Multiple Integrals

Double Integral

Let D C IR2 be a bounded measurable set. Let liD II be the

diameter of the set D, i.e.,
IIDII sup {J(XI - X2)2 + (Yl - Y2)2}.
(Xl,Yl)ED
(X2,Y2)ED

Let ~ = {Di I
n
i = 1, ... , n} be a division of D such that:

i,j = 1, ... ,n, i #j.

IDM 2009 - p. 1123

Let II~II := 2=1,

. max... ,n
IIDill, f : D ---+ JR, and choose Ni E Di, i = 1, ... , n. Consider
the sum
n
SD. = L
i=l
f(Ni)m(Di).
~
1M. ie
DEFINITION If the limit lim SD. exists, and has the same value for any division
IID..II-+O

- {D1, ... , Dn} of D, and for any points N'i E Di, i = 1, ... , n, then it is called
double integral of f on D, and is denoted by
Hence,
n
f ).
n
If f = 1, we obtain SD.. = L
i=l
m(Di) = A(D), therefore the area A(D) of the set D is

given by

IDM 2009 - p. 2123

Similarly, if P : D --t JR is the density of a mass distributed on
the domain D,

If r = xI + y} , then the position vector r G of the centroid

(centre of mass) is given by:

IDM 2009 - p. 3/23

Double Integrals over a Rectangle

Let D = [a, b] x [c, d] C JR2 be a rectangle and f: D --t JR.

THEOREM Ifthe integral fif(X, y) dxdy exists and the

function : [a,b]
lR., ( x) = jdc f (x, y) dy, is
integrable, then

IDM 2009 - p. 4/23

Proof: We prove the theorem in the particular case when the
function f is continuous on D. Consider the divisions:
{[a = Xo, Xl], [Xl, X2], ... , [Xn-1, Xn = b]},

and the points ~i E [Xi-I, Xi], i = 1, ... , n. By using the

mean value theorem, we obtain:

Lj=l
f(~i, rlj) (Yj - Yj-1),

where 1]j E [Yj, Yj-1]. 10M 2009 - p. 5/23

We deduce:
n n n

Li=l I(~i)(Xi-Xi-1) = Li=l L j=l

f(~i, 1]j)(Xi-Xi-1)(Yj-Yj-1),

hence, for ~~x

1<'l,J<n
{Xi - Xi-I, Yj - Yj-1} -+ 0, we obtain

lb I(x) dx = f!vf(x, y) dxdy.

10M 2009 - p. 6/23

 REMARK The integral (x,y) IS

denoted also by

Therefore, if f is continuous, we have:

fLf(x, y) dxdy = lbdx ldf(x, y) dy

= ld dy lbf(x, y) dx.
IDM 2009 - p. 7/23

Double Integrals over Arbitrary Domains

Let g, h : [a, b] -+ [c, d] be continuous. Consider the set

D = {(x, y) I a < x < b, g(x) < y < h(x)}.

y

a b
IDM 2009 - p. 8/23
 THEOREM If f: D ---t JR. is continuous, then

f f

Proof: The set D is closed and bounded, hence it is measurable. Define the auxiliary

function f* : [a, b] x [c, d] ---t JR.,

f*(x, y) ={
(x, y) E
(x, y) ([a, b] x [c, dJ) \ D.
E D,f(x, 0, y),
Since f* is discontinuous at most on the graph of g and h (set of of null measure), it is
integrable on D. We have:

rr
JJD f(x, y) dxdy = JJ[a,b]
rr x [c,d] f*(x, y) dxdy

= Jarb dx Jcrdf*(x,y)dy= Jarb dx Jg(x)

rh(X)f(x,y)dy.

IDM 2009 - p. 9/23

Similarly, if g, h : [c, d] ---t JR. are continuous, and

D = {(x, y) I c<y < d, g(y) < x < h(y)},
y

:£ - hey)

a b

we have

h~ D
f(x, y) dxdy = ldc dy
lh(Y)
g(y)
f(x, y) dx.

IDM 2009 - p. 10/23

 d:1xly, where is the domain bounded by the
EXAMPLE Calculate lID (:1~2 rr
parabolas y x2, ::r _ y2.

