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Chapter 11: Multivariable Integral Calculus and Its Applications — Advanced Mathematics - Collection of Formulas

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Chapter 11: Multivariable Integral Calculus and Its Applications

11.1 Curve Integrals of the First Kind

11.1.1 Curve Integral with Respect to Arc Length

Definition: Thelineintegralofthearclengthontheplane

description: $$\int_{L}f(x,y)ds=\lim_{\lambda\to0}\sum_{i=1}^{n}f(\xi_{i},\eta_{i})\Delta s_{i}$$

Explanation

  • A binary function integrating along a two-dimensional curve segment;
  • Divide the curve into n small ends, multiply the curve's function value by the length of the small arc segment, sum each segment and take the limit. If this limit exists, then the line integral exists;

Theorem: Propertiesoflineintegrals

description: $$\int_{L(AB)}f(x,y)ds=\int_{L(BA)}f(x,y)ds$$

Explanation

  • Meaning: Line integral is unrelated to the direction of the path;

Inference

  • 1. $\int_{L_{1}+L_{2}}f(x,y)ds=\int_{L_{1}}f(x,y)ds+\int_{L_{2}}f(x,y)ds$;
  • 2. $\int_{L}[df(x,y)+\beta g(x,y)]ds=\alpha\int_{L}f(x,y)ds+\beta\int_{L}g(x,y)ds$;
  • 3. $\int_{C}f(x,y)ds=\int_{C_{1}}f(x,y)ds+\int_{C_{2}}f(x,y)ds$;
  • 4. $f(x,y)<=g(x,y) ; \int_{L}f(x,y)ds\leq\int_{L}g(x,y)ds$

11.1.2 Calculation of Curve Integrals

Theorem: Thefirsttypecalculatescurveintegrals: Direct method

Description: assume the parameter equation of L is $\begin{cases}x=\varphi(t),\\y=\psi(t),&\end{cases}(\alpha\leqslant t\leqslant\beta)$, then: $$\int_{L}f(x,y)\mathrm{d}s=\int_{\alpha}^{\beta}f(\varphi(t),\psi(t))\sqrt{\varphi'(t)^2+\psi'(t)^2}\mathrm{d}t$$

Explanation

  • Note:
  • ds is the arc derivative of the curve;
  • The upper and lower limits are arc lengths from small to large;

Theorem: Line integrals of the first kind in Cartesian coordinates

description: $\text{ If }C:y=y(x),\quad a\leq x\leq b$, then:
$$\int_{}f(x,y)\mathrm{d}s=\int_{a}^{b}f(x,y(x))\sqrt{1+y'^2(x)}\mathrm{d}x$$

Explanation

  • Equivalent to treating x as a parameter;

Theorem: Thefirsttypecalculatescurveintegrals: Polar coordinate equation

description: $\text{ If }C:\rho=\rho (\theta)\quad\alpha\leq\theta\leq\beta$, then:
$$\int_{C}f(x,y)ds=\int_{\alpha}^{\beta}f(\rho(\theta)\cos\theta,\rho(\theta)\sin\theta)\sqrt{\rho^{2}(\theta)+\rho^{\prime2}(\theta)}d\theta $$

Theorem: Parityoftheintegralcurve

description: $$\int_{C}f(x,y)\mathrm{d}s=\begin{cases}2\int_{C_{x>4}}f(x,y)\mathrm{d}s,&f(-x,y)=f(x,y)\\0,&f(-x,y)=-f(x,y)\end{cases}$$

Theorem: Symmetry

description: General situation: $\int_{c}f(x,y)\mathrm{d}s=\int_{c}f(y,x)\mathrm{d}s$
Special: $\int_Cf(x)ds=\int_Cf(y)ds$

