Integrales
Integrales
Integrales
for all (xi,j , yi,j ) in Ri,j whenever �∆� < δ. If such a limit L exists, we say f is
Riemann integrable or integrable on R, and we write
� � �n � m
f (x, y)dA = lim f (xi,j , yi,j ) ∆Ai,j .
R �∆�→0
i=1 j=1
59
60 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
R = {(x, y) : a ≤ x ≤ b, c ≤ y ≤ d} .
= 6 sin y.
�d
Likewise, c f (x, y)dy is a definite� integral
� if x is held constant. The next theorem
implies that a double integral R
f (x, y)dA may be evaluated as an iterated
integral if f is continuous on R. Also, we omit the proof of the theorem that is
usually discussed in advanced calculus texts.
If z = f (x, y) is the function in Theorem 2.1, then the identity below holds:
� � � b � d � d � b
f (x, y)dA = f (x, y)dydx = f (x, y)dxdy
R a c c a
� 3
= x sin(πx)dx.
1
u = x dv = sin(πx)dx
1
du = dx v = − cos(πx)
π
� �
Since udv = uv − vdu, we obtain
� 3 �x=3 �
x � 1 3
x sin(πx)dx = − cos(πx)�� + cos(πx)dx
1 π x=1 π 1
�x=3
2 1 � 2
= + 2 sin(πx)�� = .
π π x=1 π
� 3 � π
2
Thus, we find x2 cos(xy)dydx = .
1 0 π
✷
Try This 1
� 4 � 9 √
Evaluate xdydx.
0 0
y y
y�Φ2�x� x�Ψ1�y�
d
y�Φ1�x�
x�Ψ2�y�
c
x x
a b
� �
In Theorem 2.3, if f (x, y) = 1 for all x, y, then dA represents the area of
R
region R where R = Rx or R = Ry .
2.1. ITERATED INTEGRALS 63
Try This 2
A solid S is bounded above by the plane z = y and bounded below by the region
R = {(x, y) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 − x2 }.
Figure 5
The solid for Try This 2.
64 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
Then switch the order of integration, and evaluate the resulting integral.
� 1 �y=4x
�
= y sin(πx )��
2
dx
0 y=0
� 1
= 4x sin(πx2 )dx
0
y �x=1
2 �
2 �
= − cos(πx )�
π x=0
2 � 4 � 1
4
sin(πx2 )dxdy =
0 y/4 π
✷
x
Figure 7
Try This 3
Region of integration
for Try This 3.
Sketch the region R of integration of
� 4� 2
x
� dydx.
0 x/2 y3 +1
Then switch the order of integration, and evaluate the resulting integral.
2.1. ITERATED INTEGRALS 65
Triple Integrals
Let w = g(x, y, z) be a real-valued function that is defined on a Cartesian product
= {(x, y, z) : a ≤ x ≤ b, c ≤ y ≤ d, e ≤ z ≤ f }
We partition each of [a, b], [c, d], and [e, f ] into finitely many subintervals. Let
[xi , xi+1 ], [yj , yj+1 ], and [zk , zk+1 ] be subintervals in the partitions, and we denote
their lengths by ∆xi , ∆yj , ∆zk , respectively. We consider a box
whose volume is denoted by ∆Vijk = ∆xi ∆yj ∆zk . Let pijk be a point in Sijk , and
let �∆� be the maximum of the norms of the partitions of [a, b], [c, d], and [e, f ].
We define g to be Riemann integrable or integrable on the box S if there
is a number L ∈ R such that for each ε > 0 there exists a positive number δ > 0
satisfying � �
� �
�� � � � � �
� g pijk ∆Vijk − L�� < ε
�
� i j k �
for all pijk in Sijk whenever �∆� < δ. In the above sums, we evaluate over all the
values of i, j, k. In such a case, we write
� � � ��� � �
g(x, y, z)dV = lim g pijk ∆Vijk = L.
S �∆�→0
i j k
Also, the six iterated triple integrals exist and are equal.
66 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
� 2 � 3 � � ��
= 2 + 2 z 2 − y 2 dydz
1 0
� 2 � 3 � �
= 2 1 + z 2 − y 2 dydz
1 0
� � �
2 � � y 3 �y=3
= 2 y 1 + z2 − � dz
1 3 �y=0
� 2 � � � �
= 2 3 1 + z 2 − 9 dz
1
� 2 � �
= 6 z 2 − 2 dz
1
� 2� 3� 2 � �
x + z 2 − y 2 dxdydz = 2.
1 0 0
✷
Try This 4
� 2 � 1 � 1
Evaluate the triple integral yzexy dxdydz.
0 0 0
whenever g is continuous on Sxy . There are six possible iterated triple integrals,
and another one of these is
� � � � f � γ2 (z) � Γ2 (y,z)
g(x, y, z)dV = g(x, y, z)dxdydz
S e γ1 (z) Γ1 (y,z)
� � �
In Theorem 2.6, if g(x, y, z) = 1 for all x, y, then dV is the volume of S.
S
� � � � 1 � 2−2x � 2−2x−y
6xdV = 6x dzdydx
S 0 0 0
� 1 � 2−2x
= 6x(2 − 2x − y)dydx
0 0
� 1 � 2−2x
= (12x(1 − x) − 6xy) dydx
0 0
� � � � 1 �y=2−2x
� �
6xdV = 12x(1 − x)y − 3xy 2 �� dx
S 0 y=0
� 1 � �
= 24x(1 − x)2 − 12x(1 − x)2 dx
0
� 1
= 12x(1 − x)2 dx
0
� � �
6xdV = 1.
S
Try This 5
Figure 9
The solid of integration 2.1 Check-It Out
for Try This 5.
Evaluate the iterated integral.
� � � 3 � 1 � 2 � x � y
1. 10(2x + y)3 dxdy 2. xy 2 dydx 3. (x − y)dzdydx
0 0 0 0 0
� b � d � b � d
1. f (x, y)dydx = f (x, y)dxdy
a c a c
� 2 � 2 � 2 � 2
2. (x + y)dydx = xdx + ydy
0 0 0 0
� 1 � 1 � 1
1
3. xyz dzdydx =
0 0 0 8
� �
4. If R = {(x, y) : x + y ≤ r }, then 2 2 2
dA = πr2 .
R
�
5. The volume of the solid bounded by the hemisphere z = 4 − x2 − y 2 and
� 2� 2�
the plane z = 0 is given by 4 − x2 − y 2 dydx.
−2 −2
� 2 � 1 � 3 � 2 � z � y
3. (4xy + 2z)dzdxdy 4. 12xdxdydz
1 0 1 0 0 0
� 1 � x � e � y
dxdy
5. 6ex+y dydx 6.
0 −x 1 0 x2 + y 2
� 2� z� y/2 � e� 4 � 2x
4 y
7. � dxdydz 8. √ dzdydx
1 0 0 y2 − x2 1 2 x z z2 − x2
In Exercises 9-14, we see a region R of integration that is bounded by the graph of the indicated equation.
Express the double integral of f (x, y) over R using dydx. Then switch the order of integration to dxdy.
√
9. y = 3x 10. y = x 11. y = x/2
y y y
3
2
1
x x x
1 4 2
4 2
x
2
x
�1 1
x
2
In Exercises 15-26, switch the order of integration, and evaluate the integral with the new limits.
� � � � √ � �
1 2x 4 8 x 2 1
15. 2xydydx 16. dydx 17. 8xydxdy
0 0 0 x2 0 y/2
� � √ � � � �
4 x 4 2 2 x2
18. dydx 19. √
dydx 20. 2xdydx
0 0 0 x 0 0
� 2 � 4 � 1 � 1 � π/2 � 1
21. 2xdydx 22. dydx 23. cos(x)dydx
0 x2 −1 |x| 0 sin x
� 4 � √
8 x √ � 1 � 2 � 1 � 1 � �
7 y y2 πx2
24. dydx 25. 4e dydx 26. cos dxdy
0 x2 192 0 2x 0 y 4
In Exercises 27-34, find the volume of the solid that is bounded by the coordinate planes, and the graph of
the equations in 3-space.
27. z = 1 − y 2 , x = 2, y = 1 28. x + y + z = 3, x = 2, y = 1
33. x2 + z 2 = 1, y 2 + z 2 = 1 34. z = 1 − y 2 , z = 1 − x2
Miscellaneous Problems
35. Find the volume of the solid that is bounded by the plane x + 4y + 16z = 8,
and the coordinate planes.
37. Find the volume of the solid in the first octant bounded by the plane x + 4y + z = 4,
and the coordinate planes.
38. Find the volume of the solid in the first octant bounded by the plane 2x + y + z = 4,
and the coordinate planes.
39. Find the volume of a solid in the first octant that is bounded by the surfaces
z = 1 − y 2 and x = 2.
40. Find the volume of a solid in the first octant that is bounded by the graphs
of z = 1 − y 2 , y = 2x, x = 0, and z = 0.
� � � �
x 1 π
41. Evaluate √ dA where R = (x, y) : 0 ≤ x ≤ , arcsin x ≤ y ≤ .
R 1 − x2 2 6
72 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
� �
sin x
42. Evaluate dA where R = {(x, y) : 0 ≤ y ≤ 1, y ≤ x ≤ 1}.
R x
� � �
43. Evaluate (xy − z)dV where S is the solid in 3-space that is bounded
S
by the graphs of x = 1, y = 4, z = 1, and the coordinate planes.
� � �
√
44. Evaluate xyzdV where S is the solid in 3-space that is bounded
S
by the graphs of x = 1, y = 1, z = 1, and the coordinate planes.
45. Find the volume of a solid that is bounded by the circular cylinder x2 + y 2 = 1,
the plane z + 2y = 2, and the xy-plane.
� � �
46. Evaluate 16dV where S is the solid in the first octant bounded by the paraboloid z = x2 + y 2 ,
S
the plane z = 1, and the coordinate planes.
√
47. A solid S consists of the points (x, y, z) satisfying 0 ≤ x, y, z ≤ 1 and 2 xy ≤ z, see Figure for No. 47.
Then find the volume of S. In terms of probability, if x, y, z are independent uniform random
variables on [0, 1], then the volume of S is the probability that the solutions t of the quadratic
equation xt2 + zt + y = 0 are real numbers..
Jacobian Determinant v
The substitution method is an important technique in the integration of a function
of one variable, namely,
� x(b) � b
d
f (x)dx = f (x(u))x� (u)du. D
x(a) a
c
We extend the above method to the integration of multivariable functions.
u
Let D = {(u, v) ∈ R2 : a ≤ u ≤ b, c ≤ u ≤ d} be a rectangular region in the a b
uv-plane, see Figure 1. Let x = x(u, v) and y = y(u, v) be real-valued functions Figure 1
on D with continuous first partial derivatives. Let T be a transformation from D Region S in the uv-plane
into the xy-plane defined by T (x, y) = (x(u, v), y(u, v)). Further, suppose T is a
one-to-one function on D, i.e., T maps distinct points in D to distinct points in the
xy-plane.
y
Let C be the image of D under the transformation T , i.e,
Area of C ≈ �v × w�
� � � �
� �
� ∂T �� �
∂T � �
≈ � × � (Area of D)
� ∂u �� �
∂v � �
� (a,c) (a,c)
�
� �
� i j k �
� �
� �
� ∂x ∂y �
� 0 �
= � Det ∂u ∂u � (Area of D)
� �
� �
� ∂x ∂y �
� 0 �
∂v ∂v
where the partial derivatives are evaluated at (a, c). Consequently, we find
� �
� ∂(x, y) �
Area of C ≈ �� � (Area of D)
∂(u, v) �
where ∂x ∂y
∂(x, y) ∂u ∂u
= Det
.
