aft

Multiple Integration

Lourd John Joaquin

Dr
Polytechnic University of the Philippines
College of Science
Department of Mathematics and Statistics
Bachelor of Science in Applied Mathematics

July 31, 2021

Lourd John Joaquin Multiple Integration

Problem 1
Show that E[(X − µ)2 ] of the standard normal distribution is equal to σ 2
(Walpole, Myers, et al., 2014, p. 191)

aft
Solution
The density of the normal random variable is given by
1 −(X −µ)2
n(x; µ, σ) = √ e 2σ2
σ 2π
We know that
Z ∞
2
E [(X − µ) )] = (x − µ)2 f (x)dx

Thus,
Dr −∞

Z ∞
1 −(X −µ)2
E [(X − µ)2 )] = √ (x − µ)2 e 2σ 2 dx
σ 2π −∞

Lourd John Joaquin Multiple Integration

Problem 1 (continuation)

Solution
x−µ
Let u = σ , therefore dx = σ du

aft
∞
σ2
Z
−u 2
E [(X − µ)2 )] = √ u2e 2 dx
2π −∞

−u 2
Integrating by parts letting u’ = u and dv = ue 2 We’ll have,
∞ !
∞
σ2
 Z
−u 2 −u 2
2
E [(X − µ) )]
Dr = √ −ue 2 + e 2 du (1)
2π −∞ −∞

Lourd John Joaquin Multiple Integration

Problem 1 (continuation)

Solution
Taking the limits of the other half of the expression will equal to zero,

aft
however, the integral part is not an elementary function. Assigning its
value to, let’s say, X
Z ∞
−u 2
X = e 2 du
−∞

Squaring both sides will yield

Z ∞ 2 Z ∞ Z ∞
−u 2 −(u 2 +v 2 )
X2 =
Dr −∞
e 2 du =
−∞ −∞
e 2 dudv

Lourd John Joaquin Multiple Integration

Problem 1 (continuation)

Solution
Proceeding to polar transformation of rectangular coordinates, the limits

aft
for r will be 0 ≤ r ≤ ∞ and theta 0 ≤ θ ≤ π2
Z 2π Z ∞
−r 2
2
X = re 2 drdθ
0 0
Z 2π h r 2 i∞
= −e 2 dθ
0 0
Z 2π
Dr = dθ
0
2π
= [θ]0
X2 = 2π
√
∴X = 2π

Lourd John Joaquin Multiple Integration

Problem 1 (continuation)

Solution
Substituting back to (1)

aft
σ2 √
E [(x − µ)2 ] = √ ( 2π)
2π
∴ E [(x − µ)2 ] = σ2

Dr
Lourd John Joaquin Multiple Integration
Problem 2
Find E(Y/X) for the density function

x(1 + 3y 2 )

aft
f (x, y ) =
4
for 0 < x < 2, 0 < y < 1. (Walpole, Myers, et al., 2014, p. 120)

Solution
Z ∞ Z ∞
E [g (X , Y )] = g (x, y )f (x, y )dxdy
Dr −∞ −∞
Z 1Z 2
y  x(1 + 3y 2 )
 
Y
E = dxdy
X 0 0 x 4
1 2
y (1 + 3y 2 )
Z Z
= dxdy
0 0 4

Lourd John Joaquin Multiple Integration

Problem 2

Solution

aft
1 2
y + 3y 3
  Z 
Y
E = x dy
X 0 4 0
 2 4
1
y 3y
= +
4 8 0
 
Y 5
∴E =
X 8
Dr
Lourd John Joaquin Multiple Integration
Problem 3
Show that the area under the Lognormal Distribution:
1 −(ln(x)−µ)2
√

aft
f (x; µ, σ) = e 2σ 2
σx 2π
is equal to 1 for x ≥ 0 (Walpole, Myers, et al., 2014, p. 217)

Solution
Setting σ and µ to 1 and 0 respectively, we have,
1 −(ln(x))2
f (x; 0; 1) = √ e 2
x 2π
Dr
Integrating the function from 0 to ∞,

