CALCULUS II: EXERCISES

BACHELOR DEGREE IN ENGINEERING:

INDUSTRIAL ELECTRONICS AND AUTOMATION,

MECHANICAL,
ELECTRICAL POWER.

YEAR 2017–2018

Authors

Arturo de Pablo
Domingo Pestana
José Manuel Rodrı́guez
Elena Romera
Fernando Lledó

English version by
Fernando Lledó
Index
1 Differential calculus in several variables 1
1.1 Functions of several variables. Limits and continuity. . . . . . . . . . . . . . . . . 1
1.2 Derivatives and differentiability . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Chain rule and directional derivatives. . . . . . . . . . . . . . . . . . . . . . . . . 8

2 Local properties of functions with several variables. 12

2.1 Higher order derivatives. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.2 Vector functions and differential operators. . . . . . . . . . . . . . . . . . . . . . 14
2.3 Extrema of functions with several variables . . . . . . . . . . . . . . . . . . . . . 16
2.4 Constrained extrema. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

3 Multiple integrals 20
3.1 Double and triple integrals. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
3.2 Change of variables for double and triple integrals. . . . . . . . . . . . . . . . . . 22
3.3 Applications. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

4 Path and surface integrals 27

4.1 Integrals along paths and conservative fields. . . . . . . . . . . . . . . . . . . . . 27
4.2 Surface integrals. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
4.3 Theorems of Green, Stokes and Gauss. . . . . . . . . . . . . . . . . . . . . . . . . 30

5 Laplace transform and differential equations 36

5.1 Laplace transform. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
5.2 Ordinary differential equations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38

2
1 Differential calculus in several variables
1.1 Functions of several variables. Limits and continuity.
Exercise 1.1 Decide if the following subsets are open or closed or none of the two possibilities.
Describe also in each case the interior, the boundary and sketch the region.
i) A = { (x, y) : −1 ≤ x ≤ 1, y < 0 }.
ii) B = { (x, y) : x = 1, 1 < y < 2}.
iii) C = { (x, y) : x ≥ 1, 0 ≤ y ≤ 2x }.
iv) D = { (x, y) : 2x + 3y − 5 = 0 }.
v) E = { (x, y) : x2 + 3y 2 ≤ 2 }.
vi) F = { (x, y) : x2 + 3y 2 < 2 }.
vii) G = { (x, y) : x2 − 3y 2 = 2 }.
viii) H = {(x, y) : y > x2 }.
Solution: i) not open, not closed, A◦ = {(x, y) : |x| < 1, y < 0}, ∂A = {(x, y) : |x| = 1 , y ≤
0} ∪ {(x, 0) : |x| ≤ 1}; ii) not open, not closed, B ◦ = ∅, ∂B = {(x, y) : x = 1, 1 ≤ y ≤ 2};
iii) closed, C ◦ = {(x, y) ∈ C : x > 1, 0 < y < 2x}, ∂C = {(1, y) : 0 ≤ y ≤ 2} ∪ {(x, 0) : x ≥
1} ∪ {(x, 2x) : x ≥ 1}; iv) closed, D◦ = ∅, ∂D = D; v) closed, E ◦ = {(x, y) : x2 + 3y 2 < 2},
∂E = {(x, y) : x2 + 3y 2 = 2}; vi) open, F ◦ = F , ∂F = {(x, y) : x2 + 3y 2 = 2}; vii) closed,
G◦ = ∅, ∂G = G; vii) open, H ◦ = H, ∂H = {(x, y) : y = x2 }.
Exercise 1.2 Decide if the following sets are open, closed and compact:
(1) {(x, y) ∈ IR2 : 5 < x < 7, 0 < y < 1} , (2) {(x, y) ∈ IR2 : x > 0} ,
(3) {(x, y) ∈ IR2 : 5 ≤ x ≤ 7, 0 < y < 1} , (4) {(x, y) ∈ IR2 : 5 ≤ x ≤ 7, 0 ≤ y ≤ 1} ,
(5) {x ∈ IRN : kxk > 3} , (6) {x ∈ IRN : kxk ≥ 3} ,
(7) {x ∈ IRN : kxk = 5} , (8) {x ∈ IRN : kxk < 3} ,
(9) I = ∅ , (10) IRN .
Solution: (1) open, (2) open (3) non of the three possibilities (4) closed and compact, (5) open,
(6) closed, (7) closed and compact, (8) open, (9) open, closed and compact, (10) open and closed,
Exercise 1.3 Determine the interior, the closure and the boundary of the sets in the previous
exercise.
Solution:
(1) A◦ = A, A = D,
∂A = {(5, y) : 0 ≤ y ≤ 1} ∪ {(7, y) : 0 ≤ y ≤ 1} ∪ {(x, 0) : 5 ≤ x ≤ 7} ∪ {(x, 1) : 5 ≤ x ≤ 7};
(2) B ◦ = B, B = {(x, y) ∈ IR2 : x ≥ 0}, ∂B = {(x, y) ∈ IR2 : x = 0};
(3) C ◦ = A, C = D, ∂C = ∂A;
(4) D◦ = A, D = D, ∂D = ∂A;
(5) E ◦ = E, E = F , ∂E = {x ∈ IRN : kxk = 3};
(6) F ◦ = E, F = F , ∂F = ∂E;
(7) G◦ = ∅, G = G, ∂G = G;
(8) H ◦ = H, H = {x ∈ IRN : kxk ≤ 3}, ∂H = {x ∈ IRN : kxk = 3};
(9) I ◦ = I = ∂I = I = ∅;
(10) J ◦ = J = ∂J = J = IRN .

1
Exercise 1.4
2xy
i) Find f (1, y/x) if f (x, y) = .
x2+ y2
ii) Find f (x, y) if f (x + y, y/x) = x2 − y 2 .
iii) Find f (x) and g(x, y) if f (x − y) + g(x, y) = x + y with the condition g(x, 0) = x2 .
√ √
iv) Find as in the previous item f (x) and g(x, y) if now f ( x − 1) + g(x, y) = y with the
condition g(x, 1) = x.

x2 (1 − y)
Solution: i) f (1, y/x) = f (x, y); ii) ; iii) f (x) = x − x2 , g(x, y) = x2 + y 2 − 2xy + 2y;
√ 1 + y
iv) f (x) = −2x − x2 , g(x, y) = x + y − 1.

Exercise 1.5 Find the domain of the following functions:

i) f (x, y) = x2 − y 2 ,
p
ii) f (x, y) = x2 − 4y 2 ,
x3 − y 2
iii) f (x, y) = ,
x−y
iv) f (x, y) = (x2 + y 2 − 1)1/2 ,
v) f (x, y) = 1/xy,
vi) f (x, y) = arcsin(x + y),
vii) f (x, y) = ex/y ,
viii) f (x, y) = log(xy),
1
ix) f (x, y) = ,
cos(x − y)
 
1
x) f (x, y) = cos ,
x−y
p
9 − y2
xi) f (x, y, z) = p .
1 + 4 − (x2 + z 2 )
log(1 + x) + log(1 + y)
xii) f (x, y) = .
log(1 − x) + log(1 − y)
(1 + x)(1 + y)
xiii) f (x, y) = log .
(1 − x)(1 − y)

Solution: i) IR2 ; ii) {(x, y) ∈ IR2 : x2 − 4y 2 ≥ 0}; iii) {(x, y) ∈ IR2 : x 6= y}; iv) {(x, y) ∈
IR2 : x2 + y 2 ≥ 1}; v) {(x, y) ∈ IR2 : xy 6= 0}; vi) {(x, y) ∈ IR2 : −1 ≤ x + y ≤ 1};
vii) {(x, y) ∈ IR2 : y 6= 0}; viii) {(x, y) ∈ IR2 : cos(x − y) 6= 0} = {(x, y) ∈ IR2 : x −
y 6= π/2 + kπ con k ∈ ZZ}; ix) {(x, y) ∈ IR2 : xy ≥ 0}; x) {(x, y) ∈ IR2 : x − y 6= 0};
xi) {(x, y, z) ∈ IR3 : y 2 ≥ 9, x2 + z 2 ≤ 4}; xii) {(x, y) ∈ IR2 : |x|, |y| < 1, xy 6= x + y};
xiii) {(x, y) ∈ IR2 : |x|, |y| < 1} ∪ {(x, y) ∈ IR2 : |x|, |y| > 1}.

Exercise 1.6 Find the image of the first five functions of the preceding exercise.

Solution: i)IR; ii) [0, ∞); iii) IR; iv) [0, ∞); v) IR \ {0}.

2
Exercise 1.7 Represent the graph of the functions:

i) f (x, y) = x2 − y 2 ;
p
ii) f (x, y) = x2 + y 2 ;
p
iii) f (x, y) = 4 − x2 − y 2 ;

iv) f (x, y) = x2 + 4y 2 ;
p
v) f (x, y) = x2 − 4y 2 .

Exercise 1.8 Visualize the level curves f (x, y) = c of the following functions:

i) f (x, y) = xy, c = 1, −1, 3;

ii) f (x, y) = log(x − y), c = 0, 1, −1;

iii) f (x, y) = (x + y)/(x − y), c = 0, 2, −2.

Exercise 1.9 Study the following limits:

x x+y
i) lim 2
ii) lim
(x,y)→(0,0) x + y2 (x,y)→(2,4) − y
x

xy 2 tan x
iii) lim iv) lim
(x,y)→(0,0) x2 + y 2 (x,y)→(0,0) y

xy xy 2
v) lim vi) lim
(x,y)→(0,0) x + y 2
2 (x,y)→(0,0) (x2 + y 2 )3/2

y2 sin(xy)
vii) lim viii) lim
(x,y)→(0,0) x2 − y 2 (x,y)→(0,0) xy

x3 − y 2 x4 + y 4
ix) lim x) lim .
(x,y)→(0,0) x2 + y 2 (x,y)→(0,0) x2 y 2 + (x − y)2

Solution: i) does not exist; ii) −3; iii) 0; iv) does not exist; v) does not exist; vi) does not
exist; vii) does not exist; viii) 1; ix) does not exist; x) does not exist;

x4 − y
Exercise 1.10 Consider the function f (x, y) = . The points (0, 0) and (1, 1) are ex-
x4 − y 3
cluded from its domain. Decide if it is possible to define f (0, 0) and f (1, 1) in such a way that
f is continuous at these points.

Solution: It is not possible to extend the function by continuity at both points.

Exercise 1.11 Study the continuity of the following functions:

( xy
if (x, y) 6= (0, 0)
i) f (x, y) = x + y2
2
0 if (x, y) = (0, 0);

3
  p xy

if (x, y) 6= (0, 0)
ii) f (x, y) = x2 + y 2
 0 if (x, y) = (0, 0);
 4
 xp + x2 y − y 3
if (x, y) 6= (0, 0)
iii) f (x, y) = x 2 + y2

0 if (x, y) = (0, 0);
 2
 x + y3
if (x, y) 6= (0, 0)
iv) f (x, y) = x2 + y 2
0 if (x, y) = (0, 0);


x4 − y 4
v) f (x, y) = , (x, y) 6= (0, 0), f (0, 0) = 0;
x2 + y 2
x + y2
vi) f (x, y) = , (x, y) 6= (0, 0), f (0, 0) = 0;
x2 + y 2
cos(xy)
vii) f (x, y) = x ;
e + ey

 sin(x − y)
if x 6= y
viii) f (x, y) = ex − ey
 1 if x = y;
 x2 y

if y 6= ±x2
ix) f (x, y) = x4 − y 2
0 if y = ±x2 ;


(x + y)sin(1/x)sin(1/y) if xy 6= 0
x) f (x, y) =
0 if xy = 0.

