Understanding Multiple Integrals
Understanding Multiple Integrals
Markos Fisseha
Addis Ababa University
Ethiopia
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Chapter 5: Multiple integral
Outline
In this chapter, we will study the following topics:
5.1 Double integral and their evaluation by iterated integrals
5.2 Double integral in polar coordinates
5.3 Application: Area, Surface area, center of mass of plane region
5.4 Triple integrals and their evaluation by iterated integrals
5.5 Triple integrals in cylindrical and spherical coordinates
5.6 Application: Volume, center of mass of solid region
5.7 Change of variables in multiple integrals
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Introduction
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Introduction
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Introduction
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Double integrals over rectangular regions
Learning Objectives
Recognize when a function of two variables is integrable over
a rectangular region.
Recognize and use some of the properties of double integrals.
Evaluate a double integral over a rectangular region by writing
it as an iterated integral.
Use a double integral to calculate the area of a region, volume
under a surface, or average value of a function over a plane
region.
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Double integrals over rectangular regions
Learning Objectives
Recognize when a function of two variables is integrable over
a rectangular region.
Recognize and use some of the properties of double integrals.
Evaluate a double integral over a rectangular region by writing
it as an iterated integral.
Use a double integral to calculate the area of a region, volume
under a surface, or average value of a function over a plane
region.
In this section we investigate double integrals and show how we
can use them to find the volume of a solid over a rectangular
region in the xy -plane. Many of the properties of double integrals
are similar to those we have already discussed for single integrals
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Volumes and Double Integrals
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Volumes and Double Integrals
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Figure 1 The graph of f (x, y ) over the rectangle R in xy -plane is a
curved surface.
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We divide the region R into small rectangles Rij , each with
area ∆A and with sides ∆x and ∆y Figure 2. We do this by
dividing the interval [a, b] into m subintervals and dividing the
interval [c, d] into n subintervals. Hence ∆x = (b − a)/m,
∆y = (d − c)/n and ∆A = ∆x∆y
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The volume of a thin rectangular box above Rij is
f (xij∗ , yij∗ )∆A where (xij∗ , yij∗ ) is an arbitrary sample point in
each Rij as shown in the following figure.
Figure: A thin rectangular box above Rij with height f (xij∗ , yij∗ ).
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Using the same idea for all the subrectangles, we obtain an
approximate volume of the solid S as
m X
X n
V = f (xij∗ , yij∗ )∆A.
i=1 j=1
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Using the same idea for all the subrectangles, we obtain an
approximate volume of the solid S as
m X
X n
V = f (xij∗ , yij∗ )∆A.
i=1 j=1
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Multiple integrals
and defined as
ZZ m X
X n
f (x, y ) dA = lim f (xij∗ , yij∗ )∆A
R m,n→∞
i=1 j=1
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Multiple integrals
and defined as
ZZ m X
X n
f (x, y ) dA = lim f (xij∗ , yij∗ )∆A
R m,n→∞
i=1 j=1
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Definition
Let R be a bounded region in xy -plane and f a function
continuous on R
(a) If there is a unique number I satisfying
Lf (P) ≤ L ≤ Uf (P),
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Definition
Let R be a bounded region in xy -plane and f a function
continuous on R
(a) If there is a unique number I satisfying
Lf (P) ≤ L ≤ Uf (P),
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Properties of Double integrals
Properties of Double integrals
Let f (x, y ) and g (x, y ) be functions of two variables. Then
RR RR
1 cf (x, y )dA = c f (x, y )dA, for any constant c.
R R
RR RR RR
2 [f (x, y ) ± g (x, y )]dA = f (x, y )dA ± g (x, y )dA
R R R
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Properties of Double integrals
Properties of Double integrals
Let f (x, y ) and g (x, y ) be functions of two variables. Then
RR RR
1 cf (x, y )dA = c f (x, y )dA, for any constant c.
R R
RR RR RR
2 [f (x, y ) ± g (x, y )]dA = f (x, y )dA ± g (x, y )dA
R R R
RR RR RR
3 f (x, y )dA = f (x, y )dA + f (x, y )dA, where
R R1 R2
R = R1 ∪ R2 and R1 ∩ R2 is the boundary.