11.2 Curve Integrals of the Second Kind

Explanation: Method selection

  • Closed Section:
  • Green's formula
  • Non-closed interval:
  • Check: Check whether it is independent of the path -> Use partial derivatives to see if they are equal
  • It is path-independent
  • Change the path
  • Use a potential function.
  • The integral is path-dependent.
  • Direct calculation is convenient -> Direct calculation
  • Direct calculations are inconvenient -> Supplement Green

11.2.1 Basic Concepts

Definition: Thesecondtypeiscurveintegrals

description: $$\int_{L}P(x,y)dx+Q(x,y)dy=\lim_{\lambda\to0}\sum_{i=1}^{n}[P(\xi_{i},\eta_{i})\Delta x_{i}+Q(\xi_{i},\eta_{i})\Delta y_{i}]$$

Explanation

  • Divide the curve arbitrarily into n small ends, and multiply the projection of each directional small arc segment on the x-axis

Properties: Curves have direction; changing direction can alter symbols

  • $$\int_{L(AB)}Pdx+Qdy=-\int_{L(BA)}Pdx+Qdy$$

11.2.2 Calculation Methods

Method One: Direct Method

Theorem: Thesecondtypecalculatescurveintegrals

Description: If $L$ is parametrized by $\begin{cases}x=\varphi(t)\\y=\psi(t)\end{cases}$ and $t$ runs from $\alpha$ at the initial point $A$ to $\beta$ at the terminal point $B$, then $$\int_{L}P(x,y)\,dx+Q(x,y)\,dy = \int_{\alpha}^{\beta}[P(\varphi(t),\psi(t))\varphi^{\prime}(t)+Q(\varphi(t),\psi(t))\psi^{\prime}(t)]\,dt.$$

Explanation

  • Concept:
  • Write out the parameter equations, carry them in, and convert them into definite integral calculations;
  • Note:
  • The upper and lower limits are calculated from the starting point parameter -> the endpoint parameters, rather than by size;

Method 2: Green's Formula

  • On a double integral of a closed region D in a plane, can only the value difference on the boundary curve L be found without calculating the values of all points on the surface?
  • This function is achieved by Green's formula;

Definition: Singleconnectedarea

Description: A plane region $D$ is simply connected if every simple closed curve in $D$, together with its interior, lies entirely in $D$. Otherwise, the region is multiply connected.

Theorem: Greensformula

Description: Let the closed region $D$ be bounded by a piecewise smooth, positively oriented curve $L$. If $P(x,y)$ and $Q(x,y)$ have continuous first-order partial derivatives on $D$, then:
$$\iint_{D}\left(\frac{\partial Q}{\partial x}-\frac{\partial P}{\partial y}\right)\mathrm{d}\sigma =\oint_{L}Pdx+Qdy$$

Explanation

  • Note:
  • The range of Green's theorem used -> must be on a closed region: that is, the curve is closed;
  • The positive and negative directions are relative to the current area;
  • Where:
  • L is the positive boundary curve of region D;

Supplement: Closing an open path before applying Green's theorem

  • For an open path, add a convenient auxiliary segment to form a closed curve, apply Green's theorem, and then subtract the integral over the auxiliary segment.

Theorem: Usinglineintegralsisindependentofthepath

description:
$\text{ i) Determination: }\frac{\partial P}{\partial y}=\frac{\partial Q}{\partial x} (\text{ Region }D\text{ Simply connected }))$
$ii)\text{ Calculation }:$
(a) Change path: First, change to a simpler path (usually along the coordinate axis).
(b) Using a potential function: $\int_{(x_{1},y_{1})}^{(x_{2},y_{2})}P\mathrm{d}x+Q\mathrm{d}y=F(x_{2},y_{2})-F(x_{1},y_{1})$
Methods for finding the potential function: 1. Integrate one partial derivative and determine the remaining function; 2. Complete the total differential.