∂(u, v) ∂x ∂y
∂v ∂v
∂(x, y)
The factor is called the Jacobian determinant of the transformation T .
∂(u, v)
Let z = f (x, y) be a real-valued continuous function on an elementary region
R in the xy-plane. We sketch a proof of the change of variables theorem. For a
detailed proof, consult an advanced calculus textbook.
� � n �
� m
f (x, y)dxdy ≈ f (xi , yj )∆xi ∆yj
R i=1 j=1
n �
m � �
� � ∂(x, y) �
≈ �
f (x(ui , vj ), y(ui , vj )) � � ∆u∆v
∂(u, v) �
i=1 j=1
� � � �
� ∂(x, y) �
= �
f (x(u, v), y(u, v)) � � dudv
S ∂(u, v) �
1 R
Example 1 Applying a Change of Variables
x � � �
1.5
�0.5 Evaluate x2 − y 2 dA where R is the rectangular region with vertices
R
1 1
Figure 3 at (0, 0), (1, 1), ( 32 , 12 ), and ( 12 , − 12 ). Let x = (u + v) and y = (u − v).
2 2
Region in xy-plane
2.2. CHANGE OF VARIABLES IN INTEGRATION 75
The region R is mapped to region S in the uv-plane, see Figure 2. Since x = (u+v)/2
and y = (u − v)/2. The Jacobian determinant is given by
� ∂x ∂x � � 1 1 �
∂(x, y) ∂u ∂v 2 2 1
= Det = Det =−
∂(u, v) ∂y ∂y 1
− 1 2
∂u ∂v 2 2
� � � � 2 � 1 � �
√ � ∂(x, y) �
x2 − y2 dA = �
uv � � dvdu
R 0 0 ∂(u, v) �
��2√ � �� 1 �
1 √
= udu vdv
2 0 0
√
4 2
=
9
✷
Try This 1
Evaluate the same integral in Example 1, but let x = u + v and y = u − v.
y
Example 2 Applying Polar Coordinates
� �
2 2
Evaluate e−(x +y ) dA where R is the region between the circles x2 + y 2 = 9
R
and x2 + y 2 = 4, where y ≥ 0. See Figure 5.
Solution We apply the change of variables x = r cos θ and y = r sin θ, where x
2 3
r ≥ 0. These equations arise from trigonometry, as shown below.
Figure 5
r A region S between two
y concentric circles.
Θ
x
Figure 6 Right triangle trigonometry
76 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
�
Θ Solving for r and θ, we have r = x2 + y 2 and tan θ = y/x if x �= 0. In
particular, r is the distance between point (x, y) and the origin. In Figure 5, we
Π deduce that r satisfies 2 ≤ r ≤ 3. Also, θ is the standard angle that the line through
the origin and point (x, y) makes with the positive x-axis. From Figure 5, we see
θ satisfies 0 ≤ θ ≤ π. The region S in the rθ-plane corresponding to region R is
S
shown in Figure 7.
Since x = r cos θ and y = r sin θ, the Jacobian determinant is given by
r
1 2 3 � ∂x ∂x � � �
Figure 7 ∂(x, y) ∂r ∂θ cos θ −r sin θ
= Det = Det
Rectangular region S ∂(r, θ) ∂y ∂y
sin θ r cos θ
in the rθ-plane. ∂r ∂θ
� �
= r cos2 θ + sin2 θ = r.
� π �r=3
1 �
−r 2 �
= − e � dθ
2 0 r=2
� �
2
+y 2 ) π � −4 �
e−(x dA = e − e−9 .
R 2
✷
Try This 2
� � �
Evaluate x2 + y 2 dA where R is the circular region bounded by x2 + y 2 = 1.
R
Next, we discuss the change of variables for triple integrals. Let T be a one-to-
one transformation from a rectangular box
B = {(u, v, w) : a1 ≤ u ≤ b1 , a2 ≤ v ≤ b2 , a3 ≤ w ≤ b3 }
We apply a result from linear algebra stating that an injective linear transfor-
mation in 3-space should map B onto a parallelepiped C. If all the sides of B are
small, then the volume of T (B) is approximately the volume of the parallelepiped
T � (B) whose three defining edges are vectors
∂T ∂T ∂T
v 1 = ∆u , v 2 = ∆v , v 3 = ∆w .
∂u ∂v ∂w
where the partial derivatives are evaluated at (a, b, c), ∆u = b1 − a1 , ∆v = b2 − a2 ,
and ∆w = b3 − a3 . By Theorem 1.2, the volume of T � (B) is the absolute value of
the triple scalar product of v 1 , v 2 , and v 3 . Applying identity (1) in page 152, the
triple scalar product is the determinant of the 3 by 3 matrix whose rows are the
vectors. That is,
∂(x, y, w)
(v 1 × v 2 ) · v 3 = Vol(B)
∂(u, v, w)
and the partial derivatives are evaluated at (a, b, c). Then an effect of transformation
T on the volume of B is given by
� �
� ∂(x, y, w) �
Vol(T (B)) ≈ Vol(T � (B)) = �� � Vol(B).
∂(u, v, w) �
Furthermore, let A = F (x, y, z) be a real-valued function. We sketch a proof of the
change of variables for triple integrals.
� � � �n � m � p
F (x, y, z)dV ≈ F (xi , yj , zk )∆xi ∆yj ∆zk
M i=1 j=1 k=1
n �
� p
m � � �
� ∂(x, y, z) �
≈ �
(F ◦ T )(ui , vj , wk ) � � ∆u∆v∆w
i=1 j=1 k=1
∂(u, v, w) �
� � � � �
� ∂(x, y, z) �
= �
(F ◦ T )(u, v, w) � � dV
N ∂(u, v, w) �
A detailed proof of the change of variables is found in advanced calculus books.
N = {(r, θ, z) : 0 ≤ r ≤ 2, 0 ≤ θ ≤ 2π, 0 ≤ z ≤ 1}
16π
= .
3
✷
Try This 3
� � �
Evaluate ez dV where M is the solid between two circular cylinders
M
= ρ2 .
Observe, ρ is the distance between (x, y, z) and the origin. Also, θ is the angle
between the x-axis and the vector from the origin to (x, y, 0) for tan θ = y/x. The
dot product of (x, y, z) with k satisfies
(ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ) · k = ρ cos φ.
In particular, φ is the angle between vector (x, y, z) and k.
The solid ball S is mapped into a rectangular solid T , see Figure 12. The
Jacobian determinant of the transformation is given below but we postpone the
Figure 12
proof to page 83 of the section: Rectangular solid T
∂x ∂x ∂x
∂ρ ∂φ ∂θ
∂(x, y, z) ∂y ∂y ∂y
= Det
∂ρ ∂φ ∂θ = ρ2 sin φ.
∂(ρ, φ, θ)
∂z ∂z ∂z
∂ρ ∂φ ∂θ
Try This 4
� � �
Evaluate dV where S is the unit ball that is bounded by the sphere
S
x2 + y 2 + z 2 = 1. Apply the transformation x = ρ sin φ cos θ, y = ρ sin φ sin θ, and
z = ρ cos φ where 0 ≤ ρ ≤ 1, 0 ≤ φ ≤ π, and 0 ≤ θ ≤ 2π.
Cylindrical Coordinates
The cylindrical coordinates of a point (x, y, z) ∈ R3 in Cartesian coordinates are
(r, θ, z) where
y
r2 = x2 + y 2 , tan θ = if x �= 0.
x
In particular, θ is the angle between the positive x-axis and the line segment joining
the origin to (x, y, 0). Usually, we require 0 ≤ θ < 2π. Also, (r, θ) represent the polar
coordinates of (x, y). Note, r is a real number representing the directed distance
from the origin to (x, y). The cylindrical coordinates of a point are not unique.
For instance, the cylindrical coordinates (2, π/6, 3), (2, 13π/6, 3), and (−2, 7π/6, 3)
Figure 13 represent the same point in 3-space. The identities below
Cylindrical coordinates
(r, θ, z) of point P .
x = r cos θ, y = r sin θ, z = z.
are helpful when converting to Cartesian coordinates from cylindrical coordinates.
5π √
x = r cos θ = 4 cos = −2 3
6
5π
y = r sin θ = 4 sin = 2.
6
Thus, the Cartesian coordinates of Q are
√
Q(x, y, z) = (−2 3, 2, 1)
since z = 1.
✷
2.2. CHANGE OF VARIABLES IN INTEGRATION 81
Try This 5
Find the cylindrical coordinates of point P (x, y, z) = (−1, 1, 2). Also, find the
� �
Cartesian coordinates of point 3, 3π2 , 1 given in cylindrical coordinates.
4π √
Volume = ( 2 − 1).
3
✷
Try This 6
Spherical Coordinates
The spherical coordinates of a point (x, y, z) ∈ R3 in Cartesian coordinates are
(ρ, θ, φ) where
� y
ρ = x2 + y 2 + z 2 , tan θ = if x �= 0, and ρ cos φ = (x, y, z) · k.
x
The coordinate 0 ≤ θ < 2π is the angle between the positive x-axis and a vector
from the origin to point (x, y, 0), see Figure 18. The coordinate ρ ≥ 0 is the distance
Figure 18 between (x, y, z) and the origin. Further, we require 0 ≤ φ ≤ π and φ is the angle
Spherical coordinates between the positive z-axis and the line segment joining the origin to (x, y, z). The
(ρ, θ, φ) of point P . identities below
ρ cos φ = (x, y, z) · k
� √ �
3 3
2 cos φ = , ,1 · k = 1
2 2
π
φ = .
Figure 19 3
Spherical coordinates
� � Then the spherical coordinates of point A are
of point A 2, π6 , π3 .
� π π�
A(ρ, θ, φ) = 2, , .
6 3
� �
Next, we determine the Cartesian coordinates of B(ρ, θ, φ) = 8, 7π π
4 , 6 .
π 7π √
x = ρ sin φ cos θ = 8 sin cos = 2 2
6 4
π 7π √
y = ρ sin φ sin θ = 8 sinsin = −2 2
6 4
π √
z = ρ cos φ = 8 cos = 4 3
6
√ √ √
Thus, the Cartesian coordinates are B(x, y, z) = (2 2, −2 2, 4 3).
✷
2.2. CHANGE OF VARIABLES IN INTEGRATION 83
Try This 7
√
Find the spherical coordinates of point C(x, y, z) = (3, 3 3, 6). Also, find
� �
√ 3π π
the rectangular (or Cartesian) coordinates of D (ρ, θ, φ) = 2 2, , .
4 3
For the purpose of evaluating triple integrals, we evaluate the Jacobian determi-
nant of the transformation to Cartesian from spherical coordinates. The spherical
coordinates (ρ, φ, θ) of a point (x, y, z) satisfy
We compute the determinant below by expanding the minors in the third row, i.e.,
∂x ∂x ∂x
∂ρ ∂φ ∂θ sin φ cos θ ρ cos φ cos θ −ρ sin φ sin θ
∂(x, y, z) ∂y ∂y ∂y sin φ sin θ ρ cos φ sin θ ρ sin φ cos θ
= Det
∂ρ ∂φ ∂θ =
∂(ρ, φ, θ) ∂z ∂z ∂z
∂ρ ∂φ ∂θ
cos φ −ρ sin φ 0
where the 2 by 2 matrices A3,j are obtained from the above 3 by 3 matrix by crossing
out the third row and jth column, j = 1, 2. Namely, the matrices A3,j are
ρ cos φ cos θ −ρ sin φ sin θ sin φ cos θ −ρ sin φ sin θ
A3,1 = , A3,2 =
ρ cos φ sin θ ρ sin φ cos θ sin φ sin θ ρ sin φ cos θ
Then
Det[A3,2 ] = ρ sin2 φ.
