Advanced Multivariable Calculus
A second pass on multivariable calculus with real machinery -- the derivative as a linear map, curvilinear coordinates and tensors, differential forms and the generalized Stokes theorem, potential theory, and the calculus of variations -- for everything Calculus III's classical vector calculus didn't have room to prove.
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- Chapter overview
- Vector algebra and the geometric products ~10 min
- Partial derivatives, the gradient, and the chain rule ~10 min
- Multiple integrals and the Jacobian ~10 min
- Line integrals, work, and conservative fields ~10 min
- Green's, Stokes', and the Divergence Theorem ~12 min
- Parametric surfaces and normal vectors ~8 min
- Matrices, determinants, and linear maps ~14 min
- Taylor series and convergence ~8 min
- Chapter wrap-up
1 The topology of RβΏ π
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- Norms and distance in RβΏ ~8 min
- Open sets, closed sets, and boundaries ~10 min
- Interior, closure, and limit points ~8 min
- Sequences in RβΏ and convergence ~8 min
- Compactness β closed and bounded ~10 min
- The Extreme Value Theorem in n dimensions ~8 min
- Connected and path-connected sets ~8 min
- Simply connected versus multiply connected regions ~8 min
- Uniform continuity and why it matters ~8 min
2 The derivative as a linear map π
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- From partial derivatives to the total derivative ~10 min
- The derivative as the best linear approximation ~12 min
- The Jacobian matrix ~10 min
- Continuity, partials, and differentiability β what implies what ~10 min
- The CΒΉ theorem ~8 min
- The chain rule as matrix multiplication ~10 min
- Directional derivatives as the derivative applied to a vector ~8 min
- The Hessian as a bilinear form ~12 min
- Multi-index notation and Taylor's theorem in n variables ~10 min
3 The inverse and implicit function theorems π
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- Local invertibility and the question it answers ~8 min
- The Inverse Function Theorem ~12 min
- Reading the IFT geometrically ~8 min
- The Implicit Function Theorem ~12 min
- Solving for some variables in terms of others ~8 min
- Constraint surfaces, tangent spaces, and level sets ~10 min
- The constant rank theorem ~10 min
- Lagrange multipliers, justified ~10 min
- Second-order conditions and the bordered Hessian ~12 min
4 Curvilinear coordinates and the metric π
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- Coordinate systems as maps ~8 min
- Coordinate curves, surfaces, and local basis vectors ~8 min
- Scale factors and the line element ~10 min
- Orthogonal curvilinear coordinates ~8 min
- The gradient in curvilinear coordinates ~8 min
- The divergence in curvilinear coordinates ~10 min
- The curl in curvilinear coordinates ~10 min
- The Laplacian in curvilinear coordinates ~8 min
- Beyond cylindrical and spherical ~8 min
5 Index notation and Cartesian tensors π
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- The Einstein summation convention ~8 min
- The Kronecker delta ~6 min
- The Levi-Civita symbol ~10 min
- The epsilon-delta identity and vector identities made mechanical ~12 min
- What a tensor is β transformation under rotation ~10 min
- Second-order tensors β inertia, stress, strain ~8 min
- Symmetric and antisymmetric parts ~8 min
- Principal axes and eigen-decomposition ~10 min
- The del operator in index form ~8 min
- The word "tensor" in machine learning ~6 min
6 Differential forms π
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- Why forms β the trouble with dx dy ~8 min
- 1-forms and the differential of a function ~8 min
- The wedge product ~10 min
- 2-forms and 3-forms in RΒ³ ~8 min
- k-forms in RβΏ and the dimension count ~8 min
- The exterior derivative ~10 min
- dΒ² = 0 and what it encodes ~8 min
- Grad, curl, and div are all d ~10 min
- The Hodge star and why RΒ³ is special ~8 min
- Pullbacks and change of variables ~10 min
7 Integration of forms and the generalized Stokes theorem π
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- Orientation, made precise ~8 min
- Chains, cells, and the boundary operator ~10 min
- βΒ² = 0 and the boundary of a boundary ~8 min
- Integrating a k-form over a k-chain ~8 min
- The generalized Stokes theorem ~12 min
- Recovering the FTC, Green's, Stokes', and the Divergence Theorem ~10 min
- Closed forms and exact forms ~8 min
- The PoincarΓ© lemma ~10 min
- De Rham cohomology β when closed isn't exact ~12 min
8 Advanced integration theory π
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- Jordan measure and content zero ~8 min
- The Riemann integral in RβΏ, done properly ~8 min
- When Fubini's theorem fails ~10 min
- Improper multiple integrals and absolute convergence ~8 min
- The Gaussian integral ~10 min
- Differentiation under the integral sign ~10 min
- The Leibniz rule with moving boundaries ~8 min
- The Gamma and Beta functions ~10 min
- The volume of the n-ball and high-dimensional geometry ~10 min
9 Potential theory and field decomposition π
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- Harmonic functions and Laplace's equation ~8 min
- The mean value property ~10 min
- The maximum principle ~8 min
- Green's identities ~10 min
- Uniqueness for Dirichlet and Neumann problems ~8 min
- The Dirac delta and point sources ~8 min
- Green's functions and the fundamental solution ~10 min
- Solid angle and Gauss's law ~8 min
- The Helmholtz decomposition ~12 min
- Scalar and vector potentials, and gauge freedom ~8 min
10 Fields, flows, and Maxwell π
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- The material derivative ~8 min
- The Reynolds transport theorem ~10 min
- Continuity equations and conservation laws ~8 min
- Maxwell's equations in integral form ~10 min
- Maxwell's equations in differential form ~10 min
- Maxwell's equations in the language of forms ~10 min
- The wave equation from Maxwell ~10 min
- Vorticity, circulation, and Kelvin's theorem ~10 min
- Divergence, diffusion, and the discrete Laplacian ~8 min
11 The calculus of variations π
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- Functionals and the variational problem ~8 min
- The first variation ~10 min
- The Euler-Lagrange equation ~12 min
- The brachistochrone and the catenary ~10 min
- Several dependent variables ~8 min
- Several independent variables and field equations ~10 min
- Isoperimetric constraints and Lagrange multipliers for functionals ~10 min
- Geodesics and the metric ~10 min
- Noether's theorem β symmetry and conservation ~10 min
- Hamilton's principle and Lagrangian mechanics ~12 min