- Courses
- Multivariable and Vector Calculus
Mathematics
Multivariable and Vector Calculus
Calculus in several variables, from vectors and curves in space to partial derivatives, multiple integrals, the theorems of vector calculus and further differential equations.
- Intermediate
- 51 lesson pairs
- Free
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About this course
This course carries calculus into several variables. It starts with vectors and the geometry of space, follows curves traced by vector functions, and then differentiates and integrates functions of two and three variables.
The videos are coming out one at a time, in course order. Every lesson already has its own page with precise definitions, a worked example for each key term and a few exercises with answers, so you can start reading now.
The reference sheet collects the definitions, formulas and theorem hypotheses unit by unit, and the vector field explorer lets you move a circle through a field and compare its circulation and flux with Green’s theorem.
The vector calculus unit ties line integrals, surface integrals and multiple integrals together through the theorems of Green, Stokes and divergence. The last unit continues the differential equations from the end of the calculus course, with second-order equations, Laplace transforms and systems.
Good to know first
- Single-variable differential and integral calculus
- Infinite series and power series
- First-order differential equations
Course outline
1 of 51 lesson pairs are on YouTube so far. Each pair is a theory video followed by a practice video, numbered as parts in the video titles. Open a unit to see its lessons, or follow a lesson for its definitions and examples.
Vectors and the Geometry of Space
1 of 7 pairs on YouTubeOpen the Vectors and the Geometry of Space unit pageCoordinates, Vectors, and Products
Theory part 1Practice part 2
right-handed coordinates, coordinate planes, octants, distance, spheres, vectors, components, magnitude, unit vectors, basis, vector addition, scalar multiplication and forces
Also uses Real numbers, square roots, the Pythagorean theorem, and elementary algebra.
- The Dot ProductComing soon
Theory part 3Practice part 4
dot product, length and angle, orthogonality, direction cosines, scalar and vector projection, work and Cauchy-Schwarz inequality
Also uses Vector components, magnitude, unit vectors, elementary trigonometry and algebra.
- The Cross ProductComing soon
Theory part 5Practice part 6
cross product in three dimensions, right-hand rule, perpendicularity, parallelogram area, torque, scalar triple product and signed and geometric volume
Also uses Vectors in an orthonormal right-handed coordinate system, dot product, sine and cosine.
Linear Maps, Lines, and Planes
- Matrices, Linear Maps, and DeterminantsComing soon
Theory part 7Practice part 8
matrix notation, matrix-vector multiplication, composition, linear systems, invertible matrices, determinant, area and volume scaling, orientation and basis changes
Also uses Vector components, linear combinations, basic algebra and simultaneous equations.
- Equations of Lines and PlanesComing soon
Theory part 9Practice part 10
vector and parametric line equations, symmetric form with zero-component care, skew lines, plane normal, point-plane distance, angles and intersections
Also uses Vector arithmetic, dot and cross products, linear equations and elementary trigonometry.
Surfaces and Coordinate Systems
- Cylinders and Quadric SurfacesComing soon
Theory part 11Practice part 12
traces, cylinders, ellipsoids, elliptic and hyperbolic paraboloids, cones, one-sheet and two-sheet hyperboloids, translations and identifying surfaces
Also uses Coordinate planes, equations of conic sections, completing the square and square roots.
- Cylindrical and Spherical CoordinatesComing soon
Theory part 13Practice part 14
cylindrical coordinates, spherical coordinates, coordinate conversion, azimuth and polar-angle convention, domains, coordinate surfaces and nonuniqueness at singular coordinates
Also uses Cartesian coordinates, polar coordinates, sine, cosine and basic surface equations.
Vector-Valued Functions
5 pairs coming soonOpen the Vector-Valued Functions unit pageCurves and Their Calculus
- Vector Functions and Space CurvesComing soon
Theory part 15Practice part 16
component functions, limits, continuity, space curve, helix, orientation, intersection curves and parameter domain
Also uses Functions, scalar limits and continuity, Cartesian coordinates, elementary trigonometric identities.
Theory part 17Practice part 18
componentwise differentiation and integration, tangent vector, regular curves, unit tangent, product rules for dot and cross products and vector antiderivative
Also uses Scalar derivatives and integrals, vector functions, dot and cross products, basic limits.
- Arc Length and ReparametrizationComing soon
Theory part 19Practice part 20
speed, arc length function, arc length parameter, regularity, reparametrization, orientation and invariance of geometric length
Also uses Vector derivatives, definite integrals, scalar chain rule and inverse functions.
