1 Double Integrals over Rectangles

The Riemann sum

b n
∫ f (x) dx = lim ∑ f (x∗i )∆x
a n→inf i=1

 Volumes and Double Integrals

Form the subrectangles

Fij = [xi−1 , xy ] × [yi−1 , yi ] = {(x, y) ∣ xi−1 ≤ x ≤ xi , yj−1 ≤ y ≤ yj }

each with area ∆A = ∆x∆y.

Definition : Double Integral

The double integral of f over the rectangle R is

¨ m n
f (x, y) dA = V = lim ∑ ∑ f (x∗ij , yij
∗
)∆A
m,n→∞
i=1 j=1
R

+ EXAMPLE 1. Estimate the volume

R = [0, 2] × [0, 2], z = 16 − x2 − 2y 2

Divide R into 4 squares and choose the sample point to be the upper right corner of each square Rij .
2 2
V ≈ ∑ ∑ f (xi , yj )∆A
i=1 j=1

= f (1, 1)∆A + f (1, 2)∆A + f (2, 1)∆A + f (2, 2)∆A

= 13(1) + 7(1) + 10(1) + 4(1) = 34

+ EXAMPLE. If R = {(x, y)∣ − 1 ≤ x ≤ 1, −2 ≤ y ≤ 2}, evaluate

¨ √
1 − x2 dA
R
√
Since 1 − x2 ≥ 0, we can interpreting it as a volume. x2 + z 2 = 1 and
z ≥ 0. ¨ √
1
1 − x2 dA = π(1)2 × 4 = 2π
2
R

1
 The Midpoint Rule
Take (xi ∗, yi ∗) = (xi , yi ) (the middle point between xi , xi−1 ).

+ EXAMPLE. m = n = 2, R = {(x, y)∣0 ≤ x ≤ 2, 1 ≤ y ≤ 2}

¨ 2 2
(x − 3y 2 ) dA ≈ ∑ ∑ f (xi , yi )∆A
i=1 j=1
R

= f (x1 , y1 )∆A + ⋅ ⋅ ⋅ + f (x2 , y2 )∆A

1 5 1 7 3 5 3 7
= f ( , )∆A + f ( , )∆A + f ( , )∆A + f ( , )∆A
2 4 2 4 2 4 2 4
= −11.875

Note. Double integral as a bolume is valid only when f is a positive function. So in the previous example,
the integral is not a volume.

 Average Value
1 b
The average value of f (x) on (a, b) is fave = ∫a f (x) dx.
b−a

Definition : Average Value

The average value of f (x, y) on a rectangle R is

¨
1
fave = f (x, y) dA
A(R)
R
˜
If f (x, y) ≥ 0, the equation A(R) × fave = f (x, y) dA says that it has the same V as a box with base
R
R and height fave .

 Properties of Double Integrals

The linearity of the integral (+, c×).
If f (x, y) ≥ g(x, y) for all (x, y) ∈ R, then
¨ ¨
f (x, y) dA ≥ g(x, y) dA
R R

 Iterated Integrals
d
∫c f (x, y) dy means that x is fixed and f (x, y) is integrated with respecto y from c → d. (partial integration
with respect to y).

Definition : Iterated Integral

d b d b
∫ ∫ f (x, y) dx dy = ∫ [∫ f (x, y) dx] dy
c a c a

work from the inside out.

+ EXAMPLE.

(a)
3 2 3 2
∫ ∫ x2 y dy dx = ∫ [∫ x2 y dy] dx
0 1 0 1
3 3 2 x3 27
=∫ x dx = =
0 2 2 2

(b)
2 3 2 3
∫ ∫ x2 y dx dy = ∫ [∫ x2 y dx] dy
1 0 1 0
2
2 y 2 ⎤⎥ 27
=∫ 9y dy = 9 ⎥⎥ =
1 2⎥ 2
⎦1

