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Multiple integrations and their uses in data analysis

By:
Tariq Hassan Ali
Tareq Suleiman Mishhan
Safwan Omar Ali
Shahd Fawaz Ahmed
Safaa Mohammed Youssef
Shifa Khalaf Saad

Supervisors:
Mrs. Sausan Najib
2024 ‫ــــــــــــــــــــــــــــــــــــــــــــــــــــــــــــــــــ‬ 2025
 Multiple integrations and their uses in data analysis
Multiple Integrations
Introduction
In mathematics (specifically multivariable calculus), a multiple integral is a definite
integral of a function of several real variables, for instance, f(x, y) or f(x, y, z).
Integrals of a function of two variables over a region in (the real-number plane) are
called double integrals, and integrals of a function of three variables over a region in
(real-number 3D space) are called triple integrals. [1] For repeated
antidifferentiation of a single-variable function, see the Cauchy formula for repeated
integration.

Integral as area between two curves. Double integral as volume under a

surface

Just as the definite integral of a positive function of one variable represents

the area of the region between the graph of the function and the x-axis, the
double integral of a positive function of two variables represents the volume
of the region between the surface defined by the function (on the three-
dimensional Cartesian plane where z = f(x, y)) and the plane which contains
its domain.[1] If there are more variables, a multiple integral will yield
hypervolumes of multidimensional functions.
Multiple integration of a function in n variables: f(x1, x2, ..., xn)
over a domain D is most commonly represented by nested integral signs in
the reverse order of execution (the leftmost integral sign is computed last),
followed by the function and integrand arguments in proper order (the
integral with respect to the rightmost argument is computed last). The
domain of integration is either represented symbolically for every argument
over each integral sign, or is abbreviated by a variable at the rightmost
integral sign:[2]

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Since the concept of an antiderivative is only defined for functions of a
single real variable, the usual definition of the indefinite integral does not
immediately extend to the multiple integral.

Mathematical definition
For n > 1, consider a so-called "half-open" n-dimensional hyperrectangular domain T,
defined as
.
Partition each interval [aj, bj) into a finite family Ij of non-overlapping subintervals ijα,
with each subinterval closed at the left end, and open at the right end.
Then the finite family of subrectangles C given by

is a partition of T; that is, the subrectangles Ck are non-overlapping and their union is T.

Let f : T → R be a function defined on T. Consider a partition C of T as defined above,

such that C is a family of m subrectangles Cm and

We can approximate the total (n + 1)-dimensional volume bounded below by the n-

dimensional hyperrectangle T and above by the n-dimensional graph of f with the
following Riemann sum:

where Pk is a point in Ck and m(Ck) is the product of the lengths of the intervals whose
Cartesian product is Ck, also known as the measure of Ck.

The diameter of a subrectangle Ck is the largest of the lengths of the intervals whose
Cartesian product is Ck. The diameter of a given partition of T is defined as the largest
of the diameters of the subrectangles in the partition. Intuitively, as the diameter of the
partition C is restricted smaller and smaller, the number of subrectangles m gets larger,
and the measure m(Ck) of each subrectangle grows smaller. The function f is said to be
Riemann integrable if the limit

exists, where the limit is taken over all possible partitions of T of diameter at most δ.[3]

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If f is Riemann integrable, S is called the Riemann integral of f over T and is denoted

Frequently this notation is abbreviated as

where x represents the n-tuple (x1, ..., xn) and dn x is the n-dimensional volume
differential.

Particular cases
In the case of , the integral

is the double integral of f on T, and if the integral

is the triple integral of f on T.

 The double integral has two integral signs, and the triple integral has three.

Methods of integration
The resolution of problems with multiple integrals consists, in most cases, of finding a
way to reduce the multiple integral to an iterated integral, a series of integrals of one
variable, each being directly solvable. For continuous functions, this is justified by
Fubini's theorem. Sometimes, it is possible to obtain the result of the integration by direct
examination without any calculations.

