Math 183: Toolkit 🧰

This toolkit contains all of the definitions, properties, facts and theorems you need to memorize all on one webpage. These are your tools on quizzes and exams.

Table of Contents

Chapter 12: Vectors and the Geometry of Space


12.1: Three-Dimensional Coordinate Systems

set

A set is a collection of objects, along with a condition of membership. We write \[A = \{\text{objects} : \text{membership condition}\}\]

If $a$ is an element of the set $S$, we write $a \in S$.

$\mathbb{R}^2$, $\mathbb{R}^3$

$\mathbb{R}$ denotes the set of all real numbers. The familiar $xy$-plane is \[\mathbb{R}^2 = \{(x, y) : x, y \in \mathbb{R}\}\]

The 3D rectangular coordinate system is \[\mathbb{R}^3 = \{(x, y, z) : x, y, z \in \mathbb{R}\}\]

Movement in each coordinate $a, b, c$ of the point $(a, b, c)$ is parallel to the $x$-, $y$-, and $z$-axis, respectively.

Right Hand Rule

There are two directions the positive $z$-axis could point. Mathematicians decided on the right hand rule: flatten your hand and point your four fingers along the $x$-axis. Curl your fingers in the shortest rotation from the $x$-axis to the $y$-axis. Then your thumb points in the direction of the positive $z$-axis.

Distance Formula in 3D

The distance between the points $P_1(x_1, y_1, z_1)$ and $P_2(x_2, y_2, z_2)$, denoted $|P_1P_2|$, is \[|P_1P_2| = \sqrt{(x_2 - x_1)^2 + (y_2 - y_1)^2 + (z_2 - z_1)^2}\]

equation of a sphere

A sphere is the set of all points $P(x, y, z)$ at distance $r$ away from the center $C(h, k, \ell)$. Its equation is \[(x - h)^2 + (y - k)^2 + (z - \ell)^2 = r^2\]

If the center is $O(0,0,0)$, then the equation is \[x^2 + y^2 + z^2 = r^2\]

12.2: Vectors


vector

A vector is a mathematical quantity with both direction and magnitude. Vectors carry no information about position.

displacement vector, equivalent vectors, zero vector

A displacement vector $\ray{AB}$ is a vector that takes you from a point $A$ to a point $B$.

Two vectors are equivalent (we write $\ray{AB} = \ray{CD}$) if they have the same direction and magnitude. Their initial points may be different, yet the vectors are equivalent.

The zero vector, denoted $\vec{0}$, is the vector with magnitude $0$. It is the one exception to the definition above: it has no assigned direction.

geometric addition of vectors

Given two vectors $\vec{u}$ and $\vec{v}$, position the tail of $\vec{v}$ on the tip of $\vec{u}$. Then $\vec{u} + \vec{v}$ is the vector from the tail of $\vec{u}$ to the tip of $\vec{v}$.

scalar multiplication

Let $c$ be a scalar and $\vec{v}$ a vector. The scalar multiple $c\vec{v}$ is the vector whose magnitude is $|c|$ times the magnitude of $\vec{v}$ and whose direction is the same as $\vec{v}$ if $c > 0$ and opposite to $\vec{v}$ if $c < 0$.

If $c = 0$ or $\vec{v} = \vec{0}$, then $c\vec{v} = \vec{0}$.

Scaling and Lines

Scaling changes magnitude and either preserves or reverses direction. Every scalar multiple of $\vec{v}$ lies along the same line. Collecting all of them at once, the set \[\left\{c\,\vec{v} : c \in \mathbb{R}\right\}\] is a line in the direction of $\vec{v}$.

subtraction of vectors

The difference of two vectors is defined as \[\vec{u} - \vec{v} = \vec{u} + (-\vec{v})\]

Think Reverse the direction of $\vec{v}$, then add normally.

If the initial points of both vectors are the same, $\vec{u} - \vec{v}$ is simply the vector from the tip of $\vec{v}$ to the tip of $\vec{u}$.

position vector

If we let the initial point of a vector $\vec{a}$ be the origin, then the terminal point has coordinates $(a_1, a_2)$ or $(a_1, a_2, a_3)$, and we write \[\vec{a} = \vc{a_1, a_2} \qquad \text{or} \qquad \vec{a} = \vc{a_1, a_2, a_3}\]

Angled brackets distinguish a vector from a coordinate $(a_1, a_2)$. These vectors are called position vectors.

finding a position vector from two points

Given points $A(a_1, a_2, a_3)$ and $B(b_1, b_2, b_3)$, the (position) vector $\vec{v}$ with representation $\ray{AB}$ is \[\vec{v} = \vc{b_1 - a_1,\ b_2 - a_2,\ b_3 - a_3}\] A vector is a difference of points (destination minus start). This is why a vector has no information about position: the difference forgets where the vector started.

vector algebra and magnitude

Let $\vec{a} = \vc{a_1, a_2, a_3}$, $\vec{b} = \vc{b_1, b_2, b_3}$ and $c \in \mathbb{R}$.

  1. The magnitude (or length) of $\vec{a}$, denoted $|\vec{a}|$, is $|\vec{a}| = \sqrt{a_1^2 + a_2^2 + a_3^2}$
  2. $\vec{a} + \vec{b} = \vc{a_1, a_2, a_3} + \vc{b_1, b_2, b_3} = \vc{a_1 + b_1,\ a_2 + b_2,\ a_3 + b_3}$
  3. $\vec{a} - \vec{b} = \vc{a_1, a_2, a_3} - \vc{b_1, b_2, b_3} = \vc{a_1 - b_1,\ a_2 - b_2,\ a_3 - b_3}$
  4. $c\vc{a_1, a_2, a_3} = \vc{ca_1,\ ca_2,\ ca_3}$
    Think To add/subtract vectors, add/subtract their corresponding components. To multiply a vector by a scalar, multiply each component by that scalar.
$V_n$, vector space

The set of all $n$-dimensional vectors is \[V_n = \left\{\vc{a_1, a_2, \dots, a_n} : a_i \in \mathbb{R}\right\}\]

$V_n$ is called a vector space: a set of vectors, together with addition and scalar multiplication, required to satisfy the 8 properties below (the vector space axioms, for those in Calculus IV).

Properties of Vectors

Let $\vec{a}, \vec{b}, \vec{c} \in V_n$ and $c, d \in \mathbb{R}$.

