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44 views64 pages

OrigicalCorrect MTH303 Lecture Notes

Journal

Uploaded by

kindness3434
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MTH 303: Advanced Calculus

December 14, 2024


ii
Contents

0.1 Double Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iv


0.1.1 Properties of Double Integrals . . . . . . . . . . . . . . . . . . . . . . v
0.1.2 Iterated Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vi
0.1.3 Double Integrals in Polar Coordinates . . . . . . . . . . . . . . . . . xi
0.1.4 Surface Area . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xvi
0.2 Triple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xix
0.2.1 Triple Integrals in Cylindrical Coordinates . . . . . . . . . . . . . . . xxii
0.2.2 Evaluating Triple Integrals with Cylindrical Coordinates . . . . . . . xxiv
0.2.3 Triple Integrals in Spherical Coordinates . . . . . . . . . . . . . . . . xxvi
0.3 Change of Variables in Multiple Integrals . . . . . . . . . . . . . . . . xxix
0.4 Line Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xxxiv
0.4.1 Line Integrals in Space . . . . . . . . . . . . . . . . . . . . . . . . . . xxxix
0.4.2 Line Integrals in Vector Fields . . . . . . . . . . . . . . . . . . . . . xli
0.5 Fundamental Theorem for Line Integrals . . . . . . . . . . . . . . . . . . . xlii
0.5.1 Independence of Path . . . . . . . . . . . . . . . . . . . . . . . . . . xliii
0.5.2 Some Useful Definitions . . . . . . . . . . . . . . . . . . . . . . . . . xliv
0.5.3 Some Useful Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . xliv
0.6 Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xlviii
0.7 Stokes’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . lii
0.8 The Divergence Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . lvi
0.9 Improper Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . lix
0.9.1 Type 1: Infinite Intervals . . . . . . . . . . . . . . . . . . . . . . . . lix
0.9.2 Discontinuous Integrand . . . . . . . . . . . . . . . . . . . . . . . . . lxii

iii
iv CONTENTS

Multiple Integrals

0.1 Double Integrals

Suppose we have a region in the plane R and a function f (x, y). Then the double inte-
gral ZZ
f (x, y) dA
R
is defined as follows. Divide the region R into small pieces, numbered from 1 to n. Let ∆Ai
be the area of the ith piece and also pick a point (xi , yi ) in that piece. The figure (Figure
1) shows a region R divided into small pieces and shows the ith piece with its area, and
choice of a point in the little region.

Figure 1:

Now form the sum


n
X
f (xi , yi )∆Ai (1)
i=1
and then, finally
ZZ n
X
f (x, y) dA = lim f (xi , yi )∆Ai .
R ∆A→0
i=1
0.1. DOUBLE INTEGRALS v

Here, the limit is taken by letting the number of pieces go to infinity and the area of each
piece go to 0. There are technical requirements that the limit exist and be independent of
the specific limiting process.

If f (x, y) ≥ 0, then the volume V of the solid that lies above the rectangle R and be-
low the surface z = f (x, y) is ZZ
V = f (x, y) dA.
R

0.1.1 Properties of Double Integrals

If f and g are continuous on R and c ∈ R, then


RR RR RR
(1.) R [f (x, y) + g(x, y)] dA = R f (x, y) dA + R g(x, y) dA
RR RR
(2.) R cf (x, y) dA = c R f (x, y) dA If f (x, y) ≥ g(x, y) f or all (x, y) in R, then
RR RR
(3.) R f (x, y) dA ≥ R g(x, y) dA
(4.) If D = D1 U D2 , where D1 and D2 don’t overlap except perhaps on their boundaries,
then ZZ ZZ ZZ
f (x, y) dA = f (x, y) dA + f (x, y) dA.
D D1 D2

(5.) If we integrate the constant function f (x, y) = 1 over a region D, we get the area of
D: ZZ
1 dA = A(D).
D

(6.) If m ≤ f (x, y) for all (x, y) in D, then


ZZ
mA(D) ≤ 1 dA ≤ M A(D).
D

EXERCISES
(a) Evaluate the following double integrals by first identifying them as the volumes of
solids.
RR RR
(i) R 3 dA, R = {(x, y)| − 2 ≤ x ≤RR2, 1 ≤ y ≤ 6}, (ii) R (5 − x) dA, R =
{(x, y)| 0 ≤ x ≤ 5, 0 ≤ y ≤ 3}, (iii) R (4 − 2y) dA, R = [0, 1] × [0, 1].
RR
(b) If f is a constant function, f (x, y) = k and R = [a, b] × [c, d], show that R k dA =
k(b − a)(d − c)
1
RR
(c) Use the result
 1 1 1 of question b to show that 0 ≤ R sin(πx) cos(πy) dA ≤ 32 , where
R = 0, 4 × 4 , 2 .
vi CONTENTS

0.1.2 Iterated Integrals

Suppose that fR is a function of two variables that is integrable on the rectangle R =


d
[a, b] × [c, d]. If c f (x, y)dy is a number that depends on the value of x, then a function of
x is defined as Z d
A(x) = f (x, y)dy.
c
Integrating the function A with respect to x from x = a to x = b, we have
Z Z "Z b
#
b d
Adx = f (x, y)dy dx (2)
a a c

The integral on the right side of Equation (2) is called an iterated integral. Usually the
brackets are omitted and thus
Z Z b d Z "Z #
b d
f (x, y)dydx = f (x, y)dy dx (3)
a c a c

means that we first integrate with respect to y from c to d and then with respect to from
a to b.
Similarly, the iterated integral
Z Z d b Z "Z #
d b
f (x, y)dxdy = f (x, y)dx dy (4)
c a c a

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 from y = c to y = d.
Example 1. Evaluate the iterated integrals.
Z 3Z 2 Z 2Z 3
(i) x2 ydydx, (ii) x2 ydxdy
0 1 1 0

Solution:
(i) Regarding x as a constant, we obtain
"Z #
Z 3Z 2 Z 3 2
x2 ydydx = x2 ydy dx
0 1 0 1

3
3
x3
Z
3 2 27
= x dx = =
0 2 2 2
0
0.1. DOUBLE INTEGRALS vii

(ii) Here we first integrate with respect to x


"Z # " # x=3
2Z 3 2 3 2
x3
Z Z Z
2 2
x ydxdy = x ydx dy = y dy
1 0 1 0 1 3
x=0

2
2
y2
Z
27
= 9ydy = 9 = .
1 2 2
1

Example 2. Find the volume of solid S that is bounded by the elliptic paraboloid x2 +
2y 2 + z = 16, the plane x = 2, y = 2, and the three coordinate planes.

Solution: S is the solid that lies under the surface z = 16 − x2 − 2y 2 and above the square
R = [0, 2] × [0, 2].
ZZ Z 2Z 2
16 − x2 − 2y 2 dA = 16 − x2 − 2y 2 dxdy
 
R 0 0
x=2
Z 2h
1 i
= 16x − x3 − 2y 2 x dy
0 3
x=0
! " # 2
Z 2
88 2 88 4 3
= − 4y dy = y− y = 48
0 3 3 3
0

Suppose that f (x, y) = g(x)h(y) and R = [a, b] × [c, d], then the double integral can be
written as a product of two single integrals:
ZZ Z b Z d
V = g(x)h(y) dA = g(x)dx h(y)dy,
R b c

where R = [a, b] × [c, d].

EXERCISES
(a) Calculate the iterated integral.
R 3 R π2 R3R5 ln y
y + y 2 cos(x) dxdy,

(i) −3 0 (ii) 1 5 xy dydx

(b) Calculate the double integral.


2
(i) R xxy
RR RR
2 +1 dA, R = {(x, y)| 0 ≤ x ≤ 1, −3 ≤ x ≤ 3} (ii) R x sin(x+y) dA, R=
[0, π/6] × [0, π/3]
(c) Find the volume of the solid that lies under the plane 4x + 6y − 2z + 15 = 0 and
above the rectangle R = {(x, y)| − 1 ≤ x ≤ 2, −1 ≤ x ≤ 1}
viii CONTENTS

(d) Find the volume of the solid lying under the elliptic paraboloid x2 /4 + y 2 /9 + z = 1
and above the rectangle R = [−1, 1] × [−2, 2]

Example 3. Evaluate
ZZ
(x + 2y) dA,
D

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

Figure 2:

This is a type I region (Figure 2) but not a type II region and we can write

D = {(x, y)| − 1 ≤ x ≤ 1, 2x2 ≤ y ≤ 1 + x2 }. (5)

Since the lower boundary is y = 2x2 and the upper boundary is y = 1 + x2 , therefore we
have

ZZ Z 1 Z 1+x2
(x + 2y) dA = (x + 2y)dydx
D −1 2x2
0.1. DOUBLE INTEGRALS ix

" #y=1+x2
Z 1
= xy + y 2 dx
−1
y=2x2
Z 1
32
= (−3x4 − x3 + 2x2 + x + 1) = .
−1 15
Example 4. Find the volume of the solid that lies under the paraboloid z = x2 + y 2 and
above the region D in the xy-plane bounded by the line y = 2x and the parabola y = x2 .
Solution 1;

Figure 3:

From Figure 3, we see that D is a type I region and

D = {(x, y)| 0 ≤ x ≤ 2, x2 ≤ y ≤ 2x}.

