7.8 Improper Integrals Depending on a Parameter.

Improper
Multiple Integrals
7.8.1 Differentiation with respect to a parameter: In the case of certain
restrictions imposed on the functions f(x,o), f'(x,o) and on the
corresponding improper integrals, we have Leibnitz's rule

Example 1. By differentiating with respect to a parameter, evaluate

Solution. If

then

whence

In order to find C(|), we set o = | in the last equation and find

whence

7.8.2 Improper double and triple integrals:
a) An infinite region. If a function f(x, y) is continuous in an unboundci
region S, then we set

where o is a finite region lying entirely within S and o S signifies that
we expand the region o by an arbitrary law so that any point of S should
enter into it and remain in it. If there is a limit on the right hand side and if
it does not depend on the choice of the region o, the corresponding
improper integral is said to converge, otherwise it diverges.
If the integrand f(x, y) is non-negative [f(x, y) > 0], then it is necessary and
sufficient for the convergence of an improper integral that the limit on the
right hand side of (1) exists at least for one system of regions o which
exhaust the region S.
b) A discontinuous function. If a function f(x, y) is everywhere
continuous in a bounded closed region S, except at the point P(a, b), then
we set

where S
c
is a region obtained from S by eliminating a small region of
diameter c which contains the point P. If (2) has a limit which does not
depend on the type of small region eliminated from S, the improper
integral under consideration is said to converge, otherwise to diverge.
If f(x, y) > 0, then the limit on the right hand side of (2) does not depend
on the type of regions eliminated from S; for instance, such regions may
be circles of radius c/2 with centre at P.
The concept of improper double integrals is readily extended to the case
of triple integrals.
Example 2. Test the convergence of

where S is the entire xy-plane.
Solution: Let o be a circle of radius with centre at the origin. Passing to
polar co-ordinates for = 1, we have

If < l, then

and the integral diverges.However, if > l, then

and the integral converges. For = l, we have

i.e., the integral diverges.
Thus, Integral (3) converges for > 1.
EXERCISES 2273 - 2292



Hints and Answers 2273 - 2292
7. 9 Line Integrals
7.9.1 Line Integrals of the first type: Let f(x, y) be a continuous function
and y = (x) (a s x s b) the equation of some smooth curve C.
Construct a system of points M
i
(x
i
, y
i
)(i = 0, 1, 2, , n), which subdivide
the curve C into elementary arcs

and form the integral sum

The limit of this sum, when n and max As
i
0, is called a line
integral of the first type

(ds is the arc differential) and is evaluated from the formula


In the case of the parametric representation of the curve C: x = (t), y =
(t) [o s t s |], we have

One also considers line integrals of the first type of functions of three
variables f(x, y, z) taken along a space curve. These integrals are evaluated
in a corresponding manner. A line integral of the first type does not
depend on the direction of the path of integration; if the integrand f is
interpreted as a linear density of integration curve C, then this integral
represents the mass of the curve C.
Example 1. Evaluate the line integral

where C is the contour of the triangle ABO with vertices A
(1, 0), B(0, 1), C(0, 0) (Fig. 101).
Solution: Here, Equation AB is y = l - x, Equation OB is x = 0, Equation
OA is y = 0, whence

7.9.2 Line integrals of the second type: It P(x, y) and Q(x, y) are
continuous functions and y = (x) is a smooth curve C which runs from a
to b as x varies, then the corresponding line integral of the second type is
expressed as follows:

In the more general case when the curve C is represented parametrically,
x=(t), y=(t), where t varies from o to |, we have

Similar formulae hold for a line integral of the second type taken over a
space curve.
A line integral of the second type changes sign when the direction of the
integration path is reversed. This integral may be interpreted in terms of
Mechanics as the work of an appropriate variable force {P(x, y), Q(x, y)}
along the curve of integration C.
Example 2. Evaluate the line integral

where C is the upper half of the ellipse x = a cos t, y = b sin t, traversed in
the clockwise direction.
Solution: We have

7.9.3. The case of a total differential: If the integrand of a line integral of
the second type is a total differential of some single-valued function
U=U(x, y), i.e., P(x, y)dx+ Q(x, y)dy = dU(x, y), then this line integral
does not depend on the path of integration and we have the Newton-
Leibnitz formula

where (x
1
, y
1
) is the initial and (x
2
, y
2
) the final point of the path. In
particular, if the contour of integration C is closed, then

If 1) the contour is contained entirely within some simply-connected
region S and 2) the functions P(x, y) and Q(x,y), together with their partial
derivatives of the first order, are continuous in S, then a necessary and
sufficient condition for the existence of the function U is the identical
satisfaction (in S) of the equality