11.2.3 The Relationship Between Two Classes of Line Integrals

Theorem: Theconnectionbetweenthetwotypesoflineintegrals

description: $$\int_{L}P\mathbf{d}x+Q\mathbf{d}y=\int_{L}(P\cos\alpha+Q\cos\beta)\mathbf{d}s$$

11.2.4 Calculation Method: Space

11.2.4.1 Direct Method

Theorem: Secondspatialcalculationsforcurvedareafractions

description: $\text{ Let }L:x=x(t),y=y(t),z=z(t),\quad t\in[\alpha,\beta]$
$$\int_{L}P(x,y,z)dx+Q(x,y,z)dy+R(x,y,z)dz\\=\int_{a}^{\beta}\{P[x(t),y(t),z(t)]x^{\prime}(t)+Q[x(t),y(t),z(t)]y^{\prime}(t)+\\R[x(t),y(t),z(t)]z^{\prime}(t)\}dt$$

11.2.4.2 Stokes Formula

Theorem: Stokesformula

description: $$\int_{L}P(x,y,z)\mathrm{d}x+Q(x,y,z)\mathrm{d}y+R(x,y,z)dz=$$ Study-note illustration: 11.2.4.2 Stokes Formula

Explanation

  • When planar: choose the first method
  • Other times: choose the second option

11.3 Category I Curvaturous Area Partitions

11.3.1 Surface Integrals of the First Kind

Example: Given that a curved surface component has a continuous surface density ρ(x, y, z), find its mass M;

  • Illustration
  • Study-note illustration: 11.3.1 Surface Integrals of the First Kind
  • Multiply the density on each small area by its area, then sum them all to get the complete mass: $M=\lim_{\lambda\to0}\sum_{k=1}^n\rho(\xi_k,\eta_k,\zeta_k){\Delta S_k}$

Definition: Thefirstcategoryistheareaofcurves

description: $\text{ Let }\sum\text{ It is a smooth curved surface },f(x,y,z)\text{ It is defined as }\sum\text{ The first one }\text{ If }\Sigma\text{ Perform arbitrary segmentation and arbitrary local area point selection },$ can be obtained
Product sum limit: $\lim_{\lambda\to0}\sum_{k=1}^nf\left(\xi_k,\eta_k,\zeta_k\right)\Delta S_k$ exists in both cases, then this limit is called the function $f(x,y,z)$ the area component of the surface $\Sigma$ over the surface;
Written as: $$\iint_{\Sigma}f(x,y,z)dS=\lim_{\lambda\to0}\sum_{i=1}^{n}f(\xi_{i},\eta_{i},\zeta_{i})\Delta S_{i}$$

Explanation

  • Concept:
  • $ds$ Area equivalent to a small curved surface;
  • $f(x,y,z)$ Density equivalent to the surface of the surface;
  • $f(x,\gamma,z)\operatorname{d}S$ represents the mass of a small piece;
  • $\iint_{\Sigma}f(x,\gamma,z)\operatorname{d}S$ represents the sum limit for each small piece on the entire face;
  • $\Sigma$ Called the integration surface;
  • Explanation:
  • Multiply each function value by the area of its small surface element, sum, and take the limit. This first-kind surface integral is independent of orientation.
  • Nature:
  • 1. Integration surface independence: $$\iint_{\Sigma}f(x,y,z)dS=\iint_{-\Sigma}f(x,y,z)dS$$
  • 2. Existence of the surface part of the surface area: $\text{ If } f(x,y,z)\text{ On smooth curved surfaces }\sum\text{ Continuous on the upper stage }$, then the area component of the area of curvature exists;
  • 3. Additivity to the integration domain: If $\sum$ is smooth in shards, then $\iint_{\Sigma}f(x,y,z)\operatorname{d}S=\iint_{\Sigma_{1}}f(x,y,z)\operatorname{d}S+\iint_{\Sigma_{2}}f(x,y,z)\operatorname{d}S$
  • 4. Linear properties of integration: $$\begin{aligned}\iint_{\Sigma}[k_1f(x,y,z)\pm k_2g(x,y,z)]&\operatorname{d}S=k_1\iint_{\Sigma}f(x,y,z)\operatorname{d}S\pm k_2\iint_{\Sigma}g(x,y,z)\operatorname{d}S\end{aligned}$$