Therefore the volume under z = x2 + y 2 and above D is


ZZ Z 2 Z 2x
V = (x2 + y 2 ) dA = (x2 + y 2 )dydx
D 0 x2
" #y=2x !
2 2
y3 x6 14x3
Z Z
2 4 216
= x y+ dx = − −x + dx = .
0 3 0 3 3 35
y=x2
x CONTENTS

Solution 2:

Figure 4:

Here D is a type II region and thus we have (Figure 4)


n 1 √ o
D = (x, y)| 0 ≤ y ≤ 4, y ≤ x ≤ y .
2
Therefore √
ZZ Z 4Z y  
2 2 2 2
V = (x + y ) dA = x +y dxdy
1
D 0 2
y
!
4
y 3/2 3 3
Z
y y 216
= − + y 5/2 − − dy = .
0 3 24 2 35

EXERCISES

(a) Find the volume of the given solid.


(i) Under the plane x − 2y + z = 1 and above the region bounded by x + y = 1 and
x2 + y = 1.
(ii) Under the surface z = xy above the triangle with vertices (1, 1), (4, 1), and (1, 2).
0.1. DOUBLE INTEGRALS xi

(iii) Bounded by the cylinder x2 + y 2 = 1 and the planes y = z, x = 0, z = 0 in the first


octant.
(b) Find the volume of the solid by subtracting two volumes.
(i) The solid enclosed by the parabolic cylinders y = 1 − x2 , y = x2 − 1, and the planes
x + y + z = 2, 2x + 2y − z + 10 = 0.
(ii) The solid enclosed by the parabolic cylinder y = x2 and the planes z = 3y, z = 2 + y.
(c) Use Property 5 to estimate the value of the integral.
(i) ZZ
2 +y 2 )2
e−(x dA,
Q
1
Q is the quarter-circle with center the origin and radius 2 in the first quadrant
(ii) ZZ
sin4 (x + y) dA,
T

T is the triangle enclosed by the lines y = 0, y = 2x, and x = 1.

0.1.3 Double Integrals in Polar Coordinates

Double integrals in (x, y) coordinates which are taken over circular regions, or have inte-
grands involving the combination x2 + y 2 , are often better done in polar coordinates:
ZZ ZZ
f (x, y) dA = g(r, θ) drdθ
R R

This involves introducing the new variables r and θ, together with the equations relating
them to x, y in both the forward and backward directions:
p y
r = x2 + y 2 , θ = tan−1 , x = r cos θ, y = r sin θ.
x
Thus, if f is continuous on a polar rectangle R given by 0 ≤ a ≤ r ≤ b, α ≤ θ ≤
β, where 0 ≤ β − α ≤ 2π, then
ZZ Z β Z b  
f (x, y) dA = f r cos θ, r sin θ rdrdθ
R α a
xii CONTENTS

Example 5. Evaluate ZZ
(3x + 4y 2 ) dA,
R

where R is the region in the upper half-plane bounded by the circle x2 +y 2 = 1 and x2 +y 2 =
4.
Solution: The region R can be described as

R = {(x, y)| y ≥ 0, 1 ≤ x2 + y 2 ≤ 4}.

It is the half-ring shown in Figure 5.

Figure 5:

In polar coordinates, it is given by 1 ≤ r ≤ 2, 0 ≤ θ ≤ π. Therefore we have


ZZ Z πZ 2 
2
3r cos θ + 4r2 sin2 θ rdrdθ

3x + 4y dA =
R 0 1
Z π Z 2 
= 3r2 cos θ + 4r3 sin2 θ drdθ
0 1
Z π   r=2
Z π  
3 4 2
= r cos θ + r sin θ dθ = 7 cos θ + 15sin2 θ dθ
0 r=1 0
0.1. DOUBLE INTEGRALS xiii
Z π h 15  i
= 7 cos θ + 1 − cos 2θ dθ
0 2

15θ 15 π 15π
= 7 sin θ + − sin 2θ = .
2 4 0 2

NOTE: If f is continuous on a polar region of the form

D = {(r, θ)| α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ)}

then
ZZ Z β Z h2 (θ)  
f (x, y) dA = f r cos θ, r sin θ rdrdθ.
D α h1 (θ)

Figure 6:

Example 6. Use a double integral to find the area enclosed by one loop of the four-leaved
rose r = cos 2θ.

Solution:
xiv CONTENTS

Figure 7:

From Figure 7, a loop is given by the region

D = {(r, θ)| − π/4 ≤ θ ≤ π/4, 0 ≤ r ≤ cos 2θ}

So the area is
ZZ Z π/4 Z cos 2θ
A(D) = dA = rdrdθ
D −π/4 0

Z π/4   cos 2θ Z π/4


1 2 1 π
= r = cos2 2θdθ = .
−π/4 2 0 2 −π/4 8

Example 7. Find the volume of the solid that lies under the paraboloid z = x2 + y 2 , above
the xy-plane, and inside the cylinder x2 + y 2 = 2x.

Solution: The solid lies above the disk D whose boundary circle has equation x2 +y 2 = 2x
(Figure 8).
0.1. DOUBLE INTEGRALS xv

Figure 8:

In polar coordinates we have x2 + y 2 = r2 and x = r cos θ, so the boundary circle becomes


r2 = 2r cos θ, or r = 2 cos θ. Thus the disk D is given by

D = {(r, θ)| − π/2 ≤ θ ≤ π/2, 0 ≤ r ≤ 2 cos θ}

Thus we have
" #2 cos θ
π/2 2 cos θ π/2
r4
ZZ Z Z Z
2 2 2

V = x +y dA = r rdrdθ = dθ
D −π/2 0 −π/2 4
0
!2
Z π/2 Z π/2 Z π/2
4 4 1 + cos 2θ
=4 cos θdθ = 8 cos θdθ = 8 dθ
−π/2 0 0 2
" #
Z π/2
1  3π
=2 1 + 2 cos 2θ + 1 + cos 4θ dθ = .
0 2 2

EXERCISES

(a) Use a double integral to nd the area of the region.


xvi CONTENTS

(i) One loop of the rose r = cos 3θ.

(ii) The region enclosed by both of the cardioids r = 1 + cos θ and r = 1 − cos θ

(iii) The region inside the circle (x − 1)2 + y 2 = 1 and outside the circle x2 + y 2 = 1.

(b) Use polar coordinates to find the volume of the given solid.
p
(i) Under the cone z = x2 + y 2 and above the disk x2 + y 2 ≤ 4
p
(ii) Above the cone z = x2 + y 2 and below the sphere x2 + y 2 + z 2 = 1.

(iii) Inside both the cylinder x2 + y 2 = 4 and the ellipsoid 4x2 + 4y 2 + z 2 = 64

(c) Use polar coordinates to combine the sum


√ √
Z 1 Z x Z 2Z x Z 2 Z 4−x2
√ xydydx + xydydx + √ xydydx
√1 1−x2 1 0 2 0
2

into one double integral. Then evaluate the double integral.

0.1.4 Surface Area

The area of the surface with equation z = f (x, y), (x, y) ∈ D, where fx and fy are contin-
uous is

ZZ q
 2  2
A(S) = fx (x, y) + fy (x, y) + 1 dA.
D

If we use the alternative notation for partial derivatives, we can rewrite the formula as
s  2  2
ZZ
∂z ∂z
A(S) = 1+ + dA.
D ∂x ∂y

Example 8. Find the surface area of the part of the surface z = x2 + 2y that lies above
the triangular region T in the xy-plane with vertices (0, 0), (1, 0), and (1, 1)

Solution: The region T is shown in Figure 9 and is described by

T = {(x, y)| 0 ≤ x ≤ 1, 0 ≤ y ≤ x}.


0.1. DOUBLE INTEGRALS xvii

Figure 9:

With f (x, y) = x2 + 2y, we have


ZZ q
2 2
Z 1Z xp
A(S) = 2x + 2 + 1 dA = 4x2 + 5dydx
T 0 0

Z 1 p 1 √ 
= x 4x2 + 5dx = 27 − 5 5 .
0 12

Example 9. Find the area of the part of the paraboloid z = x2 + y 2 that lies under the
plane z = 9.

Solution: The plane intersects the paraboloid in the circle x2 + y 2 = 9, z = 9. Therefore


the given surface lies above the disk D with center the origin and radius 3 Figure 10.
Using the formula
s  2  2
ZZ
∂z ∂z
A(S) = 1+ + dA,
D ∂x ∂y

we have
ZZ q ZZ q
2 2 
A= 1 + 2x + 2y dA = 1 + 4 x2 + y 2 dA
D D
xviii CONTENTS

Figure 10:

Converting to polar coordinates, we obtain


Z 2π Z 3 p Z 2π Z 3
2
1p
A= 1 + 4r rdrdθ = dθ 1 + 4r2 (8r)dr
0 0 0 0 8
!3
3
2
π √
 
1 2 
= 2π 1 + 4r2 = 37 37 − 1 .
8 3 0 6
EXERCISES

(a) Find the area of the surface.


(i) The part of the plane 3x + 2y + z = 6 that lies in the first octant.
(ii) The part of the surface z = 1 + 3x + 2y 2 that lies above the triangle with vertices
(0, 0), (0, 1), and (2, 1).
(iii) The part of the cylinder y 2 + z 2 = 9 that lies above the rectangle with vertices
(0, 0), (4, 0), (0, 2), and (4, 2).
(iv) The part of the sphere x2 + y 2 + z 2 = 4z that lies inside the paraboloid z = x2 + y 2 .
(v) The part of the sphere x2 + y 2 + z 2 = a2 that lies within the cylinder x2 + y 2 = ax
and above the xy-plane.
0.2. TRIPLE INTEGRALS xix

(b) Show that the area of the part of √


the plane z = ax + by + c that projects onto a region
D in the xy-plane with area A(D) is a2 + b2 + 1A(D).

