Multiple Integrals Handout

Vector Analysis
Vector Analysis Dr. Falkenberg
Multiple Integrals
Master Course IT
Prof. Dr. Egbert Falkenberg
Faculty Computer Science & Engineering
Winterterm 2018/19
Faculty 2 M IT WS 2018/19 Slide 1
Vector Analysis
Agenda: Multiple Integrals
Dr. Falkenberg
Multiple Integrals
Definition of Multiple
Integrals
Generalisation
2
Iterated Integrals R
Multiple Integrals Iterated Integrals R

3
Substitution Rule
Definition of Multiple Integrals Polar Coordinates R
2
Cylindrical Coordinates
Generalisation Spherical Coordinates
Iterated Integrals R2 Applications
Iterated Integrals R3
Substitution Rule
Polar Coordinates R2
Spherical Coordinates
Applications

Vector Analysis
References
Dr. Falkenberg
Multiple Integrals
Integrals
Generalisation
2
3
Substitution Rule
2
Polar Coordinates R
Recommended: J. Stewart, Calculus Early Cylindrical Coordinates

Transcendentals, Sixth Edition, Thomson Brooks/Cole, Applications
Canada, 2008: Chapter 15

The following is mainly based on this chapter.

Vector Analysis
Definition of Multiple Integrals I
Dr. Falkenberg
Review: Definite Integral
Geogebra area_problem.gbb Multiple Integrals
I subintervals: Integrals
Generalisation
Z = {x0 = Iterated Integrals R
2
a, x1 , x2 , . . . , xn = b} Iterated Integrals R
3
Substitution Rule
2
I Riemann sum: Polar Coordinates R
Pn Cylindrical Coordinates
R(Z ) = i=1 f (ξi )∆xi Spherical Coordinates
Applications
I ∆xi = xi − xi−1 length of
interval i
I ξi sample point in
If f (x) ≥ 0 in [a,b], the Riemann sum
subinterval i
can be interpreted as the sum of the are-
as of the approximating rectangles and I ∆(Z ) =
Rb
f (x) dx represents the area under the max(∆x1 , . . . , ∆xn ).
a
curve y=f(x) from a to b.
f is integrable over [a, b], if for all sequences of subdivisions with

∆(Z ) → 0 the Riemann sum converges.
Z b
f (x) dx = lim R(Z )
a ∆Z →0
Vector Analysis
Definition of Multiple Integrals II
Dr. Falkenberg
Transfer to Volumes and double Integrals
Multiple Integrals
I real bounded function on a rectangle Integrals
Generalisation
R = [a, b] × [c, d] ⊂ R2 Iterated Integrals R
2
3
I f : G = [a, b] × [c, d] → R with f (x, y ) ≥ 0 Substitution Rule

Polar Coordinates R
2
I V := {(x, y , z) | 0 ≤ z ≤ f (x, y ), (x, y ) ∈ G} Spherical Coordinates
Applications
I Objective: Determination of the volume V

Vector Analysis
Definition of Multiple Integrals III
Dr. Falkenberg
I Subdivison Z of R: Zx = {x0 = a, x1 , ..., xn = b},
Multiple Integrals
Zy = {y0 = c, y1 , ..., ym = b} Definition of Multiple
Integrals
R is divided in subrectangles Generalisation
2
Rij = [xi−1 , xi ] × [yj−1 , yj ] Iterated Integrals R
3
Substitution Rule
I sample points (ξi , ηj ) in each Rij Polar Coordinates R
2
I The part of f that lies above Rij is approximated by a Spherical Coordinates
Applications
rectangular box with base Rij and height f (ξi , ηj )

Vector Analysis
Definition of Multiple Integrals IV
Dr. Falkenberg
Multiple Integrals
Integrals
Generalisation
2
3
Riemann sum R(Z ) = Substitution Rule
P 2
Polar Coordinates R
i,j f (ξ ,
i jη )∆Aij with Cylindrical Coordinates
Aij = (xi − xi−1 )(yj − yj−1 ) Applications
approximates the volume.
I ∆(Z ) = maxij ∆Aij

I f integrable on R, if for all sequences of subdivisions
with ∆(Z ) → 0 the Riemann sum converges.
ZZ
f (x, y ) dA = lim R(Z )
R ∆Z →0
dA indicates an integration over an area.