2
 Definition : Fubini’s Theorem

If f is continuous on R = {(x, y) ∣ a ≤ x ≤ b, c ≤ y ≤ d}, then

¨ b d d b
f (x, y) dA = ∫ ∫ f (x, y) dy dx = ∫ ∫ f (x, y) dx dy
a c c a
R

b
V =∫ A(x) dx
a

where A(x) is the area of the surface that is perpendicular to the x−

axis. d
A(x) = ∫ f (x, y) dy
c

Definition : Special case

In case f (x, y) = g(x) h(y),

¨ b d
g(x)h(y) dA = ∫ g(x) dx ∫ h(y) dy
a c
R

+ EXAMPLE. R = [0, π/2] × [0, π/2], then

¨ π/2 π/2
sin x cos y dA = ∫ sin x ∫ cos y dy
0 0
R
π/2 π/2
= [− cos x]0 [sin y]0 =1⋅1=1

 Double Integrals over General Regions

The double integral of f over D is

¨ ¨
f (x, y) dA = F (x, y) dA
D R

⎧
⎪
⎪f (x, y)
⎪ if (x, y) is in D
where F (x, y) = ⎨
⎪
⎪
⎪0 if (x, y) is in R but not in D
⎩

3
Type I: D lies between 2 continuous function of x

D = {(x, y)∣a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}

Definition : Type I

If f is continuous on a type I region D such that

D = {(x, y)∣a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}

then ¨ b g2 (x)
f (x, y) dA = ∫ ∫ f (x, y) dy dx
a g1 (x)
D

which leads to the definition for Type II,

¨ d h2 (y)
f (x, y) dA = ∫ ∫ f (x, y) dx dy
c h1 (y)
D
˜
+ EXAMPLE. y = 2x2 , y = 1 + x2 , evaluate (x + 2y) dA.
D

1 1+x2
∫ (x + 2y) dA = ∫ ∫ (x + 2y) dy dx
−1 2x2
D
1 y=1+x2
=∫ [xy + y 2 ]y−2x2 dx
−1
1
=∫ (−3x4 − x3 + 2x2 + x + 1) dx
−1

32
=
15

+ EXAMPLE. Find the volume of the tetrahedron bounded by the planes

x + 2y + z = 2, x = 2y.x = 0, z = 0.

D = {(x, y) ∣ 0 ≤ x ≤ 1, x/2 ≤ y ≤ 1 − x/2}

4
 + EXAMPLE.
1 1
¨
∫ ∫ sin (y 2 ) dy dx = sin (y 2 ) dA
0 x
D

D = {(x, y) ∣ 0 ≤ x ≤ 1, x ≤ y ≤ 1}

can be transformed to

D = {(x, y) ∣ 0 ≤ y ≤ 1, 0 ≤ x ≤ y}

1 y 1 x=y
∫ ∫ sin (y 2 ) dx dy = ∫ [x sin (y 2 )]x=0 dy
0 0 0
1
=∫ y sin (y 2 ) dy
0
1 1 1
= − cos (y 2 )]0 = (1 − cos 1)
2 2

Properties 1: Double Integrals

Beside sum and constant multiplier.

∎ If f (x, y) ≥ g(x, y) for all (x, y) ∈ D.
¨ ¨
f (x, y) dA ≥ g(x, y) dA
D D

∎ If D = D1 ∪ D2 , and they don’t overlap except perhaps on

their bound daries
¨ ¨ ¨
f (x, y) dA = f (x, y) dA + f (x, y) dA
D D1 D2

˜
∎ Since 1 dA = A(D), so if m ≤ f (x, y) ≤ M for all (x, y) ∈ D.
D
¨
mA(D) ≤ f (x, y) DA ≤ M A(D)
D

˜
+ EXAMPLE. Estimate esin x cos y dA, where D is the disk with center the origin and r = 2.
D
Since −1 ≤ sin x ≤ 1 and −1 ≤ cos y ≤ 1, we have −1 ≤ sin x cos y ≤ 1. Therefore

e−1 ≤ esin x cos y ≤ e1

¨
4π
≤ esin x cos y dA ≤ 4πe
e
D

2 Double Integrals in Polar Coordinate

Divide into m subinterval [ri−1 , ri ] of ∆r =
(b − a)/m and n subinterval of (β − α)/n.
∎ Then the center of the polar subrectangles
has polar coordinate
1 1
ri ∗ = (ri−1 + ri ), θj ∗ = (θj−1 + θj )
2 2
∎ And the area
1
∆Ai = (ri + ri−1 )(ri − ri−1 )∆θ
2
= ri∗ ∆r∆θ

