MULTIPLE INTEGRALS - DOUBLE INTEGRATION

Double Integrals

Consider a function of two independent variables z  f ( x, y) . Geometrically, for each ( x, y)

in the xy plane, z  f ( x, y) is defined, and represents a surface in the space.

Let R be a region in the xy plane. To define the double integral of z  f ( x, y) over the
region R , divide R into finite number of sub-regions, say n .

Let i th sub-region has area Si . Let ( xi , yi ) be a point on the i th sub-region. Let
n
zi  f ( xi , yi ) . Consider  f ( x , y )S . As
i 1
i i i n   such that maximum value of Si  0 ,

the above sum converges to a value called the double integral of z  f ( x, y) over the region
R denoted by  f ( x, y)dS .
R

n
  f ( x, y )dS  lim
n 
 f ( x , y )S
i i i
R Max.Si 0 i 1

Note that f ( xi , yi )Si is the volume of a cylindrical solid region with the base Si and
height f ( xi , yi ) .

Z=f(x,y)
z

Z=f(x,y)

R
(x,y)
x


Geometrically  f ( x, y)dS
R
is the volume of the cylindrical region with the base R in the xy

plane and the top surface is cut off by the surface z  f ( x, y) .

If f ( x, y)  1 , then  f ( x, y)dS   dS
R R
n
 lim
n 
 S i
Si 0 i 1

 Area of the region R in the xy plane

Z=f(x,y)

volume

Evaluation of double integrals

Let the elementary area dS be the area of a rectangle with sides dx and dy parallel to the
co-ordinate axes.

 dS  dxdy

  f ( x, y)dS   f ( x, y)dxdy
R R

A double integral can be considered as an iterated integral.

i.e. ,  f ( x, y )dxdy     f ( x, y )dy dx

 
R
inner integral

outer integral
 y

ds
dy
dx

o x

The dependent variable among x and y is considered as the variable of the inner integral and
the independent variable is the variable of the outer integral. While evaluating the inner
integral, the variable of the outer integral is treated as a constant (i.e. the inner integration is
the partial integration w.r.t the corresponding variable), then the outer integral is evaluated.

If the region R is bounded by the curves y  g1 ( x) , y  g2 ( x) for a  x  b , then

x b y  g 2 ( x )

 f ( x, y)dxdy   
R x  a y  g1 ( x )
f ( x, y )dydx .

Y
y=g(x)

A B

X
x=a y=b
If R is bounded by the curves x  h1 ( y) , x  h2 ( y) for c yd, then
y  d x  h2 ( y )

 f ( x, y)dydx   
R y  c x  h1 ( y )
f ( x, y )dxdy

Y
D

x=h(x,y)

Properties of the double integrals

1) If f ( x, y) and g ( x, y) are functions of x and y defined over R , c1 and c2 are

constants, then
 (c f ( x, y)  c g ( x, y))dS  c  f ( x, y)dS  c  g ( x, y)dS
R
1 2 1
R
2
R

2) If the region R is the union of two non-overlapping regions R1 and R2 i.e.

R  R1 R2 , then

 f ( x, y)dS   f ( x, y)dS   f ( x, y)dS

R R1 R2

3) If f ( x, y)  g ( x).h( y) where g ( x) is a function of x alone and h( y ) is a function of

y alone and if c & d are independent of x and a & b are independent of y , then
x b y  d x b y d

 
x  a y c
f ( x, y )dS  
x a
g ( x)dx  
y c
h( y )dy

4)  f ( x, y)dS  Volume of the cylindrical region with base

R
R in the xy plane and top

surface is cut off by the surface z  f ( x, y) .

