar Coordinates . . . . .
12.6 Surface Area . . . . . . . . . . . . . . . . . . .
12.7 Surface Area of a Graph . . . . . . . . . . . .
12.8 Triple Integrals in Spherical Coordinates . . .
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13
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14
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14
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15
15
13 Vector Calculus
13.1 Line Integral . . . . . . . . . . . . . . .
13.2 Fundamental Theorem of Line Integrals
13.3 Path Independence . . . . . . . . . . .
13.4 Curl . . . . . . . . . . . . . . . . . . .
13.5 Conservative Vector Field Test . . . . .
13.6 Divergence . . . . . . . . . . . . . . . .
13.7 Greens Theorem . . . . . . . . . . . .
13.8 Surface Integral . . . . . . . . . . . . .
13.9 Flux . . . . . . . . . . . . . . . . . . .
13.10Stokes Theorem . . . . . . . . . . . .
13.11Divergence Theorem . . . . . . . . . .
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14.4
14.5
14.6
14.7
14.8
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15
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16
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16
16
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16
16
9
9.1
The distance between the points P1 (x1 , y1 , z1 ) and P2 (x2 , y2 , z2 ) is given by:
p
|P1 P2 | = (x2 x1 )2 + (y2 y1 )2 + (z2 z1 )2
9.2
Equation of a Sphere
The equation of a sphere with center (h, k, l) and radius r is given by:
(x h)2 + (y k)2 + (z l)2 = r2
9.3
Properties of Vectors
9.4
~a + 0 = ~a
~a + ~a = 0
(c + d)~a = c~a + d~a
Unit Vector
A unit vector is a vector whose length is 1. The unit vector ~u in the same direction as ~a is
given by:
~a
~u =
|~a|
9.5
Dot Product
~a ~b = |~a||~b| cos
~a ~b = a1 b1 + a2 b2 + a3 b3
9.6
~a ~a = |~a|2
~a (~b + ~c) = ~a ~b + ~a ~c
0 ~a = 0
9.7
Vector Projections
~a ~b
|~a|
proj~a ~b =
9.8
~a
|~a|
Cross Product
9.9
9.10
The volume of the parallelpiped determined by vectors ~a, ~b, and ~c is the magnitude of their
scalar triple product:
V = |~a (~b ~c)|
~a (~b ~c) = ~c (~a ~b)
9.11
9.12
x x0
y y0
z z0
=
=
a
b
c
where the vector ~c = ha, b, ci is the direction of the line.
The symmetric equations for a line passing through the points (x0 , y0 , z0 ) and (x1 , y1 , z1 )
are given by:
x x0
y y0
z z0
=
=
x1 x0
y1 y0
z1 z0
6
9.13
Segment of a Line
9.14
for 0 t 1
where ~n is the vector orthogonal to every vector in the given plane and ~r ~r0 is the vector
between any two points on the plane.
9.15
where (x0 , y0 , z0 ) is a point on the plane and ha, b, ci is the vector normal to the plane.
9.16
a2 + b 2 + c 2
|P~Q ~n|
d(P, ) =
|~n|
D=
9.17
|P~Q ~u|
|~u|
where P is a point in space, Q is a point on the line L, and ~u is the direction of line.
9.18
|(P~Q) (~u ~v )|
|~u ~v |
9.19
|e d|
|~n|
where ~n is the vector orthogonal to both planes, e is the constant of one plane, and d is the
constant of the other. The distance between non-parallel planes is 0.
9.20
Quadric Surfaces
Ellipsoid:
Elliptic Paraboloid:
Hyperbolic Paraboloid:
Cone:
Hyperboloid of One Sheet:
Hyperboloid of Two Sheets:
9.21
x2 y 2 z 2
+ 2 + 2 =1
a2
b
c
x2 y 2
z
= 2+ 2
c
a
b
2
x
y2
z
= 2 2
c
a
b
z2
x2 y 2
= 2+ 2
c2
a
b
2
2
y
z2
x
+ 2 2 =1
a2
b
c
x2 y 2 z 2
2 2 + 2 =1
a
b
c
Cylindrical Coordinates
y = r sin
z=z
9.22
tan =
y
x
z=z
Spherical Coordinates
y = sin sin
z = cos
tan =
8
y
x
cos =
10
10.1
Vector Functions
Limit of a Vector Function
D
E
lim ~r(t) = lim f (t), lim g(t), lim h(t)
ta
10.2
ta
ta
ta
10.3
10.4
~r 0 (t)
|~r 0 (t)|
10.5
Z
~r(t) dt =
10.6
Z
f (t) dt,
Z
g(t) dt,
|r 0 (t)| dt
h(t) dt
10.7
Curvature
|T~ 0 (t)|
dT~
=| |=
ds
|~r 0 (t)|
|~r 0 (t) ~r 00 (t)|
=
|~r 0 (t)|3
(x) =
10.8
|f 00 (x)|
[1 + (f 0 (x))2 ]3/2
10.9
10.10
10.11
10.12
11
11.1
Partial Derivatives
Limit of f (x, y)
If f (x, y) L1 as (x, y) (a, b) along a path C1 and f (x, y) L2 as (x, y) (a, b) along
a path C2 , then lim(x,y)(a,b) f (x, y) does not exist.