Hint: in item viii) factor out the term ey in the denominator.

Solution: The functions in items ii), iii), v), vii) are continuous on the whole plane IR2 . The
functions in items i), iv), vi) are continuous on IR2 \ {(0,

0)}. In the rest of the cases we have
continuity
at the following points: viii) IR2 \ {y
= x} ∪ (0, 0); ix) IR2 \ {y = ±x2 }; x) IR2 \
1 1
{xy = 0} ∪ (0, 0) ∪ ∪k∈ZZ\{0} {( kπ , 0), (0, kπ )} .

x3 y

if (x, y) 6= (0, 0)

Exercise 1.12 Consider the function f (x, y) = x6 + y 2 .
0 if (x, y) = (0, 0)


i) Compute the limit of f when (x, y) → (0, 0) along the lines y = λx.
ii) Compute the limit of f when (x, y) → (0, 0) along the curve y = x3 .
iii) Can f be continuous at (0, 0)?

Solution: i) 0; ii) 1/2; iii) No.

Exercise 1.13 Let ϕ : IR → IR be continuous with continuous derivative and consider the
function 
 ϕ(x) − ϕ(y)
if x 6= y
f (x, y) = x−y
 0
ϕ (x) if x = y.
Study the continuity of f .

4
Solution: Using the mean value theorem for ϕ one obtains that f continuous on IR2 .

Exercise 1.14 Let F : A ⊂ IRn → IRm be a function satisfying

||F(x) − F(y)|| ≤ K||x − y||α

for all x, y ∈ A and constants K > 0 and 0 < α ≤ 1. Show that F is continuous on A.

Solution: If ||x − y|| < δ and, if given ε > 0 one choses δ = (ε/K)1/α , then ||F(x) − F(y)|| < ε.

1.2 Derivatives and differentiability

Exercise 1.15 Compute the matrix of derivatives of the following functions:
i) f (x, y) = 3x2 − xy + y
ii) f (x, y) = x3 e−y
iii) f (x, y) = log(x2 + y 4 )
iv) f (x, y) = (g(x))2 h(y)
p
v) f (x, y) = 1 − (x2 + y 2 )
2
vi) f (x, y, z) = xey + yez
vii) f (x, y, z) = xsiny + ysinz + zsinx
viii) f (x, y, z) = sin(x + xy + z 2 )
2
ix) f (x, y, z) = z xy
x) f (x, y, z) = (g(x, y))2 (h(x, z))3
xi) f (r, θ) = r2 sinθ + cos2 θ
xii) f (ρ, ϕ, θ) = ρ3 sinϕ cos θ

Solution: i) ∇f = (6x − y, −x + 1); ii) ∇f = (3x2 e−y , −x3 e−y );

iii) ∇f = (2x/(x 2 4 3
p + y ), 4y /(x +p
2 y 4 )); iv) ∇f = (2g(x)g 0 (x)h(y), (g(x))2 h0 (y));
2 2
v) ∇f = (−x/ 1 − (x + y ), −y/ 1 − (x2 + y 2 )); vi) ∇f = (ey , 2xyey + ez , yez );
2 2

vii) ∇f = (sen y + z cos x, x cos y + sen z, y cos z + sen x);

viii) ∇f = ((1 + y) cos(x + xy + z 2 ), x cos(x + xy + z 2 ), 2z cos(x + xy + z 2 ));
2 2 2
ix) ∇f = (y 2 z xy log z, 2xyz xy log z, xy 2 z xy −1 ); x) ∇f = (2ggx h3 +3g 2 h2 hx , 2ggy h3 , 3g 2 h2 hz );
xi) ∇f = (2rsen θ, r2 cos θ − sen 2θ); xii) ∇f = (3ρ2 sen ϕ cos θ, ρ3 cos ϕ cos θ, −ρ3 cos ϕsen θ).

Exercise 1.16 Consider the function

 x2 y 2

if (x, y) 6= (0, 0)
f (x, y) = x4 + y 4
0 if (x, y) = (0, 0).


∂f ∂f
i) Show that the partial derivatives (0, 0) and (0, 0) exist.
∂x ∂y
ii) Show that f is not continuous at (0, 0).

Exercise 1.17 Show that the following functions are differentiable:

i) f (x, y) = x2 + y 2

5
 ii) f (x, y) = xy
iii) f (x, y, z) = x2 + y 2 + z 2
iv) f (x, y, z) = sin(x + y + z)
v) f (x, y) = ex siny
vi) f (x, y) = (x2 + y 2 )e−xy
x
vii) f (x, y) = x2 +y 2
at (x, y) 6= (0, 0).

Solution: All of these functions are differentiable as sums, products, quotients or compositions
of differentiable functions.

 2xy , (x, y) 6= (0, 0)
Exercise 1.18 Consider f (x, y) = x2 + y 2
 0 (x, y) = (0, 0)

i) Show that f is not differentiable at (0, 0).

∂f ∂f ∂f
ii) Show that the partial derivatives and exist at (0, 0). Show also that is not
∂x ∂y ∂x
continuous at (0, 0).
p
Exercise 1.19 Consider the function f (x, y) = x2 + y 2 .
∂f
i) Show that the partial derivative is not defined at (0, 0).
∂x
ii) Is f differentiable at(0,0)?

Solution: No.

Exercise 1.20

i) Study the continuity of the function

x2 y 4

(x, y) 6= (0, 0)


 2
f (x, y) = x + y2


0 (x, y) = (0, 0)


ii) Compute the partial derivatives at (0, 0) and study the differentiability at this point.
∂f ∂f
Solution: i) f is continuous on IR2 ; ii) ∂x (0, 0) = 0, ∂y (0, 0) = 0, f is differentiable at (0, 0).

Exercise 1.21 Consider the function

 2
 px + y if (x, y) 6= (0, 0)
g(x, y) = x2 + y 2

0 if (x, y) = (0, 0) .

(i) Study the continuity of g on IR2 .

(ii) Compute the partial derivatives of g(x, y) at the origin (0, 0) if possible.

6
(iii) Can g be differentiable at the origin (0, 0)?

Solution: g is continuous on IR2 \ {(0, 0)}. The partial derivatives do not exist at (0, 0) and g is
not differentiable at (0, 0).

Exercise 1.22 Consider the function f (x, y) = |xy|α .

i) If α > 1/2. Show that f is differentiable at (0, 0).
∂f ∂f
ii) If α = 1/2, compute and at (0, 0).
∂x ∂y
iii) Show that in this case f is not differentiable at (0, 0).
∂f ∂f
Solution: ii) ∂x (0, 0) = 0, ∂y (0, 0) = 0.

Exercise 1.23 Find the equation of the tangent plane for the graphs of following functions at
the prescribed points (x0 , y0 , f (x0 , y0 )):

i) f (x, y) = x − y + 2, (x0 , y0 ) = (1, 3);

ii) f (x, y) = x2 + 4y 2 , (x0 , y0 ) = (2, −1);

iii) f (x, y) = log(x + y) + x cos y, (x0 , y0 ) = (1, 0);

p
iv) f (x, y) = x2 + y 2 , (x0 , y0 ) = (1, 1/2).
√
Solution: i) x − y − z = −2; ii) 4x − 8y − z = 8; iii) 2x + y − z = 1; iv) 2x + y − 5z = 0.

Exercise 1.24 Consider the scalar function f (x, y) = arctan(x2 + y 2 ).

(i) Determine the image of f . Is this function bounded?

(ii) Sketch the level curves of f at values c = 0 and c = π4 .

(iii) Compute the gradient of f and the equation of the tangent plane to the graph of f at
(x0 , y0 ) = (1, 0).

Solution: : (i) ima(f ) = [0, π2 ) hence f is bounded. (ii) The level curve at value c = 0 contains
only the point {(0, 0)}. The level curve at value c = π4 is a circle centered at the origin and with
radius 1, i.e. {(x, y) | x2 + y 2 = 1}. (iii) The gradient at x = (x, y) is given by
2
∇(f )(x) = (x, y) .
1 + (x2 + y 2 )2
π
The equation of the tangent plane is z = x + 4 − 1.

y2
Exercise 1.25 Consider the scalar function f (x, y) = e 1+x2 . Sketch the level curves at values
c = 1 and c = 2.

Solution: : The level curve at c = 1 is the line y = 0 and the level curve at c = 2 is the hyperbola
 2
y
√ − x2 = 1 .
ln 2

7
1.3 Chain rule and directional derivatives.
Exercise 1.26 Find the directional derivative at the given point and along the given direction:

i) f (x, y) = x2 + y 3 at (1, 1) along the direction (1, −1).

ii) f (x, y) = x + sin(x + y) at (0, 0) along the direction (2, 1).
iii) f (x, y) = xey − yex at (1, 0) along the direction (3, 4).
3x √
iv) f (x, y) = at (1, 0) along the direction (1, − 3).
x−y
v) f (x, y, z) = x2 y + y 2 z + z 2 x at (1, −1, 1) along the direction (1, −1, 2).
vi) f (x, y) = x2 y + xy 2 at (1, 1) along the direction (−1, 3).
p
vii) f (x, y, z) = log x2 + y 2 + z 2 at (2, 0, 1) along the direction (1, 2, 0).
viii) f (x, y, z) = ex cos(yz) at (0, 0, 0) along the direction (2, 1, −2).
√
ix) f (x, y) = 2x3 y − 3y 2 at (2, 1) along the direction (a, 1 − a2 ). Find a in order to get a
maximum.
x) f (x, y, z) = xy + yz + zx at (1, 1, 2) along the direction (10, −1, 2).
√ √ √ √ √ 2
Solution: i) −1/ 2; ii) 5; iii) (7 − 4e)/5; iv) −3 3/2; v) 6; vi) 6/ 10; vii) √
5 5
; viii) 2/3;
√ √
ix) 24a + 10 1 − a2 , for a = 12/13 the derivative has a maximum; x) 31/ 105.

Exercise 1.27 Consider the function f (x, y) = ex+2y . Find the set of points (x, y) ∈ IR2 such
that the directional derivative of f at the point (x, y) along the direction (4, 3) equals the value
2e.

Solution: {(x, y) | x + 2y = 1}.

Exercise 1.28 Consider the function f (x, y) = 1 + sin(3x + y). Is there any direction v ∈ IR2
such that the directional derivative f at (0, 0) along the direction v has the value 1?

Solution: v = (0, 1), v = (3/5, −4/5).

x2 − y 2
Exercise 1.29 Consider the function f (x, y) = .
x2 + y 2
i) Determine the direction along which the directional derivative of f at (1, 1) vanishes.
ii) Same question as before but evaluating the directional derivative at an arbitrary point
(x0 , y0 ) in the first quadrant, i.e. x0 ≥ 0 and y0 ≥ 0.
iii) Use the results in the preceding item to describe the level curves of f .
√ √ √ √ p
2 2
p
2 2
i) v = (1/ 2, 1/
Solution: p p 2), v = (−1/ 2, −1/ 2); ii) v = (x0 / x0 + y0 , y0 / x0 + y0 ),
v = (−x0 / x20 + y02 , −y0 / x20 + y02 ); iii) These curves are lineas going through the origin.

Exercise 1.30 Consider the follwing functions

y y+1
f (x, y) = (tan − x + y, log ) g(t, s) = (t cos s, et , s − 2t)
x x

h(u, v, w) = uv 2 ew F = h ◦ g ◦ f.

