University of Zimbabwe

HACS102/HFM102/HDSC102/HASTS105/HICH107/HPCT107
: CALCULUS
Chapter 7
Department:
Author:
Mathematics and
Dr J. Mushanyu
Computational Sciences

November 17, 2021

Multiple Integration

0.1 Iterated Integrals

In the previous chapter, we saw that it is meaningful to differentiate functions of several variables
with respect to one variable while holding the other variable constant, we can integrate functions
of several variables by a similar procedure. For example, if we have the partial derivative
fx (x, y) = 2xy, then by considering y constant, we can integrate with respect to x to obtain
Z
f (x, y) = fx (x, y) dx Integrate with respect to x
Z
= 2xy dx y is held constant
Z
= y 2x dx Factor out constant y

= y(x2 ) + C(y) Anti-derivative of 2x is x2

= x2 + C(y). C(y) is function of y

Note that the constant of integration, C(y) is a function of y. In other words, by integrating with
respect to x, we are able to recover f (x, y) only partially. For example, by considering y constant,
we can apply the Fundamental Theorem of calculus to evaluate
2y
Z 2y
2xy dx = x2 y = (2y)2 y − (1)2 y = 4y 3 − y.
1
1

Note that the variable ofZ integration cannot appear in either limit of integration. For example, it
x
makes no sense to write y dx.
0
Z x
Example 0.1.1. Evaluate (2x2 y −2 + 2y) dy.
1

1
Solution: Considering x to be constant and integrating with respect to y produces
Z x x
−2x2

2 −2 2
(2x y + 2y) dy = +y
1 y
1 
−2x2 −2x2
 
2
= +x − +1
x 1
= 3x2 − 2x − 1.

Notice that in the above example the integral defines a function of x and can itself be integrated.
Z 2 Z x 
2 −2
Example 0.1.2. Evaluate (2x y + 2y) dy dx.
1 1

Solution:
y 1≤x≤2 y=x
1≤y≤x
6

1 2 - x

Figure 1: The region of integration

Using the result from the previous example, we have

Z 2 Z x  Z 2
2 −2
(2x y + 2y) dy dx = (3x2 − 2x − 1) dx
1 1 1
2
= x − x2 − x 1
 3

= 2 − (−1)
= 3.

2
The integral in the above example is an iterated integral. Iterated integrals are usually written
simply as
Z b Z g2 (x) Z d Z h2 (y)
f (x, y) dydx and f (x, y) dxdy.
a g1 (x) c h1 (y)

The inside limits of integration can be variable with respect to the outer variable of integration.
However, the outside limits of integration must be constant with respect to both variables of
integration. After performing the inside integration, we obtain a definite integral, and the second
integration produces a real number.

One order of integration will often produce a simpler integration problem than the other order. The
order of integration affects the ease of integration, but not the value of the integral.

0.1.1 Comparing Different Orders of Integration

Example 0.1.3. Sketch the region whose area is represented by the integral
Z 2Z 4
dxdy.
0 y2

Then find another iterated integral using the order dydx to represent the area, and show that both
integrals yield the same value.

Solution: From the given limits of integration, we know that

y
6

y2

∆y

- x
4

Figure 2: Fig 1

y2 ≤ x ≤ 4 Inner limits of integration

3
which means that the region R is bounded on the left by the parabola x = y 2 and on the right by the
line x = 4. Furthermore, because
0≤y≤2 Outer limits of integration
we know that R bounded below by the x-axis. The value of this integral is
Z 2Z 4 Z 2 #4
dxdy = x dy
0 y2 0
y2
Z 2
= (4 − y 2 ) dy
0
2
y3

16
= 4y − = .
3 0 3
To change the order of integration to dydx, place a vertical rectangle in the region. From this we
can see that the constant bounds 0 ≤ x ≤ 4 serve as the outer limits of integration.
√ By solving for
2
y in the equation x = y , we can conclude that the inner bounds are 0 ≤ y ≤ x. Therefore, the
area of the region can be represented by
Z 4 Z √x
dydx.
0 0
By evaluating this integral, we can see that it has the same value as the original integral.
y

6 √
y= x

∆x
- x

Figure 3: Fig 2

√ # √x
Z 4 Z x Z 4
dydx = y dx
0 0 0
0
√
Z 4
= x dx
0
#4
2 3 16
= x2 = .
3 3
0

4
 Z 4 Z 2
2
Example 0.1.4. Express ey dydx as an iterated integral with order of integration reversed
x
0 2
and evaluate.

