Understanding Double Integrals
Understanding Double Integrals
Multiple Integrals
1
Multiple Integrals
From integral of one variable functions, we extend the
idea to integral of multivariable functions:
f ( x, y, z,...)dR
R
2
Double Integrals
Definition and Properties
Integrating f(x,y) on the rectangular area R in XY-plane.
Step 1 Divide the area R into several small rectangles as in figure below:
Ak , k 1, 2,3,..., n
Step 2 Find Riemann Sum
d n
S n f ( xk , yk )Ak
yk Ak k 1
n
f ( xk , yk )xk yk
k 1
c xk
a b As Ak 0,
n
As n goes to infinity,
x we would get
y
n
f ( x, y) 3 x 2 y 2
3 R : 0 x 2, 0 y 2
2.5
z 2
1.5
1 Volume here is
0.5
the double integral
0
2
1.5 2
lim f ( x , y
A0 k 1
k k )Ak f ( x, y )dA
R
6
Double Integrals over Bounded Nonrectangular Regions
Here is the example of a double integral of f (x,y) on non-rectangular region.
In particular, it’s an elliptic floor on xy-plane in this case.
n
Volume = lim f ( xk , yk ) Ak
A0 k 1
f ( x, y )dA
R
7
Properties of Double Integrals
1. kf ( x, y)dA k f ( x, y)dA
R R
2. f ( x, y) g ( x, y) dA f ( x, y)dA g ( x, y)dA
R R R
3. f ( x, y)dA 0
R
if f ( x, y ) 0 on R
4. f ( x, y)dA g ( x, y)dA
R R
if f ( x, y) g ( x, y) on R
5. If
R R1 R2 R= R1 R2
2. Integrate one more time with respect to another variable (x in this case).
Note: We may start by integrating with respect to x first and followed by
integrating with respect to y.
9
Example 1 Find a) 3 2
(1 8 xy)dydx
0 1
2 3
b) (1 8 xy)dxdy
1 0
10
Example 2
Find the volume of an object covered by z = 4 – x – y, x-axis and y-axis, where
0 x 2, 0 y 1
Solution 2 1
Volume (4 x y )dydx
0 0
First integral: 1
(4 x y)dy Look at x as a constant
0
1
f ( x, y)dydx f ( x, y)dxdy
a c c a
12
Double integral on nonrectangular region R
f ( x, y)dA
R a g1 ( x )
f ( x, y )dydx
f ( x, y)dA
R c h1 ( y )
f ( x, y )dxdy
13
How to find the limit bounds of double integrals
To apply theorem 1, we start by drawing a graph of region R in 2 dimensions.
We can do in two cases:
Case 1: Region R bounded by: a x b, g1 ( x) y g2 ( x)
Step 1 We first draw a vertical line x = some constant x0. It cuts through the
region R twice. The bottom cut of R is by y g1 ( x) and the top cut of R is by
y. This
g 2 (two
x) intersection points make the lower and upper limits
for the first integral with respect to variable y.
Step 2 We may have the vertical line in step 1 anywhere between x=a and x=b.
So we put this two number into the limit of the second (outside) integral with
respect to variable x.
14
Double Integral in dy dx Order
Case 1 Region R: a x b, g1 ( x) y g2 ( x)
We first integrate the function with respect to y and get a function in term of x
only and then integrate with respect to x to get the answer.
1. Compute
g2 ( x )
2. Eliminate variable y
F ( x, y) y g F ( x, y) y g ( x )
2 ( x) 1
H ( x)dx
a
15
Example: Double Integral in dy dx Order
Find the volume of a prism with top surface z = 3- x - y
and a base triangle as in the figure below:
solution 1. Find limits of integration
z 1.1 From figure of the triangular base, the lower
plane
Limit is the x-axis (y=0) and the upper limit
z = 3-x-y
Is bounded by y = x
Triangular base 1.2 The values of x goes from x = 0 to x = 1
y b yg ( x)
Volume f ( x, y)dydx
2
a y g1 ( x )
x y Upper bound
1 x
(3 x y )dydx
y=x 0 0
z Volume (3 x y )dydx
plane 0 0
z = 3-x-y
2. First integral yx
yx
y 2
y y 0 (3 x y)dy 3 y xy 2
y 0
x2 02 3x 2
3x x 3(0) 0 x 3x
2
x 2 2 2
Triangular base 3. Second integral
y x 1
x 1
line y = x 3x 2
3x x
2 3
x 3(1)2 13 3(0) 2 03
line y = 0 1 17
0 1 2 2 2 2
Procedure for Finding Limit of Integration in dy dx Order
Example Let the area of integration be bounded by x2+y2 = 1 and a line
x+y = 1 as shown in figure below.
