Multiple Integrals

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Iterated Integrals
Suppose that f is a function of two variables that is
integrable on the rectangle R = [a, b]  [c, d].

We use the notation to mean that x is held fixed

and f(x, y) is integrated with respect to y from y = c to y = d.
This procedure is called partial integration with respect to y.
(Notice its similarity to partial differentiation.)

Now is a number that depends on the value of

x, so it defines a function of x:

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Iterated Integrals
If we now integrate the function A with respect to x from
x = a to x = b, we get

The integral on the right side of Equation 1 is called an

iterated integral. Usually the brackets are omitted. Thus

means that we first integrate with respect to y from c to d

and then with respect to x from a to b.
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Iterated Integrals
Similarly, the iterated integral

means that we first integrate with respect to x (holding y

fixed) from x = a to x = b and then we integrate the
resulting function of y with respect to y from y = c to y = d.

Notice that in both Equations 2 and 3 we work from the

inside out.

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Example 1
Evaluate the iterated integrals.
(a) (b)

Solution:
(a) Regarding x as a constant, we obtain

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Example 1 – Solution cont’d

Thus the function A in the preceding discussion is given

by in this example.

We now integrate this function of x from 0 to 3:

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Example 1 – Solution cont’d

(b) Here we first integrate with respect to x:

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Iterated Integrals
Notice that in Example 1 we obtained the same answer
whether we integrated with respect to y or x first.

In general, it turns out (see Theorem 4) that the two

iterated integrals in Equations 2 and 3 are always equal;
that is, the order of integration does not matter. (This is
similar to Clairaut’s Theorem on the equality of the mixed
partial derivatives.)

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

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Iterated Integrals
In the special case where f(x, y) can be factored as the
product of a function of x only and a function of y only, the
double integral of f can be written in a particularly simple
form.

To be specific, suppose that f(x, y) = g(x)h(y) and

R = [a, b]  [c, d].

Then Fubini’s Theorem gives

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Iterated Integrals
In the inner integral, y is a constant, so h(y) is a constant
and we can write

since is a constant.

Therefore, in this case, the double integral of f can be

written as the product of two single integrals:

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Double Integrals over General Regions
If F is integrable over R, then we define the double
integral of f over D by

Definition 2 makes sense because R is a rectangle and so

R F(x, y) dA has been previously defined.

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Double Integrals over General Regions
The procedure that we have used is reasonable because
the values of F(x, y) are 0 when (x, y) lies outside D and so
they contribute nothing to the integral.

This means that it doesn’t matter what rectangle R we use

as long as it contains D.

In the case where f(x, y)  0, we can still interpret

D f(x, y) dA as the volume of the solid that lies above D
and under the surface z = f(x, y) (the graph of f).

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Double Integrals over General Regions
You can see that this is reasonable by comparing the
graphs of f and F in Figures 3 and 4 and remembering that
R F(x, y) dA is the volume under the graph of F.

Figure 3 Figure 4

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Double Integrals over General Regions
Figure 4 also shows that F is likely to have discontinuities
at the boundary points of D.

Nonetheless, if f is continuous on D and the boundary

curve of D is “well behaved”, then it can be shown that
R F(x, y) dA exists and therefore D f(x, y) dA exists.

In particular, this is the case for type I and type II regions.

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Double Integrals over General Regions
A plane region D is said to be of type I if it lies between the
graphs of two continuous functions of x, that is,
D = {(x, y) | a  x  b, g1 (x)  y  g2 (x)}
where g1 and g2 are continuous on [a, b]. Some examples
of type I regions are shown in Figure 5.

Figure 5
Some type I regions
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Double Integrals over General Regions

In order to evaluate D f(x, y) dA when D is a region of

type I, we choose a rectangle R = [a, b]  [c, d] that
contains D, as in Figure 6, and we let F be the function
given by Equation 1; that is, F agrees with f on D and F is 0
outside D.

Figure 6
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Double Integrals over General Regions
Then, by Fubini’s Theorem,

Observe that F(x, y) = 0 if y < g1 (x) or y > g2 (x) because

(x, y) then lies outside D. Therefore

because F(x, y) = f(x, y) when g1 (x)  y  g2 (x).

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Double Integrals over General Regions
Thus we have the following formula that enables us to
evaluate the double integral as an iterated integral.

The integral on the right side of is an iterated integral,

except that in the inner integral we regard x as being
constant not only in f(x, y) but also in the limits of
integration, g1 (x) and g2 (x). 19
Double Integrals over General Regions
We also consider plane regions of type II, which can be
expressed as

D = {(x, y) | c  y  d, h1(y)  x  h2(y)}

where h1 and h2 are continuous. Two such regions are

illustrated in Figure 7.

Figure 7
Some type II regions 20
Double Integrals over General Regions
Using the same methods that were used in establishing ,
we can show that

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Example 1
Evaluate D (x + 2y) dA, where D is the region bounded by
the parabolas y = 2x2 and y = 1 + x2.

