Multivariable Integral Calculus -- Mathematics III

Index

Class 12 level recap

  1. Integral Calculus Recap
  2. Basic Integral Formulae
  3. Some basic trigonometric identities
  4. Methods of integration
  5. 1. U-substitution
  6. 2. Integration by Parts -- The easy method.
  7. 3. Integration by partial fractions -- An easy method

College Stuff (Calculus -3)

  1. Double Integrals
  2. Changing of order of integration
  3. What is changing of order of integration?
  4. When can you NOT change the order of integration.
  5. Triple Integrals
  6. Change of variables (Cartesian to Polar)
  7. When to change from cartesian to polar variables?
  8. The Jacobian determinant.
  9. How to calculate the determinant of a 2x2 matrix?
  10. How to calculate the determinant of a 3x3 matrix?
  11. Back to conversion of Cartesian to Polar co-ordinates
  12. Green's Theorem (Statement only) (and detailed examples included)
  13. Gauss's Theorem (Statement only) (and detailed examples included)
  14. Stokes's Theorem (Statement only) (and detailed examples included)

Note : If the equations on the website seem a bit to clumped up/clogged, please go to the resources section and download the PDF. It has better indentation.


Integral Calculus Recap

A problem well defined, is a problem half solved -- Charles Kettering

https://www.youtube.com/watch?v=hXOrQ0Ao4UE&list=PLF-vWhgiaXWM7Iri0t_AjBfv51tF28PEy&index=1&pp=gAQBiAQB

The above link points to a full comprehensive recap of class 12 recap. Watch it only if you have time.


Basic Integral Formulae

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Some basic trigonometric identities

https://www.youtube.com/watch?app=desktop&v=m1OitPmkydY

Pasted image 20241106111131.png

https://www.geeksforgeeks.org/trigonometric-identities/

Trigonometry-Identities.webp

https://www.geeksforgeeks.org/trigonometry-table/

Trogonometry-2.png


Methods of integration

1. U-substitution

So let's say we have an integral

f(x)dx

To solve this using u-substitution, we need to:

  1. set x=g(t).
  2. Differentiate both sides
  3. So, we get : $${dx} = g'(t).dt$$
    And then we replace the value of x and dx in the original equation to get:
f(g(t)).g(t)dt

Example 1 :

  1. sin(mx)dx

Let us set mx=t and differentiate both sides w.r.t x, we get :

ddx(mx)=d(t)dxm.d(x)dx=dtdxm=dtdxdx=dtm

And thus we replace dx in the original equation to get:

sin(t)dtm1m.sin(t)dt1m.(cos(t))+C

or , $$\frac{-cos(mx)}{m} + C$$


Example 2

2x1+x2dx

Let $$1+x^2 = t$$

d(1)dx+d(x2)dx=d(t)dx

or $$\implies 0 + 2x = \frac{dt}{dx}$$
or, $$2x dx = dt$$
Replacing this in the original equation,

dtt=log|t|+C

or ,

log|1+x2|+C

2. Integration by Parts -- The easy method.

https://www.youtube.com/watch?v=2I-_SV8cwsw&list=PLF-vWhgiaXWM7Iri0t_AjBfv51tF28PEy&index=2

This is called the D-I method. Differentiate-Integrate. (also known as the LIATE method)


Example 1.

So let's say we have this integral here :

x2.sin(3x)dx

We need to make a small table.

Sign D I

The D column represents differentiation and I column represents integration.

Now we choose each term to be either differentiated or integrated.

Here the easy choice seems to differentiate x2 and integrate sin(3x)

D I
x2 sin(3x)

Now we continue the respective operations on both sides for a while.

Sign D I
+ x2 sin(3x)
- 2x cos(3x)3
+ 2 sin(3x)9
- 0 cos(3x)27

Each column having alternating signs.


What to differentiate and what to integrate?

When to stop the operations:

  1. If the column of D reaches 0.
  2. If the products of a row (product of both the value of D and I) can be integrated.
  3. If any the products of any row (product of both the value of D and I) result in the original integral.

So here we see that the column of D has reached 0.

So we multiply downwards, diagonally, along with each respective sign, and write them together for the final answer.

Pasted image 20241106211308.png

Like this.

