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Math 21a: Multivariable Calculus Formula and Theorem Review: Harvard College

The document is a formula and theorem review for a multivariable calculus course at Harvard College. It contains summaries of key concepts in vectors and geometry in 3D space, vector functions, partial derivatives, multiple integrals, and vector calculus. The review covers distance formulas, equations of spheres and planes, properties of vectors, dot and cross products, vector projections, vector functions, partial derivatives, multiple integrals, line integrals, curl, divergence and other vector calculus topics.

Uploaded by

Serdar Bilge
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
161 views

Math 21a: Multivariable Calculus Formula and Theorem Review: Harvard College

The document is a formula and theorem review for a multivariable calculus course at Harvard College. It contains summaries of key concepts in vectors and geometry in 3D space, vector functions, partial derivatives, multiple integrals, and vector calculus. The review covers distance formulas, equations of spheres and planes, properties of vectors, dot and cross products, vector projections, vector functions, partial derivatives, multiple integrals, line integrals, curl, divergence and other vector calculus topics.

Uploaded by

Serdar Bilge
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 16

Harvard College

Math 21a: Multivariable Calculus


Formula and Theorem Review

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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5
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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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9
9
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10
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10

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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
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11
12
12
12
12
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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

14 Appendix A: Selected Surface Paramatrizations


14.1 Sphere of Radius . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
14.2 Graph of a Function f (x, y) . . . . . . . . . . . . . . . . . . . . . . . . . . .
14.3 Graph of a Function f (, r) . . . . . . . . . . . . . . . . . . . . . . . . . . .

15
15
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

Plane Containing P, ~u, and ~v


Surface of Revolution . . . .
Cylinder . . . . . . . . . . .
Cone . . . . . . . . . . . . .
Paraboloid . . . . . . . . . .

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15 Appendix B: Selected Differential Equations


15.1 Heat Equation . . . . . . . . . . . . . . . . . .
15.2 Wave Equation (Wavequation) . . . . . . . . .
15.3 Transport (Advection) Equation . . . . . . . .
15.4 Laplace Equation . . . . . . . . . . . . . . . .
15.5 Burgers Equation . . . . . . . . . . . . . . . .

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15
15
15
16
16

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16
16
16
16
16
16

9
9.1

Vectors and the Geometry of Space


Distance Formula in 3 Dimensions

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

If ~a, ~b, and ~c are vectors and c and d are scalars:


~a + ~b = ~b + ~a
~a + (~b + ~c) = (~a + ~b) + ~c
c(~a + ~b) = c~a + c + ~b
(cd)~a = c(d~a)

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

Properties of the Dot Product

Two vectors are orthogonal if their dot product is 0.


~a ~b = ~b ~a
(c~a) ~b = c(~a ~b) = ~a (c~b)

~a ~a = |~a|2
~a (~b + ~c) = ~a ~b + ~a ~c
0 ~a = 0

9.7

Vector Projections

Scalar projection of ~b onto ~a:


comp~a ~b =

~a ~b
|~a|

Vector projection of ~b onto ~a:


~a ~b
|~a|

proj~a ~b =

9.8

~a
|~a|

Cross Product

~a ~b = (|~a||~b| sin )~n


where ~n is the unit vector orthogonal to both ~a and ~b.
~a ~b = ha2 b3 a3 b2 , a3 b1 a1 b3 , a1 b2 a2 b1 i

9.9

Properties of the Cross Product

Two vectors are parallel if their cross product is 0.


~a ~b = ~b ~a
(c~a) ~b = c(~a ~b) = ~a (c~b)
~a (~b + ~c) = ~a ~b + ~a ~c
(~a + ~b) ~c = ~a ~c + ~b ~c

9.10

Scalar Triple Product

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

Vector Equation of a Line


~r = ~r0 + t~v

9.12

Symmetric Equations of a Line

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

The line segment from ~r0 to ~r1 is given by:


~r(t) = (1 t)~r0 + t~r1

9.14

for 0 t 1

Vector Equation of a Plane


~n (~r ~r0 ) = 0

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

Scalar Equation of a Plane


a(x x0 ) + b(y y0 ) + c(z z0 ) = 0

where (x0 , y0 , z0 ) is a point on the plane and ha, b, ci is the vector normal to the plane.

9.16

Distance Between Point and Plane


|ax1 + by1 + cz1 + d|

a2 + b 2 + c 2
|P~Q ~n|
d(P, ) =
|~n|

D=

where P is a point, is a plane, Q is a point on plane , and ~n is the vector orthogonal to


the plane.

9.17

Distance Between Point and Line


d(P, L) =

|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

Distance Between Line and Line


d(L, M ) =

|(P~Q) (~u ~v )|
|~u ~v |

where P is a point on line L, Q is a point on line M , ~u is the direction of line L, and ~v is


the direction of line M .

