Math C191: Mathematics - I: BITS-PILANI Hyderabad Campus

MATH C191: MATHEMATICS - I
BITS-PILANI Hyderabad Campus
Presented by
Dr. M.S. Radhakrishnan
Email: [email protected]
Multiple Integrals
Ch. 15
Text Book:Thomas’s Calculus, 11th Ed.
By Maurice D. Weir, Joel Hass & Frank
R. Giordano, Pearson, 2008.
1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 2

In this lecture we look at
• Double Integrals
• Evaluation of Double integrals as
iterated or repeated integrals
• Application of Double Integrals –
Areas, Volumes, Moments, and
Centers of Mass

Double Integrals
Definition
Suppose that the function f (x, y) is defined
over the rectangle R: a ≤ x ≤ b, c ≤ y ≤ d. We
divide the rectangle R into n small rectangles
by drawing lines parallel to the x and y axes.
Let the area of any one rectangle be A =
x y . Let (x, y) be any point in each of the
small rectangles. Suppose f is continuous on R.
Then
lim  f ( x, y )xy
A0
exists and is called the double integral of f (x, y)

over the rectangle R and is denoted by
R
f ( x, y )dA or R
f ( x, y )dx dy

Evaluation of double integrals as
iterated integrals
Double integrals can be evaluated as iterated
integrals; i.e. first we integrate f (x, y) with
respect to y from c to d (holding x as a
constant) and then we integrate the result with
respect to x from a to b. In other words
b d 
 f ( x, y) dA     f ( x, y ) dy  dx
 
R x  a  y c 
b d

R
f ( x, y ) dA    f ( x, y ) dy dx
a c
b  d 
    f ( x, y ) dy  dx

x  a  y c


d b d
 b 
Also    f ( x, y ) dx dy     f ( x, y ) dx  dy
c a y c  x  a 
This result is known as Fubini’s theorem

(First form)
Example
3 2
  2
Evaluate (3 x y 2 xy ) dy dx
0 0
Note that the outer integral is with respect to

x and so the limits for x are 0 to 3.
And the inner integral is with respect to y
and so the limits for y are 0 to 2.
Hence
3 2
 
2
(3 x y 2 xy ) dy dx
0 0
2
3
 2 y 2
2
  3x   xy  dx
0
2  y 0
3
2 3
  (6 x  4 x) dx
2
  2 x  2 x  = 36.
3
0
0
Example
2
Evaluate

0 0
x sin y dy dx
2
    x cos y  y 0 dx

0
2
  2x dx = 4.
0

We can also evaluate a double integral by
first integrating with respect to x (holding y
as a constant) and then integrate the result
with respect to y. That is we say we can
“reverse” the order of integration. For
example we do the previous problem by
reversing the order of integration.


x
2

2  2
  x sin y dy dx    x sin y dx dy
0 0 0 0
Note that the limits are now interchanged and

also we write dx dy (instead of dy dx).
 2 
x 2

   sin y  dy   2sin y dy
0
2  x 0 0
  2cos y  0 = 4. (As before.)



Geometric Interpretation
b d
If f (x, y)  0, then
 
x  a y c
f ( x, y ) dy dx
represents the volume of the prism

whose base is the rectangle :
a ≤ x ≤ b, c ≤ y ≤ d in the xy plane
and is bounded on the top by the surface
z = f (x, y).
Copyright © 2008 Pearson Education, Inc.
Publishing as Pearson Addison-Wesley
Double integrals over bounded
Nonrectangular Regions
Suppose we have a nonrectangular region R.
To define the double integral of a function
f (x, y) over R, we again draw lines parallel to
the x and y axes, take a point (x, y) in each of
the small rectangle which lies entirely in R
and form the sum
S   f ( x, y )xy
y = h (x)
R
a b
y = g (x)
If f (x, y) is continuous over R, we can show
that this sum S tends to a finite limit as A
tends to 0 and this finite limit is called the
double integral of f (x, y) over R. Thus
R
f ( x, y )dx dy  lim
A0
 f ( x, y)xy

Evaluation of a double integral as an
iterated integral
If the nonrectangular region R is defined by
a ≤ x ≤ b, g(x) ≤ y ≤ h(x), then the double
integral can be evaluated as iterated
integrals (first integrating with respect to y,
the limits being g(x) to h(x), holding x as
constant and then integrating the result with
respect to x from a to b. Thus

b h( x)

R
f ( x, y )dx dy  
a g ( x)
f ( x, y ) dy dx
 h( x)
b 
    f ( x, y ) dy  dx

x a  y  g ( x )


The above result is known as Fubini’s
theorem (stronger form).

