Understanding Multiple Integrals in Calculus
Understanding Multiple Integrals in Calculus
4. Multiple Integrals
(Chapter 15)
Nguyễn Anh Tú
natu@[Link]
Contents
1 Double Integrals
2 Polar Coordinates
3 Triple Integrals
4 Cylindrical Coordinates
5 Spherical Coordinates
Multiple Integrals
Double Integrals
Double Integrals
Suppose f (x, y ) ≥ 0 on the closed rectangle
Pm Pn
∆Vij and V ≈ i=1 j=1 ∆Vij .
Double Integrals
Definition 1.1
The double integral of f over the rectangle R is
ZZ m X
X n
f (x, y )dA = lim f (xij , yij )∆Aij (1)
m,n→∞
R i=1 j=1
Then the volume of the solid that lies above R and under the
surface z = f (x, y ) is
ZZ
V = f (x, y )dxdy .
R
f (x, y ) = 1 − 6x 2 y
and
R = {(x, y )| 0 ≤ x ≤ 2, −1 ≤ y ≤ 1}.
Double Integrals
RR
Example 1.3 Evaluate the double integral f (x, y )dA for
R
f (x, y ) = 1 − 6x 2 y
and
R = {(x, y )| 0 ≤ x ≤ 2, −1 ≤ y ≤ 1}.
RR
Answer: f (x, y )dA = 4.
R
Double Integrals
RR
Example 1.3 Evaluate the double integral f (x, y )dA for
R
f (x, y ) = 1 − 6x 2 y
and
R = {(x, y )| 0 ≤ x ≤ 2, −1 ≤ y ≤ 1}.
RR
Answer: f (x, y )dA = 4.
R
Example 1.4 Calculate
Z 2 Z π/2
e x cos ydydx.
0 0
Double Integrals
RR
Example 1.3 Evaluate the double integral f (x, y )dA for
R
f (x, y ) = 1 − 6x 2 y
and
R = {(x, y )| 0 ≤ x ≤ 2, −1 ≤ y ≤ 1}.
RR
Answer: f (x, y )dA = 4.
R
Example 1.4 Calculate
Z 2 Z π/2
e x cos ydydx.
0 0
Answer: e 2 − 1.
Double Integrals - General Regions
Let f (x, y ) be a function defined on a region D. We suppose
that D is a bounded region, which means that D can be
enclosed in a rectangular region R.
Double Integrals - General Regions
Let f (x, y ) be a function defined on a region D. We suppose
that D is a bounded region, which means that D can be
enclosed in a rectangular region R.
Then we define a new function F with domain R by
(
f (x, y ) if (x, y ) ∈ D,
F (x, y ) =
0 if (x, y ) ∈ R but not in D.
Double Integrals - General Regions
Definition 2.1
If F is integrable over R, then we define the double integral
f
of over D by
ZZ ZZ
f (x, y )dA = F (x, y )dA
D R
where
(
f (x, y ) if (x, y ) ∈ D,
F (x, y ) =
0 if (x, y ) ∈ R but not in D.
Double Integrals - General Regions
Definition 2.1
If F is integrable over R, then we define the double integral
f
of over D by
ZZ ZZ
f (x, y )dA = F (x, y )dA
D R
where
(
f (x, y ) if (x, y ) ∈ D,
F (x, y ) =
0 if (x, y ) ∈ R but not in D.
Properties of Double Integrals
Theorem 2.2
Assume that f and g are integrable over D and c is a
constant. Then
RR
(a) f (x, y )dA = 0 if D has zero area.
D
RR
(b) If f (x, y ) ≥ 0 on D, then f (x, y )dA is the volume of
D
the solid lying vertically above D and below the surface
z = f (x, y ).
RR
(c) 1dA = Area(D).
D
(d)
ZZ ZZ ZZ
f (x, y ) + g (x, y ) dA = f (x, y )dA + g (x, y )dA.
D D D
(e)
Double Integrals - General Regions
Theorem 2.2 (cont’d)
(f) If f (x, y ) ≥ g (x, y ) for all (x, y ) in D, then
ZZ ZZ
f (x, y )dA ≥ g (x, y )dA.
D D
(h)
ZZ ZZ
f (x, y )dA ≤ |f (x, y )|dA.
