Multiple Integrals Notes - Day I
Multiple Integrals Notes - Day I
Multiple Integrals
Suppose the region is bounded above by the curve y = f (x) and below by the x-axis, where
a ≤ x ≤ b. To find the volume of the solid so generated, we divide the interval [a, b] into n equal
parts. Let the partition be
a = x 0 < x 1 < · · · < x n−1 < x n = b.
On the ith subinterval we approximate the slice of the solid by π[ f (x i∗ )]2 (x i − x i−1 ) for a point
x i∗ ∈ [x i−1, x i ]. Reason: the slice is a portion of a cylinder whose cross section with a plane vertical
to its axis is a circle. Then the volume of the solid of revolution is approximated by the sum
n
π[ f (x i∗ )]2 (x i − x i−1 ).
X
i=1
Then the volume of the solid of revolution is the limit of the above sum where n → ∞. Observe
that the cross sectional area for x ∈ [a, b] is A(x) = π( f (x)) 2 . If A(x) is a continuous function of
x, then the limit of the above sum is the required volume; that is,
Z b Z b
V= A(x) dx = π[ f (x)]2 dx.
a a
If the axis of revolution is a straight line other than the x-axis, similar formulas can be obtained for
the volume.
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√
Example 2.1. The region between the curve y = x, 0 ≤ x ≤ 4 and the x-axis is revolved around
x-axis. Find the volume of the solid of revolution.
We think of the sphere as the solid of revolution of the region √bounded by the upper semi-circle
2 2 2
x + y = a , y ≥ 0. Here, −a ≤ x ≤ a. The curve is thus y = a2 − x 2 . Then the volume of the
sphere is
x3 g a 4
Z a p Z a
2
2 2 π(a2 − x 2 ) dx = π a2 x − = πa3 .
f
V= π( a − x ) dx =
−a −a 3 −a 3
√
Example 2.3. Find the volume of the solid obtained by revolving the region bounded by y = x
and the lines y = 1, x = 4 about the line y = 1.
The volume is
4 4
4
Z Z
2
V= π[R(y)] dy = π dy = 3π.
1 1 y2
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Example 2.5. Find the volume of the solid generated by revolving the region between the parabola
x = y 2 + 1 and the line x = 3 about the line x = 3.
Notice that the cross sections are perpendicular to the axis of revolution: x = 3.
The volume is √ √ √
2 2
64π 2
Z Z
2 2 2
V = √ π[R(y)] dy = √ π[2 − y ] dy = .
− 2 − 2 15
If the region which revolves does not border the axis of revolution, then there are holes in the solid.
In this case, we subtract the volume of the hole to obtain the volume of the solid of revolution.
Look at the figure. In this case, the volume of the the solid of revolution is given by
Z b Z b
V= A(x) dx = π[(R(x)) 2 − (r (x)) 2 ] dx.
a a
Example 2.6. The region bounded by the curve y = x 2 + 1 and the line x + y = 3 is revolved about
the x-axis to generate a solid. Find the volume of the solid.
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The given curves intersect at y = 0 and y = 4. The required volume is
Z 4 Z 4
2 2 √ 8π
V= π[(R(y)) − (r (y)) ] dy = π[( y) 2 − (y/2) 2 ] dy = .
0 0 3
Example 2.8. Find the volume of the solid generated by revolving about the x-axis the region
bounded by the curve y = 4/(x 2 + 4) and the lines x = 0, x = 2, y = 0.
Z 2
16
The volume is V = π 2 dx.
0 (x + 4) 2
Substitute x = 2 tan t. dx = 2 sec2 t dt, (x 2 + 4) 2 = 16 sec4 t for 0 ≤ t ≤ π/4. So,
Z π/4 Z π/4
2 sec2 t 2
π 1
V= 16π dt = 2π cos t dt = π + .
0 16 sec4 t 0 4 2
Example 2.9.
√ √
The point B lies on the circle y = 1 − x 2 . So, the length of AB is 2 1 − x 2 . Since the triangle is
√ √
equilateral, its height is 3 1 − x 2 . The cross sectional area is
1 p √ p √
A(x) = 2 1 − x 2 3 1 − x 2 = 3 (1 − x 2 ).
2
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Thus, the volume of the solid is
1 1√
4
Z Z
V= A(x) dx = 3 (1 − x 2 ) dx = √ .
