Calculus Of Multivariables Double Integral 1.

Objectives

To compute the volume of a solid bounded by a surface z = f(x, y) and a region in the x-y plane, we can integrate in one direction to find the cross-sectional area of thin slices of the solid, then integrate in the other direction to find the volume of the solid. You should be able to compute the double integral of a function of two variables for various bounded regions in the x-y plane.

2.

The antiderivative of functions of 2 variables

Let f ( x, y ) be a function of two variables. The antiderivative of f ( x, y ) with respect to x is denoted by f ( x, y )dx . Similarly, the antiderivative of f ( x, y ) with respect to y is denoted by

f ( x, y )dy .

[ f ( x, y)dx] = f ( x, y)

and

[ f ( x, y)dy ] = f ( x, y)

Example 1

Antiderivative with respect to x

Find the antiderivative of 2 xy + 3 y 2 + 3x 2 with respect to x. Solution

(2 xy + 3 y
Example 2

+ 3x 2 )dx = x 2 y + 3xy 2 + x 3 + C ( y )
Antiderivative with respect to y

Find the antiderivative of x 2 + y 2 with respect to y. Solution

(x

+ y 2 ) dy = x 2 y +

1 3 y + C ( x) 3

3.

The definite integral of functions of 2 variables

Calculus Of Multivariables How to find the definite integral

f ( x, y)dy
a

of a function of 2 variables?

In
b

f ( x, y)dy , the limits of integration refer to limits for y.

a

f ( x, y)dy
a

= F ( x, b ) F ( x , a ) ,

where F ( x, y ) = f ( x, y ) dy .

Example 3

Evaluate the definite integral

Solution

0 (x

+ y 2 ) dy .

1 3 2 0 ( x + y )dy = x y + 3 y y =0
1 2 2

y =1

1 = x 2 + [0+0] 3 1 = x2 + 3

4. 4.1

Iterated Integrals Successive integrals

x= x y = y ( x)
1 1

x = x2

y = y2 ( x )

f ( x, y )dy dx , obtained by two successive integrations, is called an

iterated integral.

Calculus Of Multivariables Example 4 Evaluate the iterated integral

Solution

1 0 ( x
2

2 1

+ y 2 )dy dx

1 0 ( x

2 1

+ y 2 )dy dx =

1 ( x

1 + ) dx 3
2

x3 x = + 3 3 1 8 2 1 1 = + + 3 3 3 3 8 = 3

4.2

Interchanging the order of integration

Example 5

Evaluate the iterated integral

Solution

0 1 ( x
1

1 2

+ y 2 )dx dy

0 1 ( x

+ y 2 )dxdy =

0(y

7 + ) dy 3
1

7 1 = y3 + 3 0 3 1 7 0 0 = + + 3 3 3 3 =
Important result:
8 3

1 0 ( x

2 1

+ y 2 )dy dx and

0 1 ( x

+ y 2 )dxdy have the same value!!

Calculus Of Multivariables 4.3 Variable Limits of Integration

Example 6
1

Evaluate the iterated integral

Solution

0 x

x
2

xydy dx

Explanation of the steps

0 x 2 xydy dx =
1 x

1 2 0 2 xy
1
1 x3

dx (find the antiderivative with respect to y) y= x2

y= x

x5 dx 0 2 2 1 1 3 = ( x x 5 )dx 2 0

(substitute the limits of integration) (find the antiderivative with respect to x)

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5. 1.1

Concept of double integrals Definite integral for functions of a single variable

f ( x)dx = lim f ( s i )x
n i =1

provided that the limit exists.

y=f(x)

f(si)

xi1 si xi x=xi-xi-1

x b

Calculus Of Multivariables 5.2 Definite integral for functions of two variables

R x ti y

si

f ( x, y ) dA = lim lim

n i =1 m j =1

f ( s i , t j ) xy

provided that the limit exists.

