Multiple Integrals

• Let us first briefly recall the idea of Riemann integration for functions of single variable.

• Let f be a non-negative continuous function defined on a closed and bounded interval [a, b].
Rb
The curve in the picture below represents the graph of the function f . The integral a f (x)dx is
the area of the region under the curve.

• The integral is obtained by a process of approximation of the region using rectangles as

follows (see picture)
Z b X
n
f (x)dx = lim f (x⇤i ) x
a n!1
i=1
 Multiple Integrals

Question : What is the meaning of

Z
f (x, y)dA,
⌦
what is the meaning of dA,
where ⌦ is a bonded subset of R2 .

Integration of functions of two variables on a rectangular region R :

Let f (x, y) be a function defined on a rectangular region R,

R = {(x, y)| a  x  b, c  y  d}

• Subdivide R into smaller rectangles

xk : width of the kth rectangle
yk : height of the kth rectangle

Ak : area of the kth rectangle

Rectangular grid partitioning the region R

into small rectangles of area Ak = xk yk .
 Multiple Integrals

Integration of functions of two variables on a rectangular region R :

To form a Riemann sum over R, we choose a point (xk , yk ) in the k-th small rectangle,
multiply the value of f at that point by the area Ak , and add together the products:
X
n
Sn = f (xk , yk ) Ak .
k=1
Depending on how we pick (xk , yk ) in the k-th small rectangle, we may get di↵erent values for
Sn .

kP k : largest width or height of any rectangle in the partition

If kP k = 0.1 then all the rectangles in the partition

of R have width at most 0.1 and height at most 0.1 .

Rectangular grid partitioning the region R

into small rectangles of area Ak = xk yk .
 Multiple Integrals

Integration of functions of two variables on a rectangular region R :

To form a Riemann sum over R, we choose a point (xk , yk ) in the k-th small rectangle,
multiply the value of f at that point by the area Ak , and add together the products:
X
n
Sn = f (xk , yk ) Ak .
k=1
Depending on how we pick (xk , yk ) in the k-th small rectangle, we may get di↵erent values for
Sn .

kP k : largest width or height of any rectangle in the partition

If kP k = 0.1 then all the rectangles in the partition

of R have width at most 0.1 and height at most 0.1 .

• Think of the limit

X
n
lim Sn = lim f (xk , yk ) Ak
n!1 kP k!0
k=1
X
n
= lim f (xk , yk ) Ak
n!1
k=1

Rectangular grid partitioning the region R

into small rectangles of area Ak = xk yk .
 Multiple Integrals

Integration of functions of two variables on a rectangular region R :

To form a Riemann sum over R, we choose a point (xk , yk ) in the k-th small rectangle,
multiply the value of f at that point by the area Ak , and add together the products:
X
n
Sn = f (xk , yk ) Ak .
k=1
Depending on how we pick (xk , yk ) in the k-th small rectangle, we may get di↵erent values for
Sn .
X
n
X
n
• Think of the limit lim Sn = lim f (xk , yk ) Ak = lim f (xk , yk ) Ak
n!1 kP k!0 n!1
k=1 k=1

Many choices are involved in limit of this kind :

1. The collection of small rectangles

2. Choice of arbitrary evaluation point

Rectangular grid partitioning the region R

into small rectangles of area Ak = xk yk .
 Multiple Integrals

Integration of functions of two variables on a rectangular region R :

When a limit of the sums Sn exists, giving the same limiting value no matter what choices are
made, then the function f is said to be integrable and the limit is called the double integral of f
over R, written as ZZ ZZ
f (x, y)dA or f (x, y)dxdy
R R

More precisely:
ZZ ZZ X
n
f (x, y)dA = f (x, y)dxdy = lim f (xk , yk ) Ak
R R n!1
k=1

Question: For what class of function f (x, y)

ZZ
f (x, y)dxdy is finite.
R

• It can be shown that if f (x, y) is a continuous

function throughout R, then f is integrable.

• A discontinuous function f may be integrable.

• How we compute if function is integrable ?

Rectangular grid partitioning the region R
into small rectangles of area Ak = xk yk .
 Multiple Integrals

Double Integral as a Volumes:

When f (x, y) is a positive function over a rectangular region R in the xy-plane, we may interpret
the double integral of f over R as the volume of the 3-dimensional solid region over the xy-plane
bounded below by R and above by the surface z = f (x, y).

Definition. If f (x, y) 0, then the volume V of the solid that lies above the rectangle
R and below the surface z = f (x, y) is
ZZ
Volume = lim Sn = f (x, y)dA
n!1 R
 Multiple Integrals

First Fundamental Theorem of Calculus

Let f be a continuous real-valued function defined on a closed interval [a, b]. Let F be the
function defined, for all x in [a, b], by
Z x
F (x) = f (t)dt.
a

Then F is uniformly continuous on [a, b] and di↵erentiable on the open interval (a, b), and

F 0 (x) = f (x)

for all x in (a, b) so F is an antiderivative of f .

Second Fundamental Theorem of Calculus

Let f be a real-valued function on a closed interval [a, b] and F a continuous function on [a, b]
which is an antiderivative of f in (a, b) :

F 0 (x) = f (x).

If f is Riemann integrable on [a, b] then

Z b
f (x)dx = F (b) F (a)
a
 Multiple Integrals

Iterated or Repeated Integrals:

§ Recall that it is usually difficult to evaluate single integrals directly from the
definition of an integral, but the Fundamental Theorem of Calculus provides a
much easier method.
§ The evaluation of double integrals from first principles is even more difficult,
but here we see how to express a double integral as an iterated integral, which
can then be evaluated by calculating two single integrals.

Definition. Suppose that f is a function of two variablesR b that is integrable on

the rectangle R = [a, b] ⇥ [c, d]. We use the notation a f (x, y)dx to mean that
y is held fixed and f (x, y) is integrated with respect to x from x = a to x = b.
This procedure is called partial integration with respect to x. Integrating this
function gives us an iterated integral
Z dZ b Z d Z b
f (x, y)dxdy = f (x, y)dx dy
c a c a

where we first integrate with respect to x (holding y fixed) from x = a to x = b

and then we integrate the resulting function of y with respect to y from y = c
to y = d.
 Multiple Integrals

Fubini’s Theorem for Calculating Double Integrals:

The following theorem gives a practical method for evaluating a double integral by
expressing it as an iterated integral (in either order).

Theorem. (Fubini’s Theorem:) If f is continuous on the rectangle R =

{(x, y) | a 6 x 6 b, c 6 y 6 d}, then
ZZ Z bZ d Z d Z b
f (x, y)dA = f (x, y)dydx = f (x, y)dxdy
R a c c a

More generally, this is true if we assume that f is bounded on R, f is discon-

tinuous only on a finite number of smooth curves, and the iterated integrals
exist.

Fubini’s Theorem says that double integrals over rectangles can be calculated as
iterated integrals. Thus, we can evaluate a double integral by integrating with
respect to one variable at a time using the Fundamental Theorem of Calculus.

The above theorem is named after the Italian mathematician Guido Fubini (1879-1943), who
proved a very general version of this theorem in 1907. But the version for continuous functions
was known to the French mathematician Augustin-Louis Cauchy almost a century earlier.