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Properties of Double integrals
Properties of Double integrals
Let f (x, y ) and g (x, y ) be functions of two variables. Then
RR RR
1 cf (x, y )dA = c f (x, y )dA, for any constant c.
R R
RR RR RR
2 [f (x, y ) ± g (x, y )]dA = f (x, y )dA ± g (x, y )dA
R R R
RR RR RR
3 f (x, y )dA = f (x, y )dA + f (x, y )dA, where
R R1 R2
R = R1 ∪ R2 and R1 ∩ R2 is the boundary.
4 If f (x, y ) ≥ g (x, y ) for (x, y ) in R, then
ZZ ZZ
f (x, y ) dA ≥ g (x, y ) dA.
R R
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Properties of Double integrals
Properties of Double integrals
Let f (x, y ) and g (x, y ) be functions of two variables. Then
RR RR
1 cf (x, y )dA = c f (x, y )dA, for any constant c.
R R
RR RR RR
2 [f (x, y ) ± g (x, y )]dA = f (x, y )dA ± g (x, y )dA
R R R
RR RR RR
3 f (x, y )dA = f (x, y )dA + f (x, y )dA, where
R R1 R2
R = R1 ∪ R2 and R1 ∩ R2 is the boundary.
4 If f (x, y ) ≥ g (x, y ) for (x, y ) in R, then
ZZ ZZ
f (x, y ) dA ≥ g (x, y ) dA.
R R
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Double integrals
Example
R1 y2 R1 x
0 xy 2 dx = and 0 xy 2 dy =
2 3
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Definition
The integrals
Zd Zb Zd " Zb #
f (x, y )dxdy = f (x, y )dx dy
c a c a
Zb Zd Zb " Zd #
f (x, y )dy dx = f (x, y )dy dx
a c a c
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Definition
The integrals
Zd Zb Zd " Zb #
f (x, y )dxdy = f (x, y )dx dy
c a c a
Zb Zd Zb " Zd #
f (x, y )dy dx = f (x, y )dy dx
a c a c
Example
Evaluate the double integral
Z3 Z2
(1 + 8xy )dy dx.
0 1
Ans. 57 14 / 107
Theorem (Fubini’s Theorem)
Let R be the rectangle defined by the inequalities a ≤ x ≤ b,
c ≤ y ≤ d. If f (x, y ) is continuous on R, then
ZZ Zd Zb Zb Zd
f (x, y )dA = f (x, y )dxdy = f (x, y )dy dx
R c a a c
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Theorem (Fubini’s Theorem)
Let R be the rectangle defined by the inequalities a ≤ x ≤ b,
c ≤ y ≤ d. If f (x, y ) is continuous on R, then
ZZ Zd Zb Zb Zd
f (x, y )dA = f (x, y )dxdy = f (x, y )dy dx
R c a a c
Example
Evaluate the double integral
ZZ
y 2 xdA,
R
Ans. − 65 .
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Multiple integral
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Multiple integral
Example
Find the volume of the solid that is bounded above by the plane
z = 4 − x − y and below by the rectangle R = [0, 1] × [0, 2].
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Multiple integral
Example
Find the volume of the solid that is bounded above by the plane
z = 4 − x − y and below by the rectangle R = [0, 1] × [0, 2].
Solution
RR R1 R2
V = f (x, y )dA = (4 − x − y )dy dx = 5
R 0 0
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Multiple integral
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Multiple integral
Definition
(a) A type I(Vertically simple) region is bounded on the left and
right by vertical lines x = a and x = b and is bounded below
and above by continuous curves y = g1 (x) and y = g2 (x),
where g1 (x) ≤ g2 (x) for a ≤ x ≤ b.
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Multiple integral
Definition
(a) A type I(Vertically simple) region is bounded on the left and
right by vertical lines x = a and x = b and is bounded below
and above by continuous curves y = g1 (x) and y = g2 (x),
where g1 (x) ≤ g2 (x) for a ≤ x ≤ b.