∂(x, y, z)
= Det[A3,1 ] cos φ − Det [A3,2 ] (−ρ sin φ)
∂(ρ, φ, θ)
= ρ2 sin φ. (1)
84 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
spheres of radii 1 and 2, and centered at the origin. See Figure 20.
� 2π � π/2 �ρ=2
ρ4 ��
= sin φ cos φ dφ dθ
0 0 4 �ρ=1
� 2π � π/2
15
= sin φ cos φ dφ dθ
4 0 0
Figure 21
The solid S in � 2π �φ=π/2
spherical coordinates. 15 1 �
= sin (φ)��
2
dθ
4 0 2 φ=0
� 2π
15
= dθ
8 0
� � �
15π
zdV = .
S 4
Try This 8
Set up a triple integral in spherical coordinates for the volume of the part of
solid S in Figure 20 that lies in the first octant. Then evaluate the integral.
2.2. CHANGE OF VARIABLES IN INTEGRATION 85
∂(x, y)
1. If x = u − v and y = u + v, the Jacobian determinant satisfies = 2.
∂(u, v)
∂(x, y)
2. If x = r cos θ and y = r sin θ, the Jacobian determinant satisfies = r2 .
∂(r, θ)
� � √ � 2π � 5
x2 +y 2
3. If R = {(x, y) : x + y ≤ 25}, then2 2
e dA = rer drdθ.
R 0 0
∂(x, y, z)
4. The Jacobian determinant for spherical coordinates satisfies = ρ sin φ.
∂(ρ, φ, θ)
5. If x = 2u and y = 3v, then by the change of variables we have
� 3� 2 � 1� 1
f (x, y)dxdy = f (2u, 3v)dudv.
0 0 0 0
In Exercises 1-8, evaluate the integral by applying the indicated change of variables. The region of integration
R in Cartesian coordinates is shown. The region S to where R is mapped by the change of variables is shown,
too. In addition, state the Jacobian determinant of the change of variables.
� �
1. ydA where R is the quadrilateral region with vertices at (0, 0), (4, 0), (1, 2), and (5, 2).
R
v−u
Let x = and y = v.
2
y v
2
2
S
R
u
1 4 5
x �8
Figure for 1
86 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
� �
2. (y −x)dA where R is the quadrilateral region bounded by the lines y = x+1, y = x+2, y = 2x−1,
R
5
2
R
2 u
1 2
x �1
�1 2 3
Figure for 2
� �
x−y
3. dA where R is the quadrilateral region with vertices at (1, 0), (2, 0), (1, 1), and ( 12 , 12 ).
R x+y
u+v u−v
Let x = and y = .
2 2
y v
2
1
1
2 R 1
S
x
1
2
1 2
u
1 2
Figure for 3
� �
� �2
4. x2 + y 2 dA where R is the circular unit circle centered at the origin.
R
2Π
R
x S
1
r
1
Figure for 4
2.2. CHANGE OF VARIABLES IN INTEGRATION 87
� � �
5. zdV where R is the solid in the first octant bounded by the surfaces z = x2 + y 2 ,
R
Figure for 5
� � �
2
+y 2 +z 2 )3/2
6. e(x dV where R is the solid bounded by the spheres x2 + y 2 + z 2 = 1 and
R
Figure for 6
� � � � �
7. 2zdV where R is the solid bounded by the surfaces z = 4 − x2 − y 2 , z = 2 − x2 − y 2 ,
R
Figure for 7
88 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
� � � �
8. zdV where R is the solid bounded by the surfaces z = x2 + y 2 ,
R
Figure for 8
In Exercises 9-14, if a point is defined in Cartesian coordinates, express the point in cylindrical coordinates.
If the point is given in cylindrical coordinates, change to Cartesian coordinates.
� �
√ 5π √
9. (x, y, z) = (2 3, 2, 1) 10. (r, θ, z) = 2, ,3 11. (x, y, z) = (−6, 2 3, 2)
3
� � � � � √ �
3π √ 2π 3 3
12. (r, θ, z) = 2, ,4 13. (r, θ, z) = 2, , −2 14. (x, y, z) = − , − , −3
2 3 2 2
In Exercises 15-20, if a point is given in Cartesian coordinates, express the point in spherical coordinates.
If the point is expressed in spherical coordinates, convert to Cartesian coordinates.
� � � √ �
√
√ 2π 5π 3 3
15. (x, y, z) = (1, 3, 2 3) 16. (ρ, θ, φ) = 4, , 17. (x, y, z) = ,− , −1
3 6 2 2
� � � �
7π 2π 3π � √ √ �
18. (ρ, θ, φ) = 2, , 19. (ρ, θ, φ) = 2, π, 20. (x, y, z) = 6 3, −6, 4 3
6 3 4
In Exercises 21-24, evaluate the integral by applying the indicated change of variables. Sketch the indicated
region R. Also, sketch the image S of the transformation defined by the change of variables.
� �
21. (x − y)dA where R is a quadrilateral region with vertices (0, 0), (1, 1), (−5, 1), and (−6, 0).
R
−u + v u + 2v
y = −2x + 3, and y = −2x + 1. Let x = and y = .
6 3
In Exercises 25-28, solve for x and y in the given substitution. Then evaluate the integral by applying a
change of variables. Sketch the region R in the Cartesian plane, and the image S of the transformation
defined by the change of variables.
� �
√
25. x − y dA where R is a trapezoid with vertices (1, 0), (2, 0), (0, −2) and (0, −1).
R
Substitute u = x + y and v = x − y.
� �
26. xy dA where R is the region in the first quadrant that is bounded by the graphs of y = x, y = 3x,
R
Substitute u = −x + 2y and v = x + y.
� �
28. (x − y)(1 + x + y)dA where R is the triangular region with vertices (0, 0), (1, 0), and (1, 1).
R
Substitute u = x + y and v = x − y.
� �
29. (x2 − y 2 )dA where R is a quadrilateral region bounded by the lines y = x, y = x − 2, y = −x,
R
u+v −u + v
and y = −x + 3. Substitute x = and y = .
2 2
� � � �
2 2 2
30. Verify the identity e−x −y dA = π 1 − e−n where Rn = {(x, y) : x2 + y 2 ≤ n2 }, n ≥ 1.
Rn
31. We adopt the notation of Exercise 30. Applying the Monotone Convergence Theorem4 , we have
� � � �
2 2 2 2
e−x −y dA = lim e−x −y dA.
R2 n→∞ Rn
4 The Monotone Convergence Theorem and a version of Fubini’s Theorem used in Exercise 31
are proved in a course such as integration theory or real analysis. The proof is beyond the scope
of this text.
90 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
In Exercises 33-36, evaluate the integral by changing the variables to spherical coordinates.
Include a graph of solid R.
� � �
� �
33. 1 − x2 − y 2 − z 2 dV where R is the unit ball of radius 1 and centered at the origin.
R
� � �
34. z dV where R is a solid in the first octant, and R is one-eighth of a solid ball of radius 2
R
� � �
π
35. dV which is the volume of the solid R inside the sphere ρ = 1 and above the cone φ = 3.
R
� � �
36. dV which is the volume of the solid R inside the sphere ρ = 2, above the plane z = 0, and
R
π
below the cone φ = 4.
In Exercises 37-38, evaluate the integral by changing the variables to cylindrical coordinates.
Also, sketch the solid R.
� � �
37. xy dV where R is the solid in the first octant bounded by x2 + y 2 = 4, z = 0, and z = 1.
R
� � � �
z
38. 2 2
dV where R is the solid bounded by z = x2 + y 2 and z = 1.
R 1+x +y
2.3. LINE INTEGRALS AND A FUNDAMENTAL THEOREM 91
Then a reasonable approximation for the arc length of C is the Riemann sum
m−1
� m−1
�
�r (tk ) − r(tk−1 )� ≈ �r � (t∗k )� ∆t.
k=0 k=0
�
By definition, �r � is bounded and continuous, and consequently, integrable.
We let m → ∞, and define the limit of the Riemann sums as the arc length of C.
� b
Length(C) = �r � (t)� dt.
a
The arc length of C is independent of the parametrization; this follows from a
modification of Theorem 2.9 to be discussed later in the section. Moreover, the
arc length function is defined by
� t
s(t) = �r � (w)� dw. (2)
a
� t � t
3√
s(t) = �r � (w)� dw = 5w + 1dw
0 0 2
�w=t
3 2�
= (5w + 1)3/2 ��
10 3 w=0
1� �
= (5t + 1)3/2 − 1
5
Try This 1
Figure 3
The helix r lies on a
Definition 3 Line Integral circular cylinder of radius 1.
Later in the section, we show the line integral of a vector field along a curve is
independent of the parametrization provided the parameterization is orientation
preserving, see Theorem 2.10.
We discuss an application of line integrals. Suppose a vector field F represents
a force that causes a particle to move along a curve C parametrized by r. That is,
�
the particle is at position r(t) at time t. We show the line integral C F · dr
represents the work done by the force on the particle.
The unit tangent vector to r(t) is defined by
1
T (t) = r � (t). (3)
�r � (t)�
Since the differential of the arc length function is ds = �r � (t)� dt, we write
� � b
r � (t)
F · dr = F (r(t)) · �r � (t)�dt
C a �r � (t)�
� b
= F (r(t)) · T (t) ds. (4)
a
94 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
Recall, the projection of vector v = F (r(t)) onto unit vector w = T (t) satisfies
see identity (15) in page 15. The scalar F (r(t)) · T (t) ds in the integrand of (4)
represents the work done by the force F along the tangential component T (t),
as the particle moves through an arc length of ds. Then the line integral (4) is
the work done by a force F acting on a particle that is moving along curve C.
Let F (x, y, z) = (yz, x, 2x) be a vector field. Let C be the curve parametrized by
� � �
r(t) = t, t2 , t3 , 0 ≤ t ≤ 1, see Figure 4. Then evaluate C F · dr.
Solution Let r(t) = (x(t), y(t), z(t)) where x(t) = t, y(t) = t2 , and z(t) = t3 .
y Evaluating the vector field, we obtain
x F (r(t)) = F (x(t), y(t), z(t))
Try This 2
� �
Let F (x, y, z) = (x, z, y) be a vector field. Let r(t) = t, 2t, t2 , 0 ≤ t ≤ 2, be a
x �
y parametrization of curve C. Then evaluate the line integral C F · dr.
Figure 5
For Try This 2
2.3. LINE INTEGRALS AND A FUNDAMENTAL THEOREM 95
Re-parametrizing a Curve
� α(d)
= F (r(w)) · r � (w) dw where w = α(t), dw = α� (t)dt
α(c)
� b
= ± F (r(w)) · r � (w) dw (5)
a
�b �a
for a
f (x)dx = − b
f (x)dx. The sign in (5) depends on whether α(c) = a or
α(c) = b. We choose the plus sign if α(c) = a, i.e., r1 is orientation preserving.
Otherwise, we choose the negative sign if r1 is orientation reversing.
Moreover, any two parametrizations of a curve C with the same initial points are
re-parametrizations of each other, see theorem below.
Let r1 and r2 be functions defined on I1 = [a, b] and I2 = [c, d], respectively, that
parametrize a curve C. If r1 (a) = r2 (c), then r1 is a re-parametrization of r2 .
