VIETNAM NATIONAL UNIVERSITY-HO CHI MINH

CITY
INTERNATIONAL UNIVERSITY

Chapter 4. Multiple Integrals

Calculus 2
Lecturer: Nguyen Minh Quan, PhD
[email protected]

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 1 / 76

 Contents

1 Double Integrals
Double Integrals over Rectangles
Double integrals over Other Regions
Change of Variables in Double Integrals

2 Multiple Integrals
Triple Integrals
Change of Variables in Triple Integrals
Cylindrical coordinates
Spherical Coordinates

3 Applications in Engineering

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 2 / 76

Introduction
Reference: Chapter 15, textbook by Stewart.

In this chapter, we will learn how to approximate the snowfall in Colorado

(2006) given by the figure above by double integrals. Multiple integrals are
a natural extension of the single-variable integrals. They are used to
compute many quantities that appear in applications, such as volumes,
surface areas, centers of mass, probabilities, and average values.
Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 3 / 76
Volumes and Double Integrals

The integralRRof a function of two variables f (x, y ), called a double integral,

is denoted f (x, y ) dA.
R

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

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 4 / 76

Review Partition for function of one variable
Like integrals in one variable, double integrals are defined through a
three-step process: subdivision, summation, and passage to the limit
Recall the definite integrals of functions of a single variable:

Zb n
X
f (x) dx = lim f (xi∗ ) ∆x
n→∞
a i=1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 5 / 76

Partition for function of two variables
Suppose P1 = {x0 , x1 , . . . , xn ; x1∗ , . . . xn∗ }, and
P2 = {y0 , y1 , . . . , ym ; y1∗ , . . . ym
∗ } are partitions of [a, b] and [c, d].

Then P = P1 × P2 is called a partition of R = [a, b] × [c, d]

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 6 / 76

Riemann sum
Riemann sum of f (x, y ) corresponding to the partition P is
m X
X n
S(f , P) = f (xij∗ , yij∗ )∆A
i=1 j=1
,where ∆A = ∆x∆y , ∆x = xi − xi−1 , and ∆y = yj − yj−1 .

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 7 / 76

Definition of the double integral
Let P(R) be the set of all partition of R = [a, b] × [c, d]. For P ∈ P, let:

|P| = max{(xi − xi−1 )(yj − yj−1 ) : 1 ≤ i ≤ n, 1 ≤ j ≤ m}

Definition
We say that f (x, y ) is Riemann integrable over a rectangle R if there
exists α ∈ R such that for all ε > 0, there exists δ > 0 satisfying:
|S(f , P) − α| ≤ ε, ∀P ∈ P(R), |P| < δ
The value α is called the double
Z Z integral of f (x, y ) over R:
f (x, y ) dA = α
R

In other words,
ZZ n X
X m
f xij∗ , yij∗ ∆A


f (x, y ) dA = lim
|P|→0
R i=1 j=1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 8 / 76

Example
Use the RR
Midpoint Rule with m = n = 2 to estimate the value of the
integral (x − 3y 2 )dA, where R = [0, 2] × [0, 2].
R
1 5 1 7 3 5 3 7 95
Answer: f ( , )∆A + f ( , )∆A + f ( , )∆A + f ( , )∆A = − .
2 4 2 4 2 4 2 4 8

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 9 / 76

Properties of Double Integrals

ZZ
1. [f (x, y ) + g (x, y )] dxdy
D
ZZ ZZ
= f (x, y )dxdy + g (x, y )dxdy
D D
ZZ ZZ
2. cf (x, y )dxdy = c f (x, y )dxdy
D D

3. If f (x, y ) ≤ g (x, y ) for all (x, y ) ∈ D, then:

ZZ ZZ
f (x, y )dxdy ≤ g (x, y )dxdy
D D

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 10 / 76

Properties of Double Integrals
4. If D is the union of domains D1 , D2 ,...,DN that do not overlap except
possibly on boundary curves, then
ZZ ZZ ZZ
f (x, y ) dA = f (x, y ) dA + ... + f (x, y ) dA
D D1 DN