If the nonrectangular region R is defined by c
≤ y ≤ d, k(y) ≤ x ≤ l(y), then then the double
integral can be evaluated as iterated integrals:
d l( y)
R
f ( x, y )dx dy  
c k ( y)
f ( x, y ) dx dy
 l( y)
d 
    f ( x, y ) dx  dy

y c  x  k ( y )


(Fubini’s theorem – Stronger Form)
In numerical problems, we first sketch the
region R and find the limits of integration as
outlined below.

Example
Sketch the region of integration and evaluate
the double integral  sin x

0 0
y dy dx
Thus the region of integration is bounded on

the left and right by the lines x = 0 and x = 
and below by the x-axis (i.e. y = 0), above by
the curve y = sin x (the limits of the inner
integral)
 sin x y = sin x
Thus

0 0
y dy dx
0 x 
 sin x 
y  1 2
    dx   sin x dx
2
0
2 0 2 0

1
  (1  cos 2 x) dx = /4.
40
Example
the double integral 2 y
2

1 y
dx dy
Thus the region of integration is bounded

below by the line y = 1 and above by the line
y = 2 and on the left by the line x = y, on the
right by the curve x = y 2.
y=x
2
1
y2 = x

2
2 y
Thus

1 y
dx dy
2 2
   x  y dy   ( y  y ) dy
2
y 2
1 1
2
y y 3 2
7 3 5
     
3 2 1 3 2 6
Example
the double integral 1 x3

y/x
e dy dx
0 0
Thus the region of integration is bounded on
the left by the line x = 0, on the right by the
line x = 1, below by the line y = 0 and above
by the curve y = x3.
1
y= x 3
0 1

3
Thus 1 x

y/x
e dy dx
0 0
1 3 1
x
   x e y/x
 dx  x(e  1) dx

x2
0
0 0
1
 ex x2 
2
e 1 1 e2
      
 2 2  2 2 2 2
0
Example
the double integral 1 2 y
 
0
x y dx dy
y
Thus the region of integration is bounded
below by the line y = 0, above by the line y =
1, on the left by the parabola x =  y, and on
the right by the parabola x = 2 -  y.
x=2-y
x = y
1

Thus 1 2 y 1
2 y
  x y dx dy   x / 2  
2
dy
y
0 y 0
1 1
1 1
  y[(2  y )  y ] dy   (4 y  4 y ) dy
2 3/ 2
20 20
1  2 8 5/ 2 
1
4 1
 2 y  y   1 
2 5 0 5 5
Reversing the order of integration
We can also reverse the order of integration

in such examples. But we should remember
to suitably change the limits also as the
following example will explain.
 
sin y
Example Evaluate

0 x
y
dy dx
by reversing the order of integration.

Note that the region of integration is
bounded on the left and right by the vertical
lines x = 0 and x = , below by the line y =
x and above by the line y = .
 y=x
y
0 x 
Note that the same region is bounded below
and above by the horizontal lines y = 0 and
y =  and on the left by the line x = 0 and
on the right by the line x = y.
 y=x
y
0 x 
A tip for describing the region is: draw
horizontal lines, find where a horizontal
line enters the region, here it is the y – axis
and so the left boundary is the line x = 0,
find where it leaves the region, here it is the
line y = x and so the right boundary is the
line x = y (remember the left and right
boundaries are to be expressed in terms of
y). Finally find the lowest horizontal line
touching the region, here it is x-axis or y=0
And find the highest horizontal line touching
the region, here it is the line y = . Thus these
are the lower and upper limits for y (the limits
of the outer integral) and the limits of the inner
integral are the left and right boundaries,
namely, x = 0 and x = y. Hence the double
integral on reversing the order becomes
 y
sin y
0 0 y dx dy

Thus
 y 
sin y
0 0 y dx dy  0 sin y dy = 2.
Note that we cannot evaluate the original

double integral as the inner integral

sin y
x y dy cannot be evaluated.

2 4 x 2
Example Evaluate
 
0  4 x 2
6 x dy dx
by reversing the order of integration.

Solution
First we shall sketch the region of integration.
The left and right boundaries are the vertical
lines x = 0 (i.e. the y-axis) and the line x = 2.
The upper boundary is the curve y  4 x 2
which is the upper semicircle x2 + y2 = 4, y  0.
The lower boundary is the curve
y   4 x 2
which is the lower semicircle x2 + y2 = 4, y ≤ 0.

(See the figure in the next slide.)

Reversing the order of 2
integration, the given
double integral becomes y
2 4 y 2 0 2
 
2 0
6 x dx dy
-2
2 2
  3(4  y ) dy  2 3(4  y ) dy = 32.