11.3.2 Calculation of Curvature Integrators of Area

11.3.2.1 Direct Method

Theorem: Calculationofthefirsttypeofcurvedareaanalysis

description:
There is a smooth surface with $\Sigma: z=z(x, y), (x, y)\in D_{xy}, f(x, y, z)$ continuity on $\sum$
then surface integral $\iint_{\Sigma}f(x, y, z)dS$ exists $, $ and has:
$$\iint_{\Sigma}f(x,y,{z}){\mathrm{d}S}=\iint_{D_{xy}}f(x,y,z(x,y))\sqrt{1+{z_x}^2(x,y)+{z_y}^2(x,y)}\mathrm{d}x\mathrm{d}y$$

Explanation

  • Essence:
  • Project the hard-to-find surface area onto a plane double integral on x and y to complete the calculation;
  • That is, project the surface $\sum$ onto $D_{xy}$ and convert it into a double integral on D;
  • ${\text{ If a surface is defined by the equation }x}=x(y,z){\text{ or }\operatorname*{y}}=y(z,x)\text{ Given , it can similarly differentiate the area of a given area into corresponding parts }\text{ The double integral }$;
  • Conversion:
  • Substitute z with the expression about xy to get the double integral;
  • Note:
  • When a form like $x^2+y^2=1$ appears, where the central axis is the z axis, it cannot be done directly;
  • At this point, $y=y(x,z)$ -> $\iint_{\Sigma}f(x,y,{z}){\mathrm{d}S}=\iint_{D_{xy}}f(x,y=y(x,z),z)\sqrt{1+{z_x}^2(x,z)+{z_z}^2(x,z)}\mathrm{d}x\mathrm{d}z$ should be used
  • Similarly, for $x=x(y,z)$ form;

11.3.2.1 Parity and Symmetry

Theorem: Theparityofthefirsttypeofsurfacefraction

description: if the surface $\sum$ is symmetric about $xoy$, then:
$$\iint_{\Sigma}f(x,y,z)\mathrm{d}S=\begin{cases}2\iint_{\sum_{z>0}} f(x,y,z)\mathrm{d}S,&f(x,y,-z)=f(x,y,z)\\0&f(x,y,-z)=-f(x,y,z)\end{cases}$$

Key Point: Symmetry

  • $x^2+y^2+z^2=1$ Good symmetry;
  • Therefore, symmetry can be used to simplify the calculation: $\iint_{\Sigma}(x^2+y^2)ds=(\frac{2}{3})\iint (x^2+y^2+z^2)ds=(\frac{2}{3})\iint 1ds=\frac{2}{3}4\pi$

11.4 Surface Integrals of the Second Kind

11.4.1 Projection toward surfaces and surface elements

The surface specified on the side is called a directed surface, whose direction is represented by the direction of the normal vector

Study-note illustration: 11.4.1 Projection toward surfaces and surface elements

  • Let $\Sigma$ be the directed surface $, $ and the projection of its surface element $\Delta S$ on the $xOy$ surface is denoted as $\left(\Delta S\right)_{xy}$

11.4.2 Surface Integrals with Respect to Coordinates

Definition: Thesecondcategoryisthecurvatureareaclassification

description: $$\iint_{\Sigma}R(x,y,z)dxdy=\lim_{\lambda\to0}\sum_{i=1}^nR(\xi_i,\eta_i,\zeta_i)(\Delta S_i)_{xy}$$

