CO2 Multiple Integrals CM2
CO2 Multiple Integrals CM2
Multiple Integrals 1 / 58
Function of Two Variables
Let
z = f (x, y )
Multiple Integrals 2 / 58
Definition of Double Integral
Let
z = f (x, y )
be a function of two independent variables. For each point (x, y ) in the
xy -plane, z = f (x, y ) defines a point on a surface in space.
Multiple Integrals 3 / 58
Geometrical Meaning
Each term f (xi , yi )∆Si represents the volume of a small cylindrical solid
with:
Base area = ∆Si
Height = f (xi , yi )
Multiple Integrals 4 / 58
Definition of Double Integral
As n → ∞ and max(∆Si ) → 0,
ZZ n
X
f (x, y )dS = lim f (xi , yi )∆Si
R n→∞
i=1
Geometrical Meaning
Represents volume bounded by:
Base region R
Surface z = f (x, y )
Multiple Integrals 5 / 58
Special Case
If
f (x, y ) = 1
Then
ZZ
dS = Area of region R
R
Hence double integration generalizes area calculation.
Multiple Integrals 6 / 58
Elementary Area Element
dS = dx dy
Hence
ZZ ZZ
f (x, y )dS = f (x, y ) dx dy
R R
Double integral is evaluated as an iterated integral.
Multiple Integrals 7 / 58
Standard Regions for Double Integration
1) Rectangular Region
If R is a rectangle:
a ≤ x ≤ b, c≤y ≤d
then
ZZ Z b Z d
f (x, y ) dS = f (x, y ) dy dx
R a c
Multiple Integrals 8 / 58
2) x Independent, y Dependent (Type I Region)
If region R is bounded by
Multiple Integrals 9 / 58
3) y Independent, x Dependent (Type II Region)
If region R is bounded by
x = h1 (y ), x = h2 (y ), c≤y ≤d
then
ZZ Z d Z h2 (y )
f (x, y ) dS = f (x, y ) dx dy
R c h1 (y )
Additivity of Regions
If R = R1 ∪ R2 where R1 and R2 do not overlap, then
ZZ ZZ ZZ
f (x, y ) dS = f (x, y ) dS + f (x, y ) dS
R R1 R2
Product of Functions
If f (x, y ) = g (x)h(y ), where g (x) depends only on x and h(y ) depends only
on y , and if
a ≤ x ≤ b, c ≤ y ≤ d,
then ! Z !
ZZ Z b d
f (x, y ) dS = g (x) dx h(y ) dy
R a c
Multiple Integrals 11 / 58
Volume Interpretation
ZZ
f (x, y ) dS
R
represents the volume of the cylindrical solid with base R in the xy -plane
and top surface
z = f (x, y ).
Area Property
ZZ
dS = Area of region R
R
Multiple Integrals 12 / 58
Example 1:
Evaluate
Z π/2 Z 1
y sin x dy dx
0 0
Multiple Integrals 13 / 58
Example 1:
Evaluate
Z π/2 Z 1
y sin x dy dx
0 0
Solution:
Z π/2 2 1
y
= sin x dx
0 2 0
Z π/2
1
= sin x dx
0 2
1 π/2
= − cos x 0
2
1
=
2
Multiple Integrals 13 / 58
OR Using the property
π
Z
2
Z 1 Z x= π2 Z y =1
(y sin x)dydx = sin xdx × ydy
0 0 x=0 y =0
1
y2 π
= − cos x|0 × 2
2 0
1
=
2
Multiple Integrals 14 / 58
Example 2
Evaluate:
Z 1Z x
y 2 x dy dx
0 x2
Multiple Integrals 15 / 58
Example 2
Evaluate:
Z 1Z x
y 2 x dy dx
0 x2
