Multiple Integrals

1
 Multiple Integrals
• Syllabus
• Iterated integrals, multiple integrals over elementary regions.
Change of variables, Jacobians. Cylindrical and spherical polar
coordinate systems.
– Double integrals
– Triple integrals

2
 Introduction
• Multiple integrals arise in a number of areas of science and
engineering, including computations of
a) Area of a 2D region
b) Volume
c) Mass of 2D plates
d) Force on a 2D plate
e) Average of a function
f) Center of Mass and Moment of Inertia
g) Surface Area
• In this chapter, we shall concentrate on computations of area
and volume of a given region.

3
 Double integrals - Area
• Consider a function of one variable y = f(x) and R is the region
of integration on the xy-plane.
• For f(x)>0 , the definite integral is equal to the area A under
the line y = f(x) and above the x-axis in the region R as shown.

•The double integral consists of

an inner (first evaluated) and an
outer integrals.
•It is also called iterated integral.

Double integral

dydx = ∫ [ y ]
b f ( x) b b
A = ∫ ∫ dA = ∫ ∫ dx = ∫ f ( x)dx
f ( x)
a 0 a 0 a
R 4
Double integrals over a
rectangular region
R = {( x , y ) : a ≤ x ≤ b , c ≤ y ≤ d }

b d
A = ∫ ∫ dA = ∫ ∫ dydx
a c
R

= ∫ [ y ] dx
b d
a c

b
= ∫ (d − c)dx
a

= (d − c)[x ]a
b

= (d − c)(b − a )

5
 Double integrals over a
nonrectangular region
Type 1 region: is a region bounded in the interval a≤x≤b
between continuous curves y = g1(x) and y = g2(x), where g1(x) ≤
g2(x) for a≤ x≤b.

y= g2 ( x)
A = ∫ ∫ dA = ∫ ∫
b
 b
dy dx = ∫ g 2 ( x) − g1 ( x)dx
a 
 y = g1 ( x )  a
R
b
= ∫ upper function − lower function dx 6
a
 Double integrals over a
nonrectangular region
Type 2 region: is a region bounded in the interval c≤ y≤d
between continuous curves x = h1(y) and x = h2(y), where h1(y) ≤
h2(y) for c≤ y≤d.

A = ∫ ∫ dA = ∫
d
 x = h2 ( y ) dx  dy = dh ( y ) − h ( y )dy
c  ∫x = h1 ( y )  ∫c 2 1
R
d
= ∫ right function − left function dy 7
c
 Double integrals - Area
• For example, set up a double integral and evaluate the area of
the shaded region.

Area = ∫ ∫ dA = ∫
R
0
2
[∫ 2− x

1− x / 2
dy dx]
= ∫ [ y ]12−−xx/ 2 dx
2

0
2 x
= ∫ (1 − )dx
0 2
2
 x  2
= x −  = 1
 4 0

8
Exercise 1
Evaluate the bounded area of region R by using double integral.
a)

9
b)

Ans : 2 / 15,25 / 2
10
 Double integrals - Volume
• Consider a function of two variables z = f(x,y) and R is the
region of integration on the xy-plane.
• For f(x,y)>0 , the definite integral is equal to the volume V
under the surface z = f(x,y) and above the xy-plane for x and y
in the region R, as shown.
Double integral

V = ∫ ∫ f ( x, y )dA
R

Note: volume V can be

represented using triple
integral, the above double
integral is obtained when a
surface f(x,y) is projected
onto the xy-pane. 11
 Double integrals over a
rectangular region
• Suppose that f(x,y) is continuous over a rectangular region R
in the xy-plane as shown above. The double integral is
evaluated in the region
R = {( x , y ) : a ≤ x ≤ b , c ≤ y ≤ d }
V = ∫ ∫ f ( x, y )dA
R

=∫
d
 b f ( x, y )dx  dy
c  ∫a 

= ∫ ∫ f ( x, y )dy  dx

b d

a 
c 

•The double integral consists of an inner (first evaluated) and an outer integrals.
•It is also called iterated integral.
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 Double integrals over a
rectangular region
• For example,
2
x 2
xdxdy = ∫   dy = ∫ 2dy = [2 y ]0 = 2
1 2 1 1
∫∫
1
0 0 0
 2 0 0

• The same is obtained if we interchanged the order of

integration. 2
 x2 
∫ ∫ xdydx = ∫ [xy] dx = ∫
2 1 2 2
xdx =   = 2
1
0
0 0 0 0
 2 0
Note: When region R is rectangular, just swap the integrals (do remember to
swap dx and dy as well)

