Multiple integration
Multiple integration
5 Multiple integration
Definite Integrals:
b
f ( x)dx .....(1)
a
is physically the area under a curve y f (x) ,(say), the
X-axis and the two ordinates x = a and x = b. It is defined
as the limit of the sum
f ( x1 )x1 f ( x2 )x2 f ( x3 )x3 f ( x4 )x4 ..... f ( xn )xn
When n and each of the lengths x1,x2,x3, .......xn tends to zero.
Here x1,x2,x3, .......xn are n subdivisions into which the range of integration has been
divided and x1, x2, x3, .......xn are the values of x lying respectively in the 1st, 2nd, …, nth
subintervals.
Double Integrals
A double integral is the counter part of the above
definition in two dimensions.
Let f(x, y) be a single valued and bounded function of
two independent variables x and y defined in a closed
region A in xy plane. Let A be divided into n elementary
n
f ( x1 , y1 )A1 f ( x2 , y 2 )A2 ..... f ( xn , y n )An f ( xr , y r )Ar .....(2)
r 1
Then the limit of the sum (2), if exists, as n and each sub-elementary area approaches
to zero, is termed as ‘double integral’ of f(x, y) over the region A and expressed as
f ( x, y )dA
A
Thus,
n
f ( x, y)dA n lim
f ( xr , yr )Ar
A Ar 0
r 1
b ( x)
f ( x, y )dy dx
f ( x , y ) dx dy
R a ( x )
Geometrically the process is shown in Fig. 5.3,
where integration is carried out from inner rectangle
(i.e., along the one edge of the ‘vertical strip PQ’ from
P to Q) to the outer rectangle.
Case 2: When the region R is bounded by two continuous
curves x ( y ) and x ( y ) and the two lines (abscissa)
y = a and y = b.
In such a case, integration is first performed with
respect to x. keeping y as a constant and then the
resulting integral is integrated between the two limits
y = a and y = b.
Mathematically expressed as:
b ( y)
f ( x, y )dx dy f ( x, y )dx dy
a ( y )
R
Case 3: When both pairs of limits are constants, the region
of integration is the rectangle ABCD (say).
In this case, it is immaterial whether f(x, y) is integrated first with respect to x or y, the
result is unaltered in both the cases.
1 1 x 2
1
Ex. 1 Evaluate 1 x y22
dy dx
0 0
Solution:
Let,
1 1 x 2
1
I= dy dx
0 0 1 x2 y2
Clearly, here y = f(x) varies from 0 to 1 x
2
1 1 x 2
1
I= ( dy ) dx
0 0 (1 x 2 ) y 2
Take 1 x a
2 2
1 1 x 2
1
I= ( dy ) dx
0 0 a2 y2
1 x 2
1
1
1 y
= tan dx
0 a a 0
tan 1 1 x
1 2
=
1 tan 1 (0) dx
0 1 x 2 1 x2
1
1
I= dx
4 0 1 x 2
{log( x 1 x 2 )}10
4
4
log 1 1 12 log 1
I log(1 2 )
4
11
dx dy
Ex.2: Evaluate
00 (1 x 2 )(1 y 2 )
Solution:
Let,
11
dx dy
I
00 (1 x 2 )(1 y 2 )
bb
f ( x) g ( y ) dx dy
aa
b b
f ( x)dx g ( y )dy
a a
1 1
dx dy
I
0 (1 x 2 ) 0 1 y 2
1 1
I {sin 1 x} {sin 1 y}0
0
2
I
4
2 x
1y
e
y
Ex.3 Evaluate dx dy
0 0