(b) A type II(Horizontally simple) region is bounded below and
above by horizontal lines y = c and y = d and is bounded on
the left and right by continuous curves x = h1 (y ) and
x = h2 (y ) satisfying h1 (y ) ≤ h2 (y ) for c ≤ y ≤ d.
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The regions are type I and type II, respectively.
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Theorem
(a) If R is a type I region on which f (x, y ) is continuous, then
ZZ Zb gZ2 (x)
f (x, y )dA = f (x, y )dy dx
R a g1 (x)
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Theorem
(a) If R is a type I region on which f (x, y ) is continuous, then
ZZ Zb gZ2 (x)
f (x, y )dA = f (x, y )dy dx
R a g1 (x)
ZZ Zd hZ2 (x)
f (x, y )dA = f (x, y )dxdy
R c h1 (x)
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Example
Evaluate the double integral
ZZ
(2x − y 2 )dA,
R
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Example
Evaluate the double integral
ZZ
(2x − y 2 )dA,
R
Solution
First divide the region R in two disjoint regions R1 and R2 .
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Then we can rewrite the double integral as
ZZ ZZ ZZ
2 2
(2x − y )dA = (2x − y )dA + (2x − y 2 )dA
R R1 R2
Z 0 Z 3 Z 2Z 3
= (2x − y 2 )dy dx + (2x − y 2 )dy dx
−2 −x+1 0 x+1
26 68
= −14 − =− .
3 3
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Example
Use a double integral to find the volume of the tetrahedron
bounded by the coordinate planes and the plane z = 4 − 4x − 2y .
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Example
Use a double integral to find the volume of the tetrahedron
bounded by the coordinate planes and the plane z = 4 − 4x − 2y .
Solution
ZZ Z1 2−2x
Z
V = (4 − 4x − 2y )dA = (4 − 4x − 2y )dxdy = 4/3
R 0 0
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Example
Find the volume of the solid bounded by the cylinder x 2 + y 2 = 4
and the planes y + z = 4 and z = 0.
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Example
Find the volume of the solid bounded by the cylinder x 2 + y 2 = 4
and the planes y + z = 4 and z = 0.
Solution
The solid is bounded above by the plane z = 4 − y and below by
the region R with in the circle x 2 + y 2 = 4.
The volume is given by
ZZ
V = (4 − y ) dA.
R
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Reversing the order of integration
Sometimes the evaluation of an iterated integral can be simplified
by reversing the order of integration.
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Reversing the order of integration
Sometimes the evaluation of an iterated integral can be simplified
by reversing the order of integration.
Example
Evaluate
Z2 Z1
2
e x dxdy
0 y /2
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Reversing the order of integration
Sometimes the evaluation of an iterated integral can be simplified
by reversing the order of integration.
Example
Evaluate
Z2 Z1
2
e x dxdy
0 y /2
Solution
2
Since there is no anti-derivative of e x , the integral can not be
evaluated by performing the integration w.r.t x. Instead it is better
to apply reversing the order. Then
Z2 Z1 Z1 Z2x Z1
x2 x2 2
e dxdy = e dy dx = 2xe x dx = e − 1
0 y /2 0 0 0
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Applications of double integrals
Double integrals are very useful for finding the area of a region
bounded by curves of functions.
We describe this situation in more detail in the next section.
However, if the region is a rectangular shape, we can find its area
by integrating the constant function f (x, y ) = 1 over the region R.
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Applications of double integrals
Double integrals are very useful for finding the area of a region
bounded by curves of functions.
We describe this situation in more detail in the next section.
However, if the region is a rectangular shape, we can find its area
by integrating the constant function f (x, y ) = 1 over the region R.
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Applications of double integrals
Double integrals are very useful for finding the area of a region
bounded by curves of functions.
We describe this situation in more detail in the next section.
However, if the region is a rectangular shape, we can find its area
by integrating the constant function f (x, y ) = 1 over the region R.
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Example
Use a double integral to find the area of the region R enclosed
1
between the parabola y = x 2 and the line y = 2x.
