Multiple Integrals: MATH23-1 Calculus 3

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MULTIPLE INTEGRALS

MATH23-1
CALCULUS 3
General Objective
At the end of the lesson, the students are expected to:

• Evaluate definite integral to functions of two variables and three


variables.
• Evaluate how such integrals can be used to calculate areas of plane
regions and volumes of solids.
Definition of Multiple Integral
The multiple integral is a definite integral of a function of more than one
real variable, for example, f(x, y) or f(x, y, z).

• Integrals of a function of two variables over a region in R2 are called


double integrals.
• Integrals of a function of three variables over a region of R3 are called
triple integrals.

Source: https://en.wikipedia.org/wiki/Multiple_integral
Evaluation of Partial Definite Integrals
Recall:
The partial derivatives of a function f(x, y) are evaluated by holding one of
the variables fixed (constant) and differentiating with respect to the other
variable.

Let us consider the reverse of this process, partial integration.


Evaluation of Partial Definite Integrals
The symbols,
𝑏 𝑑
‫𝑓 𝑎׬‬ 𝑥, 𝑦 𝑑𝑥 and ‫𝑓 𝑐׬‬ 𝑥, 𝑦 𝑑𝑦
denote partial definite integrals.
𝑏
‫𝑓 𝑎׬‬
The first integral, 𝑥, 𝑦 𝑑𝑥, called the partial definite integral with
respect to x, is evaluated by holding y fixed and integrating with respect to
x.
𝑑
The second integral, ‫𝑓 𝑐׬‬ 𝑥, 𝑦 𝑑𝑦, called the partial definite integral with
respect to y, is evaluated by holding x fixed and integrating with respect to
y.
Evaluation of Partial Definite Integral
Example 1. Evaluate the following by partial definite integral
1
a. ‫׬‬0 𝑥𝑦 2 𝑑𝑥
Solution: In the above integral, 𝑥𝑦 2 shall be evaluated by holding 𝑦 2 fixed
and integrating with respect to x. Thus,
1 2 1
2 1 𝑥
‫׬‬0 𝑥𝑦 2 𝑑𝑥 =𝑦 ‫׬‬0 𝑥𝑑𝑥 = 𝑦2 ቃ
2 0
𝑥2
Applying the limits 0 to 1 to ,
2
𝑥 2 1 1 2 0 2 𝑦2
𝑦 2 ቃ =𝑦 2 − = (answer)
2 0 2 2 2
Evaluation of Partial Definite Integral
Example 1. Evaluate the following by partial definite integral
1
b.‫׬‬0 𝑥𝑦 2 𝑑𝑦
Solution: In the above integral, 𝑥𝑦 2 shall be evaluated by holding 𝑥 fixed
and integrating with respect to y. Thus,
1
1 1 2 𝑦3
‫׬‬0 𝑥𝑦 2 𝑑𝑦 =𝑥 ‫׬‬0 𝑦 𝑑𝑦 =𝑥 ቃ
3 0
𝑦3
Applying the limits 0 to 1 to ,
3
1
𝑦3 1 3 0 3 𝑥
𝑥 ቃ =𝑥 − = (answer)
3 0 3 3 3
Evaluating Double Integrals
A partial definite integral with respect to x is a function of y and hence
can be integrated with respect to y.

Similarly, a partial definite integral with respect to y can be integrated


with respect to x.

This two-stage integration process is called iterated (or repeated)


integration or double integration.
• Evaluation of Multiple Integrals:
Double Integral:
2! Possible orders of integration: f(x,y)
b g2 ( x) d h2 ( y )

a g1 ( x )
f ( x, y )dydx 
c h1 ( y )
f ( x, y )dxdy
Double Integrals over Rectangular Regions
Notations:
The following notations of Double Integration over rectangular regions
are:
𝑑 𝑏 𝑑 𝑏
a. ‫𝑥 𝑓 𝑅׭‬, 𝑦 𝑑𝐴 = ‫𝑓 𝑎׬ 𝑐׬‬ 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = ‫𝑓 𝑎׬ 𝑐׬‬ 𝑥, 𝑦 𝑑𝑥 𝑑𝑦
𝑏 𝑑 𝑏 𝑑
b. ‫𝑥 𝑓 𝑅׭‬, 𝑦 𝑑𝐴 = ‫𝑓 𝑐׬ 𝑎׬‬ 𝑥, 𝑦 𝑑𝑦 𝑑𝑥 = ‫𝑓 𝑐׬ 𝑎׬‬ 𝑥, 𝑦 𝑑𝑦 𝑑𝑥
Fubini’s Theorem
Let R be the rectangle defined by the inequalities 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑.
If 𝑓 𝑥, 𝑦 is continuous on this rectangle, then
𝑑 𝑏 𝑏 𝑑
ඵ 𝑓 𝑥, 𝑦 𝑑𝐴 = න න 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = න න 𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥
𝑐 𝑎 𝑎 𝑐
𝑅