10
11.2
11.3
Continuity
f (x, y) = f (a, b)
(x,y)(a,b)
11.4
f (a + h, b) f (a, b)
h0
h
To find fx , regard y as a constant and differentiate f (x, y) with respect to x.
fx (a, b) = lim
11.5
11.6
f
=
f (x, y) = Dx f
x
x
Clairauts Theorem
11.7
Tangent Plane
z z0 = fx (x0 , y0 )(x x0 ) + fy (x0 , y0 )(y y0 )
11
11.8
11.9
Implicit Differentiation
F
dy
x
= F
dx
y
11.10
Gradient
f (x, y) = hfx (x, y), fy (x, y)i
11.11
Directional Derivative
D~u f (x, y) = f (x, y) ~u
11.12
The maximum value of the directional derivative D~u f (x) is |f (x)| and it occurs when ~u
has the same direction as the gradient vector f (x).
11.13
11.14
To find the maximum and minimum values of f (x, y, z) subject to the constraint g(x, y, z) =
k:
1. Find all values of x, y, z and such that
f (x, y, z) = g(x, y, z) and g(x, y, z) = k
2. Evaluate f at all of these points. The largest is the maximum value, and the smallest
is the minimum value of f subject to the constraint g.
12
12
12.1
Multiple Integrals
Volume under a Surface
ZZ
V =
f (x, y) dx dy
D
12.2
1
=
A(R)
ZZ
f (x, y) dx dy
R
12.3
Fubinis Theorem
Z bZ
ZZ
f (x, y) dA =
12.4
Z
c
h(y) dy
g(x) dx
g(x)h(y) dA =
ZZ
f (x, y) dA =
f (r cos , r sin )r dr d
a
12.6
f (x, y) dx dy
ZZ
12.5
f (x, y) dy dx =
a
Surface Area
ZZ
|~ru ~rv | dA
A(S) =
D
where a smooth parametric surface S is given by ~r(u, v) = hx(u, v), y(u, v), z(u, v)i.
12.7
1+
D
13
z
x
2
+
z
y
2
12.8
ZZZ
f (x, y, z) dV =
13
13.1
Vector Calculus
Line Integral
Z
F~ d~r =
13.2
F~ (~r(t)) ~r 0 (t)dt
13.3
R
C
Path Independence
R
C
D.
13.4
Curl
curl(F~ ) = F~
13.5
13.6
Divergence
div(F~ ) = F
13.7
Greens Theorem
Z
F~ d~r =
13.8
ZZ
curl(F~ ) dx dy
Surface Integral
ZZ
ZZ
f (~r(u, v))|~ru ~rv | dA
f (x, y, z) dS =
S
14
13.9
Flux
ZZ
~=
F~ dS
ZZ
13.10
Stokes Theorem
Z
F~ d~r =
ZZ
13.11
Divergence Theorem
~=
F~ dS
ZZZ
14.1
~
curl(F~ ) dS
ZZ
14
F~ (~ru ~rv ) dA
div(F~ ) dV
14.2
14.3
Graph of a Function f (, r)
~r(u, v) = hv cos u, v sin u, f (u, v)i
14.4
14.5
Surface of Revolution
~r(u, v) = hg(v) cos u, g(v) sin u, vi
14.6
Cylinder
~r(u, v) = hcos u, sin u, vi
15
14.7
Cone
~r(u, v) = hv cos u, v sin u, vi
14.8
Paraboloid
15
15.1
15.2
15.3
15.4
Laplace Equation
fxx = fyy
15.5
Burgers Equation
fxx = ft + f fx
16