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Notes 2 Integration

This document provides an overview of integration techniques including: 1) Integration by substitution, where the variable is changed using a substitution x = g(u). 2) Integration by parts, which uses the product rule for differentiation to derive the formula u dv/dx - v du/dx. 3) Evaluating integrals with infinite limits, by taking the limit as the upper limit approaches infinity. Examples are provided.

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0% found this document useful (0 votes)
54 views19 pages

Notes 2 Integration

This document provides an overview of integration techniques including: 1) Integration by substitution, where the variable is changed using a substitution x = g(u). 2) Integration by parts, which uses the product rule for differentiation to derive the formula u dv/dx - v du/dx. 3) Evaluating integrals with infinite limits, by taking the limit as the upper limit approaches infinity. Examples are provided.

Uploaded by

irene ndegwa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Advanced Calculus Chapter 2 Integration 18

2 Integration

2.1 Methods of Integration

Recall that integration is the reverse process of differentiation,


and is consequently sometimes referred to as anti-differentiation.
More specifically, if f is a function of one variable x then an integral
of f is a function F such that dF dx
= f (x). We write
Z
F (x) = f (x) dx.

d d
For any constant c, since (c)
= 0, we have dx
dx Z (F (x) + c) = f (x).
Thus there are infinitely many possibilities for f (x) dx. This does
not usually cause a problem as we always add a constant to any
integral derived. An alternative approach is to include limits in the
integral and write Z x
F (x) = f (x) dx.
a

The following table gives the integrals of some of the standard func-
tions. Most of these follow directly from the derivatives of standard
functions
Z given in Chapter 1. Others can be checked by differenti-
ating f (x) dx.

Z Z
f (x) f (x) dx f (x) f (x) dx
xn+1
xn n+1
+c csc x − ln | csc x + cot x| + c
(provided n 6= −1)
1
x
ln |x| + c sec2 x tan x + c
sin x − cos x + c csc2 x − cot x + c
cos x sin x + c exp(x) or ex exp(x) + c
tan x ln | sec x| + c √ 1 arcsin xa + c
a2 −x2
1 1
cot x ln | sin x| + c a2 +x2 a
arctan xa + c
sec x ln | sec x + tan x| + c

Integration by substitution

This method of integration is based on Zthe chain rule for differen-


tiation. We change the variable of y = f (x) dx using the substi-
Advanced Calculus Chapter 2 Integration 19

tution x = g(u). Then, since integration is the reverse of differen-


dy
tiation, we have = f (x). Thus by the chain rule
dx
dy dy dx
=
du dx du
dx
= f (x)
du
dx
= f (g(u))
du
dy
So integrating
Z the final expression for du , with respect to u, we get
dx
y = f (g(u)) du. Comparing the two expressions for y we get
du
Z Z
dx
f (x) dx = f (g(u)) du.
du

When evaluating a definite integral, if we use a substitution to


change the variable from x to a function u of x, it is usually easiest
to change the limits of integration from x values to u values. (This
saves having to convert back to x again after integrating.)
Specifically, if u = u(x), then
Z b Z u(b)
dx
f (x) dx = f (u) du.
a u(a) du

Integration by Parts

If u and v are functions of x then the product rule for differentiation


gives:
Z Z
dv du
u dx = uv − v dx.
dx dx

This is the formula for integration by parts.


Integration by parts is useful for integrating products where one
factor (u) will differentiate to give a simpler
µ function,
¶ and where it
dv
is possible to integrate the other factor .
dx

Exercises 2.1

1. Integrate the following expressions with respect to x.


Advanced Calculus Chapter 2 Integration 20

4 5 x3 +3x2
(a) 3x5 − 2x2 + 3x − 2; (b) x3
− x5
; (c) x+1
;
(d) (3x + 1)5 ; (e) sin(3x − 2); (f) 2x(x + 7)8 ;
2

2
(g) xe 2x ; (h) sin7 x cos x; (i) tan x;
x+3
(j) x2 +4
; (k) x cos x; (l) x(x + 1)10 ;
(m) x sin 2x; (n) xe−x ; (o) x2 ex ;
(p) arctan x; (q) ln x; (q) arccos x.

