Chap 5
Chap 5
Chap 5
Double integrals
5.1 Introduction
Before we look at the multiple integrals, let us recall a few things about integrals for functions
of one variable. Suppose function y = f (x) is non-negative and continuous on the interval
[a, b]. The figure bounded by the graph of the function y = f (x), the x-axis and the vertical
lines x = a and x = b as shown in Fig 5.1 is called a curvilinear trapezoid. The area of the
curvilinear trapezoid is Z b
A= f (x)dx. (5.1)
a
Solution. The area of the ellipse is 4 times larger than the shaded area shown in Fig.r5.2. The
x2
shaded area can be calculated using the formula (5.1) by taking a = 0, b = a, f (x) = b 1 .
a2
Therefore,
Z ar
x2
A = 4b 1 dx.
0 a2
65
Calculus of Several Variables (G5210) 2018-19 Lecture notes
x2 y2
Figure 5.2: An ellipse a2
+ b2
= 1.
In order to calculate the integral, we can use the substitution x = a sin t, 0 t ⇡/2, which
gives
Z ar
x2
A = 4b 1 dx.
0 a2
The integral can be calculated using the substitution
x
x = a sin t ) t = arcsin , ) dx = a cos tdt.
a
Thus,
Z r Z r
a ⇡/2
x2 a2 sin2 t
4b 1 dx = 4b 1 a cos tdt
0 a2 0 a2
Z ⇡/2
= 4ba cos2 tdt use {cos2 t = 1/2 + (cos 2t)/2}
0
Z ⇡/2
1 cos 2t 1 ⇡/2 sin 2t ⇡/2
= 4ab + dt = 4ac t +
0 2 2 2 0 4 0
h⇡ i
= 4ab + 0 = ab⇡.
4
⌅
Consider the figure shown in Fig. 5.3. It is bounded by the segments OA and OB, and a
continuous curve given (in polar coordinates) by the formula
d = sup{d(M1 , M2 ) : M1 , M2 2 G}
is called the diameter of the subset G. For example, the diameter of a rectangle is equal its
diagonal; the diameter of an ellipse is equal its major axis.
Suppose G is a subset (open or closed) in the plane (x, y), and let a bounded function z =
S
n
f (x, y) = f (K) (K = (x, y)) be defined on G. Let us divide G into n parts, i.e. G = Gi
i=1
(shown in Fig. 5.4) in such as way that any two subparts Gi and Gj do not have any common
inner points. In each subpart Gi we can arbitrarily choose a point Ki (⇠i , ⌘i ) and write down
the sum n
X
I(Gi , Ki ) = f (Ki )A(Gi ),
i=1
The number I(Gi , Ki ) is called an integral sum of the function f (x, y), which corresponds to
this division of G and this particular choice of the points Ki . Let di be the diameter of Gi , so
that d = max1in di .
Definition 22 If there exists a limit limd!0 I(Gi , Ki ) = I, then the number I is called a
double integral of the function f (x, y) in the region G, and is denoted as
ZZ
I= f (x, y)dxdy.
G
RR
Figure 5.5: A solid with the volume G
f (x, y).
S
(2) Let region G be subdivided into two regions G1 and G2 , i.e. G = G1 G2 , then
ZZ ZZ ZZ
f (x, y)dxdy = f (x, y)dxdy + f (x, y)dxdy.
G G1 G2
Theorem 21 Suppose
exists;
exists.
Z b
Then, there exists a definite integral I(x)dx (called repeated), which is written as
a
Z b Z d
dx f (x, y)dy,
a c
The last expression means that the double integral is equal to a repeated integral in this case.
Solution. We have
ZZ Z 1 Z 1 Z 1 y=1
xy xy
xe dxdy = dx xe dy = dx · exy
Q 0 0 0 y=0
Z 1 1
= (ex 1)dx = (ex x)
0 0
=e 1 1=e 2.
⌅
Case 2. Suppose function f (x, y) is defined in the region G = {(x, y) : a x b, y1 (x) y
y2 (x)}, where y1 (x) and y2 (x) are continuous functions as shown in Fig. 5.6.
exists.
Then, there exists a repeated integral
Z b Z b Z y2 (x)
I(x)dx = dx f (x, y)dy,
a a y1 (x)
We have
ZZ Z 1 Z xZ
2 1 1 2
xy dxdy = xy dy = x(x3 x6 )dx
G 0 x2 3 0
✓ ◆ 1
1 x5 x8 1
= = .
3 5 8 40
0
(ii) The volume V of the solid that lies below the surface z = f (x, y) and above the region G
is (assuming that this integral exists)
ZZ
V = f (x, y)dxdy.
G
(iii) The volume of the solid that lies below the surface z = ztop = z2 (x, y) and above the
surface z = zbottom = z1 (x, y) is (assuming that this integral exists)
ZZ ZZ
V = [ztop zbottom ]dxdy = [z2 (x, y) z1 (x, y)]dxdy.
