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Chapter 2 Multiple Integrals

The document provides a comprehensive overview of multiple integrals, starting with the definition and properties of definite integrals for single-variable functions, leading to the concept of double integrals for functions of two variables. It explains the process of approximating volumes under surfaces using Riemann sums and introduces the concept of iterated integrals for easier computation. The document emphasizes the conditions for integrability and the relationship between volumes and double integrals.

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0% found this document useful (0 votes)
7 views85 pages

Chapter 2 Multiple Integrals

The document provides a comprehensive overview of multiple integrals, starting with the definition and properties of definite integrals for single-variable functions, leading to the concept of double integrals for functions of two variables. It explains the process of approximating volumes under surfaces using Riemann sums and introduces the concept of iterated integrals for easier computation. The document emphasizes the conditions for integrability and the relationship between volumes and double integrals.

Uploaded by

Ngo Tri Si
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

MULTIPLE

INTEGRALS
REVIEW OF THE DEFINITE INTEGRAL (1 OF 2)
First let’s recall the basic facts concerning definite integrals of functions of
a single variable.
• If 𝑓 𝑥 is defined for 𝑎 < 𝑥 < 𝑏, we start by dividing the interval 𝑎, 𝑏
𝑏−𝑎
into 𝑛 subintervals 𝑥𝑖−1 , 𝑥𝑖 of equal width ∆𝑥 = and we choose
𝑛
sample points 𝑥𝑖∗ in these subintervals.
• Then we form the Riemann sum σ𝑛𝑖=1 𝑓 𝑥𝑖∗ ∆𝑥
and take the limit of such sums as 𝑛 → ∞ to obtain the definite integral of
𝑓 from 𝑎 to 𝑏: 𝑏 𝑛

න 𝑓 𝑥 ⅆ𝑥 = lim ෍ 𝑓 𝑥𝑖∗ ∆𝑥
𝑎 𝑛→∞
𝑖=1

2
REVIEW OF THE DEFINITE INTEGRAL (2 OF 2)
In the special case where 𝑓 𝑥 ≥ 0, the Riemann sum can be
interpreted as the sum of the𝑏areas of the approximating
rectangles in Figure 1, and ‫ 𝑥 𝑓 𝑎׬‬ⅆ𝑥 represents the area under
the curve 𝑦 = 𝑓 𝑥 from 𝑎 to 𝑏.

In much the same way that our attempt to solve the area
problem led to the definition of a definite integral, we now seek
to find the volume of a solid and in the process we arrive at the
definition of a double integral.
3
VOLUMES AND DOUBLE INTEGRALS (1 OF 11)
• In a similar manner we consider a function f of two
variables defined on a closed rectangle
𝑅 = 𝑎, 𝑏 × 𝑐, ⅆ = 𝑥, 𝑦 ∈ ℝ2 ∶ 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ ⅆ
and we first suppose that 𝑓 𝑥, 𝑦 ≥ 0.
• The graph of 𝑓 is a surface with equation
𝑧 = 𝑓 𝑥, 𝑦
• Let S be the solid that lies above R and
under the graph of f, that is,
𝑆 = 𝑥, 𝑦, 𝑧 ∈ ℝ3 ∶ 0 ≤ 𝑧 ≤ 𝑓 𝑥, 𝑦 , 𝑥, 𝑦 ∈ 𝑅
• Our goal is to find the volume of 𝑆.

4
VOLUMES AND DOUBLE INTEGRALS (2 OF 11)
The first step is to divide the
rectangle 𝑅 into subrectangles.
We accomplish this by
• dividing 𝑎, 𝑏 into 𝑚 subintervals
𝑏−𝑎
𝑥𝑖−1 , 𝑥𝑖 of equal width ∆𝑥 =
𝑚
• dividing 𝑐, ⅆ into 𝑛 subintervals
𝑑−𝑐
𝑦𝑗−1 , 𝑦𝑗 of equal width ∆𝑦 =
𝑚

• drawing lines parallel to the coordinate axes through the endpoints of


these subintervals.
We form the subrectangles
𝑅 = 𝑎, 𝑏 × 𝑐, ⅆ = 𝑥, 𝑦 ∈ ℝ2 ∶ 𝑥𝑖−1 ≤ 𝑥 ≤ 𝑥𝑖 , 𝑦𝑗−1 ≤ 𝑦 ≤ 𝑦𝑗
each with area ∆𝐴 = ∆𝑥∆𝑦.

5
VOLUMES AND DOUBLE INTEGRALS (3 OF 11)
∗ ∗
• If we choose a sample point 𝑥𝑖𝑗 , 𝑦𝑖𝑗 in each
𝑅𝑖𝑗 , then we can approximate the part of 𝑆 that
lies above each 𝑅𝑖𝑗 by a thin rectangular box
(or “column”) with base 𝑅𝑖𝑗 and height
∗ ∗
𝑓 𝑥𝑖𝑗 , 𝑦𝑖𝑗 as shown in Figure 4. (Compare
with Figure 1.)
• The volume of this box is the height of the box
times the area of the base rectangle:
∗ ∗
𝑓 𝑥𝑖𝑗 , 𝑦𝑖𝑗 ∆𝐴

6
VOLUMES AND DOUBLE INTEGRALS (4 OF 11)
• If we follow this procedure for all the
rectangles and add the volumes of the
corresponding boxes, we get an
approximation to the total volume of 𝑆:
𝑚 𝑛
∗ ∗
𝑉 ≈ ෍ ෍ 𝑓 𝑥𝑖𝑗 , 𝑦𝑖𝑗 ∆𝐴
𝑖=1 𝑗=1
• This double sum means that for each
subrectangle we evaluate f at the chosen
point and multiply by the area of the
subrectangle, and then we add the results.

7
VOLUMES AND DOUBLE INTEGRALS (5 OF 11)

Our intuition tells us that the approximation


𝑚 𝑛
∗ ∗
𝑉 ≈ ෍ ෍ 𝑓 𝑥𝑖𝑗 , 𝑦𝑖𝑗 ∆𝐴
𝑖=1 𝑗=1

becomes better as 𝑚 and 𝑛 become larger and so we would expect that


𝑚 𝑛
∗ ∗
𝑉 = lim ෍ ෍ 𝑓 𝑥𝑖𝑗 , 𝑦𝑖𝑗 ∆𝐴
𝑚,𝑛→∞
𝑖=1 𝑗=1

We use the expression in Equation 4 to define the volume of the solid 𝑆 that
lies under the graph of 𝑓 and above the rectangle 𝑅.

8
VOLUMES AND DOUBLE INTEGRALS (6 OF 11)

Limits of the type that appear in Equation 4 occur


frequently, not just in finding volumes but in a variety of
other situations as well even when 𝑓 is not a positive
function. So we make the following definition.
Definition
The double integral of f over the rectangle R is
𝑚 𝑛
∗ ∗
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = lim ෍ ෍ 𝑓 𝑥𝑖𝑗 , 𝑦𝑖𝑗 ∆𝐴
𝑚,𝑛→∞
𝑅 𝑖=1 𝑗=1
if this limit exists.

