MA2104 Week 5

1 Double Integral
Double Integral over Rectangle
Double Integral over General Region
Iterated Double Integral

2 Double Integral over Type I & Type II Regions

3 Additivity & Area of a Plane Region

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Double Integral over Rectangle

We start by reviewing how we arrive at the definite integral of

functions of a single variable:

Step 1. Suppose f (x) is defined for a ≤ x ≤ b. We divide the

interval [a, b] into n subintervals of equal size △x = b−a
n .

Step 2. We choose sample points xi∗ from these subintervals

and form the Riemann Sum
n
X
f (xi∗ )△x.
i=1

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Double Integral over Rectangle

Step 3. Take the limit of such sum as n → ∞ to obtain the

definite integral of f from a to b:
Z b n
X
f (x)dx = lim f (xi∗ )△x.
a n→∞
i=1

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Volume & Double Integral

Rb
In the special case where f (x) ≥ 0, the integral a f (x)dx
represents the area under the curve f (x) from a to b.

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Double Integral over Rectangle

Suppose f (x, y ) is a function of two variables defined on a

closed rectangle

R = [a, b] × [c, d] = {(x, y) ∈ R2 : a ≤ x ≤ b, c ≤ y ≤ d}.

Suppose f (x, y ) ≥ 0. The graph of f is a surface with

z = f (x, y) above the region R.

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Double Integral over Rectangle

Let S be the solid that lies above R and under the graph of f .
How can we find the volume of S?

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Double Integral over Rectangle

Step 1. Divide the rectangle R into subrectangles.

dividing the interval [a, b] into m subintervals [xi−1 , xi ] of

equal length △x = b−a m , and

dividing the interval [c, d] into n subintervals [yj−1 , yj ] of

equal length △y = d−c n .

Form subrectangles

Rij = [xi−1 , xi ] × [yj−1 , yj ], for all 1 ≤ i ≤ m, 1 ≤ j ≤ n.

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Volume & Double Integral

Each of these subrectangles has area △A = △x△y.

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Double Integral over Rectangle

Step 2. Choose a sample point (xij∗ , yij∗ ) in each Rij .

Then approximate the part of S lies above Rij by a thin

rectangle box with base Rij and height f (xij∗ , yij∗ ). The volume of
this box is given by

f (xij∗ , yij∗ )△A.

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Double Integral over Rectangle

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Double Integral over Rectangle

It follows that by adding the volumes of all these thin boxes, we

get an approximation of the total volume of S:
m X
X n
V ≈ f (xij∗ , yij∗ )△A.
i=1 j=1

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Double Integral over Rectangle

Our intuition tells us that the approximation becomes better as

m, n → ∞. So we would expect
m X
X n
V = lim f (xij∗ , yij∗ )△A.
m,n→∞
i=1 j=1

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Double Integral over Rectangle

Definition 1 (Double Integral)

The double integral of f over the rectangle R is
ZZ m X
X n
f (x, y ) dA = lim f (xij∗ , yij∗ )△A
R m,n→∞
i=1 j=1

provided the limit exists and is the same for any choice of the
sample points (xij∗ , yij∗ ) in Rij , for 1 ≤ i ≤ m, 1 ≤ j ≤ n.

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Double Integral over General Region

In the last section, we have seen the definition of double

integral over rectangle. How do we define double integrals over
regions D of more general shape like the one shown below?

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Double Integral over General Region

First, we enclose it in a rectangle R as shown:

Next, we define a new function:


f (x, y) if (x, y ) ∈ D
F (x, y) =
0 if (x, y ) ∈ R \ D

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Double Integral over General Region

Definition 2 (Double Integral over General Region)

We define the double integral of f over general region D by
ZZ ZZ
f (x, y ) dA = F (x, y) dA.
D R

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Double Integral over General Region

The above makes sense since roughly we have

ZZ XX
F (x, y ) dA ≈ F (x, y)△A
R | {z }
R
XX XX
≈ F (x, y)△A + F (x, y )△A
| {z } | {z }
R\D D
XX
≈ 0+ f (x, y )△A
| {z }
D
ZZ
≈ f (x, y, ) dA.
D

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Double Integral over General Region

As in the case of a rectangle, we can interpret a double integral

as volume when f (x, y ) ≥ 0 for all (x, y) ∈ D.