13
Exercise 2
Evaluate the iterated integrals. Then, interchange the order of
integration and show that the same value is obtained.
a) ∫ ∫ xy 3dA; R = {( x, y ) : 0 ≤ x ≤ 1,0 ≤ y ≤ 3}
R

14
 π π
b) ∫ ∫ x sin yd A; R = {( x, y ) : 0 ≤ x ≤ ,0 ≤ y ≤ }
R
2 3

Ans : 81 / 8, π 2 / 16
15
 Double integrals over a
nonrectangular region
• For example, write two iterated integration forms for the
double integral
∫ ∫ f ( x, y)dA
R
where R is the region enclosed by the lines x=0, y=0 and y=1-x.
• First, we plot the region R.
• Let’s say we want to evaluate
w.r.t y-direction first. So, draw
an arrow in the increasing y.
Observe that the arrow cuts
from y=0 to y=1-x. So, the inner
integral is 1− x
∫ f ( x , y)dy
0
16
 Double integrals over a
nonrectangular region
• Finally, the outer integral x is between x=0 to x=1. Thus

∫ [∫ f ( x , y)dy ]dx
1 1− x

0 0
• We can also integrate with respect to x first and then y. First,
draw an arrow in the x direction. Observe that the arrow cuts
from x=0 to x=1-y. So, the inner integral is
1− y
∫
0
f ( x , y )dx

• Finally, the outer integral y=0 to

y=1. Thus, we get

∫ [∫ ]
1 1− y
f ( x , y )dx dy
0 0

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Exercise 3
Evaluate ∫ ∫ (1 + xy)dA where the region R is as given below by
first considering the y direction for the inner integral. Write
R

down a second iterated integral that will produce the same

result.

Ans : 5 / 24 , ∫ ∫ (1 + xy )dx dy


1 y

0
 y 
18
Exercise 4
Evaluate ∫R ∫
2
xy dA
in two different ways where the region R is
bounded by the curves y=x1/2 and y=x3 in the first quadrant.
Sketch the region R.

Ans : 5 / 77
19
Exercise 5
Evaluate ∫∫
R
6 x − 2 y 2 dA
where R is the region bounded by parabola y2=x and the straight
line x+y=2. Sketch the region R.

Ans : 36.9
20
 Order in iterated the integrals
• The choice of the order of iterated integral may make the
integration easier or more difficult to evaluate.
• For instance, consider the function f(x,y) over the bounded
region R. The solution is easier using
2  1+ x 2 dx
∫ ∫R f ( x , y ) dA = ∫−1 ∫− x2 f ( x , y ) dy 

• However, integrating
in the x direction first
may result in more
integrals to be solved.
More tedious!

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 Order in iterated the integrals
• It is sometime necessary to interchange the order of integrals as it may be
difficult to solve the inner integral or sometimes no antiderivative exists
for it.
• For instance, the double integral

π π sin y
∫∫
0 x y
dydx

has no direct antiderivative for the inner integral.

• A way to solve is by reversing the order of integration.

π π sin y π y sin y
∫∫
0 x y
dydx = ∫ ∫
0 0 y
dxdy
y
π  sin y  π
=∫  x  dy = ∫ sin ydy = [ − cos y ]π
0 =2
0
 y 0 0
22
Exercise 6
Solve the double integrals below by reversing the order of
integration. Sketch the region of integration.
2 1
a) b) ∫∫ ( )dxdy
2
6 2
∫∫
x
( x y + 1)dydx
3
0 y/2
e
0 x/3

Ans : 26 , e − 1
23
 Double integrals - Change of
variables
• In some cases it is advantageous to make a change of
variables so that the double integrals may be expressed in
terms of a single iterated integral.
Theorem: (Change of variables in double integrals)
• Let x = g1(u,v) and y = g2(u,v) be one-to-one transformation. If
f(x,y) is integrable over a region Rxy where Rxy is the image of
Ruv on the xy-plane under the transformation x = g1(u,v) and y
= g2(u,v), then