2
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Example
Use a double integral to find the area of the region R enclosed
1
between the parabola y = x 2 and the line y = 2x.
2
Solution
Since the region is both type I and type II.
RR R4 R2x
(I) A(R) = dA = dy dx = 16/3
R 0 x 2 /2
√
RR R8 R2y
(II) A(R) = dA = dxdy = 16/3
R 0 y /2
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Double integrals in Polar coordinates
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Double integrals in Polar coordinates
p y
r= x 2 + y 2, θ = tan−1
x
x = r cos(θ), y = r sin(θ)
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Theorem
If R is a simple polar region whose boundaries are the rays θ = α
and θ = β and the curves r = r1 (θ) and r = r2 (θ) show in figure
and if f (r , θ) is continuous on R, then
ZZ Z β Z r2 (θ)
f (r , θ) dA = f (r , θ)r dr dθ.
R α r1 (θ)
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Theorem
If R is a simple polar region whose boundaries are the rays θ = α
and θ = β and the curves r = r1 (θ) and r = r2 (θ) show in figure
and if f (r , θ) is continuous on R, then
ZZ Z β Z r2 (θ)
f (r , θ) dA = f (r , θ)r dr dθ.
R α r1 (θ)
Example
Evaluate
ZZ
sin(θ) dA,
R
where R is the region in the first quadrant that is outside the circle
r = 2 and inside the cardioid r = 2(1 + cos θ).
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Solution
ZZ Z π/2 Z 2(1+cos θ)
sin(θ) dA = sin θr dr dθ
R 0 2
Z π/2
1 2
2(1+cos θ)
= sin(θ) r dθ
0 2 r =2
Z π/2
(1 + cos θ)2 sin θ − sin θ dθ
=2
0
Z π/2
2 cos θ sin θ + cos2 θ sin θ dθ
=2
0
π
cos 2θ cos3 θ 2
4
=2 − − =2
2 3 0 3
8
= .
3
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Example
The sphere of radius a centered at the origin is expressed in
rectangular coordiantes as x 2 + y 2 + z 2 = a2 , and hence its
equation in cylinderical coordinates is r 2 + z 2 = a2 . Use this
equation and a polar double integral to find the volume of the
sphere.
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Example
The sphere of radius a centered at the origin is expressed in
rectangular coordiantes as x 2 + y 2 + z 2 = a2 , and hence its
equation in cylinderical coordinates is r 2 + z 2 = a2 . Use this
equation and a polar double integral to find the volume of the
sphere.
Solution
The volume is given by
ZZ p Z 2π Z a p
V =2 2 2
a − r dA = 2 a2 − r 2 r dr dθ
R 0 0
2 2π 3
Z
4
= a dθ = πa3 .
3 0 3
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Example
Find the area of circle centered at the origin with radius a > 0,
using double integral.
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Example
Find the area of circle centered at the origin with radius a > 0,
using double integral.
Solution
Using double integral we can calculate the area of the region R as
ZZ Z 2π Z a
A(R) = dA = r dr dθ
R 0 0
Z 2π
r2 a
= dθ
0 2 0
a2
= · 2π = πa2 .
2
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Converting double integrals from rectangular to polar
coordinate
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Converting double integrals from rectangular to polar
coordinate
Example
Use polar coordiante to evaluate
√
Z 1 Z 1−x 2 3
(x 2 + y 2 ) 2 dy dx.
−1 0
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Solution
√
Z 1 Z 1−x 2 3
ZZ
2 2
(x + y ) dy dx =
2 r 3 r dr dθ
−1 0 R
Z πZ 1
= r 4 dr dθ
Z0 π 0
1 5 1 π
= r dθ = .
0 5 0 5
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Triple integrals
Learning Objectives
Recognize when a function of three variables is integrable over
a rectangular box.
Evaluate a triple integral by expressing it as an iterated
integral.
Recognize when a function of three variables is integrable over
a closed and bounded region.
Simplify a calculation by changing the order of integration of
a triple integral.