5)  dS  Area of
R
R
Double integral in the polar co-ordinates

If the region R in the plane is bounded by the polar curves r  f1 ( ) and r  f 2 ( ) for
c1    c2 , then

  c2 r  f 2 ( )

 f (r, )dS     
R  c1 r  f1 ( )
f (r ,  )drd

Problems:

2 1
1. Evaluate   ( y sin x)dydx .
0 0

Solution:
 
x 1
2 1 2
y2
  ( y sin x)dydx  
0 0 x 0
2
sin x dx
0

x
2
1
 
x 0
2
sin xdx


 cos x 2

2 0
1
 or
2
 
x
2 1 2 y 1

  ( y sin x)dydx 
0 0

x 0
sin xdx  
y 0
ydy


x
2
1
 
x 0
2
sin xdx

1

y2
  cos x 02 
2 0

1

2
 2 x
2. Evaluate  
x 0 y  x2
( y 2 x)dydx

Y
y=x²

y=x

y=1

X
x=0 x=1

2 x 2 x
y3 x
  ( y x)dydx  
2
dx
x 0 y  x 2 x 0
3 yx 2

2
x 3
 
x 0
3
( x  x 6 )dx

2
 x4 x7 
   3  3  dx
x 0 
2
x 5 x8 32 256 128
    
15 24 0 15 24 15

3. Evaluate  ( xy  y )dS
3
where R  ( x, y) / 0  x  y  1
R

y=x
y=1

X
x=0 x=1
 1 1

 ( xy  y )dS    ( xy  y )dydx
3 3

R x 0 y  x
1
 xy 2 y 4 
1
    dx
x 0 
2 4 x
x 
1
1
   2 (1  x )  (1  x 4 )  dx
2

x 0
4 
 x x3 1 x 4 
1
x0  2  2  4  4  dx
1 1 1 1 2  5 3
     
4 8 4 20 40 40

4. Evaluate  xydS
R
where R is bounded by y   x , x  y and y  1 .

y=1

x=-y x=v y

y=x²
X

y=-x

1 y

 xydS   
R y  0 x  y
( xy )dxdy

y
1
 x2 y 
    dy
y 0 
2  y
1
y y 2 
  2  2  dy

y 0 
y 

1
 y 2 y3  1 1 5
 y 0  2  4  dy  6  16  48

 ( x  e
y
)ds
5. Evaluate D when D  ( x, y) / y  x 
 Y

y=-x y=x

X
y=0

 y

 ( x  e )ds   
y
( x  e  y )dxdy
D y  0 x  y
y

 x2 
    xe  y  dy
y 0   y
2

1 2
 
y 0
2
( y  y 2  2 ye  y )dy


2 
y 0
ye  y dy

 2[ y (e  y )  (1)(e  y )]0

 2[0  (0  1)]  2

6. Evaluate  rdrd over the region

D
D bounded by x2  y 2  2ax and y  x in the first

quadrant.

?=p/2

?=p/4

(a,a)

a
 
2 2 a cos

 rdrd 
R
  r 0
rdrd

4

2 a cos
2
r2
  2
d
 0
4

2
4a 2 cos 2 
  2
d

4

2
 a2  (1  cos 2 )d

4

 sin 2  2
 a 2  
 2  
4

  1  
 a 2     sin   sin  
 4 2 2 2 
 1
 a2   
 4 2

a a  y2 
7. Change the order of the integration and evaluate    y 4  a2 x2
 dydx .

0 ax  

y=a
x=0 (a,a)
x=y²

y=a

y²=ax
 y2
a 2
y2
Changing the order of integration we get  
y 0 0 y 4  a2 x2
dxdy

y 2 /2
a
y2
 ax 
 
y 0
a
sin 1  2 
 y 0
dy

a
y2
  a

sin 1 1  sin 1 0 dy 
y 0
a
a
 y2  y3  a2
 
y 0
2 a
dy 
2a 3

6
0

2 3 y

  x 
 y 2 dxdy by changing the order of integration.
2
8. Evaluate
0 y 2 /4

(0,3)
y²=4x
(1,2)

y=3-x
(3,0)
x=1
x+y=3

1 2 x 3 3 x

  ( x  y )dydx    (x  y 2 )dydx
2 2 2

x 0 y 0 x 1 y  0

172 22 942 314

   
105 3 105 35

1 1 x 2
dydx
9. Evaluate  
0 0 (1  e y )( 1  x 2  y 2 )
by changing the order of integration.
 Y

