Multiple Integrals
Multiple Integrals
1 Double Integrals
Double Integrals over Rectangles
Double Integrals over General Regions
Double Integrals in Polar Coordinates
Change of Variables in Double Integrals
Applications of Double Integrals
2 Triple Integrals
Triple Integrals over Rectangular Box
Triple Integrals over General Regions
Change of Variables in Triple Integrals
Triple Integrals in Cylindrical Coordinates
Triple Integrals in Spherical Coordinates
Applications of Triple Integrals
Multiple Integals
1 Double Integrals
Double Integrals over Rectangles
Double Integrals over General Regions
Double Integrals in Polar Coordinates
Change of Variables in Double Integrals
Applications of Double Integrals
2 Triple Integrals
Triple Integrals over Rectangular Box
Triple Integrals over General Regions
Change of Variables in Triple Integrals
Triple Integrals in Cylindrical Coordinates
Triple Integrals in Spherical Coordinates
Applications of Triple Integrals
Double Integrals
Z b n
f (xi∗ )∆x .
X
f (x )dx = lim
a n→∞
i=1
Double Integrals
b−a
1 divide [a, b] into n subintervals [xi−1 , xi ] of equal width ∆x = n
2 choose sample points xi∗ in these subintervals,
n
form the Riemann sum f (xi∗ )∆x
P
3
i=1
Rb n
take the limit V = f (x )dx = lim f (xi∗ )∆x
P
4
a n→∞ i=1
Double Integrals
Definition
The double integral of f over the rectangle R is
ZZ n
m X
f (xij∗ , yij∗ )∆x ∆y
X
f (x , y )dxdy = lim
R m,n→∞
i=1 j=1
Fubini’s Theorem
RR Rb
f (x , y )dxdy = V = A(x )dx , where
R a
Rd
A(x ) = f (x , y )dy .
c
Triple Integrals
Properties
RR RR RR
1 [f (x , y ) + g (x , y )] dxdy = f (x , y ) dxdy + g (x , y ) dxdy .
R R R
RR RR
2 αf (x , y ) dxdy = α f (x , y )dxdy .
R R
RR RR RR
3 f (x , y ) dxdy = f (x , y ) dxdy + f (x , y ) dxdy .
D D1 D2
D1 D2
O x
(
f (x , y ), if (x , y ) ∈ D,
F (x , y ) =
0, if (x , y ) ∈ R \ D.
and ZZ ZZ
f (x , y )dxdy = F (x , y )dxdy .
D R
By Fubini’s Theorem,
ZZ ZZ
f (x , y )dxdy = F (x , y )dxdy
D R
Double Integrals Double Integrals over General Regions
By Fubini’s Theorem,
ZZ ZZ
f (x , y )dxdy = F (x , y )dxdy
D R
Double Integrals Double Integrals over General Regions
By Fubini’s Theorem,
ZZ ZZ
f (x , y )dxdy = F (x , y )dxdy
D R
Z b Z d Z b Z g2 (x )
= dx F (x , y )dy = dx f (x , y )dy .
a c a g1 (x )
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 13 / 89
Double Integrals Double Integrals over General Regions
y y y
d d d
D D D
c c c
O a b x O a b x O a b x
x = h2 (y )
x = h1 (y )
d
D
c
Example
x 2 (y − x ) dxdy where D is the region bounded by y = x 2 and
RR
Evaluate
D
x = y 2.
y
y = x2
x = y2
1
O 1 x
Example
2
xe y dx , where D = {(x , y ) : 0 ≤ x ≤ 1, x 2 ≤ y ≤ 1}.
RR
Evaluate I =
D
y
y = x2
O 1 x
Exercise
Rb f2R(x )
Change the order of integration I = dx f (x , y )dy .
a f1 (x )
Zb 2 (x )
fZ di hZi (y )
XZ
dx f (x , y )dy = dy f (x , y )dx .
a f1 (x ) i ci gi (y )
Exercise
Rb f2R(x )
Change the order of integration I = dx f (x , y )dy .
a f1 (x )
Zb 2 (x )
fZ di hZi (y )
XZ
dx f (x , y )dy = dy f (x , y )dx .
a f1 (x ) i ci gi (y )
Rd f2R(y )
Similar for dy f (x , y )dx .
c f1 (y )
Example
R1 R 2
1−x
Change the order of integration dx √
f (x , y ) dy .