Solution:
Let,
2 x 2 x
1y 1 y
I e
y
dx dy { e dx }dy
y
0 0 0 0
y2
x x y
2
1 y 1
1
e dy ye y dy ye y y dy
1
0 0
0 0
y 0
1
y y2 1
ye e (e e e 0 )
y
2 0 2
1
I
2
1 x
Ex.4 Evaluate xy( x y )dx dy
0 x2
Solution:
Let,
1 x 1 x
I xy ( x y )dx dy { ( x 2 y xy 2 )dy} dx
0 x2 0 x2
x
12 2 3 1 4 4 6 7 1
x y xy x x x x
dx dx ye y y dy
3 x 3
0 2 0 2 3 2 2 0
1
1
5 x 4
x 6
x 7 5x5 x 7 x8
dx
6 2 3 30 14 24 0
0
5 1 1
30 14 24
3
I
56
1 1 x 2
2
Let,
1 1 x 2 1 1 x 2
I 4 xye x dy dx {
2 2
4 xye x dy} dx
0 0 0 0
1 x 2
1
x y
2 1 x 2
1 1
4 xe dx 4 xe dx (2 xe 2 x e )dx
x2
2 2 2
x 3 x
0 2 0 0 2 0
1
(1 x 2 )e x (2 xdx)
2
0
Put , x 2 t 2 xdx dt
2e
1 1 1
I (1 t )e t dt (1 t )et (1)et 0
t
tet 0
0
I e2
EVALUATION OF DOUBLE INTEGRAL IN POLAR
COORDINATES
r ( )
To evaluate f (r , )dr d
r ( )
we first integrate with respect to r between the limits
a (1 cos )
Ex. 1. Evaluate r sin dr d
0 0
Solution : Let,
a (1 cos )
I r sin dr d
0 0
Here, limits of inner integral are function of Therefore, first integrate w. r. t. r then integrate
w. r. t
2 a (1 cos )
r sin
I d
0 2 0
2
a (1 cos ) 2 sin a2
I 0d (1 cos ) 2 sin d
0 2 2 0
a 2 (1 cos ) 3 f n 1 ( x )
I f ( x) f ( x) dx
n l
2 3 0 n 1
4a 2
I
3
2 2 a cos
Ex. 2. Evaluate r
2
sin dr d
0 0
Solution : Let,
2 2 a cos
I r
2
sin dr d
0 0
Here, limits of inner integral are function of Therefore, first integrate w. r. t. r then integrate
w. r. t
2 a cos
2 3
r sin
I d
0 3 0
2
8a cos sin
3 3
8a 3 2
8a 3 2
I 0d cos sin d 3 cos ( sin )d
3 3
0 3 3 0 0
8a cos 2
3 4 f n 1 ( x)
I f ( x) f ( x) dx
n l
3 4 0 n 1
4
cos
8a cos 2
3
8a 4
2 cos 4
0 3
I
3 4 0 3 4 4
2a 3
I
3
2 2b cos
Ex. 3. Evaluate
3
r dr d
2 a cos
2
Solution : Let,
2 2b cos
I
3
r dr d
2 a cos
2
Here, limits of inner integral are function of Therefore, first integrate w. r. t. r then integrate
w. r. t
2b cos
r 4
2
I d
4
2 a cos
2
16b cos 16a cos
2 4 4 4 4 2
I d 4(b a ) cos d
4 4 4
4 4
2 2
2
I 8(b a ) cos 4 d
4 4
a a
f ( x ) dx 2 f ( x)dx if f ( x) is even
a 0
0 if f ( x) is odd .
1 1 5
I 8(b 4 a 4 ) B ,
2 2 2
3
I (b 4 a 4 )
2
EVALUATION OF DOUBLE INTEGRAL OVER THE GIVEN REGION
2 x 3 y
Ex. 1: Evaluate e dx dy over the triangle bounded by the lines x = 0, y = 0 and
x + y = 1.
Solution: Here the region of integration is the triangle OABO as the line x + y = 1 intersects
the axes at points (1, 0) and (0, 1). Thus, precisely the region R (say) can be expressed as:
0 x 1, 0 y 1 – x
Let,
I e 2 x 3 y dx dy
1 1 x
I e 2 x 3 y dy dx
0 0
1 2 x 3 y 1 x
e
I dx
0 3 0
1 2 x 3(1 x ) 1 3 x
e e2x e e2x
I dx dx
0 3 3 0 3 3
1
e3 x e 2 x e 2 e 2 e3 1
I
3 6 0 3 6 3 6
e3 e 2 1
I
3 2 6
Ex 2: Evaluate the integral xy ( x y ) dx dy over the area between the curves y x and
2
R
y = x.