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∗ , y ∗ , z ∗ ) in
For each i, j, and k,consider a sample point (xijk ijk ijk
each sub-box Bijk . We see that its volume is
∆V = ∆x∆y ∆z. Form the triple Riemann sum
l X
X m X
n
∗ ∗ ∗
f (xijk , yijk , zijk )∆x∆y ∆z.
i=1 j=1 k=1
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For a, b, c, d, e and l real numbers, the iterated triple integral can
be expressed in six different orderings:
Z lZ dZ b Z l Z d Z b
f (x, y , z) dV = f (x, y , z) dx dy dz
e c a e c a
Z l Z b Z d
= f (x, y , z) dy dx dz
e a c
Z b Z l Z d
= f (x, y , z) dy dz dx
a e c
Z b Z d Z l
= f (x, y , z) dz dy dx
a c e
Z d Z b Z l
= f (x, y , z) dz dx dy
c a e
Z d Z l Z b
= f (x, y , z) dx dz dy
c e a
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Evaluating a Triple Integral
Example
Evaluate the triple integral
Z 1Z 4Z 5
(x + yz 2 ) dx dy dz.
0 2 −1
Solution
The order of integration is specified in the problem, so integrate
with respect to x first, then y , and then z. Then
Z 1Z 4Z 5 Z 1Z 4 2
2 x 2
5
(x + yz ) dx dy dz = + xyz dy dz
0 2 −1 0 2 2 −1
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Example
x 2 yz dV where
RRR
Evaluate the triple integral
B
B = {(x, y , z)| − 2 ≤ x ≤ 1, 0 ≤ y ≤ 3, 1 ≤ z ≤ 5}
Solution
ZZZ Z 5Z 1 Z 3
x 2 yz dV = x 2 yz dydxdz = 162.
1 −2 0
B
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Triple Integrals over a General Bounded Region
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Note that the region D in any of the planes may be of Type I or
Type II as described in Double Integrals over General Regions. If D
in the xy -plane is of Type I (Figure below), then
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If D in the xy -plane is of Type II (Figure below), then
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Example
Evaluating a Triple Integral over a General Bounded Region
Evaluate the triple integral of the function f (x, y , z) = 5x − 3y
over the solid tetrahedron bounded by the planes
x = 0, y = 0, z = 0, and x + y + z = 1.
Solution: Figure below shows the solid tetrahedron E and its
projection D on the xy -plane.
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Applications of Triple Integrals
RR
Just as we used the double integral 1 dA to find the area of
D
a general bounded region D, we can use
ZZZ
V (E ) = 1 dV
E
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Example
Finding a Volume by Evaluating a Triple Integral
Find the volume of a right pyramid that has the square base in the
xy -plane [−1, 1] × [−1, 1] and vertex at the point (0, 0, 1) as
shown in the following figure.
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Exercise: Consider the solid sphere
= {(x, y , z)|x 2 + y 2 + z 2 = 9}. Write the triple integral
ERRR
f (x, y , z) dV for an arbitrary function f as an iterated
E
integral. Then evaluate this triple integral with f (x, y , z) = 1.
Notice that this gives the volume of a sphere using a triple
integral.
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Changing the Order of Integration
Example
RRR √
Evaluate the triple integral x 2 + z 2 dV , where E is the
E
region bounded by the paraboloid y = x 2 + z 2 (Figure below) and
the plane y = 4.
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Solution: The projection of the solid region E onto the
xy -plane is the region bounded above by y = 4 and below by
the parabola y = x 2 as shown.
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Triple Integrals in Cylindrical and Spherical Coordinates
Learning Objectives
Evaluate a triple integral by changing to cylindrical
coordinates.
Evaluate a triple integral by changing to spherical coordinates.
Earlier in this chapter we showed how to convert a double integral
in rectangular coordinates into a double integral in polar
coordinates in order to deal more conveniently with problems
involving circular symmetry. A similar situation occurs with triple
integrals, but here we need to distinguish between cylindrical
symmetry and spherical symmetry. In this section we convert triple
integrals in rectangular coordinates into a triple integral in either
cylindrical or spherical coordinates.