∫∫ f ( x , y)dxdy = ∫∫ f ( g (u , v), g (u , v)) J (u , v) dudv

Rxy Ruv
1 2

• Note that J is called the Jacobian. Modulus of Jacobian

24
 Double integrals - Change of
variables
• For double integral, Jacobian relates infinitesimal areas on the
xy-plane to infinitesimal areas on the uv-plane. It can be
thought of as describing the amount of “distortion factor/
scaling” needed for the transformation. Mathematically,
Jacobian is the determinant of the matrix of partial
derivatives.
∂x ∂x
J (u , v) = ∂u ∂v = xu xv
= xu yv − xv yu
∂y ∂y yu yv
∂u ∂v
∂u ∂u
1 ∂x ∂y u x uy
Note: J (u , v ) = , J ( x , y) = = = u x v y − u y vx
J ( x , y) ∂v ∂v v x vy
∂x ∂y 25
 Double integrals - Change of
variables
• For example, consider the double integral problem
x+2 2− x
x 0  x  2 x 
Area = ∫ ∫ 4( + y ) dA = ∫  ∫− 2− x 4( + y ) dy dx + ∫  ∫x − 2 4( + y ) dy dx
2 2 2 2 2
−2
R
2  2 2  0
 2 2 
• It consists of the sum of two
iterated integrals, one for
the region on the left-hand
side, another on right-hand
side. We will proceed to
introduce a change of
variables so that there is
only one iterated integral.
26
 Double integrals - Change of
variables
• There are NO hard and fast rules for making change of
variables for multiple integrals. For the problem above, it is
appropriate to introduce the following variables u and v:
u = x + 2y , v = x - 2y .

The diamond-shaped region has been changed into a rectangular region

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 Double integrals - Change of
variables
• The inverse functions are
x = (u + v)/2, y = (u - v)/4
• This is an example of a linear transformation. That means
lines in the xy-plane are transformed into lines in the uv-
plane.
x 2 2 1 16
Area = ∫ ∫ 4( + y ) dxdy = ∫ ∫ u − dudv =
2 2

2 −2 −2 4 3
Rxy

4[(u+v)/4+(u-v)/4]2=u2 xu xv 1 / 2 1 / 2
J= = = −1 / 4
yu yv 1 / 4 − 1 / 4

General formula : ∫∫ f ( x, y )dxdy = ∫∫ f ( g1 (u , v), g 2 (u , v)) J dudv

Rxy Ruv
28
Exercise 7
Evaluate the double integral by change of variables. Sketch the
region of integration after change of variables.

∫∫ ( + )dxdy
2
x y
R

Ans : 11/ 3
29
 Double integrals in
polar coordinates
• For some regions R, it is convenient to convert to polar
coordinates in order to evaluate the double integral.
x = r cos θ , y = r sin θ
y
x 2 + y 2 = r 2 , tan θ =
x
• Converting xy-plane to rθ-plane, the Jacobian is
∂x ∂x
J = ∂r ∂θ = cos θ − r sin θ
=r
∂y ∂y sin θ r cos θ
∂r ∂θ
• Thus
∫∫ f ( x , y)dxdy = ∫∫ f (r cos θ , r sin θ )rdrdθ
Rxy Rrθ 30
 Double integrals in
polar coordinates
• For example, evaluate
1
∫∫R ( x 2 + y 2 )3 / 2 dxdy

• Solution

1
∫∫R ( x 2 + y 2 )3 / 2 dxdy
π /4
π
2
π /4 2 1 π /4 2 1 π /4  1 π /4 1  1 
=∫ ∫ rdrdθ = ∫ ∫ 2 drdθ = ∫ −  dθ = ∫ dθ =  θ  =
 r 1  2 0
3
0 1 r 0 1 r 0 0 2 8
31
Exercise 8
Evaluate
∫∫
R
(3 x + 4 y 2 )dxdy

where R is the region on the upper half-plane bounded by

x2+y2=1 and x2+y2=4. Sketch the region R.

Ans : 15π / 2
32
Exercise 9
Use double integral and polar coordinates to find the volume of
the solid bounded by the plane z=0 and the paraboloid
z+x2+y2=1. Sketch the solid and the region of integration on the
xy-plane.

Ans : π / 2
33
 Appendix
• The volume V bounded between two surfaces z = f2(x,y) and z
= f1(x,y) where f1(x,y)≤f2(x,y) with projection of region R on
the xy-plane, as shown.

Use this to solve Q9 of tutorial

V = ∫ ∫ f 2 ( x , y ) − f1 ( x , y )dA
R

= ∫ ∫ upper surface − lower surfacedA

R
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Appendix

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Appendix

36
Appendix

37
Appendix

38
Appendix

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