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Contents

Multiple Integration
27.1 Introduction to Surface Integrals 2
27.2 Multiple Integrals over Non-rectangular Regions 20
27.3 Volume Integrals 41
27.4 Changing Coordinates 66
Learning
In this Workbook you will learn to integrate a function of two variables over various
rectangular and non-rectangular areas. You will learn how to do this for various other
coordinate systems. You will learn to integrate a function of three variables over a volume.
outcomes
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Introduction to
Surface Integrals
_
`

27.1
Introduction
Often in Engineering it is necessary to nd the sum of a quantity over an area or surface. This can be
achieved by means of a surface integral also known as a double integral i.e. a function is integrated
twice, once with respect to one variable and subsequently with respect to another variable. This
Section looks at the concept of the double integral and how to evaluate a double integral over a
rectangular area.
_
`

Prerequisites
Before starting this Section you should . . .
thoroughly understand the various techniques
of integration
be familiar with the concept of a function of
two variables
_
`

Learning Outcomes
On completion you should be able to . . .
understand the concept of a surface integral
integrate a function over a rectangular region
2 HELM (2005):
Workbook 27: Multiple Integration
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1. An example of a surface integral
An engineer involved with the construction of a dam to hold back the water in a reservoir needs to be
able to calculate the total force the water exerts on the dam so that the dam is built with sucient
strength.
In order to calculate this force, two results are required:
(a) The pressure p of the water is proportional to the depth. That is
p = kd (1)
where k is a constant.
(b) The force on an area subjected to constant pressure is given by
force = pressure area (2)
The diagram shows the face of the dam. The depth of water is h and A is a small area in the face
of the dam with coordinates (x, y).
A
y
x
h y
y
x
h
Figure 1
Using (1), the pressure at A k(h y). Using (2), the force on an area A k(h y)A.
Both of these expressions are approximate as y is slightly dierent at the top of A to the bottom.
Now
Total force on dam = sum of forces on all areas A making up the face of the dam

all A
k(h y)A
For a better approximation let A become smaller, and for the exact result nd the limit as A 0.
Then
Total force on the dam = lim
A0

k(h y)A
=
_
A
k(h y) dA
where
_
A
k(hy) dA stands for the surface integral of k(hy) over the area A. Surface integrals
are evaluated using double integrals. The following Section shows a double integral being developed
in the case of the volume under a surface.
HELM (2005):
Section 27.1: Introduction to Surface Integrals
3
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2. Single and double integrals
As has been seen in 14.3, the area under the curve y = f (x) between x = a and x = b is
given by
_
b
a
f(x) dx (assuming that the curve lies above the axis for all x in the range a x b).
This is illustrated by the gure below.
a
b
y
x
area required
y = f(x)
Figure 2
In a similar manner, the volume under a surface (given by a function of two variables) and above
the xy plane can be found by integrating the function twice, once with respect to x and once with
respect to y.
x
y
f(x, y)
x = a
x = b
y = c
y = d
Figure 3
The above gure shows the part of a surface given by f (x, y) which lies above the rectangle a
x b, c y d. This rectangle is shaded and the volume above this rectangle but below the
surface can be seen.
4 HELM (2005):
Workbook 27: Multiple Integration
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x
y
f(x, y)
x = a
x = b
y = c
y = d
x
Figure 4
Imagine a vertical slice taken through this volume at right angles to the x-axis (gure above). This
slice has thickness x and lies at position x. Assuming that x is small enough that the areas of
both sides (left and right) of this slice are virtually the same, the area of each face of the slice is
given by the integral
_
y=d
y=c
f (x, y) dy (where x measures the position of the slice)
and the volume of the slice will be given by
x
_
y=d
y=c
f (x, y) dy
To nd the total volume between the surface and the xy plane, this quantity should be summed over
all possible such slices, each for a dierent value of x. Thus
V

