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Lesson #11 Improper and Multiple Integrals

1. The document discusses improper integrals, which extend the concept of definite integrals to cases where the interval of integration is infinite or the function is discontinuous. 2. There are two types of improper integrals: those with infinite limits of integration, and those where the function has a discontinuity within the interval. 3. Multiple integrals generalize integration to functions with more than one variable, using iterated integration to calculate volumes, areas, moments of inertia, and other multi-dimensional properties.

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

Lesson #11 Improper and Multiple Integrals

1. The document discusses improper integrals, which extend the concept of definite integrals to cases where the interval of integration is infinite or the function is discontinuous. 2. There are two types of improper integrals: those with infinite limits of integration, and those where the function has a discontinuity within the interval. 3. Multiple integrals generalize integration to functions with more than one variable, using iterated integration to calculate volumes, areas, moments of inertia, and other multi-dimensional properties.

Uploaded by

yveesh
Copyright
© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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MAT 076: CALCULUS 2

Student Activity Sheet Lesson #11

Name: Class number: _______


_________________________________________________________________ Date:
Section: ____________ Schedule: ________________
________________________________________

Lesson Title: Improper Integrals. Multiple Integrals Materials:


Lesson Objectives: This lesson is intended for you to be able to: Textbook, scientific calculator

 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:

“No dream is too big if you have the right attitude. Dream Big, Work Hard.” - JJ Watt

A. LESSON PREVIEW/REVIEW
1) Introduction (2 mins)

 f x dx requires the function


b
Recall that a definite integral to be a continuous function defined on a
a
finite interval [a, b]. In this lesson, we extend the concept of a definite integral to the case where the interval
is infinite and/or where the function f has an infinite discontinuity in [a, b]. Under either or both of the cases,
the integral is called improper integral. Practical uses and applications of improper integrals include solving
problems related to electrical/gravitational potential of a given field, in finding the work done in moving the
object from one place to another (i.e. kinetic energy), in probability and statistics, in the Fourier and
Laplace transforms, and in defining special functions such as Beta and Gamma. Also in this lesson we will
integrate a function of two variables ( ) or three variables ( )). We call this as iterated integration,
because we simply iterate one-variable integration two or three times. Multiple integrals are used in many
applications in physics and engineering such as to calculate the area of a region and the volume under a
surface, and also in the calculations of moment of inertia and centroids of rigid bodies.

Activity 1: What I Know Chart, part 1 (3 mins)

This document is the property of PHINMA EDUCATION 1


MAT 076: CALCULUS 2
Student Activity Sheet Lesson #11

Name: Class number: _______


_________________________________________________________________ Date:
Section: ____________ Schedule: ________________
________________________________________

What I Know Questions: What I Learned (Activity 4)

1What are the conditions for a


definite integral to be called an
improper integral?

2What are the two types of


improper integrals?

3What are multiple integrals?

B.MAIN LESSON
1) Activity 2: Content Notes (13 mins)

I. The Improper Integral

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.

f x dx have  f x dx have


b

b
Proper integrals: Improper integrals:
a a

 f x dx,  f x dx, or
b
 infinite interval of integration:
 finite interval of integration  a

 continuous integrand ( )  f x dx



 integrand ( ) with infinite discontinuity (i.e. with
vertical asymptotes)

There are two types of improper integrals:

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MAT 076: CALCULUS 2
Student Activity Sheet Lesson #11

Name: Class number: _______


_________________________________________________________________ Date:
Section: ____________ Schedule: ________________
________________________________________

Type1. The limit/interval a or b (or both) are infinite;

Type2. The function f(x) has one or more points of discontinuity in the interval [a, b].

Definition: Improper integrals are said to be


a. Convergent if the defining limit exists (that is, the value is a finite number) and that limit is the value of
the improper integral.
b. Divergent if the defining limit does not exist (i.e. infinity).

Type1. Integrals with infinite limits/interval of integration

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.

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________________________________________

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

We integrate by parts: let u  y, and dv  e y dy, so that du  dy, v  e y ;

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 ]

Since e a  0 as a  , and by using L‟Hospital‟s Rule we have

lim a ae a  lim a


a
a
 lim a
1
a
 lim a  e a  0  
e e

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

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Student Activity Sheet Lesson #11

Name: Class number: _______


_________________________________________________________________ Date:
Section: ____________ Schedule: ________________
________________________________________

 lim b ln b  ln 1


 Since the limit is infinite, it diverges.

 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

Calculating each integral gives

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  42  8

  
Finally, the sum of the two integrals gives us, I  I 1  I 2   
8 8 4


Therefore the integral converges to .
4

Type2. Integrand with infinite discontinuities (i.e. with vertical asymptotes)

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Student Activity Sheet Lesson #11

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________________________________________

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].

i. If f x  is continuous on (a, b], then ∫ ( ) ∫ ( )

ii. If f x  is continuous on [a, b), then ∫ ( ) ∫ ( )

iii. If f x  is continuous on [a, c) U (c, b], then ∫ ( ) ∫ ( ) ∫ ( )

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 a0  3 ln xdx
a
Integration by parts of ∫ Let ,
e2
ln x dx  lim a0 3x ln x  x
e2

3
dx
0 a du  ;v  x
x

0
e2
 
ln x 3 dx  lim a0 3 e 2 ln e 2  e 2  a ln a  a 
,

0
e2

ln x 3 dx  lim a0 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

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Student Activity Sheet Lesson #11

Name: Class number: _______


_________________________________________________________________ Date:
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________________________________________

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 c3 ln v 2  9  ln  9   . Note that ln 32  9  ln( 0)   .