2. Evaluate each of the following integrals using the given sub-


stitution.
Z
dx
(a) , u = ln x.
x ln x
Z
4x
(b) dx, u = 3 − 2x.
(3 − 2x)2
Z
(c) sec5 x tan x dx, u = sec x.
Z
2e2x
(d) dx, u = e2x .
1 + e4x
Z
(e) 5 sin7 x dx, u = cos x.
Z

(f) 14x2 1 + x dx, x = u2 − 1.
Z √
(g) 1 − x2 dx, x = sin u.

2.2 Integrals with infinite limits

It is sometimes possible to evaluate a definite integral that has one,


or both, of its limits equal to infinity or negative infinity. We define
Z ∞ Z X
f (x) dx = lim f (x) dx.
a X→∞ a

If the limit exists then the definite integral exists and its value is
the limit; otherwise the definite integral does not exist.
When evaluating limits to infinity
µ we ¶ make use of the following
1
results: (i) lim g(X) = lim g ; (ii) lim A−X = 0, for all
X→∞ X→0 X X→∞
real numbers A, with A > 1.
Advanced Calculus Chapter 2 Integration 21

Z ∞
dx
Example 1 Evaluate .
1 x3
Z ∞ Z X
dx dx
= lim ,
1 x3 X→∞ 1 x3
Z X
= lim x−3 dx,
X→∞ 1
· ¸X
1 −2
= lim − x ,
X→∞ 2 1
· ¸X
1
= lim − 2 ,
X→∞ 2x 1
µ ¶
1 1
= lim − 2 + ,
X→∞ 2X 2
µ ¶
1 2 1
= lim − X + ,
X→0 2 2
1
= .
2
Z ∞
Example 2 Let a ∈ R. Evaluate e−x dx.
a
Z ∞ Z X
−x
e dx = lime−x dx,
a X→∞
a
£ −x ¤X
= lim −e a ,
X→∞
¡ ¢
= lim −e−X + e−a ,
X→∞
−a
= e .

Exercises 2.2

1. Where possible, evaluate the following integrals:


Z ∞
(a) e−5x dx;
0
Z ∞
dx
(b) √ dx;
1 x
Z ∞
dx
(c) dx;
0 1 + x2
Z ∞
(d) e−x cos x dx.
0
Z ∞
2. Determine all of the real numbers s for which xs dx is
1
defined.
Advanced Calculus Chapter 2 Integration 22

3. Let f : (a, b] → R be a continuous function with


Z b
lim f (x) = ∞. Suggest how you could define f (x) dx.
x→a a
(Recall that (a, b] = {r ∈ R : a < r ≤ b}.)
Use your suggestion to evaluate the following integrals:
Z 1
dx
(a) √ ;
0 x
Z 10
dx
(b) 2 .
1 (x − 1) 3

2.3 Double integrals over rectangular regions

Let f : R2 → R. We want to find the volume enclosed between


the surface z = f (x, y), the xy-plane and the planes x = a, x = b,
y = c and y = d.

Example 3 Find the volume enclosed between the surface of

z = 8x3 y + 3x2 y 2

and the planes z = 0, x = 2, x = 3, y = 1 and y = 2.


The required volume is given by the double integral
Z 2Z 3 Z 2
3 2 2
£ 4 ¤3
(8x y + 3x y ) dx dy = 2x y + x3 y 2 2 dy,
1 2
Z1 2
¡ ¢
= 162y + 27y 3 2 − 32y − 8y 2 dy,
Z1 2
¡ ¢
= 130y + 19y 2 dy,
1
· ¸2
2 19 3
= 65y + y ,
3 1
19 19
= 65 × 4 + × 8 − 65 − = 239 31 .
3 3

Exercises 2.3
Z 3 Z 2
1. Evaluate x2 y dx dy.
1 0
Z π Z π
4 4
2. Evaluate sin(x + y) dx dy.
0 0
Advanced Calculus Chapter 2 Integration 23

2.4 Non-rectangular regions of integration

We now consider the problem of evaluating a double integral over


a non-rectangular region D. We write this as
ZZ
f (x, y) dx dy.
D

As given, we are integrating first with respect to x. In this case the


limits of the inner integral are (possibly constant) functions of y
and the limits of the outer integral are constants. When evaluating
a double integral the final answer represents a volume and so should
not involve either of the variables of integration; if your final answer
does involve either variable then you should check your limits.

