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

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.

  1. Vectors and the Geometry of Space

    1 of 7 pairs on YouTube
    Open the Vectors and the Geometry of Space unit page

    Coordinates, Vectors, and Products

    1. 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.

    2. 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.

    3. 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

    1. 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.

    2. 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

    1. 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.

    2. 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.

  2. Vector-Valued Functions

    5 pairs coming soon
    Open the Vector-Valued Functions unit page

    Curves and Their Calculus

    1. 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.

    2. 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.

    3. 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

    1. 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.

    2. 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.

  3. Differentiation of Functions of Several Variables

    11 pairs coming soon
    Open the Differentiation of Functions of Several Variables unit page

    Functions, Limits, and Partial Derivatives

    1. 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.

    2. 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.

    3. 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

    1. 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.

    2. 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.

    3. 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.

    4. 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.

    5. 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

    1. 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.

    2. 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.

    3. 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.

  4. Multiple Integrals

    9 pairs coming soon
    Open the Multiple Integrals unit page

    Double Integrals

    1. 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.

    2. 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.

    3. 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.

    4. 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

    1. 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.

    2. 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.

    3. 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

    1. 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.

    2. 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.

  5. Vector Calculus

    10 pairs coming soon
    Open the Vector Calculus unit page

    Vector Fields and Line Integrals

    1. 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.

    2. 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.

    3. 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.

    4. 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

    1. 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.

    2. 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

    1. 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.

    2. 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

    1. 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.

    2. 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.

  6. Further Differential Equations

    9 pairs coming soon
    Open the Further Differential Equations unit page

    Exact Equations and Complex Numbers

    1. 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.

    2. 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

    1. 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.

    2. 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.

    3. 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

    1. 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.

    2. 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

    1. 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.

    2. 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.