  1. $\vec{a} + \vec{b} = \vec{b} + \vec{a}$
  2. $\vec{a} + \vec{0} = \vec{a}$
  3. $c(\vec{a} + \vec{b}) = c\vec{a} + c\vec{b}$
  4. $(cd)\vec{a} = c(d\vec{a})$
  5. $\vec{a} + (\vec{b} + \vec{c}) = (\vec{a} + \vec{b}) + \vec{c}$
  6. $\vec{a} + (-\vec{a}) = \vec{0}$
  7. $(c + d)\vec{a} = c\vec{a} + d\vec{a}$
  8. $1\vec{a} = \vec{a}$
unit vector

A unit vector is a vector with magnitude 1. Given $\vec{a} \neq \vec{0}$, the corresponding unit vector is \[\vec{u} = \dfrac{\vec{a}}{|\vec{a}|}\]


Any vector $\vec{a} \neq \vec{0}$ can be decomposed into a product of its length and its unit direction: \[\vec{a} = \underbrace{\abs{\vec{a}}}_{\text{length}} \cdot \underbrace{\dfrac{\vec{a}}{|\vec{a}|}}_{\text{unit direction}}\]


An arbitrary vector $\vec{a} = \vc{a_1, a_2, a_3}$ can be broken up into vectors in each dimension: \begin{align} \vec{a} &= \vc{a_1, a_2, a_3} \\ &= \vc{a_1, 0, 0} + \vc{0, a_2, 0} + \vc{0, 0, a_3} \\ &= a_1\vc{1,0,0} + a_2\vc{0,1,0} + a_3\vc{0,0,1} \\ &= a_1\iv + a_2\jv + a_3\kv \end{align} where $\iv = \vc{1,0,0}$, $\jv = \vc{0,1,0}$, $\kv = \vc{0,0,1}$ are the standard basis vectors.

12.3: The Dot Product


dot product

Given two vectors $\vec{a} = \vc{a_1, a_2, a_3}$ and $\vec{b} = \vc{b_1, b_2, b_3}$, the dot product $\vec{a}\cdot\vec{b}$ is defined \[\vec{a}\cdot\vec{b} = a_1b_1 + a_2b_2 + a_3b_3\]

Dot Product Properties

Let $\vec{a}, \vec{b}, \vec{c} \in V_3$ and $c \in \mathbb{R}$. Then

  1. $\vec{a} \cdot \vec{a} = |\vec{a}|^2$
    Think Equivalently $|\vec{a}| = \sqrt{\vec{a}\cdot\vec{a}}$.
  2. $\vec{a} \cdot \vec{b} = \vec{b} \cdot \vec{a}$
  3. $\vec{a} \cdot \left(\vec{b} + \vec{c}\right) = \vec{a}\cdot \vec{b} + \vec{a} \cdot \vec{c}$
  4. $\left(c\vec{a}\right) \cdot \vec{b} = c\left(\vec{a}\cdot \vec{b}\right) = \vec{a} \cdot \left(c\vec{b}\right)$
  5. $\vec{0} \cdot \vec{a} = 0$
  6. If $\vec{a} \cdot \vec{a} = 0$, then $\vec{a} = \vec{0}$.
Theorem (Geometric Meaning of the Dot Product)

If $\theta$ is the angle between $\vec{a}$ and $\vec{b}$, then \[\vec{a} \cdot \vec{b} = |\vec{a}||\vec{b}|\cos\theta\]

Key Idea $\vec{a}\cdot\vec{b}$ is the Pythagorean defect: how far off $\vec{a}$ and $\vec{b}$ are from forming a right angle.

Corollary (Angle Between Two Vectors)

If $\vec{a}, \vec{b} \neq \vec{0}$, then the angle $\theta$ between $\vec{a}$ and $\vec{b}$ satisfies \[\cos\theta = \dfrac{\vec{a}\cdot\vec{b}}{|\vec{a}||\vec{b}|}\]

In $\mathbb{R}^3$, two nonzero vectors $\vec{a}$ and $\vec{b}$ span a plane. The angle $\theta$ between $\vec{a}$ and $\vec{b}$ means the same thing in $\mathbb{R}^2$ as it does in $\mathbb{R}^3$: place them tail to tail and measure the angle inside the plane, taking $0 \leq \theta \leq \pi$.

orthogonal

Two vectors are orthogonal (perpendicular) precisely when the angle between them is $\theta = 90^\circ$.

Fact $\vec{a}$ and $\vec{b}$ are orthogonal if and only if $\vec{a}\cdot\vec{b} = 0$.

Orientation from the Dot Product

The angle $\theta$, and in turn the dot product, tells us how two nonzero vectors are oriented:

Vectors are parallel when $\theta = 0^\circ$ or $180^\circ$, or equivalently when $\vec{b} = c\vec{a}$ for some scalar $c$.

Key Idea (Projections)

$\vec{a}\cdot\vec{b}$ really measures "how much" $\vec{b}$ is pointing in $\vec{a}$'s direction, relative to $|\vec{a}|$.

When $|\vec{a}| = 1$, $\vec{a}\cdot\vec{b}$ answers the question "How much of $\vec{b}$ points along $\vec{a}$, measured in $\vec{a}$-lengths?"

In general, $\vec{a}$ is not a unit vector, but \[\vec{a}\cdot\vec{b} = |\vec{a}||\vec{b}|\cos\theta \qquad \text{implies} \qquad |\vec{b}|\cos\theta = \dfrac{\vec{a}\cdot\vec{b}}{|\vec{a}|} = \dfrac{\vec{a}}{|\vec{a}|}\cdot \vec{b}\] which is exactly the dot product of $\vec{b}$ with the unit vector in the direction of $\vec{a}$.

scalar projection, vector projection

The scalar projection of $\vec{b}$ onto $\vec{a}$ (also called the component of $\vec{b}$ along $\vec{a}$) is the signed length of the shadow of $\vec{b}$ in the direction of $\vec{a}$: \[\text{comp}_{\vec{a}}\vec{b} = \dfrac{\vec{a}\cdot\vec{b}}{|\vec{a}|}\]

The vector projection of $\vec{b}$ onto $\vec{a}$ is that shadow as a vector (scalar projection times the unit vector in the direction of $\vec{a}$): \[\text{proj}_{\vec{a}}\vec{b} = \left(\dfrac{\vec{a}\cdot\vec{b}}{|\vec{a}|}\right)\dfrac{\vec{a}}{|\vec{a}|} = \left(\dfrac{\vec{a}\cdot\vec{b}}{|\vec{a}|^2}\right)\vec{a}\]

Thales's Theorem

If $A, B, C$ are distinct points on circle $O$ where $\overline{AB}$ is a diameter, then $\angle ACB$ is a right angle.

Alternate Equation of a Circle

If $A(x_1, y_1)$ and $B(x_2, y_2)$ are the endpoints of a diameter, then the circle is the set of points $C(x, y)$ with $\ray{CA}\cdot\ray{CB} = 0$, giving \[(x - x_1)(x - x_2) + (y - y_1)(y - y_2) = 0\]

12.4: The Cross Product


determinant of order 2

A determinant of order 2 is defined by \[\begin{vmatrix} a & b \\ c & d\end{vmatrix} = ad - bc\]

Determinants and Signed Area

Insert the coordinates of $\vec{a}$ and $\vec{b}$ into the determinant column-wise, $\vec{a}$ first. The result is the signed area of the parallelogram determined by $\vec{a}$ and $\vec{b}$.