5
 Definition : Change to Polar Coordinates in a Double Integral

If f is continuous on a polar rectangle R (0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β, where 0 ≤ β − α ≤ 2π), then

¨ β b
f (x, y) dA = ∫ ∫ f (r cos θ, r sin θ) r dr dθ
α a
R

¨ β h2 (θ)
f (x, y) dA = ∫ ∫ f (r cos θ, r sin θ)r dr dθ
α h1 (θ)
D

+ EXAMPLE. Find the area enclosed by one loop of the four-leaved rose r = cos 2θ.
D = {(r, θ) ∣ − π/4 ≤ θ ≤ π/4, 0 ≤ r ≤ cos 2θ}

So the area is
¨ π/4 cos 2θ
A(D) = dA = ∫ ∫ r dr dθ
−π/4 0
D
π/4 1 cos 2θ 1 π/4
=∫ [ r2 ] = ∫ cos 2θ2 dθ
−π/4 2 0 2 −π/4
π/4
1 π/4 1 1 π
= ∫ (1 + cos 4θ) dθ = [θ + sin 4θ] =
4 −π/4 4 4 −π/4 8
+ EXAMPLE. z = x2 + y 2 , x2 + y 2 = 2x.

D = {(r, θ) ∣ − π/2 ≤ θ ≤ π/2, 0 ≤ r ≤ 2 cos θ}

¨ π/2 2 cos theta
V (x2 + y 2 ) dA = ∫ ∫ r2 r dr dθ
−π/2 0
D
π/2 π/2 π/2 1 + cos 2θ 2
= 4∫ cos θ4 dθ = 8 ∫ cos θ4 dθ = 8 ∫ ( ) dθ
−π/2 0 0 2
π/2 ⎛ 3⎞ ⎛ π ⎞ 3π
3 1
= 2 [ θ + sin 2θ + sin 4θ] =2 =
2 8 0 ⎝ 2⎠ ⎝ 2 ⎠ 2
Why split into 2 parts?

6
3 Surface Area
Divide into m × n square. Then A(S) = limm,n→∞ ∑m n
i=1 ∑j=1 ∆Tij .
Since ∆Tij = ∣a × b ∣. Recall that fx (xi , yj ) and fy (xi , yj ) are the slopes
of the tangent lines through Pij .

a = ∆xi + fx (xi , yj )∆xk

b = ∆y j + fy (xi , yj )∆yk

RRR i j k RRR
RRR RRR
a × b = RRRR∆x 0 fx (xi , yj )∆xRRRR
RRR R
RRR 0 ∆y fy (xi , yj )∆y RRRRR
= [−fx (xi , yj ) i − fy (xi , yj )j + k ] ∆A
√
2 2
∆Tij = ∣ a × b ∣ = [fx (xi , yj )] + [fy (xi , yj )] + 1 ∆A
Hence we have

Definition : The Area of the Surface

If fx , fy are continuous.
¨ √
2 2
A(S) = [fx (xi , yj )] + [fy (xi , yj )] + 1 dA
D
¨ Á
¿
2 2
= À1 + ( ∂z ) + ( ∂z ) dA
Á
∂x ∂y
D

+ EXAMPLE. Area of z = x2 + y 2 that lies under z = 9.

¨ √
A= 1 + (2x)2 + (2y)2 dA
D
¨ √
= 1 + 4(x2 + y 2 ) dA
D

Converting to polar coordinates, we obtain

2π 3√
A=∫ ∫ 1 + 4r2 r dr dθ
0 0
2π 1√ 3
=∫ dθ ∫1 + 4r2 (8r) dr
0 0 8
3 π √
= 2π ( 81 ) 23 (1 + 4r2 )3/2 ] = (37 37 − 1)
0 6

4 Triple Integrals

Divide into subboxes.

