Multiple Integrals

Fubini's theorem for general domains:

Definition. A plane region D is said to be of type I if it lies between the graphs of two continuous
functions of x, that is,
D = {(x, y) | a  x  b, g1 (x)  y  g2 (x)}
where g1 and g2 are continuous on [a, b]. Some examples of type I regions are shown in the figure.

ZZ Z bZ g2 (x)
f (x, y)dA = f (x, y)dydx
D a g1 (x)
 Multiple Integrals

Fubini's theorem for general domains:

Definition. A plane region D is said to be of type II if it lies between the graphs of two continuous
functions of y, that is,
D = {(x, y) | c  y  d, h1 (y)  x  h2 (y)}
where h1 and h2 are continuous on [c, d]. Some examples of type II regions are shown in the figure.

ZZ Z d Z h2 (y)
f (x, y)dA = f (x, y)dxdy
D c h1 (y)
 Multiple Integrals

Example: Calculate ZZ
sin x
dA,
R x
where R is the triangle in the xy-plane bounded by the x-axis, the line y = x, and the line x = 1

Solution:

Z 1 Z 1
sin x
dxdy?
0 y x

If we reverse the order of integration and attempt to calculate

Z 1Z 1
sin x
dxdy
0 y x
R
we run into a problem because ((sin x)/x)dx cannot be expressed
in terms of elementary functions (there is no simple antiderivative).
 Multiple Integrals

Example: Calculate ZZ
sin x
dA,
R x
where R is the triangle in the xy-plane bounded by the x-axis, the line y = x, and the line x = 1

Solution:

Z 1 ✓Z ◆ Z 1 y=x
x
sin x sin x
dy dx = y dx
0 0 x 0 x
Z 1
y=0

= sin xdx
0
= cos(1) + 1 ⇡ 0.46
 Multiple Integrals

If a region D is of both type, we have

ZZ Z bZ 2 (x)
Z d Z 2 (y)

f (x, y)dxdy = f (x, y)dydx = f (x, y)dxdy

D a 2 (x) c 1 (y)

RR
so the two iterated integrals are equal. If we want to find D f (x, y)dxdy but cannot integrate
one of the iterated integrals above, we may try to evaluate the other integral, a technique called
changing the order of integration.
 Multiple Integrals
R1R1
Example: Evaluate the iterated integral 0 x sin (y 2 ) dydx.
Z 1Z 1 ZZ
Solution: sin y 2 dydx = sin y 2 dA
0 x D

where D = {(x, y) | 0 6 x 6 1, x 6 y 6 1}

Alternate description of the region D is:

D = {(x, y) | 0 6 y 6 1, 0 6 x 6 y}

R If we 2
try to evaluate the integral as it stands, we are faced with the task of first evaluating
sin (y ) dy, which is impossible to do so as it does not have simple antiderivative. So we must
change the order of integration.
Z 1 Z 1 ZZ
sin y 2 dydx = sin y 2 dA
x
0
Z 1DZ y Z 1 ⇤x=y
sin y 2 dxdy = x sin y 2
⇥
= x=0
dy
0 0 0
Z 1 1
2 1 1
= y sin y dy = cos y 2 = (1 cos 1)
0 2 0 2
 Multiple Integrals

R x hR t i Rx
Question: Prove: 0 0
F (u)du dt = 0 (x u)F (u)du.

Solution: Interchange the order of integration (draw a sketch in the (u, t) plane);
Z xZ t Z xZ x Z x
F (u)dudt = F (u)dtdu = (x u)F (u)du
0 0 0 u 0
 Multiple Integrals

Properties of Double Integrals

If f (x, y) and g(x, y) are continuous on the bounded region R, then the following properties
hold.
RR RR
1. Constant Multiple: R cf (x, y)dA = c R f (x, y)dA (any number c )
RR RR RR
2. Sum and Di↵erence: R (f (x, y) ± g(x, y))dA = R f (x, y)dA ± R g(x, y)dA

3. Domination:
RR
(a) R f (x, y)dA 0 if f (x, y) 0 on R
RR RR
(b) R f (x, y)dA R
g(x, y)dA if f (x, y) g(x, y) on R

4. Additivity: If R is the union of two nonoverlapping regions R1 and R2 , then

ZZ ZZ ZZ
f (x, y)dA = f (x, y)dA + f (x, y)dA
R R1 R2
 Multiple Integrals

Mean Value Theorem for Double Integrals

Recall one dimensional case:
Let f be continuous on [a, b]. Then there is a point x0 in (a, b) such that
Z b
1
f (x0 ) = f (x)dx.
b a a

Geometrically, the average value is the height of the rectangle with base [a, b] that has the same
area as the region under the graph of f .
 Multiple Integrals

Mean Value Theorem for Double Integrals (inequality)

Suppose there are numbers m and M such that for all (x, y) 2 D, and m  f (x, y)  M ,
then integrating over D, we get
ZZ
m · A(D)  f (x, y)dA  M · A(D),
D

where A(D) is the area of the region D. Even though this inequality is obvious, it can help
us estimate integrals that we cannot easily evaluate exactly.

Example:

Consider the integral

1
ZZ
p dxdy,
D 1+x +y
6 8

where D is the unit square [0, 1] ⇥ [0, 1].

Not easy to compute, but using the above result, we can estimate this integral
ZZ
1 1
p  p dxdy  1
3 6
1+x +y 8
D
 Multiple Integrals

Mean Value Theorem for Double Integrals

Suppose that f : D ! R is continuous and D is an elementary region. Then for some point
(x0 , y0 ) in D we have ZZ
1
f (x0 , y0 ) = f (x, y)dA
A(D) D
where A(D) denotes the area of D.

Example: Find the average value of f (x, y) = x cos xy over the rectangle R : 0  x  ⇡, 0 
y  1.
 Multiple Integrals

Question: Let f be continuous and let B" be the ball of radius " centered at the point
(x0 , y0 , z0 ). Let vol (B" ) be the volume of B" . Prove that
ZZZ
1
lim f (x, y, z)dV = f (x0 , y0 , z0 ) .
"!0 vol (B" ) B"

Solution: Let M✏ and m✏ be the maximum and minimum of f on B✏ . Then we have the
inequality ZZZ
m✏ vol (B✏ )  f dV  M✏ vol (B✏ )
B✏

. Divide by vol (B✏ ), let ✏ ! 0 and use continuity of f .