1
Z ∞
1 −(ln(x))2
A= √ e 2 dx
2π 0 x

Lourd John Joaquin Multiple Integration

Problem 3 (continuation)

Solution
Let u = ln(x), thus, du = x1 dx. Changing limits, as x approaches positive

aft
infinity, u approaches positive infinity; as x approaches 0, u approaches
negative infinity. Z ∞
1 −u 2
A= √ e 2 du
2π −∞
Squaring both sides will yield,
Z ∞ 2 Z ∞ Z ∞
1 −u 2 1 −(u 2 +v 2 )
A2 = e 2 du = e 2 dudv
2π 2π
Dr −∞ −∞

Proceeding to polar transformation of rectangular coordinates, the limits

for r will be 0 ≤ r ≤ ∞ and theta 0 ≤ θ ≤ π2
−∞

Lourd John Joaquin Multiple Integration

Problem 3 (continuation)

Solution

aft
Z 2π Z ∞
1 −r 2
A2 = re 2 drdθ
2π 0 0
Z 2π i∞
1 h r2
= −e 2 dθ
2π 0 0
Z 2π
1
= dθ
2π 0
1 2π
= [θ]
Dr =
2π 0
1
2π
2π
A2 = 1
∴A = 1

Lourd John Joaquin Multiple Integration

Problem 4
A bank operates both a drive-up facility and a walk-up window. On a
randomly selected day, let X = the proportion of time that the drive-up
facility is in use (at least one customer is being served or waiting to be

aft
served) and Y = the proportion of time that the walk-up window is in
use. Suppose the joint pdf of (X, Y) is given by

6
f (x, y ) = (x + y 2 )
5
for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1. Find the probability that neither facility is
busy more than one-quarter of the time. (Devore, 2012, p. 196)

Solution
Dr
We know that the probability of this joint probability density function
from some bounds can be expressed as,
Z b Z d
P(a ≤ X ≤ b, c ≤ Y ≤ d) = f (x, y )dydx
a c

Lourd John Joaquin Multiple Integration

Problem 4 (continuation)

Solution

aft
Z 1 Z 1
1 1 6 4 4
P(0 ≤ x ≤ , 0 ≤ y ≤ ) = (x + y 2 )dydx
4 4 5 0 0
Z  1  14
6 4 1
= xy + y 3 dx
5 0 3 0
Z 14  
6 1 1
= x+ dx
5 0 4 192
Dr   41
6 1 2 1
= x + x
5 8 192 0
 
6 1 1
= +
5 128 768
1 1 21
∴ P(0 ≤ x ≤ ,0 ≤ y ≤ ) = = 0.0109
4 4 1920

Lourd John Joaquin Multiple Integration

Problem 5
Find the value of the double integral
Z Z p
x 2 9 − y 2 dA

aft
R

R is the region bounded by the circle x 2 + y 2 = 9. (Leithold, 1997, p.

1089)

Solution
p
By symmetry, we can integrate from 0 ≤ x ≤ 9 − y 2 and 0 ≤ y ≤ 3
and multiply the result into 4.
Dr Z 3 Z √9−y 2 p
V =4 x 2 9 − y 2 dxdy
0 0

Lourd John Joaquin Multiple Integration

Problem 5 (continuation)

Solution

√9−y 2

aft
Z 3 
1 3p
V = 4 x 9 − y2 dy
0 3 0
Z 3
1
= 4 (9 − y 2 )2 dy
0 3
Z 3
4
= (81 − 18y 2 + y 4 )dy
3 0
Dr  3
4 1
= 81y − 6y 3 + y 5
3 5
 0
4 243 864
∴V = 243 − 162 + =
3 5 5

Lourd John Joaquin Multiple Integration

Problem 6
Evaluate by polar coordinates the double integral
Z Z
2 2
e x +y dA

aft
R

where R is the region bounded by the circles x 2 + y 2 = 1 and

x 2 + y 2 = 9. (Leithold, 1997, p. 1110)

