Chapter 4: MULTIPLE

INTEGRALS

Lecture 1:
• Double Integrals over Rectangles
• Iterated Integrals

How can you evaluate the water amount in a lake?

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1. Double Integrals over Rectangles: Volume of a
Solid under a Surface
z  f ( x, y)  0 defined on
R  [a, b]  [c, d ]  {( x, y) | a  x  b, c  y  d }

S  {( x, y, z) | 0  z  f ( x, y)}

Problem: What is the volume of S?

2
Divide rectangle R into mn subrectangles:
 Dividing [a, b] into m subintervals [xi-1,
xi] of equal width
x = (b-a)/m
 Dividing [c, d] into n subintervals [yj-1,
yj] of equal width
y = (d-c)/n

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• Form m.n subrectangles
Rij  [ xi 1 , xi ] [ y j 1 , y j ]  {( x, y) | xi 1  x  xi , y j 1  y  y j }
each with area A= x y
• Choose a sample point (xij*, yij*) in each Rij
y

d
   
yj
yij*
yj-1
  Rij  

   

   
c

O a xi-1 xij* xi b x

4
Approximate the part of S that lies above each Rij by a thin rectangular
box with base Rij and height
f(xij*, yij*)
The volume of this box is
f(xij*, yij*)A m n
V   f ( xij* , yij* )A
i 1 j 1

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Volumes and Double Integrals
Our intuition suggests that the approximation
becomes better as m and n become larger and
so we would expect that
m n
V  lim
m , n 
 ij ij )A
f ( x *

i 1 j 1
, y *

We use this expression to define the volume of

the solid that lies under the graph of f and
above the rectangle R

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Volumes and Double Integrals
Definition: The double integral of f over the rectangle R
is m n

 f ( x, y )dA  lim
m , n 
 ij ij )A
f ( x *

i 1 j 1
, y *

if this limit exists

Remark:
It can be proved that the limit exists if f is a
continuous function.
It also exists for some discontinuous functions
as long as they are reasonably “well-behaved”

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Volume of a solid under a
surface
• If f(x,y) ≥ 0, then the volume V of the solid that
lies above the rectangle R and below the surface
z=f(x,y) is

V   f ( x, y )dA
R

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Approximation by double Riemann
sum m n

Double Riemann sum 

f ( x , y )A * *
ij ij
i 1 j 1
is used as an approximation of double integral

d
   
yj
yij*
yj-1
  Rij  

   

   
c

O a xi-1 xij* xi b x
9
9
The choice of Sample Points:
Upper right-hand corners
 The sample point (xij*, yij*) can be the upper right-hand
corner of Rij , namely (xi ,yj). Then the expression for the
double integral looks simpler:
m n

 f ( x, y)dA  lim
m , n 
 f ( x , y )A
i 1 j 1
i j
R

ba d c
xi  a  i , yj  c  j ,
m n
ba d c
A  xy 
m n
m n

 f ( x, y)dA   f ( x , y )A
R i 1 j 1
i j

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 Example: Estimate the volume of the solid that lies above
the square R=[0, 2]x[0, 2] and below the elliptic paraboloid
z  16  x 2  2 y 2
Divide R into four equal squares
and choose the sample point to
be the upper right corner of
each subsquare.

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Solution
• Approximate the double integral by the Riemann
sum with m=n=2:
2 2
V   f ( xi , y j )A
i 1 j 1

 f (1,1)A  f (1, 2)A  f (2,1)A  f (2, 2)A

 13(1)  7(1)  10(1)  4(1)  34

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The Riemann sum approximations become more accurate as m
and n increase

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Approximation: Midpoint Rule
We take the sample point (xij*, yij*) to be the
center ( xi , y j ) of Rij , where
xi 1  xi y j 1  y j
xi  , yj 
2 2
Then
m n

 f ( x, y)dA   f ( x , y )A
R i 1 j 1
i j

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 Midpoint Rule: Example
• Use midpoint rule with
m=n=2 to estimate the
value of the double
integral

  2
( x 3 y )dA
R

where
R  {( x, y ) | 0  x  2,1  y  2}

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 1 3 5 7 1
x1  , x2  , y1  , x2  , and A 
2 2 4 4 2
2 2

 ( x  3 y
2
)dA   f ( xi , y j )A
R i 1 j 1

 f ( x1 , y1 )A  f ( x1 , y2 ) A  f ( x2 , y1 ) A  f ( x2 , y2 ) A
1 5 1 7 3 5 3 7
 f ( , ) A  f ( , ) A  f ( , ) A  f ( , ) A
2 4 2 4 2 4 2 4
67 1 139 1 51 1 123 1
 ( )  ( )  ( )  ( )
16 2 16 2 16 2 16 2
95
   11.875
8 16
Average Value
• We define the average value of a function f of two
variables defined on a rectangle R to be
1
f ave  
A( R) R
f ( x, y )dA

• where A(R) is the area of R.

17
Properties of double integrals
• We assume that all of the integrals exist. It holds
that:
1)  ( f ( x, y)  g ( x, y))dA   f ( x, y )dA   g ( x, y )dA
R R R

2)  cf ( x, y)dA  c  f ( x, y )dA,
R R
where c is a constant

3) If f ( x, y )  g ( x, y ), ( x, y )  R, then

 f ( x, y )dA   g ( x, y )dA
R R

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2. Iterated Integrals:
Motivations
• How to evaluate double integrals?
• Let a function f(x,y) be defined on a rectangle
R=[a, b]x[c, d]
• Integrate with respect to x and y separately:
b d

 f ( x, y)dx  g ( y),  f ( x, y)dy  h( x)

a c

• These are functions of one variable. Therefore, they

can also be integrated!
d d
b  b b
d 
c g ( y)dy c  a f ( x, y)dx dy a h( x)dx a  c f ( x, y)dy dx
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 Example
• Let f(x,y)=3xy2 + 6x2y + 2y defined on
R  {( x, y) | 0  x  2,0  y  1}
• First, integrate f(x,y) with respect to x, to get
2 x2
3 2 2
0  
2 2 3
(3xy 6x y 2y)dx = ( x y +2x y+2xy)
2 x 0

 6 y 2  20 y  g ( y )
• Second, integrate g(y) w.r.t. y to get

 (6 y
1
2
 20 y )dy  (2 y  10 y )  12
3
0
0 20
 Example
• On the other hand, if we take integral of f(x,y) with
respect to y first, we obtain
1
y 1
 (3xy  6x y  2y)dy = (xy +3x y +y )
2 2 3 2 2 2
y 0
0

 3 x 2  x  1  h( x )
• Then, we integrate h(x) w.r.t. x to get

2 2 2
x
0 (3x  x  1)dx  ( x  2  x)  12
2 3

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Iterated Integrals
• In general, it holds that
b d
  d b
 
a  c f ( x, y)dy dx  c  a f ( x, y)dx dy

• Usually the brackets are omitted, and so

b d d b

  f ( x, y)dydx    f ( x, y)dxdy
a c c a

• Each of these integrals is called an iterated integral

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 Fubini’s Theorem
• If f is continuous on the rectangle
then R  {( x, y) | a  x  b, c  y  d}
d b b d

 f ( x, y)dA   f ( x, y)dx dy   f ( x, y)dy dx

R c a a c

• More generally, this is true if f is bounded on R, is

discontinuous only on a finite number of smooth
curves, and the iterated integrals exist.

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Example 1
• Find
 ( x  3 y
2
)dA
R

where R is the rectangle 0≤x ≤2, 1≤y ≤2

y
2
R

2
O 24
Solution R is the rectangle 0≤x ≤2, 1≤y ≤2

• We have
2 2

 ( x  3 y )dA    ( x  3 y )dydx
2 2

R 0 1
2 y 2 2
  ( xy  y 3 ) dx   (2 x  8  x  1)dx
0 y 1 0

2 2 2
x
  ( x  7)dx  (  7 x)  12
0
2 0

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Homework Chapter 4
• Double integrals over rectangles: 6, 12
• Iterated Integrals: 9, 12, 18
• Double integrals over general regions: 2, 5, 7, 9,
10,
• Double integrals in polar coordinates: 2, 6, 8, 10, 12
• Applications of double integrals: 2, 4, 6, 8
• Triple Integrals: 2, 6, 9, 12, 16

• Deadline: 4 weeks
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