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Review of Cylindrical Coordinates
As we have seen earlier, in two-dimensional space R2 , a point
with rectangular coordinates (x, y ) can be identified with
(r , θ) in polar coordinates and vice versa, where x = r cos θ,
y = r sin θ, r 2 = x 2 + y 2 and tan θ = yx are the relationships
between the variables.
In three-dimensional space R3 , a point with rectangular
coordinates (x, y , z) can be identified with cylindrical
coordinates (r , θ, z) and vice versa. We can use these same
conversion relationships, adding z as the vertical distance to
the point from the xy -plane as shown in the following figure.
To convert from rectangular to cylindrical coordinates, we use
the conversion x = r cos θ and y = r sin θ. To convert from
cylindrical to rectangular coordinates, we use r 2 = x 2 + y 2
−1 y
and θ = tan x . The z-coordinate remains the same in
both cases.
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Integration in Cylindrical Coordinates
Triple integrals can often be more readily evaluated by using
cylindrical coordinates instead of rectangular coordinates.
Some common equations of surfaces in rectangular
coordinates along with corresponding equations in cylindrical
coordinates are listed in the following table.
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As mentioned in the preceding section, all the properties of a
double integral work well in triple integrals, whether in
rectangular coordinates or cylindrical coordinates. They also
hold for iterated integrals. To reiterate, in cylindrical
coordinates, Fubini’s theorem takes the following form:
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The iterated integral may be replaced equivalently by any one
of the other five iterated integrals obtained by integrating
with respect to the three variables in other orders.
Cylindrical coordinate systems work well for solids that are
symmetric around an axis, such as cylinders and cones. Let us
look at some examples before we define the triple integral in
cylindrical coordinates on general cylindrical regions.
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Example
Evaluating a Triple Integral RRRover a Cylindrical Box
Evaluate the triple integral (zr sin θ)r dr dθ dz where the
B
cylindrical box B is
π
B = {(r , θ, z)|0 ≤ r ≤ 2, 0 ≤ θ ≤ , 0 ≤ z ≤ 4}.
2
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Exercise: Evaluate the triple integral
Z θ=π Z r =1 Z z=4
(zr sin θ)r dz dr dθ
θ=0 r =0 z=0
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Example
Consider the region E inside the right circular cylinder with
equation r = 2 sin θ, bounded below by the r θ-plane and bounded
above by the sphere with radius 4 centered at the origin (Figure
below). Set up a triple integral over this region with a function
f (r , θ, z) in cylindrical coordinates.
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Exercise: Consider the region E inside the right circular
cylinder with equation r = 2 sin θ, bounded below by the
r θ-plane and bounded above by z = 4 − y . Set up a triple
integral with a function f (r , θ, z) in cylindrical coordinates.
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Example
Setting up a Triple Integral in Two Ways p
Let E be the region bounded below by the cone z = x 2 + y 2
and above by the paraboloid z = 2 − x 2 − y 2 (Figure below). Set
up a triple integral in cylindrical coordinates to find the volume of
the region, using the following orders of integration:
a. dz dr dθ b. dr dz dθ.
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continue...
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continue...
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Example
Finding a Volume with Triple Integrals in Two Ways
Let E be the region bounded below by the r θ-plane, above by the
sphere x 2 + y 2 + z 2 = 4, and on the sides by the cylinder
x 2 + y 2 = 1 (Figure below). Set up a triple integral in cylindrical
coordinates to find the volume of the region using the following
orders of integration, and in each case find the volume and check
that the answers are the same:
a. dz dr dθ b. dr dz dθ.
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Review of Spherical Coordinates
In three-dimensional space R3 in the spherical coordinate
system, we specify a point P by its distance ρ from the origin,
the polar angle θ from the positive x-axis (same as in the
cylindrical coordinate system), and the angle ϕ from the
positive z-axis and the line OP (Figure below). Note that
ρ ≥ 0 and 0 ≤ ϕ ≤ π. Spherical coordinates are useful for
triple integrals over regions that are symmetric with respect to
the origin.