9
VOLUMES AND DOUBLE INTEGRALS (7 OF 11)

• The precise meaning of the limit in Definition 5 is that for


every number 𝜀 > 0 there is an integer 𝑁 such that
𝑚 𝑛
∗ ∗
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 − lim ෍ ෍ 𝑓 𝑥𝑖𝑗 , 𝑦𝑖𝑗 ∆𝐴 < 𝜀
𝑚,𝑛→∞
𝑅 𝑖=1 𝑗=1

for all integers 𝑚 and 𝑛 greater than 𝑁 and for any choice of
∗ ∗
sample points 𝑥𝑖𝑗 , 𝑦𝑖𝑗 in 𝑅𝑖𝑗 .
• A function 𝑓 is called integrable if the limit in Definition 5
exists.

10
VOLUMES AND DOUBLE INTEGRALS (8 OF 11)

• It is shown in courses on advanced calculus that all


continuous functions are integrable.
• In fact, the double integral of 𝑓 exists provided that 𝑓 is
“not too discontinuous.”
• In particular, if 𝑓 is bounded on 𝑅 and f is continuous
there, except on a finite number of smooth curves, then f
is integrable over R.
• Here “𝑓 is bounded on 𝑅” means there is a constant 𝑀
such that 𝑓 𝑥, 𝑦 ≤ 𝑀 for all 𝑥, 𝑦 in 𝑅.

11
VOLUMES AND DOUBLE INTEGRALS (9 OF 11)
The sample point
∗ ∗
𝑥𝑖𝑗 , 𝑦𝑖𝑗 can be chosen
to be any point in the
subrectangle 𝑅𝑖𝑗 , but if
we choose it to be the
upper right-hand corner
∗ ∗
of 𝑅𝑖𝑗 , namely 𝑥𝑖𝑗 , 𝑦𝑖𝑗 ,
then the expression for
the double integral looks
simpler 𝑚 𝑛
∗ ∗
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = lim ෍ ෍ 𝑓 𝑥𝑖𝑗 , 𝑦𝑖𝑗 ∆𝐴
𝑚,𝑛→∞
𝑅 𝑖=1 𝑗=1

12
VOLUMES AND DOUBLE INTEGRALS (10 OF 11)

By comparing Definitions 4 and 5, we see that a volume can


be written as a double integral:
If 𝑓 𝑥, 𝑦 > 0, then the volume 𝑉 of the solid that lies above
the rectangle 𝑅 and below the surface 𝑧 = 𝑓 𝑥, 𝑦 is

𝑉 = ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴
𝑅

• The sum in Definition 5 is called a double Riemann sum and is


used as an approximation to the value of the double integral.
• Notice how similar it is to the Riemann sum in (1) for a function
of a single variable.

13
VOLUMES AND DOUBLE INTEGRALS (11 OF 11)

If 𝑓 happens to be a positive
function, then the double Riemann
sum represents the sum of
volumes of columns and is an
approximation to the volume
under the graph of 𝑓.

14
ITERATED INTEGRALS (1 OF 11)

• Recall that it is usually difficult to evaluate single integrals


directly from the definition of an integral, but the
Fundamental Theorem of Calculus provides a much easier
method.
• The evaluation of double integrals from first principles is
even more difficult, but here we see how to express a
double integral as an iterated integral, which can then be
evaluated by calculating two single integrals.

15
ITERATED INTEGRALS (2 OF 11)
• Suppose that 𝑓 is a function of two variables that is integrable on the
rectangle
𝑅 = 𝑎, 𝑏 × 𝑐, ⅆ
• We use the notation 𝑑
න 𝑓 𝑥; 𝑦 ⅆ𝑦
𝑐
to mean that 𝑥 is held fixed and𝑓 𝑥; 𝑦 is integrated with respect to 𝑦 from
𝑦 = 𝑐 to 𝑦 = ⅆ.
• This procedure is called partial integration with respect to 𝑦.
Notice its similarity to partial differentiation.
𝑑
• Now ‫ 𝑦 ;𝑥 𝑓 𝑐׬‬ⅆ𝑦 is a number that depends on the value of 𝑥, so it defines
a function of 𝑥:
𝑑
𝐴 𝑥 = න 𝑓 𝑥; 𝑦 ⅆ𝑦
𝑐
16
ITERATED INTEGRALS (3 OF 11)
• If we now integrate the function 𝐴 with respect to 𝑥 from
𝑥 = 𝑎 to 𝑥 = 𝑏, we get
𝑏 𝑏 𝑑
න 𝐴 𝑥 ⅆ𝑥 = න න 𝑓 𝑥; 𝑦 ⅆ𝑦 ⅆ𝑥
𝑎 𝑎 𝑐

• The integral on the right side of Equation 7 is called an


iterated integral.
• Usually the brackets are omitted. Thus
𝑏 𝑑 𝑏 𝑑
න න 𝑓 𝑥; 𝑦 ⅆ𝑦 ⅆ𝑥 = න න 𝑓 𝑥; 𝑦 ⅆ𝑦 ⅆ𝑥
𝑎 𝑐 𝑎 𝑐

means that we first integrate with respect to 𝑦 from 𝑐 to ⅆ


and then with respect to 𝑥 from 𝑎 to 𝑏.

17
ITERATED INTEGRALS (4 OF 11)
Similarly, the iterated integral
𝑑 𝑏 𝑑 𝑏
න න 𝑓 𝑥; 𝑦 ⅆ𝑥 ⅆ𝑦 = න න 𝑓 𝑥; 𝑦 ⅆ𝑥 ⅆ𝑦
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 with respect to 𝑦 from 𝑦 = 𝑐 to 𝑦 = ⅆ. Notice that in both
Equations 8 and 9 we work from the inside out.

18
ITERATED INTEGRALS (5 OF 11)

Example Evaluate the iterated integrals.


3 2 2
a) ‫׬‬0 ‫׬‬1 𝑥 𝑦 ⅆ𝑦 ⅆ𝑥
2 3 2
b) ‫׬‬1 ‫׬‬0 𝑥 𝑦 ⅆ𝑥 ⅆ𝑦

• Notice that in this Example we obtained the same answer


whether we integrated with respect to 𝑦 or 𝑥 first.
• In general, it turns out that the two iterated integrals in
Equations 8 and 9 are always equal; that is, the order of
integration does not matter.
• This is similar to Clairaut’s Theorem on the equality of the
mixed partial derivatives.

19
FUBINI’S THEOREM (1 OF 11)
The following theorem gives a practical method for
evaluating a double integral by expressing it as an iterated
integral in either order.
Fubini’s Theorem
If 𝑓 is continuous on the rectangle
𝑅 = 𝑥, 𝑦 ∈ ℝ2 ∶ 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ ⅆ
then
𝑏 𝑑 𝑑 𝑏
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = න න 𝑓 𝑥, 𝑦 ⅆ𝑦 ⅆ𝑥 = න න 𝑓 𝑥, 𝑦 ⅆ𝑥 ⅆ𝑦
𝑎 𝑐 𝑐 𝑎
𝑅
More generally, this is true if we assume that 𝑓 is bounded on 𝑅, 𝑓
is discontinuous only on a finite number of smooth curves, and the
iterated integrals exist.

20
FUBINI’S THEOREM (2 OF 11)

Example
Evaluate the double integral

ඵ 𝑥 − 3𝑦 2 ⅆ𝐴
𝑅
where
𝑅 = 𝑥, 𝑦 ∈ ℝ2 ∶ 0 ≤ 𝑥 ≤ 2,1 ≤ 𝑦 ≤ 2
by applying Fubini’s theorem in two different orders.