Solution: We have y x and y = x which implies
2
x 2 x 0 i.e. either x = 0 or x = 1
Further, if x = 0 then y = 0; if x = 1 then y = 1. Means the
two curves intersect at points (0, 0), (1, 1).
The region R of integration is doted and can be
2
expressed as: 0 x 1, x y x
Let,
I xy ( x y )dx dy
R
1 x 1 x
I xy ( x y )dx dy { x 2 y xy 2 dy} dx
0 x2 0 x2
x
x 2 y 2 xy 3
1 1 4
x x4 x6 x7
I dx dx
0 2 3 x 0 223 2 3
1 1
5x 4 x 6 x 7 x5 x 7 x8 1 1 1
I dx 0
0 6 2 3 6 14 24 0 6 14 24
3
I
56
Ex 3: Evaluate r
2
sin dr d over the cardioide r = a (1 – cos) above the initial line.
Solution: The region of integration under consideration is the cardioide r = a(1 – cos ) above
the initial line.
As clear from the geometry along the radial strip OP, r (as a
function of ) varies from
r = 0 to r = a(1 – cos ) and then this strip slides from = 0 to = for covering the area above
the initial line.
Hence,
a (1 cos )
I r
2
sin dr d
0 0
a3
I (1 cos ) 3 sin d
3 0
a 3 (1 cos ) 4 f n 1 ( x )
I f ( x) f ( x) dx
n l
3 4 0 n 1
4a 3
I
3
r
Ex 4 : Evaluate dr d over one loop of the lemniscate r 2 a 2 cos 2
a2 r 2
Solution: The lemniscate is bounded for r = 0 implying and maximum value of r is a.
4
from figure, in one complete loop, r varies from 0 to a cos 2 and the radial strip
slides between to .
4 4
Hence ,
P(r, )
4 a cos 2
r dr d O
I
0 a2 r 2
4
4 a cos 2
r dr
I { } d
0 a2 r 2
4
Put a 2 r 2 t
when r 0 then t a 2
2rdr dt
When r a cos 2 then t a 2 (1 cos 2 )
dt
rdr
2
4 a (1 cos 2 )
2
dt
I d
a2 2 t
4
a
4 4
(1 cos 2
d 1 cos 2 a d
2
I { t }aa 2
4 4
I a
4
2 cos 1d
2
4
4
I a 2 cos 1 d
4
I a 2 sin 4
4
I a 2 sin 2 sin( )
4 4 4 4
I 2a(1 )
4
Change of Order of Integration:
To evaluating a double integral we integrate first with respect to
one variable and considering the other variable as constant and
then integrate with respect to other variable. But if the double
integral is either difficult or impossible to integrate as given order
then we change the order of integration and the corresponding
change is made in limits of integration. To find the new limits of
integration sketch the curves and show the region of integration.
Region of integration:
Type I: R : a x b, f1 ( x ) y f 2 ( x )
Type II: R : c y d , g1 ( y) x g2 ( y)
yd x g 2 ( y)
f ( x , y ) dx dy f ( x, y ) dx dy
yc x g ( y)
R 1
Note: When the limits of x and y both are constants then it is immaterial whether we integrated
first with respect to x or y . Therefore change in the order of integration does not change the
limits of integration.
3)If givenorder of integration is integrate first with respect to x then y (Type II ).Then to change
order of integration (Type I) consider strip parallel to y axis in region from the strip find inner
limits of y as function of x then moving the strip left right in region and find the outer limits of
x.
If given order of integration is integrate first with respect to y then x (Type I ). Then to change
order of integration ( Type II) consider strip parallel to x axis in region from the strip find inner
limits of x as function of y then moving the strip updown
(bottom to top) in region and find the outer limits of y .
EXAMPLES:
1 4
x2
e dx dy
0 4y
1 4 2
Solution:Let I e x dx dy
0 4y
In the given integral inner limits of x are x 4 y to x 4 and outer limits of y are y 0 to
y 1. Therefore given order of integration is integrate first with respect to x then y i.e. dxdy.