The following are some simple methods of integration:[1]

Integrating constant functions

When the integrand is a constant function c, the integral is equal to the product of c and
the measure of the domain of integration. If c = 1 and the domain is a subregion of R2,
the integral gives the area of the region, while if the domain is a subregion of R3, the

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 integral gives the volume of the region.
Example. Let f(x, y) = 2 and

,
in which case

since by definition we have:

Use of symmetry
When the domain of integration is symmetric about the origin with respect to at least one
of the variables of integration and the integrand is odd with respect to this variable, the
integral is equal to zero, as the integrals over the two halves of the domain have the same
absolute value but opposite signs. When the integrand is even with respect to this
variable, the integral is equal to twice the integral over one half of the domain, as the
integrals over the two halves of the domain are equal.
Example 1. Consider the function f(x,y) = 2 sin(x) − 3y3 + 5 integrated over the
domain

a disc with radius 1 centered at the origin with the boundary included.

Using the linearity property, the integral can be decomposed into three pieces:

.
The function 2 sin(x) is an odd function in the variable x and the disc T is
symmetric with respect to the y-axis, so the value of the first integral is 0.
Similarly, the function 3y3 is an odd function of y, and T is symmetric with
respect to the x-axis, and so the only contribution to the final result is that of the
third integral. Therefore the original integral is equal to the area of the disk times
5, or 5π.

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Normal domains on R2

This method is applicable to any domain D for which:

The projection of D onto either the x-axis or the y-axis is bounded by the two
values, a and
b
Any line perpendicular to this axis that passes between these two values
intersects the domain in an interval whose endpoints are given by the graphs
of two functions, α and β
Such a domain will be here called a normal domain. Elsewhere in the literature, normal
domains are sometimes called type I or type II domains, depending on which axis the
domain is fibred over. In all cases, the function to be integrated must be Riemann
integrable on the domain, which is true (for instance) if the function is continuous.

x-axis
If the domain D is normal with respect to the x-axis, and f : D → R is a continuous
function; then α(x) and β(x) (both of which are defined on the interval [a, b]) are the two
functions that determine D. Then, by Fubini's theorem:[5]

y-a xis
If D is normal with respect to the y-axis and f : D → R is a continuous function; then α(y)
and β(y) (both of which are defined on the interval [a, b]) are the two functions that
determine D. Again, by Fubini's theorem:

Normal domains on R3
If T is a domain that is normal with respect to the xy-plane and determined by the
functions α(x, y) and β(x, y), then

This definition is the same for the other five normality cases on R3. It can be
generalized in a straightforward way to domains in Rn.

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Change of variables
The limits of integration are often not easily interchangeable (without normality or with
complex formulae to integrate). One makes a change of variables to rewrite the integral
in a more "comfortable" region, which can be described in simpler formulae. To do so,
the function must be adapted to the new coordinates.

Similarly for the domain because it is delimited by the original variables that
were transformed before (x and y in example)
The differentials dx and dy transform via the absolute value of the
determinant of the Jacobian matrix containing the partial derivatives of the
transformations regarding the new variable (consider, as an example, the
differential transformation in polar coordinates)
There exist three main "kinds" of changes of variable (one in R2, two in R3);
however, more general substitutions can be made using the same principle.

Polar coordinates

In R2 if the domain has a circular symmetry and the function has some particular
characteristics one can apply the transformation to polar coordinates (see the example
in the picture) which means that the generic points P(x, y) in Cartesian coordinates
switch to their respective points in polar coordinates. That allows one to change the shape
of the domain and simplify the operations.

The fundamental relation to make the transformation is the following:

The fundamental relation to make the transformation is the following:

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 Example 2a. The function is f(x, y) = x + y and applying the transformation one
obtains
.

Example 2b. The function is f(x, y) = x2 + y2, in this case one has:

using the Pythagorean trigonometric identity (can be useful to simplify this operation).