Example 4 Find the volume beneath the surface of z = xy over


the region of the (x, y)-plane enclosed by the y-axis, y = x and
y = 2.
ZZ
Here we require xy dx dy where D is the region of the (x, y)-
D
plane enclosed by the y-axis, y = x and y = 2.
We start by sketching the region of integration.

1.5

y 1

0.5

0
0 0.5 1 1.5 2 2.5
x

The region D

Since we are integrating with respect to x first we need to find the


limits of the inner integral as functions of y. To do this we draw a
line parallel to the x-axis passing through D. Where the line crosses
the left hand side of D gives the lower limit (x = 0) and where it
crosses the right hand side of D gives the upper limit (x = y). The
limits of the outer integral are then just the minimum (y = 0) and
Advanced Calculus Chapter 2 Integration 24

maximum (y = 2) values of y over D. Thus we get:


ZZ Z 2Z y
xy dx dy = xy dx dy,
D 0 0
Z 2· ¸y
1 2
= x y dy,
0 2 0
Z 2
1 3
= y dy,
0 2
· ¸2
1 4
= y = 2.
8 0

ZZ
Example 5 Evaluate (xy + 2) dx dy, where D is the bounded
D
region enclosed between y = 2x and y = x2 .
First we sketch the region D.

y2

0
0 0.5 1 1.5 2
x

The region D
From the line parallel to the x-axis we see that for the inner integral

the lower limit is x = 12 y and the upper limit is x = y. For the
outer integral, the lower limit is y = 0 and the upper limit is y = 4.
Thus
ZZ Z 4 Z √y
(xy + 2) dx dy = (xy + 2) dx dy,
1
D 0 2
y
Z 4· ¸√y
1 2
= x y + 2x dy,
0 2 1
y
2
Z 4µ ¶
1 2 √ 1 3
= y + 2 y − y − y dy,
0 2 8
· ¸4
1 3 4 3 1 4 1 2
= y + y2 − y − y ,
6 3 32 2 0
1 4 1 1 16
= × 64 + × 8 − × 256 − × 16 = .
6 3 32 2 3
Advanced Calculus Chapter 2 Integration 25

Splitting the integral

So far we have been able to determine the limits of the inner integral
of a double integral a single functions of y. However, this is not
always possible. In such cases we have to split the integral into
two, or more, integrals.
ZZ
Example 6 Evaluate xy 2 dx dy, where D is triangle with ver-
D
tices at (0, 0), (3, 1) and (0, 3).
First we sketch the region D.

2.5

y 1.5

0.5

0
0 0.5 1 1.5 2 2.5 3
x

The region D
From the lines parallel to the x-axis we see that the limits of the
inner integral depend on whether y < 1 or y > 1. Thus we split the
integral into two integrals where the limits of the outer integrals
are 0 and 1, and 1 and 3, respectively. Doing this, and working out
the limits of the inner integrals as before gives:
ZZ Z 1 Z 3y Z 3 Z 3 (3−y)
2
2 2
xy dx dy = xy dx dy + xy 2 dx dy,
D 0 0 1 0
Z 1 · ¸3y Z 3 · ¸ 23 (3−y)
1 2 2 1 2 2
= xy dy + xy dy,
0 2 0 1 2 0
Z 1 Z 3
9 4 9
= y dy + (3 − y)2 y 2 dy,
2 8
Z0 1 Z1 3
9 4 9 4
= y dy + (y − 6y 3 + 9y 2 ) dy,
0 2 1 8
· ¸1 · ¸3
9 1 5 9 1 5 3 4 3
= y + y − y + 3y ,
2 5 0 8 5 2 1
µ ¶
9 9 1 3 1 3
= + × 243 − × 81 + 3 × 27 − + − 3 ,
10 8 5 2 5 2
9 9
= + × 6 25 = 8 101
.
10 8
Advanced Calculus Chapter 2 Integration 26

Exercises 2.4
ZZ
1. Evaluate (x + y) dx dy, where
D
D = {(x, y) : 0 ≤ y ≤ 1, y ≤ x ≤ 1 + 2y}.
ZZ
2. Evaluate (x − y)2 dx dy, where D is the region enclosed
D
between x = 3, y = 1 and y = x2 .
ZZ
3. Evaluate xy dx dy, where D is the square with vertices
D
at (1, 0), (0, 1), (1, 2) and (2, 1).
ZZ
4. Evaluate xy dx dy, where P is the pentagon with vertices
P
at (0, 0), (0, 2), (1, 2), (2, 1) and (2, 0).
ZZ
5. Explain why dx dy gives the area of D. Use this result
D
to find the area of the region enclosed between the curves
x = 7y − xy 2 and x = y 2 + 3.