This theorem means that the value of the double integral can be obtained
by evaluating one of two possible iterated double integrals.
 Example 2 Evaluate the double integral
3 4
න න 40 − 2𝑥𝑦 𝑑𝑦 𝑑𝑥
1 2
Solution: Evaluate starting from the innermost integral going out, thus,
3 4 3 4
‫׬‬1 ‫׬‬2 40 − 2𝑥𝑦 𝑑𝑦 𝑑𝑥 = ‫׬‬1 ‫׬‬2 40 − 2𝑥𝑦 𝑑𝑦 𝑑𝑥

3 4 4
= ‫׬‬1 ‫׬‬2 40𝑑𝑦 − 2𝑥 ‫׬‬2 𝑦𝑑𝑦 𝑑𝑥

4
3 𝑦2
= ‫׬‬1 40𝑦ሿ42 − 2𝑥 ቃ 𝑑𝑥
2 2

3 4 2 2 2
= ‫׬‬1 40 4 − 2 − 2𝑥 − 𝑑𝑥
2 2

3
3 12𝑥 2
= ‫׬‬1 80 − 12𝑥 𝑑𝑥 = 80𝑥 − ቃ
2 1
2 2
= 80 3 − 1 − 6 3 − 1

= 80 2 − 6 9 − 1
= 112
 Example 3 Evaluate the double integral ‫ 𝑦 𝑅׭‬2 𝑥 𝑑𝐴 over the
 rectangle R = 𝑥, 𝑦 : −3 ≤ 𝑥 ≤ 2, 0 ≤ 𝑦 ≤ 1
Solution: In view of Fubini’s Theorem, we can choose to evaluate the given
integral by integrating first with respect to x and then with respect to y.
1 2 1 2
ඵ 𝑦 2 𝑥 𝑑𝐴 = න න 𝑦 2 𝑥 𝑑𝑥 𝑑𝑦 = න 𝑦 2 න 𝑥𝑑𝑥 𝑑𝑦
0 −3 0 −3
𝑅
2
1 2 𝑥2 1 2 2 2 −3 2
= ‫׬‬0 𝑦 2 ቃ 𝑑𝑦 = ‫׬‬0 𝑦 2

2
𝑑𝑦
−3
1
1 5 2 5 1 2 5 𝑦3
= ‫׬‬0 − 𝑦 𝑑𝑦 = − ‫׬‬0 𝑦 𝑑𝑦 = − × ቃ
2 2 2 3 0
5 3 3 5
= − 1 − 0 =−
6 6
Recommended Readings: Calculus Early
Transcendentals (Wiley Custom Edition 10ed by
Anton)
1. Read pages 1000-1006
2. Study Examples 3 and 4, pages 1005-1006
Exercises: 1
Evaluate the iterated integrals.
1 2
1. ‫׬‬0 ‫׬‬0 𝑥 + 5 𝑑𝑦 𝑑𝑥
3 1
2. ‫׬‬1 ‫׬‬−1 4𝑥 + 6𝑦 𝑑𝑦 𝑑𝑥
0 6
3. ‫׬‬−1 ‫׬‬2 𝑑𝑥 𝑑𝑦
0 2 2
4. ‫׬‬−2 ‫׬‬0 𝑥 + 𝑦 2 𝑑𝑥 𝑑𝑦
5. ‫ 𝑅׭‬4𝑥𝑦 3 𝑑𝐴; 𝑅 = 𝑥, 𝑦 : −1 ≤ 𝑥 ≤ 1, −3 ≤ 𝑦 ≤ 3
Double Integrals over NonRectangular Regions
Double integrals over nonrectangular regions can often be evaluated as
iterated integrals of the following types:

