\documentclass{article}\oddsidemargin=0in\headheight=-1.1in\textwidth=6.5in\textheight=9.5in\baselineskip=24pt\begin{document}%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%                                                                 %%                    MACROS     %                                                                 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%\def\eq{\begin{equation}}\def\endeq{\end{equation}}\noindent\large\centerline{{\bf Overview of Multivariate Integration}}\vspace{0.1in}\noindent\rule{6.5in}{0.01in}\\\setcounter{equation}{0}\large\baselineskip=22pt\noindent{\bf (I) DOUBLE INTEGRALS - {\normalsize CARTESIAN, POLAR}}\eq\int\!\!\int_R f(x,y) dA = \int_a^b\!\!\int_{c(x)}^{d(x)} f(x,y) dydx= \int_{\theta_1}^{\theta_2}\!\!\int_{R_1(r)}^{R_2(r)}f(r \cos\theta,r \sin\theta) r dr d\theta\endeq\begin{center}{\bf coordinate conversion}\end{center}\begin{center}\begin{tabular}{|l|}\hline $dA = dx \ dy = r dr d\theta$ \\\hline$x=r \cos\theta \quad , \quad y=r \sin\theta \quad  , \quad r2 = x2+y2$ \\\hline\end{tabular}\end{center}\begin{center}{\bf meaning}\end{center}\begin{center}\begin{tabular}{|l|l|}\hline $f$ & $\int\!\!\int_R f(x,y) dA$ \\\hline 1 &   area or region $R$ in $xy$-plane \\mass density ($kg/m2$) &  mass of region $R$ \\\hline\end{tabular}\end{center}\vspace{0.2in}\noindent{\bf (II) VOLUME INTEGRALS - {\normalsize CARTESIAN, CYLINDRICAL, SPHERICAL}}\eq\int\!\!\int\!\!\int_V f(x,y,z) dV \endeq{\bf Cartesian}\eq\int_a^b\!\!\int_{c(x)}^{d(x)}\!\!\int_{F_B(x,y)}^{F_T(x,y)} f(x,y,z)  dz dy dx\endeq{\bf Cylindrical}{$\quad \theta\in [0,2\pi),r>0$}\eq\int_{\theta_1}^{\theta_2}\!\!\int_{R_1(r)}^{R_2(r)}\!\!\int_{F_B(r,\theta)}^{F_T(r,\theta)} f(r\cos\theta,r\sin\theta,z) r dz dr d\theta\endeq{\bf Spherical}{$\quad \theta\in [0,2\pi),\phi\in [0,\pi],\rho>0$}\eq\int_{\theta_1}^{\theta_2}\!\!\int_{\phi_1(\theta)}^{\phi_2(\theta)}\!\!\int_{\rho_1(\phi,\theta)}^{\rho_2(\phi,\theta)} f(\rho\sin\phi\cos\theta,\rho\sin\phi\sin\theta,\rho\cos\phi)\rho2 \sin\phi d\rho d\phi d\theta\endeq\vspace{0.1in}\begin{center}\begin{tabular}{|l|l|l|}\hline Coordinate System & $dV$ & conversion formulae \\\hlineCartesian & $dz dy dx$ & * \\\hlineCylindrical & $r dz dr d\theta$ &\begin{tabular}{lll}$x$ & $=$ & $r\cos\theta$ \\$y$ & $=$ & $r\sin\theta$ \end{tabular} \\\hlineSpherical & $\rho2\sin\phi d\rho d\phi d\theta$ &\begin{tabular}{lll}$x$ & $=$ & $\rho\sin\phi\cos\theta$ \\$y$ & $=$ & $\rho\sin\phi\sin\theta$ \\$z$ & $=$ & $\rho\cos\phi$  \end{tabular} \\\hline\end{tabular}\end{center}\vspace{0.1in}\noindent{\bf (III) LINE INTEGRALS}\noindentLet $\vec{r}(t) = x(t) \hat{\bf i} + y(t) \hat{\bf j}+ z(t) \hat{\bf k}=(x(t),y(t),z(t))$ be a parametrization of the curve $C$.\noindent\underline{\bf scalars $f$}\eq\int_C f(x,y,z) ds = \int_{t_1}^{t_2} f(x(t),y(t),z(t)) \parallel \vec{r} \ '(t) \parallel dt\endeq\noindentNoting the arclength element $ds$ is given by\eqds = \parallel \vec{r} \ '(t) \parallel dt = \sqrt{\left(\frac{dx}{dt}\right)2+\left(\frac{dy}{dt}\right)2+\left(\frac{dz}{dt}\right)2} dt\endeq\noindentIf $f=1$, the integral is the arclength of $C$. If $f$=mass densityper unit length, the line integral is mass of $C$.\noindent\underline{\bf vector fields $\vec{F}$} \noindentLet $\vec{F} = F_1(x,y,z) \hat{\bf i} + F_2(x,y,z) \hat{\bf j}+ F_3(x,y,z) \hat{\bf k} = (F_1,F_2,F_3)$be some vector field.