Problem 13-1-26 in Stewart, 5'th ed.
It's pretty darned easy to make a parameterized curve. Here's the one corresponding to our problem.
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Making surfaces is a bit trickier. In this case, the parabolic cylinder is the easier of the two. We let and be free. (Note: I picked nice values for the ranges of these, from to by trial and error. In the curve above, the interval from to was fairly obvious as a choice.)
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To plot the cylinder , I'll parameterize the circular part in the usual way and let be free.
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Here they are together. The viewpoint is inconvenient, so in the second image we change it from Mathematica's default and look at the figure from above (more or less)..
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I want to show the curve along with these surfaces but joining a rendering of a one-dimensional curve with that of a surface can lead to "hidden line" problems, so I'll actually use some small spheres along the path of the curve, sort of like a necklace. We first load a package that has a few predefined shapes.
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<<Graphics`Shapes`
A spehere of radius 2, centered at the origin, made with 20 slices longitudinally and 10 latitudinally.
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The same figure but centered at .
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So I'll stick a small "sphere" at points along our original curve.
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Wait, pearls are whiter...
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Here it is with the cylinder...
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... and with the parabolic cylinder.
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Showing them all together makes the point.
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Created by Mathematica (September 24, 2003)