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Lecture Note 5 PDF

The document discusses double integrals over rectangular regions. It defines the double integral as the limit of Riemann sums representing the volume under a surface over a domain. Double integrals can be computed by partitioning the domain into rectangles, evaluating the function at sample points, and taking the limit as the rectangles approach zero size. Fubini's theorem allows double integrals over rectangles to be computed as iterated integrals by integrating first with respect to one variable and then the other.

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0% found this document useful (0 votes)
34 views

Lecture Note 5 PDF

The document discusses double integrals over rectangular regions. It defines the double integral as the limit of Riemann sums representing the volume under a surface over a domain. Double integrals can be computed by partitioning the domain into rectangles, evaluating the function at sample points, and taking the limit as the rectangles approach zero size. Fubini's theorem allows double integrals over rectangles to be computed as iterated integrals by integrating first with respect to one variable and then the other.

Uploaded by

Frendick Legaspi
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Lecture Notes 4: Multiple Integration 1

Engr. Caesar Pobre Llapitan

Topics:
I. Double Integrals
II. Double Integrals in Polar Coordinates
III. Triple Integrals in Rectangular Coordinates

I. DOUBLE INTEGRALS

Learning Objectives
At the end of this section, the students should be able to
1. Represent double integral as volume of a solid between f(x, y) and the xy-plane over a given
domain.
2. Compute double integrals by iteration.
3. Use the Fubini’s theorems to compute the double integrals in rectangular and nonrectangular
regions.
4. Sketch the limits of integration involving double integrals in the xy-plane, and vice versa.
5. Determine the volume of solids using double integrals.
6. Determine the areas of bounded regions in a plane.

b
The definition of the definite integral,
a f ( x ) dx is motivated by the standard area problem, namely,
the problem of finding the are of the plane region bounded by the curve y = f(x), the x-axis, and the
lines x = a and x = b.

Similarly, we can motivate the double integral of a function of two variables over a domain D in the
plane by means of the standard volume problem of finding the volume of the three-dimensional
region S bounded by the surface z = f(x, y), the xy-plane, and the cylinder parallel to the z-axis passing
through the boundary of R. We call D the region (domain) of integration.

Figure 1: The double integral computes the volume of the solid region between the
graph of f (x, y) and the xy-plane over a domain D.

We define the double integral of f(x, y) over the domain D


Lecture Notes 4: Multiple Integration 2
Engr. Caesar Pobre Llapitan

D f ( x, y ) dA
It represents the signed volume of the solid region between the graph of f(x, y) and a domain D in the
xy-plane (Figure 1), where the volume is positive for regions above the xy-plane and negative for
regions below.

There are many similarities between double integrals and the single integrals:
• Double integrals are defined as limits of sums.
• Double integrals are evaluated using the Fundamental Theorem of Calculus - we have to use
it twice

An important difference, however, is that the domain of integration plays a more prominent role in
the multivariable case. In one variable, the domain of integration is simply an interval [a, b]. In two
variables, the domain D is a plane region whose boundary may be curved (Figure 1).

A. Double Integrals over Rectangles


The Riemann sums for the integral of a single-variable function f(x) are obtained by partitioning a
finite interval into thin subintervals, multiplying the width of each subinterval by the value of f at a
point ck inside that subinterval, and then adding together all the products. A similar method of
partitioning, multiplying, and summing is used to construct double integrals.

We consider a function f(x, y) defined on a rectangular region R,

R: a  x  b, c  y  d

Figure 2: Rectangular grid partitioning the region R into small rectangles

To form a Riemann sum over R, we choose a point (xk, yk) in the kth small rectangle, multiply the
value of f at that point by the area Ak and add together the products:
n
Sn = 
k =1
f ( xk , yk )  Ak

We are interested in what happens to these Riemann sums as the widths and heights of all the small
rectangles in the partition of R approach zero. The norm of a partition P, written P , is the largest
width or height of any rectangle in the partition.
Lecture Notes 4: Multiple Integration 3
Engr. Caesar Pobre Llapitan

Taking the limit of the Riemann sum as P → 0 :


n
lim
P →0

k =1
f ( xk , yk )  Ak

As P → 0 and the rectangles get narrow and short, their number n increases, so we can also write
this limit as
n
lim
n→

k =1
f ( xk , yk )  Ak

with the understanding that  Ak → 0 as n→ and P → 0 .

When a limit of the sum’s Sn exists, giving the same limiting value no matter what choices are made,
then the function f is said to be integrable and the limit is called the double integral of f over R, written
as

 f ( x, y ) dA
R
or  f ( x, y ) dxdy
R

Definition
Suppose that f is a function of two variables and that f(x, y) exists throughout a region R in the xy-
plane. Then the double integral of f over R is given by

 f ( x, y ) dA
R
or  f ( x, y ) dxdy
R
(1)

Properties of Double Integrals


Like single integrals, double integrals of continuous functions have algebraic properties that are useful
in computations and applications.
1.  k f ( x, y ) dA = k  f ( x, y ) dA
R R
(any number k)

2.   f ( x, y )  g ( x, y ) dA =  f ( x, y ) dA   g ( x, y ) dA
R R R

3.  f ( x, y ) dA  0
R
if f ( x , y )  0 on R

4.  f ( x, y ) dA   g ( x, y ) dA
R R
if f ( x, y )  g ( x, y )

