SIF1001/SMES1103/KHChew/12092017/V1

Lecture Notes
SMES1103 BEGINNING MATHEMATICAL METHODS
SIF1001 MATHEMATICAL METHODS I

MULTIPLE INTEGRALS

Textbook
Chapter 5, Mathematical methods in the physical sciences (3rd ed) by Mary L. Boas

Contents
• Introduction
• Multiple integrals
o Integrated integrals
• Applications of Integrations; Singe and Multiple Integrals (double and triple integrals)
• Change of variables in integrals; Jacobian
• Surface integrals

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Introduction

• Use for integration: finding areas, volume, mass, moment of inertia, and so on.
• Computers and integral tables are very useful in evaluating integrals.
o To use these tools efficiently, we need to understand the notation and meaning of
integrals.
o A computer gives you an answer for a definite integral.

I. Double and triple integrals

b b
a
ydx   f ( x )dx
a

AREA under the curve

 A
f ( x, y )dA   f ( x, y )dxdy
A

VOLUME under the surface

“double integral”

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Example 1. Find the volume of solid below the plane z = 1 + y, bounded by the coordinate planes and
the vertical plane 2x + y = 2.

V    z  dA   ( z )dxdy   (1  y )dxdy
A A A

Triangle A cut up into little rectangles A  x y and the whole solid cut into vertical columns of
height z and base A , as shown below.

V   ( z )dxdy   (1  y )dxdy   (1  y )dydx

A A A

 Integration sequence does not matter

There are two possible ways to obtain the volume: (a) integrating with respect to y first, or (b)
integrating with respect

(a) Integrating with respect to y (x constant) from y = 0 to y on the line 2x + y = 2 or y = 2 – 2x

22 x 22 x 22 x

y2

y 0
zdy   (1  y )dy  ( y  )
y 0
2 0
 4  6 x  2x 2

1
 22 x  1
5
A zdydx  x0  y0 zdy  dx  x0 (4  6 x  2x )dx  3
2

 

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(b) Integrating with respect to x (y constant) from x = 0 to x on the line 2x + y = 2 or x = (2 – y)/2

2
1 y /2  2

A zdxdy  y0  x0 (1  y )dx  dy y0  x(1  y ) 0  dy

1 y /2

 
2
5
  (1  y )(1  y / 2)dy  3
y 0

Normally, one of these two methods [i.e. (a) or (b)] is more convenient than the other, and we choose
whichever methods that is easier. The following sketches can help us how to decide:

(i) Integrate with respect to y first

• the top and bottom of area A are curves whose equations we know; the boundaries
at x = a and x = b are either vertical straight lines or else points

b  y2 ( x ) 
 f ( x, y )dxdy  x a  y y( x ) f ( x, y )dy  dx
A  1 

(ii) Integrate with respect to x first

• the sides of area A are curves whose equations we know; the boundaries at y = c and
y = d are either horizontal straight lines or else points.

d  x2 ( y ) 
A f ( x, y )dxdy   x  x( y )

y c 
f ( x, y )dx dy

 1

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(iii) Integrate in either order

• These areas satisfy the requirements for (i) and (ii)

 y2 ( x )
b  d  x2 ( y ) 
A f ( x, y )dxdy   y y( x )

x a 
f ( x, y )dy 

dx  c  x x( y )
 f ( x, y )dx dy

 1  y  1

(iv) For the case of (x,y) = g(x)h(y)

b d
b  d 
 f ( x, y )dxdy 
A
x a yc g ( x )h( y )dydx  
a
g ( x )dx   h( y )dy 
 c 

Example 2. Find the mass of a rectangular plate below

(2,1)

density
f(x,y) = xy

(0,0)

dM  f ( x, y )dxdy  xydxdy

2 1
 2  1 
M   dM    xydxdy      y0   1
xdx   ydy
A x 0 y 0  x 0  

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Triple integral f(x,y,z) over a volume V

 f ( x, y, z)dV   f ( x, y, z)dxdydz

V V

Example 3. Using a triple integral, find V below

1 22 x
 1 y  1 22 x
5
 dxdydz   y 0  z0 
dz dydx  x 0 y0 (1  y )dydx  3
V x 0  

Example 4. Find mass in Example 3, if density =x+z.

dM  ( x  z )dxdydz

1 22 x
 1 y 
M   dM     ( x  z )dz  dydx
V x 0 y 0  z 0 
1 22 x  z2
1 y

  y 0 
 ( xz  )
2 z 0 
 dydx
x 0  
1 22 x
  
x 0 y 0
 x (1  y )  (1  y )2 / 2  dydx

x 
1
   2 {(3  2 x )  1}  1/ 6{(3  2 x )  1} dx  2
2 3

x 0  

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Application of integration; single and multiple integrals

Example 1. Given y = x2 from x = 0 to x = 1, find

(a) area under the curve

(b) mass, if density is xy
y  x2
(c) arc length
(d) centroid of the area
(e) centroid of the arc
0 1
(f) moments of the inertia