Proof Let t ∈ (a, b), and choose s ∈ (c, d) such that r1 (t) = r2 (s). Then the
function given by s = f (t), f (a) = c, and f (b) = d is a bijection from I1 onto I2 .
By definition, r1 = r2 ◦ f . We show f is differentiable. If ∆t �= 0 is small enough,
choose ∆s �= 0 such that r1 (t + ∆t) = r2 (s + ∆s). Then
Then
f (t + ∆t) − f (t) ∆s
f � (t) = lim = lim
∆t→0 ∆t ∆t→0 ∆t
r2�c��
y assume the orientations of C with respect to r1 and r2 are the same.
r2�d��
r1�w�
Suppose r1 is defined on [a, b], and r2 is defined on [c, d]. Choose w, v such that
r1 (w) = r2 (c) = r2 (d), and r2 (v) = r1 (a) = r1 (b), as in Figure 6. Then
r2�v�
� � �
x b w b
�r1�a�
F (r1 (t)) · r1 � (t)dt = F (r1 (t)) · r1 � (t)dt + F (r1 (t)) · r1 � (t)dt
�r1�b�
a a w
� d � v
= F (r2 (t)) · r2 � (t)dt + F (r2 (t)) · r2 � (t)dt
v c
Figure 6
Parametrizations r1 � d
� d
�r � (α(t))� α� (t) dt if α is increasing
c
= �
d
− �r � (α(t))� α� (t) dt if α is decreasing
c
� b
�r � (w)� dw if w = α(t), and α is increasing
a
= �
a
− �r � (w)� dw if α is decreasing
b
� d � b
�r1 � (t)� dt = �r � (t)� dt
c a
Let F (x, y, z) = (sin πx, cos πz, y) be a vector field. Let C be the oriented line
�
segment from A(1, 0, 0) to B(0, 2, 1), see Figure 7. Then evaluate C F · dr. 1
Try This 3
Evaluate the line integral in Example 3 where C is the oriented line segment
from A(2, 0, 0) to B(0, 4, 2).
Try This 4
Let F (x, y) = (−y, 1) be a vector field. Let C be the unit circle oriented counter
�
clockwise. Then evaluate the line integral C F · dr.
We extend the definition of a line integral of a vector field. Let C be a finite union
of smooth curves Ci , i = 1, . . . , n.
C = C1 ∪ · · · ∪ Cn
�
We denote the line integral of F along C by C F · ds, and define it by
� � �
F · dr = F · dr + · · · + F · dr. (8)
C C1 Cn
2.3. LINE INTEGRALS AND A FUNDAMENTAL THEOREM 99
Using Theorem 2.10, it can be shown that the left side is independent of the finite
union of smooth curves Ci . We say C is a piecewise-smooth curve.
Let F (x, y, z) = (xz, 2y, yz) be a vector field. Let C be a simple closed triangular
path that bounds the plane 2x + 2y + z = 4, and the coordinate planes. The
�
orientation is counter clockwise as shown in Figure 9. Then evaluate C F · dr.
Solution We parametrize the segment C1 from (2, 0, 0) to (0, 2, 0). Since y is z
� 2 � � 8
= 4t − 2t2 , 0, 0 · (1, 0, −2) dt = .
0 3
Finally, we obtain
� � � �
F · dr = F · dr + F · dr + F · dr
C C1 C2 C3
4 8
= 4+ +
3 3
= 8.
✷
100 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
1 Try This 5
Let F (x, y) = (2y, 1) be a vector field. Let C be a counter clockwise closed curve
�
bounded y = x2 and y = x, see Figure 10. Then evaluate the line integral C F · dr.
x
1
Figure 10
An oriented closed path
along y = x2 and y = x. Fundamental Theorem for Line Integrals
�
If a vector field F is conservative, the line integral C
F · dr depends only on F ,
and the initial and terminal points of C, as the next theorem shows.
� �
∂f ∂f
Proof For simplicity, let F be a function of two variables. Let F = , .
∂x ∂y
By the chain rule and the Fundamental Theorem of Calculus, we find
� � b� � � �
∂f �� ∂f ��
F · dr = , · r � (t)dt
C a ∂x �r (t) ∂y �r (t)
� b
�
= (f ◦ r) (t) dt
a
= f (r(b)) − f (r(a)) .
✷
We recall a characterization of conservative vector fields, see Theorem 1.10.
Let G be a vector field defined on R3 with continuous first partial derivatives
except for finitely many points. Then curl(G) = 0 if and only if G = ∇g for
some real-valued function g.
If G = (M, N, P ) where M, N, P are real-valued functions of x, y, z, then the
proof of Theorem 1.10 shows
� � � � � �
∂P ∂N ∂P ∂M ∂N ∂M
curl G = − i− − j+ − k.
∂y ∂z ∂x ∂z ∂x ∂y
2.3. LINE INTEGRALS AND A FUNDAMENTAL THEOREM 101
For vector fields F = (M, N ) of two variables x and y, we may denote the line
integral by � �
F · dr = (M dx + N dy) .
C C
∇(xy − y) = (y, x − 1) = F
f (x, y) = xy + φ(y)
∂f
where φ is a function of y only. Since ∂y = x + φ� (y), we obtain
x + φ� (y) = x−1
φ� (y) = −1
φ(y) = −y + C.
f (x, y) = xy + φ(y) = xy − y + C.
✷
102 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
Try This 6
Let C be an oriented curve with initial point (1, 0) and terminal point (2, 2).
� � �
Then evaluate C y 2 dx + 2xydy by the Fundamental Theorem for Line Integrals.
∂φ
= −1.
∂z
Then φ(y, z) = −z + ψ(y) where ψ is a function of y only. Thus,
xz
f (x, y, z) = − z + ψ(y). (10)
y
∂f ∂f
Observe, ∂y = − xz �
y 2 + ψ (y) and ∂y = − xz
y 2 for ∇f = F . Combining, we obtain
xz xz
− + ψ � (y) = −
y2 y2
ψ(y) = C
= 2.
✷
2.3. LINE INTEGRALS AND A FUNDAMENTAL THEOREM 103
Try This 7
Path Integrals
Let C be a curve parametrized by a function r. Recall, the differential of the arc
length function in (2) satisfies
ds = �r � (t)� dt.
z
The line integral of f along C is independent of the parametrization r of C.
The proof of which is similar to that of Theorem 2.10. That is, if r1 and r2 are
two functions that parametrize C, and defined on [a1 , b1 ], [a2 , b2 ], respectively, then
� b1 � b2 x y
f (r1 (t)) �r1 � (t)� dt = f (r2 (t)) �r2 � (t)� dt.
a1 a2
Figure 11
� f (x) ≥ 0, the path integral
If
The above identity holds even if r1 is orientation reversing of r2 . C
f (x)ds is the area of a
fence built on a curve.
Geometrically, if f (r(t)) ≥ 0 represents the height of a fence at r(t), the path
�
integral C f (x)ds is the area of the fence, see Figure 11. The product f (x)ds is
the area of a rectangle with base ds and height f (x).
A parameter s for a parametrizing function r is called arc length parameter
if �r � (s)� = 1 for all s except possibly at the endpoints. Consequently, the arc
length of r in subinterval [c, d] is d − c. To re-parametrize r(t) by using the arc
length parameter s, we suggest the following guidelines.
104 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
2. Since s = φ(t) is an increasing function, solve for the inverse function t = φ−1 (s).
� �
3. The arc length parametrization is r1 (s) = r φ−1 (s) .
r � (s)
T (s) = = r � (s)
�r � (s)�
Thus, we find
dr1 dr2
=± .
ds1 ds2
where the sign depends on whether r1 and r2 are orientation preserving or
reversing. In any case, the magnitudes of the second derivatives are equal, i.e.,
� 2 � � 2 �
� d r1 � � d r2 �
� � � �
� ds2 � = � ds2 � .
1 2
Try This 8
1. Find the arc length function for the curve r(t) = (t, mt + b).
2. Let F (x, y) = (−y, 3x) be a vector field. Let C be the curve parametrized
�
by r(t) = (cos t, sin t), 0 ≤ t ≤ π2 . Then evaluate C F · dr.
106 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
3. Let F (x, y) = (y, x + 1) be a vector field. Let C be the curve parametrized by r(t) = (3 cos t, 3 sin t),
�
0 ≤ t ≤ π3 . Then evaluate C F · dr by the Fundamental Theorem for Line Integrals.
4. Let G(x, y, z) = (x + y, y, z) be a vector field, and let C be the line segment that joins point
�
A(2, 1, 0) to B(1, 2, 2). Then evaluate C F · dr.
1. A parametrization of the unit circle that is oriented in the counter clockwise direction is given by
r(θ) = (sin θ, cos θ), 0 ≤ θ ≤ 2π.
4. If C is a curve parametrized by r(t) = (t, 0, 1) where 0 ≤ t ≤ 1, then the line integral of a vector
� � 1
field F on C satisfies F · dr = F (t, 0, 1) · i dt
C 0
� b
5. A definite integral f (x)dx is a line integral.
a
6. If C is a curve parametrized by r(t) = (t, 0, 1) where 0 ≤ t ≤ 1, then the line integral of a vector field
� � 1
F on C satisfies F · dr = F (t, 0, 1) · i dt
C 0
�
7. If F (x, y) = (y, 2x), the Fundamental Theorem for Line Integrals applies to F · dr.
C
8. Let r(t) be a parametrization of a curve where a ≤ t ≤ b . Then t is the arc length parameter if there
is a constant c > 0 satisfying �r� (t)� = c for all a < t < b.
9. Let r(t) be a parametrization of a curve where t is the arc length parameter. Then the curvature of
the curve is �r�� (t)�.
10. Let C be an oriented curve with initial point (a, b) and terminal point (c, d). If F (x, y) = (y, x),
�
then F · dr = cd − ab.
C
In Exercises 1-4, evaluate the line integral of the vector field along the curve C parametrized by r.
�
π
1. F · dr where F (x, y) = (2x, y), and r(t) = (sin t, cos t), 0 ≤ t ≤ .
C 6
�
π
2. (xdx + xydy) where r(t) = (2 sin t, cos t), 0 ≤ t ≤ .
C 6
2.3. LINE INTEGRALS AND A FUNDAMENTAL THEOREM 107
�
3. G · dr where G(x, y, z) = (y, y + z, x), and r(t) = (2 − t, t + 1, t), 0 ≤ t ≤ 2.
C
�
π
4. (sin y dx + cos z dy − sin x dz) where r(t) = (t, 2t, t), 0 ≤ t ≤ .
C 3
In Exercises 5-12, parametrize the path C by a curve r that is one-to-one except possibly at the endpoints.
Then evaluate the line integral of the indicated vector field F or G along the path C.
�
5. F · dr where F (x, y) = (−y, x), and C is the directed line segment from (1, 0) to (3, 4).
C
�
6. F · dr where F (x, y) = (y, x), and C is the directed line segment from (1, 1) to (2, 3).
C
�
7. (dx + xdy) where C is the oriented line segment from the origin to (2, 4).
C
�
8. (3xdx + (x + y)dy) where C is the line segment from the point (2, 2) to (0, 4).
C
� � �
9. F · dr where F (x, y) = (−4y, 4x), C is a path along the unit circle that joins (1, 0) to √1 , √1
2 2
C
in the counter clockwise direction.
�
10. F · dr where F (x, y) = (x + y, x − y), and C is a path along a circle of radius 2, centered
C
√
at the origin, and joining (2, 0) to (1, 3) in the counter clockwise direction.
�
11. G · dr where G(x, y, z) = (x + 2y, y − 2z, x + z), and C is the line segment from (1, 2, 3) to (3, 6, 5).
C
�
12. (ydx + z 2 dy + xdz) where C is the line segment from (0, 1, 1) to ( 12 , 2, 0).