Theorem 3 (Volume as a Double Integral)

If f (x, y) ≥ 0, the the volume V of the solid that lies above the
region D and below the surface z = f (x, y ) is
ZZ
V = f (x, y ) dA.
D

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Double Integral over General Region

Think of the solid S as the region consisting of points between

D and the surface corresponding to f . Then the volume of S is
given by the double integral of f over D.
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Double Integral over General Region

We do ourselves no favour by only thinking double integrals as

volumes. There are many other interpretations depending on
the units we give to x, y as well as f (x, y ). Below are two
different interpretations:

Double Integral as Mass of a plane region D:

f (x, y ) is the mass density in kg per meter2

x and y are measured in meters.
ZZ
The unit for f (x, y) dA is kg, and it is the total mass of
D
the region D.

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Double Integral over General Region

Double Integral as Probability of the event D:

f (x, y ) is the joint probability density for the random

variable x and y.
ZZ
Then f (x, y ) dA is the probability of the event D.
D

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Double Integral over General Region

Below are some basic properties of double integrals that we

use sometimes even without mention. Assuming all the
integrals exist, we have
ZZ
(f (x, y) + g(x, y )) dA
D
ZZ ZZ
= f (x, y ) dA + g(x, y ) dA.
D D

ZZ ZZ
cf (x, y) dA = c f (x, y) dA.
D D

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Iterated Double Integral

Suppose f (x, y ) is integrable over the rectangle

R = [a, b] × [c, d].
Rd
We use the notation c f (x, y) dy to mean that x is held fixed
and f (x, y) is integrated with respect to y from c to d.

This procedure is called partial integration with respect to y .

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Iterated Double Integral

Rd
So c f (x, y) dy is a function of x, as it depends on the value of
x: set
Z d
A(x) = f (x, y ) dy .
c

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Iterated Double Integral

We now integrate A(x) from a to b:

"Z #
Z b Z b d
A(x) = f (x, y ) dy dx.
a a c

The integral on the right-hand side is called an iterated integral.

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Iterated Double Integral

Usually, we omit the brackets:

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

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Iterated Double Integral

Definition 4 (Iterated Double Integral)

Z b Z d
f (x, y ) dy dx
a c
means we first integrate with respect to y from c to d (keeping
x fixed) and then with respect to x from a to b.
Z d Z b
f (x, y ) dx dy
c a
means we first integrate with respect to x from a to b (keeping
y fixed) and then with respect to y from c to d.

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Iterated Double Integral

Example 1
Evaluate the iterated integral
Z 2Z 3
x 2 y dx dy .
1 0

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Iterated Double Integral

Solution.
"Z #
Z 2Z 3 Z 2 3
2 2
x y dx dy = x y dx dy
1 0 1 0

Z 2  3 3
x y
= dy
1 3 0
Z 2
= 9y dy
1
2
9y 2

=
2 1

27
= .
2
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Iterated Double Integral

Example 2
Evaluate the iterated integral
Z 3Z 2
x 2 y dy dx.
0 1

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Iterated Double Integral

Solution.
"Z #
Z 3Z 2 Z 3 2
2 2
x y dy dx = x y dy dx
0 1 0 1

Z 3  2 2 2
x y
= dx
0 2 1
Z 3
3 2
= x dx
0 2
 3 3
x
=
2 0
27
= .
2
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Iterated Double Integral

Notice in both of the preceding examples, we obtained the

same answer.

It seems that the order of integration (with respect to x or y

first) does not matter.

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Iterated Double Integral

Theorem 5 (Fubini’s Theorem)

If f is continuous on the rectangle R = [a, b] × [c, d], then

ZZ Z b Z d Z d Z b
f (x, y) dA = f (x, y ) dy dx = f (x, y ) dx dy.
R a c c a

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Iterated Double Integral

Example 3
Evaluate ZZ
y sin(xy) dA
R
where R = [1, 2] × [0, π].

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Iterated Double Integral

Solution 1. Using Fubini’s Theorem, lets integrate first with

respect to x.

ZZ Z π Z 2
y sin(xy) dA = y sin(xy) dx dy
R 0 1
Z π
= [− cos(xy)]21 dy
0
Z π
= (− cos 2y + cos y) dy
0
 π
1
= − sin 2y + sin y = 0.
2 0

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Iterated Double Integral

Solution 2. By Fubini’s Theorem, we should get the same

answer if we first integrate with respect to y :
ZZ Z 2Z π
y sin(xy) dA = y sin(xy) dy dx.
R 1 0

We first need to compute the inner integral:

Z π
y sin(xy) dy .
0

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Iterated Double Integral

Using integration by parts,

π
y cos(xy) π
Z   Z π
cos(xy)
y sin(xy) dy = − − − dy
0 x 0 0 x
π cos πx 1
= − + 2 [sin xy]π0
x x
π cos πx sin πx
= − + .
x x2
Now, integrating the first term by parts, we have
Z  Z
π cos πx  sin πx sin πx
− dx = − − dx
x x x2

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Iterated Double Integral

So
Z  
π cos πx sin πx sin πx
− + dx = − .
x x2 x
Hence

Z 2Z π  2
sin πx
y sin(xy) dy dx = −
1 0 x 1

sin 2π
= − + sin π = 0.
2
■

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Iterated Double Integral

Some observations:

(1) Though both solution gives the same answer, the first
solution is much easier than the second one.
' $

Therefore, when we evaluate double integrals,

it is wise to choose the right order of integration
that yields simpler calculations.
& %

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Iterated Double Integral

This is the surface given by the equation z = y sin(xy) in the

preceding example.