0.2 Triple Integrals

Consider a simplest case where f is defined on a rectangular box:

B = {(x, y, z)| a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}.

Divide the intervals [a, b], [c, d], and [r, s] into l, m, and n subintervals of equal widths
∆x, ∆y, ∆z respectively. The planes through the end points of these subintervals parallel
to the coordinate planes divide the box B into l, m, n sub-boxes

Bijk = [xi−1 , xi ] × [yj−1 , xj ] × [zk−1 , xk ].

∗ , z ∗ ),
Each sub-box has volume ∆V = ∆x∆y∆z. If we choose the sample point to be (x∗ijk , yijk ijk
we get an expression for the triple integral as follows:
ZZZ l X
X m X
n
f (x∗ijk , yijk
∗ ∗

V = f x, y, z dV = lim , zijk )∆V.
B l,m,n→∞
i=1 j=1 k=1

The practical method for evaluating triple integrals is to express them as iterated integrals
as follows.

Fubini’s Theorem for Triple Integrals: If f is continuous on the rectangular box


B = [a, b] × [c, d] × [r, s], then
ZZZ

Z sZ dZ b 
f x, y, z dV = f x, y, z dxdydz.
B r c a

Example 10. Evaluate the triple integral


ZZZ
xyz 2 dV,
B

where B is the rectangular box given by

B = {(x, y, z)| 0 ≤ x ≤ 1, −1 ≤ y ≤ 2, 0 ≤ z ≤ 3}.


xx CONTENTS

Solution:

ZZZ Z 3Z 2 Z 1
xyz 2 dV = xyz 2 dxdydz
B 0 −1 0

" # x=1 " # y=2


3Z 2 3Z 2 3
x2 yz 2 yz 2 y2z2
Z Z Z
dydz = dydz = dz
0 −1 2 0 −1 2 0 4
x=0 y=−1

3
3z 2
Z
27
dz = .
0 4 4

Example 11. Evaluate


ZZZ
z dV,
E

where E is the solid tetrahedron bounded by the four planes x = 0, y = 0, z = 0, and x +


y + z = 1.

Solution: The solid region is shown in Figure 11 and one of its projection D onto the
xy-plane in Figure 12.

Figure 11:
0.2. TRIPLE INTEGRALS xxi

Figure 12:

The lower boundary of the tetrahedron is the plane z = 0 and the upper boundary is the
plane x + y + z = 1, (or z = 1 − x − y), so we have
E = {(x, y, z)| 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 − x, 0 ≤ z ≤ 1 − x − y}, (6)
Thus we have ZZZ Z 1 Z 1−x Z 1−x−y
1
z dV = zdzdydx = .
E 0 0 0 24

EXERCISES

(a) Evaluate the triple integral.


(i) ZZZ
y dV,
E
where
E = {(x, y, z)| 0 ≤ x ≤ 3, 0 ≤ y ≤ x x − y ≤ z ≤ x + y},

(ii) ZZZ
z
dV,
E x2 + z2
xxii CONTENTS

where
E = {(x, y, z)| 1 ≤ y ≤ 4, y ≤ z ≤ 4, 0 ≤ x ≤ z},

(iii)
ZZZ
6xy dV,
E

where E lies under the plane z = 1 + x + y and above the region in the xy-plane

bounded by the curves y = x, y = 0, and x = 1.

(b) Use a triple integral to find the volume of the given solid.

(i) The tetrahedron enclosed by the coordinate planes and the plane 2x + y + z = 4.

(ii) The solid enclosed by the cylinder x2 + z 2 = 4 and the planes y = −1 and y + z = 4.

(iii) The solid enclosed by the paraboloids y = x2 + z 2 and y = 8 − x2 − z 2 .

0.2.1 Triple Integrals in Cylindrical Coordinates

Figure 13 enables us to recall the connection between polar and Cartesian coordinates.

Figure 13:
0.2. TRIPLE INTEGRALS xxiii

If the point P has Cartesian coordinates (x, y) and polar coordinates (r, θ), then from the
figure,
x = r cos θ, y = r sin θ,

y
r 2 = x2 + y 2 , tan θ = .
x

In the cylindrical coordinate system, a point P in three-dimensional space is represented


by the ordered triple (r, θ, z), where r and θ are polar coordinates of the projection of P
onto the xy-plane and z is the directed distance from the xy-plane to P (Figure 14).

Figure 14:

To convert from cylindrical to rectangular coordinates, we use the equations

x = r cos θ, y = r sin θ, z=z

whereas to convert from rectangular to cylindrical coordinates, we use

y
r2 = x2 + y 2 , tan θ = , z = z.
x
xxiv CONTENTS

0.2.2 Evaluating Triple Integrals with Cylindrical Coordinates

Suppose that E is a type 1 region whose projection D onto the xy-plane is conveniently
described in polar coordinates (Figure 15).

Figure 15:

In particular, suppose that f is continuous and

E = {(x, y, z)| (x, y) ∈ D, u1 (x, y) ≤ z ≤ u2 (x, y)}, (7)

where D is given in polar coordinates by

D = {(r, θ)| α ≤ θ ≤ β h1 (θ) ≤ r ≤ h2 (θ)}.

Thus in form of cylindrical coordinates, the triple integral is


ZZZ Z β Z h2 (θ) Z u2 (r cos θ,r sin θ)
f (x, y, z) dV = f (r cos θ, r sin θ, z)rdzdrdθ.
E α h1 (θ) u1 (r cos θ,r sin θ)
0.2. TRIPLE INTEGRALS xxv

Example 12. Evaluate



Z 2 Z 4−x2 Z 2  
√ √ x2 + y 2 dzdydx
−2 − 4−x2 x2 +y 2

Solution: This iterated integral is a triple integral over the solid region
p p p
E = {(x, y, z)| − 2 ≤ x ≤ 2, − 4 − x2 ≤ y ≤ 4 − x2 , − x2 + y 2 ≤ z ≤ 2},

Figure 16:

of E onto the xy-plane is the disk x2 + y 2 ≤ 4. The lower surface of


and the projection p
E is the cone z = x2 + y 2 and its upper surface is the plane z = 2 (Figure 16). This
region has a much simpler description in cylindrical coordinates:

E = {(x, y, z)| 0 ≤ x ≤ 2π, 0 ≤ r ≤ 2, r ≤ z ≤ 2},

Therefore we have

Z 2Z 4−x2 Z 2 ZZZ
2 2
√ √ (x + y )dzdydx = (x2 + y 2 ) dV =
−2 − 4−x2 x2 +y 2 E
Z 2π Z 2Z 2
16
= r2 rdzdrdθ = π.
0 0 r 5
xxvi CONTENTS

EXERCISES

(a) Use cylindrical coordinates.


(i) Evaluate ZZZ
(x2 + y 2 ) dV,
E
where E is the region that lies inside the cylinder x2 + y 2 = 16 and between the
planes z = −5 and z = 4.
(ii) Evaluate ZZZ
x2 dV,
E
where E is the solid that lies within the cylinder x2 + y 2 = 1, and above the plane
z = 0, and below the cone z 2 = 4x2 + 4y 2 .
(iii) Find the volume of the solid that lies within both the cylinder x2 + y 2 = 1 and the
sphere x2 + y 2 + z 2 = 4.
(iv) Find the volume of the solid that lies between the paraboloid z = x2 + y 2 and the
sphere x2 + y 2 + z 2 = 2.

0.2.3 Triple Integrals in Spherical Coordinates

Spherical Coordinates: The spherical coordinates (ρ, θ, φ) of a point P in space are


shown in Figure 17.

Figure 17:
0.2. TRIPLE INTEGRALS xxvii

where ρ = |OP | is the distance from the origin to P, θ is the same angle as in cylindrical
coordinates, and φ s the angle between the positive z-axis and the line segment OP.
Note that ρ ≥ 0 0 ≤ φ ≤ π.
The spherical coordinate system is especially useful in problems where there is symmetry
about a point, and the origin is placed at this point. The relationship between rectangular
and spherical coordinates can be seen in Figure 18

Figure 18:

From triangles OP Q and OP P 0 we have

z = ρ cos φ r = ρ sin φ.

But x = r cos θ and y = r sin θ, so to convert from spherical to rectangular coordinates, we


use the equations

x = ρ sin φ cos θ, x = ρ sin φ sin θ, z = ρ cos φ.

Also, the distance formula shows that

ρ2 = x2 + y 2 + z 2 .
xxviii CONTENTS

Evaluating Triple Integrals with Spherical Coordinates

In the spherical coordinate system the counterpart of a rectangular box is a spherical


wedge
E = {(ρ, θ, φ)| a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ φ ≤ d},

We use this equation in converting from rectangular to spherical coordinates.


The volume element in spherical coordinates

dV = ρ2 sin φdρdθdφ.

Consequently, we have the following formula for triple integration in spherical coordi-
nates:
ZZZ Z dZ βZ b
f (x, y, z) dV = f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ)ρ2 sin φdρdθdφ,
E c α a

where E is a spherical wedge given by

E = {(ρ, θ, φ)| a ≤ ρ ≤ b, α ≤ θ ≤ β, c ≤ φ ≤ d},

Example 13. Evaluate ZZZ


2 +y 2 +z 2 )3/2
e(x dV,
B
where B is the unit ball:

E = {(x, y, z)| x2 + y 2 + z 2 ≤ 1},

Solution: Since the boundary of B is a sphere, we use spherical coordinates:

E = {(ρ, θ, φ)| 0 ≤ ρ ≤ 1, 0 ≤ θ ≤ 2π, 0 ≤ φ ≤ π}.