Solution: From the given limits of integration we see that, for a fixed x, y varies from y = x2 to
y = 2 and x varies from x = 0 to x = 4. We can also describe the region as, for y fixed, x varies
from
Z Z x = 0 to x = 2y and y varies from y = 0 to y = 2. The corresponding iterated integral is
2 2y
2
ey dxdy. Solving, we have
0 0

Z 2 Z 2y Z 2 x=2y
y2 y2
e dxdy = xe dy
0 0 0 x=0
Z 2
2
= 2yey dy
0
2
2
= ey
0
4
= e − 1.
Z 2 Z 1
3
Example 0.1.5. Evaluate yex dxdy.
y
0 2

3
Solution: We cannot integrate first with respect to x, as indicated, because it happens that ex
has no elementary anti-derivative. So we try to evaluate the integral by first reversing the order of
integration.
Z 2Z 1 Z 1 Z 2x
x3 3
ye dxdy = yex dydx
y
0 2
0 0
Z 1 2
1 2 3
= y xex dx
0 2 0
Z 1
3
= 2x2 ex dx
0
1
2 x3
= e
3 0
2
= (e − 1).
3

5
0.2 Double Integrals and Volume

0.2.1 Double Integrals and Volume of a Solid Region

Definition of Double Integral

If f is defined on a closed, bounded region R in the xy-plane, then the double integral of f over
R is given by
ZZ Xn
f (x, y) dA = lim f (xi , yi )∆xi ∆yi
|∆|→0
R i=1

provided the limit exists. If the limit exists, then f is integrable over R.

A double integral can be used to find the volume of a solid region that lies between the xy-plane
and the surface given by z = f (x, y).

Volume of a Solid Region

If f is integrable over a plane region R and f (x, y) ≥ 0 for all (x, y) in R, then the volume of the
solid region that lies above R and below the graph of f is defined as
ZZ
V = f (x, y) dA.
R

Example 0.2.1. Find the volume of the solid region R bounded by the surface
2
f (x, y) = e−x

and the planes y = 0, y = x and x = 1.

Solution: The base of R in the xy-plane is bounded by the lines y = 0, x = 1 and y = x. The two
possible orders of integration are
Z 1Z x Z 1Z 1
−x2 2
e dydx and e−x dxdy.
0 0 0 y

By setting Z
up the corresponding iterated integrals, we can see that the order dxdy requires the anti-
2
derivative e−x dx, which is not an elementary function. On the other hand, the order dydx

6
produces the integral
#x
Z 0 Z x Z 1
−x2 −x2
e dydx = e y dx
1 0 0
0
Z 1
−x2
= xe dx
0
#1
1 −x2
= − e
2
 0 
1 1
= − −1
2 e
e−1
= = 0.316.
2e

0.3 Triple Integrals

Definition of Triple Integral

If f is continuous over a bounded solid region Q, then the triple integral of f over Q is defined
as ZZZ n
X
f (x, y, z) dV = lim f (xi , yi , zi ) ∆Vi
|∆|→0
Q i=1

provided the limit exists. The volume of the solid region Q is given by
ZZZ
Volume of Q = dV.
Q

Evaluation by Iterated Integrals

Let f be continuous on a solid region Q defined by

a ≤ x ≤ b, h1 (x) ≤ y ≤ h2 (x), g1 (x, y) ≤ z ≤ g2 (x, y)
where h1 , h2 , g1 and g2 are continuous functions. Then
ZZZ Z b Z h2 (x) Z g2 (x,y)
f (x, y, z) dV = f (x, y, z) dV.
a h1 (x) g1 (x,y)
Q