Vector Analysis
Multiple Integrals - Generalisation I
Dr. Falkenberg
We can transfer the definition to
I any bounded region G ⊂ R2 Multiple Integrals
Integrals
I any on G bounded functions f Generalisation
2
Analogously to 1-dimensional integrals Iterated Integrals R

Substitution Rule
2
Polar Coordinates R
I Any on a bounded region G ⊂ R2 continous function Cylindrical Coordinates
is integrable on G. Applications
Z
I If f (x, y ) = c is constant, c dA = c · area(G)
G
I R2 and α, βZ ∈ R:
If f , gZ integrable over G ⊂ Z
I (α · f + β · g) dA = α f dA + β g dA
G Z G Z G
I f (x, y ) ≤ g(x, y ) ⇒ f dA ≤ g dA
G G
I G ⊂ R2 with
Z Z G = G1 Z∪ G2 , G1 ∩ G2 = ∅ ⇒
f dA = f dA + f dA
G G1 G2

Vector Analysis
Multiple Integrals - Generalisation II
Dr. Falkenberg
Multiple Integrals
I The definition can be transfered to higher Integrals

Generalisation
2
dimensional integral. Iterated Integrals R

3
Substitution Rule
I In the case of f (x, y , z) over the region G ⊂ R3 we Polar Coordinates R
2
have Spherical Coordinates
Applications
Z ZZZ
f dV = f (x, y , z) d(x, y , z)
G G
I dV indicates an integration over a Volume.

I Multiple integrals can be calculated by particular
subdivisions of G and consecutive 1-dimensional
integrals (iterated integrals).

Multiple Integrals - Iterated Integrals R2 I Vector Analysis
Dr. Falkenberg
Let f be a integrable function on the rectangle Multiple Integrals

R = [a, b] × [c, d]. Definition of Multiple
Integrals
Generalisation
I partial integration with respect to y: for fixed x the Iterated Integrals R
2
3
function f(x,y) is integrated from y=c to y=d. Substitution Rule
2
Polar Coordinates R
Rd
I A(x) = c f (x, y ) dy Cylindrical Coordinates
Applications
Rb R b R d
I
a A(x) dx = a c f (x, y ) dy dx
R d R b
I Similarly: c a f (x, y ) dx dy
Fubini’s Theorem: If f is continous on R = [a, b] × [c, d]
then
ZZ Z d Z b ! Z b Z d !
f (x, y ) dA = f (x, y ) dx dy = f (x, y ) dy dx
R c a a c

Multiple Integrals - Iterated Integrals R2 II Vector Analysis
Dr. Falkenberg
Projectable Regions in R2
Multiple Integrals
Integrals
Generalisation
Let G be a bounded region in R2 Iterated Integrals R
2
3
I G is called y-projectable, if G can be described by Substitution Rule

Polar Coordinates R
2
G = {(x, y ) | x ∈ [a, b], ϕ1 (x) ≤ y ≤ ϕ2 (x)} Applications
with continous functions ϕ1 , ϕ2 on [a, b].

I G is called x-projectable, if G can be described by
G = {(x, y ) | y ∈ [c, d], ψ1 (y ) ≤ x ≤ ψ2 (y )}
with continous functions ψ1 , ψ2 on [c, d].

Multiple Integrals - Iterated Integrals R2 III Vector Analysis
Dr. Falkenberg
Projectable and not Projectable Regions
y y
Multiple Integrals
Integrals
Generalisation
2
G 3
G G Substitution Rule
2
Polar Coordinates R
x x Applications
y-projectable but not x- x-projectable but not y-

projectable projectable
y y
G G
x x
x- and y-projectable not x-projectable and not y-

projectable

Multiple Integrals - Iterated Integrals R2 IV Vector Analysis
Dr. Falkenberg
Double Integrals over General Regions
Multiple Integrals
G ⊂ R2 , G bounded, f : R2 → R continous over G ⇒ f Definition of Multiple
Integrals
integrable G and Generalisation
2
Z Z b "Z ϕ2 (x) #
3
Substitution Rule
I f dA = f (x, y ) dy dx, Polar Coordinates R
2
G a ϕ1 (x) Cylindrical Coordinates

if G y-projectable Applications
Z Z d "Z ψ2 (y ) #
I f dA = f (x, y ) dx dy ,
G c ψ1 (y )
if G x-projectable
Z Z b "Z ϕ2 (x)
#
Remark: f dA = f (x, y ) dy dx firstly the
G a ϕ1 (x)
areas of the curve z = f (x0 , y ) (vertical cut) above the
line from (x0 , ϕ1 (x0 )) to (x0 , ϕ2 (x0 )) are calculated and
then these are integrated with respect to x from a to b.