2.5 Changing the order of integration

In the examples considered so far, we have always integrated first


with respect to x. This is not necessary, and there is no reason
why we should not choose to integrate first with respect to y. In
two particular cases, it can be advantageous, or even necessary, to
change the order of integration. These cases are:

• to avoid having to split the integral into two, or more, regions;

• when it is difficult, or not possible, to integrate f (x, y) with


respect to x.
Advanced Calculus Chapter 2 Integration 27

As an example of the first case, consider again Example 6, but this


time we integrate first with respect to y.

2.5

y 1.5

0.5

0
0 0.5 1 1.5 2 2.5 3
x

To find the limits of the inner integral we draw a line through the
region parallel to the y-axis; where the line crosses the region at the
lowest point (y = 13 x) gives the lower limit, and where it crosses
the highest point (y = 3 − 23 x) gives the upper limit. The limits
of the outer integral are just the minimum (x = 0) and maximum
(x = 3) values of x. Thus we get:
ZZ ZZ
2
xy dx dy = xy 2 dy dx,
D D
Z 3 Z 3− 23 x
= xy 2 dy dx,
1
0 3
x
Z 3 ¸3− 23 x
·
1 3
= xy dx,
0 3 1
x
3
Z 3µ ¶
1 2 3 1 4
= x(3 − x) − x dx,
0 3 3 81
Z 3µ ¶
1 8 1 4
= x(27 − 18x + 4x2 − x3 ) − x dx,
0 3 27 81
Z 3µ ¶
1 8 1 4
= x(27 − 18x + 4x2 − x3 ) − x dx,
0 3 27 81
Z 3µ ¶
2 4 3 1 4
= 9x − 6x + x − x dx,
0 3 9
· ¸3
9 2 3 1 4 1 5
= x − 2x + x − x ,
2 3 45 0
9 1 1
= × 9 − 2 × 27 + × 81 − ,
2 3 45
1
= 8 10 .
The following two examples illustrate the case when we change the
order of integration because it is difficult, or impossible, to evaluate
Advanced Calculus Chapter 2 Integration 28

the integral in the order given.


Z 4 Z 2
x
Example 7 Evaluate I = dy dx.
0

x 1 + y5
Here I is expressed so that first we have to integrate with respect
1
to y. Since it is difficult to integrate 1+y 5 with respect to y, we

change the order of integration. To do this we need to find the new


limits,
√ and so we sketch the region of integration. Thus we sketch
y = x and y = 2 (the limits of the inner integral of I) between
x = 0 and x = 4 (the limits of the outer integral of I). Thus the
region of integration is as follows.

2.5

1.5

y
1

0.5

0
0 1 2 3 4
x

The region D

From the line parallel to the x-axis, we see that the lower limit for
x is x = 0, and the upper limit is x = y 2 . The corresponding limits
for y are y = 0 and y = 2, respectively. Thus
Z 2 Z y2
x
I = dx dy,
0 0 1 + y5
Z 2 · 1 2 ¸y 2
2
x
= dy,
0 1 + y5 0
Z 2 1 4
2
y
= 5
dy,
0 1+y
Z 2
1 5y 4
= dy,
10 0 1 + y 5
1 £ ¤2
= ln(1 + y 5 ) 0 ,
10
1
= ln 33.
10
Z 1 Z 1
2
Example 8 Evaluate I = 3y 2 e−x dx dy.
0 y
Advanced Calculus Chapter 2 Integration 29

Here I is expressed so that first we have


Z to integrate with respect to
2
x. Since if is not possible to express e−x dx in terms of simple
functions, we change the order of integration. To find the new
limits, we sketch the region of integration. So we sketch x = y and
x = 1 (the limits of the inner integral of I) between y = 0 and
y = 1 (the limits of the outer integral of I). Thus the region of
integration is as follows.

