1

2 Double Integrals and Line Integrals

2.1 Double Integrals
2.1.1 Introduction
_
b
a
_
d
c
f(x, y)dxdy
is a simple example of a double integral.
The integral
_
d
c
f(x, y)dx is known as the inner integral and is a
function of y.
The integral
_
b
a
dy is known as the outer integral.
Example 2.1.1 :- Find
_
1
0
_
1
1
x
2
ydxdy.
Solution Inner integral is
_
1
1
x
2
ydx =
_
1
3
x
3
y

1
1
=
2
3
y
Outer integral is
_
1
0
2
3
ydy =
2
3
_
1
2
y
2

1
0
=
1
3
So
_
1
0
_
1
1
x
2
ydxdy =
1
3
.
Note :- A double integral can be interpreted as the volume under
the function f(x, y) in the area dened by c x d, a y b.
Note :- The order of integration may be changed. For example
_
b
a
_
d
c
f(x, y)dxdy =
_
d
c
_
b
a
f(x, y)dydx.
2.1.2 The Region of Integration
The limits on the inner integral may be functions of the variable for
the outer integral. For example
_
1
x=0
_
x
y=0
f(x, y)dydx
represents f(x, y) being integrated over the triangle dened by y = 0,
x = 1, y = x. The extremes on x are x = 0 to x = 1 and, for each value of x,
the values of y vary between y = 0 to y = x.
Example 2.1.3 :- Find
_
1
x=0
_
x
y=0
(1 xy) dy dx
Solution
_
1
x=0
_
x
y=0
(1 xy) dy dx =
_
1
x=0
_
y
1
2
xy
2
_
x
y=0
dx
=
_
1
x=0
_
x
1
2
x
3
(0 0)
_
dx
=
_
1
2
x
2

1
8
x
8
_
1
0
=
1
2

1
8
0 =
3
8
Sometimes, the region of integration is such that the integral has to
be split into several parts. For example, to integrate f(x, y) = x+1 over
the rhombus bened by (2,0), (0,1), (-2,0) and (0,-1) involves evaluating
_
0
2
_ 1
2
x+1

1
2
x1
(x + 1) dy dx +
_
2
0
_

1
2
x+1
1
2
x1
(x + 1) dy dx
Sometimes reversing the order of integration allows an integral to be
evaluated. For example
_
1
0
_
cos
1

x
0
x (cos y)
4
dydx is a tricky integral
but is equivilent to
_
/2
0
_
cos
2
y
0
(cos y)
4
xdxdy which can be done much
more easily.
2.1.3 Change of Variable
Sometimes an integral can be made easier by a change of variables.
Either the function or the limits may be made easier. If f (x, y) can
be expressed as g(u, v) then
_ _
f (x, y) dx dy =
_ _
g (u, v) |J| du dv
. In this case, |J| is the magnitude of J i.e. the magnitude of
x
u
y
v

x
v
y
u
and is known as the Jacobian. Care must be taken over the limits.
For the rhombus of the previous section, if u =
x
2
+ y and v =
x
2
y,
then the integral comes to
_
1
u=1
_
1
v=1
(u + v + 1) 1 du dv
. In this case, the u + v + 1 corresponds to the x + 1 while the 1 is
the Jacobean J.
When coverting from rectangular (x, y) to polar (r, ) coordinates, the
Jacobean J is equal to r.
2.2 Line Integrals
2.2.1 Introduction
It is possible to carry out integration along a line or a curve. Such an integral
may be written as
_
c
F(x, y)dw
There are three main features inuencing this integral
F(x,y) This is the function to be integrated
e.g. F(x, y) = x
2
+ 4y
2
C This is the curve along which integration takes
place. e.g.
y = x
2
or x = t 1; y = t
2
dw This states the variable that the integration takes
place with respect to. Four main cases are
dx
dy
ds Here s is the coordinate along the
curve.
ds may be written as ds =
_
(dx)
2
+ (dy)
2
OR ds =
_
1 +
_
dy
dx
_
2
dx
F
1
dx + F
2
dy This is a combination of the
rst two cases.
The line integral
_
C
f(x, y) ds
represents the area beneath the function f(x, y) but above the curve C. The
integrals
_
C
f(x, y) dx
and _
C
f(x, y) dy
represent the projections of this area onto the planes above the x and y axes.
2.2.2 Techniques and Examples
The technique with a line integral is to express all quantities in an integral in
terms of a single variable. Often, if the integral is with respect to x or
y, the curve C and the function F may be expressed in terms of
the relevant variable.
Example 2.2.1
Find _
c
x (1 + 4y) dx
where C is the curve y = x
2
, starting from x = 0, y = 0 and ending at
x = 1, y = 1.
Solution As we are interested only in points along C, y may be replaced by
x
2
. The limits on x will be 0 to 1. So the integral becomes
_
1
x=0
_
x + 4x
3
_
dx =
_
x
2
2
+ x
4
_
1
0
=
_
1
2
+ 1
_
(0) =
3
2
If the integral is to be carried out with respect to

s

, it often helps
to convert everything to be in terms of x.
Example 2.2.3
Find _
c
x (1 + 4y) ds
where C is the curve y = x
2
, starting from x = 0, y = 0 and ending at
x = 1, y = 1.
Solution All variables may be converted to x
y = x
2
ds =
_
1 +
_
dy
dx
_
2
dx =
_
1 + (2x)
2
dx =