D D
Double Integrals - General Regions
Theorem 2.2 (cont’d)
(i) If D is the union of domains D1 , D2 , . . . , DN that do not
overlap except possibly on boundary curves, then
ZZ ZZ ZZ
f (x, y )dA = f (x, y )dA + · · · + f (x, y )dA.
D D1 DN
Double Integrals - General Regions
Theorem 2.2 (cont’d)
(i) If D is the union of domains D1 , D2 , . . . , DN that do not
overlap except possibly on boundary curves, then
ZZ ZZ ZZ
f (x, y )dA = f (x, y )dA + · · · + f (x, y )dA.
D D1 DN
Double Integrals - General Regions
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].
Double Integrals - General Regions
Theorem 2.3
If f is continuous on a region
Theorem 2.3
If f is continuous on a region
32
Answer: 15
.
Double Integrals - General Regions
D = {(x, y )| c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y )}
Theorem 2.4
If f is continuous on a region
D = {(x, y )| c ≤ y ≤ d, h1 (y ) ≤ x ≤ h2 (y )}
Therefore
ZZ
V = (x 2 + y 2 )dA
D
√
Z 4 Z y
= (x 2 + y 2 )dxdy
0 y /2
Z 4 x3 √
x= y
2
= +y x dy
0 3 x=y /2
Z 4 3/2
y y3 y3
= + y 5/2 − − dy
0 3 24 2
2 2 13 4 216
= y 5/2 + y 7/2 − y 4 = .
15 7 96 0 35
Double Integrals - General Regions
FIGURE 2.7
Double Integrals - General Regions
RR
Example 2.4 Evaluate xydA where D is the region
D
bounded by the line y = x − 1 and the parabola y 2 = 2x + 6.
Double Integrals - General Regions
RR
Example 2.4 Evaluate xydA where D is the region
D
bounded by the line y = x − 1 and the parabola y 2 = 2x + 6.
Double Integrals - General Regions
RR
Example 2.4 Evaluate xydA where D is the region
D
bounded by the line y = x − 1 and the parabola y 2 = 2x + 6.
Answer: 36.
Double Integrals - General Regions
Polar Coordinates
Polar Coordinates
Recall that the polar coordinates (r , θ) of a point are related
to the rectangular coordinates (x, y ) by the equations
r2 = x2 + y2 x = r cos θ y = r sin θ
FIGURE 3.1
Polar Coordinates
Integrals Polar Coordinates
If f is continuous on a polar rectangle R given by
0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β, where 0 ≤ β − α ≤ 2π, then
ZZ Z β Z b
f (x, y )dA = f (r cos θ, r sin θ)rdrdθ
α a
R
Polar Coordinates
Integrals Polar Coordinates
If f is continuous on a polar rectangle R given by
0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β, where 0 ≤ β − α ≤ 2π, then
ZZ Z β Z b
f (x, y )dA = f (r cos θ, r sin θ)rdrdθ
α a
R
Polar Coordinates
Integrals Polar Coordinates
If f is continuous on a polar rectangle R given by
0 ≤ a ≤ r ≤ b, α ≤ θ ≤ β, where 0 ≤ β − α ≤ 2π, then
ZZ Z β Z b
f (x, y )dA = f (r cos θ, r sin θ)rdrdθ
α a
R
Theorem 3.2
If f is continuous on a polar region of the form
then
ZZ Z β Z h2 (θ)
f (x, y )dA = f (r cos θ, r sin θ)rdrdθ
α h1 (θ)
D
Polar Coordinates
Theorem 3.2
If f is continuous on a polar region of the form
then
ZZ Z β Z h2 (θ)
f (x, y )dA = f (r cos θ, r sin θ)rdrdθ
α h1 (θ)
D
Polar Coordinates
Triple Integrals
Triple Integrals
Integral of a function of three variables f (x, y , z) over a
rectangular box
E = {(x, y , z)| a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}
is defined in a similar way to the two-dimensional analog.
Triple Integrals
Integral of a function of three variables f (x, y , z) over a
rectangular box
E = {(x, y , z)| a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}
is defined in a similar way to the two-dimensional analog. The
first step is to divide E into sub-boxes by dividing [a, b] into m
subintervals, divide [c, d] into n subintervals, [r , s] into p
subintervals.