Definition : Triple Integrals

Let Bijk = [xi−1 , xi ] × [yj−1 , yj ] × [zk−1 , zk ] , then

˚ l m n
lim ∑ ∑ ∑ f (xijk ∗, yijk ∗, zijk ∗)∆V
l,m,n→∞ i=1 j=1 k=1
B

˝ b s d
Fubini’s Theorem. f (x, y, z) dV = ∫a ∫r ∫c f (x, y, z) dy dz dx
B

7
 ˝
Just the same, wrap E inside a box, and we got F (x, y, z) dV .
B

E = {(x, y, z) ∣ (x, y) ∈ D, u1 (x, y) ≤ z ≤ u2 (x, y)}

˚ ¨ u2 (x,y)
f (x, y, z) dV = [∫ f (x, y, z) dz] dA
u1 (x,y)
E D

Definition : 3 Types of Triple Integrals

∎ Type I. D is the projection on the xy-plane.

E = {(x, y, z) ∣ a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x), u1 (x, y) ≤ z ≤ u2 (x, y)}

¨ b g2 (x) u2 (x,y)
f (x, y, z) dV = ∫ ∫ ∫ f (x, y, z) dz dy dx
a g1 (x) u1 (x,y)
E

∎ Type II. D is the projection on the yz-plane.

∎ Type III. D is the projection on the xz-plane.

˝√
+ EXAMPLE. x2 + z 2 dV , where E bounded by y = x2 + z 2 and y = 4.
E

¨ 4 √ ¨ √
[∫ x2 + z 2 dy] dA = (4 − x2 − z 2 ) x2 + z 2 dA
x2 +z 2
D3 D3

Convert to polar coordinate in the xz-plane: x = r cos θ, z = r sin θ, which

gives
˚ √ ¨ √
x2 + z 2 dV = (4 − x2 − z 2 ) x2 + z 2 dA
E D3
2π 2 2π 2
=∫ ∫ (4 − r2 )r r dr dθ = ∫ dθ ∫ (4r2 − r4 ) dr
0 0 0 0
2
4r3 r5 128π
= 2π [ − ] =
3 5 0 15

5 Applications of Triple Integrals

First, begin with the special case where f (x, y, z) = 1 for all points in E. That would be the volume of the
shape.

8
6 Triple Integrals in Cylindrical Coordinates

Recall the connection between polar and Cartesian coordinates:

x = r cos θ y = r sin θ
y
r 2 = x2 + y 2 tan θ =
x

¦ Cylindrical Coordinates
Represented by (r, θ, z),
∎ r, θ: polar coordinates of the projection of P onto the xy-plane.
∎ z: the directed distance from the xy-plane to P .

x = r cos θ y = r sin θ z=z

y
r 2 = x2 + y 2 tan θ = z=z
x

This is the surface of z = r.

¦ Evaluating Triple Integrals with Cylindrical Coordinates

Suppose E = {(x, y, z) ∣ (x, y) ∈ D, u1 (x, y) ≤ z ≤ u2 (x, y)}, and

D = {(r, θ) ∣ α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ)}

Definition : Triple Integrals with Cylindrical Coordinates

˚ β h2 (θ) u2 (r cos θ,r sin θ))
f (x, y, z) dV = ∫ ∫ ∫ f (r cos θ, r sin θ, z) r dz dr dθ
α h1 (θ) u1 (r cos θ,r sin θ
E

7 Triple Integrals in Spherical Coordinates

Definition : ¦ Spherical Coordinates

The spherical coordinates (ρ, θ, ϕ) of a point P :

∎ ρ = ∣OP ∣ ≥ 0: the distance from O to P .

∎ θ: the same angle as in cylindrical coordinates.

∎ 0 ≤ ϕ ≤ π: the angle between the positive z and OP .

Useful when there is symmetry about a point.

9
 We have z = ρ cos ϕ and r = ρ sin ϕ.

x = ρ sin ϕ cos θ y = ρ sin ϕ sin θ z = ρ cos ϕ

The distance formula

ρ2 = x2 + y 2 + z 2

Definition : ¦ Evaluating Triple Integrals with Spherical Coordinates

˚
f (x, y, z) dV
E
d β b
=∫ ∫ ∫ f (ρ sin ϕ cos θ, ρ sin ϕ sin θ, ρ cos ϕ) ρ2 sin ϕ dρ dθ dϕ
c α a

where E is a spherical wedge

E = {(ρ, θ, ϕ) ∣ a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ ϕ ≤ d}

where a ≥ 0, β − α ≤ 2π, d − c ≤ π.
The formula can be extended as g1 (θ, ϕ) ≤ ρ ≤ g2 (θ, ϕ).

