Final Review

Will Rosenbaum Department of Mathematics

Updated: March 18, 2013 University of California, Los Angeles

Introduction
The purpose of this essay is to review the basic formulas and theorems in multivariable in-
tegral calculus. It is by no means intended to be a comprehensive treatment of the material.
Rather it is a quick and dirty review of the material covered in Math 32B. The author reserves
the right to be occasionally sloppy when quoting definitions and theorems. For a more care-
ful and thorough treatment of the material, see any standard multivariable calculus text (in
Math 32B we used Rogawskis Calculus Multivariate). The goal is that the material pre-
sented here should be sufficient to solve most computational problems that could appear,
for example, on a final exam for Math 32B or an equivalent course. Specific examples will be
deferred to another essay.
The material is broken into three sections. The first covers the basics of computing mul-
tiple integrals, as well as the change of variables formula. The second section covers vector
fields, parametrized curves and surfaces. The third and final section covers the classical the-
orems of vector calculus (all of which can be viewed as generalizations of the Fundamental
Theorem of Calculus).

1 Multiple integrals
Here, we present techniques for evaluating functions of two and three variables. The idea in
both cases is to write the multiple integral as an iterated integral. This reduces the compu-
tation of multiple integrals to single variable integration.

1.1 Iterated integrals Let D be a region in R2 , and f (x, y) a function from D to R. If we can
write D as points (x, y) satisfying a x b and g1 (x) y g2 (x) (such regions D are
called xsimple) then we can compute the double integral
ZZ
f (x, y) dA
D

as an iterated integral:
ZZ Z b Z g2 (x)
f (x, y) dA = f (x, y) dy dx.
D a g1 (x)

To compute the right hand side, first integrate with respect to y treating x as constant, where
the bounds of integration are from y = g1 (x) to y = g2 (x). Then integrate the resulting
expression with respect to x. An analogous formula also holds when D is ysimple. Specif-
ically, if D can be written in the form c y d and h1 (y) x h2 (y) we can instead
compute
ZZ Z d Z h2 (y)
f (x, y) dA = f (x, y) dx dy.
D c h1 (y)
 Final Review

Fubinis theorem states that as long as both iterated integrals converge (i.e. they are defined),
they are equal.
The situation for triple integrals is similar. Let W be a region in R3 and f (x, y, z) a
function from W to R. Suppose W can be written in the form
g1 (x, y) z g2 (x, y) for (x, y) D R2 .
Then we can compute the triple integral of f over W as the iterated integral
ZZZ Z Z Z g2 (x,y)
f (x, y, z) dV = f (x, y, z) dz dA.
W D g1 (x,y)

Again, the inner integral is computed by integrating with respect to z treating x and y as
constants. The outer integral (over D) can then be computed by reducing it to an iterated
integral in two dimensions as before.

1.2 Change of Variables There are many reasons that integration in several variables may be
difficult. For example, the domain of integration itself may be complicated we may not
easily be able to write it as an xsimple or ysimple domain. Even if we can write the integral
as an iterated integral, it may be very difficult (if not impossible) to compute an antiderivative
for the iterated integral. Our primary tool in dealing with these challenges is the change of
variables formula.
Suppose G(u, v) = (x(u, v), y(u, v)) is a map taking a region U in the uvplane to D
in the xyplane. Then the change of variables formula states that
ZZ ZZ
f (x, y) dx dy = f (x(u, v), y(u, v)) |Jac(G)| du dv
D U

where Jac(G) is the Jacobian of G defined by

 x x 
  x y y x
Jac(G) =  u
y
v 
y  = .
u v u v u v
An analogous formula also holds for functions of 3 (or more) variables.
Applying the change of variables formula to simplify integration is, in general, a subtle
art. Fortunately, there are a few special cases that show up frequently enough that we can
describe them in a bit more detail here.
Polar coordinates In R2 we can define
x = r cos , y = r sin , 0 r < , 0 < 2.
This gives Jac(G) = r, or equivalently we can view dA = r dr d. In polar coordi-
nates, r specifies the distance of a point from the origin, and specifies the direction
measured as the angle formed by the line segment connecting the point to the origin
and the positive xaxis in the counter-clockwise direction. Notice that constant val-
ues of r give circular arcs in the xy-plane, while constant values of give rays ending
at the origin.
Cylindrical coordinates In R3 we define

x = r cos

y = r sin where 0 r < , 0 < 2.

z=z

2
 Final Review

This gives Jac(G) = r, hence dV = r dr d dz. Geometrically, r is the distance of a

point in R3 from the zaxis, or equivalently the distance of the projection of (x, y, z)
onto the xyplane from the origin. As in polar coordinates, measures the angle
made by (x, y, 0) and the positive xaxis.
Spherical coordinates In R3 define

x = cos sin

y = sin sin where 0 < , 0 < 2, 0 .

z = cos

In spherical coordinates Jac(G) = 2 sin , or equivalently dV = 2 sin d d d.