Solution
The region is bounded by the two circles with radius 1 and 3. By
symmetry, we can have the bounds from 0 ≤ θ ≤ π2 and 1 ≤ r ≤ 3 and
Dr
multiply by 4.
Z π2 Z 3
2
V =4 re r drdθ
0 1

Lourd John Joaquin Multiple Integration

Problem 6 (continuation)

Solution

aft
Z π  3
2 1 r2
V = 4 e dθ
0 2 1
Z π
2
= 2 (e 9 − e)
0
π
2 e 9 θ − eθ 02

=
∴V = πe(e 8 − 1)
Dr
Lourd John Joaquin Multiple Integration
Problem 7
Evaluate. Z 1 Z arccos y
e sin x dx dy

aft
0 0

(Salas, Hille,and Etgen, 2006, p. 888)

Solution
Since the double integral is hard to evaluate at its current form. We can
interchange the limits of integration, thus, starting first with respect to y.
So, Z πZ 2 cos x
Dr e sin x dy dx
0 0
.
We can now solve the double integral.
π
Z 2
Z cos x
V = e sin x dy dx
0 0
Z π
2 cos x
ye sin x

= 0
dx
0

Lourd John Joaquin Multiple Integration

Problem 7 (continuation)

Solution

aft
Z π
2
V = e sin x cos x dx
0
Z 1
= e u du
0
1
= [e u ]0
∴V = e −1
Dr
Lourd John Joaquin Multiple Integration
Problem 8
Evaluate Z Z
1
3 dx dy
R (1 + x2 + y 2) 2

aft
where R is the region bounded by the triangle with vertices (0,0), (1,0),
and (1,1). (Salas, Hille,and Etgen, 2006, p. 892)

Solution
The vertical line in the triangle is x = 1, in polar coordinates it is
r cos θ = 1 or r = sec θ, thus, in polar coordinates, we have the double
integral,
Z π4 Z sec θ
r
Dr 0 0

Let u = 1 + r 2 , thus, du = 2r dr ,
3 dr dθ
(1 + r 2 ) 2

π  sec θ
−1
Z 4
√ dθ
0 1 + r2 0

Lourd John Joaquin Multiple Integration

Problem 8 (continuation)

Solution

aft
Z π  
4 1
V = 1− √ dθ
0 1 + sec2 θ
Z π
!
4 cos θ
= 1− p dθ
0 2 − sin2 θ
Z π Z π
4 4 cos θ
= dθ − p dθ
0 0 2 − sin2 θ
Dr √
Z 2
π 1 2
= [θ]04 − du √
0 2 − u2
  π
 4
sin θ
= θ − arcsin √
2 0
π π π
∴V = − =
4 6 12

Lourd John Joaquin Multiple Integration

Problem 9
Evaluate Z ln 4 Z ln 3
e x+y dx dy

aft
0 0

(Mendelson, 1998, p. 405)

Solution
In this case, it is an iterated integral, thus,
Z ln 3 ! Z !
ln 4
I = e x dx e y dy
Dr 0 0
ln 3 ln 4
= [e x ]0 [e y ]0
= (3 − 1)(4 − 1)
∴I = 6

Lourd John Joaquin Multiple Integration

Problem 10
√
Let R be the region bounded by the curve y = x and y = x. Evaluate
Z Z
sin y

aft
dA
R y

(Mendelson, 1998, p. 407)

Solution
The region on the xy -plane is bounded by two curves with points of
intersection at (0,0) and (1,1), thus,
Z 1 Z y
sin y
Dr V =

=
0
Z 1
y2

sin y
y

x
y
dx dy

dy
0 y y2
Z 1
= (sin y − y sin y ) dy
0

Lourd John Joaquin Multiple Integration

Problem 10 (continuation)