5. If R is the union of two non-overlapping regions R1 and R2

R f ( x, y ) dA = R f ( x, y ) dA + R f ( x, y ) dA


1 2
Lecture Notes 4: Multiple Integration 4
Engr. Caesar Pobre Llapitan

B. Fubini’s Theorems for Calculating Double Integrals

Rectangular Regions
Suppose that f is a function of two variables that is continuous on the rectangle R = [a, b]  [c, d]. We
d
use the notation c
f ( x , y ) dy to mean that x is held fixed and f(x, y) is integrated with respect to y
from c to d. This procedure is called partial integration with respect to y. (Notice its similarity to
d
partial differentiation.) Now
c
f ( x , y ) dy is a number that depends on the value of x, so it defines a
function of x:
d
A(x)= 
c
f ( x , y ) dy

If we now integrate the function A with respect to x from a to b, we get


b b d 
a a  c 
A ( x ) dx =  f ( x , y ) dy  dx
  
The integral on the right side is called an iterated integral. Usually the brackets are omitted. Thus
b d b d 
a c 
f ( x , y ) dy dx =  f ( x , y ) dy  dx
a  c   
means that we first integrate with respect to y from c to d and then with respect to x from a to b.

Similarly, the iterated integral


d b d b 
 c a
f ( x , y ) dx dy =  
c a
f ( x , y ) dx  dy

means that we first integrate with respect to x (holding y fixed) from a to b and then we integrate the
resulting function of y with respect y to from c to d.

Example:
Evaluate the iterated integrals.
3 2
a. 
0 1
x 2 y dydx
2 3
b. 
1 0
x 2 y dxdy

Solution:
a. Regarding x as a constant
y =2
2  y2 
 x y dy =  x 2 
2
1  2 
y =1

 22   12  3
= x2   − x2   = x2
 2  2 2
   

We now integrate this function of from 0 to 3:


3
3 2 3 2  3 3 2 x3 27
 x y dydx =   x y dy  dx =  x dx = =
2 2
0 1 0 1  0 2 2
0
3
Lecture Notes 4: Multiple Integration 5
Engr. Caesar Pobre Llapitan

b. Here we first integrate with respect to x


2 3 2 3 
 1 0
x 2 y dxdy =  
1 0
x 2 y dx  dy

x =3 2
2  x3  2 y2 27
=  1
 y
 3  x =0
dy =  1
9 y dy = 9
2
=
2
1

Observation:
▪ The two iterated integrals are always equal; that is, the order of integration does not matter.
This is similar to Clairaut’s Theorem on the equality of the mixed partial derivatives.

A theorem published in 1907 by Guido Fubini says that the double integral of any continuous function
over a rectangle can be calculated as an iterated integral in either order of integration.

Theorem 1: Rectangular Regions


If f(x, y) is continuous on the rectangular region R: a  x  b, c  y  d, then

d b b d

R
f ( x, y) dA ) = 
c a
f ( x, y ) dxdy = 
a c
f ( x , y ) dydx (2)

▪ Fubini’s theorem says that double integrals over rectangles can be calculated as iterated
integrals. This means we can evaluate a double integral by integrating with respect to one
variable at a time.

▪ Fubini’s theorem also says that we may calculate the double integral by integrating in either
order, a genuine convenience. In particular, when we calculate a volume by slicing, we may
use either planes perpendicular to the x-axis or plane perpendicular to the y-axis.

Example
1. Evaluate the double integral R
f ( x , y ) dA for f ( x , y ) = 1 − 6 x 2 y and R: 0  x  2, -1  y  1.

Solution:
By Fubini’s Theorem

  ( 1 − 6 x y ) dx dy =   x − 2x y 
1 2 1 x =2
 f ( x , y ) dA = 2 3
dy
R −1 0 −1 x =0
1
2 1
=  ( 2 − 16 y ) dy = 2 y − 8 y  = 4
−1   −1

Reversing the order of integration gives the same answer:

  ( 1 − 6 x y ) dy dx = 
2 1 2 y =1
2  y − 3 x2 y2  dx
0 −1 0  y =−1

0 ( 1 − 3 x ) − ( −1 − 3 x ) dx
2
= 2 2

2
=  2 dx = 4
0

2. Calculate  cos ( x + 2 y ) dA , R =  ( x , y ) 0  x  3, 0  y  1
R
Lecture Notes 4: Multiple Integration 6
Engr. Caesar Pobre Llapitan

Nonrectangular Regions
To define the double integral of a function f(x, y) over a bounded, nonrectangular region R, such as
the one in Figure below, we again begin by covering R with a grid of small rectangular cells whose
union contains all points of R.

Figure 3: A rectangular grid partitioning a bounded nonrectangular


region into rectangular cells

A partition of R is formed by taking the rectangles that lie completely inside it, not using any that are
either partly or completely outside. For commonly arising regions, more and more of R is included as
the norm of a partition (the largest width or height of any rectangle used) approaches zero.