𝑑 ℎ2 (𝑥) 𝑑 ℎ2 (𝑥)
a. ‫𝑥 𝑓 𝑅׭‬, 𝑦 𝑑𝐴 = ‫׬ 𝑐׬‬ℎ (𝑥) 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = ‫׬ 𝑐׬‬ℎ (𝑥) 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦
1 1
𝑏 𝑔2 (𝑥) 𝑑 𝑔2 (𝑥)
b. ‫𝑥 𝑓 𝑅׭‬, 𝑦 𝑑𝐴 = ‫𝑥 𝑓 )𝑥( 𝑔׬ 𝑎׬‬, 𝑦 𝑑𝑦 𝑑𝑥 = ‫𝑥 𝑓 )𝑥( 𝑔׬ 𝑐׬‬, 𝑦 𝑑𝑦 𝑑𝑥
1 1
1 𝑥2 2
Examples: Evaluate ‫׬‬0 ‫׬‬−𝑥 𝑦 𝑥 𝑑𝑦𝑑𝑥
1 𝑥2 2
Solution: ‫׬‬0 ‫׬‬−𝑥 𝑦 𝑥 𝑑𝑦𝑑𝑥
1 𝑥2 2
= ‫׬‬0 𝑥 ‫׬‬−𝑥 𝑦 𝑑𝑦 𝑑𝑥 isolate x
3 𝑥2
1 𝑦
= ‫׬‬0 𝑥 ቃ 𝑑𝑥 integrate 𝑦 2
3 −𝑥
3
1 𝑥2 −𝑥 3
= ‫׬‬0 𝑥 3

3
𝑑𝑥 substitute the limits and simplify
1 𝑥6 𝑥3
= ‫׬‬0 𝑥 3 + 3 𝑑𝑥 multiply the given factors
1 𝑥7 𝑥4
= ‫׬‬0 3 + 3 𝑑𝑥 simplify
1
1 𝑥8 1 𝑥5
= + ቃ integrate
3 8 3 5 0
1 1 13
= + = apply limits and simplify
24 15 20
Change of Variables
Sometimes the evaluation of an iterated integral can be simplified by reversing
the order of integration.
2 1 𝑥2
Illustration: ‫׬‬0 ‫𝑥𝑑 𝑒 𝑦׬‬ 𝑑𝑦
2
The integral, given above, cannot be evaluated by performing the
x-integration first since there is no elementary antiderivative, let 𝑢 = 𝑥 2 and
𝑥 2
𝑑𝑢 = 2𝑥𝑑𝑥, of 𝑒 which is 2xdx.

Evaluate this integral by expressing it as an equivalent iterated integral with the


order of integration reversed.
2 1 𝑥2
‫׬‬0 ‫𝑦𝑑 𝑥𝑑 𝑒 𝑦׬‬ (trace the regions x = 1, x = y/2, y =2, y = 0)
2
1 2𝑥 𝑥 2
= ‫׬‬0 ‫׬‬0 𝑒 𝑑𝑦 𝑑𝑥 (reverse the order of integration and find the new limits)

1 𝑥 2 2𝑥
= ‫׬‬0 𝑒 ‫׬‬0 𝑑𝑦 𝑑𝑥 2
(isolate 𝑒 𝑥 and integrate dy)

1 𝑥2
= ‫׬‬0 𝑒 𝑦ሿ2𝑥
0 dx (integrate dy)
1 𝑥2
= ‫׬‬0 𝑒 2𝑥 − 0 𝑑𝑥 (apply limits from 0 to 2x)
1 𝑥2
= ‫׬‬0 𝑒 𝑑𝑥 (integrate having 𝑢 = 𝑥 2 and 𝑑𝑢 = 2𝑥𝑑𝑥)
1
𝑥2
=𝑒 ൧0 (apply the limits from 0 to 1)

= 𝑒 1 2 −𝑒 0 2 =𝑒−1
Recommended Readings: Calculus Early
Transcendentals (Wiley Custom Edition 10ed
by Anton)
1. Read pages 1009-1014
2. Read Example 1 (a) and (b) page 1009
3. Read Example 3, 4, 5, 6, 7, and 8 page 1011- 1014
Exercises 2
Evaluate the integral by first reversing the order of integration.
1 4 −𝑦 2 1−𝑒 −16
1. ‫׬‬0 ‫׬‬4𝑥 𝑒 𝑑𝑦𝑑𝑥 Ans:
8
4 2 𝑥3 𝑒8 − 1
2. ‫׬‬0 ‫𝑦𝑑𝑥𝑑 𝑒 𝑦 ׬‬ Ans:
3
2 1
3. ‫׬‬0 ‫𝑦׬‬/2 𝑐𝑜𝑠𝑥 2 𝑑𝑥𝑑𝑦
Evaluation of Triple Integrals Over Rectangular
Boxes
A double integral can be evaluated by two successive single iterations.
A triple integral can be evaluated by three successive iterations