Draw the rough sketch (i.e. Draw the lines x 4 y , x 4, y 0 , y 1). Consider the strip
parallel to x axis from x 4 y to x 4 (inner limits). Thensuch a strip moves parallel to itself
from y 0 to y 1(outer limits). Thus obtain the region of integration OAB which is shown by
shaded portion in Figure 1.
Figure 1 Figure 2
4 2 x 4
I ex dy dx
0 0
x2 x
4 2 4
I ex y 0x / 4 dx e dx
0 0 4
x 0 4
Put x 2 t 2 x dx dt
t 0 16
1 16 t 1 t 16
I e dt e
8 0 8 0
I
8
1 16
e 1
2) Change the order of integration and evaluate the integral
1 1 x2 y
dy dx
2 2 2
0 0 (1 y ) 1 x y
1 1 x2 y
Solution:Let I dy dx
2 2 2
0 0 (1 y ) 1 x y
In the given integral inner limits of y are y 0 to y 1 x 2 and outer limits of x are x 0
to x 1 . Therefore given order of integration is integrate first with respect to y then x i.e. dydx.
circle). Consider the strip parallel to y axis from y 0 to y 1 x 2 (inner limits) thensuch a
strip moves parallel to itself from x 0 to x 1 (outer limits). Thus obtain the region of
integration OAB which is shown by shaded portion in Figure 1.
Figure 1
Figure 2
y 1.Therefore new limits of integration are inner limits x 0 to x 1 y 2 and outer limits
y 0 to y 1.
1 1 y2
y
I dx dy
2 2 2
0 0 (1 y ) 1 x y
1 y2
1 y 1
I
2
dx dy
0 (1 y ) 0 (1 y 2 ) x 2
1 x
Use the formula , dx sin 1
a2 x2 a
1 y 2
1
y 1 x
I
2
sin dy
0 (1 y ) 1 y2
0
1
I
y
2
1
sin 1 (1) dy
y
2 0 (1 y 2 )
dy
0 (1 y )
1
1
I log (1 y 2 )
2 2 0
I log 2
4
e y
3) Evaluate dy dx by changing order of integration.
0 x y
e y
Solution:Let I dy dx
0 x y
In the given integral inner limits of y are y x to y and outer limits of x are x 0 to
x . Therefore given order of integration is integrate first with respect to y then x i.e. dydx.
Draw the rough sketch (Draw lines x 0 , x y, y 0 ). Consider the strip parallel to y axis from
y x to y (inner limit) thensuch a strip moves parallel to itself from x 0 to x (outer
limit). Thus obtain the region of integration which is shown by shaded portion in Figure 1.
Figure 1 Figure 2
y e y y ey
I dx dy dx dy
0 0 y 0 0 y
e y
I
0 y
y
e y
[ x] 0 dy
0 y
y dy e y dy e y
0
0
I 1
a y/a
( x 2 y 2 ) dx dy
0 y/a
a y/a
Solution:Let I ( x 2 y 2 ) dx dy
0 y/a
In the given integral inner limits of x are x y / a to x y / a and outer limits of y are y 0
to y a . Therefore given order of integration is integrate first with respect to x then y i.e.
dxdy. Draw the rough sketch (i.e. Draw lines y 0 , y 1, x y / a and curve x y/a
x 2 y / a i.e. parabola). Consider the strip parallel to x axis from x y / a to x y / a (inner
limits) then strip movesparallel to itself from y 0 to y a . Thus obtain the region of
integration which is shown by shaded portion in Figure 1.
Figure 1 Figure 2
To change the order of integration: If we have to change order of integration. To integrate
first with respect to y then x i.e. dy dx . Consider the strip parallel to y axis in region of
integration which is shown in Figure 2. On this strip y varies from y a x 2 to y a x . To cover
the region such a strip moves parallel to itself. Then x varies from x 0 to x 1 .Therefore new
limits of integration are inner limits y a x 2 to y a x and outer limits x 0 to x 1 .