y=1
x=1-y²
x=0

x=1 x
y=0

1 1 y
2

dydx
 
0 0 (1  e )( 1  x 2  y 2 )
y

1 y 2
1
1  x 
  .sin 1   dy
1 e y
 1 y2 
x 0  0
 
1
1
  1 e
x 0
y   0  dy
2 
 1
e y
2 x0 1  e  y
 dy

 
  log(1  e  y )    log 2  log(1  e 1 ) 
1

2 0 2

2 a 2 ax  x 2

10. Evaluate  
0 0
dydx by reversing the order of integration.

y=a

x=a-(a²-y²) x²+y²=2ax

x=a
2 a 2 ax  x 2 a a  a2  y2

 
0 0
dydx   
y 0 x  a  a 2  y 2
dydx

   
a
  a  a 2  y 2  a  a 2  y 2 dy
0
a
 y
a
 2 a  y dy  2sin  
2 2 1

0  a0


Jacobians

Let u = u(x, y) and v = v(x, y) be continuous functions of x and y having continuous

 (u , v)
partial derivatives. Then Jacobian of u, v w.r.t. x & y denoted by J or is defined
 ( x, y )
as

u u
 (u, v) x x
J= =
 ( x, y ) u u
x x

The definition can be extended to any number of variables.

If ui  ui ( x1, x2 ,...xn ) is a function of x1 , x2 ,...xn having continuous partial derivatives , I

(u1 , u2 ,...un )
= 1,2,…n then Jacobian of u1 , u2 ,...un w.r.t. x1 , x2 ,...xn denoted by is
( x1 , x2 ,...xn )
defined as

u1 u1 u1

x1 x2 xn
u2 u2 u2
(u1 , u2 ,...un )
J= = x1 x2 xn
( x1 , x2 ,...xn )

un un un

x1 x2 xn

Properties of Jacobians:

 (u, v)  ( x, y )
1. If J1  , J2  then J1 J 2  1
 ( x, y )  (u, v)
Proof: Let u  u( x, y) and v  v( x, y) be one-to-one and onto functions of x and y . Then
 ( x, y )
the inverses of these functions are defined and x  x(u, v) and y  y(u, v) . Hence is
 (u, v)
defined.

Consider

u u x x
x y u v
J1 J 2  .
v v y y
x y u v
u x u y u x u y
.  . .  .
x u y u x v y v

v x v y v x v y
.  . .  .
x u y u x v y v
u u
u v 1 0
  1
v v 0 1
u v

Using the total differential formula.

1
Note that if J1  0 , then only J 2 is defined and J 2  .
J1

(u, v) ( z, w)  (u, v)
J1  , J2  J3 
2. If ( z, w) ( x, y ) and  ( x, y ) then J J  J .
1 2 3

 (u, v)  ( z , w)
Proof: Consider J1 J 2  .
 ( z , w)  ( x, y )
u u z z
z w x y
 .
v v w w
z w x y

u z u w u z u w
.  . .  .
z x w x z y w y

v z v w v z v w
.  . .  .
z x w x z y w y
 u u
x y  (u, v)
   J3
v v  ( x, y )
x y

3. If x  x(u, v) and y  y(u, v) are one-one and onto functions of u and v with
 ( x, y )
Jacobian J 
(u, v)
 0 , then  f ( x, y)dxdy   f ( x(u, v), y(u, v)) J dudv .
S S

Examples:

1) Let u  x 2 y and v  5x  sin y .

u u
 (u, v) x y 2 xy x2
Then J     2 xy cos y  5 x 2 .
 ( x, y ) v u 5 cos y
x y
2) Consider the transformation from the Cartesian co-ordinates ( x, y) to polar co-
ordinates (r , ) , i.e x  r cos  , 0  r  
y  r sin  , 0    2

x x
 ( x, y ) r  cos  r sin 
J   r0
 (r , ) y y sin  r cos 
r 
  f ( x, y)dxdy   f (r cos  , r sin  )rdrd
R R