Curvature and Motion
- Curvature, Torsion, and the Moving FrameComing soon
Theory part 21Practice part 22
curvature, osculating circle, principal unit normal, binormal, tangent-normal-binormal frame, normal and osculating planes, torsion and nonzero-speed and curvature conditions
Also uses Regular vector curves, arc length, vector derivatives, dot and cross products.
- Velocity and Acceleration in SpaceComing soon
Theory part 23Practice part 24
velocity, speed, acceleration, tangential and normal acceleration, projectile motion, central forces, angular momentum and Kepler's laws with inverse-square-force assumptions
Also uses Vector derivatives, dot/cross products, tangential-normal frame, elementary integration and conic geometry.
Differentiation of Functions of Several Variables
11 pairs coming soonOpen the Differentiation of Functions of Several Variables unit pageFunctions, Limits, and Partial Derivatives
- Functions of Several VariablesComing soon
Theory part 25Practice part 26
domain and range, scalar field, graphs, traces, level curves, contour maps, level surfaces, open and closed sets, boundary and boundedness
Also uses Coordinates in the plane and space and Real functions, square roots, and logarithms.
- Multivariable Limits and ContinuityComing soon
Theory part 27Practice part 28
epsilon-delta definition using distance, all approaches, path tests can disprove a limit, agreeing paths do not prove it, squeeze estimates and continuity relative to a domain
Also uses Functions of several variables, Euclidean distance and Single-variable limits.
- Partial DerivativesComing soon
Theory part 29Practice part 30
varying one coordinate, slopes of traces, partial derivative notation, higher partial derivatives, mixed partials, Clairaut's theorem under continuity hypotheses and partial differential equations
Also uses Single-variable differentiation and chain rule and Functions, domains, and traces.
Derivatives and Approximation
Theory part 31Practice part 32
differentiability as a linear map plus o(norm of increment), Jacobian matrix, tangent plane, linearisation, total differential, partial derivatives alone are insufficient and sufficient continuous-partial condition
Also uses Partial derivatives, Linear maps and matrices and Limits using Euclidean distance.
- The Multivariable Chain RuleComing soon
Theory part 33Practice part 34
composition of multivariable functions, dependency diagrams, Jacobian multiplication, one and several independent parameters and total versus partial derivative
Also uses Differentiability and Jacobian matrices, Partial derivatives and One-variable chain and product rules.
- Directional Derivatives and the GradientComing soon
Theory part 35Practice part 36
unit direction, directional limit, gradient formula for differentiable functions, steepest ascent, level-set normal, gradient zero and directional derivatives alone are insufficient
Also uses Partial derivatives and differentiability, Dot product and unit vectors and Chain rule.
- Implicit and Inverse Function TheoremsComing soon
Theory part 37Practice part 38
C1 regularity on a neighbourhood, implicit equations, local solvability, nonzero relevant partial or invertible Jacobian, local versus global inverse, derivatives of local branches and tangent planes to level surfaces
Also uses Partial derivatives and C1 regularity, Chain rule and Jacobian matrices and matrix inverses.
- Multivariable Taylor ApproximationComing soon
Theory part 39Practice part 40
second-order Taylor polynomial, Hessian, quadratic forms, higher-order multi-index notation, remainder, symmetry under regularity conditions and approximation error
Also uses Differentiability and gradients, Second partial derivatives and One-variable Taylor theorem.
Optimization
- Local Extrema and Saddle PointsComing soon
Theory part 41Practice part 42
critical points, local maxima and minima, saddles, Hessian definiteness, two-variable second derivative test and degenerate and inconclusive cases
Also uses Gradient and partial derivatives, Second-order Taylor approximation and Quadratic forms.
- Absolute Extrema on RegionsComing soon
Theory part 43Practice part 44
continuous function on a closed bounded region, interior critical points, boundary curves, corners, constrained domains and open and unbounded regions
Also uses Functions and domain geometry, Critical points and Single-variable optimization.
- Lagrange MultipliersComing soon
Theory part 45Practice part 46
constrained extrema, one or several equality constraints, parallel gradients, independent constraint gradients, singular constraint points, feasible boundaries and candidate verification
Also uses Gradients and regular level sets, Absolute extrema and Linear independence and dot products.
Multiple Integrals
9 pairs coming soonOpen the Multiple Integrals unit pageDouble Integrals
- Double Integrals over RectanglesComing soon
Theory part 47Practice part 48
double Riemann sums, signed volume, integrability, average value, iterated integrals and Fubini under continuity or absolute integrability
Also uses Single-variable definite integrals and antiderivatives and Functions of two variables and rectangular coordinates.
