Multiple Integrals
Fubini’s Theorem for Calculating Double Integrals:
Theorem. (Fubini’s Theorem:) If f is continuous on the rectangle R =
{(x, y) | a 6 x 6 b, c 6 y 6 d}, then
ZZ Z bZ d Z d Z b
f (x, y)dA = f (x, y)dydx = f (x, y)dxdy
R a c c a
More generally, this is true if we assume that f is bounded on R, f is discon-
tinuous only on a finite number of smooth curves, and the iterated integrals
exist.
When we calculate a volume by slicing, we may use either planes perpendicular to the
x-axis or planes perpendicular to the y-axis.
Multiple Integrals
Fubini’s Theorem for Calculating Double Integrals:
The following theorem gives a practical method for evaluating a double integral by
expressing it as an iterated integral (in either order).
Theorem. (Fubini’s Theorem:) If f is continuous on the rectangle R =
{(x, y) | a 6 x 6 b, c 6 y 6 d}, then
ZZ Z bZ d Z d Z b
f (x, y)dA = f (x, y)dydx = f (x, y)dxdy
R a c c a
More generally, this is true if we assume that f is bounded on R, f is discon-
tinuous only on a finite number of smooth curves, and the iterated integrals
exist.
Fubini’s Theorem says that double integrals over rectangles can be calculated as
iterated integrals. Thus, we can evaluate a double integral by integrating with
respect to one variable at a time using the Fundamental Theorem of Calculus.
The above theorem is named after the Italian mathematician Guido Fubini (1879-1943), who
proved a very general version of this theorem in 1907. But the version for continuous functions
was known to the French mathematician Augustin-Louis Cauchy almost a century earlier.
Multiple Integrals
Double Integrals:
RR
Example: Compute R
(x2 + y) dA, where R is the square [0, 1] ⇥ [0, 1].
Solution:
• By reduction to iterated integrals,
ZZ Z 1 Z 1 Z 1 Z 1
x2 + y dA = 2
x + y dxdy = x2 + y dx dy.
R 0 0 0 0
• The x integration is performed first:
Z 1 1
x3
2 1
x + y dx = + yx = +y
0 3 x=0 3
• Thus ZZ Z 1 1
y2
2 1 1 5
x + y dA = + y dy = y + = .
R 0 3 3 2 0 6
• What we have done is hold y fixed, integrate wrth respect to x, and
then evaluate the result between the given limits for the x variable. Next we
integrated the remaining function (of y alone) with respect to y to obtain the
final answer.
Multiple Integrals
Double Integrals:
RR
Example 2: Compute R
sin(x + y)dxdy, where R = [0, ⇡] ⇥ [0, 2⇡].
Solution: ZZ Z 2⇡ Z ⇡
sin(x + y)dxdy = sin(x + y)dx dy
R 0 0
Z 2⇡
= [ cos(x + y)|⇡x=0 ] dy
Z0 2⇡
= [cos y cos(y + ⇡)]dy
0
= [sin y sin(y + ⇡)]|2⇡
y=0 = 0.
Example 3: Find the volume under the graph of f (x, y) = x2 + y 2 between the planes x = 0, x =
3, y = 1, and y = 1.
Solution: The volume is
Z 1Z 3 Z 1 Z 1
x3
✓ ◆
2 2 3
x + y dxdy = + y2x dy = 9 + 3y 2 dy
1 0 1 3 x=0
1
1
= 9y + y 3 1
= 20
Multiple Integrals
Theorem.
ZZ Z b Z d
g(x)h(y)dA = g(x)dx h(y)dy where R = [a, b] ⇥ [c, d].
R a c
Proof: By Fubini’s Theorem,
ZZ Z d Z b Z d Z b
g(x)h(y)dA = g(x)h(y)dxdy = g(x)h(y)dx dy.
R c a c a
In the inner integral, y is a constant, so h(y) is a constant and we can write
Z d Z b Z d ✓Z b ◆ Z b Z d
g(x)h(y)dx dy = h(y) g(x)dx dy = g(x)dx h(y)dy
c a c a a c
Rb
since a
g(x)dx is a constant.
RR
Example: Find R
sin x cos ydA if R = [0, ⇡/2] ⇥ [0, ⇡/2].
Multiple Integrals
Example of a function where Fubini’s theorem fail:
Example: By using a substitution involving the tangent function, show that
Z 1Z 1 2 Z 1Z 1 2
x y2 ⇡ x y2 ⇡
dydx = , yet dxdy =
2 2 4 2 2 4
0 (x + y ) 0 (x + y )
2 2
0 0
Why does this not contradict Fubini’s Theorem ?