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Iterated Double Integral

(2) This function takes both positive and negative values on

R = [1, 2] × [0, π].
RR
For such a function, R f (x, y) dA is a difference of
volumes:

V1 − V2 where
V1 is the volume above R and below the graph of f

V2 is the volume below R and above the graph.

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Double Integral over Type I & Type II Regions

Definition 6 (Type I Region)

A plane region D is said to be of Type I if it lies between the
graphs of two continuous functions of x, that is,

D = {(x, y ) : a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}

where g1 (x) and g2 (x) are continuous on [a, b].

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Double Integral over Type I & Type II Regions

Some examples of Type I region:

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Double Integral over Type I & Type II Regions

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Double Integral over Type I & Type II Regions

Definition 7 (Type II Region)

A plane region D is said to be of Type II if it lies between the
graphs of two continuous functions of y , that is,

D = {(x, y) : c ≤ y ≤ d, h1 (y) ≤ x ≤ h2 (y)}

where h1 (y ) and h2 (y) are continuous on [c, d].

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Double Integral over Type I & Type II Regions

Some examples of Type II region:

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Double Integral over Type I & Type II Regions

Theorem 8 (Double Integral over Type I Domain)

If f is continuous on a Type I domain D such that

D = {(x, y ) : a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}

then Z bZ
ZZ g2 (x)
f (x, y) dA = f (x, y) dy dx.
D a g1 (x)

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Double Integral over Type I & Type II Regions

ZZ Z bZ g2 (x)
f (x, y) dA = f (x, y ) dy dx
D a g1 (x)

In the inner integral we regard x as being constant not only in

f (x, y ) but also in the limits of the integration, g1 (x) and g2 (x).

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Double Integral over Type I & Type II Regions

Theorem 9 (Double Integral over Type II Domain)

If f is continuous on a Type II domain D such that

D = {(x, y ) : c ≤ y ≤ d, h1 (y) ≤ x ≤ h2 (y )}

then Z dZ
ZZ h2 (y)
f (x, y) dA = f (x, y) dx dy.
D c h1 (y)

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Double Integral over Type I & Type II Regions

Example 4
RR
Evaluate D (x + 2y ) dA where D is the region bounded by the
parabolas y = 2x 2 and y = 1 + x 2 .

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Double Integral over Type I & Type II Regions

Solution.
Step 1. Identify the region.

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Double Integral over Type I & Type II Regions

We note that D is a Type I region:

D = {(x, y) : −1 ≤ x ≤ 1, 2x 2 ≤ y ≤ 1 + x 2 }.

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Double Integral over Type I & Type II Regions

Step 2. Set up the iterated integral.

ZZ Z 1 Z 1+x 2
(x + 2y) dA = (x + 2y) dy dx.
D −1 2x 2

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Double Integral over Type I & Type II Regions

Step 3. Evaluate the inner integral.

Z 1+x 2 h iy=1+x 2
(x + 2y ) dy = xy + y 2
2x 2 y=2x 2

= x(1 + x ) + (1 + x 2 )2 − x(2x 2 ) − (2x 2 )2

2

= −3x 4 − x 3 + 2x 2 + x + 1

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Double Integral over Type I & Type II Regions

Step 4. Complete the computation.

ZZ Z 1
(x + 2y) dA = (−3x 4 − x 3 + 2x 2 + x + 1) dx
D −1
1
x5 x4 x3 x2

= −3 − +2 + +x
5 4 3 2 −1
32
= .
15
■

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Double Integral over Type I & Type II Regions

TIPS:
For Type I region, it is helpful to draw a vertical arrow which
starts at the lower boundary y = g1 (x) and ends at the upper
boundary y = g2 (x). This corresponds to the inner integral.

For Type II region, it is helpful to draw a horizontal arrow which

starts at the left boundary x = h1 (y) and ends at the right
boundary x = h2 (y ). This corresponds to the inner integral.