8 Change of Variables in Multiple Integrals

Consider a transformation T from the uv-plane to the xy-plane: x = g(u, v), y = h(u, v).
Assume T is a C 1 transformation (g, h have continuous 1st-order partial derivatives).

If T is one-to-one, the the inverse transformation T −1 exist: u = G(x, y), v = H(x, y).
We approximate the image R by a parallelogram determined by
⎧
⎪
⎪
⎪a = r(u0 + ∆u, v0 ) − r(u0 , v0 ) ≈ ∆uru
⎪
⎪
⎪
⎨b = r(u0 , v0 + ∆v) − r(u0 , v0 ) ≈ ∆vrv
⎪
⎪
⎪
⎪
⎩SR = ∣(∆uru ) × (∆vrv )∣ = ∣ru × rv ∣∆u ∆v
⎪
⎪

Computing the cross product

RRR i j kRRRR R
RRR RRR RRR ∂x ∂y RRRR RRR ∂x ∂xRRRR
RRR ∂x ∂y RRR RRR RRR RRR RR
R ∂uRRR k = RRRR ∂u ∂v RRRR k
ru × rv = RRRRR ∂u 0 RRRR = RRRR ∂u
∂u RRR RRR ∂x ∂y RRRR
R RRR R
RRR
RRR ∂x ∂y RRR RRR RRR RRRR ∂y ∂y RRRR
RR
RRR 0 RRRR RR ∂v ∂v R RR ∂v ∂v RR
R ∂v ∂v R

10
 Definition : The Jacobian

The Jacobian of the transformation T : x = g(u, v), y = h(u, v) is

RRR ∂x ∂xRRRR
RRR RR ∂x ∂y ∂x ∂y
∂(x, y) R
= RRRRR ∂u ∂v RRRR = −
∂(u, v) RR ∂y R
RRR ∂y RRRR ∂u ∂v ∂v ∂u
RR ∂v RR
∂v RR
RRR RRR
R ∂(x, y) R
Hence we got ∆A ≈ RRRR ∆u∆v RRRR where the Jacobian is evaluated at (u0 , v0 ).
RRR ∂(u, v) RRR
R R

¨ m n
f (x, y) dA ≈ ∑ ∑ f (xi , yj ) ∆A
i=1 j=1
R
m n
∂(x, y)
≈ ∑ ∑ f (g(ui , vi ), h(ui , vi )) ∣ ∣ ∆u∆v
i=1 j=1 ∂(u, v)

Definition : ¦ Change of Variables in a Double Integral

Suppose T is a C 1 transformation whose Jacobian is nonzero, map from uv to xy. R, S are type I, II,
f is continuous. ¨ ¨
∂(x, y)
f (x, y) dA = f (x(u, v), y(u, v)) ∣ ∣ ∆u∆v
∂(u, v)
R S

¦ Triple Integral
The Jacobian of T is the determinant

⎧ RRR ∂x ∂x ∂x RRRR
⎪
⎪x = g(u, v, w) RRR RR
⎪ RRR ∂u
⎪
⎪
⎪ ∂v ∂wRRRR
⎨y = h(u, v, w) ∂(x, y, z) RRRR ∂y ∂y ∂z RRRR
⎪
⎪ = RR RRR
⎪
⎪ ∂(u, v, w) RRRR ∂u
⎩z = k(u, v, w) ∂v ∂wRRRR
⎪
⎪ RRR
RRR ∂z ∂z ∂z RRRR
RRR RR
R ∂u ∂v ∂wRR

Definition : Triple Integration in Spherical Coordinates

˚ ˚
f (x, y, z) dV = f (ρ sin ϕ cos θ, ρ sin ϕ sin θ, ρ cos ϕ)ρ2 sin ϕ dρ dθ dϕ
R S

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