Solution: 1. Decide which variable we want to integrate first. In this case,
we do it w.r.t. y first.
2. Then we need to write the bounds of the area in terms of another variable (x in
this case). Thus we have y = g1(x) as a lower limit and y = g2(x) an upper limit.
Lower limit: y 1 x
Upper limit y 1 x2
3. Limits of x are its max and min values.
In this caser, min x = 0
max x = 1 1 1 x 2
f ( x, y )dx to get x h2 ( y )
F ( x, y ) x h ( y )
1
h1 ( y )
2. Eliminate variable x
F ( x, y) x h ( y ) F ( x, y) x h ( y )
2 1
G( y)dy
c
19
Example: Double Integral in dx dy Order
Find the volume of a prism with top surface z = 3- x - y
and a base triangle as in the figure below:
Solution 1. Find limits of integration
z 1.1 From figure of the triangular base, the lower
limit is the equation x = y and the upper limit
is bounded by x = 1
1.2 The values of y goes from y = 0 to y = 1
y
d x h2 ( y )
So, volume f ( x, y )dxdy
c x h1 ( y )
x y 1 1
x
0 1 20
Example: Double Integral in dx dy Order (continued)
1 1
z Volume (3 x y )dxdy
0 y
2. First integral
x 1
x 1
x2
y x y (3 x y)dx 3x 2 xy
x y
12 y2 2 5 3 y2
3(1) (1) y 3 y y 4y
x 2 2 2 2
3. Second integral
y y 1 y 1
5 3y 2
5y y 3
y 0 ( 2 4 y 2 )dy 2 2 y 2
2
y 0
x 5(1) 13 5(0) 2 03
2(1)
2
2(0) 1
2
21
0 1 2 2 2 2
Procedure for Finding Limit of Integration in dx dy Order
Same example but start with integrating w.r.t. x.
Example Area bounded by x2+y2 = 1 and a line x+y = 1
1. Once we decide to integrate w.r.t. x first, we need to write both limits in terms
of y (left limit: x = h1(y) and right limit: x = h2(y))
Here, left limit is x 1 y Right limt x 1 y 2
2. Limits of y are its max and min values.
min y = 0
max y = 1
Integration:
1 1 y 2
f ( x, y )dxdy
0 1 y
22
Example: Double Integral y
Evaluate sin( x)
dA where R is the region in figure:
y=x
x
R
R
x
0 1
23
Example 2: Double Integral
Evaluate xy y dA where R is the region bounded by x y 1 0
R
and x2 2 x 1 y 0 as shown here
4.5
4 (3,4)
3.5
2.5
1.5 R
1 (0,1)
0.5
0
-0.5 0 0.5 1 1.5 2 2.5 3 3.5
x2 2 x 1 y 0
x y 1 0
24
Areas of Bounded Regions in the Plane
Suppose f (x, y) = 1, Double integral of f is just the area R.
We can prove by partitioning R into small rectangles and sum up all area:
n
Sn Ak
k 1
Sn is the estimated area of R.
When we take limits as n goes to infinity, we would have:
n
lim A dA Area of R
A0 k 1
k
R
25
Example 1: Areas of Bounded Regions in the Plane
Find the area R in the figure here. y y x2
yx
(1,1)
R
y
(0,0)
26
Example 2: Areas of Bounded Regions in the Plane
Find the area R bounded by y = x2 and a line y = x+2.
y
y x2
(2,4)
R
(-1,1)
x
y x2
27
Example 2: Areas of Bounded Regions in the Plane (cont.)
y x2
y
(2,4)
R2
R1 x
28
Double Integrals in Polar Form
Previously, double integral: f ( x, y)dxdy
in rectangular coordinate can be computed by
R
lim f (r ,
A0 k 1
k k )Ak
f (r , )dA
29
R
Double Integrals in Polar Form
Difference of double integrals between rectangular coordinates and
polar coordinate is that dA is formed differently.