- Double Integrals over General RegionsComing soon
Theory part 49Practice part 50
type I and type II descriptions, splitting regions, bounds from geometry, changing order, bounded piecewise continuous integrands and improper cases
Also uses Double integrals over rectangles and Fubini under continuity and Solving boundary equations and one-variable substitution.
- Double Integrals in Polar CoordinatesComing soon
Theory part 51Practice part 52
polar area element r dr dtheta, sector area scaling, polar regions, coordinate range, bounds and avoiding overlap
Also uses Polar coordinate conversion with nonnegative radius and Double integrals and elementary trigonometric integration.
- Applications of Double IntegralsComing soon
Theory part 53Practice part 54
area, density and mass, moments, centre of mass, moment of inertia, radius of gyration, joint probability density, marginals, expectations and covariance
Also uses Double integrals and polar coordinates and Weighted averages and basic probability language.
Triple Integrals
- Triple Integrals in Rectangular CoordinatesComing soon
Theory part 55Practice part 56
triple Riemann sums, iterated integrals, region descriptions, changing order, volume, mass, moments and average value
Also uses Double integrals and iterated bounds and Three-dimensional coordinate geometry and density.
- Triple Integrals in Cylindrical CoordinatesComing soon
Theory part 57Practice part 58
volume element r dr dtheta dz, cylindrical regions, integration order, bounds and symmetry
Also uses Polar coordinates and triple integrals and Cylinders, cones and paraboloids.
- Triple Integrals in Spherical CoordinatesComing soon
Theory part 59Practice part 60
volume element rho squared sin(phi), polar angle from the positive z-axis, spherical regions, radial and angular bounds and symmetry
Also uses Spherical coordinate conversion and Triple integrals and elementary trigonometric substitution.
Changing Variables and Improper Integrals
- Change of Variables and the JacobianComing soon
Theory part 61Practice part 62
coordinate transformation, image region, derivative matrix, absolute Jacobian determinant, local invertibility, one-to-one coverage except boundary exceptions and double and triple integrals
Also uses Derivative matrices and determinants, Double and triple integrals and Coordinate transformations.
Theory part 63Practice part 64
unbounded regions and singular integrands, exhaustion by regions, continuous nonnegative integrands, elementary improper-integral form of Tonelli, Fubini under absolute integrability, failures without hypotheses, Gaussian integral and distinction from measure-theoretic generalisations
Also uses Improper one-variable integrals and convergence tests and Double integrals, polar coordinates and change of variables.
Vector Calculus
10 pairs coming soonOpen the Vector Calculus unit pageVector Fields and Line Integrals
- Vector FieldsComing soon
Theory part 65Practice part 66
plane and space vector fields, velocity field, force field, gradient field, potential, field lines and domain and singularities
Also uses Vectors, derivatives of curves, gradients and elementary differential equations.
- Scalar Line IntegralsComing soon
Theory part 67Practice part 68
integration with respect to arc length, piecewise regular curves, density on a wire, parametrization independence and orientation invariance of scalar length integrals
Also uses Arc length and regular parametrized curves and Scalar density and one-variable integration.
- Work, Circulation, and Vector Line IntegralsComing soon
Theory part 69Practice part 70
vector line integral, differential dr, coordinate forms, work, circulation, reversing orientation and parametrization
Also uses Dot products, parametrized curves and arc length and Scalar line integrals and basic work.
Theory part 71Practice part 72
potential difference, path independence, closed-loop integrals, finding potentials, connected open domains and curl-free sufficient on simply connected domains with C1 regularity
Also uses Vector line integrals, gradients and the chain rule and Open domains and elementary mixed partial derivatives.
Divergence, Curl, and Green’s Theorem
- Divergence and CurlComing soon
Theory part 73Practice part 74
divergence as local source strength, curl as local circulation, del operator, Laplacian, divergence of curl, curl of gradient and smoothness hypotheses
Also uses Partial derivatives, gradients and mixed-partial symmetry and Dot products, cross products and line-integral orientation.
- Green’s TheoremComing soon
Theory part 75Practice part 76
circulation and flux forms, positively oriented piecewise smooth boundary, C1 field on a neighbourhood of the region, simple regions and holes and area formula
Also uses Vector line integrals, divergence and planar curl and Double integrals, boundary orientation and regular planar regions.
