MEIL Cal2 Lecture13 Integrals3
MEIL Cal2 Lecture13 Integrals3
Jordan measure in Rk
Riemann integral in Rk
Remark
Z Z Z : k-dimensional integral is also denoted:Z
· · · f (x1 , x2 , . . . xk )dx1 dx2 . . . dxk = f (x)dx , where x = (x1 , x2 , . . . xk ) .
A A
1
Properties of Riemann integral:
1. When A ⊂ Rk is measurable and f : A → R is bouded and continuous then the Riemann integral
exists:
Z
f (x)dx
A Z
2. When |A| = 0 and f : A → R is bounded then f (x)dx = 0
A
Z and |A ∩ B| = 0 then
3.Z When A, B Zare measureable
f (x)dx = f (x)dx + f (x)dx
A∪B A B
Left hand side integral exists iff both right hand side integrals exist.
4. When f, g Z: A → R are integrable and f ≤ g then
Z
f (x)dx ≤ g(x)dx
A B
5. When f, g : A → R , f is integrable and g is bounded and |{x ∈ A : f (x) 6= g(x)}| = 0) then g is
integrable
Z and:
Z
f (x)dx = g(x)dx
A B
Z When f, g : A → R
6. Z and a ∈ R then :
Z are integrable
f (x) ± g(x)dx = f (x)dx ± g(x)dx
A
Z Z A A
af (x)dx = a f (x)dx
A A
Fubini theorem
Let’s denote:
Rk = Rk1 × Rk2
x = (x1 , x2 ) where x ∈ Rk , x1 ∈ Rk1 , x2 ∈ Rk2 .
Let be given a set A ⊂ Rk and a function f : A → R .
Let :
A0 = {x1 ∈ Rk1 : ∃x2 ∈ Rk2 : (x1 , x2 ) ∈ A} - projection of A onto the Rk1 space of x1
Ax1 = {x2 ∈ Rk2 : (x1 , x2 ) ∈ A} - cross section of A for fixed x1
x2
Ax 1
A
0 x1 A0 x1
Then:
2
ZZ Z Z
f (x1 , x2 )dx1 dx2 = f (x1 , x2 )dx2 dx1
A A0 A x1
Assuming existence of the above integrals.
Example:
Z Z Z Z Find the 4-dimensional measure of 4-dimensional ball:
V = dx1 dx2 dx3 dx4 , where A : x21 + x22 + x23 + x24 ≤ 1
A
Example solution:
ZZZZ ZZ ZZ
dx1 dx2 dx3 dx4 = dx3 dx4 dx1 dx2
A A0 Ax1 x2
0
A = {(x1 , x2 ) : x21 2
+ x2 ≤ 1}: projection of A onto the (x1 , x2 ) plane
Ax1 x2 = {(x3 , x4 ) : x23 + x24 ≤
1 − x21 − x22 } : cross-section of A for pfixed (x1 , x2 )
Tee
ZZ internal integral is equal to area of A x1 x2 (disk of radius R = 1 − x21 − x22 ):
dx3 dx4 = π(1 − x21 − x22 )
Ax1 x2
Using polar coordinates:
Z1 Z2π 2 1
r4
ZZ ZZ
r
V = 2 2
π(1 − x1 − x2 )dx1 dx2 = 2 3
π(1 − r )rdrdθ = π (r − r )dr · dθ = π − · [θ]2π
0 =
2 4 0
A0 A∗ 0 0
1 1
π 2π = π 2
4 2
End of example solution
Normal region in R3
Definition: A set A ⊂ R3 is said to be a normal region with respect to xy plane iff there exist a
normal region A0 ⊂ R2 and continuous functions g1 , g2 : A0 → R , g1 < g2 in int A such, that
A = {(x, y, z) ∈ R3 : (x, y) ∈ A0 , z ∈< g1 (x, y) , g2 (x, y) >}
Remark 1: Similarly a normal region with respect to planes xz and yz can be defined.
RemarkZ Z 2: A normal region is measurable and its measure is equal to:
|A| = (g2 (x) − g1 (x)) dxdy
A0
Remark 3: Similarly normal regions in Rk space can be defined.