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Double Integral over Type I & Type II Regions

Example 5
RR
Evaluate D xy dA where D is the region bounded by the line
y = x − 1 and the parabola y 2 = 2x + 6.

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Double Integral over Type I & Type II Regions

Solution.
The region D can be of Type I or II:

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Double Integral over Type I & Type II Regions

But we prefer D as Type II (Why?):

1 2
D = {(x, y ) : −2 ≤ y ≤ 4, y − 3 ≤ x ≤ y + 1}.
2

ZZ Z 4 Z y +1
xy dA = = xy dx dy
1 2
D −2 2
y −3
4
y5
Z  
1
= − + 4y 3 + 2y 2 − 8y dy
2 −2 4
4
y6 y3

1 4 2
= − + y + 2 − 4y
2 24 3 −2
= 36.

■
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Double Integral over Type I & Type II Regions

Example 6
Find the volume of the tetrahedron T bounded by the planes
x + 2y + z = 2, x = 2y , x = 0 and z = 0.

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Double Integral over Type I & Type II Regions

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Double Integral over Type I & Type II Regions

Solution. The required volume V lies under the graph

z = 2 − x − 2y and above
x x
D = {(x, y ) : 0 ≤ x ≤ 1, ≤ y ≤ 1 − }.
2 2

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Double Integral over Type I & Type II Regions

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Double Integral over Type I & Type II Regions

ZZ
Volume = (2 − x − 2y ) dA
D
Z 1 Z 1−x/2
= (2 − x − 2y) dy dx
0 x/2
Z 1h iy=1−x/2
= 2y − xy − y 2 dx
0 y=x/2
Z 1
= (x 2 − 2x + 1) dx
0
1
x3

= − x2 + x
3 0
1
= .
3
■
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Double Integral over Type I & Type II Regions

Example 7
Evaluate the following iterated integral:
Z 3Z 1
3
√ ey dy dx.
0 x/3

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Double Integral over Type I & Type II Regions

Solution. Change the order of integration (do you see why?):

Z 3Z 1 Z 1 Z 3y 2
y3 3
√ e dy dx = ey dx dy
0 x/3 0 0
Z 1
3
= 3y 2 ey dy
0
= e − 1.

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Additivity & Area of a Plane Region

If D is the union of domains D1 , . . . , Dn that do not overlap

except possibly on boundary curves, then

Theorem 10 (6.5.1 – Additivity With Respect to Domain)

ZZ ZZ ZZ
f (x, y ) dA = f (x, y) dA + · · · + f (x, y ) dA.
D D1 Dn

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Additivity & Area of a Plane Region

Additivity may be used to evaluate double integrals over domain

D which is neither of Type I nor II but can be decomposed into
finitely many domains of Type I or II.

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Additivity & Area of a Plane Region

We can use double integral to compute area of a region D on

the plane:
Theorem 11 (Area of plane region)
Let f (x, y ) = 1 over a given region D. Then the area of D is
ZZ
A(D) = 1 dA.
D

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Additivity & Area of a Plane Region

Proof:

RR
D 1 dA is the volume of the solid which is a cylinder whose
base is A(D) and height 1.

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Additivity & Area of a Plane Region

Another way of computing the volume of a cylinder is

area of base × height

which is
A(D) · 1
in this case.

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Additivity & Area of a Plane Region

So ZZ
A(D) = 1 dA,
D
as required.
■

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Additivity & Area of a Plane Region

Example 12
Find the area of the following region D on the xy -plane:

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Additivity & Area of a Plane Region

Solution. We partition the region D into D1 and D2 as follows:

We can describe both D1 and D2 as Type II regions:

√
D1 = {(x, y ) : 0 ≤ y ≤ 1, y − 1 ≤ x ≤ y − y 3}
D2 = {(x, y) : −1 ≤ y ≤ 0, − 1 ≤ x ≤ y − y 3 }
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Additivity & Area of a Plane Region

ZZ Z 1 Z y −y 3
1 dA = √
1 dx dy
D1 0 y−1
Z 1 √
= (y − y 3 − y + 1) dy
0
" #1
y 2 y 4 y 3/2
= − − +y
2 4 3/2
0
7
= .
12

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Additivity & Area of a Plane Region

ZZ Z 0 Z y−y 3
1 dA = 1 dx dy
D2 −1 −1
Z 0
= (y − y 3 + 1) dy
−1
0
y2 y4

= − +y
2 4 −1
3
= .
4

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Additivity & Area of a Plane Region

ZZ
Area(D) = 1 dA
D
ZZ ZZ
= 1 dA + 1 dA
D1 D2

7 3
= +
12 4
4
= .
3
■

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