Fubini’s Theorem
Let G be the rectangular box defined by the inequalities
𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑, 𝑘≤𝑧≤𝑙
If 𝑓is continuous on the region G, then
𝑏 𝑑 𝑙
ම 𝑓 𝑥, 𝑦, 𝑧 = න න න 𝑓 𝑥, 𝑦, 𝑧 𝑑𝑧𝑑𝑦𝑑𝑥
𝑎 𝑐 𝑘
𝐺
Triple Integral Notations:
3! Possible orders of integration: f(x,y,z)

b z2 ( x ) y2 ( x , z )
 
b y2 ( x ) z2 ( x , y )

a y1 ( x ) z1 ( x , y )
f ( x, y, z )dzdydx a z1 ( x ) y1 ( x , z )
f ( x, y, z )dydzdx

d x2 ( y ) z2 ( x , y )
 
d z2 ( y ) x2 ( y , z )

c x1 ( y ) z1 ( x , y )
f ( x, y, z )dzdxdy 
c z1 ( y )  x1 ( y , z )
f ( x, y, z )dxdzdy

f y2 ( z ) x2 ( y , z ) f x2 ( z ) y2 ( x , z )

e y1 ( z )  x1 ( y , z )
f ( x, y, z )dxdydz  
e x1 ( z ) y1 ( x , z )
f ( x, y, z )dydxdz
Evaluation of Triple Integration
Example: Evaluate ‫ 𝐺׮‬12𝑥𝑦 2 𝑧 3 𝑑𝑉 over the rectangular box G defined
by the inequalities −1 ≤ 𝑥 ≤ 2, 0 ≤ 𝑦 ≤ 3, 0 ≤ 𝑦 ≤ 3, 0 ≤ 𝑧 ≤ 2.
Solution: Of the six possible iterated integrals we might use, we will
choose the first notation, b y2 ( x ) z2 ( x , y ) f ( x, y, z )dzdydx
of integration.
 
a y1 ( x ) z1 ( x , y )

Thus, we will first integrate with respect to z, holding x and y fixed, then
with respect to y, holding x fixed, and finally with respect to x.
‫‪2 3 2‬‬
‫𝐺׮‬ ‫𝑉𝑑 ‪12𝑥𝑦 2 𝑧 3‬‬ ‫𝑥𝑑𝑦𝑑𝑧𝑑 ‪0 12𝑥𝑦 2 𝑧 3‬׬ ‪0‬׬ ‪−1‬׬ =‬
‫‪2 3‬‬ ‫‪2‬‬ ‫‪2 3‬‬
‫𝑥𝑑 𝑦𝑑 𝑧𝑑 𝑧 ‪0‬׬ 𝑦𝑥‪0 12‬׬ ‪−1‬׬ =‬
‫‪2 3‬‬ ‫𝑧‬ ‫‪4 2‬‬
‫𝑥𝑑 𝑦𝑑 ‪0 12𝑥𝑦 2 ቃ‬׬ ‪−1‬׬ =‬
‫‪4 0‬‬
‫‪2 3‬‬ ‫‪2‬‬ ‫‪2 4‬‬ ‫‪0 4‬‬
‫𝑦𝑥‪0 12‬׬ ‪−1‬׬ =‬ ‫‪−‬‬ ‫𝑦𝑑‬ ‫𝑥𝑑‬
‫‪4‬‬ ‫‪4‬‬
‫‪2 3‬‬
‫𝑥𝑑 𝑦𝑑 ‪0 48𝑥𝑦 2‬׬ ‪−1‬׬ =‬
‫‪2‬‬ ‫‪3‬‬
‫𝑥𝑑 𝑦𝑑 ‪0 𝑦 2‬׬ 𝑥‪−1 48‬׬ =‬
‫‪3‬‬
‫‪2‬‬ ‫‪𝑦3‬‬
‫𝑥𝑑 ‪−1 48𝑥 ቃ‬׬ =‬
‫‪3 0‬‬
‫‪2‬‬ ‫‪3 3‬‬ ‫‪0 3‬‬
‫𝑥‪−1 48‬׬ =‬ ‫‪−‬‬ ‫𝑥𝑑‬
‫‪3‬‬ ‫‪3‬‬
‫‪2‬‬
‫𝑥𝑑 𝑥‪−1 432‬׬ =‬
‫‪2‬‬
‫‪432𝑥 2‬‬
‫=‬ ‫‪ቃ‬‬
‫‪2‬‬ ‫‪−1‬‬
‫‪= 216 2 2 − −1 2‬‬
‫‪= 648‬‬
Exercises 3
Evaluate the iterated integral
2 2 1 2
1. ‫׬‬−1 ‫׬‬0 ‫׬‬0 𝑥 + 𝑦 2 + 𝑧 2 𝑑𝑥𝑑𝑦𝑑𝑧 Ans: 16
1/2 𝜋 2
2. ‫׬‬1/3 ‫׬‬0 ‫׬‬0 𝑧𝑥 𝑠𝑖𝑛𝑥𝑦 𝑑𝑧𝑑𝑦𝑑𝑥
Recommended Readings: Calculus Early
Transcendentals (Wiley Custom Edition 10ed
by Anton)
1. Read pages 1039 – 1045
2. Read examples 2, 3, 4 and 5 pages 1042 – 1045
Application: Area of Rectangular Regions by
Double Integration
Example: Use double integration to find the area of the plane region enclosed by the
given curves.
1. Bounded above by 𝑦 = 𝑒 𝑥 , above by 𝑦 = 0, right by 𝑥 = 0 and left by 𝑥 = 1.
Solution: Graph the plane region, using a vertical strip and from Fubini’s Theorem,
1 𝑒𝑥
A= ‫׬ = 𝐴𝑑 𝑅׭‬0 ‫׬‬0 𝑑𝑦𝑑𝑥
1 𝑒𝑥
A = ‫׬‬0 𝑦ሿ0 𝑑𝑥
1 𝑥
A = ‫׬‬0 𝑒 − 0 𝑑𝑥
A = 𝑒 𝑥 ሿ10
A = 𝑒 − 1 sq.u
(x, y)