Multiple Integrals 15 / 58
Solution: x
1
y3
Z
= x dx
0 3 y =x 2
Z 1
x 3
x − x 6 dx
=
0 3
Z 1 4
x7
x
= − dx
0 3 3
1
x5 x8
= −
15 24 0
1 1 1
= − =
15 24 120
Multiple Integrals 16 / 58
Example 3:
Evaluate:
ZZ
(xy − y 3 ) dS
R
Where
Multiple Integrals 17 / 58
Example 3:
Evaluate:
ZZ
(xy − y 3 ) dS
R
Where
Multiple Integrals 17 / 58
Solution
Solution:
Z 1 Z 1
= (xy − y 3 ) dy dx
x=0 y =x
1 1
xy 2 y 4
Z
= − dx
0 2 4 x
Z 1
x 1
= (1 − x 2 ) − 4
(1 − x ) dx
0 2 4
Z 1
x3 1 x4
x
= − − + dx
0 2 2 4 4
1 1 1 1 2−5 3
= − − + = =−
4 8 4 20 40 40
Multiple Integrals 18 / 58
Example 4:
Evaluate
ZZ
xy dS
R
where region R is bounded by
√
y = −x, x= y, y =1
Multiple Integrals 19 / 58
Example 4:
Evaluate
ZZ
xy dS
R
where region R is bounded by
√
y = −x, x= y, y =1
Multiple Integrals 19 / 58
Solution:
√
ZZ Z 1 Z y
xy dS = xy dx dy
R y =0x=−y
√
Z 1 2 y
x y
= dy
0 2 −y
Z 1
y
y − y 2 dy
=
0 2
Z 1 2
y3
y
= − dy
0 2 2
1
y3 y4
1 1 1
= − = − =
6 8 0 6 8 24
Multiple Integrals 20 / 58
Example 5:
Evaluate ZZ
(x + e −y ) dS
D
where
D = {(x, y ) | y > |x|}
Multiple Integrals 21 / 58
Example 5:
Evaluate ZZ
(x + e −y ) dS
D
where
D = {(x, y ) | y > |x|}
Multiple Integrals 21 / 58
Solution:
ZZ Z ∞ Z y
−y
(x + e ) dS = (x + e −y ) dx dy
D y =0 x=−y
Z ∞ 2 y
x −y
= + xe dy
0 2 −y
Z ∞
1 2
= (y − y 2 ) + 2ye −y dy
0 2
Z ∞
=2 ye −y dy
0
Z ∞
−y −y
= 2 y (−e ) − (−e )dy
0
= 2 0 − (0 − 1) = 2
Multiple Integrals 22 / 58
Example 6:
Multiple Integrals 23 / 58
Multiple Integrals 24 / 58
Multiple Integrals 25 / 58
Multiple Integrals 26 / 58
Multiple Integrals 27 / 58
Multiple Integrals 28 / 58
Multiple Integrals 29 / 58
Multiple Integrals 30 / 58
Multiple Integrals 31 / 58
Multiple Integrals 32 / 58
Multiple Integrals 33 / 58
Multiple Integrals 34 / 58
Multiple Integrals 35 / 58
Multiple Integrals 36 / 58
Multiple Integrals 37 / 58
Multiple Integrals 38 / 58
Multiple Integrals 39 / 58
Double Integral in Polar Coordinates
Multiple Integrals 40 / 58
Example 6:
Evaluate
ZZ
r dr dθ
D
over the region D bounded by
x 2 + y 2 = 2ax and y =x
in the first quadrant.
Multiple Integrals 41 / 58
Example 6:
Evaluate
ZZ
r dr dθ
D
over the region D bounded by
x 2 + y 2 = 2ax and y =x
in the first quadrant.
Multiple Integrals 41 / 58
Solution: Given,
x 2 + y 2 = 2ax ⇒ r = 2a cos θ
and
π
y =x ⇒ θ=
4
In the first quadrant,
π π
≤θ≤ , 0 ≤ r ≤ 2a cos θ
4 2
ZZ Z π/2 Z 2a cos θ
r dr dθ = r dr dθ
D θ=π/4 r =0
Z π/2 2 2a cos θ
r
= dθ
π/4 2 0
π/2
4a2 cos2 θ
Z
= dθ
π/4 2
Multiple Integrals 42 / 58
Z π/2
2
=a (1 + cos 2θ) dθ
π/4
sin 2θ π/2
2
=a θ+
2 π/4
π 1
= a2 −
4 2
Multiple Integrals 43 / 58
Why Change the Order?
