Multiple Integral
Multiple Integral
Multiple Integral
Multiple Integral
By – Soumya Kanti Hota
Dept. of Mathematics
Debra Thana S. K. S. Mahavidyalaya
Hota Nivas, Mallick Para, Kotebazar
(Opposite of Saha Alankar Bhawan, Kotebazar)
Name:
………...……………………………………………………………
College:
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Year: ……………….
Address:
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S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
Properties:
1) 1 1
1
2)
2
3) n 1 n n
4) n 1 n ! where n is a +ve integer
m n
5) m, n
m n
6) m, n n, m
1 1 1.1 1.1
7) 1,1 1
1 1 1. 1 1.1
1 1
1 1
8) ,
2 2
2 2 1 1 1
2 2
m n n 1! m 1!
9) m, n if m ,n are +ve integers.
m n m n 1!
1 1 m n
10) 2
sin 2 m1 sin 2 n1 d m, n
0 2 2 m n
m 1 n 1
1 m 1 n 1 1 2 2
11) sin cos d
2 m n
, ; m, n 1
0 2 2 2 2 mn2
2
Multiple Integral
Introduction: The process of integration for one variable can be extended to the functions of more than
one variable. The generalization of definite integrals is known as multiple integral.
The notation f x, y ds is used to denote the double integral, over the region S, of f x, y .
S
The notation f x, y, z dv is used to denote the triple integral over the region V.
V
x
Ex 1: Evaluate sin ydydx
0 0
Page 2 of 17
S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
x
█We have sin ydydx sin ydy dx
x
0
0
0 0
cos y 0 dx
x
0
cos x cos 0 dx
0
= cos dx dx
0 0
log8 log y
Ex 2: Evaluate e x y dxdy
1 0
log8 log y log8
log y e x dx e y dy
Hints: 1 0
e x y dxdy
0 0
42 y 2
Ex 3: Evaluate
2
1 4 2 y 2
ydxdy
█
1 1 dxdy
Ex 4: Evaluate
0 0
1 x2 1 y 2
1 dx 1 dy
Hints: 0
1 x2
0
1 y2
1 1 x2
Ex 5: Evaluate dx 1 x 2 y 2 dy
0 0
1 x 2
1 y
1 x 2 y 2 dy y 1 x 2 y 2 1 x 2 sin 1
1 1 x 2 1
█ dx dx
0 0 0 2
1 x2 0
0 1 x 2 sin 1 1 dx
1 1
2 0
1
x3
1 x dx x
1
2
4 0 4 3 0 6
a c
c a
1
Ex 6: Let F x, y ,0 x y 1
y2
1
, 0 y x 1
x2
dx F x, y dy and
1 1
= 0, otherwise if 0 x, y 1 .Show that the repeated integrals
0 0
dy F x, y dx F x, y dxdy
1 1 1 1
both exists but the double integrals cannot exist.
0 0 0 0
CU’2003
Page 3 of 17
S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
0 0
x x y
x 0 y x x x
dx F x, y dy 1 dx 1.
1 1 1
0 0 0
Again for 0 y 1,
y
x 1
1
1 1 dx 1 1
F x, y dx
1 y
0 0 y 2
dx 2 2 1 1.
y x y 0 x y y y
dy F x, y dx 1dy 1
1 1 1
0 0 0
dx F x, y dy dy F x, y dx
1 1 1 1
Hence
0 0 0 0
F x, y dxdy
1 1
As the two repeated integrals exist but are unequal, the double integral cannot
0 0
exist.
1 1 x y 1 1 x y
Ex 7: Prove that dy dx dx dy .Is the double
0 x y 0 x y
2 2
0
0
x y
integral dxdy exists over R 0,1;0,1 ?