Cylindrical coordinates
In R3 the integration on domains with a circular base can be made by the passage to
cylindrical coordinates; the transformation of the function is made by the following
relation:

The domain transformation can be graphically attained, because only the shape of the
base varies, while the height follows the shape of the starting region.

Example 3 The regionis D = {x2 + y2 ≤ 9, x2 + y2 ≥ 4, 0 ≤ z ≤ 5} (that is the

"tube" whose base is the circular crown of Example 2d and whose height is 5); if the
transformation is applied, this region is obtained:

(that is, the parallelepiped whose base is similar to the rectangle in Example 2d and
whose height is 5).
Because the z component is unvaried during the transformation, the dx dy dz
differentials vary as in the passage to polar coordinates: therefore, they become ρ dρ dφ
dz.
Finally, it is possible to apply the final formula to cylindrical coordinates:

7
Spherical coordinates

In R3 some domains have a spherical symmetry, so it's possible to specify the coordinates
of every point of the integration region by two angles and one distance. It's possible to
use therefore the passage to spherical coordinates; the function is transformed by this
relation:
.

Points on the z-axis do not have a precise characterization in spherical coordinates, so θ

can vary between 0 and 2π.

The better integration domain for this passage is the sphere.

Example 4 The domain is D = x2 + y2 + z2 ≤ 16 (sphere with radius 4 and center at the

origin); applying the transformation you get the region

The Jacobian determinant of this transformation is the following:

dx dy dz differentials therefore are transformed to ρ2 sin(φ)

This yields the final integration formula:

.
It is better to use this method in case of spherical domains and in case of functions that
can be easily simplified by the first fundamental relation of trigonometry extended to R3.

8
 .

The extra ρ2 and sin φ come from the Jacobian.

In the following examples the roles of φ and θ have been reversed.

Examples
Double integral over a rectangle
Let us assume that we wish to integrate a multivariable function f over a region A:

From this we formulate the iterated integral

The inner integral is performed first, integrating with respect to x and taking y as a
constant, as it is not the variable of integration. The result of this integral, which is a
function depending only on y, is then integrated with respect to y.

then integrate the result with respect to y.

In cases where the double integral of the absolute value of the function is finite, the
order of integration is interchangeable, that is, integrating with respect to x first and
integrating with respect to y first produce the same result. That is Fubini's theorem. For
example, doing the previous calculation with order reversed gives the same result:

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Double integral over a normal domain
Consider the region (please see the graphic in the example):

Calculate

This domain is normal with respect to both the x- and y-axes. To apply the formulae it
is required to find the functions that determine D and the intervals over which these
functions are defined. In this case the two functions are:

while the interval is given by the intersections of the functions with x = 0, so the
interval is [a, b] = [0, 1] (normality has been chosen with respect to the x-axis for a
better visual understanding).
It is now possible to apply the formula:

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(at first the second integral is calculated considering x as a constant). The remaining
operations consist of applying the basic techniques of integration:

If we choose normality with respect to the y-axis we could calculate and obtain the
same value.

Some practical applications

Quite generally, just as in one variable, one can use the multiple integral to find the
average of a function over a given set. Given a set D ⊆ Rn and an integrable function f
over D, the average value of f over its domain is given by

where m(D) is the measure of D.

Additionally, multiple integrals are used in many applications in physics. The examples
below also show some variations in the notation. In mechanics, the moment of inertia
is calculated as the volume integral (triple integral) of the density weighed with the
square of the distance from the axis:

The gravitational potential associated with a mass distribution given by a mass

measure dm on three- dimensional Euclidean space R3 is[11]

If there is a continuous function ρ(x) representing the density of the distribution at x, so

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that dm(x) = ρ(x)d 3x, where d 3x is the Euclidean volume element, then the
gravitational potential is

In electromagnetism, Maxwell's equations can be written using multiple integrals to

calculate the total magnetic and electric fields.[12] In the followin→g example, the
electric field produced by a distribution of charges given by the volume charge density
ρ( r ) is obtained by a triple integral of a vector function:

This can also be written as an integral with respect to a signed measure representing the
charge distribution.