In addition, spherical coordinates are appropriate because

x2 + y 2 + z 2 = ρ2

Thus we have
ZZZ Z π Z 2π Z 1
(x2 +y 2 +z 2 )3/2 2 )3/2
e dV = e(ρ ρ2 sin φdρdθdφ
B 0 0 0
Z π Z 2π Z 1
3
= sin φdφ dθ ρ2 eρ dρ
0 0 0
0.3. CHANGE OF VARIABLES IN MULTIPLE INTEGRALS xxix

" #π " #1
1 3 4
= − cos φ (2π) eρ = π(e − 1).
3 3
0 0
EXERCISES

(a) Use spherical coordinates.


(i) Evaluate ZZZ
(x2 + y 2 + z 2 )2 dV,
E
where B is the ball with center the origin and radius 5.
(ii) Evaluate ZZZ
(9 − x2 − y 2 )2 dV,
H

where H is the solid hemisphere x2 + y 2 + z 2 ≤ 9, z ≥ 0.


(iii) Evaluate ZZZ
2 +y 2 +z 2
xex dV,
E

where E is the portion of the unit ball x2 + y 2 + z 2 ≤ 1 that lies in the first octant.
2 2 2
p within the sphere x + y + z ≤ 4, above the
(iv) Find the volume of the solid that lies
2
xy-plane, and below the cone z = x + y . 2

(b) Show that


Z ∞ Z ∞ Z ∞ p 2 2 2
x2 + y 2 + z 2 e−(x +y +z ) dxdydz = 2π.
−∞ −∞ −∞

The improper triple integral is defined as the limit


 of a triple integral over a solid sphere
as the radius of the sphere increases indefinitely.

0.3 Change of Variables in Multiple Integrals

We consider a change of variables that is given by a transformation T from the uv-plane


to the xy-plane:
T (u, v) = (x, y),
where x and y are related to u and v by the equations

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


xxx CONTENTS

or, as we sometimes write,


x = x(u, v), y = y(u, v).
We usually assume that T is a C1 transformation, which means that g and h have
continuous first-order partial derivatives.
Definition 1. The Jacobian of the transformation T given by x = g(u, v) and y = h(u, v)
is
∂x ∂x
∂(x, y) ∂x ∂y ∂x ∂y
= ∂u
∂y
∂v
∂y = − (8)
∂(u, v) ∂u ∂v ∂u ∂v ∂v ∂u

Change of Variables in a Double Integral:

Theorem 1. Suppose that T is a C 1 transformation whose Jacobian is nonzero and that


maps a region S in the uv-plane onto a region R in the xy-plane. Suppose that f is
continuous in R and that R and S are type I or type II plane regions. Suppose also that
T is a one-to-one, except perhaps on the boundary of S. Then
ZZ ZZ   ∂(x, y)
f (x, y) dA = f (u, v), y(u, v) du dv.
R S ∂(u, v)

The theorem says that we change from an integral in x and y to an integral in u and v by
expressing x and y in terms of u and v and writing

∂(x, y)
dA = du dv.
∂(u, v)

Example 14. Show that when changing to polar coordinates we have dA = rdrdθ.
Solution: The transformation here is the standard conversion formulae:

x = r cos θ, y = r sin θ

The Jacobian for this transformation is


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

Thus we get
∂(x, y)
dA = dr dθ = |r|dr dθ = rdr dθ.
∂(r, θ)
0.3. CHANGE OF VARIABLES IN MULTIPLE INTEGRALS xxxi

Example 15. Evaluate ZZ


(x + y) dA,
R
where R is the trapezoidal region with vertices given by (0, 0), (5, 0), (5/2, 5/2), and (5/2, −5/2)
using the transformation x = 2u + 3v and y = 2u − 3v.
Solution: In Figure 19,

Figure 19:

with y = x, we have
2u − 3v = 2u + 3v
6v = 0 =⇒ v = 0.
Transforming y=-x, we obtain
2u − 3v = −(2u + 3v)
xxxii CONTENTS

4u = 0 =⇒ u = 0.
We next transform y = −x + 5, to obtain
2u − 3v = −(2u + 3v) + 5
5
4u = 5 =⇒ u = .
4
Also transforming y = x − 5, we get
2u − 3v = 2u + 3v − 5
5
−6v = −5 =⇒ v = .
6
5 5
The region S is then a rectangle whose sides are given by u = 0, v = 0, u = 4 and v = 6
and so the ranges u and v are
5 5
0≤u≤ 0≤v≤ .
4 6
The Jacobian is obtained as
∂(x, y)
= −12.
∂(u, v)
The integral is then
5 5
ZZ Z Z !
6 4
(x + y) dA = (2u + 3v) + (2u − 3v) − 12 du dv
R 0 0
Z 5 Z 5
6 4 125
= 48u du dv = .
0 0 4

Triple Integrals
There is a similar change of variables formula for triple integrals. Let T be a transfor-
mation that maps a region S in uvw-space onto a region R in xyz-space by means of the
equations
x = g(u, v, w) y = h(u, v, w) z = k(u, v, w).
The Jacobian of T is the following 3 × 3 determinant:
∂x ∂x ∂x
∂(x, y, z) ∂u ∂v ∂w
∂y ∂y ∂y
= ∂u ∂v ∂w
∂(u, v, w) ∂z ∂z ∂z
∂u ∂v ∂w
Thus we have the following formula for triple integrals:
ZZZ ZZZ   ∂(x, y, z)
f (x, y, z) dV = f (u, v, w), y(u, v, w), z(u, v, w) du dv dw.
R S ∂(u, v, w)
0.3. CHANGE OF VARIABLES IN MULTIPLE INTEGRALS xxxiii

EXERCISES

(a) Use the given transformation to evaluate the integral.

(i)
ZZ
(x − 3y) dA,
R

where R is a triangular region with vertices (0, 0), (2, 1), and (1, 2); x = 2u + v, y =
u + 2v.

(ii)
ZZ
(4x + 8y) dA,
R

where R is the parallelogram with vertices (−1, 3), (1, −3), (3, −1), and (1, 5); x =
1 1
4 (u + v), y = 4 (v − 3u).

(iii)
ZZ
x2 dA,
R

where R is the region bounded by the ellipse 9x2 + 4y 2 = 36; x = 2u, y = 3v.

(b) Evaluate the integral by making an appropriate change of variables.

(i)
x − 2y
ZZ
dA,
R 3x − y
where R is a parallelogram enclosed by the lines x − 2y = 0, x − 2y = 4, 3x − y =
1 and 3x − y = 8.

(ii)
ZZ
2 −y 2
(x + y )ex dA,
R

where R is a rectangle enclosed by the lines x−y = 0, x−y = 2, x+y = 0 and x+y =
3.

(iii)
!
y−x
ZZ
cos dA,
R y+x

where R is the trapezoidal region with vertices (1, 0), (2, 0), (0, 2) and (0, 1).
xxxiv CONTENTS

(c) Use the transformation u = x − y, v = x + y to evaluate

!
x−y
ZZ
dA,
R x+y

where R is the square with vertices (0, 2), (1, 1), (2, 2) and (1, 3).

0.4 Line Integrals

If f is defined on a smooth curve C given by the parametric equations

x = x(t), y = y(t), a ≤ t ≤ b,

then the line integral of f along C is

v !2 !2
u
Z Z b u dx dy
f (x, y)ds = f x(t), y(t) t + dt (9)
C a dt dt

2 y)ds, where C is the upper half of the unit circle x2 +y 2 =


R
Example 16. Evaluate C (2+x
1.

Solution: Recall that the unit circle can be parametrized by means of the equations

x = cos t, y = sin t

and the upper half of the circle is described by the parameter interval 0 ≤ t ≤ π. (See
Figure 20)
0.4. LINE INTEGRALS xxxv

Figure 20:

Therefore we have v !2 !2
Rπ u
u
dx dy
x2 y)ds 2 + cos2 t sin t t
R
C (2 + = 0 dt + dt dt
Rπ p Rπ 
= 0 2 + cos2 t sin t sin2 t + cos2 tdt = 0 2 + cos2 t sin t = 2π + 23 .

Suppose that C is a piecewise-smooth curve; that is, C is a union of a finite number of


smooth curves C1 , C2 , · · · , Cn , where as illustrated in Figure 21,
xxxvi CONTENTS

Figure 21:

the initial point of Ci+1 is the terminal point of Ci . Then we define the integral of f along
C as the sum of the integrals of f along each of the smooth pieces of C :

Z Z Z Z
f (x, y)ds = f (x, y)ds + f (x, y)ds + · · · + f (x, y)ds.
C C1 C2 Cn

Example 17. Evaluate C 2xds, where C consists of the arc C1 of the parabola y = x2
R

from (0, 0) to (1, 1) followed by the vertical line segment C2 from (1, 1) to (1, 2).

Solution: The curve C is shown in Figure 22.


0.4. LINE INTEGRALS xxxvii

Figure 22:

C1 is the graph of a function of x, so we can choose x as the parameter and the equations
for C1 become
x = x, y = x2 , 0 ≤ x ≤ 1.