8
 i) Compute Df , Dg, Dh, DF .
ii) Compute the tangent plane of the graph of F at the point (1, 0, F (1, 0)).
iii) Compute the directional derivative of F at this point and along the direction α =
(3, −4).
 
 y 2 y 1 2 y  cos s −t sen s
− x2 sec x − 1 x sec x + 1
Solution: i) Df (x, y) = ; Dg(t, s) =  et 0 ;
− x1 1
y+1 −2 1
ii) y − z = 1; iii) − 4/5.

Exercise 1.31 The temperature of a metal plate is given by the function

T (x, y) = ex cos y + ey cos x.

i) In what direction from (0, 0) does the temperature increase the fastest?
ii) In what direction from (0, 0) does the temperature decreases the fastest?

Solution: i) (1, 1); ii) (−1, −1).

Exercise 1.32 The mass density of a metal ball centered at the origin is defined in terms of
the function
2 2 2
ρ(x, y, z) = ke−(x +y +z ) , with k a positive constant.
i) In what direction from the point (x, y, z) does the density increase the fastest?
ii) In what direction from the point (x, y, z) does the density decrease the fastest?
∂ρ 2 +y 2 +z 2 ) ∂ρ 2 +y 2 +z 2 )
Solution: i) (−x, −y, −z); ii) (x, y, z); iii) ∂x = −2kxe−(x , ∂y = −2kye−(x ,
∂ρ 2 2 2
∂z = −2kze−(x +y +z ) .

Exercise 1.33
2 2
i) The function h(x, y) = 2e−x + e−3y describes the height of a mountain at (x, y) ∈ IR2 .
In what direction from (1, 0) must one start walking in order to climb the mountain as
fast as possible?
ii) Assume that the temperature at a point (x, y, z) ∈ IR3 is given by the function T (x, y, z) =
e−x + e−2y + e−3z . In what direction from (1, 1, 1) must one start walking in order cool
down as fast as possible?

Solution: i) (−1, 0); ii) (e−1 , e−2 , e−3 ).

Exercise 1.34 Find the equation of the tangent plane for the following surfaces at the pre-
scribed points (x0 , y0 , z0 ):

i) x2 + y 2 + z 2 = 3, (x0 , y0 , z0 ) = (1, 1, 1);

ii) x3 − 2y 3 + z 3 = 0, (x0 , y0 , z0 ) = (1, 1, 1);

iii) ez cos x cos y = 0, (x0 , y0 , z0 ) = (π/2, 0, 0);

iv) exyz = 1, (x0 , y0 , z0 ) = (1, 2, 0).

9
Solution: i) x + y + z = 3; ii) x − 2y + z = 0; iii) x = π/2; iv) z = 0.

Exercise 1.35
i) Given the functions F(x, y) = (x2 + 1, y 2 ) and G(u, v) = (u + v, u, v 2 ), compute D(G ◦
F)(1, 1).
ii) Compute using the chain rule
dh
where h(x) = f (x, u(x), v(x))
dx
∂h
where h(x, y, z) = f (u(x, y, z), v(x, y), w(x))
∂x
∂h
where h(x, y, z) = f (u(x, w(y, z)), v(w(y, z), z)) .
∂z

iii) Consider the function f ∈ C 1 (IR) and define z(x, y) = f (x + y) + f (x − y). Compute
∂z ∂z
and .
∂x ∂y
∂z
iv) Consider the functions u = log(x + y), v = arctan(x/y) and z = euv . Compute and
∂x
∂z
.
∂y
v) Compute h0 (0) if h = f ◦ s, where
log(1 + x2 + 2z 2 )
f (x, y, z) = , s(t) = (t + 1, 1 − t2 , sint).
1 + y2
 
2 2
dh ∂f ∂f du ∂f dv
Solution: i) D(G ◦ F)(1, 1) =  2 0 ; ii) = + + ,
dx ∂x ∂u dx ∂v dx
0 4
∂h ∂f ∂u ∂f ∂v ∂f dw ∂h ∂f ∂u ∂w ∂f ∂v ∂w ∂f ∂v
= + + , = + + ;
∂x ∂u ∂x ∂v ∂x ∂w dx ∂z ∂u ∂w ∂z ∂v ∂w ∂z ∂v ∂z
∂z ∂z
iii) = f 0 (x + y) + f 0 (x − y), = f 0 (x + y) − f 0 (x − y);
∂x ∂y
∂z  arctan(x/y) y log(x + y) 
iv) = + elog(x+y) arctan(x/y) ;
∂x x+y x2 + y 2
∂z  arctan(x/y) x log(x + y)  log(x+y) arctan(x/y)
= − e .
∂y x+y x2 + y 2
Exercise 1.36
i) Study the continuity of the following function

 (x − y)2

(x, y) 6= (0, 0)
f (x, y) = x2 + y 2
1 (x, y) = (0, 0).


ii) Compute, if possible, the partial derivatives at (0, 0) and explain the relation to the
preceding item.
1
iii) Let g(u, v, w) = (sin(uv), cos(uv)). Compute the directional derivative of h = f ◦ g
w
at (π, 1/2, 2) in the direction (1, 1, 1).

10
Exercise 1.37 The position of a particle on IR3 is given by c : IR → IR3 ,
 2 2

c(t) = et , e−t , log(1 + t2 ) .

Consider also the potential function V : IR3 → IR given by V (x, y, z) = (xy)2 . Compute using
the chain rule
d
(V ◦ c)(t) .
dt
Compute also this derivative directly.

Solution: : Using the chain rule we have

d    2t

0 −t2 t2 t2 −t2
(V ◦ c)(t) = (∇V )(c(t)) ◦ c (t) = 2e , 2e , 0 ◦ 2te , −2te , = 4t − 4t = 0 .
dt 1 + t2

Differentiating the function (V ◦ c)(t) = 1 directly, we obtain the same result.

11
2 Local properties of functions with several variables.
2.1 Higher order derivatives.
Exercise 2.1 Consider the function
 xy(x2 − y 2 )

if (x, y) 6= (0, 0)
f (x, y) = x2 + y 2
0 if (x, y) = (0, 0).


i) Compute the partial derivatives outside the origin.

∂f ∂f
ii) Show that (0, 0) = (0, 0) = 0.
∂x ∂y
∂2f ∂2f
iii) Show that (0, 0) = 1, while (0, 0) = −1. Explain these results.
∂x∂y ∂y∂x

∂f x4 y + 4x2 y 3 − y 5 ∂f xy 4 + 4x3 y 2 − x5
Solution: i) = , =− ; iii) f is not of class C 2 on
∂x (x2 + y 2 )2 ∂y (x2 + y 2 )2
any neighborhood of the origin.

Exercise 2.2 Compute the Hessian matrix for the functions:

i) f (x, y) = log(x2 + y 3 );
ii) f (x, y) = x2 cos y + y 2 sinx;
iii) f (x, y) = xy ;
iv) f (x, y) = arctan(xy);
v) f (x, y) = arctan(x/y);
vi) f (x, y, z) = (x + y)(y + z)(z + x).
2y 3 −2x2 2
− (x26xy
!
2 cos y − y 2 sen x
 
(x2 +y 3 )2 +y 3 )2 −2x sen y + 2y cos x
Solution: i) 2 6x2 y−3y 4 ; ii) ;
− (x26xy −2x sen y + 2y cos x −x2 cos y + 2 sen x
+y 3 )2 (x2 +y 3 )2
−2xy 3 1−x2 y 2
!
y(y − 1)xy−2 xy−1 (1 + y log x)
 
(1+x2 y 2 )2 (1+x2 y 2 )2
iii) ; iv) ;
xy−1 (1 + y log x) xy log2 x 1−x2 y 2 −2x3 y
(1+x2 y 2 )2 (1+x2 y 2 )2
 
−2xy x2 −y 2
! 2y + 2z 2x + 2y + 2z 2x + 2y + 2z
(x2 +y 2 )2 (x2 +y 2 )2
v) x2 −y 2 2xy ; vi)  2x + 2y + 2z 2x + 2z 2x + 2y + 2z .
(x2 +y 2 )2 (x2 +y 2 )2 2x + 2y + 2z 2x + 2y + 2z 2x + 2y

Exercise 2.3

i) Show that the following functions on IR2 ,

a) u(x, y) = arctan(y/x), b) u(x, y) = log(x2 + y 2 ),

are harmonic, i.e. they satisfy the Laplace equation ∆u = 0 on the corresponding domain.
p
ii) Let u(x, y) = f (r), with r = x2 + y 2 , i.e. u is a radial function. Show that the u
satisfies the following equation
1
∆u = f 00 (r) + f 0 (r).
r

12
 iii) Let u(x, y) = f (r, θ) (polar coordinates). Show that
∂2f 1 ∂f 1 ∂2f
∆u = + + .
∂r2 r ∂r r2 ∂θ2
iv) Work out again the first item using these formulas.
Exercise 2.4
i) Show that the following functions are harmonic on the corresponding domain:
u(x, y, z) = (x2 + y 2 + z 2 )−1/2 , on IR3
u(x, y, z, w) = (x2 + y 2 + z 2 + w2 )−1 , on IR4 ,

ii) Let u(x) = f (r) be a radial function. Show that

n−1 0
∆u = f 00 (r) + f (r).
r
iii) For which values of k ∈ IR is the function u(x) = rk , with r = ||x|| 6= 0, x ∈ IRn ,
harmonic?
Solution: iii) k = 2 − n.
x2 y 2
Exercise 2.5 Show that the function u(x, y) = satisfies the differential equation:
x+y
∂u ∂u
x +y = 3u.
∂x ∂y
Exercise 2.6 Show that the function u = x2 y + y 2 z + z 2 x satisfies the differential equation
∂u ∂u ∂u
+ + = (x + y + z)2 .
∂x ∂y ∂z
Exercise 2.7 Show that the following functions satisfy the wave equation:
∂2f 2
2∂ f
− c =0
∂t2 ∂x2
i) f (x, t) = (Ax + B)(Ct + D).
ii) f (x, t) = g(x − ct), where g is any function which is twice differentiable.
Exercise 2.8 Find solutions of the form f (x, t) = cos(kx − ωt) for the following partial differ-
ential equations (k, ω are constants):
∂2f 2
2∂ f
i) = c , (wave equation with constant c);
∂t2 ∂x2

∂2f 2
2∂ f
ii) = c − h2 f , (Klein-Gordon equation with constants c, h).
∂t2 ∂x2
Solution: i) f (x, t) is a solution if ω 2 = c2 k 2 ; ii) f (x, t) is a solution if ω 2 = c2 k 2 + h2 .
Exercise 2.9 Find, for constants λ, k, the solutions of the form u(x, t) = e−λt sinkx of the heat
equation with constant µ:
∂u ∂2u
=µ 2 .
∂t ∂x
Solution: f (x, t) is a solution provided λ = µk 2 .

13
2.2 Vector functions and differential operators.
Exercise 2.10 Compute the Jacobian matrix of the following functions:

i) A(x, y, z) = (xy , z);

ii) b(x, y) = sin(x siny);
iii) C(x) = x + ex , x2 , cos x ;

iv) D(x, y) = (xey + cos y, x, x + ey );

v) E(x, y, z) = (x + ez + y, yx2 );
vi) F(x, y, z) = (xyexy , xsiny, 5xy 2 );
√
vii) g(x, y, z, t) = x2 log t + x z − ty.

yxy−1 xy log x 0
 
Solution: i) DA = ; ii) DB = ( sen y cos(xsen y) x cos y cos(xsen y) );
0 0 1
1 + ex ey xey − sen y
   
1 ez
 
1
iii) DC =  2x ; iv) DD =  1 0 ; v) DE = ;
y 2xy x2 0
sen x 1 e
 xy
ye + xy 2 exy xexy + x2 yexy 0

√ √
vi) DF =  sen y x cos y 0  vii) DG = ( 2x log t + z −t x/(2 z) x2 /t − y );
5y 2 10xy 0

Exercise 2.11

i) Define T : IR3 → IR2 by means of T (x, y, z) := (x − 3y + 2z, 2x + y − 2z). Compute the

Jacobian matrix DT .
ii) Show that any linear mapping

TA : IRn −→ IRm
x −→ Ax

m × n-matrix A, is differentiable at any point a ∈ IRn and that DTA (a) = A.