So the final answer becomes,

x2.sin(3x)dx=x2.cos(3x)3+2sin(3x)9+2cos(3x)27

Pasted image 20241106211458.png


Example 2

Let's say we have another integral

x4.log(x)dx$$or$x4.ln(x)dx$$ln(x)$isthesameas$log(x)$So,wemakethetable,|Sign|D|I||||||+|$ln(x)$|$x4$|||$1x$|$x55$||+|$1x2$|$x630$|Sohereweseefirstly,thatcolumnsofDandIkeepgoingonwithnonearendinsight.Andtheproductoftheirsecondrowwhichresultsin$x45$canbeintegrated.Sowestopatthesecondrowitself,sincethethirdrowmakesthemathcomplicated.Andwemakethediagonalproducts.![Pastedimage20241106213018.png](/img/user/media/PastedSothefinalanswerwouldbe:$$x4.log(x)dx=x5.ln(x)5x45$$.Yes,insuchinstancesofarowbeingpossibletointegrate,wewriteitintheanswer.Nowwewillhavetosolvetheremainingintegraltogetthecompleteanswer.Thuswegetthecompleteansweras:$$x4.log(x)dx=x5.ln(x)5x525

Example 3:

Let's say we have another integral, $$e^x.sin(x)dx$$

Remembering our rules, we differentiate ex, since functions like ex are integrated as a last choice. And the remaining sin(x) will be differentiated.

So ,

Sign D I
+ ex sin(x)
- ex cos(x)
+ ex sin(x)
In the third row we see that our original question has appeared.

Pasted image 20241106213952.png

So we stop the operations and write diagonal products first.

ex.sin(x)dx=ex.cos(x)+exsin(x)ex.sin(x)

or $$2\int{e^x.sin(x)dx} = e^{x}.[sin(x)-cos(x)]$$
or, $$\int{e^x.sin(x)dx} = \boxed{\frac{e^{x}.[sin(x)-cos(x)]}{2}}$$


3. Integration by partial fractions -- An easy method

https://www.youtube.com/watch?v=OFEfGtCsVKg&list=PLF-vWhgiaXWM7Iri0t_AjBfv51tF28PEy&index=4&pp=gAQBiAQB

This method can only be applied if the denominator can be factorized into linear factors

or that in denominator power of x is 1, or it is a product of terms in which power of x is 1.

Example 1

So let's say we have an integral :

(2x1)(x1)(x+2)(x3)dx

We can see that it's denominator is in the form of a product of linear factors.

So the way to tackle this, is to take one term at a time.

We first select (x1).

Equate this term to 0. We get x=1.

Now we apply this value back in the original equation, but there's a twist.

We modify this part of the process by removing the selected term from denominator, but instead placing it in the form of a natural log (log or ln), and we don't substitute the value of x in that log term.

  1. So, for (x1)
2(1)1(1+2)(13).ln(x1)

or $$\frac{-ln(x-1)}{6}$$
2. For (x+2), we get x=2

or $$\frac{2(-2) - 1}{(-2-1)(-2-3)}ln(x+2)$$

or $$\frac{-5.ln(x+2)}{15} = \frac{-ln(x+2)}{3}$$
3. For (x3), we get x=3.

or $$\frac{2(3) - 1}{(3-1)(3+2)}.ln(x-3)$$
or $$\frac{5.ln(x-3)}{10} = \frac{ln(x-3)}{2}$$
Finally we put all the obtained terms together along with their signs.

(2x1)(x1)(x+2)(x3)dx=ln(x1)6+ln(x+2)3+ln(x3)2

as our complete answer.

The given video link has another example on this.


Double Integrals

https://www.youtube.com/watch?v=BJ_0FURo9RE&list=PLF-vWhgiaXWM7Iri0t_AjBfv51tF28PEy&index=5

Example 1

Let's say we have an integral here, $$\int_{0}^{2}\int_{1}^{3}{xy^2}dydx$$
In double (or triple integrals), the order of integration matters. Whether you want to integrate in terms of y or x or z (triple integrals) first, that depends on you.

So here we follow which variable is given first. The first variable is dy.

So we integrate with respect to y first.

02x[y33]13dx

or $$\int_{0}^{2}x. [\frac{3^3}{3} - \frac{1^3}{3}]dx$$
or, $$\int_{0}^{2}\frac{26x}{3}. dx$$
or $$\frac{26}{3}.\int_{0}^{2}xdx$$
or, $$\frac{26}{3}.[\frac{x^2}{2}]{0}^{2}$$
or $$\frac{26}{3}.\frac{4}{2}$$
Thus finally, $$\int
^{2}\int_{1}^{3}{xy^2}dydx = \boxed{\frac{52}{3}}$$


Example 2

Pasted image 20241106222205.png

So we have this integral right here,

R[2y3x2y2]dA

where R={(x,y)|0x1,0y2}

So we need to find the upper and lower limits of x and y.

Following the given set, we see that x lies between 0 and 1.

And y lies between 0 and 2.