R x y
2
█
x y
Ex 8: Prove that the double integral dxdy does not exists where R is the region 0,1;0,1
3
R x y
█
Ex 9: Show that ye xy dxdy R : 0 x a;0 y b exists and is equal to
R
1 ab
a
e ab 1 . CU’1990
█
Change in the order of integration
Ex 10: Assuming that the inversion of order of integration is possible, change the order of the
2
x
integration 1
3
3
dx 2 fdy.
x
CU’1998
1 2
█The y-value for x ranges for x 2 to x
3 3
2
Thus dx 2 fdy becomes fdxdy
x
3
1 where E is the region
x
3 E
1 2
bounded by x , y x 2 , y 2 x and x . Let the region E be
3 3
divided into three distinct sub-regions E1 , E2 and E3 , where
1 4
E1 is bounded by x , y x 2 and y ,
3 9
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S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
1 4 2 1
E2 is bounded by x , y , x , y
3 9 3 3
1 2
E3 is bounded by y 2 x, y ,y
3 3
2 3
1
3
3
dx 2 fdy fdxdy fdxdy fdxdy fdxdy
x
x
E E1 E2 E3
y4
1 2 2
2
1 fdx dy 4 fdx dy
1
9 3
1
3
1
3
fdx dy
3
y2
3
9 9 3 3
Ex 11: Evaluate x 2
y 2 dxdy over the region R bounded by
R
xy 1, y 0, y x, x 2. CU’1999
█The region R is shown in the figure. Let the region R be divided into two disjoints sub-regions R1
and R2 . Where R1 is bounded by y x, y 0, x 1 and R2 is bounded by y 0, x 1, xy 1, x 2.
x 2 y 2 dxdy
R
x 2
y2 dxdy x 2
y 2 dxdy.
R1 R2
2
1
0 0x x y dy dx 24
1 1 x 47
x 2
y 2
dy dx 2 2
0 0
1 1 x2 dy
dx
Ex 12: Evaluate by change the order of integration
0 0
1 ey 1 x2 y 2
█The y-values for 0 x 1 ranges for 0 to 1 x 2 . Hence the region of integration is the positive
quadrant of the circle x 2 y 2 1 . Thus by changing the order
1 1 x 2 dy 1 y 2 dx
dx
1
dy
0 0
1 e y
1 x y
2 2
0 0 y
1 e 1 x2 y 2
1 y 2
1 1 1 x
sin dy
0
1 e y 1 y 2 0
1 dy 1 e y
dy log e y 1
1
2 0 1 e y
2 0 e 1
y
2 0
1 1 e 2e
log 2 log 1 log 2 log log
2 e 2 e 2 1 e
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S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
e
x y
Ex 13: Evaluate the integral dxdy , when E is the domain which between two squares of sizes
E
2 and 4, with centre at the origin and sides are parallel to the axes.
CU’1992
█Domain E is not quadratic with respect to any axes but the straight lines x 1 and x 1 divide, it
into four quadratic domains, E1 , E2 , E3 , E4 .
E E1 E2 E3 E4
-1 2 1 2 1 -1 2 2
e x dx e y dy e x dx e y dy e x dx e y dy e x dx e y dy
-2 -2 -1 1 -1 -2 1 -2
e e 1 2
e 2
e 2
e e e
1 1 2
e ee 1
e 1
e 2
e 2
e e2 e2
3 4 1 2 3 1
e e 1 e e e e 1 1 e e e e 1 e e
1 3 2 4 3
e4 e4 e2 e2 e4 e2 e2 e4 e e3 e3 e1 e3 e3
e 3
e3 e e 2sinh 3 2sinh1 4sinh 3sinh1.
