Math Lec. 1
Math Lec. 1
Math Lec. 1
Emad Al-Hemiary
Second Year, First Semester 2021-2022
Double Integral:
Given a continuous function of two variables 𝑓(𝑥, 𝑦), we define double integral as:
𝐷 = ∬ 𝑓(𝑥, 𝑦) 𝑑𝑥 𝑑𝑦
𝑅
𝑑 𝑏 𝑏 𝑑
∬ 𝑓(𝑥, 𝑦) 𝑑𝐴 = ∫ ∫ 𝑓(𝑥, 𝑦) 𝑑𝑥 𝑑𝑦 = ∫ ∫ 𝑓(𝑥, 𝑦) 𝑑𝑦 𝑑𝑥
𝑐 𝑎 𝑎 𝑐
𝑅
Fubini’s Theorem says that double integrals over rectangles can be calculated as iterated
integrals. Thus, 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
Example 1.1: Evaluate the double integral of 𝑓(𝑥, 𝑦) = 𝑥 2 𝑦 − 𝑥𝑦 2 over the rectangle plane
𝑅: 0 ≤ 𝑥 ≤ 3 𝑎𝑛𝑑 1 ≤ 𝑦 ≤ 2.
1
Engineering Mathematics I Lecture 1: Multiple Integrals Prof. Dr. Emad Al-Hemiary
Second Year, First Semester 2021-2022
Solution: We can either evaluate in order x then y, or y then x. Both ways should give same
result. Let us prove it:
2 3 2 2 3
𝑥3 𝑥2 33 9 03 02
∫ ∫ (𝑥 2 𝑦 − 𝑥𝑦 2)
𝑑𝑥 𝑑𝑦 = ∫ ( 𝑦 − 𝑦 2 | 𝑑𝑦 = ∫ ( 𝑦 − 𝑦 2 − 𝑦 + 𝑦) 𝑑𝑦
1 0 1 3 2 0 1 3 2 3 2
2 2
9 2 𝑦2 1 𝑦3 4 1 1 12 − 8 − 3 + 1
= ∫ (9𝑦 − 𝑦 ) 𝑑𝑦 = 9 ( − | = 9 (2 − − + ) = 9 =𝟑
1 2 2 2 3 1 3 2 6 6
3 2 3 3 2
𝑦2 𝑦3 8 1 1
∫ ∫ (𝑥 2 𝑦 − 𝑥𝑦 2)
𝑑𝑦 𝑑𝑥 = ∫ ( 𝑥 2 − 𝑥| 𝑑𝑥 = ∫ (2𝑥 2 − 𝑥 − 𝑥 2 + 𝑥) 𝑑𝑥
0 1 0 2 3 1 0 3 2 3
3 3
3 2 7 3 𝑥3 7 𝑥2 27 21 6
= ∫ ( 𝑥 − 𝑥) 𝑑𝑥 = − | = − = =𝟑
0 2 3 2 3 3 2 0 2 2 2
2
Engineering Mathematics I Lecture 1: Multiple Integrals Prof. Dr. Emad Al-Hemiary
Second Year, First Semester 2021-2022
𝜋 sin 𝑥
Example 1.2: Evaluate the double integral given by: ∫0 ∫0 𝑦 𝑑𝑦 𝑑𝑥
Solution:
𝜋 sin 𝑥 𝜋 sin 𝑥
𝑦2 1 𝜋 02 1 𝜋
∫ ∫ 𝑦 𝑑𝑦 𝑑𝑥 = ∫ | 𝑑𝑥 = ∫ (sin2 𝑥 − ) 𝑑𝑥 = ∫ sin2 𝑥 𝑑𝑥
0 0 0 2 0 2 0 2 2 0
1
We use the property of a trigonometric function: sin2 𝑥 = 2 (1 − cos 2𝑥)
𝜋 sin 𝑥 𝜋
1 𝜋 1 1 1 1 𝜋
∫ ∫ 𝑦 𝑑𝑦 𝑑𝑥 = ∫ (1 − cos 2𝑥)𝑑𝑥 = (𝑥 − sin 2𝑥| = (𝜋 − sin 2𝜋 − 0 + sin 0) =
0 0 4 0 4 2 0 4 2 4
Example 1.3: 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 and whose top lies in the plane 𝑧 = 𝑓(𝑥, 𝑦) = 3 −
𝑥−𝑦
Solution: We draw the xy-plane to find the region of integration: 𝑦
Draw x=1 𝑦=𝑥
Draw y=x
To find region of y, draw a perpendicular line to y-axis upwards. 𝑥=1
𝑥
0 1
The intersections are the region of 𝑦.
