Lecture 5.

1 Double Integrals over Rectangles

We extend the idea of a definite integral to double and triple integrals of

functions of two or three variables. These ideas are then used to compute
volumes, masses, and centroids of more general regions than we were able to
consider in Calc.2 also to calculate probabilities when two random variables are
involved. In much the same way that our attempt to solve the area problem led
to the definition of a definite integral, we now seek to find the volume of a solid and in the
process, we arrive at the definition of a double integral.

Recall the basics concerning definite integrals of functions of a single variable. If f ( x ) is defined
for a ≤ x ≤ b , dividing the interval [a , b ] into n subintervals [ x i−1 , x i] of equal width ∆ x= ( b−a ) /n
¿
and we choose sample points x i in these subintervals.

Then we form the Riemann sum

n

∑ f ( x ¿i ) ∆ x
i=1

and take the limit of such sums as n → ∞ to obtain the definite integral
b n
A=∫ f ( x ) dx=lim ∑ f ( x i ) ∆ x
¿

a n →∞ i=1

which represents the area under the curve y=f ( x ) from a

and b .

Just as the definite integral of a positive function of one

variable represents the area of the region between the graph
of the function and the x -axis, the double integral of a
positive function of two variables represents the volume of the region between the surface
defined by the function and the plane that contains its domain.

The double integral of a function f over the rectangle

R=[ a , b ] × [ c , d ] = {( x , y ) ∈ R , a ≤ x ≤ b , c ≤ y ≤ d } is
2

❑ m n

∬ f ( x , y ) dA= lim ∑ ∑ f ( x ¿ij , y ¿ij ) ∆ A

m , n →∞ i=1 j=1
R

if this limit exists, where the differential dA indicates that integration with respect to area
dA=dx ∙ dy .

Now, over each of these smaller rectangles we will construct a box whose height is given
¿ ¿
by f ( xij , yij )..
Here is a sketch of that. We will have a double sum since we will need to add up volumes in
both the x and y directions.

If f ( x , y ) ≥ 0 , then the volume V of the solid that lies above the rectangle R and below the
❑

surface z=f ( x , y ) is V =∬ f ( x , y ) dA .
R

It is usually difficult to evaluate single integrals directly from the definition of an integral, but
the Fundamental Theorem of Calculus provides a much easier method. The evaluation of double
integrals from first principles is even more difficult, but here we see how to express a double
integral as an iterated integral, which can then be evaluated by calculating two single integrals.

Example 1. Evaluate the iterated integrals

3 2

a) ∫ ∫ x ydydx
2

0 1

Solution. We work from the inside out: regarding x is a constant notice its similarity to partial
differentiation), we obtain

[ ] ( ) ( )
2 2 2 2
y y=2 2 2 2 1 3 2
∫ x ydy= x
2 2
2 y=1
=x
2
−x
2
= x
2
1

Now we integrate this function of x from 0 to 3:

[ ] |
3 2 3 2 3 3
∫∫ x 2
ydydx=∫ ∫ x ydy dx=∫ 32 x 2 dx= x2 30 = 272
2

0 1 0 1 0
 2 3

b) ∫ ∫ x ydxdy (Evaluate this integral and show that we obtain the same answer. It turns out
2

1 0

that the order of integration does not matter.)

The following theorem gives a practical method for evaluating a double integral by expressing it
as an iterated (in either order).

Fubini’s Theorem If f is continuous on the rectangle

R={ ( x , y ) , a ≤ x ≤ b , c ≤ y ≤ d } , then
❑ b d d b

∬ f ( x , y ) dA=∫∫ f ( x , y ) dydx=∫∫ f ( x , y ) dxdy

R a c c a

More generally, this is true if we assume that f is bounded on R , f is discontinuous only on a

finite number of smooth curves, and the iterated integrals exist.

Simple examples:
❑

a) ∬ 6 x y dA , R=[ 2, 4 ] ×[1 , 2]
2

b) ∬¿¿¿
R

❑
1
c) ∬ dA , R=[ 0 ,1 ] ×[1 , 2]
R ( 2 x +3 y )2
❑

d) ∬ x e xy dA , R=[ −1 , 2 ] ×[0 ,1]

R

a) It doesn’t matter which variable we integrate with respect to first, we will get the same
answer regardless of the order of integration. To prove that let’s work this one with each
order to make sure that we do get the same answer.
We will integrate with respect to y first. So, the iterated integral that we need to
compute is,
❑ 4 2

∬ 6 x y dA=∫∫ 6 x y dydx
2 2

R 2 1
When setting these up make sure the limits match up to the differentials. Since the dy is the
inner differential (i.e., we are integrating with respect to y first) the inner integral needs to
have y limits.

To compute this, we will do the inner integral first and we typically keep the outer integral
around as follows,

|
4 4

|
❑

∬ 6 x y 2 dA=∫ ( 2 x y 3 ) 21 dx=∫ 14 xdx =7 x 2 42=84

R 2 2

In this case we’ll integrate with respect to x first and then y

|
2 4 2 2

|
❑

∬ 6 x y 2 dA=∫∫ 6 x y2 d x d y=∫ ( 3 x 2 y 2) 42 d y=∫ 36 y 2 d y=12 y 3 21 =84

R 1 2 1 1

b) ∬¿¿¿
R

1
1 3 2 1
¿ ∫ [ x y + sin ( πx )+ x sin ( πy )¿ ]¿ ¿
0 3 π

❑ 2 1 2

c) ∬
1
R ( 2 x +3 y )
2
dA=∫ ∫ ( 2 x+3 y ) dxdy =∫
1 0
−2

1
−1
2
−1
( 2 x+ 3 y ) ¿ ( )
2
¿−
1
(
∫ 1 − 1 dy= −1
2 1 2+3 y 3 y
1
2 3 )1
ln|2+3 y|− ln | y| ⌊ 2 ¿ ¿
3 1 ( )
d) Now, while we can technically integrate with respect to either variable first sometimes
one way is significantly easier than the other way. In this case it will be significantly
easier to integrate with respect to y first as we will see.
❑ 2 1