Note: We have chosen a rectangular area dA = xy. Let z = f ( x, y ) be the height above the x-y plane at a point ( x, y ) in a closed region R. Can you give a meaning to the value of the double integral

f ( x, y)dA ?
R

z = f(x,y)

dA

Calculus Of Multivariables If z = f ( x, y ) is equal to the height at ( x, y ) , then the value of the double integral

f ( x, y)dA represents the solid volume over the region R bounded above and below by the
surfaces z = f ( x, y ) and z = 0 (the x-y plane) respectively.
R

5.3

Some properties of double integrals

1.

cf ( x, y )dA = c f ( x, y)dA ,
R R

where c is a constant.

2.

[ f ( x, y) + g ( x, y)]dA = f ( x, y)dA + g ( x, y)dA

R R R

3.

R1 R2

f ( x, y ) dA = f ( x, y ) dA + f ( x, y )dA if the areas R1 and R2 do not overlap.

R1 R2

2.

Use of inequalities to describe a region

How to describe the points in a region R enclosed by the curves y = g1 ( x) and y = g 2 ( x) ?

y = g 2 ( x)

R c
y = g1 ( x )

Calculus Of Multivariables The points (x, y) in R can be described by a set of inequalities: I. g1(x) y g2(x) axb

or

II.

g21(y) x g11(y) cyd

Example 8

Use a set of inequalities to describe the region R bounded by the line y = x and the curve y = x3.

(1,1)

y=x
R y = x3

Solution

The line y = x and the curve y = x3 meet at (0,0) and (1,1). The points (x, y) in R can be described by either of the following sets of inequalities: I. x3 y x 0x1
or

II.

y x y3 0y1

Calculus Of Multivariables 7. Use of an iterated integral to evaluate a double integral

How to evaluate the double integral

f ( x, y)dA
R

?
g1 1 ( y ) g21( y)

f ( x, y ) dA

a g

g 2 ( x)
1 ( x)

f ( x, y )dy dx =

f ( x, y )dx dy

Example 9:

By integrating with respect to y first and x second, evaluate the double integral where R is the region bounded by the curves y = x and y = x3.
Solution

xydA ,
R

R is the region bounded below and above by g1(x) = x3 and g2(x) = x, and on the left and right by x = 0 and x = 1.

(1,1)

g2(x) = x g1(x) = x3

Calculus Of Multivariables b g 2 ( x) xydA = a g 1 ( x) f ( x, y)dy dx R

1 x = 3 xydy dx 0 x

= dx 0 2 x3 11 1 = x 3 x 7 dx 0 2 2

1 xy 2

=
8.

1 16

Finding volumes with double integrals

Double integrals can be used to find the volumes of solid regions in 3-dimensional space.
V = f ( x, y )dA
R

where V is the volume of a solid region bounded below by the region R in the x-y plane and above by a portion of the surface z = f ( x, y ).

Example 10

Find the volume of a solid region bounded below by the region R = {(x,y): 0< x<1, 0< y<1} in the x-y plane and above by a portion of the surface z = x 2 + y 2 .

z = x2 + y2

(0,1,0) R (1,0,0) (1,1,0)

Calculus Of Multivariables Solution

V = ( x 2 + y 2 )dA
R 1 1 = x 2 + y 2 dx dy 0 0 1 1 = + y 2 dy 0 3 2 = 3

9. 9.1

Other Applications of Double Integrals Area

The area of a closed region R in the x-y plane is given by A = dxdy .

R

9.2

Mass

A thin sheet of material of uniform thickness covers a region R in the x-y plane. Suppose the sheet has varying density ( x, y ) (in kg/m2) at each point (x,y) in the region R. The total mass M of the sheet is given by
9.3 Mean value
M =

( x, y )dxdy .
R

The mean value of f(x,y) over a closed region R is defined as where A is the area of the region R.

