co

Double integrals
Applications

Mathematical analysis 2

n
Chapter 2: Multiple Integrals

te
Part : Double Integrals

R. KECHKAR
es
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Course outline

n
1 Double integrals

te
Generalities
Properties of double integrals
Integrals over rectangular domains
Integrals over non-rectangular domains
Change of variable
es
Change of variable in polar coordinates

2 Applications
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Generalities
Let f be a function of two variables x, y defined on R2 ,

n
f: R2 −→ R
(x, y) 7−→ f (x, y) = z

te
The graph of a function of two variables in the space referred to
Cartesian coordinate system (O,⃗i,⃗j,⃗k) is a surface S of equation
es z = f (x, y)
.
The integral of f on a domain D is a double integral denoted by
Ï
I= f (x, y)dxdy
il
D

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Generalities

n
The integral represents the
volume between the plane z

te
(xOy) of equation z=f(x,y)
S
z=0
V
delimited by the domain D x
es
and the surface S of equation D

z = f (x, y) y

.
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Course outline

n
1 Double integrals

te
Generalities
Properties of double integrals
Integrals over rectangular domains
Integrals over non-rectangular domains
Change of variable
es
Change of variable in polar coordinates

2 Applications
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Properties of double integrals

n
te
Theorem
Let D a closed bounded subset of R2 . If f : D → R is continuous, then f
is integrable on D.
es
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Properties of double integrals

Theorem

n
Let f and g be tow integrable functions over a domain D then
β∈R
TheÏsum f + g is integrable and ∀α,Ï

te
Ï
(αf (x, y) + βg(x, y))dxdy = α f (x, y)dxdy + β g(x, y)dxdy
D D D
es
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Properties of double integrals

Theorem

n
Let f and g be tow integrable functions over a domain D then
β∈R
TheÏsum f + g is integrable and ∀α,Ï

te
Ï
(αf (x, y) + βg(x, y))dxdy = α f (x, y)dxdy + β g(x, y)dxdy
D D D
If D = D1 ∪Ï
D2 with D1 ∩ D2Ï
= ; then Ï
f (x, y)dxdy = f (x, y)dxdy + f (x, y)dxdy
es D D1 D2
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Properties of double integrals

Theorem

n
Let f and g be tow integrable functions over a domain D then
β∈R
TheÏsum f + g is integrable and ∀α,Ï

te
Ï
(αf (x, y) + βg(x, y))dxdy = α f (x, y)dxdy + β g(x, y)dxdy
D D D
If D = D1 ∪Ï
D2 with D1 ∩ D2Ï
= ; then Ï
f (x, y)dxdy = f (x, y)dxdy + f (x, y)dxdy
If
es D D1
∀(x, y) ∈ R2 f (x, y) ≤ g(x, y) then
D2
Ï Ï
f (x, y)dxdy ≤ g(x, y)dxdy
D D
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Properties of double integrals

Theorem

n
Let f and g be tow integrable functions over a domain D then
β∈R
TheÏsum f + g is integrable and ∀α,Ï

te
Ï
(αf (x, y) + βg(x, y))dxdy = α f (x, y)dxdy + β g(x, y)dxdy
D D D
If D = D1 ∪Ï
D2 with D1 ∩ D2Ï
= ; then Ï
f (x, y)dxdy = f (x, y)dxdy + f (x, y)dxdy
If
es D D1
∀(x, y) ∈ R2 f (x, y) ≤ g(x, y) then
D2
Ï Ï
f (x, y)dxdy ≤ g(x, y)dxdy
D D
we have ¯Ï ¯ Ï
¯ ¯ ¯ ¯
¯ f ( x , y ) dxdy¯≤ ¯f (x, y)¯ dxdy
il
¯ ¯
D D

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Course outline

n
1 Double integrals

te
Generalities
Properties of double integrals
Integrals over rectangular domains
Integrals over non-rectangular domains
Change of variable
es
Change of variable in polar coordinates

2 Applications
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over rectangular domains

Let f be a function of tow variables

n
f: R2 −→ R

te
(x, y) 7−→ f (x, y) = z

Suppose that f is continuous on the

rectangle R = [a, b] × [c, d] of R2 .
es
We subdivide [a, b] into n subintervals
and [c, d] into m subintervals then R is
subdivided to n × m sub rectangles
il
rij = [xi−1 , xi ] × [yi−1 , yi ].

