Chapter Multiple Integration

Dr. Tran Van Long

24-01-2011

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 1 / 15

 Double Integrals

1 Double Integrals

2 Double Integrals in Cartesian Coordinates

3 Change of Variables in Double Integrals

4 Triple Integrals

5 Change of Variables in Triple Integrals

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 2 / 15
 Double Integrals

Double Integrals over Rectangles

D- a closed rectangle D = [a, b] × [c, d ]

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 2 / 15

 Double Integrals

Double Integrals over Rectangles

D- a closed rectangle D = [a, b] × [c, d ]

function f (x, y ) is bounded on D

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 2 / 15

 Double Integrals

Double Integrals over Rectangles

D- a closed rectangle D = [a, b] × [c, d ]

function f (x, y ) is bounded on D
The partition P:
a = x0 < x1 < · · · < xm = b,
c = y0 < y1 < · · · < yn = d .

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 2 / 15

 Double Integrals

Double Integrals over Rectangles

D- a closed rectangle D = [a, b] × [c, d ]

function f (x, y ) is bounded on D
The partition P:
a = x0 < x1 < · · · < xm = b,
c = y0 < y1 < · · · < yn = d .

P consists mn rectangles Rij and has area dxi dyj = (xi − xi−1 )(yj − yj−1 )

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 2 / 15

 Double Integrals

Double Integrals over Rectangles

D- a closed rectangle D = [a, b] × [c, d ]

function f (x, y ) is bounded on D
The partition P:
a = x0 < x1 < · · · < xm = b,
c = y0 < y1 < · · · < yn = d .

area dxi dyj = (xi − xi−1 )(yj − yj−1 )

P consists mn rectangles Rij and has q
The norm of partition P: kPk = max dxi2 + dyj2
i,j

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 2 / 15

 Double Integrals

Double Integrals over Rectangles

D- a closed rectangle D = [a, b] × [c, d ]

function f (x, y ) is bounded on D
The partition P:
a = x0 < x1 < · · · < xm = b,
c = y0 < y1 < · · · < yn = d .

P consists mn rectangles Rij and has qarea dxi dyj = (xi − xi−1 )(yj − yj−1 )
The norm of partition P: kPk = max dxi2 + dyj2
i,j
ZZ ZZ X
I = f (x, y )dxdy = f (x, y )dA = lim f (xi∗ , yj∗ ),
kPk→0
D D i,j

where (xi∗ , yj∗ ) arbitrary point in Rij .

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 2 / 15

 Double Integrals

Double Integrals over General Domains

f (x, y ) is defined on bounded domain D, let fˆ(x, y ) is defined on rectangle

R ⊃ D and be an extension of f that is zero outside D.

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 3 / 15

 Double Integrals

Double Integrals over General Domains

f (x, y ) is defined on bounded domain D, let fˆ(x, y ) is defined on rectangle

R ⊃ D and be an extension of f that is zero outside D.
ZZ ZZ
f (x, y )dxdy = fˆ(x, y )dxdy
D R

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 3 / 15

 Double Integrals

Properties of Double Integral

RR
Area area(D) = dxdy
D

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 4 / 15

 Double Integrals

Properties of Double Integral

RR
Area area(D) = dxdy
D
RR
Linear [af (x, y ) + bg (x, y )]dxdy =
DRR RR
a f (x, y )dxdy + b g (x, y )dxdy
D D

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 4 / 15

 Double Integrals

Properties of Double Integral

RR
Area area(D) = dxdy
D
RR
Linear [af (x, y ) + bg (x, y )]dxdy =
DRR RR
a f (x, y )dxdy + b g (x, y )dxdy
D D
Additivity of domains
RR D1 , D2 nonoverlapping
RR RR
f (x, y )dxdy = f (x, y )dxdy + f (x, y )dxdy
D1 ∪D2 D1 D2

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 4 / 15

 Double Integrals in Cartesian Coordinates

Fubini’s Theorem
D = [a, b] × [c, d ] = {(x, y ) : a ≤ x ≤ b, c ≤ y ≤ d }:
ZZ Zb Zd
f (x, y )dxdy = dx f (x, y )dy
D a c

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 5 / 15

 Double Integrals in Cartesian Coordinates

Fubini’s Theorem
D = [a, b] × [c, d ] = {(x, y ) : a ≤ x ≤ b, c ≤ y ≤ d }:
ZZ Zb Zd
f (x, y )dxdy = dx f (x, y )dy
D a c

D = {(x, y ) : a ≤ x ≤ b, c(x) ≤ y ≤ d (x)}:

ZZ Zb d(x)
Z
f (x, y )dxdy = dx f (x, y )dy
D a c(x)