21
FUBINI’S THEOREM (3 OF 11)
Example Note
Evaluate the double integral If we reverse the order of integration and
first integrate with respect to 𝑦 in this
ඵ 𝑦 sin 𝑥𝑦 ⅆ𝐴 Example, we get
𝑅
2 𝜋
where 𝑅 = 1,2 × 0, 𝜋 by
ඵ 𝑦 sin 𝑥𝑦 ⅆ𝐴 = න න 𝑦 sin 𝑥𝑦 ⅆ𝑦 ⅆ𝑥
applying Fubini’s theorem 𝑅 1 0
and first integrate with
but this order of integration is much more
respect to 𝑥.
difficult than the method given in the
example because it involves integration by
parts twice.
Therefore, when we evaluate double
integrals it is wise to choose the order of
integration that gives simpler integrals.
22
FUBINI’S THEOREM (4 OF 11)
• In the special case where 𝑓 𝑥, 𝑦 can be factored as the product of a function
of 𝑥 only and a function of 𝑦 only, the double integral of 𝑓 can be written in
a particularly simple form.
• To be specific, suppose that
𝑓 𝑥, 𝑦 = 𝑔 𝑥 ℎ 𝑦 and 𝑅 = 𝑎, 𝑏 × 𝑐, ⅆ
• Then Fubini’s Theorem gives
𝑑 𝑏 𝑑 𝑏
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = න න 𝑔 𝑥 ℎ 𝑦 ⅆ𝑥 ⅆ𝑦 = න න 𝑔 𝑥 ℎ 𝑦 ⅆ𝑥 ⅆ𝑦
𝑐 𝑎 𝑐 𝑎
𝑅
• In the inner integral, 𝑦 is a constant, so ℎ 𝑦 is a constant and we can write
𝑑 𝑏 𝑑 𝑏 𝑏 𝑑
න න 𝑔 𝑥 ℎ 𝑦 ⅆ𝑥 ⅆ𝑦 = න ℎ 𝑦 න 𝑔 𝑥 ⅆ𝑥 ⅆ𝑦 = න 𝑔 𝑥 ⅆ𝑥 න ℎ 𝑦 ⅆ𝑦
𝑐 𝑎 𝑐 𝑎 𝑎 𝑐
𝑏
since ‫ 𝑥 𝑔 𝑎׬‬ⅆ𝑥 is a constant.
23
FUBINI’S THEOREM (5 OF 11)
Therefore, in this case the double integral of f can be written as the
product of two single integrals
𝑏 𝑑
‫ 𝑥 𝑔 𝑅׬‬ℎ 𝑦 ⅆ𝐴 = ‫𝑔 𝑎׬‬ 𝑥 ⅆ𝑥 ‫ 𝑐׬‬ℎ 𝑦 ⅆ𝑦 where 𝑅 = 𝑎, 𝑏 × 𝑐, ⅆ

24
DOUBLE INTEGRALS OVER GENERAL REGIONS (1 OF 2)
• For single integrals, the region over which we integrate is
always an interval.
• But for double integrals, we want to be able to integrate a
function 𝑓 not just over rectangles but also over regions 𝐷
of more general shape, such as the one illustrated.

25
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)
• We suppose that 𝐷 is a bounded region, which means that
𝐷 can be enclosed in a rectangular region 𝑅 as in Figure

• Then we define a new function 𝐹 with domain 𝑅 by

26
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)
• If 𝐹 is integrable over 𝑅, then we define the double integral of 𝒇
over 𝑫 by

ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = ඵ 𝐹 𝑥, 𝑦 ⅆ𝐴
𝐷 𝑅
• This Definition makes sense because 𝑅 is a rectangle and so

ඵ 𝐹 𝑥, 𝑦 ⅆ𝐴
𝑅
has been previously defined.
• The procedure that we have used is reasonable because the values
of 𝐹 𝑥, 𝑦 are 0 when 𝑥, 𝑦 lies outside 𝐷 and so they contribute
nothing to the integral.
• This means that it doesn’t matter what rectangle 𝑅 we use as long
27as it contains 𝐷.
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)

• In the case where 𝑓 𝑥, 𝑦 ≥ 0, we can still


interpret

ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴
𝐷
as the volume of the solid that lies above 𝐷 and
under the surface
𝑧 = 𝑓 𝑥, 𝑦
that is, the graph of 𝑓.
• You can see that this is reasonable by
comparing the graphs of 𝑓 and 𝐹 in the Figures
and remembering that ‫𝑥 𝐹 𝑅׭‬, 𝑦 ⅆ𝐴 is the
volume under the graph of 𝐹.
28
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)
A plane region 𝐷 is said to be of type I if it lies between the graphs of two
continuous functions of x, that is,
𝐷= 𝑥, 𝑦 ∈ ℝ2 ∶ 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑔1 𝑥 ≤ 𝑦 ≤ 𝑔2 𝑥
where 𝑔1 and 𝑔2 are continuous on 𝑎, 𝑏 .
Some examples of type I regions are shown below.

29
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)

• In order to evaluate ‫𝑥 𝑓 𝐷׭‬, 𝑦 ⅆ𝐴 when 𝐷 is a


region of type I, we choose a rectangle 𝑅 =
𝑎, 𝑏 × 𝑐, ⅆ that contains 𝐷, as in Figure, and
we let 𝐹 be the function given by Equation 1;
that is, 𝐹 agrees with 𝑓 on 𝐷 and 𝐹 is 0 outside
𝐷.
• Then, by Fubini’s Theorem,
𝑏 𝑑
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = ඵ 𝐹 𝑥, 𝑦 ⅆ𝐴 = න න 𝐹 𝑥, 𝑦 ⅆ𝑦ⅆ𝑥
𝑎 𝑐
𝐷 𝑅

30
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)

• Observe that 𝐹 𝑥, 𝑦 = 0 if 𝑦 < 𝑔1 𝑥 or 𝑦 > 𝑔2 𝑥 because


then lies outside 𝐷.
• Therefore
𝑑 𝑔2 𝑥 𝑔2 𝑥
න 𝐹 𝑥, 𝑦 ⅆ𝑦 = න 𝐹 𝑥, 𝑦 ⅆ𝑦 = න 𝑓 𝑥, 𝑦 ⅆ𝑦
𝑐 𝑔1 𝑥 𝑔1 𝑥

because 𝐹 𝑥, 𝑦 = 𝑓 𝑥, 𝑦 when 𝑔1 𝑥 ≤ 𝑦 ≤ 𝑔2 𝑥 .

31
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)
Thus we have the following formula that enables us to evaluate
the double integral as an iterated integral
If 𝑓 is continuous on a type I region 𝐷 such that
𝐷 = 𝑥, 𝑦 ∈ ℝ2 ∶ 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑔1 𝑥 ≤ 𝑦 ≤ 𝑔2 𝑥
then
𝑏 𝑔2 𝑥
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = න න 𝑓 𝑥, 𝑦 ⅆ𝑦 ⅆ𝑥
𝑎 𝑔1 𝑥
𝐷

The integral on the right side is an iterated integral that is similar


to the ones we considered in the preceding section, except that in
the inner integral we regard 𝑥 as being constant not only in
𝑓 𝑥, 𝑦 but also in the limits of integration, 𝑔1 𝑥 and 𝑔2 𝑥 .

32
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)
We also consider plane regions of type II, which can be expressed as
𝐷= 𝑥, 𝑦 ∈ ℝ2 ∶ 𝑐 ≤ 𝑦 ≤ ⅆ, ℎ1 𝑦 ≤ 𝑥 ≤ ℎ2 𝑦
where ℎ1 and ℎ2 are continuous on 𝑐, ⅆ .
Two such regions are illustrated below.