Once we have a partition of R, we number the rectangles in some order from 1 to n and let Ak be the
area of the kth rectangle. We then choose a point (xk, yk) in the kth rectangle and form the Riemann
sum
n
Sn = 
k =1
f ( xk , yk )  Ak

As the norm of the partition forming Sn goes to zero, P → 0 , the width and height of each enclosed
rectangle goes to zero and their number goes to infinity. If f(x, y) is a continuous function, then these
Riemann sums converge to a limiting value, not dependent on any of the choices we made. This limit
is called the double integral of f(x, y) over R:
n
lim
P →0

k =1
f ( xk , yk )  Ak =  f ( x , y ) dA
R

Double integrals of continuous functions over nonrectangular regions have the same algebraic
properties as integrals over rectangular regions.
Theorem 2: Non-rectangular Regions
Let f(x, y) be continuous on region R
1. If R is defined by a  x  b, g1(x)  y  g2(x), with g1 and g2 continuous on [a, b], then

b g2 ( x )

R
f ( x, y ) dA = 
a g1 ( x )
f ( x , y ) dydx

2. If R is defined by c  y  d, h1(y)  x  h2(y), with h1 and h2 continuous on [c, d], then


Lecture Notes 4: Multiple Integration 7
Engr. Caesar Pobre Llapitan

d h2 ( y )
 f ( x, y ) dA =  
R
c h1 ( y )
f ( x , y ) dxdy

Note:
While Fubini’s theorem assures us that a double integral may be calculated as an iterated integral
in either order of integration, the value of one integral may be easier to find than the value of the
other.

Procedure for Finding Limits of Integration


A. To evaluate R f ( x, y ) dA over a region R, integrating first with respect to y and then with respect
to x, take the following steps:

1. A sketch. Sketch the region of integration and label the bounding curves.

2. The y-limits of integration. Imagine a vertical line L cutting through R in the direction of
increasing y. Mark the y-values where L enters and leaves. These are the y-limits of integration

3. The x-limits of integration. Choose x-limits that include all the vertical lines through R.
Lecture Notes 4: Multiple Integration 8
Engr. Caesar Pobre Llapitan

x =1 y= 1 −x2
R f ( x , y ) dA = x=0 y=1−x f ( x , y ) dy dx

B. To evaluate the same double integral as an iterated integral with the order of integration reversed,
use horizontal lines instead of vertical lines.

1 1 − y2
R f ( x , y ) dA = 0 1− y f ( x , y ) dx dy

Examples
sin x
1. Calculate

R
x
dA where the base is the triangle in the xy-plane bounded by the x-axis, the line

y = x and the line x = 1.

Solution:
The region of integration is shown below.

(a) R viewed as an x-simple region (b) R viewed as a y-simple region

If we integrate first with respect to y and then with respect to x, we find

1 y=x
x sin x  1 sin x  1
 

0 0 x
dy  dx =
  
0
y
x  y =0
dx =  0
sin x dx

= − cos ( 1 ) + 1  0.46

If we reverse the order of integration and attempt to calculate


Lecture Notes 4: Multiple Integration 9
Engr. Caesar Pobre Llapitan

1 1 sin x
0 y x
dx dy

sin x
 x
dx cannot be expressed in terms of elementary functions (there is no simple antiderivative).

Note:
There is no general rule for predicting which order of integration will be the good one in
circumstances like these. If the order you first choose doesn’t work, try the other. Sometimes
neither order will work, and then we need to use numerical approximations.

2 2x
2. Sketch the region of integration for the integral

0 x2
( 4 x + 2 ) dydx and write an equivalent integral
with the order reversed.

Solution:
2 2x

0 x2
( 4 x + 2 ) dy dx

The region of integration: x 2  y  2x and 0  x  2

It is therefore the region bounded by the curves y = x2 and y = 2x between x = 0 and x = 2. See Figure
(a)

(a) R viewed as a y-simple region (b) R viewed as an x-simple region


To find limits for integrating in the reverse order, we imagine a horizontal line passing from left to
right through the region. It enters at x = y/2 and leaves at x = y . To include all such lines, we let
y run from y = 0 to y = 4 (see Figure b).

The integral is
4 y
0 y/2 ( 4 x + 2) dx dy
3. Evaluate  ( 2x − y ) dA , where R is the region bounded by the parabola x = y
R
2
and the straight-line

x – y = 2.
Lecture Notes 4: Multiple Integration 10
Engr. Caesar Pobre Llapitan

Solution:
The region R is shown in Figure below.

(a) R viewed as a y-simple region (b) R viewed as an x-simple region

Viewing R as a y-simple region (Figure a) and using Fubini’s Theorem, we find


1 x 4 x
R ( 2x − y ) dA = 
0 − x  ( 2x − y ) dy dx + 
1 x−2 ( 2x − y ) dy dx (i)

Viewing R as a x-simple region (Figure a) and using Fubini’s Theorem, we find


2 y +2
R ( 2x − y ) dA = 
−1 y 2 ( 2x − y ) dx dy (ii)

It is more convenient to view it as an x-simple region because the lower boundary of R consists of
two curves when viewed as a y-simple region. Thus, evaluating (ii)
2 y +2
R ( 2 x − y ) dA = 
−1 y 2 ( 2 x − y ) dx dy

−1 ( y + 2 ) 
2 x = y +2 2
−1  x − xy  − y ( y + 2 )  −  y 4 − y 3  dy
2
= 2
dy =
 x=y   
2
 1 
−1 ( 4 + 2 y + y )
2 1
= 3
−y 4
dy = 4 y + y 2 + y 4 − y 5 
 4 5 −
243
=
20

Classroom Activity 1
Sketch the region of integration and evaluate the integral.
2 
  ( 4 − y ) dydx
3 2 0 1
1.
0 0
2
2.  
−1 −3
( x + y + 1 ) dxdy 3.   0
( sin x + cos y ) dxdy