The sign comes from the right hand rule, with the left column vector rotated onto the right column vector:

Swapping the order of the columns (rotating $\vec{b}$ onto $\vec{a}$ instead) flips the sign.

cross product

Let $\vec{a} = \vc{a_1, a_2, a_3}$ and $\vec{b} = \vc{b_1, b_2, b_3}$. The cross product of $\vec{a}$ and $\vec{b}$ is the vector \[\vec{a}\times\vec{b} = \vc{a_2b_3 - a_3b_2,\ a_3b_1 - a_1b_3,\ a_1b_2 - a_2b_1}\]

determinant of order 3

A determinant of order 3 is defined by expansion along the first row: \[\begin{vmatrix} a_1 & a_2 & a_3 \\ b_1 & b_2 & b_3 \\ c_1 & c_2 & c_3\end{vmatrix} = a_1\begin{vmatrix} b_2 & b_3 \\ c_2 & c_3\end{vmatrix} - a_2\begin{vmatrix} b_1 & b_3 \\ c_1 & c_3\end{vmatrix} + a_3\begin{vmatrix} b_1 & b_2 \\ c_1 & c_2\end{vmatrix}\]

Note the alternating signs $+, -, +$.
cross product (determinant form)

Let $\vec{a} = \vc{a_1, a_2, a_3}$ and $\vec{b} = \vc{b_1, b_2, b_3}$. The cross product $\vec{a}\times\vec{b}$ is \[\vec{a}\times\vec{b} = \begin{vmatrix} \iv & \jv & \kv \\ a_1 & a_2 & a_3 \\ b_1 & b_2 & b_3\end{vmatrix} = \begin{vmatrix} a_2 & a_3 \\ b_2 & b_3\end{vmatrix}\iv - \begin{vmatrix} a_1 & a_3 \\ b_1 & b_3\end{vmatrix}\jv + \begin{vmatrix} a_1 & a_2 \\ b_1 & b_2\end{vmatrix}\kv\]

Theorem (Direction of the Cross Product)

The vector $\vec{a}\times\vec{b}$ is orthogonal to both $\vec{a}$ and $\vec{b}$: \[(\vec{a}\times\vec{b})\cdot\vec{a} = 0 \qquad \text{and} \qquad (\vec{a}\times\vec{b})\cdot\vec{b} = 0\]

Among the two directions orthogonal to both, the direction of $\vec{a}\times\vec{b}$ is given by the right hand rule.

Careful Always curl your fingers from the vector left of $\times$ towards the vector on the right.

normal vector to a plane

A vector $\vec{a}$ that is orthogonal to every vector in the plane.

Theorem (Length of the Cross Product)

If $\theta$ is the angle between $\vec{a}$ and $\vec{b}$ with $\theta \in [0, \pi]$, then \[|\vec{a}\times\vec{b}| = |\vec{a}||\vec{b}|\sin\theta\]

Cross Product as Area

The length of the cross product $\vec{a}\times\vec{b}$ is equal to the area of the parallelogram determined by $\vec{a}$ and $\vec{b}$.

Components are Shadow Areas

Let $\vec{a}, \vec{b} \in V_3$ be nonzero. Then \[\vec{a}\times\vec{b} = \vc{A_{yz},\ A_{zx},\ A_{xy}}\] where $A_{yz}$ is the signed area of the parallelogram determined by $\vec{a}, \vec{b}$ after projecting onto the $yz$-plane, and likewise for $A_{zx}$ and $A_{xy}$.

Signed Shadow Areas

Given $\vec{a}\times\vec{b}$, after you apply the right hand rule, look down the positive axis normal to that plane (toward the origin).

Projecting a surface onto a coordinate plane: set the coordinate along the plane's normal to 0.

Cross Product Properties

Let $\vec{a}, \vec{b}, \vec{c} \in V_3$ and $c \in \mathbb{R}$. Then

  1. $\vec{a}\times\vec{b} = -\left(\vec{b}\times\vec{a}\right)$
    Think The cross product is anticommutative: swapping the order reverses the direction.
  2. $(c\vec{a})\times\vec{b} = c\left(\vec{a}\times\vec{b}\right) = \vec{a}\times(c\vec{b})$
  3. $\vec{a}\times(\vec{b} + \vec{c}) = \vec{a}\times\vec{b} + \vec{a}\times\vec{c}$
  4. $(\vec{a} + \vec{b})\times\vec{c} = \vec{a}\times\vec{c} + \vec{b}\times\vec{c}$
  5. $\vec{a}\cdot(\vec{b}\times\vec{c}) = (\vec{a}\times\vec{b})\cdot\vec{c}$
  6. $\vec{a}\times(\vec{b}\times\vec{c}) = (\vec{a}\cdot\vec{c})\vec{b} - (\vec{a}\cdot\vec{b})\vec{c}$

In particular, $\vec{a}\times\vec{a} = \vec{0}$ for every $\vec{a} \in V_3$.

scalar triple product

The product $\vec{a}\cdot(\vec{b}\times\vec{c})$ is called the scalar triple product.\[\vec{a}\cdot(\vec{b}\times\vec{c}) = \begin{vmatrix} a_1 & a_2 & a_3 \\ b_1 & b_2 & b_3 \\ c_1 & c_2 & c_3\end{vmatrix}\]

Volume of a Parallelepiped

The volume of the parallelepiped determined by the vectors $\vec{a}, \vec{b}$ and $\vec{c}$ is the absolute value of their scalar triple product: \[V = \left|\vec{a}\cdot(\vec{b}\times\vec{c})\right|\]

In particular, $\vec{a}, \vec{b}, \vec{c}$ lie in the same plane (are coplanar) if and only if $\vec{a}\cdot(\vec{b}\times\vec{c}) = 0$.

12.5: Equations of Lines and Planes


What Determines a Line

A line $L$ in $\mathbb{R}^3$ is completely determined if we know two things: a point on the line and a direction vector for $L$, which is a vector $\vec{v}$ parallel to the line.

vector equation of a line

The vector equation of a line through a point $P_0(x_0, y_0, z_0)$ with position vector $\vec{r}_0$ and parallel to the vector $\vec{v}$ is \[\vec{r} = \vec{r}_0 + t\vec{v}, \qquad t \in \mathbb{R}\]

Letting $\vec{v} = \vc{a, b, c}$, $\vec{r} = \vc{x, y, z}$ and $\vec{r}_0 = \vc{x_0, y_0, z_0}$, this becomes \[\vc{x, y, z} = \vc{x_0 + ta,\ y_0 + tb,\ z_0 + tc}\]

parametric equations of a line

Parametric equations for a line through the point $(x_0, y_0, z_0)$ and parallel to the vector $\vec{v} = \vc{a, b, c}$ are \[x = x_0 + at, \qquad y = y_0 + bt, \qquad z = z_0 + ct\]

linear interpolation

The line segment from $\vec{r}_0$ to $\vec{r}_1$ is given by the vector equation \[\vec{r}(t) = (1 - t)\vec{r}_0 + t\vec{r}_1, \qquad 0 \leq t \leq 1\]

What Determines a Plane

A plane in $\mathbb{R}^3$ is completely determined if we know two things:

  1. A point on the plane, and
  2. a normal vector to the plane.
vector equation of a plane

The vector equation of a plane through a point $P_0(x_0, y_0, z_0)$ with position vector $\vec{r}_0$, normal vector $\vec{n}$, and arbitrary point $P(x, y, z)$ with position vector $\vec{r}$ is \[\vec{n}\cdot\left(\vec{r} - \vec{r}_0\right) = 0\] $\vec{r} - \vec{r}_0$ sweeps out every point in the plane.

scalar equation of a plane

A scalar equation of the plane through the point $P_0(x_0, y_0, z_0)$ with normal vector $\vec{n} = \vc{a, b, c}$ is \[a(x - x_0) + b(y - y_0) + c(z - z_0) = 0\]

Chapter 13: Vector Functions


13.0: Preliminaries


Main Idea Behind Parametrics

Think of parameter $t$ as time, and $(x(t), y(t))$ as the location of a moving point. This allows us to trace curves which do not pass the vertical line test.