(a) area under the curve

1 1 1
x3 1
A   ydx   x dx  2

x 0 x 0
3 0
3

(b) mass, if density is xy

x2
 1  x  1 x5
2
1
1
M   dM    xydxdy    xdx    ydy    dx 
A x 0 y 0  x 0   y 0  x 0 2
 12

(c) arc length

y  x2
ds 2  dx 2  dy 2
ds  dx 2  dy 2  1  (dy / dx )2 dx  1  (dx / dy )2 dy
ds dy
dy
 2x, ds  1  4 x dx 2

dx
dx
2 5  ln(2  5)
1
s   ds   1  4 x 2 dx 
0
4

(d) centroid of the area or arc (centroid : constant)

 xdA
 xdA   xdA, x
 dA
 xdA   xdA,  ydA   ydA,   zdA   zdA
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In our example,
1 x2 1 x2 1
x4 1 3
 xdA    x 0 y 0
xdydx   
x 0 y 0
xdydx, or xA 
4

4
x 
4
0

1 x2 1 x2 5 1
x 1 3
 ydA    x 0 y 0
ydydx   
x 0 y 0
ydydx, or yA  
10 0 10
y 
10

(e) centroid of the arc

 xdM   xdM : centroid of mass

 x ds   x ds : centroid of arc

If  is constant,
1 1

 xds  x 1  4 x dx   x 1  4 x dx
2 2

0 0
1 1 1

 yds  y 1  4 x dx   y 1  4 x dx   x 1  4 x dx
2 2 2 2

0 0 0

(f) moments of the inertia

I   l 2dM, for dM   (r )dxdydz

I x   ( y 2  z 2 )dM   ( y 2  z 2 )  dxdydz

I y   ( z 2  x 2 )dM   ( z 2  x 2 ) dxdydz

Iz   ( x 2  y 2 )dM   ( x 2  y 2 ) dxdydz

In our example, ( = xy)

1 x2 1 x2 1
x9 1
I x    ( y  z )xydydx    y xydydx   dx 
2 2
, 2

x 0 y 0 x 0 y 0 0
4 40
1 x2 1 x2 1
x7 1
Iy    ( z  x )xydydx    x xydydx   dx 
2 2 2
,
x 0 y 0 x 0 y 0 0
2 16
2
1 x
7
Iz    (x  y 2 )xydydx  I x  I y 
2

x 0 y 0
80

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Change of variables in integrals: Jacobians

In many applied problems, it is more convenient to use other coordinate systems instead of the
rectangular coordinates we have been using.

Polar coordinate:

x  r cos 
y  r sin

(i) Area
dA  dxdy  dr  rd  rdrd

(ii) Curve
dr 2 d
ds  ( )  r 2 d  1  r 2 ( )2 dr
d dr

ds 2  dx 2  dy 2  dr 2  (rd )2

Example 1. Given a semicircular sheet of material of radius r = a and constant density , find

(a) centroid of the semicircular area (by symmetry y  0 )

x
 xdA
 dA

 dA   dxdy
 /2
a a

    rdrd    rdr  2 a
2

r  0  /2 r 0

a  /2 a  /2 a
2a3
 xdA  r 0   /2 (r cos )(rdrd )  r 0   /2 r cosdrd  r 0 2r dr  3
2 2

a2 2a3 4a
x  dA   xdA  x   x
2 2 3

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(b) moment of inertia about the y-axis

I y   ( x 2  z 2 )dM   x 2dM   x 2  dxdydz   x 2 dxdy   x 2rdrd

 /2
a
 a4
  
r  0    /2
r 2 cos2  rdrd  
8

 /2
a
 a2
M    rdrd    rdrd   ,
r 0   /2
2

2M  a 4 Ma 2
Iy  
a2 8 4

Cylindrical and Spherical coordinates

• Cylindrical coordinate

x  r cos 
y  r sin
zz
dV  rdrd dz
ds 2  dr 2  r 2d 2  dz 2

• Spherical coordinate

x  r sin cos 
y  r sin sin 
z  r cos 
dV  r 2 sin drd d
ds 2  dr 2  r 2d 2  r 2 sin2  d 2

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Jacobians (Using the partial differentiation)

• It often happens that, either because of the form of the integrand involved or because of
the boundary shape of the region of integration, it is desirable to express a multiple integral
in terms of a new set of variables. We now consider how to do this.

Figure A region of integration R overlaid with a grid formed by the family of curves u =
constant and v = constant. The parallelogram KLMN defines the area element dAuv.

• We want to change an integral

I   f ( x, y )dxdy
R

in terms of coordinates

x and y  u and v

f(x, y)  g(u, v)

given in terms of x and y by differentiable equations u = u(x, y) and v = v(x, y) with inverses
x = x(u, v) and y = y(u, v).