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over rectangular domains

n
te
The integral of f over R is defined by
Ï n X
m
f (xi , yj )∆xi ∆yj
X
f (x, y)dxdy = nlim
→∞
D m→∞ i=1 j=1
es
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over rectangular domains

n
te
es
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over rectangular domains

n
Theorem (Fubini)

te
Let f be an integrable function over R = [a, b] × [c, d]. then
Ï Z b ·Z d ¸ Z d ·Z b ¸
f (x, y)dxdy = f (x, y)dy dx = f (x, y)dx dy
D es a c c a

R b hR d i
The notation a c f (x, y) dy dx means that we integrate f (x, y) with respect
R hR i
to y while holding x constant. Similarly, the notation cd ab f (x, y) dx dy
means that we integrate f (x, y) with respect to x while holding y constant.
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over rectangular domains

Example.

n
Ï
Find xy dx dy on D = [0, 1] × [2, 3]
D

te
The domain D can be written as follows D = (x, y) ∈ R2 : 0 ≤ x ≤ 1, 2 ≤ y ≤ 3
© ª

Ï Z 1 µZ 3 ¶ Ï Z 3 µZ 1 ¶
xydxdy = xydy dx xydxdy = xydx dy
D 0 2 D 2 0
es
=
Z 1 · 2 ¸3
y
x dx =
Z 3 · 2 ¸1
x
y dy
0 2 2 2 2 0
5 1 1 3
Z Z
= xdx = ydy
2 0 2 2
¸1 ¸3
5 x2 1 y2
· ·
5 5
il
= = = =
2 2 0 4 2 2 2 4

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over rectangular domains

n
te
Proposition (Particular case)
If g : [a, b] → R and h : [c, d] → R are two integrable functions then
Ï µZ b ¶ µZ d ¶
g(x)h(y)dxdy = g(x)dx h(y)dy
es
[a,b]×[c,d] a c
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over rectangular domains

n
Example.
Ï
Calculer l’intégrale ex−y dxdy sur D = [0, 1] × [1, 2]

te
D

Ï Ï
ex−y dxdy = ex · e−y dxdy
D D
es =
µZ 1
ex dx
¶ µZ 2
e−y dy
¶

0 1
£ x ¤1 ¤2
e 0 × −e−y 1
£
=
= (e1 − 1)(−e−2 + e−1 )
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Course outline

n
1 Double integrals

te
Generalities
Properties of double integrals
Integrals over rectangular domains
Integrals over non-rectangular domains
Change of variable
es
Change of variable in polar coordinates

2 Applications
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over non-rectangular domains

n
Theorem
Let f be ©an integrable function over a domainª D of R2 .

te
• If D = (x, y) ∈ R2 /f1 (x) ≤ y ≤ f2 (x), a ≤ x ≤ b then
Ï Z b ·Z f2 (x) ¸
f (x, y)dxdy = f (x, y)dy dx
D a f1 (x)
es
(Domain© between the graph of two functions and ª tow vertical lines).
• If D = (x, y) ∈ R2 /g1 (y) ≤ x ≤ g2 (y), c ≤ y ≤ d then
Ï Z d ·Z g2 (y) ¸
f (x, y)dxdy = f (x, y)dx dy.
D c g1 (y)

(Domain between the graph of two functions and two horizontal lines).
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over non-rectangular domains

Example.

n
Ï
Find x2 ydxdy where D is the triangle with vertices (0, 0), (1.0), (0, 1).
D

te
es
D = {(x, y) ∈ R2 : 0 ≤ x ≤ 1 et 0 ≤ y ≤ 1 − x}
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over non-rectangular domains