Remark 4: Integration domains can be usually split into finite number of normal regions.
Iterated integral in R3
Theorem: Let be given a normal region: A = {(x, y, z) ∈ R3 : (x, y) ∈ A0 , z ∈< g1 (x, y) , g2 (x, y) >}
A → R. Then:
and a continuous function f :
ZZZ ZZ g2Z(x,y)
3
Remark: Next the double integral is usually replaced by two single integrals thus a triple integral is
transformed to three single integrals form.
ZZZ
1
Example: Evaluate the integral dxdydz , where the solid A is bonded by sur-
(x + y + z + 1)3
A
faces: x = 0 , y = 0 , z = 0 , x + y + z = 1
Example solution:
The solid A (tetrahedron) is a normal region.
Normal
form of A:
0≤x≤1 : projection of A0 onto x-axis
0≤y ≤1−x : cross section of A0 for fixed x
0≤z ≤1−x−y : cross section of A for fixed x, y
1
The function f (x, y, z) = is continuous, thus:
(x + y + z + 1)3
Z1 Z1−x 1−x−y
ZZZ Z
1 1
3
dxdydz = dz dy dx
(x + y + z + 1) (x + y + z + 1)3
A 0 0 0
We calculate integrals:
1−x−y 1−x−y
−1 −1
Z
1 1 1 1
3
dz = 2
= 2
+ 2
= 2
−
(x + y + z + 1) 2(x + y + z + 1) 0 2(2) 2(x + y + 1) 2(x + y + 1) 8
0
Z1−x 1−x
1 1 1 1 1 1 1 1
2
− dy = − − y = − − (1 − x) + = +
2(x + y + 1) 8 2(x + y + 1) 8 0 4 8 2(x + 1) 2(x + 1)
0
1 3
x−
8 8
Z1 1
1 1 3 1 1 3 1 1 3 1 5
+ x− dx = ln |x + 1| + x2 − x = ln 2 + − = ln 2 −
2(x + 1) 8 8 2 16 8 0 2 16 8 2 16
0
Answer:
ZZZ
1 1 5
3
dxdydz = ln 2 −
(x + y + z + 1) 2 16
A
4
Variables changing for triple integral
When domain of integration and the integrated function are symmetrical we can simplify the calcula-
tion.
Theorem:
Let be given an isometry Φ : R3 → R3 (f.e symmetry with respect to a plane).
Let be given a function f : A → R. Let the set A ⊂ R3 be equal A = A1 ∪ A2 and A1 is measurable,
A2 = Φ(A1 ) , and |A1 ∩ A2 | = 0 . For P ∈ZRZ3Zlet P 0 = Φ(P ) -the point symmetrical to P . Then:
1. When f (P 0 ) = −f (P ) and there exists f (x, y, z)dxdydz then
ZZZ A
f (x, y, z)dxdydz = 0
A
2.Z Z
When
Z f (P 0 ) = f (P ) thenZ Z Z
f (x, y, z)dxdydz = 2 f (x, y, z)dxdydz
A A1
and left hand side integral exists and right hand side integral exists
x3 e y
ZZZ
Example: Evaluate dxdydz , where A : x2 + y 2 + z 2 ≤ 1
x2 + yz + 4
A
Example solution:
The set A (ball) is symmetrical with respect to yz plane. The point symmetrical to P :
P = (x, y, z) → P 0 = (−x, y, z)
(−x)3 ey x3 e y
f (P 0 ) = f (−x, y, z) = = − = −f (x, y, z) = −f (P )
(−x)2 + yz + 4 x2 + yz + 4
The
Z Z Z integral3 exists because A is a normal region and f is continuous, thus:
x
2
dxdydz = 0
x + yz + 4
A
5
End of example solution
Cylindrical coordinates
x = r cos θ
y = r sin θ
z=z
|J| = r
r>0
θ ∈ (0, 2π)
z ∈ (−∞, ∞)
Remark 1: The interval for θ can be arbitrary, provided that its length is 2π f.e. (−π, π)
Remark 2: These coordinates are usually used when A is a revolutionary solid.