1
ydy
1
1
1
Ex 14: Prove
0 dx x
x (1 xy ) (1 y )
2 2
4
1
█The y-values for 0 x 1 ranges for x to .Hence the region E of the given
x
1
integral is bounded by x 0, y x, y and x 1. Let the region E be divided into two disjoint sub-
x
regions E1 and E2 , where E1 is bounded by x 0, y x and y 1 ,
1
E2 is bounded by x 0, y x, y
x
1
1 ydy ydxdy
dx x
0 x (1 xy ) (1 y )
2 2
(1 xy)2 (1 y 2 )
E
ydxdy ydxdy
E1
(1 xy) (1 y ) E2 (1 xy)2 (1 y 2 )
2 2
1 y
1
ydx ydx
dy y
dy
0 (1 xy ) (1 y ) (1 xy ) (1 y )
0 2 2 1 0 2 2
1
y
1 1 1 y
dy dy
(1 xy)(1 y ) 0 (1 xy)(1 y ) 0
0 2 1 2
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S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
1 1 1 1 1
1 1 y 2 dy 1 (1 y 2 ) 1 2 dy
0 1 y2
2
1 y dy 1 dy
0 (1 y )2 2
2 1 1 y2
tan 2 sec2 1 dy
4 d lim put y tan in the 1st integral
0 sec 4
2 1 1 y 2
1
4 sin 2 d lim tan 1 y
0 2 1
1 1
4 1 cos 2 d
2 0 2 2 4
1 sin 2 4
2 2 0 8
1 1 1 1
1
2 4 2 8 4 4 4
Ex 15: By changing the order of integration, prove that
1
1 y 2 dy
0 x x y 2 1 y 2 2 2 1 / 2 .
dx x
█
Ex 16: By changing the order of integration, prove that
2 ax x 2 x( x 2 y 2 ) / ( y)
a 2 (a) (0) .
2a
0 xdx
4a x ( x y )
2 2 2 2 2
█
2a 2 ax
Ex 17: Change the order of integration: dx fdy
0 2 ax x 2
█
Jacobian
x, y x, y
The Jacobian of x, y w.r.t u , v is denoted by or J or simple J and defined by
u, v u, v
x x
u v
J
y y
u v
x, y, z x, y, z
The Jacobian of x, y, z w.r.t u , v, w is denoted by or J or simple J and defined by
u , v, w u, v, w
x x x
u v w
y y y
J
u v w
z z z
u v w
Page 7 of 17
S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
Change of variables
Let us consider the transformation of f x, y dxdy when the variables changed from x, y to u , v by
S
the relation x u, v , y u, v .
Then f x, y dxdy transformed to F u, v J dudv
S E
CU’2003
dxdy
█Let I ,
E
(1 x 2
y 2 2
)
E is one loop of the lemniscates ( x 2 y 2 ) 2 ( x 2 y 2 ) 0.
( x, y )
Change to polar, x r cos , y r sin , Then J r and
(r , )
E changes to E / where
E / :{ one loop of r 2 cos 2 }
r cos2 r
I drd 4
d 0 dr
/ (1 r )
2 2 2 2
(1 r )
E 4
cos 2
1 1 1 1
d 4 1 d
2 (1 r 2 ) 0
4
4
4 2 1 cos 2
1 1 1 1 4 1
4 1 sec2 d .2 tan
2 4 2 2 2 0 4 2
1 1 2
Ex 19: Evaluate x y (1 x y) dxdy where is the triangle
2 3 3
bounded by the lines x 0, y 0, x y 1 . VU’1998, CU’2001
█Change the variables x, y into u , v such that x y u, x uv
x
x uv, y u (1 v) and u x y, v
x y
. Thus x 0, y 0, x y 1 transformed into u 0, v 0, u 1, v 1
Page 8 of 17
S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
Where is the triangle bounded by the lines x 0, y 0, x y 1
1 1 1 1 2
. u v u 1 v 3 1 u 3 ududv
2 2 3
0 0
1 17 5 1 3 4
1 1
1 u 1 v 3
1 1
u 6 3 du v 2 dv
0 0
17 5 3 4
, ,
6 3 2 3
( x, y) cos sin
J r
(r , ) r sin r cos
I x(2a x) y(2b y)dxdy a 2 b2 r 2 rdrd
E E/
a 2 b2
a 2 b2 2 2 2 2 1 2 2 2 2
3
a b r rdr d . a b r
2
2
0 0 2 3 0
1 2 2
3
2 2 3
(a b ) 2
2
(a b )
2 2
3 3
E
4a 2 x 2 y 2 dxdy . CU’1998, VU’2012
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S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
( x, y )
Then J r
(r , )
I 4a 2 r 2 rdrd , where E / is the region bounded by the
E/
circle r 2a cos
2 a cos
2 4a 2 r 2 rdrd
0
2
2 a cos
1 2 3
2 4a 2 r 2 2
2 2 3
d
0
1 2 3 8a3 2
3 2
3
8a 1 sin d
3 2
2
1 1 cos sin d
4 2 x2 y 2
Ex 22: Show that ydxdy 3 ab over region bounded by the ellipse
a 2 b2
1.