• The region R in the xy-plane and the curve C that bounds it will become a new region R’
and a new boundary C’ in the uv-plane, and so we must change the limits of integration
accordingly.

• In the xy-plane the element is the rectangular area

dAxy = dxdy

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• We want to determine the corresponding area element in the uv-coordinates.

o We can find the connection between dAxy and dAuv by considering the grid formed
by the family of curves u = constant and v = constant (as shown in Figure)

v constant along KL: (∂x/∂u)du and (∂y/∂u)du

u constant along KN: (∂x/∂v)dv and (∂y/∂v)dv

• we find that the area of the parallelogram KLMN is given by

x y x y
dAuv  du dv  dv du
u v v u
x y x y
  dudv
u v v u

• defining the Jacobian of x & y with respect to u & as

( x, y ) x y x y
J  
(u,v ) u v v u

or in form of determinant

x x
( x, y ) u u
J 
(u,v ) y y
v v

• the relationship between the size of the area element generated by dx & dy and the size
of the corresponding area element generated by du & dv is

( x, y )
dxdy  dudv
(u,v )

• we may express the double integral in u,v coordinate system as

( x, y )
I   f ( x, y )dxdy   g (u,v ) dudv
R R'
(u,v )

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Example 1. Polar coordinate:

x  r cos 
y  r sin

x x
( x, y ) r  cos  r sin
  r  dxdy  rdrd
(r , ) y y sin r cos 
r 

Thus, dA  dxdy  dr  rd  rdrd

Example 2. Evaluate the double integral

I   (a  x 2  y 2 )dxdy
R

Where R is the region bounded by the circle x 2  y 2  a 2 .

Given polar coordinate:

x  r cos 
y  r sin

( x, y )
From Example 1, we have r and dxdy  rdrd
(r , )

Thus,
I   (a  x 2  y 2 )dxdy   (a  r )rdrd
R R'

2 a
 ar 2 r 3  5 a 3
a
=  d  (a  r )rdr  2    
0 0  2 3 0 3

Note: for triple integral

u u u
r s t
(u,v ,w ) v v v
J 
(r , s, t ) r s t
w w w
r s t

 f (u,v,w )dudvdw  f (r ,s,t ) J drdsdt

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Surface integrals

• to evaluate surface integrals over some general surface involves writing the scalar area element
dA in terms of the coordinate differentials of our chosen coordinate system
o e.g. if A is the surface of a sphere of radius a then using spherical polar coordinates , 
on the sphere gives dA = a2sindd
• For a general surface, however, it is not usually possible to represent the surface in a simple way
in any particular coordinate system
o In this case, it is usual to work in Cartersian coordinates and consider the projections of
the surface onto the coordinate planes

• Consider a surface A projected onto a region R of the xy-plane

o An element of surface area dA projects onto the area element dxdy in region R

cos   nˆ  kˆ

surface A

region R

dxdy  dA  cos  ,  dA  sec   dxdy projection of the surface to xy plane

 is the acute angle between dA and region R.

Thus, the surface area is

 dA   sec  dxdy
If n̂ is a unit vector normal to the surface at dA, then

cos   nˆ  kˆ

where k̂ is the unit vector in the z-direction.

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Let the equation of surface,

 ( x, y , z )  constant
and the vector  ( x, y , z )  grad  ( x, y , z )

 ˆ  ˆ 
grad  ( x, y , z )  iˆ j k
x y z

is normal to the surface  ( x, y , z )  constant .

n̂ is the unit vector in the direction of  ( x, y , z )  grad  ( x, y , z ) , thus

nˆ  (grad ) / grad

and

kˆ  grad  / z
nˆ  kˆ    cos 
grad grad

which gives

 2  2  2
( ) ( ) ( )
1 1 grad x y z
sec     
cos  nk  / z  / z

Usually the equation of a surface is given in the form z = f(x,y). In this case,

for z  f ( x, y ),  ( x, y , z )  z  f ( x, y ),

so 1
z

1 f f
sec    ( )2  ( ) 2  1
cos  x y

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Example 1. Find the area cut from the upper surface of the sphere

x 2  y 2  z 2  1,

by the cylinder

x2  y 2  y  0

 ( x, y , z )  const .

 ( x, y , z )  x 2  y 2  z 2

grad 1 1 1
sec    (2 x )2  (2y )2  (2z )2  
 / z 2z z 1 x 2  y 2

x from 0 to y  y2
y from 0 to 1 ,

1 y y 2
dxdy
area A2  
y 0 x 0 1 x 2  y 2

r from 0 to sin
 from 0  /2 ,
 /2 sin   /2
rdrd  /2
A2   2   1 r 2 d
0 x 0 1 r 2 0
0

 /2  /2
 2  ( 1  sin  1)d  2  (1  cos  )d    2
2

0 0

Note:

x  r cos 
y  r sin

The equation of cylinder x 2  y 2  y  0  r  sin

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