C
In Exercises 13-26, evaluate the line integral by the Fundamental Theorem for Line Integrals. State the
function f such that the gradient ∇f is the conservative vector field in the integral.
�
13. (y 2 dx + 2xydy) where C is a path from the origin to (−1, 3).
C
�
y
14. (x2 dx − dy) where C is an oriented path from the (1, 2) to (3, 6).
C 2
� � �
t π
15. (cos x cos y dx − sin x sin y dy) where C is the path defined by r(t) = t, ,0≤t≤ 3.
C 2
�
16. F · dr where C is a path from point A(1, 0) to B(0, 1), and F (x, y) = (yexy + 1, xexy ).
C
�
17. F ·dr where C is the image of the curve r(t) = (arccos t, arcsin t), 0 ≤ t ≤ 1, F (x, y) = (ey cos x, ey sin x).
C
108 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
�
� �
18. 6ye2x dx + 3e2x dy where C is the path defined by r(t) = t, t2 + 2 , 0 ≤ t ≤ 1.
C
�
19. 3 cos(2y)dx − 6x sin(2y)dy where C is the path defined by r(t) = (t, (t − 1)π), 1 ≤ t ≤ 2.
C
�
π
20. F · dr where F (x, y) = (−2ey sin(x), 2ey cos x), and C is defined by r(t) = (t, 6t/π), 0 ≤ t ≤ .
C 3
�
� � π
21. F · dr where F (x, y) = y cos(x)ey sin x , sin(x)ey sin x , and C is defined by r(t) = (t, 2t), 0 ≤ t ≤ .
C 3
� � �y�
�
x √
22. arcsin dx + � dy where C is a path joining point (1, 0) to ( 3, 1) with y �= ±2.
C 2 4 − y2
�
� �
23. yz 2 dx + xz 2 dy + 2xyzdz where C is a path from point P (2, 2, 1) to Q (3, 1, 2).
C
�
�π � �π �
24. (ey cos x dx + ey sin x dy + dz) where C is a path from point A 2 , 0, 1 to B 3 , 1, 2 .
C
�
25. F ·dr where C is a path from point P (0, 2, 1) to Q(2, 1, 2), and F (x, y, z) = (yexy−z , xexy−z . − exy−z ).
C
� � �
√ z
26. F · dr where C is a path from point P (1, 0, 1) to Q( 3, 2, 1), and F (x, y, z) = , 1, arctan x .
C 1 + x2
In Exercises 27-34, evaluate the path integral of the given real-valued function along the smooth curve C
parametrized by r. See Definition 4.
�
1
27. f (x, y)ds where f (x, y) = xy − x2 , r(t) = (3t, 4t), 0 ≤ t ≤ .
C 3
�
4 1
28. f (x, y)ds where f (x, y) = (x − y), r(t) = (12t, 5t), 0 ≤ t ≤ .
C 13 2
�
π
29. (x + y)ds where r(t) = (4 sin 2t, 4 cos 2t), 0 ≤ t ≤ .
C 8
�
√ π
30. f (x, y, z)ds where f (x, y, z) = x − y + z, r(t) = (cos t, sin t, 3 t), 0 ≤ t ≤ .
C 2
�
√ π
31. f (x, y, z)ds where f (x, y, z) = xy, r(t) = (2 cos t, 2 sin t, 5 t), 0 ≤ t ≤ .
C 6
�
2 cos x � � π
32. f (x, y, z)ds where f (x, y, z) = , r(t) = 8t, 2t2 , t3 /3 , 0 ≤ t ≤ .
C 16 + y 16
�
33. g(x, y, z)ds where g(x, y, z) = yz − x2 , r(t) = (t, 2t, 2t), 0 ≤ t ≤ 2.
C
�
�√ √ √�
34. g(x, y, z)ds where g(x, y, z) = xyz, r(t) = t, 2 t, 2 t , 0 ≤ t ≤ 3.
C
2.3. LINE INTEGRALS AND A FUNDAMENTAL THEOREM 109
In Exercises 35-40, find the unit tangent vector T (t) to the smooth curve
37. r(t) = (a cos t, a sin t), a > 0 38. r(t) = (b cos t, b sin t, t), b > 0
� � � �√ �
39. r(t) = t, 32 t2 , t3 40. r(t) = 2 t, et , e−t
� �
41. r(t) = t, t2 , P (0, 0) 42. r(t) = (t, mt), P (t, mt)
� √�
43. r(t) = (3 cos t, 4 sin t), P (0, 4) 44. r(t) = t, 2 t , P (1, 2)
In Exercises 45-46, a fence is built on a curve C parametrized by r. The height of the fence at r(t) is given
by f (r(t)) where f is the indicated real-valued function. Find the area of the fence.
45. r(t) = (cos t, sin t), 0 ≤ t ≤ 2π, f (x, y) = 2 + xy 46. r(t) = (t, 3t), 0 ≤ t ≤ 1, f (x, y) = 1 + y − x
y
x
49. Let r be a smooth curve defined on [a, b], and let T (t) be the unit tangent vector at r(t),
see definition (3). Let s be the arc length parameter where ds/dt = �r � (t)�.
ds
a) Verify the identities r � (t) = T (t), and
dt
d2 s ds
r �� (t) = T (t) + T � (t).
dt2 dt
110 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
c) Using the fact that T (t) · T (t) = 1, prove T (t) is perpendicular to T � (t).
d) Show
� �2
ds � � �
� ��
�r (t) × r (t)� = �T (t)� .
dt
�T � (t)�
e) Using the fact that curvature satisfies κ(t) = , prove the identity
�r� (t)�
�r � (t) × r �� (t)�
κ(t) = 3 . (12)
�r � (t)�
� �
50. Let C be a parabolic curve parametrized by r = 0, t, t2 .
2
a) Applying the curvature identity (12), verify κ(t) = .
(1 + 4t2 )3/2
� ∞
b) Evaluate κ(t)dt.
−∞
�
c) Evaluate the path integral κds.
C
3/2
a) Applying the curvature identity (12), verify κ(t) = (sech 2t) .
�
b) Evaluate the path integral κds.
C
52. Let r be a smooth curve defined on [a, b], and let T (t) be the unit tangent vector at r(t).
a) The normal vector to the curve at r(t) is defined by
T � (t)
N (t) = � �
�T � (t)� . (13)
b) Using the fact that T (t) · T (t) = 1, prove N (t) is perpendicular to T (t).
d) Using the fact that B(t) · T (t) = 0 = B(t) · T � (t), prove B � (t) · T (t) = 0.
53. If r(t) = (t, t2 , t2 ), find the unit tangent vector T (t), the normal vector N (t), and the binormal
vector B(t) at r(t).
2.4. SURFACE INTEGRALS 111
Area of a Surface
In Section 2.3, we discussed line integrals along smooth curves. In this section, we
study surface integrals, or integrals of vector fields defined on surfaces. When the
surface is a subset of the xy-plane, the surface integral is a double integral as we
will see. We begin with the definition of a parametrized surface.
1
and are nonzero and bounded.
φ(u, v)
The Riemann sum of the areas of rectangles Aij approaches a limit as the norm of
the partition of R approaches zero, due to the boundedness and continuity in (15).
The limit which is an integral is a reasonable definition for the surface area of M .
� �
Notice, the integral of � ∂ r × ∂ r � over R exists even if R is an elementary region.
∂u ∂v
� �
∂f ∂f
= − , − , 1 .
∂x ∂y
Applying (16), the area of the surface defined by z = f (x, y), (x, y) ∈ R, satisfies
� � � �
� ∂r ∂r �
(Surface Area of M ) = � × � dA
� ∂y �
R ∂x
� � �2 � �2
� �
∂f ∂f
= 1+ + dA. (17)
R ∂x ∂y
z
Example 1 Evaluating a Surface Area
Find the surface area of the portion of the plane x + 2y + z = 2 in the first octant,
see Figure 2.
1 y
x 2
Solution Solving for z, we find and write
Figure 2 z = f (x, y) = 2 − x − 2y.
The plane x + 2y + z = 2
in the first octant. Let M be the triangular region in the first octant defined by z = f (x, y). The
subset R of the xy-plane below the triangular region satisfies
� �
� 2−x
�
R = (x, y) 0 ≤ x ≤ 2, 0 ≤ y ≤ .
2
2.4. SURFACE INTEGRALS 113
√ � 2 � (2−x)/2
= 6 dydx
0 0
√
= 6 (Area of R)
√
= 6 sq. units
Try This 1
Find the surface area of the portion of the plane 2x + 2y + z = 4 in the first
octant above the triangular region in the xy-plane with vertices (0, 0, 0), (1, 0, 0),
and (1, 1, 0).
x2 + y 2 + z 2 = 25
Then we obtain
� � �2 � �2
∂f ∂f 5
1+ + =� .
∂x ∂y 25 − x2 − y 2
114 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
Let M be the upper part of the sphere that lies above circular region
� � �
R = (x, y) � x2 + y 2 ≤ 16 .
� 4
rdr
= 10π √
0 25 − r2
� �r=4
�
= −10π 25 − r ��
2
r=0
Try This 2
1� 2 �
Find the area of the surface z = x + y 2 that lies below the plane z = 2.
2
See Figure 4.
Figure 4
For Try This 2
where 0 ≤ θ < 2π, t ∈ [a, b]. We leave the verification of (19) as an exercise.
2.4. SURFACE INTEGRALS 115
� �
� i j k �
� �
∂r ∂r � �
× = � −y(t) sin θ y(t) cos θ 0 ��
∂θ ∂t �
� �
� y � (t) cos θ y � (t) sin θ z � (t) �
� b
= 2π y(t) �r1 � (t)� dt. (21)
a
� π/2
= 2π (2 cos ψ)(2) dψ
−π/2
�π/2
�
= 8π sin ψ ��
−π/2
Try This 3
Parametrize a right circular cone S whose base is a circle of radius 2 and the height
is 2 units. Assume the base lies on the xy-plane and is centered at the origin, see
Figure 7. Then find the surface area of the cone S.
Figure 7
Right circular cone with
radius 2 and height 2 units. Surface Integrals of Vector Fields
Let r be a function from an elementary region R ⊆ R2 into R3 as in Definition 5.
Let M ⊆ R3 be the surface that is parametrized by r. Let F be a vector-valued
function defined on M with values in R3 such that F ◦ r is continuous. In such
a case, we say F is a continuous vector field defined on M .
is normal to the tangent plane at p, where the partial derivatives are evaluated at
(u, v). For the details, see Exercise 25. We say r is orientation preserving if
Nr (p) = N (p)
Nr (p) = −N (p)
y
Example 4 Evaluating a Surface Integral
2
Let F (x, y, z) = (0, 0, y) be a vector field. Let R be a triangular region in the
xy-plane with vertices at (1, 2), (0, 2), and the origin, see Figure 8. Let M be
y�2x
the surface that is oriented, and parametrized by
� � �
r(x, y) = x, y, x2 + y 2 + 1 , (x, y) ∈ R. x
1
��
Then evaluate the surface integral M
F · dS. Figure 8
Triangular region R
�
Solution The surface M is a portion of the larger surface z = x2 + y 2 + 1 that
lies above the region R in the xy-plane, see Figure 9. The cross product of the
partial derivatives of r satisfies
� �
� i j k �
� �
� x �
∂r ∂r � � �
× = �� 1 0 �
x2 + y 2 + 1 �
∂x ∂y � y �
� 0 1 � �
� �
x2 + y 2 + 1
� �
−x −y
= � , � , 1 .
x2 + y 2 + 1 x2 + y 2 + 1
Figure 9
We apply Definition 6 to evaluate the surface integral. Notice, F (r(x, y)) = (0, 0, y). Surface M above
� � � � � � region R in Figure 8
∂r ∂r
F · dS = F (r(x, y)) · × dA
M R ∂x ∂y
� � � �
1 2
−x −y
= (0, 0, y) · � , � , 1 dydx
0 2x x2 + y 2 + 1 x2 + y 2 + 1
� 1 � 2 � 1 �y=2 � 1
y 2 �� � �
= ydydx = � dx = 2 − 2x2 dx
0 2x 0 2 y=2x 0
� �
4
F · dS = .