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Fubin’s Theorem for Spherical Coordinates
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Evaluating a Triple Integral in Spherical Coordinates
Example
Evaluating a Triple Integral in Spherical Coordinates
Evaluate the iterated triple integral
Z θ=2π Z ϕ=π/2 Z ρ=1
ρ2 sin θ dρ dϕ dθ
θ=0 ϕ=0 ρ=0
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The concept of triple integration in spherical coordinates can
be extended to integration over a general solid, using the
projections onto the coordinate planes. Note that dV and dA
mean the increments in volume and area, respectively.
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Example
Setting up a Triple Integral in Spherical Coordinates
Set up an pintegral for the volume of the region bounded
p by the
cone z = 3(x + y ) and the hemisphere z = 4 − x − y 2
2 2 2
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Interchanging Order of Integration in Spherical Coordinates
Example
p
Let E be the region bounded below by the cone z = x 2 + y 2
and above by the sphere z = x 2 + y 2 + z 2 (Figure below). Set up
a triple integral in spherical coordinates and find the volume of the
region using the following orders of integration:
a. dρ dϕ dθ, dϕ dρ dθ.
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Interchanging Order of Integration in Spherical Coordinates
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Converting from Rectangular Coordinates to Cylindrical
Coordinates
Example
Convert the following integral into cylindrical coordinates:
Z y =1 Z √
x= Z √
1−y 2 z= x 2 +y 2
xyz dz dx dy
y =−1 x=0 z=x 2 +y 2
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Example
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Change of Variables in Multiple Integrals
Learning Objectives
Determine the image of a region under a given transformation
of variables.
Compute the Jacobian of a given transformation.
Evaluate a double integral using a change of variables.
Evaluate a triple integral using a change of variables.
Recall from Substitution Rule the method of integration
R3 by
substitution. When evaluating an integral such as 2 x(x 2 − 4)5 dx,
we substitute u = g (x) = x 2 − 4. Then du = 2x dx or
x dx = 12 du and the limits change to u = g (2) = 22 − 4 = 0 and
R5
u = g (3) = 32 − 4 = 5. Thus the integral becomes 0 12 u 5 du and
this integral is much simpler to evaluate.
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In other words, when solving integration problems, we make
appropriate substitutions to obtain an integral that becomes
much simpler than the original integral.
We also used this idea when we transformed double integrals
in rectangular coordinates to polar coordinates and
transformed triple integrals in rectangular coordinates to
cylindrical or spherical coordinates to make the computations
simpler. More generally,
Z b Z d
f (x) dx = f (g (u))g 0 (u) du,
a c
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Planar Transformations
Then we get
ZZ ZZ
f (x, y ) dA = f (r cos θ, r sin θ)r dr dθ
R S
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For example, Figure below shows a region G in the uv -plane
transformed into a region R in the xy -plane by the change of
variables x = g (u, v ) and y = h(u, v ), or sometimes we write
x = x(u, v ) and y = y (u, v ).
We shall typically assume that each of these functions has
continuous first partial derivatives, which means gu , gv , hu and
hv exist and are also continuous. The need for this
requirement will become clear soon.
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Jacobians
Jacobians
Recall that we mentioned that each of the component
functions must have continuous first partial derivatives, which
means that gu , gv , hu and hv exist and are also continuous.
Definition
If x = g (u, v ) and y = h(u, v ), then the Jacobian of the
transformation T (u, v ) = (g (u, v ), h(u, v )) is denoted by J(u, v )
and is defined by the 2 × 2 determinant
∂x ∂x
∂(x, y ) ∂u ∂v
∂x ∂y ∂x ∂y
J(u, v ) = = ∂y ∂y = −
∂(u, v ) ∂u ∂v ∂u ∂v ∂v ∂u
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Example
Suppose a transformation T is defined as T (r , θ) = (x, y ) where
x = r cos θ, y = r sin θ. Find the Jacobian of the transformation.
Example
Find the Jacobian of the transformation defined by
T (u, v ) = (x, y ) where x = u 2 − v 2 and y = uv .