Where R / is bounded by r 1
1
4ab 2 r 2 dr 2 sin d
0 0
1
r 3
4
4ab 2 cos 02 ab 2
3 0 3
Ex 23: By using the transformation y x 2u, y x 2v, show that
yx
1 1
e dxdy 4 e e Where denotes the triangle with vertices (0,0),(1,0)and (0,1). CU’1998
y x
Page 10 of 17
S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
( x, y) 1 1
Then x v u , y u v. J 2 is the triangle with vertices (0,0),(1,0) and (0,1)
u, v 1 1
i.e. is the region given by x y 1, x 0 and y 0.
1
when x y 1, v , when x 0, v u when y 0, u u.
2
So the triangle in xy -plane is transformed into the triangle in uv plane, where is region
1
given by v u, v u, and v .
2
yx u 1
v uv 1
e dxdy e 2dudv 2 e du dv 2 2 v e e1 dv
y x v 2
v
0 0
1
v 1 1 1
2 2
2 e e
2 0 e 4 e
1
v2 2 1 1
2 e e 1 e
4 e
(proved)
2 0
yx
1 1
Ex 24: By using the transformation u x y and v x y show that e y x
dxdy e .
4 e
Where denotes the triangle with vertices 0, 0 1, 0 and 0,1
VU’1999
█
a 2b 2 b 2 x 2 a 2 y 2
Ex 25: Evaluate
R a 2b 2 b 2 x 2 a 2 y 2
dxdy the field of integration being R, the positive quadrant
x2 y 2
of the ellipse 1. VU’2010
a 2 b2
█Changing ellipse to circle put x au , y bv whereby
x, y a 0
J ab .
u, v 0 b
Hence the given double integral transformation into
a 2b 2 a 2b 2u 2 a 2 b 2 v 2 1 u 2 v2
a 2b 2 a 2b 2u 2 a 2b 2 v 2
abdudv ab
1 u 2 v2
dudv
R/ R/
/
where R , the new field of integration is given by the positive
quadrant of the circle u 2 v 2 1
Next change to polar coordinates put u r cos , v r sin whereby
J r
And double integral further changes to
1 r2
ab rdrd , where R // the positive quadrant of the
R //
1 r 2
circle r 1
Page 11 of 17
S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
1 r2
1
ab 2
d r dr
0 0 1 r2
2 2 z2
2 1
ab. zdz put 1 r 2 z 2
z
2
ab z 2 z 2
2 z ab 1
sin 1 ab 1
2 2 2 2 2 2 2 4 4 2
1
x 2
y
2
1 x2 y2
Ex 26: Show that 1 2 2 dxdy ab over the positive quadrant of the ellipse 2 2 1
a b 8 a b
VU’2011
█
Ex 27: Show that 4a 2 x 2 y 2 dxdy 3 4 a 3 . Taken over the upper
4
9
Half of the circle x y 2ax 0.
2 2
Hints: Change to polar then r varies from 0 to 2a cos . Varies from 0 to
2
2 0
0 0 0
E E/ E/
Page 12 of 17
S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
1
e 1
2
1 x
Ex 30: Evaluate the integral I dx x 2 y 2 dy by transforming polar coordinate
0 0
CU’1996
█
Triple Integral
dxdydz
Ex 31: Evaluate ( x y z 1)
v
3
, where V is the tetrahedron bounded by the
Planes x 0, y 0, z 0, x y z 1 CU’2002
█Change the variables x, y, z into u , v, w such that
x y z u, x y uv, x uvw
x y x
x uvw, y uv(1 w), z u (1 v) and u x y z , v , w .