M 3
✷
Try This 4
� �
(cos ψ cos θ, cos ψ sin θ, sin ψ) · cos2 ψ cos θ, cos2 ψ sin θ, cos ψ sin ψ =
� π/2 � 2π
= cos ψ dθdψ
−π/2 0
� π/2
= 2π cos ψ dψ
−π/2
� �
F · dS = 4π.
M
✷
2.4. SURFACE INTEGRALS 119
Try This 5
The orientation on the unit sphere M are unit vectors that point away from the
��
origin. If F (x, y, z) = (0, 0, z), evaluate the surface integral M
F · dS.
r(x, y) = (x, y, 1 − y)
= (0, 1, 1) .
Figure 10 � 1 � 1 √
The base of a solid is = x 2 dxdy
the surface M in the 0 0
plane z = 1 − y.
√
2
= .
2
��
The surface integral M
f dS represents the volume of a solid in Figure 10. The
base of the solid is the surface M , and the height at (x, y, z) ∈ M of the solid is
f (x, y, z).
✷
Try This 6
In Exercises 1-3, let M be the triangular part of the plane x + y + z = 1 in the first octant.
Suppose M is oriented by unit vectors normal to M that point away from the origin.
7. Let F (x, y, z) = (y, 0, z), and let M be parametrized by r(t, θ) = (2t cos θ, 2t sin θ, 1) where
0 ≤ θ ≤ 2π and 0 ≤ t ≤ 1.
8. Let F (x, y, z) = (0, y + z, x), and let M be parametrized by r(t, θ) = (t cos θ, t sin θ, 1 − t sin θ)
where 0 ≤ θ ≤ 2π and 0 ≤ t ≤ 1.
9. Let F (x, y, z) = (y, −x, z), and let M be parametrized by r(ψ, θ) = (sin ψ cos θ, sin ψ sin θ, cos ψ)
where 0 ≤ ψ ≤ π and 0 ≤ θ ≤ 2π. Note, M is the unit sphere.
� � � � �
10. Let F (x, y, z) = −x/z, −y/z, 1/z 2 , and let M be parametrized by r(x, y) = x, y, 1 + x2 + y 2
where 0 ≤ x ≤ a, 0 ≤ y ≤ b.
11. Let F (x, y, z) = (0, −x, 2y), and let M be the triangular planar region defined by x + y + 2z = 2 in the
first octant.
�
12. Let F (x, y, z) = (0, 0, 2), and let M be upper unit hemisphere z = 1 − x2 − y 2 .
13. Let F (x, y, z) = (2y − 2z, −1, 2x), and let M be the triangular planar region defined by x − y + z = 1
in the octant where x, z > 0 and y < 0.
14. Let F = (0, z, 0), and let M be the portion of the plane 2x + 2y + z = 4 in the first octant.
15. Let F = curl(0, 0, y), and let M be the portion of the sphere x2 + y 2 + z 2 = 25 in the first octant.
�
16. Let F = curl(0, x2 , 0), and let M be the hemisphere z = 4 − x2 − y 2 .
��
In Exercises 17-24, evaluate the surface integral M
f dS for the indicated real-valued function f
defined on the given surface M .
17. Let f (x, y, z) = 3z, and let M be the surface parametrized by r(θ, t) = (t cos θ, t sin θ, t)
√
where 0 ≤ t ≤ 2 and 0 ≤ θ ≤ 2π.
18. Let f (x, y, z) = x2 , and let M be the surface parametrized by r(θ, t) = (t cos θ, t sin θ, t + 1)
where 0 ≤ t ≤ 2 and 0 ≤ θ ≤ 2π.
�
19. Let f (x, y, z) = x2 + y 2 , and let M be the surface parametrized by r(x, y) = (x, y, x2 + y 2 )
such that x2 + y 2 ≤ 1.
�
20. Let f (x, y, z) = z x2 + y 2 , and let M be the disk of radius 2 defined by x2 + y 2 ≤ 4 and z = 3.
124 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
21. Let f (x, y, z) = 2x + y + z, and let M be the plane 2x + y + z = 4 in the first octant.
22. Let f (x, y, z) = 2y, and let M be the plane x + y + z = 3 in the first octant.
23. Let f (x, y, z) = 6xy, and let M be the triangular region with vertices (1, 0, 0), (0, 2, 0), and (0, 0, 2).
24. Let f (x, y, z) = 6z, and let M be the triangular region with vertices (2, 0, 0), (0, 0, 4), and (1, 1, 1).
25. Let r1 , r2 be two functions that parametrize a surface M ⊆ R3 , as in Definition 5. Suppose r1 , r2 are
defined on elementary regions R1 , R2 ⊆ R2 , respectively. To each interior point (s, t) in R2 , choose an
interior point (u, v) in R1 such that
r1 (u, v) = r2 (s, t).
a) Prove there exists a function h that is one-to-one and differentiable in the interior of R2 such that
(u, v) = h(s, t). We sketch a proof below.
r2 ��
Let r2 (s0 , t0 ) = r1 (u0 , v0 ) = (x0 , y0 , z0 ) ∈ M . Since the cross product ∂∂s r2 ��
× ∂∂t is
(s 0 ,t0 ) (s 0 ,t0 )
nonzero, without loss of generality we assume the third component of the cross product is nonzero,
∂x2 ∂x2
= ∂x2 ∂y2 − ∂x2 ∂y2 �= 0
∂s ∂t
Det
∂y2 ∂y2 ∂s ∂t ∂t ∂s
∂s ∂t
where r2 (s, t) = (x2 , y2 , z2 ). We apply the Inverse Function Theorem to the system of equations:
�
x2 (s, t) = x
y2 (s, t) = y
Since the above determinant is nonzero, it is possible to express (s, t) as a differentiable function
of (x, y) near (x0 , y0 ). That is, (s, t) = f (x, y) for some invertible function f defined on an open
disk containing (x0 , y0 ) with continuous partial derivatives.
r1 ��
Similarly, since ∂∂u ×
�
∂ r1 �
is nonzero, we write (u, v) = g(x, y), (u, v) = g(x, z), or
(u ,v )
0 0 ∂v (u ,v )
0 0
(u, v) = g(y, z) for some function g with continuous partial derivatives in an open disk containing
(x0 , y0 ), (x0 , z0 ), or (y0 , z0 ), respectively. In any case, we obtain (s, t) = f ◦ g −1 (u, v).
� �
∂(x, y) ∂r1 ∂r1
= ×
∂(s, t) ∂x ∂y
∂(x,y)
where is the Jacobian determinant of the transformation from (s, t) ∈ R1 to (x, y) ∈ R2 .
∂(s,t)
r2 × ∂ r2
Thus, the tangent plane to the surface M is well-defined since the cross-products ∂∂s ∂t
r1 × ∂ r1 are parallel.
and ∂∂x ∂y
2.4. SURFACE INTEGRALS 125
� � � � � �
∂r1 ∂r1 ∂(x, y) � ∂(s, t) �
= F (r1 (x, y)) · × � �
∂x ∂y ∂(s, t) � ∂(x, y) � dxdy
R1
� � � �
∂r1 ∂r1
= ± F (r1 (x, y)) · × dxdy
R1 ∂x ∂y
� � �� ��
� ∂r1 ∂r1 �
= f (r1 (x, y)) �
� ∂x × � dxdy.
R1 ∂y �
Stokes’ Theorem
Stokes’ Theorem relates a surface integral to a line integral along the boundary of
the surface. In the short sequel, we develop the relationship.
Let M be an oriented surface parametrized by a function r satisfying Definition 5
in page 111. Consequently, there are unit vectors N (p) that are normal to M at
p such that N (p) varies continuously as a function of p. Furthermore, suppose the
boundary ∂M of M is a simple closed curve. We define a positive orientation for
Figure 1 the curve ∂M using the orientation of M , see Figure 1. That is, using your right
An oriented surface M , and hand, let your thumb point to the direction of the unit vectors N (p), and the
its boundary ∂M is oriented
positively. direction along the curve ∂M as you curl your fingers is the positive orientation
for ∂M .
In words, Stokes’ Theorem states that the line integral of a differentiable vector
field F in 3-space along a positively oriented boundary ∂M is the equal to the
surface integral of the curlF on the surface M .
Let M be an oriented surface such that its boundary ∂M is a simple closed curve.
Suppose ∂M has the positive orientation. Let F be a vector field defined on M
with values in R3 . If F has continuous partial derivatives, then
� � �
F · dr = curlF · dS.
∂M M
Since F (x, y, z) = (y, −z, −x), the line integral along r 1 is given by
� � 2
F · dr = F (r 1 (t)) · r �1 (t)dt
C1 0
� 2
= (t, 0, t − 2) · (−1, 1, 0)dt
0
� 2
= − tdt = −2.
0
� 2 � 2
= (2 − t, −t, 0) · (0, −1, 1)dt = tdt = 2.
0 0
�
Likewise, we find C3
F · dr = 2. Applying (24), the sum of the line integrals equals
�
F · dr = 2. (24)
∂M
Hence, the surface integral agrees with the line integral (24), thereby, verifying
Stokes’ Theorem.
✷
128 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
z
z�2 N
Try This 1
Let M be a circular region of radius 1 in the plane z = 2, and centered at (0, 0, 2).
y
1 Assume M is oriented by unit vectors N that point upward, as seen in
x Figure 2b. Verify Stokes’ Theorem for the vector field F (x, y, z) = (−y/2, x/2, 0).
Figure 2b
A unit disk centered at
(0, 0, 2), and oriented by
vector N = k.
Stokes’ Theorem Applied to Surfaces that are Graphs of Functions
Let M be a surface that is the graph of a function, i.e., M is parametrized by
z
Example 2 Surfaces Defined by Functions
N
2 2
Let C be the intersection of the surfaces x + y = 1 and z = 3 − x − y, as in
Figure 3. Assume curve C is oriented by the counterclockwise direction on the
xy-plane. Apply Stokes’ Theorem in evaluating the line integral
� 1 y
y 3 dx + x3 dy + (y 3 + z)dz. x
C
Figure 3
The region R in the
Solution
xy-plane below M .
The vector field in the line integral is
� �
F (x, y, z) = y 3 , x3 , y 3 + z .
We evaluate the curl of F :
� �
� i j �k
� �
� ∂ � � �
curlF = ∇ × F = �� ∂x ∂
∂y
∂
∂z
� = 3y 2 , 0, 3x2 − 3y 2 .
�
� �
� y3 x3 y3 + z �
Notice, the surface M that is enclosed by C is the graph of f (x, y) = 3 − x − y
where x2 + y 2 ≤ 1. If (L, N, P ) = curlF , then
� �
∂f ∂f � �
−L −N + P = 3y 2 − 0 + (3x2 − 3y 2 ) = 3x2 .
∂x ∂y
In applying Stokes’ Theorem, we use the special case (27).