In polar coordinate dA is calculated by Integral formula in
Area of large triangles - small triangles: Polar coordinate
r r
2 2
1 1
A rk k
r f (r , )rdrd
2 2 2 2
R
2rk r rk r
2
Thus dA rdrd
31
Finding Limits of Integration in Polar Form
1. Find limits of r: inner and outer radii
In general, the given region is in rectangular
coordinate system. Thus, we have to convert
to polar coordinate system by
x r cos( ) y r sin( )
2
Outer radius
2
2 r 1
R
Inner radius
r 1 cos
r 2 cos dr d
2
34
Area in Polar Coordinates (double integral)
r2 ( )
4
r 2 cos 2
0
35
Area in Polar Coordinates (continued)
4
4 r 2 cos 2
0
r 0
rdr d
r 2 cos 2
r 2 cos 2 2
r
r 0
rdr
2
2 cos 2
r 0
4
0
2 cos 2 d sin 2 4
0
1
36
Changing Cartesian Integrals into Polar Integrals
Converting from rectangular coordinate to polar coordinate systems may simplify
the integral as in example here.
y
x2 y 2 1 x 1 y 1 x 2
x y 2 dydx
2
x 0 y 0
R
1 x
1 x2
3/ 2
3 y 1 x
2
y 1 x 2
x2 y 2 dy x2 y y
3
x2 1 x2
3
y 0 y 0
1 x2
3/ 2
x 1
x2 1 x2
3
dx Not easy!
x 0
37
Changing Polar Integrals into Cartesian Integrals
Suppse we convert to a polar coordinate system:
y
1. Function f(x,y) becomes f(r,q) :
x2 y 2 1
f ( x, y) x 2 y 2 r 2 cos2 sin 2 r 2
R
2. Find the limits of r and q
1 x
3. Integration
r2 ( ) / 2 r 1 / 2 r 1
f (r , )rdrd rdrd
r 2
r 3drd
r1 ( )
0 r 0 0 r 0
4. computation
/ 2 r 1 / 2 r 1
/ 2
r
4
1
0 r 0
r 3drd
0
4 d 4d 8
r 0 0
38
Example: Changing from rectangular to polar form
x y
Evaluate
x2 y 2
x
y
e dydx
39
Substitutions in Double Integrals
40
Example 1: Substitutions in Double Integrals
Suppose
x g (u, v) y h(u, v)
Region G in uv-plane can be converted to region R in xy-plane
e.g.
41
Example 1: Substitutions in Double Integrals
From (u,v) to (x,y)
x uv
y 2v
2x y
u
2
y
v
2
42
Substitutions in Double Integrals
Double integral of f(x,y) on region R in xy-plane
is equal to f(g(u,v),h(u,v) on region G in uv-plane by:
Abbreviation: J (u, v) ( x, y)
(u, v)
43
Double Integral in Polar Form
x g (r, ) r cos y h(r, ) r sin
x x
r cos r sin
J ( r , )
y y sin r cos
r
r (cos 2 sin 2 ) r
จาก
f ( x, y)dxdy f ( g (r, ), h(r, )) J (r, ) drd
R G
Therefore:
2 x g (r, ) r cos
1 y h(r, ) r sin
4 So, we get a new limit bounds
0 x in r-plane
As we can see, the region in r -plane is 2
rectangular which is easier to integrate 4
than the region in xy-plane. r
0 1 2
45
Example 3: Substitutions in Double Integrals
Example: y 4 x y / 2 1
2x y
y 0 x y / 2
2
dxdy
46
Example 3: Substitutions in Double Integrals (cont.)
47
Example 3: Substitutions in Double Integrals (cont.)
2 1 2 1 2
dv dv 2
2
u 2 dudv u
0 0 0 0 0
48
Example 4: Substitutions in Double Integrals
1 1 x
Evaluate:
0 0
x y ( y 2 x) 2 dydx
Use substitution:
u v 2u v
x y
3 3 3 3
49
Example 4: Substitutions in Double Integrals (cont.)