5. The area of D is: ZZ

A(D) = dxdy
D

6. The signed volume of the solid region between the graph of f (x, y )
and a domain D in the xy -plane is
ZZ
V = f (x, y )dxdy
D

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 11 / 76

Iterated integrals
Suppose that is a function of two variables that is integrable on the
Rb
rectangle R = [a, b] × [c, d]. We use the notation f (x, y ) dx to mean
a
that y is held fixed and f (x, y ) is integrated with respect to x from x = a
to x = b.
Example
Z1 x=1
2 2 2

x 3 x 2y x 3 y 2  1 y y2
x + xy + x y dx = + + = + +
3 2 3 x=0 3 2 3
0

In general,
Zb Zd
f (x, y )dx = g (y ), f (x, y )dy = h(x)
a c

The results are functions of one variable. Therefore, they can also be
integrated!
Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 12 / 76
Iterated integrals
Recall the previous example,
Z1 x=1
2 2 2

x 3 x 2y x 3 y 2  1 y y2
x + xy + x y dx = + + = + +
3 2 3 x=0 3 2 3
0

Example
Evaluate the integral

Z1 Z1
 

x 2 + xy + x 2 y 2 dx  dy


I1 = 
0 0

Z1  1
y2 y 2 y 3 

1 y y 25
I1 = + + dy = + +  =
3 2 3 3 4 9 0 36
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 13 / 76

Iterated integrals
Example
Evaluate the integral

Z1 Z1
 

x 2 + xy + x 2 y 2 dy  dx


I2 = 
0 0

We first integrate w.r.t. y

Z1 y =1
xy 2 x 2 y 3  x x2
x 2 + xy + x 2 y 2 dy = x 2 y + = x2 + +


+
2 3 y =0  2 3
0

Thus
Z1  1
x2 x 3 x 2 x 3 

2 x 25
I2 = x + + dx = + +  = = I1
2 3 3 4 9 0 36
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 14 / 76

Iterated integrals
Suppose f is continuous and positive on R = [a, b] × [c, d]. The volume V
of the solid that lies above R and under the surface z = f (x, y ) can be
calculated by two ways.

Zb Zb Zd
V = A (x) dx = dx f (x, y ) dy
a a c

and
Zb Zd Zb
V = C (y ) dy = dy f (x, y ) dx
a c a

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 15 / 76

Iterated integrals
Funibi’s Theorem
If f is continuous on the rectangle R = [a, b] × [c, d]

Zd Zb Zb Zd
   
ZZ
f (x, y ) dA =  f (x, y )dx dy =  f (x, y )dy dx
R c a a c

Either of these integrals is called an iterated integral since it is evaluated

by integrating twice, first using one variable and then using the other.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 16 / 76

Double integrals over a rectangular region
Example
x 2 y dxdy over a rectangular region R is defined by
RR
Find
R
0 ⩽ x ⩽ 3, 1 ⩽ y ⩽ 2.

Solution
One can integrate first "with respect# to y, then with respect to x.
Z 3Z 2 Z 3 2 y =2

2 2 y 
x ydydx = x dx
0 1 0 2 y =1

1 3 3 27
Z 3 
3 2
= x dx = x  =
0 2 2 0 2

Or, integrate first w.r.t."x then w.r.t y

Z 2Z 3 Z 2  #
3 x=3 Z 2
2 x 27
x ydxdy = y  dy = 9ydy =
1 0 1 3 x=0

1 2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 17 / 76

Double integrals over a rectangular region

Example
6xy 2 + 12x 2 y + 4y dxdy over a rectangular region R is defined by
RR
Find
R
3 ⩽ x ⩽ 5, 1 ⩽ y ⩽ 2

Answer: 712

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 18 / 76

Double integrals over a rectangular region

Example
√
RR 3 xy
Find 2
dxdy over a rectangular region R is defined by
R y +1
0 ⩽ x ⩽ 4, 0 ⩽ y ⩽ 2