� � �
3 3 3
y dx + x dy + (y + z)dz = curlF · dS
C M
� � � �
∂f ∂f
= −L −N +P dA
R ∂x ∂y
� �
= 3x2 dA.
R
The region of integration R is the unit disk of radius 1 centered at the origin.
Using a change of variables to polar coordinates with x = r cos θ and dA = rdrdθ,
we obtain
� � � 2π � 1
3x2 dA = 3r3 cos2 θ drdθ
R 0 0
� 2π
3
= cos2 θ dθ
4 0
3π
= .
4
Hence, by Stokes’ Theorem we obtain
�
3π
y 3 dx + x3 dy + (y 3 + z)dz = .
C 4
✷
130 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
z
N
Try This 2
Let M be an oriented rectangular region with vertices (0, 0, 1), (1, 0, 1), (1, 2, 0),
1 2 y and (0, 2, 0), see Figure 4. Let the boundary ∂M of M be oriented positively.
x �
Then apply Stokes’ Theorem in evaluating the line integral ∂M (xzdx + ydz).
Figure 4
A 2 by 1 rectangular region
and a normal vector N .
Green’s Theorem
We analyze a special case of Stokes’ Theorem. In the parametrization (25), let
f (x, y) = 0. In particular, each point in M has the form (x, y, 0) where the set of
of (x, y)’s lie in an elementary region R in the xy-plane, see Figure 5.
We assume M is oriented by the unit vector k, and the boundary ∂M is a simple
closed curve oriented with the counter clockwise direction.
Moreover, we consider vector fields of the form F (x, y, 0) = (f1 (x, y), f2 (x, y), 0)
where f1 , f2 are real-valued functions defined on R. Then the curl is given by
� �
� i j k �
� �
� �
curlF = ∇ × F = � � ∂ ∂ ∂ �
∂x ∂y ∂z �
� �
� f (x, y) f (x, y) 0 �
1 2
� �
∂f2 ∂f1
z = 0, 0, − .
∂x ∂y
Applying a special case of Stokes’ Theorem, i.e., (27), we obtain
k
� � � � �
∂f2 ∂f1
(f1 (x, y), f2 (x, y), 0) · ds = − dA.
y ∂M R ∂x ∂y
M
x Since z = 0, the vector field F may be realized as having values in R2 .
Then Stokes’ Theorem reduces to the following:
Figure 5
A surface M in the xy-plane
oriented by the unit vector k.
Theorem 2.13 Green’s Theorem
�
Notice, the line integral ∂M
(f1 (x, y)dx + f2 (x, y)dy) reduces to the area of M
∂f2 ∂f1
if ∂x − ∂y = 1 for all (x, y) ∈ M .
2.5. INTEGRAL THEOREMS OF GREEN, STOKES, AND GAUSS 131
y
Example 3 Applying Green’s Theorem
y�2x
� 2
Apply Green’s Theorem in evaluating the line integral y 2 dx + 3xydy where C is
C
a triangular path from the origin to point (1, 0) to point (1, 2) and to the origin. M
x
1
Solution Let M be the triangular region enclosed by C, see Figure 6. Notice,
C = ∂M , i.e, the boundary of M , is oriented in the counter clockwise direction. Figure 6
Applying Green’s Theorem, we obtain Triangular region with
� � hypotenuse y = 2x.
� � �
∂(3xy) ∂(y 2 )
y 2 dx + 3xydy = − dA
C M ∂x ∂y
� �
= (3y − 2y) dA
M
� 1 � 2x
= ydydx
0 0
� 1 �y=2x
1 2 ��
= y dx
0 2 �y=0
� 1
= 2x2 dx
0
� y
2 2
y dx + 3xydy = .
C 3
✷
1
M y�x�2
Try This 3 x
2
�
Apply Green’s Theorem in evaluating the line integral sin x dx + 3xy 2 dy where Figure 7
C Triangular path with
C is a triangular path from (0, 0) to (2, 1) to (0, 1) to (0, 0). See Figure 7. hypotenuse y = x/2.
y
Example 4 Illustrating Green’s Theorem
� �
Verify Green’s Theorem if F (x, y) = − 13 y 3 , 13 x3 and M is a circular region of M
x
radius 1 and centered at the origin. Suppose the unit circle ∂M , i.e., boundary 1
of M , is oriented in the counter clockwise direction. See Figure 8.
� � 2π
F · dr = F (r(t)) · r � (t) dt
∂M 0
� 2π
1 � �
= − sin3 t, cos3 t · (− sin t, cos t) dt
3 0
� 2π
1 � �
= cos4 t + sin4 t dt
3 0
� �� �2 � �2 �
2π
1 1 + cos 2t 1 − cos 2t
= + dt
3 0 2 2
� 2π � �
1 2 + 2 cos2 2t
= dt
3 0 4
� 2π
1
= (3 + cos 4t) dt
12 0
� �t=2π
1 sin 4t ��
= 3t +
12 4 �t=0
�
π
F · dr = .
∂M 2
since x2 + y 2 = r2 and dA = rdrdθ. Then the double integral and line integral
have the same values. This completes the verification of Green’s Theorem.
✷
Try This 4
� �
Verify Green’s Theorem if F (x, y) = − y2 , x2 and M is the circular region of
radius 1 and centered at (1, 1). Assume circle ∂M , i.e., the boundary of M
is oriented in the counter clockwise direction.
2.5. INTEGRAL THEOREMS OF GREEN, STOKES, AND GAUSS 133
Let M be a solid region in R3 such that its boundary ∂M consists of finitely many
surfaces oriented by unit vectors pointing outward from M . Let F be a vector field
y
defined on M and with values in R3 . If F has continuous partial derivatives, then
x
� � � � � Figure 9
F · dS = div(F ) dV. A cube oriented by unit
∂M M vectors pointing outward.
� �
= r2 sin2 φ cos θ, r2 sin2 φ sin θ, r2 sin φ cos φ
Notice, the above cross product is a vector that points away from the ball.
Applying Definition 6 in Section 2.4, the surface integral of F on ∂M satisfies
� � � π � 2π � �
∂r ∂r
F · dS = F (r(φ, θ)) · × dθdφ Ρ
∂M 0 0 ∂φ ∂θ
r
� π � 2π � �
∂r ∂r
= (0, 0, r cos φ) · × dθdφ
∂φ ∂θ Π
0 0
Φ Θ
� π � 2π
= r3 cos2 φ sin φ dθdφ 2Π
0 0 Figure 11
� π Rectangular solid T
3
= 2πr cos2 φ sin φ dφ
0
� �
4πr3
F · dS = .
∂M 3
134 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
Next, we evaluate the triple integral as in Theorem 2.14. Since div(F ) = 1, we find
� � � � � �
div(F ) dV = dV.
M M
We apply a change of variables and use the spherical coordinates x = ρ sin φ cos θ,
y = ρ sin φ sin θ, and z = ρ cos φ where 0 ≤ ρ ≤ r, 0 ≤ φ ≤ π, and 0 ≤ θ < 2π.
The ball M is mapped into a rectangular solid T , see Figure 11, by the trans-
formation that sends (x, y, z) ∈ M into (φ, θ, ρ) ∈ T . In page 83, the Jacobian
determinant of the transformation is given by
∂x ∂x ∂x
∂ρ ∂φ ∂θ
∂(x, y, z) ∂y ∂y ∂y
= Det
∂ρ ∂φ ∂θ = ρ2 sin φ.
∂(ρ, φ, θ)
∂z ∂z ∂z
∂ρ ∂φ ∂θ
Try This 5
x = r cos θ, y = r sin θ, z = z
Consequently, we obtain
� � � � 1 � 2π � 2 � �
� ∂(x, y, z) �
6x2 dV = 6(r cos θ)2 �� � drdθdz
M 0 0 0 ∂(r, θ, z) �
� 1� 2π � 2
= 6r3 cos2 θ drdθdz
0 0 0
� 1� 2π �r=2
3r4 ��
= cos2 θ dθdz
0 0 2 �r=0
� 1 � 2π
= 24 cos2 θ dθdz
0 0
� 1 � 2π
= 12 (1 + cos 2θ) dθdz
0 0
� 1 � �θ=2π
1 �
= 12 θ + sin 2θ �� dz
0 2 θ=0
� 1
= 12 2π dz
0
� �
6x2 dV = 24π.
M
Hence, we have � �
F · dS = 24π.
∂M
✷
136 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
Try This 6
Notice, M is oriented by unit vectors pointing away from the origin. Assume the
boundary ∂M of M is a simple closed curve. Then the positive orientation on ∂M
is the counter clockwise direction in the xy-plane.
Let F be a vector field defined on M such that the values of F lie in R3 . We write
F = (P, Q, R) where P, Q, R are real-valued functions with continuous partial
derivatives defined on R. Then the curl is given by
� � � � � �
∂R ∂Q ∂R ∂P ∂Q ∂P
curlF = − i− − j+ − k (29)
∂y ∂z ∂x ∂z ∂x ∂y
where x(t), y(t) are certain real-valued function defined on [a, b]. Then the line
integral of F along the boundary ∂M satisfies
� � b
F · dr = (F ◦ c)(t) · c� (t)dt
∂M a
� �
� b � �
� � ∂f � � ∂f �
=
((P, Q, R) ◦ c)(t) · x (t), y (t), � x (t) + � y � (t) dt
a ∂x � ∂y �
c(t) c(t)
where the chain rule is used in the last line. Evaluating the dot product, we find
�
� � b �
F · dr = P (c(t))x� (t) + R(c(t)) ∂f �� x� (t) dt +
∂M a ∂x �
c(t)
�
� b �
Q(c(t))y � (t) + R(c(t)) ∂f �� y � (t) dt
a ∂y �
c(t)
� � � � �
∂f ∂f
= P +R dx + Q + R dy
∂M ∂x ∂y
where we used the definition of the line integral in the previous line.
138 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
� � � � � � � ��
∂ ∂f ∂ ∂f
F · dr = Q+R − P +R dA
∂M R ∂x ∂y ∂y ∂x
� � � �
∂Q ∂Q ∂f ∂R ∂f ∂R ∂f ∂f ∂2f
= + + + +R dA
R ∂x ∂z ∂x ∂x ∂y ∂z ∂x ∂y ∂x∂y
� � � �
∂P ∂P ∂f ∂R ∂f ∂R ∂f ∂f ∂2f
− + + + +R dA
R ∂y ∂z ∂y ∂y ∂x ∂z ∂y ∂x ∂y∂x
� � � �
∂Q ∂Q ∂f ∂R ∂f
= + + dA
R ∂x ∂z ∂x ∂x ∂y
� � � �
∂P ∂P ∂f ∂R ∂f
− + + dA.
R ∂y ∂z ∂y ∂y ∂x
∂f ∂f
Grouping and factoring ∂x and ∂y , we find
� � � �� �� � � �� �
∂R ∂Q ∂f ∂P ∂R ∂f
F · dr = − − + − − +
∂M R ∂y ∂z ∂x ∂z ∂x ∂y
� ��
∂Q ∂P
− dA
∂x ∂y
� � � � � �
∂R ∂Q ∂P ∂R ∂Q ∂P ∂f ∂f
= − , − , − · − , − , 1 dA
R ∂y ∂z ∂z ∂x ∂x ∂y ∂x ∂y
� � � �
∂r ∂r
= (curlF ) · × dA
R ∂x ∂y
where in the last line we used the curl of F in (29), and the cross product in (28).
Note, the right side of the last line is the definition of the surface integral of curlF
on surface M . Finally, we obtain
� � �
F · dr = curlF · dS.
∂M M
This completes the proof of Stokes’ Theorem for the case when the surface M is
the graph of a function z = f (x, y).