Therefore
v
u dx 2
u ! !2
Z Z 1 Z 1
dy p
2xds = 2x t + dx = 2x 1 + 4x2 dx
C1 0 dx dx 0
xxxviii CONTENTS

  1 √
1 2 5 5−1
= (1 + 4x2 )3/2 = .
4 3 6
0
On C2 , we choose y as the parameter, so the equations of C2 are
x = 1, y = y, 1≤y≤2
and v
u dx 2
u ! !2
Z Z 2 Z 2
dy
2xds = 2(1)t + dy = 2 dy = 2.
C2 1 dy dy 1

Thus √
5 5−1
Z Z Z
2x ds = 2x ds + 2x ds = + 2.
C C1 C2 6
When we are setting up a line integral, sometimes the most difficult thing is to think of a
parametric representation for a curve whose geometric description is given. In particular,
we often need to parametrize a line segment, so it’s useful to remember that a vector
representation of the line segment that starts at r0 and end at r1 is given by
r(t) = (1 − t)r0 + tr1 . (10)
Example 18. Evaluate C y 2 dx+x dy, where (a) C = C1 is the line segment from (−5, −3)
R

to (0, 2) and (b) C = C2 s the arc of the parabola x = 4 − y 2 from (−5, −3) to (0, 2). (See
Figure 23.)

Figure 23:
0.4. LINE INTEGRALS xxxix

Solution: (a) A parametric representation for the line segment is

x = 5t − 5, y = 5t − 3, 0 ≤ t ≤ 1.

Here r0 = − 5, −3 , r1 = 0, 2 . Then dx = 5 dt, dy = 5 dt and thus we have


Z Z 1
2
y dx + x dy = (5t − 3)2 (5 dt) + (5t − 5)(5 dt)
C1 0

Z 1
5
=5 (25t2 − 25t + 4) dt = − .
0 6
(b) Since the parabola is given as a function of y, let’s take y as the parameter and write
C2 as
x = 4 − y 2 , y = y, −3 ≤ y ≤ 2.

Then dx = −2y dy and thus we have


Z Z 2
2 5
y dx + x dy = y 2 (−2y) dy + (4 − y 2 ) dy = 40 .
C2 −3 6

0.4.1 Line Integrals in Space

Suppose that C is a smooth space curve given by the parametric equations

x = x(t), y = y(t), z = z(t), a ≤ t ≤ b,

or by a vector equation r(t)=x(t)i+y(t)j+z(t)k. If f is a function of three variables that


is continuous on some region containing C, hen we define the line integral of f along C
(with respect to arc length) in a manner similar to that for plane curves.
Therefore we have
v
u dx 2
Z Z b  u ! !2 !2
dy dz
f (x, y, z)ds = f x(t), y(t), z(t) t + + dt (11)
C a dt dt dt
R
Example 19. Evaluate C ydx + zdy + xdz, where C consists of the line segment C1 from
(2, 0, 0) to (3, 4, 5), followed by the vertical line segment C2 from (3, 4, 5) to (3, 4, 0).

Solution: The curve C is shown in Figure 24


xl CONTENTS

Figure 24:

Using Equation 10, we write

r(t) = (1 − t) 2, 0, 0 + t 3, 4, 5 = 2 + t, 4t, 5t

or, in parametric form, as

x = 2 + t, y = 4t, z = 5t, 0 ≤ t ≤ 1.

Thus Z Z 1
y dx + z dy + x dz = (4t) dt + (5t)4 dt + (2 + t)5 dt
C 0
Z 1
= (10 + 29t) dt = 24.5
0
Likewise, C2 can be written in the form

r(t) = (1 − t) 3, 4, 5 + t 3, 4, 0 = 3, 4, 5 − 5t

or
x = 3, y = 4, z = 5 − 5t, 0 ≤ t ≤ 1.
Then dx = 0 = dy, so
Z Z 1
ydx + zdy + xdz = 3(−5) dt = −15.
C2 0
0.4. LINE INTEGRALS xli

Adding the values of these integrals, we obtain


Z
ydx + zdy + xdz = 24.5 − 15 = 9.5
C

0.4.2 Line Integrals in Vector Fields

Definition 2. Let F be a continuous vector field defined on a smooth curve C given by a


vector function r(t), a ≤ t ≤ b. Then the line integral of F along C is
Z Z b Z
0
F · dr = F(r(t)) · r (t)dt = F · Tds.
C a C

Example 20. Find the work done by the force field F(x, y) = x2 i−xyj in moving a particle
along the quarter-circle r(t) = cos ti + sin tj, 0 ≤ t ≤ π2 .
Solution: Since x = cos t and y = sin t, we have

F(r(t)) = cos2 ti − cos t sin tj

and
r0 (t) = − sin ti + cos tj.
Therefore the work done is
Z Z π/2 Z π/2   2
F · dr = F(r(t)) · r0 (t)dt = − 2 cos2 t sin t dt = − .
C 0 0 3

Suppose the vector field F on R3 is given in component form by the equation F = P i +


Qj + Rk. Then
Z Z
F · dr = P dx + Qdy + Rdz, where F~ = P~i + Q~j + R~k.
C C

EXERCISES
(a) Evaluate the line integral, where C is the given curve.
(i) C xy 4 ds, C is the right half of the circle x2 + y 2 = 16.
R

(ii) C (x + 2y)dx + x2 dy, C consists of line segments from (0, 0) to (2, 1) and from (2, 1)
R

to (3, 0)
(iii) C xeyz ds, C is the line segment from (0, 0, 0) to (1, 2, 3).
R

(b) Find the work done by the force field F(x, y) = xi + (y + 2)j in moving an object along
an arch of the cycloid r(t) = (t − sin t)i + (1 − cos t)j, 0 ≤ t ≤ 2π.
xlii CONTENTS

0.5 Fundamental Theorem for Line Integrals

Theorem 2. Let C be a smooth curve given by the vector function r(t), a ≤ t ≤ b. Let f be
a differentiable function of two or three variables whose gradient vector ∇f is continuous
on C. Then Z
∇f · dr = f (r(b)) − f (r(a)).
C

If f is a function of two variables and C is a plane curve with initial point A(x1 , y1 ) and
terminal point B(x2 , y2 ) as in Figure 6, then Theorem 2 becomes
Z
∇f · dr = f (x2 , y2 ) − f (x1 , y1 ).
C

Figure 25:

If f is a function of three variables and C is a space curve joining the point A(x1 , y1 , z1 )
to the point B(x2 , y2 , z2 ), then we have
Z
∇f · dr = f (x2 , y2 , z2 ) − f (x1 , y1 , z1 ).
C
0.5. FUNDAMENTAL THEOREM FOR LINE INTEGRALS xliii

Proof. Using Definition 1, we have


Z Z b
∇f · dr = ∇f (r(t)) · r0 (t) dt
C a

!
Z b
∂f dx ∂f dy ∂f dz
= + + dt
a ∂x dt ∂y dt ∂z dt
Z b
d
= f (r(t)) dt
a dt

= f (r(b)) − f (r(a)).

R
Example 21. Evaluate C ∇f · dr, where f (x, y, z) = cos(πx) + sin(πy) − xyz and C is
any path that starts at (1, 1/2, 2) and ends at (2, 1, −1).

Solution: Let r(t), a ≤ t ≤ b be any path that starts at (1, 1/2, 2) and ends at (2, 1, −1).
Then    
r(a) = 1, 1/2, 2 , r(b) = 2, 1, −1 .

The integral is then


Z
∇f · dr = f (2, 1, −1) − f (1, 1/2, 2)
C
 
= cos(2π) + sin(π) − 2(1)(−1) − cos(π) + sin(π/2) − 1(1/2)(2) = 4.

0.5.1 Independence of Path

Definition
R 3. If F is a continuous vector
R field withRdomain D, we say that the line integral
C F · dr is independent of path if C1 F · dr = C2 F · dr for any two paths C1 and C2
in D that have the same initial and terminal points.

With this terminology, we can say that line integrals of conservative vector fields are inde-
pendent of path.
R R
Theorem 3. C F · dr is independent of path in D if and only if C F · dr = 0 for every
closed path C in D.
xliv CONTENTS

0.5.2 Some Useful Definitions

Suppose that F is a continuous vector field in some domain D.

Definition 4. F is a conservative vector field if there is a function f such that F = ∇f.


The function f is called a potential function for the vector field.
Definition 5. A path is called closed if its terminal point coincides with its initial point.
For example, a circle is a closed path.
Definition 6. A path C is simple if it doesn’t cross itself.
Definition 7. A region D is open if it doesn’t contain any of its boundary points.
Definition 8. A region D is connected if we can connect any two points in the region
with a path that lies completely in D.
Definition 9. A region D is simply-connected if it is connected and it contains no
holes.

0.5.3 Some Useful Theorems

TheoremR 4. Suppose F is a vector field that is continuous on an open connected region


D. If C F · dr is independent of path in D, then F is a conservative vector field on D; that
is, there exists a function f such that ∇f = F.

Theorem 5. If F(x, y) = P (x, y)i + Q(x, y)j is a conservative vector field, where P and Q
have continuous first-order partial derivatives on a domain D, then throughout D we have

∂P ∂Q
= .
∂y ∂x

Theorem 6. Let F(x, y) = P i + Qj be a vector field on an open simply-connected region


D. Suppose that P and Q have continuous first-order partial derivatives

∂P ∂Q
=
∂y ∂x

throughout D. Then F is conservative.