Answer: 8 ln 5

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 19 / 76

Iterated integrals

A special case
If f (x, y ) = g (x)h(y ) and R = [a, b] × [c, d], then
 b   d 
ZZ Z Z
g (x) h (y ) dA =  g (x) dx  ×  h (y ) dy 
R a c

Example
Evaluate
Z2 Zπ/2
e x cos y dydx
0 0

Answer: e 2 − 1.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 20 / 76

Volume
Definition
Let be a function that is non-negative on the rectangular region R defined
by a ⩽ x ⩽ b, c ⩽ y ⩽ d. The volume of the solid under the graph of
f (x, y ) and over the region R is
ZZ
V = f (x, y ) dA
R

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 21 / 76

Volume

Example
Find the volume under the surface z = f (x, y ) = x 2 + y 2 over the region
0 ⩽ x ⩽ 4, 0 ⩽ y ⩽ 4.

Answer: ZZ
512
V = x 2 + y 2 dxdy =
3
R

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 22 / 76

Double integrals over type I region

D = {(x, y ) : a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}

ZZ Z b Z g2 (x)
f (x, y )dxdy = f (x, y )dydx
D
Nguyen Minh Quan (HCMIU-VNU) a
Chapter 4. Multiple g1 (x)
Integrals HCMC, 2023 23 / 76
Double integrals over type I region
Example
RR
Evaluate I = D (x + 2y )dxdy where D is the region enclosed by y = 2x
and y = x 2 .

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 24 / 76

Double integrals over type I region

Solution
D = (x, y ) : 0 ⩽ x ⩽ 2, x 2 ⩽ y ⩽ 2x


Integrate first with respect to y , then with respect to x.

ZZ Z2 Z2x Z2 
y =2x 
I = (x + 2y ) dxdy = (x + 2y ) dydx = xy + y 2 y =x 2 dx
R 0 x2 0

Z2
28
6x 2 − x 3 − x 4 dx =


I =
5
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 25 / 76

Double integrals over type I region
example
Find the volume of the tetrahedron bounded by the planes x + 2y + z = 2,
x = 2y , x = 0, z = 0.

Z1 1−x/2
Z Z1
1
V = (2 − x − 2y ) dydx = (x 2 − 2x + 1)dx =
3
0 x/2 0
Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 26 / 76
Double integrals over type I region

Example
Evaluate I = D (x + 2y )dxdy where D is the region enclosed by y = 2x 2
RR

and y = 1 + x 2 .

R 2
R1 1+x 32
V = (x + 2y ) dydx =
−1 2x 2 15

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 27 / 76

Double integrals over type II region

D = {(x, y ) : c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y )}

ZZ Z d Z h2 (y )
f (x, y )dxdy = f (x, y )dxdy
D c h1 (y )

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 28 / 76

Double integrals over type II region
Example
RR
Evaluate D xy dxdy where D is the domain enclosed by y = x, y = 2,
and x = y 2 .

D = (x, y ) : 1 ≤ y ≤ 2, y ≤ x ≤ y 2


2
 2 
Z2 Zy Z2 Zy Z2  5
y3

y 27
I = xydxdy =  xydx  dy = − dy =
 
2 2 8
1 y 1 y 1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 29 / 76

Interchanging Limits of Integration

Sometimes it is easier to integrate first with respect to x, and then y ,

while with other integrals the reverse process is easier.

The limits of integration can be reversed whenever the region D can

be re-expressed in the above two types.

Back to the example in slide 24, we integrated first with respect to y ,

then with respect to x and found I = 28/5. We now interchange
limits of integration: Integrate first with respect to x, then with
respect to y .

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 30 / 76

Solve the example in slide 24 using type II

 √
Re-write D = (x, y ) : 0 ⩽ y ⩽ 4, y /2 ⩽ x ⩽ y .
√
ZZ Z4 Z y
I = (x + 2y ) dxdy = (x + 2y ) dxdy
R 0 y /2

Z4 √
2 y
2
!
y 2
√ y 28
I = − + 2y y− =
2 8 2 5
0
Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 31 / 76
Interchanging Limits of Integration

Example
Evaluate
Z16 Z4 p
x 3 + 4dxdy
√
0 y

Comments: It is very difficult to integrate first with respect to x, because

we can NOT evaluate Z p
x 3 + 4dx

We therefore interchange limits of integration by integrating first with

respect to y!
What should we do?