1 + 4x
2
dx
So, the integral is
_
1
x=0
x
_
1 + 4x
2
_
1 + 4x
2
dx
=
_
1
x=0
x
_
1 + 4x
2
_
3/2
dx
This can be evaluated using the transformation U = 1 +4x
2
so dU = 8xdx
i.e. dx =
dU
8
. When x = 0, U = 1 and when x = 1, U = 5.
Integral =
1
8
_
5
U=1
U
3/2
dU =
1
8
2
5
_
U
5/2

5
1
=
1
20
_
5
5/2
1

= 2.745
When the curve is given in terms of a parameter, it is often best
to convert all variables to that coordinate
Example 2.2.6
Find _
c
_
x
2
ydx 2xydy

where C is the curve dened by x = t

2
+ 1, y = t
3
t
between t = 0 and t = 1.
Solution
From the equations for x and y, dx = 2tdt, dy =
_
3t
2
1
_
dt
So integral is
_
1
t=0
_
_
t
2
+ 1
_
2
_
t
3
t
_
2tdt 2
_
t
3
t
_ _
t
2
+ 1
_ _
3t
2
1
_
dt
_
=
_
1
t=0
__
t
4
+ 2t
2
+ 1
_ _
2t
4
2t
2
_
2
_
t
5
t
_ _
3t
2
1
_
dt
=
_
1
0
_
2t
8
+ 2t
6
2t
4
2t
2
6t
7
+ 2t
5
+ 6t
3
2t
_
dt
=
_
2
9
t
9
+
2
7
t
7

2
5
t
5

2
3
t
3

3
4
t
8
+
1
3
t
6
+
3
2
t
4
t
2
_
1
0
=
2
9
+
2
7

2
5

2
3

3
4
+
1
3
+
3
2
1
=
599
1260
2.3 The curve of integration
2.3.1 Compound Curves
Sometimes, the curve C can have dierent forms in dierent places.
In such cases, the integral can be expressed as the sum of dierent
integrals
Example 2.3.1
Find _
C
xydx
where C is the curve y = x
2
from (0,0) to (1,1) followed by y = 2 x
from (1,1) to (2,0).
Solution Integral is
_
1
x=0
xx
2
dx +
_
2
x=1
x (2 x) dx =
_
1
0
x
3
dx +
_
2
1
_
2x x
2
_
dx
=
_
x
4
4
_
1
0
+
_
x
2

x
3
3
_
2
1
=
1
4
+
__
4
8
3
_

_
1
1
3
__
=
1
4
+ 3
7
3
=
11
12
2.3.2 Dierent Routes of Integration
There are some functions F(x,y) for which the integral does not depend
on the route of integration but merely on the start and nish points.
Example 2.3.2
Evaluate _
c
_
2x sin ydx + x
2
cos ydy
_
for
i) C is the straight line y =

2
x from x = 0 to x = 1
ii) C is the curve y = sin
1
x from x = 0 to x = 1
iii) C is the line y = 0 from x = 0 to x = 1 followed by the line
x = 1 from y = 0 to y =

2
All routes go from (0, 0) to (1,

2
)
Solution In all three cases, the integral equals 1. In fact, by all
routes between (0, 0) and (1,

2
), the integral is 1.
Example 2.2.3
Evaluate _
C
_
x
3
ydx + xy
2
dy

where
i) C is the line y = x
2
from x = 0 to x = 1
ii) C is the curve y = x
2
from x = 0 to x = 1
Solution
Case i) Integral =
9
20
Case ii) Integral =
19
42
In this example, the integral is dependent on the route of integration
and not just the start and end points.
2.3.3 Closed Curves
Sometimes, the curve of integration will return to its point of origin.
In such a case, the symbol
_
rather than
_
is used for integration.
Example 2.2.11
Find _
C
_
x
2
ydx + xdy

where C is the route once around the unit circle moving anti-clockwise,
starting and ending at (1, 0).
Solution C is represented by x = cos t, y = sin t with the limits
on t being 0 to 2.
x = cos t : dx = sin tdt
y = sin t : dy = cos tdt
The integral is
_
2
t=0
_
cos
2
t sin t (sin tdt) + cos t cos tdt

=
_
2
0
_
cos
2
t sin
2
t + cos
2
t

dt
=
3
4