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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.

Free to read now, no account needed: Readiness review. Create a free account to open the other chapters, take the quizzes and keep your progress.

1 The topology of Rⁿ πŸ”’

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  • Norms and distance in Rⁿ ~8 min
  • Open sets, closed sets, and boundaries ~10 min
  • Interior, closure, and limit points ~8 min
  • Sequences in Rⁿ 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 πŸ”’

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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 πŸ”’

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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 πŸ”’

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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 πŸ”’

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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 πŸ”’

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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 Rⁿ 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 πŸ”’

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  • Orientation, made precise ~8 min
  • Chains, cells, and the boundary operator ~10 min
  • βˆ‚Β² = 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 πŸ”’

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  • Jordan measure and content zero ~8 min
  • The Riemann integral in Rⁿ, 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 πŸ”’

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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 πŸ”’

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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 πŸ”’

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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