33
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)

Using the same methods that were used before, we can show that

If 𝑓 is continuous on a type II region 𝐷 such that


𝐷 = 𝑥, 𝑦 ∈ ℝ2 ∶ 𝑐 ≤ 𝑦 ≤ ⅆ, ℎ1 𝑦 ≤ 𝑥 ≤ ℎ2 𝑦
then
𝑑 ℎ2 𝑥
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = න න 𝑓 𝑥, 𝑦 ⅆ𝑥 ⅆ𝑦
𝑐 ℎ1 𝑥
𝐷

34
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)

Example Evaluate Note When we set up a double integral as in the


Example, it is essential to draw a diagram.
ඵ 𝑥 + 2𝑦 ⅆ𝐴
𝐷 Often it is helpful to draw a vertical arrow as in the
where 𝐷 is the region Figure.
bounded by the parabolas
Then the limits of integration for the inner integral
𝑦 = 2𝑥 2 and 𝑦 = 1 + 𝑥 2 .
can be read from the diagram as follows:
The arrow starts at the lower boundary 𝑦 = 𝑔1 𝑥 ,
which gives the lower limit in the integral, and the
arrow ends at the upper boundary 𝑦 = 𝑔2 𝑥 ,
which gives the upper limit of integration.
For a type II region the arrow is drawn horizontally
from the left boundary to the right boundary

35
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)

Example Find the volume of the solid that lies under the paraboloid
𝑧 = 𝑥 2 + 𝑦 2 and above the region 𝐷 in the 𝑥𝑦-plane bounded by the
line 𝑦 = 2𝑥 and the parabola 𝑦 = 𝑥 2 .

36
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)

Example Evaluate ‫ 𝑦𝑥 𝐷׭‬ⅆ𝐴, where 𝐷 is the region bounded by the line


𝑦 = 𝑥 − 1 and the parabola 𝑦 2 = 2𝑥 + 6.

37
DOUBLE INTEGRALS OVER GENERAL REGIONS (2 OF 2)

Example Find the volume of the solid that lies under the paraboloid
𝑧 = 𝑥 2 + 𝑦 2 and above the region 𝐷 in the 𝑥𝑦-plane bounded by the
line 𝑦 = 2𝑥 and the parabola 𝑦 = 𝑥 2 .

38
DOUBLE INTEGRALS IN POLAR COORDINATES (1 OF 9)
Suppose that we want to evaluate a double integral yyR f sx, yd dA, where
R is one of the regions shown below.
In either case the description of R in terms of rectangular coordinates is
rather complicated, but R is easily described using polar coordinates.

39
DOUBLE INTEGRALS IN POLAR COORDINATES (2 OF 9)
• We choose a point in the plane that is called the pole
(or origin) and is labeled 𝑂.
• Then we draw a ray (half-line) starting at 𝑂 called the
polar axis. This axis is usually drawn horizontally to
the right and corresponds to the positive x-axis in
Cartesian coordinates.
• If 𝑃 is any other point in the plane, let 𝑟 be the distance from 𝑂 to 𝑃 and let 𝜃 be
the angle, usually measured in radians, between the polar axis and the line 𝑂𝑃.
• Then the point 𝑃 is represented by the ordered pair 𝑟, 𝜃 and 𝑟, 𝜃 are called polar
coordinates of 𝑃.
• We use the convention that an angle is positive if measured in the
counterclockwise direction from the polar axis and negative in the clockwise
direction.
• If 𝑃 = 𝑂, then 𝑟 = 0 and we agree that 0, 𝜃 represents the pole for any value of 𝜃.
40
DOUBLE INTEGRALS IN POLAR COORDINATES (3 OF 9)

The polar coordinates 𝑟, 𝜃 of a point are


related to the rectangular coordinates
𝑥, 𝑦 by the equations
𝑥 = 𝑟 cos 𝜃, 𝑦 = 𝑟 sin 𝜃
To find 𝑟 and 𝜃 when 𝑥 and 𝑦 are known,
we use the equations
2 2 2
𝑦
𝑟 =𝑥 +𝑦 , tan 𝜃 =
𝑥

41
DOUBLE INTEGRALS IN POLAR COORDINATES (4 OF 9)

Change to Polar Coodinates in a Double Integral


If 𝑓 is continuous on a polar rectangle 𝑅 given by 0 ≤ 𝑎 ≤ 𝑟 ≤ 𝑏,
𝛼 ≤ 𝜃 ≤ 𝛽 where 0 ≤ 𝛽 − 𝛼 ≤ 2𝜋, then
𝛽 𝑏
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = න න 𝑓 𝑟 cos 𝜃 , 𝑟 sin 𝜃 𝒓ⅆ𝑟ⅆ𝜃
𝛼 𝑎
𝑅

42
DOUBLE INTEGRALS IN POLAR COORDINATES (5 OF 9)

Change to Polar Coodinates in a Double Integral


If 𝑓 is continuous on a polar rectangle 𝑅 given by 0 ≤ 𝑎 ≤ 𝑟 ≤ 𝑏,
𝛼 ≤ 𝜃 ≤ 𝛽 where 0 ≤ 𝛽 − 𝛼 ≤ 2𝜋, then
𝛽 𝑏
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = න න 𝑓 𝑟 cos 𝜃 , 𝑟 sin 𝜃 𝒓ⅆ𝑟ⅆ𝜃
𝛼 𝑎
𝑅
• The formula above says that we convert from rectangular to
polar coordinates in a double integral by writing 𝑥 =
𝑟 cos 𝜃 and 𝑦 = 𝑟 sin 𝜃 using the appropriate limits of
integration for 𝑟 and 𝜃, and replacing ⅆ𝐴 by 𝑟ⅆ𝑟ⅆ𝜃.
• Be careful not to forget the additional factor 𝒓 on the right side
of the Formula.
43
DOUBLE INTEGRALS IN POLAR COORDINATES (6 OF 9)

Example Evaluate

ඵ 3𝑥 + 4𝑦 2 ⅆ𝐴
𝑅
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.

Example Find the volume of the solid


bounded by the plane 𝑧 = 0 and the
paraboloid𝑧 = 1 − 𝑥 2 − 𝑦 2 .

44
DOUBLE INTEGRALS IN POLAR COORDINATES (7 OF 9)
What we have done so far can be extended to
the more complicated type of region shown in
the Figure. It’s similar to the type II rectangular
regions considered before.
If 𝑓 is continuous on a polar region of the form
𝐷 = 𝑟, 𝜃 ∈ ℝ2 ∶ 𝛼 ≤ 𝜃 ≤ 𝛽, ℎ1 𝜃 ≤ 𝑟 ≤ ℎ2 𝜃
Then
𝛽 ℎ2 𝜃
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = න න 𝑓 𝑟 cos 𝜃 , 𝑟 sin 𝜃 𝒓ⅆ𝑟ⅆ𝜃
𝛼 ℎ1 𝜃
𝐷

45
DOUBLE INTEGRALS IN POLAR COORDINATES (8 OF 9)

In particular, taking 𝑓 𝑥, 𝑦 = 1 , ℎ1 𝜃 = 0 , and ℎ2 𝜃 = ℎ 𝜃 in this


formula, we see that the area of the region 𝐷 bounded by 𝜃 = 𝛼, 𝜃 = 𝛽 and
𝑟 = ℎ 𝜃 is
𝛽 ℎ 𝜃
1 𝛽 2 ⅆ𝜃
𝐴 𝐷 = ඵ 1 ⅆ𝐴 = න න 𝑟 ⅆ𝑟ⅆ𝜃 = න ℎ 𝜃
𝛼 0 2 𝛼
𝐷

46
DOUBLE INTEGRALS IN POLAR COORDINATES (9 OF 9)

Example Use a double integral to find the area enclosed by one loop of
the four leaved rose 𝑟 = cos 2𝜃 .
Example Find the volume of the solid bounded by the plane 𝑧 = 0
and the paraboloid 𝑧 = 1 − 𝑥 2 − 𝑦 2 .