 
1 −3 2
Solution: i) DT = .
2 1 −2

Exercise 2.12 Consider a particle of mass m = 3 which moves along the trajectory s(t) =
(et , e−t , cos t) according to Newton’s law (force = mass × acceleration).

i) Compute the force that acts on the particle at time t = 0.

ii) At time t = 1 the force field dissapears and the particle continues its trajectory along
the tangent line. At which point is the particle at t = 2.

Solution: i) F = (3, 3, −3); ii) The equation of the tangent line is r(t) = s(1) + t s0 (1) =
(e, e−1 , cos 1) + t(e, −e−1 , −sen 1). The particle is at t = 2 at r(1) = (2e, 0, cos 1 − sen 1).

Exercise 2.13 Consider a particle of mass m which moves along the trajectory r(t) in IR3 de
according to Newton’s law and for a force field F = −∇V with a given potential energy V .

14
 i) Show that the total energy (i.e. potential + kinetic energy)
1
E(t) = m||r0 (t)||2 + V (r(t))
2
is constant in time.
ii) Show that if the particle moves whithin an equipotential surface, then the modulus of
the velocity is constant.

Exercise 2.14 Show that the following trajectories satisfy the relation s0 (t) = F(s(t)) for the
corresponding fields (flux lines)
√ 1
i) s(t) = (t2 , 2t − 1, t), F(x, y, z) = (y + 1, 2, );
2z
1
ii) s(t) = (e2t , , log t), F(x, y, z) = (2x, −y 2 , y);
t

1 et x
iii) s(t) = ( , log t, ), F(x, y, z) = (x2 , , z(1 + x)).
1−t 1−t x−1
Exercise 2.15 Compute the divergence and the curl of the following fields:

i) F(x, y) = (3x2 y, x3 + y 3 );
ii) F(x, y, z) = (yz, xz, xy);
iii) F(x, y, z) = (yz, −xz, xy)/(x2 + y 2 + z 2 ).

Solution: i) div F(x, y) = 6xy + 3y 2 ; curl F(x, y, z) = (0, 0, 0);

ii) div F(x, y, z) = 0; curl F(x, y, z) = (0, 0, 0);
−2xyz
iii) div F(x, y, z) = 2 ; curl F(x, y, z) = (2x3 , 2y(x2 − z 2 ), −2z 3 )/(x2 + y 2 + z 2 )2 .
(x + y 2 + z 2 )2

Exercise 2.16 Compute the divergence and the curl of the following fields:

i) v(x, y, z) = xi + yj + zk,
x y z
ii) v(x, y, z) = 2 2 2
i+ 2 2 2
j+ 2 k,
x +y +z x +y +z x + y2 + z2
iii) v(x, y, z) = xi + 2yj + 3zk,
iv) v(r) = r−2 r, where r = (x, y, z) is the position and r = krk is the distance to the orgin.

Solution: i) div v(x, y, z) = 3; curl v(x, y, z) = (0, 0, 0); ii) div v(x, y, z) = 1/||x||2 ; curl v(x, y, z) =
(0, 0, 0); iii) div v(x, y, z) = 6; curl v(x, y, z) = (0, 0, 0). iv) Note that the fields defined in (ii)
and (iv) coincide.

Exercise 2.17 Consider x ∈ IRn , x 6= 0, r = ||x|| and a constant k;

i) if f (x) = rk , compute ∇f ;
ii) if F(x) = rk x, compute div F;
iii) if F(x) = rk x, and n = 3, compute curl F;
iv) if f (x) = rk , compute ∆f .

15
Solution: i) krk−2 x; ii) (k + n)rk ; iii) (0, 0, 0); iv) k(k + n − 2)rk−2 .

Exercise 2.18 Assuming that f and F are of class C 2 show the following classical identities in
vector analysis. (Note that the assumption implies that the mixed partial derivatives are equal,
i.e. ∂ 2 f /∂xi ∂xj = ∂ 2 f /∂xj ∂xi ).

i) curl(∇f ) = 0; (∇ × (∇f ) = 0).

ii) div(curl F) = 0; (∇ · (∇ × F) = 0).
iii) ∇(f g) = f ∇g + g∇f ;
iv) div(f F) = f divF + F∇f ; (∇ · (f F) = f ∇ · F + F · ∇f ).
v) div(f ∇g − g∇f ) = f ∆g − g∆f ; (∇ · (f ∇g − g∇f ) = f ∇2 g − g∇2 f ).

2.3 Extrema of functions with several variables

Exercise 2.19 Find the critical points and the local extrema of the following functions:

i) f (x, y) = x2 + 2y 2 − 4y,
ii) g(x, y) = x2 − xy + y 2 + 2x + 2y − 6,
iii) h(x, y) = 3x2 + 2xy + 2x + y 2 − y + 4,
iv) k(x, y) = 8x3 − 24xy + y 3 .

Solution: i) f has a local minimum at (0, 1). Its value is f (0, 1) = −2; ii) g has a local minimum
at (−2, −2). Its value is g(−2, −2) = −10; iii) h has local minimum at (−3/4, 5/4). Its value is
h(−3/4, 5/4) = 21/8; iv) k has at (0, 0) a saddle point and at (2, 4) a local minimum. Its value
is k(2, 4) = −64.
2 +εy 2
Exercise 2.20 Determine the extrema of the function f (x, y) = e−x for ε = 0, 1, −1.

Solution: If ε = 0, then f has absolute maxima at the points (0, y), y ∈ IR and f (0, y) = 1; if
ε = 1, then the unique critical point of f is at (0, 0). It is a saddle point; if ε = −1, then the
unique critical point of f is again at (0, 0). Now f has an absolut maximimum at this point and
f (0, 0) = 1.

Exercise 2.21 Find the extrema of the following functions on the specified domains:

i) f (x, y) = x3 y 3 on IR2 ;
ii) f (x, y) = x4 y 4 on IR2 ;
iii) f (x, y) = x2 + xy + y 2 − 3x − 6y on IR2 ;
x−y
iv) f (x, y) = on IR2 ;
1 + x2 + y 2
v) f (x, y) = |x| + |y| on A = {(x, y) : |x| ≤ 1, |y| ≤ 1};
vi) f (x, y) = x2 + 2xy + y 2 on A = {(x, y) : |x| ≤ 2, |y| ≤ 1} and on B = {(x, y) : x2 + y 2 ≤
8}.

Solution: i) (x, 0) and (0, y) are saddle points (f has no minima and no maxima); ii) (x, 0) and
(0, y) are global minima with value 0√(f has no
√ maxima); iii) f has at (0, 3) a local √
minimum
√with
value f (0, 3) = −9; iv) f has at (1/ 2, −1/ 2) a local maximum with value f (1/ 2, −1/ 2) =

16
 √ √ √ √ √ √
1/ 2, and at (−1/ 2, 1/ 2) a local minimum with value f (−1/ 2, 1/ 2) = −1/ 2; v) (0, 0)
is a global minimum and (±1, ±1) are global maxima; vi) (x, −x) are global minima on A and
on B taking the value 0; (2, 1) and (−2, −1) are global maxima on A taking the value 9; (2, 2)
and (−2, −2) are global maxima on B taking the value 16.

Exercise 2.22 Decide if the origin (0, 0) is a local or global extremum of the following functions:
i) f (x, y) = x4 + 2xy 3 + y 4 + 2xy;
xy + xy 3 sin(x/y) si y =

6 0
ii) g(x, y) =
0 si y = 0.

Hint: In item ii) approach (0, 0) along two different lines. Choose the first/second line in such
a way that the function has a maximum/minimum at 0 respectively.
Solution: Both functions have a saddle point at (0, 0).

Exercise 2.23 Consider the function φ : IRn → IR defined by

φ(x) = re−r , r = ||x||.
i) Find the local and global extrema of φ in the cases n = 1 and n = 2.
ii) Study the differentiability of φ at these points.

Solution: If n = 1, φ has a global maximum at x = ±1, φ(±1) = e−1 . Moreover, it has a global
minimum at the origin with value 0. If n = 2,p φ has again a global minimum at the origin with
value 0; at the points of the unit circle (x0 , ± 1 − x20 ) with |x0 | ≤ 1, φ has a global maximum
with value e−1 .

Exercise 2.24 Consider the set of pairs of points {(xi , yi ), i = 1, . . . , N }, and define the
function
XN
f (m, b) = (yi − mxi − b)2 .
i=1
Find the values of m and b that minimize f . (Method of minimal squares for approximating the
set of points {(xi , yi )} by means of the line y = mx + b).

Solution: Denote by x̄ = N1 N 1 PN
P
i=1 xi , ȳ = N i=1 yi , the mean of the coordinates. Then
PN N
i=1 (yi − ȳ)xi 1 X
m= PN , b= (yi − mxi ) = ȳ − mx̄ .
i=1 (xi − x̄)xi N
i=1

Exercise 2.25 Classify all critical points of the following functions:

(i) f (x, y) = sin(x) cos(y).
(ii) g(x, y) = sin(x2 ) − sin(y 2 ).

Solution: (i) Maxima/minima at x(k1 , k2 ) = ( π2 + k1 π, k2 π), k1 , k2 ∈ ZZ, if k1 + k2 is even/odd.

Saddle points at y(k1 , k2 ) = (k1p π, π2 + k2 π), k1 , k2 ∈ ZZ. (ii) Saddle point at (0, 0); Min-
ima/saddleppoints at x(k) = (0, ± π2 + kπ), k ∈ ZZ, if k is even/odd; Maxima/saddle points at
x(k) = (± π2 p + kπ, 0), k ∈ p
ZZ, if k is even/odd; saddle points at
x(k1 , k2 ) = (± π2p+ k1 π, ± π2p+ k2 π), k1 , k2 ∈ ZZ, if k1 + k2 is even and minimum/maximum
at x(k1 , k2 ) = (± π2 + k1 π, ± π2 + k2 π), k1 , k2 ∈ ZZ if (k1 is odd,k2 is even)/(k1 is even,k2 is
odd).

17
Exercise 2.26 Find all extrema of the following functions:
2 +y 2
(i) f (x, y) = x2 (ex − cos(y))

(ii) f (x, y) = |x3 − 8| + y 4

Solution: (i) By inspection one has absolute minima on the line {(0, y) | y ∈ IR}. (ii) Absolute
minimum at (2, 0).

2.4 Constrained extrema.

Exercise 2.27 Maximize the expression xyz on the sphere x2 + y 2 + z 2 = 1.

Solution: Maximum at √1 (1, 1, 1), √1 (−1, −1, 1), √1 (−1, 1, −1), √1 (1, −1, −1).
3 3 3 3

Exercise 2.28 Minimize the expression x + 2y + 4z on the sphere x2 + y 2 + z 2 = 1.

Solution: Minimum at − √121 (1, 2, 4).

Exercise 2.29

i) Compute the minimum of the function f (x, y) = x2 + y 2 on the set A = {xy = 1}.
ii) Compute the minimum of the function f (x, y) = xy on the set A = {x2 + 4y 2 = 4}.
√ √
Solution:
√ and (−1,√−1); ii) Maxima
i)√Minima at the points (1, 1) √ √ at
√ the points ( 2, 1/ 2 ) and
(− 2, −1/ 2 ); minima at the points ( 2, −1/ 2 ) and (− 2, 1/ 2 ).