Solution

aft
Z 1 Z 1
V = sin y dy − y sin y dy
0 0

Letting u = y and dv = sin y dy , then integration by parts

Z 1
1 1
V = [− cos y ]0 − [−y cos y ]0 − cos y dy
0
1
Dr = [− cos y + y cos y − sin y ]0
= (− cos 1 + cos 1 − sin 1 + 1)
∴V = 1 − sin 1

Lourd John Joaquin Multiple Integration

Problem 11
Use polar coordinates to find the region inside the circle x 2 + y 2 = 9 and
to the right of the line x = 32 . (Mendelson, 1998, p. 411)

aft
Solution
In polar coordinates, x = 23 is represented as r = 2 cos
3
θ and the circle is
π
r = 3. By symmetry, θ can run from 0 ≤ θ ≤ 3 and multiply the result
by 2.
π
Z 3
Z 3
A = 2 r dr dθ
3
0 2 cos θ
Dr Z π
3  2 3
= r 3 dθ
2 cos θ
0
Z π  
3 9 2
= 9 − sec θ dθ
0 4

Lourd John Joaquin Multiple Integration

Problem 11 (continuation)

Solution

aft
Z π Z π
3 9 2
A = 9 dθ − sec2 θ dθ
0 4 0
  π3
9
= 9θ − tan θ
4 0
9√
= 3π − 3
4
3 √
∴A
Dr = (4π − 3 3)
4

Lourd John Joaquin Multiple Integration

Problem 12
Evaluate, using symmetry
Z Z
xy

aft
dA
R 1 + x4

Where R is the region from −1 ≤ x ≤ 1 and 0 ≤ y ≤ 1.(Stewart, 2010,

p. 1012)

Solution
By symmetry,
Z 1 Z 1
xy
Dr V =

=
−1 0
Z 1
1 +
xy 2
4
x4
1
dy dx

dx
−1 1 + x 0
Z 1
x
= dx
−1 1 + x4

Lourd John Joaquin Multiple Integration

Problem 12 (continuation)

Solution
Let u = x 2 , thus du = 2xdx

aft
1 1
Z
1
V = du
2 −1 1 + u 2
1 1
= arctan(x 2 ) −1
2
1 π π
= −
2 4 4
Dr ∴V = 0

Lourd John Joaquin Multiple Integration

Problem 13
Evaluate Z Z Z
2 3
+y 2 +z 2 ) 2
e (x dV
B

aft
where B is the unit ball B = {(x, y , z)|x 2 + y 2 + z 2 ≤ 1}. (Stewart,
2010, p. 1060)

Solution
Evaluating the triple integral through spherical coordinates, the limits of
integrations are

B = {(ρ, θ, φ)|0 ≤ ρ ≤ 1, 0 ≤ θ ≤ 2π, 0 ≤ φ ≤ π}

Dr
Thus,
Z Z Z 3
Z π Z 2π Z 1
(x 2 +y 2 +z 2 ) 2 3
e dV = e ρ ρ2 sin φ dρ dθ dφ
B 0 0 0

Lourd John Joaquin Multiple Integration

Problem 13 (continuation)

Solution

aft
Z Z Z 3
Z π Z 2π Z 1
2
+y 2 +z 2 ) 2 3
e (x dV = sin φ dφ dθ ρ2 e ρ dρ
B 0 0 0
 1
π 1 3
= [− cos φ]0 (2π) e ρ
3 0
Z Z Z
2 2 3
+z 2 ) 2 4
∴ e (x +y
dV = π(e − 1)
B 3
Dr
Lourd John Joaquin Multiple Integration
Problem 14
Find the volume enclosed by the two paraboloids z = 5x 2 + 5y 2 and
z = 5x 2 + 5y 2 .(Anton, Bivens, and Davis, 2012, p. 1043)

aft
Solution
The graph of the paraboloids is given below.

The projection of the region on the

xy -plane is given by solving the equa-
tions simultaneously, thus
Dr 5x 2 + 5y 2
2x 2 + y 2
=
=
5x 2 + 5y 2
1

which is√an ellipse with minor axis of

length 2.