47
TRIPLE INTEGRALS (1 OF 16)

• Just as we defined single integrals for functions of one


variable and double integrals for functions of two
variables, so we can define triple integrals for functions of
three variables.
• Let’s first deal with the simplest case where 𝑓 is defined
on a rectangular box
𝐵 = 𝑎, 𝑏 × 𝑐, ⅆ × 𝑟, 𝑠
or precisely
𝐵 = 𝑥, 𝑦, 𝑧 ∈ ℝ3 ∶ 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ ⅆ, 𝑟 ≤ 𝑧 ≤ 𝑠 .

48
TRIPLE INTEGRALS (2 OF 16)
The first step is to divide 𝐵 into sub-boxes. We do this by
• dividing 𝑎, 𝑏 into 𝑙 subintervals 𝑥𝑖−1 , 𝑥𝑖 of equal width
𝑏−𝑎
∆𝑥 =
𝑙
• dividing 𝑐, ⅆ into 𝑚 subintervals 𝑦𝑗−1 , 𝑦𝑗 of equal width
𝑑−𝑐
∆𝑦 =
𝑚
• dividing 𝑟, 𝑠 into 𝑛 subintervals 𝑧𝑘−1 , 𝑧𝑘 of equal width
𝑠−𝑟
∆𝑧 =
𝑛
The planes through the endpoints of these subintervals
parallel to the coordinate planes divide the box 𝐵 into 𝑙 × 𝑚 ×
𝑛 sub-boxes
𝐵𝑖𝑗𝑘 = 𝑥𝑖−1 , 𝑥𝑖 × 𝑦𝑗−1 , 𝑦𝑗 × 𝑧𝑘−1 , 𝑧𝑘
which are shown in the Figure. Each sub-box has volume
49 ∆𝑉 = ∆𝑥∆𝑦∆𝑧
TRIPLE INTEGRALS (3 OF 16)
• Then we form the triple Riemann sum
𝑙 𝑚 𝑛
∗ ∗ ∗
෍ ෍ ෍ 𝑓 𝑥𝑖𝑗𝑘 , 𝑦𝑖𝑗𝑘 , 𝑧𝑖𝑗𝑘 ∆𝑉
𝑖=1 𝑗=1 𝑘=1
∗ ∗ ∗
where the sample point 𝑥𝑖𝑗𝑘 , 𝑦𝑖𝑗𝑘 , 𝑧𝑖𝑗𝑘 is in 𝐵𝑖𝑗𝑘 .
• By analogy with the definition of a double integral, we define the triple
integral as the limit of the triple Riemann sums.

Definition The triple integral of 𝑓 over the box 𝐵 is


𝑙 𝑚 𝑛
∗ ∗ ∗
ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = lim ෍ ෍ ෍ 𝑓 𝑥𝑖𝑗𝑘 , 𝑦𝑖𝑗𝑘 , 𝑧𝑖𝑗𝑘 ∆𝑉
𝑙,𝑚,𝑛→∞
𝐵 𝑖=1 𝑗=1 𝑘=1
if this limit exists.

50
TRIPLE INTEGRALS (4 OF 16)

Again, the triple integral always exists if 𝑓 is continuous.


We can choose the sample point to be any point in the sub-
box, but if we choose it to be the point 𝑥𝑖𝑗𝑘 , 𝑦𝑖𝑗𝑘 , 𝑧𝑖𝑗𝑘 we get
a simpler-looking expression for the triple integral
𝑙 𝑚 𝑛

ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = lim ෍ ෍ ෍ 𝑓 𝑥𝑖𝑗𝑘 , 𝑦𝑖𝑗𝑘 , 𝑧𝑖𝑗𝑘 ∆𝑉


𝑙,𝑚,𝑛→∞
𝐵 𝑖=1 𝑗=1 𝑘=1

51
TRIPLE INTEGRALS (5 OF 16)
• Just as for double integrals, the practical method for evaluating triple
integrals is to express them as iterated integrals as follows.
Fubini’s Theorem for Triple Integrals
If 𝑓is continuous on the rectangular box 𝐵 = 𝑎, 𝑏 × 𝑐, ⅆ × 𝑟, 𝑠 ,
then
𝑠 𝑑 𝑏
ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = න න න 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑥 ⅆ𝑦 ⅆ𝑧
𝑟 𝑐 𝑎
𝐵
• The iterated integral on the right side of Fubini’s Theorem means that
we integrate first with respect to x (keeping y and z fixed), then we
integrate with respect to y (keeping z fixed), and finally we integrate
with respect to z. There are five other possible orders in which we
can integrate, all of which give the same value. For instance, if we
integrate with respect to y, then z, and then x, we have
𝑏 𝑠 𝑑
ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = න න න 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑦 ⅆ𝑧 ⅆ𝑥
52 𝑎 𝑟 𝑐
𝐵
TRIPLE INTEGRALS (6 OF 16)
• Now we define the triple integral over a general bounded region 𝑬 in
three dimensional space (a solid) by much the same procedure that we
used for double integrals.
• We enclose 𝐸 in a box 𝐵 of the type given by
𝐵 = 𝑥, 𝑦, 𝑧 ∈ ℝ3 ∶ 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ ⅆ, 𝑟 ≤ 𝑧 ≤ 𝑠
• Then we define 𝐹 so that it agrees with 𝑓 on 𝐸 but is 0 for points
in 𝐵 that are outside 𝐸.
• By definition

ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = ම 𝐹 𝑥, 𝑦, 𝑧 ⅆ𝑉
𝐸 𝐵
• This integral exists if 𝑓 is continuous and the boundary of 𝐸 is
“reasonably smooth”.
• The triple integral has essentially the same properties as the
double integral.
53
TRIPLE INTEGRALS (7 OF 16)

We restrict our attention to continuous functions 𝑓 and to certain simple types of regions.
A solid region 𝐸 is said to be of type 1 if it lies between the graphs of two continuous
functions of 𝑥 and 𝑦, that is,
𝐸= 𝑥, 𝑦, 𝑧 ∈ ℝ3 ∶ 𝑥, 𝑦 ∈ 𝐷, 𝑢1 𝑥, 𝑦 ≤ 𝑧 ≤ 𝑢2 𝑥, 𝑦
where 𝐷 is the projection of 𝐸 onto the xy-plane as shown in the Figure.
Notice that the upper boundary of the solid 𝐸 is the surface with equation 𝑧 = 𝑢2 𝑥, 𝑦 ,
while the lower boundary is the surface 𝑧 = 𝑢1 𝑥, 𝑦 .