1.2

0.8

0.6
y
0.4

0.2

0
-0.2 0 0.2 0.4 0.6 0.8 1 1.2
x
-0.2
The region D

From the line parallel to the y-axis, we see that the lower limit for
y is y = 0, and the upper limit is y = x. The corresponding limits
for x are x = 0 and x = 1, respectively. Thus

Z 1 Z x
2
I = 3y 2 e−x dy dx,
Z0 1 h 0 i
2 x
= y 3 e−x dx,
0 0
Z 1
2
= x3 e−x dx,
0
(Put w = x2 , so dwdx
= 2x, when x = 0, w = 0,
and when x = 1, w = 1)
Z 1
dw
= xwe−w ,
0 2x
Z
1 1 −w
= we dw,
2 0
(Use integration by parts with u = w and
dv du
dw
= e−w , so dw = 1 and v = −e−w .)
Advanced Calculus Chapter 2 Integration 30

· Z ¸1
1 −w −w
= −we + e dw ,
2 0
1£ −w
¤
−w 1
= −we − e 0
,
2
1£ ¤1
= − e−w (w + 1) 0 ,
2
1
= − (2e−1 − 1),
2
1
= − e−1 .
2

Exercises 2.5

1. For each of the following double integrals:

(i) evaluate the integral as given;


(ii) sketch the region of integration;
(iii) change the order of integration, and re-evaluate the in-
tegral.
Z 3 Z y
(a) (x2 + y 2 ) dx dy.
0 0
Z 2 Z 4−2x
(b) xy dy dx.
0 0
Z 1 Z √
y
(c) y 2 x dx dy.
0 y

2. Evaluate the following double integrals.


Z 1Z 2 √
(a) 6y 1 + x3 dx dy;
0 2y
Z 2Z 1
y
(b) x3 cos(x2 y) dx dy.
1
1 2

Z 2 Z 2y ³ πy ´ Z 4 Z 4 ³ πy ´
3. Evaluate sin dx dy + sin dx dy.
0 y x 2 y x

2.6 Unbounded regions of integration

It is possible to perform some double integrals over an unbounded


region. In such cases, one or more of the limits is infinite.
ZZ
Example 9 Evaluate e−(x+y) dx dy, where D = {(x, y) ∈ R2 :
D
0 ≤ y ≤ 1, y ≤ x}.
Advanced Calculus Chapter 2 Integration 31

First we sketch the region of integration.

1.2
1
0.8
0.6
y
0.4
0.2
0
0 0.5 1 1.5 2 2.5 3
-0.2
x

The region D
From the line parallel to the x-axis, we see that the lower limit for
x is x = y, and the upper limit is x = ∞. The corresponding limits
for y are y = 0 and y = 1, respectively. Thus
ZZ Z 1Z ∞
−(x+y)
e dx dy = e−(x+y) dx dy,
D 0 y
Z 1 £ ¤∞
= lim −e−(x+y) y dy,
X→∞
Z0 1
¡ ¢
= lim −e−(X+y) + e−2y dy,
X→∞
Z0 1
= e−2y dy,
0
· ¸1
1 −2y
= − e ,
2 0
1 1
= − e−2 + ,
2 2
1
= (1 − e−2 ).
2

Exercises 2.6
ZZ
dx dy
1. Evaluate , where D = {(x, y) ∈ R2 : 1 ≤ y ≤
D x2 y 2
2, x ≥ y 2 }.
ZZ
2
2. Evaluate xe−y dx dy, where D = {(x, y) ∈ R2 : x ≥
D
0, y ≥ x2 }.

2.7 Change of variables


ZZ
Suppose we want to evaluate f (x, y) dx dy, and we change
D
the variables to u = h1 (x, y), v = h2 (x, y), where h1 and h2 are
Advanced Calculus Chapter 2 Integration 32

invertible on D. Such a change of variables transforms the integral


over D in the (x, y)-plane to an integral over ∆ in the (u, v)-plane.
It remains to transform the function to a function in u and v, being
integrated with respect to u and v. To do this, first note that since
h1 and h2 are invertible on D, there are invertible functions g1 and
g2 on ∆ such that x = g1 (u, v) and y = g2 (u, v). Now we define the
Jacobean by à ∂x ∂x ! µ ¶
a b
∂(x, y) Recall that if A =
∂u ∂v c d
= det ∂y ∂y . then det A = ad − bc.
∂(u, v)
∂u ∂v

Then
ZZ ZZ ¯ ¯
¯ ∂(x, y) ¯
f (x, y) dx dy = ¯
f (g1 (u, v), g2 (u, v)) ¯ ¯ du dv.
∂(u, v) ¯
D ∆

If it is difficult to express x and y in terms of u and v then we can


use the fact that
∂(x, y) 1
= ∂(u,v) .
∂(u, v)
∂(x,y)

ZZ
Example 10 Evaluate x2 y 2 dx dy, where D is the region en-
√D √
closed by the curves y = x, y = 3x, y = x1 and y = x2 .
The region D is illustrated in the following diagram.