−1 − 1−x 2
y
1
D1
O 1 x
D2
O 1 2 x
x
O 1 2
√
2
O √ x
2
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 22 / 89
Double Integrals Double Integrals over General Regions
RR
Evaluate |f (x , y )| dxdy . The curve f (x , y ) = 0 divides D into two
D
parts,
D + = D ∩ {f (x , y ) ≥ 0}, D − = D ∩ {f (x , y ) ≤ 0}.
ZZ ZZ ZZ
|f (x , y )| dxdy = f (x , y ) dxdy − f (x , y ) dxdy (1)
D D+ D−
RR
Evaluate |f (x , y )| dxdy . The curve f (x , y ) = 0 divides D into two
D
parts,
D + = D ∩ {f (x , y ) ≥ 0}, D − = D ∩ {f (x , y ) ≤ 0}.
ZZ ZZ ZZ
|f (x , y )| dxdy = f (x , y ) dxdy − f (x , y ) dxdy (1)
D D+ D−
Algorithm
1 Sketch the curve f (x , y ) = 0 to find D + , D − .
2 Apply formula (1).
D+
x
O 1
D−
D+
D−
O 1 x
Theorem
If
1 f (x , y ) is an even function with respect to y and,
2 D is symmetric with respect to x − axis
ZZ ZZ
f (x , y ) dxdy = 2 f (x , y ) dxdy .
D D+
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 26 / 89
Double Integrals Double Integrals over General Regions
Example
RR
Evaluate |x | + |y |dxdy .
|x |+|y |≤1
y
1
O 1 x
y M
−−→
r = |OM|
θ
O x x
(
x = r cos θ,
Polar coordinates vs rectangular coordinates:
y = r sin θ.
1 1 2 1
∆Ai = ri2 ∆θ − ri−1 ∆θ = (ri2 − ri−1 2
)∆θ
2 2 2
1
= (ri + ri−1 )(ri − ri−1 )∆θ = ri∗ ∆r ∆θ.
2
ZZ n
m X
f (ri∗ cos θj∗ , ri∗ sin θj∗ )∆Ai
X
f (x , y )∆A = lim
m,n→∞
R i=1 j=1
n
m X
f (ri∗ cos θj∗ , ri∗ sin θj∗ )ri∗ ∆r ∆θ
X
= lim
m,n→∞
i=1 j=1
ZZ
= f (r cos θ, r sin θ) r drdθ.
R
I= dθ f (r cos θ, r sin θ) r dr
θ1 r1 (θ)
O 2 4 8 x
y
√
8 y =x 3
y =x
4
O x
O x
√
2 3 D2
D1
√ x
O 2 2 3
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 35 / 89
Double Integrals Change of Variables in Double Integrals
Rb Rd
Back in Calculus I, f (x )dx = f (x (t)) x ′ (t) dt, where x = x (t).
a c
RR RR
Similarly, f (x , y )dxdy = f (x (u, v ), y (u, v )) factor dudv
R S
Example
(
x = x (u, v ) = u 2 − v 2 ,
Consider the transformation T :
y = y (u, v ) = 2uv .
Find the image of the square S = {(u, v ) : 0 ≤ u ≤ 1, 0 ≤ v ≤ 1}.
x ′ xv′
∆A ≈ |ru × rv |∆u∆v = u′ ∆u∆v ,
yu yv′
x ′ xv′ D(x , y ) xu′ xv′
∆A ≈ |ru × rv |∆u∆v = u′ ∆u∆v , J= = .
yu yv′ D(u, v ) yu′ yv′
ZZ X n
m X
f (x , y )dA = lim f (xi , yj )∆A
m,n→∞
R i=1 j=1
n
m X
X x ′ xv′
= lim f (x (ui , vj ), y (ui , vj )) u′ ∆u∆v
m,n→∞
i=1 j=1
yu yv′
ZZ
= f (x (u, v ), y (u, v ))|J|dudv .
S
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 38 / 89
Double Integrals Change of Variables in Double Integrals
Change of variables
(
x = x (u, v ),
Let T : , S → R,
y = y (u, v )
x (u, v ), y (u, v ) has continuous partial derivatives on S,
the transformation is a 1 − 1 map.
x ′ x ′
u v
the Jacobian J = ′ 6= 0 on S.
yu yv′
RR RR
Then f (x , y )dxdy = f (x (u, v ), y (u, v ))|J|dudv .