Since 𝑧1 = 0 (the base of the prism is on 𝑥𝑦-plane, then: 𝑦=0
1 𝑥 1 𝑥 1 𝑥 1 𝑥
𝑦2
∫ ∫ (𝑧2 − 𝑧1 ) 𝑑𝑦 𝑑𝑥 = ∫ ∫ (𝑧2 ) 𝑑𝑦 𝑑𝑥 = ∫ ∫ (3 − 𝑥 − 𝑦) 𝑑𝑦 𝑑𝑥 = ∫ 3𝑦 − 𝑥𝑦 − | 𝑑𝑥
0 0 0 0 0 0 0 2 0
1
𝑥2 2
3 2 1 31 3 1
= ∫ (3𝑥 − 𝑥 − ) 𝑑𝑥 = 𝑥 − 𝑥 | = − = 𝟏
0 2 2 2 0 2 2
3
Engineering Mathematics I Lecture 1: Multiple Integrals Prof. Dr. Emad Al-Hemiary
Second Year, First Semester 2021-2022
𝑥=1
𝑥
0 1
1 1 1 1 1
𝑥2 1 𝑦2
∫ ∫ (3 − 𝑥 − 𝑦) 𝑑𝑥 𝑑𝑦 = ∫ 3𝑥 − − 𝑦𝑥| 𝑑𝑦 = ∫ (3 − − 𝑦 − 3𝑦 + + 𝑦 2 ) 𝑑𝑦
0 𝑦 0 2 𝑦 0 2 2
1
5 3 2 5 2
1 31 5 1
= ∫ ( − 4𝑦 + 𝑦 ) 𝑑𝑦 = 𝑦 − 2𝑦 + 𝑦 | = − 2 + = 𝟏
0 2 2 2 2 0 2 2
Important Note: Should we reverse order? The answer is YES if and only if the integration is not
solvable or difficult to solve. See the next example.
𝜋 𝜋 sin 𝑦
Example 1.4: Evaluate the double integral given by: ∫0 ∫𝑥 𝑑𝑦 𝑑𝑥
𝑦
sin 𝑦
Solution: The inner integral has a function of which is difficult to solve since the integration
𝑦
is w.r.t. 𝑦. Then we consider reversing order. Draw the region of integration in the 𝑥𝑦-plane:
𝜋 𝑦
sin 𝑦 𝜋
sin 𝑦 𝑦 𝜋
𝑦
∫ ∫ 𝑑𝑥 𝑑𝑦 = ∫ 𝑥| = ∫ sin 𝑦 𝑑𝑦 = −cos 𝑦|𝜋0 = −(−1 − 1) = 2
0 0 𝑦 0 𝑦 0 0 𝑦=𝜋
𝑥=0 𝑥
0 𝜋
𝑥=𝑦
Average Value
1
𝐴𝑣𝑒𝑟𝑎𝑔𝑒 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑓 𝑜𝑣𝑒𝑟 𝑅 = 𝑓 ̅ = ∬ 𝑓 𝑑𝐴
𝑎𝑟𝑒𝑎 𝑜𝑓 𝑅 𝑅
4
Engineering Mathematics I Lecture 1: Multiple Integrals Prof. Dr. Emad Al-Hemiary
Second Year, First Semester 2021-2022
Example 1.5: Find the average value of 𝑓(𝑥, 𝑦) = sin(𝑥 + 𝑦) over the rectangle 0 ≤ 𝑥 ≤ 𝜋, 0 ≤
𝑦 ≤ 𝜋.