Therefore the integral becomes, $$\int_{0}^{1}\int_{0}^{2}[2y - 3x^2y^2]dxdy$$
While applying the limits we follow the order of the variables in the given set, which in this case, x comes first, followed by y

Now it's business as usual. We can solve the integral in the same way we did before.

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Yeah, I decided to save a bit of time on this one by taking screenshots. Typing and rendering the equations properly is a really time consuming process.


Changing of order of integration

Sometimes we cannot integrate the given question in the given order of variables as it is.

What is changing of order of integration?

Suppose we have an integral,

cdabf(x)dxdy

To change the order of integration, we need to swap both the dx and dy AND their respective limits.

So after changing of order of integration, the new integral would appear as:

abcdf(x)dydx

Notice that the limits of x and y have swapped respectively when the variables did.

You cannot swap just the variables and keep their limits as they were. This will invalidate the logic of the equation, which will be explained further down the line.

Why do we change the order in integration?


When can you NOT change the order of integration.

Suppose we have an integral :

Pasted image 20241106222851.png

In this question, we see that the limits of x has y entangled in it.

So we if we tried to, let's say write the integral as $$\int_{0}^{2y}\int_{0}^{1}[4+2x - y^2]dydx$$
This won't work here.

Since the limits of x are interdependent on y. So we need to evaluate x first , apply the limits which contain y. Then integrate in terms of y.

A better explanation would be :

In the original equation x relies on the changing value of y, so x is not static.

In this equation, where the order is changed $$\int_{0}^{2y}\int_{0}^{1}[4+2x - y^2]dydx$$
y ranges from 0 to 1 for each fixed x, while x ranges from 0 to 2y.

This completely changes the region over which the integral expands.

So, in these type of integrals we need to solve the interdependent limits first.

01[4x+x2y2.x]02ydy

or

01[4(2y)+4y22y3]dy

or

801ydy+401y2dy201y3dy

or

8[y22]01+4[y33]012[y44]01

or

4+4312

or

296

Or if you are indeed keen on changing the order here.

So we have our original equation as:

Pasted image 20241106222851.png

To change the order of integration, we need to analyze the interdependent limits.

x=2yy=x2

So y's new limits will be from 0 to x2

And thus now y will be dependent on a changing x as it goes from 0 to 2. Why 2 you ask?

Well, you ding-dong, since originally, x=2y, x is the double of any value of y.

So it naturally makes sense that when y depends on a changing x, the value of x will be double of whatever y's value is. Originally x ranged from 0 to 1, so now double that, the new range will be 0 to 2.

And so the new integral will be :

020x2[4+2xy2]dydx

Now you can go ahead and solve the integral.


To sum it all up.

When changing the order of integration we can shift the limits as well, if they are not inter-dependent on each other.

Otherwise to shift the limits as well, their appropriate new limits need to be calculated to keep the region the integral covers, the same.


Triple Integrals

Welcome to the world of 3-D regions where you often pull out your hair trying to figure out the triple integrals!

Example 1

Here's the referenced video link: https://www.youtube.com/watch?v=7iy83x8bv6o&list=PLF-vWhgiaXWM7Iri0t_AjBfv51tF28PEy&index=6

Pasted image 20241107114451.png

So we have this scary looking monster right here.

Well don't worry, I got the knight right here to defeat this monster!

So we have this region of limits B as {(x,y,z)|0x2,2y3,0z1}

So this says that the limits of x ranges from 0 to 2.
the limits of y ranges from -2 to 3.
the limits of z ranges from 0 to 1.

So now we can re-write the integral as

012302[x3.y.z2]dxdydz

As previously stated before, we follow the order of variables when placing the limits in questions like these, from a set.

Now since this is a simple integral with no-interdependent limits, there is no point in changing the order of integration.

We solve the integral as it is.

0123yz2[x44]02dydz

or $$\int_{0}^{1} \int_{-2}^{3} \frac{yz^2.16}{4}dy,dz$$

or $$4\int_{0}^{1} z^2[\frac{y^2}{2}]_{-2}^{3} dz$$

or $$4\int_{0}^{1} z^2 [\frac{9}{2} - 2]dz$$

or $$4\int_{0}^{1} z^2 \frac{5}{2}dz$$

or $$10[\frac{z^3}{3}]_0^1$$

or $$10 .\frac{1}{3} = \frac{10}{3}$$


Example 2

This time we have a relatively simpler looking question

Pasted image 20241107122459.png

As we see, this integral has interdependent limits. So it's best we solve them in the given specific order to get rid of the dependencies first.

So we start with the integration with respect to z.