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 Uses of multiple integrations in data analysis
Multiple Integrations essential tools in data analysis, especially when analyzing spatial,
volumetric, or multi-dimensional datasets. They enable you to compute quantities like
area, volume, averages, and probability distributions in higher dimensions. Below are
some key ways they can be applied:

1. Spatial Analysis
Double Integrals (2D Analysis)
Area Calculations: When dealing with irregularly shaped regions, double integrals
compute the exact area under consideration.
Mass and Density Analysis: In a 2D field with varying density, the mass of the region
can be found using:

𝑀 = ∬ 𝜌(𝑥, 𝑦)𝑑𝐴
R

Triple Integrals (3D Analysis)

Volume Calculations: Triple integrals compute the volume of irregularly shaped solids.
Mass of 3D Objects: For objects with spatially varying density:

∭ 𝜌(𝑥, 𝑦, 𝑧)𝑑𝑉
V

2. Probability and Statistics

Double Integrals in Joint Probability

 For two continuous random variables X and Y with a joint probability density
function f(x,y)f(x, y)f(x,y), the probability over a region RRR is given by:

𝑃(𝑋, 𝑌 ∈ 𝑅) = ∭ 𝑓 (𝑥, 𝑦)𝑑𝑥 𝑑𝑦

R

Triple Integrals in Multivariate Probability

For three random variables, triple integrals are used to compute probabilities or
expected values.

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3. Averaging and Center of Mass
Average Value of a Function
The average value of f(x,y) over a region R is:
1
𝐴𝑣𝑒𝑟𝑎𝑔𝑒 = ∬ 𝑓(𝑥, 𝑦)𝑑𝐴
𝐴𝑟𝑒𝑎 𝑜𝑓 𝑅
In 3D, for a function f(x,y,z) over a volume V, the average is
1
𝐴𝑣𝑒𝑟𝑎𝑔𝑒 = ∭ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉
𝑉𝑜𝑙𝑢𝑚𝑒 𝑜𝑓 𝑉
Center of Mass

In 2D: 1
1 1
𝑥= ∬ 𝑥𝜌(𝑥, 𝑦)𝑑𝐴 , 𝑦= ∬ 𝑦𝜌(𝑥, 𝑦)𝑑𝐴
𝑀 𝑀
In 3D:
1
𝑥= ∭ 𝑥𝜌(𝑥, 𝑦, 𝑧)𝑑𝑉 , 𝑎𝑛𝑑 𝑠𝑖𝑚𝑖𝑙𝑎𝑟 𝑓𝑜𝑟 𝑦, 𝑧.
𝑀

4. Image and Signal Processing

Intensity Averaging: Double integrals can compute the average intensity of an image
over a region.
Volume Data in Imaging: Triple integrals help analyze volumetric data like CT or MRI
scans by integrating over 3D regions.

5. Machine Learning and Optimization

Cost Function Computation: In cases where cost functions depend on spatially
distributed inputs, double and triple integrals are used to evaluate these functions over
the domain.
Feature Engineering: Spatial features (e.g., texture or density variations) extracted via
integration can enhance model performance.

6. Environmental and Geospatial Data

Flux Analysis: Double and triple integrals are used to compute the flow of a quantity
(like heat, fluid, or energy) through a surface or volume.
Pollution Spread: Integrals can quantify pollutant concentration over an area or volume,
critical for environmental studies.

Others
 Discretization: In practice, numerical methods (e.g., trapezoidal rule, Simpson's
rule, Monte Carlo methods) are used to approximate these integrals for real-
world data.
 Software Tools: Libraries like NumPy, SciPy, MATLAB, or Wolfram
Mathematica provide built-in functions for multi-dimensional integration.
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