3) Consider the transformation from Cartesian co-ordinate system to cylindrical co-

ordinate system, x   cos  , 0    
y   sin  , 0    
z  z,    z  
  c1 , a constant represents a cylinder.
  c2 , a constant represents a half-plane.
z  c3 , a constant represents a plane parallel to xy -plane.
  c1 and   c2 represents a line.
  c1 and z  c3 represents a circle.
  c2 and z  c3 represents a half line (ray).
 x x x
  z
cos    sin  0
 ( x, y, z ) y y y
J   sin   cos  0 
 (  ,  , z )   z
0 0 1
z z z
  z
4) Consider the transformation from Cartesian co-ordinate system to spherical co-
ordinate system, i.e x  r sin  cos  , 0  r  
y  r sin  sin  , 0    
z  r cos  , 0    
r  c1 , a constant represents a sphere with centre at the origin and radius c1 .
  c2 represents a half plane.
  c3 represents a cone with axis as z -axis and semi-vertical angle c3 .
r  c1 and   c2 represents a semi-circle.
r  c1 and   c3 represents a circle.
  c1 and   c2 represents a half line.
x x x
r  
sin  cos  r cos  cos  r sin  sin 
 ( x, y, z ) y y y
J   sin  sin  r cos  sin  r sin  cos   r 2 sin  .
 (r ,  ,  ) r  
cos  r sin  0
z z z
r  

Problems:


e
 ( x2  y 2 )
1) Evaluate the following by changing to polar co-ordinates : dxdy
0 0

Solution: Changing over to polar co-ordinates x  r cos , y  r sin  , x 2  y 2  r 2 for


0  r  , 0    , we get
2

  /2   /2
e r
2

e  e rdrd   d
 ( x2  y 2 ) r2
dxdy  
0 0 0 0 0
2 0
 /2
1 1 
 
0
2
(0  1)d  .
2 2


4
 2) Evaluate 
R
x 2  y 2 dxdy where R is the region bounded by circles

x 2  y 2  a 2 , x 2  y 2  b2 , a  b .

Solution: Changing over to polar co-ordinates x  r cos , y  r sin  , a  r  b, 0    2 ,

2 b 2 b
r3
 x  y dxdy    r. rdrd   d
2 2

R  0 r  a  0 3 a
2
b3  a 3
we get 
3  d
0

b a
3 3
 .2
3

2 2 x  x2
x
3) Evaluate  
0 0 x2  y 2
dxdy by changing to polar co-ordinates.

Solution: y  2 x  x 2  x 2  y 2  2 x  r  2cos 

Changing over to polar co-ordinates x  r cos , y  r sin  , 0  r  2cos , 0     / 2,

2 x  x2  /2 2cos  /2 2cos
r cos 
2
x r2
 
0 0 x2  y 2
dxdy   
 0 r 0 r
. rdrd  
 0 2
cos  d
0
 /2  /2
1
2  0
 4 cos 2  .cos  d  2  cos3  d
 0

2 4
 2. .1 
3 3

1 1 x y

 e dydx using the transformations x  y  u, y  uv .

x y
4) Evaluate
x 0 y 0

Solution: x  u  y  u  uv  u(1  v) and y  uv

x x
 ( x, y ) u v 1  v u
J   u
 (u, v) y y v u
u v

Now x  0  u  0 or v  1
y  1  x  x  y  1, i.e u  1
y  0  u  0 or v  0

 0  u, v  1
Changing the variables, we get

1 1 x y 1 1 uv

 e  e
x y
dydx  u
udvdu
x 0 y 0 u 0 v 0
1 1
   e udvdu
u

u 0 v 0
1 1

  udu
1
 ev udu  (e  1)
0
u 0 u 0
1
u2 (e  1)
 (e  1) 
2 0 2

a a
x2
5) Evaluate  0 y x2  y 2
dxdy by changing over to polar co-ordinates.