Vector $\vc{x(t), y(t)}$ is a position vector with tip tracing out the curve.

conic section

A conic section is an intersection of a double cone and a plane in $\mathbb{R}^3$.

Conic Parametrizations
Conic Rectangular Equation Parametric Equations
Circle \( (x-h)^2 + (y-k)^2 = r^2 \) \( \begin{aligned} x &= h + r\cos t \\ y &= k + r\sin t \end{aligned} \) \( t \in [0, 2\pi) \)
Ellipse \( \dfrac{(x-h)^2}{a^2} + \dfrac{(y-k)^2}{b^2} = 1 \) \( \begin{aligned} x &= h + a\cos t \\ y &= k + b\sin t \end{aligned} \) \( t \in [0, 2\pi) \)
Hyperbola \( \dfrac{(x-h)^2}{a^2} - \dfrac{(y-k)^2}{b^2} = 1 \) \( \begin{aligned} x &= h + a\sec t \\ y &= k + b\tan t \end{aligned} \) \( t \in \left(-\tfrac{\pi}{2}, \tfrac{\pi}{2}\right) \cup \left(\tfrac{\pi}{2}, \tfrac{3\pi}{2}\right) \)
Three Ways to Parametrize a Curve from Its Rectangular Equation
  1. Look for the form \(Ax^2 + Cy^2 + Dx + Ey + F = 0\). This is a conic section. Complete the square to reach standard form, then use above table.
  2. Isolate one variable and set the other equal to $t$. Then $t$ ranges over the domain of the resulting expression, usually $\mathbb{R}$.
    • If isolating produces a $\pm$, you will need two parametrics. Try to avoid, unless you are in case 3.
  3. If the curve is a closed loop, try periodic motion: \(x = a\cos t,\ y = b\sin t,\ t\in[0,2\pi)\).

13.1: Vector Functions and Space Curves


vector-valued function, space curve

A vector-valued function is a function $\vec{r} : \mathbb{R} \to \mathbb{R}^3$. It eats real numbers and spits out vectors: \[\vec{r}(t) = \vc{x(t), y(t), z(t)} = x(t)\iv + y(t)\jv + z(t)\kv\]

The component functions $x(t), y(t), z(t)$ are parametrics in disguise. The space curve traced by $\vec{r}$ is the path swept out by the tip of the position vector $\vec{r}(t)$.

Think Input a time $t$, output a position.

Domain of a Vector Function

The domain of $\vec{r}(t)$ is the set of all $t$ you can plug in and get a vector out. That is, it is the intersection of the domains of the component functions.

Curves of Intersection

To parametrize the curve where two surfaces meet:

  1. Substitute one equation into the other to eliminate a variable. This leaves a curve in the two remaining variables.
  2. Parametrize that curve using the three techniques from 13.0.
  3. Recover the eliminated variable using the equation you substituted with.
limit of a vector function

If $\vec{r}(t) = \vc{f(t), g(t), h(t)}$, then \[\lim_{t\to a}\vec{r}(t) = \vc{\lim_{t\to a} f(t),\ \lim_{t\to a} g(t),\ \lim_{t\to a} h(t)}\] provided the limits of the component functions exist.

13.2 + 13.4: Derivatives and Integrals of Vector Functions


derivative, tangent vector, tangent line

Let $C$ be the curve traced by $\vec{r}(t)$. The derivative $\vec{r}\,'(t)$ is defined \[\vec{r}\,'(t) = \dfrac{d\vec{r}}{dt} = \lim_{h\to 0}\dfrac{\vec{r}(t + h) - \vec{r}(t)}{h}\] if this limit exists. $\vec{r}\,'(t)$ is called the tangent vector to $C$.

The tangent line to $C$ at $\vec{r}(t_0)$ is the line parallel to $\vec{r}\,'(t_0)$ at the point of tangency.

Think If $\vec{r}(t)$ is the track of a rollercoaster and you are sitting at the tip of $\vec{r}(t)$, then the direction of $\vec{r}\,'(t)$ is your line of sight.

Theorem

If $\vec{r}(t) = \vc{f(t), g(t), h(t)} = f(t)\iv + g(t)\jv + h(t)\kv$ where $f, g$ and $h$ are differentiable functions, then \[\vec{r}\,'(t) = \vc{f'(t), g'(t), h'(t)} = f'(t)\iv + g'(t)\jv + h'(t)\kv\]

unit tangent vector

A unit vector that has the same direction as $\vec{r}\,'(t)$ is \[\vec{T}(t) = \dfrac{\vec{r}\,'(t)}{|\vec{r}\,'(t)|}\]

velocity vector, speed, acceleration

If $\vec{r}(t)$ describes the position vector of an object, then \[\vec{v}(t) = \vec{r}\,'(t)\] describes the rate of change of position of the object with respect to time.

The speed of the object is the magnitude $|\vec{v}(t)| = |\vec{r}\,'(t)|$. Speed is a scalar function; velocity is a vector function.

The acceleration of the object is \[\vec{a}(t) = \vec{v}\,'(t) = \vec{r}\,''(t)\]

What $\vec{v}(t)$ Tells Us About $\vec{r}(t)$
  1. $\vec{v}(t) = \vec{r}\,'(t) = \vc{x'(t), y'(t)}$. Each component describes how fast that coordinate is changing.
  2. $\vec{v}(t)$ records how the tip of $\vec{r}(t)$ is changing.
    • Direction of $\vec{v}(t)$: which way the tip of $\vec{r}(t)$ is being dragged next.
    • Magnitude $|\vec{v}(t)|$: how fast or slow the tip of $\vec{r}(t)$ is changing.
  3. $\vec{v}(t)$ is always tangent to the curve.
What $\vec{a}(t)$ Tells Us About $\vec{v}(t)$

$\vec{a}(t)$ records how the tip of $\vec{v}(t)$ is changing: its direction says which way the tip of $\vec{v}(t)$ is being dragged next, and its magnitude says how fast the tip of $\vec{v}(t)$ is changing.

Acceleration changes velocity in two different ways:

Theorem (Differentiation Rules)

Suppose $\vec{u}$ and $\vec{v}$ are differentiable vector functions, $c \in \mathbb{R}$ and $f$ is a real-valued function.