Exercises 1
I. Integrate f over the given region.
1. f(x, y) = x/y over the region in the first quadrant bounded by the lines y = x, y = 2x, x = 1, x =
2
2. f(x, y) = x2 + y2 over the triangular region with vertices (0, 0), (1, 0) and (0, 1)
3. f(x, y) = 1/(xy) over the square 1  x  2, 1  y  2
4. f(x, y) = y cos xy over the rectangle 0  x  , 0  y  1
Lecture Notes 4: Multiple Integration 11
Engr. Caesar Pobre Llapitan

II. Sketch the region of integration and evaluate the integral.


ln 8 ln y  sin x 4 x
   
3 y/ x
1.
1 0
e x + y dxdy 2.
0 0
y dydx 3.
1 0 2
e dydx

III. Sketch the region of integration and write an equivalent double integral with the order of
integration reversed.
1 4 −2 x 1 y
1. 0 2 dydx 2. 0 y dxdy

1 ex 3/2 9 −4 x 2
3.
0 1 dydx 4.
0 0 16 x dydx
1 1 − y2 1 1 − x2
5.

0 − 1−y 2
3 ydxdy 6.
0 1−x dydx

C. Volumes of Solid

Figure 4: Volume of a solid over a rectangular region

When f(x, y) is a positive function over a rectangular region R in the xy-plane, we may interpret the
double integral of f over R as the volume of the 3-dimensional solid region over the xy-plane bounded
below by R and above by the surface z = f(x, y).

Each term f(xk, yk)Ak in the sum Sn =  f(xk, yk)Ak is the volume of a vertical rectangular box that
approximates the volume of the portion of the solid that stands directly above the base Ak. The sum
Sn thus approximates what we want to call the total volume of the solid. We define this volume to be

V = lim Sn =
n→  f ( x, y ) dA =  z dA
R R
(2)

We define the volumes of solids with curved bases the same way we define the volumes of solids with
rectangular bases.
Lecture Notes 4: Multiple Integration 12
Engr. Caesar Pobre Llapitan

Figure 5: Volume of a solid over a nonrectangular region

Examples
1. Find the volume of the prism whose base is the triangle in the xy-plane bounded by the x-axis
and the lines y = x and x = 1 whose top lies in the plane z = f(x, y) = 3 – x – y.

Solution:
The region of integration in the xy-plane

(a) (b)

For any x between 0 and 1, y may vary from y = 0 to y = x (Figure a). Hence,
y=x
1 x 1 y2 
V= 0 0 
( 3 − x − y ) dy dx =  3 y − xy − 
0
 2 
y =0
x =1
13x2   3x2 x3 

=  3x −
0


2 
dx = 
 2
− 
2 
x =0
=1

When the order of integration is reversed (Figure b), the integral for the volume is
Lecture Notes 4: Multiple Integration 13
Engr. Caesar Pobre Llapitan

x =1
1 1 1
x2 
V= 0  y 0


( 3 − x − y ) dx dy =  3 x − − xy 
2  x=y
dy

1 1 y2 
= 0
 3 − − y − 3 y +
 2 2
+ y 2  dy


y =1
1 5
3  5 y3 

=  − 4 y + y 2  dy =  y − 2 y 2 + 
02 2   2 2 
y =0
=1

2. Find the volume of the tetrahedron bounded by the planes x + 2y + z = 2, x = 2y, x = 0 and z
= 0.

Solution:
In a question such as this, it’s wise to draw two diagrams: one of the three-dimensional solid and
another of the plane region D over which it lies.

Three-dimensional solid Plane region over which the solid lies

The plane x + 2y + z = 2 can be written as z = 2 – x – 2y, so the required volume lies under
the graph of the function and above


D = ( x , y ) 0  x  1, x/2  y  1 − x/2 
Therefore,
1 1 − x /2
V= D ( 2 − x − 2 y ) dA = 
0 x /2
( 2 − x − 2 y ) dy dx
1 y = 1 − x /2
=  2 y − xy − y 2  dx
0   y = x /2
1
 x3  1
0 ( )
1
= x − 2 x + 1 dx =  − x 2 + x  =
2
 3  0 3
Lecture Notes 4: Multiple Integration 14
Engr. Caesar Pobre Llapitan

Classroom Activity 2
Find the volume of the solid shown in the figure.

1. 4.

2. 5.

3. 6.

Exercises 2
1. Find the volume of the region that lies under the parabola z = x2 + y2 and above the triangle
enclosed by the lines y = x, x = 0, and x + y = 2 in the xy-plane.
2. Find the volume of the solid that is bounded above by the cylinder z = x2 and below by the
region enclosed by the parabola y = 2 – x2 and the line y = x in the xy-plane.
3. Find the volume of the solid in the first octant bounded by the coordinate planes, the plane x
= 3, and the parabolic cylinder z = 4 – y2.
4. Find the volume of the wedge cut from the first octant by the cylinder z = 12 – 3y2 and the
plane x + y = 2.
5. Find the volume of the solid cut from the square column x + y  1 by the planes z = 0 and 3x
+ z = 3.
Lecture Notes 4: Multiple Integration 15
Engr. Caesar Pobre Llapitan