We have:

n
Z 1 µZ 1−x ¶ Z 1 · 2 ¸1−x
y
x2 ydy dx = x2 dx
0 0 0 2 0

te
(1 − x )2
Z 1 4
x − 2x3 + x2
Z 1
= x2 dx = dx
0 2 0 2
¸1
1 x5 x4 x3
·
1
= − + =
2 5 2 3 0 60
es
Remark
we can interchange the order of integration, and then we have

D = {(x, y) ∈ R2 : 0 ≤ y ≤ 1 et 0 ≤ x ≤ 1 − y}
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over non-rectangular domains

Example.

n
Ï
Find the double integral I = (x + y)dxdy where D is the triangle
D

te
with vertices (0, 0), (2, 0), (1, 1).

es
il
D = {(x, y) ∈ R2 : 0 ≤ y ≤ 1 et y ≤ x ≤ 2 − y}
R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals
 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over non-rectangular domains

n
Z 1 µZ 2−y ¶ Z 1· 2 ¸2−y
x
I = (x + y)dx dy = + yx dy
0 y 0 2

te
y
Z 1 ·
2y 3 ¸1 4
= (−2y2 + 2)dy = 2y − = .
es 0 3 0 3

Remark
We can interpret D as the union of two domains D1 et D2 where

D1 = {(x, y) ∈ R2 : 0 ≤ x ≤ 1 et 0 ≤ y ≤ x}
D2 = {(x, y) ∈ R2 : 1 ≤ x ≤ 2 et 0 ≤ y ≤ 2 − x}
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over non-rectangular domains

n
te
Example.
Ï
1 Find the integral I = ydxdy,
D
D = {(x, y) ∈ R2 : 0 ≤ y ≤ 1 et y2 ≤ x ≤ 2 − y}.
2
es
Represent the domain D then interchange the order of integration
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over non-rectangular domains

[Link] of I

n
Z 1 Z 2−y Z 1 Z 2−y
I = ydxdy = y dxdy
0 y2 0 y2

te
¸1
y3 y4
Z 1 ·
5
= (2y − y2 − y3 )dy = y2 − − =
0 3 4 0 12
[Link] of the domainD
es
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over non-rectangular domains

Permutation de l’ordre d’intégration

n
We have
( ( (
0≤y≤1 x ≤ 2−y 0 ≤ y ≤ 2−x
=⇒ =⇒ p

te
y2 ≤ x ≤ 2 − y x ≥ y2 0≤y≤ x
Then p
D = {(x, y) ∈ R2 : 0 ≤ x ≤ 2, 0 ≤ y ≤ x, 0 ≤ y ≤ 2−x}

We can write the domain D as a union

es
of two domains D1 and D2 where
p
D1 = {(x, y) ∈ R2 : 0 ≤ x ≤ 1, 0 ≤ y ≤ x}

D2 = {(x, y) ∈ R2 : 1 ≤ x ≤ 2, 0 ≤ y ≤ 2−x}
il
D1 ∩ D2 = {a line of equation x = 1}

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Integrals over non-rectangular domains

n
We have then

te
Ï Ï Ï
ydxdy = ydxdy + ydxdy
D D1 D2
p
Z 1Z x Z 2 Z 2−x
= y dydx + y dydx.
0 0 1 0
es 5
=
12
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Course outline

n
1 Double integrals

te
Generalities
Properties of double integrals
Integrals over rectangular domains
Integrals over non-rectangular domains
Change of variable
es
Change of variable in polar coordinates

2 Applications
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Change of variable
Definition

n
Let Ω ⊂ R2 and ϕ amapping of class C1 (Ω) such that

te
ϕ: Ω −→ R2
(u, v) 7−→ ϕ(u, v) = (x(u, v), y(u, v))