  1. $\dfrac{d}{dt}\left[f(t)\vec{u}(t)\right] = f'(t)\vec{u}(t) + f(t)\vec{u}\,'(t)$
  2. $\dfrac{d}{dt}\left[\vec{u}(t)\cdot\vec{v}(t)\right] = \vec{u}\,'(t)\cdot\vec{v}(t) + \vec{u}(t)\cdot\vec{v}\,'(t)$
  3. $\dfrac{d}{dt}\left[\vec{u}(t)\times\vec{v}(t)\right] = \vec{u}\,'(t)\times\vec{v}(t) + \vec{u}(t)\times\vec{v}\,'(t)$
    Careful The cross product is anticommutative, so you must preserve the order of the factors.
definite integral of a vector valued function

Let $\vec{r}(t) = \vc{x(t), y(t), z(t)}$ be a continuous vector function. Then \[\int_a^b \vec{r}(t)\,dt = \vc{\int_a^b x(t)\,dt,\ \int_a^b y(t)\,dt,\ \int_a^b z(t)\,dt}\]

The indefinite integral is \[\int \vec{r}(t)\,dt = \vc{\int x(t)\,dt,\ \int y(t)\,dt,\ \int z(t)\,dt} + \vec{c}\] where $\vec{c} = \vc{c_1, c_2, c_3}$ is a constant vector.

Think Just like differentiation, integrate each component separately.

13.3: Arc Length and Curvature


arc length

If a curve $C$ has vector equation $\vec{r}(t) = \vc{x(t), y(t), z(t)}$ where $a \leq t \leq b$ and the curve is traversed exactly once as $t$ increases from $a$ to $b$, then the arc length of $C$ is \[L = \int_a^b \sqrt{\left[x'(t)\right]^2 + \left[y'(t)\right]^2 + \left[z'(t)\right]^2}\,dt = \int_a^b \sqrt{\left(\dfrac{dx}{dt}\right)^2 + \left(\dfrac{dy}{dt}\right)^2 + \left(\dfrac{dz}{dt}\right)^2}\,dt\]

Since $\vec{r}\,'(t) = \vc{x'(t), y'(t), z'(t)}$, we can simply write \[L = \int_a^b \left|\vec{r}\,'(t)\right|\,dt\]

Why Arc Length Uses the Tangent Vector

In the staircase paradox, a staircase approximation to the diagonal of the unit square has length 2 at every stage, yet the diagonal has length $\sqrt{2}$.

The issue is that tangency to the curve is not preserved: the staircase's corners are not on the line you are trying to estimate. In a proper arc length calculation, all estimating points are on the curve, so tangency is preserved under the limit.

arc length function

Suppose the curve $C$ is traversed exactly once by $\vec{r}(t) = \vc{x(t), y(t), z(t)}$ where $t \in [a,b]$ as $t$ increases from $a$ to $b$. The arc length function is \[s(t) = \int_a^t \left|\vec{r}\,'(u)\right|\,du\]

By the Fundamental Theorem of Calculus, \[\dfrac{ds}{dt} = \left|\vec{r}\,'(t)\right|\] which says "the rate of change of arc length with respect to $t$ is exactly the speed of $\vec{r}(t)$."

unit speed parametrization

A parametrization $\vec{r}(s)$ is a unit speed parametrization (or a parametrization with respect to arc length) if \[\left|\vec{r}\,'(s)\right| = 1\] for every $s$ in the domain. Plugging in $s$ then gets you exactly $s$ units of arc length along the curve.

curvature

The curvature of a curve is \[\kappa = \left|\dfrac{d\vec{T}}{ds}\right|\] where $\vec{T}$ is the unit tangent vector.

Curvature describes how the unit tangent vector $\vec{T}$ changes with respect to arc length. Since $\vec{T}$ is a unit vector, only changes in direction contribute to the rate of change of $\vec{T}$.

Think $\kappa(t)$ is a scalar function that informs us how $\vec{T}$'s direction is changing.

Computing Curvature

There are two ways: \[\kappa(t) = \dfrac{\left|\vec{T}\,'(t)\right|}{\left|\vec{r}\,'(t)\right|} \qquad \text{ or } \qquad \kappa(t) = \dfrac{\left|\vec{r}\,'(t)\times\vec{r}\,''(t)\right|}{\left|\vec{r}\,'(t)\right|^3}\]

Fact A circle of radius $a$ has curvature $\kappa = \frac{1}{a}$.At unit speed, a particle's velocity vector turns at $\frac{1}{a}$ radians per unit time. The turning is slow for large circles but fast for small circles (since the speed of the particle is the same).

Theorem

If $|\vec{r}(t)| = c$ is constant, then $\vec{r}\,'(t)$ is orthogonal to $\vec{r}(t)$ for all $t$: \[\vec{r}(t)\cdot\vec{r}\,'(t) = 0\]

In particular, this applies to the unit tangent vector: $\vec{T}\,'(t)$ is orthogonal to $\vec{T}(t)$.

principal unit normal vector (unit normal)

At any point where $\kappa \neq 0$, the unit normal vector is \[\vec{N}(t) = \dfrac{\vec{T}\,'(t)}{\left|\vec{T}\,'(t)\right|}\]

binormal vector

The vector $\vec{B}(t) = \vec{T}(t)\times\vec{N}(t)$ is the binormal vector. It is a unit vector orthogonal to both $\vec{T}$ and $\vec{N}$.

Key Idea (Directions of $\vec{N}$ and $\vec{T}$)

The direction of $\vec{N}$ always points in the direction the curve is turning.

The direction of $\vec{a}_{\text{normal}}$ is $\vec{N}$, and the direction of $\vec{a}_{\text{tangential}}$ is $\vec{T}$.

linear combination

Given vectors $\vec{v}_1$ and $\vec{v}_2$, a linear combination is any vector $c_1\vec{v}_1 + c_2\vec{v}_2$ where $c_1, c_2 \in \mathbb{R}$.

The coefficient $c_i$ tells you how many copies of $\vec{v}_i$ to walk along. If $\vec{v}_i$ is a unit vector, then $c_i$ is how far you walk in $\vec{v}_i$'s direction.

tangential and normal components of acceleration

The acceleration vector $\vec{a}(t)$ is a linear combination \[\vec{a} = a_T\vec{T} + a_N\vec{N}\] where \[a_T = \text{comp}_{\vec{v}}\vec{a} = \dfrac{\vec{v} \cdot \vec{a}}{\left|\vec{v}\right|} = \dfrac{\vec{r}\,'(t)\cdot\vec{r}\,''(t)}{\left|\vec{r}\,'(t)\right|} \qquad \text{and} \qquad a_N = \kappa \left|\vec{v}\right|^2 = \dfrac{\left|\vec{v} \times \vec{a}\right|}{\left|\vec{v}\right|} = \dfrac{\left|\vec{r}\,'(t)\times\vec{r}\,''(t)\right|}{\left|\vec{r}\,'(t)\right|}\]

Meaning of $a_T$ and $a_N$

Imagine you are driving. Acceleration is felt in two ways:

Also, $a_N =\dfrac{\left|\vec{v} \times \vec{a}\right|}{\left|\vec{v}\right|} = \dfrac{\text{Area}}{\text{base}}$ of the parallelogram determined by $\vec{v}$ and $\vec{a}$.