Example 0.3.1. Evaluate the triple iterated integral

Z 2 Z x Z x+y
ex (y + 2z) dzdydx.
0 0 0

7
Solution: For the first integration, hold x and y constant and integrate with respect to z.
Z 2 Z x Z x+y Z 2Z x #x+y
ex (y + 2z) dzdydx = ex (yz + z 2 ) dydx
0 0 0 0 0
0
Z 2Z x
= ex (x2 + 3xy + 2y 2 ) dydx.
0 0
For the second integration, hold x constant and integrate with respect to y.
Z 2Z x Z 2  x
x 2 2 x 2 3xy 2 2y 3
e (x + 3xy + 2y ) dydx = e x y+ + dx
0 0 0 2 3 0
19 2 3 x
Z
= x e dx
6 0
" #2
19 x 3
= e (x − 3x2 + 6x − 6)
6
0
19 e2
 
= +1 .
6 3
Example 0.3.2. If f (x, y, z) = xy + yz and T consists of those points (x, y, z) in space satisfying
the inequalities −1 ≤ x ≤ 1, 2 ≤ y ≤ 3 and 0 ≤ z ≤ 1, then
ZZ Z 1 Z 3Z 1
f (x, y, z) dV = (xy + yz) dzdydx
−1 2 0
T
Z 1 Z 3  1
1 2
= xyz + yz dydx
−1 2 2 z=0
Z 1 Z 3 
1
= xy + y dydx
−1 2 2
Z 1 3
1 2 1 2
= xy + y dx
−1 2 4 y=2
Z 1 
5 5
= = x+ dx
−1 2 4
 1
5 2 5 5
= x + x = .
4 4 −1 2

0.4 Change of Variables : Jacobians

0.4.1 Jacobians

The Jacobian is named after the German mathematician Carl Gustav Jacobi (1804-1851). For the
single integral Z b
f (x) dx
a

8
you can change variables by letting x = g(u), so that dx = g 0 (u)du, and obtain
Z b Z d
f (x) dx = f (g(u))g 0 (u) du
a c

where a = g(c) and b = g(d). Note that the change of variable introduces an additional factor g 0 (u)
into the integrand. This also occurs in the case of double integrals.
ZZ ZZ
∂x ∂y ∂y ∂x
f (x, y) dA = f (g(u, v), h(u, v)) − dudv
∂u ∂v ∂u ∂v
R S | {z }
Jacobian
where the change of variables x = g(u, v) and y = h(u, v) introduces a factor called the Jacobian
of x and y with respect to u and v.

Definition of the Jacobian

If x = g(u, v) and y = h(u, v), then the Jacobian of x and y with respect to u and v, denoted by
∂(x, y)
is
∂(u, v)
∂x ∂x
∂(x, y) ∂u ∂v ∂x ∂y ∂y ∂x
= = − .
∂(u, v) ∂y ∂y ∂u ∂v ∂u ∂v
∂u ∂v
∂(u, v)
In cases it is more convenient to express u and v in terms of x and y, we can first compute
∂(x, y)
∂(x, y)
explicitly and then find the needed Jacobian from the formula
∂(u, v)

∂(x, y) ∂(u, v)
· = 1.
∂(u, v) ∂(x, y)

Example 0.4.1. Find the Jacobian for the change of variables defined by

x = r cos θ and y = r sin θ.

Solution: From the definition of a Jacobian, we obtain

∂x ∂x
∂(x, y) ∂r ∂θ cos θ −r sin θ
= = = r cos2 θ + r sin2 θ = r.
∂(r, θ) ∂y ∂y sin θ r cos θ
∂r ∂θ

9
The above example points out that the change of variables from rectangular to polar coordinates
for a double integral can be written as
ZZ ZZ
f (x, y) dA = f (r cos θ, r sin θ) rdrdθ, r > 0
R S
ZZ
∂(x, y)
= f (r cos θ, r sin θ) drdθ
∂(r, θ)
S

where S is the region in the rθ-plane that corresponds to the region R in the xy-plane. In general,
a change of variables is given by a one-to-one transformation T from a region S in the uv-plane
to a region R in the xy-plane, to be given by

T (u, v) = (x, y) = (g(u, x), h(u, v))

where g and h have continuous first partial derivatives in the region S. Note that the point (u, v)
lies in S and the point (x, y) lies in R. In most cases, we are hunting for a transformation for which
the region S is simpler than the region R.