54
TRIPLE INTEGRALS (8 OF 16)

It can be shown that if 𝐸 is a type 1 region given by


𝐸= 𝑥, 𝑦, 𝑧 ∈ ℝ3 ∶ 𝑥, 𝑦 ∈ 𝐷, 𝑢1 𝑥, 𝑦 ≤ 𝑧 ≤ 𝑢2 𝑥, 𝑦
then
𝑢2 𝑥,𝑦
ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = ඵ න 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑧 ⅆ𝐴
𝑢1 𝑥,𝑦
𝐸 𝐷

The meaning of the inner integral on the right side of this Equation is that
𝑥 and 𝑦 are held fixed, and therefore 𝑢1 𝑥, 𝑦 and 𝑢2 𝑥, 𝑦 are regarded as
constants, while 𝑓 𝑥, 𝑦, 𝑧 is integrated with respect to 𝑧.

55
TRIPLE INTEGRALS (9 OF 16)

In particular, if the projection 𝐷 of 𝐸 onto the 𝑥𝑦-plane is a type I plane region,


then
𝐸= 𝑥, 𝑦, 𝑧 ∈ ℝ3 ∶ 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑔1 𝑥 ≤ 𝑦 ≤ 𝑔2 𝑥 , 𝑢1 𝑥, 𝑦 ≤ 𝑧 ≤ 𝑢2 𝑥, 𝑦
and

𝑏 𝑔2 𝑥 𝑢2 𝑥,𝑦
ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = න න න 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑧 ⅆ𝑦 ⅆ𝑥
𝑎 𝑔1 𝑥 𝑢1 𝑥,𝑦
𝐸

56
TRIPLE INTEGRALS (10 OF 16)

If, on the other hand, 𝐷 is a type II plane region, then


𝐸= 𝑥, 𝑦, 𝑧 ∈ ℝ3 ∶ 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑔1 𝑥 ≤ 𝑦 ≤ 𝑔2 𝑥 , 𝑢1 𝑥, 𝑦 ≤ 𝑧 ≤ 𝑢2 𝑥, 𝑦
and

𝑑 ℎ2 𝑥 𝑢2 𝑥,𝑦
ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = න න න 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑧 ⅆ𝑥 ⅆ𝑦
𝑐 ℎ1 𝑥 𝑢1 𝑥,𝑦
𝐸

57
TRIPLE INTEGRALS (11 OF 16)

Example Evaluate the triple integral ‫ 𝑧𝑦𝑥 𝐵׮‬2 ⅆ𝑉 , where 𝐵 is the


rectangular box given by
𝐵 = 𝑥, 𝑦, 𝑧 ∈ ℝ3 ∶ 0 ≤ 𝑥 ≤ 1, −1 ≤ 𝑦 ≤ 2,0 ≤ 𝑧 ≤ 3 .
Example Evaluate ‫ 𝑧 𝐸׮‬ⅆ𝑉, where 𝐸 is the solid tetrahedron bounded
by the four planes 𝑥 = 0,𝑦 = 0,𝑧 = 0, and 𝑥 + 𝑦 + 𝑧 = 1.

58
TRIPLE INTEGRALS (12 OF 16)

• A solid region 𝐸 is of type 2 if it is of the form


𝐸= 𝑥, 𝑦, 𝑧 ∈ ℝ3 ∶ 𝑦, 𝑧 ∈ 𝐷, 𝑢1 𝑦, 𝑧 ≤ 𝑥 ≤ 𝑢2 𝑦, 𝑧
where, this time, 𝐷 is the projection of 𝐸 onto the 𝑦𝑧-plane.
• The back surface is 𝑥 = 𝑢1 𝑦, 𝑧 .
• The front surface is 𝑥 = 𝑢2 𝑦, 𝑧 .
• We have

𝑢2 𝑦,𝑧
ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = ඵ න 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑥 ⅆ𝐴
𝑢1 𝑦,𝑧
𝐸 𝐷

59
TRIPLE INTEGRALS (13 OF 16)

• A solid region 𝐸 is of type 3 if it is of the form


𝐸= 𝑥, 𝑦, 𝑧 ∈ ℝ3 ∶ 𝑥, 𝑧 ∈ 𝐷, 𝑢1 𝑥, 𝑧 ≤ 𝑦 ≤ 𝑢2 𝑥, 𝑧
where, this time, 𝐷 is the projection of 𝐸 onto the 𝑥𝑧-plane.
• The left surface is 𝑦 = 𝑢1 𝑥, 𝑧 .
• The right surface is 𝑦 = 𝑢2 𝑥, 𝑧 .
• We have

𝑢2 𝑥,𝑧
ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = ඵ න 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑦 ⅆ𝐴
𝑢1 𝑥,𝑧
𝐸 𝐷

60
TRIPLE INTEGRALS (14 OF 16)

• In each case there may be two possible expressions for the


integral depending on whether D is a type I or type II
plane region.
• The most difficult step in evaluating a triple integral is
setting up an expression for the region of integration.
• Remember that the limits of integration in the inner
integral contain at most two variables, the limits of
integration in the middle integral contain at most one
variable, and the limits of integration in the outer integral
must be constants.

61
TRIPLE INTEGRALS (15 OF 16)

Example Evaluate ‫ 𝑥 𝐸׮‬2 + 𝑧 2 ⅆ𝑉, where E is the region bounded by


the paraboloid 𝑦 = 𝑥 2 + 𝑧 2 and the plane 𝑦 = 4.

62
TRIPLE INTEGRALS (16 OF 16)

Example Express the iterated integral


1 𝑥2 𝑦
‫׬‬0 ‫׬‬0 ‫׬‬0 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑧 ⅆ𝑦 ⅆ𝑥 as a triple integral and then
rewrite it as an iterated integral in a different order,
integrating first with respect to 𝑥, then 𝑧, and then 𝑦.

63
TRIPLE INTEGRALS IN CYLINDRICAL COORDINATES (1 OF 6)
• In plane geometry the polar coordinate
system is used to give a convenient
description of certain curves and regions.
• The Figure enables us to recall the
connection between polar and Cartesian
coordinates.
• 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
𝑟2 = 𝑥2 + 𝑦2 tan 𝜃 =
𝑥

64
TRIPLE INTEGRALS IN CYLINDRICAL COORDINATES (2 OF 6)

• In three dimensions there is a coordinate system, called


cylindrical coordinates, that is similar to polar coordinates and
gives convenient descriptions of some commonly occurring
surfaces and solids.
• As we will see, some triple integrals are much easier to evaluate
in cylindrical coordinates.

65
TRIPLE INTEGRALS IN CYLINDRICAL COORDINATES (3 OF 6)
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.

• 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
2 2 2
𝑦
𝑟 =𝑥 +𝑦 tan 𝜃 = 𝑧=𝑧
𝑥
66
TRIPLE INTEGRALS IN CYLINDRICAL COORDINATES (4 OF 6)
• Suppose that 𝐸 is a type 1 region whose projection 𝐷 onto the 𝑥𝑦-plane is
conveniently described in polar coordinates.
• In particular, suppose that 𝑓 is continuous and
𝐸 = 𝑥, 𝑦, 𝑧 ∈ ℝ3 ∶ 𝑥, 𝑦 ∈ 𝐷, 𝑢1 𝑥, 𝑦 ≤ 𝑧 ≤ 𝑢2 𝑥, 𝑦
where 𝐷 is given in polar coordinates by
𝐷= 𝑟, 𝜃 ∈ ℝ2 ∶ 𝛼 ≤ 𝜃 ≤ 𝛽, ℎ1 𝜃 ≤ 𝑟 ≤ ℎ2 𝜃
• We know that
𝑢2 𝑥,𝑦
ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = ඵ න 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑧 ⅆ𝐴
𝑢1 𝑥,𝑦
𝐸 𝐷
• But we also know how to evaluate double integrals in polar coordinates.
• Combining them, we obtain
𝛽 ℎ2 𝜃 𝑢2 𝑟 cos 𝜃,𝑟 sin 𝜃
ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = න න න 𝑓 𝑥, 𝑦, 𝑧 𝒓ⅆ𝑧ⅆ𝑟ⅆ𝜃
𝛼 ℎ1 𝜃 𝑢1 𝑟 cos 𝜃,𝑟 sin 𝜃
67 𝐸
TRIPLE INTEGRALS IN CYLINDRICAL COORDINATES (5 OF 6)