Chapter 14: Partial Derivatives


14.1: Functions of Several Variables


function of several variables

A function of two variables is a function $f : \mathbb{R}^2 \to \mathbb{R}$, written $z = f(x, y)$. A function of three variables is a function $g : \mathbb{R}^3 \to \mathbb{R}$, written $w = g(x, y, z)$.

domain

The domain $D$ of $f(x, y)$ is the set of all points you can plug in and get a real number out. $D = \{(x, y) : \text{conditions}\}$

graph

The graph of $f(x, y)$ is the surface $\{(x, y, f(x, y)) : (x, y) \in D\}$. f(x, y)$ is the height of the surface above or below each point $(x, y, 0)$.

traces

Traces are the curves of intersection of a surface with planes parallel to the coordinate planes ($x = k$, $y = k$ or $z = k$).

Technique To sketch a surface, sketch several traces in each direction and assemble them.

level curves, contour plot

Level curves of $f(x, y)$ are the traces $z = k$ projected onto the $xy$-plane. A collection of level curves for several values of $k$ is a contour plot.

Think A level curve is the set of all points where the surface has the same height $k$.

level surfaces

For $w = f(x, y, z)$, the same technique gives level surfaces $f(x, y, z) = k$ which live in $\mathbb{R}^3$.

14.2: Limits and Continuity


Infinitely Many Paths

For a single variable limit $\displaystyle\lim_{x\to a} f(x)$, there are only two ways for $x$ to approach $a$: from the left and from the right.

For a multivariable limit $\displaystyle\lim_{(x,y)\to(a,b)} f(x, y)$, there are infinitely many paths for $(x, y)$ to approach $(a, b)$.

Technique (Showing a Limit Does Not Exist)

If $f(x, y) \to L_1$ as $(x, y) \to (a, b)$ along a path $C_1$, and $f(x, y) \to L_2$ as $(x, y) \to (a, b)$ along a path $C_2$, where $L_1 \neq L_2$, then $\displaystyle\lim_{(x,y)\to(a,b)} f(x, y)$ does not exist.

Think Approaching along a path turns the problem into a one-variable (Calculus I) limit. Always try first: $y = 0$ (the $x$-axis), $x = 0$ (the $y$-axis), and all lines $y = mx$ at once.

Careful Paths that agree prove nothing. Even if every line $y = mx$ gives the same limit, the limit may still not exist. Try curves such as $x = y^2, y = -x + x^3$, etc. Look at the graph for ideas, or try to engineer cancellations of indeterminate form $0/0$.

continuity

A function $f(x, y)$ is continuous at $(a, b)$ if $\lim_{(x,y)\to(a,b)} f(x, y) = f(a, b)$

Think Continuous means the limit is found by plugging in.

Limits Using Continuity

Elementary functions (polynomials, rational functions, $e^x$, $\ln x$, trig functions, and their compositions) are continuous on their domains. If $(a, b)$ is in the domain, the limit is just $f(a, b)$.

Squeeze Theorem

If $g(x, y) \leq f(x, y) \leq h(x, y)$ near $(a, b)$ and \[\lim_{(x,y)\to(a,b)} g(x, y) = \lim_{(x,y)\to(a,b)} h(x, y) = L\] then $\displaystyle\lim_{(x,y)\to(a,b)} f(x, y) = L$.

Technique Bound $|f(x, y)|$. If $|f(x, y)| \leq g(x, y)$, then $-g(x, y) \leq f(x, y) \leq g(x, y)$.

Useful Bounds
  1. $\dfrac{x^2}{x^2 + y^2} \leq 1$, since $y^2 \geq 0$.
  2. $|\sin(\text{anything})| \leq 1$ and $|\cos(\text{anything})| \leq 1$.
  3. $|ab| = |a||b|$: absolute value splits products.
  4. Triangle inequality: $|a + b| \leq |a| + |b|$: absolute value splits sums into an upper bound.
    Careful $|a - b| \neq |a| - |b|$ in general.
Polar Substitution

Given $\displaystyle\lim_{(x,y)\to(0,0)} f(x, y)$, substitute $x = r\cos\theta$, $y = r\sin\theta$, where $r = \sqrt{x^2 + y^2}$. Then $(x, y) \to (0, 0)$ exactly when $r \to 0^+$: \[\lim_{(x,y)\to(0,0)} f(x, y) = \lim_{r\to 0^+} f(r\cos\theta, r\sin\theta)\]

Think Polar substitution either creates an easier limit, or checks all lines $y = mx$ at once.

14.3: Partial Derivatives


Local Linearity

As you zoom in on a point on the curve of $f(x)$, the curve becomes indistinguishable from its tangent line. The tangent line is the best linear approximation of $f$ near each point.

Key Idea (Geometry of Partial Derivatives)

At any point $(a, b)$, tracing $f(x, y)$ with the plane $y = b$ or $x = a$ gives a curve, on which we can find tangent lines.

We take these derivatives by holding one variable constant.

partial derivative

If $f(x, y)$ is a function of two variables, its partial derivatives are the functions $f_x$ and $f_y$ defined by \[f_x(x, y) = \lim_{h\to 0}\dfrac{f(x + h, y) - f(x, y)}{h} \qquad f_y(x, y) = \lim_{h\to 0}\dfrac{f(x, y + h) - f(x, y)}{h}\]

If $z = f(x, y)$, we also write \[f_x = \dfrac{\partial f}{\partial x} = \dfrac{\partial z}{\partial x} = \dfrac{\partial}{\partial x}f(x, y) \qquad f_y = \dfrac{\partial f}{\partial y} = \dfrac{\partial z}{\partial y} = \dfrac{\partial}{\partial y}f(x, y)\]

To find $f_x$, treat $y$ like a constant. To find $f_y$, treat $x$ like a constant.

Differentiation Rules Still Hold

Partial derivatives are slopes of tangent lines in a 2D trace, so the sum, product, quotient and chain rules all hold for partial differentiation.

For $w = f(x, y, z)$, finding $\dfrac{\partial w}{\partial x}$ means holding both $y$ and $z$ constant. Similarly for $w_y$ and $w_z$.

higher order derivatives

The partial derivatives $f_x$, $f_y$ are functions, so we can take their partial derivatives too: \[f_{xx} = \dfrac{\partial^2 f}{\partial x^2} \qquad f_{xy} = (f_x)_y = \dfrac{\partial^2 f}{\partial y\,\partial x} \qquad f_{yx} = (f_y)_x = \dfrac{\partial^2 f}{\partial x\,\partial y} \qquad f_{yy} = \dfrac{\partial^2 f}{\partial y^2}\]

Think In subscript notation, differentiate left to right. In $\partial$ notation, differentiate right to left (in the denominator).