The variable measure the distance from a point (x, y, z) to the origin. measures
the angle made by (x, y, 0) and the positive xaxis, and measures the angle made
by (x, y, z) and the positive zaxis.

2 Vector Fields, Curves, and Surfaces

2.1 Vector Fields A vector field is a function F : U Rn where U is a region in Rn . For
example, when n = 3, we can write a vector field F as

F(x, y, z) = hF1 (x, y, z), F2 (x, y, z), F3 (x, y, z)i .

We can think of F as assigning a vector (i.e. an arrow) to each point in R3 . There are a few
operations on vector fields that arise frequently:
Gradient If f : R3 R is a (scalar) function, we can obtain a vector field, the gradient of
f , denoted f given by
 
f f f
f (x, y, z) = (x, y, z), (x, y, z), (x, y, z) .
x y z
If a vector field F satisfies F = f for some scalar function f , we say that F is
conservative and that f is a potential function for F.
Divergence If F = hF1 , F2 , F3 i the divergence of F is given by
F1 F2 F3
div F = + + .
x y z
D E

The divergence is sometimes denoted by F. Thinking of = x , y , z this
notation is gives a nice mnemonic for the formula of div F = F: it is just the dot
product of and F.
Curl Given a vector field F in R3 as before, we define the curl of F by the formula
 
F3 F2 F1 F3 F2 F1
curl F = , , .
y z z x x y
denoted EF, which gives rise to mnemonic for its formula:
The curl is alternatively D

again thinking of = x , y , z , we can think of curl F = F as the cross
product of and F.

3
 Final Review

A direct computation shows that for any scalar function f and for any vector field F, we
have
curl(f ) = 0 and div(curl(F)) = 0.

These two equations give relatively easy to check criteria for showing that a vector field is
not conservative or showing that it is not the curl of some other vector field.

2.2 Parametrized Curves A parametrized curve C is a function c(t) : [a, b] R3 . In terms

of its components c(t) = hx(t), y(t), z(t)i, the derivative (or tangent vector) of c is given
by
c (t) = hx (t), y (t), z (t)i .

We can perform two types of integrals on curves: scalar integrals and vector integrals. We
compute the scalar line integral of a (scalar) function f : R3 R by
Z Z b
f (x, y, z) ds = f (c(t)) kc (t)k dt.
c a

A mnemonic to remember this formula is that ds = kc (t)k dt.

We can also perform a vector line integral over the curve c. If F : R3 R3 is a vector
field, the we compute
Z Z b
F(x, y, z) ds = F(c(t)) c (t) dt.
c a

We can remember this formula by the mnemonic ds = c (t) dt.

In general, the same curve may be described by (many) different parametrizations. For
example, the unit circle can be parametrized by hcos t, sin ti or hsin t, cos ti for 0 t 2.
The first parametrization starts at the point (1, 0) and traverses the circle counter-clockwise,
while the second starts at (0, 1) and traverses the circle clockwise. An orientation of a
curve is a choice of direction that the curve is traversed. In general, curves have two dis-
tinct orientations corresponding to the two directions that one could traverse the curve. A
parametrization of a curve induces an orientation of a curve: the orientation that traverses
the curve in the direction of the derivative of the parametrization. It is important to note
that reversing the orientation of a curve changes the sign of vector line integrals over that
curve: Z Z
F ds = F ds.
C C

However, scalar line integrals are unaffected by the orientation.

2.3 Parametrized Surfaces A parametrized surface S is a map G(u, v) : U R3 where U is

some region in R2 . Given a parametrized surface, we can form the tangent vectors

G G
Tu = and Tv =
u v
and the normal vector
n = Tu Tv .

4
 Final Review

Just as with parametrized curves, there are two types of integrals over surfaces: scalar
surface integrals and vector surface integrals. If f is a scalar function, we compute the scalar
surface integral of f over S by
ZZ ZZ
f (x, y, z) dS = f (G(u, v)) kn(u, v)k du dv.
S U

We can remember this formula by dS = kn(u, v)k du dv.