Solution: Changing over to polar co-ordinates, x  r cos , y  r sin  ,

x  a  r cos   a or r  a sec 

 0  r  a sec  , 0   
4
 /4 a sec
r 2 cos 2 
a q
x2

0 y x2  y 2
dxdy   
 0 r 0 r
.rdrd

 /4 a sec
r3
  cos 2  d
 0 3 0
 /4
1
3  0
 a 3 sec3  cos 2  d

 /4
a3
3  0
 sec  d

a3  /4
 log(sec   tan  )  0
3
a3
 log( 2  1)
3

Exercises:

a a2  x2
1) Evaluate   0 0
y 2 x 2  y 2 dydx by changing over to polar co-ordinates.

x2 y 2
2) Evaluate where R is bounded by  1
a 2 b2
(Hint: Use the transformation x  ar cos , y  ar sin  , 0  r  1, 0    2 )
  ( x  y) dxdy
2
3) Evaluate where R is the parallelogram in the xy -plane with vertices
R

(1,0),(3,1),(2, 2) and (0,1) using the transformations u  x  y, u  x  2 y .

dxdy
4) Evaluate R 1  x2  y 2
where R is the region bounded by one loop of

 
r 2  cos 2 ,    .
4 4
1 2 x2
x
5) Evaluate  
0 x x2  y 2
dydx by transforming into polar co-ordinates.

Area enclosed by plane curves

1. Cartesian co-ordinates

Consider the area enclosed by the curves y  f1  x  and y  f 2  x  and the ordinates

x  x1 and x  x2 as shown in figure 1. Divide this area into vertical strips of width  x .

If P  x, y  and Q  x   x, y   y  be two neighboring points, then the area of the small

rectangle PQ is  x y .

Figure 1:

 The area of the strip KL  Lt   x y Since for all rectangles in the strip,  x is the
 y 0

same and y varies from y  f1  x  to y  f 2  x  , the area of the strip

f2  x  f2  x 

KL   x Lt  dy   x 
 y 0 f1  x 
dy .Adding up all such strips from x  x1 to x  x2 , we get
f1  x 

x2 f2  x  x2 f2  x  x  x2 y  f 2  x 

The area ABCD  Lt   x

 x 0 x1
 dy   dx  dy    dxdy .
f1  x  x1 f1  x  x  x1 y  f1  x 

Similarly, dividing the area ABCD (figure 2) into horizontal strips of width  y , we
y2 f 2  y 

get the area ABCD   

y1 f1  y 
dxdy .
 Figure 2:

Illustration:

1. By double integration, find the whole area of the curve a 2 x 2  y3  2a  y  .

Solution:

y
y 2a  y 
2a f  y 2a a 2a
y
The required area is A  2   dxdy  2   dxdy  2  y  2a  y dy
y 0 x 0 y 0 x 0 y 0
a

Put y  2a sin 2  .Then dy  2a.2sin  cos  d


2
A 2  2sin  2a sin 2  2a cos 2  .4a sin  cos  d
2

0


2
 32a 2   cos 2  d
4
sin
0

3 1 1 
 32a 2 . . . .
6 4 2 2
  a 2 sq.units
2. Find by double integration, the area included between the curve y 2  2a  x   x3 and

its asymptote.

Solution: The required area is

x x
f  x 
2a 2a x
A2   d ydx
x 0 y 0

2a
x3
=2 dx
0
2a  x


 2a sin  
3
2 2

2 4a sin  cos  d

0
2a cos 2 
by putting x  2a sin 2 

2
 16a  sin 
2 4

3 1 
 16a 2 . . .
4 2 2
 3 a sq.units
2

3. Find by double integration, the area included between the curve y  4 x  x 2 and the
line y  x .
Solution: The required area is
3 4 x  x2
A  
x 0 y  x
d ydx


  4 x  x 2  x dx  4.5sq.units 
0
Self-learning exercise:

1. Find using double integrals, the area of a plate in the form of a quadrant of the

ellipse
x2 y 2
 1
a 2 b2

2. Using double integrals, find the area between the parabolas

y 2  4ax
and

x 2  4ay

Solutions:
 ab
4
1.