Multiple Integrals - Iterated Integrals R2 V Vector Analysis
Dr. Falkenberg
Visualisation - Iterated Integrals R2
Multiple Integrals
Integrals
Generalisation
2
3
Substitution Rule
2
Polar Coordinates R
Applications
RbRd
I blue: c f (x, y ) dy dx
a
Rd Rb
I green: c a f (x, y ) dx dy

Multiple Integrals - Iterated Integrals R3 I Vector Analysis
Dr. Falkenberg
Multiple Integrals
G bounded subset in R3 Definition of Multiple
Integrals
z z(x,y) G is called z-projectable, if in Generalisation
2
the x,y-plane a measurable a

3
Substitution Rule
set Gz and continous funkti- Polar Coordinates R
2
ons z̄(x, y ), z(x, y ) on G exist Spherical Coordinates
Applications
y
z(x,y)
with
G = {(x, y , z) | (x, y ) ∈ Gz ,
Gz
z̄(x, y ) ≤ z ≤ z(x, y )}
a
R
x G is called measurable if G
dg exists.
Remark:
I y-projectable resp. x-projectable analogously
I Fubini’s Theorem is analogously valid in R3 .

Multiple Integrals - Iterated Integrals R3 II Vector Analysis
Dr. Falkenberg
Multiple Integrals
G ⊂ R3 , G bounded, f : R3 → R continous on G ⇒ f Definition of Multiple
Integrals
integrable over G and Generalisation

2
Z Z "Z z̄(x,y ) # Iterated Integrals R

3
Substitution Rule
I f dV = f (x, y , z) dz d(x, y ), Polar Coordinates R
2
G Gz z(x,y ) Spherical Coordinates
if G z-projectable Applications
Z Z "Z ȳ (x,z)
#
I f dV = f (x, y , z) dy d(x, z),
G Gy y (x,z)
if G y-projectable
Z Z "Z x̄(y ,z)
#
I f dV = f (x, y , z) dx d(y , z),
G Gz x(y ,z)
if G x-projectable

Multiple Integrals - Iterated Integrals R3 III Vector Analysis
Dr. Falkenberg
Visualisation - Iterated Integrals R3
Multiple Integrals
Remark: Triple integrals are led back to double integrals. Definition of Multiple
z Integrals
Generalisation
z=z(x,y) 2
3
Substitution Rule
2
G Polar Coordinates R
z=z(x,y) Spherical Coordinates
Applications
G z-projectable and Gz
y y-projectable
a
y=f1(x)
Gz y=f2(x)
ZZZ Z b Z f2 (x) Z z̄(x,y )

f (x, y , z) d(x, y , z) = f (x, y , z) dz dy dx
G a f1 (x) z(x,y )

Vector Analysis
Multiple Integrals - Substitution Rule I
Dr. Falkenberg
Transformations
I A C 1 transformation is a function Multiple Integrals
T : Rn → Rn , (u1 , ..., un ) 7→ (x1 , ..., xn ) with Definition of Multiple

Integrals
Generalisation
I T injectiv Iterated Integrals R
2
3
I all partial derivatives of oder 1 of T exists and are Iterated Integrals R
Substitution Rule
continous. Polar Coordinates R

2
I Example Visualisierung: Geogebra substitution.gbb Spherical Coordinates
Applications
T : R2 → R2 , (u, v ) 7→ (u 2 − v 2 , 2uv ),
H : {(u, v ) | 0 ≤ u ≤ 1, 0 ≤ v ≤ 1}
Vector Analysis
Multiple Integrals - Substitution Rule II
Dr. Falkenberg
u=u0
Multiple Integrals
new coordinates by the transformationDefinition
Integrals
of Multiple
g u
δ__ Δ u=u0+Δu x(u, v ) Generalisation
δu T : g(u, v ) = Iterated Integrals R
2
y (u, v ) Iterated Integrals R