−1 −1 3
Example 2.10.
area is √
1p 16 − x 2 16 − x 2
A(x) = 16 − x 2 √ = √ .
2 3 2 3
Then the required volume of the wedge is
Z 4 Z 4
16 − x 2 128
V= A(x) dx = √ dx = √ .
−4 −4 2 3 3 3
We can approximate the volume of the solid by slicing into cylindrical shells. And finally, when
the width of the cylindrical shells approach zero, as in the Riemann sums, we would obtain the
volume as a limit.
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The volume of each cylindrical shell may be obtained eas-
ily. Look at the figure.
V = V2 − V1 = πr 22 h − πr 12 h = 2πr h∆r
where r = (r 1 + r 2 )/2 and ∆r = r 2 − r 1 .
Now, for computing the volume of the solid, we divide the
interval [a, b] into n subintervals [x i−1, x i ] of equal width
∆x and take x i as the mid-point of the subinterval. If the rectangle with base [x i−1, x i ] and height
f (x i ) is revolved about the y-axis, the result is a cylindrical shell with average radius x i, height
f (x i ) and thickness ∆x. Thus the volume of the shell is Vi = (2πx i ) f (x i ) ∆x. Therefore, the
approximation to the volume V is given by
n
X n
X
Vi = (2πx i ) f (x i ) ∆x.
i=1 i=1
Instead of taking the axis of revolution as the y-axis, we may take the vertical line x = `. In that
case, the shell radius will be x − ` instead of x = x − 0. With the assumptions used, we may state
the result as follows:
The volume of the solid generated by revolving the region between the x-axis and the
graph of a continuous function y = f (x) with f (x) ≥ 0 and ` ≤ a ≤ x ≤ b, about a
vertical line x = ` is
Z b Z b
V= 2π(x − `) f (x) dx = 2π(shell radius)(shell height) dx.
a a
Example 2.11. Find the volume of the solid generated by revolving the region bounded by the
parabola y = 3x − x 2 and the x-axis, about the line x = −1.
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√
Example 2.12. The region bounded by the x-axis, the line x = 4, and the curve y = x is revolved
about the x-axis. Find the volume of the solid of revolution.
Here, the shell thickness variable is y. The limits of integration are y = 0 and y = 2. The shell
radius is y and the shell height is 4 − y 2 . Thus the volume of the solid of revolution is
Z 2
y4 g 2
2π y(4 − y 2 ) dy = 2π 2y 2 −
f
V= = 8π.
0 4 0
Denote by A(Ri j ) the area of the rectangle Ri j ; Denote by kPk = max A(Ri j ), the norm of P.
Choose sample points (x i∗, y ∗j ) ∈ Ri j . An approximation to the volume of S is the Riemann sum
m X
X n
Smn = f (x i∗, y ∗j ) A(Ri j ).
i=1 j=1
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If limit of S!mn exists as kPk → 0, then this limit is called the double integral of f (x, y). It is
denoted by R f (x, y)dA. Whenever the integral exists, it is also enough to consider uniform
partitions, that is, x i − x i−1 = (b − a)/m = ∆x and y j − y j−1 = (d − c)/n = ∆y. In this case, we
write A(Ri j ) = ∆A = ∆x∆y. Then
" m X
X n
f (x, y)dA = lim Smn = lim lim f (x i∗, y ∗j )∆x∆y.
R kPk→0 m→∞ n→∞
i=1 j=1
Since f (x, y) ≥ 0, the value of this integral is the volume of the solid S bounded by the rectangle
R and the surface z = f (x, y).
When the integral of f (x, y) exists, we say that f is Riemann integrable or just integrable.
Riemann sum is well defined even if f is not a positive function. However, the double integral
computes the signed volume. Analogous to the single variable case, we have the following result;
we omit its proof.
Theorem 2.1. Each continuous function defined on a closed bounded rectangle is integrable.
Volumes of solids can also be calculated by using iterated integrals. For example, to find the
volume V of the solid raised over the rectangle R : [0, 2] × [0, 1] and bounded above by the plane
z = 4 − x − y, we proceed as follows (similar to solids of revolution):
2 1
Suppose A(x) is the cross sectional are at x. Then V = A(x)dx. Now, A(x) =
R R
0 0
(4 − x − y)dy.