Change of Variables for Double Integrals

Theorem 0.4.1. Let R and S be regions in the xy- and uv-planes that are related by the equations
x = g(u, v) and y = h(u, v) such that each point in R is the image of a unique point in S. If f is
∂(x, y)
continuous on R, g and h have continuous partial derivatives on S, and is non-zero on S,
∂(u, v)
then ZZ ZZ
∂(x, y)
f (x, y) dA = f (g(u, v), h(u, v)) dudv.
∂(u, v)
R S

Example 0.4.2. Let R be the region bounded by the lines

x − 2y = 0, x − 2y = −4, x + y = 4, and x + y = 1.

Evaluate the double integral ZZ

3xy dA.
R

Solution: to begin, let u = x + y and v = x − 2y. Solving this system of equations for x and y
1 1
produces x = (2u + v) and y = (u − v). The partial derivatives of x and y are
3 3
∂x 2 ∂x 1 ∂y 1 ∂y 1
= , = , = and =−
∂u 3 ∂v 3 ∂u 3 ∂v 3

10
which implies that the Jacobian is

∂x ∂x
∂(x, y) ∂u ∂v
=
∂(u, v) ∂y ∂y
∂u ∂v
2 1
3 3
=
1 1
−
3 3
2 1 1
= − − =− .
9 9 3
Therefore, we obtain
ZZ ZZ  
1 1 ∂(x, y)
3xy dA = 3 (2u + v) (u − v) dvdu
3 3 ∂(u, v)
R S
Z 4Z 0
1
= (2u2 − uv − v 2 ) dvdu
1 −4 9
Z 4 0
1 2 uv 2 v 3
= 2u v − − du
9 1 2 3 −4
1 4
Z  
2 64
= 8u + 8u − du
9 1 3
4
1 8u3

2 64
= + 4u − u
9 3 3 1
164
= .
9
Example 0.4.3. Suppose R is the Z Z plane bounded by the hyperbolas xy = 1, xy = 3 and
x2 − y 2 = 1, x2 = y 2 = 4. Find (x2 + y 2 ) dxdy.
R

Solution: The hyperbolas bounding R are u−curves and v−curves if u = xy and v = x2 − y 2 . We

can most easily write x2 + y 2 in terms of u and v by first noting that

4u2 + v 2 = 4x2 y 2 + (x2 − y 2 )2 = (x2 + y 2 )2 ,

√
so that x2 + y 2 = 4u2 + v 2 . Now

∂(u, v) y x
= = −2(x2 + y 2 ).
∂(x, y) 2x −2y

Hence we have
∂(x, y) 1 1
=− 2 2
=− √ .
∂(u, v) 2(x + y ) 2 4u2 + v 2

11
Therefore
ZZ
2 2
Z 4 Z 3 √ 1
Z 4 Z 3
1
(x + y ) dxdy = 4u2 + v2 √ dudv = dudv = 3.
1 1 2 4u2 + v 2 1 1 2
R

Example 0.4.4. Find the area of the region R bounded by the curves xy = 1, xy = 3 and
xy 1.4 = 1, xy 1.4 = 2.

Solution: Define change of variables transformation by u = xy and v = xy 1.4 . Then

∂(u, v) y x
= 1.4 = (0.4)xy 1.4 = (0.4)v.
∂(x, y) y (1.4)xy 0.4

∂(x, y) 1 2.5
So = = . Consequently,
∂(u, v) ∂(u, v) v
∂(x, y)
ZZ Z 2 Z 3
2.5
dxdy = dudv = 5 ln 2.
1 1 v
R

12