The Gauss’ Divergence Theorem will follow if the three statements below are true.
� � � � �
∂P
(P i) · dS = dV (30)
∂M M ∂x
� � � � �
∂Q
(Qj) · dS = dV (31)
∂M M ∂y
� � � � � Figure 14
∂R
(Rk) · dS = dV (32) Solid with three faces
∂M M ∂z F1 , F2 , F3 , and outward
pointing vectors.
We only prove (32), and in a special case. Suppose ∂M consists of three faces
Fi for i = 1, 2, 3 such that F3 is a lateral surface, and k is perpendicular to the
normal vectors to F3 , see Figure 14.
If r3 is an orientation preserving parametrization of F3 defined on D3 ⊆ R2 , then
� �
∂r3 ∂r3
k· × = 0.
∂x ∂y
Also, we know the surface integral of Rk on ∂M is the sum of the surface integrals
on F1 , F2 , F3 . Combined with (33), we obtain
� � � � � �
Rk · dS = Rk · dS + Rk · dS. (34)
∂M F1 F2
We have oriented F2 by downward pointing unit vectors. Notice, the cross product
� �
∂r2 ∂r2 ∂Φ2 ∂Φ2
− × = , , −1
∂x ∂y ∂x ∂y
Thus, we have proved (32). The proofs of (30)-(31) are similar when we assume M
has a symmetry in its parametrizations:
where �1 , �2 and ��1 , ��2 are defined on subsets of the xz-plane and yz-plane,
respectively. This completes a sketch of the proof of Gauss’ Divergence Theorem.
That is, the line integral of F is independent of the path from P to Q. Let
f (x, y, z) denote the value of the line integral of F from (0, 0, 0) to point (x, y, z).
For simplicity, suppose x, y, z > 0. Let r1 (t1 ) = (t1 , 0, 0), r2 (t2 ) = (x, t2 , 0), and
r3 (t2 ) = (x, y, t3 ).
Notice, the union or the sum r = r1 + r2 + r3 is a path from the origin to
(x, y, z). If F = (F1 , F2 , F3 ), then
�
f (x, y, z) = F · dr
r
� � �
= F · dr + F · dr + F · dr
r1 r2 r3
� x � y � z
= F1 (t1 , 0, 0)dt1 + F2 (x, t2 , 0)dt2 + F3 (x, y, t3 )dt3 .
0 0 0
✷
2.5 Check-It Out
�
1. Apply Stokes’ Theorem in evaluating the line integral F · dr where M is
∂M
the part of the plane 2x+y+z = 2 in the first octant, and F (x, y, z) = (z, y, 0).
�
2. Apply Green’s Theorem in evaluating the line integral F · dr. where C is
C
1. The line integral of a vector field F along the boundary ∂M of surface M is equal
to the surface integral of the curlF on M .
2. The surface integral of a vector field F along the boundary ∂M of a solid M is equal
to the triple integral of divF on M .
3. Let R be a region that is enclosed by a simple closed curve C that is oriented in the counter
� � �
2
clockwise direction. If F (x, y) = (−x , xy), then F · dr = (y − 2x)dA.
C R
5. Let F (x, y, z) = (x, y, z), and let M be the ball defined x2 + y 2 + z 2 ≤ r2 and oriented by
unit vectors that point away from the origin. Applying Gauss’ Divergence Theorem, we find
� �
F · dS is equal to the volume of M .
∂M
In Exercises 1-8, apply Stokes’ Theorem in evaluating a line integral of a vector field F along the
boundary ∂M of a surface M . Assume M is oriented by upward pointing unit normal vectors, and
∂M is oriented positively by the counter clockwise direction.
�
1. F · dr where F (x, y, z) = (0, z, x), M is the part of the surface z = y 2 in the first octant
∂M
above the rectangular region in the xy-plane with vertices at the origin, (2, 0, 0), (2, 1, 0) and (0, 1, 0).
�
2. (ez − 2y)dx + ey dy + ex dz where M is the part of the plane z = 2 that lies above the rectangular
∂M
�
3. F · dr where F (x, y, z) = (y, z, −4x), and M is the part of the plane 2x + 3y + 3z = 6 in
∂M
�
6. �−xy, z − y, z 2 � · dr where M is the part of the plane z = 4 in the first octant that lies above
∂M
the interior of the quarter of the unit circle in the xy-plane centered at the origin.
� �
7. F · dr where M is the upper hemisphere z = 1 − x2 − y 2 and F (x, y, z) = (−x2 y, 0, 0).
∂M
� �
8. F · dr where F (x, y, z) = (1, y + x3 , z), and M is the part of the hemisphere z = 4 − x2 − y 2
∂M
In Exercises 9-16, apply Green’s Theorem in evaluating the line integral of F along the indicated curve C
oriented in the counter clockwise direction.
�
9. y 2 dx + 4xydy where C is a triangular path from the origin to point (1, 0) to point (1, 4)
C
and to the origin.
�
10. F · dr where F (x, y) = (x − y 2 , 2x + y), C is a triangular path from the origin to point (1, 1)
C
In Exercises 17-24, apply Gauss’ Divergence Theorem in evaluating the surface integral of F on the
boundary ∂M of a solid M that is oriented by unit vectors that point away from M .
� �
17. F · dS where F (x, y, z) = (x, y 2 , z 3 ) and M is the solid bounded by the planes x = 3, y = 2,
∂M
� �
18. F · dS where F (x, y, z) = (z, y, x) and M is the solid bounded by the cylinder x2 + y 2 = 9,
∂M
� �
19. F · dS where F (x, y, z) = (x, x2 y, y 2 z) and M is the solid bounded by the cylinder x2 + y 2 = 1,
∂M
� �
20. F · dS where F (x, y, z) = (xz 2 , x2 z, xy 2 ), and M is the sphere x2 + y 2 + z 2 = 1.
∂M
� �
21. F · dS where F (x, y, z) = (x3 , y 3 , z 3 ), and M is the sphere x2 + y 2 + z 2 = r2 with r > 0.
∂M
� �
22. F · dS where F (x, y, z) = (y, x, z 2 ), and M is the solid bounded by the cylinder x2 + y 2 = 4,
∂M
�
the hemisphere z = 16 − x2 − y 2 , and the plane z = 0.
� �
23. F · dS where F (x, y, z) = (y, x2 , z 3 ), and M is the solid bounded
∂M
by the ellipsoid x2 + y 2 + 4z 2 = 4.
� � � �
y3
24. F · dS where F (x, y, z) = z, , x , and M is the solid bounded
∂M 18
25. Let r(x, y, z) = (x, y, z) be the position vector field, and let
r(x, y, z)
F (x, y, z) = .
�r(x, y, z)�3
If M is a solid that does not contain (0, 0, 0) and for which Gauss’ Divergence
� �
Theorem applies, verify F · dS = 0.
∂M
2.5. INTEGRAL THEOREMS OF GREEN, STOKES, AND GAUSS 145
26. One of Gauss’ Several Lemmas Let F be the vector field in Exercise 25.
Let M be a sphere centered at (0, 0, 0), and of any radius ε > 0. Prove
� �
F · dS = 4π.
M
27. If F is the vector field in Exercise 25, show F �= curlG for any vector field G.
3. Let C be a triangular path from the �origin to point (1, 0) to point (1, 2) and
to the origin. Then the line integral ydx + 3xdy equals
C
A. 1 B. 2 C. 4 D. 8
1 1
A. 4 B. 2 C. D.
4 2
5. Let C be directed line segment from the origin to point (1, 3). Then the line
�
integral dx + dy equals
C
A. 2 B. 3 C. 4 D. 5
� 2 � 3
6. The iterated integral (2x + y 2 )dydx equals
0 0
A. 30 B. 21 C. 13 D. 7
� � √
4 x
7. The iterated integral f (x, y)dydx equals
0 x/2
� 4 � 2y � 2 � √
y
A. √
f (x, y)dxdy B. f (x, y)dxdy
0 y 0 2y
� 2 � 2y � 4 � y2
C. f (x, y)dxdy D. √
f (x, y)dxdy
0 y2 0 y
2.5. INTEGRAL THEOREMS OF GREEN, STOKES, AND GAUSS 147
8. Let C be a rectangular path that joins the points from (0, 0) to (2, 0) to
(2, 1) to (0, 1), and to (0, 0). Applying Green’s Theorem, the line integral
�
(xy, x2 ) · dr is equal to
C
� 2 � 1 � 2 � 1
A. (2x + y)dydx B. (2x − y)dydx
0 0 0 0
� 2 � 1 � 2 � 1
C. (y + 2x)dydx D. (y − 2x)dydx
0 0 0 0
A. 12 B. 9 C. 6 D. 3
� � �
2 2
10. If R = {(x, y) : x + y ≤ 4}, the double integral x2 + y 2 dA equals
R
� 2π � 4 � 2π � 4
A. r3 drdθ B. r2 drdθ
0 0 0 0
� 2π � 2 � 2π � 2
C. rdrdθ D. r2 drdθ
0 0 0 0
11. Let M be the portion of the plane x + y + z = 2 that lies in the fist octant.
� �
If F (x, y, z) = (x, y, z), then the surface integral F (x, y, z) · dS equals
M
12. Let S be the solid in the first octant that is bounded by the surfaces
z = 1 − y 2 , y = 1, x = 0, z = 0, and y = x. The volume of S equals
2 1 5
A. B. C. D. None of the given
3 3 12
148 CHAPTER 2. ITERATED, LINE, AND SURFACE INTEGRALS
� 1 � 1−x � 1 � 1
A. curlF · (−1, −1, 1)dydx B. curlF · (−1, −1, 1)dxdy
0 0 0 0
� 1 � 1 � 1 � 1−x
C. curlF · (1, 1, 1)dxdy D. curlF · (1, 1, 1)dydx
0 0 0 0
14. Let F (x, y, z) = (x, y, z), let M be the disk x2 + y 2 + z 2 ≤ 1, and let ∂M be
the sphere x2 + y 2 + z 2 = 1. Assume ∂M is oriented by unit vectors that
point away from the origin. By Gauss’ Divergence Theorem, the surface
� �
integral F · dS is equal to
∂M
� 1 � 2π � π � 1 � 2π � π
2
A. 3ρ sin φ dφdθdρ B. 3ρ sin φ dφdθdρ
0 0 0 0 0 0
� 1 � 2π � π � 1 � 2π � π
C. 2ρ2 sin φ dφdθdρ D. 2ρ sin φ dφdθdρ
0 0 0 0 0 0
√
15. A point (x, y, z) = ( 3, −1, 2) is given in Cartesian coordinates.
The cylindrical coordinates of the point are equal to
A. (2, 7π
6 , 2) B. (2, − π6 , 2) C. (4, 11π
6 , 2) D. (4, − π6 , 2)
Investigation Projects
Maxwell’s Equations
Let E, H, and J be vector-valued functions of (x, y, z, t) such that the values of
E, H, and J lie in R3 . Let ρ be a real-valued function of (x, y, z, t). In [1], a set of
Maxwell’s equations is given as follows:
divH = 0 (36)
∂H
curlE + = 0 (Faraday’s law) (37)
∂t
∂E
curlH − = J (Ampere’s law) (38)
∂t
�∂ � ∂
1. Verify divE = ρ. Hint: Apply (39) and div ∂t A = ∂t (divA).
∂
5. Verify curlH − ∂t E = J . Hint: Apply Exercise 4.
In Exercises 6-7, let fi (x) and gj (x) be functions that are selected
from {sin x, cos x} for i, j = 1, 2, 3. We consider the following functions: