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Mod 2

This document covers multivariable calculus, focusing on double and triple integrals, their evaluation, and applications in calculating areas and volumes in higher-dimensional spaces. It includes examples, practice problems, and procedures for changing the order of integration. The content is aimed at students studying advanced calculus and differential equations.
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0% found this document useful (0 votes)
11 views37 pages

Mod 2

This document covers multivariable calculus, focusing on double and triple integrals, their evaluation, and applications in calculating areas and volumes in higher-dimensional spaces. It includes examples, practice problems, and procedures for changing the order of integration. The content is aimed at students studying advanced calculus and differential equations.
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Module 2:

Multivariable Calculus
of

Advanced Calculus and Differential Equations


(Z5AMT25204)
by

Dr. Rajesh Ranjan Patra


Assistant Professor
Department of Pure and Applied Mathematics
Introduction

Real world problem in engineering, economics, etc. often involve mul-


tiple variables. This necessitates the study of multivariable calculus.

Why multiple integration?


This allows us to calculate quantities like area, volume and mass in
higher-dimensional spaces.

Vector calculus helps in analyzing dynamics involving forces, fluid flow


and electromagnetic fields.

2/1
Introduction: Single Integral

Single integral represents the net area under a curve or area between
two curves.

3/1
Double Integral in Cartesian Coordinates
Consider a function f (x, y) defined on the finite region R of the xy-plane.
Here, x and y are two independent variables.

Double integral represents the volume of a solid under the surface S


(denoted by f (x, y) over the region R.

4/1
Double integral (Cartesian)

The double integral of a function f (x, y) over a region R is defined as


ZZ
f (x, y) dx dy.
R

5/1
Evaluation of Double Integrals
1. Let f (x, y) be a continuous function in R, where

R = {(x, y)|a ≤ x ≤ b; c ≤ y ≤ d}.

Then
"Z # "Z #
ZZ Z b d Z d b
f (x, y) dx dy = f (x, y) dy dx = f (x, y) dx dy
R x=a y=c y=c x=a

6/1
Evaluation of Double Integrals: Contd...

2. Let f (x, y) be a continuous function in R, where

R = {(x, y)|a ≤ x ≤ b; y1 ≤ y ≤ y2 }.

Then ZZ Z b Z y2 
f (x, y) dx dy = f (x, y) dy dx.
R x=a y=y1

Here, y1 and y2 are functions of x and a, b are constants.

7/1
Evaluation of Double Integrals: Contd...

3. Let f (x, y) be a continuous function in R, where

R = {(x, y)|x1 ≤ x ≤ x2 ; c ≤ y ≤ d}.

Then ZZ Z d Z x2 
f (x, y) dx dy = f (x, y) dx dy.
R y=c x=x1

Here, x1 and x2 are functions of y and a, b are constants.

8/1
Double Integrals: some remarks

Notes:
1 If limits, for one variable is function of other and for other
variable is constant, then first we have to integrate the variable
with respect to variable for which limits are functions of the
other, then the variable with constant limits.
RR RR
2
R
dx dy or R dA represents the area of the region R.

9/1
Examples

Example 1:
Z 2 Z 3 Example 3:
Example 2:
xy2 dx dy
1 1
Z 1 Z x
4 x
ex+y dy dx
Z Z
Z 2  2 3
 2ey/x dy dx 0 0
x 0 0
= y2 dy
1 2 1 4
Z 1
x
ex [ey ]0 dx
Z ix
=
h
Z 2 = 2 xey/x dx 0
= 4y2 dy 0 0
Z 1
1 4
(e2x − ex ) dx
Z
=
 3 2
 = 2x(e − 1) dx 0
y 0
=4
3 1 e2 1
= 16(e − 1) = −e+
28 2 2
=
3

10 / 1
Examples
RR
Example 4: Evaluate A xy dx dy, where A is the region bounded by
the x-axis, the ordinate x = 2a, and the curve x2 = 4ay.

11 / 1
Examples
RR
Example 4: Evaluate A xy dx dy, where A is the region bounded by
the x-axis, the ordinate x = 2a, and the curve x2 = 4ay.
x2
Solution: From x2 = 4ay, we have y = . The region A is given by
4a

x2
0 ≤ x ≤ 2a and 0≤y≤ y
4a
2
ZZ Z 2a Z x /(4a)
xy dx dy = xy dy dx
A 0 0
2 x2 = 4ay
2a 2 x /(4a)
Z 
y
= x dx
0 2 0
Z 2a A
x5
= dx
0 32a2
6
2a x
a4

x O(0, 0) 2a
= =
192a2 0 3

11 / 1
Practice Problems

R1Rx
1 Evaluate 0 0
xy dy dx.
R5Rx
2 Evaluate 0 0
2x(x2 + y2 ) dx dy.
e2x−3y dx dy over the triangle bounded by the lines
RR
3 Evaluate
x = 0, y = 0 and x + y = 1.
Evaluate R x2 dx dy, where R is the region in the first quadrant
RR
4
bounded by the lines x = y, y = 0 and the curve xy = 16.

12 / 1
Change of Order of Integration


changes the limits of the integration

13 / 1
Change of Order of Integration


changes the limits of the integration

Given, "Z #
ZZ Z x1 f2 (x)
f (x, y) dx dy = f (x, y) dy dx.
R x=x0 y=f1 (x)

By changing the order of the integration, we have


"Z #
ZZ Z y1 g2 (y)
f (x, y) dx dy = f (x, y) dx dy.
R y=y0 x=g1 (y)

13 / 1
Procedure to change the order of the integration:
Step 1: Identify the variable for the limits
Step 2: Trace the curves
Step 3: If integrating w.r.t. y first, then take the strip parallel to y-axis.
Otherwise, the strip should be parallel to x-axis.
Step 4: Rotate the strip 900 anti-clockwise. Identify the starting and the
ending points of the strip. This will form the lower and upper
limits of the variable.
Step 5: Identify the limits of the other variable for the region of the
integration.
Step 6: Evaluate the integral.

14 / 1
Examples

R a R √x/a
Question 1: Evaluate 0 x/a (x2 + y2 ) dy dx by changing the order of
the integration.
p
Solution: Here, y varies from y = x/a to y = x/a and x varies from 0
to a.

15 / 1
By changing the order of the integration,

x : ay2 to ay ; y : 0 to 1.

Z a Z √x/a Z a Z ay
(x2 + y2 ) dy dx = (x2 + y2 ) dx dy
0 x/a 0 ay2
1  
1 3 3 1 3 6
Z
3 4
= a y + ay − a y − ay dy
0 3 3
1 3 1
= a + a
28 20
16 / 1
Practice Problems

1. Change the order of the integrals:


• 06 2−x
R R 2+x
f (x, y) dy dx
R2 R6 R8R6
Ans: −4 2−y f (x, y) dx dy + 2 y−2 f (x, y) dx dy
R R 1+√1−x2
• 01 √ f (x, y) dy dx
2x−x2

R 1 R 1− 1−y2 R 2 R √2y−y
Ans: 0 0 f (x, y) dx dy + 1 0 f (x, y) dx dy
R a R x+3a
• 0 √ 2 2 f (x, y) dy dx
a −x
Ans:
R a R√ R 3a R a R 4a R a
a
0 a2 −y2
f (x, y) dx dy + 0 0
f (x, y) dx dy + 3a y−3a
f (x, y) dx dy
R 4 R 9−y
• 0 y/2
f (x, y) dy dx
R 2 R 2x R5R4 R 9 R 9−x
Ans: 0 0 f (x, y) dx dy + 2 0 f (x, y) dx dy + 5 0 f (x, y) dx dy

17 / 1
Questions

2. Evaluate by changing the order of integration:


2
• 0a √a ax √ y
R R
4 2 2
dx dy
y −a x
R 4a R 2√ax
• 0 x2 /4a
dy dx
R∞Rx 2
• 0 0
xe−x y dy dx
R∞R∞ e−y
• 0 x y dy dx

18 / 1
Finding area using double integral

Area enclosed by the curves y = f1 (x), y = f2 (x) and ordinates x = x1 ,


x = x2 is given by
Z x2 Z f2 (x)
A= dy dx.
x1 f1 (x)

Similarly, area enclosed by the curves x = g1 (y), x = g2 (y) and ordi-


nates y = y1 , y = y2 is given by
Z y2 Z g2 (y)
A= dx dy.
y1 g1 (y)

19 / 1
Practice Problems

1 Show that the area enclosed by the parabolas y2 = 4ax and


x2 = 4ay is 163a2 .
2 Find the area included between the parabola y = 4x − x2 and line
y = x.
3 Find the area between parabola y = x2 − 6x + 3 and the line
y = 2x − 9.
4 Find the area enclosed by the curve 9xy = 4 and 2x + y = 2.