Surfaces and Flux
- Parametric Surfaces and Surface AreaComing soon
Theory part 77Practice part 78
surface parametrization, grid curves, tangent plane, cross product of partial derivatives, regular surface, surface area of a graph and overlap and coverage
Also uses Partial derivatives and differentiability, Cross products and double integrals and Three-dimensional coordinate systems.
- Scalar Surface Integrals and FluxComing soon
Theory part 79Practice part 80
surface integral, surface element, density, oriented surface, unit normal, vector flux, orientation reversal, nonorientable surfaces and closed-surface outward normal
Also uses Regular surface parametrizations and surface area and Dot products, cross products and multiple integrals.
The Theorems of Stokes and Divergence
- Stokes’ TheoremComing soon
Theory part 81Practice part 82
oriented piecewise smooth surface, induced boundary orientation, circulation and curl flux, C1 field on a neighbourhood and compatible normal and boundary direction
Also uses Vector line integrals, curl, oriented surface flux, Green's theorem and regular parameterized surfaces.
- The Divergence TheoremComing soon
Theory part 83Practice part 84
outward flux, divergence over a solid, closed oriented boundary, regularity assumptions, cavities, excluded singularities, Gauss's law and relationship among integral theorems
Also uses Divergence, vector surface flux, multiple integrals, outward orientation and the fundamental theorem of calculus.
Further Differential Equations
9 pairs coming soonOpen the Further Differential Equations unit pageExact Equations and Complex Numbers
- Exact Differential EquationsComing soon
Theory part 85Practice part 86
differential form M dx+N dy, potential function, exactness, continuous partial derivatives, simply connected domain condition, integrating factors and implicit solutions
Also uses Partial derivatives and the chain rule, Antiderivatives and elementary first-order differential equations and Parametrized curves and line integrals.
- Complex Numbers and Complex ExponentialsComing soon
Theory part 87Practice part 88
real and imaginary parts, complex plane, modulus and argument, conjugates, arithmetic, polar form, Euler's formula from power series, complex exponential and real sinusoidal solutions
Also uses Real algebra and trigonometry, Power series and ordinary derivatives and The meaning of a differential-equation solution.
Second-Order Linear Equations
- Second-Order Linear EquationsComing soon
Theory part 89Practice part 90
linear homogeneous equation, superposition, independent solutions, Wronskian, constant-coefficient characteristic equation, distinct and repeated real roots, conjugate complex roots, initial-value and boundary-value problems and continuous coefficients
Also uses Ordinary derivatives and the product rule, Exponential functions, sine and cosine and Complex conjugate roots and two by two determinants.
- Nonhomogeneous Linear EquationsComing soon
Theory part 91Practice part 92
complementary and particular solutions, undetermined coefficients, resonance adjustments, variation of parameters and coefficient-continuity assumptions
Also uses Second-order homogeneous linear equations and Wronskians and Product rule, integration and trigonometric identities.
- Oscillations, Damping, and ResonanceComing soon
Theory part 93Practice part 94
spring-mass system, simple harmonic motion, damping, underdamped, critically damped, overdamped, forcing, resonance, RLC circuits and transient and steady response
Also uses Second-order constant-coefficient linear equations, Trigonometry and initial conditions and Force, displacement and elementary circuit quantities introduced in the lesson.
Series and Laplace Methods
- Series Solutions of Differential EquationsComing soon
Theory part 95Practice part 96
power series ansatz, recurrence relations, ordinary and singular points, convergence, Frobenius idea and Bessel equation and special functions
Also uses Power series and convergence, Second-order linear differential equations and Complex exponentials.
Theory part 97Practice part 98
Laplace transform as an improper integral, region of convergence, Laplace transforms of derivatives, inverse Laplace transform, step functions, impulse as a generalised input, convolution and solving linear initial-value problems
Also uses Improper integrals, Linear differential equations and initial values and Integration by parts.
Systems of Equations
- Linear Systems and EigenvaluesComing soon
Theory part 99Practice part 100
first-order vector systems, matrices, eigenvalues and eigenvectors, diagonalizable systems, repeated-eigenvalue cases, matrix exponential, phase portraits and stability
Also uses Matrices and linear maps, Scalar linear differential equations and Complex numbers and exponentials.
- Nonlinear Systems and Phase-Plane ModelsComing soon
Theory part 101Practice part 102
autonomous systems, equilibria, Jacobian linearisation, hyperbolic equilibrium classification, inconclusive nonhyperbolic cases, predator-prey models, trajectories and local versus global behaviour
Also uses Vector fields and trajectories, Jacobian matrices and Linear-system eigenvalues and stability.