Exercise 2.30 Compute the extrema of the following functions constrained to the given sub-
sets:

i) f (x, y) = xy constrained to 2x + 3y − 5 = 0;
log x log y
ii) u(x, y) = + constrained to x + y = 1 , x, y > 0.
x y
x2 y 2 z 2
iii) g(x, y, z) = xyz constrained to + 2 + 2 = 1;
a2 b c
iv) h(x, y, z) = x2 y 4 z 6 constrained to x + y + z = 1, x, y, z > 0;

Solution: i) maximum at (5/4, 5/6), there is no minimum; ii) maximum at (1/2, 1/2), there is no
minimum; iii) maxima at √13 (|a|, |b|, |c|), √13 (−|a|, −|b|, |c|), √13 (−|a|, |b|, −|c|), √13 (|a|, −|b|, −|c|);
minima at √13 (−|a|, |b|, |c|), √13 (|a|, −|b|, |c|), √13 (|a|, |b|, −|c|), √13 (−|a|, −|b|, −|c|) (compare with
Exercise 2.18); iv) maximum at (1/6, 1/3, 1/2), there are no minima.

Exercise 2.31 Compute the absolute maxima and minima of function

f (x, y) = x2 + y 2 + 6x − 8y + 25

on the set D = {x2 + y 2 ≤ 16}.

Solution: Minimum at (−12/5, 16/5); maximum at (12/5, −16/5).

Exercise 2.32 Compute the extrema of the following functions on the given subsets:

18
 i) f (x, y, z) = x + y + z on S = { 2x2 + 3y 2 + 6z 2 = 1 };
√
ii) f (x, y) = x2 + y 2 − 2x − 2y + 2 on T = { y/2 ≤ x ≤ 3 − 2y, 0 ≤ y ≤ 2 };
iii) f (x, y, z) = x2 + y 2 + z 2 on U = { (x, y, z) ∈ IR3 / z ≥ x2 + y 2 − 2 }.

Solution: i) (1/2, 1/3, 1/6) is a maximum and (−1/2, −1/3, −1/6) is a minimum; ii) (3, 0) is a
maximum and (1, 1) is a minimum; iii) There is no maximum and at (0, 0, 0) there is a minimum.

Exercise 2.33 Find the maximal and minimal values of the function f (x, y, z) = x + 2y + 3z
taking into account the two restrictions x2 + y 2 = 2, x + z = 1.

Solution: Maximal value M = 7, minimal value m = −1.

Exercise 2.34 What is the distance of the point (2, 2, 2) to the sphere x2 + y 2 + z 2 = 1.
√
Solution: 2 3 − 1.

Exercise 2.35 Compute the distance of the point (4, 4, 10) to the sphere (x−1)2 +y 2 +(z+2)2 =
25 in two ways:
i) use geometrical arguments;
ii) use Lagrange multipliers.

Solution: Solution: d = 8.

Exercise 2.36 Express a positive number a as a product of four positive factors with minimal
sum.

Solution: a = (a1/4 )4 .

Exercise 2.37 A company produces three different products in quantities Q1 , Q2 , Q3 and

generates a profit given by the expression a P (Q1 , Q2 , Q3 ) = 2Q1 +8Q2 +24Q3 . Find the values of
Q1 , Q2 , Q3 that maximize the profit if the production is constrained to Q21 +2Q22 +4Q23 = 4.5×109 .

Solution: Q1 = 104 , Q2 = 2Q1 , Q3 = 3Q1 .

Exercise 2.38 The production of a company is described in terms of the function Q =

f (K, L) = K α L1−α , where 0 < α < 1, K is the amount of capital and L is the amount of
man power used. The unit price of the capital is p and the price of the man power is q. Com-
pute the proportion between the capital and man power needed to maximize the production
using a budget B.
K αq
Solution: = .
L (1 − α)p
Exercise 2.39 Find all maxima and minima of the scalar function f (x, y) = x3 +y 3 constrained
to the curve g(x, y) = x4 + y 4 − 1 = 0.
1 1 1 1 1 1
Solution: : Max= 2 4 at (2− 4 , 2− 4 ) and Min= −2 4 at (−2− 4 , −2− 4 ).

Exercise 2.40 Find all points on the hyperbola x2 + 8xy + 7y 2 = 225 that have minimal
distance to the origin.

Solution:
√ √ : The minimal
√ √distance to the origin is 5. The minimum is obtained at the points
( 5, 2 5) and (− 5, −2 5) on the hyperbola.

19
3 Multiple integrals
3.1 Double and triple integrals.
ZZ
Exercise 3.1 Compute f in the following cases:
Q

i) f (x, y) = xy(x + y), Q = [0, 1] × [0, 1],

ii) f (x, y) = x3 + 3x2 y + y 3 , Q = [0, 1] × [0, 1],
iii) f (x, y) = sin2 xsin2 y, Q = [0, π] × [0, π],
iv) f (x, y) = sin(x + y), Q = [0, π/2] × [0, π/2],
v) f (x, y) = xsiny − yex , Q = [−1, 1] × [0, π/2],

Solution: i) 1/3; ii) 1; iii) π 2 /4; iv) 2; v) − π 2 (e − 1/e)/8.

ZZ
Exercise 3.2 Sketch the integration region Q and compute f in the following cases:
Q

i) f (x, y) = x2 − y, Q = {(x, y) ∈ IR2 , x ∈ [−1, 1], −x2 ≤ y ≤ x2 },

ii) f (x, y) = xy − x3 , Q = {(x, y) ∈ IR2 , x ∈ [0, 1], −1 ≤ y ≤ x},
iii) f (x, y) = 2x − sin(x2 y), Q = {(x, y) ∈ IR2 , x ∈ [−2, 2], |y| ≤ |x|},
iv) f (x, y) = y sinx, Q = {(x, y) ∈ IR2 , |x| + |y| ≤ 1}.

Solution: i) 4/5; ii) − 23/40; iii) 0; iv) 0.

Exercise 3.3

i) Prove the following inequalities without solving explicitly the integral:

Z
4π ≤ (x2 + y 2 + 1) dx dy ≤ 20π .
D

Here D is the disc with radius 2 centered at the origin.

ii) The set A is the square [0, 2] × [1, 3] and consider the function f (x, y) = x2 y. Prove the
following inequalities without solving explicitly the integral:
Z
0≤ f (x, y) dx dy ≤ 48 .
A

iii) Improve the preceding estimations and show

Z
3≤ f (x, y) dx dy ≤ 25 .
A

Hint: divide the set A into four equal squares.

Z 1Z 1
Exercise 3.4 Compute f (x, y) dx dy, where f (x, y) = max(|x|, |y|).
0 0

Solution: 2/3.

20
Exercise 3.5 Describe the integration region and change the order of integration in the fol-
lowing integrals:
Z 3 Z √25−x2 Z 1Z y
i) f (x, y)dy dx ii) f (x, y)dx dy
0 4x/3 0 0

Z π/2 Z sin(x/2) Z e Z log x

iii) f (x, y)dy dx iv) f (x, y)dy dx.
0 −sin(x/2) 1 0
p
Solution: i) {0 ≤√y ≤ 4, 0 ≤ x ≤ 3y/4} ∪ {4 ≤ y ≤ 5, 0 ≤ x ≤ 25√− y 2 }; ii) {0 ≤ x ≤ 1, x ≤
y ≤ 1}; iii) {−1/ 2 ≤ y ≤ 0, −2arcsiny ≤ x ≤ π/2} ∪ {0 ≤ y ≤ 1/ 2 , 2arcsiny ≤ x ≤ π/2};
iv) {0 ≤ y ≤ 1, ey ≤ x ≤ e}.
1
Exercise 3.6 Consider the functions f (x, y) = √ and g(x, y) = sin(y − 1) on R =
1 − x2
{(x, y) ∈ IR2 / x2 + (y − 1)2 ≤ 1, x ≥ 0}. Use Fubini’s theorem to write each integral in two
possible ways. Finally, compute the integrals in the most convenient way.
R R
Solution: R f = 2, R g = 0.
Z πZ π
siny
Exercise 3.7 Compute the integral dy dx .
0 x y
Solution: 2.

Exercise 3.8 Compute

Z 1Z 1Z 1
i) (x2 + y 2 + z 2 ) dxdydz,
0 0 0
Z 1Z 1Z 1
ii) (x + y + z)2 dxdydz.
0 0 0

Solution: i) 1; ii) 52 .

Exercise 3.9 Compute the following integrals:

Z
i) x3 dV , with W = [0, 1] × [0, 1] × [0, 1].
W
Z
ii) e−xy y dV , with W = [0, 1] × [0, 1] × [0, 1].
ZW
iii) (2x + 3y + z) dV , with W = [1, 2] × [−1, 1] × [0, 1].
W
Z
iv) zex+y dV , with W = [0, 1] × [0, 1] × [0, 1].
W

Solution: i) 1/4; ii) 1/e; iii) 7; iv) (e − 1)2 /2.

Z
Exercise 3.10 Compute the following integral and sketch the integration region: x2 cos x dV ,
W
where W is the region defined by the planes z = 0, z = π, y = 0, y = 1, x = 0 and x + y = 1.

Solution: π(4sin1 + 5 cos 1 − 6).

21
3.2 Change of variables for double and triple integrals.
Exercise 3.11 Use a linear transformation to compute the double integral
Z
(x − y)2 sin2 (x + y) dxdy,
S

where S is the parallelogram with vertices (π, 0), (2π, π), (π, 2π) and (0, π).

Solution: π 4 /3.
Z
Exercise 3.12 Compute (y − x) dxdy, where D is the region in the plane defined by the
D
lines y = x + 1, y = x − 3, y = (7 − x)/3 and y = 5 − x/3.

Solution: −8.

x=u+v
Exercise 3.13 Consider the map . Compute:
y = v − u2

i) the Jacobian J(u, v);

ii) the image S in the xy-plane of the triangle T in the uv-plane of vertices (0,0), (2,0) and
(0,2);
iii) the area of S;
Z
iv) the integral (x − y + 1)−2 dxdy.
S
√ √
Solution: i) 1 + 2u; iii) 14/3; iv) 2 + (π − 6arctan(5/ 3)) 3/9.
Z Z
Exercise 3.14 Compute the double integral log(x2 + y 2 ) dx dy where D is the region in
D
the first quadrant defined by the curves x2 + y 2 = 1 and x2 + y 2 = 4.

Exercise 3.15 Compute the integral of the function

y4
f (x, y) =  x2 + xy 2
y 2  x2 y 2 
b4 + 1+ 2 + 2
a2 b2 a b
n x2 y2 o
on the region D = + ≤ 1 , where a and b are positive constants.
a2 b2
Solution: 3πab(1 − log 2)/8.

Exercise 3.16 Compute the integral of the function

x √
2 2
f (x, y) = p e x +y
2
x +y 2

on the region E = { x2 + (y − 1)2 ≤ 1 } y H = { x2 + (y − 1)2 ≤ 1, x ≥ 0 }.

R R
Solution: E f = 0, H f = 2.

22
 p
2y 2 + x2
Exercise 3.17 Compute the integral of the function h(x, y) = on the region R =
y
{(x, y) ∈ IR2 / x2 + (y − 1)2 ≤ 1, x ≥ 0}.
R
Solution: R h = 1 + π/2.
Z
x dx dy
Exercise 3.18 Compute the integral 2 + y2
, where S is the region in the first quadrant
S 4x
defined by the lines x = 0, y = 0 and the ellipses 4x2 + y 2 = 16, 4x2 + y 2 = 1.