Source: Anton, Bivens, and Davis, 2012

Lourd John Joaquin Multiple Integration

Problem 14 (continuation)

Solution
The triple integral is given by,

aft
√
Z 1
√
2
Z 1−2x 2 Z 6−7x 2 −y 2
V = √ dz dy dx
−1
√
2
− 1−2x 2 5x 2 +5y 2
1
√
Z 1−2x 2
Z √
2
= √ (6 − 12x 2 − 6y 2 ) dy dx
−1
√
2
− 1−2x 2
1
√
√1−2x 2
Z
2
6(1 − 2x 2 )y − 2y 3 −√1−2x 2 dx

Dr =
−1
√
2
Z √1
2 3
= 8 (1 − 2x 2 ) 2 dx
−1
√
2

Lourd John Joaquin Multiple Integration

Problem 14 (continuation)

Solution
By trigonometric substitution, let x = √1 sin θ, thus dx = √1 cos θ dθ

aft
2 2

Z π
8 2
V = √ cos4 θ dθ
2 −π
2

By Wallis’ Formula,
3π
∴V = √
Dr 2

Lourd John Joaquin Multiple Integration

Problem 15
Use cylindrical coordinates to evaluate
√
Z 3 Z 9−x 2 Z 9−x 2 −y 2

aft
√ x 2 dz dy dx
−3 − 9−x 2 0

(Anton, Bivens, and Davis, 2012, p. 1050)

Solution
Transforming the integral to cylindrical coordinates,
Z 2π Z 3 Z 9−r 2
V = r 3 cos2 θ dz dr dθ
Dr =
Z
0

0
2π
0
Z

0
3 
0

zr 3 cos2 θ
9−r 2
0
dr dθ
Z 2π Z 3
= (9r 3 − r 5 ) cos2 θ dr dθ
0 0

Lourd John Joaquin Multiple Integration

Problem 15 (continuation)

Solution

aft
2π 3 3
9r 4 r6
Z Z  
2
V = − cos θ dθ
0 0 4 6 0
Z 2π
243
= cos2 θ dθ
4 0
Z 2π
243 1
= (1 + cos 2θ) dθ
4 2 0
 2π
243 1 1
Dr
∴V
=

=
4 2
243π
4
θ + sin 2θ
4 0

Lourd John Joaquin Multiple Integration

Problem 16
Verify that
ρ2 sin φ = |J(ρ, θ, φ)|

aft
where J(ρ, θ, φ) is the Jacobian of the transformation from rectangular
coordinates to spherical coordinates. (Salas, Hille,and Etgen, 2006, p.
935)

Solution
The values for x, y , and z for spherical coordinates are

x = ρ sin φ cos θ y = ρ sin φ sin θ z = ρ cos φ

Dr
Jacobian of the three variables x, y , and z, is given by
 ∂x ∂y ∂z 

 ∂ρ ∂ρ ∂ρ 
 ∂x ∂y ∂z 


J(ρ, θ, φ) =  ∂θ ∂θ ∂θ 
 ∂x ∂y ∂z 
 
∂φ ∂φ ∂φ

Lourd John Joaquin Multiple Integration

Problem 16 (continuation)

Solution
Moreover,

aft
  ∂y ∂z 
  ∂x ∂z 
  ∂x ∂y 

 ∂x  ∂y  ∂z  ∂θ
 ∂θ ∂θ   ∂θ ∂θ  ∂θ 
J(ρ, θ, φ) =  − +

 ∂y  ∂x ∂z  ∂y 
 ∂ρ ∂z  ∂ρ ∂ρ  ∂x
  
 
∂φ ∂φ ∂φ ∂φ ∂φ ∂φ
2 2
= |(sin φ cos θ)(−ρ sin φ cos θ)
−(sin φ sin θ)(ρ2 sin2 φ sin θ) − (cos φ)(ρ2 sin φ cos φ)|
= |ρ2 sin3 φ − ρ2 sin φ cos2 φ|
= | − ρ2 sin3 φ cos2 θ − ρ2 sin3 φ sin2 θ − ρ2 sin φ cos2 φ|