1 f ( x, y )dxdy , A R

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Calculus Of Multivariables
Example 11:

Find the average density of the triangular sheet which has uniform thickness and varying density ( x, y ) =y in the region bounded by the lines y = 3 , y = x + 1 and y = x + 1 . (The average density is defined as Total mass ) Total area

y=3

y = x + 1

y = x +1

Answer:

Area =

dxdy
R 0

= =

2 x +1 0 2

dydx +

2 3

(2 + x)dx + (2 x)dx
0

0 x +1 2

dydx

=4

11

Calculus Of Multivariables Mass = ( x, y )dxdy

R

2 x +1

ydydx +
3 x +1

2 3

0 x +1

ydydx
2 3

y2 = 2 2
0

y2 dx + 2 0

dx
x +1

1 1 2 2 2 [9 ( x + 1) ]dx + 2 [9 ( x + 1) ]dx 2 0
0 2

1 1 = [ x 2 + 2 x + 8]dx + [ x 2 2 x + 8]dx 2 2 0 2 1 x3 = + x 2 + 8x 2 3 = 28 3
0 2

1 x3 + x 2 + 8x 2 3

The average density = Total mass Total area

28 = 3 4 =7 3

10.0 Double Integral in Polar Coordinate

12

Calculus Of Multivariables
= 2 z r= r2 = j+ 1

r= r1

i j r

= j = 1 r= r2 A

1 r= rj

r= rj+ 1

If the integrating region is given in polar coordinate (r, ), the whole region will be partitioned into some small area ij (as shown in the shaded part in the figure). The area of this small partition ij is rr and thus the volume subscribed by the surface z=f(x, y) and the small partition ij is dV=f(x, y)rr. Therefore, the total volume subscribed by the surface z=f(x, y) and the region ij, or the double integral, is given by :

f ( x, y)dxdy = f (r cos , r sin )rdrd

Or, if the integrating function f is already given in polar coordinate, then the volume is given by

V = f (r , )rdrd

Example: Note the following integral transformation:

(x
0 0

1 1 x 2

+y

2 3/ 2

/2 1

dydx =

(r )
0 0

2 3/ 2

rdrd

Three aspects of the integral had to be transformed: 1. The integrand was transformed using the transformations x = r cos and y = r sin . 2. The integration region was transformed from a quarter-circle in the x-y plane to a rectangle in the r- plane:

13

Calculus Of Multivariables 3. The differential area element was transformed from dxdy to rdrd by geometrically analyzing small area elements in the x-y plane. Partitions of the x-y plane had the shape of annular sectors, while corresponding partitions of the r- plane are rectangular:

Example : (i) Let R = ( x , y ) | x 2 + y 2 4 be a region bounded by a circle. Find the double integral

x 2 + y 2 dxdy .

Solution
x = 2 cos , we have By using the polar coordinates y = 2 sin

x + y dxdy =
2 2

2r (rdr ) d = 0

r 3 16 3 d = 3 0

11.0 Change of Variables in Double Integrals: Jacobian

14

Calculus Of Multivariables Theorem: If a region S in the u-v plane is mapped onto the region R in the x-y plane by the one-to-one transformation T defined by x = g ( u, v ) and y = h ( u, v ) , where g and h have continuous first derivatives on S, and if f is continuous on R and the Jacobian nonzero on S, then
( x, y )
( x, y ) is ( u, v )

f ( x, y ) dA = f ( g ( u, v ) , h ( u, v ) ) ( u, v ) dudv .
R S

15

Calculus Of Multivariables

Practices: 1. Describe the region of integration and evaluate. i)

ii).

16

Calculus Of Multivariables iii).

iv).

v).

2. Integrate

over the triangular region with vertices (0, 0), (1, 1), (1, 2).

3. Find the volume of the following regions in space. i) The region beneath z = x2 + y2 and above the square with vertices (1, 1), (1, 1), (1, 1), (1, 1)

ii) The tetrahedron cut from the first octant by the plane

iii). The first octant section cut from the region inside the cylinder x2 + z2 = 1 by the planes y = 0, z = 0, x = y. 4. Find the volume enclosed by a sphere x 2
y2 z2 a2

17

Calculus Of Multivariables 5. Find the area enclosed by the cardioid r=1+sin . The cardioids is shown in the figure. The region is described by the inequalities 0 r 1 sin and 0 2 .

