ADVANCED CALCULUS

MA11003
SECTION 11, 12, & 15CD

Dr. Jitendra Kumar

Professor
Department of Mathematics
Indian Institute of Technology Kharagpur
West Bengal 721302, India

Webpage: http://www.facweb.iitkgp.ac.in/~jkumar/
INTEGRAL CALCULUS

DOUBLE INTEGRALS

 Double Integrals

 Evaluation
2
Integrals of Functions of Single Variable

𝑦
𝑏 𝑛

න 𝑓 𝑥 𝑑𝑥 = lim ෍ 𝑓 𝑐𝑘 Δ𝑥𝑘
𝑛→∞ ⋯
𝑎 𝑘=1

𝑥0 𝑥1 𝑥2 𝑥3 𝑥𝑛−2 𝑥𝑛−1𝑥𝑛 𝑥
𝑎 𝑏

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Double Integrals

Let 𝑓(𝑥, 𝑦) be defined in a closed region 𝐷 of the 𝑥𝑦 plane.

𝑦 − axis
Divide 𝐷 into 𝑛 sub-regions of area Δ𝐴𝑗 , 𝑗 = 1,2, … , 𝑛. D

Let 𝑥𝑗 , 𝑦𝑗 be some point of Δ𝐴𝑗 .

𝑛
𝑥 − axis
Then consider lim ෍ 𝑓 𝑥𝑗 , 𝑦𝑗 Δ𝐴𝑗
𝑛→∞
𝑗=1

If this limit exists, then it is denoted by

ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 OR ඵ 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 OR ඵ 𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥
𝐷 𝐷 𝐷

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 Note: It can be proved that the above limit 𝑧-axis
exists if 𝑧 = 𝑓(𝑥, 𝑦) is continuous or
piecewise continuous in 𝐷.

Geometrical Interpretation of Double Integral

𝑛

lim ෍ 𝑓 𝑥𝑗 , 𝑦𝑗 Δ𝑥 Δ𝑦
𝑛→∞ 𝑦-axis
𝑗=1

= ඵ 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 represents volume 𝑥-axis

𝐷
OR area of D if 𝑓 𝑥, 𝑦 = 1

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Properties

• ඵ 𝑘 𝑓 𝑥, 𝑦 𝑑𝐴 = 𝑘 ඵ 𝑓 𝑥, 𝑦 𝑑𝐴
𝐷 𝐷

• ඵ[𝑓 𝑥, 𝑦 ± 𝑔(𝑥, 𝑦)] 𝑑𝐴 = ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 ± ඵ 𝑔 𝑥, 𝑦 𝑑𝐴

𝐷 𝐷 𝐷

• ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 ≥ 0 if 𝑓 𝑥, 𝑦 ≥ 0 on 𝐷
𝐷

• ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 ≥ ඵ 𝑔 𝑥, 𝑦 𝑑𝐴 if 𝑓 𝑥, 𝑦 ≥ 𝑔(𝑥, 𝑦) on 𝐷
𝐷 𝐷

• ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 = ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 + ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 if 𝐷 = 𝐷1 ∪ 𝐷2
𝐷 𝐷1 𝐷2
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Evaluation of Double Integral
𝑦

• If 𝑓 𝑥, 𝑦 is continuous (or defined and bounded) 𝑑

on rectangular region
D
D: 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑, 𝑐

𝑎 𝑏 𝑥
𝑑 𝑏 𝑏 𝑑
ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 = න න 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = න න 𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥
𝑐 𝑎 𝑎 𝑐
D

Ψ(𝑦) Φ(𝑥)

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Evaluation of Double Integral Non-rectangular Region
𝑦

𝑣2 (𝑥)
D • If 𝑓 𝑥, 𝑦 is defined and bounded in D
𝑣1 (𝑥)
• 𝑣1 and 𝑣2 are continuous in (𝑎, 𝑏)
𝑎 𝑏 𝑥

𝑏 𝑣2 (𝑥)
ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 = න න 𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥
𝐷 𝑎 𝑣1 (𝑥)

8
Evaluation of Double Integral Non-rectangular Region
𝑦
𝑑
D • If 𝑓 𝑥, 𝑦 is defined and bounded in D
𝑣2 (𝑦)
𝑣1 (𝑦) • 𝑣1 and 𝑣2 are continuous in (𝑎, 𝑏)
𝑐

𝑑 𝑣2 (𝑦)
ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 = න න 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦
𝐷 𝑐 𝑣1 (𝑦)

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Example - 1 ඵ 𝑥𝑦 𝑥 + 𝑦 𝑑𝐴 =
𝑅
where 𝑅 is the region bounded by the line 𝑦 = 𝑥 and the curve 𝑦 = 𝑥 2 .

𝑦
1 𝑥
න න 𝑥𝑦 𝑥 + 𝑦 𝑑𝑦 𝑑𝑥 (1,1)
𝑥=0 𝑦=𝑥 2 𝑦=1

OR
1 𝑦
𝑦 = 𝑥2
න න 𝑥𝑦 𝑥 + 𝑦 𝑑𝑥 𝑑𝑦 𝑥
𝑦=0 𝑥=𝑦 𝑥=0 𝑥=1

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 1 𝑥
Consider න න 𝑥𝑦 𝑥 + 𝑦 𝑑𝑦 𝑑𝑥
𝑥=0 𝑥 2

1
5𝑥 4 𝑥 6 𝑥 7
=න − − 𝑑𝑥
0 6 2 3

1 1 1
= − −
6 14 24

3
=
56

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Example - 2 Evaluate න න 𝑒 2𝑥+3𝑦 𝑑𝑥𝑑𝑦 ,
𝑅

where 𝑅 is the region bounded by 𝑥 = 0, 𝑦 = 0 and 𝑥 + 𝑦 = 1.