20 / 1
Triple Integral

Triple integral of a function over a region V is given by


ZZZ Z x2 Z y2 Z z3
f (x, y, z) dV = f (x, y, z) dx dy dz.
x1 y1 z1

First f (x, y, z) is integrated w.r.t. z between z1 and z2 ,


then the resultant is integrated w.r.t. y between y1 and y2 ,
then the resultant is integrated w.r.t. x between x1 and x2 .
Thus
ZZZ Z x2 "Z y2 (x) "Z z2 (x,y) # #
f (x, y, z) dV = f (x, y, z) dz dy dx
x1 y1 (x) z1 (x,y)

21 / 1
Triple Integral

Triple integral of a function over a region V is given by


ZZZ Z x2 Z y2 Z z3
f (x, y, z) dV = f (x, y, z) dx dy dz.
x1 y1 z1

First f (x, y, z) is integrated w.r.t. z between z1 and z2 ,


then the resultant is integrated w.r.t. y between y1 and y2 ,
then the resultant is integrated w.r.t. x between x1 and x2 .
Thus
ZZZ Z x2 "Z y2 (x) "Z z2 (x,y) # #
f (x, y, z) dV = f (x, y, z) dz dy dx
x1 y1 (x) z1 (x,y)

Volume using triple integral: The volume of a solid within the region V
is given by ZZZ
Volume = dx dy dz.
V

21 / 1
Practice Problems

Evaluate the following integrals:


RaRbRc 2
1
0 0 0
(x + y2 + z2 ) dz dy dx
R 1 R z R x+z
2
−1 0 x−z
(x + y + z) dx dy dz.
R e R log y R ex
3
1 1 1
log z dz dx dy.
R 1 R 1 R 1−x
4
0 y2 0
x dz dx dy.
RRR dx dy dz
5 over the volume bounded by the planes
(1 + x + y + z)3
x = 0, y = 0, z = 0 and x + y + z = 1.
RRR 2
6 x yz dx dy dz throughout the volume bounded by the planes
x y z
x = 0, y = 0, z = 0 and + + = 1.
a b c

22 / 1
Calculation of Mass

For a plane lamina: If the surface density at any point P(x, y) be ρ =


f (x, y), then the elementary mass at the point P is ρ δx δy. So
ZZ
Total mass of the lamina = ρ dx dy.

For a solid: If the surface density at any point P(x, y, z) be ρ = f (x, y, z),
then the elementary mass at the point P is ρ δx δy δz. So
ZZZ
Total mass of the solid = ρ dx dy dz.

23 / 1
Calculation of Center of Gravity

C.G. of a plane lamina: If the surface density at any point P(x, y) be


ρ = f (x, y), then the elementary mass at the point P is ρ δx δy. So
RR RR
xρ dx dy yρ dx dy
x̄ = RR ; ȳ = RR
ρ dx dy ρ dx dy

C.G. of a solid: If the surface density at any point P(x, y, z) be ρ =


f (x, y, z), then the elementary mass at the point P is ρ δx δy δz. So
RRR RRR RRR
xρ dx dy dz yρ dx dy dz zρ dx dy dz
x̄ = RRR , ȳ = RRR , z̄ = RRR
ρ dx dy dz ρ dx dy dz ρ dx dy dz

24 / 1
Gradient, Curl & Divergence
Gradient: The vector function ∇f is defined as the gradient of the
scalar point function f (x) and is written as grad f . Thus
∂ ∂ ∂ ∂f ∂f ∂f
∇= î + ĵ + k̂ and ∇f = î + ĵ + k̂
∂x ∂y ∂z ∂x ∂y ∂z
Let F be a vector point function defined by F = f î + gĵ + hk̂.
Divergence: For a continuously differentiable vector point function F,
divergence of F is defined as
∂f ∂f ∂f
Div F = ∇ · F = ∇f = + + (Dot product)
∂x ∂y ∂z
Curl: For a continuously differentiable vector point function F, curl of
F is defined as
î ĵ k̂
∂ ∂ ∂
Curl F = ∇ × F = (Cross product)
∂x ∂y ∂z
f g h
25 / 1
Note: A vector V is Solenoidal if divergence of V = 0 (∇ · V = 0) and
it would be termed as Irrotational if Curl of V = 0 (∇ × V = 0).
Example: Find divergence and curl of F = 2xzî + xyzĵ + 3yzk̂ at (1, 1, 1).