Clairaut's Theorem

Suppose $f$ is defined on a disk $D$ that contains the point $(a, b)$. If $f_{xy}$ and $f_{yx}$ are both continuous on $D$, then $f_{xy}(a, b) = f_{yx}(a, b)$.

partial differential equation

A partial differential equation (PDE) is an equation involving partial derivatives. For example, the one dimensional wave equation is $u_{tt} = a^2 u_{xx}$ where $u(x, t)$ is the displacement of a vibrating string at distance $x$ from one end at time $t$.

14.5: The Chain Rule


Technique (Tree Diagrams)

Draw the dependent variable at the top, the variables it depends on below it, and so on. Do this for each function, down to the independent variables. To differentiate the top variable with respect to a bottom variable:

  1. Multiply the derivatives along each path from the top down to that variable.
  2. Add the results from different branches.
explicit and implicit form

A function is in explicit form when the dependent variable is isolated: $y = f(x)$ or $z = f(x, y)$.

A function is in implicit form when variables are moved to one side: $F(x, y) = 0$ or $F(x, y, z) = 0$.

Think $y = f(x)$ lives on the level curve $F(x, y) = 0$, and $z = f(x, y)$ lives on the level surface $F(x, y, z) = 0$.

Theorem (Implicit Differentiation)

If $F(x, y) = 0$ defines $y$ implicitly as a function of $x$, then \[\dfrac{dy}{dx} = -\dfrac{F_x}{F_y} \qquad (F_y \neq 0)\]

If $F(x, y, z) = 0$ defines $z$ implicitly as a function of $x$ and $y$, then \[\dfrac{\partial z}{\partial x} = -\dfrac{F_x}{F_z} \qquad \dfrac{\partial z}{\partial y} = -\dfrac{F_y}{F_z} \qquad (F_z \neq 0)\]

14.6: Directional Derivatives and the Gradient Vector


Main Idea Behind Directional Derivatives

$f_x$ and $f_y$ only tell us the rate of change of $z$ in the $x$ or $y$ directions: they are slopes of the traces with the planes $y = y_0$ and $x = x_0$. Now allow the vertical plane to rotate around $(x_0, y_0)$. Each rotated plane creates a trace, and its tangent slope is the rate of change of $z$ in that direction. We use a unit vector $\vec{u}$ to describe the direction.

directional derivative

The directional derivative of $f$ at $(x_0, y_0)$ in the direction of a unit vector $\vec{u} = \vc{a, b}$ is \[D_{\vec{u}}f(x_0, y_0) = \lim_{h\to 0}\dfrac{f(x_0 + ah, y_0 + bh) - f(x_0, y_0)}{h}\] if this limit exists.

Note $f_x$ and $f_y$ are the special cases $\vec{u} = \iv$ and $\vec{u} = \jv$, respectively.

Why a Unit Vector?

Algebraically The step from $(x_0, y_0)$ to $(x_0 + ah, y_0 + bh)$ has length $h\sqrt{a^2 + b^2}$. Since we divide by $h$ in $D_{\vec{u}}f$, we need $\sqrt{a^2 + b^2} = |\vec{u}| = 1$.

Geometrically $f_x(x_0, y_0)$ is a slope: for every one unit increase in $x$, $z$ changes by $f_x(x_0, y_0)$. A unit vector maintains this one unit step in the direction of $\vec{u}$, so $D_{\vec{u}}f$ is an actual number that represents slope.

Theorem

If $f$ is a differentiable function of $x$ and $y$, then $f$ has a directional derivative in the direction of any unit vector $\vec{u} = \vc{a, b}$, given by \[D_{\vec{u}}f(x, y) = f_x(x, y)\,a + f_y(x, y)\,b\]

gradient

Given $f(x, y)$, the gradient of $f$ (read "del $f$") is the vector function $\nabla f : \mathbb{R}^2 \to \mathbb{R}^2$ defined by \[\nabla f(x, y) = \vc{f_x(x, y),\ f_y(x, y)}\]

If $f(x, y, z)$ is a function of three variables, the gradient of $f$ is the vector function $\nabla f : \mathbb{R}^3 \to \mathbb{R}^3$ defined by \[\nabla f(x, y, z) = \vc{f_x(x, y, z),\ f_y(x, y, z),\ f_z(x, y, z)}\]

Note For $z = f(x, y)$, $\nabla f$ lives in the $xy$-plane. $\nabla f$ has no $z$-component.

Lemma (Directional Derivative via the Gradient)

If $f : \mathbb{R}^n \to \mathbb{R}$ and $\vec{u} \in \mathbb{R}^n$ is a unit vector, then \[D_{\vec{u}}f = \nabla f \cdot \vec{u}\]

Careful $\vec{u}$ must be a unit vector. If it is not, normalize it first: $\vec{u} = \dfrac{\vec{v}}{|\vec{v}|}$.

Think $D_{\vec{u}}f = \text{comp}_{\vec{u}}\nabla f$ is the scalar projection of $\nabla f$ onto $\vec{u}$ (since $\vec{u}$ is a unit vector).

Theorem (Maximizing the Directional Derivative)

Let $f$ be a differentiable function of two or three variables. The maximum value of $D_{\vec{u}}f(\vec{x})$ is $|\nabla f(\vec{x})|$, and it is attained when $\vec{u}$ has the same direction as $\nabla f(\vec{x})$.

Key Idea Walking in the direction of $\nabla f$ is the fastest uphill direction. Walking in the direction of $-\nabla f$ is the fastest downhill direction.

Note $D_{\vec{u}}f(\vec{x})$ and $D_{\vec{u}}f(x, y)$ mean the same thing (overloaded notation).

Theorem (Gradient is Orthogonal to Level Curves)

Suppose $\vec{u}$ is orthogonal to $\nabla f(\vec{x})$. Then $D_{\vec{u}}f(\vec{x}) = 0$.

Geometrically, $\vec{u}$ is tangent to the level curves of $f$, and $\nabla f$ is orthogonal to the level curves of $f$.

Think In the plane, rotate $\nabla f = \vc{x, y}$ by $90^\circ$ clockwise to get a direction of no change: $\vc{y, -x}$.

Gradient is Orthogonal to Level Surfaces

If $F(x, y, z)$ is a function of three variables, then $\nabla F$ is orthogonal to the level surfaces $F(x, y, z) = k$.

Why Let $\vec{r}(t) = \vc{x(t), y(t), z(t)}$ be any curve on the surface with $\vec{r}(t_0) = \vc{x_0, y_0, z_0}$. Since $F(x(t), y(t), z(t)) = k$, the chain rule gives \[\dfrac{\partial F}{\partial x}\dfrac{dx}{dt} + \dfrac{\partial F}{\partial y}\dfrac{dy}{dt} + \dfrac{\partial F}{\partial z}\dfrac{dz}{dt} = 0 \qquad \text{so} \qquad \nabla F(x_0, y_0, z_0) \cdot \vec{r}\,'(t_0) = 0\] So $\nabla F$ is orthogonal to the tangent vector of every curve on the surface through that point.

equation of tangent plane for $F(x, y, z) = k$

The tangent plane to the surface $F(x, y, z) = k$ at the point $P(x_0, y_0, z_0)$ is \[F_x(P)(x - x_0) + F_y(P)(y - y_0) + F_z(P)(z - z_0) = 0\] The normal vector of the plane is $\nabla F(P)$.