6. Find the volume of the solid bounded by the xy-plane, the cylinder x2+y2=4 and the paraboloid z=2(x2+y2).

-2 -1

0 2 1 2

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Calculus Of Multivariables

Triple integral 1. Objective

A triple integral is an integral taken over a volume of space.You should be able to compute triple integrals.

2. Triple integral
The triple integral is defined with a three variable function f(x, y, z), which is called the integrating function and an integrating region R, which is in the three dimensional space. It should be noted that the function f(x, y, z) cannot be plotted out over a three dimensional domain. In order to define the triple integral, the integrating region R, for example say a parallelepiped as shown in the figure are equally partitioned into small cubics Rijk, which is located at (xi, yj, zk) with lengths of x, y and z in the x, y and z directions respectively.
z

Partition Rijk at position of (xi,yj,zk) having vol. of dVijk=xyz

R y

The volume of the small partition Rijk = =xyz and the triple integral of the function f(x, y, z) over the integrating region R is defined as :

f ( x, y, z )dxdydz = f ( x, y, z )dV = f ( xi , y j , z k )dVijk

R R i , j ,k

2.1 Calculation of triple integral :Order of Integration is Interchangeable

If a function f(x, y) is integrable on the box Q = {(x, y, z) | a x b, c y d, r z s }, then we can write the triple integral of f over Q as:

19

Calculus Of Multivariables

f ( x, y, z ) dV = f ( x, y, z ) dxdydz
r c a

s d b

= f ( x, y, z ) dxdzdy
c r a

d s b

= f ( x, y, z ) dydzdx
a r c s b d

b s d

= f ( x, y, z )dydxdz
r a c

= f ( x, y, z ) dzdxdy
c a r

d b s

= f ( x, y, z )dzdydx
a c r

b d s

N.B. The order of integration is not a matter. Examples :

Let E = [0, 1] [0, 1] [0, 1] , find the following triple integrals (a) (b)

x y z dx dy dz
E

x y z sin( x
E

+ y 2 + z 2 dx dy dz

Solution
(a)

x y z dx dy dz = xdx yzdydz =
1 1 1 1 0 0 1 0 0 E

y dy z dz 2

1 z dz = 4 8

20

Calculus Of Multivariables
(b)

x y z sin( x
E

+ y 2 + z 2 dxdydz =

1 1

0 0

x sin( x
1 0

+ y 2 + z 2 dx yzdydz

1 cos x 2 + y 2 + z 2 yzdydz 0 0 2 0 1 1 1 = cos y 2 + z 2 cos 1 + y 2 + z 2 ydy zdz 0 02 1 11 = sin y 2 + z 2 sin 1 + y 2 + z 2 zdz 04 0 11 = 2 sin 1 + z 2 sin 2 + z 2 sin z 2 zdz 04 1 1 = 2 cos 1 + z 2 + cos 2 + z 2 + cos z 2 0 8 1 = (cos 3 3cos 2 + 3cos1 1) 8 =
1 1

[ (

)]

[ ( [ (
(

)]

( )]

( )]

2.2 Triple integral with a more general integrating region

If Q has the form Q = {(x, y, z) | (x, y) R (a bounded region in the xy plane) and g1(x, y) z g2(x, y)}, then

f ( x, y, z ) dV =

g2 ( x , y )

R g1 ( x , y )

f ( x, y, z ) dzdA

Example: Find the volume bounded by the planes 2x+y+z=2, x=0, y=0 and z=0. Solution :We need to find V = dxdydz bounded by the above 4 planes
R

21

Calculus Of Multivariables

V = dxdydz = dx
0 R

2 2 x

dy

22 x y

dz = dx
0

2 2 x

(2 2 x y )dy = (2 x 2 4 x + 2)dx = 2 / 3
0

Practices:
1. Find the triple integral

R xy cos yzdV
2

where R={ (x, y, z) : 0x1, 0y1, 0z/2}.

2. With the region R={ (x,y,z): 0x1, x yx, x-yzx+y}. 2 x 3 y 2 zdV . (a) Find R

(b) Find the volume of the region R.

22