Lesson #11 Improper and Multiple Integrals
Lesson #11 Improper and Multiple Integrals
f x dx , to improper
b
1. 1. Extend the concept of the definite integral, References:
a
2. integrals. Differential and Integral Calculus
3. 2. Evaluate improper integrals and determine whether it converges by Love and Rainville
4. or diverges. Calculus by James Stewart
5. 3. Apply iterated integrals to integrate functions with more than one https://math.upenn.edu
6. variable (Multiple Integrals). https://mathworld.wolfram.com
7. 4. Use multiple integrals to find the area and volume of rectangular https://www.whitman.edu
8. regions and regions between polar curves. https://courses.lumenlearning.com
Productivity Tip:
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A. LESSON PREVIEW/REVIEW
1) Introduction (2 mins)
B.MAIN LESSON
1) Activity 2: Content Notes (13 mins)
The functions that generate the Riemann integrals are continuous on closed intervals. Thus, the
functions are bounded and the intervals are finite. Integrals of functions with these characteristics
are called proper integrals. When one or both of these requirements are not satisfied, then the
integral is called improper integral. An improper integral is a definite integral that has i) either or
both limits a, b infinite or ii) an integrand f that has an infinite discontinuity at an endpoint or one or
more interior points in the interval. Improper integrals cannot be computed using a normal Riemann
integral.
Let us have the distinctions between the definitions of proper and improper integrals.
Type2. The function f(x) has one or more points of discontinuity in the interval [a, b].
In this kind of integral one or both of the limits of integration are infinity. In these cases, the interval of
integration is said to be over an infinite interval.
f x dx f x dx f x dx f x dx
b
i) a
ii)
a
iii)
f x dx lim f x dx
b
i. If ( ) is continuous on ), then a b a
f x dx lim f x dx
b b
ii. If ( ) is continuous on( , then
a a
f x dx f x dx f x dx
c
iii. If ( ) is continuous on(
number.
), then c
where is any real
In parts i and ii, if the limit is finite, the improper integral converges and the limit is the value of the
improper integral. If the limit fails to exist, the improper integral diverges.
In part iii, the integral on the left-hand side of the equation converges if both improper integrals on the
right-hand side converge; otherwise it diverges and has no value.
Let‟s start with examples of the first type of improper integrals that will show us how we are going to deal
with these integrals.
0
Example1. Evaluate
ye y dy.
0 0
Solution: From definition ii) for an improper integral,
ye y dy lim a a
ye y dy
0 0 0
ye y dy ye y e y dy ye y e y
0
a
a
lim a [0 ae a 1 e a ]
Therefore
0
ye y dy lim a ae a 1 e a
0
ye y dy 0 1 0 1 So the integral converges to -1.
1
Example2. Find 1 x
dx.
1 b dx
So, the first thing we do is convert the integral to a limit, 1 x
dx lim b
1 x
1
Now do the integral 1 x
dx lim b ln x b1
1
Example3. Solve x 16
2
dx.
The original integral has two infinite limits. Now we need to split it into two integrals and evaluate each
as a one-sided improper integral.
1 0 1 1
I dx 2 2 I1 I 2
x 16
2 x 16 0 x 16
1 x
0
0 1 0 1
I1 2 dx lim a 2 lim a arctan
x 16 a x 16
4 4 a
1 a 1
lim a arctan 0 arctan 0
4 4 4 2 8 Note that
1 b
tan tan
1 b 1
I2 dx lim b 2 lim b arctan .
0 x 16
2 0 x 16 4 4 0
2
1 b 1
lim b arctan arctan 0 0
4 4 42 8
Finally, the sum of the two integrals gives us, I I 1 I 2
8 8 4
Therefore the integral converges to .
4
In this type, the integrand f(x) has an infinite discontinuity at an endpoint or one or more interior points
of the interval [a, b].
In parts i. and ii., if the limit is finite, the improper integral converges and the limit is the value of the
improper integral
If the limit fails to exist, the improper integral diverges.
In part 3, the integral on the left-hand side of the equation converges if both improper integrals on the
right-hand side converge, otherwise it diverges and has no value.
Here are the examples that we‟ll look at for this type of integrals.
e2
ln x dx.
3
Example1. Evaluate
0
e2 e2
0
ln x 3 dx lim a0 3 ln xdx
a
Integration by parts of ∫ Let ,
e2
ln x dx lim a0 3x ln x x
e2
3
dx
0 a du ;v x
x
0
e2
ln x 3 dx lim a0 3 e 2 ln e 2 e 2 a ln a a
,
0
e2
ln x 3 dx lim a0 3 2e 2 ln e e 2 a ln a a
e2
0
ln x 3 dx 6e 2 3e 2 0 0
e2
0
ln x 3 dx 3e 2
3 2v
Example2. Find 0 v 9
2
dv
2v
Solution: The denominator of is 0 when v 3 so the function is discontinuous (i.e. not defined)
v 9 2
at v 3 . Now let us have a one-sided limit where v approaches 3 from the left, i.e. v 3 ,
3 2v
0 v 9
2
dv lim c3 ln v 2 9 ln 9 . Note that ln 32 9 ln( 0) .