Example 22. Determine whether or not the following vector fields

(a) F(x, y) = (3 + 2xy)i + (x2 − 3y 2 )j

(b) F(x, y) = (x2 − xy)i + (y 2 − xy)j

are conservative.
0.5. FUNDAMENTAL THEOREM FOR LINE INTEGRALS xlv

Solution:
(a) Let P (x, y) = 3 + 2xy and Q(x, y) = x2 − 3y 2 . Then

∂P ∂Q
= 2x = .
∂y ∂x

The two partial derivatives are equal and so this is a conservative vector field.
(b) Let P (x, y) = x2 − xy and Q(x, y) = y 2 − xy. Then

∂P ∂Q
= −x and = −y.
∂y ∂x

So, since the two partial derivatives are not the same this vector field is NOT conserva-
tive.
Suppose it is known that F(x, y) = P i+Qj is conservative, where P and Q have continuous
first-order partial derivatives. Then there is a function f such that F = ∇f, that is,

∂f ∂f
P = and Q= .
∂x ∂y

Example 23. Determine if the following vector field is conservative and find a potential
function for the vector field

F(x, y) = (2x3 y 4 + x)i + (2x4 y 3 + y)j

Solution:
∂P
P = 2x3 y 4 + x, = 8x3 y 3
∂y
and
∂Q
Q = 2x4 y 3 + y, = 8x3 y 3 .
∂x
So, the vector field is conservative. Now to find the potential function, we know that

∂f ∂f
= 2x3 y 4 + x, = 2x4 y 3 + y
∂x ∂y

From these we have


Z Z
3 4
2x4 y 3 + y dy
 
f (x, y) = 2x y + x dx or f (x, y) =

Here is the first integral. Z


2x3 y 4 + x dx

f (x, y) =
xlvi CONTENTS

1 1
= x4 y 4 + x2 + h(y),
2 2
where h(y) is the ”constant of integration”.
Differentiating f (including the (h(y)) with respect to y and set it equal to Q since that is
what the derivative is supposed to be. Thus

∂f
= 2x4 y 3 + h0 (y) = 2x4 y 3 + y = Q
∂y

from which h0 (y) = y. Thus


Z Z
1
h(y) = h0 (y)dy = ydy = y 2 + c
2

So, putting this all together we can see that a potential function for the vector field is

1 1 1
f (x, y) = x4 y 4 + x2 + y 2 + c.
2 2 2

where F = (2x3 y 4 + x)i + (2x4 y 3 + y)j and C is given


R
Example 24. Evaluate F·
C dr, 
by r(t) = (t cos(πt) − 1)i + sin πt
2 j, 0 ≤ t ≤ 1.

Solution: From Example 23 above, this vector field is conservative and that a potential
function for the vector field is
1 1 1
f (x, y) = x4 y 4 + x2 + y 2 + c.
2 2 2
Using this we know that integral must be independent of path and so all we need to do is
use the Fundamental Theorem for Line Integrals to do the evaluation.
Thus Z Z
F · dr = ∇f · dr = f (r(1)) − f (r(0)),
C C

where r(1) = − 2, 1 , r(0) = − 1, 0 .


So, the integral is Z
F · dr = f (−2, 1) − f (−1, 0)
C
! !
21 1
= +c − + c = 10.
2 2

Example 25. If F(x, y, z) = y 2 i + (2xy + e3z )j + 3ye3z k, find a function f such that
∇f = F.
0.5. FUNDAMENTAL THEOREM FOR LINE INTEGRALS xlvii

Solution: If there is such a function f, then

fx (x, y, z) = y 2 , (12)

fy (x, y, z) = 2xy + e3z , (13)


fz (x, y, z) = 3ye3z . (14)
Integrating (12) with respect to x, we get

f (x, y, z) = xy 2 + g(y, z), (15)

where g(y, z) is a constant with respect to x. Then differentiating (15) with respect to y,
we have
fy (x, y, z) = 2xy + gy (y, z) (16)
and comparison with (13) gives
gy (y, z) = e3z .
Thus
g(y, z) = ye3z + h(z)
and we rewrite (15) as
f (x, y, z) = xy 2 + ye3z + h(z).
Finally, differentiating with respect to z and comparing with (14), we obtain h0 (z) = 0 and
therefore h(z) = K, a constant. The desired function is

f (x, y, z) = xy 2 + ye3z + K.

EXERCISES
(a) Determine whether or not F s a conservative vector field. If it is, find a function f such
that F = ∇f.
(i) F(x, y) = (yex + sin y)i + (ex + x cos y)j
(ii) F(x, y) = (2x − 3y)i + (−3x + 4y − 8)j
(iii) F(x, y) = (2xy + y −2 )i + (x2 − 2xy −3 )j, y > 0.
R
(b) Find a function f such that F = ∇f and use the result to evaluate C F · dr along the
curve C.
(i) F(x, y) = x2 i + y 2 j, C is the arc of the parabola y = 2x2 from (−1, 2) to (2, 8).
(ii) F(x, y, z) = yzi + xzj + (xy + 2z)k, C is the line segment from (1, 0, −2) to (4, 6, 3)
(iii) F(x, y, z) = yzexz i + exz j + xyexz k, C : r(t) = (t2 + 1)i + (t2 − 1)j + (t2 − 2t)k,
0 ≤ t ≤ 2.
xlviii CONTENTS

(iv) F(x, y, z) = sin yi + (x cos y + cos z)j − y sin zk, C : r(t) = sin ti + tj + 2tk, 0 ≤ t ≤ π2 .
(c) Let
−yi + xj
F(x, y) =
x2 + y 2
(i) Show that
∂P ∂Q
= .
∂y ∂x
R R
(ii) Show that C F · dr is not independent of path. [Hint: Compute C1 F · dr and
2 2
R
C2 F · dr, where C1 and C2 are the upper and lower halves of the circle x + y = 1
from (1, 0) to (−1, 0).]
(d) Let F = (ax2 y + y 3 + 1)i + (2x3 + bxy 2 + 2)j be a vector field, where a and b are
constants.
(i) Find the values of a and b for which F is conservative.
(ii) For these values of a and b, find f (x, y) such that F = ∇f.
R
(iii) Still using the values of a and b from part (i), compute C F · dr along the curve C
such that x = et cos t, y = et sin t, 0 ≤ t ≤ π.

0.6 Green’s Theorem

Theorem 7. Let C be a positively oriented, piecewise-smooth, simple closed curve in the


plane and let D be the region bounded by C. If P and Q have continuous partial derivatives
on an open region that contains D, then
Z ZZ !
∂Q ∂P
P dx + Qdy = − dA.
C D ∂x ∂y

Another notation for the positively oriented boundary curve of D is ∂D, so the equation
in Green’s Theorem can be written as
Z Z ! Z
∂Q ∂P
− dA = P dx + Qdy. (17)
D ∂x ∂y ∂D

Green’s Theorem should be regarded as the counterpart of the Fundamental Theorem of


Calculus for double integrals.
0.6. GREEN’S THEOREM xlix

Proof. Green’s Theorem will be proved if we can show that


Z Z Z
∂P
P dx = − dA (18)
C D ∂y
Z Z Z
∂Q
Qdy = dA. (19)
C D ∂x
We prove Equation (18) by expressing D as a type 1 region:
n o
D = (x, y)| a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x) ,

where g1 and g2 are continuous functions. Thus


Z Z Z b Z g2 (x) Z b
∂P ∂P  
dA = (x, y) dy dx = P (x, g2 (x)) − P (x, g1 (x)) dx (20)
D ∂y a g1 (x) ∂y a

Now we compute the left side of Equation (18) by breaking up C as the union of the four
curves C1 , C2 , C3 and C4 shown in Figure 8.

Figure 26:

On C1 , we take x as the parameter and write the parametric equations as x = x, y =


g1 (x), a ≤ x ≤ b. Thus
Z Z b
P (x, y)dx = P (x, g1 (x))
C1 a
l CONTENTS

Since C3 goes from right to left but −C3 goes from left to right, so we can write the
parametric equation −C3 as x = x, y = g2 (x), a ≤ x ≤ b. Therefore
Z Z Z b
P (x, y)dx = − P (x, y)dx = − P (x, g2 (x)).
C3 C3 a

On C2 or C4 , x is constant, so dx = 0 and
Z Z
P (x, y)dx = 0 = P (x, y)dx.
C2 C4

Hence
Z Z Z Z Z
P (x, y)dx = P (x, y)dx + P (x, y)dx + P (x, y)dx + P (x, y)dx.
C C1 C2 C3 C4
Z b Z b
= P (x, g2 (x))dx − P (x, g1 (x))dx.
a a
Comparing this expression with the one in Equation (20), we see that
Z Z Z
∂P
P dx = − dA.
C D ∂y

Example 26. Evaluate C x4 dx + xydy, where C is the triangular curve consisting of the
R

line segments from (0, 0) to (1, 0), from (1, 0) to (0, 1), and from (0, 1) to (0, 0).

Figure 27:
0.6. GREEN’S THEOREM li

Solution: The region D enclosed by C is simple and C has a positive orientation (see
Figure 27).
If we let P (x, y) = x4 and Q(x, y) = xy, then we have
Z Z Z ! Z 1 Z 1−x
4 ∂Q ∂P
x dx + xydy = − dA = (y − 0) dy dx
C D ∂x ∂y 0 0

" #y=1−x
Z 1 Z 1
1 2 1
= y dx = (1 − x)2 dx
0 2 2 0
y=0
1 1 1
= − (1 − x)3 = .
6 0 6
p
sin x )dx+ 7x+ y + 1 dy, where C is the circle x2 +y 2 =
H 
Example 27. Evaluate C (3y−e 4

9.
Solution: The region D bounded by C is the disk x2 + y 2 ≤ 9. So, using polar coordinates
after applying Greens Theorem, we have
I p
(3y − esin x ) dx + 7x + y 4 + 1 dy

C
Z Z " #
∂  p  ∂  
= 7x + y 4 + 1 − 3y − esin x dA
D ∂x ∂y
Z 2π Z 3 Z 2π Z 3
= (7 − 3)r dr dθ = 4 dθ r dr = 36π.
0 0 0 0

The Green’s Theorem gives the following formulas for the area of D
I I I
1
A= x dy = − y dx = x dy − y dx. (21)
C C 2 C
x2 y2
Example 28. Find the area enclosed by the ellipse a2
+ b2
= 1.