G G
Example: Find the volume of the solid region under the graph f (x, y) = 3xy and above the
triangle G bounded by x- and y-axes and a line y = 2 x.
ZZ Z 2 Z 2 y Z 2
3 2 2 y
3xydxdy = 3xydxdy = xy dy
G 0 0 0 2 0
Z 2 Z 2
3 3
= (2 y)2 ydy = (4y 4y 2 + y 3 )dy
0 2 2 0
3 4y 2 4y 3 y 4 2 3 32
= + = 8 +4
2 2 3 4 0 2 3
= 34.
where G is the region bounded by the left semi-circle, a line y = x 1 and a line y = 1.
Solution. The region is shown in Fig. 5.9. We have two choices: integrate with respect to x
first, and then in y, or integrating with respect to y first, and then in x. Since the left and
Figure 5.9: A region G bounded by the left semi-circle, a line y = x 1 and a line y = 1.
right boundaries are represented by single equations, i.e. semi-circle and the line y = x 1,
integrating with respect to x requires one repeated integral. Looking at the Fig. 5.9, we can
see that y goes from 1 pto 1. Moreover, since the equation for the circle is x2 + y 2 = 1, the left
boundary in x is x = 1 y 2 , and the right boundary in x is the line y + 1. Therefore, we
have ZZ Z 1 Z y+1
f (x, y)dxdy = p f (x, y)dxdy.
G 1 1 y2
Now, itpcan be seen from Fig. 5.9 that the bottom boundary consists of two parts (a semicircle
y = 1 x2pand a line y = x 1), and the bottom boundary consists of two parts (a
semicircle y = 1 x2 and a line y = 1). Thus, in order to integrate in y first, we need to split
the region into parts, say, the part to the left of y-axis and the part to the right of the y-axis,
i.e. ZZ ZZ ZZ
f (x, y)dydx = f (x, y)dydx + f (x, y)dydx.
G left part of G right part of G
p p
Over the left part, x is between 1 and 0, and y is between 1 x2 and 1 x2 . Over the
right part of G, x is between 0 and 1, and y is between x 1 and 1, which gives
ZZ Z 0 Z p 1 x2 Z 1Z 1
f (x, y)dydx = p
f (x, y)dydx + f (x, y)dydx.
G 1 1 x2 0 x 1
Using the change of variables above, the double integral can be evaluated as
ZZ ZZ
D(x, y)
f (x, y)dxdy = f ('(u, v), (u, v)) dudv, (5.3)
G g D(u, v)
where
D(x, y) 'u 'v
=
D(u, v) u v
is the Jacobian of the functions ' and in variables u and v. Geometrically, modulus of the
Jacobian represents the area stretching coefficient using the transformation (5.5) as illustrated
in Fig. 5.10.
Example: Evaluate ZZ
(x2 y 2 )dxdy,
G
where G is a diamond-shaped region with vertices (1, 0), (0, 1), ( 1, 0) and (0, 1).
Solution. The region G is plotted in Fig. 5.11, where the boundaries are formed of four lines:
y = x 1, y = 1 x, y = x 1 and y = 1 x. If we were to compute the integral directly, we
would need to split the region into parts. However, we can use the coordinate transformation
1 1
u = x + y, v=x y, =) x = (u + v), y = (u v),
2 2
and the region G now becomes a square g = {(u, v) : u = ±1, v = ±1}. In the new coordinates,
we have
x2 y 2 = (x y)(x + y) = uv.
We need to calculate the Jacobian
D(x, y) xu xv 1/2 1/2 1 1
= = = = .
D(u, v) yu yv 1/2 1/2 2 2
Figure 5.11: A region G is a diamond-shaped region with vertices (1, 0), (0, 1), ( 1, 0) and
(0, 1).
Finally, we have
ZZ ZZ
2 2 D(x, y)
(x y )dxdy = vu dudv
G g D(u, v)
Z Z Z 1
1 1 1 1 2 1
= vu = vu dv
2 1 1 1 4 1
= 0.
Consider a point M0 drawn in Fig. 5.12. On one hand, a pair (r0 , '0 ) give polar coordinates
of the point M0 . On the other hand, formulas (5.4) allow to transform a shaded strip in r '
plane (drawn in Fig. 5.13) into the x y plane.