3 1
Example3. Calculate
3 v3
dv.
Solution. There is a discontinuity at v=0, so that we must consider two improper integrals, say
∫ ∫ ∫
∫ ∫ ∫ ∫ ∫
n dv n v 2 n 1 1 n
1 1 1 1 1 1
lim n0 2 2
2
2 n 3 2 0 9
The multiple integral is a type of definite integral extended to functions of more than one real variable,
for example, f(x, y) or f(x, y, z). Integrals of a function of two variables over a region in R2 are called
double integrals, and integrals of a function of three variables over a region of R3 are called triple
integrals.
Just as the definite integral of a positive function of one variable represents the area of the region
between the graph of the function and the x-axis, the double integral of a positive function of two
variables represents the volume of the region between the surface defined by the function (on the
three-dimensional Cartesian plane where ( ) and the plane which contains its domain. The
same volume can be obtained via the triple integral—the integral of a function in three variables- of the
constant function ( ) over the above-mentioned region between the surface and the plane.
An iterated integral is the result of applying integrals to a function of more than one variable (for
example ( ) or ( )) in such a way that each of the integrals considers some of the variables
as given constants. Iterated integrals are computed following the operational order indicated by the
parentheses (in the notation that uses them), starting from the innermost integral and working out.
a) During the inner integration (say, ) the other variable of integration (i.e. y) is held constant;
b) The inner limits of integration (say, 1, 2) must be independent of the inner variable of integration,
(say, );
c) The outer limits of integration a and b must be independent of both variables of integration x and y.
f x, y dA f x, y dx dy f x, y dy dx. These integrals are called iterated integrals.
d b b d
c a a c
R
The theorem above tells us how to compute a double integral over a rectangle defined by
Note that the order of integration may be interchanged.
Similarly, the triple integral f x, y, z dV f x, y, z dxdydz
D D
over the box
f x, y, z dx dy dz.
s d b
is iterated as
r c a
Notice that, by convention, the triple integral has three integral signs (and a double integral has two
integral signs); this is a notational convention which is convenient when computing a multiple integral
as an iterated integral.
Example1. Compute the following double integral over the indicated rectangle.
6 y
R
x 2 y 3 dA R= [1, 4] x [0, 3]
Remember that the first integration is always the “inner” integral and the second integration is always
the “outer” integral.
Solution a) Putting x as the inner variable of integration and y as the outer variable of integration
Applying Fubini‟s theorem, here is the integral set up to do the x integration first.
6 y
x 2 y 3 dA 4 y 4
0
3
3/ 2
2 y 3 4 4 y 1
3/ 2
2 y 3 1 dy
R
6 yx
3 3 y2 y4 3
1/ 2
2 y 3 dA 32 y 8 y 3 4 y 2 y 3 dy 28 y 6 y 3 dy 28 6
R
0 0 2 4 0
6 yx
3 4 243 9
1/ 2
2 y 3 dA 14 3 2 3 126
R
2 2 2
Solution b) Letting y as the inner variable of integration and x as the outer variable of integration
Using Fubini‟s theorem, here is the integral set up to do the y integration first.
R
1 0 1 2 4 0 1
2
x 3 / 2 81 4
6 yx 2 y 3 dA 27 x1 / 2 dx 27
4 81
1/ 2
x
R
1
2 3/ 2 2 1
The solutions illustrated that the order of integration won‟t really matter. Often, one of the orders of
integration will be easier than the other and so we should keep that in mind when choosing an order.
x 2 y dxdy .
1 y2
Example2. Solve the iterated integral
0 y
1 y2 x2 1 y
2
1 y
x 2 y dxdy 0 2 yx dy 0
2
2
y2
2 y y dy
2 y y 2
0 y
2 y 2 2
4
y2 1 y
4
5y2
0 y x 2 y dxdy 0 2
1 y2 y 1
2y3 2 y 2 dy 2y3 dy
2 0
2 2
y5 y4 5y3 1 1 1 5
x 2 y dxdy 2 7
2
1 y
0 y
25 4 23 0 10 2 6 30
Example3. Evaluate
1
0 0
z2 3
0
y cos z 5 dxdydz .
xy cosz
1 z2 3 1 z2 3 1 z2
y cos z 5 dxdydz dydz
5
3 y cos z 5 dydz
0 0 0 0 0 0 0 0
1 z2 3
y2 5
z2 11 z2
2
0 0 0 0 2
5
y cos z dxdydz 3 cos z dz 3 cos z 5 dz
0 0 2
13
2
1 z 3
0 0 0 y cos z dxdydz 0 2 z cos z dz
5 4 5
du
By substitution, let u z 5 , du 5z 4 dz so that z 4 dz . Now we have
5
3sin 1 sin 0
3 du 3 1 3 sin u 3 sin z 5
1 z2 3 1 1
0 0 0
y cos z 5 dxdydz
2 cos u cos udu
5 10 0 10 0
10 0
10
0.2524
xe
xy
Example4. Evaluate the double integral dA over the rectangle
R
We know that it doesn‟t matter which variable we integrate with respect to first but it is necessary that
we decide which way is much easier. Now let‟s choose to integrate with respect to y first so that we
have
dA xe xy dy dx .