Therefore integral becomes,
1 ax
2 2
I ( x y ) dy dx
0 a x2
ax
ax
1 2 2 1 2 y3
I ( x y ) dy dx x y dx
0 a x 2 0
3 ax 2
1
1 3 a3 x3 3 6
4 a x
x 4 a a 3 x 4 ax 5 a 3 x 7
I x a ax dx
0 3 3 4 12 5 21
0
a a3 a a3 a a3
I
4 12 5 21 20 28
a 1 a2
I
4 5 7
5 2 x
dy dx
0 2 x
5 2 x
Solution:Let I dy dx In the given integral inner limits of y are y 2 x to
0 2 x
y 2 x and outer limits of x are x 0 to x 5 . Therefore given order of integration is
integrate first with respect to y then x i.e. dydx. Draw the rough sketch (Draw lines x 0 ,
x 5, y 2 x , y 2 x ). Consider the strip parallel to y axis from y 2 x to y 2 x
(inner limits) then such a strip moves parallel to itself from x 0 to x (outer limits). Thus
obtain the region of integration ABC which is shown by shaded portion in Figure 1.
( Note: Find the points of intersection A, B, C by solving the equations of lines simultaneously)
Figure 1 Figure 2
Therefore in the region ABD,new limits of integration are inner limits x 2 y to x 5 and
outer limits y 3 to y 2
2 5
I1 dx dy
3 2 y
In the region ADC,new limits of integration are inner limits x y 2 to x 5 and outer limits
y 2 to y 7.
7 5
I2 dx dy
y2
2
Therefore given integral becomes,
I I1 I 2
2 5 7 5
I dx dy dx dy
3 2 y y2
2
2 7
I x 52 y dy x 5y 2 dy
3 2
2 7
5 2 y dy 5 y 2 dy
3 2
2 7
2 7 y2 y2
I 3 y dy 7 y dy 3 y 7 y
3 2 2
3
2
2
4 9 49
I 6 9 49 14 2
2 2 2
I 25
a/ 2 a2 x2
y 2 dy dx
0 x
a/ 2 a2 x2
Solution:Let I y 2 dy dx
0 x
In the given integral inner limits of y are y x to y a 2 x 2 and outer limits of x are x 0
to x a / 2 . Therefore order of integration is integrate first with respect to y then x i.e. dydx.
Draw the rough sketch (Draw lines x 0 , x a / 2 , y x and curve
Figure 1 Figure 2
To change the order of integration: If we have to change order of integration. To integrate
first with respect to x then y i.e. dx dy . Consider the strip parallel to x axis in region. The
region of integration has to be divided into two parts OAC and ABC which is shown in Figure 2.
In the region OAC, on this strip x varies from x 0 to x y .To cover the region strip moves
from O to CA. Then y varies from y 0 to y a / 2 and in the region ABC, on this strip x
a/ 2 y a/ 2 y
I1 2
y dx dy y dx dy
2
0 0
0 0
In the region ABC, new limits of integration are inner limits x 0 to x a 2 y 2 and outer
limits y a / 2 to y a.
a2 y2 a2 y2
a a
I2 y 2 dx dy y 2 dx dy
a/ 2 0 a/ 2 0
a/ 2
a/ 2 y a/ 2 a/ 2 y4
y x 0 dy
y
Now, I1 y dx dy
2 2 3
y dy
0 0
0 0 4 0
a4
I1
16
a2 y2
a a a2 y2
a
I2 y 2 dx dy y 2
x 0 dy y 2 a 2 y 2 dy
a/ 2 0 a/ 2 a/ 2
Put y a sin dy a cos d y a
a/ 2
/4 /2
/2
I 2 a 2 sin 2 a 2 a 2 sin 2 a cos d
/4
/2 a4 / 2
a 4 sin 2 cos 2 d 2 sin cos 2 d
/4 4 /4
a4 / 2 a 4 / 2 1 cos 4
I2 sin 2 d d
2
4 /4 4 /4 2
/2
a4 sin 4 a 4
I2
8 4 / 4 8 2 4
a 4
I2
32
a 4 a 4
I I1 I 2
16 32
a4
I ( 2)
32
2 x2 x2
Solution: Let I dy dx
1 1 y
In the given integral inner limits of y are y 1 to y x 2 and outer limits of x are x 1 to x 2
. Therefore order of integration is integrate first with respect to y then x i.e. dydx. Draw the
rough sketch (Draw lines x 1 , x 2, y 1and parabola y x 2 ). Consider the strip parallel to
y axis from y 1to y x 2 . Then such a strip moves from x 1 to x 2 . Thus obtain the region
of integration ABC which is shown by shaded portion in Figure 1.
