Multivariable/Multi-Variable/Multivariate Calculus/Analysis

Multi-Variate Calculus - Derivative - Preliminary

Multi-Variate Calculus - Derivative - Building Blocks

Video Lectures: Div, Grad, and Curl: Vector Calculus Building Blocks for PDEs [Divergence, Gradient, and Curl]

Gradient (𝛻 | 𝛻𝑓)

  • takes a scalar-valued function 𝑓 and outputs a vector-valued function

Divergence (𝛻· | 𝛻·𝑓)

  • takes a vector-valued function 𝑓 and outputs a scalar-valued function

Curl (𝛻⨯ | 𝛻⨯𝑓)

  • takes a vector-valued function 𝑓 and outputs a vector-valued function

Derivative of Vector-Valued Function (Partial Derivative)

  • takes a vector-valued function 𝑓 and outputs a vector-valued function

Curvature

  • takes a vector-valued function 𝑓 and outputs a scalar-valued function

Multi-Variate Calculus - Derivative - Compound Blocks

𝛻⨯𝛻𝑓 = 0 for all 𝑓

  • the curl of the gradient is always equal to 0

𝛻·𝛻⨯𝑓 = 0 for all 𝑓

  • the divergence of the curl is always equal to 0

Laplacian (𝛻·𝛻 | 𝛻·𝛻𝑓)

  • takes a scalar-valued function 𝑓 and outputs a scalar-valued function

Jacobian

  • takes a vector-valued function and outputs a matrix-valued function

Hessian

  • takes a vector-valued function and outputs a matrix-valued function

Multi-Variate Calculus - Derivative - Applications

TODO https://www.khanacademy.org/math/multivariable-calculus/applications-of-multivariable-derivatives

Multi-Variate Calculus - Integral

TODO https://www.khanacademy.org/math/multivariable-calculus/integrating-multivariable-functions

Multi-Variate Calculus - The Fundamental Theorem of Calculus, Green’s Theorem, Divergence Theorem, Stoke’s Theorem

  1. Third Fundamental Theorem of Calculus (Part I, II, and III)
  2. Green’s Theorem
  3. 2D Divergence Theorem & 3D Divergence Theorem
  4. Stokes’ Theorem

They are the same theorem. Once you have the notion of differential forms, define the operator 𝑑 which takes a form into a form of higher degree, and create the notion of integration of a form on an oriented manifold, you obtain Stokes’ theorem which says:

If 𝜔 is a 0-form, this is the fundamental theorem of calculus
If 𝜔 is a 1-form, this is Green’s theorem

Green’s theorem on the plane can be expressed in two forms, the flux-divergence form and the circulation-curl form.

The divergence theorem is the extension of the flux-divergence form to a closed, orientable 3D surface, and Stoke’s theorem is the extension of the circulation-curl form.

Resources