D. Areas of Bounded Regions in the Plane


If we take f(x, y) = 1 in the definition of the double integral, the Riemann sums reduce to

n n
Sn =  f (x ,y
k =1
k k )  Ak =   Ak
k =1

This is simply the sum of the areas of the small rectangles in the partition of R, and approximates
what we would like to call the area of R. As the norm of a partition of R approaches zero, the height
and width of all rectangles in the partition approach zero, and the coverage of R becomes increasingly
complete. We define the area of R to be the limit

n
Area = lim
P →0

k =1
 Ak =  dA
R

Figure 6: Partitioning of area over a region

Definition
The area of a closed, bounded plane region R is
A= R dA
Examples
1. Find the area of the region R bounded by y = x and y = x2 in the first quadrant.
Solution:
Sketching the region R and noting where the two curves intersect, the area is
1
 x2 x3 
 (x − x )
1 x 1 1 1
   y
x
A= dy dx = x2
dx = 2
dx =  −  =
0 x2 0 0  2 3  0 6
Lecture Notes 4: Multiple Integration 16
Engr. Caesar Pobre Llapitan

2. Find the area of the region R enclosed by the parabola y = x2 and the line y = x + 2.

Solution:
If we divide R into the regions R1 and R2 shown in Figure (a), we may calculate the area as
1 y 4 y
A= R1
dA + R2
dA = 
0 − y
dx dy + 
1 y −2
dx dy (i)

On the other hand, reversing the order of integration (Figure b) gives


2 x +2
A=  
−1 x 2
dy dx (ii)

(a) (b)

Since (ii) requires only one integral, is simpler and is the only one we would bother to write down
in practice. The area is

y x 2 dx =  ( x + 2 − x 2 ) dx
2 x +2 2 2
  
x +2
A=
−1 x 2
dy dx =
−1
 −1
2
 x2 x3  9
=  + 2x −  =
 2 x 
−1
2
Lecture Notes 4: Multiple Integration 17
Engr. Caesar Pobre Llapitan

Classroom Activity 3
Sketch each region, label each bounding curve with its equation, and give the coordinates of the points
where the curves intersect. Then find the area of the region.

6 2y  /4 0 1−x 2 1−x
0 y /3 dxdy
cos x
1. 2
2.  
0 sin x
dydx 3.  
−1 −2 x
dydx + 
0 − x/2
dydx

Exercises 3
I. Sketch the region bounded by the given lines and curves. Then express the region’s area as an
iterated double integral and evaluate the integral.
1. The region R bounded by y = x and y = x2 in the first quadrant.
2. The region R enclosed by the parabola y = x2 and the line y = x + 2.
3. The curve y = ex and the lines y = 0, x = 0 and x = ln2.
4. The parabolas x = y2 and x = 2y – y2.
5. The parabolas x = y2 and x = 2y2 – 2

II. Sketch each region, label each bounding curve with its equation, and give the coordinates of the
points where the curves intersect. Then find the area of the region.

x( x −2) 2 y +2
−1 y
2 0 4 x 3
1. 0 x −4
2
dydx + 0 0 dydx 2. 0 − x dydx 3. 2
dxdy

II. DOUBLE INTEGRALS IN POLAR COORDINATES

Learning Objectives
At the end of this section, the students should be able to
1. Define double integrals in polar coordinates.
2. Sketch and determine the limits of double integration in polar coordinates.
3. Evaluate the area of a closed and bounded region R in the polar coordinate plane.
4. Evaluate double integrals from Cartesian coordinates into polar integrals.
5. Evaluate Cartesian integrals by change of order.

A region in a polar coordinate plane of the type illustrated below which is bounded by arcs of circles
of radii r1 and r2 with center at the pole and by two rays from the origin, will be called an elementary
polar region.

r
r2

r1


Lecture Notes 4: Multiple Integration 18
Engr. Caesar Pobre Llapitan

If  denotes the radian measure of the angle between the rays and r = r2 – r1, then the area A of
the region is given by

1 1
A = r22  − r12 
2 2

This formula may also be written


A =
2
(
1 2 1
)
r2 − r12  = ( r2 + r1 )( r2 − r1 ) 
2

1
If we denote the average radius ( r1 + r2 ) = r , then A = r r 
2

If f is a continuous function of the polar variables r and , then it can be proved that

 g2 ( )
lim
P →0
 f (r , ) r r  =  f (r, ) dA =  
i
i i i i i
g1 ( )
f ( r , ) r dr d
R

R
r = g2()

r = g1()
 
O

A. Limits of Integration in Polar Coordinates


To evaluate  f (r, ) dA over a region R in polar coordinates, integrating first with respect to r and
R
then with respect to , take the following steps:
1. A sketch. Sketch the region and label the bounding curves.

2. The r-limits of integration. Imagine a ray L from the origin cutting through R in the direction
of increasing r. Mark the r-values where L enters and leaves R. These are the r-limits of
integration. They usually depend on the angle  that L makes with the positive x-axis.
Lecture Notes 4: Multiple Integration 19
Engr. Caesar Pobre Llapitan

3. The -limits of integration. Find the smallest and largest -values that bound R. These are the
-limits of integration.

Example:
Find the limits of integration for integration f(r, ) over the region R that lies inside the cardioids r =
1 + cos  and outside the circle r = 1.