3
g v
δ__ Δ coordinate lines: Substitution Rule
2
δv Polar Coordinates R
I u = const = u0 : curve g(u0 , v ) Cylindrical Coordinates
v=v0+Δv I v = const = v0 : curve g(u, v0 ) Applications
v=v0
surface element: region in the plane enclosed by

u = u0 , u = u0 + ∆u, v = v0 , v = v0 ∆v
area of the surface element:
∂x ∂x
∂u ∂v ∂(x, y )
∆A ≈ ∂y ∂y ∆u ∆v = || ||∆u ∆v
∂u ∂v ∂(u, v )
∂(x,y )
Notation: The determinant | ∂(u,v ) | of the derivative matrix
∂(x,y )
∂(u,v ) is called Jacobian of the transformation T.

Vector Analysis
Multiple Integrals - Substitution Rule III
Dr. Falkenberg
Dividing the region G in coordinate lines with respect to u Multiple Integrals

and v , we get Definition of Multiple
Integrals
Generalisation
2
∂(x1 , ..., x)
Z XX Iterated Integrals R
3
f dg ≈ f (x(ui , vk ), y (ui , vk )) ∆ui ∆vk Substitution Rule

2
G ∂(u1 , ..., un ) Polar Coordinates R

k i Spherical Coordinates
Applications
Substitution Rule:
I G ⊂ Rn , closed 1 , bounded and measurable
I C 1 transformation g : H → Rn with G ⊂ g(H) and
Jacobian of g 6= 0 on H
I f continous on H ⇒Z
∂(x1 , ..., x)
Z
f (x1 , ..., xn ) d(x1 , ..., xn ) = f (g(u1 , ..., un )) d(u1 , ..., un )
G g −1 (G) ∂(u1 , ..., un )
Remark: Consider the absolute value of the Jacobian.
1
M is called closed, if the border of M belongs to M

Multiple Integrals - Polar Coordinates R2 I Vector Analysis
Dr. Falkenberg
Multiple Integrals
Integrals
Generalisation
2
I Polar coordinates of a point (x, y ) ∈ R2 : Iterated Integrals R
3
Substitution Rule
x = r cos θ, y = r sin θ with r 2 = x 2 + y 2 . Polar Coordinates R
2
I T (r , θ) = (r cos θ, r sin θ) Spherical Coordinates

Applications
I
∂(x, y ) cos θ −r sin θ
= =r
∂(r , cos θ) sin θ r cos θ
I Thus the Jacobian of the C 1 polar coordinate
transformation T is r.

Multiple Integrals - Polar Coordinates R2 II Vector Analysis
Dr. Falkenberg
Example: G f (x, y ) d(x, y ) with f (x, y ) = 3x + 4y 2 and

RR Multiple Integrals
G = {(x, y ) | y ≥ |x|, 1 ≤ x 2 + y 2 ≤ 4}
Integrals
Generalisation
2
3
Substitution Rule
2
Polar Coordinates R
G in polar coordinates: Applications
H = {(r , ϕ) | 1 ≤ r ≤ 2,
0.25π ≤ ϕ ≤ 0.75π}
Visualisierung: Geogebra Polarkoord.gbb
ZZ Z 2 Z 0.75π
15(π + 2)
(3x+4y 2 ) d(x, y ) = (3r cos ϕ+4r 2 sin ϕ)r dϕdr =
G 1 0.25π 4

Vector Analysis
Multiple Integrals - Cylindrical Coordinates
Dr. Falkenberg
Multiple Integrals
Integrals
P(x, y , z) ∈ R3 Generalisation
2
3
I r distance of P to Substitution Rule
2
Polar Coordinates R
the z-axis Cylindrical Coordinates
I ϕ angle between Applications
−−→
x-axis and OP 0
I z as before
T (r , ϕ, z) = (r cos ϕ, r sin ϕ, z) mit 0 ≤ ϕ < 2π, 0 ≤ r ;
r 2 = x 2 + y 2 ; Jacobian of T: | ∂(x,y ,z)
∂(r ,θ,z) | = r
RRR 2
Example: K
x y d(x, y , z) with
K = {(x, y , z) | x ≥ 0, y ≥ 0, 0 ≤ z ≤ 1, x 2 + y 2 ≤ 1}
ZZZ Z π/2 Z 1 Z 1
x 2 y d(x, y , z) = r 4 cos2 ϕ sin ϕ dz dr dϕ = 1/15
K 0 0 0