Solution:
The parabolas intersect when 2x2 = 1 + x2, that is, x2 = 1,
so x = 1.

We note that the region D,

sketched in Figure 8, is a
type I region but not a type II
region and we can write

D = {(x, y) | –1  x  1, 2x2  y  1 + x2}

Figure 8
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Example 1 – Solution cont’d

Since the lower boundary is y = 2x2 and the upper

boundary is y = 1 + x2, Equation 3 gives

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Example 1 – Solution cont’d

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Double Integrals in Polar Coordinates
Suppose that we want to evaluate a double integral
 R f(x, y) dA, where R is one of the regions shown in
Figure 1. In either case the description of R in terms of
rectangular coordinates is rather complicated, but R is
easily described using polar coordinates.

Figure 1
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Double Integrals in Polar Coordinates
Recall from Figure 2 that the polar coordinates (r,  ) of a
point are related to the rectangular coordinates (x, y) by the
equations

Figure 2
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Double Integrals in Polar Coordinates
The regions in Figure 1 are special cases of a polar
rectangle

R = {(r,  ) | a  r  b,      }

which is shown in Figure 3.

Polar rectangle

Figure 3

Figure 1
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Double Integrals in Polar Coordinates
In order to compute the double integral  R f(x, y) dA, where
R is a polar rectangle, we divide the interval [a, b] into m
subintervals [ri – 1, ri] of equal width r = (b – a)/m and we
divide the interval [,  ] into n subintervals [i – 1, j] of
equal width  = ( – )/n.

Then the circles r = ri and the

rays  = j divide the polar
rectangle R into the small polar
rectangles Rij shown in Figure 4.

Dividing R into polar subrectangles

Figure 4
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Double Integrals in Polar Coordinates
The “center” of the polar subrectangle

Rij = {(r,  ) | ri – 1  r  ri, i – 1    j}

has polar coordinates

We compute the area of Rij using the fact that the area of a
sector of a circle with radius r and central angle  is .

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Double Integrals in Polar Coordinates
Subtracting the areas of two such sectors, each of which
has central angle  = j – j – 1, we find that the area of Rij
is

Although we have defined the double integral  R f(x, y) dA

in terms of ordinary rectangles, it can be shown that, for
continuous functions f, we always obtain the same answer
using polar rectangles.

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Double Integrals in Polar Coordinates
The rectangular coordinates of the center of Rij are
, so a typical Riemann sum is

If we write g(r,  ) = rf(r cos , r sin  ), then the Riemann

sum in Equation 1 can be written as

which is a Riemann sum for the double integral

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Double Integrals in Polar Coordinates
Therefore we have

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Double Integrals in Polar Coordinates
The formula in says that we convert from rectangular to
polar coordinates in a double integral by writing
x = r cos  and y = r sin , using the appropriate limits of
integration for r and , and replacing dA by r dr d.

Be careful not to forget the additional factor r on the right

side of Formula 2.

A classical method for remembering

this is shown in Figure 5, where the
“infinitesimal” polar rectangle can be
thought of as an ordinary rectangle
with dimensions r d and dr and
therefore has “area” dA = r dr d. Figure 5
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Example 1
Evaluate  R (3x + 4y2) dA, where R is the region in the
upper half-plane bounded by the circles x2 + y2 = 1 and
x2 + y2 = 4.

Solution:
The region R can be described as

R = {(x, y) | y  0, 1  x2 + y2  4}

It is the half-ring shown in Figure 1(b),

and in polar coordinates it is given by
1  r  2, 0    . Figure 1(b)

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Example 1 – Solution cont’d

Therefore, by Formula 2,

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Double Integrals in Polar Coordinates
What we have done so far can be
extended to the more complicated
type of region shown in Figure 7.
In fact, by combining Formula 2
with Figure 7

where D is a type II region, we obtain the following formula.

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Double Integrals in Polar Coordinates
In particular, taking f(x, y) = 1, h1( ) = 0, and h2( ) = h( ) in
this formula, we see that the area of the region D bounded
by  = ,  = , and r = h( ) is

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Triple Integrals
Just as for double integrals, the practical method for
evaluating triple integrals is to express them as iterated
integrals as follows.

The iterated integral on the right side of Fubini’s Theorem

means that we integrate first with respect to x (keeping
y and z fixed), then we integrate with respect to y (keeping
z fixed), and finally we integrate with respect to z.
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Triple Integrals
There are five other possible orders in which we can
integrate, all of which give the same value.

For instance, if we integrate with respect to y, then z, and

then x, we have

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Example 1
Evaluate the triple integral B xyz2 dV, where B is the
rectangular box given by

B = {(x, y, z) | 0  x  1, –1  y  2, 0  z  3}

Solution:
We could use any of the six possible orders of integration.

If we choose to integrate with respect to x, then y, and

then z, we obtain

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Example 1 – Solution cont’d

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