Triple Integrals
Integral of a function of three variables f (x, y , z) over a
rectangular box
E = {(x, y , z)| a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}
is defined in a similar way to the two-dimensional analog. The
first step is to divide E into sub-boxes by dividing [a, b] into m
subintervals, divide [c, d] into n subintervals, [r , s] into p
subintervals.
This results in the division of E into mnp sub-boxes
Eijk = [xi−1 , xi ] × [yj−1 , yj ] × [zk−1 , zk ].
Triple Integrals
Integral of a function of three variables f (x, y , z) over a
rectangular box
E = {(x, y , z)| a ≤ x ≤ b, c ≤ y ≤ d, r ≤ z ≤ s}
is defined in a similar way to the two-dimensional analog. The
first step is to divide E into sub-boxes by dividing [a, b] into m
subintervals, divide [c, d] into n subintervals, [r , s] into p
subintervals.
This results in the division of E into mnp sub-boxes
Eijk = [xi−1 , xi ] × [yj−1 , yj ] × [zk−1 , zk ].
∗ ∗ ∗
Choosing the sample points (xijk , yijk , zijk ) ∈ Eijk arbitrary, we
obtain triple Riemann sum
m Xn X p
X
∗ ∗ ∗
f (xijk , yijk , zijk )∆Vijk ,
i=1 j=1 k=1
Definition 5.1
The triple integral of f over the rectangle E is
ZZZ m X p
n X
X
∗ ∗ ∗
f (x, y , z)dV = lim f (xijk , yijk , zijk )∆Vijk
m,n,p→∞
E i=1 j=1 k=1
Definition 5.1
The triple integral of f over the rectangle E is
ZZZ m X p
n X
X
∗ ∗ ∗
f (x, y , z)dV = lim f (xijk , yijk , zijk )∆Vijk
m,n,p→∞
E i=1 j=1 k=1
Definition 5.1
The triple integral of f over the rectangle E is
ZZZ m X p
n X
X
∗ ∗ ∗
f (x, y , z)dV = lim f (xijk , yijk , zijk )∆Vijk
m,n,p→∞
E i=1 j=1 k=1
then
ZZZ Z b Z d Z s
f (x, y , z)dV = f (x, y , z)dxdydz
a c r
E
Triple Integrals
then
ZZZ Z b Z d Z s
f (x, y , z)dV = f (x, y , z)dxdydz
a c r
E
Then
ZZZ ZZ Z u2 (x,y )
f (x, y , z)dV = f (x, y , z)dz dA (3)
u1 (x,y )
E D
Triple Integrals
In particular, if the projection of E onto the xy -plane is a type
I plane region,
D = (x, y , z)| a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)
then
E = (x, y , z)| a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x),
u1 (x, y ) ≤ z ≤ u2 (x, y )
Then
ZZZ ZZ Z u2 (y ,z)
f (x, y , z)dV = f (x, y , z)dx dA
u1 (y ,z)
E D
Triple Integrals
Finally, a type 3 region is of the form
E = (x, y , z)| (x, z) ∈ D, u1 (x, z) ≤ y ≤ u2 (x, z)
where D is the projection of E onto the yz-plane.
Triple Integrals
Finally, a type 3 region is of the form
E = (x, y , z)| (x, z) ∈ D, u1 (x, z) ≤ y ≤ u2 (x, z)
where D is the projection of E onto the yz-plane.
Then
ZZZ ZZ Z u2 (x,z)
f (x, y , z)dV = f (x, y , z)dy dA
u1 (x,z)
E D
Example
RRR √
Evaluate x 2 + z 2 dV , where E is the region bounded by
E
the paraboloid y = x 2 + z 2 and the plane y = 4.
Example
RRR √
Evaluate x 2 + z 2 dV , where E is the region bounded by
E
the paraboloid y = x 2 + z 2 and the plane y = 4.
Cylindrical Coordinates
Triple Integrals - Cylindrical Coordinates
In the cylindrical coordinate system, a point P(x, y , z) in the
three-dimensional space is represented by the triple (r , θ, z),
where r and θ are polar coordinates of the point (x, y ) (the
projection of P onto the xy -plane).