R 2R 1
Thus, V = 0 0 (4 − x − y)dydx. Therefore,
" Z 2Z 1
(4 − x − y)dA = (4 − x − y)dydx.
R 0 0
The expression on the left is a double integral and on the right is an iterated integral.
Theorem 2.2. (Fubini) Let R be the rectangle [a, b] × [c, d]. Let f : R → R be a continuous
function. Then
" Z bZ d Z dZ b
f (x, y)dA = f (x, y)dydx = f (x, y)dxdy.
R a c c a
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!
Example 2.13. Evaluate R
(1 − 6x 2 y)dA, where R = [0, 2] × [−1, 1].
" Z 1Z 2 Z 1
2 2
(1 − 6x y)dA = (1 − 6x y)dxdy = (2 − 16y)dy = 4.
R −1 0 −1
Also, reversing the order of integration, we have
" Z 2Z 1 Z 2
2 2
(1 − 6x y)dA = (1 − 6x y)dydx = 2dx = 4.
R 0 −1 0
!
Example 2.14. Evaluate R y sin(x y)dA, where R = [1, 2] × [0, π].
! R πR 2 Rπ
R
y sin(xy)dA = 0 1
y sin(x y) dxdy = 0
(− cos 2y + cos y)dy = 0.
The volume of the solid above R and below the surface z = y sin(x y) is the same as the volume
below R and above the surface. Therefore, the net volume is zero.
Example 2.15. Find the volume of the solid bounded by the elliptic paraboloid x 2 + 2y 2 + z = 16,
planes x = 2 and y = 2, and the three coordinate planes.
Let R be the rectangle [0, 2] × [0, 2]. The solid is above R and below the surface defined by
z = f (x, y) = 16 − x 2 − 2y 2, where f is defined on R.
" Z 2Z 2
2 2
V= (16 − x − 2y )dA = (16 − x 2 − 2y 2 )dxdy = 48.
R 0 0
The double integrals can be extended to functions defined on non-rectangular regions. Essentially,
the approach is the same as earlier. We partition the region into smaller rectangles, form the
Riemann sum, take its limit as the norm of the partition goes to zero.
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The double integral of f over such a bounded region R can also be evaluated using iterated integrals.
Look at R bounded by two continuous functions g1 (x) and g2 (x); or, as a region bounded by two
continuous functions h1 (y) and h2 (y).
Example 2.16. Find the volume of the prism whose base is the triangle in the x y-plane bounded
by the lines y = 0, x = 1 and y = x, and whose top lies in the plane z = 3 − x − y.
Z 1Z x Z 1
V= (3 − x − y)dydx = (3x − 3x 2 /2)dx = 1.
0 0 0
Also, Z 1Z 1 Z 1
V= (3 − x − y)dxdy = (5/2 − 4y + 3y 2 /2)dy = 1.
0 y 0
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Sketch it, find the limits, and then write the appropriate integrals. :
" √ √
Z 1Z 1−x 2 Z 1Z 1−y 2
f (x, y)dA = f (x, y)dydx = f (x, y)dxdy.
R 0 1−x 0 1−y
For evaluating a double integral as an iterated integral, choose some order: first x, next y. If it does
not work, or if it is complicated, you may have to choose the reverse order.
!
Example 2.18. Evaluate R sinx x dA, where R is the triangle in the x y-plane bounded by the lines
y = 0, x = 1, and y = x.
So, " 1Z 1
sin x sin x
Z
dA = dxdy.
R x 0 y x
We are stuck. No way to proceed further.
On the other hand, we express the same R in a different way: {(x, y) : 0 ≤ y ≤ x, 0 ≤ x ≤ 1}. Then
" 1Z x 1 1
sin x sin x sin x Z x
Z Z Z
dA = dydx = dy dx = sin xdx = − cos(1) + 1.
R x 0 0 x 0 x 0 0
R 1R 1
Example 2.19. Evaluate the iterated integral 0 x
sin(y 2 )dydx.
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Z 1Z 1 "
2
sin(y )dydx = sin(y 2 )dA
0 x D
Z 1Z y
= sin(y 2 )dxdy
0 0
Z 1
1
= y sin(y 2 )dy = (1 − cos(1).
0 2
Properties of double integrals with respect to addition, multiplication etc. are as follows.
Theorem 2.4. Let f (x, y) and g(x, y) be continuous on a region D. Let c be a constant.