The Jacobian in polar coordinates is
Solution. In polar coordinates, we have x = r cos ', y = r sin ', (r, ' 2 g = {(r, ') : a r
b, 0 ' 2⇡}) - a rectangle shown in Fig. 5.15. Using the polar coordinates, the integral can
Figure 5.15: A rectangle x = r cos ', y = r sin ', (r, ' 2 g = {(r, ') : a r b, 0 ' 2⇡}).
now be evaluated as
ZZ
I= (r2 cos2 ' + 2r2 sin2 ')rdrd'
g
Z b Z 2⇡ ✓ ◆
1 + cos 2' 1 cos 2'
= r3 dr +2 d'
a 0 2 2
Z b Z 2⇡
3 cos 2' r4 b 1 1 2⇡
= r3 dr d' = · 3' sin 2'
a 0 2 4 a 2 2 0
3⇡ 2
= [b a2 ].
4
⌅
Example: Determine the value of
Z 1
x2
I= e dx.
1
2
The function f (x) = e x is called a Gaussian function, and knowing the area under the graph
is important in applications of probability and statistics. It is plotted in Fig. 5.16.
where we used the fact that since the first integral is a constant with respect to y, we can bring
it inside the second integral to get the last expression. Now we can calculate I 2 using the polar
coordinates
Z 1Z 1 Z 2⇡ Z 1
(x2 +y 2 ) 2
e dxdy = re r drd'
1 1 0 0
Z 2⇡ Z 2⇡
1 2 1 1
= e r d' = d'
2 0 0 0 2
= ⇡.
p
Since I 2 = ⇡, we find I = ⇡, i.e.
Z 1
2 p
e x dx = ⇡.
1
The limit of the integral sum when d ! 0 is called a triple integral of the function f (x, y, z)
over the region T and is written as
ZZZ Z
f (x, y, z)dxdydz or f (M )dV.
T T
RRR
If f (x, y, z) = 1, then T
dxdydz = VRRR(T ) is the volume of the region T . If ⇢(x, y, z) is the
density of T at the point (x, y, z), then T
⇢(x, y, z)dxdydz = m is the mass of T .
where G is the region in the x y plane, z1 (x, y) and z2 (x, y) are continuous functions in G as
shown in Fig. 5.17.
Let a bounded function u = f (x, y, z) is defined in the region T . Then, the following Theorem
holds.
RR
Then, there exists a repeated integral G
I(x, y)dxdy, and it is equal to the triple integral, i.e.
ZZZ ZZ Z z2 (x,y)
f (x, y, z)dxdydz = dxdy f (x, y, z)dz.
T G z1 (x,y)
RR
Corollary. If the conditions of Theorem 21 for a double integral G I(x, y)dxdy are satisfied,
then it can be written in the form of the repeated integrals, i.e.
ZZ Z b Z y2 (x) Z b Z y2 (x) Z z2 (x,y)
I(x, y)dxdy = I(x, y)dy = dx dy f (x, y, z)dz.
G a y1 (x) a y1 (x) z1 (x,y)
Solution. The tetrahedron is shown in Fig. 5.18. There are 6 possible orders to find the solu-
tion. Let us do this by writing the outer integral first, i.e. we can ”slice” the surface parallel
to the xy plane, parallel to the xz-plane, and parallel to the xy-plane.
In
R 6 this case, we are slicing the interval [0, 6] on the x-axis, so the outer integral will be
0
unknown dx. In order to write the inner integrals, we think of x as being constant
(as within as slice x is constant). Each slice is a triangle, with one edge on the plane y = 1,
one edge on the plane z = 0, and one edge on the plane x + 2y + 3z = 8. The slice is shown
in Fig. 5.19, and we can write a double repeated integral, which describes this figure. There
are two ways to do this.
8 x
(i) If we go vertically, we are slicing the interval 1, on the y-axis, so the outer in-
2
Z 8 x
2
tegral will be unknown dy. Along the z-axis, the slice goes from 0 to the line
1
Z 8 x 2y
8 x 2y 3
2y +3z = 8 x, or z = , and the inner integral will be f (x, y, z)dz.
3 1
(i) If we go vertically,
Z we are slicing the interval [1, 8 2y] on the x-axis, so the outer inte-
8 2y
gral will be unknown dx. Along the z-axis, the slice goes from 0 to the line
0
Z 8 x 2y
8 x 2y 3
2y +3z = 8 x, or z = , and the inner integral will be f (x, y, z)dz.
3 0
Therefore, the triple integral can be written as
ZZZ Z 4 Z 8 2y Z 8 x 2y
3
f (x, y, z)dV = f (x, y, z)dzdxdy.
T 1 0 0
(ii) If we go horizontally, on the z-axis we go from 0 to 8 32y , so the outer integral will be
Z 8 2y
3
unknown dz. On the x-axis, we go from x = 0 to the line x = 8 2y 3z,
0
so the triple integral can be written as
ZZZ Z 4Z 8 2y Z 8 2y 3z
3 2
f (x, y, z)dV = f (x, y, z)dxdzdy.