D S
Change of variables
(
x = x (u, v ),
Let T : , S → R,
y = y (u, v )
x (u, v ), y (u, v ) has continuous partial derivatives on S,
the transformation is a 1 − 1 map.
x ′ x ′
u v
the Jacobian J = ′ 6= 0 on S.
yu yv′
RR RR
Then f (x , y )dxdy = f (x (u, v ), y (u, v ))|J|dudv .
D S
Example
(
1 ≤ xy ≤ 4
4x 2 − 2y 2
RR
Evaluate I = dxdy , where D :
D x ≤ y ≤ 4x .
y
y = 4x
y =x
1 xy = 4
xy = 1
O 1 x
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 40 / 89
Double Integrals Change of Variables in Double Integrals
(
x = r cos θ,
1
y = r sin θ
x ′ xθ′ ,
D(x ,y )
2 J= = r′ =r
D(r ,θ) yr yθ′
RR
3 f (x , y )dxdy =
RRR
f (r cos θ, r sin θ) r drdθ.
S
Polar coordinates
(
x2 y2 x = ar cos ϕ
If D : a2
+ b2
≤ 1, then , J = abr
y = br sin ϕ
Example
RR 2
9x − 4y 2 dxdy , where D :
x2 y2
Evaluate 4 + 9 ≤ 1.
D
y
O 2 x
Polar Coordinates
(
2 2 x = a + r cos ϕ
If D : (x − a) + (y − b) ≤ R 2, then , J =r
y = b + r sin ϕ
Example
√
R2 R 2
4−x p
Evaluate dx √
2x − x 2 − y 2 dy .
0 − 4−x 2
y
x
O 2
Polar Coordinates
Example
xy dxdy , where D : (x − 2)2 + y 2 ≤ 1.
RR
Evaluate
D
O 1 3 x
Polar Coordinates
Example
xy dxdy , where D : (x − 2)2 + y 2 ≤ 1, y ≥ 0
RR
Evaluate
D
O 1 3 x
2x = y 2
x = y2
√ √
O 1 3
234 2 x
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 46 / 89
Double Integrals Applications of Double Integrals
3a
3a
O x
−6a
x = y , y = 0.
y
y =x
O 2 4 x
O x
y
√
r = a sin 2ϕ
O
x
1
2
O 1 x
2
O
2a x
−a
O y
D
x
(
z1 (x , y ) ≤ z ≤ z2 (x , y ),
ZZ
V : ⇒ V (Ω) = (z2 (x , y ) − z1 (x , y ))dxdy .
(x , y ) ∈ D
D
z
z = z2 (x , y )
Ω
z = z1 (x , y )
y
O
x
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 54 / 89
Double Integrals Applications of Double Integrals
O
y
x
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 55 / 89
Double Integrals Applications of Double Integrals
2z = 2 + x 2 + y 2
O
z = 4 − x2 − y2 y
x
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 56 / 89
Double Integrals Applications of Double Integrals
O 1
y
2a
2a 2a
x y
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 58 / 89
Double Integrals Applications of Double Integrals
O
a x
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 59 / 89
Double Integrals Applications of Double Integrals
V : q
z = x2 + y2
−a O a y
x
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 60 / 89
Double Integrals Applications of Double Integrals
z z = f (x , y )
RR q
S= 1 + zx′ 2 + zy′ 2 dxdy .
D y
O
D
x
Multiple Integals
1 Double Integrals
Double Integrals over Rectangles
Double Integrals over General Regions
Double Integrals in Polar Coordinates
Change of Variables in Double Integrals
Applications of Double Integrals
2 Triple Integrals
Triple Integrals over Rectangular Box
Triple Integrals over General Regions
Change of Variables in Triple Integrals
Triple Integrals in Cylindrical Coordinates
Triple Integrals in Spherical Coordinates
Applications of Triple Integrals
Triple Integrals
Z b n
f (xi∗ )∆x .