x yz x y
Thus x 0, y 0, z 0, x y z 1 transformed into
u 0, v 0, w 0, u 1, v 1, w 1 , i.e. u 0,1; v 0,1; w 0,1 ; a unit cube in u, v, w space.
vw uw uv vw uw uv
( x, y, z )
J v(1 w) u (1 w) uv x v u 0 R21 R2 R1
(u, v, w)
1 v u 0 1 v u 0
uv(uv u uv) u 2v.
dxdydz
v
( x y z 1)3
u 2v
dudvdw , where V / is the unit cube in u, v, w space.
v/
(u 1)3
1 1 1 u2
dw vdv du
0 0 0 (u 1)3
1
v2 1 u 2 1 1
1 du
2 0 0 (u 1)
3
1 1 1 1 1 u
du du
2 0 (u 1) 3 0 (u 1) 2
1
1
1 1 u 1 2
2
2 2(u 1) 0 0 (u 1) 2
du
1 1 1 1 du 1 2
1 du
2 2 4 0 u 1 0 (u 1) 2
1 3 2
1
log(u 1)0
1
2 8 u 1 0
1 3
log 2 1 2
2 8
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S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
1 5 1
log 2 5 8log 2 log 28 log e5 log 5
1 1 256
2 8 16 16 16 e
Ex 32: Evaluate a 2b 2 c 2 b 2 c 2 x 2 c 2 a 2 y 2 a 2b 2 z 2 dxdydz taken throughout the region
x2 y 2 z 2
1. CU’2001
a 2 b2 c2
█Let I a 2b 2c 2 b 2c 2 x 2 c 2 a 2 y 2 a 2b 2 z 2 dxdydz
V
x2 y 2 z 2 x2 y 2 z 2
abc 1 dxdydz , Where V is the ellipsoid 1.
V
a 2 b2 c 2 a 2 b2 c 2
Changing ellipsoid to a sphere put x au , y bv, z cw whereby
a 0 0
x, y , z
J 0 b 0 abc
u , v, w
0 0 c
Hence the given triple integral transforms into
abc 1 u 2 v 2 w2 abcdudvdw a 2b2c 2 1 u 2 v 2 w2 dudvdw
V/ V/
Next change to spherical polar coordinates put
u r sin cos , v r sin sin , w r cos
u , v, w
Whereby J r 2 sin and the triple integral further changes to
r , ,
a 2b2c 2 1 r 2 r 2 sin drd d Where V / / is the sphere r 1, 0 2 , 0
V //
a 2b 2 c 2 1
r 0
1 r 2 r 2 dr sin d d
0 0
2
1 1
1
1
a 2b 2c 2 1 t 2 t. t dt cos 0 2 , Put r 2 t .
2
t 0
2
3 3
1 1 1
4 a 2b 2 c 2 t 2 1 t 2 dt
1
2 t 0
3 3 1 1
. 2 a 2b 2 c 2
2 a 2b 2c 2 , 2 a 2b 2c 2 2 a 2b 2c 2 2
3 3 2 2 2
2 2 3 3 2!_ 4
2 2
Ex 33: Using the transformation x u, y 1 u v, z 1 u 1 v w show that
y b 1 z c 1 1 x y z dxdydz , a, b, c, d 1 Taken over the tetrahedron
d 1
x
a 1
a b c d
Bounded by the planes x 0, y 0, z 0, x y z 1 is
a b c d
VU’2000, 09
█Change the variables x, y, z into u , v, w such that x u, y 1 u v, z 1 u 1 v w
Page 14 of 17
S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
So that 1 x y z 1 u 1 u v 1 u 1 v w
1 u 1 v 1 u 1 v w 1 u 1 v 1 w
Thus x 0, y 0, z 0, x y z 1 transformation into
u 0, v 0, w 0, u 1, v 1, w 1 . i.e., u 0,1; v 0,1; w 0,1; a unit cube in
u, v, w Space
1 0 0
x, y , z
J v 1 v 1 u 1 v
2
0
u , v, w
1 v w 1 u w 1 u 1 v
u a 1 1 u vb 1 1 u 1 v wc 1 1 u 1 v 1 w 1 u 1 v dudvdw
b 1 c 1 c 1 d 1 d 1 d 1 2
a b c d b c d c d
a, b c d b, c d c, d
a b c d b c d c d
a b c d
a b c d
Ex 34: Prove that x2 y 2 z 2 xyzdxdydz taken throughout the sphere
x 2 y 2 z 2 1 is 0. CU’1984, 91
█
2
Ex 35: Show that z 2 dxdydz extended over the hemisphere z 0, x 2 y 2 z 2 a 2 is a5 .