030x4xy[z]0xydydx

or

030x4xy(xy)dydx

or

030x[4x2y4xy2]dydx

or

034x2[y22]0xdx034x.[y33]0xdx

or

203x4dx4303x4dx

or

2[x55]0343[x55]03

or

2.243543.2435

or

2435.[243]

or

2435.23=815.2

or

1625

Change of variables (Cartesian to Polar)

First of all, you might be thinking, what are cartesian and polar variables?

1. Cartesian variables

The cartesian co-ordinate system was introduced by René Descartes , a French (oui baguette) mathematician back in 1637.

This is basically the system where we work with two axes, the x and y axes, with numerical points on them to plot various figures.

Pasted image 20241107213201.png

Yeah, this.

Normally we represent various diagrams on this plane using variables like x, y, z .... which are known as cartesian variables.

2. Polar variables/Polar co-ordinates

Now the Cartesian system handles 2D objects very nicely, but when dealing with 3D objects, specifically cylinders, spheres, etc, we need a third dimension to work with, which often x, y and z don't make it easy to deal with. Thus, we need the polar coordinate system here. It was developed by Big Daddy Newton (Sir Isaac Newton).

The polar co-ordinate system has variables like r, θ (pronounced as theta) and sometimes ϕ (pronounced as phi).

Why the name polar?

Pasted image 20241107213238.png

So yeah most of the type of integrations you can expect on this system are either spheres, or cylinders. At least from Makaut.


When to change from cartesian to polar variables?

1. Symmetry of the Region or Function

If the region of integration or the function itself has circular (radial) symmetry, polar coordinates are often more natural. For example, if you’re integrating over a circular region, like a disk or an annulus, or if the integrand involves terms like $$x^2 + y^2$$, polar coordinates make the setup easier.

In polar coordinates: $$x = rcos\theta$$ and $$y = rsin\theta$$
and $$x^2 + y^2 = r^2$$

2. Simplifying the Integral Expression

When you convert to polar coordinates, the differential element dxdy , becomes rdrdθr. This adjustment often simplifies the integrand, especially when it involves x2+y2 terms. For example:

Rf(x,y)dxdy=Rf(rcosθ,rsinθ)rdrdθ

This r factor can be very helpful in evaluating integrals, especially when combined with radial symmetry, since it often allows you to separate variables or take advantage of simpler limits.


Summary: When to Consider Polar Coordinates


How to convert from Cartesian to Polar Variables?

https://www.youtube.com/watch?v=a334vcCiZ78&list=PLF-vWhgiaXWM7Iri0t_AjBfv51tF28PEy&index=7

This video tells us how to convert the cartesian variables to polar variables using the Jacobian determinant

So as a pre-requisite we must understand what the Jacobian determinant is.

This part will be re-referenced again in Multi-variable differential calculus.


The Jacobian determinant.

Pasted image 20241107133101.png

Yeah I saved some time there.

So now, what begs the question is, What is a determinant? What is a Matrix?

Well in-case you are someone who has been out of touch with higher level maths for a long time, I will explain these here.

I will keep this on a strictly need-to-know basis only as we don't want to divert too off track here.


What is a Matrix?

A matrix is a representation are rectangular (2 or 3 or even more) dimensional arrays of real numbers.

(abcdefghi)

For example, this a 3x3 matrix.

And

(abde)

this is a 2x2 matrix


What is a determinant?

The determinant of a matrix is a single numerical value that is calculated from the elements of a square matrix. It is used to solve systems of linear equations, calculate the inverse of a matrix, and in calculus operations. The determinant is denoted by |A| or det(A).


How to calculate the determinant of a 2x2 matrix?

Considering our previous matrix example here :

(abde)

The determinant of this matrix :

|abcd|

is given by $$[ad] - [bc]$$
Pasted image 20241107213304.png


How to calculate the determinant of a 3x3 matrix?

Let's say we have a 3x3 matrix here

(123456789)

The determinant is given by :

|123456789|

which evaluates to :

Pasted image 20241107213319.png


Example 1. Jacobian Determinant

Now that the basic's out of the way, let's practice two examples before we get back to the conversion of cartesian to polar co-ordinates.

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Example 2.

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Don't think about the differentiation part too much in here as it's out of context, but will be properly explained in the multi-variable differentiation notes(Assuming you are doing integration first).


Back to conversion of Cartesian to Polar co-ordinates

https://www.youtube.com/watch?v=a334vcCiZ78&list=PLF-vWhgiaXWM7Iri0t_AjBfv51tF28PEy&index=7

(In case you lost the link)

So let's say we have this given integral here: (It's a very important question in general)

Pasted image 20241107140725.png

We are asked to solve this integral by changing the variables into Polar co-ordinates.