∬ x e dA=∫∫ x e dydx =¿ ¿
xy xy

R −1 0

The y integration can be done with the quick substitution,

2 2

|
du=xdy −1 0 |
¿ u=xy =∫ e ⌊ 1 dx=∫ ( e −1 ) dx ¿ ¿
xy

−1
x

Example 2. Evaluate the double integral ∬ ( x−3 y ) dA , where R={ ( x , y ) , 0 ≤ x ≤2 , 1≤ y ≤2 } .

2

R
Solution 1. Fubini’s Theorem gives

]
❑ 2 2 2 2 2
2 y=2 x 2
∬ ( x−3 y
2
) dA=∫∫ ( x−3 y
2
) dydx=∫ [ xy− y ] dx =∫ ( x−7 ) dx=
y=1
−7 x =−12
2 0
R 0 1 0 0

Solution 2. Integrate with respect to x first, we have

[ ]
❑ 2 22 2 2
x
∬ x−3 y dA=∫∫ x−3 y dxdy=∫ −3 x y 2 2 dy=∫ ( 2−6 y 2 ) dy=2 y−2 y 3 ] 2 =−12
( 2
) ( 2
)
2 0 1
R 1 0 1 1

Example 3. Evaluate ∬ y sin ( xy ) dA , where R=[ 1 , 2 ] × [ 0 , π ] .

R

When we evaluate double integrals, it is wise to choose the order of integration that gives
simpler integrals. Integrate with respect to x first:
❑ π 2 π π
−1
∬ y sin ( xy ) dA=∫∫ y sin ( xy ) dxdy=∫ [−cos ( xy ) ] x=2
x=1
dy =∫ (−cos 2 y +cos y ) dy=
2
π
sin 2 y +¿ sin y ] =0 ¿
0
R 0 1 0 0

Example 4. Find the volume of the solid S that is bounded by the elliptic paraboloid
x + 2 y + z=16 , the planes x=2 and y=2, and the three coordinate planes.
2 2

Solution. First observe that S is the solid that lies under the surface z=16−x 2−2 y 2 and above
the square R=[ 0 ,2 ] × [ 0 , 2 ] . Therefore

[ ] ) [
❑ 2 2 2 2
V =∬ ( 16−x −2 y ) dA=∫ ∫ ( 16−x −2 y ) dxdy=∫
R
2 2

0 0
2 2

0
1 3 2
16 x− x −2 y x
3
x=2
x =0
dy=∫
0
88
3 (
3
−4 y dy=
88
3
y−

In the special case where f ( x , y ) can be factored as a product of a function of x only and a
function of y only, the double integral can be written as the product of two single integrals:
❑ b d

∬ g ( x ) h ( y ) dA=∫ g ( x ) dx ∫ h ( y ) dy where R=[ a , b ] × [ c , d ]

R a c

Example 5. If R=[ 0 , π /2 ] × [ 0 , π /2 ], then evaluate

 ❑ π/2 π/2

∬ sin x cos y dA= ∫ sin x dx ∫ cos y dy= [−cos x ] π0/2 [ sin y ] π0/2=1 ∙1=1
R 0 0

Example 6. Evaluate ∬ x cos 2 ydA , R=[ −2 , 3 ] ×[0 , π2 ]

R

( )( ) ( )
π π
❑ 3 2 2

∬ x cos 2 ydA = ∫ xdx ∫ cos 2 ydy =( 12 x 2) 32 12 ∫ ( 1+cos ( 2 y )) dy =¿

R −2 0 0

¿ ( 52 )( 12 ( y + 12 sin ( 2 y ) ) π0/2)= 58π .

HW 11. Exercises

1. Calculate the iterated integral.

4 2

a) ∫ ∫ ( 16 x y−2 x ) dydx
2

1 0

1 2

b) ∫ ∫ ( x +e ) dxdy
−y

0 1

4 2

c) ∫ ∫
1 1
( xy + xy ) dydx
1 1

d) ∫ ∫ v ( u+v ) dudv
2 4

0 0

2. Calculate the double integrals.

❑

a) ∬ x sec ydA , R= {( x , y ) ,0 ≤ x ≤ 2 , 0≤ y ≤ π / 4 }
2

❑ 2
xy
b) ∬ 2 dA , R= {( x , y ) ,0 ≤ x ≤ 1 ,−3 ≤ y ≤ 3 }
R x +1

c) ∬ x sin ( x + y ) dA , R=[ 0 , π /6 ] × [ 0 , π /3 ]
R

d) ∬ y e
−xy
dA , R=[ 0 ,2 ] × [ 0 , 3 ]
R
3. Find the volume of the solid that lies under the plane 4 x+ 6 y−2 z+15=0 and above the
rectangle R={ ( x , y ) ,−1 ≤ x ≤ 2 ,−1 ≤ y ≤ 1 }.

4. Find the volume of the solid that lies under the hyperbolic paraboloid z=3 y 2−x 2 +2 and
above the rectangle R=[−1 , 1 ] × [ 1 , 2 ] .