Solution:
1 𝜋 𝜋 1 𝜋 𝜋
𝑓̅ = ∫ ∫ sin(𝑥 + 𝑦) 𝑑𝑥 𝑑𝑦 = 2 ∫ ∫ sin(𝑥 + 𝑦) 𝑑𝑥 𝑑𝑦
𝐴𝑅 0 0 𝜋 0 0
Triple Integral
We use triple integrals to calculate the volumes of three-dimensional shapes, the masses and
moments of solids of varying density, and the average value of a function over a three-
dimensional region. The volume of a closed, bounded region D in space is:
𝑥2 𝑦2 𝑧2
𝑉 = ∭ 𝑑𝑉 = ∫ ∫ ∫ 𝑑𝑧 𝑑𝑦 𝑑𝑥
𝐷 𝑥1 𝑦1 𝑧1
Example 1.6: Find the volume of the region D enclosed by the surfaces: 𝑧1 = 𝑥 2 + 3𝑦 2 and 𝑧2 =
8 − 𝑥2 − 𝑦2
Solution:
Region of integration:
1) For region z: it is given by the two surfaces, therefore: 𝑧1 = 𝑥 2 + 3𝑦 2 and 𝑧2 = 8 − 𝑥 2 − 𝑦 2
2) For region 𝑦: 𝑧1 = 𝑧2 → 𝑥 2 + 3𝑦 2 = 8 − 𝑥 2 − 𝑦 2 → 2𝑥 2 + 4𝑦 2 = 8 → 𝑥 2 + 2𝑦 2 = 4 → 2𝑦 2 =
4−𝑥 2 4−𝑥 2 4−𝑥 2 4−𝑥 2
4 − 𝑥2 → 𝑦2 = → 𝑦 = ±√ . Therefore: 𝑦1 = −√ 𝑎𝑛𝑑 𝑦2 = √
2 2 2 2
3) For region 𝑥: we set 𝑦 = 0 in 𝑧1 = 𝑧2 → 𝑥 = 8 − 𝑥 → 2𝑥 = 8 → 𝑥 = ±2. Therefore: 𝑥1 =
2 2 2
−2 𝑎𝑛𝑑 𝑥2 = 2
Then:
5
Engineering Mathematics I Lecture 1: Multiple Integrals Prof. Dr. Emad Al-Hemiary
Second Year, First Semester 2021-2022
2
√4−𝑥
2 2 2
2 √4−𝑥 8−𝑥 2 −𝑦 2
2 8−𝑥 2 −𝑦 2
𝑉=∫ ∫ ∫ 𝑑𝑧 𝑑𝑦 𝑑𝑥 = ∫ ∫ 𝑧|𝑥 2 +3𝑦 2 𝑑𝑦𝑑𝑥
4−𝑥 2
−2 −√ 𝑥 2 +3𝑦 2
2 −2 4−𝑥 2
−√
2
2
√4−𝑥 2
2 2 2 √4−𝑥
4 2
= ∫ ∫ (8 − 2𝑥 2 − 4𝑦 2 ) 𝑑𝑦𝑑𝑥 = ∫ 2 (4 − 𝑥 2 )𝑦 − 𝑦 3 | 4−𝑥 2 𝑑𝑥
3 −√
−2 −2 2
4−𝑥 2
−√
2
3
2
4− 𝑥2 4 4− 𝑥2 4 − 𝑥2
= ∫ 2(4 − 𝑥 2 ) √ − (√ ) + 2(4 − 𝑥 2 )√
2 3 2 2
−2
3
2
4 4− 𝑥2 3 2√2 3
+ (−√ ) 𝑑𝑥 = ∫ 2√2(4 − 𝑥 2 )2 − (4 − 𝑥 2 )2 𝑑𝑥
3 2 3
−2
2
4√2 3
= ∫(4 − 𝑥 2 )2 𝑑𝑥
3
−2
𝐿𝑒𝑡 𝑥 = 2 sin 𝑢 → 𝑑𝑥 = 2 cos 𝑢 𝑑𝑢
𝜋
𝐿𝑖𝑚𝑖𝑡𝑠 𝑜𝑓 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛: ± 2 = 2 sin 𝑢 → 𝑢 = sin−1 (±1) → 𝑢 = ±
2
𝜋/2 𝜋/2 𝜋/2
4√2 2
3 64√2 4
16√2 1 + cos 2𝑢 2
𝑉= ∫ (4 − 4 sin 𝑢) 2 cos 𝑢 𝑑𝑢 =
2 ∫ cos 𝑢 𝑑𝑢 = ∫ ( ) 𝑑𝑢
3 3 3 2
−𝜋/2 −𝜋/2 −𝜋/2
𝜋/2
16√2
= ∫ (1 + 2 cos 2𝑢 + cos 2 2𝑢) 𝑑𝑢
3
−𝜋/2
𝜋/2
16√2 1 + cos 4𝑢
= ∫ (1 + 2 cos 2𝑢 + ) 𝑑𝑢
3 2
−𝜋/2
𝜋/2
16√2 𝑢 1 16√2 3 𝜋/2 16√2 3
= (𝑢 + sin 2𝑢 + + sin 4𝑢| = 𝑢| = ( 𝜋)
3 2 8 −𝜋/2 3 2 −𝜋/2 3 2
= 8√2𝜋
1
𝐴𝑣𝑒𝑟𝑎𝑔𝑒 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝐹 𝑜𝑣𝑒𝑟 𝐷 = ∭ 𝐹𝑑𝑉
𝑣𝑜𝑙𝑢𝑚𝑒 𝑜𝑓 𝐷 𝐷
Example 1.7: Given the function 𝑓(𝑥, 𝑦, 𝑥) = 𝑥 2 + 9 over the cube in the first octant bounded by
the coordinates planes 𝑥 = 2, 𝑦 = 2, 𝑎𝑛𝑑 𝑧 = 2. Find the average value of 𝑓.