\eq\int_C \vec{F}\cdot\vec{dr} = \int_C F_1 dx + F_2dy +F_3 dz=\int_{t_1}^{t_2} \vec{F}(x(t),y(t),z(t)) \cdot\frac{d\vec{r}}{dt} dt \endeq\noindentIf $\vec{F}$ is force, the line integral is the work doneby the force along path $C$.\vspace{0.1in}\noindent{\bf (IV) SURFACE INTEGRALS} \vspace{0.2in}\noindent\underline{\bf Surface elements and normal vectors}\noindentLet $S$ be a surface and $\vec{N}$ be normal to $S$.\vspace{0.1in}\begin{tabular}{|l|l|c|c|}\hline & & & \\\ & Description & $\vec{N}$ & $dS$ \\\hline & & & \\Graph & $z=f(x,y)$ &  $(-f_x,-f_y,1)$  &$\parallel \vec{N} \parallel dA = \sqrt{1+f_x2+f_y2} dA$ \\\hline & & & \\Parametrized & $\vec{\phi}(u,v)$ &  $\frac{\partial \vec{\phi}}{\partial u} \times\frac{\partial \vec{\phi}}{\partial v}$ &$\parallel \vec{N} \parallel du dv $ = $\parallel \frac{\partial \vec{\phi}}{\partial u} \times\frac{\partial \vec{\phi}}{\partial v}\parallel \  du dv$ \\ \ & \ & \ &  \\ \hline \end{tabular}\vspace{0.1in}\noindent\underline{\bf scalars $F$} \eq\int\!\!\int_S F(x,y,z) dS = \int\!\!\int_R F(x,y,f(x,y)) \parallel \vec{N} \parallel dA =\int\!\!\int_{R_{uv}} F(\vec{\phi}) \parallel \vec{N} \parallel dudv\endeq\noindentIf $F=1$, the surface integral is the surface area of $S$.If $F=$mass density per unit area, the surface integralis the mass of $S$.\newpage\noindent\underline{\bf Flux $\Phi$ of vector fields $\vec{F}$} \noindentLet $S$ be an oriented surface, i.e., where the unitnormal $\hat{N}$ has been uniquely specified.\eq\Phi = \int\!\!\int_S \vec{F}\cdot \vec{dS} = \int\!\!\int_S \vec{F}\cdot\hat{N} dS\endeq\noindentFor graphs and parametrized surfaces we have \eq\Phi = \int\!\!\int_R \vec{F}(x,y,f(x,y))\cdot\vec{N} dA =\int\!\!\int_{R_{uv}} \vec{F}(\vec{\phi})\cdot\vec{N} dudv\endeq\noindentIf $\vec{F}=\rho \vec{v}$ where $\rho$ is fluid density,and $\vec{v}$ is the velocity field of the fluid, thenthe flux is the net rate of mass flow through $S$ per unittime.\vspace{0.2in}\noindent{\bf (V) DIVERGENCE (GAUSS) THEOREM}\noindentLet $V$ be some solid region in space and $S=\partial V$ be its boundingsurface. If $\hat{N}$ is the \underline{outward} unit normal tothe surface then\eq\int\!\!\int_{\partial V} \vec{F}\cdot\hat{N} dS = \int\!\!\int\!\!\int_V \vec{\nabla}\cdot\vec{F} dV\endeq\noindentsays that the flux of $\vec{F}$through a \underline{closed} surface $S$can be converted into a volume integral over the solid $V$which it bounds.\eq\vec{\nabla}\cdot\vec{F} =\frac{\partial F_1}{\partial x} +\frac{\partial F_2}{\partial y} +\frac{\partial F_3}{\partial z}\endeq\vspace{0.2in}\noindent{\bf (VI) STOKES THEOREM}Let $S$ be some oriented surface with unit normal $\hat{N}$ and boundary curve $C=\partial S$.Then for any (smooth) vector field $\vec{F}$  we have\eq\int\!\!\int_{S} (\vec{\nabla}\times \vec{F})\cdot \hat{N} dS =\int_C \vec{F}\cdot \vec{dr}\endeq\noindentsays that certain surface integrals can be converted to lineintegrals and vice versa.\eq\vec{\nabla}\times \vec{F} = \left|\begin{array}{lll}\hat{i} & \hat{j} & \hat{k} \\\partial_x & \partial_y & \partial_z \\F_1 & F_2 & F_3\end{array}\right|\endeq\vspace{0.1in}\noindent{\bf Green's Theorem}\noindentIs the special case of Stokes Theorem where the surface $S$ is a region in the$xy$-plane, i.e. $S=R$ and therefore $\hat{N}=\hat{k}$.\end{document}