Multiple Integrals
Example: Let f be continuous on R = [a, b] ⇥ [c, d]; for a < x < b, c < y < d, define
Z xZ y
F (x, y) = f (u, v)dvdu.
a c
Show that @ 2 F/@x@y = @ 2 F/@y@x = f (x, y). Use this example to discuss the relationship between
Fubini’s theorem and the equality of mixed partial derivatives.
Multiple Integrals
Double integral over general domains:
Let f be a bounded function defined on a bounded domain D in R2 . We can find a rectangle
R such that D ✓ R. Extend the function f tp R by setting f ⌘ 0 on R\D. Let F denote the
extension of f . We define the double integral
ZZ ZZ
f (x, y)dA = F (x, y)dA
D R
provided the double integral on the right hand side exists.
Multiple Integrals
Double integral over general domains:
Let f be a bounded function defined on a bounded domain D in R2 . We can find a rectangle
R such that D ✓ R. Extend the function f tp R by setting f ⌘ 0 on R\D. Let F denote the
extension of f . We define the double integral
ZZ ZZ
f (x, y)dA = F (x, y)dA
D R
provided the double integral on the right hand side exists.
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 as it contains D.
Multiple Integrals
Fubini's theorem for general domains:
There is no general method to compute the double integral over general bounded domains.
Here we have two types of domains for which we can extend the definition of double integrals
immediately.
Definition. 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) | 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 in the figure.
Theorem. If f is continuous on a type I region D such that
D = {(x, y) | a x b, g1 (x) y g2 (x)}
then ZZ Z bZ g2 (x)
f (x, y)dA = f (x, y)dydx.
D a g1 (x)
Multiple Integrals
Fubini's theorem for general domains:
(
f (x, y) if (x, y) is in D
F (x, y) =
0 if (x, y) is in R but not in D
By Fubini’s Theorem
ZZ ZZ Z bZ d
f (x, y)dA = F (x, y)dA = F (x, y)dydx
D R a c
Observe that F (x, y) = 0 if y < g1 (x) or y > g2 (x) because
(x, y) then lies outside D.
Therefore Z Z Z
d g2 (x) g2 (x)
F (x, y)dy = F (x, y)dy = f (x, y)dy
c g1 (x) g1 (x)
because F (x, y) = f (x, y) when g1 (x) 6 y 6 g2 (x).
If f is continuous on a type I region D such that
D = {(x, y) | a 6 x 6 b, g1 (x) 6 y 6 g2 (x)} then
ZZ Z b Z g2 (x)
f (x, y)dA = f (x, y)dydx
D a g1 (x)
Multiple Integrals
RR
Example 1: Evaluate D
(x+2y)dA, where D is the region bounded by the parabolas y = 2x2
and y = 1 + x2
Solution: Sketch the integration region:
• Find the limit of Integrations:
D = {(x, y) | 1 6 x 6 1, 2x2 6 y 6 1 + x2 }
ZZ Z 1 Z 1+x2
(x + 2y)dA = (x + 2y)dydx
D 1 2x2
Z 1 ⇤y=1+x2
xy + y 2
⇥
= y=2x2
dx
1
Z 1 h i
2 2 2 2 2 2
= x 1+x + 1+x x 2x 2x dx
1
Z 1
= 3x4 x3 + 2x2 + x + 1 dx
1
1
x5 x4 x3 x2 32
= 3 +2 + +x =
5 4 3 2 1 15
Multiple Integrals
Example 2: Find the volume of the tetrahedron bounded by the planes x + 2y + z = 2, x =
2y, x = 0, and z = 0
Solution: Draw the diagrams:
The plane x + 2y + z = 2 can be written as z = 2 x 2y, so the required volume lies under
the graph of the function z = 2 x 2y and above
D = {(x, y) | 0 6 x 6 1, x/2 6 y 6 1 x/2}
ZZ Z 1 Z 1 x/2
1
V = (2 x 2y)dA = (2 x 2y)dydx =
D 0 x/2 3
Multiple Integrals
Fubini's theorem for general domains:
Definition. A plane region D is said to be of type II if it lies between the graphs of two continuous
functions of y, that is,
D = {(x, y) | c y d, h1 (y) x h2 (y)}
where h1 and h2 are continuous on [c, d]. Some examples of type II regions are shown in the figure.
Theorem. If f is continuous on a type II region D such that
D = {(x, y) | c y d, h1 (y) x h2 (y)}
then ZZ Z Z
d h2 (y)
f (x, y)dA = f (x, y)dxdy
D c h1 (y)