Solution:

 /2 1 + cos 
The integral is  
− /2 1
f ( r, ) r dr d

If f(r, ) is the constant function whose value is 1, then the integral of ƒ over R is the area of R
Lecture Notes 4: Multiple Integration 20
Engr. Caesar Pobre Llapitan

B. Area in Polar Coordinates


The area of a closed and bounded region R in the polar coordinate plane is

A=  r dr d
R

Examples:
1. Find the area enclosed by the lemniscate r2 = 4 cos 2.

Solution:
Graph the lemniscate to determine the limits of integration

By symmetry of the region, the total area is 4 times the first-quadrant portion.

r = 4 cos 2
 /4 4 cos 2  /4  r 2
A=4  
0 0
r dr d = 4 
0
 
 2  r = 0
d

 /4

 /4
=4 2cos 2 d = 4 sin 2 0
=4
0

2. Use a double integral to find the area enclosed by one loop of the three-leaved rose r = sin 3.
Solution:

The loop of the rose is described by the region


R = ( r , ) 0   π/3, 0  r  sin 3 
Lecture Notes 4: Multiple Integration 21
Engr. Caesar Pobre Llapitan

 /3 sin 3
A= R dA = 0 0 r dr d

 /3  1 r = sin 3
2
= 0 2 r 
 r = 0
d

1  /3 1  /3
=
2 0 sin 2 3 d =
4 0 ( 1 − cos6 ) d
 =  /3
1 1  
=  − sin 6  =
4 6  = 0 12

C. Changing Cartesian Integrals to Polar Integrals


The procedure for changing a Cartesian integral  f ( x, y ) dxdy into a polar integral has two steps.
R
1. Substitute x = r cos  and y = r sin , and replace dxdy (or dydx) by r dr d in the Cartesian
integral.
2. Supply polar limits of integration for the boundary of R.

The Cartesian integral then becomes

 f ( x, y ) dxdy =  f (r cos , r sin ) r dr d


R G

where G denotes the region of integration in polar coordinates.

Examples:


2
+ y2
1. Evaluate ex dy dx , where R is the semicircular region bounded by the x-axis and the
R

curve y = 1 − x 2

Solution:
In Cartesian coordinates, the integral in question is a nonelementary integral and there is no direct
2 2
way to integrate e x + y with respect to either x or y. Yet this integral and others like it are important
in mathematics—in statistics, for example – and we need to find a way to evaluate it. Changing to
polar makes possible its integration.

Substituting x = r cos , y = r sin  and replacing dy dx by r dr d enables us to evaluate the integral


as
Lecture Notes 4: Multiple Integration 22
Engr. Caesar Pobre Llapitan

  1
1  1 r2 
R 0 0 0
2
+ y2 2
ex dy dx = er r dr d =  2 e  d
 0
 1 
= 0 2 ( e − 1 ) d = 2 ( e − 1 )
2. Evaluate R ( 2x + 3 y ) dA , where R is the region in the first quadrant bounded by the circles x 2

+ y2 = 1 and x2 + y2 = 4.

Solution:
The region R is a polar rectangle that can also be described in terms of polar coordinates by


R = ( r , ) 1  r  2, 0   π/2 

 /2 2  /2 2
R ( 2 x + 3 y ) dA =  1 ( 2r cos + 3r sin  ) r dr d =  1 ( 2r )
cos  + 3r 2 sin  dr d
2
0 0
r =2
 /2  2   /2  14 
= 0  3 r cos  + r sin   = 0  cos  + 7 sin   d
3 3
 r = 1  3 
 /2
 14  35
=  sin  − 7 cos   =
3 o 3

D. Evaluation of Cartesian Integral by Change of Order

Classroom Activity 4

0 x ( )3 / 2dydx
1 1 ydxdy
0 y
1 1
1. 2 2 2. x x2 + y 2
x +y
2 1 1 1
3. 0 (1/ 2 )y sin x 2 dxdy 4. 0  x 1 + y 3 dydx

Exercises 4
1. Find the area of the region that lies inside the cardioids r = 1 + cos  and outside the circle r =
1.
2. Find the area enclosed by one leaf of the rose r = 12 cos 3.
3. Find the area of the region cut from the first quadrant by the cardioids r = 1 + sin .
4. Find the area of the region common to the interiors of the cardioids r = 1 + cos  and r = 1 –
cos .
Lecture Notes 4: Multiple Integration 23
Engr. Caesar Pobre Llapitan

Change the Cartesian integral into an equivalent polar integral. Then evaluate the polar integral.
1 1 ydxdy
1. 0 y 2
x +y 2 2.
1
0 0
1−x 2 −x 2 − y 2
e dydx

a 2 −x2
1 1 x 6 dxdy
0 y (x 2 + y 2 )5 / 2
a
0 0
2 2 2
3. x x + y dydx 4.