!J~
D(x2 y) dxdy = 111ft
o dx x2 (x2 + y) dy = 11[
0 + Y22]Y=ft
x2y x y=x2 dx

= 11
o (X5/2 + :::.
2 _ x4 2
_ x4) dx = 7
(~X7/2 + x24 10
_ ~X5) 0
11 = ~.
140
10M 2009 - p. 11/23

RegionPlot [y > X2 && y2 < X, {X, 0,1}, {y, 0,1},

BoundaryStyle ---+ Dashed, Plot8tyle ---+ Yellow,
AspectRatio ---+ Automatic]
1.0
-, • T I I~I

1
0.8

0.6

::1
f

00 l·,1 __ I .~~ __,_,

0.0 0.4 0.6 0.8 1.0

11
1
11
Boole [y > x2 && y2 < xJ dx dy

3 10M 2009 - p. 12/23

 Green's Formula
Suppose that the functions gl, g2 : [a, b] -+ JR., hI, h2 : [c, d] -+ JR. are continuous.
Consider the set M defined by:
M {(x,y) I a <x< b, gl(X) < Y < g2(X)}
{(x,y) Ie < y < d, h1(y) < X <h2(y)}.
y
D
d

C
c
B

We have:

Denote the path

ABC:
- -
ABCDA
= gl (t)
{ x=ty

by fr M.
x=a+b-t
y = g2 (a +b - t)
, t E [a,b].

IDM 2009 - p. 13/23

If the sets lVh, ... , lVln are bounded by piecewice smooth paths such that:
n

JIv! - U 1\1,i, Afi n 1\1j c fr( JlvIi) n fr( 1\Ij ),

·i=1
i,.i - 1, ... , n, i }, and w is a differential form over 1.\1, then

fr
/ w=ti=l
1\!I fr
f
.IvI.[ w
A

B
- - D

---- ~
ACDA
ABC
/
0
frM1UM2
frM2
JiGCA
.•..

/ w+ /
w.

IDM 2009 - p. 14/23

Suppose that M c ]R2 is a finite union of sets bounded by piecewise smooth paths.

THEOREM (Green-Riemann) If the functions P, q : 1\1 -+ are continuous and

possess continuous partial derivatives ~~ and ~~;, then

Proof: It is sufficient to prove the theorem when M is bounded by a piecewice smooth path.
We have:

M (-8)
!J~ fJP
y
dxdy = - 1b
a
dx 192(X)
91 (x)
8
fJP dy = 1b P(x,
Y a
y) Y=91(X)
Y=92(X)
dx

= .f P(x, g,(X»dx -1b P(x,g,(x» dx

/ Pdx - / Pdx = / Pdx = / Pdx.

7fBC ADO ABCJ5A fr M

IDM 2009 - p. 15/23

Similarly, we obtain

/L~~ dxdy= /
frM
Qdy,

hence

/L (~~- ~:) dxdy= frM

/ Pdx+Qdy.

x Y
If in Green's Formula we take q= 2 P = -"2' we get

/L dxdy = ~frM/ xdy - ydx,

IDM 2009 - p. 16/23

 Calculate the area of the domain !vI bounded by the
x2 y2
ellipse
r: -2
a/ + b')"-' == 1.
x == a cos t,
We have: r: t E [0,21rJ,
y == b sin t,

arie(M) = ~frMJ (-ydx + xdy)

== - (a cos t(b sin t)'-b sin t( a cos t)') dt == - ab dt

11277"
2 0 11277"
2 0

== 1rab.

IDM 2009 - p. 17/23

Change of Variables in Double Integrals

Let D C JR.2a compact domain and T : ~ -+ D a differentiable bijection

T: { Yx =y(u,v)
= x(u, v) , (u, v) E ~.
T

y v

x u
THEOREM If f :D -+ lR 0 is continuous, then

IDM 2009 - p. 18/23

EXAMPLE Calculate the integral e

where D - {(x, y) E ]R2 I x2 y2 < R2}. Find the Gauss

integral, ,fa e (method 3).

Fie ~ = {(p, B) E ]R2 I 0 < p < R, 0 < B < 211"} ~i fie

T:
x = peas B,
T:~-tD,
y = p sin e.
We get: D(x, y)
D(p, e) = p,

I = fLe-P2pdpde = 121rde lR e-p2pdp = Jr(1_e-R2).

IDM 2009 - p. 19/23

For R -t 00, we obtain

f~2e-X2_y2 dxdy = Jr,

1.8.,

= 100
-00 100
-00 e _x2_y2 dxdy = Jr,
hence

IDM 2009 - p. 20/23

EXAM PLE Find the area of the domain D bounded by the
parabolas:

2
x2 ay Y px
and
2
x2 by Y qx

where o <a< b, 0 <p < q.

IDM 2009 - p. 21/23

y' =qx

y' = px

IDM 2009 - p. 22/23

We look for a change of variable of the form

, u E [p, q], v E [a, b].

{
x2
y2
= vy
= ux
Let D. = {(u, v) Ip < u < q, a < v < b}.
We have (x, y) ED{::=:::} (u, v) E D..

, (u, v) E D..
u2/3 v1/3
{ Xy u1/3 v2/3

D(x, y) 1
We deduce
D(u,v) 3

= -dudv = - =
~
ar';a(D) -- ffD dxdy
---
-- 11.6. DD((xu"
yv))
dudv
/11
.6.3 31
arieD.
1
-(b-a)(q-p)
3
.

IDM 2009 - p. 23/23