Triple Integrals - Cylindrical Coordinates
In the cylindrical coordinate system, a point P(x, y , z) in the
three-dimensional space is represented by the triple (r , θ, z),
where r and θ are polar coordinates of the point (x, y ) (the
projection of P onto the xy -plane).
To convert from cylindrical to rectangular coordinates, we use
the equations
x = r cos θ y = r sin θ z =z
Triple Integrals - Cylindrical Coordinates
In cylindrical coordinates:
• The equation r = a
describes an entire cylinder
about the z-axis.
Triple Integrals - Cylindrical Coordinates
In cylindrical coordinates:
• The equation r = a
describes an entire cylinder
about the z-axis.
• The z-axis is given by
r = 0.
Triple Integrals - Cylindrical Coordinates
In cylindrical coordinates:
• The equation r = a
describes an entire cylinder
about the z-axis.
• The z-axis is given by
r = 0.
• The equation θ = θ0
describes the plane that
contains the z-axis and
makes an angle θ0 with the
positive x-axis.
Triple Integrals - Cylindrical Coordinates
In cylindrical coordinates:
• The equation r = a
describes an entire cylinder
about the z-axis.
• The z-axis is given by
r = 0.
• The equation θ = θ0
describes the plane that
contains the z-axis and
makes an angle θ0 with the
positive x-axis.
• The equation z = z0
describes a plane
perpendicular to the z-axis.
Example 5.1 Find a cylindrical coordinate description for
the region D bounded below by the plane z = 0, laterally by
the circular cylinder x 2 + (y − 1)2 = 1, and above by the
paraboloid z = x 2 + y 2 .
Example 5.1 Find a cylindrical coordinate description for
the region D bounded below by the plane z = 0, laterally by
the circular cylinder x 2 + (y − 1)2 = 1, and above by the
paraboloid z = x 2 + y 2 .
Triple Integrals - Cylindrical Coordinates
Suppose that
E = (x, y , z)| (x, y ) ∈ D, u1 (x, y ) ≤ z ≤ u2 (x, y )
Then
ZZZ
f (x, y , z)dV
E
Z β Z h2 (θ) Z u2 (r cos θ,r sin θ)
= f (r cos θ, r sin θ, z)rdzdrdθ
α h1 (θ) u1 (r cos θ,r sin θ)
Triple Integrals - Cylindrical Coordinates
Suppose that
E = (x, y , z)| (x, y ) ∈ D, u1 (x, y ) ≤ z ≤ u2 (x, y )
Then
ZZZ
f (x, y , z)dV
E
Z β Z h2 (θ) Z u2 (r cos θ,r sin θ)
= f (r cos θ, r sin θ, z)rdzdrdθ
α h1 (θ) u1 (r cos θ,r sin θ)
paraboloid z = x 2 + y 2 .
RRR
Example 5.2 Evaluate the integral zdV , where E is
E
the region inside the sphere x 2 + y 2 + z = 6 and above the
2
paraboloid z = x 2 + y 2 .
11
ANSWER: 3
π.
Section 5
Spherical Coordinates
Triple Integrals - Spherical Coordinates
θ1 ≤ θ ≤ θ2 , ϕ1 ≤ ϕ ≤ ϕ2 , ρ1 (θ, ϕ) ≤ ρ ≤ ρ2 (θ, ϕ)
then we have
ZZZ
f (x, y , z)dV
E
Z θ2Z ϕ2Z ρ2 (θ,ϕ)
= f (ρ sin ϕ cos θ, ρ sin ϕ sin θ, ρ cos ϕ)ρ2 sin ϕ dρdθdϕ
θ1 ϕ1 ρ2 (θ,ϕ)
Triple Integrals - Spherical Coordinates
Example 5.3p 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.
Triple Integrals - Spherical Coordinates
Example 5.3p 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.
Answer: V = π8 .
Triple Integrals - Spherical Coordinates
Section Exercises
15.2 (p. 1011) 5, 8, 12, 17, 26, 29
15.3 (p. 1019) 16, 20, 27, 48, 50
15.4 (p. 1026) 11, 15, 20, 21, 22, 40, 41
15.7 (p. 1049) 5, 10, 13, 22, 33
15.8 (p. 1055) 19, 21, 30
15.9 (p. 1061) 15, 30, 36, 40