∴ J(ρ, θ, φ)
Dr
=
=
| − ρ2 sin3 φ − ρ2 sin φ cos2 φ|
ρ2 sin φ

Lourd John Joaquin Multiple Integration

Problem 17
Find the ”volume” of the ”four-dimensional sphere”
x 2 + y 2 + z 2 + w 2 = a2 by evaluating
Z Z √ 2 2Z √ 2 2 2Z √ 2 2 2 2

aft
a a −x a −x −y a −x −y −z
16 dw dz dy dx
0 0 0 0

(Larson and Edwards, 2008, p. 1044)

Solution
Integrating first with respect to w , will yield
Z a Z √a2 −x 2 Z √a2 −x 2 −y 2 p
16
0
Dr
0

In spherical coordinates, we have,

0
a2 − x 2 − y 2 − z 2 dz dy dx

π π
Z 2
Z 2
Z a p
16 ρ2 a2 − ρ2 sin φ dρ dθ dφ
0 0 0

Lourd John Joaquin Multiple Integration

Problem 17 (continuation)

Solution
By trigonometric substitution,

aft
π π
Z 2
Z 21 4
Z a  ρ a

V = 16 sin φ a arcsin −
0 0 0 8 a 0
a
a 2 − ρ2 ρ2
  
1 4 p 2
a ρ a − ρ2 − dθ dφ
8 a2 a2 0
Z π2 Z π2
= πa4 sin φ dφ dθ
Dr 0 0
π
π
= πa4 [− cos φ]02
2
π2 4
∴V = a
2

Lourd John Joaquin Multiple Integration

Problem 18
Evaluate the triple integral
Z 2π Z π Z 5

aft
ρ4 sin φ dρ dφ dθ
0 0 0

(Aryes and Mendelson, 1990, p. 464)

Solution

Z 2π Z π Z 5
V = ρ4 sin φ dρ dφ dθ
Dr 0 0 0
Z 2π Z π  5
1 5
= sin φ ρ dφ dθ
0 0 5 0
Z 2π Z π
= 625 dθ sin φ dφ
0 0
π
= 625(2π) [− cos φ]0
∴V = 2500π

Lourd John Joaquin Multiple Integration

Problem 19
Evaluate 2
∞ ∞
e −(x−y )
Z Z
dx dy
1 + (x + y )2

aft
−∞ −∞

by integrating over the square Sa : −a ≤ x ≤ a, −a ≤ y ≤ a and taking

the limit as a → ∞. (Salas, Hille, and Etgen, 2006, p. 935)

Solution
The given double integral is difficult to integrate in rectangular
coordinates, however it is reasonable for us to do a change of variables by
letting u = x − y and v = x + y , thus
Dr x=

The Jacobian is given by,

1
2
(u + v ) y=
−1
2
(u − v )

∂y 
 ∂x 

 ∂u ∂u 
J(u, v ) =  ∂x ∂y 


∂v ∂v

Lourd John Joaquin Multiple Integration

Problem 19 (continuation)

Solution

aft
∂x ∂y ∂x ∂y
J(u, v ) = −
∂u ∂v ∂v ∂u
1 1
= +
4 4
1
∴ J(u, v ) =
2
By Squeeze Theorem, we can deduce that the integral over the region Sa
is

1
Z Z

2 Da
e −u
1 + v2
Dr
2

du dv ≤
1
Z Z

2 Sa
e −u
1 + v2
2

du dv ≤
1
Z Z

2 D2a
e −u
1 + v2
2

du dv

We can compute for the other side, once done, the other side will follow,
if the two sides have the same limit as a → ∞ then that is the value of
the double integral.