Multiple Integrals 44 / 58
General Form
Original order:
Z b Z g2 (x)
f (x, y ) dy dx
a g1 (x)
Multiple Integrals 45 / 58
Example 1
Multiple Integrals 46 / 58
Example 1
Multiple Integrals 46 / 58
Solution:
y2
a
y2
Z Z
a
p dx dy
y =0 x=0 y 4 − a2 x 2
a y 2 /a
y2
Z
−1 ax
= sin dy
0 a y2 0
a
y2
Z
= (sin−1 1 − sin−1 0) dy
0 a
Z a
π y2
= dy
0 2 a
a
π y3 πa2
= =
2a 3 0 6
Multiple Integrals 47 / 58
Example 2
Evaluate Z 2 Z 3−y
(x 2 + y 2 ) dx dy
0 y 2 /4
Multiple Integrals 48 / 58
Example 2
Evaluate Z 2 Z 3−y
(x 2 + y 2 ) dx dy
0 y 2 /4
Multiple Integrals 48 / 58
Solution: The region splits into two parts:
√
Z 1Z 2 x Z 3 Z 3−x
2 2
(x + y ) dy dx + (x 2 + y 2 ) dy dx
0 0 1 0
Evaluating,
172 22 942 314
= + = =
105 3 105 35
Multiple Integrals 49 / 58
Example 3
Evaluate √
Z 1Z 1−x 2
dy dx
p
0 0 (1 + e y ) 1 − x 2 − y 2
by changing the order of integration.
Multiple Integrals 50 / 58
Example 3
Evaluate √
Z 1Z 1−x 2
dy dx
p
0 0 (1 + e y ) 1 − x 2 − y 2
by changing the order of integration.
Multiple Integrals 50 / 58
Solution:
Changing the order,
√
Z 1Z 1−y 2
dx dy
= p
0 0 (1 + e y ) 1 − x 2 − y 2
π
log 2 − log(1 + e −1 )
=
2
Multiple Integrals 51 / 58
Example 4
Evaluate √
Z 2a Z 2ax−x 2
dy dx
0 0
by reversing the order of integration.
Multiple Integrals 52 / 58
Example 4
Evaluate √
Z 2a Z 2ax−x 2
dy dx
0 0
by reversing the order of integration.
Multiple Integrals 52 / 58
Solution: Changing the order,
√
Z a Z a+ a2 −y 2
= √ dx dy
0 a− a2 −y 2
Z ah p p i
= (a + a2 − y 2 ) − (a − a2 − y 2 ) dy
0
Z ap
=2 a2 − y 2 dy
0
a
a2 −1 y y p 2
=2 sin + a − y2
2 a 2 0
πa2
=
2
Multiple Integrals 53 / 58
Example 5
Multiple Integrals 54 / 58
Example 6:
Multiple Integrals 55 / 58
Example 7:
Multiple Integrals 56 / 58
Multiple Integrals 57 / 58
Multiple Integrals 58 / 58
Jacobian
If
u1 , u2 , . . . , un
are functions of
x1 , x2 , . . . , xn
having continuous partial derivatives, then the Jacobian is
∂u1 ∂u1 ∂u1
···
∂x1 ∂x2 ∂xn
∂u2 ∂u2 ∂u2
∂(u1 , u2 , . . . , un ) ···
= ∂x1 ∂x2 ∂xn
∂(x1 , x2 , . . . , xn ) .. .. .. ..
. . . .
∂un ∂un ∂un
···
∂x1 ∂x2 ∂xn
represented by the determinant of partial derivatives.
Let
u = x 2y , v = 5x + sin y
Compute J.
Evaluate ZZ p
x 2 + y 2 dxdy
R
where R is bounded by
x 2 + y 2 = a2 and x 2 + y 2 = b 2 , a < b.
Evaluate ZZ p
x 2 + y 2 dxdy
R
where R is bounded by
x 2 + y 2 = a2 and x 2 + y 2 = b 2 , a < b.
Evaluate Z 1 Z 1−x y
e x+y dydx
0 0
using the transformation
x + y = u, y = uv
Evaluate Z 1 Z 1−x y
e x+y dydx
0 0
using the transformation
x + y = u, y = uv
Z x2 Z f2 (x)
A= dy dx
x1 f1 (x)
Z y2 Z f2 (y )
A= dx dy
y1 f1 (y )
Z Z
A= r drdθ
Find the area common to the circles r = a sin θ and r = a cos θ by double
integration.