Since the limit is - thus the integral diverges.

3 1
Example3. Calculate 
3 v3
dv.

Solution. There is a discontinuity at v=0, so that we must consider two improper integrals, say

∫ ∫ ∫

Using the definition of an improper integral, we obtain

∫ ∫ ∫ ∫ ∫

For the first integral,

n dv n v 2 n 1 1 n

3 v 3  lim n0 


3
 lim no  v dv  lim n0   lim n0 2
3 2 3 2 v 3

1 1 1  1  1 1
  lim n0  2  2 
  2  
2 n  3  2  0 9 

Since it is divergent   , the initial integral also diverges.

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Student Activity Sheet Lesson #11

Name: Class number: _______


_________________________________________________________________ Date:
Section: ____________ Schedule: ________________
________________________________________

II. Multiple Integrals

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.

In evaluating iterated integrals, it is important to remember that

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.

Fubini‟s Theorem: If f(x, y) is continuous on the rectangle R=[a, b] x [c, d] then,

 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

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Name: Class number: _______


_________________________________________________________________ Date:
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________________________________________

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.

Let‟s look at the solutions to the following examples.

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 dA    6 y dxdy   6 y 3x / 2  2 y x


3/ 2 4
3 4 3
x  2y 3
x  2y 3 3
dy
0 1 0 1
R

 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.

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 6 y dA    6 y dydx   6 x 4 34 


dx   3x 3   dx
4 3 4 y2 y4 3
x  2y 3
x  2y 3 1/ 2
2 1/ 2 2

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

 6 yx  2 y 3 dA  184 3 / 2   4  1813 / 2   81 1  144  162  18  81  36  81  9


1/ 2 81
R
2  2  2 2 2

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
 25 4 23 0 10 2 6 30

Example3. Evaluate
1
 
0 0
z2 3

0
 
y cos z 5 dxdydz .

   xy cosz   
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

 
13 
 
2
1 z 3
0 0 0 y cos z dxdydz  0  2 z cos z dz 
5 4 5

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du
By substitution, let u  z 5 , du  5z 4 dz so that  z 4 dz . Now we have
5

3sin 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

Substituting (since is held constant because we integrate with respect to


variable ).

dydx     e xy xdy dx    e u dudx   e u dx


2 1 2 1 2 2
  xe
xy
1 0 1  0  1 1

   
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.

This document is the property of PHINMA EDUCATION 11


MAT 076: CALCULUS 2
Student Activity Sheet Lesson #11

Name: Class number: _______


_________________________________________________________________ Date:
Section: ____________ Schedule: ________________
________________________________________

Applications of Multiple Integrals

Applications of Double Integrals


A. The area of the region R is given by A   1dA
R
where f(x, y) =1.

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  qx 
   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

Example2. Find the area outside the circle using double


integrals.

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

This document is the property of PHINMA EDUCATION 12


MAT 076: CALCULUS 2
Student Activity Sheet Lesson #11

Name: Class number: _______


_________________________________________________________________ Date:
Section: ____________ Schedule: ________________
________________________________________

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  22 d
  1  cos 2  
5 / 6 4 sin 
 / 6 2 rdrd  
5 / 6
8 sin 2
  2d  
 /6 
8
5 / 6
  2d
 /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].

We see that f x, y   8x  6 y  0 for 0≤x≤1 and 0≤y≤2, so:

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.

Solution b) Switching the order of integration we get

1 6y2  2 16 x 2
V   zdA   f x, y dA     8 x  6 y dy  dx    8 xy   dx   16 x  12dx 
1 2 1 1
 12 x
00 
R R
0
 2 0 0 2 0

V  20unit 3

This document is the property of PHINMA EDUCATION 13


MAT 076: CALCULUS 2
Student Activity Sheet Lesson #11

Name: Class number: _______


_________________________________________________________________ Date:
Section: ____________ Schedule: ________________
________________________________________

We have verified that the order of integration doesn‟t matter and we still get the same result.

Example4. Find the volume of the tetrahedron bounded by the planes , 0,

0, 0. The equation of the plane can be rewritten as . When 0, and


when 0, , .

Writing the triple integral V   1dV as an iterated integral we have


S

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   55  x   x5  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)

Calculate the following integrals:

 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

3) Activity 4: What I Know Chart, part 2 (2 mins)

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)

Evaluate the following integrals:


  dx dx
 
4
a)
1
4 x 4 dx b)   1  x 2
c) 
1 x2
d)
D
8 xyzdV ,

This document is the property of PHINMA EDUCATION 14


MAT 076: CALCULUS 2
Student Activity Sheet Lesson #11

Name: Class number: _______


_________________________________________________________________ Date:
Section: ____________ Schedule: ________________
________________________________________

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

1. When can you say that an improper integral is convergent or divergent?


An improper integral is convergent if the defining limit exists (that is, the value is a finite number)
and that limit is the value of the improper integral whereas it is divergent if the defining limit does not
exist (that is, it is infinite).
2. How do you do multiple integration (that is, how do you evaluate double or triple integrals)?
By applying iterated integration, that is, integrating in such a way that each of the integrals
consider 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.

KEY TO CORRECTIONS

Activity #3 1. 2. √
2 1 4
3. , convergent 4.  ln , converges 5. ( )
3 6 5

This document is the property of PHINMA EDUCATION 15

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