Algebraic: (I.T. Leong) Math 200 in 2010 2010 C 10 7 F 1 / 24

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Volume and Double Integrals

Let f (x, y) be a function of two variables defined over a rectangle


R = [a, b] [c, d]. We would like to define the double integral of f (x, y) over R
as the algebraic volume of the solid under the graph of z = f (x, y) over R.
b
The idea is similar to the case of integral a f (x)dx in one variable case, in
which we subdivide the interval into smaller subintervals with uniform width
ba
x = n , and then choose arbitrary points xi in the subinterval Ii . Then we
have the approximate Riemann sum ni=1 f (xi )x. Of course, this sum
depends on the choices of xi and the subinterval.
In fact, this idea can be implemented in 2-dimensional cases.

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 1 / 24


Let R = [a, b] [c, d]. and f (x, y) be a function defined on R. We first subdivide
the rectangle R into mn small rectangles Rij , each having area A, where
i = 1, , m and j = 1, , n. For each pair (i, j), pick an arbitrary point
(xij , yij ) inside Rij . Use the value f (xij , yij ) as the height of a rectangular solid
erected over Rij . Thus its volume is f (xij , yij )A.

The sum of the volume of all these small rectangular solids approximates the
volume of the solid under the graph of z = f (x, y) over R. This sum
m n
f (xij , yij )A is called the Riemann sum of f .
i=1 j=1

Definition The double integral of f over R is


m n

R
f (x, y) dA = lim
m,n
f (xij , yij )A, if this limit exists.
i=1 j=1
(I.T. Leong) Math 200 in 2010 2010 c 10 7F 2 / 24
Remarks. In general, it is very difficult to prove that the limit of Riemann sum
converges, because of the choices of the height f (xij , yih ) involved. The usual
method is replace the height either the maximum and the minimum values of f
within each smaller rectangles, and hence we obtain the upper and lower
Riemann sums respectively.

Theorem. If f (x, y) is
continuous on a domain containing the rectangle R, then
the double integral f (x, y) dA always exists.
R

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 3 / 24


Iterated Integrals
d
Let f (x, y) be a function defined on R = [a, b] [c, d]. We write f (x, y)dy to
c
mean that x is regarded as a constant and f (x, y) is integrated with respect to
y from y = c to y = d.

d
Therefore, the value of the integral f (x, y)dy is a function of x, and we can
c
integrate it with respect to x from x = a to x = b. The resulting integral
b ( d )
f (x, y) dy dx is called an iterated integral. Similarly one can define
a c
d ( b )
the iterated integral f (x, y) dx dy.
c a
Remark. We call the blue and red segments inside the region R the
cross-sections of R cut by the line y = y0 and x = x0 respectively.

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 4 / 24


Example. Evaluate the iterated integrals
3 2 2 3
(a) x2 y dy dx, (b) x2 y dx dy.
0 1 1 0
3 [ 2 2 ]y=2 ]x=3
3 2
x3
3 2 [
2 x y 3x 27
(a) x y dy dx = dx = dx = = .
0 1 0 2 y=1 0 2 2 x=0 2
2 3 2 [ 3 ]x=3 2 [ 2 ]y=2
x y 9y 27
(b) x2 y dy dx = dy = 9ydy = = .
1 0 1 3 x=0 1 2 y=1 2

Example. f (x, y) is a positive function defined on a rectangle R = [a, b] [c, d].


The volume V of the solid under the graph of z = f (x, y) over R, is given by
bd db
either one of the iterated integrals: a c f (x, y) dy dx, or c a f (x, y) dx dy.

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 5 / 24


Fubinis Theorem for Rectangle case
Thoerem. If f (x, y) is continuous on R = [a, b] [c, d], then
b d d b
f (x, y) dy dx = f (x, y)dA = f (x, y) dx dy.
a c R c a

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 6 / 24


Fubinis Theorem for Rectangle case
Thoerem. If f (x, y) is continuous on R = [a, b] [c, d], then
b d d b
f (x, y) dy dx = f (x, y)dA = f (x, y) dx dy.
a c R c a

More generally, this is true if f is bounded on R, f is discontinuous only at a


finite number of smooth curves, and the iterated integrals exist.