𝛽 ℎ2 𝜃 𝑢2 𝑟 cos 𝜃,𝑟 sin 𝜃


ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = න න න 𝑓 𝑥, 𝑦, 𝑧 𝒓ⅆ𝑧ⅆ𝑟ⅆ𝜃
𝛼 ℎ1 𝜃 𝑢1 𝑟 cos 𝜃,𝑟 sin 𝜃
𝐸

• The Formula is the formula for triple integration in


cylindrical coordinates.
• It says that we convert a triple integral from rectangular
to cylindrical coordinates by writing 𝑥 = 𝑟 cos 𝜃 , 𝑦 =
𝑟 sin 𝜃, leaving 𝑧 as it is, using the appropriate limits of
integration for 𝑧, 𝑟, and 𝜃, and replacing ⅆ𝑉 by 𝒓ⅆ𝑧ⅆ𝑟ⅆ𝜃.
• It is worthwhile to use this formula when 𝐸 is a solid
region easily described in cylindrical coordinates, and
especially when the function 𝑓 𝑥, 𝑦, 𝑧 involves the
expression 𝑥 2 + 𝑦 2 .
68
TRIPLE INTEGRALS IN CYLINDRICAL
COORDINATES (6 OF 6)
Example Evaluate
2 4−𝑥 2 2
න න න 𝑥 2 + 𝑦 2 ⅆ𝑧 ⅆ𝑦 ⅆ𝑧
−2 − 4−𝑥 2 𝑥 2 +𝑦 2

69
TRIPLE INTEGRALS IN SPHERICAL COORDINATES (1 OF 6)
Another useful coordinate system in three
dimensions is the spherical coordinate system.
It simplifies the evaluation of triple integrals over
regions bounded by spheres or cones
The spherical coordinates 𝜌, 𝜃, 𝜙 of a point P in
space are shown in the Figure, where
• 𝜌 = 𝑂𝑃 is the distance from the origin to 𝑃,
• 𝜃 is the same angle as in cylindrical coordinates,
• 𝜙 is the angle between the positive 𝑧-axis and
the line segment 𝑂𝑃.
Note that
𝜌≥0 0≤𝜙≤𝜋
70
TRIPLE INTEGRALS IN SPHERICAL
COORDINATES (2 OF 6)
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 sphere with center the origin and radius 𝑐 has the simple equation
𝜌 = 𝑐; this is the reason for the name “spherical” coordinates.
• The graph of the equation 𝜃 = 𝑐 is a vertical halfplane
• The equation 𝜙 = 𝑐 represents a half-cone with the 𝑧-axis as its axis.

71
TRIPLE INTEGRALS IN SPHERICAL COORDINATES (3 OF 6)
The relationship between rectangular and spherical
coordinates can be seen from the Figure. From
triangles 𝑂𝑃𝑄 and 𝑂𝑃𝑃′ 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 𝑦 = 𝜌 sin 𝜙 sin 𝜃 𝑧 = 𝜌 cos 𝜙
Also, the distance formula shows that
𝜌= 𝑥2 + 𝑦2 + 𝑧2
We use this equation in converting from rectangular
to spherical coordinates.
72
TRIPLE INTEGRALS IN SPHERICAL COORDINATES (4 OF 6)

Formula for triple integration in spherical coordinates.

ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉
𝐸
𝑑 𝛽 𝑏
= න න න 𝑓 𝜌 sin 𝜙 cos 𝜃 , 𝜌 sin 𝜙 sin 𝜃 , 𝜌 cos 𝜙 𝜌2 sin 𝜙 ⅆ𝜌ⅆ𝜃ⅆ𝜙
𝑐 𝛼 𝑎
where E is a spherical wedge given by
𝐸 = 𝜌, 𝜃, 𝜙 ∶ 𝑎 ≤ 𝜌 ≤ 𝑏, 𝛼 ≤ 𝜃 ≤ 𝛽, 𝑐 ≤ 𝜙 ≤ ⅆ

73
TRIPLE INTEGRALS IN SPHERICAL COORDINATES (5 OF 6)

The formula can be extended to include more general spherical regions such as

ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉
𝐸
𝑑 𝛽 𝑔2 𝜃,𝜙
=න න න 𝑓 𝜌 sin 𝜙 cos 𝜃 , 𝜌 sin 𝜙 sin 𝜃 , 𝜌 cos 𝜙 𝜌2 sin 𝜙 ⅆ𝜌ⅆ𝜃ⅆ𝜙
𝑐 𝛼 𝑔1 𝜃,𝜙
where E is a spherical wedge given by
𝐸 = 𝜌, 𝜃, 𝜙 ∶ 𝛼 ≤ 𝜃 ≤ 𝛽, 𝑐 ≤ 𝜙 ≤ ⅆ, 𝑔1 𝜃, 𝜙 ≤ 𝜌 ≤ 𝑔2 𝜃, 𝜙

74
TRIPLE INTEGRALS IN SPHERICAL COORDINATES (6 OF 6)
Example Evaluate

3ൗ
𝑥 2 +𝑦 2 +𝑧 2 2
ම𝑒 ⅆ𝑉
𝐵
where 𝐵 is the unit ball
𝐵= 𝑥, 𝑦, 𝑧 ∶ 𝑥 2 + 𝑦 2 + 𝑧 2 ≤ 1

Example Use spherical coordinates to find the volume of the solid that
lies above the cone 𝑧 = 𝑥 2 + 𝑦 2 and below the sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑧.
See the Figure

75
CHANGE OF VARIABLES IN MULTIPLE INTEGRALS (1 OF 9)
• In one-dimensional calculus we often use a change of variable (a substitution) to
simplify an integral
𝑏 𝑑
න 𝑓 𝑥 ⅆ𝑥 = න 𝑓 𝑔 𝑢 𝑔′ 𝑢 ⅆ𝑢
𝑎 𝑐
• A change of variables can also be useful in double integrals.
• We have already seen one example of this: conversion to polar coordinates.
The new variables 𝑟 and 𝜃 are related to the old variables 𝑥 and 𝑦 by the
equations
𝑥 = 𝑟 cos 𝜃 𝑦 = 𝑟 sin 𝜃
and the change of variables formula can be written as

ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = ඵ 𝑓 𝑟 cos 𝜃 , 𝑟 sin 𝜃 𝒓ⅆ𝑟ⅆ𝜃


𝑅 𝑆
where S is the region in the r-plane that corresponds to the region 𝑅 in
the 𝑥𝑦-plane.
76
CHANGE OF VARIABLES IN
MULTIPLE INTEGRALS (2 OF 9)

More generally, 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
or, as we sometimes write
𝑥 = 𝑥 𝑢, 𝑣 𝑦 = 𝑦 𝑢, 𝑣
We usually assume that 𝑇 is a 𝐶 1 transformation, which means that 𝑔 and
ℎ have continuous first-order partial derivatives.