Remark 3: Surfaces of constant r are cylinders, surfaces of constant z are planes perpendicular to
z-axis, surfaces of constant θ are semiplanes that start at z-axis.
ZZZ
Example: Evaluate the integral x2 dxdydz , where the solid A is bounded by surface:
p A
z = x2 + y 2 , z = x2 + y 2 .
Example solution:
We use
Z Z Zcylindrical coordinates:
ZZZ ZZZ
2 2 2
I= x dxdydz = r cos θ · rdrdθdz = r3 cos2 θdrdθdz
A A∗ A∗
∗
The solid A is bounded by surfaces:
z=p x2 + y 2 =⇒ z = r2 : paraboloic cylinder
z = x2 + y 2 =⇒ z = r : plane
We take into account standard cylindrical coordinates ranges:
θ ∈ (0, 2π) , r ∈ (0, ∞) , thus:
r = r2 =⇒ r(r − 1) = 0 =⇒ r = 0 or r = 1
Projection of A∗ onto rz plane:
z = r2
z
z=r
1
A∗
0 1 r
0≤r≤1
A∗ : r2 ≤ z ≤ r
0 ≤ θ ≤ 2π
A∗ is a generalized cylinder, hence:
So: Z Z
1 r Z 2π
3
I= r dz dr · cos2 θdθ
0 r2 0
We
Z r evaluate integrals:
r3 dz = r3 [z]rr2 = r3 (r − r2 ) = r4 − r5
2
Zr 1 1
4 5 1 5 1 6 1
(r − r )dr = r − r =
0 5 6 0 30
6
Z 2π Z 2π 2π
2 1 + cos 2θ 1 sin 2θ
cos θdθ = dθ = θ+ =π
0 0 2 2 2 0
Then:
π
I=
30
End of example solution
Spherical coordinates
x = r sin ϕ cos θ
y = r sin ϕ sin θ
z = r cos ϕ
|J| = r2 sin ϕ
r ∈ (0, ∞)
ϕ ∈ (0, π)
θ ∈ (0, 2π)
Remark 1: The range of θ can be an arbitrary interval of length 2π f.e. (−π, π)
Remark 2: Surfaces of constant r are spheres, surfaces of constant ϕ are cones, surfaces of constant
θ are semiplanes.
ZZZ
Example: Evaluate the integral zdxdydz , where A :
p A
2 2 2
x + y + z ≤ 1 , z ≥ x2 + y 2 .
Example solution:
We use
Z Z Zspherical coordinates
ZZZ ZZZ
2
I= zdxdydz = r cos ϕ · r sin ϕdrdϕdθ = r3 cos ϕ sin ϕdrddϕθ
A A∗ A∗
The set A∗ :
x2 +py 2 + z 2 ≤ 1 =⇒ r2 ≤ 1 =⇒ r ≤ 1
z ≥ x2 + y 2 =⇒ r cos ϕ ≥ r sin ϕ divide both sides by r sin ϕ (r sin ϕ > 0)
cot ϕ ≥ 1 =⇒ ϕ ≤ π4
We take into account standard spherical coordinates ranges: θ ∈ (0, 2π) , ϕ ∈ (0, π) , r ∈ (0, ∞) , thus:
Projection of A∗ onto ϕr plane:
r
r=1
1
A∗
0 π ϕ
4
π
0≤ϕ≤
4
A∗ : 0 ≤ r ≤ 1
0 ≤ θ ≤ 2π
∗
A is aZ cuboid
π
so: ! Z π
! π
1 Z 2π Z
4
3
4 1 h 4 i1
r 2π π cos 2ϕ 4
I= cos ϕ sin ϕdϕ · r dr · dθ = sin 2ϕdϕ · 4 ·[θ]0 = − =
0 0 0 0 2 0 4 2 0
π
8
End of example solution
7
Applications of triple integral
Example: Fine the volume of the solid bounded by the surface: (x2 + y 2 + z 2 )2 = z
Example solution:
ZZZ
V = 1dxdydz
A
Using
Z Z Z spherical coordinates:
r2 sin ϕdrdϕdθ
A∗
Normal form of A∗ :
√
(x2 + y 2 + z 2 )2 = z =⇒ r4 = r cos ϕ =⇒ r = 3 cos ϕ
We take
into account standard spherical coordinates ranges: θ ∈ (0, 2π) , ϕ ∈ (0, π) , r ∈ (0, ∞) , thus:
π
0≤ϕ≤
∗ 2
√
A : 0 ≤ r ≤ 3 cos ϕ
0 ≤ θ ≤ 2π
A∗ is a generalized cylinder, hence:
π π π
π √ ! Z2π Z2 √3 cos ϕ Z2 Z2
R2 3 Rcos ϕ 2 1 3 2π π
V = r sin ϕdr dϕ· dθ = [θ]2π 0 · r sin ϕ dϕ = cos ϕ sin ϕdϕ = sin 2ϕdϕ =
0 0 3 0 3 3
0 0 0 0
π2
π 1 π
− cos 2ϕ =
3 2 0 3
End of example solution
Mean Value
Let AZ Z⊂ZR3 , and f : A → R3 .Z Mean
Z Z value of the function f on the set A is equal to:
f (x, y, z)dxdydz f (x, y, z)dxdydz
A A
f= = ZZZ
V
dxdydz
A
8
Mechanical applications of double and triple integral
Additive quantities
Additive quantities are quantities corresponding to sets (formally functions which argument is a set
and value is a number) such that:
q(A ∪ B) = q(A) + q(B) for disjoint A and B
Examples of additive quantities:
mass, moment of inertia, momentum, angular momentum, force, moment of force, electrical charge,
probability.
To compute an additive quantity we use:
k
X
1. When A is a finite set: A = {x1 , x2 , . . . xk } then q(A) = qi where qi = q(xi )
i=1
2. When A is an infinite set (sequence): A = {x1 , x2 , . . . } then
∞
X
q(A) = qi (series) where qi = q(xi )
i=1
3. WhenZ A is a 1-dimensional set then
q(A) = ρ(x)dx
A
where ρ(x) is the density of the quantity q i.e. q(< x, x + dx >) = ρ(x)dx
4. WhenZ ZA is a 2-dimensional set then
q(A) = ρ(x, y)dxdy where ρ(x) is the density of the quantity q
A
5. WhenZ ZAZis a 3-dimensional set then
q(A) = ρ(x, y, z)dxdydz where ρ(x) is the density of the quantity q
A
kg →
−
Example: On a uniform rode of length l = 2[m] and linear density ρ = 3 there act forces F 1
m
→
−
and F 2 . Find the
h m total
i moment of force with respect to the origin of coordinate system.
Assume g = 10 2
s
y
0 1 2 x
−→
F2 = 10N
−
→
F1 = 20N
Example solution:
We assume positive moment of force direction to be clockwise. Then total moment of force:
Z2
M = x1 · F1 + x2 · F2 + xgρdx
0
Moment of force is an additive quantity,
dm = ρdx is the mass of a small piece of rode < x, x + dx >
gdm is the gravity force that acts on that piece
9
xgdm is the moment of that gravity force (here we need the assumption of small dx to use one x for
entire piece) thus xgρ is the moment of force density
Hence
Z2 2 2
x
M = 1 · 20 + 2 · 10 + x · 10 · 3dx = 40 + 30 = 40 + 60 = 100
2 0
0
The answer: M = 100[Nm]
End of example solution
Mass of a solid
3
Let AZ ⊂
Z ZR and its density ρ : A → R+ . The the mass of the solid A is equal to:
m= ρ(x, y, z)dxdydz
A
Remark: Mass a small cuboid (dx, dy, dz) placed at point (x, y, z) is equal to:
dm = ρdxdydz .