𝑦
1 1−𝑥
න න 𝑒 2𝑥+3𝑦 𝑑𝑦 𝑑𝑥 𝑦=1
𝑥=0 𝑦=0

OR
1 1−𝑦
න න 𝑒 2𝑥+3𝑦 𝑑𝑥 𝑑𝑦 𝑥
𝑥=1
𝑦=0 𝑥=0

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 1 1−𝑥
Consider න න 𝑒 2𝑥+3𝑦 𝑑𝑦 𝑑𝑥
𝑥=0 0

1 1 2𝑥 3−3𝑥
= න 𝑒 𝑒 − 1 𝑑𝑥
3 0

1 3𝑒 2 3
1
= − +𝑒 +
3 2 2

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Conclusion:
𝑛

lim ෍ 𝑓 𝑥𝑗 , 𝑦𝑗 Δ𝐴𝑗 = ඵ 𝑓 𝑥, 𝑦 𝑑𝐴
𝑛→∞
𝑗=1 𝐷

It represents volume (or area if 𝑓 𝑥, 𝑦 = 1)

• Hardest part in evaluating multiple integral is

finding the limit of integration

• Sketch of region of integration is important

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 QUIZ QUESTION ?

LINK FOR RESPONSES: http://www.facweb.iitkgp.ac.in/~jkumar/teach/MA11003.html

Dr. Jitendra Kumar – IIT KHARAGPUR 15

 𝜋
Let 𝑅 be the triangle in the 𝑥𝑦 plane bounded by the 𝑥-axis, the line 𝑥 = 𝑦 and the line 𝑥 =
2

The value of
sin 𝑥
ඵ 𝑑𝐴
𝑅 𝑥
is____________

ANS: 1

Dr. Jitendra Kumar – IIT KHARAGPUR 16

INTEGRAL CALCULUS

DOUBLE INTEGRALS (Cont.)

 Double Integrals - Change of Order

17
 𝑦
Evaluation of Double Integral (Recall)
𝑑
D
𝑐
𝑥
𝑎 𝑏

𝑑 𝑏 𝑏 𝑑
ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 = න න 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = න න 𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥
𝑐 𝑎 𝑎 𝑐
D

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Evaluation of Double Integral (Recall) 𝑦

𝑏 𝑣2 (𝑥) 𝑣2 (𝑥)
ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 = න න 𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥 D
𝑎 𝑣1 (𝑥)
𝐷
𝑣1 (𝑥)

𝑦 𝑎 𝑥
𝑏
𝑑
D 𝑑 𝑣2 (𝑦)
𝑣2 (𝑦) ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 = න න 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦
𝑣1 (𝑦) 𝑐 𝑣1 (𝑦)
𝑐 𝐷

𝑥
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Evaluation of Double Integral - Change of Order of Integration

Why do we change order ?

1 1
𝑥
Example : Evaluate න න 𝑑𝑥 𝑑𝑦
2 2
𝑦=0 𝑥=𝑦 𝑥 + 𝑦

Changing the order of Integration

1 𝑥 𝜋
𝑥
න න 2 2
𝑑𝑦 𝑑𝑥 =
𝑥=0 𝑦=0 𝑥 + 𝑦 4

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 1 2−𝑥
Problem - 1 Consider න න 𝑥𝑦 𝑑𝑦 𝑑𝑥.
0 𝑦=𝑥 2

Change the order of integration and evaluate.

1 𝑦 2 2−𝑦
න න 𝑥𝑦 𝑑𝑥 𝑑𝑦 + න න 𝑥𝑦 𝑑𝑥 𝑑𝑦
𝑦=0 𝑥=0 𝑦=1 𝑥=0

1 5 3
= + =
6 24 8

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 𝑎 𝑎− (𝑎2 −𝑦 2 )
𝑥𝑦 ln 𝑥 + 𝑎
Problem - 2 න න 2
𝑑𝑥 𝑑𝑦
𝑦=0 𝑥=0 𝑥−𝑎

Change the order of integration and evaluate.

𝑎 𝑎
𝑥𝑦 ln 𝑥 + 𝑎
𝐼=න න 2
𝑑𝑦 𝑑𝑥
𝑥=0 𝑦= 𝑎2 − 𝑥−𝑎 2 𝑥−𝑎

1 𝑎
𝐼 = න 𝑥 ln(𝑥 + 𝑎) 𝑑𝑥
2 0

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 1 𝑎
𝐼 = න 𝑥 ln(𝑥 + 𝑎) 𝑑𝑥
2 0

1 𝑎2 1 𝑎 𝑎2
= ln 2𝑎 − න 𝑥−𝑎 + 𝑑𝑥
2 2 2 0 𝑥+𝑎

𝑎2
= [1 + 2 ln 𝑎]
8

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Thank You
69