Solution: 3/4.
p
Exercise 3.19 If R is the region defined by the plane z = 3 and the cone z = x2 + y 2 ,
compute the integrals:
Z p Z p Z
2 2 2
i) 2 2 2
x + y + z dxdydz , ii) 2 2
9 − x − y dxdydz , iii) z ex +y +z dxdydz .
R R R
√
Solution: i) 27π(2 2 − 1)/2; ii) 54π − 81π 2 /8 iii) π(e9 − 1)2 /4.
Z
2 2 2 3/2
Exercise 3.20 Compute f (x, y, z) dxdydz , where f (x, y, z) = e−(x +y +z ) and W is the
W p
region below the sphere x2 + y 2 + z 2 = 9 and above the cone z = x2 + y 2 .
√
Solution: π(2 − 2)(1 − e−27 )/3.

3.3 Applications.
Exercise 3.21 Compute the following areas:
i) area limited by the following curves y = x e y = 2 − x2 ;
ii) area of the region A = {(x, y) ∈ IR2 : x, y > 0, a2 y ≤ x3 ≤ b2 y, p2 x ≤ y 3 ≤ q 2 x, },
where 0 < a < b y 0 < p < q.
iii) area defined by the curves xy = 4, xy = 8, xy 3 = 5 and xy 3 = 15 in the first quadrant.

Solution: i) 9/2; ii) (b − a)(q − p)/2; iii) 2 log 3.

Exercise 3.22 Find the volumes of the regions defined by:

i) z = x2 + 3y 2 , z = 9 − x2 .
ii) x2 + 2y 2 = 2, z = 0, x + y + 2z = 2.
√ √
Solution: i) 9π 6/4; ii) 2π.

Exercise 3.23 Compute the following volumes:

i) volume defined by the intersection of the cylinder x2 + y 2 ≤ 4 and the ball x2 + y 2 + z 2 ≤
16;
p p
ii) volume of the region bounded by the cones z = 1 − x2 + y 2 and z = −1 + x2 + y 2 ;
iii) volume of the region bounded by the paraboloid z = x2 +y 2 and the cylinder x2 +y 2 = 4
at z ≥ 0;

23
 iv) volume of the region bounded by x2 + y 2 + z 2 ≤ 2, x2 + y 2 ≤ z and z ≤ 6/5;
√
Solution: i) 32π(8 − 3 3)/3; ii) 2π/3; iii) 8π; iv) 493π/750.

x2 y 2 z 2
Exercise 3.24 Compute the volume of the region limited by the ellipsoid 2 + 2 + 2 = 1.
a b c
Consider also the particular case a = b = c = r.

Solution: i) 4πabc/3; ii) 4πr3 /3.

Exercise 3.25 Compute the volume bounded by the cylinder ρ = 4 cos θ, the sphere ρ2 + z 2 =
16 and the plane z = 0. (The equations are written in cylindrical coordinates.)

Solution: 64(3π − 4)/9.

Exercise 3.26 Consider the region S in the plane defined by the curves mentioned below.
Compute the mass and center of mass of S assuming that the density is constant:

i) y = x2 , x + y = 2,
ii) y + 3 = x2 , x2 = 5 − y,
iii) y = sin2 x, y = 0, x ∈ [0, π],
iv) y = sinx, y = cos x, x ∈ [0, π/4].

Solution: i) M = 9ρ/2; CM = √(−1/2, 8/5); ii) M = √ 64ρ/3; CM

√ = (0, √ 1); iii) M =
πρ/2; CM = (π/2, 3/8); iv) M = ( 2 − 1)ρ; CM = (π(2 + 2)/4 − 2 − 1, ( 2 + 1)/4).

Exercise 3.27 Consider a plate given by

√
Q = (x, y) ∈ IR2 | (x + y)2 ≤ x − y , x − y ≤ x + y , x + y ≥ 0 .


and with mass density function ρ(x, y) = x2 − y 2 . Compute the total mass of Q.

Solution: M = 1/24.

Exercise 3.28 Compute the moment of inertia about the vertical axis of solid
p
V = x2 + y 2 + z 2 ≤ 4, z ≥ x2 + y 2


(Assume a constant density ρ).

Exercise 3.29 The square Q of vertices (0, 0), (0, 1), (1, 0), (1, 1) represents a plate of constant
density ρ. Compute the moment of inertia about the line x = y.
ρ
Solution: 12 .

Exercise 3.30 Let M be the square [−1, 1] × [−1, 1]. Compute the total mass assuming that
the density at a point (x, y) ∈ M is given by the expression |x − y|.

Solution: 8/3.

24
Exercise 3.31 Compute the coordinates of the center of mass of the plate

M = {(x, y) ∈ IR2 , 1 ≤ x ≤ 2, 1 ≤ y ≤ 3}

where the density is given by the function f (x, y) = xy.

Solution: (14/9, 13/6).

Exercise 3.32 A metal plate is given by the the set of points in the plane

P = {(x, y) ∈ IR2 , |y| ≤ x ≤ 1}

with density f (x, y) = y 2 . Compute the center of mass and the moments of inertia about the
two axes.

Solution: CM = (4/5, 0); Ix = 1/15; Iy = 1/9.

Exercise 3.33
i) Compute the area of the set D = { x = r cos3 t, y = r sin3 t, 0 ≤ r ≤ 1, 0 ≤ t ≤ π/2} =
{ x2/3 + y 2/3 ≤ 1, x, y ≥ 0}.
ii) Compute the coordinates of the center of mass of D assuming constant density.

Solution: i) 3π/32; ii) xCM = yCM = 256/(315π).

Exercise 3.34 Consider the two solids obtained by intersecting the ball x2 + y 2 + z 2 = c2 in
x y
the first octant with the plane + = 1, 0 < a, b ≤ c. Compute the mass of the two solids
a b
using a density ρ(x, y, z) = z.

Solution: abc2 /4 − a3 b/24 − ab3 /24 y πc4 /16 − (abc2 /4 − a3 b/24 − ab3 /24).

Exercise 3.35 Find the mass of a plate given by x2 + y 2 ≤ 4, x, y ≥ 0, if the density at a point
(x, y) is proportional to the distance between the point and the center of the circle.

Solution: 4πα/3, where α is the constant of proportionality.

Exercise 3.36 The temperature at the points of the cube [−1, 1]3 is proportional to the square
of the distance to the origin.
i) Compute the mean temperature of the cube.
ii) At which points does the temperature coincide with the mean temperature?

Solution: i) α, where α is the constant of proportionality ; ii) the unit sphere.

Exercise 3.37 Compute the center of mass of a semispherical solid of radius R where the
density at a point is given by the square of the distance between this point and the origin.

Solution: (0, 0, 5R/12).

Exercise 3.38 An ice cream consists of a cookie cone with angle α, and a semisphere with
radius R. The cone and the ball have constant densities ρc and ρh , respectively. Find the ratio
ρc /ρh for which the center of mass of the ice-cream is on the plane separating the cone from the
ball.

25
Solution: 3 tan2 α.

Exercise 3.39 Consider a solid V ⊂ IR3 limited by the surfaces

z 2 = x2 + y 2 and (z − 2)2 = 9 (x2 + y 2 ) .

(i) Make a sketch of the solid V .

(ii) Compute the coordinates of the center of mass if the densitiy of V is ρ(x, y, z) = 1.

Solution: CM = (0, 0, 3/4).

26
4 Path and surface integrals
4.1 Integrals along paths and conservative fields.
Exercise 4.1 Compute the following path integrals:
i) f (x, y) = 2xy 2 along the circle of radius R in the first quadrant.
ii) f (x, y, z) = (x2 + y 2 + z 2 )2 along the helix r(t) = (cos t, sint, 3t), from the point (1, 0, 0)
to the point (1, 0, 6π).
√
Solution: i) 2R4 /3; ii) 2π 10(5 + 120π 2 + 1296π 5 )/5.

Exercise 4.2 Consider a string arranged along the parabola y = x2 that goes from the point
(0, 0) to the point (2, 4) and has density ρ(x, y) = x. Compute the length and the mass of the
string.
√ √
Solution: Length: 17 + (log(4 + 17))/4, Mass: (173/2 − 1)/12.

Exercise 4.3 Compute the path integrals of the vector field f along the given paths:
i) f (x, y) = (x2 − 2xy, y 2 − 2xy), along the parabola y = x2 from (−1, 1) to (1, 1),
ii) f (x, y) = (x2 + y 2 , x2 − y 2 ), along the curve y = 1 − |1 − x|, from (0, 0) to (2, 0),
iii) f (x, y, z) = (y 2 − z 2 , 2yz, −x2 ), along the path given by r(t) = (t, t2 , t3 ), for t ∈ [0, 1],
iv) f (x, y, z) = (2xy, x2 + z, y), along the line that connects (1, 0, 2) with (3, 4, 1).

Solution: i) − 14/15; ii) 4/3; iii) 1/35; iv) 40.

Exercise 4.4 Consider the vector function f (x, y) = (x2 , y). Compute the path integral of f
along the following paths that start at (1, 0) and end at (−1, 0):
i) The line segment connecting both points.
ii) The two possible paths of the rectangle [−1, 1] × [−1, 1].
iii) The upper semi-circle that connects both points.

Solution: −2/3 in all cases.

Exercise 4.5 Compute:

Z
i) (x − y)dx + (x + y)dy, where g is the line connecting (1,0) with (0,2).
g
Z
ii) x3 dy − y 3 dx, where C is the unit circle.
ZC
dx + dy
iii) , where Γ is the square of vertices (1,0), (0,1), (−1, 0) and (0, −1), traversed
Γ |x| + |y|
once
Z in a counterclockwise direction.
iv) (x + 2y)dx + (3x − y)dy where ρ is the ellipse defined by x2 + 4y 2 = 4, traversed once
ρ
in a counterclockwise direction.
√ √
Z 3
y dx − xy 2 dy
v) 5
, where R is the curve x = 1 − t2 , y = t 1 − t2 , −1 ≤ t ≤ 1.
R x

27
Solution: i)7/2; ii) 0; iii) 0; iv) 2π; v) − π/2.

Exercise 4.6 Compute:

Z
i) y dx − x dy + z dz, where γ is the curve resulting from the intersection of the cylinder
γ
x2 + y 2 = a2 and the plane z − y = a and oriented counterclockwise.
Z
ii) F, where F(x, y, z) = (2xy + z 2 , x2 , 2xz) and γ is the curve resulting from the inter-
γ
section of the plane x = y and the sphere x2 + y 2 + z 2 = a2 , oriented positively.
Z
iii) F, where F(x, y, z) = (y, z, x) and γ is the intersection of x2 + y 2 = 2x with x = z.
γ

Solution: i) − 2πa2 ; ii) 0; iii) 0.

Exercise 4.7 A particle of mass m moves along the curve

r(t) = (t2 , sint, cos t), t ∈ [0, 1].

Assuming Newton’s second law f (t) = mr00 (t), compute the force that acts on the particle.
Compute also the total work done by this force field.

Solution: F(t) = m(2, −sint, − cos t) and the work done by the force field along the curve is 2m.

Exercise 4.8 Find the value of b > 0 that minimizes the work done by the force field F(x, y) =
(3y 2 + 2, 16x) for moving a particle from (−1, 0) to (1, 0) along the semi-ellipse b2 x2 + y 2 = b2 ,
y ≥ 0.

Solution: The minimal work done is −4π 2 + 4, for b = π.