Solution: The ellipse has parametric equations x = a cos t and y = b sin t, where 0 ≤ t ≤
2π.
Using the third formula in Equation (21), we have
I
1
A= x dy − y dx
2 C

1 2π
Z
= (a cos t)(b cos t) dt − (b sin t)(−a sin t) dt
2 0
lii CONTENTS
Z 2π
ab
= dt = πab.
2 0

EXERCISES
(1) Evaluate the line integral by two methods: (a) directly and (b) using Green’s Theo-
rem.
H
(i) C (x − y) dx + (x + y) dy; C is the circle with center the origin and radius 2.
(ii) C xy dx + x2 y 3 dy; C is the triangle with vertices (0, 0), (1, 0), and (1, 2).
H

(iii) C x2 y 2 dx + xy dy; C consists of the arc of the parabola y = x2 from (0, 0) to (1, 1)
H

and the line segments from (1, 1) to (0, 1) and (0, 1) to (0, 0).
(2) Use Green’s Theorem to evaluate the line integral along the given positively oriented
curve.
(i) C xy 2 dx + 2x2 y dy; C is the triangle with vertices (0, 0), (2, 2) and (2, 4).
R


(ii) C (y + e x ) dx + (2x + cos y 2 ) dy; C is the boundary of the region enclosed by the
R

parabolas y = x2 and x = y 2 .
2
(iii) C (1 − y 3 ) dx + (x3 + ey ) dy; C is the boundary of the region between the circles
R

x2 + y 2 = 4 and x2 + y 2 = 9.
(3) Use Green’s Theorem to find the work done by the force F(x, y) = x(x + y)i + xy 2 j in
moving a particle from the origin along the x-axis to (1, 0), then along the line segment to
(0, 1), and then back to the origin along the y-axis.
(4) A particle starts√at the point (−2, 0), moves along the x-axis to (2, 0), and then along
the semicircle y = 4 − x2 to the starting point. Use Green’s Theorem to find the work
done on this particle by the force field F(x, y) = x, x3 + 3xy 2 .

0.7 Stokes’ Theorem

Stokes’ Theorem: Let S be an oriented piecewise-smooth surface that is bounded by a


simple, closed, piecewise-smooth boundary curve C with positive orientation. Let F be a
vector field whose components have continuous partial derivatives on an open region in R3
that contains S. Then Z Z Z
F · dr = curl F · dS.
C S

Note: Z Z Z Z Z Z
F · dr = F · T ds and curl F · dS = curl F · n dS.
C C S S
0.7. STOKES’ THEOREM liii

Stokes Theorem says that the line integral around the boundary curve of S of the tangential
component of F is equal to the surface integral over S of the normal component of the curl
of F.
The positively oriented boundary curve of the oriented surface S is often written as ∂S, so
Stokes’ Theorem can be expressed as
Z Z Z
curl F · dS = F · dr (22)
S ∂S

In the special case where the surface S is flat and lies in the xy-plane with upward orien-
tation, the unit normal is k, the surface integral becomes a double integral, and Stokes’
Theorem becomes
Z Z Z Z Z
F · dr = curl F · dS = (curl F) · k dA.
C S S

This is precisely the vector form of Green’s Theorem.

Example 29. Evaluate C F · dr, where F(x, y, z) = −y 2 i + xj + z 2 k and C is the curve


R

of intersection of the plane y + z = 2 and the cylinder x2 + y 2 = 1. (Orient C to be


counterclockwise) when viewed from above.
Solution: The curve C (an ellipse) is shown in Figure 28.

Figure 28:
liv CONTENTS

Using Stokes’ Theorem, we have

i j k
∂ ∂ ∂
curl F = ∂x ∂y ∂z = (1 + 2y)k.
¯
−y 2 x z2
Although there are many surfaces with boundary C, the most convenient choice is the
elliptical region S in the plane y + z = 2 that is bounded by C. If we orient S upward,
then C has the induced positive orientation. The projection D of S onto the xy-plane is
the disk x2 + y 2 ≤ 1.
Thus we have Z Z Z Z Z
F · dr = curl F · dS = (1 + 2y) dA.
C S D
" #1
2π 1 2π
r2 r3
Z Z Z
= (1 + 2r sin θ)r dr dθ = + 2 sin θ dθ
0 0 0 2 3
0
!
Z 2π
1 2 1
= + sin θ dθ = (2π) + 0 = π.
0 2 3 2
RR
Example 30. Use Stokes’ Theorem to compute the integral S curl F· dS, where F(x, y, z) =
2 2 2
xzi + yzj + xyk and S is the part of the sphere x + y + z = 4 that lies inside the cylinder
x2 + y 2 = 1 and above the xy-plane. (See Figure 29).

Figure 29:
0.7. STOKES’ THEOREM lv

Solution: To find the boundary curve C, we solve√the equations x2 + y 2 + z 2 = 4 and


x2 + y 2 = 1. Subtracting, we get z 2 = 3√and so z = 3 (since z > 0). Thus C is the circle
given by the equation x2 + y 2 = 1, z = 3.
A vector equation of C is therefore,

r(t) = cos ti + sin tj + 3k, 0 ≤ t ≤ 2π,

so
r(t) = − sin ti + cos tj.
Also, we have √ √
F(r(t)) = 3 cos t i + 3 sin t j + cos t sin t k
Therefore, by Stokes’ Theorem,
Z Z Z Z 2π
curl F · dS = F · dr = F(r(t)) · r0 (t) dt
S C 0
Z 2π  √ √ 
= − 3 cos t sin t + 3 sin t cos t dt
0
√ Z 2π
= 3 0 dt = 0.
0
In this example, we computed a surface integral simply by knowing the values of F on
the boundary curve C. This means that if we have another oriented surface with the same
boundary curve C, then we get exactly the same value for the surface integral!

In general, if S1 and S2 are oriented surfaces with the same oriented boundary curve
C and both satisfy the hypotheses of Stokes’ Theorem, then
Z Z Z Z Z
curl F · dS = F · dr = curl F · dS (23)
S1 C S2

This fact is useful when it is difficult to integrate over one surface but easy to integrate
over the other.

EXERCISES RR
(a) Use Stokes Theorem to evaluate S curl F · dS

(i) F(x, y, z) = 2y cos zi + ex sin zj + xey k, S is the hemisphere x2 + y 2 + z 2 = 9, z ≥ 0,


oriented upward.
(ii) F(x, y, z) = x2 z 2 i + y 2 z 2 j + xyz k, S is the part of the paraboloid z = x2 + y 2 that
lies inside the cylinder x2 + y 2 = 4, oriented upward.
lvi CONTENTS
p
(iii) F(x, y, z) = tan−1 (x2 yz 2 ) i + x2 y j + x2 z 2 k, S is the cone x = y 2 + z 2 , 0 ≤ x ≤ 2,
oriented in the direction of the positive x-axis.

R
(b) Use Stokes’ Theorem to evaluate C F · dr. In each case C is oriented counterclockwise
as viewed from above

(i) F(x, y, z) = (x + y 2 ) i + (y + z 2 ) j + (z + x2 )k, C is the triangle with vertices (1, 0, 0),


(0, 1, 0), and (0, 0, 1).

(ii) F(x, y, z) = yz i + 2xz j + exy k, C is the circle x2 + y 2 = 16, z = 5..

(iii) F(x, y, z) = xy i + 2z j + 3y k, C is the curve of intersection of the plane x + z = 5


and the cylinder x2 + y 2 = 9.

0.8 The Divergence Theorem

The Divergence Theorem: Let E be a simple solid region and let S be the boundary
surface of E, given with positive (outward) orientation. Let F be a vector field whose
component functions have continuous partial derivatives on an open region that contains
E. Then
Z Z Z Z Z
F · dS = div F dV.
S E

Thus the Divergence Theorem states that, under the given conditions, the flux of F across
the boundary surface of E is equal to the triple integral of the divergence of F over E.
RR
Example 31. Use the divergence theorem to evaluate S F · dS, where F(x, y, z) =
xy i − 21 y 2 j + zk and the surface consists of the three surfaces, z = 4 − 3x2 − 3y 2 , 1 ≤ z ≤ 4
on the top x2 + y 2 = 1, 0 ≤ z ≤ 1 on the sides and z = 0 on the bottom.

Solution: The sketch of the surface is shown in Figure 30.


0.8. THE DIVERGENCE THEOREM lvii

Figure 30:

The region E for the triple integral is then the region enclosed by these surfaces. Note that
cylindrical coordinates would be a perfect coordinate system for this region. If we do that
here are the limits for the ranges.
0 ≤ z ≤ 4 − 3r2 , 0 ≤ r ≤ 1, 0 ≤ θ ≤ 2π.
We’ll also need the divergence of the vector field, so we have
div F = y − y + 1 = 1.
The integral is then, Z Z Z Z Z
F · dS = div F dV
S E
Z 2π Z 1 Z 4−3r2
= r dz dr dθ
0 0 0
Z 2π Z 1
= (4r − 3r3 ) dr dθ
0 0
! 1
Z 2π
3
= 2
2r − r4 dθ
0 4
0
Z 2π
5 5
= dθ = π.
0 4 2
lviii CONTENTS

RR
Example 32. Evaluate S F · dS, where
2
F(x, y, z) = xy i + (y 2 + exz ) j + sin(xy) k

and S is the surface of the region E bounded by the parabolic cylinder z = 1 − x2 and the
planes z = 0, y = 0, and y + z = 2. (See Figure 31).

