Advanced Calculus Notes: Multiple Integrals & Special Functions
1. Double Integrals
Definition:
A double integral of a function f (x, y) over a region R is denoted as:
∬ f (x, y) dx dy
R
This represents the volume under the surface z = f (x, y) over the region R .
Evaluation of Double Integrals:
To evaluate ∬R f (x, y) dx dy :
1. Identify the region R (bounded area).
2. Determine limits of integration.
3. Integrate the inner integral.
4. Integrate the outer integral.
Example 1:
Evaluate ∬R (x + y) dx dy , where R is bounded by 0 ≤x≤1,0≤y ≤2.
Solution:
2 1 2 2 2
x2 1 1 y y2
∫ [∫ (x + y) dx] dy = ∫ [ + xy ] dy = ∫ ( + y ) dy = [ + ] = 1 + 2 = 3
0 0 0 2 0 0 2 2 2 0
2. Change of Order of Integration
Sometimes it's easier to evaluate a double integral by changing the order.
Steps:
1. Sketch the region.
2. Identify new bounds.
3. Rewrite integral.
Example 2:
Change the order of:
1
1 1
∫ ∫ f (x, y) dy dx
0 x
Solution: Sketch shows x ≤y ≤1,0≤x≤1
New order:
1 y
∫ ∫ f (x, y) dx dy
0 0
3. Polar Coordinates in Double Integrals
Substitutions:
•x = r cos θ
•y = r sin θ
• dx dy = r dr dθ
Example 3:
Evaluate ∬R (x2 + y 2 ) dx dy over unit disk.
Solution:
2π 1 2π 1 2π 1 2π
r4 1
[ ] dθ = ∫
π
∫ ∫ r2 ⋅ r dr dθ = ∫ ∫ r3 dr dθ = ∫ dθ =
0 0 0 0 0 4 0 0 4 2
4. Triple Integrals
Definition:
∭ f (x, y, z) dx dy dz
V
Represents volume under f (x, y, z) over 3D region V .
Evaluation:
Example 4:
Evaluate ∭V xyz dx dy dz , over cube 0 ≤ x, y, z ≤ 1
Solution:
1 1 1
1
∫ ∫ ∫ xyz dx dy dz =
0 0 0 8
2
Coordinate Systems:
• Cartesian: x, y, z
• Cylindrical: x = r cos θ, y = r sin θ , dx dy dz = r dr dθ dz
• Spherical:
•x = ρ sin ϕ cos θ
• y = ρ sin ϕ sin θ
• z = ρ cos ϕ
• dx dy dz = ρ2 sin ϕ dρ dϕ dθ
5. Applications
Area (Double Integral):
Area = ∬ 1 dx dy
R
Mass (with density ρ(x, y) ):
M = ∬ ρ(x, y) dx dy
R
Volume (Triple Integral):
V = ∭ 1 dx dy dz
V
Example 5:
Find volume under z = 4 − x2 − y 2 over circle x2 + y 2 ≤ 4 .
Solution (in polar form):
2π 2 2π 2
∫ ∫ (4 − r2 )r dr dθ = ∫ [∫ (4r − r3 ) dr] dθ = 8π
0 0 0 0
6. Beta and Gamma Functions
Gamma Function:
∞
Γ(n) = ∫ xn−1 e−x dx
0
- Γ(n) = (n − 1)! for integer n
Example 6:
3 π
Γ ( 52 ) = 3
2 ⋅ 1
2 ⋅ π=
4
3
Beta Function:
1
B(m, n) = ∫ xm−1 (1 − x)n−1 dx
0
Relation Between Beta and Gamma:
Γ(m)Γ(n)
B(m, n) =
Γ(m + n)
Example 7:
Γ(2)Γ(3) 1!⋅2! 2 1
B(2, 3) = Γ(5) = 4! = =
24 12
Duplication Formula:
1
Γ(n)Γ (n + ) = 21−2n π Γ(2n)
2
Proof Sketch: Use substitution techniques and known integrals for Gaussian functions to derive.
Practice Problems:
1. ∬R x2 + y 2 dx dy , where R is square [0, 1] × [0, 1]
2. ∬R x dy dx , bounded by y = x , y = 1 , x = 0
3. Convert to polar: ∬R x2 + y 2 dx dy , unit disk.
4. ∭V x dx dy dz , cube 0 ≤ x, y, z ≤ 2
5. Volume under z = 4 − x2 − y 2 , x2 + y 2 ≤ 4
6. Γ ( 52 )
Γ(2)Γ(3)
7. Prove B(2, 3) =
Γ(5)