Exercise 4.9 Consider the force field F(x, y) = (cxy, x6 y 2 ), a, b, c > 0. Compute the value of
a as a function of c in order that the work done by this force field in moving a particle along
the parabola y = axb from x = 0 to x = 1 does not depend on b.
p
Solution: a = 3c/2

Exercise 4.10 Compute the work done by the force field F(r, θ) = (−4sinθ, 4sinθ) (given in
polar coordinates) in moving a particle along the curve r = e−θ from (1,0) to the origin.

Solution: 8/5.

Exercise 4.11 Consider the force field F(x, y, z) = (siny + z, x cos y + ez , x + yez ).

i) Show that the path integral along any closed piecewise regular curve equals 0.
ii) Compute a potential function for F , i.e. find a function φ such that F = ∇φ.

Solution: i) rot F = 0 and F is of class C 1 on IR3 . ii) φ(x, y, z) = x(siny + z) + yez .

Z
2 2 2 2 2 2
Exercise 4.12 Compute F, where F(x, y, z) = (2xzex +y , 2yzex +y , ex +y ) y γ is the
γ
curve in IR3 defined by r(t) = (t, t2 , t3 ), 0 ≤ t ≤ 1.

28
Solution: e2 .
 2 
Exercise 4.13 Consider the following curve in IR3 , γ(t) = et + t(1 − e) − 1, sin5 (πt), cos(t2 − t) ,
t ∈ [0, 1], and the vector field F(x, y, z) = (y + z + x4 sinx5 , x + z + arctany, x + y + sin2 z).
Z
i) Compute F.
γ
ii) Does a function f exist such that ∇f = F? Find f , if possible.
1 1 z 1
Solution: i) 0; ii) f (x, y, z) = xy + xz + yz − cos x5 + yarctany − log(1 + y 2 ) + − sin2z.
5 2 2 4

Exercise 4.14 Consider the following curve in IR3 , Γ = { x2 + y 2 = 1, z = y 2 − x2 }, and the

vector field F(x, y, z) = (y 3 , ey , z).
Z
i) Compute F.
Γ
ii) Does a function f exist such that ∇f = F?

Solution: i) − 3π/4; ii) No.

Exercise 4.15 Find a and b such that the vector field

 
w(x, y) = e2x+3y (asinx + a cos y + cos x), (bsinx + b cos y − siny)

is conservative and compute a potential function in this case.

Solution: a = 2, b = 3; ϕ(x, y) = e2x+3y (sinx + cos y) + C.

Exercise 4.16 Consider the vector field

 log(xy) log(xy) 
F(x, y) = , ,
x y
defined for x > 0, y > 0, and let a > 0, b > 0 be two constants.
Z
i) Compute F where γ is the hyperbola xy = a for x1 ≤ x ≤ x2 .
γ
ii) If A is any point on the hyperbola xy = a, B is any point on the hyperbola xy = b, and
γ is any curve of class C 1 contained in the first quadrant that joins A with B, show that
Z
1
F = log(ab) log(b/a) .
γ 2

1

2 R
Solution: i) F = ∇f , with f (x, y) = 2 log(xy) + c, γ F = 0.

29
4.2 Surface integrals.
Exercise 4.17 Compute the area of the following surfaces:

i) sphere of radius R;
ii) circular cone parametrized by r(u, v) = (u cos v, usinv, u), where 0 ≤ u ≤ a and 0 ≤ v ≤
2π.
iii) piece of the paraboloid z = x2 + y 2 which lies within the cylinder x2 + y 2 = a2 ;
iv) piece of the cylinder x2 + z 2 = 16 bounded by the cylinder x2 + y 2 = 16.
√
Solution: i) 4πR2 ; ii) πa2 2; iii) π((1 + 4a2 )3/2 − 1)/6; iv) 128.

Exercise 4.18 Find the area of the surface of the sphere x2 + y 2 + z 2 = a2 lying outside the
cylinders x2 + y 2 = ±ax.

Solution: 8a2 .

Exercise 4.19

i) Deduce the formula of the area of a surface of revolution obtained by rotating the graph
of the function y = f (x), 0 < a ≤ x ≤ b, around the vertical axis:
Z b p
A = 2π x 1 + (f 0 (x))2 dx ,
a

for the parametrization s(r, θ) = (r cos θ, rsinθ, f (r)), where a ≤ r ≤ b and 0 ≤ θ ≤ 2π.
ii) Give the area of the surface of the torus obtained by rotating the graph (x − R)2 + y 2 =
c2 , 0 < c < R.
iii) Give the corresponding parametrization for an analogous formula in the case where the
graph y = f (x), a ≤ x ≤ b, is rotated along the horizontal axis.

Solution: ii) 4π 2 Rc; iii) s(x, θ) = (x, f (x) cos θ, f (x)sinθ)).

Exercise 4.20 Consider a subset of IR3 given by W = {1 ≤ z ≤ (x2 + y 2 )−1/2 }. Show that
the volume of W is finite and that its boundary has infinite area.

Solution: V = π.

4.3 Theorems of Green, Stokes and Gauss.

Exercise 4.21 Consider the surface S = { (x, y, z) ∈ IR3 : x2 + y 2 + z 2 = 1, y ≥ 0 } with
normal vector field n outer to the unit sphere and the function F(x, y, z) = (x + z, y + z, 2z).
Z
i) Compute F · n.
S
Z
ii) Compute rot F · n.
S

Solution: i) 8π/3; ii) π.

30
 Z
Exercise 4.22 Compute F · n in the following cases, where n is the unit outer normal in
S
items i) iii) iv), and the unit upper normal (i.e. the third component is positive) in item ii):

i) F(x, y, z) = (x2 , y 2 , z 2 ) and S is the boundary of the cube 0 ≤ x, y, z ≤ 1.

ii) F(x, y, z) = (xy, −x2 , x + z) and S is the piece of the plane 2x + 2y + z = 6 in the first
octant.
p
iii) F(x, y, z) = (xz 2 , x2 y−z 2 , 2xy+y 2 z) and S is the upper semi-sphere z = a2 − x2 − y 2 .
2
iv) F(x, y, z) = (2x2 + cos yz, 3y 2 z 2 + cos(x2 + zp
2 ), ey − 2yz 3 ) and S is the surface of the

solid defined by the intersection of the cone z ≥ x2 + y 2 with the sphere x2 +y 2 +z 2 ≤ 1.

Solution: i) 3; ii) 27/4; iii) 2πa5 /5; iv) 0.

Z
Exercise 4.23 Compute in two ways (5−xy−y 2 )dx−(2xy−x2 )dy, where γ is the square with
γ
vertices (0,0), (1,0), (1,1) y (0,1): applying directly the definition and using Green’s theorem.

Solution: 3/2.

Exercise 4.24 Let f be a differentiable function in IR and consider

2 y
P (x, y) = ex − , Q(x, y) = f (y) .
3 + exy
Z
If γ is the boundary of the square [0, 1] × [0, 1] traversed positively, compute P dx + Qdy.
γ

Solution: (1 − log(e + 3) + log 4)/3.

Exercise 4.25 Consider the functions P (x, y) = y/(x2 + y 2 ) and Q(x, y) = −x/(x2 + y 2 ). Let
C = ∂D be a closed, piecewise regular curve that does not pass through the origin.
∂Q ∂P
i) Show that = .
∂x ∂y
Z
ii) If (0, 0) ∈ D, prove that P dx + Q dy = ±2π.
C
Z
iii) If (0, 0) ∈
/ D, compute P dx + Q dy.
C

Solution: iii) 0.

−y dx + (x − 1) dy
Z
Exercise 4.26 Compute , where γ is a closed, simple, piecewise regular
γ (x − 1)2 + y 2
curve containing the point (1, 0) in its interior.

Solution: iii) ± 2π depending on the orientation of γ.

Exercise 4.27

31
 i) Let A be the area of the region D, bounded by a closed, simple, piecewise regular curve
C which is positively oriented. Show that in Cartesian coordinates
Z
1
A= −y dx + x dy ,
2 C

and that in polar coordinates Z

1
A= r2 (θ) dθ.
2 C

ii) Compute the area contained in the loop parametrized by s(t) = (t2 − 1, t3 − t).
iii) Compute the area of the cardioid given in polar coordinates by r(θ) = a(1 − cos θ),
(0 ≤ θ ≤ 2π).

Solution: ii) 8/15; iii) 3πa2 /2.

Exercise 4.28
Z
i) Compute (x + 2y)dxdy, where D is the region bounded by the interval [0, 2π] and the
D
arc of the cycloid x = t − sint, y = 1 − cos t, for 0 ≤ t ≤ 2π.
Z
ii) Compute xy 2 dxdy, where D is the region bounded by the astroid x = cos3 t, y =
D
sin3 t, 0 ≤ t ≤ π/2 and the two axis.
Z
iii) Compute y 2 dxdy, where D is region bounded by the curve x = a(t − sin2 t), y =
D
asin2 t, 0 ≤ t ≤ π, and the line connecting the the end points.

Solution: i) − 2π(3π + 2); ii) 8/2145; iii) 0.

Z
Exercise 4.29 Use Stoke’s theorem to compute the following integrals curl F, where the
S
orientation of S is given by the unit outer normal to S:

i) F(x, y, z) = (x2 y 2 , yz, xy) and S is the paraboloid z = a2 − x2 − y 2 , z ≥ 0.

ii) F(x, y, z) = ((1 − z)y, zex , xsinz) and S is the upper semi-sphere of radius a.
iii) F(x, y, z) = (x3 + z 3 , ex+y+z , x3 + y 3 , ) and S = { x2 + y 2 + z 2 = 1, y ≥ 0 }.

Solution: i) 0; ii) − πa2 ; iii) 0.

 √ 
Exercise 4.30 Consider the vector field F(x, y, z) = y , x2 , (x2 + y 4 )3/2 sin(e xyz ) . Com-
Z
pute curl F · n, where n is the unit inner normal of the semi-ellipsoid
S

S = {(x, y.z) : 4 x2 + 9 y 2 + 36 z 2 = 36 , z ≥ 0} .

Solution: 6π.

Exercise 4.31 Consider the vector field F(x, y, z) = (2y, 3z, x) and the triangle of vertices
A(0, 0, 0), B(0, 2, 0) and C(1, 1, 1) which we denote by T .

32
 i) Choose an orientation for the surface of the triangle T and the corresponding induced
orientation for its boundary.
ii) Compute the path integral of the field F along the boundary of T .

Solution: i) n = (1, 0, −1); the boundary is traversed from A to B, from B to C and from C to
A; ii) − 1.

Exercise 4.32 Consider the vector valued function F(x, y, z) = (ysin(x2 + y 2 ), −xsin(x
Z
2 +

y 2 ), z(3 − 2y)) and the region W = {(x, y, z) ∈ IR3 : x2 + y 2 + z 2 ≤ 1, z ≥ 0}. Compute F.

∂W

Solution: 2π.

Exercise 4.33 Verify Stokes’ theorem in the following cases:

i) F(x, y, z) = (y 2 , xy, xz), over the paraboloid z = a2 − x2 − y 2 , z ≥ 0.

ii) F(x, y, z) = (−y 3 , x3 , z 3 ) over S = { z = y, y ≥ 0, x2 + y 2 ≤ 1 }.

Solution: i) 0; ii) 3π/4.

Exercise 4.34 A vector field on IR3 is given by F(x, y, z) = (P1 (x, y)+P2 (x, z), x+Q(y, z), R(x, y, z)),
with
Z P1 , P2 , Q, R ∈ C 2 (IR3 ). If Γh is the section of the cylinder x2 + y 2 = 1 at high h, show that
F is independent of h.
Γh
Z
Exercise 4.35 Compute the integral F, where
S

i) F(x, y, z) = (18z, −12, 3y) and S the region of the plane 2x + 3y + 6z = 12 in the first
octant.
ii) F(x, y, z) = (x3 , x2 y, x2 z) and S is the closed surface bounded by the cylinder x2 + y 2 =
a2 , 0 ≤ z ≤ b, and the upper and lower covers.
iii) F(x, y, z) = (4xz, −y 2 , yz) and S is the surface bounded by the cube 0 ≤ x, y, z ≤ 1.
iv) F(x, y, z) = (x, y, z) and S is a bounded simple surface.