Vector Analysis
Multiple Integrals - Spherical Coordinates
Dr. Falkenberg
P(x, y , z) ∈ R3 Multiple Integrals

I r distance of P to (0,0,0) Integrals

Generalisation
2
I ϕ angle between x-axis Iterated Integrals R
3
−−→ Substitution Rule
and OP 0 Polar Coordinates R

2
ϑ angle between z-axis
I Applications
−→
and OP
T (r , ϕ, ϑ) = (r sin ϑ cos ϕ, r sin ϑ sin ϕ, r cos ϑ)
with 0 ≤ r , 0 ≤ ϕ < 2π, 0 ≤ ϑ < π and r 2 = x 2 + y 2 + z 2 ;
∂(x,y ,z) 2
Jacobian of T: | ∂(r ,ϕ,ϑ) | = −r sin ϑ.
Example:
√ λ
d(x, y , z), K = {(x, y , z) |a ≤ x 2 + y 2 + z 2 ≤ b}
RRR
K x 2 +y 2 +z 2
R √b R π R 2π
√ λ
d(x, y , z) = √a 0 0 λr | − r 2 sin ϑ| dϕ dϑ dr =
RRR
K x 2 +y 2 +z 2
2πλ(b − a)

Vector Analysis
Multiple Integrals - Applications I
Dr. Falkenberg
Mass, Center of Mass, Moment of Inertia
I Solid K ⊂ R3 with nonhomogenous density Multiple Integrals
I ρ(P) density at P ∈ K Integrals
Generalisation
I ρ continous on K Iterated Integrals R

2
3
RRR Substitution Rule
I Volume V =
RRR K d(x, y , z)
2
Polar Coordinates R
I Mass M =
K ρ(x, y , z) d(x, y , z)
Applications
I Center of Mass (xs , ys , zs ):
xs = M1
RRR
xρ(x, y , z) d(x, y , z),
1
RRRK
ys = M y ρ(x, y , z) d(x, y , z),
1
RRRK
zs = M K zρ(x, y , z) d(x, y , z)
I Moment of Inertia about z-axis
2 2
RRR
Θz = K (x + y )ρ(x, y , z) d(x, y , z)
Bemerkung: If K rotates around the axis A and a(x, y , z)
is the distance of the point (x, y , z) to the axis A the
moment RRRof inertia about A is
2
ΘA = K a (x, y , z)ρ(x, y , z) d(x, y , z)

Vector Analysis
Multiple Integrals - Applications II
Dr. Falkenberg
Example: Multiple Integrals

Integrals
Generalisation
Cylinder K with height H and ra- Iterated Integrals R
2
3
dius R: density on the bottom is Substitution Rule
2
Polar Coordinates R
ρ2 and decreases linearly with Cylindrical Coordinates
respect to the height to ρ1 . Applications
Axis A: parallel to the y-axis

through the point (0,0,0.5H)
I mass M = 0.5(ρ1 + ρ2 )πR 2 H = 0.5(ρ1 + ρ2 )V

ρ1
I center of mass S(0, 0, 1/3H(1 + ρ1 +ρ2 ))
I Θz = 0.25(ρ1 + ρ2 )R 2 V with V =volume
V
I ΘA = 24 (ρ1 + ρ2 )(H 2 + 6R 2 )

Vector Analysis
Multiple Integrals - Applications III
Dr. Falkenberg
Electric Charge
Multiple Integrals
I total electrical charge on a solid object occupying a Definition of Multiple
Integrals
region E and having density σ(x, y , z) is Generalisation