! !
1. (Constant Multiple): D c f (x, y)dA = c D f (x, y)dA.
! ! !
2. (Sum-Difference): D [ f (x, y) ± g(x, y)]dA = D f (x, y)dA ± D g(x, y)dA.
! ! !
3. (Additivity): D∪R f (x, y)dA = D f (x, y)dA + R f (x, y)dA,
provided f (x, y) is continuous on a region R also, and D and R are non-overlapping.
! !
4. (Domination): If f (x, y) ≤ g(x, y) in D, then D f (x, y)dA ≤ D g(x, y)dA.
!
5. (Area): D 1 dA = ∆(D) = Area of D.
!
6. (Boundedness): If m ≤ f (x, y) ≤ M in D, then m∆(D) ≤ D f (x, y)dA ≤ M∆(D).
It is easy to describe such regions in polar coordinates. Using polar coordinates, we define a polar
rectangle as a region given in the form:
R = {(r, θ) : a ≤ r ≤ b, α ≤ θ ≤ β, β − α ≤ 2π}.
We can divide a polar rectangle into polar subrectangles as in the following:
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Ri j = {(r, θ) : ri−1 ≤ r ≤ ri, θ j−1 ≤ θ ≤ θ j }.
Suppose f is a real valued function defined on a polar rectangle R. Let P be a partition of R into
smaller polar rectangles Ri j . The area of Ri j is
1 2 2
∆(Ri j ) = (r − ri−1 )(θ j − θ j−1 ).
2 i
Take a uniform grid dividing r into m equal parts and θ into n equal parts. Write ri − ri−1 = ∆r
and θ j − θ j−1 = ∆θ. Also write the mid-point of ri−1 and ri as ri∗ = 12 (ri + ri−1 ), similarly,
θ ∗j = 21 (θ j−1 + θ j ). Then the Riemann sum for f (r, θ) can be written as
m X
X n m X
X n
S= f (ri∗, θ ∗j )∆(Ri j ) = f (ri∗, θ ∗j )ri∗ ∆r∆θ.
i=1 j=1 i=1 j=1
If f (x, y), in Cartesian coordinates, is continuous on the polar rectangle R, then converting this
into polar form, we have
" Z β Z b
f (x, y)dA = f (r cos θ, r sin θ) r dr dθ.
R α a
The double integral in polar form can be generalized to functions defined on regions other than
polar rectangles. Let f be a continuous function defined over a region bounded by the rays
θ = α, θ = β and the continuous curves r = g1 (θ), r = g2 (θ).
Example 2.20. Find the limits of integration for integrating f (r, θ) over the region R that lies
inside the cardioid r = 1 + cos θ and outside the circle x 2 + y 2 = 1.
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Better write the circle as r = 1. Now, R is the region:
The limits of integration say that the region is the quarter of the unit disk in the first quadrant:
R = {(r, θ) : 0 ≤ r ≤ 1, 0 ≤ θ ≤ π}.
! 2 +y 2
Then I = R
ex dA. Using integration in polar form,
π 1 π f1 π
e−1 π
Z Z Z Z
r2 2g1
I= e r dr dθ = er dθ = dθ = (e − 1).
0 0 0 2 0 0 2 2
!
Example 2.23. Evaluate R (3x + 4y 2 )dA, where R is the region in the upper half plane bounded
by the circles x 2 + y 2 = 1 and x 2 + y 2 = 4.
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R = {(r, θ) : 1 ≤ r ≤ 2, 0 ≤ θ ≤ π}. Therefore,
" Z πZ 2
2
(3x + 4y )dA = (3r cos θ + 4r 2 sin2 θ)r dr dθ
R 0 1
π π
15π
Z g2 Z
3 4 2
(7 cos θ + 15 sin2 θ) dθ =
f
= r cos θ + r sin θ dθ = .
0 1 0 2
Example 2.24. Find the area enclosed by one of the four leaves of the curve r = cos(2θ).
Example 2.25. Find the volume of the solid that lies under the paraboloid z = x 2 + y 2, above the
x y-plane, and inside the cylinder x 2 + y 2 = 2x.
The solid lies above the disk D whose boundary has equation x 2 + y 2 = 2x, or in polar coordinates,
r 2 = 2r cos θ, or r = 2 cos θ.
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