0a0a2x2x2+y2dydx

Steps to convert Cartesian to Polar co-ordinates

  1. Set x=rcosθ and y=rsinθ .

After doing that our integral will look like this :

0a0a2x2r2cos2θ+r2sin2θdydx

Yeah, try dressing up a chicken in a duck outfit, that's what the integral is right now.

So we need to :

  1. Convert dydx to drdθ .

Using the Jacobian determinant, we have : $$dx,dy = |J|, dr,d\theta$$, where |J| equals to :

|dxdrdxdθdydrdydθ|

Therefore, from x=rcosθ

Differentiating both sides with respect to r (θ will be considered a constant here),

dxdr=cosθ......(1)

And again Differentiating both sides with respect to θ (r will be considered a constant here),

dxdθ=rsinθ......(2)

Now, from y=rsinθ,

Differentiating both sides with respect to r (θ will be considered a constant here),

dydr=sinθ......(3)

And again Differentiating both sides with respect to θ (r will be considered a constant here),

dydθ=rcosθ......(4)

Thus, populating the Jacobian determinant :

Pasted image 20241107213339.png

We get |J| = r.

dxdy=rdrdθ

But we have dydx in our question, not dxdy.

So here we need to change the order of integration to correctly fit the replacement.

So we have $$y = \sqrt{a^2 - x^2}$$ as it's upper limit.

or $$y^2 = a^2 - x^2$$, or $$x^2 + y^2 = a^2$$

Which is the equation of a circle.

Pasted image 20241107213355.png

However, notice that we have $$y = \sqrt{a^2 - x^2}$$

the value of y is positive. Which means we are concerned only with the upper half of the circle.

To narrow down the region further down, have our lines defined for x=0 and x=a.

Between these lines, the region which the equation covers, is the first quadrant only.

So this is the region for the circle :

Pasted image 20241107213408.png

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And now have the appropriate new limits as well as the limits for their polar counter-parts

So we can safely re-write the integral as :

0π20ar2cos2θ+r2sin2θdxdy

And finally replace dxdy to rdrdθ

Thus our integral finally becomes,

0π20ar2cos2θ+r2sin2θrdrdθ

Now we can solve this integral.

So $$\int_0^{\frac{\pi}{2}} \int_0^a {\sqrt{r^2cos^2\theta+r^2sin^2\theta}},r ,dr,d\theta$$
equals

0π20ar2[cos2θ+sin2θ]rdrdθ

or $$\int_0^{\frac{\pi}{2}} \int_0^a {\sqrt{r^2}},r ,dr,d\theta$$
or $$\int_0^{\frac{\pi}{2}} \int_0^a r ,. r ,dr,d\theta$$
or $$\int_0^{\frac{\pi}{2}} \int_0^a r^2 ,dr,d\theta$$
or $$\int_0^{\frac{\pi}{2}} [\frac{r^3}{3}]_0^a ,d\theta$$
or $$\frac{a^3}{3} \int_0^{\frac{\pi}{2}}d\theta$$
or $$\frac{a^3}{3} [\theta]_0^{\frac{\pi}{2}}$$
or $$\frac{\pi a^3}{6}$$


Green's Theorem (Statement only)

https://www.youtube.com/watch?v=8SwKD5_VL5o (since the embed can't be rendered in a PDF)

Here's a very cool visual explanation of Green's Theorem

Pasted image 20241107203952.png

or in another variant (a special case which actually becomes Stoke's Theorem)

Pasted image 20241231142108.png

And here's the statement.

So let's say we have a curve C.

Pasted image 20241231142151.png

And we can call the region inside of this curve as R.

Pasted image 20241231142244.png

So Green's theorem states that the "The line integral of F over C is equal to the double integral of the 2-D curl of F over R".

What does this mean? What is a line integral?

Pasted image 20241231143159.png

Pasted image 20241231153313.png

So let's say we divided the curve into 4 smaller "line curves" or just lines.

Naming them c1, c2, c3, c4, each.

Now the LHS side, the "line integral of F over C" would be given by finding the line integrals of all the smaller line curves and summing them up.

So we would get : $$\boxed{\int_c{F} \ dr = \int_{c_1}{F} \ dr \ + \int_{c_2}{F} \ dr + \ \int_{c_3}{F} \ dr + \ \int_{c_4}{F} \ dr} $$
where the surface C is traversed in the counter-clockwise direction.

And on the RHS.

Depending on what you have, two continuous functions M(x,y) and N(x,y) or a vector.

We have two equations :

In case of a vector :

Pasted image 20241231153519.png

The curl of the vector F is the same as dNdxdMdy which we use if we have two continuous functions M and N.

Pasted image 20241231153816.png

So in case of us having two continuous functions M and N, we have the RHS as :

Pasted image 20241231155146.png


Some solved examples.