Figure 1 Figure 2
To change the order of integration: If we have to change order of integration. To integrate
first with respect to x then y i.e. dx dy . Consider the strip parallel to x axis in region of
integration which is shown in Figure 2. On this strip x varies from x y to x 2 . To cover a
region strip moves parallel to itself from AB to C. Then y varies from y 1 to y 4 .Therefore
new limits of integration are inner limits x y to x 2 and outer limits y 1 to y 4 .
Therefore integral becomes,
4 2 x2
I dx dy
1 y
y
2
4 1 4 1 x3
I
2 2
x dx dy
14 1
dy
8 y 3 / 2 dy
3 y
1 y y 1 y 3 1 y
4
1 4 8 1/ 2 1 y3 / 2
y dy 8 log y
3 1 y 3 3 / 2
1
1 16 2
8 log 4
3 3 3
1 14
I 8 log 4
3 3
4a 2 ay
Solution:Let I dx dy
2
0 y / 4a
In the given integral inner limits of x are x y 2 / 4a to x 2 ay and outer limits of y are
y 0 to y 4a . Therefore order of integration is integrate first with respect to x then y i.e.
dxdy. Draw the rough sketch (i.e. Draw lines y 0 , y 4a, and curve x 2 ay x 2 4ay
i.e. parabola also x y 2 / 4a y 2 4ax is parabola). Consider the strip parallel to x axis from
x y 2 / 4a to x 2 ay (inner limits). Then strip moves from y 0 to y 4a. (outer limits).
Thus obtain the region of integration which is shown by shaded portion in Figure 1.
Note: To find the point of intersection A, Solve the equation of parabolas x 2 4ay and
y 2 4ax simultaneously. Put x y 2 / 4a in equation x 2 4ay ,
y4 y 2 ( 4a ) 2
4ay y 3 (4a ) 3 y 4a . Then x 4a
( 4a ) 2 4a 4a
Therefore point of intersection A is (4a, 4a).
Figure 1 Figure 2
4a 2 ax
I dy dx
0 x 2 / 4a
2 ax 2 ax
4a
4a 4a x2
I dy dx y dx 2 ax dx
0
x 2 / 4a
0 2
x / 4a 0
4a
4a
x3 / 2 x3 32 a 2 16 a 2
I 2 a
3 / 2 12 a
0
3 3
16 a 2
I
3
2 2 4 y 2
Solution:Let I dx dy
0 2 4 y 2
x 2 4 y 2 ( x 2) 4 y 2 ( x 2) 2 4 y 2 ( x 2) 2 y 2 4 similarly
x 2 4 y 2 ( x 2) 4 y 2 ( x 2) 2 4 y 2 ( x 2) 2 y 2 4 is circle with
center (2, 0) and radius 2). Consider the strip parallel to x axis from x 2 4 y 2 to
Figure 1 Figure 2
4 4x x 2
I dy dx
0 0
4 4x x 2 4 4x x 2
I dy dx y dx
0 0 0
0
4 4
4 x x 2 dx x 4 x dx
0 0
x 0 4
Put x 4t dx 4dt
t 0 1
1
I 2 t 4 4t 4dt
0
1
16 t 1 / 2 (1 t )1 / 2 dt
0
3 3 3/ 2 3/ 2
16 , 16
2 2 3
I 2
dx dy rdr d
f ( x, y )dx dy F (r , ) r dr d
R R
2
a a y
2
Solution: Let,
2
a a y
2
I ( x 2 y 2 )dx dy
0 0
From fig. on a radial strip r varies from r=0 to r=a, rotate strip over the region integration then θ
varies from 0 to .
2
2a 2 a
I r
2
rdr d = { r 3 dr}d
00 0 0
2 4 a
2 4
r a
I d = 0d
0 4 0 0 4
a4 a 4
I 02 0
4 4 2
a 4
I
8