Furthermore, the theorem is valid for a general closed and bounded region as
discussed in the subsequent sections.

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 6 / 24


Example. Find the volume of the solid S that is bounded by the elliptic
paraboloid x2 + 2y2 + z = 16, the planes x = 2, y = 2, and the 3 coordinate
planes.

Solution. Let R = { (x, y) 0 x 2, 0 y 2 }, and one can rewrite the


defining equation of the elliptic paraboloid as z = 16 x2 2y2 where
(x, y) R. Then the volume of S is given by the double integral
[ ] x=2
2 2y2 ) dx dy = 2 16x x3 xy2
22
R f ( x, y ) dA = 0 0 ( 16 x 0 3 dy = 48.
x=0

Remark. In this problem, one has to decide which is the height function, just
like z = f (x, y) in the previous formulation. In some other cases, one can use
x = h(y, z) or y = g(x, z) as the height function.
(I.T. Leong) Math 200 in 2010 2010 c 10 7F 7 / 24
Proposition. (a) In general, if f (x, y) = g(x)h(y), then
( b ) ( d )
f (x, y)dA = g(x) dx h(y) dy ,
R a c

where R = [a, b] [c, d] is a rectangle.


(b) The equation above does not hold if the region R is not a rectangle.

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 8 / 24


Proposition. (a) In general, if f (x, y) = g(x)h(y), then
( b ) ( d )
f (x, y)dA = g(x) dx h(y) dy ,
R a c

where R = [a, b] [c, d] is a rectangle.


(b) The equation above does not hold if the region R is not a rectangle.
b d b d
Solution. (a) f (x, y)dA = g(x)h(y)dy dx = g(x) h(y)dy dx =
( b ) (R d ) a c a c

g(x) dx h(y) dy .
a c

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 8 / 24


Let f (x, y) be a continuous function defined
on a closed andbounded
region D in R2 . The
double integral f (x, y) dA can be defined
D
similarly as the limit of a Riemann sum
f( xk , yk )Ak , where small rectangle Rk with
k
dimension xk yk lies completely inside
region R.

However, due to the irregular shapes of the re-


gion, we subdivide the region by rectangular
grid, and then evaluate the volume of the rect-
angular solid with the base of smaller rectan-
gles the completely lies inside the region R.

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 9 / 24


Example. If R = { (x, y) 1 x 1, 2 y 2 }, evaluate the double

integral 1 x2 dA.
R

Solution. We can compute the integral by interpreting it as a volume of a solid



body D. If we let z = 1 x2 , then z2 = 1 x2 , i.e. x2 + z2 = 1, hence part of
the boundary of D lies in the cylinder. , then and , so the given double integral
represents the volume of the solid S that lies below the circular cylinder and
above the rectangle R. The volume of S is the area of a semicircle with radius
1 times the length of the cylinder. Thus
1

1 x2 dA = Volume of S = 12 (2 (2)) = 2.
R 2

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 10 / 24


Using Vertical Cross-sections

In evaluating R f (x, y)dA, one can ideally use the iterated integral
b ( )
f (x, y)dA = f (x, y) dy dx,
R a ?

the difficulties lies in determining upper and lower limits , ? in the iterated
integral.

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 11 / 24


Vertical Cross-sections
b ( )
f (x, y)dA = f (x, y) dy dx.
R a ?

We propose the following steps:


1 Sketch and label the bounding curves, and determine the region R of
integration in the double integral.
2 Project the region R onto one the coordinate axes, so that its shadow is
an interval [a, b] or union of intervals on the coordinate axis.
3 Choose any arbitrary point P(x, 0) or P(0, y) in the shadow, draw a line
through P perpendicular to the axis with shadow.
4 Ideally the line meets the boundary R at only two points (x, ymax ) and
(x, ymin ). These two ys depends on x, and hence are functions of x, i.e.
the ones determined by the boundary curves of R. In this case one can
describe the region
R = { (x, y) R2 a x b, ymin (x) y ymax (x) }.