x=0 (x, 0) x=1 x


Application: Volume of Rectangular Regions by
Double Integration
https://math.libretexts.org/TextMaps/Calculus/Supplemental_Modules_(Calculus)/Vector_Calculus/3%3A_Multiple_Integrals/3.1%3A_Double_and_Iterated_Integrals_Over_Rectangles
1 2
1. Calculate the volume below the function 𝑓 𝑥, 𝑦 = 27 − 𝑥2 − 𝑦 and above the
2
function 0 ≤ 𝑥 ≤ 3 and 0 ≤ 𝑦 ≤ 6.
Solution: Using Fubini’s Theorem,
6 3 2 1 2
𝑉= ‫׬‬0 ‫׬‬0 27 − 𝑥 − 2 𝑦 𝑑𝑥𝑑𝑦
3
6 𝑥3 1 2
= ‫׬‬0 27𝑥 − 3 − 2 𝑦 𝑥 𝑑𝑥
0
6 3 3 1 2
= ‫׬‬0 27 3 − 0 − 3 − 0 − 2 𝑦 3−0 𝑑𝑥
6 3𝑦 2
= ‫׬‬0 81 − 9 − 𝑑𝑥
2
6
6 3𝑦 2 3 𝑦3 1 3
= ‫׬‬0 72 − 𝑑𝑥 = 72𝑥 − ቃ = 72 6 − 0 − 6 − 0 = 324 𝑢3
2 2 3 0 2
Application: Volume of NonRectangular
Regions by Double Integration
2. Find the volume of the solid above 𝑦 = 𝑥 2 and below 𝑦 = 1, x = 0 and x = 1.
Solution: Sketching the solid,
1 1 1 1 1
𝑉= ‫׬‬0 ‫ 𝑥׬‬2 𝑑𝑦𝑑𝑥 = ‫׬‬0 𝑦ሿ𝑥 2 𝑑𝑥 = ‫׬‬0 1 − 𝑥 2 𝑑𝑥
1
𝑥3
= 𝑥− ቃ
3 0
1
= 1−
3
2 3
V= 𝑢
3

https://math.libretexts.org/TextMaps/Calculus/Supplemental_Modules_(Calculus)/Vector_Calculus/3%3A_Multiple_Integrals/3.1%3A_Double_and_Iterated_Integrals_Over_Rectangles
Exercises 4.
1. Find the area of the region enclosed by the points (2, 5), (6, 5), (2, 0) and
(6, 0).
2. Find the area of the region bounded by the curves 𝑦 = 𝑥 2 and 𝑦 = 𝑥 + 2
from x = -1 and x = 2. Ans: 9/2 𝑢2
3. Find the volume that is bounded by the surface 𝑧 = 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑦 2
and below by the rectangular region R: 0 ≤ 𝑥 ≤ 2, 0 ≤ 𝑦 ≤ 3. Ans: 26𝑢3
4. Find the volume of the solid bounded by 3x +2y +4z = 12. Ans: 12cu.u

#2 http://users.math.msu.edu/users/gnagy/teaching/11-fall/mth234/L23-234.pdf
#3 https://math.libretexts.org/TextMaps/Calculus/Supplemental_Modules_(Calculus)/Vector_Calculus/3%3A_Multiple_Integrals/3.1%3A_
Double_and_Iterated_Integrals_Over_Rectangles

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