2
3
ZZZ Substitution Rule
2
Polar Coordinates R
Q= σ(x, y , z) dV Cylindrical Coordinates
E Spherical Coordinates
Applications
I Example: Charge is distributed over the triangular

region G = {(x, y ) | y ≤ 1, x ≤ 1, y ≥ 1 − x} so that
the charge density at (x, y ) is σ(x, y ) = xy ,
measured in Coulombs per square meter
(C/m2 ).The total charge is
ZZ
5
Q= σ(x, y ) d(x, y ) = ... =
G 24

Vector Analysis
Content I
Dr. Falkenberg
Multiple Integrals
Integrals
Generalisation
2
Multiple Integrals Iterated Integrals R

3
Definition of Multiple Integrals Substitution Rule

Polar Coordinates R
2
Generalisation Cylindrical Coordinates

Iterated Integrals R2 Applications
Iterated Integrals R3
Substitution Rule
Polar Coordinates R2
Applications

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Vector Analysis

Vector Analysis Dr. Falkenberg

Prof. Dr. Egbert Falkenberg

Faculty Computer Science & Engineering

Multiple Integrals Iterated Integrals R

Faculty 2 M IT WS 2018/19 Slide 2

Recommended: J. Stewart, Calculus Early Cylindrical Coordinates

Transcendentals, Sixth Edition, Thomson Brooks/Cole, Applications

Canada, 2008: Chapter 15

Faculty 2 M IT WS 2018/19 Slide 3

f is integrable over [a, b], if for all sequences of subdivisions with

I f : G = [a, b] × [c, d] → R with f (x, y ) ≥ 0 Substitution Rule

I Objective: Determination of the volume V

Faculty 2 M IT WS 2018/19 Slide 5

Faculty 2 M IT WS 2018/19 Slide 6

approximates the volume.

I ∆(Z ) = maxij ∆Aij

dA indicates an integration over an area.

Analogously to 1-dimensional integrals Iterated Integrals R

Faculty 2 M IT WS 2018/19 Slide 8

I The definition can be transfered to higher Integrals

dimensional integral. Iterated Integrals R

I dV indicates an integration over a Volume.

Faculty 2 M IT WS 2018/19 Slide 9

Let f be a integrable function on the rectangle Multiple Integrals

Faculty 2 M IT WS 2018/19 Slide 10

I G is called y-projectable, if G can be described by Substitution Rule

with continous functions ϕ1 , ϕ2 on [a, b].

G = {(x, y ) | y ∈ [c, d], ψ1 (y ) ≤ x ≤ ψ2 (y )}

with continous functions ψ1 , ψ2 on [c, d].

Faculty 2 M IT WS 2018/19 Slide 11

y-projectable but not x- x-projectable but not y-

x- and y-projectable not x-projectable and not y-

Faculty 2 M IT WS 2018/19 Slide 12

G a ϕ1 (x) Cylindrical Coordinates

Faculty 2 M IT WS 2018/19 Slide 13

Faculty 2 M IT WS 2018/19 Slide 14

the x,y-plane a measurable a

Faculty 2 M IT WS 2018/19 Slide 15

integrable over G and Generalisation

Z Z "Z z̄(x,y ) # Iterated Integrals R

Faculty 2 M IT WS 2018/19 Slide 16

ZZZ Z b Z f2 (x) Z z̄(x,y )

Faculty 2 M IT WS 2018/19 Slide 17

T : Rn → Rn , (u1 , ..., un ) 7→ (x1 , ..., xn ) with Definition of Multiple

continous. Polar Coordinates R

y (u, v ) Iterated Integrals R

v=v0+Δv I v = const = v0 : curve g(u, v0 ) Applications

surface element: region in the plane enclosed by

Faculty 2 M IT WS 2018/19 Slide 19

Dividing the region G in coordinate lines with respect to u Multiple Integrals

f dg ≈ f (x(ui , vk ), y (ui , vk )) ∆ui ∆vk Substitution Rule

G ∂(u1 , ..., un ) Polar Coordinates R

Faculty 2 M IT WS 2018/19 Slide 20

I T (r , θ) = (r cos θ, r sin θ) Spherical Coordinates

Faculty 2 M IT WS 2018/19 Slide 21

Example: G f (x, y ) d(x, y ) with f (x, y ) = 3x + 4y 2 and

G in polar coordinates: Applications

Visualisierung: Geogebra Polarkoord.gbb