50
Example 4: Substitutions in Double Integrals (cont.)
1 1
2 9/ 2 2
u du u
7/2
51
0
9 0 9
Chapter 7 Triple Integrals in Rectangular Coordinates
We want to integrate a function of 3 variables in
z
rectangular coordinate system:
Limits of a triple integral is the volume D
D as shown. We partition D into several
small boxes v of size x, y and z
y
v xyz
x
Riemann sum:
z n
v Sn f ( xk , yk , zk ) vk
x k 1
y n
f ( xk , yk , zk )xk yk zk
As v approaches 0, k 1
lim f ( x , y , z
v 0, n k 1
k k k )vk f ( x, y, z )dv f ( x, y, z )dxdydz
52
D D
Properties of Triple Integrals
3. f ( x, y, z)dv 0
D
if f ( x, y, z) 0 on D
5. If
D D1 D2 D=
D1 D2
f ( x, y)dA
R
since limits of the integral is region R
in xy-plane.
Upper region 2. Find the limits of the first variable (in this case
variable z) and write them in terms of the other
variables (in this case x and y) such that
upper region z = f2(x,y)
lower region z = f1(x,y)
Lower region
55
Procedure for Finding Limits of Integration in Triple Integrals
Upper curve
x
y
Lower curve
57
Example2: Volume of a Region in Space (continued)
top 4 x2
y y
2
2
-2 2 x
2 bottom
4 x2
y
2
58
Example2: Volume of a Region in Space (continued)
59
Example3: Finding Limits of Integration in Triple Integrals
z
Integral formula for this prism
y+z=1
1
There are 6 possible integrations:
z 1 y 1 z x 2
y a)
z 0 y 0 x 0
dxdydz
1
y 1 z 1 y x 2
x 2 b)
y 0 z 0 x 0
dxdzdy
z 1 x 2 y 1 z x 1 z 1 y 1 z
c) dydxdz d)
x 0 z 0 y 0
dydzdx
z 0 x 0 y 0
y 1 x 2 z 1 y x 2 y 1 z 1 y
e) dzdxdy f)
x 0 y 0 z 0
dzdydx
y 0 x 0 z 0
60
Example4: Volume of a Region in Space
Find the volume between two cylinders below
x 1 y 1 x z 1 x 2 x 1 y 1 x
2 2
x 0 y 0
z 0
dzdydx
x 0 y 0
1 x 2 dydx
x 1
x 1
x 3
2
1 x2 1 x dx x
2
x 0 3 x 0 3
61
Average Value in Space
1
z
Average value of f(x,y,z) =
Volume of D D
f ( x, y, z )dV
= 23 =8 2 yzdydz y 2 z dz 4 zdz
y 0
0 0 0 0
2
2 z 8
2
0
zz
From Cartesian To
Cylindrical
r x2 y 2
y
arctan
x
zz
Note: z in cylindrical and Cartesian is the same. 63
Objects of Constant r,, z in Cylindrical Coordinate
Let’s take a look at the cylinder.
1. When r = r0, it’s the cylinder with
circle ends. z is the central axis and r0
is the circular radius.
dV dz rdr d
Thus we have
65
Triple Integral in Cylindrical Coordinate
We usually define z as a function of (r,)
and r a function of :
r h2 ( ) z g 2 ( r , )
66
Finding Limit of Integration in Cylindrical Coordinate
2. Finding Limit of r in Cylindrical Coordinate
After step 1, we have only 2 variables: (r,). We find the limits
of (r,) as in the case of polar coordinate one variable function:
2.1 Look at projection of region onto xy-plane
3. Finding Limit of
2.2 Write limits of r as a function of Start:
inner r h1 ( ) outer r h2 ( ) End:
r h2 ( ) z g2 ( r , )
r h1 ( ) z g1 ( r , )
f (r , , z )dz rdrd
67
Example 1: Finding Limit of Integration in Cylindrical Coordinate
z
2
z=2-y
1
x y=x
Top view
y
y=x
x 68
0 1
Example 1: Finding Limit of Integration in Cylindrical Coordinate (cont.)