Figure 31:

Solution: The divergence of F is


     
∂ ∂ 2 xz 2 ∂
div F = xy + y +e + sin(xy) = y + 2y = 3y
∂x ∂y ∂z

Therefore we use the Divergence Theorem to transform the given surface integral into a
triple integral. The easiest way to evaluate the triple integral is to express E as a type 3
region: n o
E = (x, y, z)| − 1 ≤ x ≤ 1, 0 ≤ z ≤ 1 − x2 , 0 ≤ y ≤ 2 − z

Then we have Z Z Z Z Z Z Z Z
F · dS = div F dV = 3y dV
S E E
1 1−x2 2−z 1 1−x2
(2 − z)2
Z Z Z Z Z
=3 y dy dz dx = 3 dz dx
−1 0 0 −1 0 2
0.9. IMPROPER INTEGRAL lix

" #1−x2
1 1
(2 − z)3
Z Z
3 1
= − dx = − [(x3 + 1)3 − 8] dx
2 −1 3 2 −1
0
Z 1  184
=− x6 + 3x4 + 3x2 − 7 dx = .
0 35

EXERCISES

RR
(a) Use the Divergence Theorem to calculate the surface integral S F · dS; that is,
calculate the flux of F over S.
(i) F(x, y, z) = xyez i + xy 2 z 3 j − yez k, S is the surface of the box bounded by the
coordinate planes and the planes x = 3, y = 2, and z = 1.
(ii) F(x, y, z) = 3xy 2 i + xez j + z 3 k, S is the surface of the solid bounded by the cylinder
y 2 + z 2 = 1 and the planes x = −1 and x = 2.
(iii) F(x, y, z) = (cos z + xy 2 ) i + xe−z j + (sin y + x2 z) k, S is the surface of the solid
bounded by the paraboloid z = x2 + y 2 and the plane x = 4.
(iv) F(x, y, z) = (x3 + y 3 ) i + (y 3 + z 3 ) j + (z 3 + x3 ) k, S is the sphere with center the
origin and radius 2.

0.9 Improper Integral

The concept of a definite integral can be extended to the case where the interval is infinite
and also to the case where f has an infinite discontinuity in [a, b]. In either case the integral
is called an improper integral.

0.9.1 Type 1: Infinite Intervals

In this kind of integral one or both of the limits of integration are infinity. In these cases
the interval of integration is said to be over an infinite interval.
Example 33. Evaluate the following integral
Z ∞
1
dx.
1 x2

Solution: Because infinity is not a real number, we can’t just integrate the integral as
normal and then ”plug in” the infinity to get an answer.
lx CONTENTS

Consider when the area under f (x) is on the interval [1, t], where t > 1 and t is finite. Thus
we have
Z t t
1 1 1
At = 2
dx = − =1− .
1 x x t
1
Now, we can get the area under f (x) on [1, ∞) simply by taking the limit of At as t goes
to infinity.  
1
A = lim At = lim 1 − = 1.
t→∞ t→∞ t
So we have Z ∞ Z t
1 1
dx = lim dx
1 x2 t→∞ 1 x2
! t
1
= lim −
t→∞ x
1
 
1
= lim 1 − = 1.
t→∞ t
Definition of an Improper Integral of Type 1
Rt
Definition 10. (a) If a f (x) dx exists for every number t ≥ a, then
Z ∞ Z t
f (x) dx = lim f (x) dx
a t→∞ a

provided this limit exists (as a finite number).


Rb
(b) If t f (x) dx exists for every number t ≤ b, then
Z b Z b
f (x) dx = lim f (x) dx
−∞ t→−∞ t

provided this limit exists (as a finite number).


R∞ Rb
The improper integrals a f (x) dx and −∞ f (x) dx are called convergent if the
corresponding limit exists and divergent if the limit does not exist.
R∞ Ra
(c) If both a f (x) dx and −∞ f (x) dx are convergent, then we define
Z ∞ Z a Z ∞
f (x) dx = f (x) dx + f (x) dx
−∞ −∞ a

In part (c) any real number a can be used.


0.9. IMPROPER INTEGRAL lxi

R∞
Example 34. Determine whether the integral 1 ( x1 ) dx is convergent or divergent.
Solution: According to part (a) of Definition 9, we have
Z ∞  Z t
1 1 t
dx = lim dx = lim ln |x|
1 x t→∞ 1 x t→∞ 1

= lim (ln t − ln 1) = lim ln t = ∞.


t→∞ t→∞
R∞
The limit does not exist as a finite number and so the improper integral 1 ( x1 ) dx is di-
vergent.

Example 35. Evaluate Z 0


xex dx
−∞

Solution: Using part (b) of Definition 9, we have


Z 0 Z 0
x
xe dx = lim xex dx.
−∞ t→−∞ t

We integrate by parts with u = x, dv = ex dx so that du = dx, v = ex :


Z 0 0 Z 0
x x
xe dx = xe − ex dx
t t t

= −tet − 1 + et .
But et → 0 as t → −∞, and by L’Hospital’s Rule we have
t 1
lim tet = lim = lim
t→−∞ t→−∞ e−t t→−∞ −e−t

= lim (−e−t ) = 0.
t→−∞

Therefore Z 0
xex dx = lim (−tet − 1 + et )
−∞ t→−∞

= −0 − 1 + 0 = −1.

Example 36. Evaluate Z ∞


1
dx
−∞ 1 + x2
lxii CONTENTS

Solution: Choosing a = 0 in Definition 9(c) :


Z ∞ Z 0 Z ∞
1 1 1
2
dx = 2
dx + dx
−∞ 1 + x −∞ 1 + x 0 1 + x2
We must now evaluate the integrals on the right side separately:
Z ∞ Z t t
1 1 −1
dx = lim dx = lim tan x
0 1 + x2 t→∞ 0 1 + x2 t→∞
0
−1 −1 −1 π
= lim (tan t − tan 0) = lim tan t = .
t→∞ t→∞ 2
Z 0 Z 0 0
1 1
2
dx = lim 2
dx = lim tan−1 x
−∞ 1 + x t→−∞ t 1 + x t→−∞
t
−1 −1
= lim (tan 0 − tan t)
t→−∞
 π π
=0− − =
2 2
Since both of these integrals are convergent, the given integral is convergent and
Z ∞
1 π π
2
dx = + = π.
−∞ 1 + x 2 2

0.9.2 Discontinuous Integrand

We now look at the second type of improper integrals.

Definition of an Improper Integral of Type 2

Definition 11.
(a) If f is continuous on [a, b) and is discontinuous at b, then
Z b Z t
f (x) dx = lim f (x) dx
a t→b− a
if this limit exists (as a finite number).
(b) If f is continuous on (a, b] and is discontinuous at a, then
Z b Z b
f (x) dx = lim f (x) dx
a t→a+ t
if this limit exists (as a finite number).
Rb
The improper integrals a f (x) dx is called convergent if the corresponding limit exists
and divergent if the limit does not exist.
0.9. IMPROPER INTEGRAL lxiii

Rc Rb
(c) If f has a discontinuity at c, where a < c < b, and both a f (x) dx and c f (x) dx are
convergent, then we define
Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx.
a a c

Example 37. Find Z 5


1
√ dx
2 x−2
1
Solution: We note first that the given integral is improper because f (x) = √x−2 has the
vertical asymptote x = 2. Since the infinite discontinuity occurs at the left endpoint of
[2, 5], we use we use part (b) of Definition 10 :
Z 5 Z 5
1 1
√ dx = lim √ dx
2 x−2 t→2 +
t x−2
√ 5
= lim 2 x − 2
t→2+ t
√ √  √
= lim 2 3 − t − 2 = 2 3.
t→2+
Example 38. Evaluate Z 3
1
dx
0 x−1
if possible
Solution: Observe that the line x = 1 is a vertical asymptote of the integrand. Since
it occurs in the middle of the interval [0, 3], we must use part (c) of Definition 10 with
c=1: Z 3 Z 1 Z 3
1 1 1
dx = dx + dx,
0 x − 1 0 x − 1 1 x − 1
where

Z 1 Z t
1 1 t
dx = lim dx = lim ln |x − 1|
0 x−1 t→1− 0 x−1 t→1− 0

= lim (ln |t − 1| − ln | − 1|)


t→1−

= lim ln(1 − t) = −∞
t→1−
R1 R3
because 1 − t → 0+ as t → 1− . Thus 1
0 x−1 dx is divergent. This implies that 1
0 x−1 dx is
divergent.
lxiv CONTENTS

EXERCISES

(a) Determine whether each integral is convergent or divergent. Evaluate those that are
convergent.
Z ∞ Z 0 Z ∞ Z ∞
1 1 −x2 ln x
3/2
dx, dx, xe dx, dx.
3 (x − 2) −∞ 3 − 4x −∞ 1 x

(b) The integral Z ∞


1
√ dx
0 x(1 + x)
is improper for two reasons: The interval [0, ∞) is infinite and the integrand has an infinite
discontinuity at 0. Evaluate it by expressing it as a sum of improper integrals of Type 2
and Type 1 as follows:
Z ∞ Z 1 Z ∞
1 1 1
√ dx = √ dx + √ dx
0 x(1 + x) 0 x(1 + x) 1 x(1 + x)

(c) Evaluate Z ∞
1
√ dx
2 x x2 − 4
by the same method as in Exercise b.

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