Explanation

  • Note: The second type of curved area has direction
  • Concept: What is the orientation of a surface?
  • The direction of a surface is the lateral direction of the surface: if the normal direction is up, then the side faces up; if the normal direction is downward, then the side faces down;
  • Explanation:
  • The function value of a point $R(\xi_i,\eta_i,\zeta_i)$ multiplied by its projection on xy: $(\Delta S_i)_{xy}$
  • If it is $dxdy$ -> projection on xy;
  • If it is $dzdx$ -> projection on xz;
  • Properties: Related to the direction of the integrating surface
  • Change the direction of the surface, with opposite values;
  • $$\iint_{\Sigma}Pdydz+Qdzdx+Rdxdy=-\iint_{-\Sigma}Pdydz+Qdzdx+Rdxdy$$

11.4.3 Calculating Surface Integrals of the Second Kind

11.4.3.1 Direct Method

Theorem: Calculationofthesecondtypeofcurvedareafraction

description:
Let the integrands be continuous on the smooth surface $\Sigma$.
1. If $\Sigma:z=z(x,y)$ over $D_{xy}$, then
$$\iint_{\Sigma}R\,dx\,dy=\pm\iint_{D_{xy}}R(x,y,z(x,y))\,dx\,dy.$$
2. If $\Sigma:x=x(y,z)$ over $D_{yz}$, then
$$\iint_{\Sigma}P\,dy\,dz=\pm\iint_{D_{yz}}P(x(y,z),y,z)\,dy\,dz.$$
3. If $\Sigma:y=y(z,x)$ over $D_{zx}$, then
$$\iint_{\Sigma}Q\,dz\,dx=\pm\iint_{D_{zx}}Q(x,y(z,x),z)\,dz\,dx.$$

Explanation

  • Explanation:
  • Convert the surface integral to a double integral over the appropriate projection domain.
  • Selection of positive and negative signs:
  • If projecting onto xy:
  • Make the integral -> positive sign on the upper side;
  • Score the -> minus sign on the lower side;
  • If projecting onto yz:
  • The front side of yoz -> positive sign;
  • The -> minus sign behind yoz;
  • If projecting onto xz:
  • xoz -> to the right of the positive sign;
  • The left side of xoz -> minus;
  • Note:
  • If at z=f(x,y):
  • If x is a constant -> the projected field is a line, then the integral equals 0;
  • If y is a constant -> the projection field is also a line, then the integral equals 0;

11.4.3.2 Gaussian Formula

Theorem: Gausssformula

description: $$\oint\oint_{\Sigma_{\text{ Outside }}}P\mathrm{d}y\mathrm{d}z+Q\mathrm{d}zdx+R\mathrm{d}x\mathrm{d}y=\iiint_{\Omega}\left(\frac{\partial P}{\partial x}+\frac{\partial Q}{\partial y}+\frac{\partial R}{\partial z}\right)\mathrm{d}V$$

Explanation

  • Concept:
  • Establish the relationship between the quadrilateral area of a closed surface and the threefold integral of the spatial body on the region enclosed by the surface;
  • In fact, it is a conclusion completely similar to Green's formula in the integral of curves;
  • Green's theorem establishes the relationship between the line integral of a closed curve in a plane and the double integral on the region enclosed by the closed curve;

Supplement: Use the Gaussian formula to cover the surface

  • When the surface is not closed, add a face using the Gaussian formula;
  • Then, the result calculated using Gauss's formula - is added to the added part;

11.4.4 The Relationship Between Two Types of Curvature Divisions

Concept: The relationship between two types of curved area fractions

  • Formula: $$\iint_{\Sigma}(P\cos\alpha+Q\cos\beta+R\cos\gamma)\mathrm{d}S=\iint_{\Sigma}(P\mathrm{d}y\mathrm{d}z+Q\mathrm{d}z\mathrm{d}x+R\mathrm{d}x\mathrm{d}y)$$
  • Explanation:
  • The right end is a type II area unit;
  • The left end is a type I area partition;
  • $(\cos\alpha,\cos\beta,\cos\gamma)$ are the direction cosines of the surface normal at that point.