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 5 / 15

 Double Integrals in Cartesian Coordinates

Fubini’s Theorem
D = [a, b] × [c, d ] = {(x, y ) : a ≤ x ≤ b, c ≤ y ≤ d }:
ZZ Zb Zd
f (x, y )dxdy = dx f (x, y )dy
D a c

D = {(x, y ) : a ≤ x ≤ b, c(x) ≤ y ≤ d (x)}:

ZZ Zb d(x)
Z
f (x, y )dxdy = dx f (x, y )dy
D a c(x)

D = {(x, y ) : c ≤ y ≤ d , a(y ) ≤ x ≤ b(y )}:

ZZ Zd b(y
Z )
f (x, y )dxdy = dy f (x, y )dx
D c a(y )

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 5 / 15

 Double Integrals in Cartesian Coordinates

Example 1

Change the order of the integral

ZZ
f (x, y )dxdy ,
D

D is the triangle with vertices (0, 0), (1, 0), (1, 1)

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 6 / 15

 Double Integrals in Cartesian Coordinates

Example 1

Change the order of the integral

ZZ
f (x, y )dxdy ,
D

D is the triangle with vertices (0, 0), (1, 0), (1, 1)

ZZ Z1 Zx
f (x, y ) = dx f (x, y )dy ,
D 0 0

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 6 / 15

 Double Integrals in Cartesian Coordinates

Example 1

Change the order of the integral

ZZ
f (x, y )dxdy ,
D

D is the triangle with vertices (0, 0), (1, 0), (1, 1)

ZZ Z1 Zx
f (x, y ) = dx f (x, y )dy ,
D 0 0

ZZ Z1 Z1
f (x, y ) = dy f (x, y )dx.
D 0 y

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 6 / 15

 Double Integrals in Cartesian Coordinates

Example 2

Find ZZ
(x − y )dxdy ,
D

D is the region bounded by y = 2 − x 2 , y = 2x − 1

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 7 / 15

 Double Integrals in Cartesian Coordinates

Example 2

Find ZZ
(x − y )dxdy ,
D

D is the region bounded by y = 2 − x 2 , y = 2x − 1

ZZ Z1 Z 2
2−x

(x − y )dxdy = dx (x − y )dy
D −3 2x−1

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 7 / 15

 Double Integrals in Cartesian Coordinates

Example 2

Find ZZ
(x − y )dxdy ,
D

D is the region bounded by y = 2 − x 2 , y = 2x − 1

ZZ Z1 Z 2
2−x

(x − y )dxdy = dx (x − y )dy
D −3 2x−1

Z1 h 1 i2−x 2
= dx xy − y 2
2 2x−1
−3

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 7 / 15

 Double Integrals in Cartesian Coordinates

Example 2

Find ZZ
(x − y )dxdy ,
D

D is the region bounded by y = 2 − x 2 , y = 2x − 1

ZZ Z1 Z 2
2−x

(x − y )dxdy = dx (x − y )dy
D −3 2x−1

Z1 h 1 i2−x 2
= dx xy − y 2
2 2x−1
−3

R1 h   i
= x(2 − x 2 ) − 21 (2 − x 2 )2 − x(2x − 1) − 12 (2x − 1)2 dx =
−3

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 7 / 15

 Double Integrals in Cartesian Coordinates

Example 2

Find ZZ
(x − y )dxdy ,
D

D is the region bounded by y = 2 − x 2 , y = 2x − 1

ZZ Z1 Z 2
2−x

(x − y )dxdy = dx (x − y )dy
D −3 2x−1

Z1 h 1 i2−x 2
= dx xy − y 2
2 2x−1
−3

R1 h   i
= x(2 − x 2 ) − 21 (2 − x 2 )2 − x(2x − 1) − 12 (2x − 1)2 dx = 64
15
−3

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 7 / 15

 Double Integrals in Cartesian Coordinates

Example 3

Find the volume of the solid bounded by the planes:

z = 0, z = 1 − x 2 , y = 0, y = x

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 8 / 15

 Double Integrals in Cartesian Coordinates

Example 3

Find the volume of the solid bounded by the planes:

z = 0, z = 1 − x 2 , y = 0, y = x

ZZ
V = (1 − x 2 )dxdy
0≤x≤1,0≤y ≤x

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 8 / 15

 Double Integrals in Cartesian Coordinates

Example 3

Find the volume of the solid bounded by the planes:

z = 0, z = 1 − x 2 , y = 0, y = x

ZZ
V = (1 − x 2 )dxdy
0≤x≤1,0≤y ≤x

Z1 Zx
V = dx (1 − x 2 )dy
0 0

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 8 / 15

 Double Integrals in Cartesian Coordinates

Example 3

Find the volume of the solid bounded by the planes:

z = 0, z = 1 − x 2 , y = 0, y = x

ZZ
V = (1 − x 2 )dxdy
0≤x≤1,0≤y ≤x

Z1 Zx
V = dx (1 − x 2 )dy
0 0

1
V =
4

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 8 / 15

 Change of Variables in Double Integrals

Transformation

Mapping: F : (u, v ) 7→ (x = x(u, v ), y = y (u, v )) maps one point (u, v ) in

uv -plane to one and only one point (x, y ) in xy -plane and vice versa. The
Jacobian  ∂x ∂y  
 ∂(x, y )  
 =  det ∂u ∂u 
  
∂x ∂y 
∂(u, v )

∂v ∂v

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 9 / 15

 Change of Variables in Double Integrals

Transformation

Mapping: F : (u, v ) 7→ (x = x(u, v ), y = y (u, v )) maps one point (u, v ) in

uv -plane to one and only one point (x, y ) in xy -plane and vice versa. The
Jacobian  ∂x ∂y  
 ∂(x, y )  
 =  det ∂u ∂u 
  
∂x ∂y 
∂(u, v )

∂v ∂v

The transformation F (S) = D, where S domain uv -plane, D domain

xy -plane.
ZZ ZZ   ∂(x, y ) 
f (x, y )dxdy = f F (u, v )  dudv
 
∂(u, v )
F (S) S

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 9 / 15

 Change of Variables in Double Integrals

Polar Coordinates

Polar coordinates [r , θ], (r ≥ 0, 0 ≤ θ ≤ 2π) and Cartesian coordinates

(x, y ) are related by the transformation

F : [r , θ] 7→ (x = r cos θ, y = r sin θ)

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 10 / 15

 Change of Variables in Double Integrals

Polar Coordinates

Polar coordinates [r , θ], (r ≥ 0, 0 ≤ θ ≤ 2π) and Cartesian coordinates

(x, y ) are related by the transformation

F : [r , θ] 7→ (x = r cos θ, y = r sin θ)

.
The Jacobian  ∂(x, y )   
 cos θ −r sin θ
= =r

∂(u, v ) sin θ r cos θ 


Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 10 / 15

 Change of Variables in Double Integrals

Example 1

Find the area of the disk D = {(x, y ) : x 2 + y 2 ≤ R 2 }.

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 11 / 15

 Change of Variables in Double Integrals

Example 1

Find the area of the disk D = {(x, y ) : x 2 + y 2 ≤ R 2 }.

ZZ
Area(D) = dxdy
D

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 11 / 15

 Change of Variables in Double Integrals

Example 1

Find the area of the disk D = {(x, y ) : x 2 + y 2 ≤ R 2 }.

ZZ
Area(D) = dxdy
D

Transformation x = r cos θ, y = r sin θ, where 0 ≤ r ≤ R, 0 ≤ θ ≤ 2π

ZZ Z2π ZR
Area(D) = dxdy = dθ rdr = πR 2 .
D 0 0

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 11 / 15

 Change of Variables in Double Integrals

Example 2

x2 y2
Find the area of the elipse E = {(x, y ) : a2
+ b2
≤ 1}.

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 12 / 15

 Change of Variables in Double Integrals

Example 2

2 y2
Find the area of the elipse E = {(x, y ) : xa2 + b2
≤ 1}.
ZZ
Area(E ) = dxdy
E

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 12 / 15

 Change of Variables in Double Integrals

Example 2

2 y2
Find the area of the elipse E = {(x, y ) : xa2 + b2
≤ 1}.
ZZ
Area(E ) = dxdy
E
 
 ∂(x,y ) 
Transformation x = au, y = bv , where u 2 + v 2 ≤ 1,  ∂(u,v )  = ab
ZZ ZZ
Area(E ) = dxdy = abdudv = πab.
E u 2 +v 2 ≤1

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 12 / 15

 Change of Variables in Double Integrals

Area of surface

The area of surface z = f (x, y ) defined for (x, y ) ∈ D:

ZZ q
S= 1 + (zx0 )2 + (zy0 )2 dxdy
D

Example: Find area of surface of unit sphere.

p
z= 1 − x 2 − y 2, x 2 + y 2 ≤ 1
ZZ q ZZ
0 2 0 2
1
S =2 1 + (zx ) + (zy ) dxdy = 2 p dxdy
1 − x2 − y2
D D

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 13 / 15

 Triple Integrals

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 14 / 15

 Change of Variables in Triple Integrals

Dr. Tran Van Long () Chapter Multiple Integration 24-01-2011 15 / 15