(Total Differential, Integration). If Conditions 1) and 2) are
not met, the presence of Condition (3) does not
guarantee the existence of a single-valued function U
and (1) and (2) may prove to be wrong (see Problem
2332). We will present a method of finding a function
U(x, y) from its total differential based on the
employment of line integrals (which is yet another
method of integration of a total differential). Let the
contour of integration C be a broken line P
1
P
2
,M (Fig. 102), where
P
0
(x
0
,y
0
) is a fixed and M(x, y) a variable point. Then, we have along P
0
P
1

that y = y
0
and dy = 0, and along P
1
M dx =0. We find

Similarly, integrating with respect to P
0
P
2
M, we have

Example 3. Find U for

Solution. Let x
0
= 0, y
0
= 0. Then,

where C = U(0, 0) is an arbitrary constant.
7.9.4 Green's formula for a plane: II C Is the boundary of a region S and
the functions P(x, y) and Q(x, y) are continuous together with their first
order partial derivatives in the closed region S + C, then Green's formula
applies:

where the circulation about the contour C is chosen so that the region S
remains on the left hand side.
7.9.5 Applications of line integrals:
l) An area bounded by the closed contour C is

(the direction of circulation of the contour is chosen counter-clockwise).
The following formula for the area is more convenient for applications:

2) The work of a force with the components X=X(x,y,z), Y=Y(x,y,z),
Z=Z(x,y,z) (or, accordingly, the work of a force field) along a path C is
expressed by the integral

If the force has a potential, i.e., if there exists a function U =U(x, y, z) (a
potential function or a force function) such that

then the work, irrespectively of the shape of the path C, is equal to

where (x
1
, y
1
, z
1
) is the initial and (x
2
, y
2
, z
2
) is the final point of the path.
EXERCISES 2293 - 2309/Line Integrals of the First Type

Hints and Answers 2293 -2309
EXERCISES 2310 -2326/Line Integrals of the Second Type
Evaluate the line integrals:




Hints and Answers 2310 - 2326
EXERCISES 2327 - 2335/C. Green's formula


Hints and Answers 2327 - 2335
EXERCISES 2336 - 2346/Applications of Line Integral


Hints and Answers 2336 - 2346
7.10 Surface Integrals
7.10.1 Surface Integral of the first type: Let f(x, y, z) be a continuous
function and z =(x, y) a smooth surface S.
The surface integral of the first type is the limit of the integral sum

where AS
i
is the area of the i-th element of the surface S, the point (x
i
, y
i
,
z
i
) belongs to this element and the maximum diameter of the subdivision
elements tends to zero.
The value of this integral does not depend on the choice of the side of the
surface S over which the integration is performed.
If a projection o of the surface S onto the xy-plane is single-valued, i.e., if
every straight line parallel to the z-axis intersects the surfaces at only one
point, then the appropriate surface integral of the first type may be
calculated from the formula

Example 1. Compute the surface integral

where S is the surface of the cube 0 s x s 1, 0 s y s l, 0 s z s 1.
Let us compute the sum of the surface integrals over the upper edge of the
cube (z = l) and over its lower edge (z = 0):

The required surface integral is obviously three times larger and equal to

7.10.2 Surface Integral of the second type;. If P = P(x, y, z), Q =Q(x, y,
z), R = R(x, y, z) are continuous functions and S
+
is one side of the smooth
surface S characterized by the direction of the normal n {cos o, cos |, cos
}, then the corresponding surface integral of the second type is:

When we go to the other side S
-
of the surface, this integral reverses its
sign.
If the surface S is represented implicitly as F(x, y, z) = 0, then the
direction cosines of the normal to this surface are given by

where

and the choice of sign in front of the the root should be brought into
agreement with the side of the surface S.
7.10.3 Stokes' formula: If the functions P=P(x,y,z), Q=Q(x,y,z),
R=R(x,y,z) are continuously differentiable and C is a closed contour
bounding a two-sided surface S, we have Stokes' formula

where cos o, cos |, cos are the direction cosines of the normal to the
surface S and the direction of the normal is defined so that on the side of
the normal the contour S is traced counter-clockwise (in a right hand
coordinate system).
EXERCISES 2347 - 2360


Hints and Answers 2347 - 2360
7.11 Ostrogradsky-Gauss Formula: If S is a closed smooth surface
bounding the volume V and P=P(x,y,z), Q=Q(x,y,z), R=R(x,y,z) are
functions which are continuous together with their first partial derivatives
in the closed region V, then we have the Ostrogradsky-Gauss formula

where cos o, cos |, cos are the direction cosines of the outward normal
to the surface S.
EXERCISES 2361 -2370
Applying the Ostrogradsky-Gauss formula, transform the following
surface integrals over the closed surfaces S bounding the volume V (cos o,
cos |, cos are the direction cosines of the outer normal to the surface S)

Hints and Answers 2361 - 2370
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