2.5

1.5
The region D

y
1

0.5

0
0 0.5 1 1.5 2 2.5
x
The region D
2
Let u = yx √and v = xy. This change of variables transforms the
curves y = cx and y = xc , for some constant c, to u = c and v = c,
respectively. Thus the region D is transformed into the region ∆
that is enclosed between the lines u = 1, u = 3, v = 1 and v = 2.
Now
à ∂u ∂u ! µ y2 2y ¶
∂(u, v) ∂x ∂y − x2 x y 2 2y 2 3y 2
= det ∂v ∂v = det =− − =− .
∂(x, y) ∂x ∂y
y x x x x
Advanced Calculus Chapter 2 Integration 33

Thus ¯ ¯
¯ ∂(x, y) ¯ 1 x
¯ ¯
¯ ∂(u, v) ¯ = ¯¯ ∂(u,v) ¯¯ = 3y 2 .
¯ ∂(x,y) ¯
Thus
ZZ ZZ ¯ ¯
¯ ∂(x, y) ¯
2 2
x y dx dy = 2 2
xy ¯ ¯ ¯ du dv,
∂(u, v) ¯
D ∆
Z 2Z 3 µ ¶
2 2 x
= (x y ) du dv,
1 1 3y 2
Z 2Z 3
1 v2
= du dv,
1 1 3 u
Z 2
1£ 2 ¤3
= v ln u 1 dv,
3
Z1 2
1 2
= v ln 3 dv,
1 3
µ ¶· ¸2
1 1 3
= ln 3 v ,
3 3 1
1
= ln 3(8 − 1),
9
7
= ln 3.
9
ZZ ³y´
Example 11 Evaluate y 2 cos
dx dy, where D is the re-
x D
gion enclosed by the curves y = ax, y = bx, y = xa and y = xb ,
where a, b ∈ R with a > b > 0.
Let u = xy and v = xy. This change of variables transforms the
curves y = cx and y = xc , for some constant c, to u = c and v = c,
respectively. Thus the region D is transformed into the region ∆
that is enclosed between the lines u = b, u = a, v = b and v = a.
Now
à ∂u ∂u ! µ y 1 ¶
∂(u, v) ∂x ∂y − x2 x y y y
= det ∂v ∂v = det = − 2 x− = −2 .
∂(x, y) y x x x x
∂x ∂y

Thus ¯ ¯
¯ ∂(x, y) ¯ 1 x
¯ ¯
¯ ∂(u, v) ¯ = ¯¯ ∂(u,v) ¯¯ = 2y .
¯ ∂(x,y) ¯
Advanced Calculus Chapter 2 Integration 34

Thus
ZZ ³y´ ZZ ³ y ´ ¯¯ ∂(x, y) ¯¯
2
y cos dx dy = 2
y cos ¯ ¯
x x ¯ ∂(u, v) ¯ du dv,
D
Z a∆Z a ³y´ µ x ¶
2
= y cos du dv,
b b x 2y
Z aZ a ³y´
1
= xy cos du dv,
b b 2 x
Z aZ a
1
= v cos u du dv,
b b 2
Z a
1
= v [sin u]ba dv,
2
Zb a
1
= (sin a − sin b)v dv,
b 2
· ¸a
1 1 2
= (sin a − sin b) v ,
2 2 b
1
= (sin a − sin b)(a2 − b2 ).
4

Polar coordinates

Every non-zero point (x, y) ∈ R2 can be defined uniquely by its


distance r from the origin and the angle θ between the positive
x-axis and the line joining the the origin to (x, y). The pair (r, θ)
are the polar coordinates of (x, y). (For completeness, the polar
coordinate of the origin are taken to be (0, 0).) From this, simple
trigonometry gives
x = r cos θ,
y = r sin θ.
It is often convenient to use polar coordinates instead of rectangular
coordinates. Here we consider only their use in a change of variables
in a double integral. This is usually advantageous when:

• the region of integration involves an area enclosed by a circle,


or parts of a circle;
This is because
• f (x, y) contains terms involving x2 + y 2 . x2 + y 2 = r2 cos2 x + r2 sin2 x,
= r2 (cos2 x + sin2 x),
If we change to polar coordinates then = r2 .
à ∂x ∂x !
∂(x, y) ∂r ∂θ
= det ∂y ∂y
∂(r, θ)
µ ∂r ∂θ ¶
cos θ −r sin θ
= det
sin θ r cos θ
= r(cos2 θ + sin2 θ) = r.
Advanced Calculus Chapter 2 Integration 35

When changing variables from rectangular to polar coordinates you


∂(x, y)
may quote the fact that = r without going through the
∂(r, θ)
above derivation.
ZZ
Example 12 Find x2 y dx dy, where
D
D = {(x, y) ∈ R2 : x ≥ 0, y ≥ 0 x2 + y 2 ≤ a2 }, for some a ∈ R.
Changing variables to polar coordinates we get:
ZZ Z π Z a
2
2
x y dx dy = (r2 cos2 θ)(r sin θ)r dr dθ,
D 0 0
Z π Z a
2
= r4 cos2 θ sin θ dr dθ,
0 0
Z π · 5 ¸a
2 r
= cos2 θ sin θ dr dθ,
0 5 0
5 Z π2
a
= cos2 θ sin θ dr dθ,
5 0
· ¸π
a5 cos3 θ 2
= −
5 3 0
5
a 1 1
= = a5 .
5 3 15
ZZ
Example 13 Evaluate xy dx dy, where D is the interior of
D
the circle of radius 1, centre (1, 1).
Here we first make the change of variable u = x − 1, v = y − 1. It
∂(u, v)
is easy to check that = 1 and the region of integration ∆ is
∂(x, y)
the interior of the circle of radius 1, centre (0, 0). Thus
ZZ ZZ
xy dx dy = (u + 1)(v + 1) du dv.
D ∆

Now we change to polar coordinates with u = r cos θ and v = r sin θ.


Advanced Calculus Chapter 2 Integration 36

This gives:
ZZ Z 2π Z 1
(u + 1)(v + 1) du dv = (r cos θ + 1)(r sin θ + 1)r dr dθ,
∆ 0 0
Z 2π Z 1
¡ 3 ¢
= r cos θ sin θ + r2 (cos θ + sin θ) + r dr dθ,
0 0
Z 2π · 4 ¸1
r r3 r2
= cos θ sin θ + (cos θ + sin θ) + dθ,
0 4 3 2 0
Z 2π µ ¶
1 1 1
= cos θ sin θ + (cos θ + sin θ) + dθ,
0 4 3 2
Z 2π µ ¶
1 1 1
= sin 2θ + (cos θ + sin θ) + dθ,
0 8 3 2
· ¸2π
1 1 1
= − cos 2θ + (sin θ − cos θ) + θ ,
16 3 2 0
1 1 1 1
= − + (0 − 1) + π + − (0 − 1) + 0,
16 3 16 3
= π.

Note that in the process of evaluating the above double integral we


used the trigonometric identity sin 2θ = 2 sin θ cos θ.

Exercises 2.7
ZZ
1. Evaluate (x + y)(2x + 1) dx dy, where D is the region in
D
the upper right quadrant of the (x, y)-plane that is enclosed
between the curves y = x2 , y = x2 +2, x+y = 4 and x+y = 6.
ZZ
dx dy
2. Evaluate , where D is the region enclosed between
D xy √ √
the curves y = x12 , y = x32 , y = x3 and y = 5x3 .
ZZ p
3. Evaluate x2 x2 + y 2 dx dy, where
D
D = {(x, y) : x2 + y 2 ≤ a2 , y ≥ 0}, for some nonzero real
number a.
ZZ p
4. Evaluate xy x2 + y 2 dx dy, where
D
D = {(x, y) : 1 ≤ x2 + y 2 ≤ 4, x ≥ 0, y ≥ 0}.

5. Evaluate the integral given in Example 13 using the change


of variable x = 1 + r cos θ, y = 1 + r sin θ.

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