2. (16/3)πa2

Polar Co-ordinates

Consider an area A enclosed by a curve whose equation is in polar co-ordinates. Let P  r ,  ,

Q  r   r ,    be two neighbouring points. Mark circular areas of radii r and r   r
meeting OQ in R and OP (produced) in S. Since arc PR= r and PS=  r , area of the
curvilinear rectangle PRQS is approximately=PR. PS= r .  r .

 r r taken for all

If the whole area is divided into such curvilinear rectangles, the sum
these rectangles gives in the limit the area A. Hence A= Lt  r r   rd dr where
  r, 0

the limits are to be so chosen as to cover the entire area.

Illustration:

1. Find the area of the cardioid r  a 1  cos   , by double integration.

Solution:

:
 a 1 cos  
Area A  2   rdrd   a 1  cos  d = 3 a 2 / 2 sq.units
2 2

 0 r 0 0

2. Find by double integration, the area lying inside the circle r  a sin  and outside the
cardioid r  a 1  cos   .

 /2 a sin 
Solution: Area A    rdrd = a 2  4    / 4 sq.units.
 0 r  a 1 cos 

3. Find the area common to the circles r  a sin  and r  a cos by double integration.

 /4 a cos
Solution: Area A    rdrd = a 2
/ 4 sq.units.
 
 0 r  a sin
Exercise:

1. Calculate the area included between the curve r  a  sec  cos   and its asymptote,
using double integration.
2. Find by double integration, the area lying inside the cardioid r  a 1  cos   and the
circle r  a
Solutions:
5 a 2
1.
4
a2
2.   8 
4

Volumes of solids

1. Volumes as double integrals:

Consider a surface z  f  x, y  . Let the orthogonal projection on XY-plane of its

portion S  be the area S. Divide S into elementary rectangles of area  x y by
drawing lines parallel to X and Y axes. With each of these rectangles as base, erect a
prism having its length parallel to OZ.
 volume of this prism between S and the given surface z  f  x, y  is  x y
Hence the volume of the solid cylinder on S as base, bounded by the given surface
with generators parallel to Z-axis is = Lt  z x y   zdxdy  f  x, y  dxdy
 x , y 0

where the integration is carried over the area S.

Note: While using polar co-ordinates, divide S into elements of area r .  r .
Therefore replacing dxdy by r .  r , we get the required volume as  zrd dr
2. Volumes as solids of revolution

Consider an elementary area  x y at the point P  x, y  of a plane area A. As this

elementary area revolves about x-axis, we get a ring of volume = 2 y x y . Hence the
total volume of the solid formed by the revolution of the area A about the x-axis =
 A
2 ydxdy .

In polar co-ordinates, the above formula for the volume becomes 

A
2 r sin  .rd dr .

Similarly, the volume of the solid formed by the revolution of the area A about the y-axis
is  A
2 xdxdy

1. Find the volume bounded by the cylinder x 2  y 2  4 and the planes y  z  4 and
z  0 using a double integral.

Solution

2 4 y 2

V  2  zdxdy
2 0

2 4 y 2

 2
2
  4  y dxdy
0

 16 cubic units

2 4 y 2 4 y

Using a triple integral, V  2    dzdxdy

2 0 0

2. Using a double integral, find the volume of the tetrahedron bounded by the co-
x y z
ordinate planes and the plane    1 .
a b c
Solution:
 x
b1 
a  a
V   zdydx
0 0
 x
b1 
a  a
 x y
  c 1   dydx
0 0  a b
1
 abc cubic units
6
Using a triple integral, V
  x  x y
b1  c 1  
a  a  a b
V    dzdydx
0 0 0

3. Using a double integral, find the volume

generated by the revolution of the
cardioid r  a 1  cos   about its axis.

Solution:
 a 1 cos 
V   2 r 2 sin  drd
0 0

8
  a 3 cubic units
3