Example 1.

Let's say we have to deal with this example where we are asked to verify Green's Theorem.

Pasted image 20241231155316.png

So we need to verify the LHS and RHS of Green's theorem

So here we have M = xy+y2 and N = x2

And we are given to curves, y = x and y = x2

So we can imagine y = x2 as a parabolic line starting from the origin. And we the line y = x as a line starting from the origin, going upward at a 45° angle.

Pasted image 20241231155627.png

Let C1 be the parabolic line y = x2 and C2 be for y = x.

So we see that both the lines intersect at point (1,1).

The clockwise traversal will be like this :

Pasted image 20241231155903.png

So $$\int_c{[M \ dx \ + \ N \ dy]} = \int_{c_1} {[M \ dx \ + \ N \ dy]} \ + \ \int_{c_2} {[M \ dx \ + \ N \ dy]}$$

So, on C1 we have y = x2 . On differentiating both sides, we get : dy=2x dx
on C2, we have y=x . On differentiating both sides, we get: dy = dx

Why did we differentiate the both sides of these equations? So that during the solving of the line integral we get an easier calculation in terms of a single variable.

Limits for C1 goes from origin (0,0) to point (1,1) so 0 to 1.

Limits for C2 goes from point (1,1) back to origin (0,0), so 1 to 0.

Therefore we get : $$ \int_{c_1} {[M \ dx \ + \ N \ dy]} \ + \ \int_{c_2} {[M \ dx \ + \ N \ dy]} = \int_{0}^{1}{[xy + y^2 \ dx \ + x^2 \ dy]} + \int_{1}^{0}{[xy + y^2 \ dx \ + x^2 \ dy]}$$
substituting y=x2 for C1 and y=x for C2 and their respective dy values.

=01[x3+x4 dx +x22x dx]+10[x2+x2 dx +x2 dx]=01[3x3+x4 dx]+10[3x2 dx]

Pasted image 20241231161334.png

=120

Now for the RHS.

We need to figure out : $$\int_R{\int_R{\frac{dN}{dx} - \frac{dM}{dy} \ dx} \ dy}$$
And for R. we have x going from origin (0,0) to point(1,1), so 0 to 1.

And we already have y parameterized on x as in the given curves :

y=x2 to y=x.

dNdx=2x and dMdy=x+2y

dNdxdMdy=2x(x+2y)=x2y

RRdNdxdMdy dx dy=01x2xdNdxdMdy dx dy=01x2xdNdxdMdy dy dx

Note that we changed the order of integration from dxdy to dydx because of the how the limits were placed in the integral.

=01x2xx2y dy dx=01[xx2xdy  2x2xy dy]=01x.[xx2]  [x2x4] dx=01x4  x3 dx=1514=120

which is the same as our LHS.

Thus LHS = RHS and Green's theorem is verified!


Example 2.

Pasted image 20241231163345.png

This is a pretty easy one. The question says "Evaluate" so we will only focus on finding the RHS here.

We have Pasted image 20241231163612.png

Thus

dNdx=cos(x)cos(y)

and

dMdy=cos(x)cos(y)xdNdxdMdy=cos(x)cos(y)[cos(x)cos(y)x]=x

Since we are dealing with a circle here.

Pasted image 20241231165005.png

We will have to change x to rcosθ for polar co-ordinates.

Thus dxdy becomes rdrdθ.

And the above picture states how we get the limits of r and θ .

There we get :

02π01r2cosθ drdθ=02πcosθ dθ.[r33]0113.[sinθ]02π=13.0=0

Thus we get zero as the answer for this one.

Pasted image 20241231165834.png


Gauss's Theorem (Statement only)

Here's a nice explanation video of Gauss's Theorem :

https://www.youtube.com/watch?v=zZqxbwl3Dno (since the embed can't be rendered in a PDF)

So The Divergence Theorem of Gauss states that the flux of whatever volume of fluid/electric field/electromagnetic field passing through either a surface or all the surfaces of a 3-D object can be given by :

Pasted image 20241107204215.png

where F is the divergence of the vector F. Let's assume that :

F=xi^ + yj^ +zj^

Thus $$\nabla \cdot \mathbf{F} = \frac{d(x)}{dx} + \frac{d(y)}{dy} + \frac{d(z)}{dz}$$

Now to understand the RHS and how the n^ vector works, we need to understand the Surface Integral.


What is a Surface Integral?

https://www.youtube.com/watch?v=X2Z0tJG0rjU (since the embed can't be rendered in a PDF).

So a Surface Integral is basically any integral which is to be evaluated over a surface.

That surface could be any type.

