MATH 31B (Winter Quarter 2010). Honors Multivariable Calculus

Instructor: David A. Meyer
Office hours: AP&M 7256, Tu 12:00nn-2:00pm, or by appointment
Lecture: Center Hall, room 203, MWF 9:00am-9:50am
Email: dmeyer "at" math "dot" ucsd "dot" edu

Teaching assistant: Dan Schultheis
Office hours: AP&M 5132, M 1:00pm-2:00pm, Th 2:00pm-4:00pm, or by appointment
Section: Center Hall, room 201, Tu 10:00am-10:50am
Email: dschulth "at" math "dot" ucsd "dot" edu

Course description

This course is the second in the Mathematics Department's Honors sequence. It covers multivariable calculus: limits and continuity, derivatives in several variables, manifolds, Taylor polynomials, quadratic forms, and integration in several variables.

The three courses in the Honors sequence, Math 31ABC, cover essentially the same material as do Math 20F, 20C, and 20E, respectively, but at a more sophisticated conceptual level. The Honors sequence emphasizes proofs, so students completing it will be exempt from taking Math 109 (Mathematical Reasoning). The prerequisite is AP calculus in high school, with a 5 on the BC exam, or permission from the instructor. A grade of B- or better is necessary to continue from one course to the next in the sequence. The Honors sequence is intended for mathematics majors and prospective mathematics majors (although others are very welcome) and gives a much better view of what upper-division mathematics is like than does the standard Math 20 sequence.

The textbook for the whole Honors sequence is J. H. Hubbard and B. B. Hubbard, Vector Calculus, Linear Algebra, and Differential Forms: A Unified Approach, Third Edition (Ithaca, NY: Matrix Editions 2007). Errata have been compiled. In this course we will cover at least Chapter 1, sections 5—8; Chapter 3, sections 1—3 and 5—8; and Chapter 4, sections 1 and 5. There is a copy of the textbook on reserve at the Science and Engineering library. There are many other calculus textbooks that cover multivariable calculus, most of which cover approximately the same material (except for parts of Chapter 3) at different levels of rigor and with some differences in emphasis. Also, the Math Department has a calculus lab in AP&M B402A which is staffed by TAs from the Math 10 and 20 calculus sequences; they may be able to help with your questions when neither David nor Dan is available, but some of the material we cover may be outside the range of questions for which they are prepared.

There will be weekly homework assignments, due in section on Tuesdays, or before then in the drop box on the sixth floor of AP&M. Students are allowed to discuss the homework assignments among themselves, but are expected to turn in their own work — copying someone else's is not acceptable. Homework scores will constitute 1/6 of the final grade.

There will be two midterms, approximately in the fourth and eighth weeks of the quarter. The final is scheduled for 8:00am Wednesday 17 March 2010. Scores on the two midterms and final will constitute 1/4, 1/4 and 1/3 of the final grade, respectively. There will be no makeup tests.

Related events

31 Jan 10 deadline for applications to the Park City Math Institute Undergraduate Summer School Program

Syllabus (subject to modification)

4 Jan 10 §1.5. Limits and continuity
         open and closed sets
         convergence of sequence
         uniqueness of limit of sequence
6 Jan 10          convergent sequences and closed sets
         subsequences
         limit of function
                 example of limit
HWK (due Tu 12 Jan 10).
         read all of §1.5
         §1.5: 2, 3, 4, 8, 10, 14, 16, 20, 23
         (problems 8, 10, 20, 23 may be turned in on Tu 19 Jan 10)

         [solutions]
8 Jan 10                  uniqueness
                 example of no limit
         continuous function
11 Jan 10 §0.5. Real numbers and series
         (least/greatest) upper/lower bounds
         every ∅ ≠ XR that has an upper (lower) bound has least upper (greatest lower) bound
         convergence of series
                 geometric series
         a non-decreasing series converges iff it is bounded
         absolute convergence
§1.5. Series of vectors and matrices
         convergent series
         absolute convergence
13 Jan 10 §0.7. Complex numbers
         real and imaginary parts, modulus, argument
         addition and multiplication
§1.5. Series of vectors and matrices
         series defining ez converges
                 Euler's formula
         for A square matrix with |A | < 1, (I - A)-1 = I + A + A2 + …
                 the set of invertible matrices is open
HWK (due Tu 19 Jan 10).
         §0.5: 4, 5
         §0.7: 3, 4, 10, 11, 13
         §1.6: 2, 6, 7

         [solutions]
15 Jan 10 Cauchy sequences (not in text)
         definition
         Cauchy sequences are bounded
         every Cauchy sequence in R converges
§1.6. Compactness
         definition of bounded
         a non-empty set is compact if it is closed and bounded
         Bolzano-Weierstrass theorem: every sequence is a compact set has a convergent subsequence
18 Jan 10 no lecture: MLK holiday
20 Jan 10          definition of supremum, infimum, maximum (value), minimum (value)
         a real-valued continuous function on a compact set has a maximum and a minimum
         the derivative of a real-valued differentiable function vanishes at its maximum and minimum
         Mean Value Theorem
HWK (due Tu 26 Jan 10).
         §1.7: 2, 4, 5, 6, 7, 10, 11, 13

         [solutions]
22 Jan 10 §1.7. Derivatives in several variables
         definition of derivative of real-valued function of one variable
         derivative as approximating linear transformation
         definition of partial derivatives
         definition of Jacobian
         if an approximating linear transformation exists, it is the Jacobian
25 Jan 10                  example
         differentiability implies continuity
         definition of directional derivative
                 example
         computing derivative of matrix functions from definition
27 Jan 10 Midterm 1, covering §0.5, 0.7, 1.5 (except uniform convergence), 1.6 (except Fundamental Theorem of Algebra), 1.7
29 Jan 10 Midterm 1 solutions
Extra Credit (due M 1 Feb 10).
         Let XRn. Prove that f : XRm is continuous iff for all open sets URm, f -1(U ) is open in X.