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 32 / 76

Interchanging Limits of Integration
Solution

The region is given by

√
D = {(x, y ) : y ⩽ x ⩽ 4, 0 ⩽ y ⩽ 16}

We re-write D as

D = (x, y ) : 0 ⩽ y ⩽ x 2 , 0 ⩽ x ⩽ 4


Z4 Zx 2 p Z4 p x 2
I = x 3 + 4dydx = y x 3 + 4 dx

0
0 0 0

Z4 4
p
2
3
2 3 3/2 

= x x + 4dx = (x + 4)  = 122.83
9 0
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 33 / 76

Interchanging Limits of Integration

Exercise
Evaluate
Z1 Z1
3
I = dx e y dy
√
0 x

Hint:
Re-write D as

D = (x, y ) : 0 ⩽ y ⩽ 1, 0 ⩽ x ⩽ y 2


e −1
I = .
3

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 34 / 76

Average value

Definition
The average value of the function z = f (x, y ) over a region D is defined as
ZZ
1
f = f (x, y )dxdy
A
R

where A is the area of the region D.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 35 / 76

Example
Find the average value for the function f (x, y ) over the given region D

f (x, y ) = 3x 2 + 6y 2 ,

where D: 0 ⩽ x ⩽ 1, 0 ⩽ y ⩽ 2.

Solution
We have A = 1 × 2 = 2.
ZZ Z1 Z2 Z1
2 2 2 2
2
(3x + 6y )dxdy = (3x + 6y )dydx = (3x 2 y + 2y 3 )0 dx =
D 0 0 0

Z1
1
= (6x 2 + 16)dx = (2x 3 + 16x)0 = 2 + 16 = 18
0
1
Thus, the average value of f (x, y ) is f = A (18) = 9.
Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 36 / 76
Double Integrals in Polar Coordinates

Like single-variable functions, change of variables is also useful in

multivariable functions, but the emphasis is different. In the multivariable
case, we are usually interested in simplifying not just the integrand, but
also the domain of integration.
Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 37 / 76
Double Integrals in Polar Coordinates

p
r= x2 + y2
x = r cos θ, y = r sin θ

A polar rectangle is
R = {(r , θ)| a ≤ r ≤ b, α ≤ θ ≤ β}

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 38 / 76

The area of Rij is:
1 2 1 2 1 2 2


∆Ai = 2 ri ∆θ − 2 ri−1 ∆θ = 2 ri − ri−1 ∆θ
1 ∗
= 2 (ri + ri−1 )(ri − ri−1 )∆θ = ri ∆r ∆θ,

where ri∗ = (ri−1 + ri )/2.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 39 / 76

Polar Coordinates (1)

m X
X n m X
X n
f (ri∗ cos θj , ri∗ sin θj )∆Ai = f (ri∗ cos θj , ri∗ sin θj )ri∗ ∆r ∆θ
i=1 j=1 i=1 j=1

If f is continuous on a polar rectangle R : 0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β,

where 0 ≤ β − α ≤ 2π, then

Polar Coordinates (1)

ZZ Z β Z b
f (x, y )dxdy = f (r cos θ, r sin θ)r dr dθ
R α a

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 40 / 76

Examples ZZ
1. Evaluate (3x + 4y 2 )dxdy , where R s the region in the upper
R
half-plane bounded by the circles x 2 + y 2 = 1 and x 2 + y 2 = 4.
2. Find the volume of the solid bounded by the plane z = 0 and the
paraboloid z = 1 − x 2 − y 2

Rπ R2 15π
3r cos θ + 4r 2 sin2 θ rdr =


Hint: 1. I1 = dθ 2
0 1
R2π R1 π
1 − r 2 rdr = .