Solution: i) 24; ii) 5πa4 b/4; iii) 3/2; iv) 3|Ω|, where S = ∂Ω.

Exercise 4.36 Let S be the square of vertices (0, 0, 0), (0, 1, 0), (0, 0, 1) and (0, 1, 1) (oriented
with the upper unit normal, i.e. positive first coordinate). Consider also the vector field

F(x, y, z) = (xy 2 , 2y 2 z, 3z 2 x).

Z
Compute curl F · n in two different ways (using Stokes’ theorem).
S

Solution: -2/3.

Exercise 4.37 Compute the flux of the vector field F(x, y, z) = (y 2 , yz, xz) across the surface
of the tetrahedron bounded by x = 0, y = 0, z = 0, x + y + z = 1, with orientation given by the
unit outer normal to the surface.

33
Solution: 1/12.

Exercise 4.38 Assume that the temperature in IR3 is proportional to the square of the distance
to the vertical axis and consider the region V = { (x, y, z) ∈ IR3 : x2 + y 2 ≤ 2z, z ≤ 2 }.

i) Compute the volume of V .

ii) Compute the mean temperature on V .
iii) Compute the (outward) flux of the gradient of the temperature across ∂V .

Solution: i) 4π; ii) 4α/3 (where α is the constant of proportionality); iii) 16απ.

Exercise 4.39 Consider S the sphere of radius a oriented with respect to its outer normal
and z 2 2 x2 +y 2 +z 2 ) be a vector field. Compute
Z let F(x, y, z) = (sinyz + e , x cos z + log(1 + x + z ), e
F · n.
S

Solution: 0.

Exercise 4.40 Consider the union S = S1 ∪ S2 , where S1 and S2 are the surfaces

S1 = { x2 + y 2 = 1, 0 ≤ z ≤ 1 } S2 = { x2 + y 2 + (z − 1)2 = 1, z ≥ 1 },

and let F(x, y, z) = (zx + z 2 y + x, z 3 yx + y, z 4 x2 ) be a vector field.

Z
i) Compute curl F · n using Stokes’ theorem.
S
ii) Compute the same integral using Gauss’ theorem.

Solution: 0.
Z
2
Exercise 4.41 Consider the differentiable function h : IR → IR. Compute F · n, where n
∂Ω
is the unit normal inner with respect to ∂Ω, and
2 2
!
x
et +y
Z
F(x, y, z) = y 2 +z 2
e + p dt, sin(x2 + ez ), h(x, y) ,
0 t2 + y 2
p
Ω = { (x, y, z) ∈ IR3 : x2 + y 2 ≤ 1, 0 ≤ z ≤ x2 + y 2 , x ≥ 0, y ≥ 0 }.

Solution: π(1 − e)/4.

Exercise 4.42 Consider the vector field

 Z x 
2 +cos z
z
F(x, y, z) = y e , e−t dt , z(x2 + y 2 ) .
0
Z
Compute F · n, where n is the normal outer to the boundary of the region
∂Ω

Ω = {(x, y, z) : x2 + y 2 + z 2 < a2 , x2 + y 2 < z 2 } .

√
Solution: (8 − 5 2)πa5 /15.

34
Exercise 4.43 Consider the surface S given by
 
1
S = (x, y, z) | z = 2 − (x2 + y 2 ) , z ≥ 0
2

(i) Sketch the surface S and the curve c (lying in the plane z = 0) given as the boundary of
S, i.e. c = ∂S.

(ii) Parametrize the curve c and use Stokes’ theorem to compute the surface integral
Z Z
I= (∇ × F) · dS
S
 
of the vector field F(x, y, z) = xy , ey , arctan(xyz) .

Solution: I = 0.

35
5 Laplace transform and differential equations
5.1 Laplace transform.
Exercise 5.1 Consider a function f : [0, ∞) −→ IR which is integrable and has exponential
growth (i.e., |f (t)| ≤ c eαt , for all t > T , where c, α, T are constant which depend on f ). The
Laplace transform of f is defined by
Z ∞
L(f )(s) = e−st f (t) dt .
0

i) Show that L(f )(s) converges for each s ∈ (α, ∞) and is continuous on this interval.
ii) If |f (t)| ≤ c eαt , for all t > 0, then prove that
 
L(f )(s) ≤ c
, s > α.
s−α

Exercise 5.2

i) Show that if f (t) ≡ 1, then L(f )(s) = 1/s, for s > 0.

ii) Integrating by parts show that if f (t) = tn , (n ∈ IN ), then
n!
L(f )(s) = , s > 0.
sn+1

iii) Show that if f (t) = t−1/2 , then

r
π
L(f )(s) = .
s
Is there any contradiction to the preceding item?

Exercise 5.3 Prove the following properties of the Laplace transform:

i) L(αf + βg) = α L(f ) + β L(g), α, β ∈ IR.

ii) Define f = 0 for t < 0. If a > 0 then

L(f (t − a))(s) = e−as L(f )(s) .

iii) L(e−at f (t))(s) = L(f )(s + a), a ∈ IR.

1 s
iv) L(f (at))(s) = L(f (t)) , a > 0.
a a
Exercise 5.4 Compute the Laplace transforms of the following functions indicating in each
case the corresponding domain.

i) f (x) = eax , (a ∈ IR),

ii) f (x) = x eax , (a ∈ IR),
√
iii) f (x) = ex / x , x ≥ 0,
iv) f (x) = xb eax , (a ∈ IR, b > −1),
v) f (x) = sin(ax), (a ∈ IR),

36
 vi) f (x) = cos(ax), (a ∈ IR),
vii) f (x) = e−ax cos(bx), (a, b ∈ IR),
viii) f (x) = e−ax sin(bx), (a, b ∈ IR),
2
ix) f (x) = sin x,
x) f (x) = cos2 x.
p
Solution: i) 1/(s−a), s > a; ii) 1/(s−a)2 , s > a; iii) π/(s − 1) , s > 1; iii) n!/(s−a)n+1 , s > a;
iv) Γ(b+1)/(s−a)b+1 , s > a; v) a/(s2 +a2 ), s > 0; vi) s/(s2 +a2 ), s > 0; vii) (s+a)/(b2 +(s+a)2 ),
s > −a; viii) b/(b2 + (s + a)2 ), s > −a; ix) 2/[s(s2 + 4)], s > 0; x) (s2 + 2)/[s(s2 + 4)], s > 0.
Exercise 5.5 Let f be a continuous function on [0, ∞) with exponential growth.
i) Show that if f is differentiable on (0, ∞) and f 0 is continuous, then
L(f 0 )(s) = s L(f )(s) − f (0) .

ii) Deduce from i) that if f 00 is also continuous, then

L(f 00 )(s) = s2 L(f )(s) − s f (0) − f 0 (0) .

iii) Show that L(f ) is differentiable and that

d
[L(f )(s)] = −L(t f (t))(s) .
ds
iv) Finally, show that L(f ) has derivatives of all orders and that
dn
[L(f )(s)] = (−1)n L(tn f (t))(s) .
dsn
Exercise 5.6 Using the preceding exercise if necessary, compute the Laplace transforms of the
following functions indicating in each case the corresponding domain:
i) f (x) = x cos(ax) (a ∈ IR),
ii) f (x) = x2 sin(ax) (a ∈ IR),
3
iii) f (x) = sin x ,
iv) f (x) = cos3 x .
Hints: v) 4sin3x = 3sinx − sin3x; vi) 4 cos3 x = 3 cos x + cos 3x
Solution: i) (s2 − a2 )/(s2 + a2 )2 , s > 0; ii) (6as2 − 2a3 )/(s2 + a2 )3 , s > 0;
iii) 6/[(s2 + 1)(s2 + 9)], s > 0; iv) (s3 + 7s)/[(s2 + 1)(s2 + 9)], s > 0.
Exercise 5.7 Find the function whose the Laplace transform is given by
1 1
i) 2
ii)
s −1 (s + 1)2

1 1
iii) iv) (n ∈ IN )
s(s + 1)2 sn

1 4s + 12
v) vi)
(s − 1)2 (s2 + 1) s2 + 8s + 16

s e−πs/2 1
vii) viii) √ .
s2 + a2 s

37
Solution: i) senh x = (ex − e−x )/2; ii) x e−x ; iii) 1 − (x + 1) e−x ; iv) xn−1 /(n − 1)!;
v) 21 ((x − 1)ex + cos x); vi) 4(1 − x)e−4x ; vii) cos(a(x − π/2)) si x ≥ π/2, 0 si x < π/2;
√
viii) 1/ πx.

5.2 Ordinary differential equations.

Exercise 5.8 Solve the following initial value problems
 0  0
y − 3y = e2t y + 3y = sin2t
i) ii)
y(0) = 1 y(0) = 0

y 0 − 5y = cos 3t y 0 − 5y = e5t
 
iii) iv)
y(0) = 1/2 y(0) = 1/2

y 00 + 2y 0 + y = e−t y 00 − y = e2t
 
v) vi)
y(0) = 0, y 0 (0) = 1 y(0) = 0, y 0 (0) = 1

y 00 + 16y = cos 4t y 00 + 2y 0 + y = e−3t

 
vii) viii)
y(0) = 0, y 0 (0) = 1 y(0) = 1, y 0 (0) = 0

y 00 − 6y 0 + 9y = t2 e3t y 00 + 4y 0 + 6y = 1 + e−t
 
ix) x)
y(0) = 2, y 0 (0) = 6 y(0) = 0, y 0 (0) = 0

Solution: i) y(t) = 2e3t − e2t ; ii) y(t) = (2e−3t − 2 cos 2t + 3sin2t)/13;

iii) y(t) = (22e5t − 5 cos 3t + 3sin3t)/34; vi) y(t) = (e2t − e−t )/3;
vii) y(t) = [(2 + t) sin4t]/8; viii) y(t) = (e−3t + 3e−t + 6te−t
√)/4; √ −2t √
4 3t −t −2t
ix) y(t) = (24 + t )e /12; x) y(t) = (1 + 2e − 3e cos( 2 t) − 2 2 e sin( 2 t))/6.

Exercise 5.9 Solve the following initial value problems for t > 0:
 000
y (t) − 4y 00 (t) − 5y 0 (t) = 3
i)
y(0) = y 00 (0) = 0, y 0 (0) = 1.
 000
x (t) + x00 (t) − 6x0 (t) = 0
ii)
x(0) = x0 (0) = 0, x00 (0) = 1.

Solution: i) y(t) = 4e5t /75 − 4e−t /3 + 96/75 − 3t/5; ii) x(t) = e2t /10 + e−3t /15 − 1/6.

Exercise 5.10 Solve the following initial value problem for ω 6= ω0

 00
 x + ω02 x = ksinωt ,t > 0

x(0) = x0 (0) = 0


This system describes the forced (and non-damped) oscillations of a mass attached to a spring
of constant k. What happens if ω = ω0 ?
Hint: L−1 { (s2 +k
1
2 )2 } =
1
2k3
(sin kt − kt cos kt).

k ω0 sinωt−ωsinω0 t k
Solution: x(t) = ω0 · ω02 −ω 2
si ω 6= ω0 ; x(t) = 2ω02
(sinω0 t − ω0 t cos ω0 t) si ω = ω0 .

38