i
_
y=d
y=c
f (x
i
, y) dy x
When x becomes innitesmally small, it can be considered to be dx and the summation will change
into an integral. Hence
V =
_
x=b
x=a
_
y=d
y=c
f (x, y) dydx
Thus the volume is given by integrating the function twice, once with respect to x and once with
respect to y.
The procedure shown here considers the volume above a rectangular area and below the surface.
The volume beneath the surface over a non-rectangular area can also be found by integrating twice
(see Section 27.2).
HELM (2005):
Section 27.1: Introduction to Surface Integrals
5
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Key Point 1
Volume Integral
The volume under the surface z = f(x, y) and above a rectangular region in the xy plane (that is
the rectangle a x b, c y d) is given by the integral:
V =
_
b
x=a
_
d
y=c
f(x, y) dydx
3. Inner and Outer integrals
A typical double integral may be expressed as
I =
_
x=b
x=a
__
y=d
y=c
f (x, y) dy
_
dx
where the part in the centre i.e.
_
y=d
y=c
f (x, y) dy
(known as the inner integral) is the integral of a function of x and y with respect to y. As the
integration takes place with respect to y, the variable x may be regarded as a xed quantity (a
constant) but for every dierent value of x, the inner integral will take a dierent value. Thus, the
inner integral will be a function of x e.g. g (x) =
_
y=d
y=c
f (x, y) dy.
This inner integral, being a function of x, once evaluated, can take its place within the outer integral
i.e. I =
_
x=b
x=a
g (x) dx which can then be integrated with respect to x to give the value of the
double integral.
The limits on the outer integral will be constants; the limits on the inner integral may be constants
(in which case the integration takes place over a rectangular area) or may be functions of the variable
used for the outer integral (in this case x). In this latter case, the integration takes place over a
non-rectangular area (see Section 27.2). In the Examples quoted in this Section or in the early parts
of the next Section, the limits include the name of the relevant variable; this can be omitted once
more familiarity has been gained with the concept. It will be assumed that the limits on the inner
integral apply to the variable used to integrate the inner integral and the limits on the outer integral
apply to the variable used to integrate this outer integral.
6 HELM (2005):
Workbook 27: Multiple Integration
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4. Integration over rectangular areas
Consider the double integral
I =
_
5
x=0
_
1
y=1
(2x + y) dydx
This represents an integral over the rectangle shown below.
x
y
1
1
5
Figure 5
Here, the inner integral is
g (x) =
_
1
1
(2x + y) dy
and the outer integral is
I =
_
5
x=0
g (x) dx
Looking in more detail at the inner integral
g (x) =
_
1
1
(2x + y) dy
the function (2x + y) can be integrated with respect to y (keeping x constant) to give 2xy+
1
2
y
2
+C
(where C is a constant and can be omitted as the integral is a denite integral) i.e.
g (x) =
_
2xy +
1
2
y
2
_
1
1
=
_
2x +
1
2
_

_
2x +
1
2
_
= 2x +
1
2
+ 2x
1
2
= 4x.
This is a function of x as expected. This inner integral can be placed into the outer integral to get
I =
_
5
x=0
4x dx
which becomes
I =
_
2x
2
_
5
0
= 2 5
2
2 0
2
= 2 25 0 = 50
Hence the double integral
I =
_
5
x=0
_
1
y=1
(2x + y) dydx = 50
HELM (2005):
Section 27.1: Introduction to Surface Integrals
7
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Key Point 2
Double Integral
When evaluating a double integral, evaluate the inner integral rst and substitute the result into the
outer integral.
Example 1
Evaluate the double integral I =
_
2
x=1
_
3
y=2
x
2
y dydx
This integral is evaluated over the area shown below.
x
y
2
1
3
2
Figure 6
Solution
Here, the inner integral is
g (x) =
_
3
y=2
x
2
y dy =
_
x
2
y
2
2
_
3
2
=
9
2
x
2

4
2
x
2
=
5
2
x
2
and hence the outer integral is
I =
_
2
x=1
5
2
x
2
dx =
_
5
2
1
3
x
3
_
2
1
=
5
6
8
5
6
(1) =
15
2
8 HELM (2005):
Workbook 27: Multiple Integration
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Example 2
Use the above approach to evaluate the double integral
I =
_
5
x=0
_
1
y=1
x
2
cos
y
2
dydx
Note that the limits are the same as in a previous case but that the function itself
has changed.
Solution
The inner integral is
_
1
y=1
x
2
cos
y
2
dy =
_
2

x
2
sin
y
2
_
1
1
=
2

x
2
1
2

x
2
(1) =
4

x
2
so the outer integral becomes
I =
_
5
x=0
4

x
2
dx =
_
4
3
x
3
_
5
0
=
4
3
125
4
3
0 =
500
3
53.1
Clearly, variables other than x and y may be used.
Example 3
Evaluate the double integral
I =
_
4
s=1
_

t=0
s sin t dtds
Solution
This integral becomes (dispensing with the step of formally writing the inner integral),
I =
_
4
s=1
_
s cos t
_