Note If you have $z = f(x, y)$, first convert to implicit form $F(x, y, z) = z - f(x, y) = 0$. Then you can use the equation.

14.4: Tangent Planes and Linear Approximations


equation of tangent plane for $z = f(x, y)$

The tangent plane at $P(x_0, y_0, z_0)$ is the plane containing the tangent lines to the $x$- and $y$-traces with slopes $f_x$ and $f_y$.

An equation of the tangent plane to the surface $z = f(x, y)$ at the point $P(x_0, y_0, z_0)$ is \[z - z_0 = f_x(x_0, y_0)(x - x_0) + f_y(x_0, y_0)(y - y_0)\]

Assumes $f$ is differentiable at $(x_0, y_0)$.

linear approximation

The linear approximation $L : \mathbb{R}^2 \to \mathbb{R}$ of $z = f(x, y)$ at $P(x_0, y_0, z_0)$ is \[L(x, y) = z_0 + f_x(x_0, y_0)(x - x_0) + f_y(x_0, y_0)(y - y_0)\]

sufficient and necessary condition

If the implication $P \implies Q$ is true, then $Q$ is a necessary condition for $P$ (if $P$ is true). On the other hand, $P$ is a sufficient condition for $Q$ (if $Q$ is true).

differentiability

$f(x, y)$ is differentiable at $(x_0, y_0)$ if and only if the graph of $f$ becomes indistinguishable from a non-vertical plane with respect to a dilation at $(x_0, y_0, f(x_0, y_0))$ as the zoom factor $\lambda \to \infty$.

A homothety or dilation: an equal scaling expansion or contraction in all dimensions $x, y, z$ with respect to a point.

secant cone, tangent cone

The secant cone is the surface created by sweeping out secant rays in all directions $\vec{u} = \vc{\cos\theta, \sin\theta}$ at $(x_0, y_0)$, as $\theta$ goes from $0$ to $2\pi$. It uses the one-sided directional derivative \[D^+_{\vec{u}}f(x_0, y_0) = \lim_{h\to 0^+}\dfrac{f(x_0 + h\cos\theta, y_0 + h\sin\theta) - f(x_0, y_0)}{h}\]

As $h \to 0^+$, the secant cone converges to the tangent cone. If $f$ is differentiable at $P$, then the tangent cone is the tangent plane.

Think Tangent lines in all directions $\vec{u}$ live in the tangent plane. If the secant cone doesn't converge to a plane, then $f$ is not differentiable.

Where Differentiability Lives

\[\text{continuous partials} \implies \text{differentiable (locally linear)} \implies \text{secant cone converges to tangent plane}\]

Continuity of partials is a sufficient condition for differentiability. Convergence of the secant cone to a plane is a necessary condition for differentiability.

Theorem

If $f_x$ and $f_y$ exist near $(a, b)$ and are continuous at $(a, b)$, then $f$ is differentiable at $(a, b)$.

differential (Calculus 1)

Suppose $y = f(x)$ is a differentiable function. The differential of $x$, denoted $dx$, is any nonzero number. The differential of $y$, denoted $dy$, is \[dy = f'(x)\,dx\]

$\Delta y$ is the actual change in $f$ from $x$ to $x + \Delta x$.
Think $dy$ is the rise. $dy = $ slope $\cdot$ (run of $dx$).

total differential

Suppose $z = f(x, y)$ is differentiable. Define $dx$ and $dy$ to be independent variables. Then the total differential $dz$ is defined by \[dz = f_x(x, y)\,dx + f_y(x, y)\,dy\]

Key Ideas $dz$ is the sum of independent linear changes in $x$ and $y$.

$\Delta z \approx f_x(a, b)\,dx + f_y(a, b)\,dy$, where $\Delta z = f(a + \Delta x, b + \Delta y) - f(a, b)$.

total differential in a direction

Suppose $f : \mathbb{R}^n \to \mathbb{R}$ is differentiable and $\vec{u} \in \mathbb{R}^n$ is a unit vector. Define $ds$ to be an independent variable representing the distance moved in the direction of $\vec{u}$. Then the total differential $df$ in the direction of $\vec{u}$ is \[df = D_{\vec{u}}f\,ds = \left(\nabla f \cdot \vec{u}\right)ds\]

14.7: Maximum and Minimum Values


critical point

Let $f(x, y)$ be a function of two variables. A critical point $P$ of $f$ is a point $P$ in the domain of $f$ where $\nabla f(P) = \vec{0}$ or $\nabla f(P)$ is undefined.

Intuition Generally speaking, the tangent plane at critical points is either horizontal or does not exist.

open ball

The open ball of radius $r$ centered at $(a, b)$ is $B\left((a, b), r\right) = \left\{(x, y) : (x - a)^2 + (y - b)^2 < r^2\right\}$.

extrema

Let $f(x, y)$ be a function of two variables and $(a, b)$ a point in its domain.

  1. $f$ has a local maximum at $(a, b)$ if for some $r > 0$, $f(a, b) \geq f(x, y)$ for all points $(x, y) \in B\left((a, b), r\right)$.
  2. $f$ has a local minimum at $(a, b)$ if for some $r > 0$, $f(a, b) \leq f(x, y)$ for all points $(x, y) \in B\left((a, b), r\right)$.
  3. $f$ has a global maximum at $(a, b)$ if $f(a, b) \geq f(x, y)$ for all points $(x, y)$ in the domain of $f$.
  4. $f$ has a global minimum at $(a, b)$ if $f(a, b) \leq f(x, y)$ for all points $(x, y)$ in the domain of $f$.
Fermat's Theorem

If $f$ has a local maximum or minimum at $(a, b)$, then $(a, b)$ is a critical point of $f$.

saddle point

A saddle point is a critical point where the concavity chanes depending on the direction.

Second Derivatives Test

Suppose the second partial derivatives of $f$ are continuous on a ball with center $(a, b)$, and suppose that $f_x(a, b) = 0$ and $f_y(a, b) = 0$ [so $(a, b)$ is a critical point of $f$]. Let \[D = \begin{vmatrix} f_{xx} & f_{xy} \\ f_{yx} & f_{yy} \end{vmatrix}_{(a, b)} = f_{xx}(a, b)\,f_{yy}(a, b) - \left[f_{xy}(a, b)\right]^2\]

  1. If $D > 0$ and $f_{xx}(a, b) > 0$ (or $f_{yy}(a, b) > 0$), then $f(a, b)$ is a local minimum.
  2. If $D > 0$ and $f_{xx}(a, b) < 0$ (or $f_{yy}(a, b) < 0$), then $f(a, b)$ is a local maximum.
  3. If $D < 0$, then $(a, b)$ is a saddle point of $f$.
  4. If $D = 0$, then the test is inconclusive.

Think $f_{xx}$ and $f_{yy}$ only measure concavity in the $\iv$ and $\jv$ directions. The mixed partial $f_{xy}$ accounts for every other direction $\vec{u}$.