X
f (x )dx = lim
a n→∞
i=1
Triple Integrals
b−a
1 divide [a, b] into n subintervals [xi−1 , xi ] of equal width ∆x = n
2 choose sample points xi∗ in these subintervals,
n
form the Riemann sum f (xi∗ )∆x
P
3
i=1
Rb n
take the limit V = f (x )dx = lim f (xi∗ )∆x
P
4
a n→∞ i=1
Definition
ZZZ n
m X
l X
∗ ∗ ∗
X
f (x , y , z)dV = lim f (xijk , yijk , zijk )∆V .
l,m,n→∞
B i=1 j=1 k=1
Definition
ZZZ n
m X
l X
∗ ∗ ∗
X
f (x , y , z)dV = lim f (xijk , yijk , zijk )∆V .
l,m,n→∞
B i=1 j=1 k=1
B = [a, b] × [c, d] × [r , s] ⊃ V
and define
(
f (x , y , z), if (x , y , z) ∈ E ,
F (x , y , z) =
0, if (x , y , z) ∈ B \ E .
B = [a, b] × [c, d] × [r , s] ⊃ V
and define
(
f (x , y , z), if (x , y , z) ∈ E ,
F (x , y , z) =
0, if (x , y , z) ∈ B \ E .
Definition
ZZZ ZZZ
f (x , y , z)dV = F (x , y , z)dV .
B
E
I= f (x , y , z) dxdy dz = dxdy f (x , y , z) dz
V D z1 (x ,y )
z
z = z2 (x , y )
V
z = z1 (x , y )
O y
D
x
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 70 / 89
Triple Integrals Triple Integrals over General Regions
ZZZ ZZ z2Z(x ,y )
I= f (x , y , z) dxdy dz = dxdy f (x , y , z) dz
V D z1 (x ,y )
.
The idea:
p
z= x2 + y2
y
O
" #
RRR RR u2 (x
R ,z)
2 Type III: f (x , y , z)dxdydz = f (x , y , z)dy dxdz.
E D u1 (x ,z)
Theorem
If
1 V is symmetric with respect to z = 0,
2 f (x , y , z) is an odd function with respect to z
RRR
then f (x , y , z) dxdy dz = 0.
V
Theorem
If
1 V is symmetric with respect to z = 0,
2 f (x , y , z) is an odd function with respect to z
RRR
then f (x , y , z) dxdy dz = 0.
V
Theorem
If
1 V is symmetric with respect to z = 0,
2 f (x , y , z) is an even function with respect to z
RRR RRR
then f (x , y , z) dxdy dz = 2 f (x , y , z) dxdy dz.
V V+
1 T is a 1 − 1 map.
2 x (u, v , w ), y (u, v , w ), z(u, v , w ) are continuous and have continuous
partial derivatives on V ′ .
3 The Jacobian determinant
x ′ xv′ xw′
D(x , y , z) u
J= = yu′ yv′ yw′ 6= 0 in V ′ .
D(u, v , w ) ′
zu zv′ zw′
Then
ZZZ ZZZ
f (x , y , z)dxdydz = f (x (u, v , w ), y (u, v , w ), z(u, v , w )) |J|dudvdw .
V V′
(1)
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 76 / 89
Triple Integrals Change of Variables in Triple Integrals
Example
RRR
Evaluate (x + y + z)dxdydz, where V is bounded by
V
x + y + z = ±3
x + 2y − z = ±1 .
x + 4y + z = ±2
Example
RRR
Evaluate (x + y + z)dxdydz, where V is bounded by
V
x + y + z = ±3
x + 2y − z = ±1 .
x + 4y + z = ±2
u = x + y + z
Consider the transformation v = x + 2y − z
w = x + 4y + z
1 1 1
D (u, v , w) 1
J −1 = = 1 2 −1 = 6 ⇒ J = .
D (x , y , z) 1 6
4 1
x r = |OM ′ | M ′
x r = |OM ′ | M ′
x r = |OM ′ | M ′
The transformation
x = r cos ϕ
D(x ,y ,z)
Taking the transformation y = r sin ϕ then J = D(r ,ϕ,z) = r and
z = z.
ZZZ ZZZ
I= f (x , y , z)dxdydz = f (r cos ϕ, r sin ϕ, z)rdrdϕdz.
V Vr ϕz
V
1
y
O
x
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 79 / 89
Triple Integrals Triple Integrals in Cylindrical Coordinates
O y
O y
x x
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 80 / 89
Triple Integrals Triple Integrals in Cylindrical Coordinates
h y
O
z = 1.
z
y
O
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 82 / 89
Triple Integrals Triple Integrals in Cylindrical Coordinates
y
O
x M′
ZZZ ZZZ
f (x , y , z)dxdydz = f (· · · , · · · , · · · )r 2 sin θdrdθdϕ.