77
CHANGE OF VARIABLES IN
MULTIPLE INTEGRALS (3 OF 9)
A transformation 𝑇 is really just a function whose domain and range are both
subsets of ℝ2 . If 𝑇 𝑢1 , 𝑣1 = 𝑥1 , 𝑦1 , then the point 𝑥1 , 𝑦1 is called the image of
the point 𝑢1 , 𝑣1 . If no two points have the same image, 𝑇 is called one-to-one.
The Figure shows the effect of a transformation 𝑇 on a region 𝑆 in the 𝑢𝑣-plane.
𝑇 transforms 𝑆 into a region 𝑅 in the 𝑥𝑦-plane called the image of 𝑺, consisting
of the images of all points in S.
If 𝑇 is a one-to-one
transformation, then it has
an inverse transformation
𝑇 −1 from the 𝑥𝑦-plane to the
𝑢𝑣 -plane and it may be
possible to solve for 𝑢 and 𝑣
in terms of 𝑥 and 𝑦.

78
CHANGE OF VARIABLES IN MULTIPLE INTEGRALS (4 OF 9)
Definition
The Jacobian of the transformation 𝑇 given by 𝑥 = 𝑔 𝑢, 𝑣 and 𝑦 = ℎ 𝑢, 𝑣 is
𝜕𝑥 𝜕𝑥
𝜕 𝑥, 𝑦 𝜕𝑢 𝜕𝑣 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
= = ∙ − ∙
𝜕 𝑢, 𝑣 𝜕𝑦 𝜕𝑦 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
𝜕𝑢 𝜕𝑣
Change of Variables in a Double Integral
Suppose that T is a 𝐶 1 transformation whose Jacobian is nonzero and
that 𝑇 maps a region 𝑆 in the 𝑢𝑣-plane onto a region 𝑅 in the 𝑥𝑦-plane.
Suppose that 𝑓 is continuous on 𝑅 and that 𝑅 and 𝑆 are type I or type
II plane regions. Suppose also that 𝑇 is one-to-one, except perhaps on
the boundary of 𝑆. Then
𝜕 𝑥, 𝑦
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = ඵ 𝑓 𝑥 𝑢, 𝑣 , 𝑦 𝑢, 𝑣 ⅆ𝑢ⅆ𝑣
𝜕 𝑢, 𝑣
79 𝑅 𝑆
CHANGE OF VARIABLES IN MULTIPLE INTEGRALS (5 OF 9)
As a first illustration, we show that the formula for integration in polar
coordinates is just a special case.
Here the transformation 𝑇 from the 𝑟𝜃-plane to the 𝑥𝑦-plane is given by
𝑥 = 𝑔 𝑢, 𝑣 = 𝑟 cos 𝜃 𝑦 = ℎ 𝑢, 𝑣 = 𝑟 sin 𝜃
and the geometry of the transformation is shown in the Figure.
𝑇 maps an ordinary rectangle in the 𝑟𝜃 -plane to a polar rectangle in the
𝑥𝑦 -plane.

80
CHANGE OF VARIABLES IN MULTIPLE INTEGRALS (6 OF 9)
The Jacobian of 𝑇 is
𝜕𝑥 𝜕𝑥
𝜕 𝑥, 𝑦 𝜕𝜃 = cos 𝜃 −𝑟 sin 𝜃
= 𝜕𝑟 = 𝑟 cos 2 𝜃 + 𝑟 sin2 𝜃 = 𝑟 > 0
𝜕 𝑟, 𝜃 𝜕𝑦 𝜕𝑦 sin 𝜃 𝑟 cos 𝜃
𝜕𝑟 𝜕𝜃
𝛽 𝑏
𝜕 𝑥, 𝑦
ඵ 𝑓 𝑥, 𝑦 ⅆ𝐴 = ඵ 𝑓 𝑟 cos 𝜃 , 𝑟 sin 𝜃 ⅆ𝑟ⅆ𝜃 = න න 𝑓 𝑟 cos 𝜃 , 𝑟 sin 𝜃 𝑟ⅆ𝑟ⅆ𝜃
𝜕 𝑟, 𝜃 𝛼 𝑎
𝑅 𝑆

81
CHANGE OF VARIABLES IN MULTIPLE INTEGRALS (7 OF 9)
• There is a similar change of variables formula for triple
integrals.
• Let 𝑇 be a transformation 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

𝜕𝑢 𝜕𝑣 𝜕𝑤
𝜕 𝑥, 𝑦, 𝑧 𝜕𝑦 𝜕𝑦 𝜕𝑦
=
𝜕 𝑢, 𝑣, 𝑤 𝜕𝑢 𝜕𝑣 𝜕𝑤
𝜕𝑧 𝜕𝑧 𝜕𝑧
𝜕𝑢 𝜕𝑣 𝜕𝑤
82
CHANGE OF VARIABLES IN MULTIPLE INTEGRALS (8 OF 9)
We have the following formula for triple integrals

ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉
𝑅

𝜕 𝑥, 𝑦, 𝑧
= ම 𝑓 𝑥 𝑢, 𝑣, 𝑤 , 𝑦 𝑢, 𝑣, 𝑤 , 𝑧 𝑢, 𝑣, 𝑤 ⅆ𝑢ⅆ𝑣ⅆ𝑤
𝜕 𝑢, 𝑣, 𝑤
𝑆

Example Use the Formula to derive the formula for triple


integration in spherical coordinates.

83
CHANGE OF VARIABLES IN MULTIPLE INTEGRALS (9 OF 9)
SOLUTION
• Here the change of variables is given by
𝑥 = 𝜌 sin 𝜙 cos 𝜃 𝑦 = 𝜌 sin 𝜙 sin 𝜃 𝑧 = 𝜌 cos 𝜙
• We compute the Jacobian as follows
sin 𝜙 cos 𝜃 −𝜌 sin 𝜙 sin 𝜃 𝜌 cos 𝜙 cos 𝜃
𝜕 𝑥, 𝑦, 𝑧
= sin 𝜙 sin 𝜃 𝜌 sin 𝜙 cos 𝜃 𝜌 cos 𝜙 sin 𝜃
𝜕 𝜌, 𝜃, 𝜙 cos 𝜙 0 −𝜌 sin 𝜙
−𝜌 sin 𝜙 sin 𝜃 𝜌 cos 𝜙 cos 𝜃 sin 𝜙 cos 𝜃 −𝜌 sin 𝜙 sin 𝜃
= cos 𝜙 − 𝜌 sin 𝜙 = −𝜌2 sin 𝜙
𝜌 sin 𝜙 cos 𝜃 𝜌 cos 𝜙 sin 𝜃 sin 𝜙 sin 𝜃 𝜌 sin 𝜙 cos 𝜃
• Since 0 ≤ 𝜙 ≤ 𝜋, we have sin 𝜙 > 0. Therefore, the Formula gives

ම 𝑓 𝑥, 𝑦, 𝑧 ⅆ𝑉 = ම 𝑓 𝜌 sin 𝜙 cos 𝜃 , 𝜌 sin 𝜙 sin 𝜃 , 𝜌 cos 𝜙 𝜌2 sin 𝜙 ⅆ𝜌ⅆ𝜃ⅆ𝜙


𝑅 𝑆
84
Thank you
Dang-Khoa Nguyen
ndkhoa@[Link]

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