Mass of a 2 dimensional region
2
Let AZ ⊂
Z R and its density ρ : A → R+ .The the mass of the region A is equal to:
m= ρ(x, y)dxdy
A
p
Example: Find the mass of the solid of the density ρ = z bounded by surfaces: z = x2 + y 2 ,
z = x2 + y 2
Example solution:
The mass
Z Z Z of the solid is equal Zto:
ZZ
m= ρ(x, y, z)dxdydz = zdxdydz
A A
UsingZcylindrical
ZZ coordinates:
m= z · rdrdθdz
A∗
∗
We find
p normal form of A :
z = x2 + y 2 =⇒ z = r
z = x2 + y 2 =⇒ z = r2
into account standard cylindrical coordinates ranges: θ ∈ (0, 2π) , r ∈ (0, ∞) , thus:
We take
0≤r≤1
∗
A : r2 ≤ z ≤ r
0 ≤ θ ≤ 2π
A∗ is a (generalized) cylinder, thus:
! Z 2π Z1 r Z1 1
R1 Rr
1 2 2π 3 5 1 4 1 6 π
m= z · rdz dr · dθ = r z dr · [θ]0 = π (r − r )dr = π r − r =
0 r2 0 2 r2 4 6 0 12
0 0
10
ZZZ
with respect to yz plane: Syz = xρ(x, y, z)dxdydz
ZAZ Z
with respect to xz plane: Sxz = yρ(x, y, z)dxdydz
A
Remark: The mass center coordinates are weighted means of corresponding coordinates with the
density as the weight function.
Mass center of a 2-dimensional region
Let A ⊂ R2 be a region and its density ρ : A → R+ . Then the mass center coordinates (xC , yC ) of
that region are
Z Z equal to:
xρ(x, y)dxdy
Sy A
xC = = Z Z
m
ρ(x, y)dxdy
ZA
Z
yρ(x, y)dxdy
Sx
yC = = ZA Z
m
ρ(x, y)dxdy
A
11
Example 1: Find the mass center of a homogeneous semi-ball A: x2 + y 2 ≤ 1 , y ≥ 0
Example 1 solution:
The region
ZZ is homogeneous:
ZZ ρ(x, y) is constant.
1
m= ρdxdy = ρ dxdy = πρ the integral is equal to the area of A
2
ZAZ A
Sy = xρdxdy = 0 because A is symmetrical with respect to Oy axis, and the function f (x, y) = xρ
A
changes sign at symmetrical points.
Thus:
xC = 0
ZZ ZZ Z1 Zπ 1
1 3 2
Sx = yρdxdy = ρ 2
r sin ϕ · rdrdϕ = ρ r dr sin ϕdϕ = ρ r [− cos ϕ]π0 = ρ
3 0 3
A A∗ 0 0
Hence:
2
3
ρ 4
yC = 1 =
2
πρ 3π
End of example 1 solution
Example 2: Find the mass center of homogeneous semi-ball of radius R : x2 + y 2 + z 2 ≤ R2 , z ≥ 0
Example 2 solution:
0 0 0
Because the solid is symmetrical with respect
Z Zto
Z x = 0 plane (x , y , z ) = (−x, y, z) and the function
xρ changes sign at symmetrical points then xρdxdydz = 0 thus xC = 0.
A
Analogically yC = 0
Sxy
Let’s find zC =
ZZZ m ZZZ
2
m= ρdxdydz = ρ dxdydz = ρV = ρ πR3
3
A A
Integral
Z ZofZ f (x, y, z) = 1 is Zequal
Z Z to the volume V of the semi-ball.