HWK (due Tu 2 Feb 10).
         §1.7: 15, 16abc, 18, 19

         [solutions]
1 Feb 10 §1.8. Computing derivatives
         rules for multivariable derivatives
         the chain rule
                 example
§1.9. Criteria for differentiability
         example of continuous but not differentiable function
3 Feb 10                  partial derivatives are not continuous
         definition of continously differentiable
         continuously differentiable implies differentiable
§2.10. Inverse and implicit function theorems
         definition of locally invertible
         Inverse Function Theorem
         example of calculating an approximate inverse
         example of sphere being locally the graph of a function
HWK (due Tu 9 Feb 10).
         §1.7: 22
         §1.8: 3, 4, 6, 9, 11
         §1.9: 1, 2
         §2.10: 2, 6, 8, 9

         [solutions]
5 Feb 10          Implicit Function Theorem
                 sphere example
                 example demonstrating that the converse of the Implicit Function Theorem is false
§3.1. Manifolds
         definition of the graph of a multivariable function
         definition of smooth k dimensional manifold
                 examples
8 Feb 10                  examples of 1 and 4 dimensional manifolds
         preimage of 0 under a C1 map F with DF onto is a manifold, and conversely
                 4 linked rods example
Extra Credit (due F 12 Feb 10).
         Find functions defining a torus, a pair of pants, and a pair of pants where a cone at the crotch point intersects the pants in two "upward" angles and two "downward" angles.

10 Feb 10          preimage of a manifold under a C1 map f with [Df] onto is a manifold
         definition of manifold is invariant under affine transformation of coordinates
         definition of a parameterization of a manifold
                 examples
HWK (due W 17 Feb 10).
         §3.1: 2, 6, 7, 10, 11, 13, 16
         §3.2: 1, 5, 8, 9
         [solutions]
12 Feb 10 §3.2. Tangent spaces
         definition of tangent space and tangent plane
                 example when manifold is given by graph of known function
         derivation of [Df(a)] = -[D1F(c) ... Dn-kF(c)]-1 [Dn-k+1F(c) ... DnF(c)]
         tangent plane at c is ker [DF(c)]
15 Feb 10 no lecture: Presidents' Day holiday
17 Feb 10 §3.3. Taylor polynomials
         review of single variable Taylor polynomials
         formula for multivariable Taylor polynomials
                 multi-indices
                 partial derivatives commute when they are differentiable
                 example
Extra Credit (due F 26 Feb 10).
         Prove that the area of any triangle with vertices at integer points in R2 is equal to i + b/2 - 1,
         where i and b are the numbers of integer coordinate points inside and on the triangle, respectively.
         Prove that the area of any polygon with vertices at integer points in R2 is equal to i + b/2 - 1.
HWK (due Tu 23 Feb 10).
         §3.3: 2, 5, 9, 13
         [solutions]
19 Feb 10 review for Midterm 2
22 Feb 10 Midterm 2, covering §1.8, 1.9, 2.10, 3.1, 3.2, 3.3
24 Feb 10 §3.5. Quadratic forms
         example of degree 2 Taylor polynomial
         definition of quadratic form and equivalence to symmetric matrix
         every quadratic form can be written as a sum and difference of squares, i.e., diagonalized
         the number of positive and negative terms is the signature, and is independent of the diagonalization
                 examples
HWK (due Tu 2 Mar 10).
         §3.5: 2, 5, 8, 9, 13
         §3.6: 1, 2, 5

         [solutions]
26 Feb 10 Midterm 2 solutions
1 Mar 10          definition of positive/negative definite
         signature of a quadratic form is well-defined
         if Q is positive definite, then Q(x ) ≥ c|x |2
§3.6. Classifying critical points
         definition of extremum
         derivative vanishes at extrema in open sets
         definition of critical point
                 example
Extra Credit (due M 8 Mar 10).
         Use what we've learned about quadratic forms to prove that symmetric matrices have only real eigenvalues

3 Mar 10          identifying critical points as maxima, minima, saddle points, or degenerate
§3.7. Constrained critical points
         example
         at a local extremum of a function restricted to a manifold, the tangent space to the manifold is contained in the kernel of the derivative of the function
         definition of a critical point of a function constrained to a manifold
                 examples
HWK (due Tu 9 Mar 10).
         §3.7: 2, 3, 4, 5, 7, 13

         [solutions]
5 Mar 10          existence of Lagrange multipliers
                 examples
8 Mar 10 §4.1. Definition of multivariable integration
         definition of the characteristic function of a set
         definition of support of a function
         definition of dyadic cubes and dyadic pavings
         definition of integrable
                 example
         properties of integrable functions
                 the integral of a function that is the product of functions of disjoint sets of variables is the product of the integrals of those functions
                 example
10 Mar 10          definition of n dimensional volume
         volume of an interval and of a product of intervals
         properties of volume
§4.5. Fubini's theorem
         calculating multivariable integrals by iterated single variable integrals
                 examples for bounds of integration
HWK (not to hand in).
         §4.1: 9, 11, 13, 14
         §4.5: 2, 3, 4, 5, 6, 11

12 Mar 10                  examples of evaluating integrals
14 Mar 10
sunday
review for final 11am-1pm in calculus lab, basement of AP&M
17 Feb 10
wednesday
Final, covering §0.5, 0.7, 1.5-1.9 (not uniform continuity nor Fundamental Theorem of Algebra), 2.10, 3.1-3, 3.5-7, 4.1, 4.5
Center Hall 203, 8am-11am

Last modified: 15 Mar 10.