9.19

Distance Between Plane and Plane


d=

|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

To convert from cylindrical to rectangular:


x = r cos

y = r sin

z=z

To convert from rectangular to cylindrical:


r 2 = x2 + y 2

9.22

tan =

y
x

z=z

Spherical Coordinates

To convert from spherical to rectangular:


x = sin cos

y = sin sin

z = cos

To convert from rectangular to spherical:


2 = x2 + y 2 + z 2

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

Derivative of a Vector Function


~r(t + h) ~r(t)
d~r
= ~r 0 (t) = lim
h0
dt
h
0
0
0
~r (t) = hf (t), g (t), h0 (t)i

10.3

Unit Tangent Vector


T (t) =

10.4

~r 0 (t)
|~r 0 (t)|

Derivative Rules for Vector Functions


d
[~u(t) + ~v (t)] = ~u 0 (t) + ~v 0 (t)
dt
d
[c~u(t)] = c~u 0 (t)
dt
d
[f (t)~u(t)] = f 0 (t) ~u(t) + f (t)~u 0 (t)
dt
d
[~u(t) ~v (t)] = ~u 0 (t) ~v (t) + ~u(t) ~v 0 (t)
dt
d
[~u(t) ~v (t)] = ~u 0 (t) ~v (t) + ~u(t) v 0 (t)
dt
d
[~u(f (t))] = f 0 (t) ~u 0 (f (t))
dt

10.5

Integral of a Vector Function


Z

Z
~r(t) dt =

10.6

Z
f (t) dt,

Z
g(t) dt,

Arc Length of a Vector Function


Z
L=

|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

Normal and Binormal Vectors


~ 0
~ (t) = T (t)
N
|T~ 0 (t)|
~
~ (t)
B(t)
= T~ (t) N

10.9

Velocity and Acceleration


~v (t) = ~r 0 (t)
~a(t) = ~v 0 (t) = ~r 00 (t)

10.10

Parametric Equations of Trajectory


1
x = (v0 cos )t y = (v0 sin )t gt2
2

10.11

Tangential and Normal Components of Acceleration


~
~a = v 0 T~ + v 2 N

10.12

Equations of a Parametric Surface


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

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

Strategy to Determine if Limit Exists

1. Substitute in for x and y. If point is defined, limit exists. If not, continue.


2. Approach (x, y) from the x-axis by setting y = 0 and taking limxa . Compare this
result to approaching (x, y) from the y-axis by setting x = 0 and taking limya . If these
results are different, then the limit does not exist. If results are the same, continue.
3. Approach (x, y) from any nonvertical line by setting y = mx and taking limxa . If
this limit depends on the value of m, then the limit of the function does not exist. If
not, continue.
4. Rewrite the function in cylindrical coordinates and take limra . If this limit does not
exist, then the limit of the function does not exist.

11.3

Continuity

A function is continuous at (a, b) if


lim

f (x, y) = f (a, b)

(x,y)(a,b)

11.4

Definition of Partial Derivative


fx (a, b) = g 0 (a) where g(x) = f (x, b)

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

Notation of Partial Derivative


fx (x, y) = fx =

11.6

f
=
f (x, y) = Dx f
x
x

Clairauts Theorem

If the functions fxy and fyx are both continuous, then


fxy (a, b) = fyx (a, b)

11.7

Tangent Plane
z z0 = fx (x0 , y0 )(x x0 ) + fy (x0 , y0 )(y y0 )

11

11.8

The Chain Rule


dz
z dx z dy
=
+
dt
x dt
y dt

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

where ~u = ha, bi is a unit vector.

11.12

Maximizing the Directional Derivative

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

Second Derivative Test

Let D = fxx (a, b)fyy (a, b) (fxy (a, b))2 .


1. If D > 0 and fxx (a, b) > 0 then f (a, b) is a local minimum.
2. If D > 0 and fxx (a, b) < 0 then f (a, b) is a local maximum.
3. If D < 0 and fxx (a, b) > 0 then f (a, b) is a not a local maximum or minimum, but
could be a saddle point.

11.14

Method of Lagrange Multipliers

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

Average Value of a Function of Two Variables


favg

1
=
A(R)

ZZ
f (x, y) dx dy
R

12.3

Fubinis Theorem
Z bZ

ZZ

f (x, y) dA =

12.4

Splitting a Double Integral


b

Z
c

h(y) dy

g(x) dx

g(x)h(y) dA =

Double Integral in Polar Coordinates


Z bZ

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

Surface Area of a Graph


ZZ
A(S) =

1+
D

13

z
x

2


+

z
y

2

12.8

Triple Integrals in Spherical Coordinates


d

ZZZ

f (x, y, z) dV =

13
13.1

f ( sin cos , sin sin , cos )2 sin d d d

Vector Calculus
Line Integral
Z

F~ d~r =

13.2

F~ (~r(t)) ~r 0 (t)dt

Fundamental Theorem of Line Integrals


Z
f d~r = f (~r(b)) f (~r(a))
C

13.3
R
C

Path Independence

F~ d~r is independent of path in D if and only if

R
C

F~ d~r = 0 for every closed path C in

D.

13.4

Curl
curl(F~ ) = F~

13.5

Conservative Vector Field Test

F~ is conservative if curl F~ = 0 and the domain is closed and simply connected.

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

Appendix A: Selected Surface Paramatrizations


Sphere of Radius
~r(u, v) = h cos u sin v, sin u sin v, cos vi

14.2

Graph of a Function f (x, y)


~r(u, v) = hu, v, f (u, v)i

14.3

Graph of a Function f (, r)
~r(u, v) = hv cos u, v sin u, f (u, v)i

14.4

Plane Containing P, ~u, and ~v


~ + s~u + t~v
~r(s, t) = OP

14.5

Surface of Revolution
~r(u, v) = hg(v) cos u, g(v) sin u, vi

where g(z) gives the distance from the z-axis.

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

~r(u, v) = h v cos u, v sin u, vi

15
15.1

Appendix B: Selected Differential Equations


Heat Equation
ft = fxx

15.2

Wave Equation (Wavequation)


ftt = fxx

15.3

Transport (Advection) Equation


fx = ft

15.4

Laplace Equation
fxx = fyy

15.5

Burgers Equation
fxx = ft + f fx

16

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