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So here we have the surface S. The surface integral for this surface will be given by :

Pasted image 20241231171939.png

SSF. dS =SSF.n^ dS

where the unit vector n^ is the vector normal to the surface S and pointing outwards.

Now there's a note we need to follow.

Depending on what plane the surface which we are dealing with is on :

Pasted image 20241231172158.png

Thus,

XY plane : n^=k^
YZ plane: n^=i^
XZ plane: n^=j^

What is a plane?

Pasted image 20241231182256.png

In the event where there is plane specified or you are given terms like "first quadrant" or "first octant", we will simply default to the x-y plane.

That's great, now how do we find the value of the unit normal vector, n^ ?

We can find that using this formula :

For vector F=3xy32xz2

n^=gradient(F)magnitude of gradient(F)gradient(F)=d(x)dxi^+d(y)dyj^+d(z)dzk^=(3y32z2)i^+(9xy2)j^+(4xz)k^

And $$magnitude \ of \ gradient(F) = \sqrt{[{\frac{d(x)}{dx}]}^2 + {[\frac{d(y)}{dy}]}^2 + {[\frac{d(z)}{dz}]}^2}$$

Now watch the attached video for surface integral, the two examples in there should clear up any doubts regarding this.


Back to Gauss's theorem.

Let's solve two examples to better understand how Gauss's theorem works :

Example 1.

Pasted image 20241231173711.png

So we have been given a vector F=4xz i^y2 j^+yz k^ and been given a 3-D cube's dimensions.

The resulting cube will be like this :

Pasted image 20241231173947.png

So first we need to find the LHS, which is :

Pasted image 20241231174048.png

so the divergence of vector F will be : 4z2y+y=4zy.

Now we don't need to find the limits of V as it's been given pretty straightforward, all three, x, y and z go from 0 to 1.

The order of integration will be dx dy dz.

VF dV=0101014zy dxdydz

Pasted image 20241231174735.png

which will result in $$\frac{3}{2}$$

Now for the RHS, what we need to figure out is the flux of the volume through all the surfaces of this cube.

Pasted image 20241231181051.png

So for each face, we need to figure out what the n^ will be.

Pasted image 20241231181129.png

So what we did here was in each face, substitute the value of x, y or z.

Pasted image 20241231181703.png

Using the rules for each plane from our picture earlier,

XY plane : n^=k^
YZ plane: n^=i^
XZ plane: n^=j^,

We figured out which face of the cube was parallel to which axes plane, and corresponding that we figured out the vector component, and each variable's value.

And thus we see that the RHS also has the same value as the LHS, 32 and so Gauss's theorem is verified.


Example 2

Pasted image 20241231215450.png

So first of all we need to verify the LHS.

So we have LHS as :

Pasted image 20250101014122.png

Now, so the divergence of vector F will be : 44y+2z=44y+2z.

Now let's say we were to cut the cylinder like this:

Pasted image 20250101014849.png

Each cross-section of the cylinder would result in a circle of radius x = 2.

Thus we get x = -2 (lower) to +2 (upper) from the equation of x2+y2=4.

Now for a fixed value of x, y can range from 4x2 (lower) to +4x2 (upper).

And we are already given that z goes from 0 to 3.

So now we can write :

VF dV=224x24x20344y+2z dxdydz

Now eventually after solving this integral you will reach a step where you will have :

 42224x2 dx

Now we will convert to polar coordinates, but instead of choosing x=rcosθ, we will choose

x=rsinθ since otherwise LHS = RHS doesn't happen (I spent an entire day on this shit I know that it's right.)

and we already know that radius of the circle = 2.

Thus $$x = 2sin\theta$$
And so for x=2

2=2sinθ1=sinθθ=π2

And for x=2

2=2sinθ1=sinθθ=π2

Differentiating for both sides :

dx=2cosθ

Thus we get

=42π2π24(2sinθ)2 2cosθ dθ=84π2π244sin2θ cosθ dθ=84π2π24(1sin2θ) cosθ dθ=84π2π24cos2θ cosθ dθ=84π2π22 cosθ.cosθ dθ=84π2π22 cos2θ=168π2π2cos2θ=168π2π21+cos2θ2 dθ=84π2π21 dθ + 84π2π2cos2θ dθ=84 [θ]π2π2 + 84 . [sin2θ2]π2π2=84 [2π2]+42 [sin(π)sin(π)]=84π+0=84π

Now for the RHS.

SF.n^ dS=S1F.n^ dS1+S2F.n^ dS2+S3F.n^ dS3

Pasted image 20250101022821.png

where S1 is the circular base of the cylinder.
S2 is the circular top of the cylinder.
S3 is the curved surface of the cylinder given by x2 + y2=4

For S1, z = 0, the circle is on the XY plane, so n^=k^.