0 0 2
5. −1 − 1− x 2
1+ x + y 2 2
dydx 6.
ln 2
0 0
(ln 2 ) 2 − y 2
e x2 +y2
dxdy

1 1− (x − 1) 2 x−y 2 0
7. 0 0 x −y2 2
dydx 8. 0 − 1− (y − 1) 2
xy 2 dxdy

III. TRIPLE INTEGRALS IN RECTANGULAR COORDINATES

Learning Objectives
At the end of this section, the students should be able to
1. Illustrate triple integrals bounded by a surface and its projection in the plane.
2. Evaluate triple integrals.
3. Use Fubini’s theorems to determine the limits of integrations.
4. Sketch the regions bounded by the graphs of the given equations and use a triple integral to
find its volume
5. Represent the volume of a region D described by iterated integrals

A. Definition of Triple Integrals

Figure 7: Partitioning a solid with rectangular cells of volume Vk

If F(x, y, z) is a function defined on a closed bounded region D in space – the region occupied by a
solid ball, for example, or a lump of clay – then the integral of F over D may be defined in the following
way.
1. Partition a rectangular region containing D into rectangular cells by planes parallel to the
coordinate planes.
Lecture Notes 4: Multiple Integration 24
Engr. Caesar Pobre Llapitan

2. Number the cells that lie inside D from 1 to n in some order, a typical cell having dimensions
xk by yk by zk and volume Vk.
3. Choose a point (xk, yk, zk) in each cell and form the sum
n
Sn = F (x , y ,z
k =1
k k k ) Vk

If F is continuous and the bounding surface of D is made of smooth surfaces joined along continuous
curves, then as xk, yk and zk approach zero independently the sums Sn approach a limit

lim Sn =
n→  F ( x, y, z ) dV
D

We call this limit the triple integral of F over G. The limit also exists for some discontinuous function.

Properties of Triple Integrals


Triple integrals have the same properties as double and single integrals. If F = F(x, y, z) and G = G(x,
y, z) are continuous, then
1.  k F dV = k  F dV
D D
for any number k

2.  ( F  G ) dV =  F dV   G dV


D D D

3.  F dV  0 if F  0 on D
D

4.  F dV   G dV
D D
if F  G on D

5. 
D
F dV =  F dV +  F dV +
D D
+ 
D
F dV
1 2 n

B. Triple Integrals Over a Rectangular Box

Triple integrals of functions f (x, y, z) of three variables are a fairly straightforward generalization
of double integrals. Instead of a rectangle in the plane, our domain is a box (Figure 8).

B = [a, b] × [c, d] × [p, q]

consisting of all points (x, y, z) in R3 such that

a ≤ x ≤ b, c ≤ y ≤ d, p≤z≤q

To integrate over this box, we subdivide the box (as usual) into “sub”-boxes

Bijk = [xi−1, xi] × [yj−1, yj] × [zk−1, zk]

by choosing partitions of the three intervals


a = x0 < x1 < … < xi - 1 < xi < … < xl = b
c = y0 < y1 < … < y j - 1 _ yj < … < ym = d
p = z0 < z1 < … < z k - 1 < zk < … < zn = q

The volume of Bijk is Vijk = xi yj zk where


Lecture Notes 4: Multiple Integration 25
Engr. Caesar Pobre Llapitan

xi = xi − xi−1, yj = yj − yj−1, zk = zk − zk−1

Figure 8: The box B = [a, b] × [c, d] × [p, q] decomposed into smaller boxes.

Then, we choose a sample point Pijk in each box Bijk and form the Riemann sum

l m n
Sl , m , n =  f ( Pijk ) Vijk
i =1 j =1 k =1

Let P be the maximum of the widths xi, yj, zk. If the sums Sl,m,n approach a limit as P → 0 for
arbitrary choices of sample points, we say that f is integrable over B. The limit value is denoted

lim Sl , m, n =
P →0 B f ( x, y, z ) dV

THEOREM 3: Fubini’s Theorem for Triple Integrals


The triple integral of a continuous function f (x, y, z) over a box B = [a, b] × [c, d] × [p, q] is equal to
the iterated integral:

b d q
B f ( x, y, z ) dV = x = a y = c z = p f ( x, y, z ) dz dy dx

As we know, there are sometimes (but not always) two different orders in which the single integrations
for evaluating a double integral may be worked. For triple integrals, there could be as many as six. For
instance, consider the volume of the prism illustrated below.
Lecture Notes 4: Multiple Integration 26
Engr. Caesar Pobre Llapitan

z
1
y+z=1

1
2
y
x

Each of the following integrals gives the volume of the solid shown.
1 1 −z 2 1 1−y 2
a)  
0 0 0
dxdydz b)  
0 0 0
dxdzdy
1 2 1 −z 2 1 1 −z
c) 
0 0 0
dydxdz d) 
0 0 0
dydzdx
1 2 1−y 2 1 1−y
e) 
0 0 0
dzdxdy f) 
0 0 0
dzdydx

C. Triple Integrals Between Two Surfaces


Consider a solid region W between two surfaces z = z1(x, y) and z = z2(x, y) over a domain D in the xy-
plane. In this case,

W = {(x, y, z): (x, y) ∈ D and z1(x, y) ≤ z ≤ z2(x, y)}

The domain D is the projection of W onto the xy-plane.

Figure 9: The point P = (x, y, z) in the simple region W if (x, y) ∈ D and


z1(x, y) ≤ z ≤ z2(x, y).
Lecture Notes 4: Multiple Integration 27
Engr. Caesar Pobre Llapitan

THEOREM 2
The triple integral of a continuous function f over the region W: (x, y) ∈ D, z1(x, y) ≤ z ≤ z2(x, y)
is equal to the iterated integral

 z = z2 ( x , y ) 
B f ( x , y, z ) dV =  z = z ( x, y ) f ( x, y, z ) dz  dA

D 1

Geometric interpretation of triple integrals


▪ A double integral represents the signed volume of the three-dimensional region between a
graph z = f (x, y) and the xy-plane.
▪ The graph of a function f (x, y, z) of three variables lives in four-dimensional space, and thus a
triple integral represents a four-dimensional volume. This volume is hard or impossible to
visualize. On the other hand, triple integrals represent many other types of quantities. Some
examples are total mass, average value, probabilities, and centers of mass
▪ More generally, integrals of functions of n variables (for any n) arise naturally in many different
contexts. For example, the average distance between two points in a ball is expressed as a six-
fold integral because we integrate over all possible coordinates of the two points. Each point
has three coordinates for a total of six variables.