z
2
z=2-y
1
x y=x
y
y=x / 4 r 1/ cos z 2 r sin
0
r 0
f (r, , z) zrdrd
z 0
4 x 69
0 1
Example2: Triple Integral in Cylindrical Coordinate
Write the integral formula over the surface given below:
70
Example2: Triple Integral in Cylindrical Coordinate (cont.)
r 2sin
(0,1)
x
Projection on
to xy-plane
r 2sin z r 2
0
r 0 z 0
f (r , , z )dz rdrd
71
Spherical Coordinate
It consists of 3 values: r, and f :
0 2 0 f
72
Relation between r, , f and other coordinates
(0,0,1)
x 75
Example 2: Objects in Spherical Coordinate
Convert the equation z x 2 yto2 spherical coordinate system
z
f
4
y
76
x
dV in Spherical Coordinate
f ( r , ,f )dV
D
dV d r r df rd
d r r df r sin f d
r 2 sin f d r df d
Spherical integral:
D
f ( r , , f ) r 2 sin f d r df d
77
Triple Integral in Spherical Coordinate
First we define r as a function of (,f). The limits of f and
are constants.
f fmax r g 2 ( ,f )
D
f ( r , , f )dv
f f
f
r g1 ( , )
f ( r , , f ) r 2sinf d r df d
min
Order of integration: dr df d
78
Finding Limit of Integration in Spherical Coordinate
2. Finding Limit of f in Spherical Coordinate
Limits of f are just its max and min: fmin f fmax
3. Finding Limit of in
Spherical Coordinate
Spherical integral:
f fmax r g2 ( ,f )
f f
f
r g1 ( , )
f ( r , , f ) r 2sinf d r df d
min
2 / 3 1
sinf d r df d
r 2
0 0 0
80
Example 3: Triple Integral in Spherical Coordinate (cont.)
2 / 3 1
Volume sinf d r df d
r 2
0 0 0
2 / 3 r 1 2 / 3
r 3
sinf
0 0
sinf df d
3 r 0
0 0
3
df d
2 /3 2
cos f 1 1
0
3 df d 0 6 3 d
0
2
1 1 1
d 2 0
0
6 3 6 3
81
Formula for 3-D Coordinate Systems
dV
From Spherical to Cylindrical
dV dxdydz
r r sin f
dV r 2 sin f d r df d
z r cos f
dV dz rdr d 82
Substitutions in Triple Integrals
F ( x, y, z)dxdydz
D
Substitutions by
x x x
u v w
y y y ( x, y , z )
J (u , v, w)
u v w (u , v, w)
z z z
u v w
Example: rectangular versus cylindrical coordinate systems
x r cos
cos r sin 0
y r sin J (r , , z ) sin r cos 0 r cos 2 r sin 2 r
0 0 1
zz
84
Example 5: Substitutions in Triple Integrals
Integral becomes:
H ( r, , z) rdzdrd
G
x r cos
y r sin
zz
85
Example 6: Substitutions in Triple Integrals
Rectangular versus spherical coordinate systems:
x r sin f cos y r sin f sin z r cos f
x x x
r f
y y y
J ( r , f , )
r f
z z z
r f
sin f cos r cos f cos r sin f sin
sin f sin r cos f sin r sin f cos r 2 sin f
cos f r sin f 0
86
Example 6: Substitutions in Triple Integrals (cont.)
Integral becomes:
H ( r , f , ) r 2 sin f d r df d
G
87
Example 7: Substitutions in Triple Integrals
3 4 x y / 2 1
2x y z
Evaluate:
0 0 x y / 2
2
dxdydz
3
Let x u v
y 2v
z 3w
88
Example 7: Substitutions in Triple Integrals (cont.)
89
Example 7: Substitutions in Triple Integrals (cont.)
Jacobian determinant
1 1 0
J (u, v, w) 0 2 0 6
0 0 3
2x y z
uw
2 3
3 4 x y / 2 1
2x y z
1 2 1
dxdydz u w (6)dudvdw
0 0 x y / 2 2 3 0 0 0 90
Exercise
1. Use u = x + 2y and v = x – y to find
22 y
x 2 y e( y x ) dxdy
2/3
0 y