If F is a vector field, we can compute the vector surface integral (also known as the flux
of F through S) as
ZZ ZZ
F(x, y, z) dS = F(G(u, v)) n(u, v) du dv.
S U

So we can remember dS = n(u, v) du dv.

An orientation on S is a (continuous) choice of direction for the normal vector n at each
point of S. Changing the orientation of a parametrized surface just amounts to reversing
the sign of the normal vector n computed from G(u, v). As was the case with vector line
integrals, reversing the orientation of S changes the sign of a vector surface integral over S.
The boundary of a surface is denoted S. If the boundary is empty, we say that S is
closed. For example, a sphere is a closed surface, but a disk is not because its boundary is a
circle. For our purposes, the boundary of a surface typically consists of one or more disjoint
curves. The orientation of the surface induces an orientation of the boundary: if you imagine
yourself standing on the boundary surface so that your head is in the direction of the surface
normal vector, the boundary is oriented in the direction you must walk to keep the surface
on your left.

3 Vector Calculus Theorems

In this section we give four theorems that generalize the fundamental theorem of calcu-
lus. These theorems have important theoretical consequences, but often they also serve as
shortcuts for computing integrals that might otherwise be tricky to compute.

3.1 Fundamental Theorem of Conservative Vector Fields Suppose F is a conservative vector

field with potential function V . That is, F = V . Let c : [a, b] R3 be a parametrized
curve. Then Z
F ds = V (c(b)) V (c(a)).
c
If applicable, this theorem can make the computation of line integrals considerably eas-
ier. As mentioned before, if F = V , then curl(F) = 0. Therefore, if you are asked to
compute c F ds, it is worth checking if curl(F) = 0. If it is the case that curl(F) = 0,
R
This is equivalent to F
you might be able to find a potential function V for F, making the computation of the inte- satisfying the cross
partial condition given
gral much easier. If such a V exists, it must satisfy in the text
V V V
= F1 , = F2 , = F3 , where F = hF1 , F2 , F3 i .
x y z
To find V , we can therefore apply the Fundamental Theorem of Calculus to get, for example,
Z
V (x, y, z) = F1 (x, y, z) dx + C(y, z),

5
 Final Review

where C is a function depending only on y and z. You can then use the remaining relations
involving V s derivatives and F2 , F3 to solve for C(y, z).

3.2 Greens Theorem Suppose F = hF1 , F2 i is a vector field in R2 and D is a region in R2 .

Let D be the (oriented) boundary of D. Then
ZZ   I
F2 F1
dA = F ds.
D x y D

It seems that Greens theorem is most often applied when you are asked to integrate a line
integral around some closed path (i.e. you are given the right side of the equation). To apply
the theorem, all you must do is describe the region D that the path encloses, and compute
the left side of the equation. This is often helpful when the path is defined piece-wise, such
as the boundary of a square or triangle: to compute the line integral directly, you would
need to perform an integral on each of the sides of the shape separately. Applying Greens
theorem, however, will allow you to compute the solution using (typically) a single integral.

3.3 Stokes Theorem Suppose F is a vector field on R3 and S a surface with (oriented) bound-
ary S. Then ZZ I
curl(F) dS = F ds.
S S

Unless you are explicitly told to use Stokes theorem, it is usually the trickiest of the
four theorems two apply. On one hand, if you are asked to compute the right side of the
equation (i.e. a line integral over a closed curve C) but not explicitly told that the curve is
the boundary of some surface, it may be hard to find a suitable surface whose boundary is C.
On the other hand, if you asked to compute the left side (i.e. you are given a surface integral
of a vector field G over S), unless you are given a vector field F satisfying G = curl(F), it
may be difficult to find a suitable vector field F that allows you to compute the right side of
the equation. The two big clues that you should look for when Stokes theorem may apply
are:
H
1. You are asked to compute c F ds where c is given as a boundary of some surface;
RR
2. You are asked to compute S G dS where G is given as the curl of some vector field
G = curl(F).

3.4 Divergence Theorem Suppose F is a vector field in R3 and W is a region in R3 with

boundary W . Then ZZZ ZZ
div(F) dV = F dS.
W W

The divergence theorem can be a great timesaver when you are asked to compute the
flux of a vector field through a closed surface. For example, if the surface is the surface of a
box, you would need to compute six integrals (corresponding to the six faces of the box) in
order to find the flux. However, the divergence theorem allows you to compute everything
with one integral.