ZZ
V = f (x, y ) dxdy
S
RR
While using polar co-ordinates, we get the required volume as zrdrdθ.
x 2 + y 2 = 4, y + z = 4, z = 0.
x 2 + y 2 = 4, y + z = 4, z = 0.
r = a(1 + cos θ)
r = a(1 + cos θ)
Linearity:
ZZZ ZZZ ZZZ
(c1 f (x, y , z)+c2 g (x, y , z)) dV = c1 f dV +c2 g dV
V V V
Evaluate: Z 1 Z z Z x+z
(x + y + z) dx dy dz
−1 0 x−z
Solution:
Evaluate: Z 1 Z z Z x+z
(x + y + z) dx dy dz
−1 0 x−z
Solution: Integrating w.r.t y first,
Z 1Z z
y2
= [xy + + zy ]x+z
x−z dx dz
−1 0 2
Z 1 Z z Z 1
= (2z 2 + 4zx)dxdz = 4z 3 dz = 0.
−1 0 −1
Evaluate:
Z 1Z
√
1−x 2 Z √1−x 2 −y 2
xyz dxdydz
0 0 0
Evaluate:
Z 1Z
√
1−x 2 Z √1−x 2 −y 2
xyz dxdydz
0 0 0
Solution: √ √
1Z 1−x 2 1−x 2 −y 2
xyx 2
Z
= dydx
0 0 2 0
Z 1
1 1
= x(1 − x 2 )2 dx =
8 0 48
x = 0, y = 0, z = 0, and x + y + z = a
x = 0, y = 0, z = 0, and x + y + z = a
Solution: Z a Z a−x Z a−x−y
a3
dzdydx =
0 0 0 6
∂(x,y ,z)
where J = det( ∂(u,v ,w ) )
ZZZ ZZZ
f (x, y , z) dxdydz = f (r cos θ, r sin θ, z) rdrdθdz
V V
ZZZ
f (x, y , z) dxdydz
V
ZZZ
= f (r sin θ cos ϕ, r sin θ sin ϕ, r cos θ) r 2 sin θdrdθdϕ
V
where the region is taken through the positive octant of the sphere
x 2 + y 2 + z 2 = b 2 provided n + 5 > 0.
where the region is taken through the positive octant of the sphere
x 2 + y 2 + z 2 = b 2 provided n + 5 > 0.
Solution:
Z π/2 Z π/2 Z b
(r sin θ cos ϕ)(r sin θ sin ϕ)(r cos θ)(r 2 )n/2 r 2 sin θdrdθdϕ
0 0 0
where the region is taken through the positive octant of the sphere
x 2 + y 2 + z 2 = b 2 provided n + 5 > 0.
Solution:
Z π/2 Z π/2 Z b
(r sin θ cos ϕ)(r sin θ sin ϕ)(r cos θ)(r 2 )n/2 r 2 sin θdrdθdϕ
0 0 0
b n+6
=
8(n + 6)
RRR
The volume of a 3D region V is V dxdydz
RRR
In cylindrical co-ordinates, the volume is rdrdθdz
RRR V 2
In spherical co-ordinates, the volume is V r sin θdrdθdϕ
Rb
Proper Integrals: a f (x)dx is called a proper integral if
1. [a, b] is finite,
2. f (x) is bounded in [a, b]
d
3. f (x) is integrable in [a, b], i. e., dx [ϕ(x)] = f (x) so that
Rb
a f (x)dx = ϕ(b) − ϕ(a).
Rb
If (1) is not satisfied, then a f (x)dx is called an improper integral of
first kind.
Symmetry Property:
B(m, n) = B(n, m)
If n > 0,
Z ∞
Γ(n) = e −x x n−1 dx
0
Γ(1) = 1
Γ(n + 1) = nΓ(n)
For positive integer n
Γ(n) = (n − 1)!
Γ(m)Γ(n)
B(m, n) =
Γ(m + n)
Γ(m)Γ(n)
B(m, n) =
Γ(m + n)
1 √
Γ( ) = π
2
1 √
Γ(− ) = −2 π
2
Γ(m)Γ(n)
B(m, n) =
Γ(m + n)
1 √
Γ( ) = π
2
1 √
Γ(− ) = −2 π
2
Duplication formula:
√
1 π
Γ(m)Γ m + = 2m−1 Γ(2m)
2 2
R1
1. Evaluate 0 x 4 (1 − x)3 dx
R1
1. Evaluate 0 x 4 (1 − x)3 dx