V Vr θϕ
V1
y
O
x
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 85 / 89
Triple Integrals Triple Integrals in Spherical Coordinates
y
O
x
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 86 / 89
Triple Integrals Triple Integrals in Spherical Coordinates
′
z = bz
x 2 +y 2 z2
3 V : a2
+ b2
≤1⇒ x = ar cos ϕ
y = ar sin θ
Example
RRR p x 2 +y 2 z2
Evaluate z x 2 + y 2 dxdydz, where V : a2
+ b2
≤ 1, z ≥ 0.
V
Example
RRR p x 2 +y 2 z2
Evaluate z x 2 + y 2 dxdydz, where V : a2
+ b2
≤ 1, z ≥ 0.
V
Cylindrical
Coordinate. Spherical Coordinate.
′
z = bz
x = ar sin θ cos ϕ
Let x = ar cos ϕ , then Let y = ar sin θ sin ϕ , then
y = ar sin θ
z = br cos θ
Example
RRR p x 2 +y 2 z2
Evaluate z x 2 + y 2 dxdydz, where V : a2
+ b2
≤ 1, z ≥ 0.
V
Cylindrical
Coordinate. Spherical Coordinate.
′
z = bz
x = ar sin θ cos ϕ
Let x = ar cos ϕ , then Let y = ar sin θ sin ϕ , then
y = ar sin θ
z = br cos θ
0 ≤ ϕ ≤ 2π, 0 ≤ ϕ ≤ 2π,
J = a2 br and 0 ≤ r ≤ 1, J = a2 br 2 sin θ and 0 ≤ θ ≤ π,
2
0 ≤ z ′ ≤ √1 − r 2 .
0 ≤ r ≤ 1.
Example
RRR p x 2 +y 2 z2
Evaluate z x 2 + y 2 dxdydz, where V : a2
+ b2
≤ 1, z ≥ 0.
V
Cylindrical
Coordinate. Spherical Coordinate.
′
z = bz
x = ar sin θ cos ϕ
Let x = ar cos ϕ , then Let y = ar sin θ sin ϕ , then
y = ar sin θ
z = br cos θ
0 ≤ ϕ ≤ 2π, 0 ≤ ϕ ≤ 2π,
J = a2 br and 0 ≤ r ≤ 1, J = a2 br 2 sin θ and 0 ≤ θ ≤ π,
2
0 ≤ z ′ ≤ √1 − r 2 .
0 ≤ r ≤ 1.
2πa3 b 2
I= .
15
Example
x + y + z = ±3
Compute the volume of the domain V bounded by x + 2y − z = ±1
x + 4y + z = ±2.
Example
x + y + z = ±3
Compute the volume of the domain V bounded by x + 2y − z = ±1
x + 4y + z = ±2.
u = x + y + z
Change of variables v = x + 2y − z
w = x + 4y + z
Example
x + y + z = ±3
Compute the volume of the domain V bounded by x + 2y − z = ±1
x + 4y + z = ±2.
u = x + y + z
Change of variables v = x + 2y − z
w = x + 4y + z
1 1 1
D (u, v , w)
J −1 = = 1 2 −1 = 6
D (x , y , z) 1 4 1
Example
x + y + z = ±3
Compute the volume of the domain V bounded by x + 2y − z = ±1
x + 4y + z = ±2.
u = x + y + z
Change of variables v = x + 2y − z
w = x + 4y + z
1 1 1
D (u, v , w) 1
J −1 = = 1 2 −1 = 6 ⇒ J = ,
D (x , y , z) 1 4 1
6
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 89 / 89
Triple Integrals Applications of Triple Integrals
Example
x + y + z = ±3
Compute the volume of the domain V bounded by x + 2y − z = ±1
x + 4y + z = ±2.
u = x + y + z
Change of variables v = x + 2y − z
w = x + 4y + z
1 1 1
D (u, v , w) 1 1
ZZZ
J −1 = = 1 2 −1 = 6 ⇒ J = , V = dudvdw = 8.
D (x , y , z) 1 4 1
6 6
Vuvw
Dr. Xuan Dieu Bui Multiple Integrals I ♥ HUST 89 / 89