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 12 / 24


Example. Let D be the region bounded by the lines
x = 0, y = 0 and 2x + 3y = 1. Sketch
the region D
and evaluate the double integral x dA.
D

Solution. The region D is a triangle bounded by


x = 0 and y = 0 and : 2x + 3y = 1. First we
determine the intersection points of these 3 lines.
The two coordinates axes meet at (0, 0); the line intersects the x- and y-axis
at (1/2, 0) and (0, 1/3) respectively. Next we determine the order of
b
integration in the iterated integral, for example ( dy)dx. Then the
a
region D has a shadow { x 0 x 1/2 } on x-axis. Then any vertical red
line through a point (x, 0) on the x-axis will intersect the region at two
boundary points (x, ymax ) and (x, ymin ), where ymin = 0 given by the x-axis,
and ymax = y which satisfies 2x + 3y = 1, i.e. ymax = 132x . So we have
1 12x 1 [ 2 ]1
2 x(1 2x) x 2x3 2 1

2 3
xdA = x dy dx = dx = = .
D 0 0 0 3 6 9 0 72
(I.T. Leong) Math 200 in 2010 2010 c 10 7F 13 / 24
Example. Let R be the region in first quadrant bounded by the two curves
x2 + y2 = 1 and x + y = 1.

1 Sketch and label the bounding curves, and determine the region R of
integration in the double integral.
2 Project the region R onto one the coordinate axes, so that its shadow is
an interval [a, b] or union of intervals on the coordinate axis.

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 14 / 24


Example. Let R be the region in first quadrant bounded by the two curves
x2 + y2 = 1 and x + y = 1.

Usually the intersection point of curves x + y = 1 and x2 + y2 = 1 gives some


important information. 1 = x2 + y2 = x2 + (1 x)2 = 2x2 2x + 1, i.e.
0 = x(x 1), and hence we know (x, y) = (1, 0) and (0, 1) are the comm
intersection. Want to see the relative position of the curves y = 1 x and

y = 1 x2 when x varies in the interval [0, 1]. For 0 x 1, we have
0 1 x 1 + x, so (1 x)2 (1 + x)(1 x) = 1 x2 , it follows that

1 x 1 x2 for 0 x 1.

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 15 / 24


Example. Let R be the region in first quadrant bounded by
the two curves
x2 + y2 = 1 and x + y = 1. Rewrite the double integral f (x, y)dA in iterated
R
integrals.

1 Choose any arbitrary point P(x, 0) or P(0, y) in the shadow, draw a line
through P perpendicular to the axis with shadow.
2 Ideally the line meets the boundary R at only two points (x, ymax ) and
(x, ymin ). These two ys depends on x, and hence are functions of x, i.e.
the ones determined by the boundary curves of R. Then the region
R = { (x, y) R2 a x b, ymin (x) y ymax (x) }.

Answer: f (x, y)dA
R
1 1 x2
= f (x, y) dy dx
0 1x

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 16 / 24



Example. Evaluate (x + 2y)dA, where D is the region bounded by the
D
parabolas y = 2x2 and y = 1 + x2 .
Solution. We first determine the intersection of the
curves y = 2x2 and y = 1 + x2 as follows. From
2x2 = y = 1 + x2 , we have x2 = 1, and hence
x = 1. When x varies within the interval [1, 1],
one has x2 1, i.e. 2x2 1 + x2 . In particular, the
curve y = 2x2 is below the curve y = 1 + x2 . So
D = { (x, y) 0 x 1, 2x2 y 1 + x2 }. And
we have the figure on the right.