 S1F.n^=0

For S2, z = 3, the circle is parallel to the XY plane, so n^=k^

S2F.n^ dS1 =S2[4x i^2y2 j^+9 k^].k^ dx dy=9S2dx dy=9 area of the circular base=9  πr236π

Pasted image 20250101024021.png

S3F.n^ dS3=S3(2x2  y3) dS3

Now the surface goes along the XZ plane.

Therefore x will be set to rcosθ and y = rsinθ

And θ's limits will go from 0 to 2π for the circular ends of the surface.

We already have z's limits.

The order of integration will be r dz dθ, the r being there because of the co-ordinate change.

So we will have

02π03(2x2  y3) r dz dθ

And on solving this ridiculously large integral we will get :

Pasted image 20250101024915.png

48π

as the value for the third surface integral.

Adding them up, we get :

SF.n^ dS = S1F.n^ dS1+S2F.n^ dS2+S3F.n^ dS3 = 0 + 36π + 48π = 84π

Thus, LHS = RHS and Gauss's Divergence theorem is verified!


Stokes's Theorem (Statement only)

Here's a nice explanation video on Stokes's Theorem

Pasted image 20241107212148.png

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Or to explain it in a better way :

Pasted image 20250101025642.png

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This is the special case for Green's Theorem

Pasted image 20241231153519.png

The curl of the vector F is the same as dNdxdMdy which we use if we have two continuous functions M and N.

Pasted image 20241231153816.png

However for Stoke's theorem we usually won't have two continuous functions M and N, instead we will have a vector field F.

Since we already dealt with Green's theorem and surface integrals, the process will be more or less similar.

Example 1

Pasted image 20250101031358.png

which is the same question as :

Pasted image 20250101031429.png

Note that the vectors given in the two questions are different but the equation is the same for the circle so we have the same diagrams in both questions :

Pasted image 20250101031736.png

Pasted image 20250101031747.png

So, for the LHS :

F dr

which the line integral over the entire sphere's boundary, including the circle on the XY plane.

So we will get :

(yi^+zj^+ xk^) (dxi^+dyj^+ dzk^)= y dx+z dy+x dz

Now since we only concerned with the XZ plane, z=0 and dz=0

Thus,

y dx+z dy+x dz=y dx

Converting to polar co-ordinates,

x=rcosθ and y=rsinθ and θ will go from 0 to 2π since we are only dealing the circle here as the equation has changed from x2+y2+z2=1 to x2+y2=1 which is the equation of a circle (as z = 0)

From the equation $$x^2 + y^2 = 1 \implies r^2 = 1 \implies r = \pm 1$$

However since we are concerned with the XY plane we will have r = 1.

Thus differentiating both sides of x=rcosθ, we get dx=1.sinθ dθ

Thus,

y dx+z dy+x dz=y dx

becomes :

02πsinθ .sinθ dθ=02πsin2θ dθ = 02π1cos2θ2 = 12[θsin2π2]02π=12[2π0]=π

and for the RHS here :

Pasted image 20250101031631.png

We need to find the curl of the given vector. Let's go with the vector in the example from the video as it's a simpler one.

Pasted image 20250101031831.png

Thus we get $$curl(F) = -\hat{i} - \hat{j} - \hat{k}$$
And what about the unit normal vector n^ ?

Since in both, the video and the book, we see that the sphere is sitting on the XY plane, from our rules :

XY plane : n^=k^
YZ plane: n^=i^
XZ plane: n^=j^,

We will have n^=k^. (  + k^ since the question explicitly says "above the XY plane", so the vector will point inwards of the sphere).

Thus,

S(i^j^k^)  k^ dx dy

And we are left with :

=Sdx dy

which is the formula of the area of a circle

=π r2

Now if we set x=rcosθ and y=rsinθ

From the equation $$x^2 + y^2 = 1 \implies r^2 = 1 \implies r = \pm 1$$

However since we are concerned with the XY plane we will have r = 1.

Thus ,

S(i^j^k^)  k^ dx dy = Sdx dy = πr2 = π

Thus LHS = RHS, and Stoke's theorem is verified!

For the vector given in the book, it was the same result, just was positive instead of negative.

Pasted image 20250101034849.png

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Example 2:

The second example in the video :

Pasted image 20250101035016.png

is the same as :

Pasted image 20250101035031.png

however just with a different vector and shape, but contains 4 line integrals overall.

Pasted image 20250101035109.png

Pasted image 20250101035123.png

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This is the solution for the book's problem. To understand this, watch the example 2 in the video as the procedure is the same more or less, like the previous question.