0
ds =
_
4
1
[s cos + s cos 0] ds =
_
4
1
[s (1) + s (1)] ds
=
_
4
1
2s ds =
_
s
2
_
4
1
= 16 1 = 15
HELM (2005):
Section 27.1: Introduction to Surface Integrals
9
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Clearly, evaluating the integrals can involve further tools of integration, e.g. integration by parts or
by substitution.
Example 4
Evaluate the double integral
I =
_
2
1
_
3
2
xye
x
y
2
+ 1
dydx
Here, the limits have not formally been linked with a variable name but the limits on the outer integral
apply to x and the limits on the inner integral apply to y. As the integrations are more complicated,
the inner integral will be evaluated explicitly.
Solution
Inner integral =
_
3
2
xye
x
y
2
+ 1
dy
which can be evaluated by means of the substitution U = y
2
+ 1.
If U = y
2
+ 1 then dU = 2y dy so y dy =
1
2
dU .
Also if y = 2 then U = 5 and if y = 3 then U = 10.
So the inner integral becomes (remembering that x may be treated as a constant)
_
10
5
1
2
xe
x
U
dU =
xe
x
2
_
10
5
dU
U
=
xe
x
2
_
ln U
_
10
5
=
xe
x
2
(ln 10 ln 5) = xe
x
ln 2
2
and so the double integral becomes
I =
_
2
1
xe
x
ln 2
2
dx =
ln 2
2
_
2
1
xe
x
dx
which can be evaluated by integration by parts.
I =
ln 2
2
_
_
xe
x
_
2
1

_
2
1
1
_
e
x
_
dx
_
=
ln 2
2
_
2e
2
+ (1) e
1
+
_
2
1
e
x
dx
_
=
ln 2
2
_
2e
2
e
1
+
_
e
x
_
2
1
_
=
ln 2
2
_
2e
2
e
1
e
2
+ e
1

=
ln 2
2
_
3e
2

0.14
10 HELM (2005):
Workbook 27: Multiple Integration
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Task
Evaluate the following double integral.
I =
_
1
1
_
2
0
_
x
2
y + 3y
2
_
dydx
Your solution
Answer
The inner integral =
_
2
0
_
x
2
y + 3y
2
_
dy =
_
1
2
x
2
y
2
+ y
3
_
2
0
=
1
2
4x
2
+ 8 (0 + 0) = 2x
2
+ 8
This can be put in the outer integral to give
I =
_
1
1
_
2x
2
+ 8
_
dx =
_
2
3
x
3
+ 8x
_
1
1
=
2
3
+ 8 (
2
3
8) =
4
3
+ 16 =
52
3
Exercises
Evaluate the following double integrals over rectangular areas.
1. I =
_
1
x=0
_
2
y=0
xy dydx
2. I =
_
3
2
_
4
0
_
x
2
+ y
2
_
dxdy
3. I =
_

0
_
1
1
y sin
2
x dydx
4. I =
_
2
0
_
3
1
st
3
dsdt
5. I =
_
3
0
_
1
0
5z
2
w
_
w
2
1
_
4
dwdz (Requires integration by substitution.)
6. I =
_
2
0
_
1
0
ty sin t dydt (Requires integration by parts.)
Answers
1. 1, 2. 460/3, 3. 0, 4. 16, 5. 9/2, 6.
HELM (2005):
Section 27.1: Introduction to Surface Integrals
11
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5. Special cases
If the integrand can be written as
f (x, y) = g (x) h(y)
then the double integral
I =
_
b
a
_
d
c
g (x) h(y) dydx
can be written as
I =
_
b
a
g (x) dx
_
d
c
h(y) dy
i.e. the product of the two individual integrals. For example, the integral
I =
_
2
x=1
_
3
y=2
x
2
y dydx
which was evaluated earlier can be written as
I =
_
2
x=1
x
2
dx
_
3
y=2
y dy =
_
x
3
3
_
2
1
_
y
2
2
_
3
2
=
_
8
3

(1)
3
_ _
9
2

4
2
_
= 3
5
2
=
15
2
the same result as before.
Key Point 3
Double Integral as a Product
The integral
_
b
a
_
d
c
g(x)h(y) dydx can be written as
_
b
a
g(x) dx
_
d
c
h(y) dy
Imagine the integral
I =
_
1
1
_
1
0
xe
y
2
dydx
Approached directly, this would involve evaluating the integral
_
1
0
xe
y
2
dy which cannot be done
by algebraic means (i.e. it can only be determined numerically).
12 HELM (2005):
Workbook 27: Multiple Integration
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However, the integral can be re-written as
I =
_
1
1
x dx
_
1
0
e
y
2
dy =
_
1
2
x
2
_
1
1