Lourd John Joaquin Multiple Integration

Problem 19 (continuation)

Solution

aft
2 2
e −u 1 a a e −u
Z Z Z Z
1
du dv = du dv
2 Da 1 + v2 2 −a −a 1 + v 2
Z a Z a
1 2 dv
= e −u du
2 −a −a 1 + v2

Evaluating the first integrand through cylindrical coordinates, we will have

2
e −u
Z Z
1 Dr 1p a
du dv = π(1 − e −a ) [arctan v ]−a
2 Da 1 + v2 2
2
e −u
Z Z
1 p
∴ du dv = (arctan a) π(1 − e −a )
2 Da 1 + v2

Lourd John Joaquin Multiple Integration

Problem 19 (continuation)

Solution
It also follows that

aft
2
e −u
Z Z
1 p
2
du dv = (arctan 2a) π(1 − e −2a )
2 D2a 1+v

Taking the limits of both side will equal to

p p 1 √
lim (arctan a) π(1 − e −a ) = lim (arctan 2a) π(1 − e −2a ) = π π
a→∞ a→∞ 2
Thus,
Z
Dr
−∞
∞ Z

−∞
∞
e −(x−y )
1 + (x + y )2
2
1 √
2
1 3
dx dy = π π = π 2
2

Lourd John Joaquin Multiple Integration

Problem 20
If V
denotes

the zregion in the first octant bounded by the surface
x p y q

r
a + b + c = 1 and the coordinate planes, then if all the
constants are positive, show that,

aft
   
α β γ


Z Z Z α β γ Γ p Γ q Γ r
a b c
x α−1 y β−1 z γ−1 dx dy dz =  
V pqr Γ α + β + γ + 1
p q r

Integrals of this type are called Dirichlet Integrals and are often useful in
evaluating multiple integrals. (Wrede and Spiegel, 2010, p. 393)

Solution
Let
Dru=
 x p
a
v=
 y q
b
w=
 z r
c
Thus, 1 1 1
x = au p y = bv q z = cw r

Lourd John Joaquin Multiple Integration

Problem 20 (continuation)

Solution
Also,

aft
a p1 −1 b q1 −1 c 1 −1
dx = u dy = v dz = wr
p q r
Substitute to the original integral we have

aα b β c γ
Z Z Z
α β γ
u p −1 v q −1 w r −1 dw dv du
pqr R

Where R is the region bounded by the plane u + v + w = 1 and uvw

Dr
coordinate planes, thus
1 1−u 1−u−v
aα b β c γ
Z Z Z
α β γ
u p −1 v q −1 w r −1
dw dv du
pqr 0 0 0

Lourd John Joaquin Multiple Integration

Problem 20 (continuation)

Solution
Let I be the given triple integral,

aft
1 1−u 1−u−v
aα b β c γ
Z Z Z
α β γ
I = u p −1 v q −1 w r −1
dw dv du
pqr 0 0 0
1 Z 1−u
aα b β c γ r
Z
α β γ
= u p −1 v q −1 (1 − u − v ) r dv du
pqr γ 0 0

Let v = (1 − u)t,Dr 1 1
aα b β c γ r
Z  Z 
α β γ β γ
I = u p −1 (1 − u) q + r t q −1 (1 − t) r dt du
pqr γ 0 0

Lourd John Joaquin Multiple Integration

Problem 20 (continuation)

Solution
The latter is in the form of a Beta function, thus

aft
 
β γ

Z
aα b β c γ r Γ q Γ r + 1 1
α β γ
I =   u p −1 (1 − u) q + r du
pqr γ Γ β γ
q + r +1
0
 
α β γ 
β γ
α β γ
a b c r Γ q Γ r + 1 Γ p Γ q + r + 1
=    
pqr γ Γ β + γ + 1 Γ α β
+ + +1 γ
q r p q r

Z Z Z
Dr
Using the identity of Gamma function: Γ(n + 1) = nΓ(n)

α−1 β−1 γ−1 a

   
α β
α β γ Γ p Γ q Γ r
b c
γ


∴ x y z dx dy dz =  
V pqr Γ α + β + γ + 1
p q r

Lourd John Joaquin Multiple Integration