Sxy = ρzdxdydz = ρ zdxdydz
A A
Using spherical
ZZZ coordinates: ZZZ
2
Sxy = ρ r cos ϕr sin ϕdrdϕdθ = ρ r3 sin ϕ cos ϕdrdϕdθ
A∗ A∗
We find normal form of A∗ :
x2 + y 2 + z 2 ≤ R2 =⇒ r2 ≤ R2 =⇒ r ≤ R
π
z ≥ 0 =⇒ r cos ϕ > 0 =⇒ cos ϕ > 0 =⇒ ϕ <
2
We take
into account standard spherical coordinates ranges: θ ∈ (0, 2π) , ϕ ∈ (0, π) , r ∈ (0, ∞) , thus:
π
0≤ϕ≤
2
A∗ : 0≤r≤R
0 ≤ θ ≤ 2π
A∗ is a cuboid, hence:
π
π
R
Z2π Z2 R π2
2 1 1 4 2π π 4 1 π
· [θ]0 = ρ R − cos 2ϕ = ρ R4
R R 3
Sxy = ρ sin ϕ cos ϕdϕ · r dr · dθ = ρ · sin 2ϕdϕ · r
0 0 2 4 0 4 2 0 4
0 0
Thus:
12
ρ π4 R4 3
zC = 2 = R
ρ 3 πR3 8
End of example 2 solution
Remark: Moment of inertia of a small cuboid (dx, dy, dz) placed at point (x, y, z) with respect to Oz
-axis is equal to:
dIz = dm · (x2 + y 2 ) = (x2 + y 2 )ρdxdydz .
Moment of inertia of a two dimensional region
Let A ⊂ R2 be a region and ρ : A
Z Z→ R+ it density. Then its moment of inertia is equal to:
With respect to Ox -axis: Ix = y 2 ρ(x, y)dxdy
ZAZ
With respect to Ox -axis: Iy = x2 ρ(x, y)dxdy
A
Example: Find the moment of inertia with respect to Oz -axis of a homogeneous ball of radius R and
mass m :
x2 + y 2 + z 2 ≤ R 2 .
Example solution:
ZZZ ZZZ
2 2
Iz = ρ(x + y )dxdydz = ρ (x2 + y 2 )dxdydz
A A
Using spherical
ZZZ coordinates: ZZZ
2 2 2
Iz = ρ r sin ϕ · r sin ϕdrdϕdθ = ρ r4 sin3 ϕdrdϕdθ
A∗ A∗
We find normal form of A∗ :
x2 + y 2 + z 2 ≤ R2 =⇒ r2 ≤ R2 =⇒ r ≤ R
into account standard spherical coordinates ranges: θ ∈ (0, 2π) , ϕ ∈ (0, π) , r ∈ (0, ∞) , thus:
We take
0≤ϕ≤π
∗
A : 0≤r≤R
0 ≤ θ ≤ 2π
A∗ is a cuboid, hence:
Z2π Zπ R Z−1
Rπ 3 RR 4
2 1 5 2π 2π 5
Iz = ρ sin ϕdϕ · r dr · dθ = ρ (1 − cos ϕ) sin ϕdϕ · r · [θ]0 = ρ R (1 − t2 )(−dt) =
0 0 5 0 5
0 0 1
−1
2π 5 1 3 8π 5
ρ R −t + t =ρ R
5 3 1 15
There was applied substitution: t = cos ϕ ; dt = − sin ϕdϕ ; t(0) = −1 ; t(π) = 1
Because the ball mass is: m = ρ 4π
3
R3 , so
13
Iz = 25 mR2
End of example solution
Example 2: Find the moment of inertia with respect to Ox -axis of homogeneous disk of radius R
and mass m :
x2 + y 2 ≤ R 2 .
Example 2 solution:
ZZ ZZ
2
Ix = ρy dxdy = ρ y 2 dxdy
A A
Using polar
Z Z coordinates: ZZ
2 2
Ix = ρ r sin ϕ · rdrdϕ = ρ r3 sin2 ϕdrdϕ
A∗ A∗
∗
We find normal form of A :
x2 + y 2 ≤ R2 =⇒ r2 ≤ R2 =⇒ r ≤ R
into account standard polar coordinates ranges: θ ∈ (0, 2π) , r ∈ (0, ∞) , thus:
We take
0 ≤ θ ≤ 2π
A∗ :
0≤r≤R
A∗ is a rectangle, hence:
Z2π ZR Z2π R 2π
2 3 1 − cos 2ϕ 1 4 1 4 1 1 π
Ix = ρ sin ϕdϕ · r dr = ρ dϕ · r =ρ R ϕ − sin 2ϕ = ρ R4
2 4 0 4 2 4 0 4
0 0 0
Because the disk mass m = ρπR2 , so
Ix = 14 mR2
End of example 2 solution
14