T 1 0 1
(i) If we go vertically,
Z 6 we are slicing the interval [0, 6 3z] on the x-axis, so the outer
3z
integral will be unknown dx. Along the y-axis, the slice goes from 1 to the
0
line x + 2y = 8 3z, and the triple integral can be written as
ZZZ Z 2 Z 6 3z Z 8 3z x
2
f (x, y, z)dV = f (x, y, z)dydxdz.
T 0 0 0
(ii) If we go horizontally, on the y-axis we go from 1 to 8 23z , so the outer integral will be
Z 8 3z
2
unknown dy. On the x-axis, we go from x = 0 to the line x = 8 2y 3z,
1
so the triple integral can be written as
ZZZ Z 2Z 8 3z Z 8 2y 3z
2 2
f (x, y, z)dV = f (x, y, z)dxdydz.
T 0 1 1
Example: Evaluate
p the integral of f (x, y, z) = xz over the cone-shaped region T bounded by
the cone z = x2 + y 2 and the sphere x2 + y 2 + z 2 = 2z.
p
Figure 5.23: An intersection of a cone-shaped region T bounded by the cone z = x2 + y 2 and
the sphere x2 + y 2 + z 2 = 2z.
cylindrical coordinates in the order dzdrd'. The projection of this region onto the xy-plane
is the disk with boundary circle x2 + y 2 = 1, which is the circle lying directly below the
intersection of the cone and the sphere. This intersection is at z = 1, and it is obtained by
using the cone and sphere equations to solve for z. Thus, in order to describe this projected
disk, we note that ' makes one full revolution, and r goes from 0 to 1. The pgiven region z
starts atpthe bottom cone, and moves to the top sphere, so z goes from z = x2 + y 2 = r to
p
z = 1 + 1 x2 y 2 = 1 + 1 r2 . Therefore, we have
ZZZ Z Z Z p
2⇡ 1 1+ 1 r 2
xzdV = zr2 cos 'dzdrd'.
T 0 0 r
Evaluating this integral directly might be tricky, but noticing that there are no ' in the inner
and middle integrals means that the result of the inner and middle calculations will be some
constant C, so the integral becomes
ZZZ Z Z Z p Z
2⇡ 1 1+ 1 r 2 2⇡ 2⇡
2
xzdV = zr cos 'dzdrd' = C cos 'd' = C sin ' = 0.
T 0 0 r 0 0
Is this surprising? Not, really! Since f (x, y, z) = xz is odd with respect to x, and the region T
is symmetric in the yz-plane, the integral should indeed be zero. ⌅
✓ ◆2
x2 y 2 z 2 x2 y 2
Figure 5.25: A surface + + = + .
4 9 4 4 9
or
r4 = r2 sin2 ✓. =) r = 0, r = sin ✓.
The Jacobian factor for the generalised spherical coordinates is
Finally.
ZZZ Z Z ⇡ Z sin ✓
D(x, y, z)
V = drd✓d' 2⇡d' d✓ 12r2 sin ✓dr
g D(r, ✓, ') 0 0 0
Z ⇡ Z ⇡
1 sin ✓ 24
= 24⇡ sin ✓ · r3 = ⇡ sin4 ✓d✓
0 3 0 3 0
In order to calculate the last integral, we use trigonometric formula sin2 x = (1 cos 2x)/2 and
cos2 x = (1 + cos 2x)/2 to obtain
✓ ◆2
1
cos 2✓ 1 cos 2✓ cos2 2✓
sin4 ✓ = (sin2 ✓)2 = = +
2 4 2 4
1 cos 2✓ 1 1 3 3
= + + cos 2✓ = cos 2✓.
4 2 8 8 8 8
The integral becomes
Z ⇡ Z ⇡✓ ◆
24 4 24 3 3
V = ⇡ sin ✓d✓ = ⇡ cos 2✓ d✓
3 3 8 8
✓0 ◆ 0
24 3 3 ⇡
= ⇡ ✓ sin 2✓ = 3⇡ 2 .
3 8 16 0
Line integrals
where '(t) and (t) are continuous functions on the interval [↵, ].
If some point M (x, y) form this set corresponds to several values of t 2 [↵, ], then this point
is called multiple.
Suppose di↵erent values of t 2 [↵, ] correspond di↵erent values of the point M (x, y), so that
the set M (x, y) does not have multiple points. Then the set {M ('(t), (t))}, where ↵ t
is called simple plane non-closed/open curve. The variable t is called the parameter, and the
equations (6.1) defined the curve parametrically.
The points A('(a), (a)) and B('(b), (b)) are called end or boundary points of the curve. If
the points A and B coincide, and all other points are not multiple points, then the curve is
called simple closed curve.
(c) If 0 t 4⇡, then the curve is not simple, since all its points repeat twice, and the point
(1, 0) repeats three times.
Consider an open/closed curve, which is given by the equations (6.1), and divide an interval
[↵, ] into n parts so that
↵ = t0 < t1 < ... < tn = .
88