2 2
2 0

Example Reverse the order of integration
1 x

And evaluate both
x dy dx the integrals.
0 x2
Solution
The upper boundary is the line yx
The lower boundary is the parabola yx 2
See the figure below.
1 (1,1)
1
The given double integral is
1 x 1
   x ( x  x ) dx 2
x dy dx
0 x2 0
1
x x 
5/ 2 7/2
2 2 4
     
 5 / 2 7 / 2 0 5 7 35

Reversing the order of integration, the given
double integral becomes
y y
1
x 1 3/ 2
  x dx dy    dy
y 0 x  y 0
3/ 2  y
1
2 2 4 2 4
  ( y  y ) dy 
3/ 4 3/ 2
 
30  
3  7 5  35

Example Reverse the order of integration
2 4 x 2
 
And evaluate both
2 x dy dx the integrals.
0 0
Solution
The lower boundary is the x-axis y0
The upper boundary is the parabola y  4 x 2
See the figure below. 4
0 2
The given double integral is
2 4 x 2 2
  2 x dy dx   2 x(4  x ) dx 2
0 0 0
2
 2 x   16  8  8
4
 4 x  2 
 4 0

4 4 y 4
4 y
  2 x dx dy    x  2
dy
0
y 0 x 0 0
4 4
 y  2
  (4  y ) dy   4 y  
0  2 0
 16  8  8
Sometimes we are forced to reverse the
order of integration as the original
double integral cannot be evaluated, as
the following examples show.

Example Evaluate the double integral
2 1
 
x2
e dx dy
0 y/2
Solution
The bottom and top boundaries are the
horizontal lines y = 0 (i.e. the x-axis) and the
line y = 2.
The left boundary is the line x  y/2
The right boundary is the line x 1
See the figure below.
Note that the given 2

double integral
cannot be evaluated
as the inner integral
cannot be found. 0 1
1 2x 1
   e  y 0
x2 x2 2x
e dy dx dx
x 0 y 0 0
1
1
  2 x e dx  x 
2 2
x
 e
 0  e 1
0

Example Evaluate the double integral
1 1
2 sin  x 2

0
3 x 2
dx dy
y
Solution
The bottom and top boundaries are the
horizontal lines y = 0 (i.e. the x-axis) and the
line y = 1.
The left boundary is the curve x 3 y
The right boundary is the line x 1
See the figure below. x 3 y or y  x 3
Note that the given 1

double integral
cannot be evaluated
as the inner integral
cannot be found. 0 1
x3
2 sin  x
1 2
x0 y0 x 2 dy dx
1
  2 x sin  x dx 2
2 1
   cos  x   2.
0

Example
 x2 
   
Evaluate
  xe
0 y
 y 
dx dy
Solution The above integral is


   x2 
    
y y
y
 e  dy   e dy
0  2  y 
 0
2
 y
1 y 
   ye  e 
y
2 0
We note that y
lim y  0
y  e
1

2

Converting into a Double Integral
  ax  bx
e e
Evaluate the integral 0
x
dx
b>a>0
b  ax  bx
e e
e
 xy
We note that dy 
a x

Hence the given integral equals
b b
e y
 xy
dy dx
0 a a
x
Changing the order of integration, we get
b b
1 b
   dy
 xy
e dx dy  ln  
a 0 a
y a
1/1/22
***
Presented by Dr. M.S. Radhakrishnan BITS, Pilani 63

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MATH C191: MATHEMATICS - I

BITS-PILANI Hyderabad Campus

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 2

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 3

exists and is called the double integral of f (x, y)

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 5

This result is known as Fubini’s theorem

Note that the outer integral is with respect to

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 10

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 11

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 12

Note that the limits are now interchanged and

  2cos y  0 = 4. (As before.)

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 13

represents the volume of the prism

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 20

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 21

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 22

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 24

Thus the region of integration is bounded on

Thus the region of integration is bounded

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 28

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 31

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 34

We can also reverse the order of integration

by reversing the order of integration.

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 40

Note that we cannot evaluate the original

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 41

by reversing the order of integration.

which is the upper semicircle x2 + y2 = 4, y  0.

The lower boundary is the curve

which is the lower semicircle x2 + y2 = 4, y ≤ 0.

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 43

  3(4  y ) dy  2 3(4  y ) dy = 32.

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 44

See the figure below.

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 47

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 48

See the figure below. 4

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 51

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 53

Note that the given 2

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 56

Note that the given 1

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 59

Solution The above integral is

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 61

1/1/22 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 62

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