_
1
0
e
y
2
dy = 0
_
1
0
e
y
2
dy = 0
and the result can be found without the need to evaluate the dicult integral.
If the integrand is independent of one of the variables and is simply a function of the other variable,
then only one integration need be carried out.
The integral I
1
=
_
b
a
_
d
c
h(y) dydx may be written as I
1
= (b a)
_
d
c
h(y) dy and the integral
I
2
=
_
b
a
_
d
c
g (x) dydx may be written as I
2
= (d c)
_
b
a
g (x) dx i.e. the integral in the variable
upon which the integrand depend s multiplied by the length of the range of integration for the other
variable.
Example 5
Evaluate the double integral
I =
_
2
0
_
2
1
y
2
dydx
Solution
As the integral in y can be multiplied by the range of integration in x, the double integral will equal
I = (2 0)
_
2
1
y
2
dy = 2
_
y
3
3
_
2
1
= 2
_
2
3
3

(1)
3
3
_
= 6
Note that the two integrations can be carried out in either order as long as the limits are associated
with the correct variable. For example
I =
_
1
x=0
_
2
y=1
x
4
y dydx =
_
1
x=0
_
x
4
y
2
2
_
2
1
dx =
_
1
x=0
_
2x
4

1
2
x
4
_
dx
=
_
1
0
3
2
x
4
dx =
_
3
10
x
5
_
1
0
=
3
10
1
3
10
0 =
3
10
and
I =
_
2
y=1
_
1
x=0
x
4
y dxdy =
_
2
y=1
_
x
5
y
5
_
1
0
dy =
_
2
1
_
y
5
0
_
dy
=
_
2
1
y
5
dy =
_
y
2
10
_
2
1
=
4
10

1
10
=
3
10
HELM (2005):
Section 27.1: Introduction to Surface Integrals
13
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Task
Evaluate the following integral:
I =
_
1
0
_
1
1
z (w + 1) dwdz.
Your solution
Answer
1
Exercises
1. Evaluate the following integrals:
(a) I =
_
/2
0
_
1
0
(y cos x) dydx
(b) I =
_
3
8
_
1
1
y
2
dydx
(c) I =
_
1
0
_
5
0
(s + 1)
4
dtds
2. Evaluate the integrals
_
3
1
_
2
0
x
3
y dydx and
_
2
0
_
3
1
x
3
y dxdy and show that they are equal.
As explained in the text, the order in which these integrations are carried out does not matter
for integrations over rectangular areas.
Answers
1. (a) 1/2, (b) 22/3, (c) 31
2. 40
14 HELM (2005):
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6. Applications of surface integration over rectangular areas
Force on a dam
At the beginning of this Section, the total force on a dam was given by the surface integral
_
A
k(h y) dA
Imagine that the dam is rectangular in prole with a width of 100 m and a height h of 40 m. The
expression dA is replaced by dxdy and the limits on the variables x and y are 0 to 100 m and 0
to 40 m respectively. The constant k may be assumed to be 10
4
kg m
2
s
2
. The surface integral
becomes the double integral
_
40
0
_
100
0
k(h y) dxdy that is
_
40
0
_
100
0
10
4
(40 y) dxdy
As the integral in this double integral does not contain x, the integral may be written
_
40
0
_
100
0
10
4
(40 y) dxdy = (100 0)
_
40
0
10
4
(40 y) dy
= 100 10
4
_
40y
y
2
2
_
40
0
= 10
6
[(40 40 40
2
/2) 0]
= 10
6
800 = 8 10
8
N
that is the total force is 800 meganewtons.
Centre of pressure
We wish to nd the centre of pressure (x
p
, y
p
) of a plane area immersed vertically in a uid. Take
the x axis to be in the surface of the uid and the y axis to be vertically down, so that the plane
Oxy contains the area.
A
x
y
x
y
surface
O
Figure 7
We require the following results:
(a) The pressure p is proportional to the depth h, so that p = h where is a constant.
(b) The force F on an area A subjected to constant pressure p is given by F = pA
HELM (2005):
Section 27.1: Introduction to Surface Integrals
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Consider a small element of area A at the position shown. The pressure at A is y. Then the
force acting on A is yA. Hence the total force acting on the area A is
_
A
y dA =
_
A
y dA.
Moment of force on A about Oy = xyA
Total moment of force on A about Oy =
_
A
xy dA
Moment of force on A about Ox = y
2
A
Total moment of force on A about Ox =
_
A
y
2
dA
Taking moments about Oy:
total force x
p
= total moment
_