15
CU’1986
█
4 2
Ex 36: Show that lx my nz dxdydz
2
15
l m 2 n 2 taken throughout the
sphere x 2 y 2 z 2 1 .
█
dxdydz 3
Ex 37: Show that x 2
y z 2
2 2
2 log 3 extended over the sphere x 2 y 2 z 2 1
2
VU’2007
█
8
Ex 38: Show that 2 xdxdydz over the region bounded by the planes x 0, y 0, z 0 and
3
2x 2 y z 4
2 2 x 42 x 2 y
█ 2xdxdydz
x 0 y 0 z 0
2 xdzdydx
2 x
2 x 4 2 x 2 y dydx
2
x 0 y 0
y 2 x 8
2 x 4 2 x y y 2 2 x 2 x dx
2
dx
2
2
x 0 y 0 x 0 3
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S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
Ex 39: Evaluate 2 x y dxdydz over the closed region bounded by the cylinder z 4 x 2 and the
planes x 0, y 0, y 2 and z 0
x 0 y 0 z 0
2 2 x y 4 x 2 dx
2
x 0
8 16 x 2 x 4 x 3 dx
2
2
x 0
16 80
16 32 16
3 3
Ex 40: Find 5x 2 dxdydz over the planes z 0 and z b and the cylinder x 2 y 2 a 2
█ 5x 2 dxdydz
b a a2 y 2
=
z 0 y a x a 2 y 2
5 x 2 dxdydz
b a a2 y2
=4.5
z 0 y 0 x 0
x 2 dxdydz
b a 3
=20
1 2
z 0 y0 3 a y2 2
dydz
0
1
=20 b a3 sin 3 a sin d , put y a cos
3
2
5 1
4 2 4
20a b 20a b 2 2
=
3 0 sin 4 d =
3 2(3)
31
20a 4b 2 2
20a 4b 3 5a 4b
= = =
3 2 2 1 3 16 4
Ex 41: Find 2zdV over the cylinder x 2 y 2 4 and the planes z 0 and z 1
1 2 4 x2 1 2 4 x2 1 2 2
█ 2zdxdydz = 2z 4 x dxdz =4 4 x 2 dx
2
2 zdydxdz =4 2 zdydxdz =4
z 0 x 2 y 4 x 2 z 0 x 0 y 0 z 0 x 0 0
Page 16 of 17
S. K. Hota Multiple Integral
Debra Thana S. K. S. Mahavidyalaya
Ex 42: Evaluate zy 2 dV over the sphere x 2 y 2 z 2 =1above the xy plane and bounded by this
V
plane.
█ We shall use spherical polar coordinates r , , to evaluate this triple integral.
Let x r sin cos , y r sin sin , z r cos .
Then dV dr rd r sin d r 2 sin drd d
To cover V the limits of r will be 0 to 1 , those of will be 0 to and
2
those of will be 0 to 2 . The triple integral is
1 2
r cos r
2
= 2
sin 2 sin 2 r 2 sin drd d
r 0 0 0
1 2 2
6 0 0 234 0
24
111
Ex 43: Evaluate 2 x 2 y 2 z dxdydz over the rectangular parallelepiped 0 x 1 , 0 y 1 , 0 z 1
000
111 11 1
█ 2 x 2 y 2 z dxdydz = 2 x 2 y 1dxdy = 2 x 1 1dx = x 2 2 x 0 3
1
000 00 0
Page 17 of 17