2. I2 = dθ
0 0 2
Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 41 / 76
Polar Coordinates (2)

If f is continuous on a polar region of the form:


D = (x, y ) : α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ)
Then:
ZZ Z β Z h2 (θ)
f (x, y )dxdy = f (r cos θ, r sin θ)r dr dθ
D α h1 (θ)

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 42 / 76

Example
Find the volume of the solid that lies under the paraboloid z = x 2 + y 2 ,
above the xy -plane, and inside the cylinder x 2 + y 2 = 2x.

D = {(x, y ) : −π/2 ≤ θ ≤ π/2, 0 ≤ r ≤ 2 cos θ}

ZZ Z π/2 Z 2 cos θ
2 2 3π
V = (x + y )dxdy = r 2 r dr dθ =
D −π/2 0 2
Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 43 / 76
Exercises.
Evaluate
√
ZZ
1. (x + y )dxdy , D is the region bounded by y = x, y = x 2 .
Z ZD
2. xy dxdy , D is the region bounded by Oy , x + y = 1 and
D
xZ Z− 2y = 4
3. y 3 dxdy , D is the triangle defined by (0, 2), (1, 1), (3, 2).
Z ZD p
4. 4 − x 2 − y 2 dxdy , D : x 2 + y 2 ≤ 4, y ≥ x
D
Z 1Z 1
5. e x/y dy dx
0 x
R∞ 2 √
6. (a) Show that e −x dx = π.
−∞
1 R∞ −x 2 /2
(b) Show that √ e dx = 1.
2π −∞
Note for Q.6: This is a fundamental result for probability and
statistics (for normal distributions).
Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 44 / 76
Change of Variables Formula

Change of Variables Formula

ZZ ZZ  
 ∂ (x, y ) 
f (x, y ) dxdy = f (x (u, v ) , y (u, v ))  dudv
D D0 ∂ (u, v ) 

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 45 / 76

Change of Variables Formula
Example: Polar Coordinates Revisited
Use the Change of Variables Formula to derive the formula for integration
in polar coordinates.

The Jacobian of the polar coordinate map G (r , θ) = (r cos θ, r sin θ) is

 ∂x ∂x   
   cos θ −r sin θ 
∂r
Jac (G ) =  ∂y ∂θ 
∂y  = 
 =r
∂r
sin θ r cos θ 
∂θ

Let D = G (D0 ) be the image under the polar coordinates map G , where

D0 = {(r , θ) : r0 ≤ r ≤ r1 , θ0 ≤ θ ≤ θ1 }

Then the change of variables formula gives

ZZ Zθ1 Zr1
f (x, y ) dxdy = f (r cos θ, r sin θ) r dr dθ
D
θ0 r0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 46 / 76

Change of Variables Formula
Example
Use the Change of Variables Formula with x = uv −1 , y = uv to compute
ZZ
x 2 + y 2 dxdy


I =
D

where D is the domain 1 ≤ xy ≤ 4, 1 ≤ y /x ≤ 4.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 47 / 76

Change of Variables Formula

Hint:

D0 : 1 ⩽ u ⩽ 2, 1 ⩽ v ⩽ 2
 ∂x ∂x   −1
−uv −2

∂ (x, y )  ∂u   v  2u
Jac (G ) = =  ∂y ∂v
∂y  = 
  =
∂ (u, v ) ∂u ∂v
v u  v
ZZ   Z2 Z2
−2

 2u 
2 2 3
v −3 + v dv = 225/16.


I = u v + v   dudv =2 u du
 
v
D0 1 1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 48 / 76

Triple Integrals

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:

ZZZ Zb Zd Zq
f (x, y , z) dV = f (x, y , z) dzdydx
B x=a y =c z=p

Or,
ZZZ Zb Zd Zq
f (x, y , z) dV = dx dy f (x, y , z) dz
B a c p

Remark: There are five other possible orders in which we can integrate, all
of which give the same value.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 49 / 76

Triple Integrals
Example
Calculate the integral ZZZ
x 2 e y +3z dV
B

where B = [1, 4] × [0, 3] × [2, 6]

Solution
ZZZ Z4 Z3 Z6
2 y +3z
I := x e dV = x 2 e y +3z dzdydx
B 1 0 2

First, evaluate the inner integral with respect to z:

Z6
1 2 y +3z 6 1 18

2 y +3z
e − e 6 x 2e y


x e dz = x e =
3 
2 3
2

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 50 / 76

Triple Integrals

Second, evaluate the middle integral with respect to y :

Z3
1 18 1 18
e − e 6 x 2 e y dy = e − e6 e3 − 1 x 2




3 3
y =0

Finally, evaluate the outer integral with respect to x:

Z4
1 18
e − e 6 e 3 − 1 x 2 dx = 7 e 18 − e 6 e 3 − 1





I =
3
x=1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 51 / 76

Triple Integrals
Example
Calculate the integral ZZZ
I = xyz 2 dV
B

where B = [0, 1] × [−1, 2] × [0, 3]

Hint:

Z3 Z2 Z1 Z3 Z2
2 2 yz 2
I = dz dy xy z dx = dz dy
2
0 −1 0 0 −1

Z3
3z 2 27
I = dz =
4 4
0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 52 / 76

Triple Integrals
Theorem
The triple integral of a continuous function f (x, y , z) over the region

W = {(x, y , z) : (x, y ) ∈ D and u1 (x, y ) ⩽ z ⩽ u2 (x, y )} is

 
ZZZ ZZ u2Z(x,y )

f (x, y , z) dV = f (x, y , z) dz  dA
 

W D z=u1 (x,y )

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 53 / 76

Triple Integrals

Furthermore, the volume V of a region W is defined as the triple integral

of the constant
Example
Evaluate ZZZ
I = zdV
W

where W is the region between the planes z = x + y and z = 3x + 5y

lying W over the rectangle D = [0, 3] × [0, 2] in the xy -plane.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 54 / 76

Solution

Apply previous theorem with u1 (x, y ) = x + y and u2 (x, y ) = 3x + 5y :

 3x+5y 
ZZZ ZZ Z ZZ  
1 2 1 2
zdV =  zdz dA =
 (3x + 5y ) − (x + y ) dA
2 2
W D x+y D

Z3 Z2 Z3  
2 2

8 2
= dx 4x + 14xy + 12y dy = x + 28x + 32 dx = 294
3
0 0 0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 55 / 76

Triple Integrals
Example
Evaluate ZZZ
I = ydV
T

where T is the tetrahedron with vertices (0, 0, 0), (1, 0, 0), (0, 1, 0), and
(0, 0, 1).

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 56 / 76

Solution

Apply previous theorem with z1 (x, y ) = 0 and z2 (x, y ) = 1 − x − y :

 1−x−y 
ZZZ ZZ Z ZZ
I = zdV =  ydz dA =
 (y (1 − x − y )) dA
T D z=0 D

Z1 1−x
Z Z3
1 1
I = dx y (1 − x − y ) dy = (1 − x)3 dx =
6 24
0 0 0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 57 / 76

Change of Variables in Triple Integrals
Change of Variables: Double integral extends to triple integrals
Consider the transformation:

x = x(u, v , w ), y = y (u, v , w ), z = z(u, v , w ),

where x, y , and z have continuous first partial derivatives with respect to

u, v , and w . Then:
 
 ∂ (x, y , z) 
dV = dxdydz =   dudvdw
∂ (u, v , w ) 

Or, ZZZ
f (x, y , z) dV =
D
ZZZ  
 ∂ (x, y , z) 
f (x (u, v , w ) , y (u, v , w ) , z (u, v , w )) 
  dudvdw
∂ (u, v , w ) 
S
Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 58 / 76
Change of Variables in Triple Integrals
Example
Evaluate the volume of the solid ellipsoid E given by

x2 y2 z2
+ + ≤1
a2 b 2 c 2
Solution:
Under the change of variables x = au, y = bv , z = cw , where a, b, c > 0,
the solid ellipsoid E becomes the ball B given by u 2 + v 2 + w 2 ≤ 1. The
Jacobian of this transformation is
 