26 / 1
Note: A vector V is Solenoidal if divergence of V = 0 (∇ · V = 0) and
it would be termed as Irrotational if Curl of V = 0 (∇ × V = 0).
Example: Find divergence and curl of F = 2xzî + xyzĵ + 3yzk̂ at (1, 1, 1).
  
∂ ∂ ∂ 
Solution: Div F = ∇ · F = + ĵ + k̂ · 2xzî + xyzĵ + 3yzk̂
∂x ∂y ∂z
i.e., ∇ · F = 2z + xz + 3y.
So, ∇ · F|(1,1,1) = 6.

î ĵ k̂
∂ ∂ ∂
Curl F =
∂x ∂y ∂z
2xz xyz 3yz

26 / 1
Note: A vector V is Solenoidal if divergence of V = 0 (∇ · V = 0) and
it would be termed as Irrotational if Curl of V = 0 (∇ × V = 0).
Example: Find divergence and curl of F = 2xzî + xyzĵ + 3yzk̂ at (1, 1, 1).
  
∂ ∂ ∂ 
Solution: Div F = ∇ · F = + ĵ + k̂ · 2xzî + xyzĵ + 3yzk̂
∂x ∂y ∂z
i.e., ∇ · F = 2z + xz + 3y.
So, ∇ · F|(1,1,1) = 6.

î ĵ k̂
∂ ∂ ∂
Curl F = = (3z − xy)î + 2xĵ + yzk̂
∂x ∂y ∂z
2xz xyz 3yz
i.e., ∇ × F|(1,1,1) = 2î + 2ĵ + k̂.

26 / 1
Practice problems

1 Find curl and Divergence for the following vectors:


a F = x2 y î + xy2 z ĵ + xyz2 k̂ at (1,2,3)
b F = 3x2 ı̂ + 5xy2 ȷ̂ + 7xyz3 k̂ at (1,2,1)
c F = grad (x3 y + y3 z + z3 x − x2 y2 z2 )

2 If F = (x + y + 1)î + ĵ − (x + y)k̂, show that F · curl F = 0.


3 If A and B are irrotational, then show that A × B is solenoidal.
4 Define irrotational vector.
5 Show that each of the following vectors are solenoidal:
a 3y4 z2 î + 4x3 z2 ĵ + 3x2 y2 k̂
b (−x + yz)î + (4y − z2 x)ĵ + (2xz − 4z)k̂

27 / 1
Line Integral

A continuous vector function F(R) which is defined at each point of


curve C and R is a position vector of any random point on C, then
integration F along the length of the curve C is defined as line integral
and is given by Z
[Link],
C

where F = f î + g ĵ + h k̂ and dR = dx î + dy ĵ + dz k̂.

28 / 1
Examples

Que 1. If F = 3xy î − y2 ĵ, then evaluate


R
[Link], where C is the curve in
xy-plane y = 2x2 from (0, 0) to (1, 2).
Ans. Since, dR = dx î + dy ĵ, so [Link] = 3xy dx − y2 dy.
Also, y is equal to 2x2 on the curve, so [Link] = 3x(2x2 ) dx−(2x2 )2 d(2x2 ).
This gives

[Link] = 6x3 dx − 4x4 (4x dx) = 6x3 dx − 16x5 dx.

As we consider the part of the curve from (0, 0)


to (1, 2), so x varies from 0 to 1. Thus
1  1
6 4 16 6
Z Z
3 5
F · dR = (6x − 16x ) dx = x − x
C 0 4 6 0
7
Z
=⇒ F · dR = − .
C 6

29 / 1
Surface Integral

Consider a continuous vector function F(R) and a surface S. Let the sur-
face element surrounding any point P(R) be δS which can be regarded
as a vector; its magnitude being the area and its direction that of the
outward normal to the element, then integration over the entire sur-
face is called normal surface integral. It is given by
Z Z
[Link] = F.N dS,
S S

where N is the unit outward normal to the surface S at the point P.

30 / 1
Example
Que 1. Evaluate S A.n dS, where A = z î + x ĵ − 3y2 z k̂ and S is the
RR

surface of the cylinder x2 + y2 = 16 included in the first octant between


z = 0 and z = 5.
Ans. Project S on the xz-plane as in the figure below and call the projection R.
(Note, projection on xy-plane can’t be taken here.)

31 / 1
Thank you

32 / 1

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