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 17 / 24



Example. Evaluate (x + 2y)dA, where D is the region bounded by the
D
parabolas y = 2x2 and y = 1 + x2 .
Solution. We first determine the intersection of the
curves y = 2x2 and y = 1 + x2 as follows. From
2x2 = y = 1 + x2 , we have x2 = 1, and hence
x = 1. When x varies within the interval [1, 1],
one has x2 1, i.e. 2x2 1 + x2 . In particular, the
curve y = 2x2 is below the curve y = 1 + x2 . So
D = { (x, y) 0 x 1, 2x2 y 1 + x2 }. And
we have the figure on the right.
Rewrite the double integral as iterated integral,
1 1 + x2 1 [ ]1+x2
(x + 2y)dA = (x + 2y) dy dx = xy + y2 =
1 2x2 1 2x2
1D
32
(3x4 x3 + 2x2 + x + 1) dx = .
1 15
Exercise. Evaluate D xydA, where D is the region bounded by the line
y = x 1 and the parabola y2 = 2x + 6.
(I.T. Leong) Math 200 in 2010 2010 c 10 7F 17 / 24

Example. Evaluate (x + 2y)dA, where D is the region bounded by the
D
parabolas y = 2x2 and y = 1 + x2 .
Solution. We first determine the intersection of the
curves y = 2x2 and y = 1 + x2 as follows. From
2x2 = y = 1 + x2 , we have x2 = 1, and hence
x = 1. When x varies within the interval [1, 1],
one has x2 1, i.e. 2x2 1 + x2 . In particular, the
curve y = 2x2 is below the curve y = 1 + x2 . So
D = { (x, y) 0 x 1, 2x2 y 1 + x2 }. And
we have the figure on the right.
Rewrite the double integral as iterated integral,
1 1 + x2 1 [ ]1+x2
(x + 2y)dA = (x + 2y) dy dx = xy + y2 =
1 2x2 1 2x2
1D
32
(3x4 x3 + 2x2 + x + 1) dx = .
1 15
Exercise. Evaluate D xydA, where D is the region bounded by the line
y = x 1 and the parabola y2 = 2x + 6. Answer: 36.
(I.T. Leong) Math 200 in 2010 2010 c 10 7F 17 / 24
1 1
Example. Evaluate the iterated integral I = sin(y2 ) dydx by
0 x
interchanging the order of integration.

Solution. Let D be the region The region of integration, then it follows from the
upper and lower limits of the iterated integral, we have
D = { (x, y) 0 x 1, x y 1 }, which is given by vertical cross-section.
Hence D is the triangular region bounded by the lines y = x, x = 0 and y = 1.
Rewrite D by means of horizontal cross-section, then 0 y 1, and the
bounding curve will be x = 0 on the left, and x = y on the right of the region D.
Hence, we have another description of D = { (x, y) 0 y 1, 0 x y }.
1 1 1 y
By Fubinis theorem we have I = sin(y2 ) dydx = sin(y2 ) dxdy =
0 x 0 0
1 ]1
1 cos 1
[
1
y sin(y2 )dy = cos(y2 ) =
0 2 0 2

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 18 / 24


Example. Find the volume of the solid S above the xy-plane and is bounded
by the cylinder x2 + y2 = 1 and the plane z = 0 and z = y.

Solution. Since the plane z = 0 is the bottom of


the solid, and the plane z = y is the top face of the
solid, we may use the function defining this plane
z = y as the height function of this solid. In other
words, f (x, y) = y is function appeared as inte-
grand. Therefore, the volume of the solid can be
computed by integrating this function f over the bot-
tom face of the solid which is the semi-circular disk

D = { (x, y) x2 + y2 1, y 0 } = { (x, y) 0 y 1, 1 y2 x
1 1 y2
1 y2 }. The volume of the solid S = y dA = y dx dy =
D 0 1 y2
1 [ ]1
2 2
2y 1 y2 dy = (1 y2 )3/2 = .
0 3 0 3

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 19 / 24


Example. Use the double integral to find the volume of the tetrahedron in the
first octant that is bounded by the coordinate planes and the plane with
equation x
a + yb + z
c = 1, and a, b and c are positive.