• We call Jacobian matrix of the mapping ϕ the square matrix denoted by Jϕ

and defined by
es Jϕ =
µ
∂x/∂u ∂x/∂v
¶

∂y/∂u ∂y/∂v
• We call Jacobien of the mapping ϕ the determinant of Jacobian matrix and
we have
¯ ∂x/∂u ∂x/∂v ¯¯ ∂x ∂y ∂x ∂y
¯ ¯
det Jϕ = ¯¯ = × − ×
∂y/∂u ∂y/∂v ¯ ∂u ∂v ∂v ∂u
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Change of variable

n
Theorem
Let ϕ be a bijection of class C1 of Ω to D. Where

te
Ω = {(u, v) ∈ R2 , a ≤ u ≤ b, c ≤ v ≤ d} et D = ϕ(Ω)
Ï Ï
f ◦ ϕ(u, v) ¯det Jϕ (u, v)¯ dudv
¯ ¯
then f (x, y)dxdy =
D ÏΩ
es =
¯ ¯
f (x(u, v), y(u, v)) ¯det Jϕ (u, v)¯ dudv
Ω

Remark
il
A bijective mapping is invertible. That is to say det Jϕ , 0.

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Change of variable

n
Example.
Ï

te
Find I = (x − 1)2 dxdy on D = {(x, y) : −1 ≤ x + y ≤ 1, −2 ≤ x − y ≤ 2}
D

[Link] of D
(
x + y ≤ 1 =⇒ y ≤ 1 − x
−1 ≤ x+y ≤ 1 =⇒
es x + y ≥ −1 =⇒ y ≥ −1 − x.
(
x − y ≤ 2 =⇒ y ≥ x − 2
−2 ≤ x−y ≤ 2 =⇒
x − y ≥ −2 =⇒ y ≤ x + 2.
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Change of variable
2- Change of variable On pose

n
( 
x =
u+v
u = x+y 2
=⇒
y = u − v

te
v = x−y
2
We set ϕ: Ω −→ R2
³ u+v u−v´
(u, v) 7−→ ϕ(u, v) = x = ,y =
2 2
es
The image of the domain D under the
change of variables is

Ω = {(u, v) ∈ R2 : −1 ≤ u ≤ 1, −2 ≤ v ≤ 2}.
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Change of variable
3- The Jacobian matrix

n
∂x ∂x
à ! µ ¶
∂u ∂v 1/2 1/2
Jϕ = ∂y ∂y =
∂u ∂v
1/2 −1/2

te
4- The Jacobian
−1 1
det Jϕ = ⇒ |det Jϕ | =
2 2
5- Calculation of the integral
Ï
es Ï
¯ ¯
f (x, y)dxdy = f (x(u, v), y(u, v)) ¯det Jϕ (u, v)¯ du dv
D Ω
Ï ³
u+v ´2 µ 1 ¶
= −1 dudv
Ω 2 2
il
Z 2 ·Z 1 ¸
1 136
= (u + v − 2)2 du dv =
8 −2 −1 3
R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals
 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Course outline

n
1 Double integrals

te
Generalities
Properties of double integrals
Integrals over rectangular domains
Integrals over non-rectangular domains
Change of variable
es
Change of variable in polar coordinates

2 Applications
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Change of variable in polar coordinates

Let ϕ be a mapping of class C1 on R2 defined by

n
ϕ : R∗+ × [0, 2π] −→ R2

te
(r, θ) 7−→ ϕ(r, θ) = (x(r, θ), y(r, θ))

with (
x = r cos θ
y = r sin θ
es
The Jacobian matrix

∂x/∂r ∂x/∂θ cos θ −r sin θ

µ ¶ µ ¶
Jϕ = =
∂y/∂r ∂y/∂θ sin θ r cos θ
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Change of variable in polar coordinates

n
The Jacobian
¯ cos θ −r sin θ ¯¯
¯ ¯
det Jϕ (r, θ) = ¯¯ = r cos2 θ − (−r sin2 θ) = r

te
sin θ r cos θ ¯

and we have then

Ï Ï
I= f (x, y)dxdy = f (r cos θ, r sin θ) r drdθ, Ω = I1 ×I2 ; r ∈ I1 ; θ ∈ I2 .
D
es Ω