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Change of Variables for Double Integrals
Theorem
Change of Variables for Double Integrals
Let T (u, v ) = (x, y ) where x = g (u, v ) and y = h(u, v ) be a
transformation, with a nonzero Jacobian on the interior of the
region S in the uv -plane; it maps S into the region R in the
xy -plane. If f is continuous on R, then
ZZ ZZ
∂(x, y )
f (x, y ) dA = f (g (u, v ), h(u, v )) du dv
∂(u, v )
R S
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With this theorem for double integrals, we can change the
variables from (x, y ) to (u, v ) in a double integral simply by
replacing
∂(x, y )
dA = dx dy = du dv
∂(u, v )
when we use the substitutions x = g (u, v ) and y = h(u, v )
and then change the limits of integration accordingly. This
change of variables often makes any computations much
simpler.
Example
Changing Variables from Rectangular to Polar Coordinates
Consider the integral
√
Z 2Z 2x−x 2 p
x 2 + y 2 dy dx.
0 0
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In polar coordinates, the circle is r = 2 cos θ so the region of
integration in polar coordinates is bounded by 0 ≤ r ≤ 2 cos θ
and 0 ≤ θ ≤ π2 .
The Jacobian is J(r , θ) = r , as shown in the Example above.
Since r ≥ 0, we have |J(r , θ)| = r .
The integrand x 2 + y 2 changes to r in polar coordinates, so
the double iterated integral is
Z 2 Z √2x−x 2 p Z π/2 Z 2 cos θ
2 2
x + y dy dx = r |J(r , θ)| dr dθ
0 0 0 0
Z π/2 Z 2 cos θ
= r 2 dr dθ
0 0
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Solution
First, we need to understand the region over which we are to
integrate. The sides of the parallelogram are
x − y + 1 = 0, x − y − 1 = 0, x − 3y + 5 = 0, and
x − 3y + 9 = 0 (Figure below). Another way to look at them
is x − y = −1, x − y = 1, x − 3y = −5, and x − 3y = −9.
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Exercise: Make appropriate changes of variables in the
RR 4
integral 2
dy dx, where R is the trapezoid bounded
R (x − y )
by the lines x − y = 2, x − y = 4, x = 0 and y = 0. Write the
resulting integral.
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Change of Variables for Triple Integrals
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With the transformations and the Jacobian for three variables,
we are ready to establish the theorem that describes change of
variables for triple integrals.
Let us now see how changes in triple integrals for cylindrical and
spherical coordinates are affected by this theorem.
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We expect to obtain the same formulas as in Triple Integrals in
Cylindrical and Spherical Coordinates.
Example
Obtaining Formulas in Triple Integrals for Cylindrical and
Spherical Coordinates
Derive the formula in triple integrals for
a. cylindrical and
b. spherical coordinates.
Solution
a. For cylindrical coordinates, the transformation is
T (r , θ, z) = (x, y , z) from the Cartesian r θz-plane to the Cartesian
xyz-plane. Here x = r cos θ, y = r sin θ, and z = [Link] Jacobian
for the transformation is
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b. For spherical coordinates, the transformation is
T (ρ, θ, ϕ) = (x, y , z) from the Cartesian ρθϕ-plane to the
Cartesian xyz-plane. Here x = ρ sin ϕ cos θ, y = ρ sin ϕ sin θ, and
z = ρ cos ϕ.
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The Jacobian for the transformation is Expanding the determinant
with respect to the third row:
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Exercise: Find the volume of the region D enclosed by the
ellipsoid
x2 y2 z2
+ 2 + 2 =1
a2 b c
RRR
Solution: The volume V = dV . Now consider a
D
transformation of the region D in xyz-space to the region S in
uvw -space using change of variables x = au, y = bv and
z = cw .
x2 y2 z2
+ 2 + 2 = 1 ⇒ u 2 + v 2 + w 2 = 1.
a2 b c
The Jacobian for the transformation is
∂(x, y , z)
J(u, v , w ) = = abc and solving for the volume
∂(u, v , w )
4
V = πabc
3
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