Solution. The plane will meets the coordinates axis at the points
A(a, 0, 0), B(0, b, 0) and C(0, 0, c). Observe that the line segment AB is already
on the xy-plane, and hence the triangle ABC is above the xy-plane, and its
shadow on xy-plane is the triangle OBC. For any point P(x, y, 0) OBC,
the line through the point P and perpendicular to xy-plane meets the plane
y y)
at (x, y, z) where z satisfies xa + b + zc = 1, and hence z = c 1 xa b ,
(

which will be the height function in the double integral. Moreover, the domain
OBC for double integral is { (x, y) 0
x a, 0( y b(1 ) x/a) }. Now
x y
the volume of the tetrahedron OABC is c 1 dA =
OBC a b
]b(1x/a)
xy y2
a b(1x/a) ( a [
x y)
c 1 dydx = c y dx =
0 0 a b 0 a 2b 0
b2 (
a
b(a x) x x )2 bc a abc

c (1 ) 1 dx = 2 (a x)2 dx = .
0 a a 2b a 2a 0 6
(I.T. Leong) Math 200 in 2010 2010 c 10 7F 20 / 24
Properties of Double Integrals

1 ( f (x, y) + g(x, y) )dA = f (x, y) dA + g(x, y) dA.
D D D
2 cf (x, y) dA = c f (x, y) dA.
D D

3 If f (x, y) g(x, y) for all (x, y) D, then f (x, y) dA g(x, y) dA.
D D

4 f (x, y) dA = f (x, y) dA + f (x, y) dA, where D = D1 D2 ,
D D1 D2
and D1 and D2 do not overlap except perhaps on their boundary.


5 dA = 1 dA = Area of D = A(D).
D D
6 If m f (x,y) M for all (x, y) D, then
mA(D) f (x, y) dA MA(D).
D
(I.T. Leong) Math 200 in 2010 2010 c 10 7F 21 / 24
In general, if f (x, y) is continuous on a region D in xy-plane, and D can be
described in polar coordinates in the following form
{ (r, ) , h1 ( ) r h2 ( ) }, then
h2 ( )
f (x, y) dA = f (r cos , r sin ) rdrd.
D h1 ( )

Example. D = { (x, y) x2 + y2 1, y 0 }

= { (x, y) 0 y 1, 1 y2 x 1 y2 }.

One can describe D in terms of polar coordinates as follows


{ (r, )
2
2, 0 r 1 }.

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 22 / 24


Example. Find the volume of the solid that lies under the paraboloid
z = x2 + y2 , above the xy-plane, and inside the cylinder x2 + y2 = 2x.
Solution. The cylinder x2 + y2 = 2x lies over
the circular disk D which can be described as
{ (r, ) /2 /2, 0 r 2r cos }
in polar coordinates. The reason is that if we write
(x, y, z) = (r cos , r sin , z) for any point in the
cylinder, then r2 = x2 + y2 2x = 2r cos , i.e.
r 2 cos . As 2 cos r 0, it follows that

/2 /2. The height of the solid is the z-value of the paraboloid from
the xy-plane. Hence the volume V of the solid is
/2 2 cos
3

(x2 + y2 ) dA = r2 rdrd = .
D /2 0 2

(I.T. Leong) Math 200 in 2010 2010 c 10 7F 23 / 24


Example. Show that the volume of the solid region E bounded by the three

cylinders x2 + y2 = 1, y2 + z2 = 1 and x2 + z2 = 1 is 16 8 2.

Solution.The object is symmetric with respect to the


3 coordinate axes. Thus, it suffices to compute
the volume of the portion E with nonnegative x, y, z-
coordinates. In other words, E lies in the first octant
of the coordinate system. For this object E, it is bounded on top by the graphs

of z = 1 x2 and z = 1 y2 . On its side and bottom, it is bounded by the
cylinder x2 + y2 = 1 and the three coordinate planes. Furthermore, the graphs

of z = 1 x2 and z = 1 y2 intersect along a curve on the plane x = y.

Thus the solid is under the graph of z = 1 x2 over the region D in xy-plane
described as { (r, ) 0 r 1, 0 /4 } in the polar coordinates.

Hence, the volume of original solid = 16 D 1 x2 dA =
/4 1 [ 2 2 3/2 r=1
]
2 cos2 rdrd = 16 /4 (1r cos )

16 0 0 1 r 0 cos d =
r=0
/4 1sin3
16 0 3 cos2
d = 16 /4
3 [tan sec cos ]0 = 16 8 2.
(I.T. Leong) Math 200 in 2010 2010 c 10 7F 24 / 24

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