2 1
xe
xy
1 0
R
1
xe xy dydx e xy dx (e x 1 e 0 )dx e x 1 dx
2 1 2 2 2
Rearrangement gives
1 0 1 0 1 1
xe xy dydx e x x e 2 2 e 1 1 e 2 e 1 3
2 1 2
1 0 1
Now if we decided on doing the x integration first, it will lead us to the application of integration by
parts and the resultant integrals are very difficult to deal with. Therefore, it is noted here that it is not
always possible to reverse the order of integration to obtain the solution to a particular multiple integral
as what we did to Example1 above.
B. If f(x, y)>0 over a region R, then the volume of the solid below the surface z=f(x, y) and above R
is expressed as V f ( x, y)dA .
R
h x qx
f x, y dydx f x, y dxdy.
b d
V f ( x, y)dA
a g x c p x
R
Application of Triple Integral
Note that the volume V of a solid in R3 is given by V 1dV
S
where ( )
b h2 x g2 x, y
V 1dV 1dzdydx
a h1 x g y x, y
S
Example1. Find the area of the region bounded above by , below by , left by and
right by .
Solution:
Using double integral formula A 1dA , we apply Fubini‟s theorem to be able to determine the area
R
of the region, that is
1 ex 1 ex 1 1
A 1dA dydx y dx e x 1 dx e x x e1 1 e 0 0 e1 1 1 (e 2)units 2
0 1 0 1 0 0
R
Note that we solved the same problem in Lesson 10 (Area between two polar curves).
It is shown in the figure that Now let us set up the double
integral as
5 / 6 4 sin
/6 2
1rdrd
5 / 6
/6
1 2 4 sin
2
r
2
d
5 / 6 1
/ 6 2
4 sin 2 22 d
1 cos 2
5 / 6 4 sin
/ 6 2 rdrd
5 / 6
8 sin 2
2d
/6
8
5 / 6
2d
/6
2
5 / 6 4 sin 5 / 6 5 5
/ 6 2 rdrd 2 2 sin 2
/6
3
2 sin 2 sin
3 3 3
4
= 2 3 sq.units
3
Example3. Find the volume V under the plane z 8x 6 y over the rectangle R = [0, 1] × [0, 2].
Solution a) Letting y as the inner variable of integration and x as the outer variable of integration
2 8x 1
2
V zdA f x, y dA 8 x 6 y dx dy 6 yx dy 4 6 y dy 4 y 3 y 2
2 1 2 2
0 0
R R
0
2 0 0 0
V 20c.u.
1 6y2 2 16 x 2
V zdA f x, y dA 8 x 6 y dy dx 8 xy dx 16 x 12dx
1 2 1 1
12 x
00
R R
0
2 0 0 2 0
V 20unit 3
We have verified that the order of integration doesn‟t matter and we still get the same result.
5 5 x 5 x y 5 x y y 2 5 x
V 1dV
S
0 0 0
dzdydx z
0
dydx 5 x y dydx 5 y xy
dx
2 0
V 1dV 55 x x5 x
5 5 x
2
25 10 x x 2
dx 25 5 x 5 x x dx
2
S
0
2 2
1 x3 5 1
1 5
2 0
2
2
3 0 2
V 1dV 25 10 x x dx 25 x 5 x 125 125
2
125 125
3
6
c.u.
S
2) Activity 3: Skill-building Activities (with answer key) (18 mins + 2 mins checking)
dx 4dx
3
1.
1
2 x1 / 5 dx 2. x 1
0 2/3
3. x 36
2
2 1 1
2 x 3 y dxdy 6 xy
2
4. 2
5. dA
1 0
R
Please answer column 3 of the chart in Activity 1) based on what you‟ve learned on „Improper and Multiple
Integrals.‟
4) Activity 5: Check for Understanding (5 mins)
C. LESSON WRAP-UP
1) Activity 6: Thinking about Learning (5 mins)
(Muddiest Point/s)
Write at least 5 things that seem difficult about the lesson.
FAQs
KEY TO CORRECTIONS
Activity #3 1. 2. √
2 1 4
3. , convergent 4. ln , converges 5. ( )
3 6 5