_
A
y dA
_
x
p
=
_
A
xy dA
x
p
_
A
y dA =
_
A
xy dA
Taking moments about Ox:
total force y
p
= total moment
_

_
A
y dA
_
y
p
=
_
A
y
2
dA
y
p
_
A
y dA =
_
A
y
2
dA
Hence
x
p
=
_
A
xy dA
_
A
y dA
and y
p
=
_
A
y
2
dA
_
A
y dA
.
16 HELM (2005):
Workbook 27: Multiple Integration
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Example 6
A rectangle of sides a and b is immersed vertically in a uid with one of its edges
in the surface as shown in Figure 8. Where is the centre of pressure?
x
a
y
surface
O
b
Figure 8
Solution
To express the surface integral as double integrals we will use cartesian coordinates and vertical
slices. We need the following integrals.
_
A
y dA =
_
b
0
_
a
0
y dydx =
_
b
o
_
1
2
y
2
_
a
0
dx =
_
1
2
a
2
dx =
_
1
2
a
2
x
_
b
0
=
1
2
a
2
b
_
A
xy dA =
_
b
0
_
a
0
xy dydx =
_
b
o
_
1
2
xy
2
_
a
0
dx =
_
1
2
xa
2
dx =
_
1
4
x
2
a
2
_
b
0
=
1
4
a
2
b
2
_
A
y
2
dA =
_
b
0
_
a
0
y
2
dydx =
_
b
o
_
1
3
y
3
_
a
0
dx =
_
1
3
a
3
dx =
_
1
3
a
3
x
_
b
0
=
1
3
a
3
b
Hence
x
p
=
_
A
y
2
dA
_
A
y dA
=
1
3
a
3
b
1
2
a
2
b
=
2
3
a and y
p
=
_
A
xy dA
_
A
y dA
=
1
4
a
2
b
2
1
2
a
2
b
=
1
2
b
The centre of pressure is (
1
2
b,
2
3
a), so is at a depth of
2
3
a.
HELM (2005):
Section 27.1: Introduction to Surface Integrals
17
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Areas and moments
The surface integral
_
A
f(x, y) dA can represent a number of physical quantities, depending on the
function f(x, y) that is used.
Properties:
(a) If f(x, y) = 1 then the integral represents the area of A.
(b) If f(x, y) = x then the integral represents the rst moment of A about the y axis.
(c) If f(x, y) = y then the integral represents the rst moment of A about the x axis.
(d) If f(x, y) = x
2
then the integral represents the second moment of A about the y axis.
(e) If f(x, y) = y
2
then the integral represents the second moment of A about the x axis.
(f) If f(x, y) = x
2
+ y
2
then the integral represents the second moment of A about the z
axis.
Example 7
Given a rectangular lamina of length , width b, thickness t (small) and density
(see Figure 9), nd the second moment of area of this lamina (moment of inertia)
about the y-axis.
x
y
O
b
density:
thickness: t (small)

Figure 9
Solution
By property (e) above, the moment of inertia is given by
_
b
0
_

0
y
2
t dxdy = t( 0)
_
b
0
y
2
dy
= t
_
y
3
3
_
b
0
= t
b
3
3
As the mass of the lamina is M = bt, the moment of inertia simplies to
1
3
Mb
2
. The t and are
included in the integral to make it a moment of inertia rather than simply a second moment.
18 HELM (2005):
Workbook 27: Multiple Integration
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Task
By a similar method to that in Example 7, nd the moment of inertia of the same
lamina about the x-axis.
Your solution
Answer
From property (d) above, the moment of inertia (or second moment of area) is given by the integral
_
l
0
_
b
0
x
2
t dydx = t(b 0)
_
l
0
x
2
dx
= bt
_
x
3
3
_
l
0
= bt
l
3
3
As the mass of the lamina is M = lbt, the moment of inertia simplies to
1
3
Ml
2
. Again, the t and
are included in the integral to make it a moment of inertia rather than simple a second moment.
Exercises
By making use of the form of the integrand, evaluate the following double integrals:
1. I =
_

0
_
1
0
y cos
2
x dydx
2. I =
_
3
8
_
1
1
y
2
dydx
3. I =
_
1
0
_
5
0
(s + 1)
4
dtds
Answers 1.

4
, 2.
22
3
3. 31
HELM (2005):
Section 27.1: Introduction to Surface Integrals
19
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