6
Engineering Mathematics I Lecture 1: Multiple Integrals Prof. Dr. Emad Al-Hemiary
Second Year, First Semester 2021-2022
Solution:
1 2 2 2 2 1 2 2 2 1 2 2
𝑓̅ = 2
∫ ∫ ∫ (𝑥 + 9) 𝑑𝑧 𝑑𝑦 𝑑𝑥 = ∫ ∫ (𝑥 + 9)𝑧|0 = ∫ ∫ 2(𝑥 2 + 9) 𝑑𝑦 𝑑𝑥
𝑉 0 0 0 8 0 0 8 0 0
2
1 2 2 2
1 2 2 1 𝑥3 1 8 31
= ∫ (𝑥 + 9)𝑦|0 = ∫ (𝑥 + 9) 𝑑𝑥 = ( + 9𝑥| = ( + 18) =
4 0 2 0 2 3 0
2 3 3
Spherical (𝜌, 𝜑, 𝜃)
Cylindrical (𝑟, 𝜃, 𝑧)
Conversion tables:
Cylindrical to rectangular Spherical to rectangular Spherical to cylindrical
𝑥 = 𝑟 cos 𝜃 𝑥 = 𝜌 sin 𝜑 cos 𝜃 𝑟 = 𝜌 sin 𝜑
𝑦 = 𝑟 sin 𝜃 𝑦 = 𝜌 sin 𝜑 sin 𝜃 𝑧 = 𝜌 cos 𝜑
𝑧=𝑧 𝑧 = 𝜌 cos 𝜑 𝜃=𝜃
2
𝑑𝑉 = 𝑑𝑧 𝑑𝑦 𝑑𝑥 𝑑𝑉 = 𝑑𝑧 𝑟𝑑𝑟 𝑑𝜃 𝑑𝑉 = 𝜌 sin 𝜑 𝑑𝜌 𝑑𝜑 𝑑𝜃
Example 1.8: Evaluate the following triple integral then convert to cylindrical coordinates and
evaluate.
1 √1−𝑦 2 𝑥
∫ ∫ ∫ (𝑥 2 + 𝑦 2 ) 𝑑𝑧 𝑑𝑦 𝑑𝑥
−1 0 0
7
Engineering Mathematics I Lecture 1: Multiple Integrals Prof. Dr. Emad Al-Hemiary
Second Year, First Semester 2021-2022
Solution:
1 √1−𝑦2 𝑥 1 √1−𝑦 2 1 √1−𝑦 2
∫ ∫ ∫ (𝑥 2 +𝑦 2)
𝑑𝑧 𝑑𝑥 𝑑𝑦 = ∫ ∫ (𝑥 2 + 𝑦 2 )𝑧|0𝑥 𝑑𝑦 𝑑𝑥 = ∫ ∫ (𝑥 2 + 𝑦 2 )𝑥 𝑑𝑥 𝑑𝑦
−1 0 0 −1 0 −1 0
2
1 4 2 √1−𝑦 1 (1 − 𝑦 2 )2 2
𝑥 𝑥 1−𝑦
=∫ + 𝑦2 | 𝑑𝑥 = ∫ + 𝑦2 𝑑𝑦
−1 4 2 0 −1 4 2
2 2
1 − 2𝑦 2 + 𝑦 4 𝑦 2 𝑦 4 1 − 2𝑦 2 + 𝑦 4 + 2𝑦 2 − 2𝑦 4
=∫ + − 𝑑𝑦 = ∫ 𝑑𝑦
−1 4 2 2 −1 4
1
1 2 1 𝑦5 1 1 1 𝟐
= ∫ (1 − 𝑦 4 )𝑑𝑦 = (𝑦 − | ) = (1 − + 1 − ) =
4 −1 4 5 −1 4 5 5 𝟓
𝑟: 0 ≤ 𝑥 ≤ √1 − 𝑦 2