Remark
Generally if the domain of integration D is circular then we use the
change of variable in polar coordinates.
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Change of variable in polar coordinates

n
te
Example.
1
Ï
Find the double integral I= dxdy
D x 2 + y2
Where n o
D = (x, y) : x ≥ 0, y ≥ 0, 1 ≤ x2 + y2 ≤ 4
es
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Change of variable in polar coordinates

1) Representation of the domain D

n
• x ≥ 0, y ≥ 0: First quadrant of the
plane.

te
• 1 ≤ x2 + y2 ≤ 4: Annulus
C(1, 2) = D1 ∩ D2 , with:
D1 is the disk centered at (0, 0) and of
radius r1 = 2
es
D1 = {(x, y) ∈ R2 : x2 + y2 ≤ 4}

and D2 is the exterior of the disk cen-

tered at (0, 0) and of radius r2 = 1

D2 = {(x, y) ∈ R2 : x2 + y2 ≥ 1}
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Change of variable in polar coordinates

2- Change of variable

n
We set (
x = r cos θ
=⇒ r2 cos2 θ + r2 sin2 θ = r2

te
y = r sin θ
We have then
1 ≤ x2 + y2 ≤ 4 =⇒ 1 ≤ r2 ≤ 4 =⇒ 1 ≤ r ≤ 2.
and
es (
x = r cos θ ≥ 0 π
=⇒ 0 ≤ θ ≤ .
y = r sin θ ≥ 0 2
Consequently
π
Ω = {(r, θ) ∈ R2 : 1 ≤ r ≤ 2, 0 ≤ θ ≤
il
}.
2

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 Generalities

co
Properties of double integrals
Double integrals Integrals over rectangular domains
Applications Integrals over non-rectangular domains
Change of variable
Change of variable in polar coordinates

Change of variable in polar coordinates

n
te
3- Calculation of the integral I
π
π
Z 2
1 1 1
Ï Ï Z
2
I= dxdy = r drdθ = r drdθ = ln 2
D x2 + y2 Ωr
2 0 1 r2 2
es
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 co
Double integrals
Applications

Applications
a) Calculation of volume

n
The volume between the surface S of equation z = f (x, y) and the
domain D situated on plan (XOY ) is given by

te
Ï
f (x, y)dxdy.
es D

b) Calculation of domain area

When f (x, y) = 1 ∀(x, y) ∈ D, this volume measurement corresponds to
the area of the domain D and we have then
Ï
Area(D) = dxdy
D
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals

 co
Double integrals
Applications

Applications
Example.

n
Find the aria delimited by the circle of equation x2 + y2 = 4 = 22 .
D is the disk of inequality

te
x2 + y2 ≤ 22

We know that the area of a circle is

given by
es
A = 22 π
The domain D is given by
p p
D = {(x, y) ∈ R2 : −2 ≤ x ≤ 2, − 22 − x2 ≤ y ≤ 22 − x2 }

since
il
p p p
x2 +y2 ≤ 22 =⇒ y2 ≤ 22 −x2 =⇒ |y| ≤ 22 − x2 =⇒ − 22 − x2 ≤ y ≤ 22 − x2
R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals
 co
Double integrals
Applications

Applications

n
By the change of variable in polar coordinates
(
x = r cos θ

te
=⇒ 0 ≤ r ≤ 2, 0 ≤ θ ≤ 2π
y = r sin θ

Consequently
es Ω = {(r, θ) ∈ R2 : 0 ≤ r ≤ 2, 0 ≤ θ ≤ 2π}

then Ï Z 2π Z 2
Aire(D) = r drdθ = r drdθ = 22 π
Ω 0 0
il

R. KECHKAR Mathematical analysis 2 Chapter 2: Multiple Integrals