D. Volume of a Region in Space


If F is constant function whose value is 1, then

Sn =  F ( xk , yk , zk ) Vk =  1  Vk =  Vk


As as xk, yk and zk approach zero, the cells Vk become smaller and more numerous and fill up
more and more of D. We therefore define the volume of D to be the triple integral

V=  dV
D

This integral enables us to calculate the volumes of solids enclosed by curved surfaces

E. Evaluation of Triple Integrals


We seldom evaluate a triple integral from its definition as a limit. Instead, we apply a three-
dimensional version of Fubini’s theorem to evaluate it by repeated single integrations. As with double
integrals, there is a geometric procedure for finding the limits of integration.

To evaluate  F ( x, y, z ) dV
D
over a region D, integrating first with respect to z, then with respect to

y, finally with x, take the following steps:

1. A sketch. Sketch the region D along with its “shadow” R (vertical projection) in the xy-plane.
Label the upper and lower bounding surfaces of D and the upper and lower bounding curves
of R.
Lecture Notes 4: Multiple Integration 28
Engr. Caesar Pobre Llapitan

2. The z-limits of integration. Draw a lime M passing through a typical point (x, y) in R parallel
to the z-axis. As z increases, M enters D at z = f1(x, y) and leaves z = f2(x, y). These are the z-
limits of integration.

3. The y-limits of integration. Draw a line L through (x, y) parallel to the y-axis. As y increases,
L enters R at y = g1(x) and leaves at y = g2(x). These are the y-limits of integration.
Lecture Notes 4: Multiple Integration 29
Engr. Caesar Pobre Llapitan

4. The x-limits of integration. Choose x-limits that include all lines through R parallel to the y-
axis ( x = a and x = b). These are the x-limits of integration.

The integral is

x =b y = g2 ( x ) z = f2 ( x ,y)
x=a y=g (x) z= f (x,y) F ( x, y, z ) dz dy dx
1 1

Follow similar procedure if you change the order of integration. The “shadow” of region D lies in the
plane of the last variables with respect to which the iterated integration takes place.

Examples:
1. Find the volume of the region D enclosed by the surfaces z = x2 + 3y2 and z = 8 – x2 – y2.
2. Set up the limits of integration for evaluating the triple integral of a function F(x, y, z) over the
tetrahedron D with vertices (0, 0, 0), (1, 1, 0), (0, 1, 0) and (0, 1, 1).
3. Evaluate 
D
x 2 + y 2 dV where D is the region bounded by the paraboloid y = x2 + z2 and the

plane y = 4.
4. Use triple integral to find the volume of the tetrahedral bounded by the planes x + 2y + z = 2, x
= 2y, x = 0, and z = 0.

Exercises 5
I. Evaluate the iterated integrals.
1 2x x+z 1 x2 x+y
1.  
0 1+x z
xdydzdx 2.
−1 1 0 2 x 2dzdydx
1 3y yz 2 z2 x −z
3.  
2 0 1
( 2 x + y + z ) dxdzdy 4.
1 0 x+z zdydxdz
Lecture Notes 4: Multiple Integration 30
Engr. Caesar Pobre Llapitan

II. Sketch the regions D bounded by the graph of the given equations and express  f ( x, y, z ) dV
D
as an iterated integral in six different ways.
1. x + 2y + 3z = 6, x = 0, y = 0, z = 0
2. x2 + y2 = 9, z = 0, z = 2
3. z = 9 – 4x2 – y2, z = 0
4. 36x2 + 9y2 + 4z2 = 36

III. Sketch the regions bounded by the graphs of the given equations and use a triple integral to find
its volume.
1. z + x2 = 4, y + z = 4, y = 0, z = 0
2. x2 + z2 = 4, y2 + z2 = 4
3. y2 + z2 = 1, x + y + z = 2, x = 0
4. z = x2, z = x3, y = z2, y = 0
5. y = x2 + z2, z = x2, z = 4, y = 0

IV. Represent the volume of a region D described by the following iterated integrals.
1 4−z 3 1 z 4−x
1.
0  1−z 2 dxdydz 2.
0 z 0 dydxdz
3

2 2x x+y 1 3x xy
3.    dzdydx
0 x 2
0
4.    dzdydx
0 x 0

References
[1] Adams, R. A. & Essex, C. (2010). Calculus – A Complete Course. Pearson: Canada Toronto.
[2] Larson, R., & Edwards, B. H. (2010). Calculus, 9th Edition. California: Brooks/Cole.
[3] Rogawski, Jon (2012). Calculus (2nd Edition). W. H. Freeman and Company
[4] Stewart, James (2002). Calculus – Concepts and Contexts, (2nd Edition). USA, Pearson, Inc.
[5] Tan, S. T. (2011). Calculus Early Transcendentals. California: Brooks/Cole.
[6] Thomas, George B. (2005). Calculus (11th Edition). USA: Pearson Education, Inc.

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