 a 0 0 
∂ (x, y , z)  
=  0 b 0  = abc
∂ (u, v , w ) 
0 0 c 
So the volume of the ellipsoid is
ZZZ ZZZ
4
V = 1dxdydz = abc dudvdw = abcVB = πabc
3
E B
Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 59 / 76
Cylindrical coordinates
Cylindrical coordinates
Cylindrical coordinates are useful when the domain has axial symmetry,
that is, symmetry with respect to an axis. In cylindrical coordinates
(r , θ, z), the axis of symmetry is the z-axis:

x = r cos θ, y = r sin θ, z = z

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 60 / 76

Cylindrical coordinates
Note that  
 cos θ −r sin θ 0 
∂ (x, y , z)  
=  sin θ r cos θ 0  = r
∂ (r , θ, z)  0 0 1 
so dV = rdrdθdz, we thus have following theorem
Theorem
For a continuous function f on the region

θ1 ≤ θ ≤ θ2 , r1 (θ) ≤ r ≤ r2 (θ), z1 (r , θ) ≤ z ≤ z2 (r , θ)
RRR
the triple integral f (x, y , z)dV is equal to
W

Zθ2 rZ2 (θ) z2Z(r ,θ)

dθ dr f (r cos θ, r sin θ, z) rdz

θ1 r =r1 (θ) z=z1 (r ,θ)

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 61 / 76

Cylindrical coordinates
Example
p
Integrate f (x, y , z) = z x 2 + y 2 over the cylinder x 2 + y 2 ≤ 4 for
1 ≤ z ≤ 5.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 62 / 76

Cylindrical coordinates

Outline solution:

W : 0 ⩽ θ ⩽ 2π, 0 ⩽ r ⩽ 2, 1 ⩽ z ⩽ 5.
ZZZ p Z2π Z2 Z5
I = z x 2 + y 2 dV = dθ dr (zr ) rdz
W
θ=0 r =0 z=1
 2π   2  5 
Z Z Z
I =  dθ  r 2 dr   zdz  = 64π
0 0 1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 63 / 76

Cylindrical coordinates
Example
Evaluate ZZZ
x 2 + y 2 dV


D

over the first octant region bounded by the cylinders x 2 + y 2 = 1 and

x 2 + y 2 = 4 and the planes z = 0, z = 1, x = 0, and x = y .

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 64 / 76

Cylindrical coordinates

Solution:
In terms of cylindrical coordinates the region is bounded by r = 1, r = 2,
θ = π/4, 0 = π/2, z = 0, and z = 1.
Since the integrand is x 2 + y 2 = r 2 , the integral is

ZZZ Zπ/2 Z2 Z1
15
x2 + y 2
r 2 rdz =


dV = dθ dr π
D 16
θ=π/4 r =1 z=0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 65 / 76

Triple Integrals in Spherical Coordinates

x = ρ cos θ sin ϕ, y = ρ sin θ sin ϕ, z = ρ cos ϕ

In spherical coordinates, we have the analog for changing of variables:

dV = ρ2 sin ϕdρdϕdθ

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 66 / 76

Triple Integrals in Spherical Coordinates

Theorem
For a region W defined by

θ1 ≤ θ ≤ θ2 , ϕ1 (θ) ≤ ϕ ≤ ϕ2 (θ), ρ1 (θ, ϕ) ≤ ρ ≤ ρ2 (θ, ϕ)

RRR
the triple integral f (x, y , z)dV is equal to
W

Zθ2 Zϕ2 ρ2Z(θ,ϕ)

dθ dϕ f (ρ cos θ sin ϕ, ρ sin θ sin ϕ, ρ cos ϕ) ρ2 sin ϕdρ

θ1 ϕ=ϕ1 ρ=ρ1 (θ,ϕ)
p
Note that ρ2 = x 2 + y 2 + z 2 = r 2 + z 2 , r = x 2 + y 2 = ρ sin ϕ.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 67 / 76

Triple Integrals in Spherical Coordinates

Example
Compute the integral of f (x, y , z) = x 2 + y 2 over the sphere S of radius 4
centered at the origin.

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 68 / 76

Triple Integrals in Spherical Coordinates
Solution:
First, write f (x, y , z) in spherical coordinates:

f (x, y , z) = x 2 + y 2 = (ρ cos θ sin ϕ)2 + (ρ sin θ sin ϕ)2 = ρ2 sin2 ϕ

We are integrating over the entire sphere S of radius 4, ρ varies from 0 to

4, θ from 0 to π:

ZZZ Z2π Zπ Z4
2 2
ρ2 sin2 ϕ ρ2 sin ϕdρ



I = x +y dV = dθ dϕ
S 0 ϕ=0 ρ=0

Zπ Z4
 π 
4 !
ρ5 
Z
I = 2π dϕ ρ4 sin3 ϕdρ = 2π  sin3 ϕdϕ
5 0
0 0 0
8192π
I =
15
Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 69 / 76
Applications in Economics and Engineering
This section discusses some applications of multiple integrals. First, we
consider quantities (such as mass, charge, and population) that are
distributed with a given density ρ in R2 or R3 .
ZZ
Total amount = ρ (x, y ) dA
D
ZZZ
Total amount = ρ (x, y , z) dV
W
The density function ρ has units of “amount per unit area” (or per unit
volume).

1 RR
Center of mass in R2 : (x̄, ȳ ), where x̄ = xρ (x, y ) dA and
m D
1 RR
ȳ = y ρ (x, y ) dA.
m D

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 70 / 76

Applications in Engineering
Example
Find the mass and center of mass of a triangular lamina with vertices
(0, 0), (1, 0), (0, 2), if the density function ρ(x, y ) = 1 + 3x + y .
8 3 11
Answer: m = ; (x̄, ȳ ) = ( , ).
3 8 16

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 71 / 76

Applications in Engineering

Example
The population in a rural area near a river has density

ρ (x, y ) = 40xe 0.1y people per km2

How many people live in the region R : 2 ≤ x ≤ 6, 1 ≤ y ≤ 3?

Solution:
The total population is the integral of population density:
 6  3 
ZZ Z Z
40xe 0.1y dA =  40xdx   e 0.1y dy  ≈ 1566( people)
R 2 1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 72 / 76

Applications in Engineering
The Surface Area of a Graph
The total surface area of the surface S with equation z = f (x, y ) defined
for (x, y ) in D is ZZ q
S= 1 + (fx )2 + (fy )2 dA
D
q
[Or, dS = 1 + (fx )2 + (fy )2 dA].

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 73 / 76

Applications in Engineering
Example
Find the area of the part of the paraboloid z = x 2 + y 2 that lies under the
plane z = 9.

Solution:
We have fx = 2x, fy = 2y , thus
p p
dS = 1 + 4x 2 + 4y 2 dA = 1 + 4r 2 rdrdθ
The surface area is
ZZ q Z2π Z3 p
2 2
S= 1 + (fx ) + (fy ) dA = dθ 1 + 4r 2 r dr
D
0 0

Z36 √
1 √ π
S = (2π) udu = (37 37 − 1)
8 6
1

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 74 / 76

Applications in Engineering

Exercise
Find the surface area of the part of the plane 3x + 2y + z = 6 that lies in
the first octant.
Hint:

− 32 x+3
Z2 Z q √
S= dx (−3)2 + (−2)2 + 1dy = 3 14
0 0

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 75 / 76

Applications in Engineering
Example in Probability
Without proper maintenance, the time to failure (in months) of two
sensors in an aircraft are random variables X and Y with joint density
 1 −x/24−y /36
864 e for x ⩾ 0, y ⩾ 0
ρ (x, y ) =
0 otherwise

What is the probability that neither sensor functions after two years?

Hint:

Z24 Z24
P (0 ⩽ X ⩽ 24, 0 ⩽ Y ⩽ 24) = ρ (x, y ) dy ≈0.31
x=0 y =0

-END OF CHAPTER 4. THANK YOU!-

Nguyen Minh Quan (HCMIU-VNU) Chapter 4. Multiple Integrals HCMC, 2023 76 / 76